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 2,545 76,999 SH   DFND 15 0 76,999 0
AAR CORP COM 000361105 25 752 SH   DFND 12,15 0 752 0
AAR CORP COM 000361105 5,957 180,252 SH   DFND 15 0 180,252 0
ABB LTD SPONSORED ADR 000375204 19,118 907,376 SH   DFND 2 0 907,376 0
ABB LTD SPONSORED ADR 000375204 2,186 103,761 SH   DFND 1 0 103,761 0
ABB LTD SPONSORED ADR 000375204 11,296 536,126 SH   DFND 15 0 536,126 0
ACCO BRANDS CORP COM 00081T108 37 2,857 SH   DFND 12,15 0 2,857 0
ACCO BRANDS CORP COM 00081T108 3,798 291,047 SH   DFND 15 0 291,047 0
ACCO BRANDS CORP COM 00081T108 366 28,053 SH   DFND 5 0 0 28,053
ABM INDS INC COM 000957100 58 1,412 SH   DFND 12,15 0 1,412 0
ABM INDS INC COM 000957100 23,160 567,094 SH   DFND 1 0 567,094 0
ABM INDS INC COM 000957100 9,864 241,533 SH   DFND 15 0 241,533 0
ABM INDS INC COM 000957100 2,901 71,024 SH   DFND 6 0 71,024 0
ABM INDS INC COM 000957100 1,431 35,033 SH   DFND 6,12 0 35,033 0
ABM INDS INC COM 000957100 434 10,615 SH   DFND 6,9 0 10,615 0
AEP INDS INC COM 001031103 1,039 8,946 SH   DFND 15 0 8,946 0
AFLAC INC COM 001055102 1,878 26,976 SH   DFND 12,15 0 26,976 0
AFLAC INC COM 001055102 920 13,219 SH   DFND 4 0 13,219 0
AFLAC INC COM 001055102 42,583 611,824 SH   DFND 14 0 611,824 0
AFLAC INC COM 001055102 220,276 3,164,892 SH   DFND 1 0 3,065,382 99,510
AFLAC INC COM 001055102 10,447 150,100 SH   DFND 1,4 0 150,100 0
AFLAC INC COM 001055102 2,019 29,010 SH   DFND 1,9 0 29,010 0
AFLAC INC COM 001055102 1,114 16,000 SH   DFND 1,3 0 16,000 0
AFLAC INC COM 001055102 1,780 25,575 SH   DFND 1,15 0 25,575 0
AFLAC INC COM 001055102 13,679 196,536 SH   DFND 1,5 0 80,036 116,500
AFLAC INC COM 001055102 115,987 1,666,482 SH   DFND 15 0 1,666,482 0
AFLAC INC COM 001055102 10,262 147,449 SH   DFND 5 0 76,006 71,443
AFLAC INC COM 001055102 5,501 79,042 SH   DFND 5,6 0 38,710 40,332
AFLAC INC COM 001055102 727 10,442 SH   DFND 5,7 0 0 10,442
AFLAC INC COM 001055102 675 9,694 SH   DFND 11 0 9,694 0
AFLAC INC COM 001055102 916 13,158 SH   DFND 6 0 13,158 0
AFLAC INC COM 001055102 2,355 33,840 SH   DFND 13 0 33,840 0
AGCO CORP COM 001084102 260 4,489 SH   DFND 12,15 0 4,489 0
AGCO CORP COM 001084102 573 9,906 SH   DFND 14 0 9,906 0
AGCO CORP COM 001084102 13,563 234,409 SH   DFND 1 0 234,409 0
AGCO CORP COM 001084102 5,971 103,193 SH   DFND 15 0 103,193 0
AGCO CORP COM 001084102 98 1,700 SH   DFND 11 0 1,700 0
AG MTG INVT TR INC COM 001228105 1,364 79,730 SH   DFND 1 0 41,230 38,500
AG MTG INVT TR INC COM 001228105 364 21,300 SH   DFND 1,3 0 21,300 0
AG MTG INVT TR INC COM 001228105 9,342 545,997 SH   DFND 15 0 545,997 0
AGNC INVT CORP COM 00123Q104 198 10,933 SH   DFND 12,15 0 10,933 0
AGNC INVT CORP COM 00123Q104 1,986 109,568 SH   DFND 14 0 109,568 0
AGNC INVT CORP COM 00123Q104 27,551 1,519,636 SH   DFND 1 0 1,414,636 105,000
AGNC INVT CORP COM 00123Q104 4,679 258,100 SH   DFND 1,4 0 258,100 0
AGNC INVT CORP COM 00123Q104 1,128 62,200 SH   DFND 1,9 0 62,200 0
AGNC INVT CORP COM 00123Q104 1,113 61,400 SH   DFND 1,3 0 61,400 0
AGNC INVT CORP COM 00123Q104 7,766 428,375 SH   DFND 1,5 0 428,375 0
AGNC INVT CORP COM 00123Q104 11,533 636,153 SH   DFND 15 0 636,153 0
AGNC INVT CORP COM 00123Q104 14,224 784,554 SH   DFND 5 0 647,715 136,839
AGNC INVT CORP COM 00123Q104 8,312 458,492 SH   DFND 5,9 0 458,492 0
AGNC INVT CORP COM 00123Q104 2,060 113,646 SH   DFND 5,6 0 75,978 37,668
AGNC INVT CORP COM 00123Q104 688 37,974 SH   DFND 5,7 0 0 37,974
AGNC INVT CORP COM 00123Q104 150 8,300 SH   DFND 11 0 8,300 0
AGNC INVT CORP COM 00123Q104 5,996 330,741 SH   DFND 6 0 47,641 283,100
AGNC INVT CORP COM 00123Q104 2,066 113,982 SH   DFND 7 0 0 113,982
AGNC INVT CORP COM 00123Q104 586 32,344 SH   DFND 13 0 32,344 0
AES CORP COM 00130H105 651 55,990 SH   DFND 12,15 0 55,990 0
AES CORP COM 00130H105 915 78,705 SH   DFND 14 0 78,705 0
AES CORP COM 00130H105 13,522 1,163,673 SH   DFND 1 0 1,163,673 0
AES CORP COM 00130H105 63,581 5,471,665 SH   DFND 15 0 5,471,665 0
AES CORP COM 00130H105 199 17,131 SH   DFND 5 0 0 17,131
AES CORP COM 00130H105 480 41,300 SH   DFND 5,6 0 18,700 22,600
AES CORP COM 00130H105 193 16,616 SH   DFND 11 0 16,616 0
AK STL CORP NOTE 5.000%11/1 001546AP5 2,062 1,000,000 PRN   DFND 1 0 1,000,000 0
AK STL HLDG CORP COM 001547108 172 16,815 SH   DFND 12,15 0 16,815 0
AK STL HLDG CORP COM 001547108 9,769 956,843 SH   DFND 15 0 956,843 0
ALPS ETF TR ALERIAN MLP 00162Q866 3,879 307,870 SH   DFND 14 0 307,870 0
ALPS ETF TR ALERIAN MLP 00162Q866 25,390 2,015,096 SH   DFND 15 0 2,015,096 0
AMAG PHARMACEUTICALS INC COM 00163U106 68 1,945 SH   DFND 12,15 0 1,945 0
AMAG PHARMACEUTICALS INC COM 00163U106 3,658 105,121 SH   DFND 15 0 105,121 0
AMC NETWORKS INC CL A 00164V103 4,979 95,132 SH   DFND 15 0 95,132 0
AMC ENTMT HLDGS INC CL A COM 00165C104 3,918 116,428 SH   DFND 15 0 116,428 0
AMN HEALTHCARE SERVICES INC COM 001744101 328 8,542 SH   DFND 14 0 8,542 0
AMN HEALTHCARE SERVICES INC COM 001744101 5,234 136,134 SH   DFND 15 0 136,134 0
ANI PHARMACEUTICALS INC COM 00182C103 8,244 136,001 SH   DFND 15 0 136,001 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 1,003 197,460 SH   DFND 1 0 123,660 73,800
ARC DOCUMENT SOLUTIONS INC COM 00191G103 275 54,100 SH   DFND 1,3 0 54,100 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 722 142,081 SH   DFND 15 0 142,081 0
AT&T INC COM 00206R102 6,555 154,134 SH   DFND 12,15 0 154,134 0
AT&T INC COM 00206R102 1,816 42,700 SH   DFND 4 0 42,700 0
AT&T INC COM 00206R102 109,070 2,564,553 SH   DFND 14 0 2,564,553 0
AT&T INC COM 00206R102 753,510 17,717,143 SH   DFND 1 0 17,641,494 75,649
AT&T INC COM 00206R102 12,274 288,600 SH   DFND 1,4 0 288,600 0
AT&T INC COM 00206R102 842 19,793 SH   DFND 1,9 0 19,793 0
AT&T INC COM 00206R102 3,925 92,288 SH   DFND 1,3 0 92,288 0
AT&T INC COM 00206R102 19 436 SH   DFND 1,15 0 436 0
AT&T INC COM 00206R102 20,206 475,110 SH   DFND 1,5 0 268,910 206,200
AT&T INC COM 00206R102 329,724 7,752,742 SH   DFND 15 0 7,752,742 0
AT&T INC COM 00206R102 36,667 862,135 SH   DFND 5 0 374,511 487,624
AT&T INC COM 00206R102 11,434 268,837 SH   DFND 5,9 0 268,837 0
AT&T INC COM 00206R102 16,863 396,488 SH   DFND 5,6 0 202,131 194,357
AT&T INC COM 00206R102 1,189 27,955 SH   DFND 5,7 0 0 27,955
AT&T INC COM 00206R102 6,191 145,576 SH   DFND 11 0 145,576 0
AT&T INC COM 00206R102 7,137 167,822 SH   DFND 6 0 32,887 134,935
AT&T INC COM 00206R102 2,953 69,431 SH   DFND 7 0 0 69,431
AT&T INC COM 00206R102 7,085 166,589 SH   DFND 13 0 166,589 0
A10 NETWORKS INC COM 002121101 1,679 202,033 SH   DFND 15 0 202,033 0
ATN INTL INC COM 00215F107 14 173 SH   DFND 1 0 173 0
ATN INTL INC COM 00215F107 10,281 128,307 SH   DFND 15 0 128,307 0
AU OPTRONICS CORP SPONSORED ADR 002255107 44 12,376 SH   DFND 15 0 12,376 0
AVX CORP NEW COM 002444107 1,553 99,368 SH   DFND 15 0 99,368 0
AXT INC COM 00246W103 58 12,056 SH   DFND 15 0 12,056 0
AZZ INC COM 002474104 343 5,374 SH   DFND 14 0 5,374 0
AZZ INC COM 002474104 2,899 45,371 SH   DFND 15 0 45,371 0
AARONS INC COM PAR $0.50 002535300 79 2,468 SH   DFND 12,15 0 2,468 0
AARONS INC COM PAR $0.50 002535300 7,271 227,300 SH   DFND 1 0 227,300 0
AARONS INC COM PAR $0.50 002535300 4,031 126,005 SH   DFND 15 0 126,005 0
AARONS INC COM PAR $0.50 002535300 4,240 132,531 SH   DFND 5 0 132,531 0
AARONS INC COM PAR $0.50 002535300 646 20,184 SH   DFND 5,6 0 8,679 11,505
AARONS INC COM PAR $0.50 002535300 248 7,765 SH   DFND 13 0 7,765 0
ABAXIS INC COM 002567105 3,156 59,807 SH   DFND 15 0 59,807 0
ABBOTT LABS COM 002824100 810 21,095 SH   DFND 12,15 0 21,095 0
ABBOTT LABS COM 002824100 80,538 2,096,790 SH   DFND 14 0 2,096,790 0
ABBOTT LABS COM 002824100 16,330 425,142 SH   DFND 1 0 425,142 0
ABBOTT LABS COM 002824100 52,356 1,363,094 SH   DFND 15 0 1,363,094 0
ABBOTT LABS COM 002824100 200 5,205 SH   DFND 10 0 5,205 0
ABBOTT LABS COM 002824100 2,220 57,785 SH   DFND 5 0 0 57,785
ABBOTT LABS COM 002824100 465 12,100 SH   DFND 5,6 0 5,800 6,300
ABBOTT LABS COM 002824100 1,333 34,701 SH   DFND 11 0 34,701 0
ABBVIE INC COM 00287Y109 764 12,203 SH   DFND 12,15 0 12,203 0
ABBVIE INC COM 00287Y109 37,612 600,635 SH   DFND 14 0 600,635 0
ABBVIE INC COM 00287Y109 38 600 SH Call DFND 14 0 0 0
ABBVIE INC COM 00287Y109 286,333 4,572,544 SH   DFND 1 0 4,515,597 56,947
ABBVIE INC COM 00287Y109 8,713 139,148 SH   DFND 1,12 0 139,148 0
ABBVIE INC COM 00287Y109 485 7,750 SH   DFND 1,9 0 7,750 0
ABBVIE INC COM 00287Y109 301 4,800 SH   DFND 1,5 0 0 4,800
ABBVIE INC COM 00287Y109 39 625 SH   DFND 1,11 0 625 0
ABBVIE INC COM 00287Y109 72,565 1,158,813 SH   DFND 15 0 1,158,813 0
ABBVIE INC COM 00287Y109 157 2,500 SH   DFND 10 0 2,500 0
ABBVIE INC COM 00287Y109 4,710 75,214 SH   DFND 5 0 0 75,214
ABBVIE INC COM 00287Y109 4,434 70,809 SH   DFND 5,6 0 34,309 36,500
ABBVIE INC COM 00287Y109 2,411 38,501 SH   DFND 11 0 38,501 0
ABBVIE INC COM 00287Y109 1,458 23,289 SH   DFND 13 0 23,289 0
ABERCROMBIE & FITCH CO CL A 002896207 31 2,613 SH   DFND 12,15 0 2,613 0
ABERCROMBIE & FITCH CO CL A 002896207 1,010 84,156 SH   DFND 14 0 84,156 0
ABERCROMBIE & FITCH CO CL A 002896207 3,474 289,475 SH   DFND 1 0 289,475 0
ABERCROMBIE & FITCH CO CL A 002896207 918 76,517 SH   DFND 15 0 76,517 0
ABERCROMBIE & FITCH CO CL A 002896207 984 82,000 SH   DFND 5 0 0 82,000
ABERCROMBIE & FITCH CO CL A 002896207 196 16,302 SH   DFND 5,9 0 16,302 0
ABERCROMBIE & FITCH CO CL A 002896207 102 8,485 SH   DFND 13 0 8,485 0
ABERDEEN ASIA PACIFIC INCOM COM 003009107 12,638 2,729,569 SH   DFND 15 0 2,729,569 0
ABIOMED INC COM 003654100 457 4,055 SH   DFND 14 0 4,055 0
ABIOMED INC COM 003654100 21,500 190,805 SH   DFND 15 0 190,805 0
ABRAXAS PETE CORP COM 003830106 770 299,537 SH   DFND 15 0 299,537 0
ACACIA RESH CORP ACACIA TCH COM 003881307 738 113,475 SH   DFND 1 0 113,475 0
ACACIA RESH CORP ACACIA TCH COM 003881307 57 8,700 SH   DFND 1,3 0 8,700 0
ACACIA RESH CORP ACACIA TCH COM 003881307 90 13,835 SH   DFND 15 0 13,835 0
ACACIA COMMUNICATIONS INC COM 00401C108 4,185 67,771 SH   DFND 15 0 67,771 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 2,481 74,967 SH   DFND 14 0 74,967 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 54,722 1,653,226 SH   DFND 1 0 1,595,817 57,409
ACADIA HEALTHCARE COMPANY IN COM 00404A109 739 22,327 SH   DFND 15 0 22,327 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 1,600 48,339 SH   DFND 6 0 48,339 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 762 23,019 SH   DFND 6,12 0 23,019 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 246 7,443 SH   DFND 6,9 0 7,443 0
ACADIA PHARMACEUTICALS INC COM 004225108 30,994 1,074,691 SH   DFND 1 0 1,074,691 0
ACADIA PHARMACEUTICALS INC COM 004225108 2,165 75,074 SH   DFND 1,12 0 75,074 0
ACADIA PHARMACEUTICALS INC COM 004225108 524 18,185 SH   DFND 15 0 18,185 0
ACADIA RLTY TR COM SH BEN INT 004239109 2,324 71,099 SH   DFND 14 0 71,099 0
ACADIA RLTY TR COM SH BEN INT 004239109 127,451 3,899,957 SH   DFND 1 0 1,727,209 2,172,748
ACADIA RLTY TR COM SH BEN INT 004239109 1,311 40,124 SH   DFND 1,2 0 40,124 0
ACADIA RLTY TR COM SH BEN INT 004239109 381 11,647 SH   DFND 1,12 0 11,647 0
ACADIA RLTY TR COM SH BEN INT 004239109 6,665 203,935 SH   DFND 1,3 0 203,935 0
ACADIA RLTY TR COM SH BEN INT 004239109 218 6,662 SH   DFND 1,15 0 6,662 0
ACADIA RLTY TR COM SH BEN INT 004239109 2,866 87,710 SH   DFND 1,13 0 87,710 0
ACADIA RLTY TR COM SH BEN INT 004239109 12,969 396,846 SH   DFND 15 0 396,846 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 1,203 57,954 SH   DFND 15 0 57,954 0
ACCURAY INC COM 004397105 173 37,531 SH   DFND 15 0 37,531 0
ACETO CORP COM 004446100 261 11,887 SH   DFND 14 0 11,887 0
ACETO CORP COM 004446100 1,952 88,855 SH   DFND 15 0 88,855 0
ACELRX PHARMACEUTICALS INC COM 00444T100 87 33,359 SH   DFND 15 0 33,359 0
ACI WORLDWIDE INC COM 004498101 1,234 67,966 SH   DFND 15 0 67,966 0
ACLARIS THERAPEUTICS INC COM 00461U105 12,437 458,243 SH   DFND 1 0 458,243 0
ACLARIS THERAPEUTICS INC COM 00461U105 3,687 135,863 SH   DFND 1,12 0 135,863 0
ACLARIS THERAPEUTICS INC COM 00461U105 820 30,217 SH   DFND 15 0 30,217 0
ACORDA THERAPEUTICS INC COM 00484M106 2,271 120,776 SH   DFND 15 0 120,776 0
ACORDA THERAPEUTICS INC COM 00484M106 164 8,700 SH   DFND 5 0 0 8,700
ACTIVISION BLIZZARD INC COM 00507V109 6,120 169,472 SH   DFND 12,15 0 169,472 0
ACTIVISION BLIZZARD INC COM 00507V109 1,065 29,482 SH   DFND 14 0 29,482 0
ACTIVISION BLIZZARD INC COM 00507V109 220,375 6,102,868 SH   DFND 1 0 6,102,168 700
ACTIVISION BLIZZARD INC COM 00507V109 2,041 56,532 SH   DFND 1,12 0 56,532 0
ACTIVISION BLIZZARD INC COM 00507V109 6,405 177,388 SH   DFND 1,9 0 177,388 0
ACTIVISION BLIZZARD INC COM 00507V109 214,618 5,943,440 SH   DFND 15 0 5,943,440 0
ACTIVISION BLIZZARD INC COM 00507V109 991 27,434 SH   DFND 5 0 0 27,434
ACTIVISION BLIZZARD INC COM 00507V109 481 13,329 SH   DFND 5,6 0 6,252 7,077
ACTIVISION BLIZZARD INC COM 00507V109 522 14,468 SH   DFND 11 0 14,468 0
ACTIVISION BLIZZARD INC COM 00507V109 10,673 295,580 SH   DFND 6 0 295,580 0
ACTUANT CORP CL A NEW 00508X203 39 1,516 SH   DFND 12,15 0 1,516 0
ACTUANT CORP CL A NEW 00508X203 2,038 78,540 SH   DFND 14 0 78,540 0
ACTUANT CORP CL A NEW 00508X203 3,716 143,186 SH   DFND 15 0 143,186 0
ACUITY BRANDS INC COM 00508Y102 210 910 SH   DFND 12,15 0 910 0
ACUITY BRANDS INC COM 00508Y102 118,688 514,112 SH   DFND 1 0 514,112 0
ACUITY BRANDS INC COM 00508Y102 356 1,544 SH   DFND 1,3 0 1,544 0
ACUITY BRANDS INC COM 00508Y102 15,757 68,255 SH   DFND 15 0 68,255 0
ACUITY BRANDS INC COM 00508Y102 231 1,000 SH   DFND 11 0 1,000 0
ACTUA CORP COM 005094107 1,063 75,915 SH   DFND 15 0 75,915 0
ACXIOM CORP COM 005125109 1,278 47,699 SH   DFND 14 0 47,699 0
ACXIOM CORP COM 005125109 4,167 155,487 SH   DFND 15 0 155,487 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 189 11,211 SH   DFND 15 0 11,211 0
ADAM NAT RES FD INC COM 00548F105 603 29,909 SH   DFND 14 0 29,909 0
ADEPTUS HEALTH INC CL A 006855100 270 35,344 SH   DFND 15 0 35,344 0
ADOBE SYS INC COM 00724F101 11,391 110,649 SH   DFND 12,15 0 110,649 0
ADOBE SYS INC COM 00724F101 430 4,177 SH   DFND 4 0 4,177 0
ADOBE SYS INC COM 00724F101 2,287 22,217 SH   DFND 14 0 22,217 0
ADOBE SYS INC COM 00724F101 16,757 162,773 SH   DFND 1 0 162,323 450
ADOBE SYS INC COM 00724F101 400,187 3,887,196 SH   DFND 15 0 3,887,196 0
ADOBE SYS INC COM 00724F101 618 6,000 SH   DFND 10 0 6,000 0
ADOBE SYS INC COM 00724F101 2,006 19,482 SH   DFND 5 0 0 19,482
ADOBE SYS INC COM 00724F101 12 120 SH   DFND 5,6 0 120 0
ADOBE SYS INC COM 00724F101 1,216 11,813 SH   DFND 11 0 11,813 0
ADTRAN INC COM 00738A106 28 1,245 SH   DFND 12,15 0 1,245 0
ADTRAN INC COM 00738A106 8,036 359,539 SH   DFND 15 0 359,539 0
ADVANCE AUTO PARTS INC COM 00751Y106 109 643 SH   DFND 12,15 0 643 0
ADVANCE AUTO PARTS INC COM 00751Y106 462 2,730 SH   DFND 14 0 2,730 0
ADVANCE AUTO PARTS INC COM 00751Y106 291,507 1,723,669 SH   DFND 1 0 1,708,089 15,580
ADVANCE AUTO PARTS INC COM 00751Y106 364 2,155 SH   DFND 1,9 0 2,155 0
ADVANCE AUTO PARTS INC COM 00751Y106 300 1,771 SH   DFND 1,3 0 1,771 0
ADVANCE AUTO PARTS INC COM 00751Y106 2,236 13,221 SH   DFND 15 0 13,221 0
ADVANCE AUTO PARTS INC COM 00751Y106 310 1,835 SH   DFND 11 0 1,835 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 736 146,096 SH   DFND 14 0 146,096 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 13,135 2,606,206 SH   DFND 15 0 2,606,206 0
ADVISORY BRD CO COM 00762W107 52 1,574 SH   DFND 14 0 1,574 0
ADVISORY BRD CO COM 00762W107 619 18,613 SH   DFND 15 0 18,613 0
ADVENT CLAYMORE CV SECS & IN COM 00764C109 329 22,443 SH   DFND 14 0 22,443 0
ADVENT CLAYMORE ENH GRW & IN COM 00765E104 577 69,556 SH   DFND 14 0 69,556 0
ADVANTAGE OIL & GAS LTD COM 00765F101 11,938 1,768,595 SH   DFND 2 0 1,768,595 0
ADVANTAGE OIL & GAS LTD COM 00765F101 19 2,817 SH   DFND 2,15 0 2,817 0
ADVANTAGE OIL & GAS LTD COM 00765F101 85 12,639 SH   DFND 15 0 12,639 0
ADVANTAGE OIL & GAS LTD COM 00765F101 338 50,000 SH   DFND 6,9 0 50,000 0
AECOM COM 00766T100 132 3,622 SH   DFND 12,15 0 3,622 0
AECOM COM 00766T100 1,419 39,032 SH   DFND 14 0 39,032 0
AECOM COM 00766T100 144,420 3,971,956 SH   DFND 1 0 3,971,956 0
AECOM COM 00766T100 1,983 54,527 SH   DFND 15 0 54,527 0
AEGION CORP COM 00770F104 1,355 57,184 SH   DFND 14 0 57,184 0
AEGION CORP COM 00770F104 8,284 349,540 SH   DFND 15 0 349,540 0
AERIE PHARMACEUTICALS INC COM 00771V108 2,328 61,506 SH   DFND 15 0 61,506 0
ADVANSIX INC COM 00773T101 9 416 SH   DFND 12,15 0 416 0
ADVANSIX INC COM 00773T101 10 464 SH   DFND 14 0 464 0
ADVANSIX INC COM 00773T101 3,086 139,384 SH   DFND 1 0 139,384 0
ADVANSIX INC COM 00773T101 2,989 134,988 SH   DFND 15 0 134,988 0
AEROHIVE NETWORKS INC COM 007786106 91 15,883 SH   DFND 15 0 15,883 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 3,173 176,787 SH   DFND 15 0 176,787 0
ADVANCED MICRO DEVICES INC COM 007903107 287 25,334 SH   DFND 12,15 0 25,334 0
ADVANCED MICRO DEVICES INC COM 007903107 23,803 2,099,050 SH   DFND 1 0 2,099,050 0
ADVANCED MICRO DEVICES INC COM 007903107 8,178 721,135 SH   DFND 15 0 721,135 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 23,653 15,000,000 PRN   DFND 1 0 15,000,000 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 10,670 517,955 SH   DFND 15 0 517,955 0
AEGON N V NY REGISTRY SH 007924103 153 27,678 SH   DFND 15 0 27,678 0
ADVANCED ENERGY INDS COM 007973100 105 1,922 SH   DFND 12,15 0 1,922 0
ADVANCED ENERGY INDS COM 007973100 1,167 21,314 SH   DFND 14 0 21,314 0
ADVANCED ENERGY INDS COM 007973100 21,560 393,784 SH   DFND 15 0 393,784 0
AEROVIRONMENT INC COM 008073108 1,492 55,596 SH   DFND 15 0 55,596 0
AETNA INC NEW COM 00817Y108 769 6,200 SH   DFND 12,15 0 6,200 0
AETNA INC NEW COM 00817Y108 10,567 85,208 SH   DFND 14 0 85,208 0
AETNA INC NEW COM 00817Y108 37 300 SH Call DFND 14 0 0 0
AETNA INC NEW COM 00817Y108 57,495 463,628 SH   DFND 1 0 460,878 2,750
AETNA INC NEW COM 00817Y108 11,383 91,787 SH   DFND 1,12 0 91,787 0
AETNA INC NEW COM 00817Y108 918 7,400 SH   DFND 1,4 0 7,400 0
AETNA INC NEW COM 00817Y108 112 900 SH   DFND 1,3 0 900 0
AETNA INC NEW COM 00817Y108 1,315 10,600 SH   DFND 1,5 0 0 10,600
AETNA INC NEW COM 00817Y108 10,669 86,031 SH   DFND 15 0 86,031 0
AETNA INC NEW COM 00817Y108 136 1,100 SH   DFND 10 0 1,100 0
AETNA INC NEW COM 00817Y108 2,930 23,626 SH   DFND 5 0 0 23,626
AETNA INC NEW COM 00817Y108 2,257 18,200 SH   DFND 5,6 0 8,600 9,600
AETNA INC NEW COM 00817Y108 1,031 8,312 SH   DFND 11 0 8,312 0
AETNA INC NEW COM 00817Y108 867 6,994 SH   DFND 13 0 6,994 0
AFFILIATED MANAGERS GROUP COM 008252108 86 592 SH   DFND 12,15 0 592 0
AFFILIATED MANAGERS GROUP COM 008252108 727 5,001 SH   DFND 14 0 5,001 0
AFFILIATED MANAGERS GROUP COM 008252108 180,706 1,243,672 SH   DFND 1 0 1,243,672 0
AFFILIATED MANAGERS GROUP COM 008252108 8,644 59,494 SH   DFND 1,2 0 59,494 0
AFFILIATED MANAGERS GROUP COM 008252108 388 2,671 SH   DFND 1,3 0 2,671 0
AFFILIATED MANAGERS GROUP COM 008252108 8,324 57,288 SH   DFND 15 0 57,288 0
AFFILIATED MANAGERS GROUP COM 008252108 203 1,400 SH   DFND 11 0 1,400 0
AFFILIATED MANAGERS GROUP COM 008252108 11,774 81,034 SH   DFND 6 0 81,034 0
AGILENT TECHNOLOGIES INC COM 00846U101 168 3,688 SH   DFND 12,15 0 3,688 0
AGILENT TECHNOLOGIES INC COM 00846U101 3,204 70,320 SH   DFND 14 0 70,320 0
AGILENT TECHNOLOGIES INC COM 00846U101 60,154 1,320,335 SH   DFND 1 0 1,319,685 650
AGILENT TECHNOLOGIES INC COM 00846U101 4,318 94,777 SH   DFND 1,12 0 94,777 0
AGILENT TECHNOLOGIES INC COM 00846U101 2,214 48,592 SH   DFND 15 0 48,592 0
AGILENT TECHNOLOGIES INC COM 00846U101 695 15,244 SH   DFND 5 0 0 15,244
AGILENT TECHNOLOGIES INC COM 00846U101 7 160 SH   DFND 5,6 0 160 0
AGILENT TECHNOLOGIES INC COM 00846U101 348 7,649 SH   DFND 11 0 7,649 0
AGNICO EAGLE MINES LTD COM 008474108 545 12,976 SH   DFND 2,15 0 12,976 0
AGNICO EAGLE MINES LTD COM 008474108 15 359 SH   DFND 12,15 0 359 0
AGNICO EAGLE MINES LTD COM 008474108 11,207 266,841 SH   DFND 1,2 0 266,841 0
AGNICO EAGLE MINES LTD COM 008474108 1,808 43,041 SH   DFND 1,9 0 43,041 0
AGNICO EAGLE MINES LTD COM 008474108 1,918 45,661 SH   DFND 15 0 45,661 0
AGNICO EAGLE MINES LTD COM 008474108 5,779 137,596 SH   DFND 5 0 115,014 22,582
AGNICO EAGLE MINES LTD COM 008474108 221 5,250 SH   DFND 11 0 5,250 0
AGILYSYS INC COM 00847J105 789 76,202 SH   DFND 15 0 76,202 0
AGILE THERAPEUTICS INC COM 00847L100 5,583 979,412 SH   DFND 1 0 979,412 0
AGILE THERAPEUTICS INC COM 00847L100 1,588 278,529 SH   DFND 1,12 0 278,529 0
AGILE THERAPEUTICS INC COM 00847L100 4 757 SH   DFND 15 0 757 0
AGIOS PHARMACEUTICALS INC COM 00847X104 3,230 77,400 SH   DFND 1 0 77,400 0
AGIOS PHARMACEUTICALS INC COM 00847X104 635 15,222 SH   DFND 15 0 15,222 0
AGREE REALTY CORP COM 008492100 327 7,101 SH   DFND 14 0 7,101 0
AGREE REALTY CORP COM 008492100 15 334 SH   DFND 1 0 334 0
AGREE REALTY CORP COM 008492100 10,359 224,943 SH   DFND 15 0 224,943 0
AGROFRESH SOLUTIONS COM 00856G109 78 29,310 SH   DFND 15 0 29,310 0
AGRIUM INC COM 008916108 1,678 16,689 SH   DFND 2,15 0 16,689 0
AGRIUM INC COM 008916108 64 637 SH   DFND 12,15 0 637 0
AGRIUM INC COM 008916108 168,569 1,676,468 SH   DFND 1 0 1,496,660 179,808
AGRIUM INC COM 008916108 516 5,136 SH   DFND 1,2 0 5,136 0
AGRIUM INC COM 008916108 248 2,462 SH   DFND 1,3 0 2,462 0
AGRIUM INC COM 008916108 2,565 25,510 SH   DFND 15 0 25,510 0
AGRIUM INC COM 008916108 814 8,094 SH   DFND 5 0 0 8,094
AGRIUM INC COM 008916108 314 3,120 SH   DFND 11 0 3,120 0
AIR METHODS CORP COM PAR $.06 009128307 3,257 102,265 SH   DFND 15 0 102,265 0
AIR LEASE CORP CL A 00912X302 46 1,339 SH   DFND 12,15 0 1,339 0
AIR LEASE CORP CL A 00912X302 842 24,534 SH   DFND 15 0 24,534 0
AIR PRODS & CHEMS INC COM 009158106 447 3,110 SH   DFND 12,15 0 3,110 0
AIR PRODS & CHEMS INC COM 009158106 75,886 527,646 SH   DFND 14 0 527,646 0
AIR PRODS & CHEMS INC COM 009158106 116,527 810,225 SH   DFND 1 0 809,875 350
AIR PRODS & CHEMS INC COM 009158106 1,709 11,880 SH   DFND 1,15 0 11,880 0
AIR PRODS & CHEMS INC COM 009158106 79,254 551,062 SH   DFND 15 0 551,062 0
AIR PRODS & CHEMS INC COM 009158106 1,173 8,159 SH   DFND 5 0 0 8,159
AIR PRODS & CHEMS INC COM 009158106 912 6,343 SH   DFND 5,6 0 3,007 3,336
AIR PRODS & CHEMS INC COM 009158106 695 4,830 SH   DFND 11 0 4,830 0
AIR PRODS & CHEMS INC COM 009158106 343 2,383 SH   DFND 13 0 2,383 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 1,508 94,500 SH   DFND 15 0 94,500 0
AIRMEDIA GROUP INC SPONSORED ADR 009411109 188 76,636 SH   DFND 15 0 76,636 0
AKAMAI TECHNOLOGIES INC COM 00971T101 2,610 39,148 SH   DFND 12,15 0 39,148 0
AKAMAI TECHNOLOGIES INC COM 00971T101 743 11,146 SH   DFND 4 0 11,146 0
AKAMAI TECHNOLOGIES INC COM 00971T101 1,925 28,872 SH   DFND 14 0 28,872 0
AKAMAI TECHNOLOGIES INC COM 00971T101 36,391 545,751 SH   DFND 1 0 506,451 39,300
AKAMAI TECHNOLOGIES INC COM 00971T101 10,755 161,300 SH   DFND 1,4 0 161,300 0
AKAMAI TECHNOLOGIES INC COM 00971T101 1,460 21,900 SH   DFND 1,9 0 21,900 0
AKAMAI TECHNOLOGIES INC COM 00971T101 1,507 22,600 SH   DFND 1,3 0 22,600 0
AKAMAI TECHNOLOGIES INC COM 00971T101 6,388 95,800 SH   DFND 1,5 0 0 95,800
AKAMAI TECHNOLOGIES INC COM 00971T101 98,757 1,481,052 SH   DFND 15 0 1,481,052 0
AKAMAI TECHNOLOGIES INC COM 00971T101 540 8,100 SH   DFND 5 0 0 8,100
AKAMAI TECHNOLOGIES INC COM 00971T101 629 9,437 SH   DFND 5,6 0 4,668 4,769
AKAMAI TECHNOLOGIES INC COM 00971T101 283 4,244 SH   DFND 11 0 4,244 0
AKAMAI TECHNOLOGIES INC COM 00971T101 233 3,493 SH   DFND 13 0 3,493 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 34,393 33,130,000 PRN   DFND 1 0 33,130,000 0
AKORN INC COM 009728106 521 23,847 SH   DFND 14 0 23,847 0
AKORN INC COM 009728106 39,375 1,803,717 SH   DFND 15 0 1,803,717 0
ALAMO GROUP INC COM 011311107 2,258 29,671 SH   DFND 15 0 29,671 0
ALAMOS GOLD INC NEW COM CL A 011532108 25 3,622 SH   DFND 2,15 0 3,622 0
ALAMOS GOLD INC NEW COM CL A 011532108 7,832 1,145,091 SH   DFND 1,2 0 1,145,091 0
ALAMOS GOLD INC NEW COM CL A 011532108 1,283 187,527 SH   DFND 1,9 0 187,527 0
ALAMOS GOLD INC NEW COM CL A 011532108 554 81,011 SH   DFND 15 0 81,011 0
ALARM COM HLDGS INC COM 011642105 3,149 113,148 SH   DFND 15 0 113,148 0
ALASKA AIR GROUP INC COM 011659109 2,691 30,326 SH   DFND 14 0 30,326 0
ALASKA AIR GROUP INC COM 011659109 43,813 493,781 SH   DFND 1 0 493,781 0
ALASKA AIR GROUP INC COM 011659109 188 2,119 SH   DFND 1,3 0 2,119 0
ALASKA AIR GROUP INC COM 011659109 2,420 27,271 SH   DFND 15 0 27,271 0
ALBANY INTL CORP CL A 012348108 28,775 621,487 SH   DFND 1 0 621,487 0
ALBANY INTL CORP CL A 012348108 1,740 37,586 SH   DFND 15 0 37,586 0
ALBANY INTL CORP CL A 012348108 3,601 77,779 SH   DFND 6 0 77,779 0
ALBANY INTL CORP CL A 012348108 1,763 38,082 SH   DFND 6,12 0 38,082 0
ALBANY INTL CORP CL A 012348108 557 12,033 SH   DFND 6,9 0 12,033 0
ALBANY MOLECULAR RESH INC COM 012423109 1,163 61,971 SH   DFND 15 0 61,971 0
ALBEMARLE CORP COM 012653101 98 1,138 SH   DFND 12,15 0 1,138 0
ALBEMARLE CORP COM 012653101 428 4,967 SH   DFND 14 0 4,967 0
ALBEMARLE CORP COM 012653101 31,139 361,750 SH   DFND 1 0 361,750 0
ALBEMARLE CORP COM 012653101 11,111 129,080 SH   DFND 15 0 129,080 0
ALBEMARLE CORP COM 012653101 232 2,700 SH   DFND 11 0 2,700 0
ALCOA CORP COM 013872106 195 6,943 SH   DFND 12,15 0 6,943 0
ALCOA CORP COM 013872106 111 3,965 SH   DFND 14 0 3,965 0
ALCOA CORP COM 013872106 55,037 1,960,008 SH   DFND 1 0 1,907,196 52,812
ALCOA CORP COM 013872106 207 7,373 SH   DFND 1,9 0 7,373 0
ALCOA CORP COM 013872106 2,536 90,325 SH   DFND 15 0 90,325 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 6,209 298,510 SH   DFND 1 0 298,510 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 1,775 85,347 SH   DFND 1,12 0 85,347 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 5 238 SH   DFND 15 0 238 0
ALEXANDER & BALDWIN INC NEW COM 014491104 1,324 29,505 SH   DFND 15 0 29,505 0
ALERE INC COM 01449J105 8,191 210,196 SH   DFND 2 0 210,196 0
ALERE INC COM 01449J105 27 689 SH   DFND 12,15 0 689 0
ALERE INC COM 01449J105 150,017 3,849,562 SH   DFND 1 0 3,849,562 0
ALERE INC COM 01449J105 14,396 369,403 SH   DFND 1,2 0 369,403 0
ALERE INC COM 01449J105 615 15,793 SH   DFND 15 0 15,793 0
ALEXANDERS INC COM 014752109 593 1,389 SH   DFND 15 0 1,389 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 111 996 SH   DFND 12,15 0 996 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 348 3,130 SH   DFND 14 0 3,130 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 17,733 159,570 SH   DFND 1 0 5,200 154,370
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 10,575 95,163 SH   DFND 15 0 95,163 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 4 40 SH   DFND 5,6 0 40 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 211 1,900 SH   DFND 11 0 1,900 0
ALEXION PHARMACEUTICALS INC COM 015351109 6,055 49,488 SH   DFND 12,15 0 49,488 0
ALEXION PHARMACEUTICALS INC COM 015351109 3,144 25,693 SH   DFND 14 0 25,693 0
ALEXION PHARMACEUTICALS INC COM 015351109 209,509 1,712,377 SH   DFND 1 0 1,712,377 0
ALEXION PHARMACEUTICALS INC COM 015351109 8,098 66,189 SH   DFND 1,12 0 66,189 0
ALEXION PHARMACEUTICALS INC COM 015351109 223,976 1,830,617 SH   DFND 15 0 1,830,617 0
ALEXION PHARMACEUTICALS INC COM 015351109 1,150 9,400 SH   DFND 5 0 0 9,400
ALEXION PHARMACEUTICALS INC COM 015351109 648 5,300 SH   DFND 11 0 5,300 0
ALGONQUIN PWR UTILS CORP COM 015857105 6,006 708,200 SH   DFND 2 0 708,200 0
ALGONQUIN PWR UTILS CORP COM 015857105 4,380 516,565 SH   DFND 2,15 0 516,565 0
ALGONQUIN PWR UTILS CORP COM 015857105 1,836 216,548 SH   DFND 1,2 0 216,548 0
ALGONQUIN PWR UTILS CORP COM 015857105 93 11,006 SH   DFND 15 0 11,006 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 22,488 256,101 SH   DFND 2 0 256,101 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 43,027 490,000 SH   DFND 12,4 0 490,000 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 87,281 993,981 SH   DFND 4 0 993,981 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 70,498 802,844 SH   DFND 4,9 0 802,844 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 19,915 226,799 SH   DFND 9 0 226,799 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 187,057 2,130,243 SH   DFND 1 0 2,130,243 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 2,534 28,856 SH   DFND 1,2 0 28,856 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 2,371 27,006 SH   DFND 1,12 0 27,006 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 3,125 35,589 SH   DFND 1,4 0 35,589 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 5,395 61,437 SH   DFND 1,9 0 61,437 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 375 4,272 SH   DFND 1,6 0 4,272 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 14,190 161,604 SH   DFND 15 0 161,604 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 747 8,505 SH   DFND 5,9 0 8,505 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 9,164 104,366 SH   DFND 11,6 0 104,366 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 281,404 3,204,695 SH   DFND 6 0 876,855 2,327,840
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 27,503 313,208 SH   DFND 6,12 0 313,208 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 610 6,948 SH   DFND 6,9 0 6,948 0
ALIGN TECHNOLOGY INC COM 016255101 65 676 SH   DFND 12,15 0 676 0
ALIGN TECHNOLOGY INC COM 016255101 67,472 701,884 SH   DFND 1 0 671,273 30,611
ALIGN TECHNOLOGY INC COM 016255101 5,767 59,987 SH   DFND 15 0 59,987 0
ALIGN TECHNOLOGY INC COM 016255101 173 1,800 SH   DFND 11 0 1,800 0
ALLEGHANY CORP DEL COM 017175100 206 339 SH   DFND 12,15 0 339 0
ALLEGHANY CORP DEL COM 017175100 14,567 23,954 SH   DFND 15 0 23,954 0
ALLEGHANY CORP DEL COM 017175100 243 400 SH   DFND 11 0 400 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 124 7,789 SH   DFND 12,15 0 7,789 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 994 62,391 SH   DFND 14 0 62,391 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 63,839 4,007,448 SH   DFND 1 0 4,007,448 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,632 102,471 SH   DFND 15 0 102,471 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 8,686 6,500,000 PRN   DFND 1 0 6,500,000 0
ALLEGIANT TRAVEL CO COM 01748X102 1,073 6,449 SH   DFND 14 0 6,449 0
ALLEGIANT TRAVEL CO COM 01748X102 1,366 8,209 SH   DFND 15 0 8,209 0
ALLETE INC COM NEW 018522300 51 791 SH   DFND 12,15 0 791 0
ALLETE INC COM NEW 018522300 8,621 134,301 SH   DFND 14 0 134,301 0
ALLETE INC COM NEW 018522300 15 239 SH   DFND 1 0 239 0
ALLETE INC COM NEW 018522300 14,391 224,187 SH   DFND 15 0 224,187 0
ALLIANCE CALIF MUN INCOME FD COM 018546101 3,886 293,249 SH   DFND 14 0 293,249 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 13,929 60,960 SH   DFND 2 0 60,960 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 143 626 SH   DFND 12,15 0 626 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 1,591 6,961 SH   DFND 14 0 6,961 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 13,943 61,018 SH   DFND 1 0 61,018 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 32,353 141,589 SH   DFND 1,2 0 141,589 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 45 197 SH   DFND 1,15 0 197 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 2,744 12,007 SH   DFND 15 0 12,007 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 548 2,400 SH   DFND 5 0 0 2,400
ALLIANCE DATA SYSTEMS CORP COM 018581108 821 3,593 SH   DFND 5,6 0 2,154 1,439
ALLIANCE DATA SYSTEMS CORP COM 018581108 320 1,400 SH   DFND 11 0 1,400 0
ALLIANCE HOLDINGS GP LP COM UNITS LP 01861G100 107 3,798 SH   DFND 12,15 0 3,798 0
ALLIANCE HOLDINGS GP LP COM UNITS LP 01861G100 789 28,076 SH   DFND 15 0 28,076 0
ALLIANCEBERNSTEIN NATL MUNI COM 01864U106 922 69,716 SH   DFND 14 0 69,716 0
ALLIANCE ONE INTL INC COM NEW 018772301 848 44,150 SH   DFND 1 0 44,150 0
ALLIANCE ONE INTL INC COM NEW 018772301 228 11,900 SH   DFND 1,3 0 11,900 0
ALLIANCE ONE INTL INC COM NEW 018772301 1,238 64,459 SH   DFND 15 0 64,459 0
ALLIANCEBERNSTEIN GBL HGH IN COM 01879R106 3,389 269,610 SH   DFND 14 0 269,610 0
ALLIANCEBERNSTEIN GBL HGH IN COM 01879R106 10,047 799,303 SH   DFND 15 0 799,303 0
ALLIANT ENERGY CORP COM 018802108 142 3,759 SH   DFND 12,15 0 3,759 0
ALLIANT ENERGY CORP COM 018802108 5,268 139,029 SH   DFND 14 0 139,029 0
ALLIANT ENERGY CORP COM 018802108 14,293 377,214 SH   DFND 1 0 377,214 0
ALLIANT ENERGY CORP COM 018802108 65,043 1,716,628 SH   DFND 15 0 1,716,628 0
ALLIANT ENERGY CORP COM 018802108 659 17,400 SH   DFND 5 0 0 17,400
ALLIANT ENERGY CORP COM 018802108 215 5,676 SH   DFND 11 0 5,676 0
ALLIANZGI CONV & INCOME FD I COM 018825109 1,881 329,409 SH   DFND 14 0 329,409 0
ALLIANZGI CONV & INCOME FD COM 018828103 1,004 157,300 SH   DFND 14 0 157,300 0
ALLIANZGI EQUITY & CONV INCO COM 018829101 4,179 226,896 SH   DFND 14 0 226,896 0
ALLIANZGI NFJ DIVID INT & PR COM 01883A107 3,373 267,462 SH   DFND 14 0 267,462 0
ALLIANZGI NFJ DIVID INT & PR COM 01883A107 13,745 1,089,982 SH   DFND 15 0 1,089,982 0
ALLIANZGI DIVERS INC & CNV F COM 01883J108 1,005 53,493 SH   DFND 14 0 53,493 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 82 2,423 SH   DFND 12,15 0 2,423 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 522 15,508 SH   DFND 4 0 15,508 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 33,601 997,373 SH   DFND 1 0 954,173 43,200
ALLISON TRANSMISSION HLDGS I COM 01973R101 5,619 166,800 SH   DFND 1,4 0 166,800 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 536 15,900 SH   DFND 1,9 0 15,900 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 788 23,400 SH   DFND 1,3 0 23,400 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 532 15,800 SH   DFND 1,5 0 0 15,800
ALLISON TRANSMISSION HLDGS I COM 01973R101 1,301 38,613 SH   DFND 15 0 38,613 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 280 8,300 SH   DFND 5 0 0 8,300
ALLISON TRANSMISSION HLDGS I COM 01973R101 371 11,000 SH   DFND 5,9 0 11,000 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 829 24,600 SH   DFND 5,6 0 11,700 12,900
ALLISON TRANSMISSION HLDGS I COM 01973R101 212 6,300 SH   DFND 5,7 0 0 6,300
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 445 43,560 SH   DFND 14 0 43,560 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 10 1,000 SH   DFND 1 0 1,000 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 1,899 185,948 SH   DFND 15 0 185,948 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 10,842 11,580,000 PRN   DFND 1 0 11,580,000 0
ALLSTATE CORP COM 020002101 1,656 22,343 SH   DFND 12,15 0 22,343 0
ALLSTATE CORP COM 020002101 11,730 158,263 SH   DFND 14 0 158,263 0
ALLSTATE CORP COM 020002101 300,923 4,059,938 SH   DFND 1 0 3,959,745 100,193
ALLSTATE CORP COM 020002101 1,935 26,100 SH   DFND 1,4 0 26,100 0
ALLSTATE CORP COM 020002101 1,036 13,979 SH   DFND 1,9 0 13,979 0
ALLSTATE CORP COM 020002101 2,291 30,915 SH   DFND 1,15 0 30,915 0
ALLSTATE CORP COM 020002101 131,101 1,768,770 SH   DFND 15 0 1,768,770 0
ALLSTATE CORP COM 020002101 1,622 21,881 SH   DFND 5 0 0 21,881
ALLSTATE CORP COM 020002101 651 8,778 SH   DFND 11 0 8,778 0
ALLY FINL INC COM 02005N100 546 28,724 SH   DFND 12,15 0 28,724 0
ALLY FINL INC COM 02005N100 497 26,105 SH   DFND 14 0 26,105 0
ALLY FINL INC COM 02005N100 250,541 13,172,491 SH   DFND 1 0 12,810,056 362,435
ALLY FINL INC COM 02005N100 1,272 66,877 SH   DFND 1,9 0 66,877 0
ALLY FINL INC COM 02005N100 7,093 372,945 SH   DFND 15 0 372,945 0
ALLY FINL INC COM 02005N100 852 44,819 SH   DFND 5,6 0 18,823 25,996
ALLY FINL INC COM 02005N100 202 10,600 SH   DFND 11 0 10,600 0
ALLY FINL INC COM 02005N100 293 15,427 SH   DFND 13 0 15,427 0
ALMOST FAMILY INC COM 020409108 1,286 29,161 SH   DFND 15 0 29,161 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 5,819 155,433 SH   DFND 15 0 155,433 0
ALON USA ENERGY INC COM 020520102 2,054 180,497 SH   DFND 15 0 180,497 0
ALPHABET INC CAP STK CL C 02079K107 84,322 109,251 SH   DFND 2 0 109,251 0
ALPHABET INC CAP STK CL C 02079K107 59,444 77,018 SH   DFND 12,15 0 77,018 0
ALPHABET INC CAP STK CL C 02079K107 592 767 SH   DFND 4 0 767 0
ALPHABET INC CAP STK CL C 02079K107 1,370 1,775 SH   DFND 14 0 1,775 0
ALPHABET INC CAP STK CL C 02079K107 286,078 370,654 SH   DFND 1 0 369,694 960
ALPHABET INC CAP STK CL C 02079K107 2,079 2,694 SH   DFND 1,2 0 2,694 0
ALPHABET INC CAP STK CL C 02079K107 2,714 3,516 SH   DFND 1,12 0 3,516 0
ALPHABET INC CAP STK CL C 02079K107 1,528 1,980 SH   DFND 1,4 0 1,980 0
ALPHABET INC CAP STK CL C 02079K107 216 280 SH   DFND 1,3 0 280 0
ALPHABET INC CAP STK CL C 02079K107 2,385 3,090 SH   DFND 1,5 0 0 3,090
ALPHABET INC CAP STK CL C 02079K107 65 84 SH   DFND 1,11 0 84 0
ALPHABET INC CAP STK CL C 02079K107 2,017,154 2,613,503 SH   DFND 15 0 2,613,503 0
ALPHABET INC CAP STK CL C 02079K107 2,339 3,030 SH   DFND 10 0 3,030 0
ALPHABET INC CAP STK CL C 02079K107 8,752 11,340 SH   DFND 5 0 0 11,340
ALPHABET INC CAP STK CL C 02079K107 35 45 SH   DFND 5,6 0 45 0
ALPHABET INC CAP STK CL C 02079K107 74 96 SH   DFND 5,7 0 0 96
ALPHABET INC CAP STK CL C 02079K107 5,698 7,383 SH   DFND 11 0 7,383 0
ALPHABET INC CAP STK CL C 02079K107 174 226 SH   DFND 11,2 0 226 0
ALPHABET INC CAP STK CL C 02079K107 118 153 SH   DFND 6 0 153 0
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ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 4 41 SH   DFND 1 0 41 0
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ARLINGTON ASSET INVT CORP CL A NEW 041356205 11,251 759,204 SH   DFND 15 0 759,204 0
ARMADA HOFFLER PPTYS INC COM 04208T108 534 36,684 SH   DFND 15 0 36,684 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 21 966 SH   DFND 12,15 0 966 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 4,909 226,313 SH   DFND 1 0 127,113 99,200
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 1,197 55,200 SH   DFND 1,3 0 55,200 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 10,336 476,548 SH   DFND 15 0 476,548 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 373 17,200 SH   DFND 5 0 0 17,200
ARMSTRONG FLOORING INC COM 04238R106 25 1,269 SH   DFND 12,15 0 1,269 0
ARMSTRONG FLOORING INC COM 04238R106 364 18,272 SH   DFND 15 0 18,272 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 108 2,575 SH   DFND 12,15 0 2,575 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 1,793 42,903 SH   DFND 15 0 42,903 0
ARRAY BIOPHARMA INC COM 04269X105 13,134 1,494,186 SH   DFND 1 0 1,494,186 0
ARRAY BIOPHARMA INC COM 04269X105 3,783 430,377 SH   DFND 1,12 0 430,377 0
ARRAY BIOPHARMA INC COM 04269X105 5 585 SH   DFND 15 0 585 0
ARROW ELECTRS INC COM 042735100 362 5,071 SH   DFND 12,15 0 5,071 0
ARROW ELECTRS INC COM 042735100 1,510 21,176 SH   DFND 14 0 21,176 0
ARROW ELECTRS INC COM 042735100 4,674 65,558 SH   DFND 15 0 65,558 0
ARROW ELECTRS INC COM 042735100 167 2,346 SH   DFND 11 0 2,346 0
ARROW FINL CORP COM 042744102 660 16,288 SH   DFND 15 0 16,288 0
ARTESIAN RESOURCES CORP CL A 043113208 1,218 38,130 SH   DFND 15 0 38,130 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 6,247 209,997 SH   DFND 15 0 209,997 0
ASANKO GOLD INC COM 04341Y105 71 23,270 SH   DFND 15 0 23,270 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 79 1,276 SH   DFND 12,15 0 1,276 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 2,596 42,080 SH   DFND 15 0 42,080 0
ASCENA RETAIL GROUP INC COM 04351G101 57 9,247 SH   DFND 12,15 0 9,247 0
ASCENA RETAIL GROUP INC COM 04351G101 493 79,663 SH   DFND 14 0 79,663 0
ASCENA RETAIL GROUP INC COM 04351G101 1,308 211,284 SH   DFND 15 0 211,284 0
ASCENT CAP GROUP INC COM SER A 043632108 1,966 120,905 SH   DFND 15 0 120,905 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 757 55,463 SH   DFND 15 0 55,463 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 549 70,775 SH   DFND 1 0 70,775 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 9,255 1,192,597 SH   DFND 15 0 1,192,597 0
ASHLAND GLOBAL HLDGS INC COM 044186104 169 1,547 SH   DFND 12,15 0 1,547 0
ASHLAND GLOBAL HLDGS INC COM 044186104 81 740 SH   DFND 14 0 740 0
ASHLAND GLOBAL HLDGS INC COM 044186104 246 2,250 SH   DFND 1 0 2,100 150
ASHLAND GLOBAL HLDGS INC COM 044186104 16,427 150,308 SH   DFND 15 0 150,308 0
ASHLAND GLOBAL HLDGS INC COM 044186104 4 40 SH   DFND 5,6 0 40 0
ASHLAND GLOBAL HLDGS INC COM 044186104 164 1,500 SH   DFND 11 0 1,500 0
ASPEN TECHNOLOGY INC COM 045327103 208 3,811 SH   DFND 12,15 0 3,811 0
ASPEN TECHNOLOGY INC COM 045327103 69,950 1,279,255 SH   DFND 1 0 1,279,255 0
ASPEN TECHNOLOGY INC COM 045327103 6,976 127,587 SH   DFND 15 0 127,587 0
ASSOCIATED BANC CORP COM 045487105 68 2,769 SH   DFND 12,15 0 2,769 0
ASSOCIATED BANC CORP COM 045487105 998 40,400 SH   DFND 1 0 0 40,400
ASSOCIATED BANC CORP COM 045487105 6,495 262,962 SH   DFND 15 0 262,962 0
ASSURANT INC COM 04621X108 335 3,608 SH   DFND 12,15 0 3,608 0
ASSURANT INC COM 04621X108 237 2,554 SH   DFND 14 0 2,554 0
ASSURANT INC COM 04621X108 13,827 148,902 SH   DFND 1 0 148,902 0
ASSURANT INC COM 04621X108 14,469 155,811 SH   DFND 15 0 155,811 0
ASSURANT INC COM 04621X108 149 1,600 SH   DFND 11 0 1,600 0
ASTEC INDS INC COM 046224101 2,075 30,753 SH   DFND 15 0 30,753 0
ASTORIA FINL CORP COM 046265104 15 822 SH   DFND 1 0 822 0
ASTORIA FINL CORP COM 046265104 13,295 712,869 SH   DFND 15 0 712,869 0
ASTRAZENECA PLC SPONSORED ADR 046353108 1,588 58,124 SH   DFND 14 0 58,124 0
ASTRAZENECA PLC SPONSORED ADR 046353108 15,735 575,935 SH   DFND 1 0 575,935 0
ASTRAZENECA PLC SPONSORED ADR 046353108 4,639 169,815 SH   DFND 1,12 0 169,815 0
ASTRAZENECA PLC SPONSORED ADR 046353108 1,358 49,724 SH   DFND 15 0 49,724 0
ASTRONICS CORP COM 046433108 431 12,732 SH   DFND 15 0 12,732 0
ATHENAHEALTH INC COM 04685W103 1,765 16,783 SH   DFND 15 0 16,783 0
ATLANTIC PWR CORP COM NEW 04878Q863 230 91,855 SH   DFND 15 0 91,855 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 1,082 20,749 SH   DFND 15 0 20,749 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 291 5,587 SH   DFND 5 0 0 5,587
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 9,619 9,500,000 PRN   DFND 1 0 9,500,000 0
ATMOS ENERGY CORP COM 049560105 114 1,532 SH   DFND 12,15 0 1,532 0
ATMOS ENERGY CORP COM 049560105 8,685 117,133 SH   DFND 14 0 117,133 0
ATMOS ENERGY CORP COM 049560105 231 3,122 SH   DFND 1 0 3,122 0
ATMOS ENERGY CORP COM 049560105 44 595 SH   DFND 1,11 0 595 0
ATMOS ENERGY CORP COM 049560105 23,275 313,897 SH   DFND 15 0 313,897 0
ATMOS ENERGY CORP COM 049560105 601 8,100 SH   DFND 5 0 0 8,100
ATMOS ENERGY CORP COM 049560105 193 2,600 SH   DFND 11 0 2,600 0
ATRION CORP COM 049904105 1,982 3,907 SH   DFND 15 0 3,907 0
ATWOOD OCEANICS INC COM 050095108 136 10,333 SH   DFND 12,15 0 10,333 0
ATWOOD OCEANICS INC COM 050095108 11,285 859,460 SH   DFND 1 0 705,460 154,000
ATWOOD OCEANICS INC COM 050095108 617 47,000 SH   DFND 1,3 0 47,000 0
ATWOOD OCEANICS INC COM 050095108 4,631 352,713 SH   DFND 15 0 352,713 0
AUTODESK INC COM 052769106 3,681 49,740 SH   DFND 12,15 0 49,740 0
AUTODESK INC COM 052769106 13,060 176,467 SH   DFND 1 0 176,467 0
AUTODESK INC COM 052769106 48 655 SH   DFND 1,15 0 655 0
AUTODESK INC COM 052769106 130,945 1,769,285 SH   DFND 15 0 1,769,285 0
AUTODESK INC COM 052769106 733 9,910 SH   DFND 5 0 0 9,910
AUTODESK INC COM 052769106 348 4,704 SH   DFND 11 0 4,704 0
AUTOHOME INC SP ADR RP CL A 05278C107 108 4,259 SH   DFND 1,6 0 4,259 0
AUTOHOME INC SP ADR RP CL A 05278C107 2,737 108,256 SH   DFND 15 0 108,256 0
AUTOHOME INC SP ADR RP CL A 05278C107 2,886 114,146 SH   DFND 11,6 0 114,146 0
AUTOHOME INC SP ADR RP CL A 05278C107 51,018 2,018,115 SH   DFND 6 0 1,660,391 357,724
AUTOHOME INC SP ADR RP CL A 05278C107 300 11,884 SH   DFND 6,2 0 11,884 0
AUTOHOME INC SP ADR RP CL A 05278C107 9,756 385,922 SH   DFND 6,12 0 385,922 0
AUTOHOME INC SP ADR RP CL A 05278C107 175 6,928 SH   DFND 6,9 0 6,928 0
AUTOLIV INC COM 052800109 222 1,966 SH   DFND 12,15 0 1,966 0
AUTOLIV INC COM 052800109 2,127 18,794 SH   DFND 15 0 18,794 0
AUTOLIV INC COM 052800109 520 4,600 SH   DFND 5 0 0 4,600
AUTOLIV INC COM 052800109 249 2,200 SH   DFND 11 0 2,200 0
AUTOMATIC DATA PROCESSING IN COM 053015103 10,623 103,360 SH   DFND 12,15 0 103,360 0
AUTOMATIC DATA PROCESSING IN COM 053015103 116,086 1,129,459 SH   DFND 14 0 1,129,459 0
AUTOMATIC DATA PROCESSING IN COM 053015103 172,269 1,676,099 SH   DFND 1 0 1,676,099 0
AUTOMATIC DATA PROCESSING IN COM 053015103 175 1,698 SH   DFND 1,9 0 1,698 0
AUTOMATIC DATA PROCESSING IN COM 053015103 626 6,091 SH   DFND 1,3 0 6,091 0
AUTOMATIC DATA PROCESSING IN COM 053015103 2,083 20,267 SH   DFND 1,15 0 20,267 0
AUTOMATIC DATA PROCESSING IN COM 053015103 442,462 4,304,944 SH   DFND 15 0 4,304,944 0
AUTOMATIC DATA PROCESSING IN COM 053015103 565 5,500 SH   DFND 10 0 5,500 0
AUTOMATIC DATA PROCESSING IN COM 053015103 1,737 16,900 SH   DFND 5 0 0 16,900
AUTOMATIC DATA PROCESSING IN COM 053015103 1,110 10,801 SH   DFND 11 0 10,801 0
AUTONATION INC COM 05329W102 131 2,696 SH   DFND 12,15 0 2,696 0
AUTONATION INC COM 05329W102 106 2,174 SH   DFND 14 0 2,174 0
AUTONATION INC COM 05329W102 13,519 277,884 SH   DFND 1 0 277,884 0
AUTONATION INC COM 05329W102 1,852 38,070 SH   DFND 15 0 38,070 0
AUTONATION INC COM 05329W102 92 1,900 SH   DFND 11 0 1,900 0
AUTOZONE INC COM 053332102 82,566 104,542 SH   DFND 2 0 104,542 0
AUTOZONE INC COM 053332102 772 978 SH   DFND 12,15 0 978 0
AUTOZONE INC COM 053332102 1,847 2,338 SH   DFND 14 0 2,338 0
AUTOZONE INC COM 053332102 14,497 18,355 SH   DFND 1 0 18,355 0
AUTOZONE INC COM 053332102 1,768 2,238 SH   DFND 1,15 0 2,238 0
AUTOZONE INC COM 053332102 77,404 98,006 SH   DFND 15 0 98,006 0
AUTOZONE INC COM 053332102 711 900 SH   DFND 5 0 0 900
AUTOZONE INC COM 053332102 539 682 SH   DFND 11 0 682 0
AUTOZONE INC COM 053332102 572 724 SH   DFND 11,2 0 724 0
AVALONBAY CMNTYS INC COM 053484101 194 1,095 SH   DFND 12,15 0 1,095 0
AVALONBAY CMNTYS INC COM 053484101 257 1,453 SH   DFND 14 0 1,453 0
AVALONBAY CMNTYS INC COM 053484101 705,648 3,983,336 SH   DFND 1 0 1,610,329 2,373,007
AVALONBAY CMNTYS INC COM 053484101 5,981 33,765 SH   DFND 1,2 0 33,765 0
AVALONBAY CMNTYS INC COM 053484101 1,757 9,918 SH   DFND 1,12 0 9,918 0
AVALONBAY CMNTYS INC COM 053484101 373 2,104 SH   DFND 1,9 0 2,104 0
AVALONBAY CMNTYS INC COM 053484101 30,478 172,046 SH   DFND 1,3 0 172,046 0
AVALONBAY CMNTYS INC COM 053484101 872 4,921 SH   DFND 1,15 0 4,921 0
AVALONBAY CMNTYS INC COM 053484101 13,288 75,010 SH   DFND 1,13 0 75,010 0
AVALONBAY CMNTYS INC COM 053484101 61,273 345,884 SH   DFND 15 0 345,884 0
AVALONBAY CMNTYS INC COM 053484101 574 3,241 SH   DFND 11 0 3,241 0
AVANGRID INC COM 05351W103 1,813 47,850 SH   DFND 15 0 47,850 0
AVANGRID INC COM 05351W103 625 16,500 SH   DFND 5,6 0 7,800 8,700
AVERY DENNISON CORP COM 053611109 99 1,408 SH   DFND 12,15 0 1,408 0
AVERY DENNISON CORP COM 053611109 92,031 1,310,607 SH   DFND 1 0 1,310,457 150
AVERY DENNISON CORP COM 053611109 165 2,349 SH   DFND 1,9 0 2,349 0
AVERY DENNISON CORP COM 053611109 281 4,006 SH   DFND 1,3 0 4,006 0
AVERY DENNISON CORP COM 053611109 6,753 96,173 SH   DFND 15 0 96,173 0
AVERY DENNISON CORP COM 053611109 1,653 23,540 SH   DFND 5,6 0 10,440 13,100
AVERY DENNISON CORP COM 053611109 154 2,197 SH   DFND 11 0 2,197 0
AVEXIS INC COM 05366U100 1,246 26,097 SH   DFND 15 0 26,097 0
AVID TECHNOLOGY INC COM 05367P100 251 57,143 SH   DFND 15 0 57,143 0
AVIS BUDGET GROUP COM 053774105 325 8,853 SH   DFND 12,15 0 8,853 0
AVIS BUDGET GROUP COM 053774105 1,473 40,166 SH   DFND 14 0 40,166 0
AVIS BUDGET GROUP COM 053774105 1,199 32,700 SH   DFND 1 0 32,700 0
AVIS BUDGET GROUP COM 053774105 6,039 164,648 SH   DFND 15 0 164,648 0
AVISTA CORP COM 05379B107 53 1,323 SH   DFND 12,15 0 1,323 0
AVISTA CORP COM 05379B107 334 8,343 SH   DFND 14 0 8,343 0
AVISTA CORP COM 05379B107 14 358 SH   DFND 1 0 358 0
AVISTA CORP COM 05379B107 33,365 834,326 SH   DFND 15 0 834,326 0
AVNET INC COM 053807103 303 6,361 SH   DFND 12,15 0 6,361 0
AVNET INC COM 053807103 982 20,631 SH   DFND 14 0 20,631 0
AVNET INC COM 053807103 4,544 95,442 SH   DFND 15 0 95,442 0
AVNET INC COM 053807103 144 3,023 SH   DFND 11 0 3,023 0
AVON PRODS INC COM 054303102 228 45,287 SH   DFND 12,15 0 45,287 0
AVON PRODS INC COM 054303102 245 48,600 SH   DFND 1 0 48,600 0
AVON PRODS INC COM 054303102 6,189 1,227,948 SH   DFND 15 0 1,227,948 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208 1,268 87,143 SH   DFND 15 0 87,143 0
AXOGEN INC COM 05463X106 1,056 117,300 SH   DFND 15 0 117,300 0
BB&T CORP COM 054937107 877 18,649 SH   DFND 12,15 0 18,649 0
BB&T CORP COM 054937107 9,226 196,205 SH   DFND 14 0 196,205 0
BB&T CORP COM 054937107 355,930 7,569,751 SH   DFND 1 0 7,205,013 364,738
BB&T CORP COM 054937107 1,141 24,273 SH   DFND 1,2 0 24,273 0
BB&T CORP COM 054937107 245 5,205 SH   DFND 1,3 0 5,205 0
BB&T CORP COM 054937107 36,510 776,476 SH   DFND 15 0 776,476 0
BB&T CORP COM 054937107 1,793 38,141 SH   DFND 5 0 0 38,141
BB&T CORP COM 054937107 907 19,284 SH   DFND 11 0 19,284 0
B & G FOODS INC NEW COM 05508R106 1,273 29,060 SH   DFND 14 0 29,060 0
B & G FOODS INC NEW COM 05508R106 59,243 1,352,588 SH   DFND 1 0 1,312,653 39,935
B & G FOODS INC NEW COM 05508R106 57 1,300 SH   DFND 1,3 0 1,300 0
B & G FOODS INC NEW COM 05508R106 13,296 303,569 SH   DFND 15 0 303,569 0
BCE INC COM NEW 05534B760 13,108 303,143 SH   DFND 2,15 0 303,143 0
BCE INC COM NEW 05534B760 1,579 36,512 SH   DFND 14 0 36,512 0
BCE INC COM NEW 05534B760 3,736 86,400 SH   DFND 1 0 86,400 0
BCE INC COM NEW 05534B760 16,650 385,050 SH   DFND 1,2 0 385,050 0
BCE INC COM NEW 05534B760 16,862 389,958 SH   DFND 15 0 389,958 0
BCE INC COM NEW 05534B760 15,055 348,171 SH   DFND 5 0 159,804 188,367
BCE INC COM NEW 05534B760 9,649 223,150 SH   DFND 5,9 0 223,150 0
BCE INC COM NEW 05534B760 150 3,469 SH   DFND 11 0 3,469 0
BCE INC COM NEW 05534B760 2,619 60,563 SH   DFND 7 0 0 60,563
BGC PARTNERS INC CL A 05541T101 6,786 663,376 SH   DFND 15 0 663,376 0
BHP BILLITON PLC SPONSORED ADR 05545E209 8,011 254,630 SH   DFND 14 0 254,630 0
BHP BILLITON PLC SPONSORED ADR 05545E209 5,412 172,027 SH   DFND 15 0 172,027 0
BOK FINL CORP COM NEW 05561Q201 24,114 290,388 SH   DFND 15 0 290,388 0
BP PLC SPONSORED ADR 055622104 1,521 40,688 SH   DFND 14 0 40,688 0
BP PLC SPONSORED ADR 055622104 359,672 9,622,045 SH   DFND 1 0 9,366,358 255,687
BP PLC SPONSORED ADR 055622104 39,386 1,053,667 SH   DFND 1,2 0 1,053,667 0
BP PLC SPONSORED ADR 055622104 8,858 236,971 SH   DFND 1,9 0 236,971 0
BP PLC SPONSORED ADR 055622104 22,533 602,819 SH   DFND 15 0 602,819 0
BNC BANCORP COM 05566T101 1,516 47,525 SH   DFND 15 0 47,525 0
BOFI HLDG INC COM 05566U108 73,617 2,578,515 SH   DFND 1 0 2,578,515 0
BOFI HLDG INC COM 05566U108 2,988 104,646 SH   DFND 15 0 104,646 0
BT GROUP PLC ADR 05577E101 8,807 382,414 SH   DFND 14 0 382,414 0
BT GROUP PLC ADR 05577E101 1,984 86,127 SH   DFND 1 0 86,127 0
BT GROUP PLC ADR 05577E101 12,816 556,508 SH   DFND 15 0 556,508 0
BMC STK HLDGS INC COM 05591B109 473 24,237 SH   DFND 15 0 24,237 0
BWX TECHNOLOGIES INC COM 05605H100 724 18,239 SH   DFND 14 0 18,239 0
BWX TECHNOLOGIES INC COM 05605H100 69,993 1,763,036 SH   DFND 1 0 1,763,036 0
BWX TECHNOLOGIES INC COM 05605H100 8,356 210,491 SH   DFND 15 0 210,491 0
BWX TECHNOLOGIES INC COM 05605H100 2,989 75,286 SH   DFND 6 0 75,286 0
BWX TECHNOLOGIES INC COM 05605H100 1,420 35,758 SH   DFND 6,12 0 35,758 0
BWX TECHNOLOGIES INC COM 05605H100 440 11,095 SH   DFND 6,9 0 11,095 0
BABCOCK & WILCOX ENTERPRIS I COM 05614L100 31,001 1,868,659 SH   DFND 1 0 1,868,659 0
BABCOCK & WILCOX ENTERPRIS I COM 05614L100 1,431 86,250 SH   DFND 15 0 86,250 0
BADGER METER INC COM 056525108 182 4,930 SH   DFND 14 0 4,930 0
BADGER METER INC COM 056525108 11 299 SH   DFND 1 0 299 0
BADGER METER INC COM 056525108 21,051 569,720 SH   DFND 15 0 569,720 0
BAIDU INC SPON ADR REP A 056752108 14,687 89,329 SH   DFND 2 0 89,329 0
BAIDU INC SPON ADR REP A 056752108 27,292 166,000 SH   DFND 12,4 0 166,000 0
BAIDU INC SPON ADR REP A 056752108 9,843 59,870 SH   DFND 12,15 0 59,870 0
BAIDU INC SPON ADR REP A 056752108 13,334 81,100 SH   DFND 4 0 81,100 0
BAIDU INC SPON ADR REP A 056752108 27,539 167,500 SH   DFND 4,9 0 167,500 0
BAIDU INC SPON ADR REP A 056752108 164 999 SH   DFND 14 0 999 0
BAIDU INC SPON ADR REP A 056752108 4,983 30,311 SH   DFND 9 0 30,311 0
BAIDU INC SPON ADR REP A 056752108 187,696 1,141,633 SH   DFND 1 0 1,135,839 5,794
BAIDU INC SPON ADR REP A 056752108 20,382 123,971 SH   DFND 1,2 0 123,971 0
BAIDU INC SPON ADR REP A 056752108 986 6,000 SH   DFND 1,4 0 6,000 0
BAIDU INC SPON ADR REP A 056752108 865 5,262 SH   DFND 1,9 0 5,262 0
BAIDU INC SPON ADR REP A 056752108 15,130 92,027 SH   DFND 1,3 0 92,027 0
BAIDU INC SPON ADR REP A 056752108 727 4,423 SH   DFND 1,6 0 4,423 0
BAIDU INC SPON ADR REP A 056752108 361,924 2,201,349 SH   DFND 15 0 2,201,349 0
BAIDU INC SPON ADR REP A 056752108 13,598 82,709 SH   DFND 11,6 0 79,747 2,962
BAIDU INC SPON ADR REP A 056752108 470,913 2,864,260 SH   DFND 6 0 1,151,127 1,713,133
BAIDU INC SPON ADR REP A 056752108 664 4,037 SH   DFND 6,2 0 4,037 0
BAIDU INC SPON ADR REP A 056752108 46,055 280,121 SH   DFND 6,12 0 280,121 0
BAIDU INC SPON ADR REP A 056752108 1,439 8,751 SH   DFND 6,9 0 8,751 0
BAKER HUGHES INC COM 057224107 2,924 45,000 SH   DFND 2 0 45,000 0
BAKER HUGHES INC COM 057224107 1,365 21,007 SH   DFND 12,15 0 21,007 0
BAKER HUGHES INC COM 057224107 1,186 18,261 SH   DFND 14 0 18,261 0
BAKER HUGHES INC COM 057224107 720,067 11,083,062 SH   DFND 1 0 10,247,267 835,795
BAKER HUGHES INC COM 057224107 19,074 293,589 SH   DFND 1,2 0 293,589 0
BAKER HUGHES INC COM 057224107 3,694 56,853 SH   DFND 1,9 0 56,853 0
BAKER HUGHES INC COM 057224107 994 15,304 SH   DFND 1,3 0 15,304 0
BAKER HUGHES INC COM 057224107 29,358 451,871 SH   DFND 15 0 451,871 0
BAKER HUGHES INC COM 057224107 1,097 16,889 SH   DFND 5 0 0 16,889
BAKER HUGHES INC COM 057224107 982 15,117 SH   DFND 5,6 0 6,500 8,617
BAKER HUGHES INC COM 057224107 640 9,845 SH   DFND 11 0 9,845 0
BAKER HUGHES INC COM 057224107 373 5,746 SH   DFND 13 0 5,746 0
BALCHEM CORP COM 057665200 6,900 82,227 SH   DFND 15 0 82,227 0
BALDWIN & LYONS INC CL B 057755209 384 15,236 SH   DFND 15 0 15,236 0
BALL CORP COM 058498106 196 2,612 SH   DFND 12,15 0 2,612 0
BALL CORP COM 058498106 392 5,218 SH   DFND 14 0 5,218 0
BALL CORP COM 058498106 13,852 184,517 SH   DFND 1 0 184,517 0
BALL CORP COM 058498106 44 584 SH   DFND 1,15 0 584 0
BALL CORP COM 058498106 53,215 708,866 SH   DFND 15 0 708,866 0
BALL CORP COM 058498106 310 4,135 SH   DFND 11 0 4,135 0
BALLARD PWR SYS INC NEW COM 058586108 44 26,813 SH   DFND 12,15 0 26,813 0
BALLARD PWR SYS INC NEW COM 058586108 2,625 1,590,692 SH   DFND 15 0 1,590,692 0
BANCFIRST CORP COM 05945F103 47 500 SH   DFND 1 0 500 0
BANCFIRST CORP COM 05945F103 19 200 SH   DFND 1,3 0 200 0
BANCFIRST CORP COM 05945F103 1,011 10,869 SH   DFND 15 0 10,869 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 29,050 3,335,298 SH   DFND 2 0 3,335,298 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 593 68,049 SH   DFND 14 0 68,049 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 50,481 5,795,788 SH   DFND 1 0 5,795,788 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 699 80,306 SH   DFND 1,2 0 80,306 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 3,236 371,538 SH   DFND 15 0 371,538 0
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 885 130,762 SH   DFND 15 0 130,762 0
BANCO DE CHILE SPONSORED ADR 059520106 962 13,652 SH   DFND 14 0 13,652 0
BANCO MACRO SA SPON ADR B 05961W105 280 4,355 SH   DFND 14 0 4,355 0
BANCO MACRO SA SPON ADR B 05961W105 289 4,495 SH   DFND 1 0 4,495 0
BANCO SANTANDER SA ADR 05964H105 1,504 290,381 SH   DFND 15 0 290,381 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 648 29,623 SH   DFND 14 0 29,623 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 443 12,070 SH   DFND 14 0 12,070 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 10,822 295,030 SH   DFND 15 0 295,030 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 92 2,500 SH   DFND 5,9 0 2,500 0
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BITAUTO HLDGS LTD SPONSORED ADS 091727107 902 47,637 SH   DFND 15 0 47,637 0
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BRF SA SPONSORED ADR 10552T107 1,198 81,153 SH   DFND 15 0 81,153 0
BRASKEM S A SP ADR PFD A 105532105 1,659 78,208 SH   DFND 14 0 78,208 0
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BRITISH AMERN TOB PLC SPONSORED ADR 110448107 53,927 478,625 SH   DFND 1 0 478,625 0
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BROADRIDGE FINL SOLUTIONS IN COM 11133T103 186 2,800 SH   DFND 11 0 2,800 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 55 4,379 SH   DFND 12,15 0 4,379 0
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BROOKDALE SR LIVING INC COM 112463104 1,149 92,539 SH   DFND 15 0 92,539 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 49,085 50,440,000 PRN   DFND 1 0 45,391,000 5,049,000
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 294,250 8,913,968 SH   DFND 2 0 8,913,968 0
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BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 672 20,343 SH   DFND 11 0 20,343 0
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BROOKFIELD REAL ASSETS INCOM SHS BEN INT 112830104 8,221 368,480 SH   DFND 15 0 368,480 0
BROOKLINE BANCORP INC DEL COM 11373M107 14 858 SH   DFND 1 0 858 0
BROOKLINE BANCORP INC DEL COM 11373M107 12,542 764,780 SH   DFND 15 0 764,780 0
BROOKLINE BANCORP INC DEL COM 11373M107 64 3,900 SH   DFND 5 0 0 3,900
BROOKS AUTOMATION INC COM 114340102 5,688 333,234 SH   DFND 1 0 333,234 0
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BROWN & BROWN INC COM 115236101 62 1,376 SH   DFND 12,15 0 1,376 0
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BROWN FORMAN CORP CL B 115637209 60,531 1,347,521 SH   DFND 15 0 1,347,521 0
BROWN FORMAN CORP CL B 115637209 687 15,300 SH   DFND 5 0 0 15,300
BROWN FORMAN CORP CL B 115637209 240 5,350 SH   DFND 11 0 5,350 0
BRUKER CORP COM 116794108 81 3,833 SH   DFND 14 0 3,833 0
BRUKER CORP COM 116794108 11 500 SH   DFND 1 0 500 0
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BRUNSWICK CORP COM 117043109 58 1,064 SH   DFND 12,15 0 1,064 0
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BRUNSWICK CORP COM 117043109 104,044 1,907,658 SH   DFND 1 0 1,860,345 47,313
BRUNSWICK CORP COM 117043109 1,502 27,542 SH   DFND 1,2 0 27,542 0
BRUNSWICK CORP COM 117043109 3,363 61,657 SH   DFND 1,9 0 61,657 0
BRUNSWICK CORP COM 117043109 455 8,345 SH   DFND 1,3 0 8,345 0
BRUNSWICK CORP COM 117043109 927 17,005 SH   DFND 15 0 17,005 0
BRYN MAWR BK CORP COM 117665109 648 15,367 SH   DFND 15 0 15,367 0
B2GOLD CORP COM 11777Q209 41 17,263 SH   DFND 2,15 0 17,263 0
B2GOLD CORP COM 11777Q209 9,277 3,914,239 SH   DFND 1,2 0 3,914,239 0
B2GOLD CORP COM 11777Q209 1,519 641,019 SH   DFND 1,9 0 641,019 0
B2GOLD CORP COM 11777Q209 654 275,993 SH   DFND 15 0 275,993 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 5,507 83,239 SH   DFND 14 0 83,239 0
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BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 394 5,960 SH   DFND 15 0 5,960 0
BUCKLE INC COM 118440106 2,166 95,011 SH   DFND 14 0 95,011 0
BUCKLE INC COM 118440106 1,709 74,965 SH   DFND 15 0 74,965 0
BUFFALO WILD WINGS INC COM 119848109 79 513 SH   DFND 14 0 513 0
BUFFALO WILD WINGS INC COM 119848109 1,671 10,825 SH   DFND 15 0 10,825 0
BUILD A BEAR WORKSHOP COM 120076104 397 28,840 SH   DFND 15 0 28,840 0
BUILDERS FIRSTSOURCE INC COM 12008R107 1,524 138,928 SH   DFND 15 0 138,928 0
BURLINGTON STORES INC COM 122017106 73 857 SH   DFND 12,15 0 857 0
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C & F FINL CORP COM 12466Q104 364 7,300 SH   DFND 1 0 7,300 0
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C & F FINL CORP COM 12466Q104 4 76 SH   DFND 15 0 76 0
CAE INC COM 124765108 3,643 260,762 SH   DFND 2,15 0 260,762 0
CAE INC COM 124765108 46 3,310 SH   DFND 1,5 0 3,310 0
CAE INC COM 124765108 2,120 151,721 SH   DFND 15 0 151,721 0
CAE INC COM 124765108 11,159 798,788 SH   DFND 5 0 597,258 201,530
CAE INC COM 124765108 3,135 224,437 SH   DFND 5,9 0 224,437 0
CAE INC COM 124765108 4,126 295,338 SH   DFND 5,6 0 142,190 153,148
CAE INC COM 124765108 732 52,417 SH   DFND 5,7 0 0 52,417
CAE INC COM 124765108 89 6,350 SH   DFND 11 0 6,350 0
CAE INC COM 124765108 4,299 307,756 SH   DFND 6 0 46,888 260,868
CAE INC COM 124765108 1,746 125,000 SH   DFND 6,9 0 125,000 0
CAE INC COM 124765108 713 51,024 SH   DFND 7 0 0 51,024
CAE INC COM 124765108 1,159 82,932 SH   DFND 13 0 82,932 0
CAI INTERNATIONAL INC COM 12477X106 660 76,087 SH   DFND 15 0 76,087 0
CBIZ INC COM 124805102 1,031 75,265 SH   DFND 15 0 75,265 0
CBL & ASSOC PPTYS INC COM 124830100 73 6,323 SH   DFND 12,15 0 6,323 0
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CBL & ASSOC PPTYS INC COM 124830100 8,566 744,876 SH   DFND 15 0 744,876 0
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CBS CORP NEW CL B 124857202 9,197 144,569 SH   DFND 14 0 144,569 0
CBS CORP NEW CL B 124857202 220,870 3,471,701 SH   DFND 1 0 3,282,115 189,586
CBS CORP NEW CL B 124857202 2,405 37,800 SH   DFND 1,4 0 37,800 0
CBS CORP NEW CL B 124857202 3,791 59,595 SH   DFND 1,9 0 59,595 0
CBS CORP NEW CL B 124857202 445 6,998 SH   DFND 1,3 0 6,998 0
CBS CORP NEW CL B 124857202 5,535 87,006 SH   DFND 1,5 0 106 86,900
CBS CORP NEW CL B 124857202 63,814 1,003,052 SH   DFND 15 0 1,003,052 0
CBS CORP NEW CL B 124857202 1,462 22,986 SH   DFND 5 0 0 22,986
CBS CORP NEW CL B 124857202 3,851 60,524 SH   DFND 5,6 0 29,305 31,219
CBS CORP NEW CL B 124857202 610 9,591 SH   DFND 11 0 9,591 0
CBS CORP NEW CL B 124857202 1,273 20,004 SH   DFND 13 0 20,004 0
CBOE HLDGS INC COM 12503M108 38,814 525,298 SH   DFND 1 0 482,136 43,162
CBOE HLDGS INC COM 12503M108 298 4,030 SH   DFND 1,3 0 4,030 0
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CBRE GROUP INC CL A 12504L109 156 4,950 SH   DFND 12,15 0 4,950 0
CBRE GROUP INC CL A 12504L109 13,421 426,206 SH   DFND 1 0 426,206 0
CBRE GROUP INC CL A 12504L109 29 932 SH   DFND 1,15 0 932 0
CBRE GROUP INC CL A 12504L109 8,713 276,683 SH   DFND 15 0 276,683 0
CBRE GROUP INC CL A 12504L109 590 18,741 SH   DFND 5 0 0 18,741
CBRE GROUP INC CL A 12504L109 224 7,100 SH   DFND 11 0 7,100 0
C D I CORP COM 125071100 824 111,353 SH   DFND 15 0 111,353 0
CDK GLOBAL INC COM 12508E101 76 1,272 SH   DFND 12,15 0 1,272 0
CDK GLOBAL INC COM 12508E101 140 2,350 SH   DFND 14 0 2,350 0
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CDK GLOBAL INC COM 12508E101 5,092 85,314 SH   DFND 15 0 85,314 0
CDK GLOBAL INC COM 12508E101 191 3,200 SH   DFND 11 0 3,200 0
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CECO ENVIRONMENTAL CORP COM 125141101 1,819 130,427 SH   DFND 15 0 130,427 0
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CIT GROUP INC COM NEW 125581801 256 6,003 SH   DFND 12,15 0 6,003 0
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CMS ENERGY CORP COM 125896100 46,874 1,126,241 SH   DFND 1 0 1,126,241 0
CMS ENERGY CORP COM 125896100 80,766 1,940,569 SH   DFND 15 0 1,940,569 0
CMS ENERGY CORP COM 125896100 566 13,600 SH   DFND 5 0 0 13,600
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CSS INDS INC COM 125906107 24 900 SH   DFND 1,3 0 900 0
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CPFL ENERGIA S A SPONSORED ADR 126153105 670 43,533 SH   DFND 15 0 43,533 0
CPFL ENERGIA S A SPONSORED ADR 126153105 1,590 103,258 SH   DFND 6 0 103,258 0
CPFL ENERGIA S A SPONSORED ADR 126153105 244 15,856 SH   DFND 6,2 0 15,856 0
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CSX CORP COM 126408103 803 22,361 SH   DFND 11 0 22,361 0
CST BRANDS INC COM 12646R105 165 3,423 SH   DFND 12,15 0 3,423 0
CST BRANDS INC COM 12646R105 2,489 51,690 SH   DFND 15 0 51,690 0
CTS CORP COM 126501105 4,428 197,700 SH   DFND 15 0 197,700 0
CSRA INC COM 12650T104 114 3,579 SH   DFND 12,15 0 3,579 0
CSRA INC COM 12650T104 260 8,170 SH   DFND 14 0 8,170 0
CSRA INC COM 12650T104 13,327 418,571 SH   DFND 1 0 418,571 0
CSRA INC COM 12650T104 15 478 SH   DFND 1,15 0 478 0
CSRA INC COM 12650T104 8,996 282,547 SH   DFND 15 0 282,547 0
CVB FINL CORP COM 126600105 631 27,529 SH   DFND 1 0 19,529 8,000
CVB FINL CORP COM 126600105 158 6,900 SH   DFND 1,3 0 6,900 0
CVB FINL CORP COM 126600105 16,115 702,776 SH   DFND 15 0 702,776 0
CVR ENERGY INC COM 12662P108 1,983 78,093 SH   DFND 15 0 78,093 0
CVS HEALTH CORP COM 126650100 23,998 304,115 SH   DFND 2 0 304,115 0
CVS HEALTH CORP COM 126650100 1,460 18,498 SH   DFND 12,15 0 18,498 0
CVS HEALTH CORP COM 126650100 924 11,704 SH   DFND 4 0 11,704 0
CVS HEALTH CORP COM 126650100 12,631 160,070 SH   DFND 14 0 160,070 0
CVS HEALTH CORP COM 126650100 47 600 SH Call DFND 14 0 0 0
CVS HEALTH CORP COM 126650100 200,731 2,543,794 SH   DFND 1 0 2,464,954 78,840
CVS HEALTH CORP COM 126650100 11,947 151,400 SH   DFND 1,4 0 151,400 0
CVS HEALTH CORP COM 126650100 2,051 25,991 SH   DFND 1,9 0 25,991 0
CVS HEALTH CORP COM 126650100 1,681 21,300 SH   DFND 1,3 0 21,300 0
CVS HEALTH CORP COM 126650100 1,762 22,330 SH   DFND 1,15 0 22,330 0
CVS HEALTH CORP COM 126650100 4,350 55,126 SH   DFND 1,5 0 40,126 15,000
CVS HEALTH CORP COM 126650100 83,519 1,058,414 SH   DFND 15 0 1,058,414 0
CVS HEALTH CORP COM 126650100 5,345 67,737 SH   DFND 5 0 4,479 63,258
CVS HEALTH CORP COM 126650100 4,484 56,820 SH   DFND 5,6 0 27,760 29,060
CVS HEALTH CORP COM 126650100 810 10,266 SH   DFND 5,7 0 0 10,266
CVS HEALTH CORP COM 126650100 1,987 25,176 SH   DFND 11 0 25,176 0
CVS HEALTH CORP COM 126650100 178 2,255 SH   DFND 6 0 2,255 0
CVS HEALTH CORP COM 126650100 2,322 29,425 SH   DFND 13 0 29,425 0
CYS INVTS INC COM 12673A108 3,800 491,543 SH   DFND 1 0 491,543 0
CYS INVTS INC COM 12673A108 70 9,100 SH   DFND 1,3 0 9,100 0
CYS INVTS INC COM 12673A108 2,153 278,465 SH   DFND 1,5 0 278,465 0
CYS INVTS INC COM 12673A108 11,193 1,447,961 SH   DFND 15 0 1,447,961 0
CYS INVTS INC COM 12673A108 4,950 640,300 SH   DFND 6 0 0 640,300
CA INC COM 12673P105 3,069 96,587 SH   DFND 12,15 0 96,587 0
CA INC COM 12673P105 6,030 189,801 SH   DFND 14 0 189,801 0
CA INC COM 12673P105 15,068 474,278 SH   DFND 1 0 471,028 3,250
CA INC COM 12673P105 1,560 49,111 SH   DFND 1,15 0 49,111 0
CA INC COM 12673P105 154,905 4,875,825 SH   DFND 15 0 4,875,825 0
CA INC COM 12673P105 1,075 33,848 SH   DFND 5 0 0 33,848
CA INC COM 12673P105 2,415 76,020 SH   DFND 5,6 0 35,820 40,200
CA INC COM 12673P105 237 7,461 SH   DFND 11 0 7,461 0
CA INC COM 12673P105 922 29,010 SH   DFND 13 0 29,010 0
CABELAS INC COM 126804301 50 858 SH   DFND 12,15 0 858 0
CABELAS INC COM 126804301 2,514 42,938 SH   DFND 14 0 42,938 0
CABELAS INC COM 126804301 1,152 19,680 SH   DFND 15 0 19,680 0
CABLE ONE INC COM 12685J105 226 364 SH   DFND 14 0 364 0
CABLE ONE INC COM 12685J105 3,116 5,012 SH   DFND 15 0 5,012 0
CABOT CORP COM 127055101 68 1,337 SH   DFND 12,15 0 1,337 0
CABOT CORP COM 127055101 495 9,802 SH   DFND 14 0 9,802 0
CABOT CORP COM 127055101 10,671 211,136 SH   DFND 1 0 211,136 0
CABOT CORP COM 127055101 4,143 81,980 SH   DFND 1,5 0 81,980 0
CABOT CORP COM 127055101 1,585 31,359 SH   DFND 15 0 31,359 0
CABOT CORP COM 127055101 8,823 174,571 SH   DFND 5 0 69,162 105,409
CABOT CORP COM 127055101 3,499 69,224 SH   DFND 5,9 0 69,224 0
CABOT CORP COM 127055101 2,315 45,800 SH   DFND 5,6 0 21,300 24,500
CABOT CORP COM 127055101 714 14,120 SH   DFND 5,7 0 0 14,120
CABOT CORP COM 127055101 2,476 48,986 SH   DFND 6 0 8,486 40,500
CABOT CORP COM 127055101 587 11,623 SH   DFND 7 0 0 11,623
CABOT CORP COM 127055101 939 18,575 SH   DFND 13 0 18,575 0
CABOT OIL & GAS CORP COM 127097103 934 40,000 SH   DFND 2 0 40,000 0
CABOT OIL & GAS CORP COM 127097103 62 2,634 SH   DFND 12,15 0 2,634 0
CABOT OIL & GAS CORP COM 127097103 1,798 76,987 SH   DFND 14 0 76,987 0
CABOT OIL & GAS CORP COM 127097103 14,029 600,559 SH   DFND 1 0 599,809 750
CABOT OIL & GAS CORP COM 127097103 27,893 1,194,046 SH   DFND 1,2 0 1,194,046 0
CABOT OIL & GAS CORP COM 127097103 5,324 227,931 SH   DFND 1,9 0 227,931 0
CABOT OIL & GAS CORP COM 127097103 33 1,433 SH   DFND 1,15 0 1,433 0
CABOT OIL & GAS CORP COM 127097103 3,148 134,740 SH   DFND 15 0 134,740 0
CABOT OIL & GAS CORP COM 127097103 308 13,200 SH   DFND 5 0 0 13,200
CABOT OIL & GAS CORP COM 127097103 5 200 SH   DFND 5,6 0 200 0
CABOT OIL & GAS CORP COM 127097103 257 11,000 SH   DFND 11 0 11,000 0
CABOT OIL & GAS CORP COM 127097103 222 9,517 SH   DFND 13 0 9,517 0
CABOT MICROELECTRONICS CORP COM 12709P103 12 188 SH   DFND 1 0 188 0
CABOT MICROELECTRONICS CORP COM 12709P103 16,656 263,668 SH   DFND 15 0 263,668 0
CACI INTL INC CL A 127190304 72 583 SH   DFND 12,15 0 583 0
CACI INTL INC CL A 127190304 20,086 161,594 SH   DFND 15 0 161,594 0
CADENCE DESIGN SYSTEM INC COM 127387108 44 1,758 SH   DFND 12,15 0 1,758 0
CADENCE DESIGN SYSTEM INC COM 127387108 48,285 1,914,533 SH   DFND 1 0 1,814,649 99,884
CADENCE DESIGN SYSTEM INC COM 127387108 428 16,965 SH   DFND 1,3 0 16,965 0
CADENCE DESIGN SYSTEM INC COM 127387108 15,840 628,088 SH   DFND 15 0 628,088 0
CADENCE DESIGN SYSTEM INC COM 127387108 179 7,100 SH   DFND 11 0 7,100 0
CAESARS ENTMT CORP COM 127686103 39 4,623 SH   DFND 12,15 0 4,623 0
CAESARS ENTMT CORP COM 127686103 547 64,299 SH   DFND 15 0 64,299 0
CAL MAINE FOODS INC COM NEW 128030202 1,824 41,289 SH   DFND 14 0 41,289 0
CAL MAINE FOODS INC COM NEW 128030202 4,280 96,882 SH   DFND 15 0 96,882 0
CALAMOS CONV OPP AND INC FD SH BEN INT 128117108 1,500 148,665 SH   DFND 14 0 148,665 0
CALAMOS GLOBAL TOTAL RETURN COM SH BEN INT 128118106 158 15,016 SH   DFND 14 0 15,016 0
CALAMOS GBL DYN INCOME FUND COM 12811L107 617 88,515 SH   DFND 14 0 88,515 0
CALAMOS ASSET MGMT INC CL A 12811R104 917 107,210 SH   DFND 15 0 107,210 0
CALAMOS STRATEGIC TOTL RETN COM SH BEN INT 128125101 2,865 278,931 SH   DFND 14 0 278,931 0
CALAMP CORP COM 128126109 3,506 241,812 SH   DFND 15 0 241,812 0
CALATLANTIC GROUP INC COM 128195104 37,576 1,104,865 SH   DFND 1 0 1,104,865 0
CALATLANTIC GROUP INC COM 128195104 2,347 69,008 SH   DFND 15 0 69,008 0
CALAVO GROWERS INC COM 128246105 12 200 SH   DFND 1 0 200 0
CALAVO GROWERS INC COM 128246105 11,107 180,898 SH   DFND 15 0 180,898 0
CALERES INC COM 129500104 384 11,709 SH   DFND 14 0 11,709 0
CALERES INC COM 129500104 3,092 94,220 SH   DFND 15 0 94,220 0
CALGON CARBON CORP COM 129603106 8,130 478,210 SH   DFND 15 0 478,210 0
CALIFORNIA RES CORP COM NEW 13057Q206 467 21,938 SH   DFND 12,15 0 21,938 0
CALIFORNIA RES CORP COM NEW 13057Q206 5,694 267,443 SH   DFND 15 0 267,443 0
CALIFORNIA WTR SVC GROUP COM 130788102 12 364 SH   DFND 1 0 364 0
CALIFORNIA WTR SVC GROUP COM 130788102 18,657 550,344 SH   DFND 15 0 550,344 0
CALIX INC COM 13100M509 418 54,290 SH   DFND 15 0 54,290 0
CALLAWAY GOLF CO COM 131193104 10 934 SH   DFND 1 0 934 0
CALLAWAY GOLF CO COM 131193104 6,896 629,191 SH   DFND 15 0 629,191 0
CALLIDUS SOFTWARE INC COM 13123E500 2,109 125,510 SH   DFND 15 0 125,510 0
CALLON PETE CO DEL COM 13123X102 13,921 905,734 SH   DFND 1 0 625,810 279,924
CALLON PETE CO DEL COM 13123X102 10,878 707,748 SH   DFND 15 0 707,748 0
CALPINE CORP COM NEW 131347304 266 23,294 SH   DFND 12,15 0 23,294 0
CALPINE CORP COM NEW 131347304 515 45,043 SH   DFND 14 0 45,043 0
CALPINE CORP COM NEW 131347304 5,765 504,353 SH   DFND 15 0 504,353 0
CALPINE CORP COM NEW 131347304 161 14,100 SH   DFND 5 0 0 14,100
CALPINE CORP COM NEW 131347304 98 8,600 SH   DFND 11 0 8,600 0
CAMBREX CORP COM 132011107 920 17,061 SH   DFND 14 0 17,061 0
CAMBREX CORP COM 132011107 23,893 442,882 SH   DFND 1 0 442,882 0
CAMBREX CORP COM 132011107 4,651 86,215 SH   DFND 15 0 86,215 0
CAMBREX CORP COM 132011107 2,753 51,036 SH   DFND 6 0 51,036 0
CAMBREX CORP COM 132011107 1,362 25,248 SH   DFND 6,12 0 25,248 0
CAMBREX CORP COM 132011107 404 7,497 SH   DFND 6,9 0 7,497 0
CAMBIUM LEARNING GRP INC COM 13201A107 634 127,075 SH   DFND 1 0 127,075 0
CAMBIUM LEARNING GRP INC COM 13201A107 227 45,500 SH   DFND 1,3 0 45,500 0
CAMBIUM LEARNING GRP INC COM 13201A107 6 1,254 SH   DFND 15 0 1,254 0
CAMDEN NATL CORP COM 133034108 1,023 23,012 SH   DFND 15 0 23,012 0
CAMDEN PPTY TR SH BEN INT 133131102 93 1,105 SH   DFND 12,15 0 1,105 0
CAMDEN PPTY TR SH BEN INT 133131102 169,656 2,018,033 SH   DFND 1 0 44,686 1,973,347
CAMDEN PPTY TR SH BEN INT 133131102 345 4,100 SH   DFND 1,9 0 4,100 0
CAMDEN PPTY TR SH BEN INT 133131102 430 5,110 SH   DFND 1,15 0 5,110 0
CAMDEN PPTY TR SH BEN INT 133131102 11,097 131,994 SH   DFND 15 0 131,994 0
CAMDEN PPTY TR SH BEN INT 133131102 5,646 67,159 SH   DFND 5 0 67,159 0
CAMDEN PPTY TR SH BEN INT 133131102 193 2,300 SH   DFND 11 0 2,300 0
CAMECO CORP COM 13321L108 464 44,312 SH   DFND 2,15 0 44,312 0
CAMECO CORP COM 13321L108 18 1,760 SH   DFND 12,15 0 1,760 0
CAMECO CORP COM 13321L108 9,241 882,646 SH   DFND 1,2 0 882,646 0
CAMECO CORP COM 13321L108 233 22,274 SH   DFND 15 0 22,274 0
CAMECO CORP COM 13321L108 98 9,354 SH   DFND 11 0 9,354 0
CAMPBELL SOUP CO COM 134429109 113 1,873 SH   DFND 12,15 0 1,873 0
CAMPBELL SOUP CO COM 134429109 532 8,802 SH   DFND 4 0 8,802 0
CAMPBELL SOUP CO COM 134429109 452,360 7,480,726 SH   DFND 1 0 7,454,626 26,100
CAMPBELL SOUP CO COM 134429109 7,371 121,900 SH   DFND 1,4 0 121,900 0
CAMPBELL SOUP CO COM 134429109 1,953 32,301 SH   DFND 1,9 0 32,301 0
CAMPBELL SOUP CO COM 134429109 2,456 40,612 SH   DFND 1,3 0 40,612 0
CAMPBELL SOUP CO COM 134429109 4,151 68,644 SH   DFND 1,5 0 544 68,100
CAMPBELL SOUP CO COM 134429109 7,902 130,679 SH   DFND 15 0 130,679 0
CAMPBELL SOUP CO COM 134429109 6,275 103,769 SH   DFND 5 0 90,900 12,869
CAMPBELL SOUP CO COM 134429109 1,166 19,290 SH   DFND 5,6 0 9,010 10,280
CAMPBELL SOUP CO COM 134429109 292 4,835 SH   DFND 11 0 4,835 0
CAMPBELL SOUP CO COM 134429109 591 9,766 SH   DFND 13 0 9,766 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 15,300 187,498 SH   DFND 2,15 0 187,498 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 161 1,970 SH   DFND 12,15 0 1,970 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 4,480 54,900 SH   DFND 1 0 53,100 1,800
CDN IMPERIAL BK COMM TORONTO COM 136069101 18,166 222,618 SH   DFND 1,2 0 222,618 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 1,191 14,600 SH   DFND 1,4 0 14,600 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 245 3,000 SH   DFND 1,9 0 3,000 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 139 1,700 SH   DFND 1,3 0 1,700 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 2,651 32,490 SH   DFND 1,5 0 31,390 1,100
CDN IMPERIAL BK COMM TORONTO COM 136069101 17,780 217,897 SH   DFND 15 0 217,897 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 13,595 166,610 SH   DFND 5 0 107,811 58,799
CDN IMPERIAL BK COMM TORONTO COM 136069101 5,388 66,030 SH   DFND 5,9 0 66,030 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 1,721 21,088 SH   DFND 5,6 0 8,903 12,185
CDN IMPERIAL BK COMM TORONTO COM 136069101 761 9,322 SH   DFND 11 0 9,322 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 1,208 14,808 SH   DFND 7 0 0 14,808
CDN IMPERIAL BK COMM TORONTO COM 136069101 833 10,205 SH   DFND 13 0 10,205 0
CANADIAN NATL RY CO COM 136375102 13,360 198,223 SH   DFND 2 0 198,223 0
CANADIAN NATL RY CO COM 136375102 5,958 88,391 SH   DFND 2,15 0 88,391 0
CANADIAN NATL RY CO COM 136375102 103 1,523 SH   DFND 12,15 0 1,523 0
CANADIAN NATL RY CO COM 136375102 14,773 219,191 SH   DFND 14 0 219,191 0
CANADIAN NATL RY CO COM 136375102 173,850 2,579,376 SH   DFND 1 0 2,563,087 16,289
CANADIAN NATL RY CO COM 136375102 18,219 270,311 SH   DFND 1,2 0 270,311 0
CANADIAN NATL RY CO COM 136375102 17,244 255,845 SH   DFND 1,3 0 255,845 0
CANADIAN NATL RY CO COM 136375102 10,013 148,567 SH   DFND 15 0 148,567 0
CANADIAN NATL RY CO COM 136375102 2,709 40,189 SH   DFND 5 0 0 40,189
CANADIAN NATL RY CO COM 136375102 1,232 18,284 SH   DFND 11 0 18,284 0
CANADIAN NAT RES LTD COM 136385101 209,919 6,584,672 SH   DFND 2 0 6,584,672 0
CANADIAN NAT RES LTD COM 136385101 5,440 170,636 SH   DFND 2,15 0 170,636 0
CANADIAN NAT RES LTD COM 136385101 130 4,064 SH   DFND 12,15 0 4,064 0
CANADIAN NAT RES LTD COM 136385101 224 7,024 SH   DFND 9 0 7,024 0
CANADIAN NAT RES LTD COM 136385101 573,886 18,001,451 SH   DFND 1 0 16,530,357 1,471,094
CANADIAN NAT RES LTD COM 136385101 59,775 1,875,013 SH   DFND 1,2 0 1,875,013 0
CANADIAN NAT RES LTD COM 136385101 8,157 255,872 SH   DFND 1,9 0 255,872 0
CANADIAN NAT RES LTD COM 136385101 656 20,582 SH   DFND 1,3 0 20,582 0
CANADIAN NAT RES LTD COM 136385101 303 9,509 SH   DFND 1,6 0 9,509 0
CANADIAN NAT RES LTD COM 136385101 8,134 255,137 SH   DFND 15 0 255,137 0
CANADIAN NAT RES LTD COM 136385101 1,396 43,800 SH   DFND 5 0 0 43,800
CANADIAN NAT RES LTD COM 136385101 1,824 57,203 SH   DFND 5,6 0 23,886 33,317
CANADIAN NAT RES LTD COM 136385101 830 26,020 SH   DFND 11 0 26,020 0
CANADIAN NAT RES LTD COM 136385101 447 14,037 SH   DFND 11,2 0 14,037 0
CANADIAN NAT RES LTD COM 136385101 392 12,305 SH   DFND 11,6 0 12,305 0
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CANADIAN NAT RES LTD COM 136385101 19 586 SH   DFND 6,2 0 586 0
CANADIAN NAT RES LTD COM 136385101 7,972 250,049 SH   DFND 6,9 0 250,049 0
CANADIAN NAT RES LTD COM 136385101 1,000 31,367 SH   DFND 13 0 31,367 0
CANADIAN PAC RY LTD COM 13645T100 990 6,932 SH   DFND 2,15 0 6,932 0
CANADIAN PAC RY LTD COM 13645T100 3,463 24,255 SH   DFND 12,15 0 24,255 0
CANADIAN PAC RY LTD COM 13645T100 988 6,918 SH   DFND 14 0 6,918 0
CANADIAN PAC RY LTD COM 13645T100 308 2,160 SH   DFND 1,2 0 2,160 0
CANADIAN PAC RY LTD COM 13645T100 4,894 34,280 SH   DFND 15 0 34,280 0
CANADIAN PAC RY LTD COM 13645T100 1,072 7,512 SH   DFND 5 0 0 7,512
CANADIAN PAC RY LTD COM 13645T100 478 3,350 SH   DFND 11 0 3,350 0
CANADIAN SOLAR INC COM 136635109 123 10,136 SH   DFND 12,15 0 10,136 0
CANADIAN SOLAR INC COM 136635109 5,537 454,637 SH   DFND 15 0 454,637 0
CANON INC SPONSORED ADR 138006309 916 32,564 SH   DFND 15 0 32,564 0
CANTEL MEDICAL CORP COM 138098108 51,474 653,643 SH   DFND 1 0 653,643 0
CANTEL MEDICAL CORP COM 138098108 15,014 190,654 SH   DFND 15 0 190,654 0
CAPELLA EDUCATION COMPANY COM 139594105 75 857 SH   DFND 12,15 0 857 0
CAPELLA EDUCATION COMPANY COM 139594105 97 1,100 SH   DFND 1 0 0 1,100
CAPELLA EDUCATION COMPANY COM 139594105 4,087 46,544 SH   DFND 1,2 0 46,544 0
CAPELLA EDUCATION COMPANY COM 139594105 26 300 SH   DFND 1,3 0 300 0
CAPELLA EDUCATION COMPANY COM 139594105 2,200 25,052 SH   DFND 15 0 25,052 0
CAPITAL BK FINL CORP CL A COM 139794101 27 678 SH   DFND 12,15 0 678 0
CAPITAL BK FINL CORP CL A COM 139794101 1,085 27,649 SH   DFND 15 0 27,649 0
CAPITAL ONE FINL CORP COM 14040H105 1,297 14,871 SH   DFND 12,15 0 14,871 0
CAPITAL ONE FINL CORP COM 14040H105 3,132 35,902 SH   DFND 14 0 35,902 0
CAPITAL ONE FINL CORP COM 14040H105 15,602 178,838 SH   DFND 1 0 178,638 200
CAPITAL ONE FINL CORP COM 14040H105 46,446 532,392 SH   DFND 15 0 532,392 0
CAPITAL ONE FINL CORP COM 14040H105 2,007 23,000 SH   DFND 5 0 0 23,000
CAPITAL ONE FINL CORP COM 14040H105 605 6,940 SH   DFND 5,6 0 3,240 3,700
CAPITAL ONE FINL CORP COM 14040H105 1,042 11,940 SH   DFND 11 0 11,940 0
CAPITAL ONE FINL CORP COM 14040H105 310 3,554 SH   DFND 13 0 3,554 0
CAPITAL SR LIVING CORP COM 140475104 379 23,602 SH   DFND 15 0 23,602 0
CAPITOL FED FINL INC COM 14057J101 138 8,397 SH   DFND 12,15 0 8,397 0
CAPITOL FED FINL INC COM 14057J101 1,169 70,993 SH   DFND 15 0 70,993 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 429 42,128 SH   DFND 1 0 42,128 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 12,062 1,183,695 SH   DFND 15 0 1,183,695 0
CARBO CERAMICS INC COM 140781105 1,767 168,945 SH   DFND 15 0 168,945 0
CARBONITE INC COM 141337105 21 1,300 SH   DFND 1,3 0 1,300 0
CARBONITE INC COM 141337105 271 16,518 SH   DFND 15 0 16,518 0
CARDINAL FINL CORP COM 14149F109 11 347 SH   DFND 1 0 347 0
CARDINAL FINL CORP COM 14149F109 8,399 256,160 SH   DFND 15 0 256,160 0
CARDINAL HEALTH INC COM 14149Y108 818 11,362 SH   DFND 12,15 0 11,362 0
CARDINAL HEALTH INC COM 14149Y108 68,683 954,331 SH   DFND 14 0 954,331 0
CARDINAL HEALTH INC COM 14149Y108 129,442 1,798,552 SH   DFND 1 0 1,798,552 0
CARDINAL HEALTH INC COM 14149Y108 967 13,441 SH   DFND 1,2 0 13,441 0
CARDINAL HEALTH INC COM 14149Y108 3,474 48,274 SH   DFND 1,12 0 48,274 0
CARDINAL HEALTH INC COM 14149Y108 11,678 162,263 SH   DFND 15 0 162,263 0
CARDINAL HEALTH INC COM 14149Y108 63 880 SH   DFND 10 0 880 0
CARDINAL HEALTH INC COM 14149Y108 2,714 37,717 SH   DFND 5 0 17,116 20,601
CARDINAL HEALTH INC COM 14149Y108 1,572 21,844 SH   DFND 5,6 0 9,174 12,670
CARDINAL HEALTH INC COM 14149Y108 543 7,550 SH   DFND 11 0 7,550 0
CARDINAL HEALTH INC COM 14149Y108 889 12,356 SH   DFND 13 0 12,356 0
CARDIOVASCULAR SYS INC DEL COM 141619106 6,163 254,581 SH   DFND 15 0 254,581 0
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 14,566 12,397,000 PRN   DFND 1 0 12,397,000 0
CARE CAP PPTYS INC COM 141624106 34 1,358 SH   DFND 12,15 0 1,358 0
CARE CAP PPTYS INC COM 141624106 755 30,181 SH   DFND 14 0 30,181 0
CARE CAP PPTYS INC COM 141624106 109,021 4,360,833 SH   DFND 1 0 1,937,857 2,422,976
CARE CAP PPTYS INC COM 141624106 969 38,741 SH   DFND 1,2 0 38,741 0
CARE CAP PPTYS INC COM 141624106 283 11,329 SH   DFND 1,12 0 11,329 0
CARE CAP PPTYS INC COM 141624106 109 4,364 SH   DFND 1,9 0 4,364 0
CARE CAP PPTYS INC COM 141624106 4,982 199,264 SH   DFND 1,3 0 199,264 0
CARE CAP PPTYS INC COM 141624106 122 4,892 SH   DFND 1,15 0 4,892 0
CARE CAP PPTYS INC COM 141624106 2,121 84,820 SH   DFND 1,13 0 84,820 0
CARE CAP PPTYS INC COM 141624106 9,142 365,689 SH   DFND 15 0 365,689 0
CARE COM INC COM 141633107 63 7,380 SH   DFND 1 0 7,380 0
CARE COM INC COM 141633107 123 14,300 SH   DFND 1,3 0 14,300 0
CARE COM INC COM 141633107 100 11,641 SH   DFND 15 0 11,641 0
CAREER EDUCATION CORP COM 141665109 116 11,530 SH   DFND 1 0 11,530 0
CAREER EDUCATION CORP COM 141665109 32 3,200 SH   DFND 1,3 0 3,200 0
CAREER EDUCATION CORP COM 141665109 5,809 575,758 SH   DFND 15 0 575,758 0
CARETRUST REIT INC COM 14174T107 12 796 SH   DFND 1 0 796 0
CARETRUST REIT INC COM 14174T107 10,362 676,387 SH   DFND 15 0 676,387 0
CARLISLE COS INC COM 142339100 73 663 SH   DFND 12,15 0 663 0
CARLISLE COS INC COM 142339100 1,626 14,747 SH   DFND 14 0 14,747 0
CARLISLE COS INC COM 142339100 36,820 333,847 SH   DFND 1 0 321,061 12,786
CARLISLE COS INC COM 142339100 334 3,026 SH   DFND 1,3 0 3,026 0
CARLISLE COS INC COM 142339100 22,747 206,246 SH   DFND 15 0 206,246 0
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 68 4,489 SH   DFND 12,15 0 4,489 0
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 4,356 285,652 SH   DFND 15 0 285,652 0
CARMAX INC COM 143130102 158,668 2,464,176 SH   DFND 2 0 2,464,176 0
CARMAX INC COM 143130102 589 9,140 SH   DFND 12,15 0 9,140 0
CARMAX INC COM 143130102 14,450 224,419 SH   DFND 1 0 224,419 0
CARMAX INC COM 143130102 10,295 159,889 SH   DFND 1,2 0 159,889 0
CARMAX INC COM 143130102 17,581 273,047 SH   DFND 15 0 273,047 0
CARMAX INC COM 143130102 522 8,100 SH   DFND 5 0 0 8,100
CARMAX INC COM 143130102 297 4,618 SH   DFND 11 0 4,618 0
CARNIVAL CORP UNIT 99/99/9999 143658300 20,571 395,140 SH   DFND 2 0 395,140 0
CARNIVAL CORP UNIT 99/99/9999 143658300 402 7,726 SH   DFND 12,15 0 7,726 0
CARNIVAL CORP UNIT 99/99/9999 143658300 2,180 41,881 SH   DFND 14 0 41,881 0
CARNIVAL CORP UNIT 99/99/9999 143658300 1,047,745 20,125,719 SH   DFND 1 0 18,997,677 1,128,042
CARNIVAL CORP UNIT 99/99/9999 143658300 1,951 37,470 SH   DFND 1,9 0 37,470 0
CARNIVAL CORP UNIT 99/99/9999 143658300 636 12,215 SH   DFND 1,3 0 12,215 0
CARNIVAL CORP UNIT 99/99/9999 143658300 6,240 119,858 SH   DFND 15 0 119,858 0
CARNIVAL CORP UNIT 99/99/9999 143658300 890 17,099 SH   DFND 5 0 0 17,099
CARNIVAL CORP UNIT 99/99/9999 143658300 439 8,440 SH   DFND 11 0 8,440 0
CARNIVAL PLC ADR 14365C103 205 4,004 SH   DFND 14 0 4,004 0
CARNIVAL PLC ADR 14365C103 219 4,285 SH   DFND 15 0 4,285 0
CARRIAGE SVCS INC COM 143905107 766 26,751 SH   DFND 15 0 26,751 0
CARPENTER TECHNOLOGY CORP COM 144285103 77 2,142 SH   DFND 12,15 0 2,142 0
CARPENTER TECHNOLOGY CORP COM 144285103 679 18,771 SH   DFND 14 0 18,771 0
CARPENTER TECHNOLOGY CORP COM 144285103 73,679 2,037,025 SH   DFND 1 0 2,037,025 0
CARPENTER TECHNOLOGY CORP COM 144285103 2,034 56,247 SH   DFND 15 0 56,247 0
CARRIZO OIL & GAS INC COM 144577103 15,797 422,947 SH   DFND 15 0 422,947 0
CARROLS RESTAURANT GROUP INC COM 14574X104 566 37,112 SH   DFND 15 0 37,112 0
CARTER INC COM 146229109 2,735 31,659 SH   DFND 14 0 31,659 0
CARTER INC COM 146229109 42,889 496,457 SH   DFND 1 0 496,457 0
CARTER INC COM 146229109 11,632 134,647 SH   DFND 15 0 134,647 0
CASELLA WASTE SYS INC CL A 147448104 2,020 162,732 SH   DFND 15 0 162,732 0
CASEYS GEN STORES INC COM 147528103 76 636 SH   DFND 12,15 0 636 0
CASEYS GEN STORES INC COM 147528103 10,630 89,420 SH   DFND 15 0 89,420 0
CASS INFORMATION SYS INC COM 14808P109 403 5,476 SH   DFND 15 0 5,476 0
CATALENT INC COM 148806102 2,219 82,315 SH   DFND 14 0 82,315 0
CATALENT INC COM 148806102 45,913 1,703,003 SH   DFND 1 0 1,703,003 0
CATALENT INC COM 148806102 164 6,100 SH   DFND 1,3 0 6,100 0
CATALENT INC COM 148806102 1,416 52,515 SH   DFND 15 0 52,515 0
CATERPILLAR INC DEL COM 149123101 1,721 18,556 SH   DFND 12,15 0 18,556 0
CATERPILLAR INC DEL COM 149123101 114,343 1,232,938 SH   DFND 14 0 1,232,938 0
CATERPILLAR INC DEL COM 149123101 56 600 SH Call DFND 14 0 0 0
CATERPILLAR INC DEL COM 149123101 702,469 7,574,608 SH   DFND 1 0 7,108,943 465,665
CATERPILLAR INC DEL COM 149123101 1,430 15,416 SH   DFND 1,9 0 15,416 0
CATERPILLAR INC DEL COM 149123101 474 5,115 SH   DFND 1,3 0 5,115 0
CATERPILLAR INC DEL COM 149123101 125,633 1,354,675 SH   DFND 15 0 1,354,675 0
CATERPILLAR INC DEL COM 149123101 2,148 23,158 SH   DFND 5 0 0 23,158
CATERPILLAR INC DEL COM 149123101 1,764 19,018 SH   DFND 5,6 0 7,914 11,104
CATERPILLAR INC DEL COM 149123101 1,284 13,843 SH   DFND 11 0 13,843 0
CATCHMARK TIMBER TR INC CL A 14912Y202 560 49,700 SH   DFND 15 0 49,700 0
CATHAY GEN BANCORP COM 149150104 60,153 1,581,717 SH   DFND 1 0 1,581,717 0
CATHAY GEN BANCORP COM 149150104 8,024 210,988 SH   DFND 15 0 210,988 0
CATO CORP NEW CL A 149205106 1,386 46,076 SH   DFND 15 0 46,076 0
CAVCO INDS INC DEL COM 149568107 1,250 12,522 SH   DFND 15 0 12,522 0
CAVIUM INC COM 14964U108 216 3,462 SH   DFND 14 0 3,462 0
CAVIUM INC COM 14964U108 49,865 798,614 SH   DFND 1 0 798,614 0
CAVIUM INC COM 14964U108 780 12,495 SH   DFND 15 0 12,495 0
CEDAR REALTY TRUST INC COM NEW 150602209 12 1,857 SH   DFND 1 0 1,857 0
CEDAR REALTY TRUST INC COM NEW 150602209 7,948 1,217,209 SH   DFND 15 0 1,217,209 0
CELADON GROUP INC COM 150838100 6,661 931,586 SH   DFND 1 0 931,586 0
CELADON GROUP INC COM 150838100 665 93,010 SH   DFND 15 0 93,010 0
CELADON GROUP INC COM 150838100 863 120,651 SH   DFND 6 0 120,651 0
CELADON GROUP INC COM 150838100 409 57,163 SH   DFND 6,12 0 57,163 0
CELADON GROUP INC COM 150838100 114 15,918 SH   DFND 6,9 0 15,918 0
CELANESE CORP DEL COM SER A 150870103 200 2,538 SH   DFND 12,15 0 2,538 0
CELANESE CORP DEL COM SER A 150870103 118 1,501 SH   DFND 14 0 1,501 0
CELANESE CORP DEL COM SER A 150870103 94 1,200 SH   DFND 1 0 1,200 0
CELANESE CORP DEL COM SER A 150870103 5,889 74,792 SH   DFND 15 0 74,792 0
CELANESE CORP DEL COM SER A 150870103 865 10,984 SH   DFND 5 0 0 10,984
CELANESE CORP DEL COM SER A 150870103 283 3,600 SH   DFND 11 0 3,600 0
CELESTICA INC SUB VTG SHS 15101Q108 392 33,095 SH   DFND 2,15 0 33,095 0
CELESTICA INC SUB VTG SHS 15101Q108 220 18,556 SH   DFND 12,15 0 18,556 0
CELESTICA INC SUB VTG SHS 15101Q108 6,316 533,000 SH   DFND 1 0 533,000 0
CELESTICA INC SUB VTG SHS 15101Q108 23,537 1,986,245 SH   DFND 1,2 0 1,986,245 0
CELESTICA INC SUB VTG SHS 15101Q108 2,676 225,849 SH   DFND 15 0 225,849 0
CELGENE CORP COM 151020104 30,137 260,365 SH   DFND 2 0 260,365 0
CELGENE CORP COM 151020104 19,893 171,859 SH   DFND 12,15 0 171,859 0
CELGENE CORP COM 151020104 6,973 60,244 SH   DFND 14 0 60,244 0
CELGENE CORP COM 151020104 627,950 5,425,056 SH   DFND 1 0 5,425,056 0
CELGENE CORP COM 151020104 1,186 10,244 SH   DFND 1,2 0 10,244 0
CELGENE CORP COM 151020104 32,603 281,670 SH   DFND 1,12 0 281,670 0
CELGENE CORP COM 151020104 48 413 SH   DFND 1,11 0 413 0
CELGENE CORP COM 151020104 732,239 6,326,042 SH   DFND 15 0 6,326,042 0
CELGENE CORP COM 151020104 320 2,766 SH   DFND 10 0 2,766 0
CELGENE CORP COM 151020104 3,449 29,800 SH   DFND 5 0 0 29,800
CELGENE CORP COM 151020104 2,124 18,350 SH   DFND 11 0 18,350 0
CELLDEX THERAPEUTICS INC NEW COM 15117B103 98 27,554 SH   DFND 15 0 27,554 0
CEMEX SAB DE CV SPON ADR NEW 151290889 1,840 229,194 SH   DFND 15 0 229,194 0
CEMEX SAB DE CV SPON ADR NEW 151290889 13,109 1,632,550 SH   DFND 6 0 1,632,550 0
CEMEX SAB DE CV SPON ADR NEW 151290889 708 88,150 SH   DFND 6,12 0 88,150 0
CEMEX SAB DE CV SPON ADR NEW 151290889 190 23,625 SH   DFND 6,9 0 23,625 0
CENCOSUD S A SPONSORED ADS 15132H101 275 32,722 SH   DFND 14 0 32,722 0
CENTENE CORP DEL COM 15135B101 113 1,991 SH   DFND 12,15 0 1,991 0
CENTENE CORP DEL COM 15135B101 2,108 37,306 SH   DFND 14 0 37,306 0
CENTENE CORP DEL COM 15135B101 62,304 1,102,533 SH   DFND 1 0 1,102,533 0
CENTENE CORP DEL COM 15135B101 508 8,998 SH   DFND 1,3 0 8,998 0
CENTENE CORP DEL COM 15135B101 3,872 68,510 SH   DFND 15 0 68,510 0
CENTENE CORP DEL COM 15135B101 593 10,487 SH   DFND 5 0 0 10,487
CENTENE CORP DEL COM 15135B101 226 4,000 SH   DFND 11 0 4,000 0
CENOVUS ENERGY INC COM 15135U109 100,792 6,661,728 SH   DFND 2 0 6,661,728 0
CENOVUS ENERGY INC COM 15135U109 3,093 204,406 SH   DFND 2,15 0 204,406 0
CENOVUS ENERGY INC COM 15135U109 78 5,171 SH   DFND 12,15 0 5,171 0
CENOVUS ENERGY INC COM 15135U109 169,803 11,222,959 SH   DFND 1 0 11,149,925 73,034
CENOVUS ENERGY INC COM 15135U109 50,220 3,319,253 SH   DFND 1,2 0 3,319,253 0
CENOVUS ENERGY INC COM 15135U109 5,284 349,249 SH   DFND 1,9 0 349,249 0
CENOVUS ENERGY INC COM 15135U109 16,726 1,105,514 SH   DFND 1,3 0 1,105,514 0
CENOVUS ENERGY INC COM 15135U109 1,560 103,100 SH   DFND 15 0 103,100 0
CENOVUS ENERGY INC COM 15135U109 405 26,747 SH   DFND 5 0 0 26,747
CENOVUS ENERGY INC COM 15135U109 2,121 140,155 SH   DFND 5,6 0 60,609 79,546
CENOVUS ENERGY INC COM 15135U109 298 19,722 SH   DFND 11 0 19,722 0
CENOVUS ENERGY INC COM 15135U109 413 27,266 SH   DFND 13 0 27,266 0
CENTENNIAL RESOURCE DEV INC CL A 15136A102 71,232 3,612,146 SH   DFND 1 0 3,477,403 134,743
CENTER COAST MLP & INFRSTR F COM SHS 151461100 2,204 184,344 SH   DFND 14 0 184,344 0
CENTERPOINT ENERGY INC COM 15189T107 348 14,121 SH   DFND 12,15 0 14,121 0
CENTERPOINT ENERGY INC COM 15189T107 9,666 392,274 SH   DFND 14 0 392,274 0
CENTERPOINT ENERGY INC COM 15189T107 25,575 1,037,938 SH   DFND 1 0 997,588 40,350
CENTERPOINT ENERGY INC COM 15189T107 1,673 67,900 SH   DFND 1,4 0 67,900 0
CENTERPOINT ENERGY INC COM 15189T107 175 7,100 SH   DFND 1,9 0 7,100 0
CENTERPOINT ENERGY INC COM 15189T107 234 9,500 SH   DFND 1,3 0 9,500 0
CENTERPOINT ENERGY INC COM 15189T107 2,641 107,200 SH   DFND 1,5 0 0 107,200
CENTERPOINT ENERGY INC COM 15189T107 103,664 4,207,123 SH   DFND 15 0 4,207,123 0
CENTERPOINT ENERGY INC COM 15189T107 283 11,500 SH   DFND 5 0 0 11,500
CENTERPOINT ENERGY INC COM 15189T107 21 840 SH   DFND 5,6 0 840 0
CENTERPOINT ENERGY INC COM 15189T107 239 9,686 SH   DFND 11 0 9,686 0
CENTERSTATE BANKS INC COM 15201P109 1,702 67,602 SH   DFND 15 0 67,602 0
CENTRAL GARDEN & PET CO COM 153527106 96 2,898 SH   DFND 12,15 0 2,898 0
CENTRAL GARDEN & PET CO COM 153527106 2,243 67,775 SH   DFND 15 0 67,775 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 2,262 73,210 SH   DFND 1 0 29,610 43,600
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 399 12,900 SH   DFND 1,3 0 12,900 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 4,985 161,329 SH   DFND 15 0 161,329 0
CENTRAL PAC FINL CORP COM NEW 154760409 24 759 SH   DFND 12,15 0 759 0
CENTRAL PAC FINL CORP COM NEW 154760409 2,736 87,070 SH   DFND 1 0 42,670 44,400
CENTRAL PAC FINL CORP COM NEW 154760409 327 10,400 SH   DFND 1,3 0 10,400 0
CENTRAL PAC FINL CORP COM NEW 154760409 2,934 93,377 SH   DFND 15 0 93,377 0
CENTRAL VALLEY CMNTY BANCORP COM 155685100 1,339 67,100 SH   DFND 1 0 67,100 0
CENTRAL VALLEY CMNTY BANCORP COM 155685100 357 17,900 SH   DFND 1,3 0 17,900 0
CENTRAL VALLEY CMNTY BANCORP COM 155685100 68 3,395 SH   DFND 15 0 3,395 0
CENTRAL VALLEY CMNTY BANCORP COM 155685100 479 24,000 SH   DFND 5 0 0 24,000
CENTURY ALUM CO COM 156431108 2,423 283,052 SH   DFND 15 0 283,052 0
CENTURY BANCORP INC MASS CL A NON VTG 156432106 404 6,730 SH   DFND 1 0 6,730 0
CENTURY BANCORP INC MASS CL A NON VTG 156432106 180 3,000 SH   DFND 1,3 0 3,000 0
CENTURY BANCORP INC MASS CL A NON VTG 156432106 64 1,069 SH   DFND 15 0 1,069 0
CENTURY CMNTYS INC COM 156504300 545 25,969 SH   DFND 15 0 25,969 0
CENTURYLINK INC COM 156700106 672 28,273 SH   DFND 12,15 0 28,273 0
CENTURYLINK INC COM 156700106 7,448 313,197 SH   DFND 14 0 313,197 0
CENTURYLINK INC COM 156700106 25,790 1,084,510 SH   DFND 1 0 1,084,510 0
CENTURYLINK INC COM 156700106 15 632 SH   DFND 1,15 0 632 0
CENTURYLINK INC COM 156700106 1,820 76,550 SH   DFND 1,5 0 76,550 0
CENTURYLINK INC COM 156700106 86,348 3,631,126 SH   DFND 15 0 3,631,126 0
CENTURYLINK INC COM 156700106 426 17,925 SH   DFND 5 0 0 17,925
CENTURYLINK INC COM 156700106 2,235 93,981 SH   DFND 5,6 0 43,319 50,662
CENTURYLINK INC COM 156700106 306 12,866 SH   DFND 11 0 12,866 0
CENTURYLINK INC COM 156700106 1,155 48,582 SH   DFND 6 0 0 48,582
CENTURYLINK INC COM 156700106 772 32,472 SH   DFND 13 0 32,472 0
CERNER CORP COM 156782104 3,593 75,840 SH   DFND 12,15 0 75,840 0
CERNER CORP COM 156782104 4,350 91,839 SH   DFND 14 0 91,839 0
CERNER CORP COM 156782104 13,939 294,257 SH   DFND 1 0 294,257 0
CERNER CORP COM 156782104 121,929 2,573,967 SH   DFND 15 0 2,573,967 0
CERNER CORP COM 156782104 51 1,080 SH   DFND 10 0 1,080 0
CERNER CORP COM 156782104 379 8,000 SH   DFND 5 0 0 8,000
CERNER CORP COM 156782104 341 7,200 SH   DFND 11 0 7,200 0
CEVA INC COM 157210105 8,229 245,287 SH   DFND 15 0 245,287 0
CHANGYOU COM LTD ADS REP CL A 15911M107 687 32,391 SH   DFND 15 0 32,391 0
CHANGYOU COM LTD ADS REP CL A 15911M107 441 20,801 SH   DFND 5,9 0 20,801 0
CHARLES RIV LABS INTL INC COM 159864107 9,450 124,038 SH   DFND 2 0 124,038 0
CHARLES RIV LABS INTL INC COM 159864107 25,224 331,067 SH   DFND 1,2 0 331,067 0
CHARLES RIV LABS INTL INC COM 159864107 2,703 35,483 SH   DFND 15 0 35,483 0
CHART INDS INC COM PAR $0.01 16115Q308 76 2,105 SH   DFND 12,15 0 2,105 0
CHART INDS INC COM PAR $0.01 16115Q308 2,151 59,703 SH   DFND 14 0 59,703 0
CHART INDS INC COM PAR $0.01 16115Q308 2,970 82,456 SH   DFND 1 0 82,456 0
CHART INDS INC COM PAR $0.01 16115Q308 5,279 146,545 SH   DFND 15 0 146,545 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 17,273 59,994 SH   DFND 12,15 0 59,994 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 91 316 SH   DFND 14 0 316 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 461,102 1,601,494 SH   DFND 1 0 1,509,986 91,508
CHARTER COMMUNICATIONS INC N CL A 16119P108 7,028 24,411 SH   DFND 1,9 0 24,411 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 323 1,123 SH   DFND 1,3 0 1,123 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 598,774 2,079,654 SH   DFND 15 0 2,079,654 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 2,367 8,222 SH   DFND 5 0 0 8,222
CHARTER COMMUNICATIONS INC N CL A 16119P108 1,471 5,109 SH   DFND 11 0 5,109 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 18,459 64,113 SH   DFND 6 0 64,113 0
CHARTER FINL CORP MD COM 16122W108 1,515 90,860 SH   DFND 1 0 54,660 36,200
CHARTER FINL CORP MD COM 16122W108 285 17,100 SH   DFND 1,3 0 17,100 0
CHARTER FINL CORP MD COM 16122W108 282 16,922 SH   DFND 15 0 16,922 0
CHASE CORP COM 16150R104 1,384 16,568 SH   DFND 15 0 16,568 0
CHATHAM LODGING TR COM 16208T102 538 26,202 SH   DFND 1 0 26,202 0
CHATHAM LODGING TR COM 16208T102 7,090 345,013 SH   DFND 15 0 345,013 0
CHEESECAKE FACTORY INC COM 163072101 614 10,262 SH   DFND 14 0 10,262 0
CHEESECAKE FACTORY INC COM 163072101 1,117 18,647 SH   DFND 1,9 0 18,647 0
CHEESECAKE FACTORY INC COM 163072101 6,956 116,160 SH   DFND 15 0 116,160 0
CHEETAH MOBILE INC ADR 163075104 622 65,062 SH   DFND 15 0 65,062 0
CHEFS WHSE INC COM 163086101 425 26,913 SH   DFND 15 0 26,913 0
CHEGG INC COM 163092109 438 59,388 SH   DFND 15 0 59,388 0
CHEMED CORP NEW COM 16359R103 627 3,906 SH   DFND 14 0 3,906 0
CHEMED CORP NEW COM 16359R103 49,603 309,226 SH   DFND 1 0 309,226 0
CHEMED CORP NEW COM 16359R103 14,785 92,167 SH   DFND 15 0 92,167 0
CHEMICAL FINL CORP COM 163731102 1,820 33,596 SH   DFND 15 0 33,596 0
CHEMOCENTRYX INC COM 16383L106 697 94,250 SH   DFND 1 0 94,250 0
CHEMOCENTRYX INC COM 16383L106 36 4,900 SH   DFND 1,3 0 4,900 0
CHEMOCENTRYX INC COM 16383L106 1,078 145,632 SH   DFND 15 0 145,632 0
CHEMOURS CO COM 163851108 683 30,901 SH   DFND 12,15 0 30,901 0
CHEMOURS CO COM 163851108 17,183 777,868 SH   DFND 1 0 636,368 141,500
CHEMOURS CO COM 163851108 1,365 61,800 SH   DFND 1,3 0 61,800 0
CHEMOURS CO COM 163851108 24,140 1,092,783 SH   DFND 15 0 1,092,783 0
CHEMTURA CORP COM NEW 163893209 117 3,520 SH   DFND 12,15 0 3,520 0
CHEMTURA CORP COM NEW 163893209 217 6,536 SH   DFND 14 0 6,536 0
CHEMTURA CORP COM NEW 163893209 2,287 68,887 SH   DFND 15 0 68,887 0
CHENIERE ENERGY INC COM NEW 16411R208 31,005 748,375 SH   DFND 1 0 748,375 0
CHENIERE ENERGY INC COM NEW 16411R208 321 7,753 SH   DFND 1,3 0 7,753 0
CHENIERE ENERGY INC COM NEW 16411R208 43 1,044 SH   DFND 1,11 0 1,044 0
CHENIERE ENERGY INC COM NEW 16411R208 25,783 622,337 SH   DFND 15 0 622,337 0
CHENIERE ENERGY INC COM NEW 16411R208 468 11,300 SH   DFND 5 0 0 11,300
CHENIERE ENERGY INC COM NEW 16411R208 207 5,000 SH   DFND 11 0 5,000 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 3,634 6,000,000 PRN   DFND 2 0 6,000,000 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 2,423 4,000,000 PRN   DFND 1 0 4,000,000 0
CHERRY HILL MTG INVT CORP COM 164651101 275 15,134 SH   DFND 15 0 15,134 0
CHESAPEAKE ENERGY CORP COM 165167107 1,304 185,737 SH   DFND 12,15 0 185,737 0
CHESAPEAKE ENERGY CORP COM 165167107 14,339 2,042,660 SH   DFND 1 0 2,042,660 0
CHESAPEAKE ENERGY CORP COM 165167107 43,947 6,260,221 SH   DFND 15 0 6,260,221 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 536 20,740 SH   DFND 1 0 20,740 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 90 3,488 SH   DFND 1,15 0 3,488 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 9,858 381,190 SH   DFND 15 0 381,190 0
CHESAPEAKE UTILS CORP COM 165303108 825 12,327 SH   DFND 15 0 12,327 0
CHEVRON CORP NEW COM 166764100 8,515 72,344 SH   DFND 12,15 0 72,344 0
CHEVRON CORP NEW COM 166764100 152,342 1,294,326 SH   DFND 14 0 1,294,326 0
CHEVRON CORP NEW COM 166764100 71 600 SH Call DFND 14 0 0 0
CHEVRON CORP NEW COM 166764100 776 6,591 SH   DFND 9 0 6,591 0
CHEVRON CORP NEW COM 166764100 413,003 3,508,949 SH   DFND 1 0 3,425,385 83,564
CHEVRON CORP NEW COM 166764100 39,790 338,063 SH   DFND 1,2 0 338,063 0
CHEVRON CORP NEW COM 166764100 8,870 75,360 SH   DFND 1,9 0 75,360 0
CHEVRON CORP NEW COM 166764100 49 420 SH   DFND 1,11 0 420 0
CHEVRON CORP NEW COM 166764100 901 7,654 SH   DFND 1,6 0 7,654 0
CHEVRON CORP NEW COM 166764100 241,542 2,052,180 SH   DFND 15 0 2,052,180 0
CHEVRON CORP NEW COM 166764100 8,198 69,652 SH   DFND 5 0 0 69,652
CHEVRON CORP NEW COM 166764100 21 180 SH   DFND 5,6 0 180 0
CHEVRON CORP NEW COM 166764100 5,252 44,620 SH   DFND 11 0 44,620 0
CHEVRON CORP NEW COM 166764100 2,313 19,651 SH   DFND 11,6 0 12,355 7,296
CHEVRON CORP NEW COM 166764100 171,109 1,453,776 SH   DFND 6 0 1,453,776 0
CHEVRON CORP NEW COM 166764100 771 6,553 SH   DFND 6,12 0 6,553 0
CHEVRON CORP NEW COM 166764100 28,260 240,104 SH   DFND 6,9 0 240,104 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 87 2,755 SH   DFND 12,15 0 2,755 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 290 9,131 SH   DFND 14 0 9,131 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 1,981 62,385 SH   DFND 15 0 62,385 0
CHICOS FAS INC COM 168615102 99 6,898 SH   DFND 12,15 0 6,898 0
CHICOS FAS INC COM 168615102 81 5,606 SH   DFND 14 0 5,606 0
CHICOS FAS INC COM 168615102 311 21,600 SH   DFND 1 0 21,600 0
CHICOS FAS INC COM 168615102 2,540 176,537 SH   DFND 15 0 176,537 0
CHILDRENS PL INC COM 168905107 112 1,114 SH   DFND 12,15 0 1,114 0
CHILDRENS PL INC COM 168905107 4,446 44,040 SH   DFND 1 0 14,740 29,300
CHILDRENS PL INC COM 168905107 1,070 10,600 SH   DFND 1,3 0 10,600 0
CHILDRENS PL INC COM 168905107 5,262 52,127 SH   DFND 15 0 52,127 0
CHILDRENS PL INC COM 168905107 353 3,500 SH   DFND 5 0 0 3,500
CHIMERA INVT CORP COM NEW 16934Q208 185 10,891 SH   DFND 12,15 0 10,891 0
CHIMERA INVT CORP COM NEW 16934Q208 443 26,054 SH   DFND 14 0 26,054 0
CHIMERA INVT CORP COM NEW 16934Q208 9,893 581,236 SH   DFND 1 0 450,436 130,800
CHIMERA INVT CORP COM NEW 16934Q208 233 13,700 SH   DFND 1,3 0 13,700 0
CHIMERA INVT CORP COM NEW 16934Q208 2,175 127,810 SH   DFND 1,5 0 127,810 0
CHIMERA INVT CORP COM NEW 16934Q208 12,780 750,883 SH   DFND 15 0 750,883 0
CHIMERA INVT CORP COM NEW 16934Q208 952 55,935 SH   DFND 5 0 16,112 39,823
CHIMERA INVT CORP COM NEW 16934Q208 2,082 122,336 SH   DFND 5,9 0 122,336 0
CHIMERA INVT CORP COM NEW 16934Q208 2,180 128,109 SH   DFND 6 0 0 128,109
CHIMERA INVT CORP COM NEW 16934Q208 518 30,413 SH   DFND 7 0 0 30,413
CHIMERIX INC COM 16934W106 322 70,016 SH   DFND 15 0 70,016 0
CHINA BIOLOGIC PRODS INC COM 16938C106 108 1,006 SH   DFND 1,6 0 1,006 0
CHINA BIOLOGIC PRODS INC COM 16938C106 5,328 49,556 SH   DFND 15 0 49,556 0
CHINA BIOLOGIC PRODS INC COM 16938C106 2,956 27,490 SH   DFND 11,6 0 27,490 0
CHINA BIOLOGIC PRODS INC COM 16938C106 101,481 943,833 SH   DFND 6 0 228,220 715,613
CHINA BIOLOGIC PRODS INC COM 16938C106 11,646 108,311 SH   DFND 6,12 0 108,311 0
CHINA BIOLOGIC PRODS INC COM 16938C106 176 1,639 SH   DFND 6,9 0 1,639 0
CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 3,438 267,102 SH   DFND 15 0 267,102 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 13,872 264,590 SH   DFND 15 0 264,590 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 622 8,763 SH   DFND 14 0 8,763 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 4,113 57,909 SH   DFND 15 0 57,909 0
CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 424 9,194 SH   DFND 14 0 9,194 0
CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 1,393 30,203 SH   DFND 15 0 30,203 0
CHINA DISTANCE ED HLDGS LTD SPONS ADR 16944W104 426 38,110 SH   DFND 15 0 38,110 0
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 347 30,002 SH   DFND 14 0 30,002 0
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 1,631 141,170 SH   DFND 15 0 141,170 0
CHINA LODGING GROUP LTD SPONSORED ADR 16949N109 3,123 60,248 SH   DFND 15 0 60,248 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 53 141 SH   DFND 12,15 0 141 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 38,426 101,840 SH   DFND 1 0 101,840 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 243 644 SH   DFND 1,9 0 644 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 274 726 SH   DFND 1,3 0 726 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 36 95 SH   DFND 1,15 0 95 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,421 3,765 SH   DFND 15 0 3,765 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 566 1,500 SH   DFND 5 0 0 1,500
CHIPOTLE MEXICAN GRILL INC COM 169656105 264 700 SH   DFND 11 0 700 0
CHOICE HOTELS INTL INC COM 169905106 2,111 37,666 SH   DFND 15 0 37,666 0
CHRISTOPHER & BANKS CORP COM 171046105 445 190,340 SH   DFND 15 0 190,340 0
CHROMADEX CORP COM NEW 171077407 65 19,773 SH   DFND 15 0 19,773 0
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 766 24,271 SH   DFND 14 0 24,271 0
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 1,779 56,397 SH   DFND 15 0 56,397 0
CHURCH & DWIGHT INC COM 171340102 84 1,891 SH   DFND 12,15 0 1,891 0
CHURCH & DWIGHT INC COM 171340102 650 14,717 SH   DFND 14 0 14,717 0
CHURCH & DWIGHT INC COM 171340102 14,417 326,249 SH   DFND 1 0 325,649 600
CHURCH & DWIGHT INC COM 171340102 98,067 2,219,217 SH   DFND 15 0 2,219,217 0
CHURCH & DWIGHT INC COM 171340102 574 13,000 SH   DFND 5 0 0 13,000
CHURCH & DWIGHT INC COM 171340102 8 180 SH   DFND 5,6 0 180 0
CHURCH & DWIGHT INC COM 171340102 283 6,400 SH   DFND 11 0 6,400 0
CHURCHILL DOWNS INC COM 171484108 1,084 7,203 SH   DFND 15 0 7,203 0
CHUYS HLDGS INC COM 171604101 574 17,686 SH   DFND 15 0 17,686 0
CIBER INC COM 17163B102 4,479 7,089,047 SH   DFND 1 0 7,089,047 0
CIBER INC COM 17163B102 324 513,435 SH   DFND 15 0 513,435 0
CIENA CORP COM NEW 171779309 334 13,689 SH   DFND 14 0 13,689 0
CIENA CORP COM NEW 171779309 172,090 7,049,995 SH   DFND 1 0 6,923,347 126,648
CIENA CORP COM NEW 171779309 1,199 49,125 SH   DFND 15 0 49,125 0
CIENA CORP DEBT 4.000%12/1 171779AK7 26,816 19,206,000 PRN   DFND 1 0 16,561,000 2,645,000
CIMAREX ENERGY CO COM 171798101 164 1,209 SH   DFND 12,15 0 1,209 0
CIMAREX ENERGY CO COM 171798101 603 4,439 SH   DFND 14 0 4,439 0
CIMAREX ENERGY CO COM 171798101 28,448 209,334 SH   DFND 1 0 206,784 2,550
CIMAREX ENERGY CO COM 171798101 2,677 19,700 SH   DFND 1,5 0 0 19,700
CIMAREX ENERGY CO COM 171798101 17,872 131,507 SH   DFND 15 0 131,507 0
CIMAREX ENERGY CO COM 171798101 680 5,000 SH   DFND 5 0 0 5,000
CIMAREX ENERGY CO COM 171798101 11 80 SH   DFND 5,6 0 80 0
CIMAREX ENERGY CO COM 171798101 315 2,318 SH   DFND 11 0 2,318 0
CIMAREX ENERGY CO COM 171798101 249 1,835 SH   DFND 13 0 1,835 0
CINCINNATI BELL INC NEW COM NEW 171871502 556 24,869 SH   DFND 14 0 24,869 0
CINCINNATI BELL INC NEW COM NEW 171871502 4,666 208,775 SH   DFND 15 0 208,775 0
CINCINNATI FINL CORP COM 172062101 173 2,280 SH   DFND 12,15 0 2,280 0
CINCINNATI FINL CORP COM 172062101 7,050 93,066 SH   DFND 14 0 93,066 0
CINCINNATI FINL CORP COM 172062101 13,633 179,972 SH   DFND 1 0 179,972 0
CINCINNATI FINL CORP COM 172062101 2,000 26,403 SH   DFND 1,15 0 26,403 0
CINCINNATI FINL CORP COM 172062101 78,947 1,042,206 SH   DFND 15 0 1,042,206 0
CINCINNATI FINL CORP COM 172062101 291 3,838 SH   DFND 11 0 3,838 0
CINEMARK HOLDINGS INC COM 17243V102 73 1,915 SH   DFND 12,15 0 1,915 0
CINEMARK HOLDINGS INC COM 17243V102 670 17,458 SH   DFND 14 0 17,458 0
CINEMARK HOLDINGS INC COM 17243V102 57,180 1,490,609 SH   DFND 1 0 1,386,466 104,143
CINEMARK HOLDINGS INC COM 17243V102 455 11,853 SH   DFND 1,3 0 11,853 0
CINEMARK HOLDINGS INC COM 17243V102 4,880 127,208 SH   DFND 15 0 127,208 0
CIRCOR INTL INC COM 17273K109 27 422 SH   DFND 12,15 0 422 0
CIRCOR INTL INC COM 17273K109 2,654 40,907 SH   DFND 15 0 40,907 0
CIRRUS LOGIC INC COM 172755100 4,274 75,599 SH   DFND 2 0 75,599 0
CIRRUS LOGIC INC COM 172755100 104 1,840 SH   DFND 12,15 0 1,840 0
CIRRUS LOGIC INC COM 172755100 1,132 20,022 SH   DFND 14 0 20,022 0
CIRRUS LOGIC INC COM 172755100 80,928 1,431,346 SH   DFND 1 0 1,397,033 34,313
CIRRUS LOGIC INC COM 172755100 409 7,229 SH   DFND 1,3 0 7,229 0
CIRRUS LOGIC INC COM 172755100 12,324 217,970 SH   DFND 15 0 217,970 0
CIRRUS LOGIC INC COM 172755100 1,902 33,636 SH   DFND 6 0 33,636 0
CIRRUS LOGIC INC COM 172755100 928 16,409 SH   DFND 6,12 0 16,409 0
CIRRUS LOGIC INC COM 172755100 294 5,198 SH   DFND 6,9 0 5,198 0
CISCO SYS INC COM 17275R102 110,314 3,650,369 SH   DFND 2 0 3,650,369 0
CISCO SYS INC COM 17275R102 35,234 1,165,923 SH   DFND 12,15 0 1,165,923 0
CISCO SYS INC COM 17275R102 2,006 66,369 SH   DFND 4 0 66,369 0
CISCO SYS INC COM 17275R102 125,196 4,142,807 SH   DFND 14 0 4,142,807 0
CISCO SYS INC COM 17275R102 54 1,800 SH Call DFND 14 0 0 0
CISCO SYS INC COM 17275R102 905,156 29,952,227 SH   DFND 1 0 28,075,712 1,876,515
CISCO SYS INC COM 17275R102 13,476 445,916 SH   DFND 1,2 0 445,916 0
CISCO SYS INC COM 17275R102 18,226 603,100 SH   DFND 1,4 0 603,100 0
CISCO SYS INC COM 17275R102 3,289 108,849 SH   DFND 1,9 0 108,849 0
CISCO SYS INC COM 17275R102 3,124 103,391 SH   DFND 1,3 0 103,391 0
CISCO SYS INC COM 17275R102 16 541 SH   DFND 1,15 0 541 0
CISCO SYS INC COM 17275R102 19,752 653,600 SH   DFND 1,5 0 313,900 339,700
CISCO SYS INC COM 17275R102 1,242,773 41,124,177 SH   DFND 15 0 41,124,177 0
CISCO SYS INC COM 17275R102 1,973 65,300 SH   DFND 10 0 65,300 0
CISCO SYS INC COM 17275R102 26,218 867,577 SH   DFND 5 0 442,043 425,534
CISCO SYS INC COM 17275R102 6,455 213,603 SH   DFND 5,9 0 213,603 0
CISCO SYS INC COM 17275R102 10,262 339,584 SH   DFND 5,6 0 164,940 174,644
CISCO SYS INC COM 17275R102 944 31,241 SH   DFND 5,7 0 0 31,241
CISCO SYS INC COM 17275R102 3,602 119,186 SH   DFND 11 0 119,186 0
CISCO SYS INC COM 17275R102 4,844 160,279 SH   DFND 6 0 34,679 125,600
CISCO SYS INC COM 17275R102 985 32,600 SH   DFND 7 0 0 32,600
CISCO SYS INC COM 17275R102 4,606 152,428 SH   DFND 13 0 152,428 0
CINTAS CORP COM 172908105 3,058 26,463 SH   DFND 12,15 0 26,463 0
CINTAS CORP COM 172908105 80,212 694,117 SH   DFND 14 0 694,117 0
CINTAS CORP COM 172908105 13,400 115,957 SH   DFND 1 0 115,957 0
CINTAS CORP COM 172908105 1,702 14,725 SH   DFND 1,15 0 14,725 0
CINTAS CORP COM 172908105 108,152 935,896 SH   DFND 15 0 935,896 0
CINTAS CORP COM 172908105 647 5,600 SH   DFND 5 0 0 5,600
CINTAS CORP COM 172908105 238 2,059 SH   DFND 11 0 2,059 0
CITIZENS & NORTHN CORP COM 172922106 224 8,560 SH   DFND 1 0 8,560 0
CITIZENS & NORTHN CORP COM 172922106 178 6,800 SH   DFND 1,3 0 6,800 0
CITIZENS & NORTHN CORP COM 172922106 4 136 SH   DFND 15 0 136 0
CITIGROUP INC COM NEW 172967424 5,921 99,633 SH   DFND 12,15 0 99,633 0
CITIGROUP INC COM NEW 172967424 1,406 23,653 SH   DFND 4 0 23,653 0
CITIGROUP INC COM NEW 172967424 6,528 109,840 SH   DFND 14 0 109,840 0
CITIGROUP INC COM NEW 172967424 481 8,096 SH   DFND 9 0 8,096 0
CITIGROUP INC COM NEW 172967424 2,412,048 40,586,373 SH   DFND 1 0 37,864,654 2,721,719
CITIGROUP INC COM NEW 172967424 23,308 392,200 SH   DFND 1,4 0 392,200 0
CITIGROUP INC COM NEW 172967424 4,256 71,618 SH   DFND 1,9 0 71,618 0
CITIGROUP INC COM NEW 172967424 5,141 86,504 SH   DFND 1,3 0 86,504 0
CITIGROUP INC COM NEW 172967424 22,932 385,867 SH   DFND 1,5 0 141,467 244,400
CITIGROUP INC COM NEW 172967424 1,698 28,576 SH   DFND 1,6 0 28,576 0
CITIGROUP INC COM NEW 172967424 171,933 2,893,028 SH   DFND 15 0 2,893,028 0
CITIGROUP INC COM NEW 172967424 19,008 319,835 SH   DFND 5 0 126,273 193,562
CITIGROUP INC COM NEW 172967424 676 11,378 SH   DFND 5,9 0 11,378 0
CITIGROUP INC COM NEW 172967424 14,777 248,640 SH   DFND 5,6 0 131,143 117,497
CITIGROUP INC COM NEW 172967424 1,127 18,964 SH   DFND 5,7 0 0 18,964
CITIGROUP INC COM NEW 172967424 4,088 68,782 SH   DFND 11 0 68,782 0
CITIGROUP INC COM NEW 172967424 2,344 39,443 SH   DFND 11,6 0 14,104 25,339
CITIGROUP INC COM NEW 172967424 215,408 3,624,575 SH   DFND 6 0 3,624,575 0
CITIGROUP INC COM NEW 172967424 104 1,751 SH   DFND 6,2 0 1,751 0
CITIGROUP INC COM NEW 172967424 1,326 22,314 SH   DFND 6,12 0 22,314 0
CITIGROUP INC COM NEW 172967424 18,219 306,570 SH   DFND 6,9 0 306,570 0
CITIGROUP INC COM NEW 172967424 8,401 141,356 SH   DFND 13 0 141,356 0
CITI TRENDS INC COM 17306X102 565 29,972 SH   DFND 15 0 29,972 0
CITIZENS FINL GROUP INC COM 174610105 696 19,530 SH   DFND 12,15 0 19,530 0
CITIZENS FINL GROUP INC COM 174610105 2,793 78,386 SH   DFND 14 0 78,386 0
CITIZENS FINL GROUP INC COM 174610105 841,553 23,619,215 SH   DFND 1 0 21,662,940 1,956,275
CITIZENS FINL GROUP INC COM 174610105 2,295 64,400 SH   DFND 1,4 0 64,400 0
CITIZENS FINL GROUP INC COM 174610105 856 24,034 SH   DFND 1,9 0 24,034 0
CITIZENS FINL GROUP INC COM 174610105 1,192 33,441 SH   DFND 1,3 0 33,441 0
CITIZENS FINL GROUP INC COM 174610105 4,038 113,338 SH   DFND 1,5 0 538 112,800
CITIZENS FINL GROUP INC COM 174610105 31,001 870,085 SH   DFND 15 0 870,085 0
CITIZENS FINL GROUP INC COM 174610105 2,127 59,689 SH   DFND 5,6 0 25,131 34,558
CITIZENS FINL GROUP INC COM 174610105 438 12,300 SH   DFND 11 0 12,300 0
CITIZENS FINL GROUP INC COM 174610105 370 10,398 SH   DFND 13 0 10,398 0
CITRIX SYS INC COM 177376100 3,139 35,142 SH   DFND 12,15 0 35,142 0
CITRIX SYS INC COM 177376100 865 9,684 SH   DFND 4 0 9,684 0
CITRIX SYS INC COM 177376100 1,008 11,281 SH   DFND 14 0 11,281 0
CITRIX SYS INC COM 177376100 327,844 3,670,849 SH   DFND 1 0 3,411,102 259,747
CITRIX SYS INC COM 177376100 1,452 16,253 SH   DFND 1,2 0 16,253 0
CITRIX SYS INC COM 177376100 14,647 164,000 SH   DFND 1,4 0 164,000 0
CITRIX SYS INC COM 177376100 1,286 14,400 SH   DFND 1,9 0 14,400 0
CITRIX SYS INC COM 177376100 2,436 27,278 SH   DFND 1,3 0 27,278 0
CITRIX SYS INC COM 177376100 12,575 140,800 SH   DFND 1,5 0 43,500 97,300
CITRIX SYS INC COM 177376100 115,026 1,287,941 SH   DFND 15 0 1,287,941 0
CITRIX SYS INC COM 177376100 2,030 22,734 SH   DFND 5 0 5,173 17,561
CITRIX SYS INC COM 177376100 569 6,373 SH   DFND 5,9 0 6,373 0
CITRIX SYS INC COM 177376100 2,548 28,526 SH   DFND 5,6 0 12,143 16,383
CITRIX SYS INC COM 177376100 109 1,224 SH   DFND 5,7 0 0 1,224
CITRIX SYS INC COM 177376100 335 3,746 SH   DFND 11 0 3,746 0
CITRIX SYS INC COM 177376100 473 5,300 SH   DFND 6 0 5,300 0
CITRIX SYS INC COM 177376100 1,109 12,413 SH   DFND 13 0 12,413 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 122,447 105,786,000 PRN   DFND 1 0 94,906,000 10,880,000
CITY HLDG CO COM 177835105 14 211 SH   DFND 1 0 211 0
CITY HLDG CO COM 177835105 10,531 155,778 SH   DFND 15 0 155,778 0
CIVEO CORP CDA COM 17878Y108 1,816 825,438 SH   DFND 15 0 825,438 0
CIVITAS SOLUTIONS INC COM 17887R102 482 24,216 SH   DFND 15 0 24,216 0
CLARCOR INC COM 179895107 3,195 38,747 SH   DFND 15 0 38,747 0
CLEAN HARBORS INC COM 184496107 61 1,090 SH   DFND 12,15 0 1,090 0
CLEAN HARBORS INC COM 184496107 622 11,180 SH   DFND 14 0 11,180 0
CLEAN HARBORS INC COM 184496107 100,690 1,809,344 SH   DFND 1 0 1,809,344 0
CLEAN HARBORS INC COM 184496107 1,011 18,167 SH   DFND 15 0 18,167 0
CLEAN ENERGY FUELS CORP COM 184499101 1,437 502,275 SH   DFND 15 0 502,275 0
CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C109 480 95,100 SH   DFND 1 0 95,100 0
CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C109 955 189,046 SH   DFND 15 0 189,046 0
CLEARBRIDGE AMERN ENERG MLP COM 184691103 1,653 180,091 SH   DFND 14 0 180,091 0
CLEARBRIDGE ENERGY MLP FD IN COM 184692101 2,555 164,198 SH   DFND 14 0 164,198 0
CLEARBRIDGE ENERGY MLP OPP F COM 18469P100 3,124 238,279 SH   DFND 14 0 238,279 0
CLEARBRIDGE ENERGY MLP TR FD COM 18469Q108 1,686 131,926 SH   DFND 14 0 131,926 0
CLEARFIELD INC COM 18482P103 241 11,620 SH   DFND 15 0 11,620 0
CLEARWATER PAPER CORP COM 18538R103 28 432 SH   DFND 12,15 0 432 0
CLEARWATER PAPER CORP COM 18538R103 6,414 97,850 SH   DFND 15 0 97,850 0
CLIFFS NAT RES INC COM 18683K101 263 31,217 SH   DFND 12,15 0 31,217 0
CLIFFS NAT RES INC COM 18683K101 4,396 522,760 SH   DFND 1 0 191,460 331,300
CLIFFS NAT RES INC COM 18683K101 267 31,700 SH   DFND 1,3 0 31,700 0
CLIFFS NAT RES INC COM 18683K101 3,623 430,804 SH   DFND 15 0 430,804 0
CLIFTON BANCORP INC COM 186873105 537 31,742 SH   DFND 15 0 31,742 0
CLOROX CO DEL COM 189054109 134 1,119 SH   DFND 12,15 0 1,119 0
CLOROX CO DEL COM 189054109 16,774 139,764 SH   DFND 14 0 139,764 0
CLOROX CO DEL COM 189054109 14,841 123,653 SH   DFND 1 0 123,653 0
CLOROX CO DEL COM 189054109 78,086 650,607 SH   DFND 15 0 650,607 0
CLOROX CO DEL COM 189054109 689 5,741 SH   DFND 5 0 0 5,741
CLOROX CO DEL COM 189054109 369 3,078 SH   DFND 11 0 3,078 0
CLOUD PEAK ENERGY INC COM 18911Q102 2,650 472,300 SH   DFND 1 0 320,800 151,500
CLOUD PEAK ENERGY INC COM 18911Q102 489 87,200 SH   DFND 1,3 0 87,200 0
CLOUD PEAK ENERGY INC COM 18911Q102 10,981 1,957,310 SH   DFND 15 0 1,957,310 0
CLOUGH GLOBAL DIVND AND INC COM 18913Y103 1,185 98,426 SH   DFND 14 0 98,426 0
CLOUGH GLOBAL EQUITY FD COM 18914C100 1,060 95,216 SH   DFND 14 0 95,216 0
CLOUGH GLOBAL OPPORTUNITIES SH BEN INT 18914E106 2,547 284,600 SH   DFND 14 0 284,600 0
CLOVIS ONCOLOGY INC COM 189464100 5,077 114,298 SH   DFND 15 0 114,298 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 2,055 2,000,000 PRN   DFND 1 0 2,000,000 0
CLUBCORP HLDGS INC COM 18948M108 1,066 74,296 SH   DFND 15 0 74,296 0
COACH INC COM 189754104 183 5,213 SH   DFND 12,15 0 5,213 0
COACH INC COM 189754104 712 20,330 SH   DFND 14 0 20,330 0
COACH INC COM 189754104 115,778 3,306,064 SH   DFND 1 0 3,306,064 0
COACH INC COM 189754104 160 4,563 SH   DFND 1,9 0 4,563 0
COACH INC COM 189754104 353 10,094 SH   DFND 1,3 0 10,094 0
COACH INC COM 189754104 2,778 79,314 SH   DFND 15 0 79,314 0
COACH INC COM 189754104 484 13,816 SH   DFND 5 0 0 13,816
COACH INC COM 189754104 237 6,768 SH   DFND 11 0 6,768 0
COBALT INTL ENERGY INC COM 19075F106 1,464 1,200,000 SH   DFND 2 0 1,200,000 0
COBALT INTL ENERGY INC COM 19075F106 9,741 7,984,128 SH   DFND 1,2 0 7,984,128 0
COBALT INTL ENERGY INC COM 19075F106 1,859 1,524,093 SH   DFND 1,9 0 1,524,093 0
COBALT INTL ENERGY INC COM 19075F106 768 629,866 SH   DFND 15 0 629,866 0
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 981 2,500,000 PRN   DFND 1 0 2,500,000 0
COBALT INTL ENERGY INC NOTE 3.125% 5/1 19075FAB2 3,640 13,000,000 PRN   DFND 1 0 13,000,000 0
COBALT INTL ENERGY INC NOTE 3.125% 5/1 19075FAB2 4,813 17,188,000 PRN   DFND 1,2 0 17,188,000 0
COBALT INTL ENERGY INC NOTE 3.125% 5/1 19075FAB2 880 3,144,000 PRN   DFND 1,9 0 3,144,000 0
COBIZ FINANCIAL INC COM 190897108 473 27,986 SH   DFND 15 0 27,986 0
COCA COLA BOTTLING CO CONS COM 191098102 587 3,284 SH   DFND 15 0 3,284 0
COCA COLA CO COM 191216100 27,537 664,178 SH   DFND 2 0 664,178 0
COCA COLA CO COM 191216100 2,074 50,022 SH   DFND 12,15 0 50,022 0
COCA COLA CO COM 191216100 103,381 2,493,514 SH   DFND 14 0 2,493,514 0
COCA COLA CO COM 191216100 746,712 18,010,418 SH   DFND 1 0 17,955,729 54,689
COCA COLA CO COM 191216100 980 23,637 SH   DFND 1,9 0 23,637 0
COCA COLA CO COM 191216100 1,928 46,514 SH   DFND 1,3 0 46,514 0
COCA COLA CO COM 191216100 2,250 54,265 SH   DFND 1,15 0 54,265 0
COCA COLA CO COM 191216100 156,758 3,780,938 SH   DFND 15 0 3,780,938 0
COCA COLA CO COM 191216100 6,360 153,398 SH   DFND 5 0 0 153,398
COCA COLA CO COM 191216100 2,535 61,140 SH   DFND 5,6 0 28,240 32,900
COCA COLA CO COM 191216100 4,022 97,002 SH   DFND 11 0 97,002 0
COCA COLA CO COM 191216100 946 22,819 SH   DFND 13 0 22,819 0
COEUR MNG INC COM NEW 192108504 2,224 244,657 SH   DFND 15 0 244,657 0
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 3,899 94,281 SH   DFND 15 0 94,281 0
COGNEX CORP COM 192422103 755 11,868 SH   DFND 14 0 11,868 0
COGNEX CORP COM 192422103 77,587 1,219,531 SH   DFND 1 0 1,192,528 27,003
COGNEX CORP COM 192422103 1,825 28,693 SH   DFND 15 0 28,693 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 68,324 1,219,420 SH   DFND 2 0 1,219,420 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 7,704 137,493 SH   DFND 12,15 0 137,493 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 3,443 61,452 SH   DFND 14 0 61,452 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 270,794 4,833,014 SH   DFND 1 0 4,597,767 235,247
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 14,626 261,040 SH   DFND 1,2 0 261,040 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 187 3,336 SH   DFND 1,3 0 3,336 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 53 943 SH   DFND 1,11 0 943 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 257,303 4,592,242 SH   DFND 15 0 4,592,242 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 471 8,400 SH   DFND 10 0 8,400 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,334 23,800 SH   DFND 5 0 0 23,800
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 805 14,360 SH   DFND 11 0 14,360 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 3,223 57,526 SH   DFND 6 0 57,526 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 144 2,566 SH   DFND 6,9 0 2,566 0
COHERENT INC COM 192479103 38,198 278,039 SH   DFND 1 0 265,285 12,754
COHERENT INC COM 192479103 82 600 SH   DFND 1,3 0 600 0
COHERENT INC COM 192479103 19,226 139,946 SH   DFND 15 0 139,946 0
COHERENT INC COM 192479103 4,203 30,592 SH   DFND 6 0 30,592 0
COHERENT INC COM 192479103 2,071 15,078 SH   DFND 6,12 0 15,078 0
COHERENT INC COM 192479103 616 4,487 SH   DFND 6,9 0 4,487 0
COHEN & STEERS INC COM 19247A100 664 19,769 SH   DFND 15 0 19,769 0
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CORNERSTONE ONDEMAND INC NOTE 1.500% 7/0 21925YAB9 16,854 16,206,000 PRN   DFND 1 0 16,206,000 0
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CORNING INC COM 219350105 30,420 1,253,404 SH   DFND 15 0 1,253,404 0
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CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 1,731 55,434 SH   DFND 14 0 55,434 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 11,516 368,879 SH   DFND 15 0 368,879 0
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COSTCO WHSL CORP NEW COM 22160K105 16,593 103,632 SH   DFND 12,15 0 103,632 0
COSTCO WHSL CORP NEW COM 22160K105 5,363 33,494 SH   DFND 14 0 33,494 0
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COSTCO WHSL CORP NEW COM 22160K105 1,864 11,640 SH   DFND 1,15 0 11,640 0
COSTCO WHSL CORP NEW COM 22160K105 603,609 3,769,964 SH   DFND 15 0 3,769,964 0
COSTCO WHSL CORP NEW COM 22160K105 2,690 16,804 SH   DFND 5 0 0 16,804
COSTCO WHSL CORP NEW COM 22160K105 1,663 10,386 SH   DFND 11 0 10,386 0
COSTAR GROUP INC COM 22160N109 109,859 582,835 SH   DFND 1 0 564,550 18,285
COSTAR GROUP INC COM 22160N109 422 2,238 SH   DFND 1,3 0 2,238 0
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COSTAR GROUP INC COM 22160N109 151 800 SH   DFND 11 0 800 0
COTT CORP QUE COM 22163N106 23 2,063 SH   DFND 2,15 0 2,063 0
COTT CORP QUE COM 22163N106 105 9,263 SH   DFND 15 0 9,263 0
COTY INC COM CL A 222070203 13,311 727,002 SH   DFND 1 0 727,002 0
COTY INC COM CL A 222070203 1,068 58,313 SH   DFND 15 0 58,313 0
COTY INC COM CL A 222070203 223 12,200 SH   DFND 11 0 12,200 0
COUSINS PPTYS INC COM 222795106 2,085 244,965 SH   DFND 14 0 244,965 0
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COUSINS PPTYS INC COM 222795106 2,177 255,829 SH   DFND 1,2 0 255,829 0
COUSINS PPTYS INC COM 222795106 644 75,672 SH   DFND 1,12 0 75,672 0
COUSINS PPTYS INC COM 222795106 11,102 1,304,529 SH   DFND 1,3 0 1,304,529 0
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COVANTA HLDG CORP COM 22282E102 81 5,222 SH   DFND 12,15 0 5,222 0
COVANTA HLDG CORP COM 22282E102 1,901 121,864 SH   DFND 15 0 121,864 0
COVENANT TRANSN GROUP INC CL A 22284P105 442 22,852 SH   DFND 15 0 22,852 0
COWEN GROUP INC NEW CL A NEW 223622606 1,040 67,120 SH   DFND 15 0 67,120 0
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CRANE CO COM 224399105 59 815 SH   DFND 12,15 0 815 0
CRANE CO COM 224399105 1,152 15,972 SH   DFND 15 0 15,972 0
CREDIT SUISSE ASSET MGMT INC COM 224916106 1,710 541,044 SH   DFND 15 0 541,044 0
CRAY INC COM NEW 225223304 32,608 1,575,274 SH   DFND 1 0 1,575,274 0
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CREDIT SUISSE GROUP SPONSORED ADR 225401108 566 39,535 SH   DFND 15 0 39,535 0
CREE INC COM 225447101 261 9,878 SH   DFND 12,15 0 9,878 0
CREE INC COM 225447101 916 34,729 SH   DFND 14 0 34,729 0
CREE INC COM 225447101 8,094 306,694 SH   DFND 15 0 306,694 0
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CRESCENT PT ENERGY CORP COM 22576C101 1,586 116,722 SH   DFND 2,15 0 116,722 0
CRESCENT PT ENERGY CORP COM 22576C101 44 3,250 SH   DFND 12,15 0 3,250 0
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CRITEO S A SPONS ADS 226718104 2,596 63,199 SH   DFND 1 0 63,199 0
CRITEO S A SPONS ADS 226718104 79 1,914 SH   DFND 1,3 0 1,914 0
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CRITEO S A SPONS ADS 226718104 1,826 44,442 SH   DFND 6,9 0 44,442 0
CROCS INC COM 227046109 11 1,571 SH   DFND 12,15 0 1,571 0
CROCS INC COM 227046109 1,534 223,633 SH   DFND 15 0 223,633 0
CROSS CTRY HEALTHCARE INC COM 227483104 1,657 106,169 SH   DFND 15 0 106,169 0
CROWN CASTLE INTL CORP NEW COM 22822V101 142 1,635 SH   DFND 12,15 0 1,635 0
CROWN CASTLE INTL CORP NEW COM 22822V101 133 1,536 SH   DFND 14 0 1,536 0
CROWN CASTLE INTL CORP NEW COM 22822V101 770,547 8,880,335 SH   DFND 1 0 1,460,181 7,420,154
CROWN CASTLE INTL CORP NEW COM 22822V101 182 2,100 SH   DFND 1,9 0 2,100 0
CROWN CASTLE INTL CORP NEW COM 22822V101 7,964 91,782 SH   DFND 1,3 0 91,782 0
CROWN CASTLE INTL CORP NEW COM 22822V101 1,138 13,112 SH   DFND 1,15 0 13,112 0
CROWN CASTLE INTL CORP NEW COM 22822V101 79,742 919,000 SH   DFND 15 0 919,000 0
CROWN CASTLE INTL CORP NEW COM 22822V101 5 60 SH   DFND 5,6 0 60 0
CROWN CASTLE INTL CORP NEW COM 22822V101 689 7,941 SH   DFND 11 0 7,941 0
CROWN HOLDINGS INC COM 228368106 133 2,536 SH   DFND 12,15 0 2,536 0
CROWN HOLDINGS INC COM 228368106 2,161 41,115 SH   DFND 15 0 41,115 0
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CROWN HOLDINGS INC COM 228368106 173 3,300 SH   DFND 11 0 3,300 0
CRYOLIFE INC COM 228903100 2,935 153,250 SH   DFND 15 0 153,250 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 27,800 695,000 SH   DFND 12,4 0 695,000 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 3,666 91,656 SH   DFND 12,15 0 91,656 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 44,068 1,101,709 SH   DFND 4 0 1,101,709 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 44,883 1,122,081 SH   DFND 4,9 0 1,122,081 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 4,867 121,674 SH   DFND 9 0 121,674 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 2,894 72,360 SH   DFND 1,4 0 72,360 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 145,615 3,640,379 SH   DFND 15 0 3,640,379 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 5,131 5,000,000 PRN   DFND 1 0 5,000,000 0
CUBESMART COM 229663109 174,407 6,515,033 SH   DFND 1 0 3,529,350 2,985,683
CUBESMART COM 229663109 272 10,176 SH   DFND 1,3 0 10,176 0
CUBESMART COM 229663109 2,173 81,176 SH   DFND 15 0 81,176 0
CUBESMART COM 229663109 3,070 114,690 SH   DFND 6 0 114,690 0
CUBESMART COM 229663109 1,425 53,234 SH   DFND 6,12 0 53,234 0
CUBESMART COM 229663109 456 17,035 SH   DFND 6,9 0 17,035 0
CUBIC CORP COM 229669106 3,802 79,289 SH   DFND 15 0 79,289 0
CULLEN FROST BANKERS INC COM 229899109 176 1,991 SH   DFND 12,15 0 1,991 0
CULLEN FROST BANKERS INC COM 229899109 243,668 2,761,732 SH   DFND 1 0 2,761,732 0
CULLEN FROST BANKERS INC COM 229899109 124 1,402 SH   DFND 1,9 0 1,402 0
CULLEN FROST BANKERS INC COM 229899109 496 5,623 SH   DFND 1,3 0 5,623 0
CULLEN FROST BANKERS INC COM 229899109 24,466 277,295 SH   DFND 15 0 277,295 0
CULP INC COM 230215105 240 6,455 SH   DFND 15 0 6,455 0
CUMBERLAND PHARMACEUTICALS I COM 230770109 276 50,190 SH   DFND 1 0 50,190 0
CUMBERLAND PHARMACEUTICALS I COM 230770109 129 23,500 SH   DFND 1,3 0 23,500 0
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CUMMINS INC COM 231021106 4,777 34,954 SH   DFND 14 0 34,954 0
CUMMINS INC COM 231021106 41 300 SH Call DFND 14 0 0 0
CUMMINS INC COM 231021106 15,336 112,212 SH   DFND 1 0 108,412 3,800
CUMMINS INC COM 231021106 18 131 SH   DFND 1,15 0 131 0
CUMMINS INC COM 231021106 4,237 31,000 SH   DFND 1,5 0 0 31,000
CUMMINS INC COM 231021106 108,085 790,847 SH   DFND 15 0 790,847 0
CUMMINS INC COM 231021106 824 6,026 SH   DFND 5 0 0 6,026
CUMMINS INC COM 231021106 11 80 SH   DFND 5,6 0 80 0
CUMMINS INC COM 231021106 528 3,860 SH   DFND 11 0 3,860 0
CUMMINS INC COM 231021106 329 2,408 SH   DFND 13 0 2,408 0
CUMULUS MEDIA INC CL A NEW 231082603 81 79,785 SH   DFND 15 0 79,785 0
CURTISS WRIGHT CORP COM 231561101 60 611 SH   DFND 12,15 0 611 0
CURTISS WRIGHT CORP COM 231561101 2,764 28,100 SH   DFND 1 0 28,100 0
CURTISS WRIGHT CORP COM 231561101 6,644 67,549 SH   DFND 15 0 67,549 0
CURTISS WRIGHT CORP COM 231561101 587 5,964 SH   DFND 5,6 0 2,749 3,215
CUSHING MLP TOTAL RETURN FD COM NEW 231631201 179 13,172 SH   DFND 14 0 13,172 0
CUSHING RENAISSANCE FD COM 231647108 680 39,100 SH   DFND 14 0 39,100 0
CUSTOMERS BANCORP INC COM 23204G100 2,161 60,339 SH   DFND 15 0 60,339 0
CYBEROPTICS CORP COM 232517102 283 10,840 SH   DFND 1 0 10,840 0
CYBEROPTICS CORP COM 232517102 157 6,000 SH   DFND 1,3 0 6,000 0
CYBEROPTICS CORP COM 232517102 60 2,315 SH   DFND 15 0 2,315 0
CYNOSURE INC CL A 232577205 4,663 102,268 SH   DFND 15 0 102,268 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 2,211 193,309 SH   DFND 14 0 193,309 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 5,678 496,342 SH   DFND 15 0 496,342 0
CYTOKINETICS INC COM NEW 23282W605 175 14,436 SH   DFND 15 0 14,436 0
CYRUSONE INC COM 23283R100 1,179 26,356 SH   DFND 14 0 26,356 0
CYRUSONE INC COM 23283R100 211,053 4,718,380 SH   DFND 1 0 1,782,030 2,936,350
CYRUSONE INC COM 23283R100 1,047 23,401 SH   DFND 1,2 0 23,401 0
CYRUSONE INC COM 23283R100 306 6,832 SH   DFND 1,12 0 6,832 0
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CYRUSONE INC COM 23283R100 2,380 53,215 SH   DFND 1,13 0 53,215 0
CYRUSONE INC COM 23283R100 1,388 31,020 SH   DFND 15 0 31,020 0
DMC GLOBAL INC COM 23291C103 755 47,611 SH   DFND 15 0 47,611 0
DBV TECHNOLOGIES S A SPONSORED ADR 23306J101 14,608 415,839 SH   DFND 1 0 415,839 0
DBV TECHNOLOGIES S A SPONSORED ADR 23306J101 4,177 118,893 SH   DFND 1,12 0 118,893 0
DCP MIDSTREAM PARTNERS LP COM UT LTD PTN 23311P100 3,591 93,559 SH   DFND 14 0 93,559 0
DCP MIDSTREAM PARTNERS LP COM UT LTD PTN 23311P100 148 3,865 SH   DFND 1 0 3,865 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 51 1,069 SH   DFND 12,15 0 1,069 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 2,301 48,050 SH   DFND 14 0 48,050 0
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DHI GROUP INC COM 23331S100 1,218 194,860 SH   DFND 1 0 194,860 0
DHI GROUP INC COM 23331S100 429 68,600 SH   DFND 1,3 0 68,600 0
DHI GROUP INC COM 23331S100 1,974 315,881 SH   DFND 15 0 315,881 0
DST SYS INC DEL COM 233326107 128 1,197 SH   DFND 12,15 0 1,197 0
DST SYS INC DEL COM 233326107 1,028 9,595 SH   DFND 14 0 9,595 0
DST SYS INC DEL COM 233326107 6,924 64,617 SH   DFND 1 0 44,684 19,933
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DSW INC CL A 23334L102 29,056 1,282,845 SH   DFND 1 0 1,282,845 0
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DARDEN RESTAURANTS INC COM 237194105 152 2,085 SH   DFND 12,15 0 2,085 0
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DARDEN RESTAURANTS INC COM 237194105 3,811 52,411 SH   DFND 14 0 52,411 0
DARDEN RESTAURANTS INC COM 237194105 241,791 3,324,960 SH   DFND 1 0 3,275,260 49,700
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DEAN FOODS CO NEW COM NEW 242370203 53 2,426 SH   DFND 12,15 0 2,426 0
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DEERE & CO COM 244199105 8 80 SH   DFND 5,6 0 80 0
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DIGI INTL INC COM 253798102 2,356 171,359 SH   DFND 15 0 171,359 0
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DIGITAL RLTY TR INC COM 253868103 383 3,900 SH   DFND 11 0 3,900 0
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DIME CMNTY BANCSHARES COM 253922108 523 26,000 SH   DFND 1,3 0 26,000 0
DIME CMNTY BANCSHARES COM 253922108 10,079 501,439 SH   DFND 15 0 501,439 0
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DILLARDS INC CL A 254067101 105 1,680 SH   DFND 12,15 0 1,680 0
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DISNEY WALT CO COM DISNEY 254687106 4,168 39,989 SH   DFND 14 0 39,989 0
DISNEY WALT CO COM DISNEY 254687106 31 300 SH Call DFND 14 0 0 0
DISNEY WALT CO COM DISNEY 254687106 23,264 223,217 SH   DFND 1 0 222,317 900
DISNEY WALT CO COM DISNEY 254687106 6,170 59,206 SH   DFND 1,9 0 59,206 0
DISNEY WALT CO COM DISNEY 254687106 1,874 17,978 SH   DFND 1,15 0 17,978 0
DISNEY WALT CO COM DISNEY 254687106 85,334 818,791 SH   DFND 15 0 818,791 0
DISNEY WALT CO COM DISNEY 254687106 6,086 58,400 SH   DFND 5 0 0 58,400
DISNEY WALT CO COM DISNEY 254687106 2,981 28,600 SH   DFND 5,6 0 12,395 16,205
DISNEY WALT CO COM DISNEY 254687106 3,762 36,094 SH   DFND 11 0 36,094 0
DISNEY WALT CO COM DISNEY 254687106 810 7,771 SH   DFND 11,2 0 7,771 0
DISNEY WALT CO COM DISNEY 254687106 1,128 10,820 SH   DFND 13 0 10,820 0
DISCOVER FINL SVCS COM 254709108 1,484 20,592 SH   DFND 12,15 0 20,592 0
DISCOVER FINL SVCS COM 254709108 9,710 134,691 SH   DFND 14 0 134,691 0
DISCOVER FINL SVCS COM 254709108 17,178 238,279 SH   DFND 1 0 237,479 800
DISCOVER FINL SVCS COM 254709108 375 5,200 SH   DFND 1,5 0 0 5,200
DISCOVER FINL SVCS COM 254709108 44,500 617,285 SH   DFND 15 0 617,285 0
DISCOVER FINL SVCS COM 254709108 1,354 18,787 SH   DFND 5 0 0 18,787
DISCOVER FINL SVCS COM 254709108 2,316 32,133 SH   DFND 5,6 0 14,919 17,214
DISCOVER FINL SVCS COM 254709108 686 9,510 SH   DFND 11 0 9,510 0
DISCOVER FINL SVCS COM 254709108 1,009 13,993 SH   DFND 13 0 13,993 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 959 34,971 SH   DFND 12,15 0 34,971 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 1,758 64,147 SH   DFND 14 0 64,147 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 12,214 445,599 SH   DFND 1 0 445,599 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 843 30,770 SH   DFND 1,2 0 30,770 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 17 617 SH   DFND 1,15 0 617 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 34,004 1,240,584 SH   DFND 15 0 1,240,584 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 107 3,911 SH   DFND 11 0 3,911 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 1,458 54,444 SH   DFND 12,15 0 54,444 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 10,121 377,918 SH   DFND 1 0 377,918 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 47,831 1,786,059 SH   DFND 15 0 1,786,059 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 154 5,733 SH   DFND 11 0 5,733 0
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DISH NETWORK CORP CL A 25470M109 631 10,900 SH   DFND 5 0 0 10,900
DISH NETWORK CORP CL A 25470M109 322 5,551 SH   DFND 11 0 5,551 0
DIVERSIFIED REAL ASSET INC F COM SHS 25533B108 1,445 92,719 SH   DFND 14 0 92,719 0
DR REDDYS LABS LTD ADR 256135203 310 6,838 SH   DFND 15 0 6,838 0
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DOMINION RES INC VA NEW COM 25746U109 140,966 1,840,528 SH   DFND 15 0 1,840,528 0
DOMINION RES INC VA NEW COM 25746U109 2,046 26,720 SH   DFND 5 0 0 26,720
DOMINION RES INC VA NEW COM 25746U109 1,139 14,866 SH   DFND 11 0 14,866 0
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DOMINOS PIZZA INC COM 25754A201 68 430 SH   DFND 12,15 0 430 0
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DOMTAR CORP COM NEW 257559203 110 2,816 SH   DFND 12,15 0 2,816 0
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DONNELLEY FINL SOLUTIONS INC COM 25787G100 34 1,476 SH   DFND 12,15 0 1,476 0
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DONNELLEY FINL SOLUTIONS INC COM 25787G100 2,750 119,662 SH   DFND 1 0 119,662 0
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DOUBLELINE INCOME SOLUTIONS COM 258622109 2,937 154,677 SH   DFND 14 0 154,677 0
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DR PEPPER SNAPPLE GROUP INC COM 26138E109 163 1,795 SH   DFND 12,15 0 1,795 0
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DU PONT E I DE NEMOURS & CO COM 263534109 1,141 15,544 SH   DFND 12,15 0 15,544 0
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DU PONT E I DE NEMOURS & CO COM 263534109 35,168 479,127 SH   DFND 15 0 479,127 0
DU PONT E I DE NEMOURS & CO COM 263534109 2,564 34,931 SH   DFND 5 0 0 34,931
DU PONT E I DE NEMOURS & CO COM 263534109 2,306 31,420 SH   DFND 5,6 0 14,920 16,500
DU PONT E I DE NEMOURS & CO COM 263534109 1,514 20,629 SH   DFND 11 0 20,629 0
DU PONT E I DE NEMOURS & CO COM 263534109 858 11,695 SH   DFND 13 0 11,695 0
DUCOMMUN INC DEL COM 264147109 821 32,130 SH   DFND 1 0 28,730 3,400
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DUFF & PHELPS UTIL CORP BD T COM 26432K108 2,384 252,506 SH   DFND 15 0 252,506 0
DUFF & PHELPS GLB UTL INC FD COM 26433C105 568 36,614 SH   DFND 14 0 36,614 0
DUFF & PHELPS SLCT ENGY MLP COM 26433F108 299 39,386 SH   DFND 14 0 39,386 0
DUKE REALTY CORP COM NEW 264411505 116 4,350 SH   DFND 12,15 0 4,350 0
DUKE REALTY CORP COM NEW 264411505 36,652 1,379,973 SH   DFND 1 0 2,400 1,377,573
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DUKE ENERGY CORP NEW COM NEW 26441C204 1,285 16,557 SH   DFND 12,15 0 16,557 0
DUKE ENERGY CORP NEW COM NEW 26441C204 12,272 158,099 SH   DFND 14 0 158,099 0
DUKE ENERGY CORP NEW COM NEW 26441C204 414,740 5,343,212 SH   DFND 1 0 5,342,662 550
DUKE ENERGY CORP NEW COM NEW 26441C204 567 7,309 SH   DFND 1,9 0 7,309 0
DUKE ENERGY CORP NEW COM NEW 26441C204 1,001 12,896 SH   DFND 1,3 0 12,896 0
DUKE ENERGY CORP NEW COM NEW 26441C204 17 221 SH   DFND 1,15 0 221 0
DUKE ENERGY CORP NEW COM NEW 26441C204 172,145 2,217,790 SH   DFND 15 0 2,217,790 0
DUKE ENERGY CORP NEW COM NEW 26441C204 2,201 28,354 SH   DFND 5 0 0 28,354
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DULUTH HLDGS INC COM CL B 26443V101 1,119 44,050 SH   DFND 15 0 44,050 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 55 450 SH   DFND 12,15 0 450 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 476 3,925 SH   DFND 14 0 3,925 0
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DUNKIN BRANDS GROUP INC COM 265504100 116 2,217 SH   DFND 12,15 0 2,217 0
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DUPONT FABROS TECHNOLOGY INC COM 26613Q106 37,171 846,145 SH   DFND 1 0 68,590 777,555
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DYCOM INDS INC COM 267475101 1,975 24,604 SH   DFND 14 0 24,604 0
DYCOM INDS INC COM 267475101 25,053 312,030 SH   DFND 1 0 287,258 24,772
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DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 16,369 15,000,000 PRN   DFND 1 0 15,000,000 0
DYNEX CAP INC COM NEW 26817Q506 1,542 226,128 SH   DFND 15 0 226,128 0
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EHI CAR SVCS LTD SPON ADS CL A 26853A100 452 49,930 SH   DFND 15 0 49,930 0
EL POLLO LOCO HLDGS INC COM 268603107 313 25,455 SH   DFND 14 0 25,455 0
EL POLLO LOCO HLDGS INC COM 268603107 176 14,328 SH   DFND 15 0 14,328 0
ENI S P A SPONSORED ADR 26874R108 863 26,776 SH   DFND 15 0 26,776 0
EOG RES INC COM 26875P101 743 7,349 SH   DFND 12,15 0 7,349 0
EOG RES INC COM 26875P101 3,104 30,698 SH   DFND 14 0 30,698 0
EOG RES INC COM 26875P101 17,289 171,013 SH   DFND 1 0 170,313 700
EOG RES INC COM 26875P101 35,300 349,162 SH   DFND 1,2 0 349,162 0
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EOG RES INC COM 26875P101 2,123 21,000 SH   DFND 5 0 0 21,000
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EP ENERGY CORP CL A 268785102 2,148 328,000 SH   DFND 1 0 328,000 0
EP ENERGY CORP CL A 268785102 4,197 640,799 SH   DFND 15 0 640,799 0
EQT CORP COM 26884L109 111 1,692 SH   DFND 12,15 0 1,692 0
EQT CORP COM 26884L109 1,980 30,272 SH   DFND 14 0 30,272 0
EQT CORP COM 26884L109 12,380 189,289 SH   DFND 1 0 189,289 0
EQT CORP COM 26884L109 3,659 55,955 SH   DFND 15 0 55,955 0
EQT CORP COM 26884L109 307 4,700 SH   DFND 5 0 0 4,700
EQT CORP COM 26884L109 264 4,043 SH   DFND 11 0 4,043 0
EPR PPTYS COM SH BEN INT 26884U109 47 658 SH   DFND 12,15 0 658 0
EPR PPTYS COM SH BEN INT 26884U109 270,788 3,772,997 SH   DFND 1 0 877,078 2,895,919
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EPR PPTYS COM SH BEN INT 26884U109 191 2,655 SH   DFND 1,9 0 2,655 0
EPR PPTYS COM SH BEN INT 26884U109 6,863 95,629 SH   DFND 1,3 0 95,629 0
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EPR PPTYS COM SH BEN INT 26884U109 12,491 174,042 SH   DFND 15 0 174,042 0
EQT MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 1,165 15,192 SH   DFND 14 0 15,192 0
EQT MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 208 2,718 SH   DFND 1 0 2,718 0
ERA GROUP INC COM 26885G109 2,843 167,551 SH   DFND 15 0 167,551 0
EAGLE BANCORP INC MD COM 268948106 4,785 78,503 SH   DFND 15 0 78,503 0
E TRADE FINANCIAL CORP COM NEW 269246401 232 6,693 SH   DFND 12,15 0 6,693 0
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E TRADE FINANCIAL CORP COM NEW 269246401 246,197 7,105,252 SH   DFND 1 0 6,994,112 111,140
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EXCO RESOURCES INC COM 269279402 951 1,088,046 SH   DFND 15 0 1,088,046 0
EAGLE MATERIALS INC COM 26969P108 793 8,046 SH   DFND 14 0 8,046 0
EAGLE MATERIALS INC COM 26969P108 135,950 1,379,783 SH   DFND 1 0 1,379,783 0
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EAGLE MATERIALS INC COM 26969P108 559 5,678 SH   DFND 6,9 0 5,678 0
EAGLE PHARMACEUTICALS INC COM 269796108 9,440 118,979 SH   DFND 1 0 82,172 36,807
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EARTHLINK HLDGS CORP COM 27033X101 1,483 262,939 SH   DFND 15 0 262,939 0
EAST WEST BANCORP INC COM 27579R104 103 2,024 SH   DFND 12,15 0 2,024 0
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EASTGROUP PPTY INC COM 277276101 12 164 SH   DFND 14 0 164 0
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EASTGROUP PPTY INC COM 277276101 568 7,692 SH   DFND 5,7 0 0 7,692
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EASTMAN CHEM CO COM 277432100 646 8,591 SH   DFND 12,15 0 8,591 0
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EASTMAN CHEM CO COM 277432100 158,014 2,100,973 SH   DFND 1 0 2,100,973 0
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EASTMAN CHEM CO COM 277432100 278 3,700 SH   DFND 11 0 3,700 0
EASTMAN KODAK CO COM NEW 277461406 1,785 115,141 SH   DFND 15 0 115,141 0
EATON VANCE CORP COM NON VTG 278265103 75 1,790 SH   DFND 12,15 0 1,790 0
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EATON VANCE CA MUNI INCOME T SH BEN INT 27826F101 3,472 282,264 SH   DFND 14 0 282,264 0
EATON VANCE SR INCOME TR SH BEN INT 27826S103 3,405 509,786 SH   DFND 14 0 509,786 0
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EATON VANCE NY MUNI INCOME T SH BEN INT 27826W104 1,890 144,938 SH   DFND 14 0 144,938 0
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EATON VANCE TAX ADVT DIV INC COM 27828G107 3,029 147,450 SH   DFND 14 0 147,450 0
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EATON VANCE NATL MUN OPPORT COM SHS 27829L105 4,934 237,191 SH   DFND 14 0 237,191 0
EATON VANCE TAX-ADV BD & OPT COM SH BEN INT 27829M103 322 28,381 SH   DFND 14 0 28,381 0
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EBAY INC COM 278642103 7,552 254,377 SH   DFND 12,15 0 254,377 0
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EBAY INC COM 278642103 14,358 483,601 SH   DFND 1,5 0 187,701 295,900
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EBAY INC COM 278642103 14,983 504,649 SH   DFND 5 0 377,595 127,054
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EBAY INC COM 278642103 4,380 147,530 SH   DFND 5,6 0 66,392 81,138
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EDGEWELL PERS CARE CO COM 28035Q102 59 813 SH   DFND 12,15 0 813 0
EDGEWELL PERS CARE CO COM 28035Q102 1,568 21,476 SH   DFND 15 0 21,476 0
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EDISON INTL COM 281020107 490 6,800 SH   DFND 1,9 0 6,800 0
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EDUCATION RLTY TR INC COM NEW 28140H203 2,756 65,150 SH   DFND 14 0 65,150 0
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EDWARDS LIFESCIENCES CORP COM 28176E108 76 806 SH   DFND 12,15 0 806 0
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EDWARDS LIFESCIENCES CORP COM 28176E108 4,840 51,651 SH   DFND 15 0 51,651 0
EDWARDS LIFESCIENCES CORP COM 28176E108 70 750 SH   DFND 10 0 750 0
EDWARDS LIFESCIENCES CORP COM 28176E108 581 6,200 SH   DFND 5 0 0 6,200
EDWARDS LIFESCIENCES CORP COM 28176E108 469 5,000 SH   DFND 11 0 5,000 0
EHEALTH INC COM 28238P109 424 39,772 SH   DFND 15 0 39,772 0
8X8 INC NEW COM 282914100 9,935 694,750 SH   DFND 15 0 694,750 0
EL PASO ELEC CO COM NEW 283677854 281 6,043 SH   DFND 14 0 6,043 0
EL PASO ELEC CO COM NEW 283677854 1,372 29,498 SH   DFND 1 0 13,198 16,300
EL PASO ELEC CO COM NEW 283677854 149 3,200 SH   DFND 1,3 0 3,200 0
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EL PASO ENERGY CAP TR I PFD CV TR SECS 283678209 55,251 1,112,811 SH   DFND 1 0 971,399 141,412
ELDORADO RESORTS INC COM 28470R102 1,514 89,310 SH   DFND 15 0 89,310 0
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ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 16,334 15,400,000 PRN   DFND 1 0 15,400,000 0
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EMCORE CORP COM NEW 290846203 225 25,860 SH   DFND 15 0 25,860 0
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EMERGENT BIOSOLUTIONS INC NOTE 2.875% 1/1 29089QAB1 6,480 5,087,000 PRN   DFND 1 0 5,087,000 0
EMERSON ELEC CO COM 291011104 1,886 33,831 SH   DFND 12,15 0 33,831 0
EMERSON ELEC CO COM 291011104 66,057 1,184,884 SH   DFND 14 0 1,184,884 0
EMERSON ELEC CO COM 291011104 561,312 10,068,375 SH   DFND 1 0 9,967,297 101,078
EMERSON ELEC CO COM 291011104 1,346 24,152 SH   DFND 1,9 0 24,152 0
EMERSON ELEC CO COM 291011104 1,000 17,938 SH   DFND 1,3 0 17,938 0
EMERSON ELEC CO COM 291011104 18 318 SH   DFND 1,15 0 318 0
EMERSON ELEC CO COM 291011104 128,215 2,299,824 SH   DFND 15 0 2,299,824 0
EMERSON ELEC CO COM 291011104 1,472 26,400 SH   DFND 5 0 0 26,400
EMERSON ELEC CO COM 291011104 2 40 SH   DFND 5,6 0 40 0
EMERSON ELEC CO COM 291011104 847 15,201 SH   DFND 11 0 15,201 0
EMERSON ELEC CO COM 291011104 226 4,057 SH   DFND 13 0 4,057 0
EMPIRE ST RLTY TR INC CL A 292104106 71,488 3,540,782 SH   DFND 1 0 29,920 3,510,862
EMPIRE ST RLTY TR INC CL A 292104106 1,200 59,430 SH   DFND 15 0 59,430 0
EMPLOYERS HOLDINGS INC COM 292218104 1,160 29,281 SH   DFND 14 0 29,281 0
EMPLOYERS HOLDINGS INC COM 292218104 3,080 77,785 SH   DFND 15 0 77,785 0
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ENBRIDGE INC COM 29250N105 3,700 87,851 SH   DFND 2,15 0 87,851 0
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ENBRIDGE INC COM 29250N105 1,504 35,700 SH   DFND 5 0 0 35,700
ENBRIDGE INC COM 29250N105 928 22,026 SH   DFND 11 0 22,026 0
ENBRIDGE INC NOTE 6.000% 1/1 29250NAN5 113,117 1,134,000 PRN   DFND 9 0 1,134,000 0
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ENBRIDGE INC NOTE 6.000% 1/1 29250NAN5 17,357 174,000 PRN   DFND 1,2 0 174,000 0
ENBRIDGE INC NOTE 6.000% 1/1 29250NAN5 3,990 40,000 PRN   DFND 1,9 0 40,000 0
ENBRIDGE INC NOTE 6.000% 1/1 29250NAN5 61,047 612,000 PRN   DFND 1,3 0 612,000 0
ENBRIDGE INC NOTE 6.000% 1/1 29250NAN5 16,758 168,000 PRN   DFND 1,6 0 168,000 0
ENBRIDGE INC NOTE 6.000% 1/1 29250NAN5 21,746 218,000 PRN   DFND 1,7 0 218,000 0
ENBRIDGE INC NOTE 6.000% 1/1 29250NAN5 1,097,250 11,000,000 PRN   DFND 15 0 11,000,000 0
ENBRIDGE INC NOTE 6.000% 1/1 29250NAN5 67,032 672,000 PRN   DFND 6,12 0 672,000 0
ENBRIDGE INC NOTE 6.000% 1/1 29250NAN5 20,948 210,000 PRN   DFND 6,9 0 210,000 0
ENBRIDGE INC NOTE 6.000% 1/1 29250NAN5 29,327 294,000 PRN   DFND 6,7 0 294,000 0
ENBRIDGE INC NOTE 6.000% 1/1 29250NAN5 31,421 315,000 PRN   DFND 6,13 0 315,000 0
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ENANTA PHARMACEUTICALS INC COM 29251M106 226 6,757 SH   DFND 14 0 6,757 0
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ENCORE CAP GROUP INC COM 292554102 32,438 1,132,203 SH   DFND 2 0 1,132,203 0
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ENCORE CAP GROUP INC COM 292554102 2,537 88,548 SH   DFND 15 0 88,548 0
ENCORE WIRE CORP COM 292562105 1,710 39,457 SH   DFND 15 0 39,457 0
ENERGEN CORP COM 29265N108 196 3,396 SH   DFND 12,15 0 3,396 0
ENERGEN CORP COM 29265N108 90,064 1,561,719 SH   DFND 1 0 1,561,719 0
ENERGEN CORP COM 29265N108 4,614 80,002 SH   DFND 15 0 80,002 0
ENERGEN CORP COM 29265N108 3,256 56,454 SH   DFND 6 0 56,454 0
ENERGEN CORP COM 29265N108 1,541 26,721 SH   DFND 6,12 0 26,721 0
ENERGEN CORP COM 29265N108 501 8,681 SH   DFND 6,9 0 8,681 0
ENDURO RTY TR TR UNIT 29269K100 57 16,657 SH   DFND 15 0 16,657 0
ENERGY RECOVERY INC COM 29270J100 15,821 1,528,590 SH   DFND 15 0 1,528,590 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 987 106,166 SH   DFND 15 0 106,166 0
ENERGOUS CORP COM 29272C103 4,330 256,960 SH   DFND 15 0 256,960 0
ENERGIZER HLDGS INC NEW COM 29272W109 47 1,043 SH   DFND 12,15 0 1,043 0
ENERGIZER HLDGS INC NEW COM 29272W109 3,788 84,908 SH   DFND 15 0 84,908 0
ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 3,331 93,024 SH   DFND 14 0 93,024 0
ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 1,001 27,951 SH   DFND 1 0 27,951 0
ENEL AMERICAS S A SPONSORED ADR 29274F104 446 54,375 SH   DFND 14 0 54,375 0
ENEL AMERICAS S A SPONSORED ADR 29274F104 372 45,319 SH   DFND 1,5 0 45,319 0
ENEL AMERICAS S A SPONSORED ADR 29274F104 627 76,329 SH   DFND 15 0 76,329 0
ENERSYS COM 29275Y102 57 731 SH   DFND 12,15 0 731 0
ENERSYS COM 29275Y102 890 11,395 SH   DFND 14 0 11,395 0
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ENERSYS COM 29275Y102 4,233 54,206 SH   DFND 15 0 54,206 0
ENERSYS COM 29275Y102 3,126 40,031 SH   DFND 6 0 40,031 0
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ENERSYS COM 29275Y102 427 5,471 SH   DFND 6,9 0 5,471 0
ENERNOC INC COM 292764107 48 8,030 SH   DFND 12,15 0 8,030 0
ENERNOC INC COM 292764107 1,218 203,052 SH   DFND 15 0 203,052 0
ENERPLUS CORP COM 292766102 1,791 188,880 SH   DFND 2,15 0 188,880 0
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ENERPLUS CORP COM 292766102 547 57,720 SH   DFND 1,2 0 57,720 0
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ENERPLUS CORP COM 292766102 1,173 123,683 SH   DFND 5 0 14,134 109,549
ENERPLUS CORP COM 292766102 647 68,257 SH   DFND 5,9 0 68,257 0
ENERPLUS CORP COM 292766102 1,541 162,576 SH   DFND 5,6 0 101,946 60,630
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ENEL CHILE S A SPONSORED ADR 29278D105 176 38,617 SH   DFND 14 0 38,617 0
ENGILITY HLDGS INC NEW COM 29286C107 3,862 114,587 SH   DFND 15 0 114,587 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 5,155 270,607 SH   DFND 1 0 270,607 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 143 7,522 SH   DFND 1,9 0 7,522 0
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ENNIS INC COM 293389102 2,751 158,580 SH   DFND 1 0 94,980 63,600
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ENTERGY CORP NEW COM 29364G103 299,130 4,071,451 SH   DFND 1 0 4,065,551 5,900
ENTERGY CORP NEW COM 29364G103 1,795 24,432 SH   DFND 1,9 0 24,432 0
ENTERGY CORP NEW COM 29364G103 885 12,041 SH   DFND 1,3 0 12,041 0
ENTERGY CORP NEW COM 29364G103 2,608 35,500 SH   DFND 1,5 0 19,700 15,800
ENTERGY CORP NEW COM 29364G103 131,865 1,794,818 SH   DFND 15 0 1,794,818 0
ENTERGY CORP NEW COM 29364G103 1,392 18,945 SH   DFND 5 0 11,400 7,545
ENTERGY CORP NEW COM 29364G103 147 2,000 SH   DFND 5,9 0 2,000 0
ENTERGY CORP NEW COM 29364G103 3,253 44,280 SH   DFND 5,6 0 20,680 23,600
ENTERGY CORP NEW COM 29364G103 647 8,800 SH   DFND 5,7 0 0 8,800
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ENTERGY CORP NEW COM 29364G103 206 2,800 SH   DFND 6 0 2,800 0
ENTERGY CORP NEW COM 29364G103 767 10,434 SH   DFND 13 0 10,434 0
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ENVESTNET INC COM 29404K106 1,457 41,331 SH   DFND 15 0 41,331 0
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EQUITY COMWLTH COM SH BEN INT 294628102 73 2,420 SH   DFND 12,15 0 2,420 0
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EQUITY LIFESTYLE PPTYS INC COM 29472R108 84,981 1,178,658 SH   DFND 1 0 880,150 298,508
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EQUITY LIFESTYLE PPTYS INC COM 29472R108 7,962 110,426 SH   DFND 1,3 0 110,426 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 3,129 43,393 SH   DFND 1,13 0 43,393 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 13,343 185,060 SH   DFND 15 0 185,060 0
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ESTERLINE TECHNOLOGIES CORP COM 297425100 152 1,708 SH   DFND 12,15 0 1,708 0
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ETHAN ALLEN INTERIORS INC COM 297602104 1,326 35,987 SH   DFND 14 0 35,987 0
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EVERCORE PARTNERS INC CLASS A 29977A105 5,287 76,960 SH   DFND 15 0 76,960 0
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EVERSOURCE ENERGY COM 30040W108 14,938 270,474 SH   DFND 1 0 270,474 0
EVERSOURCE ENERGY COM 30040W108 70,814 1,282,161 SH   DFND 15 0 1,282,161 0
EVERSOURCE ENERGY COM 30040W108 663 12,000 SH   DFND 5 0 0 12,000
EVERSOURCE ENERGY COM 30040W108 415 7,508 SH   DFND 11 0 7,508 0
EVOLUTION PETROLEUM CORP COM 30049A107 1,540 153,985 SH   DFND 1 0 153,985 0
EVOLUTION PETROLEUM CORP COM 30049A107 403 40,300 SH   DFND 1,3 0 40,300 0
EVOLUTION PETROLEUM CORP COM 30049A107 26 2,598 SH   DFND 15 0 2,598 0
EVOLENT HEALTH INC CL A 30050B101 1,615 109,098 SH   DFND 1 0 75,855 33,243
EVOLENT HEALTH INC CL A 30050B101 554 37,403 SH   DFND 15 0 37,403 0
EXACT SCIENCES CORP COM 30063P105 6,143 459,817 SH   DFND 1 0 459,817 0
EXACT SCIENCES CORP COM 30063P105 1,770 132,461 SH   DFND 1,12 0 132,461 0
EXACT SCIENCES CORP COM 30063P105 3,487 261,020 SH   DFND 15 0 261,020 0
EXAR CORP COM 300645108 2,727 252,957 SH   DFND 15 0 252,957 0
EXACTECH INC COM 30064E109 390 14,301 SH   DFND 15 0 14,301 0
EXELON CORP COM 30161N101 1,159 32,666 SH   DFND 12,15 0 32,666 0
EXELON CORP COM 30161N101 6,789 191,302 SH   DFND 14 0 191,302 0
EXELON CORP COM 30161N101 621,555 17,513,525 SH   DFND 1 0 17,472,375 41,150
EXELON CORP COM 30161N101 2,967 83,600 SH   DFND 1,4 0 83,600 0
EXELON CORP COM 30161N101 2,342 65,998 SH   DFND 1,9 0 65,998 0
EXELON CORP COM 30161N101 2,255 63,535 SH   DFND 1,3 0 63,535 0
EXELON CORP COM 30161N101 19 532 SH   DFND 1,15 0 532 0
EXELON CORP COM 30161N101 7,439 209,600 SH   DFND 1,5 0 0 209,600
EXELON CORP COM 30161N101 88,889 2,504,617 SH   DFND 15 0 2,504,617 0
EXELON CORP COM 30161N101 1,322 37,246 SH   DFND 5 0 0 37,246
EXELON CORP COM 30161N101 23 640 SH   DFND 5,6 0 640 0
EXELON CORP COM 30161N101 773 21,771 SH   DFND 11 0 21,771 0
EXELON CORP COM 30161N101 867 24,424 SH   DFND 13 0 24,424 0
EXELON CORP UNIT 99/99/9999 30161N127 7,930 163,801 SH   DFND 1 0 163,801 0
EXELIXIS INC COM 30161Q104 92,356 6,194,221 SH   DFND 1 0 6,112,621 81,600
EXELIXIS INC COM 30161Q104 948 63,600 SH   DFND 1,3 0 63,600 0
EXELIXIS INC COM 30161Q104 14,365 963,459 SH   DFND 15 0 963,459 0
EXFO INC SUB VTG SHS 302046107 64 14,554 SH   DFND 15 0 14,554 0
EXLSERVICE HOLDINGS INC COM 302081104 51,703 1,025,038 SH   DFND 1 0 994,201 30,837
EXLSERVICE HOLDINGS INC COM 302081104 16,789 332,850 SH   DFND 15 0 332,850 0
EXONE CO COM 302104104 494 52,931 SH   DFND 15 0 52,931 0
EXPEDIA INC DEL COM NEW 30212P303 3,471 30,639 SH   DFND 12,15 0 30,639 0
EXPEDIA INC DEL COM NEW 30212P303 2,955 26,085 SH   DFND 14 0 26,085 0
EXPEDIA INC DEL COM NEW 30212P303 18,101 159,788 SH   DFND 1 0 159,788 0
EXPEDIA INC DEL COM NEW 30212P303 9,923 87,599 SH   DFND 1,2 0 87,599 0
EXPEDIA INC DEL COM NEW 30212P303 124,940 1,102,930 SH   DFND 15 0 1,102,930 0
EXPEDIA INC DEL COM NEW 30212P303 487 4,300 SH   DFND 5 0 0 4,300
EXPEDIA INC DEL COM NEW 30212P303 339 2,991 SH   DFND 11 0 2,991 0
EXPEDITORS INTL WASH INC COM 302130109 31,342 591,811 SH   DFND 2 0 591,811 0
EXPEDITORS INTL WASH INC COM 302130109 113 2,131 SH   DFND 12,15 0 2,131 0
EXPEDITORS INTL WASH INC COM 302130109 3,400 64,204 SH   DFND 14 0 64,204 0
EXPEDITORS INTL WASH INC COM 302130109 19,928 376,280 SH   DFND 1 0 352,980 23,300
EXPEDITORS INTL WASH INC COM 302130109 2,759 52,100 SH   DFND 1,4 0 52,100 0
EXPEDITORS INTL WASH INC COM 302130109 752 14,200 SH   DFND 1,9 0 14,200 0
EXPEDITORS INTL WASH INC COM 302130109 413 7,800 SH   DFND 1,3 0 7,800 0
EXPEDITORS INTL WASH INC COM 302130109 1,903 35,940 SH   DFND 1,15 0 35,940 0
EXPEDITORS INTL WASH INC COM 302130109 7,088 133,843 SH   DFND 1,5 0 51,643 82,200
EXPEDITORS INTL WASH INC COM 302130109 68,680 1,296,822 SH   DFND 15 0 1,296,822 0
EXPEDITORS INTL WASH INC COM 302130109 10,666 201,391 SH   DFND 5 0 145,307 56,084
EXPEDITORS INTL WASH INC COM 302130109 2,640 49,840 SH   DFND 5,6 0 23,340 26,500
EXPEDITORS INTL WASH INC COM 302130109 727 13,728 SH   DFND 5,7 0 0 13,728
EXPEDITORS INTL WASH INC COM 302130109 224 4,229 SH   DFND 11 0 4,229 0
EXPEDITORS INTL WASH INC COM 302130109 1,198 22,620 SH   DFND 13 0 22,620 0
EXPONENT INC COM 30214U102 11 186 SH   DFND 1 0 186 0
EXPONENT INC COM 30214U102 7,548 125,167 SH   DFND 15 0 125,167 0
EXPRESS INC COM 30219E103 663 61,595 SH   DFND 14 0 61,595 0
EXPRESS INC COM 30219E103 1,747 162,366 SH   DFND 15 0 162,366 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 108,786 1,581,425 SH   DFND 2 0 1,581,425 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 11,648 169,325 SH   DFND 12,15 0 169,325 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 8,261 120,090 SH   DFND 14 0 120,090 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 168,522 2,449,802 SH   DFND 1 0 2,208,493 241,309
EXPRESS SCRIPTS HLDG CO COM 30219G108 2,029 29,500 SH   DFND 1,4 0 29,500 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 520 7,554 SH   DFND 1,3 0 7,554 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,493 21,700 SH   DFND 1,5 0 0 21,700
EXPRESS SCRIPTS HLDG CO COM 30219G108 373,245 5,425,865 SH   DFND 15 0 5,425,865 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 162 2,353 SH   DFND 10 0 2,353 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 2,029 29,489 SH   DFND 5 0 0 29,489
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,559 22,660 SH   DFND 5,6 0 10,460 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 1,028 14,950 SH   DFND 11 0 14,950 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 689 10,012 SH   DFND 11,2 0 10,012 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 599 8,714 SH   DFND 13 0 8,714 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 1,133 70,162 SH   DFND 15 0 70,162 0
EXTRA SPACE STORAGE INC COM 30225T102 42 542 SH   DFND 12,15 0 542 0
EXTRA SPACE STORAGE INC COM 30225T102 6,420 83,124 SH   DFND 14 0 83,124 0
EXTRA SPACE STORAGE INC COM 30225T102 443,101 5,736,684 SH   DFND 1 0 1,773,681 3,963,003
EXTRA SPACE STORAGE INC COM 30225T102 2,791 36,135 SH   DFND 1,2 0 36,135 0
EXTRA SPACE STORAGE INC COM 30225T102 820 10,614 SH   DFND 1,12 0 10,614 0
EXTRA SPACE STORAGE INC COM 30225T102 60 777 SH   DFND 1,9 0 777 0
EXTRA SPACE STORAGE INC COM 30225T102 14,291 185,027 SH   DFND 1,3 0 185,027 0
EXTRA SPACE STORAGE INC COM 30225T102 737 9,541 SH   DFND 1,15 0 9,541 0
EXTRA SPACE STORAGE INC COM 30225T102 6,277 81,263 SH   DFND 1,13 0 81,263 0
EXTRA SPACE STORAGE INC COM 30225T102 1,608 20,821 SH   DFND 15 0 20,821 0
EXTRA SPACE STORAGE INC COM 30225T102 247 3,200 SH   DFND 11 0 3,200 0
EXTREME NETWORKS INC COM 30226D106 3,085 613,275 SH   DFND 1 0 360,375 252,900
EXTREME NETWORKS INC COM 30226D106 688 136,800 SH   DFND 1,3 0 136,800 0
EXTREME NETWORKS INC COM 30226D106 769 152,978 SH   DFND 15 0 152,978 0
EXTERRAN CORP COM 30227H106 4,847 202,788 SH   DFND 15 0 202,788 0
EXTRACTION OIL AND GAS INC COM 30227M105 314 15,659 SH   DFND 15 0 15,659 0
EZCORP INC CL A NON VTG 302301106 6,748 633,623 SH   DFND 15 0 633,623 0
EXXON MOBIL CORP COM 30231G102 10,280 113,895 SH   DFND 12,15 0 113,895 0
EXXON MOBIL CORP COM 30231G102 188,175 2,084,813 SH   DFND 14 0 2,084,813 0
EXXON MOBIL CORP COM 30231G102 298,029 3,301,891 SH   DFND 1 0 3,023,271 278,620
EXXON MOBIL CORP COM 30231G102 22,481 249,073 SH   DFND 1,2 0 249,073 0
EXXON MOBIL CORP COM 30231G102 3,782 41,900 SH   DFND 1,4 0 41,900 0
EXXON MOBIL CORP COM 30231G102 4,292 47,546 SH   DFND 1,9 0 47,546 0
EXXON MOBIL CORP COM 30231G102 872 9,665 SH   DFND 1,3 0 9,665 0
EXXON MOBIL CORP COM 30231G102 18 196 SH   DFND 1,15 0 196 0
EXXON MOBIL CORP COM 30231G102 5,046 55,900 SH   DFND 1,5 0 0 55,900
EXXON MOBIL CORP COM 30231G102 167,749 1,858,513 SH   DFND 15 0 1,858,513 0
EXXON MOBIL CORP COM 30231G102 13,595 150,624 SH   DFND 5 0 0 150,624
EXXON MOBIL CORP COM 30231G102 4,604 51,004 SH   DFND 5,6 0 23,099 27,905
EXXON MOBIL CORP COM 30231G102 117 1,300 SH   DFND 5,7 0 0 1,300
EXXON MOBIL CORP COM 30231G102 8,845 97,996 SH   DFND 11 0 97,996 0
EXXON MOBIL CORP COM 30231G102 1,902 21,077 SH   DFND 13 0 21,077 0
FBL FINL GROUP INC CL A 30239F106 4,903 62,744 SH   DFND 15 0 62,744 0
FLIR SYS INC COM 302445101 53 1,461 SH   DFND 12,15 0 1,461 0
FLIR SYS INC COM 302445101 451 12,452 SH   DFND 14 0 12,452 0
FLIR SYS INC COM 302445101 148,115 4,092,709 SH   DFND 1 0 4,092,709 0
FLIR SYS INC COM 302445101 7,949 219,649 SH   DFND 15 0 219,649 0
FLIR SYS INC COM 302445101 123 3,400 SH   DFND 11 0 3,400 0
FLIR SYS INC COM 302445101 2,933 81,048 SH   DFND 6 0 81,048 0
FLIR SYS INC COM 302445101 1,373 37,928 SH   DFND 6,12 0 37,928 0
FLIR SYS INC COM 302445101 414 11,426 SH   DFND 6,9 0 11,426 0
FBR & CO COM NEW 30247C400 243 18,716 SH   DFND 15 0 18,716 0
F M C CORP COM NEW 302491303 383 6,778 SH   DFND 12,15 0 6,778 0
F M C CORP COM NEW 302491303 121 2,134 SH   DFND 14 0 2,134 0
F M C CORP COM NEW 302491303 13,858 245,012 SH   DFND 1 0 242,762 2,250
F M C CORP COM NEW 302491303 25 434 SH   DFND 1,15 0 434 0
F M C CORP COM NEW 302491303 611 10,800 SH   DFND 1,5 0 0 10,800
F M C CORP COM NEW 302491303 8,686 153,566 SH   DFND 15 0 153,566 0
F M C CORP COM NEW 302491303 6 100 SH   DFND 5,6 0 100 0
F M C CORP COM NEW 302491303 198 3,500 SH   DFND 11 0 3,500 0
FMC TECHNOLOGIES INC COM 30249U101 184 5,183 SH   DFND 12,15 0 5,183 0
FMC TECHNOLOGIES INC COM 30249U101 3,597 101,242 SH   DFND 14 0 101,242 0
FMC TECHNOLOGIES INC COM 30249U101 13,934 392,187 SH   DFND 1 0 392,187 0
FMC TECHNOLOGIES INC COM 30249U101 45 1,256 SH   DFND 1,15 0 1,256 0
FMC TECHNOLOGIES INC COM 30249U101 12,973 365,114 SH   DFND 15 0 365,114 0
FMC TECHNOLOGIES INC COM 30249U101 313 8,800 SH   DFND 5 0 0 8,800
FMC TECHNOLOGIES INC COM 30249U101 207 5,824 SH   DFND 11 0 5,824 0
FNB CORP PA COM 302520101 52 3,231 SH   DFND 12,15 0 3,231 0
FNB CORP PA COM 302520101 5,721 356,909 SH   DFND 15 0 356,909 0
FCB FINL HLDGS INC CL A 30255G103 276 5,785 SH   DFND 15 0 5,785 0
FS INVT CORP COM 302635107 72 6,968 SH   DFND 12,15 0 6,968 0
FS INVT CORP COM 302635107 3,939 382,469 SH   DFND 14 0 382,469 0
FS INVT CORP COM 302635107 4,567 443,400 SH   DFND 15 0 443,400 0
FXCM INC CL A NEW 302693205 309 43,825 SH   DFND 15 0 43,825 0
FXCM INC NOTE 2.250% 6/1 302693AB2 5,393 10,081,000 PRN   DFND 1 0 10,081,000 0
FTD COS INC COM 30281V108 1,315 55,150 SH   DFND 15 0 55,150 0
FTI CONSULTING INC COM 302941109 45 1,004 SH   DFND 12,15 0 1,004 0
FTI CONSULTING INC COM 302941109 566 12,553 SH   DFND 14 0 12,553 0
FTI CONSULTING INC COM 302941109 3,453 76,600 SH   DFND 1 0 76,600 0
FTI CONSULTING INC COM 302941109 629 13,954 SH   DFND 15 0 13,954 0
FTI CONSULTING INC COM 302941109 643 14,261 SH   DFND 5 0 0 14,261
FTI CONSULTING INC COM 302941109 663 14,713 SH   DFND 5,6 0 6,275 8,438
FTI CONSULTING INC COM 302941109 286 6,349 SH   DFND 5,7 0 0 6,349
FACEBOOK INC CL A 30303M102 59,418 516,455 SH   DFND 12,15 0 516,455 0
FACEBOOK INC CL A 30303M102 408 3,550 SH   DFND 4 0 3,550 0
FACEBOOK INC CL A 30303M102 9,190 79,882 SH   DFND 14 0 79,882 0
FACEBOOK INC CL A 30303M102 643,186 5,590,489 SH   DFND 1 0 5,584,489 6,000
FACEBOOK INC CL A 30303M102 5,147 44,740 SH   DFND 1,12 0 44,740 0
FACEBOOK INC CL A 30303M102 253 2,200 SH   DFND 1,4 0 2,200 0
FACEBOOK INC CL A 30303M102 5,734 49,836 SH   DFND 1,9 0 49,836 0
FACEBOOK INC CL A 30303M102 2,370 20,600 SH   DFND 1,5 0 0 20,600
FACEBOOK INC CL A 30303M102 2,065,231 17,950,724 SH   DFND 15 0 17,950,724 0
FACEBOOK INC CL A 30303M102 3,417 29,700 SH   DFND 10 0 29,700 0
FACEBOOK INC CL A 30303M102 9,949 86,479 SH   DFND 5 0 0 86,479
FACEBOOK INC CL A 30303M102 7,263 63,129 SH   DFND 5,6 0 30,746 32,383
FACEBOOK INC CL A 30303M102 6,316 54,900 SH   DFND 11 0 54,900 0
FACEBOOK INC CL A 30303M102 9,577 83,244 SH   DFND 6 0 83,244 0
FACEBOOK INC CL A 30303M102 2,679 23,289 SH   DFND 13 0 23,289 0
FACTSET RESH SYS INC COM 303075105 3,493 21,375 SH   DFND 15 0 21,375 0
FAIR ISAAC CORP COM 303250104 70,658 592,673 SH   DFND 1 0 581,488 11,185
FAIR ISAAC CORP COM 303250104 15,619 131,013 SH   DFND 15 0 131,013 0
FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 9,345 792,585 SH   DFND 15 0 792,585 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 1,009 53,970 SH   DFND 15 0 53,970 0
FANG HLDGS LTD ADR 30711Y102 1,705 519,783 SH   DFND 15 0 519,783 0
FANHUA INC SPONSORED ADR 30712A103 523 63,200 SH   DFND 15 0 63,200 0
FARMER BROS CO COM 307675108 816 22,246 SH   DFND 15 0 22,246 0
FARMERS NATL BANC CORP COM 309627107 1,050 73,936 SH   DFND 15 0 73,936 0
FARO TECHNOLOGIES INC COM 311642102 3,772 104,782 SH   DFND 15 0 104,782 0
FASTENAL CO COM 311900104 3,085 65,660 SH   DFND 12,15 0 65,660 0
FASTENAL CO COM 311900104 17,281 367,835 SH   DFND 14 0 367,835 0
FASTENAL CO COM 311900104 13,627 290,070 SH   DFND 1 0 290,070 0
FASTENAL CO COM 311900104 103,368 2,200,260 SH   DFND 15 0 2,200,260 0
FASTENAL CO COM 311900104 479 10,202 SH   DFND 5 0 0 10,202
FASTENAL CO COM 311900104 319 6,792 SH   DFND 11 0 6,792 0
FEDERAL AGRIC MTG CORP CL C 313148306 1,200 20,962 SH   DFND 15 0 20,962 0
FEDERAL MOGUL HOLDINGS CORP COM 313549404 1,723 167,133 SH   DFND 15 0 167,133 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 65 460 SH   DFND 12,15 0 460 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 799 5,625 SH   DFND 14 0 5,625 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 420,054 2,955,835 SH   DFND 1 0 1,314,588 1,641,247
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 3,622 25,484 SH   DFND 1,2 0 25,484 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1,075 7,567 SH   DFND 1,12 0 7,567 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 222 1,559 SH   DFND 1,9 0 1,559 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 19,908 140,092 SH   DFND 1,3 0 140,092 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 917 6,453 SH   DFND 1,15 0 6,453 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 8,614 60,618 SH   DFND 1,13 0 60,618 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 71,046 499,939 SH   DFND 15 0 499,939 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 236 1,660 SH   DFND 11 0 1,660 0
FEDERAL SIGNAL CORP COM 313855108 568 36,386 SH   DFND 14 0 36,386 0
FEDERAL SIGNAL CORP COM 313855108 1,233 78,975 SH   DFND 15 0 78,975 0
FEDERATED INVS INC PA CL B 314211103 54 1,893 SH   DFND 12,15 0 1,893 0
FEDERATED INVS INC PA CL B 314211103 1,491 52,717 SH   DFND 14 0 52,717 0
FEDERATED INVS INC PA CL B 314211103 130,033 4,598,051 SH   DFND 1 0 4,598,051 0
FEDERATED INVS INC PA CL B 314211103 344 12,147 SH   DFND 1,9 0 12,147 0
FEDERATED INVS INC PA CL B 314211103 439 15,513 SH   DFND 1,3 0 15,513 0
FEDERATED INVS INC PA CL B 314211103 3,506 123,970 SH   DFND 15 0 123,970 0
FEDEX CORP COM 31428X106 917 4,924 SH   DFND 12,15 0 4,924 0
FEDEX CORP COM 31428X106 2,274 12,210 SH   DFND 14 0 12,210 0
FEDEX CORP COM 31428X106 56 300 SH Call DFND 14 0 0 0
FEDEX CORP COM 31428X106 87,137 467,977 SH   DFND 1 0 467,977 0
FEDEX CORP COM 31428X106 14,861 79,810 SH   DFND 15 0 79,810 0
FEDEX CORP COM 31428X106 1,843 9,900 SH   DFND 5 0 0 9,900
FEDEX CORP COM 31428X106 1,101 5,914 SH   DFND 11 0 5,914 0
FELCOR LODGING TR INC COM 31430F101 740 92,419 SH   DFND 15 0 92,419 0
FERRO CORP COM 315405100 1,892 132,029 SH   DFND 15 0 132,029 0
F5 NETWORKS INC COM 315616102 72 497 SH   DFND 12,15 0 497 0
F5 NETWORKS INC COM 315616102 9,300 64,259 SH   DFND 14 0 64,259 0
F5 NETWORKS INC COM 315616102 122,875 849,050 SH   DFND 1 0 845,450 3,600
F5 NETWORKS INC COM 315616102 1,867 12,900 SH   DFND 1,4 0 12,900 0
F5 NETWORKS INC COM 315616102 1,722 11,900 SH   DFND 1,9 0 11,900 0
F5 NETWORKS INC COM 315616102 598 4,130 SH   DFND 1,3 0 4,130 0
F5 NETWORKS INC COM 315616102 32 218 SH   DFND 1,15 0 218 0
F5 NETWORKS INC COM 315616102 2,229 15,400 SH   DFND 1,5 0 0 15,400
F5 NETWORKS INC COM 315616102 6,319 43,661 SH   DFND 15 0 43,661 0
F5 NETWORKS INC COM 315616102 4,841 33,450 SH   DFND 5 0 31,050 2,400
F5 NETWORKS INC COM 315616102 14 100 SH   DFND 5,6 0 100 0
F5 NETWORKS INC COM 315616102 246 1,700 SH   DFND 11 0 1,700 0
FIBROGEN INC COM 31572Q808 2,862 133,725 SH   DFND 1 0 120,625 13,100
FIBROGEN INC COM 31572Q808 183 8,529 SH   DFND 15 0 8,529 0
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 504 52,397 SH   DFND 14 0 52,397 0
FIDELITY & GTY LIFE COM 315785105 566 23,870 SH   DFND 15 0 23,870 0
FIDELITY NATL INFORMATION SV COM 31620M106 246 3,252 SH   DFND 12,15 0 3,252 0
FIDELITY NATL INFORMATION SV COM 31620M106 132 1,739 SH   DFND 14 0 1,739 0
FIDELITY NATL INFORMATION SV COM 31620M106 69,368 917,080 SH   DFND 1 0 917,080 0
FIDELITY NATL INFORMATION SV COM 31620M106 571 7,554 SH   DFND 1,3 0 7,554 0
FIDELITY NATL INFORMATION SV COM 31620M106 9,844 130,145 SH   DFND 15 0 130,145 0
FIDELITY NATL INFORMATION SV COM 31620M106 552 7,300 SH   DFND 5 0 0 7,300
FIDELITY NATL INFORMATION SV COM 31620M106 557 7,358 SH   DFND 11 0 7,358 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 156 4,599 SH   DFND 12,15 0 4,599 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 130,901 3,854,566 SH   DFND 1 0 3,854,566 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 2,613 76,930 SH   DFND 15 0 76,930 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 203 5,980 SH   DFND 11 0 5,980 0
FIDELITY NATIONAL FINANCIAL FNFV GROUP COM 31620R402 30 2,182 SH   DFND 12,15 0 2,182 0
FIDELITY NATIONAL FINANCIAL FNFV GROUP COM 31620R402 4,815 351,473 SH   DFND 15 0 351,473 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 3,886 2,000,000 PRN   DFND 1 0 2,000,000 0
FIDELITY SOUTHERN CORP NEW COM 316394105 1,479 62,476 SH   DFND 15 0 62,476 0
FIDUCIARY CLAYMORE MLP OPP F COM 31647Q106 6,523 438,081 SH   DFND 14 0 438,081 0
FIESTA RESTAURANT GROUP INC COM 31660B101 359 12,036 SH   DFND 14 0 12,036 0
FIESTA RESTAURANT GROUP INC COM 31660B101 1,039 34,809 SH   DFND 15 0 34,809 0
FIFTH THIRD BANCORP COM 316773100 675 25,012 SH   DFND 12,15 0 25,012 0
FIFTH THIRD BANCORP COM 316773100 10,923 404,989 SH   DFND 14 0 404,989 0
FIFTH THIRD BANCORP COM 316773100 1,086,252 40,276,312 SH   DFND 1 0 38,231,724 2,044,588
FIFTH THIRD BANCORP COM 316773100 1,658 61,478 SH   DFND 1,9 0 61,478 0
FIFTH THIRD BANCORP COM 316773100 1,595 59,144 SH   DFND 1,3 0 59,144 0
FIFTH THIRD BANCORP COM 316773100 39,313 1,457,672 SH   DFND 15 0 1,457,672 0
FIFTH THIRD BANCORP COM 316773100 615 22,800 SH   DFND 5 0 0 22,800
FIFTH THIRD BANCORP COM 316773100 624 23,154 SH   DFND 5,9 0 23,154 0
FIFTH THIRD BANCORP COM 316773100 2,532 93,873 SH   DFND 5,6 0 48,428 45,445
FIFTH THIRD BANCORP COM 316773100 489 18,137 SH   DFND 11 0 18,137 0
FIFTH THIRD BANCORP COM 316773100 460 17,051 SH   DFND 6 0 17,051 0
FIFTH THIRD BANCORP COM 316773100 978 36,266 SH   DFND 13 0 36,266 0
FIFTH STREET FINANCE CORP COM 31678A103 23 4,373 SH   DFND 12,15 0 4,373 0
FIFTH STREET FINANCE CORP COM 31678A103 56 10,478 SH   DFND 14 0 10,478 0
FIFTH STREET FINANCE CORP COM 31678A103 1,556 289,749 SH   DFND 15 0 289,749 0
58 COM INC SPON ADR REP A 31680Q104 4,651 166,109 SH   DFND 15 0 166,109 0
51JOB INC SP ADR REP COM 316827104 442 13,089 SH   DFND 2 0 13,089 0
51JOB INC SP ADR REP COM 316827104 438 12,950 SH   DFND 1,2 0 12,950 0
51JOB INC SP ADR REP COM 316827104 319 9,442 SH   DFND 1,6 0 9,442 0
51JOB INC SP ADR REP COM 316827104 1,582 46,807 SH   DFND 15 0 46,807 0
51JOB INC SP ADR REP COM 316827104 1,295 38,325 SH   DFND 11,6 0 38,325 0
51JOB INC SP ADR REP COM 316827104 84,193 2,490,909 SH   DFND 6 0 1,912,813 578,096
51JOB INC SP ADR REP COM 316827104 596 17,635 SH   DFND 6,2 0 17,635 0
51JOB INC SP ADR REP COM 316827104 26,906 796,021 SH   DFND 6,12 0 796,021 0
51JOB INC SP ADR REP COM 316827104 519 15,356 SH   DFND 6,9 0 15,356 0
FINANCIAL ENGINES INC COM 317485100 3,247 88,365 SH   DFND 15 0 88,365 0
FINANCIAL INSTNS INC COM 317585404 1,035 30,250 SH   DFND 1 0 8,250 22,000
FINANCIAL INSTNS INC COM 317585404 109 3,200 SH   DFND 1,3 0 3,200 0
FINANCIAL INSTNS INC COM 317585404 900 26,317 SH   DFND 15 0 26,317 0
FINISAR CORP COM NEW 31787A507 5,894 194,701 SH   DFND 14 0 194,701 0
FINISAR CORP COM NEW 31787A507 318 10,510 SH   DFND 1 0 10,510 0
FINISAR CORP COM NEW 31787A507 151 5,000 SH   DFND 1,3 0 5,000 0
FINISAR CORP COM NEW 31787A507 7,499 247,740 SH   DFND 15 0 247,740 0
FINISH LINE INC CL A 317923100 17 905 SH   DFND 12,15 0 905 0
FINISH LINE INC CL A 317923100 3,613 192,060 SH   DFND 1 0 100,460 91,600
FINISH LINE INC CL A 317923100 843 44,800 SH   DFND 1,3 0 44,800 0
FINISH LINE INC CL A 317923100 2,938 156,217 SH   DFND 15 0 156,217 0
FIREEYE INC COM 31816Q101 70 5,866 SH   DFND 14 0 5,866 0
FIREEYE INC COM 31816Q101 3,645 306,303 SH   DFND 15 0 306,303 0
FIREEYE INC NOTE 1.000% 6/0 31816QAB7 26,650 28,850,000 PRN   DFND 1 0 26,053,000 2,797,000
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 19,499 21,650,000 PRN   DFND 1 0 18,853,000 2,797,000
FIRST AMERN FINL CORP COM 31847R102 72 1,954 SH   DFND 12,15 0 1,954 0
FIRST AMERN FINL CORP COM 31847R102 2,081 56,825 SH   DFND 14 0 56,825 0
FIRST AMERN FINL CORP COM 31847R102 15 400 SH   DFND 1 0 400 0
FIRST AMERN FINL CORP COM 31847R102 3,975 108,511 SH   DFND 15 0 108,511 0
FIRST BANCORP P R COM NEW 318672706 170 25,650 SH   DFND 1 0 11,450 14,200
FIRST BANCORP P R COM NEW 318672706 36 5,400 SH   DFND 1,3 0 5,400 0
FIRST BANCORP P R COM NEW 318672706 4,558 689,612 SH   DFND 15 0 689,612 0
FIRST BANCORP N C COM 318910106 1,022 37,651 SH   DFND 15 0 37,651 0
FIRST BUSEY CORP COM NEW 319383204 1,244 40,410 SH   DFND 1 0 31,110 9,300
FIRST BUSEY CORP COM NEW 319383204 314 10,200 SH   DFND 1,3 0 10,200 0
FIRST BUSEY CORP COM NEW 319383204 4 123 SH   DFND 15 0 123 0
FIRST BUS FINL SVCS INC WIS COM 319390100 76 3,200 SH   DFND 1 0 3,200 0
FIRST BUS FINL SVCS INC WIS COM 319390100 31 1,300 SH   DFND 1,3 0 1,300 0
FIRST BUS FINL SVCS INC WIS COM 319390100 167 7,049 SH   DFND 15 0 7,049 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 2,535 7,140 SH   DFND 15 0 7,140 0
FIRST COMWLTH FINL CORP PA COM 319829107 14 1,011 SH   DFND 1 0 1,011 0
FIRST COMWLTH FINL CORP PA COM 319829107 12,988 915,953 SH   DFND 15 0 915,953 0
FIRST CMNTY BANCSHARES INC N COM 31983A103 815 27,042 SH   DFND 15 0 27,042 0
FIRST DEFIANCE FINL CORP COM 32006W106 916 18,050 SH   DFND 1 0 18,050 0
FIRST DEFIANCE FINL CORP COM 32006W106 279 5,500 SH   DFND 1,3 0 5,500 0
FIRST DEFIANCE FINL CORP COM 32006W106 1,745 34,382 SH   DFND 15 0 34,382 0
FIRST DATA CORP NEW COM CL A 32008D106 185,615 13,080,719 SH   DFND 1 0 13,080,719 0
FIRST DATA CORP NEW COM CL A 32008D106 2,177 153,440 SH   DFND 1,12 0 153,440 0
FIRST DATA CORP NEW COM CL A 32008D106 922 64,946 SH   DFND 15 0 64,946 0
FIRST DATA CORP NEW COM CL A 32008D106 109 7,700 SH   DFND 11 0 7,700 0
FIRST FINL BANCORP OH COM 320209109 14 501 SH   DFND 1 0 501 0
FIRST FINL BANCORP OH COM 320209109 15,911 559,253 SH   DFND 15 0 559,253 0
FIRST FINL BANKSHARES COM 32020R109 12,110 267,914 SH   DFND 15 0 267,914 0
FIRST FINL CORP IND COM 320218100 1,079 20,430 SH   DFND 15 0 20,430 0
FIRST FINANCIAL NORTHWEST IN COM 32022K102 314 15,888 SH   DFND 15 0 15,888 0
FIRST HORIZON NATL CORP COM 320517105 66 3,312 SH   DFND 12,15 0 3,312 0
FIRST HORIZON NATL CORP COM 320517105 321,883 16,086,084 SH   DFND 1 0 14,882,328 1,203,756
FIRST HORIZON NATL CORP COM 320517105 343 17,139 SH   DFND 1,3 0 17,139 0
FIRST HORIZON NATL CORP COM 320517105 5,687 284,183 SH   DFND 15 0 284,183 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 94,520 3,369,701 SH   DFND 1 0 1,828,361 1,541,340
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 1,189 42,383 SH   DFND 1,2 0 42,383 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 347 12,360 SH   DFND 1,12 0 12,360 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 6,060 216,053 SH   DFND 1,3 0 216,053 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 2,602 92,750 SH   DFND 1,13 0 92,750 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 22,375 797,676 SH   DFND 15 0 797,676 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 3,695 86,840 SH   DFND 1 0 51,940 34,900
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 911 21,400 SH   DFND 1,3 0 21,400 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 1,228 28,852 SH   DFND 15 0 28,852 0
FIRST LONG IS CORP COM 320734106 1,071 37,500 SH   DFND 1 0 21,300 16,200
FIRST LONG IS CORP COM 320734106 146 5,100 SH   DFND 1,3 0 5,100 0
FIRST LONG IS CORP COM 320734106 503 17,629 SH   DFND 15 0 17,629 0
FIRST MAJESTIC SILVER CORP COM 32076V103 18 2,401 SH   DFND 2,15 0 2,401 0
FIRST MAJESTIC SILVER CORP COM 32076V103 388 50,903 SH   DFND 15 0 50,903 0
FIRST MERCHANTS CORP COM 320817109 1,253 33,270 SH   DFND 1 0 33,270 0
FIRST MERCHANTS CORP COM 320817109 361 9,600 SH   DFND 1,3 0 9,600 0
FIRST MERCHANTS CORP COM 320817109 2,712 72,028 SH   DFND 15 0 72,028 0
FIRST MIDWEST BANCORP DEL COM 320867104 13 496 SH   DFND 1 0 496 0
FIRST MIDWEST BANCORP DEL COM 320867104 14,822 587,456 SH   DFND 15 0 587,456 0
FIRST NBC BK HLDG CO COM 32115D106 288 39,483 SH   DFND 15 0 39,483 0
FIRST POTOMAC RLTY TR COM 33610F109 1,713 156,186 SH   DFND 15 0 156,186 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 113 1,227 SH   DFND 12,15 0 1,227 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 7,950 86,284 SH   DFND 14 0 86,284 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 193,700 2,102,241 SH   DFND 1 0 2,102,241 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 671 7,279 SH   DFND 1,2 0 7,279 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 55 596 SH   DFND 1,11 0 596 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 857 9,302 SH   DFND 1,6 0 9,302 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 18,575 201,593 SH   DFND 15 0 201,593 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 332 3,600 SH   DFND 11 0 3,600 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 740 8,034 SH   DFND 11,6 0 0 8,034
FIRST REP BK SAN FRANCISCO C COM 33616C100 64,419 699,147 SH   DFND 6 0 699,147 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 58 625 SH   DFND 6,2 0 625 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 640 6,950 SH   DFND 6,12 0 6,950 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 664 7,205 SH   DFND 6,9 0 7,205 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 1,582 17,165 SH   DFND 13 0 17,165 0
FIRST SOLAR INC COM 336433107 161 5,015 SH   DFND 12,15 0 5,015 0
FIRST SOLAR INC COM 336433107 874 27,238 SH   DFND 14 0 27,238 0
FIRST SOLAR INC COM 336433107 12,981 404,521 SH   DFND 1 0 404,521 0
FIRST SOLAR INC COM 336433107 9,767 304,359 SH   DFND 15 0 304,359 0
1ST SOURCE CORP COM 336901103 284 6,350 SH   DFND 1 0 6,350 0
1ST SOURCE CORP COM 336901103 71 1,600 SH   DFND 1,3 0 1,600 0
1ST SOURCE CORP COM 336901103 1,225 27,429 SH   DFND 15 0 27,429 0
1ST SOURCE CORP COM 336901103 431 9,655 SH   DFND 5 0 0 9,655
FIRST TR INTER DUR PFD & IN COM 33718W103 2,173 95,768 SH   DFND 14 0 95,768 0
FIRST TR INTER DUR PFD & IN COM 33718W103 8,927 393,431 SH   DFND 15 0 393,431 0
FIRST TR ENHANCED EQTY INC F COM 337318109 3,652 270,331 SH   DFND 14 0 270,331 0
FIRST TR ENHANCED EQTY INC F COM 337318109 2,772 205,209 SH   DFND 15 0 205,209 0
FIRST TR ABERDEEN GLBL OPP F COM SHS 337319107 1,730 155,061 SH   DFND 14 0 155,061 0
FIRST TR ABERDEEN GLBL OPP F COM SHS 337319107 2,020 180,974 SH   DFND 15 0 180,974 0
FIRST TR SR FLG RTE INCM FD COM 33733U108 4,504 325,681 SH   DFND 14 0 325,681 0
FIRST TR SR FLG RTE INCM FD COM 33733U108 2,714 196,241 SH   DFND 15 0 196,241 0
FIRST TR ENERGY INFRASTRCTR COM 33738C103 4,939 273,668 SH   DFND 14 0 273,668 0
FIRST TR HIGH INCOME L/S FD COM 33738E109 6,558 407,854 SH   DFND 15 0 407,854 0
FIRST TR ENERGY INCOME & GRW COM 33738G104 8,142 306,787 SH   DFND 14 0 306,787 0
FIRST TR MLP & ENERGY INCOME COM 33739B104 5,875 364,019 SH   DFND 14 0 364,019 0
FST TR NEW OPPORT MLP & ENE COM 33739M100 5,264 409,319 SH   DFND 14 0 409,319 0
FIRST TR DYNAMIC EUROPE EQT COM SHS 33740D107 2,776 178,896 SH   DFND 15 0 178,896 0
FIRSTCASH INC COM 33767D105 605 12,864 SH   DFND 14 0 12,864 0
FIRSTCASH INC COM 33767D105 4,271 90,868 SH   DFND 15 0 90,868 0
FISERV INC COM 337738108 5,820 54,764 SH   DFND 12,15 0 54,764 0
FISERV INC COM 337738108 741 6,970 SH   DFND 14 0 6,970 0
FISERV INC COM 337738108 15,293 143,897 SH   DFND 1 0 143,597 300
FISERV INC COM 337738108 1,894 17,823 SH   DFND 1,15 0 17,823 0
FISERV INC COM 337738108 285,484 2,686,154 SH   DFND 15 0 2,686,154 0
FISERV INC COM 337738108 319 3,000 SH   DFND 10 0 3,000 0
FISERV INC COM 337738108 1,846 17,372 SH   DFND 5 0 0 17,372
FISERV INC COM 337738108 6 60 SH   DFND 5,6 0 60 0
FISERV INC COM 337738108 551 5,184 SH   DFND 11 0 5,184 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 3,823 141,910 SH   DFND 1 0 71,410 70,500
FLAGSTAR BANCORP INC COM PAR .001 337930705 735 27,300 SH   DFND 1,3 0 27,300 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 1,252 46,477 SH   DFND 15 0 46,477 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 381 14,124 SH   DFND 5 0 0 14,124
FIRSTENERGY CORP COM 337932107 548 17,690 SH   DFND 12,15 0 17,690 0
FIRSTENERGY CORP COM 337932107 414 13,353 SH   DFND 14 0 13,353 0
FIRSTENERGY CORP COM 337932107 327,481 10,574,131 SH   DFND 1 0 10,052,745 521,386
FIRSTENERGY CORP COM 337932107 1,636 52,841 SH   DFND 1,9 0 52,841 0
FIRSTENERGY CORP COM 337932107 163 5,251 SH   DFND 1,3 0 5,251 0
FIRSTENERGY CORP COM 337932107 17 544 SH   DFND 1,15 0 544 0
FIRSTENERGY CORP COM 337932107 6,070 196,000 SH   DFND 1,5 0 0 196,000
FIRSTENERGY CORP COM 337932107 66,858 2,158,796 SH   DFND 15 0 2,158,796 0
FIRSTENERGY CORP COM 337932107 312 10,084 SH   DFND 5 0 0 10,084
FIRSTENERGY CORP COM 337932107 608 19,624 SH   DFND 5,6 0 9,728 9,896
FIRSTENERGY CORP COM 337932107 312 10,071 SH   DFND 11 0 10,071 0
FIRSTENERGY CORP COM 337932107 214 6,923 SH   DFND 13 0 6,923 0
FITBIT INC CL A 33812L102 131 17,862 SH   DFND 15 0 17,862 0
FIVE BELOW INC COM 33829M101 48,119 1,204,187 SH   DFND 1 0 1,151,539 52,648
FIVE BELOW INC COM 33829M101 3,172 79,385 SH   DFND 1,9 0 79,385 0
FIVE BELOW INC COM 33829M101 2,438 61,007 SH   DFND 15 0 61,007 0
500 COM LTD SPON ADR REP A 33829R100 1,004 65,504 SH   DFND 15 0 65,504 0
FIVE9 INC COM 338307101 119 8,400 SH   DFND 1,3 0 8,400 0
FIVE9 INC COM 338307101 5,234 368,821 SH   DFND 15 0 368,821 0
FIVE OAKS INVT CORP COM 33830W106 187 37,573 SH   DFND 15 0 37,573 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 54 1,071 SH   DFND 12,15 0 1,071 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 6,346 126,635 SH   DFND 1 0 79,835 46,800
FIVE PRIME THERAPEUTICS INC COM 33830X104 1,097 21,900 SH   DFND 1,3 0 21,900 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 2,701 53,895 SH   DFND 15 0 53,895 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 170 3,400 SH   DFND 5 0 0 3,400
FIVE STAR QUALITY CARE INC COM 33832D106 376 139,245 SH   DFND 15 0 139,245 0
FLAHERTY&CRMN PFD SEC INCOM COM 338478100 4,196 222,725 SH   DFND 15 0 222,725 0
FLAHERTY & CRUMRINE TOTAL RE COM 338479108 615 30,937 SH   DFND 14 0 30,937 0
FLAHERTY & CRUMRINE TOTAL RE COM 338479108 1,022 51,428 SH   DFND 15 0 51,428 0
FLAHERTY & CRUMRINE PFD INC COM 33848E106 177 15,904 SH   DFND 14 0 15,904 0
FLAHERTY & CRUMRINE DYN PFD SHS 33848W106 3,775 158,829 SH   DFND 14 0 158,829 0
FLAHERTY & CRUMRINE DYN PFD SHS 33848W106 3,313 139,364 SH   DFND 15 0 139,364 0
FLEETCOR TECHNOLOGIES INC COM 339041105 53 373 SH   DFND 12,15 0 373 0
FLEETCOR TECHNOLOGIES INC COM 339041105 12,058 85,205 SH   DFND 15 0 85,205 0
FLEETCOR TECHNOLOGIES INC COM 339041105 591 4,178 SH   DFND 5 0 0 4,178
FLEETCOR TECHNOLOGIES INC COM 339041105 311 2,200 SH   DFND 11 0 2,200 0
FLEXSTEEL INDS INC COM 339382103 502 8,146 SH   DFND 15 0 8,146 0
FLEXION THERAPEUTICS INC COM 33938J106 586 30,804 SH   DFND 15 0 30,804 0
FLOTEK INDS INC DEL COM 343389102 23,486 2,501,200 SH   DFND 1 0 2,501,200 0
FLOTEK INDS INC DEL COM 343389102 4,939 526,010 SH   DFND 15 0 526,010 0
FLUOR CORP NEW COM 343412102 514 9,790 SH   DFND 12,15 0 9,790 0
FLUOR CORP NEW COM 343412102 382 7,265 SH   DFND 14 0 7,265 0
FLUOR CORP NEW COM 343412102 47 900 SH Call DFND 14 0 0 0
FLUOR CORP NEW COM 343412102 135,660 2,583,021 SH   DFND 1 0 2,583,021 0
FLUOR CORP NEW COM 343412102 17 333 SH   DFND 1,15 0 333 0
FLUOR CORP NEW COM 343412102 8,887 169,210 SH   DFND 15 0 169,210 0
FLUOR CORP NEW COM 343412102 462 8,790 SH   DFND 5 0 0 8,790
FLUOR CORP NEW COM 343412102 184 3,502 SH   DFND 11 0 3,502 0
FLOWERS FOODS INC COM 343498101 59 2,969 SH   DFND 12,15 0 2,969 0
FLOWERS FOODS INC COM 343498101 804 40,260 SH   DFND 14 0 40,260 0
FLOWERS FOODS INC COM 343498101 33,554 1,680,224 SH   DFND 15 0 1,680,224 0
FLOWSERVE CORP COM 34354P105 135,957 2,829,497 SH   DFND 2 0 2,829,497 0
FLOWSERVE CORP COM 34354P105 100 2,077 SH   DFND 12,15 0 2,077 0
FLOWSERVE CORP COM 34354P105 323 6,731 SH   DFND 14 0 6,731 0
FLOWSERVE CORP COM 34354P105 318,093 6,620,042 SH   DFND 1 0 6,620,042 0
FLOWSERVE CORP COM 34354P105 499 10,387 SH   DFND 1,9 0 10,387 0
FLOWSERVE CORP COM 34354P105 1,017 21,175 SH   DFND 1,3 0 21,175 0
FLOWSERVE CORP COM 34354P105 6,451 134,252 SH   DFND 15 0 134,252 0
FLOWSERVE CORP COM 34354P105 476 9,900 SH   DFND 5 0 0 9,900
FLOWSERVE CORP COM 34354P105 149 3,100 SH   DFND 11 0 3,100 0
FLOWSERVE CORP COM 34354P105 745 15,510 SH   DFND 11,2 0 15,510 0
FLUIDIGM CORP DEL NOTE 2.750% 2/0 34385PAA6 5,569 8,064,000 PRN   DFND 1 0 8,064,000 0
FLUSHING FINL CORP COM 343873105 1,606 54,660 SH   DFND 15 0 54,660 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 366,537 4,809,562 SH   DFND 1 0 4,784,270 25,292
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 35,160 461,355 SH   DFND 1,2 0 461,355 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 30,139 395,468 SH   DFND 1,3 0 395,468 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 1,343 17,619 SH   DFND 15 0 17,619 0
FOOT LOCKER INC COM 344849104 113 1,590 SH   DFND 12,15 0 1,590 0
FOOT LOCKER INC COM 344849104 2,001 28,224 SH   DFND 14 0 28,224 0
FOOT LOCKER INC COM 344849104 35,210 496,683 SH   DFND 1 0 496,683 0
FOOT LOCKER INC COM 344849104 233 3,280 SH   DFND 1,3 0 3,280 0
FOOT LOCKER INC COM 344849104 30 419 SH   DFND 1,15 0 419 0
FOOT LOCKER INC COM 344849104 2,802 39,529 SH   DFND 15 0 39,529 0
FOOT LOCKER INC COM 344849104 241 3,400 SH   DFND 11 0 3,400 0
FORD MTR CO DEL COM PAR $0.01 345370860 1,838 151,541 SH   DFND 12,15 0 151,541 0
FORD MTR CO DEL COM PAR $0.01 345370860 3,493 287,980 SH   DFND 14 0 287,980 0
FORD MTR CO DEL COM PAR $0.01 345370860 16,258 1,340,312 SH   DFND 1 0 1,336,762 3,550
FORD MTR CO DEL COM PAR $0.01 345370860 2,871 236,699 SH   DFND 1,9 0 236,699 0
FORD MTR CO DEL COM PAR $0.01 345370860 17 1,370 SH   DFND 1,15 0 1,370 0
FORD MTR CO DEL COM PAR $0.01 345370860 4 326 SH   DFND 1,5 0 326 0
FORD MTR CO DEL COM PAR $0.01 345370860 95,342 7,860,022 SH   DFND 15 0 7,860,022 0
FORD MTR CO DEL COM PAR $0.01 345370860 1,979 163,114 SH   DFND 5 0 0 163,114
FORD MTR CO DEL COM PAR $0.01 345370860 1,695 139,741 SH   DFND 5,6 0 58,665 81,076
FORD MTR CO DEL COM PAR $0.01 345370860 1,063 87,658 SH   DFND 11 0 87,658 0
FORD MTR CO DEL COM PAR $0.01 345370860 934 77,021 SH   DFND 13 0 77,021 0
FOREST CITY RLTY TR INC COM CL A 345605109 107,447 5,155,808 SH   DFND 1 0 5,155,808 0
FOREST CITY RLTY TR INC COM CL A 345605109 93 4,458 SH   DFND 15 0 4,458 0
FORESTAR GROUP INC COM 346233109 1,536 115,513 SH   DFND 15 0 115,513 0
FORMFACTOR INC COM 346375108 475 42,382 SH   DFND 15 0 42,382 0
FORRESTER RESH INC COM 346563109 12 280 SH   DFND 1 0 280 0
FORRESTER RESH INC COM 346563109 9,206 214,340 SH   DFND 15 0 214,340 0
FORTIS INC COM 349553107 4,460 144,420 SH   DFND 2,15 0 144,420 0
FORTIS INC COM 349553107 61 1,966 SH   DFND 12,15 0 1,966 0
FORTIS INC COM 349553107 606 19,625 SH   DFND 14 0 19,625 0
FORTIS INC COM 349553107 140 4,532 SH   DFND 1 0 4,532 0
FORTIS INC COM 349553107 309 10,020 SH   DFND 1,2 0 10,020 0
FORTIS INC COM 349553107 2,471 80,015 SH   DFND 15 0 80,015 0
FORTIS INC COM 349553107 559 18,100 SH   DFND 5 0 0 18,100
FORTIS INC COM 349553107 234 7,591 SH   DFND 11 0 7,591 0
FORTINET INC COM 34959E109 2,856 94,824 SH   DFND 14 0 94,824 0
FORTINET INC COM 34959E109 2,345 77,867 SH   DFND 15 0 77,867 0
FORTINET INC COM 34959E109 123 4,100 SH   DFND 11 0 4,100 0
FORTIVE CORP COM 34959J108 156 2,909 SH   DFND 12,15 0 2,909 0
FORTIVE CORP COM 34959J108 1,402 26,135 SH   DFND 14 0 26,135 0
FORTIVE CORP COM 34959J108 14,237 265,462 SH   DFND 1 0 265,462 0
FORTIVE CORP COM 34959J108 7,326 136,595 SH   DFND 15 0 136,595 0
FORTIVE CORP COM 34959J108 587 10,950 SH   DFND 5 0 0 10,950
FORTIVE CORP COM 34959J108 392 7,308 SH   DFND 11 0 7,308 0
FORTERRA INC COM 34960W106 71 3,297 SH   DFND 12,15 0 3,297 0
FORTERRA INC COM 34960W106 544 25,135 SH   DFND 15 0 25,135 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 63 1,185 SH   DFND 12,15 0 1,185 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 156 2,924 SH   DFND 14 0 2,924 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 13,188 246,680 SH   DFND 1 0 246,680 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 1,162 21,736 SH   DFND 15 0 21,736 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 192 3,600 SH   DFND 11 0 3,600 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 62,852 2,856,889 SH   DFND 1 0 2,856,889 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 4,969 225,880 SH   DFND 15 0 225,880 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 2,968 134,894 SH   DFND 6 0 134,894 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 1,379 62,694 SH   DFND 6,12 0 62,694 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 494 22,453 SH   DFND 6,9 0 22,453 0
FORWARD AIR CORP COM 349853101 71,893 1,517,377 SH   DFND 1 0 1,517,377 0
FORWARD AIR CORP COM 349853101 1,909 40,285 SH   DFND 15 0 40,285 0
FORWARD AIR CORP COM 349853101 2,790 58,885 SH   DFND 6 0 58,885 0
FORWARD AIR CORP COM 349853101 1,334 28,150 SH   DFND 6,12 0 28,150 0
FORWARD AIR CORP COM 349853101 417 8,794 SH   DFND 6,9 0 8,794 0
FOSSIL GROUP INC COM 34988V106 2,659 102,827 SH   DFND 2 0 102,827 0
FOSSIL GROUP INC COM 34988V106 44 1,693 SH   DFND 12,15 0 1,693 0
FOSSIL GROUP INC COM 34988V106 1,269 49,080 SH   DFND 15 0 49,080 0
FORTUNA SILVER MINES INC COM 349915108 270 47,773 SH   DFND 15 0 47,773 0
FOSTER L B CO COM 350060109 508 37,364 SH   DFND 15 0 37,364 0
FOUR CORNERS PPTY TR INC COM 35086T109 165 8,036 SH   DFND 4 0 8,036 0
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FUELCELL ENERGY INC COM NEW 35952H502 378 216,043 SH   DFND 15 0 216,043 0
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GP STRATEGIES CORP COM 36225V104 453 15,834 SH   DFND 15 0 15,834 0
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GTT COMMUNICATIONS INC COM 362393100 937 32,586 SH   DFND 15 0 32,586 0
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GALLAGHER ARTHUR J & CO COM 363576109 130 2,503 SH   DFND 12,15 0 2,503 0
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GAMCO GLOBAL GOLD NAT RES & COM SH BEN INT 36465A109 615 115,979 SH   DFND 14 0 115,979 0
GAMCO NAT RES GOLD & INCOME SH BEN INT 36465E101 781 117,162 SH   DFND 15 0 117,162 0
GAMING & LEISURE PPTYS INC COM 36467J108 3,166 103,412 SH   DFND 15 0 103,412 0
GAMESTOP CORP NEW CL A 36467W109 113 4,462 SH   DFND 12,15 0 4,462 0
GAMESTOP CORP NEW CL A 36467W109 1,514 59,936 SH   DFND 15 0 59,936 0
GANNETT CO INC COM 36473H104 43 4,417 SH   DFND 12,15 0 4,417 0
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GASTAR EXPL INC NEW COM 36729W202 317 204,542 SH   DFND 15 0 204,542 0
GENERAC HLDGS INC COM 368736104 62 1,510 SH   DFND 12,15 0 1,510 0
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GENERAL CABLE CORP DEL NEW COM 369300108 134 7,033 SH   DFND 12,15 0 7,033 0
GENERAL CABLE CORP DEL NEW COM 369300108 8,982 471,510 SH   DFND 1 0 350,210 121,300
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GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 1,955 2,500,000 PRN   DFND 1 0 2,500,000 0
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GENERAL COMMUNICATION INC CL A 369385109 14,659 753,654 SH   DFND 1,2 0 753,654 0
GENERAL COMMUNICATION INC CL A 369385109 3,409 175,291 SH   DFND 15 0 175,291 0
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GENERAL DYNAMICS CORP COM 369550108 15,456 89,516 SH   DFND 14 0 89,516 0
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GENERAL ELECTRIC CO COM 369604103 34,942 1,105,761 SH   DFND 14 0 1,105,761 0
GENERAL ELECTRIC CO COM 369604103 828,894 26,230,829 SH   DFND 1 0 24,626,925 1,603,904
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GENERAL GROWTH PPTYS INC NEW COM 370023103 127 5,072 SH   DFND 12,15 0 5,072 0
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GLAUKOS CORP COM 377322102 1,771 51,630 SH   DFND 15 0 51,630 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 4,400 114,245 SH   DFND 14 0 114,245 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 1,867 48,479 SH   DFND 15 0 48,479 0
GLOBALSTAR INC COM 378973408 59 37,657 SH   DFND 15 0 37,657 0
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GLOBAL PMTS INC COM 37940X102 257 3,700 SH   DFND 11 0 3,700 0
GLOBAL WTR RES INC COM 379463102 289 31,804 SH   DFND 15 0 31,804 0
GLOBAL PARTNERS LP COM UNITS 37946R109 285 14,647 SH   DFND 14 0 14,647 0
GLOBAL EAGLE ENTMT INC COM 37951D102 226 34,941 SH   DFND 15 0 34,941 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 1,825 53,220 SH   DFND 1 0 27,720 25,500
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 364 10,600 SH   DFND 1,3 0 10,600 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 2,247 65,513 SH   DFND 15 0 65,513 0
GLOBAL MED REIT INC COM NEW 37954A204 973 109,070 SH   DFND 1 0 109,070 0
GLOBAL MED REIT INC COM NEW 37954A204 11,649 1,305,943 SH   DFND 15 0 1,305,943 0
GLOBUS MED INC CL A 379577208 755 30,440 SH   DFND 15 0 30,440 0
GLU MOBILE INC COM 379890106 34 17,437 SH   DFND 15 0 17,437 0
GODADDY INC CL A 380237107 2,234 63,929 SH   DFND 15 0 63,929 0
GOGO INC COM 38046C109 665 72,137 SH   DFND 15 0 72,137 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 1,941 644,919 SH   DFND 1,2 0 644,919 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 318 105,616 SH   DFND 1,9 0 105,616 0
GOLD RESOURCE CORP COM 38068T105 15 3,400 SH   DFND 1 0 3,400 0
GOLD RESOURCE CORP COM 38068T105 3,437 790,192 SH   DFND 15 0 790,192 0
GOLD STD VENTURES CORP COM 380738104 67 31,648 SH   DFND 15 0 31,648 0
GOLDCORP INC NEW COM 380956409 15,003 1,103,143 SH   DFND 2 0 1,103,143 0
GOLDCORP INC NEW COM 380956409 1,342 98,686 SH   DFND 2,15 0 98,686 0
GOLDCORP INC NEW COM 380956409 41 2,982 SH   DFND 12,15 0 2,982 0
GOLDCORP INC NEW COM 380956409 14,806 1,088,693 SH   DFND 1,2 0 1,088,693 0
GOLDCORP INC NEW COM 380956409 2,356 173,254 SH   DFND 1,9 0 173,254 0
GOLDCORP INC NEW COM 380956409 3,351 246,418 SH   DFND 15 0 246,418 0
GOLDCORP INC NEW COM 380956409 384 28,200 SH   DFND 5 0 0 28,200
GOLDCORP INC NEW COM 380956409 282 20,762 SH   DFND 11 0 20,762 0
GOLDMAN SACHS GROUP INC COM 38141G104 2,755 11,505 SH   DFND 12,15 0 11,505 0
GOLDMAN SACHS GROUP INC COM 38141G104 4,419 18,455 SH   DFND 14 0 18,455 0
GOLDMAN SACHS GROUP INC COM 38141G104 72 300 SH Call DFND 14 0 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 690,484 2,883,623 SH   DFND 1 0 2,710,154 173,469
GOLDMAN SACHS GROUP INC COM 38141G104 915 3,822 SH   DFND 1,9 0 3,822 0
GOLDMAN SACHS GROUP INC COM 38141G104 501 2,091 SH   DFND 1,3 0 2,091 0
GOLDMAN SACHS GROUP INC COM 38141G104 41,874 174,876 SH   DFND 15 0 174,876 0
GOLDMAN SACHS GROUP INC COM 38141G104 3,664 15,300 SH   DFND 5 0 0 15,300
GOLDMAN SACHS GROUP INC COM 38141G104 1,874 7,827 SH   DFND 5,6 0 5,341 2,486
GOLDMAN SACHS GROUP INC COM 38141G104 2,075 8,665 SH   DFND 11 0 8,665 0
GOLDMAN SACHS GROUP INC COM 38141G104 601 2,509 SH   DFND 13 0 2,509 0
GOLDMAN SACHS BDC INC SHS 38147U107 24 1,032 SH   DFND 12,15 0 1,032 0
GOLDMAN SACHS BDC INC SHS 38147U107 1,608 68,379 SH   DFND 15 0 68,379 0
GOLDMAN SACHS MLP INC OPP FD COM SHS 38147W103 3,623 372,691 SH   DFND 14 0 372,691 0
GOLDMAN SACHS MLP ENERGY REN COM 38148G107 552 76,794 SH   DFND 14 0 76,794 0
GOLUB CAP BDC INC COM 38173M102 30 1,630 SH   DFND 12,15 0 1,630 0
GOLUB CAP BDC INC COM 38173M102 63 3,434 SH   DFND 14 0 3,434 0
GOLUB CAP BDC INC COM 38173M102 1,971 107,195 SH   DFND 15 0 107,195 0
GOODYEAR TIRE & RUBR CO COM 382550101 259 8,382 SH   DFND 12,15 0 8,382 0
GOODYEAR TIRE & RUBR CO COM 382550101 1,691 54,788 SH   DFND 14 0 54,788 0
GOODYEAR TIRE & RUBR CO COM 382550101 13,328 431,735 SH   DFND 1 0 431,735 0
GOODYEAR TIRE & RUBR CO COM 382550101 27 879 SH   DFND 1,15 0 879 0
GOODYEAR TIRE & RUBR CO COM 382550101 221 7,148 SH   DFND 1,6 0 7,148 0
GOODYEAR TIRE & RUBR CO COM 382550101 4,162 134,829 SH   DFND 15 0 134,829 0
GOODYEAR TIRE & RUBR CO COM 382550101 389 12,597 SH   DFND 5,9 0 12,597 0
GOODYEAR TIRE & RUBR CO COM 382550101 1,016 32,913 SH   DFND 5,6 0 14,038 18,875
GOODYEAR TIRE & RUBR CO COM 382550101 204 6,600 SH   DFND 11 0 6,600 0
GOODYEAR TIRE & RUBR CO COM 382550101 3,829 124,024 SH   DFND 6 0 124,024 0
GOODYEAR TIRE & RUBR CO COM 382550101 27 890 SH   DFND 6,2 0 890 0
GOODYEAR TIRE & RUBR CO COM 382550101 67 2,170 SH   DFND 6,9 0 2,170 0
GOODYEAR TIRE & RUBR CO COM 382550101 930 30,111 SH   DFND 13 0 30,111 0
GOPRO INC CL A 38268T103 389 44,634 SH   DFND 14 0 44,634 0
GOPRO INC CL A 38268T103 468 53,685 SH   DFND 15 0 53,685 0
GORMAN RUPP CO COM 383082104 1,481 47,844 SH   DFND 15 0 47,844 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 1,446 75,836 SH   DFND 14 0 75,836 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 677 35,499 SH   DFND 1 0 35,499 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 12,678 665,001 SH   DFND 15 0 665,001 0
GRACE W R & CO DEL NEW COM 38388F108 50 741 SH   DFND 12,15 0 741 0
GRACE W R & CO DEL NEW COM 38388F108 86,495 1,278,751 SH   DFND 1 0 1,278,501 250
GRACE W R & CO DEL NEW COM 38388F108 1,366 20,191 SH   DFND 15 0 20,191 0
GRACE W R & CO DEL NEW COM 38388F108 129 1,900 SH   DFND 11 0 1,900 0
GRACO INC COM 384109104 115 1,381 SH   DFND 12,15 0 1,381 0
GRACO INC COM 384109104 6,135 73,836 SH   DFND 15 0 73,836 0
GRAHAM CORP COM 384556106 208 9,402 SH   DFND 15 0 9,402 0
GRAHAM HLDGS CO COM 384637104 46 89 SH   DFND 12,15 0 89 0
GRAHAM HLDGS CO COM 384637104 187 365 SH   DFND 14 0 365 0
GRAHAM HLDGS CO COM 384637104 215 420 SH   DFND 1 0 0 420
GRAHAM HLDGS CO COM 384637104 1,199 2,343 SH   DFND 15 0 2,343 0
GRAINGER W W INC COM 384802104 130,663 562,595 SH   DFND 2 0 562,595 0
GRAINGER W W INC COM 384802104 527 2,270 SH   DFND 12,15 0 2,270 0
GRAINGER W W INC COM 384802104 9,298 40,034 SH   DFND 14 0 40,034 0
GRAINGER W W INC COM 384802104 28,221 121,510 SH   DFND 1 0 121,510 0
GRAINGER W W INC COM 384802104 164 704 SH   DFND 1,3 0 704 0
GRAINGER W W INC COM 384802104 13,091 56,368 SH   DFND 15 0 56,368 0
GRAINGER W W INC COM 384802104 767 3,303 SH   DFND 5 0 0 3,303
GRAINGER W W INC COM 384802104 304 1,308 SH   DFND 11 0 1,308 0
GRAINGER W W INC COM 384802104 733 3,156 SH   DFND 11,2 0 3,156 0
GRAMERCY PPTY TR COM 385002100 563 61,369 SH   DFND 14 0 61,369 0
GRAMERCY PPTY TR COM 385002100 438 47,697 SH   DFND 1 0 47,697 0
GRAMERCY PPTY TR COM 385002100 5,245 571,310 SH   DFND 15 0 571,310 0
GRAN TIERRA ENERGY INC COM 38500T101 39 13,065 SH   DFND 2,15 0 13,065 0
GRAN TIERRA ENERGY INC COM 38500T101 3,471 1,149,433 SH   DFND 1 0 1,149,433 0
GRAN TIERRA ENERGY INC COM 38500T101 22,255 7,369,062 SH   DFND 1,2 0 7,369,062 0
GRAN TIERRA ENERGY INC COM 38500T101 177 58,504 SH   DFND 15 0 58,504 0
GRAN TIERRA ENERGY INC COM 38500T101 7,367 2,439,500 SH   DFND 6 0 2,439,500 0
GRAN TIERRA ENERGY INC COM 38500T101 744 246,375 SH   DFND 6,12 0 246,375 0
GRAN TIERRA ENERGY INC COM 38500T101 62 20,500 SH   DFND 6,9 0 20,500 0
GRAND CANYON ED INC COM 38526M106 53 900 SH   DFND 1,3 0 900 0
GRAND CANYON ED INC COM 38526M106 2,748 47,011 SH   DFND 15 0 47,011 0
GRANITE CONSTR INC COM 387328107 1,842 33,495 SH   DFND 15 0 33,495 0
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 4,348 130,024 SH   DFND 2,15 0 130,024 0
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 1,237 37,006 SH   DFND 1,2 0 37,006 0
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 140 4,195 SH   DFND 15 0 4,195 0
GRAPHIC PACKAGING HLDG CO COM 388689101 73 5,868 SH   DFND 12,15 0 5,868 0
GRAPHIC PACKAGING HLDG CO COM 388689101 439 35,215 SH   DFND 14 0 35,215 0
GRAPHIC PACKAGING HLDG CO COM 388689101 31,084 2,490,742 SH   DFND 1 0 2,490,742 0
GRAPHIC PACKAGING HLDG CO COM 388689101 1,324 106,115 SH   DFND 15 0 106,115 0
GRAPHIC PACKAGING HLDG CO COM 388689101 4,061 325,428 SH   DFND 6 0 325,428 0
GRAPHIC PACKAGING HLDG CO COM 388689101 1,920 153,839 SH   DFND 6,12 0 153,839 0
GRAPHIC PACKAGING HLDG CO COM 388689101 634 50,803 SH   DFND 6,9 0 50,803 0
GRAY TELEVISION INC COM 389375106 725 66,808 SH   DFND 15 0 66,808 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 675 160,728 SH   DFND 15 0 160,728 0
GREAT SOUTHN BANCORP INC COM 390905107 1,054 19,294 SH   DFND 15 0 19,294 0
GREAT PLAINS ENERGY INC COM 391164100 93 3,403 SH   DFND 12,15 0 3,403 0
GREAT PLAINS ENERGY INC COM 391164100 657 24,031 SH   DFND 14 0 24,031 0
GREAT PLAINS ENERGY INC COM 391164100 11,075 404,939 SH   DFND 15 0 404,939 0
GREAT PLAINS ENERGY INC DEP SHS 1/20 B 391164878 5,060 100,000 SH   DFND 1 0 100,000 0
GREAT WESTN BANCORP INC COM 391416104 530 12,155 SH   DFND 14 0 12,155 0
GREAT WESTN BANCORP INC COM 391416104 30,356 696,395 SH   DFND 1 0 696,395 0
GREAT WESTN BANCORP INC COM 391416104 6,813 156,300 SH   DFND 15 0 156,300 0
GREAT WESTN BANCORP INC COM 391416104 3,869 88,748 SH   DFND 6 0 88,748 0
GREAT WESTN BANCORP INC COM 391416104 1,803 41,374 SH   DFND 6,12 0 41,374 0
GREAT WESTN BANCORP INC COM 391416104 593 13,594 SH   DFND 6,9 0 13,594 0
GREEN BANCORP INC COM 39260X100 489 32,179 SH   DFND 15 0 32,179 0
GREEN BRICK PARTNERS INC COM 392709101 374 37,248 SH   DFND 15 0 37,248 0
GREEN DOT CORP CL A 39304D102 737 31,299 SH   DFND 14 0 31,299 0
GREEN DOT CORP CL A 39304D102 11 454 SH   DFND 1 0 454 0
GREEN DOT CORP CL A 39304D102 8,196 348,022 SH   DFND 15 0 348,022 0
GREEN PLAINS INC COM 393222104 102 3,652 SH   DFND 12,15 0 3,652 0
GREEN PLAINS INC COM 393222104 11,004 395,121 SH   DFND 15 0 395,121 0
GREENBRIER COS INC COM 393657101 665 16,015 SH   DFND 14 0 16,015 0
GREENBRIER COS INC COM 393657101 3,302 79,477 SH   DFND 15 0 79,477 0
GREENHILL & CO INC COM 395259104 730 26,356 SH   DFND 14 0 26,356 0
GREENHILL & CO INC COM 395259104 7,087 255,843 SH   DFND 15 0 255,843 0
GREIF INC CL A 397624107 2,526 49,228 SH   DFND 14 0 49,228 0
GREIF INC CL A 397624107 8,038 156,650 SH   DFND 1 0 156,650 0
GREIF INC CL A 397624107 4,203 81,912 SH   DFND 15 0 81,912 0
GREIF INC CL A 397624107 553 10,770 SH   DFND 5 0 0 10,770
GREIF INC CL A 397624107 576 11,223 SH   DFND 5,6 0 4,826 6,397
GREIF INC CL A 397624107 305 5,942 SH   DFND 13 0 5,942 0
GRIFFON CORP COM 398433102 17 633 SH   DFND 12,15 0 633 0
GRIFFON CORP COM 398433102 15 574 SH   DFND 1 0 574 0
GRIFFON CORP COM 398433102 11,167 426,234 SH   DFND 15 0 426,234 0
GRIFOLS S A SP ADR REP B NVT 398438408 83 5,170 SH   DFND 15 0 5,170 0
GRIFOLS S A SP ADR REP B NVT 398438408 1,070 66,590 SH   DFND 6 0 66,590 0
GROUP 1 AUTOMOTIVE INC COM 398905109 92 1,186 SH   DFND 12,15 0 1,186 0
GROUP 1 AUTOMOTIVE INC COM 398905109 93 1,196 SH   DFND 14 0 1,196 0
GROUP 1 AUTOMOTIVE INC COM 398905109 2,275 29,184 SH   DFND 15 0 29,184 0
GROUPE CGI INC CL A SUB VTG 39945C109 741 15,430 SH   DFND 2,15 0 15,430 0
GROUPE CGI INC CL A SUB VTG 39945C109 20 408 SH   DFND 12,15 0 408 0
GROUPE CGI INC CL A SUB VTG 39945C109 470,525 9,796,476 SH   DFND 1 0 9,732,440 64,036
GROUPE CGI INC CL A SUB VTG 39945C109 38,649 804,685 SH   DFND 1,2 0 804,685 0
GROUPE CGI INC CL A SUB VTG 39945C109 48,309 1,005,809 SH   DFND 1,3 0 1,005,809 0
GROUPE CGI INC CL A SUB VTG 39945C109 3,186 66,328 SH   DFND 15 0 66,328 0
GROUPE CGI INC CL A SUB VTG 39945C109 8,059 167,788 SH   DFND 5 0 27,020 140,768
GROUPE CGI INC CL A SUB VTG 39945C109 8,599 179,043 SH   DFND 5,9 0 179,043 0
GROUPE CGI INC CL A SUB VTG 39945C109 1,105 23,000 SH   DFND 5,6 0 10,500 12,500
GROUPE CGI INC CL A SUB VTG 39945C109 504 10,500 SH   DFND 5,7 0 0 10,500
GROUPE CGI INC CL A SUB VTG 39945C109 252 5,242 SH   DFND 11 0 5,242 0
GROUPE CGI INC CL A SUB VTG 39945C109 2,449 50,995 SH   DFND 7 0 0 50,995
GROUPE CGI INC CL A SUB VTG 39945C109 760 15,823 SH   DFND 13 0 15,823 0
GROUPON INC COM 399473107 34 10,283 SH   DFND 12,15 0 10,283 0
GROUPON INC COM 399473107 4,815 1,450,259 SH   DFND 15 0 1,450,259 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 211 7,820 SH   DFND 1 0 7,820 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 424 15,746 SH   DFND 15 0 15,746 0
GRUBHUB INC COM 400110102 688 18,300 SH   DFND 1 0 18,300 0
GRUBHUB INC COM 400110102 3,350 89,060 SH   DFND 15 0 89,060 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 215,702 10,325,615 SH   DFND 1 0 10,268,493 57,122
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 14,126 676,193 SH   DFND 1,2 0 676,193 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 18,743 897,213 SH   DFND 1,3 0 897,213 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 1,365 65,358 SH   DFND 15 0 65,358 0
GRUPO AEROPORTUARIO CTR NORT SPON ADR 400501102 195 5,654 SH   DFND 14 0 5,654 0
GRUPO AEROPORTUARIO CTR NORT SPON ADR 400501102 30 876 SH   DFND 1 0 876 0
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 376 4,555 SH   DFND 14 0 4,555 0
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 12,405 150,325 SH   DFND 15 0 150,325 0
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 190 2,300 SH   DFND 5,9 0 2,300 0
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 275 1,913 SH   DFND 14 0 1,913 0
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 65 455 SH   DFND 1 0 455 0
GRUPO FINANCIERO SANTANDER M SPON ADR SHS B 40053C105 383 53,256 SH   DFND 14 0 53,256 0
GUARANTY BANCORP DEL COM NEW 40075T607 235 9,720 SH   DFND 15 0 9,720 0
GUESS INC COM 401617105 30 2,455 SH   DFND 12,15 0 2,455 0
GUESS INC COM 401617105 1,375 113,615 SH   DFND 14 0 113,615 0
GUESS INC COM 401617105 1,095 90,524 SH   DFND 15 0 90,524 0
GUGGENHEIM TAXABLE MUN MNGD COM 401664107 888 41,464 SH   DFND 14 0 41,464 0
GUGGENHEIM TAXABLE MUN MNGD COM 401664107 2,383 111,307 SH   DFND 15 0 111,307 0
GUGGENHEIM ENHNCD EQTY INCM COM 40167B100 2,889 361,183 SH   DFND 14 0 361,183 0
GUGGENHEIM ENHNCD EQTY INCM COM 40167B100 1,109 138,567 SH   DFND 15 0 138,567 0
GUGGENHEIM STRATEGIC OPP FD COM SBI 40167F101 2,365 120,402 SH   DFND 14 0 120,402 0
GUGGENHEIM EQ WEIGHT ENHANC COM SH BEN INT 40167M106 240 14,676 SH   DFND 14 0 14,676 0
GUGGENHEIM CR ALLOCATION FD COM 40168G108 792 35,460 SH   DFND 15 0 35,460 0
GUIDEWIRE SOFTWARE INC COM 40171V100 62,253 1,261,973 SH   DFND 1 0 1,190,340 71,633
GUIDEWIRE SOFTWARE INC COM 40171V100 2,220 45,012 SH   DFND 15 0 45,012 0
GULF ISLAND FABRICATION INC COM 402307102 335 28,180 SH   DFND 1 0 28,180 0
GULF ISLAND FABRICATION INC COM 402307102 114 9,600 SH   DFND 1,3 0 9,600 0
GULF ISLAND FABRICATION INC COM 402307102 1,125 94,573 SH   DFND 15 0 94,573 0
GULF RESOURCES INC COM PAR $0.0005 40251W309 60 30,876 SH   DFND 15 0 30,876 0
GULFMARK OFFSHORE INC CL A NEW 402629208 36 20,531 SH   DFND 15 0 20,531 0
GULFPORT ENERGY CORP COM NEW 402635304 28 1,302 SH   DFND 12,15 0 1,302 0
GULFPORT ENERGY CORP COM NEW 402635304 626 28,945 SH   DFND 15 0 28,945 0
H & E EQUIPMENT SERVICES INC COM 404030108 2,312 99,443 SH   DFND 15 0 99,443 0
HCA HOLDINGS INC COM 40412C101 1,358 18,345 SH   DFND 12,15 0 18,345 0
HCA HOLDINGS INC COM 40412C101 12,012 162,286 SH   DFND 14 0 162,286 0
HCA HOLDINGS INC COM 40412C101 131,725 1,779,593 SH   DFND 1 0 1,776,643 2,950
HCA HOLDINGS INC COM 40412C101 7,295 98,561 SH   DFND 1,12 0 98,561 0
HCA HOLDINGS INC COM 40412C101 43 584 SH   DFND 1,11 0 584 0
HCA HOLDINGS INC COM 40412C101 28,264 381,838 SH   DFND 15 0 381,838 0
HCA HOLDINGS INC COM 40412C101 83 1,120 SH   DFND 10 0 1,120 0
HCA HOLDINGS INC COM 40412C101 592 8,000 SH   DFND 5 0 0 8,000
HCA HOLDINGS INC COM 40412C101 1,190 16,080 SH   DFND 5,6 0 7,480 8,600
HCA HOLDINGS INC COM 40412C101 533 7,200 SH   DFND 11 0 7,200 0
HCA HOLDINGS INC COM 40412C101 457 6,175 SH   DFND 13 0 6,175 0
HC2 HLDGS INC COM 404139107 72 12,079 SH   DFND 15 0 12,079 0
HCP INC COM 40414L109 291 9,778 SH   DFND 12,15 0 9,778 0
HCP INC COM 40414L109 1,356 45,616 SH   DFND 14 0 45,616 0
HCP INC COM 40414L109 671,469 22,593,186 SH   DFND 1 0 7,390,962 15,202,224
HCP INC COM 40414L109 4,593 154,534 SH   DFND 1,2 0 154,534 0
HCP INC COM 40414L109 1,349 45,391 SH   DFND 1,12 0 45,391 0
HCP INC COM 40414L109 417 14,029 SH   DFND 1,9 0 14,029 0
HCP INC COM 40414L109 23,320 784,655 SH   DFND 1,3 0 784,655 0
HCP INC COM 40414L109 808 27,188 SH   DFND 1,15 0 27,188 0
HCP INC COM 40414L109 10,113 340,280 SH   DFND 1,13 0 340,280 0
HCP INC COM 40414L109 81,222 2,732,905 SH   DFND 15 0 2,732,905 0
HCP INC COM 40414L109 327 11,017 SH   DFND 11 0 11,017 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 82 1,346 SH   DFND 12,15 0 1,346 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 12 201 SH   DFND 1 0 201 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 605 9,968 SH   DFND 1,6 0 9,968 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 8,113 133,706 SH   DFND 15 0 133,706 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 2,698 44,455 SH   DFND 11,6 0 40,466 3,989
HDFC BANK LTD ADR REPS 3 SHS 40415F101 104,850 1,727,922 SH   DFND 6 0 1,727,922 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 1,238 20,410 SH   DFND 6,2 0 20,410 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 1,146 18,888 SH   DFND 6,12 0 18,888 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 1,180 19,446 SH   DFND 6,9 0 19,446 0
HCI GROUP INC COM 40416E103 4,168 105,575 SH   DFND 15 0 105,575 0
HD SUPPLY HLDGS INC COM 40416M105 333 7,823 SH   DFND 12,15 0 7,823 0
HD SUPPLY HLDGS INC COM 40416M105 1,249 29,387 SH   DFND 14 0 29,387 0
HD SUPPLY HLDGS INC COM 40416M105 73,920 1,738,889 SH   DFND 15 0 1,738,889 0
HFF INC CL A 40418F108 2,138 70,691 SH   DFND 15 0 70,691 0
HNI CORP COM 404251100 1,879 33,608 SH   DFND 14 0 33,608 0
HNI CORP COM 404251100 2,973 53,159 SH   DFND 15 0 53,159 0
HMS HLDGS CORP COM 40425J101 63 3,450 SH   DFND 12,15 0 3,450 0
HMS HLDGS CORP COM 40425J101 23,094 1,271,698 SH   DFND 1 0 1,171,098 100,600
HMS HLDGS CORP COM 40425J101 538 29,600 SH   DFND 1,3 0 29,600 0
HMS HLDGS CORP COM 40425J101 5,359 295,109 SH   DFND 15 0 295,109 0
HMS HLDGS CORP COM 40425J101 342 18,827 SH   DFND 5 0 0 18,827
HMS HLDGS CORP COM 40425J101 2,421 133,313 SH   DFND 6 0 133,313 0
HMS HLDGS CORP COM 40425J101 1,153 63,509 SH   DFND 6,12 0 63,509 0
HMS HLDGS CORP COM 40425J101 370 20,354 SH   DFND 6,9 0 20,354 0
HSBC HLDGS PLC SPON ADR NEW 404280406 4,297 106,941 SH   DFND 14 0 106,941 0
HSBC HLDGS PLC SPON ADR NEW 404280406 447 11,117 SH   DFND 1 0 11,117 0
HSBC HLDGS PLC SPON ADR NEW 404280406 21,303 530,186 SH   DFND 15 0 530,186 0
HSBC HLDGS PLC SDCV 5.625%12/3 404280AR0 39,450 400,000 PRN   DFND 6,9 0 400,000 0
HSBC HLDGS PLC NOTE 6.375%12/3 404280AT6 671,625 6,750,000 PRN   DFND 6 0 6,750,000 0
HSBC HLDGS PLC NOTE 6.375%12/3 404280AT6 1,628,815 16,370,000 PRN   DFND 6,9 0 16,370,000 0
HSN INC COM 404303109 1,341 39,104 SH   DFND 15 0 39,104 0
HRG GROUP INC COM 40434J100 59 3,817 SH   DFND 12,15 0 3,817 0
HRG GROUP INC COM 40434J100 940 60,407 SH   DFND 15 0 60,407 0
HP INC COM 40434L105 1,616 108,925 SH   DFND 12,15 0 108,925 0
HP INC COM 40434L105 910 61,333 SH   DFND 4 0 61,333 0
HP INC COM 40434L105 1,988 133,932 SH   DFND 14 0 133,932 0
HP INC COM 40434L105 22 1,500 SH Call DFND 14 0 0 0
HP INC COM 40434L105 129,294 8,712,564 SH   DFND 1 0 8,362,765 349,799
HP INC COM 40434L105 14,671 988,600 SH   DFND 1,4 0 988,600 0
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HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 86 2,671 SH   DFND 1 0 2,671 0
HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 86 2,669 SH   DFND 15 0 2,669 0
HOLLYFRONTIER CORP COM 436106108 483 14,758 SH   DFND 12,15 0 14,758 0
HOLLYFRONTIER CORP COM 436106108 3,843 117,301 SH   DFND 14 0 117,301 0
HOLLYFRONTIER CORP COM 436106108 11,128 339,674 SH   DFND 15 0 339,674 0
HOLLYFRONTIER CORP COM 436106108 147 4,500 SH   DFND 11 0 4,500 0
HOLOGIC INC COM 436440101 2,509 62,529 SH   DFND 12,15 0 62,529 0
HOLOGIC INC COM 436440101 591 14,736 SH   DFND 4 0 14,736 0
HOLOGIC INC COM 436440101 271 6,757 SH   DFND 14 0 6,757 0
HOLOGIC INC COM 436440101 86,495 2,155,905 SH   DFND 1 0 2,100,305 55,600
HOLOGIC INC COM 436440101 11,346 282,800 SH   DFND 1,4 0 282,800 0
HOLOGIC INC COM 436440101 1,180 29,400 SH   DFND 1,9 0 29,400 0
HOLOGIC INC COM 436440101 2,176 54,243 SH   DFND 1,3 0 54,243 0
HOLOGIC INC COM 436440101 4,164 103,800 SH   DFND 1,5 0 0 103,800
HOLOGIC INC COM 436440101 84,608 2,108,879 SH   DFND 15 0 2,108,879 0
HOLOGIC INC COM 436440101 36 900 SH   DFND 10 0 900 0
HOLOGIC INC COM 436440101 1,585 39,500 SH   DFND 5 0 0 39,500
HOLOGIC INC COM 436440101 665 16,568 SH   DFND 5,9 0 16,568 0
HOLOGIC INC COM 436440101 1,197 29,840 SH   DFND 5,6 0 14,240 15,600
HOLOGIC INC COM 436440101 246 6,126 SH   DFND 11 0 6,126 0
HOLOGIC INC COM 436440101 230 5,733 SH   DFND 13 0 5,733 0
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 8,138 6,000,000 PRN   DFND 1 0 6,000,000 0
HOME BANCSHARES INC COM 436893200 8,503 306,202 SH   DFND 15 0 306,202 0
HOME DEPOT INC COM 437076102 1,593 11,883 SH   DFND 12,15 0 11,883 0
HOME DEPOT INC COM 437076102 1,272 9,489 SH   DFND 4 0 9,489 0
HOME DEPOT INC COM 437076102 2,763 20,608 SH   DFND 14 0 20,608 0
HOME DEPOT INC COM 437076102 123,322 919,766 SH   DFND 1 0 918,916 850
HOME DEPOT INC COM 437076102 12,142 90,559 SH   DFND 1,9 0 90,559 0
HOME DEPOT INC COM 437076102 1,735 12,937 SH   DFND 1,15 0 12,937 0
HOME DEPOT INC COM 437076102 174,888 1,304,353 SH   DFND 15 0 1,304,353 0
HOME DEPOT INC COM 437076102 6,519 48,617 SH   DFND 5 0 0 48,617
HOME DEPOT INC COM 437076102 7,047 52,559 SH   DFND 5,6 0 26,325 26,234
HOME DEPOT INC COM 437076102 3,915 29,197 SH   DFND 11 0 29,197 0
HOME DEPOT INC COM 437076102 1,905 14,207 SH   DFND 13 0 14,207 0
HOMESTREET INC COM 43785V102 1,795 56,800 SH   DFND 1 0 0 56,800
HOMESTREET INC COM 43785V102 1,757 55,596 SH   DFND 15 0 55,596 0
HOMETRUST BANCSHARES INC COM 437872104 904 34,919 SH   DFND 15 0 34,919 0
HONDA MOTOR LTD AMERN SHS 438128308 7,389 253,144 SH   DFND 14 0 253,144 0
HONDA MOTOR LTD AMERN SHS 438128308 699 23,954 SH   DFND 1 0 23,954 0
HONDA MOTOR LTD AMERN SHS 438128308 1,562 53,500 SH   DFND 15 0 53,500 0
HONEYWELL INTL INC COM 438516106 171,438 1,479,828 SH   DFND 2 0 1,479,828 0
HONEYWELL INTL INC COM 438516106 1,082 9,337 SH   DFND 12,15 0 9,337 0
HONEYWELL INTL INC COM 438516106 18,427 159,059 SH   DFND 14 0 159,059 0
HONEYWELL INTL INC COM 438516106 50,770 438,241 SH   DFND 1 0 437,541 700
HONEYWELL INTL INC COM 438516106 1,716 14,811 SH   DFND 1,15 0 14,811 0
HONEYWELL INTL INC COM 438516106 103,031 889,344 SH   DFND 15 0 889,344 0
HONEYWELL INTL INC COM 438516106 3,307 28,548 SH   DFND 5 0 0 28,548
HONEYWELL INTL INC COM 438516106 718 6,198 SH   DFND 5,6 0 2,759 3,439
HONEYWELL INTL INC COM 438516106 1,975 17,047 SH   DFND 11 0 17,047 0
HONEYWELL INTL INC COM 438516106 774 6,685 SH   DFND 11,2 0 6,685 0
HOOKER FURNITURE CORP COM 439038100 307 8,101 SH   DFND 15 0 8,101 0
HOPE BANCORP INC COM 43940T109 10,117 462,188 SH   DFND 15 0 462,188 0
HORACE MANN EDUCATORS CORP N COM 440327104 14,690 343,229 SH   DFND 1 0 343,229 0
HORACE MANN EDUCATORS CORP N COM 440327104 15,663 365,947 SH   DFND 15 0 365,947 0
HORACE MANN EDUCATORS CORP N COM 440327104 1,890 44,154 SH   DFND 6 0 44,154 0
HORACE MANN EDUCATORS CORP N COM 440327104 882 20,611 SH   DFND 6,12 0 20,611 0
HORACE MANN EDUCATORS CORP N COM 440327104 287 6,699 SH   DFND 6,9 0 6,699 0
HORIZON BANCORP IND COM 440407104 499 17,820 SH   DFND 1 0 17,820 0
HORIZON BANCORP IND COM 440407104 151 5,400 SH   DFND 1,3 0 5,400 0
HORIZON BANCORP IND COM 440407104 499 17,818 SH   DFND 15 0 17,818 0
HORMEL FOODS CORP COM 440452100 63 1,796 SH   DFND 12,15 0 1,796 0
HORMEL FOODS CORP COM 440452100 53,868 1,547,479 SH   DFND 14 0 1,547,479 0
HORMEL FOODS CORP COM 440452100 14,113 405,425 SH   DFND 1 0 405,425 0
HORMEL FOODS CORP COM 440452100 2,640 75,845 SH   DFND 15 0 75,845 0
HORMEL FOODS CORP COM 440452100 668 19,200 SH   DFND 5 0 0 19,200
HORMEL FOODS CORP COM 440452100 240 6,900 SH   DFND 11 0 6,900 0
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 10,464 11,000,000 PRN   DFND 1 0 11,000,000 0
HORIZON GLOBAL CORP COM 44052W104 1,873 78,035 SH   DFND 15 0 78,035 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 3,171 439,256 SH   DFND 15 0 439,256 0
HORNBECK OFFSHORE SVCS INC N NOTE 1.500% 9/0 440543AN6 709 1,000,000 PRN   DFND 1 0 1,000,000 0
HORTONWORKS INC COM 440894103 293 35,202 SH   DFND 15 0 35,202 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 138 4,339 SH   DFND 12,15 0 4,339 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1,837 57,882 SH   DFND 1 0 57,882 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 8,718 274,656 SH   DFND 15 0 274,656 0
HOST HOTELS & RESORTS INC COM 44107P104 275 14,610 SH   DFND 12,15 0 14,610 0
HOST HOTELS & RESORTS INC COM 44107P104 3,530 187,349 SH   DFND 14 0 187,349 0
HOST HOTELS & RESORTS INC COM 44107P104 372,962 19,796,293 SH   DFND 1 0 9,418,864 10,377,429
HOST HOTELS & RESORTS INC COM 44107P104 3,589 190,485 SH   DFND 1,2 0 190,485 0
HOST HOTELS & RESORTS INC COM 44107P104 1,054 55,950 SH   DFND 1,12 0 55,950 0
HOST HOTELS & RESORTS INC COM 44107P104 253 13,452 SH   DFND 1,9 0 13,452 0
HOST HOTELS & RESORTS INC COM 44107P104 18,322 972,490 SH   DFND 1,3 0 972,490 0
HOST HOTELS & RESORTS INC COM 44107P104 654 34,720 SH   DFND 1,15 0 34,720 0
HOST HOTELS & RESORTS INC COM 44107P104 7,944 421,643 SH   DFND 1,13 0 421,643 0
HOST HOTELS & RESORTS INC COM 44107P104 92,049 4,885,809 SH   DFND 15 0 4,885,809 0
HOST HOTELS & RESORTS INC COM 44107P104 330 17,495 SH   DFND 11 0 17,495 0
HOSTESS BRANDS INC CL A 44109J106 4,505 346,553 SH   DFND 15 0 346,553 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 35 3,183 SH   DFND 12,15 0 3,183 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 1,979 182,377 SH   DFND 15 0 182,377 0
HOULIHAN LOKEY INC CL A 441593100 322 10,349 SH   DFND 15 0 10,349 0
HOUSTON WIRE & CABLE CO COM 44244K109 316 48,633 SH   DFND 15 0 48,633 0
HOVNANIAN ENTERPRISES INC CL A 442487203 1,078 394,974 SH   DFND 15 0 394,974 0
HOWARD HUGHES CORP COM 44267D107 2,392 20,964 SH   DFND 15 0 20,964 0
HUANENG PWR INTL INC SPON ADR H SHS 443304100 664 25,508 SH   DFND 14 0 25,508 0
HUANENG PWR INTL INC SPON ADR H SHS 443304100 343 13,157 SH   DFND 15 0 13,157 0
HUB GROUP INC CL A 443320106 43 972 SH   DFND 12,15 0 972 0
HUB GROUP INC CL A 443320106 1,787 40,846 SH   DFND 14 0 40,846 0
HUB GROUP INC CL A 443320106 1,434 32,767 SH   DFND 15 0 32,767 0
HUBBELL INC COM 443510607 88 752 SH   DFND 12,15 0 752 0
HUBBELL INC COM 443510607 11,204 96,011 SH   DFND 15 0 96,011 0
HUBSPOT INC COM 443573100 6,610 140,637 SH   DFND 1 0 97,254 43,383
HUBSPOT INC COM 443573100 135 2,862 SH   DFND 15 0 2,862 0
HUDBAY MINERALS INC COM 443628102 65 11,342 SH   DFND 2,15 0 11,342 0
HUDBAY MINERALS INC COM 443628102 51 9,005 SH   DFND 12,15 0 9,005 0
HUDBAY MINERALS INC COM 443628102 291 51,087 SH   DFND 15 0 51,087 0
HUDSON PAC PPTYS INC COM 444097109 288,078 8,282,878 SH   DFND 1 0 4,344,455 3,938,423
HUDSON PAC PPTYS INC COM 444097109 3,170 91,151 SH   DFND 1,2 0 91,151 0
HUDSON PAC PPTYS INC COM 444097109 932 26,793 SH   DFND 1,12 0 26,793 0
HUDSON PAC PPTYS INC COM 444097109 418 12,016 SH   DFND 1,9 0 12,016 0
HUDSON PAC PPTYS INC COM 444097109 16,159 464,611 SH   DFND 1,3 0 464,611 0
HUDSON PAC PPTYS INC COM 444097109 700 20,132 SH   DFND 1,15 0 20,132 0
HUDSON PAC PPTYS INC COM 444097109 7,047 202,625 SH   DFND 1,13 0 202,625 0
HUDSON PAC PPTYS INC COM 444097109 1,276 36,678 SH   DFND 15 0 36,678 0
HUDSON TECHNOLOGIES INC COM 444144109 1,150 143,548 SH   DFND 15 0 143,548 0
HUMANA INC COM 444859102 983 4,819 SH   DFND 12,15 0 4,819 0
HUMANA INC COM 444859102 45,366 222,351 SH   DFND 1 0 222,201 150
HUMANA INC COM 444859102 8,556 41,936 SH   DFND 1,12 0 41,936 0
HUMANA INC COM 444859102 857 4,200 SH   DFND 1,5 0 0 4,200
HUMANA INC COM 444859102 17,060 83,613 SH   DFND 15 0 83,613 0
HUMANA INC COM 444859102 108 530 SH   DFND 10 0 530 0
HUMANA INC COM 444859102 1,367 6,700 SH   DFND 5 0 0 6,700
HUMANA INC COM 444859102 1,071 5,250 SH   DFND 5,6 0 2,550 2,700
HUMANA INC COM 444859102 714 3,500 SH   DFND 11 0 3,500 0
HUMANA INC COM 444859102 398 1,949 SH   DFND 13 0 1,949 0
HUNT J B TRANS SVCS INC COM 445658107 82 845 SH   DFND 12,15 0 845 0
HUNT J B TRANS SVCS INC COM 445658107 13,597 140,070 SH   DFND 1 0 140,070 0
HUNT J B TRANS SVCS INC COM 445658107 1,649 16,987 SH   DFND 1,15 0 16,987 0
HUNT J B TRANS SVCS INC COM 445658107 2,563 26,401 SH   DFND 15 0 26,401 0
HUNT J B TRANS SVCS INC COM 445658107 786 8,100 SH   DFND 5 0 0 8,100
HUNT J B TRANS SVCS INC COM 445658107 214 2,200 SH   DFND 11 0 2,200 0
HUNTINGTON BANCSHARES INC COM 446150104 260 19,673 SH   DFND 12,15 0 19,673 0
HUNTINGTON BANCSHARES INC COM 446150104 7,600 574,859 SH   DFND 14 0 574,859 0
HUNTINGTON BANCSHARES INC COM 446150104 13,935 1,054,095 SH   DFND 1 0 1,054,095 0
HUNTINGTON BANCSHARES INC COM 446150104 25,596 1,936,185 SH   DFND 15 0 1,936,185 0
HUNTINGTON BANCSHARES INC COM 446150104 297 22,500 SH   DFND 11 0 22,500 0
HUNTINGTON INGALLS INDS INC COM 446413106 105 568 SH   DFND 12,15 0 568 0
HUNTINGTON INGALLS INDS INC COM 446413106 4,171 22,646 SH   DFND 14 0 22,646 0
HUNTINGTON INGALLS INDS INC COM 446413106 10,508 57,050 SH   DFND 1 0 43,550 13,500
HUNTINGTON INGALLS INDS INC COM 446413106 3,002 16,300 SH   DFND 1,4 0 16,300 0
HUNTINGTON INGALLS INDS INC COM 446413106 829 4,500 SH   DFND 1,9 0 4,500 0
HUNTINGTON INGALLS INDS INC COM 446413106 442 2,400 SH   DFND 1,3 0 2,400 0
HUNTINGTON INGALLS INDS INC COM 446413106 1,381 7,500 SH   DFND 1,5 0 0 7,500
HUNTINGTON INGALLS INDS INC COM 446413106 36,530 198,328 SH   DFND 15 0 198,328 0
HUNTINGTON INGALLS INDS INC COM 446413106 521 2,829 SH   DFND 5,9 0 2,829 0
HUNTINGTON INGALLS INDS INC COM 446413106 2,068 11,226 SH   DFND 5,6 0 4,856 6,370
HUNTINGTON INGALLS INDS INC COM 446413106 203 1,100 SH   DFND 11 0 1,100 0
HUNTINGTON INGALLS INDS INC COM 446413106 1,077 5,848 SH   DFND 13 0 5,848 0
HUNTSMAN CORP COM 447011107 259 13,588 SH   DFND 12,15 0 13,588 0
HUNTSMAN CORP COM 447011107 875 45,855 SH   DFND 14 0 45,855 0
HUNTSMAN CORP COM 447011107 1,444 75,700 SH   DFND 1 0 75,700 0
HUNTSMAN CORP COM 447011107 3,274 171,592 SH   DFND 15 0 171,592 0
HURON CONSULTING GROUP INC COM 447462102 2,643 52,183 SH   DFND 1 0 52,183 0
HURON CONSULTING GROUP INC COM 447462102 1,163 22,957 SH   DFND 15 0 22,957 0
HYATT HOTELS CORP COM CL A 448579102 37 667 SH   DFND 12,15 0 667 0
HYATT HOTELS CORP COM CL A 448579102 165 2,983 SH   DFND 14 0 2,983 0
HYATT HOTELS CORP COM CL A 448579102 4,232 76,575 SH   DFND 1 0 76,575 0
HYATT HOTELS CORP COM CL A 448579102 2,801 50,693 SH   DFND 15 0 50,693 0
HYDROGENICS CORP NEW COM NEW 448883207 475 108,022 SH   DFND 15 0 108,022 0
IDT CORP CL B NEW 448947507 960 51,762 SH   DFND 15 0 51,762 0
HYSTER YALE MATLS HANDLING I CL A 449172105 1,045 16,383 SH   DFND 15 0 16,383 0
IAC INTERACTIVECORP COM 44919P508 169 2,606 SH   DFND 12,15 0 2,606 0
IAC INTERACTIVECORP COM 44919P508 483 7,450 SH   DFND 1 0 7,450 0
IAC INTERACTIVECORP COM 44919P508 91 1,400 SH   DFND 1,9 0 1,400 0
IAC INTERACTIVECORP COM 44919P508 10,039 154,948 SH   DFND 15 0 154,948 0
ICF INTL INC COM 44925C103 1,882 34,092 SH   DFND 15 0 34,092 0
ICU MED INC COM 44930G107 42,111 285,786 SH   DFND 1 0 285,786 0
ICU MED INC COM 44930G107 6,793 46,101 SH   DFND 15 0 46,101 0
IES HLDGS INC COM 44951W106 1,147 59,915 SH   DFND 15 0 59,915 0
ILG INC COM 44967H101 106 5,850 SH   DFND 14 0 5,850 0
ILG INC COM 44967H101 2,290 126,043 SH   DFND 15 0 126,043 0
IPG PHOTONICS CORP COM 44980X109 1,754 17,771 SH   DFND 14 0 17,771 0
IPG PHOTONICS CORP COM 44980X109 1,266 12,825 SH   DFND 15 0 12,825 0
ISTAR INC COM 45031U101 1,357 109,679 SH   DFND 15 0 109,679 0
ITAU CORPBANCA SPONSORED ADR 45033E105 464 37,286 SH   DFND 14 0 37,286 0
IXIA COM 45071R109 357 22,160 SH   DFND 1 0 14,460 7,700
IXIA COM 45071R109 221 13,700 SH   DFND 1,3 0 13,700 0
IXIA COM 45071R109 5,961 370,238 SH   DFND 15 0 370,238 0
ITT INC COM 45073V108 42 1,077 SH   DFND 12,15 0 1,077 0
ITT INC COM 45073V108 111,804 2,898,741 SH   DFND 1 0 2,898,741 0
ITT INC COM 45073V108 1,264 32,759 SH   DFND 15 0 32,759 0
IBERIABANK CORP COM 450828108 4,419 52,761 SH   DFND 14 0 52,761 0
IBERIABANK CORP COM 450828108 27,899 333,125 SH   DFND 1 0 333,125 0
IBERIABANK CORP COM 450828108 8,107 96,805 SH   DFND 15 0 96,805 0
IBERIABANK CORP COM 450828108 3,651 43,596 SH   DFND 6 0 43,596 0
IBERIABANK CORP COM 450828108 1,654 19,749 SH   DFND 6,12 0 19,749 0
IBERIABANK CORP COM 450828108 556 6,638 SH   DFND 6,9 0 6,638 0
IAMGOLD CORP COM 450913108 476 123,524 SH   DFND 2,15 0 123,524 0
IAMGOLD CORP COM 450913108 148 38,331 SH   DFND 1,2 0 38,331 0
IAMGOLD CORP COM 450913108 629 163,489 SH   DFND 15 0 163,489 0
ICICI BK LTD ADR 45104G104 102 13,600 SH   DFND 12,15 0 13,600 0
ICICI BK LTD ADR 45104G104 229 30,585 SH   DFND 1,6 0 30,585 0
ICICI BK LTD ADR 45104G104 8,903 1,188,662 SH   DFND 15 0 1,188,662 0
ICICI BK LTD ADR 45104G104 3,892 519,598 SH   DFND 11,6 0 519,598 0
ICICI BK LTD ADR 45104G104 104,378 13,935,711 SH   DFND 6 0 11,674,277 2,261,434
ICICI BK LTD ADR 45104G104 21,772 2,906,834 SH   DFND 6,12 0 2,906,834 0
ICICI BK LTD ADR 45104G104 372 49,728 SH   DFND 6,9 0 49,728 0
ICONIX BRAND GROUP INC COM 451055107 2,152 230,356 SH   DFND 15 0 230,356 0
IDACORP INC COM 451107106 59 727 SH   DFND 12,15 0 727 0
IDACORP INC COM 451107106 1,073 13,325 SH   DFND 14 0 13,325 0
IDACORP INC COM 451107106 12,908 160,253 SH   DFND 15 0 160,253 0
IDEX CORP COM 45167R104 120 1,327 SH   DFND 12,15 0 1,327 0
IDEX CORP COM 45167R104 2,270 25,200 SH   DFND 14 0 25,200 0
IDEX CORP COM 45167R104 56,872 631,489 SH   DFND 15 0 631,489 0
IDEXX LABS INC COM 45168D104 63 538 SH   DFND 12,15 0 538 0
IDEXX LABS INC COM 45168D104 12 100 SH   DFND 1 0 100 0
IDEXX LABS INC COM 45168D104 4,394 37,468 SH   DFND 15 0 37,468 0
IDEXX LABS INC COM 45168D104 246 2,100 SH   DFND 11 0 2,100 0
IKANG HEALTHCARE GROUP INC SPONSORED ADR 45174L108 1,370 79,060 SH   DFND 15 0 79,060 0
ILLINOIS TOOL WKS INC COM 452308109 1,679 13,707 SH   DFND 12,15 0 13,707 0
ILLINOIS TOOL WKS INC COM 452308109 490 4,000 SH   DFND 4 0 4,000 0
ILLINOIS TOOL WKS INC COM 452308109 106,904 872,971 SH   DFND 14 0 872,971 0
ILLINOIS TOOL WKS INC COM 452308109 101,843 831,643 SH   DFND 1 0 831,343 300
ILLINOIS TOOL WKS INC COM 452308109 1,812 14,796 SH   DFND 1,15 0 14,796 0
ILLINOIS TOOL WKS INC COM 452308109 112,062 915,092 SH   DFND 15 0 915,092 0
ILLINOIS TOOL WKS INC COM 452308109 1,954 15,954 SH   DFND 5 0 0 15,954
ILLINOIS TOOL WKS INC COM 452308109 10 80 SH   DFND 5,6 0 80 0
ILLINOIS TOOL WKS INC COM 452308109 927 7,572 SH   DFND 11 0 7,572 0
ILLUMINA INC COM 452327109 4,145 32,374 SH   DFND 12,15 0 32,374 0
ILLUMINA INC COM 452327109 15,008 117,211 SH   DFND 1 0 117,211 0
ILLUMINA INC COM 452327109 146,616 1,145,082 SH   DFND 15 0 1,145,082 0
ILLUMINA INC COM 452327109 68 529 SH   DFND 10 0 529 0
ILLUMINA INC COM 452327109 768 6,000 SH   DFND 5 0 0 6,000
ILLUMINA INC COM 452327109 448 3,500 SH   DFND 11 0 3,500 0
ILLUMINA INC NOTE 6/1 452327AF6 11,453 12,000,000 PRN   DFND 1 0 12,000,000 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 3,833 4,000,000 PRN   DFND 1 0 4,000,000 0
IMAX CORP COM 45245E109 41,593 1,324,608 SH   DFND 1 0 1,324,608 0
IMAX CORP COM 45245E109 1,490 47,443 SH   DFND 1,9 0 47,443 0
IMAX CORP COM 45245E109 745 23,720 SH   DFND 15 0 23,720 0
IMMUNOGEN INC COM 45253H101 22 10,671 SH   DFND 15 0 10,671 0
IMPAC MTG HLDGS INC COM NEW 45254P508 668 47,670 SH   DFND 1 0 47,670 0
IMPAC MTG HLDGS INC COM NEW 45254P508 334 23,800 SH   DFND 1,3 0 23,800 0
IMPAC MTG HLDGS INC COM NEW 45254P508 3 227 SH   DFND 15 0 227 0
IMPAX LABORATORIES INC COM 45256B101 13,065 986,007 SH   DFND 1 0 858,289 127,718
IMPAX LABORATORIES INC COM 45256B101 38,897 2,935,659 SH   DFND 15 0 2,935,659 0
IMPAX LABORATORIES INC COM 45256B101 955 72,062 SH   DFND 6 0 72,062 0
IMPAX LABORATORIES INC COM 45256B101 449 33,865 SH   DFND 6,12 0 33,865 0
IMPAX LABORATORIES INC COM 45256B101 144 10,867 SH   DFND 6,9 0 10,867 0
IMPAX LABORATORIES INC NOTE 2.000% 6/1 45256BAE1 5,920 7,500,000 PRN   DFND 1 0 7,500,000 0
IMPERIAL OIL LTD COM NEW 453038408 1,064 30,610 SH   DFND 2,15 0 30,610 0
IMPERIAL OIL LTD COM NEW 453038408 43 1,227 SH   DFND 12,15 0 1,227 0
IMPERIAL OIL LTD COM NEW 453038408 332 9,541 SH   DFND 1,2 0 9,541 0
IMPERIAL OIL LTD COM NEW 453038408 5,211 149,922 SH   DFND 15 0 149,922 0
IMPERIAL OIL LTD COM NEW 453038408 429 12,330 SH   DFND 5 0 0 12,330
IMPERIAL OIL LTD COM NEW 453038408 245 7,050 SH   DFND 11 0 7,050 0
IMPERVA INC COM 45321L100 8,907 231,946 SH   DFND 2 0 231,946 0
IMPERVA INC COM 45321L100 73 1,911 SH   DFND 14 0 1,911 0
IMPERVA INC COM 45321L100 223 5,820 SH   DFND 15 0 5,820 0
INC RESH HLDGS INC CL A 45329R109 58,014 1,102,933 SH   DFND 1 0 1,031,642 71,291
INC RESH HLDGS INC CL A 45329R109 1,058 20,117 SH   DFND 1,3 0 20,117 0
INC RESH HLDGS INC CL A 45329R109 824 15,673 SH   DFND 15 0 15,673 0
INCYTE CORP COM 45337C102 6,663 66,446 SH   DFND 2 0 66,446 0
INCYTE CORP COM 45337C102 4,127 41,159 SH   DFND 12,15 0 41,159 0
INCYTE CORP COM 45337C102 64,985 648,100 SH   DFND 1 0 645,050 3,050
INCYTE CORP COM 45337C102 12,265 122,323 SH   DFND 1,12 0 122,323 0
INCYTE CORP COM 45337C102 1,855 18,500 SH   DFND 1,4 0 18,500 0
INCYTE CORP COM 45337C102 261 2,600 SH   DFND 1,3 0 2,600 0
INCYTE CORP COM 45337C102 170 1,700 SH   DFND 1,5 0 0 1,700
INCYTE CORP COM 45337C102 5 48 SH   DFND 1,11 0 48 0
INCYTE CORP COM 45337C102 152,945 1,525,327 SH   DFND 15 0 1,525,327 0
INCYTE CORP COM 45337C102 501 5,000 SH   DFND 5 0 0 5,000
INCYTE CORP COM 45337C102 8 80 SH   DFND 5,6 0 80 0
INCYTE CORP COM 45337C102 401 4,000 SH   DFND 11 0 4,000 0
INDEPENDENCE CONTRACT DRIL I COM 453415309 351 52,334 SH   DFND 15 0 52,334 0
INDEPENDENCE RLTY TR INC COM 45378A106 640 71,771 SH   DFND 1 0 71,771 0
INDEPENDENCE RLTY TR INC COM 45378A106 8,136 912,137 SH   DFND 15 0 912,137 0
INDEPENDENT BANK CORP MASS COM 453836108 12 176 SH   DFND 1 0 176 0
INDEPENDENT BANK CORP MASS COM 453836108 10,641 151,043 SH   DFND 15 0 151,043 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 4,279 197,171 SH   DFND 15 0 197,171 0
INDEPENDENT BK GROUP INC COM 45384B106 601 9,632 SH   DFND 15 0 9,632 0
INFINITY PHARMACEUTICALS INC COM 45665G303 44 32,543 SH   DFND 15 0 32,543 0
INFINITY PPTY & CAS CORP COM 45665Q103 911 10,361 SH   DFND 14 0 10,361 0
INFINITY PPTY & CAS CORP COM 45665Q103 16 177 SH   DFND 1 0 177 0
INFINITY PPTY & CAS CORP COM 45665Q103 11,128 126,603 SH   DFND 15 0 126,603 0
INFINERA CORPORATION COM 45667G103 172 20,237 SH   DFND 14 0 20,237 0
INFINERA CORPORATION COM 45667G103 301 35,416 SH   DFND 15 0 35,416 0
INFORMATION SERVICES GROUP I COM 45675Y104 364 100,020 SH   DFND 1 0 100,020 0
INFORMATION SERVICES GROUP I COM 45675Y104 191 52,600 SH   DFND 1,3 0 52,600 0
INFORMATION SERVICES GROUP I COM 45675Y104 6 1,750 SH   DFND 15 0 1,750 0
INFOSYS LTD SPONSORED ADR 456788108 136 9,197 SH   DFND 12,15 0 9,197 0
INFOSYS LTD SPONSORED ADR 456788108 560 37,786 SH   DFND 14 0 37,786 0
INFOSYS LTD SPONSORED ADR 456788108 313 21,139 SH   DFND 1,6 0 21,139 0
INFOSYS LTD SPONSORED ADR 456788108 15,081 1,016,948 SH   DFND 15 0 1,016,948 0
INFOSYS LTD SPONSORED ADR 456788108 7,091 478,162 SH   DFND 11,6 0 478,162 0
INFOSYS LTD SPONSORED ADR 456788108 66,325 4,472,329 SH   DFND 6 0 4,472,329 0
INFOSYS LTD SPONSORED ADR 456788108 1,230 82,950 SH   DFND 6,12 0 82,950 0
INFOSYS LTD SPONSORED ADR 456788108 510 34,379 SH   DFND 6,9 0 34,379 0
ING GROEP N V SPONSORED ADR 456837103 1,087 77,096 SH   DFND 1 0 77,096 0
ING GROEP N V SPONSORED ADR 456837103 1,084 76,902 SH   DFND 15 0 76,902 0
ING GROEP N V SPONSORED ADR 456837103 2,579 182,882 SH   DFND 6,4 0 182,882 0
ING GROEP N V DBCV 6.000%12/3 456837AE3 409,500 4,200,000 PRN   DFND 1 0 4,200,000 0
ING GROEP N V DBCV 6.000%12/3 456837AE3 39,000 400,000 PRN   DFND 1,9 0 400,000 0
ING GROEP N V DBCV 6.000%12/3 456837AE3 390,000 4,000,000 PRN   DFND 6 0 4,000,000 0
ING GROEP N V DBCV 6.000%12/3 456837AE3 1,082,250 11,100,000 PRN   DFND 6,9 0 11,100,000 0
ING GROEP N V DBCV 6.500%12/3 456837AF0 632,633 6,560,000 PRN   DFND 1 0 6,560,000 0
ING GROEP N V DBCV 6.500%12/3 456837AF0 42,433 440,000 PRN   DFND 1,3 0 440,000 0
ING GROEP N V DBCV 6.500%12/3 456837AF0 28,931 300,000 PRN   DFND 1,6 0 300,000 0
ING GROEP N V DBCV 6.500%12/3 456837AF0 135,013 1,400,000 PRN   DFND 6 0 0 1,400,000
ING GROEP N V DBCV 6.500%12/3 456837AF0 877,586 9,100,000 PRN   DFND 6,9 0 9,100,000 0
INFRAREIT INC COM 45685L100 46,671 2,605,868 SH   DFND 1 0 2,048,676 557,192
INFRAREIT INC COM 45685L100 625 34,915 SH   DFND 1,2 0 34,915 0
INFRAREIT INC COM 45685L100 183 10,230 SH   DFND 1,12 0 10,230 0
INFRAREIT INC COM 45685L100 295 16,496 SH   DFND 1,9 0 16,496 0
INFRAREIT INC COM 45685L100 3,263 182,165 SH   DFND 1,3 0 182,165 0
INFRAREIT INC COM 45685L100 391 21,807 SH   DFND 1,13 0 21,807 0
INFRAREIT INC COM 45685L100 498 27,778 SH   DFND 15 0 27,778 0
INGEVITY CORP COM 45688C107 42 763 SH   DFND 12,15 0 763 0
INGEVITY CORP COM 45688C107 76 1,381 SH   DFND 14 0 1,381 0
INGEVITY CORP COM 45688C107 3,732 68,025 SH   DFND 1 0 68,025 0
INGEVITY CORP COM 45688C107 9,359 170,589 SH   DFND 15 0 170,589 0
INGLES MKTS INC CL A 457030104 1,632 33,919 SH   DFND 15 0 33,919 0
INGREDION INC COM 457187102 738 5,908 SH   DFND 12,15 0 5,908 0
INGREDION INC COM 457187102 502 4,018 SH   DFND 4 0 4,018 0
INGREDION INC COM 457187102 2,192 17,544 SH   DFND 14 0 17,544 0
INGREDION INC COM 457187102 13,558 108,500 SH   DFND 1 0 72,550 35,950
INGREDION INC COM 457187102 7,810 62,500 SH   DFND 1,4 0 62,500 0
INGREDION INC COM 457187102 1,400 11,200 SH   DFND 1,9 0 11,200 0
INGREDION INC COM 457187102 1,075 8,600 SH   DFND 1,3 0 8,600 0
INGREDION INC COM 457187102 1,817 14,542 SH   DFND 1,5 0 42 14,500
INGREDION INC COM 457187102 21,643 173,200 SH   DFND 15 0 173,200 0
INGREDION INC COM 457187102 4,899 39,203 SH   DFND 5 0 4,757 34,446
INGREDION INC COM 457187102 4,797 38,391 SH   DFND 5,9 0 38,391 0
INGREDION INC COM 457187102 607 4,859 SH   DFND 5,6 0 2,146 2,713
INGREDION INC COM 457187102 203 1,628 SH   DFND 5,7 0 0 1,628
INGREDION INC COM 457187102 225 1,800 SH   DFND 11 0 1,800 0
INGREDION INC COM 457187102 1,076 8,610 SH   DFND 7 0 0 8,610
INGREDION INC COM 457187102 292 2,335 SH   DFND 13 0 2,335 0
INSIGHT ENTERPRISES INC COM 45765U103 32 791 SH   DFND 12,15 0 791 0
INSIGHT ENTERPRISES INC COM 45765U103 11,359 280,878 SH   DFND 15 0 280,878 0
INSMED INC COM PAR $.01 457669307 6,055 457,652 SH   DFND 15 0 457,652 0
INNOSPEC INC COM 45768S105 693 10,111 SH   DFND 14 0 10,111 0
INNOSPEC INC COM 45768S105 13 185 SH   DFND 1 0 185 0
INNOSPEC INC COM 45768S105 17,206 251,179 SH   DFND 15 0 251,179 0
INPHI CORP COM 45772F107 7,795 174,706 SH   DFND 15 0 174,706 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 3,876 3,000,000 PRN   DFND 1 0 3,000,000 0
INNERWORKINGS INC COM 45773Y105 799 81,158 SH   DFND 15 0 81,158 0
INNOPHOS HOLDINGS INC COM 45774N108 26 500 SH   DFND 12,15 0 500 0
INNOPHOS HOLDINGS INC COM 45774N108 438 8,380 SH   DFND 1 0 6,480 1,900
INNOPHOS HOLDINGS INC COM 45774N108 272 5,200 SH   DFND 1,3 0 5,200 0
INNOPHOS HOLDINGS INC COM 45774N108 5,324 101,871 SH   DFND 15 0 101,871 0
INSTEEL INDUSTRIES INC COM 45774W108 8,531 239,354 SH   DFND 15 0 239,354 0
INSPERITY INC COM 45778Q107 907 12,778 SH   DFND 14 0 12,778 0
INSPERITY INC COM 45778Q107 1,224 17,250 SH   DFND 1 0 17,250 0
INSPERITY INC COM 45778Q107 788 11,100 SH   DFND 1,3 0 11,100 0
INSPERITY INC COM 45778Q107 2,397 33,781 SH   DFND 15 0 33,781 0
INOGEN INC COM 45780L104 11,209 166,882 SH   DFND 1 0 115,407 51,475
INOGEN INC COM 45780L104 5,464 81,349 SH   DFND 15 0 81,349 0
INSTALLED BLDG PRODS INC COM 45780R101 16,102 389,889 SH   DFND 1 0 389,889 0
INSTALLED BLDG PRODS INC COM 45780R101 1,000 24,210 SH   DFND 15 0 24,210 0
INOVALON HLDGS INC COM CL A 45781D101 1,909 185,319 SH   DFND 15 0 185,319 0
INNOVIVA INC COM 45781M101 1,062 99,275 SH   DFND 1 0 99,275 0
INNOVIVA INC COM 45781M101 60 5,600 SH   DFND 1,3 0 5,600 0
INNOVIVA INC COM 45781M101 8,344 779,787 SH   DFND 15 0 779,787 0
INSIGHT SELECT INCOME FD COM 45781W109 738 38,522 SH   DFND 14 0 38,522 0
INSIGHT SELECT INCOME FD COM 45781W109 1,494 77,957 SH   DFND 15 0 77,957 0
INSULET CORP COM 45784P101 216 5,728 SH   DFND 15 0 5,728 0
INSULET CORP NOTE 2.000% 6/1 45784PAD3 2,814 2,633,000 PRN   DFND 1 0 2,633,000 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 54,078 630,351 SH   DFND 1 0 606,318 24,033
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 14,564 169,766 SH   DFND 15 0 169,766 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 2,147 91,112 SH   DFND 14 0 91,112 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 76,937 3,265,563 SH   DFND 1 0 3,265,563 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 2,660 112,883 SH   DFND 1,12 0 112,883 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 1,419 60,234 SH   DFND 15 0 60,234 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AC0 19,044 18,500,000 PRN   DFND 1 0 18,500,000 0
INTEL CORP COM 458140100 41,112 1,133,499 SH   DFND 12,15 0 1,133,499 0
INTEL CORP COM 458140100 1,513 41,725 SH   DFND 4 0 41,725 0
INTEL CORP COM 458140100 67,491 1,860,804 SH   DFND 14 0 1,860,804 0
INTEL CORP COM 458140100 65 1,800 SH Call DFND 14 0 0 0
INTEL CORP COM 458140100 561,767 15,488,464 SH   DFND 1 0 14,463,952 1,024,512
INTEL CORP COM 458140100 7,385 203,600 SH   DFND 1,4 0 203,600 0
INTEL CORP COM 458140100 1,480 40,796 SH   DFND 1,9 0 40,796 0
INTEL CORP COM 458140100 1,423 39,234 SH   DFND 1,3 0 39,234 0
INTEL CORP COM 458140100 16 450 SH   DFND 1,15 0 450 0
INTEL CORP COM 458140100 13,035 359,384 SH   DFND 1,5 0 254,184 105,200
INTEL CORP COM 458140100 1,418,268 39,103,053 SH   DFND 15 0 39,103,053 0
INTEL CORP COM 458140100 2,249 62,000 SH   DFND 10 0 62,000 0
INTEL CORP COM 458140100 21,758 599,898 SH   DFND 5 0 206,168 393,730
INTEL CORP COM 458140100 3,568 98,369 SH   DFND 5,9 0 98,369 0
INTEL CORP COM 458140100 12,583 346,916 SH   DFND 5,6 0 171,019 175,897
INTEL CORP COM 458140100 1,003 27,640 SH   DFND 5,7 0 0 27,640
INTEL CORP COM 458140100 4,058 111,874 SH   DFND 11 0 111,874 0
INTEL CORP COM 458140100 6,636 182,955 SH   DFND 6 0 30,355 152,600
INTEL CORP COM 458140100 623 17,166 SH   DFND 7 0 0 17,166
INTEL CORP COM 458140100 5,486 151,256 SH   DFND 13 0 151,256 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 62,485 35,440,000 PRN   DFND 1 0 35,440,000 0
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 4,827 524,708 SH   DFND 15 0 524,708 0
INTELIQUENT INC COM 45825N107 2,917 127,263 SH   DFND 15 0 127,263 0
INTEGER HLDGS CORP COM 45826H109 2,656 90,188 SH   DFND 15 0 90,188 0
INTER PARFUMS INC COM 458334109 3,364 102,706 SH   DFND 15 0 102,706 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 3,872 106,058 SH   DFND 15 0 106,058 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 241 2,220 SH   DFND 15 0 2,220 0
INTERCONTINENTAL HOTELS GROU SPON ADR NW 2016 45857P608 6,458 145,674 SH   DFND 15 0 145,674 0
INTERFACE INC COM 458665304 1,702 91,777 SH   DFND 15 0 91,777 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 192 3,402 SH   DFND 12,15 0 3,402 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 4,064 72,032 SH   DFND 14 0 72,032 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 70,884 1,256,366 SH   DFND 1 0 1,256,366 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 405 7,180 SH   DFND 1,3 0 7,180 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 3,894 69,022 SH   DFND 15 0 69,022 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 1,550 27,465 SH   DFND 5 0 0 27,465
INTERCONTINENTAL EXCHANGE IN COM 45866F104 794 14,070 SH   DFND 11 0 14,070 0
INTERDIGITAL INC COM 45867G101 120 1,315 SH   DFND 12,15 0 1,315 0
INTERDIGITAL INC COM 45867G101 3,200 35,032 SH   DFND 14 0 35,032 0
INTERDIGITAL INC COM 45867G101 13,935 152,540 SH   DFND 1 0 126,140 26,400
INTERDIGITAL INC COM 45867G101 292 3,200 SH   DFND 1,3 0 3,200 0
INTERDIGITAL INC COM 45867G101 10,703 117,169 SH   DFND 15 0 117,169 0
INTERDIGITAL INC COM 45867G101 5,506 60,278 SH   DFND 5 0 18,937 41,341
INTERDIGITAL INC COM 45867G101 4,836 52,943 SH   DFND 5,9 0 52,943 0
INTERDIGITAL INC COM 45867G101 1,590 17,402 SH   DFND 5,6 0 7,458 9,944
INTERDIGITAL INC COM 45867G101 783 8,572 SH   DFND 5,7 0 0 8,572
INTERDIGITAL INC COM 45867G101 4,417 48,351 SH   DFND 6 0 0 48,351
INTERDIGITAL INC COM 45867G101 877 9,600 SH   DFND 7 0 0 9,600
INTERDIGITAL INC COM 45867G101 510 5,584 SH   DFND 13 0 5,584 0
INTERNAP CORP COM PAR $.001 45885A300 288 186,977 SH   DFND 15 0 186,977 0
INTERNATIONAL BANCSHARES COR COM 459044103 3,414 83,681 SH   DFND 15 0 83,681 0
INTERNATIONAL BUSINESS MACHS COM 459200101 3,392 20,434 SH   DFND 12,15 0 20,434 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,508 9,083 SH   DFND 4 0 9,083 0
INTERNATIONAL BUSINESS MACHS COM 459200101 123,580 744,503 SH   DFND 14 0 744,503 0
INTERNATIONAL BUSINESS MACHS COM 459200101 225,409 1,357,966 SH   DFND 1 0 1,327,217 30,749
INTERNATIONAL BUSINESS MACHS COM 459200101 20,691 124,650 SH   DFND 1,4 0 124,650 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,452 8,750 SH   DFND 1,9 0 8,750 0
INTERNATIONAL BUSINESS MACHS COM 459200101 2,930 17,650 SH   DFND 1,3 0 17,650 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,661 10,004 SH   DFND 1,15 0 10,004 0
INTERNATIONAL BUSINESS MACHS COM 459200101 20,341 122,543 SH   DFND 1,5 0 47,843 74,700
INTERNATIONAL BUSINESS MACHS COM 459200101 46 276 SH   DFND 1,11 0 276 0
INTERNATIONAL BUSINESS MACHS COM 459200101 217,135 1,308,123 SH   DFND 15 0 1,308,123 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,942 11,700 SH   DFND 10 0 11,700 0
INTERNATIONAL BUSINESS MACHS COM 459200101 20,155 121,420 SH   DFND 5 0 72,240 49,180
INTERNATIONAL BUSINESS MACHS COM 459200101 9,594 57,801 SH   DFND 5,6 0 28,142 29,659
INTERNATIONAL BUSINESS MACHS COM 459200101 1,045 6,296 SH   DFND 5,7 0 0 6,296
INTERNATIONAL BUSINESS MACHS COM 459200101 3,567 21,488 SH   DFND 11 0 21,488 0
INTERNATIONAL BUSINESS MACHS COM 459200101 845 5,090 SH   DFND 6 0 5,090 0
INTERNATIONAL BUSINESS MACHS COM 459200101 3,827 23,057 SH   DFND 13 0 23,057 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 84 713 SH   DFND 12,15 0 713 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 5,010 42,522 SH   DFND 14 0 42,522 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 54,662 463,909 SH   DFND 1 0 463,909 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 16,990 144,194 SH   DFND 15 0 144,194 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 229 1,946 SH   DFND 11 0 1,946 0
INTL PAPER CO COM 460146103 730 13,765 SH   DFND 12,15 0 13,765 0
INTL PAPER CO COM 460146103 4,056 76,443 SH   DFND 14 0 76,443 0
INTL PAPER CO COM 460146103 566,375 10,674,228 SH   DFND 1 0 10,588,237 85,991
INTL PAPER CO COM 460146103 909 17,132 SH   DFND 1,9 0 17,132 0
INTL PAPER CO COM 460146103 1,086 20,471 SH   DFND 1,3 0 20,471 0
INTL PAPER CO COM 460146103 101,358 1,910,261 SH   DFND 15 0 1,910,261 0
INTL PAPER CO COM 460146103 791 14,901 SH   DFND 5 0 0 14,901
INTL PAPER CO COM 460146103 2,403 45,279 SH   DFND 5,6 0 19,516 25,763
INTL PAPER CO COM 460146103 490 9,235 SH   DFND 11 0 9,235 0
INTL PAPER CO COM 460146103 1,039 19,576 SH   DFND 13 0 19,576 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 1,198 32,552 SH   DFND 15 0 32,552 0
INTERPUBLIC GROUP COS INC COM 460690100 149 6,366 SH   DFND 12,15 0 6,366 0
INTERPUBLIC GROUP COS INC COM 460690100 28,626 1,222,794 SH   DFND 1 0 1,221,994 800
INTERPUBLIC GROUP COS INC COM 460690100 8,487 362,524 SH   DFND 1,9 0 362,524 0
INTERPUBLIC GROUP COS INC COM 460690100 1,641 70,078 SH   DFND 1,15 0 70,078 0
INTERPUBLIC GROUP COS INC COM 460690100 4,434 189,407 SH   DFND 15 0 189,407 0
INTERPUBLIC GROUP COS INC COM 460690100 5 220 SH   DFND 5,6 0 220 0
INTERPUBLIC GROUP COS INC COM 460690100 236 10,065 SH   DFND 11 0 10,065 0
INTERPUBLIC GROUP COS INC COM 460690100 228 9,729 SH   DFND 13 0 9,729 0
INTERSIL CORP CL A 46069S109 2,859 128,216 SH   DFND 15 0 128,216 0
INTRAWEST RESORTS HLDGS INC COM 46090K109 5,346 299,515 SH   DFND 15 0 299,515 0
INTL FCSTONE INC COM 46116V105 2,631 66,430 SH   DFND 1 0 19,130 47,300
INTL FCSTONE INC COM 46116V105 309 7,800 SH   DFND 1,3 0 7,800 0
INTL FCSTONE INC COM 46116V105 2,564 64,757 SH   DFND 15 0 64,757 0
INTRALINKS HLDGS INC COM 46118H104 534 39,483 SH   DFND 15 0 39,483 0
INTUIT COM 461202103 7,334 63,988 SH   DFND 12,15 0 63,988 0
INTUIT COM 461202103 14,723 128,462 SH   DFND 1 0 128,462 0
INTUIT COM 461202103 1,563 13,641 SH   DFND 1,15 0 13,641 0
INTUIT COM 461202103 272,268 2,375,605 SH   DFND 15 0 2,375,605 0
INTUIT COM 461202103 367 3,200 SH   DFND 10 0 3,200 0
INTUIT COM 461202103 682 5,952 SH   DFND 5 0 0 5,952
INTUIT COM 461202103 654 5,705 SH   DFND 11 0 5,705 0
INVACARE CORP COM 461203101 2,133 163,417 SH   DFND 15 0 163,417 0
INTUITIVE SURGICAL INC COM NEW 46120E602 5,477 8,636 SH   DFND 12,15 0 8,636 0
INTUITIVE SURGICAL INC COM NEW 46120E602 1,510 2,381 SH   DFND 14 0 2,381 0
INTUITIVE SURGICAL INC COM NEW 46120E602 15,742 24,823 SH   DFND 1 0 24,743 80
INTUITIVE SURGICAL INC COM NEW 46120E602 1,637 2,582 SH   DFND 1,15 0 2,582 0
INTUITIVE SURGICAL INC COM NEW 46120E602 190,406 300,244 SH   DFND 15 0 300,244 0
INTUITIVE SURGICAL INC COM NEW 46120E602 82 130 SH   DFND 10 0 130 0
INTUITIVE SURGICAL INC COM NEW 46120E602 807 1,272 SH   DFND 5 0 0 1,272
INTUITIVE SURGICAL INC COM NEW 46120E602 13 20 SH   DFND 5,6 0 20 0
INTUITIVE SURGICAL INC COM NEW 46120E602 571 900 SH   DFND 11 0 900 0
INVENTURE FOODS INC COM 461212102 323 32,820 SH   DFND 15 0 32,820 0
INTREPID POTASH INC COM 46121Y102 834 400,800 SH   DFND 15 0 400,800 0
INTREXON CORP COM 46122T102 445 18,304 SH   DFND 15 0 18,304 0
INVENSENSE INC COM 46123D205 758 59,243 SH   DFND 15 0 59,243 0
INVENSENSE INC NOTE 1.750%11/0 46123DAB2 1,990 2,000,000 PRN   DFND 1 0 2,000,000 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 74 5,042 SH   DFND 12,15 0 5,042 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 1,375 94,208 SH   DFND 15 0 94,208 0
INVESCO HIGH INCOME TR II COM 46131F101 605 42,475 SH   DFND 14 0 42,475 0
INVESCO SR INCOME TR COM 46131H107 1,071 230,888 SH   DFND 14 0 230,888 0
INVESCO SR INCOME TR COM 46131H107 8,684 1,871,518 SH   DFND 15 0 1,871,518 0
INVESCO MUN TR COM 46131J103 914 74,571 SH   DFND 14 0 74,571 0
INVESCO TR INVT GRADE MUNS COM 46131M106 929 72,889 SH   DFND 14 0 72,889 0
INVESCO TR INVT GRADE NY MUN COM 46131T101 1,555 117,199 SH   DFND 14 0 117,199 0
INVESCO MUN OPPORTUNITY TR COM 46132C107 4,833 379,319 SH   DFND 14 0 379,319 0
INVESCO ADVANTAGE MUNICIPAL SH BEN INT 46132E103 934 83,514 SH   DFND 14 0 83,514 0
INVESCO CALIF VALUE MUN INC COM 46132H106 3,895 320,814 SH   DFND 14 0 320,814 0
INVESCO BD FD COM 46132L107 492 26,592 SH   DFND 14 0 26,592 0
INVESCO BD FD COM 46132L107 1,557 84,206 SH   DFND 15 0 84,206 0
INVESCO VALUE MUN INCOME TR COM 46132P108 916 62,602 SH   DFND 14 0 62,602 0
INVESCO DYNAMIC CR OPP FD COM 46132R104 9,406 764,696 SH   DFND 14 0 764,696 0
INVESCO QUALITY MUNI INC TRS COM 46133G107 922 74,379 SH   DFND 14 0 74,379 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 299 15,160 SH   DFND 14 0 15,160 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 1,472 74,567 SH   DFND 15 0 74,567 0
INVESTORS BANCORP INC NEW COM 46146L101 55 3,957 SH   DFND 12,15 0 3,957 0
INVESTORS BANCORP INC NEW COM 46146L101 5,313 380,888 SH   DFND 15 0 380,888 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 683 95,774 SH   DFND 1 0 95,774 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 9,924 1,391,796 SH   DFND 15 0 1,391,796 0
INVUITY INC COM NEW 46187J205 318 55,264 SH   DFND 15 0 55,264 0
ION GEOPHYSICAL CORP COM NEW 462044207 1,733 288,751 SH   DFND 2 0 288,751 0
ION GEOPHYSICAL CORP COM NEW 462044207 5,664 943,959 SH   DFND 1,2 0 943,959 0
ION GEOPHYSICAL CORP COM NEW 462044207 317 52,913 SH   DFND 15 0 52,913 0
IONIS PHARMACEUTICALS INC COM 462222100 411 8,600 SH   DFND 1 0 8,600 0
IONIS PHARMACEUTICALS INC COM 462222100 8,318 173,899 SH   DFND 15 0 173,899 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 24,373 2,538,906 SH   DFND 1 0 2,538,906 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 4,220 439,633 SH   DFND 15 0 439,633 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 3,068 319,537 SH   DFND 6 0 319,537 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 1,462 152,327 SH   DFND 6,12 0 152,327 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 476 49,635 SH   DFND 6,9 0 49,635 0
IROBOT CORP COM 462726100 78 1,342 SH   DFND 12,15 0 1,342 0
IROBOT CORP COM 462726100 2,831 48,430 SH   DFND 15 0 48,430 0
IRON MTN INC NEW COM 46284V101 156 4,818 SH   DFND 12,15 0 4,818 0
IRON MTN INC NEW COM 46284V101 13,029 401,124 SH   DFND 1 0 401,124 0
IRON MTN INC NEW COM 46284V101 67,623 2,081,976 SH   DFND 15 0 2,081,976 0
IRON MTN INC NEW COM 46284V101 208 6,411 SH   DFND 11 0 6,411 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 11,444 10,000,000 PRN   DFND 1 0 10,000,000 0
ISHARES GOLD TRUST ISHARES 464285105 7,445 671,900 SH   DFND 1,2 0 671,900 0
ISHARES MSCI FRNTR100ETF 464286145 654 26,323 SH   DFND 14 0 26,323 0
ISHARES MSCI BRZ CAP ETF 464286400 5,243 157,252 SH   DFND 1,2 0 157,252 0
ISHARES MSCI CDA ETF 464286509 1,337 51,112 SH   DFND 14 0 51,112 0
ISHARES MSCI PAC JP ETF 464286665 1,248 31,546 SH   DFND 14 0 31,546 0
ISHARES MSCI TURKEY ETF 464286715 6,036 185,900 SH   DFND 1,2 0 185,900 0
ISHARES MSCI STH KOR ETF 464286772 265 4,978 SH   DFND 1 0 4,978 0
ISHARES TR TIPS BD ETF 464287176 1,420 12,544 SH   DFND 14 0 12,544 0
ISHARES TR CORE S&P500 ETF 464287200 753 3,345 SH   DFND 1 0 3,345 0
ISHARES TR MSCI EMG MKT ETF 464287234 3,104 88,662 SH   DFND 1 0 88,662 0
ISHARES TR MSCI EMG MKT ETF 464287234 980 28,000 SH   DFND 1,10 0 28,000 0
ISHARES TR IBOXX INV CP ETF 464287242 497 4,244 SH   DFND 14 0 4,244 0
ISHARES TR S&P 500 GRWT ETF 464287309 2,566 21,069 SH   DFND 14 0 21,069 0
ISHARES TR S&P 500 VAL ETF 464287408 2,708 26,712 SH   DFND 14 0 26,712 0
ISHARES TR 1-3 YR TR BD ETF 464287457 952 11,268 SH   DFND 14 0 11,268 0
ISHARES TR MSCI EAFE ETF 464287465 131 2,275 SH   DFND 14 0 2,275 0
ISHARES TR MSCI EAFE ETF 464287465 36,586 633,738 SH   DFND 1 0 633,738 0
ISHARES TR MSCI EAFE ETF 464287465 1,270 22,000 SH   DFND 1,10 0 22,000 0
ISHARES TR RUS MID-CAP ETF 464287499 268 1,497 SH   DFND 1 0 1,497 0
ISHARES TR CORE S&P MCP ETF 464287507 1,367 8,266 SH   DFND 14 0 8,266 0
ISHARES TR CORE S&P MCP ETF 464287507 29 173 SH   DFND 1 0 173 0
ISHARES TR RUSSELL 2000 ETF 464287655 61 451 SH   DFND 1 0 451 0
ISHARES TR RUSSELL 2000 ETF 464287655 1,659 12,300 SH   DFND 1,10 0 12,300 0
ISHARES TR U.S. REAL ES ETF 464287739 8,602 111,796 SH   DFND 1 0 111,796 0
ISHARES TR CORE S&P SCP ETF 464287804 1,437 10,446 SH   DFND 14 0 10,446 0
ISHARES TR INTL TREA BD ETF 464288117 1,143 12,723 SH   DFND 14 0 12,723 0
ISHARES TR EAFE SML CP ETF 464288273 1,237 24,819 SH   DFND 14 0 24,819 0
ISHARES TR JP MOR EM MK ETF 464288281 2,866 26,000 SH   DFND 12 0 26,000 0
ISHARES TR NATIONAL MUN ETF 464288414 649 6,000 SH   DFND 14 0 6,000 0
ISHARES TR IBOXX HI YD ETF 464288513 1,190 13,752 SH   DFND 2 0 13,752 0
ISHARES TR IBOXX HI YD ETF 464288513 1,809 20,902 SH   DFND 14 0 20,902 0
ISHARES TR MBS ETF 464288588 277 2,607 SH   DFND 14 0 2,607 0
ISHARES TR INTRM GOV/CR ETF 464288612 380 3,457 SH   DFND 14 0 3,457 0
ISHARES TR INTERM CR BD ETF 464288638 441 4,080 SH   DFND 14 0 4,080 0
ISHARES TR 3-7 YR TR BD ETF 464288661 584 4,770 SH   DFND 14 0 4,770 0
ISHARES TR SHRT TRS BD ETF 464288679 8 75 SH   DFND 1 0 75 0
ISHARES TR SHRT TRS BD ETF 464288679 397 3,600 SH   DFND 1,10 0 3,600 0
ISHARES TR EAFE GRWTH ETF 464288885 616 9,676 SH   DFND 1 0 9,676 0
ISHARES TR MSCI INDIA ETF 46429B598 834 31,100 SH   DFND 1,6 0 31,100 0
ISHARES TR MSCI INDIA SM CP 46429B614 866 26,500 SH   DFND 6,2 0 26,500 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 11,593 11,500,000 PRN   DFND 1 0 11,500,000 0
ISHARES INC MSCI TAIWAN ETF 46434G772 36,793 1,252,749 SH   DFND 6 0 1,252,749 0
ISHARES INC MSCI JPN ETF NEW 46434G822 1,846 37,775 SH   DFND 4 0 37,775 0
ISHARES INC MSCI JPN ETF NEW 46434G822 1,265 25,885 SH   DFND 14 0 25,885 0
ISLE OF CAPRI CASINOS INC COM 464592104 812 32,889 SH   DFND 15 0 32,889 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 1,096 106,652 SH   DFND 14 0 106,652 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 4,438 431,754 SH   DFND 15 0 431,754 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 26,663 2,593,696 SH   DFND 6 0 2,593,696 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 1,075 104,600 SH   DFND 6,12 0 104,600 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 437 42,475 SH   DFND 6,9 0 42,475 0
ITRON INC COM 465741106 272 4,328 SH   DFND 12,15 0 4,328 0
ITRON INC COM 465741106 1,324 21,060 SH   DFND 14 0 21,060 0
ITRON INC COM 465741106 193 3,070 SH   DFND 1 0 3,070 0
ITRON INC COM 465741106 182 2,900 SH   DFND 1,3 0 2,900 0
ITRON INC COM 465741106 42,279 672,704 SH   DFND 15 0 672,704 0
IVY HIGH INC OPPORTUNITIES F COM 465893105 698 47,259 SH   DFND 14 0 47,259 0
IVY HIGH INC OPPORTUNITIES F COM 465893105 2,550 172,614 SH   DFND 15 0 172,614 0
IXYS CORP COM 46600W106 260 21,824 SH   DFND 15 0 21,824 0
J & J SNACK FOODS CORP COM 466032109 18 134 SH   DFND 1 0 134 0
J & J SNACK FOODS CORP COM 466032109 17,052 127,798 SH   DFND 15 0 127,798 0
JA SOLAR HOLDINGS CO LTD SPON ADR REP5ORD 466090206 35 7,302 SH   DFND 12,15 0 7,302 0
JA SOLAR HOLDINGS CO LTD SPON ADR REP5ORD 466090206 3,261 685,128 SH   DFND 15 0 685,128 0
J ALEXANDERS HLDGS INC COM 46609J106 199 18,508 SH   DFND 15 0 18,508 0
JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 50,338 48,695,000 PRN   DFND 1 0 37,623,000 11,072,000
JPMORGAN CHASE & CO COM 46625H100 15,108 175,079 SH   DFND 2 0 175,079 0
JPMORGAN CHASE & CO COM 46625H100 8,162 94,584 SH   DFND 12,15 0 94,584 0
JPMORGAN CHASE & CO COM 46625H100 2,629 30,469 SH   DFND 4 0 30,469 0
JPMORGAN CHASE & CO COM 46625H100 24,926 288,863 SH   DFND 14 0 288,863 0
JPMORGAN CHASE & CO COM 46625H100 889 10,307 SH   DFND 9 0 10,307 0
JPMORGAN CHASE & CO COM 46625H100 2,014,278 23,343,126 SH   DFND 1 0 21,762,913 1,580,213
JPMORGAN CHASE & CO COM 46625H100 1,325 15,354 SH   DFND 1,2 0 15,354 0
JPMORGAN CHASE & CO COM 46625H100 5,807 67,300 SH   DFND 1,4 0 67,300 0
JPMORGAN CHASE & CO COM 46625H100 3,327 38,551 SH   DFND 1,9 0 38,551 0
JPMORGAN CHASE & CO COM 46625H100 2,382 27,608 SH   DFND 1,3 0 27,608 0
JPMORGAN CHASE & CO COM 46625H100 25,818 299,202 SH   DFND 1,5 0 117,902 181,300
JPMORGAN CHASE & CO COM 46625H100 1,930 22,364 SH   DFND 1,6 0 22,364 0
JPMORGAN CHASE & CO COM 46625H100 203,133 2,354,076 SH   DFND 15 0 2,354,076 0
JPMORGAN CHASE & CO COM 46625H100 23,947 277,516 SH   DFND 5 0 104,049 173,467
JPMORGAN CHASE & CO COM 46625H100 19,179 222,266 SH   DFND 5,6 0 115,507 106,759
JPMORGAN CHASE & CO COM 46625H100 1,390 16,110 SH   DFND 5,7 0 0 16,110
JPMORGAN CHASE & CO COM 46625H100 7,369 85,402 SH   DFND 11 0 85,402 0
JPMORGAN CHASE & CO COM 46625H100 2,818 32,661 SH   DFND 11,6 0 19,761 12,900
JPMORGAN CHASE & CO COM 46625H100 229,238 2,656,596 SH   DFND 6 0 2,656,596 0
JPMORGAN CHASE & CO COM 46625H100 123 1,429 SH   DFND 6,2 0 1,429 0
JPMORGAN CHASE & CO COM 46625H100 1,004 11,630 SH   DFND 6,12 0 11,630 0
JPMORGAN CHASE & CO COM 46625H100 33,905 392,920 SH   DFND 6,9 0 392,920 0
JPMORGAN CHASE & CO COM 46625H100 10,319 119,586 SH   DFND 13 0 119,586 0
JPMORGAN CHASE & CO ALERIAN ML ETN 46625H365 9,040 286,000 PRN   DFND 1 0 286,000 0
JABIL CIRCUIT INC COM 466313103 206 8,715 SH   DFND 12,15 0 8,715 0
JABIL CIRCUIT INC COM 466313103 2,523 106,581 SH   DFND 14 0 106,581 0
JABIL CIRCUIT INC COM 466313103 2,881 121,716 SH   DFND 15 0 121,716 0
JACK IN THE BOX INC COM 466367109 95 850 SH   DFND 12,15 0 850 0
JACK IN THE BOX INC COM 466367109 84 749 SH   DFND 14 0 749 0
JACK IN THE BOX INC COM 466367109 59,498 532,946 SH   DFND 1 0 518,701 14,245
JACK IN THE BOX INC COM 466367109 5,035 45,104 SH   DFND 15 0 45,104 0
JACOBS ENGR GROUP INC DEL COM 469814107 437 7,669 SH   DFND 12,15 0 7,669 0
JACOBS ENGR GROUP INC DEL COM 469814107 508 8,909 SH   DFND 14 0 8,909 0
JACOBS ENGR GROUP INC DEL COM 469814107 17,695 310,443 SH   DFND 1 0 300,493 9,950
JACOBS ENGR GROUP INC DEL COM 469814107 3,392 59,500 SH   DFND 1,4 0 59,500 0
JACOBS ENGR GROUP INC DEL COM 469814107 251 4,400 SH   DFND 1,9 0 4,400 0
JACOBS ENGR GROUP INC DEL COM 469814107 496 8,700 SH   DFND 1,3 0 8,700 0
JACOBS ENGR GROUP INC DEL COM 469814107 20,511 359,845 SH   DFND 15 0 359,845 0
JACOBS ENGR GROUP INC DEL COM 469814107 11 200 SH   DFND 5,6 0 200 0
JACOBS ENGR GROUP INC DEL COM 469814107 408 7,151 SH   DFND 5,7 0 0 7,151
JACOBS ENGR GROUP INC DEL COM 469814107 182 3,197 SH   DFND 11 0 3,197 0
JAGUAR ANIMAL HEALTH INC COM 47008L106 1,414 1,974,360 SH   DFND 6 0 1,974,360 0
JAKKS PAC INC COM 47012E106 356 69,083 SH   DFND 15 0 69,083 0
JAMBA INC COM NEW 47023A309 113 10,948 SH   DFND 15 0 10,948 0
JANUS CAP GROUP INC COM 47102X105 47 3,511 SH   DFND 12,15 0 3,511 0
JANUS CAP GROUP INC COM 47102X105 451 34,015 SH   DFND 14 0 34,015 0
JANUS CAP GROUP INC COM 47102X105 536 40,422 SH   DFND 15 0 40,422 0
JANUS CAP GROUP INC NOTE 0.750% 7/1 47102XAH8 12,726 9,650,000 PRN   DFND 1 0 9,650,000 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 37,529 39,169,000 PRN   DFND 1 0 33,587,000 5,582,000
JD COM INC SPON ADR CL A 47215P106 5,093 200,208 SH   DFND 12,15 0 200,208 0
JD COM INC SPON ADR CL A 47215P106 24,306 955,440 SH   DFND 4 0 955,440 0
JD COM INC SPON ADR CL A 47215P106 20,873 820,492 SH   DFND 4,9 0 820,492 0
JD COM INC SPON ADR CL A 47215P106 1,340 52,662 SH   DFND 1,4 0 52,662 0
JD COM INC SPON ADR CL A 47215P106 197,120 7,748,446 SH   DFND 15 0 7,748,446 0
JD COM INC SPON ADR CL A 47215P106 46,260 1,818,396 SH   DFND 6 0 1,623,663 194,733
JD COM INC SPON ADR CL A 47215P106 674 26,481 SH   DFND 6,2 0 26,481 0
JD COM INC SPON ADR CL A 47215P106 2,732 107,378 SH   DFND 6,12 0 107,378 0
JEFFERIES GROUP INC NEW DBCV 3.875%11/0 472319AG7 68,400 67,723,000 PRN   DFND 1 0 61,677,000 6,046,000
JETBLUE AIRWAYS CORP COM 477143101 2,537 113,160 SH   DFND 14 0 113,160 0
JETBLUE AIRWAYS CORP COM 477143101 6,116 272,792 SH   DFND 15 0 272,792 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 606 39,811 SH   DFND 15 0 39,811 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 56,906 662,077 SH   DFND 1 0 662,077 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 7,470 86,906 SH   DFND 15 0 86,906 0
JOHN HANCOCK HDG EQ & INC FD COM 47804L102 3,753 238,713 SH   DFND 14 0 238,713 0
JOHN HANCOCK HDG EQ & INC FD COM 47804L102 2,114 134,450 SH   DFND 15 0 134,450 0
JOHNSON & JOHNSON COM 478160104 115,371 1,001,400 SH   DFND 2 0 1,001,400 0
JOHNSON & JOHNSON COM 478160104 4,106 35,640 SH   DFND 12,15 0 35,640 0
JOHNSON & JOHNSON COM 478160104 1,926 16,715 SH   DFND 4 0 16,715 0
JOHNSON & JOHNSON COM 478160104 105,491 915,637 SH   DFND 14 0 915,637 0
JOHNSON & JOHNSON COM 478160104 303,811 2,637,023 SH   DFND 1 0 2,574,423 62,600
JOHNSON & JOHNSON COM 478160104 4,888 42,428 SH   DFND 1,12 0 42,428 0
JOHNSON & JOHNSON COM 478160104 28,549 247,800 SH   DFND 1,4 0 247,800 0
JOHNSON & JOHNSON COM 478160104 1,712 14,858 SH   DFND 1,9 0 14,858 0
JOHNSON & JOHNSON COM 478160104 4,575 39,711 SH   DFND 1,3 0 39,711 0
JOHNSON & JOHNSON COM 478160104 2,319 20,125 SH   DFND 1,15 0 20,125 0
JOHNSON & JOHNSON COM 478160104 28,335 245,941 SH   DFND 1,5 0 84,041 161,900
JOHNSON & JOHNSON COM 478160104 226,233 1,963,656 SH   DFND 15 0 1,963,656 0
JOHNSON & JOHNSON COM 478160104 1,152 10,000 SH   DFND 10 0 10,000 0
JOHNSON & JOHNSON COM 478160104 31,895 276,838 SH   DFND 5 0 108,015 168,823
JOHNSON & JOHNSON COM 478160104 10,112 87,771 SH   DFND 5,9 0 87,771 0
JOHNSON & JOHNSON COM 478160104 15,853 137,605 SH   DFND 5,6 0 67,331 70,274
JOHNSON & JOHNSON COM 478160104 1,339 11,618 SH   DFND 5,7 0 0 11,618
JOHNSON & JOHNSON COM 478160104 7,460 64,747 SH   DFND 11 0 64,747 0
JOHNSON & JOHNSON COM 478160104 401 3,482 SH   DFND 11,2 0 3,482 0
JOHNSON & JOHNSON COM 478160104 6,091 52,867 SH   DFND 6 0 11,569 41,298
JOHNSON & JOHNSON COM 478160104 2,673 23,201 SH   DFND 7 0 0 23,201
JOHNSON & JOHNSON COM 478160104 6,495 56,378 SH   DFND 13 0 56,378 0
JOHNSON OUTDOORS INC CL A 479167108 111 2,800 SH   DFND 1 0 2,800 0
JOHNSON OUTDOORS INC CL A 479167108 407 10,255 SH   DFND 15 0 10,255 0
JOHNSON OUTDOORS INC CL A 479167108 57 1,431 SH   DFND 5 0 0 1,431
JONES ENERGY INC COM CL A 48019R108 10 2,000 SH   DFND 1 0 2,000 0
JONES ENERGY INC COM CL A 48019R108 1,178 235,621 SH   DFND 15 0 235,621 0
JONES LANG LASALLE INC COM 48020Q107 61 599 SH   DFND 12,15 0 599 0
JONES LANG LASALLE INC COM 48020Q107 251 2,481 SH   DFND 14 0 2,481 0
JONES LANG LASALLE INC COM 48020Q107 951 9,411 SH   DFND 15 0 9,411 0
JONES LANG LASALLE INC COM 48020Q107 283 2,800 SH   DFND 5 0 0 2,800
JONES LANG LASALLE INC COM 48020Q107 121 1,200 SH   DFND 11 0 1,200 0
JOY GLOBAL INC COM 481165108 256 9,148 SH   DFND 12,15 0 9,148 0
JOY GLOBAL INC COM 481165108 922 32,922 SH   DFND 14 0 32,922 0
JOY GLOBAL INC COM 481165108 168,945 6,033,740 SH   DFND 1 0 6,033,740 0
JOY GLOBAL INC COM 481165108 111 3,970 SH   DFND 1,9 0 3,970 0
JOY GLOBAL INC COM 481165108 577 20,615 SH   DFND 1,3 0 20,615 0
JOY GLOBAL INC COM 481165108 3,708 132,414 SH   DFND 15 0 132,414 0
J2 GLOBAL INC COM 48123V102 1,466 17,924 SH   DFND 14 0 17,924 0
J2 GLOBAL INC COM 48123V102 3,746 45,800 SH   DFND 1 0 45,800 0
J2 GLOBAL INC COM 48123V102 3,789 46,322 SH   DFND 15 0 46,322 0
J2 GLOBAL INC COM 48123V102 720 8,800 SH   DFND 5,6 0 4,000 4,800
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 11,231 8,500,000 PRN   DFND 1 0 8,500,000 0
JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 796 158,911 SH   DFND 15 0 158,911 0
JUNIPER NETWORKS INC COM 48203R104 392 13,857 SH   DFND 12,15 0 13,857 0
JUNIPER NETWORKS INC COM 48203R104 537 19,014 SH   DFND 14 0 19,014 0
JUNIPER NETWORKS INC COM 48203R104 339,653 12,018,857 SH   DFND 1 0 10,842,637 1,176,220
JUNIPER NETWORKS INC COM 48203R104 738 26,100 SH   DFND 1,9 0 26,100 0
JUNIPER NETWORKS INC COM 48203R104 490 17,325 SH   DFND 1,3 0 17,325 0
JUNIPER NETWORKS INC COM 48203R104 19 688 SH   DFND 1,15 0 688 0
JUNIPER NETWORKS INC COM 48203R104 10,103 357,494 SH   DFND 15 0 357,494 0
JUNIPER NETWORKS INC COM 48203R104 378 13,386 SH   DFND 5 0 0 13,386
JUNIPER NETWORKS INC COM 48203R104 274 9,700 SH   DFND 5,9 0 9,700 0
JUNIPER NETWORKS INC COM 48203R104 1,736 61,420 SH   DFND 5,6 0 28,120 33,300
JUNIPER NETWORKS INC COM 48203R104 229 8,119 SH   DFND 11 0 8,119 0
JUNIPER NETWORKS INC COM 48203R104 389 13,750 SH   DFND 13 0 13,750 0
JUNO THERAPEUTICS INC COM 48205A109 349 18,500 SH   DFND 15 0 18,500 0
JUST ENERGY GROUP INC COM 48213W101 186 34,078 SH   DFND 15 0 34,078 0
KAR AUCTION SVCS INC COM 48238T109 68 1,587 SH   DFND 12,15 0 1,587 0
KAR AUCTION SVCS INC COM 48238T109 44,601 1,046,478 SH   DFND 1 0 1,046,478 0
KAR AUCTION SVCS INC COM 48238T109 507 11,895 SH   DFND 1,3 0 11,895 0
KAR AUCTION SVCS INC COM 48238T109 2,210 51,853 SH   DFND 15 0 51,853 0
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 314 8,898 SH   DFND 14 0 8,898 0
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 2,189 62,030 SH   DFND 15 0 62,030 0
KBR INC COM 48242W106 116 6,970 SH   DFND 12,15 0 6,970 0
KBR INC COM 48242W106 78 4,674 SH   DFND 14 0 4,674 0
KBR INC COM 48242W106 5,330 319,357 SH   DFND 15 0 319,357 0
KCG HLDGS INC CL A 48244B100 20 1,472 SH   DFND 12,15 0 1,472 0
KCG HLDGS INC CL A 48244B100 2,110 159,265 SH   DFND 15 0 159,265 0
KLA-TENCOR CORP COM 482480100 9,389 119,334 SH   DFND 2 0 119,334 0
KLA-TENCOR CORP COM 482480100 2,840 36,094 SH   DFND 12,15 0 36,094 0
KLA-TENCOR CORP COM 482480100 21,560 274,024 SH   DFND 1 0 262,824 11,200
KLA-TENCOR CORP COM 482480100 2,856 36,300 SH   DFND 1,4 0 36,300 0
KLA-TENCOR CORP COM 482480100 1,031 13,100 SH   DFND 1,9 0 13,100 0
KLA-TENCOR CORP COM 482480100 370 4,700 SH   DFND 1,3 0 4,700 0
KLA-TENCOR CORP COM 482480100 1,682 21,376 SH   DFND 1,15 0 21,376 0
KLA-TENCOR CORP COM 482480100 2,809 35,700 SH   DFND 1,5 0 0 35,700
KLA-TENCOR CORP COM 482480100 101,625 1,291,619 SH   DFND 15 0 1,291,619 0
KLA-TENCOR CORP COM 482480100 417 5,300 SH   DFND 5 0 0 5,300
KLA-TENCOR CORP COM 482480100 14 180 SH   DFND 5,6 0 180 0
KLA-TENCOR CORP COM 482480100 400 5,084 SH   DFND 11 0 5,084 0
KKR & CO L P DEL COM UNITS 48248M102 176 11,436 SH   DFND 12,15 0 11,436 0
KKR & CO L P DEL COM UNITS 48248M102 661 42,961 SH   DFND 15 0 42,961 0
KKR INCOME OPPORTUNITIES FD COM 48249T106 2,018 125,864 SH   DFND 14 0 125,864 0
KKR INCOME OPPORTUNITIES FD COM 48249T106 2,568 160,179 SH   DFND 15 0 160,179 0
KLX INC COM 482539103 88 1,942 SH   DFND 12,15 0 1,942 0
KLX INC COM 482539103 1,210 26,831 SH   DFND 15 0 26,831 0
KMG CHEMICALS INC COM 482564101 331 8,517 SH   DFND 15 0 8,517 0
KT CORP SPONSORED ADR 48268K101 752 53,391 SH   DFND 15 0 53,391 0
KVH INDS INC COM 482738101 267 22,649 SH   DFND 15 0 22,649 0
K2M GROUP HLDGS INC COM 48273J107 243 12,110 SH   DFND 15 0 12,110 0
K12 INC COM 48273U102 2,040 118,880 SH   DFND 1 0 111,780 7,100
K12 INC COM 48273U102 508 29,600 SH   DFND 1,3 0 29,600 0
K12 INC COM 48273U102 1,614 94,068 SH   DFND 15 0 94,068 0
K12 INC COM 48273U102 42 2,473 SH   DFND 5 0 0 2,473
KADANT INC COM 48282T104 668 10,920 SH   DFND 1 0 10,920 0
KADANT INC COM 48282T104 337 5,500 SH   DFND 1,3 0 5,500 0
KADANT INC COM 48282T104 2,254 36,823 SH   DFND 15 0 36,823 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 238 3,060 SH   DFND 14 0 3,060 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 10 133 SH   DFND 1 0 133 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 12,622 162,472 SH   DFND 15 0 162,472 0
KAMAN CORP COM 483548103 338 6,898 SH   DFND 14 0 6,898 0
KAMAN CORP COM 483548103 16 325 SH   DFND 1 0 325 0
KAMAN CORP COM 483548103 12,726 260,083 SH   DFND 15 0 260,083 0
KANDI TECHNOLOGIES GROUP INC COM 483709101 47 9,590 SH   DFND 12,15 0 9,590 0
KANDI TECHNOLOGIES GROUP INC COM 483709101 884 180,363 SH   DFND 15 0 180,363 0
KANSAS CITY SOUTHERN COM NEW 485170302 95 1,117 SH   DFND 12,15 0 1,117 0
KANSAS CITY SOUTHERN COM NEW 485170302 798 9,402 SH   DFND 14 0 9,402 0
KANSAS CITY SOUTHERN COM NEW 485170302 19,892 234,434 SH   DFND 1 0 234,434 0
KANSAS CITY SOUTHERN COM NEW 485170302 761 8,970 SH   DFND 1,2 0 8,970 0
KANSAS CITY SOUTHERN COM NEW 485170302 1,998 23,542 SH   DFND 15 0 23,542 0
KANSAS CITY SOUTHERN COM NEW 485170302 450 5,300 SH   DFND 5 0 0 5,300
KANSAS CITY SOUTHERN COM NEW 485170302 221 2,600 SH   DFND 11 0 2,600 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 657 29,790 SH   DFND 14 0 29,790 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 10,575 479,583 SH   DFND 15 0 479,583 0
KATE SPADE & CO COM 485865109 488 26,159 SH   DFND 14 0 26,159 0
KATE SPADE & CO COM 485865109 1,521 81,457 SH   DFND 15 0 81,457 0
KAYNE ANDERSON MLP INVT CO COM 486606106 4,736 241,875 SH   DFND 14 0 241,875 0
KAYNE ANDERSON ENRGY TTL RT COM 48660P104 3,788 320,766 SH   DFND 14 0 320,766 0
KAYNE ANDERSON MDSTM ENERGY COM 48661E108 1,984 124,750 SH   DFND 14 0 124,750 0
KB HOME COM 48666K109 1,836 116,100 SH   DFND 1 0 116,100 0
KB HOME COM 48666K109 2,290 144,822 SH   DFND 15 0 144,822 0
KELLOGG CO COM 487836108 301 4,084 SH   DFND 12,15 0 4,084 0
KELLOGG CO COM 487836108 8,805 119,452 SH   DFND 14 0 119,452 0
KELLOGG CO COM 487836108 15,228 206,599 SH   DFND 1 0 203,949 2,650
KELLOGG CO COM 487836108 1,179 16,000 SH   DFND 1,9 0 16,000 0
KELLOGG CO COM 487836108 1,793 24,328 SH   DFND 1,15 0 24,328 0
KELLOGG CO COM 487836108 1,061 14,400 SH   DFND 1,5 0 0 14,400
KELLOGG CO COM 487836108 90,173 1,223,348 SH   DFND 15 0 1,223,348 0
KELLOGG CO COM 487836108 890 12,071 SH   DFND 5 0 0 12,071
KELLOGG CO COM 487836108 9 120 SH   DFND 5,6 0 120 0
KELLOGG CO COM 487836108 472 6,400 SH   DFND 11 0 6,400 0
KELLY SVCS INC CL A 488152208 20,286 885,089 SH   DFND 1 0 885,089 0
KELLY SVCS INC CL A 488152208 2,117 92,362 SH   DFND 15 0 92,362 0
KEMET CORP COM NEW 488360207 657 99,060 SH   DFND 1 0 99,060 0
KEMET CORP COM NEW 488360207 205 30,900 SH   DFND 1,3 0 30,900 0
KEMET CORP COM NEW 488360207 885 133,458 SH   DFND 15 0 133,458 0
KEMET CORP COM NEW 488360207 401 60,543 SH   DFND 5 0 0 60,543
KEMPER CORP DEL COM 488401100 65 1,474 SH   DFND 12,15 0 1,474 0
KEMPER CORP DEL COM 488401100 2,366 53,416 SH   DFND 15 0 53,416 0
KENNAMETAL INC COM 489170100 88 2,829 SH   DFND 12,15 0 2,829 0
KENNAMETAL INC COM 489170100 35,162 1,124,815 SH   DFND 1 0 1,124,815 0
KENNAMETAL INC COM 489170100 1,397 44,700 SH   DFND 15 0 44,700 0
KENNEDY-WILSON HLDGS INC COM 489398107 18,083 882,105 SH   DFND 1 0 882,105 0
KENNEDY-WILSON HLDGS INC COM 489398107 763 37,237 SH   DFND 15 0 37,237 0
KENNEDY-WILSON HLDGS INC COM 489398107 2,328 113,574 SH   DFND 6 0 113,574 0
KENNEDY-WILSON HLDGS INC COM 489398107 1,081 52,715 SH   DFND 6,12 0 52,715 0
KENNEDY-WILSON HLDGS INC COM 489398107 354 17,277 SH   DFND 6,9 0 17,277 0
KERYX BIOPHARMACEUTICALS INC COM 492515101 120 20,545 SH   DFND 15 0 20,545 0
KEYCORP NEW COM 493267108 418 22,870 SH   DFND 12,15 0 22,870 0
KEYCORP NEW COM 493267108 3,253 178,033 SH   DFND 14 0 178,033 0
KEYCORP NEW COM 493267108 368,265 20,156,829 SH   DFND 1 0 20,038,499 118,330
KEYCORP NEW COM 493267108 463 25,351 SH   DFND 1,9 0 25,351 0
KEYCORP NEW COM 493267108 886 48,488 SH   DFND 1,3 0 48,488 0
KEYCORP NEW COM 493267108 34,573 1,892,339 SH   DFND 15 0 1,892,339 0
KEYCORP NEW COM 493267108 857 46,900 SH   DFND 5 0 0 46,900
KEYCORP NEW COM 493267108 433 23,692 SH   DFND 11 0 23,692 0
KEYCORP NEW PFD 7.75% SR A 493267405 73,649 545,551 SH   DFND 1 0 487,052 58,499
KEYSIGHT TECHNOLOGIES INC COM 49338L103 118 3,220 SH   DFND 12,15 0 3,220 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 138,921 3,798,768 SH   DFND 1 0 3,798,768 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 1,548 42,324 SH   DFND 15 0 42,324 0
KEYW HLDG CORP COM 493723100 2,399 203,456 SH   DFND 15 0 203,456 0
KFORCE INC COM 493732101 16 671 SH   DFND 12,15 0 671 0
KFORCE INC COM 493732101 59,696 2,584,226 SH   DFND 1 0 2,584,226 0
KFORCE INC COM 493732101 1,403 60,746 SH   DFND 15 0 60,746 0
KIMBALL INTL INC CL B 494274103 1,015 57,786 SH   DFND 15 0 57,786 0
KILROY RLTY CORP COM 49427F108 72 982 SH   DFND 12,15 0 982 0
KILROY RLTY CORP COM 49427F108 986 13,470 SH   DFND 14 0 13,470 0
KILROY RLTY CORP COM 49427F108 85,366 1,165,883 SH   DFND 1 0 0 1,165,883
KILROY RLTY CORP COM 49427F108 1,079 14,733 SH   DFND 15 0 14,733 0
KIMBALL ELECTRONICS INC COM 49428J109 745 40,953 SH   DFND 15 0 40,953 0
KIMBERLY CLARK CORP COM 494368103 434 3,806 SH   DFND 12,15 0 3,806 0
KIMBERLY CLARK CORP COM 494368103 76,007 666,024 SH   DFND 14 0 666,024 0
KIMBERLY CLARK CORP COM 494368103 232,171 2,034,444 SH   DFND 1 0 2,033,944 500
KIMBERLY CLARK CORP COM 494368103 410 3,593 SH   DFND 1,9 0 3,593 0
KIMBERLY CLARK CORP COM 494368103 674 5,906 SH   DFND 1,3 0 5,906 0
KIMBERLY CLARK CORP COM 494368103 77,262 677,027 SH   DFND 15 0 677,027 0
KIMBERLY CLARK CORP COM 494368103 1,798 15,754 SH   DFND 5 0 0 15,754
KIMBERLY CLARK CORP COM 494368103 14 120 SH   DFND 5,6 0 120 0
KIMBERLY CLARK CORP COM 494368103 968 8,485 SH   DFND 11 0 8,485 0
KIMCO RLTY CORP COM 49446R109 106 4,214 SH   DFND 12,15 0 4,214 0
KIMCO RLTY CORP COM 49446R109 200,499 7,968,945 SH   DFND 1 0 3,736,452 4,232,493
KIMCO RLTY CORP COM 49446R109 2,112 83,927 SH   DFND 15 0 83,927 0
KIMCO RLTY CORP COM 49446R109 250 9,920 SH   DFND 11 0 9,920 0
KINDER MORGAN INC DEL COM 49456B101 892 43,064 SH   DFND 12,15 0 43,064 0
KINDER MORGAN INC DEL COM 49456B101 3,983 192,319 SH   DFND 14 0 192,319 0
KINDER MORGAN INC DEL COM 49456B101 17,288 834,769 SH   DFND 1 0 825,119 9,650
KINDER MORGAN INC DEL COM 49456B101 789 38,100 SH   DFND 1,5 0 0 38,100
KINDER MORGAN INC DEL COM 49456B101 177 8,560 SH   DFND 1,11 0 8,560 0
KINDER MORGAN INC DEL COM 49456B101 19,517 942,398 SH   DFND 15 0 942,398 0
KINDER MORGAN INC DEL COM 49456B101 1,421 68,600 SH   DFND 5 0 0 68,600
KINDER MORGAN INC DEL COM 49456B101 2,078 100,322 SH   DFND 5,6 0 43,572 56,750
KINDER MORGAN INC DEL COM 49456B101 929 44,851 SH   DFND 11 0 44,851 0
KINDER MORGAN INC DEL COM 49456B101 641 30,943 SH   DFND 13 0 30,943 0
KINDER MORGAN INC DEL PFD SER A 49456B200 9,326 191,700 SH   DFND 1 0 191,700 0
KINDER MORGAN INC DEL PFD SER A 49456B200 258 5,300 SH   DFND 1,9 0 5,300 0
KINDRED HEALTHCARE INC COM 494580103 46 5,905 SH   DFND 12,15 0 5,905 0
KINDRED HEALTHCARE INC COM 494580103 382 48,623 SH   DFND 14 0 48,623 0
KINDRED HEALTHCARE INC COM 494580103 2,400 305,755 SH   DFND 15 0 305,755 0
KINGOLD JEWELRY INC COM NEW 49579A204 149 115,329 SH   DFND 15 0 115,329 0
KINROSS GOLD CORP COM NO PAR 496902404 461 148,255 SH   DFND 2,15 0 148,255 0
KINROSS GOLD CORP COM NO PAR 496902404 16 4,993 SH   DFND 12,15 0 4,993 0
KINROSS GOLD CORP COM NO PAR 496902404 5,206 1,673,850 SH   DFND 1 0 1,673,850 0
KINROSS GOLD CORP COM NO PAR 496902404 9,323 2,997,715 SH   DFND 1,2 0 2,997,715 0
KINROSS GOLD CORP COM NO PAR 496902404 1,503 483,390 SH   DFND 1,9 0 483,390 0
KINROSS GOLD CORP COM NO PAR 496902404 1,132 364,123 SH   DFND 15 0 364,123 0
KINROSS GOLD CORP COM NO PAR 496902404 1,721 553,436 SH   DFND 5 0 0 553,436
KINROSS GOLD CORP COM NO PAR 496902404 152 48,916 SH   DFND 5,9 0 48,916 0
KINROSS GOLD CORP COM NO PAR 496902404 94 30,367 SH   DFND 11 0 30,367 0
KINROSS GOLD CORP COM NO PAR 496902404 208 66,850 SH   DFND 13 0 66,850 0
KIRBY CORP COM 497266106 161 2,425 SH   DFND 12,15 0 2,425 0
KIRBY CORP COM 497266106 92,500 1,390,983 SH   DFND 1 0 1,370,190 20,793
KIRBY CORP COM 497266106 4,064 61,119 SH   DFND 15 0 61,119 0
KIRKLANDS INC COM 497498105 506 32,640 SH   DFND 15 0 32,640 0
KITE PHARMA INC COM 49803L109 202 4,506 SH   DFND 15 0 4,506 0
KITE RLTY GROUP TR COM NEW 49803T300 645 27,452 SH   DFND 14 0 27,452 0
KITE RLTY GROUP TR COM NEW 49803T300 13 550 SH   DFND 1 0 550 0
KITE RLTY GROUP TR COM NEW 49803T300 176 7,477 SH   DFND 1,15 0 7,477 0
KITE RLTY GROUP TR COM NEW 49803T300 11,080 471,870 SH   DFND 15 0 471,870 0
KNOLL INC COM NEW 498904200 1,213 43,420 SH   DFND 15 0 43,420 0
KNIGHT TRANSN INC COM 499064103 402 12,150 SH   DFND 14 0 12,150 0
KNIGHT TRANSN INC COM 499064103 71,199 2,154,281 SH   DFND 1 0 2,154,281 0
KNIGHT TRANSN INC COM 499064103 2,759 83,476 SH   DFND 15 0 83,476 0
KNOWLES CORP COM 49926D109 6,552 392,107 SH   DFND 15 0 392,107 0
KOHLS CORP COM 500255104 957 19,376 SH   DFND 12,15 0 19,376 0
KOHLS CORP COM 500255104 1,002 20,289 SH   DFND 4 0 20,289 0
KOHLS CORP COM 500255104 164 3,323 SH   DFND 14 0 3,323 0
KOHLS CORP COM 500255104 50,772 1,028,198 SH   DFND 1 0 960,548 67,650
KOHLS CORP COM 500255104 15,026 304,300 SH   DFND 1,4 0 304,300 0
KOHLS CORP COM 500255104 1,654 33,500 SH   DFND 1,9 0 33,500 0
KOHLS CORP COM 500255104 2,109 42,700 SH   DFND 1,3 0 42,700 0
KOHLS CORP COM 500255104 8,597 174,100 SH   DFND 1,5 0 0 174,100
KOHLS CORP COM 500255104 14,334 290,278 SH   DFND 15 0 290,278 0
KOHLS CORP COM 500255104 876 17,741 SH   DFND 5 0 0 17,741
KOHLS CORP COM 500255104 705 14,276 SH   DFND 5,6 0 6,330 7,946
KOHLS CORP COM 500255104 220 4,446 SH   DFND 11 0 4,446 0
KOHLS CORP COM 500255104 357 7,224 SH   DFND 13 0 7,224 0
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 1,089 35,633 SH   DFND 1 0 35,633 0
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 577 18,887 SH   DFND 15 0 18,887 0
KONGZHONG CORP SPONSORED ADR 50047P104 427 61,497 SH   DFND 15 0 61,497 0
KOPIN CORP COM 500600101 910 320,364 SH   DFND 15 0 320,364 0
KOPPERS HOLDINGS INC COM 50060P106 1,708 42,380 SH   DFND 1 0 32,480 9,900
KOPPERS HOLDINGS INC COM 50060P106 629 15,600 SH   DFND 1,3 0 15,600 0
KOPPERS HOLDINGS INC COM 50060P106 4,215 104,590 SH   DFND 15 0 104,590 0
KOPPERS HOLDINGS INC COM 50060P106 341 8,460 SH   DFND 5 0 0 8,460
KOREA ELECTRIC PWR SPONSORED ADR 500631106 244 13,212 SH   DFND 14 0 13,212 0
KOREA ELECTRIC PWR SPONSORED ADR 500631106 1,415 76,554 SH   DFND 15 0 76,554 0
KORN FERRY INTL COM NEW 500643200 1,916 65,108 SH   DFND 15 0 65,108 0
KRAFT HEINZ CO COM 500754106 23,537 269,545 SH   DFND 12,15 0 269,545 0
KRAFT HEINZ CO COM 500754106 413,323 4,733,434 SH   DFND 1 0 4,733,434 0
KRAFT HEINZ CO COM 500754106 612 7,004 SH   DFND 1,9 0 7,004 0
KRAFT HEINZ CO COM 500754106 1,497 17,146 SH   DFND 1,3 0 17,146 0
KRAFT HEINZ CO COM 500754106 166 1,898 SH   DFND 1,15 0 1,898 0
KRAFT HEINZ CO COM 500754106 814,778 9,330,948 SH   DFND 15 0 9,330,948 0
KRAFT HEINZ CO COM 500754106 2,174 24,900 SH   DFND 5 0 0 24,900
KRAFT HEINZ CO COM 500754106 1,260 14,428 SH   DFND 11 0 14,428 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 2,649 357,906 SH   DFND 15 0 357,906 0
KRATON CORPORATION COM 50077C106 20 688 SH   DFND 12,15 0 688 0
KRATON CORPORATION COM 50077C106 2,704 94,958 SH   DFND 1 0 94,958 0
KRATON CORPORATION COM 50077C106 7,925 278,250 SH   DFND 15 0 278,250 0
KROGER CO COM 501044101 812 23,534 SH   DFND 12,15 0 23,534 0
KROGER CO COM 501044101 3,156 91,447 SH   DFND 14 0 91,447 0
KROGER CO COM 501044101 15,143 438,798 SH   DFND 1 0 438,798 0
KROGER CO COM 501044101 14,687 425,581 SH   DFND 15 0 425,581 0
KROGER CO COM 501044101 1,532 44,400 SH   DFND 5 0 0 44,400
KROGER CO COM 501044101 734 21,256 SH   DFND 11 0 21,256 0
KRONOS WORLDWIDE INC COM 50105F105 1,194 100,033 SH   DFND 15 0 100,033 0
KULICKE & SOFFA INDS INC COM 501242101 33 2,051 SH   DFND 12,15 0 2,051 0
KULICKE & SOFFA INDS INC COM 501242101 11,819 741,022 SH   DFND 15 0 741,022 0
L BRANDS INC COM 501797104 252 3,830 SH   DFND 12,15 0 3,830 0
L BRANDS INC COM 501797104 7,809 118,610 SH   DFND 14 0 118,610 0
L BRANDS INC COM 501797104 12,766 193,891 SH   DFND 1 0 193,891 0
L BRANDS INC COM 501797104 3,638 55,250 SH   DFND 15 0 55,250 0
L BRANDS INC COM 501797104 790 12,000 SH   DFND 5 0 0 12,000
L BRANDS INC COM 501797104 377 5,727 SH   DFND 11 0 5,727 0
LG DISPLAY CO LTD SPONS ADR REP 50186V102 850 66,182 SH   DFND 15 0 66,182 0
LHC GROUP INC COM 50187A107 2,094 45,818 SH   DFND 15 0 45,818 0
LGI HOMES INC COM 50187T106 254 8,825 SH   DFND 14 0 8,825 0
LGI HOMES INC COM 50187T106 1,775 61,786 SH   DFND 15 0 61,786 0
LKQ CORP COM 501889208 99 3,242 SH   DFND 12,15 0 3,242 0
LKQ CORP COM 501889208 107 3,483 SH   DFND 14 0 3,483 0
LKQ CORP COM 501889208 12,525 408,648 SH   DFND 1 0 408,648 0
LKQ CORP COM 501889208 1,859 60,648 SH   DFND 15 0 60,648 0
LKQ CORP COM 501889208 224 7,300 SH   DFND 11 0 7,300 0
LMP CAP & INCOME FD INC COM 50208A102 3,167 238,296 SH   DFND 14 0 238,296 0
LPL FINL HLDGS INC COM 50212V100 87 2,470 SH   DFND 12,15 0 2,470 0
LPL FINL HLDGS INC COM 50212V100 97,125 2,758,450 SH   DFND 1 0 2,758,450 0
LPL FINL HLDGS INC COM 50212V100 1,290 36,636 SH   DFND 15 0 36,636 0
LSB INDS INC COM 502160104 1,549 183,919 SH   DFND 15 0 183,919 0
LSI INDS INC COM 50216C108 50 5,112 SH   DFND 12,15 0 5,112 0
LSI INDS INC COM 50216C108 3,086 316,824 SH   DFND 15 0 316,824 0
LTC PPTYS INC COM 502175102 64,537 1,373,707 SH   DFND 1 0 64,954 1,308,753
LTC PPTYS INC COM 502175102 64 1,367 SH   DFND 1,9 0 1,367 0
LTC PPTYS INC COM 502175102 33 700 SH   DFND 1,3 0 700 0
LTC PPTYS INC COM 502175102 108 2,293 SH   DFND 1,15 0 2,293 0
LTC PPTYS INC COM 502175102 11,816 251,508 SH   DFND 15 0 251,508 0
LSC COMMUNICATIONS INC COM 50218P107 149 5,006 SH   DFND 12,15 0 5,006 0
LSC COMMUNICATIONS INC COM 50218P107 710 23,933 SH   DFND 14 0 23,933 0
LSC COMMUNICATIONS INC COM 50218P107 1,975 66,548 SH   DFND 15 0 66,548 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 1,135 7,463 SH   DFND 12,15 0 7,463 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 754 4,957 SH   DFND 14 0 4,957 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 15,098 99,257 SH   DFND 1 0 98,207 1,050
L-3 COMMUNICATIONS HLDGS INC COM 502424104 715 4,700 SH   DFND 1,4 0 4,700 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 129 850 SH   DFND 1,3 0 850 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 1,705 11,210 SH   DFND 1,15 0 11,210 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 4,890 32,150 SH   DFND 1,5 0 0 32,150
L-3 COMMUNICATIONS HLDGS INC COM 502424104 88,832 584,001 SH   DFND 15 0 584,001 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 723 4,750 SH   DFND 5,6 0 2,250 2,500
L-3 COMMUNICATIONS HLDGS INC COM 502424104 295 1,939 SH   DFND 11 0 1,939 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 506 3,325 SH   DFND 13 0 3,325 0
LA QUINTA HLDGS INC COM 50420D108 510 35,917 SH   DFND 14 0 35,917 0
LA QUINTA HLDGS INC COM 50420D108 1,760 123,844 SH   DFND 15 0 123,844 0
LA Z BOY INC COM 505336107 371 11,961 SH   DFND 14 0 11,961 0
LA Z BOY INC COM 505336107 24,360 784,535 SH   DFND 1 0 784,535 0
LA Z BOY INC COM 505336107 4,026 129,650 SH   DFND 1,9 0 129,650 0
LA Z BOY INC COM 505336107 3,201 103,094 SH   DFND 15 0 103,094 0
LA Z BOY INC COM 505336107 3,149 101,420 SH   DFND 6 0 101,420 0
LA Z BOY INC COM 505336107 1,476 47,530 SH   DFND 6,12 0 47,530 0
LA Z BOY INC COM 505336107 487 15,680 SH   DFND 6,9 0 15,680 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 158 1,233 SH   DFND 12,15 0 1,233 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,314 10,234 SH   DFND 14 0 10,234 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 14,231 110,852 SH   DFND 1 0 110,852 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,558 12,132 SH   DFND 1,15 0 12,132 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 2,677 20,851 SH   DFND 15 0 20,851 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 72 560 SH   DFND 10 0 560 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 714 5,558 SH   DFND 5 0 0 5,558
LABORATORY CORP AMER HLDGS COM NEW 50540R409 321 2,502 SH   DFND 11 0 2,502 0
LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAG7 13,257 7,713,000 PRN   DFND 1 0 7,713,000 0
LADDER CAP CORP CL A 505743104 384 27,987 SH   DFND 1 0 27,987 0
LADDER CAP CORP CL A 505743104 67 4,863 SH   DFND 15 0 4,863 0
LAKELAND BANCORP INC COM 511637100 301 15,425 SH   DFND 15 0 15,425 0
LAKELAND FINL CORP COM 511656100 2,531 53,440 SH   DFND 1 0 46,240 7,200
LAKELAND FINL CORP COM 511656100 635 13,400 SH   DFND 1,3 0 13,400 0
LAKELAND FINL CORP COM 511656100 889 18,777 SH   DFND 15 0 18,777 0
LAKELAND FINL CORP COM 511656100 84 1,777 SH   DFND 5 0 0 1,777
LAM RESEARCH CORP COM 512807108 3,894 36,833 SH   DFND 12,15 0 36,833 0
LAM RESEARCH CORP COM 512807108 19,859 187,830 SH   DFND 14 0 187,830 0
LAM RESEARCH CORP COM 512807108 14,600 138,084 SH   DFND 1 0 138,084 0
LAM RESEARCH CORP COM 512807108 137,929 1,304,539 SH   DFND 15 0 1,304,539 0
LAM RESEARCH CORP COM 512807108 944 8,933 SH   DFND 5 0 0 8,933
LAM RESEARCH CORP COM 512807108 403 3,813 SH   DFND 11 0 3,813 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 73,945 42,149,000 PRN   DFND 1 0 37,798,000 4,351,000
LAMAR ADVERTISING CO NEW CL A 512816109 44 658 SH   DFND 12,15 0 658 0
LAMAR ADVERTISING CO NEW CL A 512816109 179,763 2,673,449 SH   DFND 1 0 496,418 2,177,031
LAMAR ADVERTISING CO NEW CL A 512816109 437 6,505 SH   DFND 1,9 0 6,505 0
LAMAR ADVERTISING CO NEW CL A 512816109 1,754 26,089 SH   DFND 1,3 0 26,089 0
LAMAR ADVERTISING CO NEW CL A 512816109 548 8,155 SH   DFND 1,15 0 8,155 0
LAMAR ADVERTISING CO NEW CL A 512816109 334 4,974 SH   DFND 1,5 0 4,974 0
LAMAR ADVERTISING CO NEW CL A 512816109 10,728 159,553 SH   DFND 15 0 159,553 0
LAMAR ADVERTISING CO NEW CL A 512816109 699 10,400 SH   DFND 5,6 0 4,800 5,600
LAMAR ADVERTISING CO NEW CL A 512816109 316 4,701 SH   DFND 13 0 4,701 0
LAMB WESTON HLDGS INC COM 513272104 79 2,083 SH   DFND 12,15 0 2,083 0
LAMB WESTON HLDGS INC COM 513272104 411 10,866 SH   DFND 1 0 9,166 1,700
LAMB WESTON HLDGS INC COM 513272104 98 2,600 SH   DFND 1,9 0 2,600 0
LAMB WESTON HLDGS INC COM 513272104 1,554 41,070 SH   DFND 15 0 41,070 0
LAMB WESTON HLDGS INC COM 513272104 4 100 SH   DFND 5,6 0 100 0
LANCASTER COLONY CORP COM 513847103 83,120 587,875 SH   DFND 1 0 586,875 1,000
LANCASTER COLONY CORP COM 513847103 339 2,400 SH   DFND 1,3 0 2,400 0
LANCASTER COLONY CORP COM 513847103 9,731 68,824 SH   DFND 15 0 68,824 0
LANCASTER COLONY CORP COM 513847103 1,360 9,621 SH   DFND 5 0 1,363 8,258
LANCASTER COLONY CORP COM 513847103 1,671 11,818 SH   DFND 5,9 0 11,818 0
LANCASTER COLONY CORP COM 513847103 367 2,598 SH   DFND 7 0 0 2,598
LANDEC CORP COM 514766104 557 40,365 SH   DFND 15 0 40,365 0
LANDAUER INC COM 51476K103 1,685 35,036 SH   DFND 15 0 35,036 0
LANDSTAR SYS INC COM 515098101 870 10,199 SH   DFND 14 0 10,199 0
LANDSTAR SYS INC COM 515098101 3,602 42,233 SH   DFND 15 0 42,233 0
LANDS END INC NEW COM 51509F105 788 52,040 SH   DFND 15 0 52,040 0
LANNET INC COM 516012101 41,865 1,898,649 SH   DFND 15 0 1,898,649 0
LANTHEUS HLDGS INC COM 516544103 1,251 145,480 SH   DFND 1 0 145,480 0
LANTHEUS HLDGS INC COM 516544103 225 26,200 SH   DFND 1,3 0 26,200 0
LAREDO PETROLEUM INC COM 516806106 47,376 3,350,481 SH   DFND 1 0 3,350,481 0
LAREDO PETROLEUM INC COM 516806106 5,275 373,049 SH   DFND 15 0 373,049 0
LAS VEGAS SANDS CORP COM 517834107 315 5,907 SH   DFND 12,15 0 5,907 0
LAS VEGAS SANDS CORP COM 517834107 308 5,762 SH   DFND 9 0 5,762 0
LAS VEGAS SANDS CORP COM 517834107 11,881 222,445 SH   DFND 1 0 222,145 300
LAS VEGAS SANDS CORP COM 517834107 10,543 197,392 SH   DFND 1,2 0 197,392 0
LAS VEGAS SANDS CORP COM 517834107 3,383 63,343 SH   DFND 1,9 0 63,343 0
LAS VEGAS SANDS CORP COM 517834107 801 14,994 SH   DFND 1,6 0 14,994 0
LAS VEGAS SANDS CORP COM 517834107 16,389 306,851 SH   DFND 15 0 306,851 0
LAS VEGAS SANDS CORP COM 517834107 833 15,600 SH   DFND 5 0 0 15,600
LAS VEGAS SANDS CORP COM 517834107 816 15,274 SH   DFND 5,6 0 7,395 7,879
LAS VEGAS SANDS CORP COM 517834107 569 10,657 SH   DFND 11 0 10,657 0
LAS VEGAS SANDS CORP COM 517834107 1,147 21,467 SH   DFND 11,6 0 10,264 11,203
LAS VEGAS SANDS CORP COM 517834107 93,893 1,757,966 SH   DFND 6 0 1,757,966 0
LAS VEGAS SANDS CORP COM 517834107 42 786 SH   DFND 6,2 0 786 0
LAS VEGAS SANDS CORP COM 517834107 540 10,107 SH   DFND 6,12 0 10,107 0
LAS VEGAS SANDS CORP COM 517834107 11,507 215,438 SH   DFND 6,9 0 215,438 0
LAS VEGAS SANDS CORP COM 517834107 1,232 23,063 SH   DFND 13 0 23,063 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 62 2,037 SH   DFND 12,15 0 2,037 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 48 1,572 SH   DFND 14 0 1,572 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 106,375 3,491,153 SH   DFND 1 0 258,787 3,232,366
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 204 6,698 SH   DFND 1,9 0 6,698 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 201 6,595 SH   DFND 1,15 0 6,595 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 7,095 232,846 SH   DFND 15 0 232,846 0
LATTICE SEMICONDUCTOR CORP COM 518415104 787 106,956 SH   DFND 15 0 106,956 0
LAUDER ESTEE COS INC CL A 518439104 11,606 151,731 SH   DFND 2 0 151,731 0
LAUDER ESTEE COS INC CL A 518439104 97 1,267 SH   DFND 12,15 0 1,267 0
LAUDER ESTEE COS INC CL A 518439104 15,596 203,899 SH   DFND 14 0 203,899 0
LAUDER ESTEE COS INC CL A 518439104 16,431 214,812 SH   DFND 1 0 214,812 0
LAUDER ESTEE COS INC CL A 518439104 1,561 20,404 SH   DFND 1,15 0 20,404 0
LAUDER ESTEE COS INC CL A 518439104 7,675 100,337 SH   DFND 15 0 100,337 0
LAUDER ESTEE COS INC CL A 518439104 918 12,000 SH   DFND 5 0 0 12,000
LAUDER ESTEE COS INC CL A 518439104 403 5,266 SH   DFND 11 0 5,266 0
LAYNE CHRISTENSEN CO COM 521050104 2,517 231,586 SH   DFND 15 0 231,586 0
LEAF GROUP LTD COM 52177G102 177 27,050 SH   DFND 1 0 27,050 0
LEAF GROUP LTD COM 52177G102 122 18,700 SH   DFND 1,3 0 18,700 0
LEAF GROUP LTD COM 52177G102 0 8 SH   DFND 15 0 8 0
LEAR CORP COM NEW 521865204 256 1,932 SH   DFND 12,15 0 1,932 0
LEAR CORP COM NEW 521865204 3,201 24,184 SH   DFND 14 0 24,184 0
LEAR CORP COM NEW 521865204 4,049 30,585 SH   DFND 1 0 27,585 3,000
LEAR CORP COM NEW 521865204 1,999 15,100 SH   DFND 1,4 0 15,100 0
LEAR CORP COM NEW 521865204 291 2,200 SH   DFND 1,3 0 2,200 0
LEAR CORP COM NEW 521865204 225 1,700 SH   DFND 1,5 0 0 1,700
LEAR CORP COM NEW 521865204 2,892 21,848 SH   DFND 15 0 21,848 0
LEAR CORP COM NEW 521865204 975 7,363 SH   DFND 5,9 0 7,363 0
LEAR CORP COM NEW 521865204 1,993 15,060 SH   DFND 5,6 0 7,060 8,000
LEAR CORP COM NEW 521865204 225 1,700 SH   DFND 11 0 1,700 0
LEAR CORP COM NEW 521865204 919 6,942 SH   DFND 6 0 6,942 0
LEAR CORP COM NEW 521865204 926 6,994 SH   DFND 13 0 6,994 0
LEGGETT & PLATT INC COM 524660107 90 1,845 SH   DFND 12,15 0 1,845 0
LEGGETT & PLATT INC COM 524660107 63,603 1,301,208 SH   DFND 14 0 1,301,208 0
LEGGETT & PLATT INC COM 524660107 14,408 294,760 SH   DFND 1 0 289,060 5,700
LEGGETT & PLATT INC COM 524660107 1,590 32,538 SH   DFND 1,15 0 32,538 0
LEGGETT & PLATT INC COM 524660107 479 9,800 SH   DFND 1,5 0 0 9,800
LEGGETT & PLATT INC COM 524660107 4,341 88,803 SH   DFND 15 0 88,803 0
LEGGETT & PLATT INC COM 524660107 712 14,560 SH   DFND 5,6 0 7,060 7,500
LEGGETT & PLATT INC COM 524660107 154 3,150 SH   DFND 11 0 3,150 0
LEGGETT & PLATT INC COM 524660107 353 7,224 SH   DFND 13 0 7,224 0
LEGG MASON BW GLB INC OPP FD COM 52469B100 2,826 238,916 SH   DFND 14 0 238,916 0
LEGACY TEX FINL GROUP INC COM 52471Y106 4,008 93,071 SH   DFND 15 0 93,071 0
LEGG MASON INC COM 524901105 155 5,167 SH   DFND 12,15 0 5,167 0
LEGG MASON INC COM 524901105 820 27,432 SH   DFND 14 0 27,432 0
LEGG MASON INC COM 524901105 105,462 3,525,970 SH   DFND 1 0 3,525,970 0
LEGG MASON INC COM 524901105 323 10,808 SH   DFND 1,9 0 10,808 0
LEGG MASON INC COM 524901105 350 11,694 SH   DFND 1,3 0 11,694 0
LEGG MASON INC COM 524901105 3,236 108,200 SH   DFND 15 0 108,200 0
LEIDOS HLDGS INC COM 525327102 69 1,356 SH   DFND 12,15 0 1,356 0
LEIDOS HLDGS INC COM 525327102 740 14,462 SH   DFND 14 0 14,462 0
LEIDOS HLDGS INC COM 525327102 11,440 223,693 SH   DFND 15 0 223,693 0
LEMAITRE VASCULAR INC COM 525558201 1,221 48,190 SH   DFND 1 0 48,190 0
LEMAITRE VASCULAR INC COM 525558201 236 9,300 SH   DFND 1,3 0 9,300 0
LEMAITRE VASCULAR INC COM 525558201 978 38,600 SH   DFND 15 0 38,600 0
LENDINGCLUB CORP COM 52603A109 160 30,420 SH   DFND 1 0 30,420 0
LENDINGCLUB CORP COM 52603A109 80 15,200 SH   DFND 1,3 0 15,200 0
LENDINGCLUB CORP COM 52603A109 3 621 SH   DFND 15 0 621 0
LENDINGTREE INC NEW COM 52603B107 982 9,688 SH   DFND 15 0 9,688 0
LENNAR CORP CL A 526057104 87 2,036 SH   DFND 12,15 0 2,036 0
LENNAR CORP CL A 526057104 13,325 310,388 SH   DFND 1 0 310,388 0
LENNAR CORP CL A 526057104 1,511 35,203 SH   DFND 15 0 35,203 0
LENNAR CORP CL A 526057104 301 7,000 SH   DFND 5 0 0 7,000
LENNAR CORP CL A 526057104 202 4,700 SH   DFND 11 0 4,700 0
LENNOX INTL INC COM 526107107 153 997 SH   DFND 12,15 0 997 0
LENNOX INTL INC COM 526107107 4,278 27,927 SH   DFND 1 0 19,312 8,615
LENNOX INTL INC COM 526107107 20,832 136,007 SH   DFND 15 0 136,007 0
LEUCADIA NATL CORP COM 527288104 425 18,274 SH   DFND 12,15 0 18,274 0
LEUCADIA NATL CORP COM 527288104 917 39,439 SH   DFND 14 0 39,439 0
LEUCADIA NATL CORP COM 527288104 13,461 578,989 SH   DFND 1 0 578,989 0
LEUCADIA NATL CORP COM 527288104 12,207 525,038 SH   DFND 15 0 525,038 0
LEUCADIA NATL CORP COM 527288104 316 13,603 SH   DFND 5 0 0 13,603
LEUCADIA NATL CORP COM 527288104 195 8,396 SH   DFND 11 0 8,396 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 192 3,401 SH   DFND 12,15 0 3,401 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 1,305 23,148 SH   DFND 14 0 23,148 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 114,028 2,023,212 SH   DFND 1 0 2,023,212 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 7,903 140,220 SH   DFND 15 0 140,220 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 597 10,600 SH   DFND 5 0 0 10,600
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 410 7,266 SH   DFND 11 0 7,266 0
LEXICON PHARMACEUTICALS INC COM NEW 528872302 400 28,925 SH   DFND 1 0 28,925 0
LEXICON PHARMACEUTICALS INC COM NEW 528872302 6,634 479,665 SH   DFND 15 0 479,665 0
LEXINGTON REALTY TRUST COM 529043101 63 5,860 SH   DFND 12,15 0 5,860 0
LEXINGTON REALTY TRUST COM 529043101 1,737 160,843 SH   DFND 1 0 160,843 0
LEXINGTON REALTY TRUST COM 529043101 2,321 214,928 SH   DFND 1,5 0 214,928 0
LEXINGTON REALTY TRUST COM 529043101 17,764 1,644,791 SH   DFND 15 0 1,644,791 0
LEXINGTON REALTY TRUST COM 529043101 182 16,886 SH   DFND 5 0 0 16,886
LIBERTY ALL-STAR GROWTH FD I COM 529900102 155 36,986 SH   DFND 14 0 36,986 0
LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 769 148,945 SH   DFND 14 0 148,945 0
LIBERTY BROADBAND CORP COM SER A 530307107 17,320 239,022 SH   DFND 2 0 239,022 0
LIBERTY BROADBAND CORP COM SER A 530307107 28,149 388,477 SH   DFND 1,2 0 388,477 0
LIBERTY BROADBAND CORP COM SER A 530307107 910 12,562 SH   DFND 15 0 12,562 0
LIBERTY BROADBAND CORP COM SER C 530307305 2,617 35,325 SH   DFND 15 0 35,325 0
LIBERTY BROADBAND CORP COM SER C 530307305 185 2,500 SH   DFND 11 0 2,500 0
LIBERTY EXPEDIA HOLDINGS SER A COM 53046P109 219 5,531 SH   DFND 15 0 5,531 0
LIBERTY INTERACTIVE LLC DEB 1.750% 9/3 530610AD6 53,960 50,195,000 PRN   DFND 1 0 44,870,000 5,325,000
LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 1,190 2,000,000 PRN   DFND 1 0 2,000,000 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 3,693 7,000,000 PRN   DFND 1 0 7,000,000 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 2,151 107,634 SH   DFND 12,15 0 107,634 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 68,705 3,438,702 SH   DFND 15 0 3,438,702 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 407 20,367 SH   DFND 5 0 0 20,367
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 201 10,060 SH   DFND 11 0 10,060 0
LIBERTY INTERACTIVE CORP LBT VEN COM A NE 53071M856 654 17,729 SH   DFND 12,15 0 17,729 0
LIBERTY INTERACTIVE CORP LBT VEN COM A NE 53071M856 22,541 611,353 SH   DFND 15 0 611,353 0
LIBERTY PPTY TR SH BEN INT 531172104 118 2,977 SH   DFND 12,15 0 2,977 0
LIBERTY PPTY TR SH BEN INT 531172104 384,221 9,727,126 SH   DFND 1 0 2,809,360 6,917,766
LIBERTY PPTY TR SH BEN INT 531172104 2,420 61,273 SH   DFND 1,2 0 61,273 0
LIBERTY PPTY TR SH BEN INT 531172104 716 18,124 SH   DFND 1,12 0 18,124 0
LIBERTY PPTY TR SH BEN INT 531172104 196 4,952 SH   DFND 1,9 0 4,952 0
LIBERTY PPTY TR SH BEN INT 531172104 12,358 312,853 SH   DFND 1,3 0 312,853 0
LIBERTY PPTY TR SH BEN INT 531172104 597 15,122 SH   DFND 1,15 0 15,122 0
LIBERTY PPTY TR SH BEN INT 531172104 5,405 136,826 SH   DFND 1,13 0 136,826 0
LIBERTY PPTY TR SH BEN INT 531172104 11,260 285,061 SH   DFND 15 0 285,061 0
LIBERTY PPTY TR SH BEN INT 531172104 146 3,686 SH   DFND 11 0 3,686 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 56 1,617 SH   DFND 12,15 0 1,617 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 759 21,989 SH   DFND 15 0 21,989 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 328 9,500 SH   DFND 5 0 0 9,500
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 79 2,300 SH   DFND 11 0 2,300 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 110 3,230 SH   DFND 12,15 0 3,230 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 1,647 48,550 SH   DFND 15 0 48,550 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 176 5,200 SH   DFND 11 0 5,200 0
LIBERTY MEDIA CORP DELAWARE COM A BRAVES GRP 531229706 3 163 SH   DFND 12,15 0 163 0
LIBERTY MEDIA CORP DELAWARE COM A BRAVES GRP 531229706 3,100 151,300 SH   DFND 1 0 151,300 0
LIBERTY MEDIA CORP DELAWARE COM A BRAVES GRP 531229706 45 2,197 SH   DFND 15 0 2,197 0
LIBERTY MEDIA CORP DELAWARE COM C MEDIA GRP 531229854 25 802 SH   DFND 12,15 0 802 0
LIBERTY MEDIA CORP DELAWARE COM C MEDIA GRP 531229854 350 11,172 SH   DFND 15 0 11,172 0
LIBERTY MEDIA CORP DELAWARE COM A MEDIA GRP 531229870 12 393 SH   DFND 12,15 0 393 0
LIBERTY MEDIA CORP DELAWARE COM A MEDIA GRP 531229870 3,844 122,600 SH   DFND 1 0 122,600 0
LIBERTY MEDIA CORP DELAWARE COM A MEDIA GRP 531229870 2,419 77,148 SH   DFND 15 0 77,148 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 89,621 83,465,000 PRN   DFND 1 0 67,533,000 15,932,000
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 21 1,400 SH   DFND 1,3 0 1,400 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 1,725 114,613 SH   DFND 15 0 114,613 0
LIFEPOINT HEALTH INC COM 53219L109 64 1,131 SH   DFND 12,15 0 1,131 0
LIFEPOINT HEALTH INC COM 53219L109 2,238 39,396 SH   DFND 14 0 39,396 0
LIFEPOINT HEALTH INC COM 53219L109 1,508 26,551 SH   DFND 15 0 26,551 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 41,883 412,190 SH   DFND 15 0 412,190 0
LIFEVANTAGE CORP COM NEW 53222K205 86 10,598 SH   DFND 15 0 10,598 0
LIFETIME BRANDS INC COM 53222Q103 423 23,855 SH   DFND 15 0 23,855 0
LIFE STORAGE INC COM 53223X107 1,884 22,101 SH   DFND 14 0 22,101 0
LIFE STORAGE INC COM 53223X107 168,420 1,975,367 SH   DFND 1 0 1,040,762 934,605
LIFE STORAGE INC COM 53223X107 107 1,251 SH   DFND 1,9 0 1,251 0
LIFE STORAGE INC COM 53223X107 231 2,712 SH   DFND 1,15 0 2,712 0
LIFE STORAGE INC COM 53223X107 1,784 20,922 SH   DFND 15 0 20,922 0
LIFELOCK INC COM 53224V100 1,993 83,309 SH   DFND 15 0 83,309 0
LILLY ELI & CO COM 532457108 1,025 13,941 SH   DFND 12,15 0 13,941 0
LILLY ELI & CO COM 532457108 2,838 38,591 SH   DFND 14 0 38,591 0
LILLY ELI & CO COM 532457108 667,267 9,072,288 SH   DFND 1 0 8,848,849 223,439
LILLY ELI & CO COM 532457108 24,276 330,058 SH   DFND 1,12 0 330,058 0
LILLY ELI & CO COM 532457108 561 7,623 SH   DFND 1,9 0 7,623 0
LILLY ELI & CO COM 532457108 1,176 15,988 SH   DFND 1,3 0 15,988 0
LILLY ELI & CO COM 532457108 75,067 1,020,627 SH   DFND 15 0 1,020,627 0
LILLY ELI & CO COM 532457108 304 4,133 SH   DFND 10 0 4,133 0
LILLY ELI & CO COM 532457108 2,810 38,200 SH   DFND 5 0 0 38,200
LILLY ELI & CO COM 532457108 12 160 SH   DFND 5,6 0 160 0
LILLY ELI & CO COM 532457108 1,724 23,438 SH   DFND 11 0 23,438 0
LINCOLN ELEC HLDGS INC COM 533900106 172 2,239 SH   DFND 12,15 0 2,239 0
LINCOLN ELEC HLDGS INC COM 533900106 46,213 602,748 SH   DFND 1 0 602,748 0
LINCOLN ELEC HLDGS INC COM 533900106 4,673 60,947 SH   DFND 15 0 60,947 0
LINCOLN NATL CORP IND COM 534187109 946 14,270 SH   DFND 12,15 0 14,270 0
LINCOLN NATL CORP IND COM 534187109 7,059 106,526 SH   DFND 14 0 106,526 0
LINCOLN NATL CORP IND COM 534187109 68,959 1,040,577 SH   DFND 1 0 1,039,927 650
LINCOLN NATL CORP IND COM 534187109 46 695 SH   DFND 1,9 0 695 0
LINCOLN NATL CORP IND COM 534187109 163 2,459 SH   DFND 1,3 0 2,459 0
LINCOLN NATL CORP IND COM 534187109 16,853 254,302 SH   DFND 15 0 254,302 0
LINCOLN NATL CORP IND COM 534187109 757 11,424 SH   DFND 5 0 0 11,424
LINCOLN NATL CORP IND COM 534187109 1,415 21,356 SH   DFND 5,6 0 9,286 12,070
LINCOLN NATL CORP IND COM 534187109 375 5,663 SH   DFND 11 0 5,663 0
LINCOLN NATL CORP IND COM 534187109 390 5,879 SH   DFND 13 0 5,879 0
LINDSAY CORP COM 535555106 15 199 SH   DFND 12,15 0 199 0
LINDSAY CORP COM 535555106 797 10,679 SH   DFND 14 0 10,679 0
LINDSAY CORP COM 535555106 12,186 163,328 SH   DFND 15 0 163,328 0
LINEAR TECHNOLOGY CORP COM 535678106 134 2,151 SH   DFND 12,15 0 2,151 0
LINEAR TECHNOLOGY CORP COM 535678106 305,682 4,902,684 SH   DFND 1 0 4,902,684 0
LINEAR TECHNOLOGY CORP COM 535678106 210 3,361 SH   DFND 1,9 0 3,361 0
LINEAR TECHNOLOGY CORP COM 535678106 827 13,268 SH   DFND 1,3 0 13,268 0
LINEAR TECHNOLOGY CORP COM 535678106 50 800 SH   DFND 1,15 0 800 0
LINEAR TECHNOLOGY CORP COM 535678106 3,343 53,609 SH   DFND 15 0 53,609 0
LINEAR TECHNOLOGY CORP COM 535678106 658 10,556 SH   DFND 5 0 0 10,556
LINEAR TECHNOLOGY CORP COM 535678106 354 5,682 SH   DFND 11 0 5,682 0
LIONS GATE ENTMNT CORP CL A VTG 535919401 238 8,855 SH   DFND 14 0 8,855 0
LIONS GATE ENTMNT CORP CL A VTG 535919401 2,562 95,232 SH   DFND 1 0 65,894 29,338
LIONS GATE ENTMNT CORP CL A VTG 535919401 1,030 38,281 SH   DFND 1,9 0 38,281 0
LIONS GATE ENTMNT CORP CL A VTG 535919401 1,003 37,273 SH   DFND 15 0 37,273 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 217 8,855 SH   DFND 14 0 8,855 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 2,337 95,232 SH   DFND 1 0 65,894 29,338
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 939 38,281 SH   DFND 1,9 0 38,281 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 788 32,111 SH   DFND 15 0 32,111 0
LIONBRIDGE TECHNOLOGIES INC COM 536252109 507 87,353 SH   DFND 15 0 87,353 0
LIPOCINE INC NEW COM 53630X104 3,108 844,690 SH   DFND 1 0 844,690 0
LIPOCINE INC NEW COM 53630X104 848 230,310 SH   DFND 1,12 0 230,310 0
LIPOCINE INC NEW COM 53630X104 5 1,424 SH   DFND 15 0 1,424 0
LIQUIDITY SERVICES INC COM 53635B107 2,832 290,423 SH   DFND 15 0 290,423 0
LITHIA MTRS INC CL A 536797103 1,762 18,195 SH   DFND 14 0 18,195 0
LITHIA MTRS INC CL A 536797103 3,480 35,944 SH   DFND 15 0 35,944 0
LITTELFUSE INC COM 537008104 2,340 15,418 SH   DFND 14 0 15,418 0
LITTELFUSE INC COM 537008104 56,416 371,721 SH   DFND 1 0 371,721 0
LITTELFUSE INC COM 537008104 7,514 49,510 SH   DFND 15 0 49,510 0
LIVE NATION ENTERTAINMENT IN COM 538034109 124 4,647 SH   DFND 12,15 0 4,647 0
LIVE NATION ENTERTAINMENT IN COM 538034109 1,370 51,499 SH   DFND 15 0 51,499 0
LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 39,111 36,702,000 PRN   DFND 1 0 32,456,000 4,246,000
LIVEPERSON INC COM 538146101 2,596 343,867 SH   DFND 15 0 343,867 0
LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 28,103 9,065,603 SH   DFND 1 0 9,065,603 0
LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 977 315,168 SH   DFND 15 0 315,168 0
LLOYDS BANKING GROUP PLC SDCV 7.500%12/3 539439AG4 1,904,779 18,493,000 PRN   DFND 6 0 15,693,000 2,800,000
LLOYDS BANKING GROUP PLC SDCV 7.500%12/3 539439AG4 326,716 3,172,000 PRN   DFND 6,9 0 3,172,000 0
LOCKHEED MARTIN CORP COM 539830109 1,084 4,338 SH   DFND 12,15 0 4,338 0
LOCKHEED MARTIN CORP COM 539830109 28,573 114,320 SH   DFND 14 0 114,320 0
LOCKHEED MARTIN CORP COM 539830109 37,068 148,309 SH   DFND 1 0 148,159 150
LOCKHEED MARTIN CORP COM 539830109 1,930 7,721 SH   DFND 1,15 0 7,721 0
LOCKHEED MARTIN CORP COM 539830109 146,233 585,071 SH   DFND 15 0 585,071 0
LOCKHEED MARTIN CORP COM 539830109 12 50 SH   DFND 5,6 0 50 0
LOCKHEED MARTIN CORP COM 539830109 1,570 6,282 SH   DFND 11 0 6,282 0
LOEWS CORP COM 540424108 931 19,879 SH   DFND 12,15 0 19,879 0
LOEWS CORP COM 540424108 623 13,297 SH   DFND 14 0 13,297 0
LOEWS CORP COM 540424108 13,994 298,816 SH   DFND 1 0 298,816 0
LOEWS CORP COM 540424108 1,840 39,282 SH   DFND 1,15 0 39,282 0
LOEWS CORP COM 540424108 78,244 1,670,804 SH   DFND 15 0 1,670,804 0
LOEWS CORP COM 540424108 616 13,159 SH   DFND 5 0 0 13,159
LOEWS CORP COM 540424108 317 6,766 SH   DFND 11 0 6,766 0
LOGMEIN INC COM 54142L109 20,032 207,483 SH   DFND 15 0 207,483 0
LORAL SPACE & COMMUNICATNS I COM 543881106 1,052 25,618 SH   DFND 15 0 25,618 0
LOUISIANA PAC CORP COM 546347105 474 25,066 SH   DFND 1 0 25,066 0
LOUISIANA PAC CORP COM 546347105 11,261 594,884 SH   DFND 15 0 594,884 0
LOWES COS INC COM 548661107 25,730 361,778 SH   DFND 2 0 361,778 0
LOWES COS INC COM 548661107 2,648 37,231 SH   DFND 12,15 0 37,231 0
LOWES COS INC COM 548661107 337 4,741 SH   DFND 4 0 4,741 0
LOWES COS INC COM 548661107 87,504 1,230,373 SH   DFND 14 0 1,230,373 0
LOWES COS INC COM 548661107 43 600 SH Call DFND 14 0 0 0
LOWES COS INC COM 548661107 337,922 4,751,437 SH   DFND 1 0 4,751,087 350
LOWES COS INC COM 548661107 11,256 158,268 SH   DFND 1,9 0 158,268 0
LOWES COS INC COM 548661107 1,530 21,517 SH   DFND 1,15 0 21,517 0
LOWES COS INC COM 548661107 75,073 1,055,588 SH   DFND 15 0 1,055,588 0
LOWES COS INC COM 548661107 2,788 39,200 SH   DFND 5 0 0 39,200
LOWES COS INC COM 548661107 6 80 SH   DFND 5,6 0 80 0
LOWES COS INC COM 548661107 1,480 20,813 SH   DFND 11 0 20,813 0
LOXO ONCOLOGY INC COM 548862101 908 28,269 SH   DFND 15 0 28,269 0
LULULEMON ATHLETICA INC COM 550021109 3,197 49,185 SH   DFND 15 0 49,185 0
LULULEMON ATHLETICA INC COM 550021109 312 4,800 SH   DFND 5 0 0 4,800
LULULEMON ATHLETICA INC COM 550021109 175 2,700 SH   DFND 11 0 2,700 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 1,575 100,072 SH   DFND 15 0 100,072 0
LUMENTUM HLDGS INC COM 55024U109 15,415 398,834 SH   DFND 15 0 398,834 0
LUMINEX CORP DEL COM 55027E102 287 14,176 SH   DFND 14 0 14,176 0
LUMINEX CORP DEL COM 55027E102 2,234 110,429 SH   DFND 15 0 110,429 0
LUMOS NETWORKS CORP COM 550283105 1,932 123,681 SH   DFND 15 0 123,681 0
LUXFER HLDGS PLC SPONSORED ADR 550678106 120 10,990 SH   DFND 15 0 10,990 0
LUXOTTICA GROUP S P A SPONSORED ADR 55068R202 5,563 103,597 SH   DFND 15 0 103,597 0
LYDALL INC DEL COM 550819106 349 5,635 SH   DFND 14 0 5,635 0
LYDALL INC DEL COM 550819106 8,801 142,291 SH   DFND 15 0 142,291 0
LYON WILLIAM HOMES CL A NEW 552074700 1,634 85,882 SH   DFND 15 0 85,882 0
M & T BK CORP COM 55261F104 392 2,508 SH   DFND 12,15 0 2,508 0
M & T BK CORP COM 55261F104 1,746 11,160 SH   DFND 14 0 11,160 0
M & T BK CORP COM 55261F104 490,464 3,135,356 SH   DFND 1 0 3,135,356 0
M & T BK CORP COM 55261F104 401 2,562 SH   DFND 1,9 0 2,562 0
M & T BK CORP COM 55261F104 1,276 8,160 SH   DFND 1,3 0 8,160 0
M & T BK CORP COM 55261F104 31,124 198,963 SH   DFND 15 0 198,963 0
M & T BK CORP COM 55261F104 373 2,384 SH   DFND 5 0 0 2,384
M & T BK CORP COM 55261F104 541 3,457 SH   DFND 11 0 3,457 0
MBIA INC COM 55262C100 163 15,250 SH   DFND 12,15 0 15,250 0
MBIA INC COM 55262C100 2,573 240,439 SH   DFND 15 0 240,439 0
MB FINANCIAL INC NEW COM 55264U108 62,206 1,317,080 SH   DFND 1 0 1,317,080 0
MB FINANCIAL INC NEW COM 55264U108 7,356 155,753 SH   DFND 15 0 155,753 0
M D C HLDGS INC COM 552676108 2,546 99,205 SH   DFND 15 0 99,205 0
MDU RES GROUP INC COM 552690109 174 6,042 SH   DFND 12,15 0 6,042 0
MDU RES GROUP INC COM 552690109 5,629 195,661 SH   DFND 14 0 195,661 0
MDU RES GROUP INC COM 552690109 6,321 219,700 SH   DFND 1 0 219,700 0
MDU RES GROUP INC COM 552690109 27,170 944,395 SH   DFND 15 0 944,395 0
MDU RES GROUP INC COM 552690109 6,077 211,238 SH   DFND 5 0 21,462 189,776
MDU RES GROUP INC COM 552690109 4,688 162,937 SH   DFND 5,9 0 162,937 0
MDU RES GROUP INC COM 552690109 1,165 40,507 SH   DFND 7 0 0 40,507
MDC PARTNERS INC CL A SUB VTG 552697104 31,310 4,780,091 SH   DFND 1 0 4,780,091 0
MDC PARTNERS INC CL A SUB VTG 552697104 201 30,664 SH   DFND 15 0 30,664 0
MFS CHARTER INCOME TR SH BEN INT 552727109 974 114,300 SH   DFND 14 0 114,300 0
MFS CHARTER INCOME TR SH BEN INT 552727109 4,806 564,030 SH   DFND 15 0 564,030 0
MFA FINL INC COM 55272X102 75 9,775 SH   DFND 12,15 0 9,775 0
MFA FINL INC COM 55272X102 2,884 377,977 SH   DFND 14 0 377,977 0
MFA FINL INC COM 55272X102 7,006 918,245 SH   DFND 1 0 777,745 140,500
MFA FINL INC COM 55272X102 310 40,600 SH   DFND 1,3 0 40,600 0
MFA FINL INC COM 55272X102 2,176 285,176 SH   DFND 1,5 0 285,176 0
MFA FINL INC COM 55272X102 2,101 275,384 SH   DFND 15 0 275,384 0
MFS MULTIMARKET INCOME TR SH BEN INT 552737108 879 145,085 SH   DFND 14 0 145,085 0
MFS MULTIMARKET INCOME TR SH BEN INT 552737108 4,888 806,630 SH   DFND 15 0 806,630 0
MFS MUN INCOME TR SH BEN INT 552738106 917 138,326 SH   DFND 14 0 138,326 0
MFS INTER INCOME TR SH BEN INT 55273C107 392 88,207 SH   DFND 14 0 88,207 0
MFS INTER INCOME TR SH BEN INT 55273C107 4,799 1,080,955 SH   DFND 15 0 1,080,955 0
MGE ENERGY INC COM 55277P104 1,966 30,106 SH   DFND 15 0 30,106 0
MGIC INVT CORP WIS COM 552848103 144 14,087 SH   DFND 14 0 14,087 0
MGIC INVT CORP WIS COM 552848103 37,468 3,676,949 SH   DFND 1 0 3,368,170 308,779
MGIC INVT CORP WIS COM 552848103 623 61,100 SH   DFND 1,3 0 61,100 0
MGIC INVT CORP WIS COM 552848103 5,312 521,257 SH   DFND 15 0 521,257 0
MGIC INVT CORP WIS NOTE 5.000% 5/0 552848AD5 42,035 41,286,000 PRN   DFND 1 0 37,729,000 3,557,000
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 27,570 18,597,000 PRN   DFND 1 0 14,714,000 3,883,000
MFS GOVT MKTS INCOME TR SH BEN INT 552939100 286 56,719 SH   DFND 14 0 56,719 0
MFS GOVT MKTS INCOME TR SH BEN INT 552939100 1,208 239,672 SH   DFND 15 0 239,672 0
MGM RESORTS INTERNATIONAL COM 552953101 287 9,953 SH   DFND 12,15 0 9,953 0
MGM RESORTS INTERNATIONAL COM 552953101 1,272 44,107 SH   DFND 14 0 44,107 0
MGM RESORTS INTERNATIONAL COM 552953101 11,203 388,585 SH   DFND 15 0 388,585 0
MGM RESORTS INTERNATIONAL COM 552953101 692 24,000 SH   DFND 5 0 0 24,000
MGM RESORTS INTERNATIONAL COM 552953101 317 11,000 SH   DFND 11 0 11,000 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 496 19,609 SH   DFND 1 0 19,609 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 5,941 234,713 SH   DFND 15 0 234,713 0
MGP INGREDIENTS INC NEW COM 55303J106 634 12,680 SH   DFND 15 0 12,680 0
M/I HOMES INC COM 55305B101 1,775 70,500 SH   DFND 15 0 70,500 0
MKS INSTRUMENT INC COM 55306N104 86,769 1,460,758 SH   DFND 1 0 1,420,413 40,345
MKS INSTRUMENT INC COM 55306N104 29,118 490,208 SH   DFND 15 0 490,208 0
MPLX LP COM UNIT REP LTD 55336V100 3,424 98,903 SH   DFND 14 0 98,903 0
MPLX LP COM UNIT REP LTD 55336V100 542 15,653 SH   DFND 1 0 15,653 0
MRC GLOBAL INC COM 55345K103 173 8,549 SH   DFND 12,15 0 8,549 0
MRC GLOBAL INC COM 55345K103 2,132 105,215 SH   DFND 14 0 105,215 0
MRC GLOBAL INC COM 55345K103 6,264 309,160 SH   DFND 1 0 152,060 157,100
MRC GLOBAL INC COM 55345K103 713 35,200 SH   DFND 1,3 0 35,200 0
MRC GLOBAL INC COM 55345K103 2,478 122,286 SH   DFND 15 0 122,286 0
MSA SAFETY INC COM 553498106 2,381 34,349 SH   DFND 15 0 34,349 0
MSC INDL DIRECT INC CL A 553530106 60 645 SH   DFND 12,15 0 645 0
MSC INDL DIRECT INC CL A 553530106 18 200 SH   DFND 1 0 200 0
MSC INDL DIRECT INC CL A 553530106 11,094 120,074 SH   DFND 15 0 120,074 0
MSCI INC COM 55354G100 215 2,726 SH   DFND 12,15 0 2,726 0
MSCI INC COM 55354G100 1,510 19,169 SH   DFND 14 0 19,169 0
MSCI INC COM 55354G100 17,033 216,215 SH   DFND 15 0 216,215 0
MSCI INC COM 55354G100 181 2,300 SH   DFND 11 0 2,300 0
MSCI INC COM 55354G100 295 3,744 SH   DFND 13 0 3,744 0
MSG NETWORK INC CL A 553573106 1,627 75,663 SH   DFND 14 0 75,663 0
MSG NETWORK INC CL A 553573106 7,855 365,327 SH   DFND 15 0 365,327 0
MTS SYS CORP COM 553777103 5,440 95,947 SH   DFND 15 0 95,947 0
MTGE INVT CORP COM 55378A105 1,727 109,981 SH   DFND 14 0 109,981 0
MTGE INVT CORP COM 55378A105 905 57,666 SH   DFND 1 0 57,666 0
MTGE INVT CORP COM 55378A105 264 16,800 SH   DFND 1,3 0 16,800 0
MTGE INVT CORP COM 55378A105 1,983 126,280 SH   DFND 15 0 126,280 0
MTGE INVT CORP COM 55378A105 68 4,316 SH   DFND 5 0 0 4,316
MYR GROUP INC DEL COM 55405W104 2,063 54,747 SH   DFND 15 0 54,747 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 40,187 868,352 SH   DFND 1 0 785,813 82,539
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 1,152 24,892 SH   DFND 15 0 24,892 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 3,579 77,343 SH   DFND 6 0 77,343 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 1,790 38,674 SH   DFND 6,12 0 38,674 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 533 11,511 SH   DFND 6,9 0 11,511 0
MACERICH CO COM 554382101 116 1,639 SH   DFND 12,15 0 1,639 0
MACERICH CO COM 554382101 2,072 29,256 SH   DFND 14 0 29,256 0
MACERICH CO COM 554382101 219,209 3,094,421 SH   DFND 1 0 507,915 2,586,506
MACERICH CO COM 554382101 443 6,258 SH   DFND 1,2 0 6,258 0
MACERICH CO COM 554382101 128 1,807 SH   DFND 1,12 0 1,807 0
MACERICH CO COM 554382101 482 6,800 SH   DFND 1,4 0 6,800 0
MACERICH CO COM 554382101 57 800 SH   DFND 1,9 0 800 0
MACERICH CO COM 554382101 2,451 34,594 SH   DFND 1,3 0 34,594 0
MACERICH CO COM 554382101 464 6,549 SH   DFND 1,15 0 6,549 0
MACERICH CO COM 554382101 1,558 22,000 SH   DFND 1,5 0 0 22,000
MACERICH CO COM 554382101 975 13,761 SH   DFND 1,13 0 13,761 0
MACERICH CO COM 554382101 8,186 115,552 SH   DFND 15 0 115,552 0
MACERICH CO COM 554382101 4,955 69,941 SH   DFND 5 0 69,941 0
MACERICH CO COM 554382101 896 12,653 SH   DFND 5,6 0 5,347 7,306
MACERICH CO COM 554382101 213 3,000 SH   DFND 11 0 3,000 0
MACERICH CO COM 554382101 357 5,038 SH   DFND 13 0 5,038 0
MACK CALI RLTY CORP COM 554489104 90 3,099 SH   DFND 12,15 0 3,099 0
MACK CALI RLTY CORP COM 554489104 349 12,012 SH   DFND 14 0 12,012 0
MACK CALI RLTY CORP COM 554489104 9,187 316,570 SH   DFND 1 0 218,470 98,100
MACK CALI RLTY CORP COM 554489104 888 30,600 SH   DFND 1,3 0 30,600 0
MACK CALI RLTY CORP COM 554489104 1,493 51,437 SH   DFND 15 0 51,437 0
MACK CALI RLTY CORP COM 554489104 81 2,800 SH   DFND 5 0 0 2,800
MACQUARIE INFRASTRUCTURE COR COM 55608B105 78 953 SH   DFND 14 0 953 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 5,287 64,714 SH   DFND 1 0 64,714 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 133 1,632 SH   DFND 1,9 0 1,632 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 206 2,522 SH   DFND 1,11 0 2,522 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 48,808 597,410 SH   DFND 15 0 597,410 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 155 1,900 SH   DFND 11 0 1,900 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 16,321 14,055,000 PRN   DFND 1 0 14,055,000 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 10,824 10,750,000 PRN   DFND 1 0 10,750,000 0
MACROGENICS INC COM 556099109 337 16,501 SH   DFND 15 0 16,501 0
MACYS INC COM 55616P104 717 20,019 SH   DFND 12,15 0 20,019 0
MACYS INC COM 55616P104 19,438 542,805 SH   DFND 1 0 522,905 19,900
MACYS INC COM 55616P104 248 6,933 SH   DFND 1,2 0 6,933 0
MACYS INC COM 55616P104 4,104 114,600 SH   DFND 1,4 0 114,600 0
MACYS INC COM 55616P104 1,164 32,517 SH   DFND 1,9 0 32,517 0
MACYS INC COM 55616P104 577 16,100 SH   DFND 1,3 0 16,100 0
MACYS INC COM 55616P104 16 457 SH   DFND 1,15 0 457 0
MACYS INC COM 55616P104 419 11,700 SH   DFND 1,5 0 0 11,700
MACYS INC COM 55616P104 12,891 359,978 SH   DFND 15 0 359,978 0
MACYS INC COM 55616P104 544 15,200 SH   DFND 5 0 0 15,200
MACYS INC COM 55616P104 829 23,160 SH   DFND 5,6 0 10,860 12,300
MACYS INC COM 55616P104 261 7,286 SH   DFND 11 0 7,286 0
MACYS INC COM 55616P104 213 5,962 SH   DFND 13 0 5,962 0
MADDEN STEVEN LTD COM 556269108 249 6,978 SH   DFND 14 0 6,978 0
MADDEN STEVEN LTD COM 556269108 48,628 1,360,210 SH   DFND 1 0 1,360,210 0
MADDEN STEVEN LTD COM 556269108 2,931 81,987 SH   DFND 15 0 81,987 0
MADISON CVRED CALL & EQ STR COM 557437100 3,318 430,901 SH   DFND 14 0 430,901 0
MADISON CVRED CALL & EQ STR COM 557437100 1,536 199,457 SH   DFND 15 0 199,457 0
MAG SILVER CORP COM 55903Q104 190 17,209 SH   DFND 15 0 17,209 0
MAGELLAN HEALTH INC COM NEW 559079207 144 1,914 SH   DFND 12,15 0 1,914 0
MAGELLAN HEALTH INC COM NEW 559079207 406 5,396 SH   DFND 14 0 5,396 0
MAGELLAN HEALTH INC COM NEW 559079207 6,150 81,722 SH   DFND 15 0 81,722 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 4,204 55,586 SH   DFND 14 0 55,586 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 713 9,429 SH   DFND 1 0 9,429 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 732 9,682 SH   DFND 15 0 9,682 0
MAGNA INTL INC COM 559222401 2,442 56,261 SH   DFND 2,15 0 56,261 0
MAGNA INTL INC COM 559222401 68 1,570 SH   DFND 12,15 0 1,570 0
MAGNA INTL INC COM 559222401 348 8,011 SH   DFND 14 0 8,011 0
MAGNA INTL INC COM 559222401 754 17,365 SH   DFND 1,2 0 17,365 0
MAGNA INTL INC COM 559222401 8,821 203,244 SH   DFND 15 0 203,244 0
MAGNA INTL INC COM 559222401 417 9,600 SH   DFND 5 0 0 9,600
MAGNA INTL INC COM 559222401 399 9,200 SH   DFND 11 0 9,200 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 1,075 173,334 SH   DFND 15 0 173,334 0
MAIN STREET CAPITAL CORP COM 56035L104 59 1,611 SH   DFND 12,15 0 1,611 0
MAIN STREET CAPITAL CORP COM 56035L104 3,116 84,744 SH   DFND 14 0 84,744 0
MAIN STREET CAPITAL CORP COM 56035L104 3,770 102,539 SH   DFND 15 0 102,539 0
MAINSOURCE FINANCIAL GP INC COM 56062Y102 559 16,260 SH   DFND 1 0 16,260 0
MAINSOURCE FINANCIAL GP INC COM 56062Y102 144 4,200 SH   DFND 1,3 0 4,200 0
MAINSOURCE FINANCIAL GP INC COM 56062Y102 1,117 32,477 SH   DFND 15 0 32,477 0
MAINSTAY DEFINEDTERM MN OPP COM 56064K100 924 50,485 SH   DFND 14 0 50,485 0
MANHATTAN ASSOCS INC COM 562750109 58,372 1,100,737 SH   DFND 1 0 1,088,262 12,475
MANHATTAN ASSOCS INC COM 562750109 22,356 421,578 SH   DFND 15 0 421,578 0
MANHATTAN ASSOCS INC COM 562750109 10,074 189,974 SH   DFND 6 0 189,974 0
MANITEX INTL INC COM 563420108 235 34,191 SH   DFND 15 0 34,191 0
MANITOWOC FOODSERVICE INC COM 563568104 33 1,725 SH   DFND 12,15 0 1,725 0
MANITOWOC FOODSERVICE INC COM 563568104 655 33,886 SH   DFND 15 0 33,886 0
MANITOWOC INC COM 563571108 16 2,625 SH   DFND 12,15 0 2,625 0
MANITOWOC INC COM 563571108 644 107,711 SH   DFND 15 0 107,711 0
MANNING & NAPIER INC CL A 56382Q102 233 30,915 SH   DFND 15 0 30,915 0
MANPOWERGROUP INC COM 56418H100 405 4,561 SH   DFND 12,15 0 4,561 0
MANPOWERGROUP INC COM 56418H100 938 10,560 SH   DFND 14 0 10,560 0
MANPOWERGROUP INC COM 56418H100 101,211 1,138,863 SH   DFND 1 0 1,137,163 1,700
MANPOWERGROUP INC COM 56418H100 675 7,600 SH   DFND 1,4 0 7,600 0
MANPOWERGROUP INC COM 56418H100 80 900 SH   DFND 1,3 0 900 0
MANPOWERGROUP INC COM 56418H100 82 922 SH   DFND 1,5 0 322 600
MANPOWERGROUP INC COM 56418H100 7,141 80,355 SH   DFND 15 0 80,355 0
MANPOWERGROUP INC COM 56418H100 826 9,297 SH   DFND 5 0 0 9,297
MANPOWERGROUP INC COM 56418H100 812 9,142 SH   DFND 5,6 0 4,214 4,928
MANPOWERGROUP INC COM 56418H100 145 1,633 SH   DFND 11 0 1,633 0
MANPOWERGROUP INC COM 56418H100 326 3,667 SH   DFND 13 0 3,667 0
MANTECH INTL CORP CL A 564563104 10,073 238,409 SH   DFND 15 0 238,409 0
MANTECH INTL CORP CL A 564563104 387 9,170 SH   DFND 5 0 0 9,170
MANULIFE FINL CORP COM 56501R106 77,437 4,345,499 SH   DFND 2 0 4,345,499 0
MANULIFE FINL CORP COM 56501R106 5,370 301,343 SH   DFND 2,15 0 301,343 0
MANULIFE FINL CORP COM 56501R106 141 7,935 SH   DFND 12,15 0 7,935 0
MANULIFE FINL CORP COM 56501R106 4,729 265,366 SH   DFND 14 0 265,366 0
MANULIFE FINL CORP COM 56501R106 19,307 1,083,440 SH   DFND 1,2 0 1,083,440 0
MANULIFE FINL CORP COM 56501R106 2,932 164,541 SH   DFND 15 0 164,541 0
MANULIFE FINL CORP COM 56501R106 1,329 74,600 SH   DFND 5 0 0 74,600
MANULIFE FINL CORP COM 56501R106 830 46,596 SH   DFND 11 0 46,596 0
MARATHON OIL CORP COM 565849106 1,498 86,533 SH   DFND 12,15 0 86,533 0
MARATHON OIL CORP COM 565849106 210 12,147 SH   DFND 14 0 12,147 0
MARATHON OIL CORP COM 565849106 239,127 13,814,369 SH   DFND 1 0 13,525,144 289,225
MARATHON OIL CORP COM 565849106 705 40,728 SH   DFND 1,9 0 40,728 0
MARATHON OIL CORP COM 565849106 28,262 1,632,686 SH   DFND 15 0 1,632,686 0
MARATHON OIL CORP COM 565849106 1,412 81,600 SH   DFND 5 0 0 81,600
MARATHON OIL CORP COM 565849106 772 44,596 SH   DFND 5,6 0 20,696 23,900
MARATHON OIL CORP COM 565849106 354 20,478 SH   DFND 11 0 20,478 0
MARATHON PETE CORP COM 56585A102 1,349 26,787 SH   DFND 12,15 0 26,787 0
MARATHON PETE CORP COM 56585A102 5,067 100,640 SH   DFND 14 0 100,640 0
MARATHON PETE CORP COM 56585A102 15,164 301,171 SH   DFND 1 0 301,171 0
MARATHON PETE CORP COM 56585A102 20 404 SH   DFND 1,15 0 404 0
MARATHON PETE CORP COM 56585A102 37,591 746,596 SH   DFND 15 0 746,596 0
MARATHON PETE CORP COM 56585A102 1,118 22,210 SH   DFND 5 0 0 22,210
MARATHON PETE CORP COM 56585A102 628 12,478 SH   DFND 11 0 12,478 0
MARCHEX INC CL B 56624R108 319 120,376 SH   DFND 15 0 120,376 0
MARCUS & MILLICHAP INC COM 566324109 273 10,209 SH   DFND 15 0 10,209 0
MARCUS CORP COM 566330106 78 2,462 SH   DFND 12,15 0 2,462 0
MARCUS CORP COM 566330106 13 398 SH   DFND 1 0 398 0
MARCUS CORP COM 566330106 12,915 410,013 SH   DFND 15 0 410,013 0
MARINEMAX INC COM 567908108 812 41,940 SH   DFND 15 0 41,940 0
MARKEL CORP COM 570535104 141 156 SH   DFND 12,15 0 156 0
MARKEL CORP COM 570535104 187 207 SH   DFND 1,6 0 207 0
MARKEL CORP COM 570535104 13,445 14,865 SH   DFND 15 0 14,865 0
MARKEL CORP COM 570535104 271 300 SH   DFND 11 0 300 0
MARKEL CORP COM 570535104 3,567 3,944 SH   DFND 6 0 3,944 0
MARKEL CORP COM 570535104 25 28 SH   DFND 6,2 0 28 0
MARKEL CORP COM 570535104 64 71 SH   DFND 6,9 0 71 0
MARKEL CORP COM 570535104 678 750 SH   DFND 13 0 750 0
MARKETAXESS HLDGS INC COM 57060D108 61,064 415,629 SH   DFND 1 0 388,869 26,760
MARKETAXESS HLDGS INC COM 57060D108 40,185 273,518 SH   DFND 15 0 273,518 0
MARLIN BUSINESS SVCS CORP COM 571157106 288 13,789 SH   DFND 15 0 13,789 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 83 984 SH   DFND 14 0 984 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 7,917 93,303 SH   DFND 15 0 93,303 0
MARSH & MCLENNAN COS INC COM 571748102 491 7,260 SH   DFND 12,15 0 7,260 0
MARSH & MCLENNAN COS INC COM 571748102 5,257 77,772 SH   DFND 14 0 77,772 0
MARSH & MCLENNAN COS INC COM 571748102 303,550 4,491,049 SH   DFND 1 0 4,209,820 281,229
MARSH & MCLENNAN COS INC COM 571748102 1,115 16,500 SH   DFND 1,4 0 16,500 0
MARSH & MCLENNAN COS INC COM 571748102 273 4,038 SH   DFND 1,3 0 4,038 0
MARSH & MCLENNAN COS INC COM 571748102 1,994 29,507 SH   DFND 1,15 0 29,507 0
MARSH & MCLENNAN COS INC COM 571748102 33 487 SH   DFND 1,11 0 487 0
MARSH & MCLENNAN COS INC COM 571748102 79,564 1,177,163 SH   DFND 15 0 1,177,163 0
MARSH & MCLENNAN COS INC COM 571748102 1,507 22,300 SH   DFND 5 0 0 22,300
MARSH & MCLENNAN COS INC COM 571748102 826 12,228 SH   DFND 11 0 12,228 0
MARRIOTT INTL INC NEW CL A 571903202 17,782 215,075 SH   DFND 2 0 215,075 0
MARRIOTT INTL INC NEW CL A 571903202 8,032 97,149 SH   DFND 12,15 0 97,149 0
MARRIOTT INTL INC NEW CL A 571903202 898 10,861 SH   DFND 14 0 10,861 0
MARRIOTT INTL INC NEW CL A 571903202 14,762 178,549 SH   DFND 1 0 178,549 0
MARRIOTT INTL INC NEW CL A 571903202 274,230 3,316,765 SH   DFND 15 0 3,316,765 0
MARRIOTT INTL INC NEW CL A 571903202 1,516 18,341 SH   DFND 5 0 0 18,341
MARRIOTT INTL INC NEW CL A 571903202 662 8,006 SH   DFND 11 0 8,006 0
MARTEN TRANS LTD COM 573075108 1,072 46,004 SH   DFND 15 0 46,004 0
MARTIN MARIETTA MATLS INC COM 573284106 131 592 SH   DFND 12,15 0 592 0
MARTIN MARIETTA MATLS INC COM 573284106 798 3,601 SH   DFND 14 0 3,601 0
MARTIN MARIETTA MATLS INC COM 573284106 96,928 437,537 SH   DFND 1 0 437,537 0
MARTIN MARIETTA MATLS INC COM 573284106 14,747 66,570 SH   DFND 15 0 66,570 0
MARTIN MARIETTA MATLS INC COM 573284106 307 1,387 SH   DFND 11 0 1,387 0
MASCO CORP COM 574599106 369 11,660 SH   DFND 12,15 0 11,660 0
MASCO CORP COM 574599106 3,674 116,203 SH   DFND 14 0 116,203 0
MASCO CORP COM 574599106 47,758 1,510,365 SH   DFND 1 0 1,510,365 0
MASCO CORP COM 574599106 347 10,969 SH   DFND 1,3 0 10,969 0
MASCO CORP COM 574599106 12,285 388,527 SH   DFND 15 0 388,527 0
MASCO CORP COM 574599106 711 22,500 SH   DFND 5 0 0 22,500
MASCO CORP COM 574599106 253 8,002 SH   DFND 11 0 8,002 0
MASIMO CORP COM 574795100 70 1,039 SH   DFND 12,15 0 1,039 0
MASIMO CORP COM 574795100 142 2,100 SH   DFND 1,3 0 2,100 0
MASIMO CORP COM 574795100 11,513 170,810 SH   DFND 15 0 170,810 0
MASONITE INTL CORP NEW COM 575385109 58,355 886,852 SH   DFND 1 0 843,422 43,430
MASONITE INTL CORP NEW COM 575385109 1,939 29,475 SH   DFND 15 0 29,475 0
MASTEC INC COM 576323109 116 3,038 SH   DFND 12,15 0 3,038 0
MASTEC INC COM 576323109 9,259 242,071 SH   DFND 15 0 242,071 0
MASTERCARD INCORPORATED CL A 57636Q104 384 3,718 SH   DFND 12,15 0 3,718 0
MASTERCARD INCORPORATED CL A 57636Q104 1,642 15,900 SH   DFND 4 0 15,900 0
MASTERCARD INCORPORATED CL A 57636Q104 837 8,102 SH   DFND 14 0 8,102 0
MASTERCARD INCORPORATED CL A 57636Q104 272,815 2,642,274 SH   DFND 1 0 2,642,274 0
MASTERCARD INCORPORATED CL A 57636Q104 2,395 23,195 SH   DFND 1,12 0 23,195 0
MASTERCARD INCORPORATED CL A 57636Q104 1,534 14,854 SH   DFND 1,15 0 14,854 0
MASTERCARD INCORPORATED CL A 57636Q104 834 8,079 SH   DFND 1,6 0 8,079 0
MASTERCARD INCORPORATED CL A 57636Q104 90,844 879,843 SH   DFND 15 0 879,843 0
MASTERCARD INCORPORATED CL A 57636Q104 1,229 11,900 SH   DFND 10 0 11,900 0
MASTERCARD INCORPORATED CL A 57636Q104 3,717 36,000 SH   DFND 5 0 0 36,000
MASTERCARD INCORPORATED CL A 57636Q104 2,365 22,910 SH   DFND 11 0 22,910 0
MASTERCARD INCORPORATED CL A 57636Q104 930 9,005 SH   DFND 11,6 0 0 9,005
MASTERCARD INCORPORATED CL A 57636Q104 91,782 888,925 SH   DFND 6 0 888,925 0
MASTERCARD INCORPORATED CL A 57636Q104 51 491 SH   DFND 6,2 0 491 0
MASTERCARD INCORPORATED CL A 57636Q104 832 8,059 SH   DFND 6,12 0 8,059 0
MASTERCARD INCORPORATED CL A 57636Q104 769 7,452 SH   DFND 6,9 0 7,452 0
MASTERCARD INCORPORATED CL A 57636Q104 1,122 10,864 SH   DFND 13 0 10,864 0
MATADOR RES CO COM 576485205 1,158 44,944 SH   DFND 15 0 44,944 0
MATCH GROUP INC COM 57665R106 1,445 84,500 SH   DFND 1 0 84,500 0
MATCH GROUP INC COM 57665R106 884 51,681 SH   DFND 15 0 51,681 0
MATERION CORP COM 576690101 4,041 102,056 SH   DFND 15 0 102,056 0
MATRIX SVC CO COM 576853105 3,233 142,408 SH   DFND 15 0 142,408 0
MATSON INC COM 57686G105 465 13,137 SH   DFND 14 0 13,137 0
MATSON INC COM 57686G105 1,151 32,524 SH   DFND 15 0 32,524 0
MATTEL INC COM 577081102 2,238 81,238 SH   DFND 12,15 0 81,238 0
MATTEL INC COM 577081102 2,581 93,671 SH   DFND 14 0 93,671 0
MATTEL INC COM 577081102 21,298 773,079 SH   DFND 1 0 773,079 0
MATTEL INC COM 577081102 1,020 37,027 SH   DFND 1,2 0 37,027 0
MATTEL INC COM 577081102 72,683 2,638,229 SH   DFND 15 0 2,638,229 0
MATTEL INC COM 577081102 431 15,628 SH   DFND 5 0 0 15,628
MATTEL INC COM 577081102 227 8,252 SH   DFND 11 0 8,252 0
MATTHEWS INTL CORP CL A 577128101 15 199 SH   DFND 1 0 199 0
MATTHEWS INTL CORP CL A 577128101 11,534 150,088 SH   DFND 15 0 150,088 0
MAXIM INTEGRATED PRODS INC COM 57772K101 2,525 65,455 SH   DFND 12,15 0 65,455 0
MAXIM INTEGRATED PRODS INC COM 57772K101 8 200 SH   DFND 1 0 200 0
MAXIM INTEGRATED PRODS INC COM 57772K101 143 3,700 SH   DFND 1,9 0 3,700 0
MAXIM INTEGRATED PRODS INC COM 57772K101 106,114 2,751,198 SH   DFND 15 0 2,751,198 0
MAXIM INTEGRATED PRODS INC COM 57772K101 339 8,800 SH   DFND 5 0 0 8,800
MAXIM INTEGRATED PRODS INC COM 57772K101 586 15,188 SH   DFND 5,6 0 7,312 7,876
MAXIM INTEGRATED PRODS INC COM 57772K101 266 6,900 SH   DFND 11 0 6,900 0
MAXWELL TECHNOLOGIES INC COM 577767106 39 7,631 SH   DFND 12,15 0 7,631 0
MAXWELL TECHNOLOGIES INC COM 577767106 860 167,873 SH   DFND 15 0 167,873 0
MAXLINEAR INC CL A 57776J100 222 10,162 SH   DFND 15 0 10,162 0
MAXIMUS INC COM 577933104 1,509 27,041 SH   DFND 15 0 27,041 0
MCCLATCHY CO CL A NEW 579489303 554 42,030 SH   DFND 1 0 42,030 0
MCCLATCHY CO CL A NEW 579489303 138 10,500 SH   DFND 1,3 0 10,500 0
MCCLATCHY CO CL A NEW 579489303 291 22,090 SH   DFND 15 0 22,090 0
MCCLATCHY CO CL A NEW 579489303 280 21,215 SH   DFND 5 0 0 21,215
MCCORMICK & CO INC COM NON VTG 579780206 92 984 SH   DFND 12,15 0 984 0
MCCORMICK & CO INC COM NON VTG 579780206 1,691 18,115 SH   DFND 14 0 18,115 0
MCCORMICK & CO INC COM NON VTG 579780206 21,029 225,318 SH   DFND 1 0 225,318 0
MCCORMICK & CO INC COM NON VTG 579780206 168 1,800 SH   DFND 1,9 0 1,800 0
MCCORMICK & CO INC COM NON VTG 579780206 1,884 20,189 SH   DFND 1,15 0 20,189 0
MCCORMICK & CO INC COM NON VTG 579780206 72,264 774,284 SH   DFND 15 0 774,284 0
MCCORMICK & CO INC COM NON VTG 579780206 259 2,770 SH   DFND 11 0 2,770 0
MCDERMOTT INTL INC COM 580037109 177 23,913 SH   DFND 12,15 0 23,913 0
MCDERMOTT INTL INC COM 580037109 4,658 630,369 SH   DFND 15 0 630,369 0
MCDONALDS CORP COM 580135101 4,399 36,140 SH   DFND 12,15 0 36,140 0
MCDONALDS CORP COM 580135101 119,487 981,658 SH   DFND 14 0 981,658 0
MCDONALDS CORP COM 580135101 75,383 619,317 SH   DFND 1 0 612,967 6,350
MCDONALDS CORP COM 580135101 5,391 44,288 SH   DFND 1,9 0 44,288 0
MCDONALDS CORP COM 580135101 2,254 18,515 SH   DFND 1,15 0 18,515 0
MCDONALDS CORP COM 580135101 1,363 11,200 SH   DFND 1,5 0 0 11,200
MCDONALDS CORP COM 580135101 169,192 1,390,010 SH   DFND 15 0 1,390,010 0
MCDONALDS CORP COM 580135101 4,426 36,363 SH   DFND 5 0 0 36,363
MCDONALDS CORP COM 580135101 3,463 28,454 SH   DFND 5,6 0 13,865 14,589
MCDONALDS CORP COM 580135101 2,454 20,159 SH   DFND 11 0 20,159 0
MCDONALDS CORP COM 580135101 1,535 12,611 SH   DFND 13 0 12,611 0
MCEWEN MNG INC COM 58039P107 477 163,964 SH   DFND 15 0 163,964 0
MCGRATH RENTCORP COM 580589109 24 600 SH   DFND 12,15 0 600 0
MCGRATH RENTCORP COM 580589109 1,984 50,619 SH   DFND 15 0 50,619 0
MCKESSON CORP COM 58155Q103 56,809 404,477 SH   DFND 2 0 404,477 0
MCKESSON CORP COM 58155Q103 1,065 7,586 SH   DFND 12,15 0 7,586 0
MCKESSON CORP COM 58155Q103 5,463 38,896 SH   DFND 14 0 38,896 0
MCKESSON CORP COM 58155Q103 61,430 437,378 SH   DFND 1 0 433,478 3,900
MCKESSON CORP COM 58155Q103 9,200 65,501 SH   DFND 1,2 0 65,501 0
MCKESSON CORP COM 58155Q103 10,399 74,040 SH   DFND 1,12 0 74,040 0
MCKESSON CORP COM 58155Q103 365 2,600 SH   DFND 1,9 0 2,600 0
MCKESSON CORP COM 58155Q103 3,848 27,400 SH   DFND 1,5 0 0 27,400
MCKESSON CORP COM 58155Q103 19 136 SH   DFND 1,11 0 136 0
MCKESSON CORP COM 58155Q103 37,211 264,938 SH   DFND 15 0 264,938 0
MCKESSON CORP COM 58155Q103 115 820 SH   DFND 10 0 820 0
MCKESSON CORP COM 58155Q103 1,360 9,683 SH   DFND 5 0 0 9,683
MCKESSON CORP COM 58155Q103 2,476 17,626 SH   DFND 5,6 0 7,393 10,233
MCKESSON CORP COM 58155Q103 745 5,305 SH   DFND 11 0 5,305 0
MCKESSON CORP COM 58155Q103 1,112 7,920 SH   DFND 13 0 7,920 0
MEAD JOHNSON NUTRITION CO COM 582839106 110 1,556 SH   DFND 12,15 0 1,556 0
MEAD JOHNSON NUTRITION CO COM 582839106 3,053 43,140 SH   DFND 14 0 43,140 0
MEAD JOHNSON NUTRITION CO COM 582839106 131,146 1,853,397 SH   DFND 1 0 1,853,397 0
MEAD JOHNSON NUTRITION CO COM 582839106 868 12,270 SH   DFND 1,2 0 12,270 0
MEAD JOHNSON NUTRITION CO COM 582839106 447 6,315 SH   DFND 1,9 0 6,315 0
MEAD JOHNSON NUTRITION CO COM 582839106 374 5,285 SH   DFND 1,3 0 5,285 0
MEAD JOHNSON NUTRITION CO COM 582839106 2,204 31,142 SH   DFND 15 0 31,142 0
MEAD JOHNSON NUTRITION CO COM 582839106 234 3,300 SH   DFND 5 0 0 3,300
MEAD JOHNSON NUTRITION CO COM 582839106 325 4,586 SH   DFND 11 0 4,586 0
MECHEL PAO SPONSORED ADR NE 583840608 220 38,473 SH   DFND 15 0 38,473 0
MEDIA GEN INC NEW COM 58441K100 1,538 81,693 SH   DFND 15 0 81,693 0
MEDICAL PPTYS TRUST INC COM 58463J304 580 47,182 SH   DFND 1 0 47,182 0
MEDICAL PPTYS TRUST INC COM 58463J304 9,109 740,533 SH   DFND 15 0 740,533 0
MEDICINES CO COM 584688105 4,952 145,910 SH   DFND 1 0 145,910 0
MEDICINES CO COM 584688105 1,415 41,685 SH   DFND 1,12 0 41,685 0
MEDICINES CO COM 584688105 41,797 1,231,509 SH   DFND 15 0 1,231,509 0
MEDICINOVA INC COM NEW 58468P206 76 12,680 SH   DFND 15 0 12,680 0
MEDIFAST INC COM 58470H101 13 311 SH   DFND 1 0 311 0
MEDIFAST INC COM 58470H101 10,430 250,543 SH   DFND 15 0 250,543 0
MEDIDATA SOLUTIONS INC COM 58471A105 6,681 134,498 SH   DFND 15 0 134,498 0
MEDIDATA SOLUTIONS INC NOTE 1.000% 8/0 58471AAB1 7,410 6,837,000 PRN   DFND 1 0 6,837,000 0
MEDNAX INC COM 58502B106 229 3,438 SH   DFND 12,15 0 3,438 0
MEDNAX INC COM 58502B106 178 2,668 SH   DFND 14 0 2,668 0
MEDNAX INC COM 58502B106 5,690 85,366 SH   DFND 15 0 85,366 0
MEDNAX INC COM 58502B106 153 2,300 SH   DFND 11 0 2,300 0
MEDLEY CAP CORP COM 58503F106 14 1,840 SH   DFND 12,15 0 1,840 0
MEDLEY CAP CORP COM 58503F106 8,657 1,152,750 SH   DFND 15 0 1,152,750 0
MEDPACE HLDGS INC COM 58506Q109 63 1,751 SH   DFND 12,15 0 1,751 0
MEDPACE HLDGS INC COM 58506Q109 2,835 78,587 SH   DFND 1 0 78,587 0
MEDPACE HLDGS INC COM 58506Q109 808 22,413 SH   DFND 1,12 0 22,413 0
MEDPACE HLDGS INC COM 58506Q109 471 13,058 SH   DFND 15 0 13,058 0
MEETME INC COM 585141104 2,273 461,020 SH   DFND 15 0 461,020 0
MELCO CROWN ENTMT LTD ADR 585464100 89 5,581 SH   DFND 15 0 5,581 0
MELCO CROWN ENTMT LTD ADR 585464100 78 4,900 SH   DFND 11 0 4,900 0
MENTOR GRAPHICS CORP COM 587200106 3,676 99,649 SH   DFND 14 0 99,649 0
MENTOR GRAPHICS CORP COM 587200106 3,241 87,866 SH   DFND 15 0 87,866 0
MERCADOLIBRE INC COM 58733R102 842 5,392 SH   DFND 4 0 5,392 0
MERCADOLIBRE INC COM 58733R102 22,266 142,600 SH   DFND 1 0 130,050 12,550
MERCADOLIBRE INC COM 58733R102 10,180 65,200 SH   DFND 1,4 0 65,200 0
MERCADOLIBRE INC COM 58733R102 906 5,800 SH   DFND 1,9 0 5,800 0
MERCADOLIBRE INC COM 58733R102 1,429 9,150 SH   DFND 1,3 0 9,150 0
MERCADOLIBRE INC COM 58733R102 3,615 23,150 SH   DFND 1,5 0 0 23,150
MERCADOLIBRE INC COM 58733R102 4,715 30,198 SH   DFND 15 0 30,198 0
MERCADOLIBRE INC COM 58733R102 587 3,757 SH   DFND 5 0 0 3,757
MERCADOLIBRE INC COM 58733R102 16 100 SH   DFND 5,6 0 100 0
MERCADOLIBRE INC COM 58733R102 156 1,000 SH   DFND 11 0 1,000 0
MERCADOLIBRE INC COM 58733R102 687 4,400 SH   DFND 6 0 4,400 0
MERCADOLIBRE INC COM 58733R102 126 804 SH   DFND 6,2 0 804 0
MERCADOLIBRE INC COM 58733R102 328 2,100 SH   DFND 6,12 0 2,100 0
MERCANTILE BANK CORP COM 587376104 869 23,057 SH   DFND 15 0 23,057 0
MERCER INTL INC COM 588056101 350 32,870 SH   DFND 1 0 32,870 0
MERCER INTL INC COM 588056101 222 20,800 SH   DFND 1,3 0 20,800 0
MERCER INTL INC COM 588056101 736 69,134 SH   DFND 15 0 69,134 0
MERCER INTL INC COM 588056101 157 14,743 SH   DFND 5 0 0 14,743
MERCK & CO INC COM 58933Y105 6,349 107,848 SH   DFND 2 0 107,848 0
MERCK & CO INC COM 58933Y105 3,027 51,421 SH   DFND 12,15 0 51,421 0
MERCK & CO INC COM 58933Y105 1,109 18,836 SH   DFND 4 0 18,836 0
MERCK & CO INC COM 58933Y105 90,525 1,537,706 SH   DFND 14 0 1,537,706 0
MERCK & CO INC COM 58933Y105 1,072,210 18,213,188 SH   DFND 1 0 17,185,556 1,027,632
MERCK & CO INC COM 58933Y105 19,529 331,736 SH   DFND 1,12 0 331,736 0
MERCK & CO INC COM 58933Y105 20,534 348,800 SH   DFND 1,4 0 348,800 0
MERCK & CO INC COM 58933Y105 2,386 40,538 SH   DFND 1,9 0 40,538 0
MERCK & CO INC COM 58933Y105 3,571 60,664 SH   DFND 1,3 0 60,664 0
MERCK & CO INC COM 58933Y105 1,420 24,115 SH   DFND 1,15 0 24,115 0
MERCK & CO INC COM 58933Y105 21,092 358,281 SH   DFND 1,5 0 134,881 223,400
MERCK & CO INC COM 58933Y105 169,976 2,887,318 SH   DFND 15 0 2,887,318 0
MERCK & CO INC COM 58933Y105 647 10,993 SH   DFND 10 0 10,993 0
MERCK & CO INC COM 58933Y105 16,351 277,750 SH   DFND 5 0 142,397 135,353
MERCK & CO INC COM 58933Y105 10,087 171,345 SH   DFND 5,6 0 83,558 87,787
MERCK & CO INC COM 58933Y105 1,057 17,951 SH   DFND 5,7 0 0 17,951
MERCK & CO INC COM 58933Y105 3,851 65,414 SH   DFND 11 0 65,414 0
MERCK & CO INC COM 58933Y105 5,723 97,208 SH   DFND 6 0 17,070 80,138
MERCK & CO INC COM 58933Y105 3,916 66,513 SH   DFND 13 0 66,513 0
MERCURY SYS INC COM 589378108 4,104 135,805 SH   DFND 15 0 135,805 0
MERCURY GENL CORP NEW COM 589400100 39 652 SH   DFND 12,15 0 652 0
MERCURY GENL CORP NEW COM 589400100 637 10,572 SH   DFND 14 0 10,572 0
MERCURY GENL CORP NEW COM 589400100 33,180 551,065 SH   DFND 15 0 551,065 0
MEREDITH CORP COM 589433101 18 300 SH   DFND 1 0 300 0
MEREDITH CORP COM 589433101 28,462 481,188 SH   DFND 15 0 481,188 0
MERIDIAN BIOSCIENCE INC COM 589584101 11 639 SH   DFND 1 0 639 0
MERIDIAN BIOSCIENCE INC COM 589584101 8,600 485,851 SH   DFND 15 0 485,851 0
MERIDIAN BANCORP INC MD COM 58958U103 1,751 92,660 SH   DFND 15 0 92,660 0
MERIT MED SYS INC COM 589889104 3,686 139,079 SH   DFND 15 0 139,079 0
MERIT MED SYS INC COM 589889104 222 8,388 SH   DFND 5 0 0 8,388
MERITAGE HOMES CORP COM 59001A102 2,744 78,844 SH   DFND 15 0 78,844 0
MERITOR INC COM 59001K100 90 7,226 SH   DFND 12,15 0 7,226 0
MERITOR INC COM 59001K100 51,289 4,129,517 SH   DFND 1 0 4,129,517 0
MERITOR INC COM 59001K100 466 37,500 SH   DFND 1,3 0 37,500 0
MERITOR INC COM 59001K100 1,652 133,018 SH   DFND 15 0 133,018 0
MERITOR INC NOTE 7.875% 3/0 59001KAC4 10,718 7,414,000 PRN   DFND 1 0 7,414,000 0
META FINL GROUP INC COM 59100U108 75 728 SH   DFND 12,15 0 728 0
META FINL GROUP INC COM 59100U108 1,701 16,530 SH   DFND 1 0 3,330 13,200
META FINL GROUP INC COM 59100U108 206 2,000 SH   DFND 1,3 0 2,000 0
META FINL GROUP INC COM 59100U108 2,590 25,172 SH   DFND 15 0 25,172 0
METALDYNE PERFORMANCE GROUP COM 59116R107 760 33,103 SH   DFND 15 0 33,103 0
METHANEX CORP COM 59151K108 2,190 50,000 SH   DFND 2 0 50,000 0
METHANEX CORP COM 59151K108 472 10,777 SH   DFND 2,15 0 10,777 0
METHANEX CORP COM 59151K108 23 527 SH   DFND 12,15 0 527 0
METHANEX CORP COM 59151K108 8,138 185,790 SH   DFND 1 0 128,478 57,312
METHANEX CORP COM 59151K108 142 3,248 SH   DFND 1,2 0 3,248 0
METHANEX CORP COM 59151K108 232 5,296 SH   DFND 1,6 0 5,296 0
METHANEX CORP COM 59151K108 7,743 176,773 SH   DFND 15 0 176,773 0
METHANEX CORP COM 59151K108 92 2,100 SH   DFND 11 0 2,100 0
METHANEX CORP COM 59151K108 570 13,014 SH   DFND 11,6 0 0 13,014
METHANEX CORP COM 59151K108 59,855 1,366,561 SH   DFND 6 0 1,366,561 0
METHANEX CORP COM 59151K108 231 5,284 SH   DFND 6,2 0 5,284 0
METHANEX CORP COM 59151K108 2,598 59,313 SH   DFND 6,12 0 59,313 0
METHANEX CORP COM 59151K108 531 12,133 SH   DFND 6,9 0 12,133 0
METHODE ELECTRS INC COM 591520200 1,026 24,815 SH   DFND 14 0 24,815 0
METHODE ELECTRS INC COM 591520200 8,806 212,964 SH   DFND 15 0 212,964 0
METLIFE INC COM 59156R108 2,209 40,982 SH   DFND 12,15 0 40,982 0
METLIFE INC COM 59156R108 17,220 319,535 SH   DFND 14 0 319,535 0
METLIFE INC COM 59156R108 382,993 7,106,943 SH   DFND 1 0 6,916,637 190,306
METLIFE INC COM 59156R108 1,419 26,332 SH   DFND 1,9 0 26,332 0
METLIFE INC COM 59156R108 47,937 889,539 SH   DFND 15 0 889,539 0
METLIFE INC COM 59156R108 2,164 40,154 SH   DFND 5 0 0 40,154
METLIFE INC COM 59156R108 768 14,260 SH   DFND 5,6 0 6,660 7,600
METLIFE INC COM 59156R108 1,191 22,098 SH   DFND 11 0 22,098 0
METLIFE INC COM 59156R108 229 4,242 SH   DFND 13 0 4,242 0
METTLER TOLEDO INTERNATIONAL COM 592688105 468 1,119 SH   DFND 12,15 0 1,119 0
METTLER TOLEDO INTERNATIONAL COM 592688105 5,384 12,864 SH   DFND 14 0 12,864 0
METTLER TOLEDO INTERNATIONAL COM 592688105 13,940 33,305 SH   DFND 1 0 33,305 0
METTLER TOLEDO INTERNATIONAL COM 592688105 1,478 3,532 SH   DFND 1,15 0 3,532 0
METTLER TOLEDO INTERNATIONAL COM 592688105 28,347 67,724 SH   DFND 15 0 67,724 0
METTLER TOLEDO INTERNATIONAL COM 592688105 42 100 SH   DFND 10 0 100 0
METTLER TOLEDO INTERNATIONAL COM 592688105 251 600 SH   DFND 11 0 600 0
MICHAELS COS INC COM 59408Q106 20,262 990,830 SH   DFND 1 0 990,830 0
MICHAELS COS INC COM 59408Q106 1,842 90,076 SH   DFND 15 0 90,076 0
MICHAELS COS INC COM 59408Q106 2,446 119,631 SH   DFND 6 0 119,631 0
MICHAELS COS INC COM 59408Q106 1,189 58,127 SH   DFND 6,12 0 58,127 0
MICHAELS COS INC COM 59408Q106 402 19,649 SH   DFND 6,9 0 19,649 0
MICROSOFT CORP COM 594918104 323,972 5,213,576 SH   DFND 2 0 5,213,576 0
MICROSOFT CORP COM 594918104 110,110 1,771,972 SH   DFND 12,15 0 1,771,972 0
MICROSOFT CORP COM 594918104 1,922 30,928 SH   DFND 4 0 30,928 0
MICROSOFT CORP COM 594918104 29,560 475,704 SH   DFND 14 0 475,704 0
MICROSOFT CORP COM 594918104 75 1,200 SH Call DFND 14 0 0 0
MICROSOFT CORP COM 594918104 727 11,693 SH   DFND 9 0 11,693 0
MICROSOFT CORP COM 594918104 980,204 15,774,126 SH   DFND 1 0 15,197,871 576,255
MICROSOFT CORP COM 594918104 13,737 221,069 SH   DFND 1,2 0 221,069 0
MICROSOFT CORP COM 594918104 5,783 93,062 SH   DFND 1,12 0 93,062 0
MICROSOFT CORP COM 594918104 9,222 148,400 SH   DFND 1,4 0 148,400 0
MICROSOFT CORP COM 594918104 1,032 16,607 SH   DFND 1,9 0 16,607 0
MICROSOFT CORP COM 594918104 1,654 26,620 SH   DFND 1,3 0 26,620 0
MICROSOFT CORP COM 594918104 8,637 139,000 SH   DFND 1,5 0 0 139,000
MICROSOFT CORP COM 594918104 751 12,083 SH   DFND 1,6 0 12,083 0
MICROSOFT CORP COM 594918104 3,657,113 58,852,798 SH   DFND 15 0 58,852,798 0
MICROSOFT CORP COM 594918104 4,337 69,800 SH   DFND 10 0 69,800 0
MICROSOFT CORP COM 594918104 17,346 279,150 SH   DFND 5 0 0 279,150
MICROSOFT CORP COM 594918104 16,240 261,344 SH   DFND 5,6 0 126,794 134,550
MICROSOFT CORP COM 594918104 301 4,851 SH   DFND 5,7 0 0 4,851
MICROSOFT CORP COM 594918104 10,883 175,144 SH   DFND 11 0 175,144 0
MICROSOFT CORP COM 594918104 770 12,390 SH   DFND 11,2 0 12,390 0
MICROSOFT CORP COM 594918104 1,971 31,711 SH   DFND 11,6 0 20,710 11,001
MICROSOFT CORP COM 594918104 130,159 2,094,610 SH   DFND 6 0 2,094,610 0
MICROSOFT CORP COM 594918104 601 9,679 SH   DFND 6,12 0 9,679 0
MICROSOFT CORP COM 594918104 25,287 406,930 SH   DFND 6,9 0 406,930 0
MICROSOFT CORP COM 594918104 6,447 103,746 SH   DFND 13 0 103,746 0
MICROSTRATEGY INC CL A NEW 594972408 88,432 447,985 SH   DFND 1 0 447,985 0
MICROSTRATEGY INC CL A NEW 594972408 9,894 50,124 SH   DFND 15 0 50,124 0
MICROSTRATEGY INC CL A NEW 594972408 2,953 14,958 SH   DFND 6 0 14,958 0
MICROSTRATEGY INC CL A NEW 594972408 1,387 7,025 SH   DFND 6,12 0 7,025 0
MICROSTRATEGY INC CL A NEW 594972408 453 2,294 SH   DFND 6,9 0 2,294 0
MICROCHIP TECHNOLOGY INC COM 595017104 3,188 49,702 SH   DFND 12,15 0 49,702 0
MICROCHIP TECHNOLOGY INC COM 595017104 417 6,500 SH   DFND 14 0 6,500 0
MICROCHIP TECHNOLOGY INC COM 595017104 57,888 902,384 SH   DFND 1 0 902,384 0
MICROCHIP TECHNOLOGY INC COM 595017104 126,662 1,974,472 SH   DFND 15 0 1,974,472 0
MICROCHIP TECHNOLOGY INC COM 595017104 366 5,700 SH   DFND 5 0 0 5,700
MICROCHIP TECHNOLOGY INC COM 595017104 329 5,130 SH   DFND 11 0 5,130 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 5,370 2,000,000 PRN   DFND 1 0 2,000,000 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 76,466 59,047,000 PRN   DFND 1 0 54,027,000 5,020,000
MICRON TECHNOLOGY INC COM 595112103 5,808 264,959 SH   DFND 12,15 0 264,959 0
MICRON TECHNOLOGY INC COM 595112103 4,873 222,331 SH   DFND 14 0 222,331 0
MICRON TECHNOLOGY INC COM 595112103 15,629 712,986 SH   DFND 1 0 712,986 0
MICRON TECHNOLOGY INC COM 595112103 21 966 SH   DFND 1,15 0 966 0
MICRON TECHNOLOGY INC COM 595112103 194,626 8,878,928 SH   DFND 15 0 8,878,928 0
MICRON TECHNOLOGY INC COM 595112103 1,024 46,700 SH   DFND 5 0 0 46,700
MICRON TECHNOLOGY INC COM 595112103 538 24,551 SH   DFND 11 0 24,551 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 10,500 5,000,000 PRN   DFND 1 0 5,000,000 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 9,120 4,000,000 PRN   DFND 1 0 4,000,000 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 66,652 67,113,000 PRN   DFND 1 0 56,170,000 10,943,000
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 248 250,000 PRN   DFND 1,6 0 250,000 0
MICROSEMI CORP COM 595137100 19,110 354,082 SH   DFND 2 0 354,082 0
MICROSEMI CORP COM 595137100 3,098 57,411 SH   DFND 14 0 57,411 0
MICROSEMI CORP COM 595137100 89,604 1,660,255 SH   DFND 1 0 1,590,787 69,468
MICROSEMI CORP COM 595137100 30,537 565,812 SH   DFND 1,2 0 565,812 0
MICROSEMI CORP COM 595137100 455 8,439 SH   DFND 1,3 0 8,439 0
MICROSEMI CORP COM 595137100 3,004 55,657 SH   DFND 15 0 55,657 0
MICROSEMI CORP COM 595137100 4,383 81,205 SH   DFND 6 0 81,205 0
MICROSEMI CORP COM 595137100 2,067 38,292 SH   DFND 6,12 0 38,292 0
MICROSEMI CORP COM 595137100 666 12,337 SH   DFND 6,9 0 12,337 0
MID AMER APT CMNTYS INC COM 59522J103 72 740 SH   DFND 12,15 0 740 0
MID AMER APT CMNTYS INC COM 59522J103 882 9,003 SH   DFND 14 0 9,003 0
MID AMER APT CMNTYS INC COM 59522J103 433,852 4,430,680 SH   DFND 1 0 1,360,919 3,069,761
MID AMER APT CMNTYS INC COM 59522J103 2,726 27,834 SH   DFND 1,2 0 27,834 0
MID AMER APT CMNTYS INC COM 59522J103 806 8,233 SH   DFND 1,12 0 8,233 0
MID AMER APT CMNTYS INC COM 59522J103 83 849 SH   DFND 1,9 0 849 0
MID AMER APT CMNTYS INC COM 59522J103 13,868 141,621 SH   DFND 1,3 0 141,621 0
MID AMER APT CMNTYS INC COM 59522J103 581 5,933 SH   DFND 1,15 0 5,933 0
MID AMER APT CMNTYS INC COM 59522J103 6,033 61,609 SH   DFND 1,13 0 61,609 0
MID AMER APT CMNTYS INC COM 59522J103 1,848 18,877 SH   DFND 15 0 18,877 0
MID AMER APT CMNTYS INC COM 59522J103 215 2,200 SH   DFND 11 0 2,200 0
MIDDLEBY CORP COM 596278101 20,940 162,568 SH   DFND 15 0 162,568 0
MIDDLEBY CORP COM 596278101 180 1,400 SH   DFND 11 0 1,400 0
MIDDLESEX WATER CO COM 596680108 3,830 89,204 SH   DFND 15 0 89,204 0
MIDSOUTH BANCORP INC COM 598039105 346 25,429 SH   DFND 15 0 25,429 0
MILACRON HLDGS CORP COM 59870L106 298 15,988 SH   DFND 15 0 15,988 0
MILLER HERMAN INC COM 600544100 1,656 48,409 SH   DFND 14 0 48,409 0
MILLER HERMAN INC COM 600544100 1,979 57,855 SH   DFND 15 0 57,855 0
MILLER INDS INC TENN COM NEW 600551204 514 19,417 SH   DFND 15 0 19,417 0
MIMEDX GROUP INC COM 602496101 2,239 252,724 SH   DFND 15 0 252,724 0
MINERALS TECHNOLOGIES INC COM 603158106 739 9,562 SH   DFND 14 0 9,562 0
MINERALS TECHNOLOGIES INC COM 603158106 25,790 333,847 SH   DFND 1 0 333,847 0
MINERALS TECHNOLOGIES INC COM 603158106 4,898 63,410 SH   DFND 15 0 63,410 0
MINERALS TECHNOLOGIES INC COM 603158106 688 8,900 SH   DFND 5 0 0 8,900
MINERALS TECHNOLOGIES INC COM 603158106 394 5,100 SH   DFND 5,9 0 5,100 0
MINERALS TECHNOLOGIES INC COM 603158106 3,124 40,439 SH   DFND 6 0 40,439 0
MINERALS TECHNOLOGIES INC COM 603158106 1,503 19,461 SH   DFND 6,12 0 19,461 0
MINERALS TECHNOLOGIES INC COM 603158106 494 6,390 SH   DFND 6,9 0 6,390 0
MINERVA NEUROSCIENCES INC COM 603380106 1,441 122,640 SH   DFND 15 0 122,640 0
MISTRAS GROUP INC COM 60649T107 1,275 49,664 SH   DFND 15 0 49,664 0
MITEK SYS INC COM NEW 606710200 66 10,654 SH   DFND 15 0 10,654 0
MITEL NETWORKS CORP COM 60671Q104 11,954 1,757,935 SH   DFND 2 0 1,757,935 0
MITEL NETWORKS CORP COM 60671Q104 22,448 3,301,244 SH   DFND 1,2 0 3,301,244 0
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 2,576 418,168 SH   DFND 15 0 418,168 0
MIZUHO FINL GROUP INC SPONSORED ADR 60687Y109 1,355 377,405 SH   DFND 15 0 377,405 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 125 13,743 SH   DFND 12,15 0 13,743 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 22,196 2,436,494 SH   DFND 1 0 2,436,494 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 3,916 429,804 SH   DFND 15 0 429,804 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 122 13,392 SH   DFND 5,9 0 13,392 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 451 49,500 SH   DFND 11,6 0 49,500 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 1,344 147,500 SH   DFND 6 0 147,500 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 729 80,000 SH   DFND 6,9 0 80,000 0
MOBILE MINI INC COM 60740F105 30,462 1,007,021 SH   DFND 1 0 928,886 78,135
MOBILE MINI INC COM 60740F105 1,891 62,515 SH   DFND 15 0 62,515 0
MOBILE MINI INC COM 60740F105 2,488 82,249 SH   DFND 6 0 82,249 0
MOBILE MINI INC COM 60740F105 1,127 37,240 SH   DFND 6,12 0 37,240 0
MOBILE MINI INC COM 60740F105 397 13,114 SH   DFND 6,9 0 13,114 0
MODINE MFG CO COM 607828100 34,449 2,312,035 SH   DFND 1 0 2,312,035 0
MODINE MFG CO COM 607828100 1,467 98,454 SH   DFND 15 0 98,454 0
MODUSLINK GLOBAL SOLUTIONS I COM NEW 60786L206 133 91,137 SH   DFND 15 0 91,137 0
MOHAWK INDS INC COM 608190104 155 776 SH   DFND 12,15 0 776 0
MOHAWK INDS INC COM 608190104 1,334 6,679 SH   DFND 14 0 6,679 0
MOHAWK INDS INC COM 608190104 33,701 168,775 SH   DFND 1 0 168,775 0
MOHAWK INDS INC COM 608190104 14,773 73,983 SH   DFND 15 0 73,983 0
MOHAWK INDS INC COM 608190104 579 2,900 SH   DFND 5 0 0 2,900
MOHAWK INDS INC COM 608190104 296 1,482 SH   DFND 11 0 1,482 0
MOLINA HEALTHCARE INC COM 60855R100 45 822 SH   DFND 12,15 0 822 0
MOLINA HEALTHCARE INC COM 60855R100 3,304 60,890 SH   DFND 14 0 60,890 0
MOLINA HEALTHCARE INC COM 60855R100 619 11,406 SH   DFND 15 0 11,406 0
MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 13,984 12,300,000 PRN   DFND 1 0 12,300,000 0
MOLSON COORS BREWING CO CL B 60871R209 203 2,083 SH   DFND 12,15 0 2,083 0
MOLSON COORS BREWING CO CL B 60871R209 14,186 145,779 SH   DFND 1 0 145,779 0
MOLSON COORS BREWING CO CL B 60871R209 1,473 15,133 SH   DFND 1,15 0 15,133 0
MOLSON COORS BREWING CO CL B 60871R209 10,160 104,409 SH   DFND 15 0 104,409 0
MOLSON COORS BREWING CO CL B 60871R209 545 5,600 SH   DFND 5 0 0 5,600
MOLSON COORS BREWING CO CL B 60871R209 438 4,500 SH   DFND 11 0 4,500 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 45,024 2,991,623 SH   DFND 1 0 2,991,623 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 9,502 631,380 SH   DFND 15 0 631,380 0
MOMO INC ADR 60879B107 2,592 141,008 SH   DFND 15 0 141,008 0
MONARCH CASINO & RESORT INC COM 609027107 1,301 50,466 SH   DFND 15 0 50,466 0
MONDELEZ INTL INC CL A 609207105 18,130 408,986 SH   DFND 12,15 0 408,986 0
MONDELEZ INTL INC CL A 609207105 4,325 97,554 SH   DFND 14 0 97,554 0
MONDELEZ INTL INC CL A 609207105 622,578 14,044,171 SH   DFND 1 0 13,385,792 658,379
MONDELEZ INTL INC CL A 609207105 774 17,466 SH   DFND 1,9 0 17,466 0
MONDELEZ INTL INC CL A 609207105 1,149 25,910 SH   DFND 1,3 0 25,910 0
MONDELEZ INTL INC CL A 609207105 577,630 13,030,221 SH   DFND 15 0 13,030,221 0
MONDELEZ INTL INC CL A 609207105 2,709 61,100 SH   DFND 5 0 0 61,100
MONDELEZ INTL INC CL A 609207105 650 14,665 SH   DFND 5,6 0 6,829 7,836
MONDELEZ INTL INC CL A 609207105 1,631 36,788 SH   DFND 11 0 36,788 0
MONDELEZ INTL INC CL A 609207105 289 6,515 SH   DFND 13 0 6,515 0
MONEYGRAM INTL INC COM NEW 60935Y208 937 79,310 SH   DFND 1 0 58,710 20,600
MONEYGRAM INTL INC COM NEW 60935Y208 344 29,100 SH   DFND 1,3 0 29,100 0
MONEYGRAM INTL INC COM NEW 60935Y208 1,599 135,392 SH   DFND 15 0 135,392 0
MONEYGRAM INTL INC COM NEW 60935Y208 407 34,445 SH   DFND 5 0 0 34,445
MONMOUTH REAL ESTATE INVT CO CL A 609720107 640 42,008 SH   DFND 15 0 42,008 0
MONOGRAM RESIDENTIAL TR INC COM 60979P105 1,793 165,699 SH   DFND 15 0 165,699 0
MONOLITHIC PWR SYS INC COM 609839105 82,378 1,005,471 SH   DFND 1 0 1,005,471 0
MONOLITHIC PWR SYS INC COM 609839105 14,800 180,640 SH   DFND 15 0 180,640 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 4,430 223,169 SH   DFND 15 0 223,169 0
MONRO MUFFLER BRAKE INC COM 610236101 2,096 36,638 SH   DFND 15 0 36,638 0
MONSANTO CO NEW COM 61166W101 115,660 1,099,328 SH   DFND 2 0 1,099,328 0
MONSANTO CO NEW COM 61166W101 609 5,790 SH   DFND 12,15 0 5,790 0
MONSANTO CO NEW COM 61166W101 14,847 141,118 SH   DFND 14 0 141,118 0
MONSANTO CO NEW COM 61166W101 63 600 SH Call DFND 14 0 0 0
MONSANTO CO NEW COM 61166W101 82,730 786,330 SH   DFND 1 0 783,930 2,400
MONSANTO CO NEW COM 61166W101 1,305 12,400 SH   DFND 1,5 0 0 12,400
MONSANTO CO NEW COM 61166W101 126 1,193 SH   DFND 1,6 0 1,193 0
MONSANTO CO NEW COM 61166W101 22,366 212,585 SH   DFND 15 0 212,585 0
MONSANTO CO NEW COM 61166W101 2,076 19,729 SH   DFND 5 0 0 19,729
MONSANTO CO NEW COM 61166W101 1,422 13,520 SH   DFND 5,6 0 6,220 7,300
MONSANTO CO NEW COM 61166W101 1,092 10,382 SH   DFND 11 0 10,382 0
MONSANTO CO NEW COM 61166W101 670 6,364 SH   DFND 11,2 0 6,364 0
MONSANTO CO NEW COM 61166W101 2,232 21,216 SH   DFND 6 0 21,216 0
MONSANTO CO NEW COM 61166W101 16 156 SH   DFND 6,2 0 156 0
MONSANTO CO NEW COM 61166W101 40 376 SH   DFND 6,9 0 376 0
MONSANTO CO NEW COM 61166W101 1,004 9,540 SH   DFND 13 0 9,540 0
MONSTER BEVERAGE CORP NEW COM 61174X109 5,577 125,787 SH   DFND 12,15 0 125,787 0
MONSTER BEVERAGE CORP NEW COM 61174X109 416 9,392 SH   DFND 14 0 9,392 0
MONSTER BEVERAGE CORP NEW COM 61174X109 120,294 2,712,987 SH   DFND 1 0 2,712,987 0
MONSTER BEVERAGE CORP NEW COM 61174X109 156 3,525 SH   DFND 1,3 0 3,525 0
MONSTER BEVERAGE CORP NEW COM 61174X109 215,680 4,864,228 SH   DFND 15 0 4,864,228 0
MONSTER BEVERAGE CORP NEW COM 61174X109 944 21,300 SH   DFND 5 0 0 21,300
MONSTER BEVERAGE CORP NEW COM 61174X109 417 9,400 SH   DFND 11 0 9,400 0
MOODYS CORP COM 615369105 549 5,824 SH   DFND 12,15 0 5,824 0
MOODYS CORP COM 615369105 5,433 57,632 SH   DFND 14 0 57,632 0
MOODYS CORP COM 615369105 60,788 644,832 SH   DFND 1 0 644,832 0
MOODYS CORP COM 615369105 37 393 SH   DFND 1,11 0 393 0
MOODYS CORP COM 615369105 18,759 198,992 SH   DFND 15 0 198,992 0
MOODYS CORP COM 615369105 754 8,000 SH   DFND 5 0 0 8,000
MOODYS CORP COM 615369105 383 4,062 SH   DFND 11 0 4,062 0
MOOG INC CL A 615394202 109 1,663 SH   DFND 12,15 0 1,663 0
MOOG INC CL A 615394202 6,690 101,856 SH   DFND 15 0 101,856 0
MORGAN STANLEY COM NEW 617446448 1,564 37,017 SH   DFND 12,15 0 37,017 0
MORGAN STANLEY COM NEW 617446448 2,617 61,948 SH   DFND 14 0 61,948 0
MORGAN STANLEY COM NEW 617446448 1,123,068 26,581,497 SH   DFND 1 0 24,539,655 2,041,842
MORGAN STANLEY COM NEW 617446448 1,704 40,340 SH   DFND 1,9 0 40,340 0
MORGAN STANLEY COM NEW 617446448 1,086 25,709 SH   DFND 1,3 0 25,709 0
MORGAN STANLEY COM NEW 617446448 28,438 673,098 SH   DFND 15 0 673,098 0
MORGAN STANLEY COM NEW 617446448 2,446 57,900 SH   DFND 5 0 0 57,900
MORGAN STANLEY COM NEW 617446448 4,378 103,620 SH   DFND 5,6 0 48,220 55,400
MORGAN STANLEY COM NEW 617446448 1,431 33,867 SH   DFND 11 0 33,867 0
MORGAN STANLEY COM NEW 617446448 1,860 44,017 SH   DFND 13 0 44,017 0
MORGAN STANLEY EMER MKTS DEB COM 61744H105 2,839 312,015 SH   DFND 14 0 312,015 0
MORGAN STANLEY EMER MKTS DEB COM 61744H105 2,291 251,715 SH   DFND 15 0 251,715 0
MORGAN STANLEY EM MKTS DM DE COM 617477104 849 118,444 SH   DFND 14 0 118,444 0
MORNINGSTAR INC COM 617700109 1,064 14,463 SH   DFND 15 0 14,463 0
MOSAIC CO NEW COM 61945C103 1,247 42,512 SH   DFND 12,15 0 42,512 0
MOSAIC CO NEW COM 61945C103 1,454 49,558 SH   DFND 14 0 49,558 0
MOSAIC CO NEW COM 61945C103 347,582 11,850,739 SH   DFND 1 0 10,646,724 1,204,015
MOSAIC CO NEW COM 61945C103 501 17,087 SH   DFND 1,3 0 17,087 0
MOSAIC CO NEW COM 61945C103 20 682 SH   DFND 1,15 0 682 0
MOSAIC CO NEW COM 61945C103 14,456 492,867 SH   DFND 15 0 492,867 0
MOSAIC CO NEW COM 61945C103 238 8,116 SH   DFND 11 0 8,116 0
MOTIF BIO PLC SPONSORED ADR 619784101 6,753 1,090,800 SH   DFND 6 0 1,090,800 0
MOTIF BIO PLC *W EXP 11/09/202 619784119 704 545,400 SH   DFND 6 0 545,400 0
MOTORCAR PTS AMER INC COM 620071100 603 22,405 SH   DFND 15 0 22,405 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 516 6,226 SH   DFND 12,15 0 6,226 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 14,218 171,527 SH   DFND 1 0 171,527 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,069 12,900 SH   DFND 1,9 0 12,900 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,584 19,107 SH   DFND 1,15 0 19,107 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 13,265 160,033 SH   DFND 15 0 160,033 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 494 5,961 SH   DFND 5 0 0 5,961
MOTOROLA SOLUTIONS INC COM NEW 620076307 310 3,741 SH   DFND 11 0 3,741 0
MOVADO GROUP INC COM 624580106 1,614 56,134 SH   DFND 14 0 56,134 0
MOVADO GROUP INC COM 624580106 1,266 44,027 SH   DFND 15 0 44,027 0
MUELLER INDS INC COM 624756102 14 339 SH   DFND 1 0 339 0
MUELLER INDS INC COM 624756102 19,493 487,824 SH   DFND 15 0 487,824 0
MUELLER WTR PRODS INC COM SER A 624758108 770 57,831 SH   DFND 14 0 57,831 0
MUELLER WTR PRODS INC COM SER A 624758108 24,609 1,848,915 SH   DFND 15 0 1,848,915 0
MULTI COLOR CORP COM 625383104 5,082 65,496 SH   DFND 15 0 65,496 0
MURPHY OIL CORP COM 626717102 587 18,855 SH   DFND 12,15 0 18,855 0
MURPHY OIL CORP COM 626717102 808 25,959 SH   DFND 14 0 25,959 0
MURPHY OIL CORP COM 626717102 12,953 416,100 SH   DFND 1 0 416,100 0
MURPHY OIL CORP COM 626717102 36,509 1,172,797 SH   DFND 15 0 1,172,797 0
MURPHY OIL CORP COM 626717102 125 4,000 SH   DFND 11 0 4,000 0
MURPHY USA INC COM 626755102 177 2,875 SH   DFND 12,15 0 2,875 0
MURPHY USA INC COM 626755102 2,532 41,190 SH   DFND 15 0 41,190 0
MYERS INDS INC COM 628464109 1,349 94,330 SH   DFND 15 0 94,330 0
MYRIAD GENETICS INC COM 62855J104 598 35,899 SH   DFND 14 0 35,899 0
MYRIAD GENETICS INC COM 62855J104 7,075 424,417 SH   DFND 15 0 424,417 0
NBT BANCORP INC COM 628778102 14 329 SH   DFND 1 0 329 0
NBT BANCORP INC COM 628778102 12,577 300,310 SH   DFND 15 0 300,310 0
NCI BUILDING SYS INC COM NEW 628852204 506 32,315 SH   DFND 15 0 32,315 0
NCR CORP NEW COM 62886E108 170 4,197 SH   DFND 12,15 0 4,197 0
NCR CORP NEW COM 62886E108 390 9,617 SH   DFND 14 0 9,617 0
NCR CORP NEW COM 62886E108 7,344 181,070 SH   DFND 1 0 111,070 70,000
NCR CORP NEW COM 62886E108 178 4,400 SH   DFND 1,3 0 4,400 0
NCR CORP NEW COM 62886E108 2,552 62,927 SH   DFND 15 0 62,927 0
NCI INC CL A 62886K104 140 10,010 SH   DFND 1 0 10,010 0
NCI INC CL A 62886K104 102 7,300 SH   DFND 1,3 0 7,300 0
NCI INC CL A 62886K104 227 16,256 SH   DFND 15 0 16,256 0
NII HLDGS INC COM PAR $0.001 62913F508 141 65,720 SH   DFND 15 0 65,720 0
NGL ENERGY PARTNERS LP COM UNIT REPST 62913M107 1,420 67,623 SH   DFND 14 0 67,623 0
NGL ENERGY PARTNERS LP COM UNIT REPST 62913M107 402 19,137 SH   DFND 1 0 19,137 0
NIC INC COM 62914B100 11 456 SH   DFND 1 0 456 0
NIC INC COM 62914B100 14,880 622,587 SH   DFND 15 0 622,587 0
NMI HLDGS INC CL A 629209305 769 72,218 SH   DFND 15 0 72,218 0
NN INC COM 629337106 570 29,941 SH   DFND 15 0 29,941 0
NRG ENERGY INC COM NEW 629377508 406 33,107 SH   DFND 12,15 0 33,107 0
NRG ENERGY INC COM NEW 629377508 1,202 98,004 SH   DFND 14 0 98,004 0
NRG ENERGY INC COM NEW 629377508 13,015 1,061,623 SH   DFND 1 0 1,061,623 0
NRG ENERGY INC COM NEW 629377508 12,279 1,001,542 SH   DFND 15 0 1,001,542 0
NTT DOCOMO INC SPONS ADR 62942M201 789 34,660 SH   DFND 1 0 34,660 0
NTT DOCOMO INC SPONS ADR 62942M201 891 39,181 SH   DFND 15 0 39,181 0
NRG YIELD INC CL A NEW 62942X306 247 16,061 SH   DFND 14 0 16,061 0
NRG YIELD INC CL A NEW 62942X306 91 5,925 SH   DFND 1,11 0 5,925 0
NRG YIELD INC CL A NEW 62942X306 303 19,730 SH   DFND 15 0 19,730 0
NRG YIELD INC CL C 62942X405 161 10,183 SH   DFND 12,15 0 10,183 0
NRG YIELD INC CL C 62942X405 2,145 135,772 SH   DFND 15 0 135,772 0
NVR INC COM 62944T105 60 36 SH   DFND 12,15 0 36 0
NVR INC COM 62944T105 2,133 1,278 SH   DFND 14 0 1,278 0
NVR INC COM 62944T105 12,731 7,628 SH   DFND 15 0 7,628 0
NV5 GLOBAL INC COM 62945V109 1,321 39,562 SH   DFND 15 0 39,562 0
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 26,959 23,700,000 PRN   DFND 1 0 23,700,000 0
NACCO INDS INC CL A 629579103 1,566 17,299 SH   DFND 15 0 17,299 0
NANOMETRICS INC COM 630077105 3,695 147,458 SH   DFND 15 0 147,458 0
NASDAQ INC COM 631103108 99 1,480 SH   DFND 12,15 0 1,480 0
NASDAQ INC COM 631103108 486 7,240 SH   DFND 14 0 7,240 0
NASDAQ INC COM 631103108 232 3,456 SH   DFND 9 0 3,456 0
NASDAQ INC COM 631103108 13,572 202,198 SH   DFND 1 0 202,198 0
NASDAQ INC COM 631103108 1,605 23,916 SH   DFND 1,15 0 23,916 0
NASDAQ INC COM 631103108 328 4,894 SH   DFND 1,6 0 4,894 0
NASDAQ INC COM 631103108 4,208 62,697 SH   DFND 15 0 62,697 0
NASDAQ INC COM 631103108 188 2,800 SH   DFND 11 0 2,800 0
NASDAQ INC COM 631103108 821 12,233 SH   DFND 11,6 0 6,054 6,179
NASDAQ INC COM 631103108 71,591 1,066,612 SH   DFND 6 0 1,066,612 0
NASDAQ INC COM 631103108 379 5,654 SH   DFND 6,12 0 5,654 0
NASDAQ INC COM 631103108 8,525 127,011 SH   DFND 6,9 0 127,011 0
NATIONAL BK HLDGS CORP CL A 633707104 23 714 SH   DFND 12,15 0 714 0
NATIONAL BK HLDGS CORP CL A 633707104 2,817 88,336 SH   DFND 15 0 88,336 0
NATIONAL BEVERAGE CORP COM 635017106 456 8,919 SH   DFND 15 0 8,919 0
NATIONAL CINEMEDIA INC COM 635309107 3,487 236,718 SH   DFND 15 0 236,718 0
NATIONAL FUEL GAS CO N J COM 636180101 95 1,671 SH   DFND 12,15 0 1,671 0
NATIONAL FUEL GAS CO N J COM 636180101 936 16,530 SH   DFND 14 0 16,530 0
NATIONAL FUEL GAS CO N J COM 636180101 30,898 545,524 SH   DFND 1 0 543,424 2,100
NATIONAL FUEL GAS CO N J COM 636180101 278 4,900 SH   DFND 1,9 0 4,900 0
NATIONAL FUEL GAS CO N J COM 636180101 18,358 324,116 SH   DFND 15 0 324,116 0
NATIONAL FUEL GAS CO N J COM 636180101 7 120 SH   DFND 5,6 0 120 0
NATIONAL GRID PLC SPON ADR NEW 636274300 928 15,912 SH   DFND 14 0 15,912 0
NATIONAL GRID PLC SPON ADR NEW 636274300 911 15,614 SH   DFND 15 0 15,614 0
NATIONAL HEALTH INVS INC COM 63633D104 184,995 2,494,207 SH   DFND 1 0 926,177 1,568,030
NATIONAL HEALTH INVS INC COM 63633D104 1,535 20,695 SH   DFND 1,2 0 20,695 0
NATIONAL HEALTH INVS INC COM 63633D104 433 5,837 SH   DFND 1,12 0 5,837 0
NATIONAL HEALTH INVS INC COM 63633D104 51 681 SH   DFND 1,9 0 681 0
NATIONAL HEALTH INVS INC COM 63633D104 8,185 110,360 SH   DFND 1,3 0 110,360 0
NATIONAL HEALTH INVS INC COM 63633D104 156 2,107 SH   DFND 1,15 0 2,107 0
NATIONAL HEALTH INVS INC COM 63633D104 3,491 47,066 SH   DFND 1,13 0 47,066 0
NATIONAL HEALTH INVS INC COM 63633D104 4,051 54,621 SH   DFND 15 0 54,621 0
NATIONAL INSTRS CORP COM 636518102 448 14,540 SH   DFND 14 0 14,540 0
NATIONAL INSTRS CORP COM 636518102 11,919 386,724 SH   DFND 15 0 386,724 0
NATIONAL OILWELL VARCO INC COM 637071101 1,072 28,644 SH   DFND 12,15 0 28,644 0
NATIONAL OILWELL VARCO INC COM 637071101 4,617 123,328 SH   DFND 14 0 123,328 0
NATIONAL OILWELL VARCO INC COM 637071101 13,423 358,529 SH   DFND 1 0 358,529 0
NATIONAL OILWELL VARCO INC COM 637071101 26,574 709,781 SH   DFND 15 0 709,781 0
NATIONAL OILWELL VARCO INC COM 637071101 629 16,800 SH   DFND 5 0 0 16,800
NATIONAL OILWELL VARCO INC COM 637071101 345 9,220 SH   DFND 11 0 9,220 0
NATIONAL PRESTO INDS INC COM 637215104 13 125 SH   DFND 1 0 125 0
NATIONAL PRESTO INDS INC COM 637215104 8,585 80,688 SH   DFND 15 0 80,688 0
NATIONAL RETAIL PPTYS INC COM 637417106 53 1,200 SH   DFND 12,15 0 1,200 0
NATIONAL RETAIL PPTYS INC COM 637417106 4,483 101,420 SH   DFND 14 0 101,420 0
NATIONAL RETAIL PPTYS INC COM 637417106 398,907 9,025,036 SH   DFND 1 0 3,439,981 5,585,055
NATIONAL RETAIL PPTYS INC COM 637417106 3,849 87,081 SH   DFND 1,2 0 87,081 0
NATIONAL RETAIL PPTYS INC COM 637417106 1,131 25,578 SH   DFND 1,12 0 25,578 0
NATIONAL RETAIL PPTYS INC COM 637417106 291 6,591 SH   DFND 1,9 0 6,591 0
NATIONAL RETAIL PPTYS INC COM 637417106 18,618 421,221 SH   DFND 1,3 0 421,221 0
NATIONAL RETAIL PPTYS INC COM 637417106 514 11,621 SH   DFND 1,15 0 11,621 0
NATIONAL RETAIL PPTYS INC COM 637417106 8,535 193,107 SH   DFND 1,13 0 193,107 0
NATIONAL RETAIL PPTYS INC COM 637417106 10,985 248,529 SH   DFND 15 0 248,529 0
NATIONAL RETAIL PPTYS INC COM 637417106 164 3,700 SH   DFND 11 0 3,700 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 508 23,004 SH   DFND 15 0 23,004 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 82 265 SH   DFND 12,15 0 265 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 2,198 7,073 SH   DFND 15 0 7,073 0
NATIONAL WESTMINSTER BK PLC SPON ADR C 638539882 1,286 50,176 SH   DFND 14 0 50,176 0
NATIONSTAR MTG HLDGS INC COM 63861C109 1,499 82,995 SH   DFND 15 0 82,995 0
NATURAL GAS SERVICES GROUP COM 63886Q109 691 21,480 SH   DFND 15 0 21,480 0
NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 213 8,575 SH   DFND 1 0 8,575 0
NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 74 2,989 SH   DFND 15 0 2,989 0
NAVIGATORS GROUP INC COM 638904102 381 3,236 SH   DFND 14 0 3,236 0
NAVIGATORS GROUP INC COM 638904102 15 130 SH   DFND 1 0 130 0
NAVIGATORS GROUP INC COM 638904102 11,743 99,730 SH   DFND 15 0 99,730 0
NATUS MEDICAL INC DEL COM 639050103 4,470 128,438 SH   DFND 15 0 128,438 0
NAUTILUS INC COM 63910B102 3,492 188,775 SH   DFND 15 0 188,775 0
NAVISTAR INTL CORP NEW COM 63934E108 264 8,424 SH   DFND 12,15 0 8,424 0
NAVISTAR INTL CORP NEW COM 63934E108 8,667 276,275 SH   DFND 15 0 276,275 0
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 2,963 3,000,000 PRN   DFND 1 0 3,000,000 0
NAVIGANT CONSULTING INC COM 63935N107 390 14,894 SH   DFND 14 0 14,894 0
NAVIGANT CONSULTING INC COM 63935N107 33,118 1,265,014 SH   DFND 1 0 1,265,014 0
NAVIGANT CONSULTING INC COM 63935N107 2,581 98,573 SH   DFND 15 0 98,573 0
NAVIENT CORP COM 63938C108 522 31,748 SH   DFND 12,15 0 31,748 0
NAVIENT CORP COM 63938C108 690 41,974 SH   DFND 4 0 41,974 0
NAVIENT CORP COM 63938C108 46,248 2,814,848 SH   DFND 1 0 2,680,148 134,700
NAVIENT CORP COM 63938C108 8,897 541,500 SH   DFND 1,4 0 541,500 0
NAVIENT CORP COM 63938C108 514 31,300 SH   DFND 1,9 0 31,300 0
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NAVIENT CORP COM 63938C108 16,725 1,017,980 SH   DFND 15 0 1,017,980 0
NAVIENT CORP COM 63938C108 7,576 461,101 SH   DFND 5 0 307,276 153,825
NAVIENT CORP COM 63938C108 576 35,062 SH   DFND 5,9 0 35,062 0
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NAVIENT CORP COM 63938C108 741 45,090 SH   DFND 5,7 0 0 45,090
NAVIENT CORP COM 63938C108 126 7,698 SH   DFND 11 0 7,698 0
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NAVIENT CORP COM 63938C108 1,068 64,974 SH   DFND 13 0 64,974 0
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NEENAH PAPER INC COM 640079109 17,058 200,213 SH   DFND 15 0 200,213 0
NEFF CORP COM CL A 640094207 508 36,010 SH   DFND 1 0 36,010 0
NEFF CORP COM CL A 640094207 188 13,300 SH   DFND 1,3 0 13,300 0
NEFF CORP COM CL A 640094207 503 35,658 SH   DFND 15 0 35,658 0
NEKTAR THERAPEUTICS COM 640268108 5,182 422,307 SH   DFND 2 0 422,307 0
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NEKTAR THERAPEUTICS COM 640268108 5,303 432,162 SH   DFND 15 0 432,162 0
NELNET INC CL A 64031N108 4,204 82,840 SH   DFND 1 0 82,840 0
NELNET INC CL A 64031N108 370 7,300 SH   DFND 1,3 0 7,300 0
NELNET INC CL A 64031N108 1,623 31,988 SH   DFND 15 0 31,988 0
NEOGEN CORP COM 640491106 6,559 99,376 SH   DFND 15 0 99,376 0
NEOPHOTONICS CORP COM 64051T100 2,623 242,660 SH   DFND 15 0 242,660 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 3,632 316,400 SH   DFND 1 0 200,000 116,400
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 912 79,413 SH   DFND 15 0 79,413 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 199 17,300 SH   DFND 5 0 0 17,300
NETAPP INC COM 64110D104 423 12,007 SH   DFND 12,15 0 12,007 0
NETAPP INC COM 64110D104 1,000 28,359 SH   DFND 4 0 28,359 0
NETAPP INC COM 64110D104 2,044 57,949 SH   DFND 14 0 57,949 0
NETAPP INC COM 64110D104 346,166 9,814,752 SH   DFND 1 0 9,506,660 308,092
NETAPP INC COM 64110D104 13,815 391,700 SH   DFND 1,4 0 391,700 0
NETAPP INC COM 64110D104 2,552 72,370 SH   DFND 1,9 0 72,370 0
NETAPP INC COM 64110D104 1,933 54,800 SH   DFND 1,3 0 54,800 0
NETAPP INC COM 64110D104 6,994 198,300 SH   DFND 1,5 0 0 198,300
NETAPP INC COM 64110D104 12,330 349,589 SH   DFND 15 0 349,589 0
NETAPP INC COM 64110D104 1,700 48,187 SH   DFND 5 0 0 48,187
NETAPP INC COM 64110D104 226 6,400 SH   DFND 5,9 0 6,400 0
NETAPP INC COM 64110D104 2,966 84,080 SH   DFND 5,6 0 36,980 47,100
NETAPP INC COM 64110D104 246 6,964 SH   DFND 11 0 6,964 0
NETAPP INC COM 64110D104 1,161 32,909 SH   DFND 13 0 32,909 0
NETFLIX INC COM 64110L106 11,693 94,453 SH   DFND 12,15 0 94,453 0
NETFLIX INC COM 64110L106 90 729 SH   DFND 14 0 729 0
NETFLIX INC COM 64110L106 16,845 136,067 SH   DFND 1 0 135,867 200
NETFLIX INC COM 64110L106 4,576 36,964 SH   DFND 1,9 0 36,964 0
NETFLIX INC COM 64110L106 423,472 3,420,616 SH   DFND 15 0 3,420,616 0
NETFLIX INC COM 64110L106 2,006 16,200 SH   DFND 5 0 0 16,200
NETFLIX INC COM 64110L106 7 60 SH   DFND 5,6 0 60 0
NETFLIX INC COM 64110L106 1,250 10,100 SH   DFND 11 0 10,100 0
NETEASE INC SPONSORED ADR 64110W102 586 2,720 SH   DFND 2 0 2,720 0
NETEASE INC SPONSORED ADR 64110W102 3,593 16,684 SH   DFND 12,15 0 16,684 0
NETEASE INC SPONSORED ADR 64110W102 89,286 414,628 SH   DFND 1 0 414,628 0
NETEASE INC SPONSORED ADR 64110W102 12,248 56,877 SH   DFND 1,2 0 56,877 0
NETEASE INC SPONSORED ADR 64110W102 1,142 5,303 SH   DFND 1,6 0 5,303 0
NETEASE INC SPONSORED ADR 64110W102 145,873 677,408 SH   DFND 15 0 677,408 0
NETEASE INC SPONSORED ADR 64110W102 583 2,707 SH   DFND 5,9 0 2,707 0
NETEASE INC SPONSORED ADR 64110W102 28,499 132,343 SH   DFND 11,6 0 132,343 0
NETEASE INC SPONSORED ADR 64110W102 689,606 3,202,405 SH   DFND 6 0 1,333,945 1,868,460
NETEASE INC SPONSORED ADR 64110W102 1,987 9,228 SH   DFND 6,2 0 9,228 0
NETEASE INC SPONSORED ADR 64110W102 88,688 411,852 SH   DFND 6,12 0 411,852 0
NETEASE INC SPONSORED ADR 64110W102 2,156 10,013 SH   DFND 6,9 0 10,013 0
NETGEAR INC COM 64111Q104 38 690 SH   DFND 12,15 0 690 0
NETGEAR INC COM 64111Q104 292 5,374 SH   DFND 14 0 5,374 0
NETGEAR INC COM 64111Q104 3,000 55,190 SH   DFND 1 0 50,590 4,600
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NETGEAR INC COM 64111Q104 369 6,782 SH   DFND 5 0 0 6,782
NETSCOUT SYS INC COM 64115T104 428 13,584 SH   DFND 14 0 13,584 0
NETSCOUT SYS INC COM 64115T104 1,201 38,120 SH   DFND 15 0 38,120 0
NQ MOBILE INC ADR REPSTG CL A 64118U108 629 195,481 SH   DFND 15 0 195,481 0
NEUBERGER BERMAN CA INT MUN COM 64123C101 2,616 181,930 SH   DFND 14 0 181,930 0
NEUBERGER BERMAN NY INT MUN COM 64124K102 1,829 146,125 SH   DFND 14 0 146,125 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 95,980 2,480,094 SH   DFND 1 0 2,409,825 70,269
NEUROCRINE BIOSCIENCES INC COM 64125C109 2,359 60,945 SH   DFND 1,12 0 60,945 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 293 7,577 SH   DFND 1,3 0 7,577 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 5,513 142,461 SH   DFND 15 0 142,461 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 2,136 55,191 SH   DFND 6 0 55,191 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 1,032 26,657 SH   DFND 6,12 0 26,657 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 329 8,498 SH   DFND 6,9 0 8,498 0
NEUSTAR INC CL A 64126X201 1,243 37,226 SH   DFND 14 0 37,226 0
NEUSTAR INC CL A 64126X201 2,696 80,719 SH   DFND 15 0 80,719 0
NEUBERGER BERMAN HGH YLD FD COM 64128C106 1,200 102,865 SH   DFND 14 0 102,865 0
NEUBERGER BERMAN HGH YLD FD COM 64128C106 2,626 225,014 SH   DFND 15 0 225,014 0
NEUBERGER BERMAN MLP INCOME COM 64129H104 878 93,466 SH   DFND 14 0 93,466 0
NEVSUN RES LTD COM 64156L101 16 5,197 SH   DFND 2,15 0 5,197 0
NEVSUN RES LTD COM 64156L101 2,741 887,010 SH   DFND 1,2 0 887,010 0
NEVSUN RES LTD COM 64156L101 449 145,263 SH   DFND 1,9 0 145,263 0
NEVSUN RES LTD COM 64156L101 134 43,284 SH   DFND 15 0 43,284 0
NEVRO CORP COM 64157F103 59,363 816,993 SH   DFND 1 0 816,993 0
NEVRO CORP COM 64157F103 44 606 SH   DFND 15 0 606 0
NEVRO CORP COM 64157F103 2,258 31,077 SH   DFND 6 0 31,077 0
NEVRO CORP COM 64157F103 1,068 14,703 SH   DFND 6,12 0 14,703 0
NEVRO CORP COM 64157F103 345 4,752 SH   DFND 6,9 0 4,752 0
NEVRO CORP NOTE 1.750% 6/0 64157FAA1 5,844 5,500,000 PRN   DFND 1 0 5,500,000 0
NEW AMER HIGH INCOME FD INC COM NEW 641876800 3,903 421,445 SH   DFND 14 0 421,445 0
NEW AMER HIGH INCOME FD INC COM NEW 641876800 2,220 239,687 SH   DFND 15 0 239,687 0
NEW GOLD INC CDA COM 644535106 42 12,037 SH   DFND 2,15 0 12,037 0
NEW GOLD INC CDA COM 644535106 10,653 3,043,829 SH   DFND 1,2 0 3,043,829 0
NEW GOLD INC CDA COM 644535106 1,682 480,692 SH   DFND 1,9 0 480,692 0
NEW GOLD INC CDA COM 644535106 630 179,976 SH   DFND 15 0 179,976 0
NEW JERSEY RES COM 646025106 48 1,357 SH   DFND 12,15 0 1,357 0
NEW JERSEY RES COM 646025106 1,074 30,242 SH   DFND 14 0 30,242 0
NEW JERSEY RES COM 646025106 2,292 64,554 SH   DFND 15 0 64,554 0
NEW MEDIA INVT GROUP INC COM 64704V106 1,189 74,336 SH   DFND 15 0 74,336 0
NEW MTN FIN CORP COM 647551100 29 2,029 SH   DFND 12,15 0 2,029 0
NEW MTN FIN CORP COM 647551100 4,296 304,682 SH   DFND 14 0 304,682 0
NEW MTN FIN CORP COM 647551100 1,885 133,701 SH   DFND 15 0 133,701 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 14,462 343,523 SH   DFND 2 0 343,523 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 7,368 175,000 SH   DFND 12,4 0 175,000 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 55,272 1,312,877 SH   DFND 4 0 1,312,877 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 44,045 1,046,190 SH   DFND 4,9 0 1,046,190 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 2 58 SH   DFND 1 0 58 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 1,378 32,725 SH   DFND 1,2 0 32,725 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 2,807 66,681 SH   DFND 1,4 0 66,681 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 9,185 218,178 SH   DFND 15 0 218,178 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 82 5,245 SH   DFND 12,15 0 5,245 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 4,184 266,127 SH   DFND 14 0 266,127 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 5,575 354,637 SH   DFND 1 0 354,637 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 605 38,481 SH   DFND 1,5 0 38,481 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 10,048 639,209 SH   DFND 15 0 639,209 0
NEW RELIC INC COM 64829B100 823 29,147 SH   DFND 15 0 29,147 0
NEW SR INVT GROUP INC COM 648691103 721 73,690 SH   DFND 1 0 73,690 0
NEW SR INVT GROUP INC COM 648691103 9,592 979,771 SH   DFND 15 0 979,771 0
NEW YORK CMNTY BANCORP INC COM 649445103 202 12,702 SH   DFND 12,15 0 12,702 0
NEW YORK CMNTY BANCORP INC COM 649445103 24,566 1,544,036 SH   DFND 15 0 1,544,036 0
NEW YORK CMNTY BANCORP INC COM 649445103 189 11,863 SH   DFND 11 0 11,863 0
NEW YORK MTG TR INC COM PAR $.02 649604501 299 45,306 SH   DFND 1 0 45,306 0
NEW YORK MTG TR INC COM PAR $.02 649604501 1,759 266,533 SH   DFND 15 0 266,533 0
NEW YORK REIT INC COM 64976L109 985 97,326 SH   DFND 15 0 97,326 0
NEW YORK TIMES CO CL A 650111107 10,823 813,726 SH   DFND 15 0 813,726 0
NEWELL BRANDS INC COM 651229106 121 2,701 SH   DFND 12,15 0 2,701 0
NEWELL BRANDS INC COM 651229106 6,777 151,778 SH   DFND 14 0 151,778 0
NEWELL BRANDS INC COM 651229106 373,893 8,373,873 SH   DFND 1 0 8,350,769 23,104
NEWELL BRANDS INC COM 651229106 17,177 384,698 SH   DFND 1,2 0 384,698 0
NEWELL BRANDS INC COM 651229106 2,556 57,256 SH   DFND 1,9 0 57,256 0
NEWELL BRANDS INC COM 651229106 930 20,837 SH   DFND 1,3 0 20,837 0
NEWELL BRANDS INC COM 651229106 13,058 292,447 SH   DFND 15 0 292,447 0
NEWELL BRANDS INC COM 651229106 531 11,897 SH   DFND 5 0 0 11,897
NEWELL BRANDS INC COM 651229106 458 10,249 SH   DFND 11 0 10,249 0
NEWFIELD EXPL CO COM 651290108 232 5,735 SH   DFND 12,15 0 5,735 0
NEWFIELD EXPL CO COM 651290108 405 10,003 SH   DFND 14 0 10,003 0
NEWFIELD EXPL CO COM 651290108 48,795 1,204,824 SH   DFND 1 0 1,204,374 450
NEWFIELD EXPL CO COM 651290108 15,414 380,585 SH   DFND 15 0 380,585 0
NEWFIELD EXPL CO COM 651290108 496 12,249 SH   DFND 5 0 0 12,249
NEWFIELD EXPL CO COM 651290108 5 120 SH   DFND 5,6 0 120 0
NEWFIELD EXPL CO COM 651290108 207 5,100 SH   DFND 11 0 5,100 0
NEWFIELD EXPL CO COM 651290108 2,781 68,667 SH   DFND 6 0 68,667 0
NEWFIELD EXPL CO COM 651290108 1,397 34,492 SH   DFND 6,12 0 34,492 0
NEWFIELD EXPL CO COM 651290108 444 10,969 SH   DFND 6,9 0 10,969 0
NEWMARKET CORP COM 651587107 53 126 SH   DFND 12,15 0 126 0
NEWMARKET CORP COM 651587107 5,359 12,643 SH   DFND 15 0 12,643 0
NEWMONT MINING CORP COM 651639106 501 14,714 SH   DFND 12,15 0 14,714 0
NEWMONT MINING CORP COM 651639106 723 21,234 SH   DFND 4 0 21,234 0
NEWMONT MINING CORP COM 651639106 380 11,157 SH   DFND 14 0 11,157 0
NEWMONT MINING CORP COM 651639106 33,530 984,136 SH   DFND 1 0 929,336 54,800
NEWMONT MINING CORP COM 651639106 13,289 390,048 SH   DFND 1,2 0 390,048 0
NEWMONT MINING CORP COM 651639106 6,705 196,800 SH   DFND 1,4 0 196,800 0
NEWMONT MINING CORP COM 651639106 3,614 106,076 SH   DFND 1,9 0 106,076 0
NEWMONT MINING CORP COM 651639106 934 27,400 SH   DFND 1,3 0 27,400 0
NEWMONT MINING CORP COM 651639106 4,743 139,218 SH   DFND 1,5 0 70,618 68,600
NEWMONT MINING CORP COM 651639106 13,032 382,515 SH   DFND 15 0 382,515 0
NEWMONT MINING CORP COM 651639106 16,806 493,289 SH   DFND 5 0 242,115 251,174
NEWMONT MINING CORP COM 651639106 6,700 196,658 SH   DFND 5,9 0 196,658 0
NEWMONT MINING CORP COM 651639106 3,101 91,011 SH   DFND 5,6 0 51,234 39,777
NEWMONT MINING CORP COM 651639106 310 9,103 SH   DFND 5,7 0 0 9,103
NEWMONT MINING CORP COM 651639106 439 12,894 SH   DFND 11 0 12,894 0
NEWMONT MINING CORP COM 651639106 4,162 122,159 SH   DFND 6 0 0 122,159
NEWMONT MINING CORP COM 651639106 1,335 39,178 SH   DFND 7 0 0 39,178
NEWMONT MINING CORP COM 651639106 695 20,411 SH   DFND 13 0 20,411 0
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 1,529 1,500,000 PRN   DFND 1 0 1,500,000 0
NEWPARK RES INC COM PAR $.01NEW 651718504 6,639 885,220 SH   DFND 15 0 885,220 0
NEWS CORP NEW CL A 65249B109 174 15,221 SH   DFND 12,15 0 15,221 0
NEWS CORP NEW CL A 65249B109 9,886 862,678 SH   DFND 1 0 862,678 0
NEWS CORP NEW CL A 65249B109 7,161 624,871 SH   DFND 15 0 624,871 0
NEWS CORP NEW CL A 65249B109 119 10,363 SH   DFND 11 0 10,363 0
NEWS CORP NEW CL B 65249B208 43 3,672 SH   DFND 12,15 0 3,672 0
NEWS CORP NEW CL B 65249B208 3,205 271,623 SH   DFND 1 0 271,623 0
NEWS CORP NEW CL B 65249B208 617 52,301 SH   DFND 15 0 52,301 0
NEXSTAR BROADCASTING GROUP I CL A 65336K103 3,308 52,256 SH   DFND 15 0 52,256 0
NEXTERA ENERGY INC COM 65339F101 1,200 10,044 SH   DFND 12,15 0 10,044 0
NEXTERA ENERGY INC COM 65339F101 15,130 126,657 SH   DFND 14 0 126,657 0
NEXTERA ENERGY INC COM 65339F101 17,558 146,980 SH   DFND 1 0 146,780 200
NEXTERA ENERGY INC COM 65339F101 46 387 SH   DFND 1,11 0 387 0
NEXTERA ENERGY INC COM 65339F101 101,583 850,348 SH   DFND 15 0 850,348 0
NEXTERA ENERGY INC COM 65339F101 2,258 18,900 SH   DFND 5 0 0 18,900
NEXTERA ENERGY INC COM 65339F101 7 60 SH   DFND 5,6 0 60 0
NEXTERA ENERGY INC COM 65339F101 1,306 10,933 SH   DFND 11 0 10,933 0
NEXTERA ENERGY INC UNIT 09/01/2019 65339F820 13,665 279,000 SH   DFND 1 0 279,000 0
NEXTERA ENERGY INC UNIT 08/31/2018 65339F846 31,092 543,100 SH   DFND 1 0 543,100 0
NEXTERA ENERGY INC UNIT 08/31/2018 65339F846 97 1,700 SH   DFND 1,9 0 1,700 0
NIKE INC CL B 654106103 362 7,120 SH   DFND 12,15 0 7,120 0
NIKE INC CL B 654106103 1,743 34,300 SH   DFND 4 0 34,300 0
NIKE INC CL B 654106103 12,185 239,723 SH   DFND 14 0 239,723 0
NIKE INC CL B 654106103 30 600 SH Call DFND 14 0 0 0
NIKE INC CL B 654106103 17,020 334,846 SH   DFND 1 0 334,846 0
NIKE INC CL B 654106103 788 15,503 SH   DFND 1,9 0 15,503 0
NIKE INC CL B 654106103 11,970 235,498 SH   DFND 15 0 235,498 0
NIKE INC CL B 654106103 2,590 50,960 SH   DFND 5 0 0 50,960
NIKE INC CL B 654106103 1,618 31,836 SH   DFND 11 0 31,836 0
NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 14,346 340,994 SH   DFND 14 0 340,994 0
NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 5,101 121,259 SH   DFND 15 0 121,259 0
NISOURCE INC COM 65473P105 124 5,604 SH   DFND 12,15 0 5,604 0
NISOURCE INC COM 65473P105 388 17,517 SH   DFND 14 0 17,517 0
NISOURCE INC COM 65473P105 14,165 639,797 SH   DFND 1 0 639,797 0
NISOURCE INC COM 65473P105 62,510 2,823,387 SH   DFND 15 0 2,823,387 0
NISOURCE INC COM 65473P105 179 8,100 SH   DFND 11 0 8,100 0
NOAH HLDGS LTD SPON ADS CL A 65487X102 300 13,678 SH   DFND 2 0 13,678 0
NOAH HLDGS LTD SPON ADS CL A 65487X102 275 12,522 SH   DFND 1,2 0 12,522 0
NOAH HLDGS LTD SPON ADS CL A 65487X102 950 43,298 SH   DFND 15 0 43,298 0
NOKIA CORP SPONSORED ADR 654902204 559 116,205 SH   DFND 15 0 116,205 0
NOBLE ENERGY INC COM 655044105 309 8,109 SH   DFND 12,15 0 8,109 0
NOBLE ENERGY INC COM 655044105 3,026 79,499 SH   DFND 14 0 79,499 0
NOBLE ENERGY INC COM 655044105 20,470 537,826 SH   DFND 1 0 528,826 9,000
NOBLE ENERGY INC COM 655044105 43,348 1,138,947 SH   DFND 1,2 0 1,138,947 0
NOBLE ENERGY INC COM 655044105 8,275 217,414 SH   DFND 1,9 0 217,414 0
NOBLE ENERGY INC COM 655044105 2,756 72,400 SH   DFND 1,5 0 0 72,400
NOBLE ENERGY INC COM 655044105 12,041 316,363 SH   DFND 15 0 316,363 0
NOBLE ENERGY INC COM 655044105 453 11,914 SH   DFND 5 0 0 11,914
NOBLE ENERGY INC COM 655044105 1,577 41,446 SH   DFND 5,6 0 20,099 21,347
NOBLE ENERGY INC COM 655044105 387 10,166 SH   DFND 11 0 10,166 0
NOBLE ENERGY INC COM 655044105 23,417 615,266 SH   DFND 6 0 615,266 0
NOBLE ENERGY INC COM 655044105 574 15,085 SH   DFND 13 0 15,085 0
NOMURA HLDGS INC SPONSORED ADR 65535H208 633 107,285 SH   DFND 15 0 107,285 0
NOODLES & CO CL A 65540B105 71 17,281 SH   DFND 15 0 17,281 0
NORDSON CORP COM 655663102 135 1,206 SH   DFND 12,15 0 1,206 0
NORDSON CORP COM 655663102 690 6,154 SH   DFND 14 0 6,154 0
NORDSON CORP COM 655663102 20,333 181,461 SH   DFND 1 0 181,461 0
NORDSON CORP COM 655663102 9,128 81,463 SH   DFND 15 0 81,463 0
NORDSTROM INC COM 655664100 6,314 131,733 SH   DFND 2 0 131,733 0
NORDSTROM INC COM 655664100 142 2,953 SH   DFND 12,15 0 2,953 0
NORDSTROM INC COM 655664100 1,572 32,790 SH   DFND 14 0 32,790 0
NORDSTROM INC COM 655664100 30,495 636,239 SH   DFND 1 0 636,239 0
NORDSTROM INC COM 655664100 316 6,598 SH   DFND 1,9 0 6,598 0
NORDSTROM INC COM 655664100 212 4,417 SH   DFND 1,3 0 4,417 0
NORDSTROM INC COM 655664100 5,333 111,266 SH   DFND 15 0 111,266 0
NORDSTROM INC COM 655664100 158 3,300 SH   DFND 11 0 3,300 0
NORFOLK SOUTHERN CORP COM 655844108 755 6,985 SH   DFND 12,15 0 6,985 0
NORFOLK SOUTHERN CORP COM 655844108 1,947 18,014 SH   DFND 14 0 18,014 0
NORFOLK SOUTHERN CORP COM 655844108 16,541 153,056 SH   DFND 1 0 151,406 1,650
NORFOLK SOUTHERN CORP COM 655844108 2,205 20,400 SH   DFND 1,5 0 0 20,400
NORFOLK SOUTHERN CORP COM 655844108 25,440 235,400 SH   DFND 15 0 235,400 0
NORFOLK SOUTHERN CORP COM 655844108 1,566 14,492 SH   DFND 5 0 0 14,492
NORFOLK SOUTHERN CORP COM 655844108 1,133 10,480 SH   DFND 5,6 0 4,980 5,500
NORFOLK SOUTHERN CORP COM 655844108 751 6,946 SH   DFND 11 0 6,946 0
NORFOLK SOUTHERN CORP COM 655844108 434 4,013 SH   DFND 13 0 4,013 0
NORTH AMERN ENERGY PARTNERS COM 656844107 11,188 2,906,103 SH   DFND 2 0 2,906,103 0
NORTHERN OIL & GAS INC NEV COM 665531109 1,472 535,323 SH   DFND 15 0 535,323 0
NORTHERN TR CORP COM 665859104 40,686 456,893 SH   DFND 2 0 456,893 0
NORTHERN TR CORP COM 665859104 400 4,491 SH   DFND 12,15 0 4,491 0
NORTHERN TR CORP COM 665859104 1,456 16,350 SH   DFND 14 0 16,350 0
NORTHERN TR CORP COM 665859104 411,041 4,615,845 SH   DFND 1 0 4,267,360 348,485
NORTHERN TR CORP COM 665859104 446 5,014 SH   DFND 1,3 0 5,014 0
NORTHERN TR CORP COM 665859104 34,198 384,028 SH   DFND 15 0 384,028 0
NORTHERN TR CORP COM 665859104 572 6,427 SH   DFND 5 0 0 6,427
NORTHERN TR CORP COM 665859104 650 7,300 SH   DFND 5,6 0 3,400 3,900
NORTHERN TR CORP COM 665859104 465 5,222 SH   DFND 11 0 5,222 0
NORTHERN TR CORP COM 665859104 233 2,620 SH   DFND 11,2 0 2,620 0
NORTHERN TR CORP COM 665859104 21,018 236,023 SH   DFND 6 0 236,023 0
NORTHFIELD BANCORP INC DEL COM 66611T108 37 1,870 SH   DFND 1 0 1,870 0
NORTHFIELD BANCORP INC DEL COM 66611T108 13,214 661,697 SH   DFND 15 0 661,697 0
NORTHRIM BANCORP INC COM 666762109 375 11,860 SH   DFND 1 0 11,860 0
NORTHRIM BANCORP INC COM 666762109 107 3,400 SH   DFND 1,3 0 3,400 0
NORTHRIM BANCORP INC COM 666762109 285 9,031 SH   DFND 15 0 9,031 0
NORTHROP GRUMMAN CORP COM 666807102 1,866 8,025 SH   DFND 12,15 0 8,025 0
NORTHROP GRUMMAN CORP COM 666807102 1,460 6,278 SH   DFND 14 0 6,278 0
NORTHROP GRUMMAN CORP COM 666807102 30,087 129,361 SH   DFND 1 0 129,161 200
NORTHROP GRUMMAN CORP COM 666807102 1,894 8,142 SH   DFND 1,15 0 8,142 0
NORTHROP GRUMMAN CORP COM 666807102 154,540 664,459 SH   DFND 15 0 664,459 0
NORTHROP GRUMMAN CORP COM 666807102 1,703 7,321 SH   DFND 5 0 0 7,321
NORTHROP GRUMMAN CORP COM 666807102 12 50 SH   DFND 5,6 0 50 0
NORTHROP GRUMMAN CORP COM 666807102 922 3,964 SH   DFND 11 0 3,964 0
NORTHSTAR RLTY FIN CORP COM 66704R803 75 4,961 SH   DFND 12,15 0 4,961 0
NORTHSTAR RLTY FIN CORP COM 66704R803 1,779 117,414 SH   DFND 15 0 117,414 0
NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 1,150 77,046 SH   DFND 15 0 77,046 0
NORTHWEST BANCSHARES INC MD COM 667340103 426 23,613 SH   DFND 14 0 23,613 0
NORTHWEST BANCSHARES INC MD COM 667340103 17 923 SH   DFND 1 0 923 0
NORTHWEST BANCSHARES INC MD COM 667340103 14,328 794,676 SH   DFND 15 0 794,676 0
NORTHWEST NAT GAS CO COM 667655104 16 264 SH   DFND 1 0 264 0
NORTHWEST NAT GAS CO COM 667655104 32,240 539,133 SH   DFND 15 0 539,133 0
NORTHWEST PIPE CO COM 667746101 965 56,024 SH   DFND 15 0 56,024 0
NORTHWESTERN CORP COM NEW 668074305 40 702 SH   DFND 12,15 0 702 0
NORTHWESTERN CORP COM NEW 668074305 825 14,508 SH   DFND 14 0 14,508 0
NORTHWESTERN CORP COM NEW 668074305 11,768 206,931 SH   DFND 15 0 206,931 0
NOVAGOLD RES INC COM NEW 66987E206 3 693 SH   DFND 2,15 0 693 0
NOVAGOLD RES INC COM NEW 66987E206 237 51,991 SH   DFND 15 0 51,991 0
NOVARTIS A G SPONSORED ADR 66987V109 20,913 287,103 SH   DFND 2 0 287,103 0
NOVARTIS A G SPONSORED ADR 66987V109 21,719 298,177 SH   DFND 14 0 298,177 0
NOVARTIS A G SPONSORED ADR 66987V109 72,734 998,551 SH   DFND 1 0 998,551 0
NOVARTIS A G SPONSORED ADR 66987V109 10,351 142,100 SH   DFND 1,12 0 142,100 0
NOVARTIS A G SPONSORED ADR 66987V109 299 4,099 SH   DFND 1,3 0 4,099 0
NOVARTIS A G SPONSORED ADR 66987V109 15,370 211,011 SH   DFND 15 0 211,011 0
NOVAVAX INC COM 670002104 63 50,109 SH   DFND 15 0 50,109 0
NOVANTA INC COM 67000B104 604 28,784 SH   DFND 15 0 28,784 0
NOVO-NORDISK A S ADR 670100205 10,534 293,754 SH   DFND 14 0 293,754 0
NOVO-NORDISK A S ADR 670100205 15,702 437,874 SH   DFND 1 0 437,874 0
NOVO-NORDISK A S ADR 670100205 13,700 382,040 SH   DFND 15 0 382,040 0
NOVO-NORDISK A S ADR 670100205 253 7,063 SH   DFND 10 0 7,063 0
NOW INC COM 67011P100 94 4,597 SH   DFND 12,15 0 4,597 0
NOW INC COM 67011P100 76 3,709 SH   DFND 14 0 3,709 0
NOW INC COM 67011P100 1,223 59,728 SH   DFND 15 0 59,728 0
NU SKIN ENTERPRISES INC CL A 67018T105 143 3,001 SH   DFND 12,15 0 3,001 0
NU SKIN ENTERPRISES INC CL A 67018T105 290 6,067 SH   DFND 14 0 6,067 0
NU SKIN ENTERPRISES INC CL A 67018T105 12,146 254,200 SH   DFND 1 0 254,200 0
NU SKIN ENTERPRISES INC CL A 67018T105 18,000 376,721 SH   DFND 15 0 376,721 0
NUANCE COMMUNICATIONS INC COM 67020Y100 34 2,284 SH   DFND 12,15 0 2,284 0
NUANCE COMMUNICATIONS INC COM 67020Y100 7,619 511,343 SH   DFND 1 0 455,393 55,950
NUANCE COMMUNICATIONS INC COM 67020Y100 3,396 227,900 SH   DFND 1,4 0 227,900 0
NUANCE COMMUNICATIONS INC COM 67020Y100 417 28,000 SH   DFND 1,9 0 28,000 0
NUANCE COMMUNICATIONS INC COM 67020Y100 505 33,900 SH   DFND 1,3 0 33,900 0
NUANCE COMMUNICATIONS INC COM 67020Y100 337 22,600 SH   DFND 1,5 0 0 22,600
NUANCE COMMUNICATIONS INC COM 67020Y100 673 45,138 SH   DFND 15 0 45,138 0
NUANCE COMMUNICATIONS INC COM 67020Y100 1,242 83,367 SH   DFND 5 0 40,028 43,339
NUANCE COMMUNICATIONS INC COM 67020Y100 1,230 82,554 SH   DFND 5,6 0 38,149 44,405
NUANCE COMMUNICATIONS INC COM 67020Y100 203 13,611 SH   DFND 5,7 0 0 13,611
NUANCE COMMUNICATIONS INC COM 67020Y100 97 6,500 SH   DFND 11 0 6,500 0
NUANCE COMMUNICATIONS INC COM 67020Y100 439 29,495 SH   DFND 13 0 29,495 0
NUANCE COMMUNICATIONS INC DEBT 1.500%11/0 67020YAG5 7,755 8,000,000 PRN   DFND 1 0 8,000,000 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 22,258 24,645,000 PRN   DFND 1 0 22,130,000 2,515,000
NUCOR CORP COM 670346105 623 10,463 SH   DFND 12,15 0 10,463 0
NUCOR CORP COM 670346105 9,057 152,171 SH   DFND 14 0 152,171 0
NUCOR CORP COM 670346105 13,289 223,271 SH   DFND 1 0 223,271 0
NUCOR CORP COM 670346105 80,605 1,354,255 SH   DFND 15 0 1,354,255 0
NUCOR CORP COM 670346105 628 10,552 SH   DFND 5 0 0 10,552
NUCOR CORP COM 670346105 449 7,552 SH   DFND 11 0 7,552 0
NUSTAR ENERGY LP UNIT COM 67058H102 277 5,562 SH   DFND 1 0 5,562 0
NUTANIX INC CL A 67059N108 207 7,796 SH   DFND 15 0 7,796 0
NUTRACEUTICAL INTL CORP COM 67060Y101 406 11,605 SH   DFND 15 0 11,605 0
NUVEEN CALIF MUN VALUE FD COM 67062C107 1,369 131,291 SH   DFND 14 0 131,291 0
NUVEEN NY MUN VALUE FD COM 67062M105 1,280 135,007 SH   DFND 14 0 135,007 0
NUVEEN NY SELECT TAX FREE PR SH BEN INT 67063V104 530 40,076 SH   DFND 14 0 40,076 0
NUVEEN CALIFORNIA AMT QLT MU COM 670651108 3,915 273,568 SH   DFND 14 0 273,568 0
NUVEEN NEW YORK AMT QLT MUNI COM 670656107 2,189 170,879 SH   DFND 14 0 170,879 0
NUVEEN AMT FREE QLTY MUN INC COM 670657105 10,845 812,955 SH   DFND 14 0 812,955 0
NVIDIA CORP COM 67066G104 13,549 126,939 SH   DFND 12,15 0 126,939 0
NVIDIA CORP COM 67066G104 2,164 20,275 SH   DFND 4 0 20,275 0
NVIDIA CORP COM 67066G104 48,035 450,017 SH   DFND 1 0 420,817 29,200
NVIDIA CORP COM 67066G104 1,759 16,477 SH   DFND 1,12 0 16,477 0
NVIDIA CORP COM 67066G104 14,271 133,700 SH   DFND 1,4 0 133,700 0
NVIDIA CORP COM 67066G104 1,099 10,300 SH   DFND 1,9 0 10,300 0
NVIDIA CORP COM 67066G104 1,996 18,700 SH   DFND 1,3 0 18,700 0
NVIDIA CORP COM 67066G104 8,049 75,412 SH   DFND 1,5 0 11,512 63,900
NVIDIA CORP COM 67066G104 478,204 4,480,080 SH   DFND 15 0 4,480,080 0
NVIDIA CORP COM 67066G104 640 6,000 SH   DFND 10 0 6,000 0
NVIDIA CORP COM 67066G104 7,557 70,797 SH   DFND 5 0 27,633 43,164
NVIDIA CORP COM 67066G104 929 8,702 SH   DFND 5,9 0 8,702 0
NVIDIA CORP COM 67066G104 4,046 37,904 SH   DFND 5,6 0 16,470 21,434
NVIDIA CORP COM 67066G104 713 6,684 SH   DFND 5,7 0 0 6,684
NVIDIA CORP COM 67066G104 1,346 12,614 SH   DFND 11 0 12,614 0
NVIDIA CORP COM 67066G104 1,388 13,004 SH   DFND 13 0 13,004 0
NUVEEN QUALITY MUNCP INCOME COM 67066V101 9,485 679,408 SH   DFND 14 0 679,408 0
NUVEEN NEW YORK QLT MUN INC COM 67066X107 2,068 154,114 SH   DFND 14 0 154,114 0
NUVEEN CA QUALTY MUN INCOME COM 67066Y105 10,820 765,187 SH   DFND 14 0 765,187 0
NUVEEN SR INCOME FD COM 67067Y104 668 98,340 SH   DFND 14 0 98,340 0
NUVEEN SR INCOME FD COM 67067Y104 2,454 361,383 SH   DFND 15 0 361,383 0
NUVEEN NASDAQ 100 DYNAMIC OV COM SHS 670699107 3,529 190,127 SH   DFND 14 0 190,127 0
NUVEEN NASDAQ 100 DYNAMIC OV COM SHS 670699107 5,043 271,696 SH   DFND 15 0 271,696 0
NUTRI SYS INC NEW COM 67069D108 170 4,900 SH   DFND 1,3 0 4,900 0
NUTRI SYS INC NEW COM 67069D108 5,447 157,190 SH   DFND 15 0 157,190 0
NUVEEN FLTNG RTE INCM OPP FD COM SHS 6706EN100 2,468 202,423 SH   DFND 14 0 202,423 0
NUVEEN FLTNG RTE INCM OPP FD COM SHS 6706EN100 4,287 351,665 SH   DFND 15 0 351,665 0
NUVEEN DIVERSIFIED DIV INCM COM 6706EP105 1,835 164,239 SH   DFND 14 0 164,239 0
NUVEEN S&P 500 BUY-WRITE INC COM 6706ER101 3,569 280,578 SH   DFND 14 0 280,578 0
NUVEEN S&P 500 BUY-WRITE INC COM 6706ER101 8,415 661,591 SH   DFND 15 0 661,591 0
NUVEEN S&P 500 DYN OVERWRITE COM 6706EW100 3,787 263,014 SH   DFND 14 0 263,014 0
NUVEEN S&P 500 DYN OVERWRITE COM 6706EW100 2,149 149,209 SH   DFND 15 0 149,209 0
NUVASIVE INC COM 670704105 48,992 727,314 SH   DFND 1 0 727,314 0
NUVASIVE INC COM 670704105 11,842 175,796 SH   DFND 15 0 175,796 0
NUVEEN MUNICIPAL CREDIT INC COM SH BEN INT 67070X101 4,100 289,961 SH   DFND 14 0 289,961 0
NUVEEN REAL ESTATE INCOME FD COM 67071B108 2,954 274,308 SH   DFND 14 0 274,308 0
NUVEEN AMT FREE MUN CR INC F COM 67071L106 2,529 174,884 SH   DFND 14 0 174,884 0
NUVEEN PREFERRED SECURITIES COM 67072C105 1,429 153,517 SH   DFND 14 0 153,517 0
NUVEEN PREFERRED SECURITIES COM 67072C105 12,174 1,307,633 SH   DFND 15 0 1,307,633 0
NUVEEN FLOATING RATE INCOME COM 67072T108 3,561 305,152 SH   DFND 14 0 305,152 0
NUVEEN FLOATING RATE INCOME COM 67072T108 5,823 498,943 SH   DFND 15 0 498,943 0
NXSTAGE MEDICAL INC COM 67072V103 64,691 2,468,181 SH   DFND 1 0 2,468,181 0
NXSTAGE MEDICAL INC COM 67072V103 1,318 50,268 SH   DFND 15 0 50,268 0
NUVEEN PFD INCOME OPPRTNY FD COM 67073B106 2,949 299,670 SH   DFND 14 0 299,670 0
NUVEEN PFD INCOME OPPRTNY FD COM 67073B106 6,333 643,620 SH   DFND 15 0 643,620 0
NUVEEN CR STRATEGIES INCM FD COM SHS 67073D102 3,829 432,659 SH   DFND 14 0 432,659 0
NUVEEN CR STRATEGIES INCM FD COM SHS 67073D102 12,526 1,415,375 SH   DFND 15 0 1,415,375 0
NUVEEN TAX ADVANTAGED DIV GR COM 67073G105 3,709 266,257 SH   DFND 14 0 266,257 0
NUVEEN BUILD AMER BD FD COM 67074C103 88 4,263 SH   DFND 14 0 4,263 0
NUVEEN BUILD AMER BD FD COM 67074C103 3,529 171,078 SH   DFND 15 0 171,078 0
NUVEEN BUILD AMER BD OPPTNY COM 67074Q102 1,094 52,267 SH   DFND 15 0 52,267 0
NUVEEN ENERGY MLP TOTL RTRNF COM 67074U103 6,533 482,520 SH   DFND 14 0 482,520 0
NUVEEN SHT DUR CR OPP FD COM 67074X107 4,421 252,764 SH   DFND 14 0 252,764 0
NUVEEN SHT DUR CR OPP FD COM 67074X107 1,618 92,498 SH   DFND 15 0 92,498 0
NUVEEN REAL ASSET INC & GROW COM 67074Y105 2,006 127,448 SH   DFND 14 0 127,448 0
NUVEEN PFD & INCOME TERM FD COM 67075A106 2,878 125,510 SH   DFND 14 0 125,510 0
NUVEEN PFD & INCOME TERM FD COM 67075A106 3,246 141,547 SH   DFND 15 0 141,547 0
NUVEEN ALL CAP ENE MLP OPPO COM 67075E108 2,287 227,603 SH   DFND 14 0 227,603 0
NUVEEN DOW 30 DYN OVERWRITE SHS 67075F105 2,593 172,867 SH   DFND 14 0 172,867 0
NUVEEN DOW 30 DYN OVERWRITE SHS 67075F105 5,029 335,287 SH   DFND 15 0 335,287 0
NUVEEN GLOBAL HIGH INCOME FD SHS 67075G103 419 26,229 SH   DFND 14 0 26,229 0
NUVEEN GLOBAL HIGH INCOME FD SHS 67075G103 3,974 248,553 SH   DFND 15 0 248,553 0
NUVEEN HIGH INCOME 2020 TARG COM 67075L102 705 69,009 SH   DFND 15 0 69,009 0
NUVEEN HGH INC DEC18 TRGT TR COM 67075P103 1,594 158,442 SH   DFND 15 0 158,442 0
OGE ENERGY CORP COM 670837103 146 4,374 SH   DFND 12,15 0 4,374 0
OGE ENERGY CORP COM 670837103 6,555 195,978 SH   DFND 14 0 195,978 0
OGE ENERGY CORP COM 670837103 121 3,617 SH   DFND 1 0 3,617 0
OGE ENERGY CORP COM 670837103 36 1,067 SH   DFND 1,11 0 1,067 0
OGE ENERGY CORP COM 670837103 2,847 85,109 SH   DFND 15 0 85,109 0
OGE ENERGY CORP COM 670837103 604 18,058 SH   DFND 5 0 0 18,058
OGE ENERGY CORP COM 670837103 167 5,000 SH   DFND 11 0 5,000 0
NUVEEN TX ADV TOTAL RET STRG COM 67090H102 490 43,309 SH   DFND 14 0 43,309 0
NUVEEN CORE EQUITY ALPHA FUN COM 67090X107 2,137 163,380 SH   DFND 14 0 163,380 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 5,886 21,140 SH   DFND 12,15 0 21,140 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 7,077 25,420 SH   DFND 14 0 25,420 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 66,389 238,457 SH   DFND 1 0 238,457 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 578 2,076 SH   DFND 1,3 0 2,076 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 252,861 908,234 SH   DFND 15 0 908,234 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,086 3,900 SH   DFND 5 0 0 3,900
O REILLY AUTOMOTIVE INC NEW COM 67103H107 613 2,200 SH   DFND 11 0 2,200 0
OFG BANCORP COM 67103X102 55 4,200 SH   DFND 1 0 4,200 0
OFG BANCORP COM 67103X102 28 2,100 SH   DFND 1,3 0 2,100 0
OFG BANCORP COM 67103X102 2,787 212,753 SH   DFND 15 0 212,753 0
OSI SYSTEMS INC COM 671044105 248 3,258 SH   DFND 14 0 3,258 0
OSI SYSTEMS INC COM 671044105 10,023 131,677 SH   DFND 15 0 131,677 0
OAKTREE CAP GROUP LLC UNIT CL A 674001201 101,947 2,718,580 SH   DFND 2 0 2,718,580 0
OAKTREE CAP GROUP LLC UNIT CL A 674001201 11,276 300,705 SH   DFND 1,2 0 300,705 0
OASIS PETE INC NEW COM 674215108 135 8,902 SH   DFND 12,15 0 8,902 0
OASIS PETE INC NEW COM 674215108 1,430 94,466 SH   DFND 14 0 94,466 0
OASIS PETE INC NEW COM 674215108 9,515 628,490 SH   DFND 1 0 405,190 223,300
OASIS PETE INC NEW COM 674215108 1,357 89,600 SH   DFND 1,3 0 89,600 0
OASIS PETE INC NEW COM 674215108 12,827 847,233 SH   DFND 15 0 847,233 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 11,815 8,500,000 PRN   DFND 1 0 8,500,000 0
OCCIDENTAL PETE CORP DEL COM 674599105 26,454 371,389 SH   DFND 2 0 371,389 0
OCCIDENTAL PETE CORP DEL COM 674599105 1,343 18,854 SH   DFND 12,15 0 18,854 0
OCCIDENTAL PETE CORP DEL COM 674599105 610 8,569 SH   DFND 4 0 8,569 0
OCCIDENTAL PETE CORP DEL COM 674599105 9,255 129,938 SH   DFND 14 0 129,938 0
OCCIDENTAL PETE CORP DEL COM 674599105 467,041 6,556,808 SH   DFND 1 0 6,079,533 477,275
OCCIDENTAL PETE CORP DEL COM 674599105 34,411 483,104 SH   DFND 1,2 0 483,104 0
OCCIDENTAL PETE CORP DEL COM 674599105 13,356 187,500 SH   DFND 1,4 0 187,500 0
OCCIDENTAL PETE CORP DEL COM 674599105 8,407 118,030 SH   DFND 1,9 0 118,030 0
OCCIDENTAL PETE CORP DEL COM 674599105 2,256 31,667 SH   DFND 1,3 0 31,667 0
OCCIDENTAL PETE CORP DEL COM 674599105 12,309 172,800 SH   DFND 1,5 0 50,500 122,300
OCCIDENTAL PETE CORP DEL COM 674599105 58,717 824,329 SH   DFND 15 0 824,329 0
OCCIDENTAL PETE CORP DEL COM 674599105 3,252 45,656 SH   DFND 5 0 6,062 39,594
OCCIDENTAL PETE CORP DEL COM 674599105 4,243 59,573 SH   DFND 5,6 0 26,780 32,793
OCCIDENTAL PETE CORP DEL COM 674599105 765 10,737 SH   DFND 5,7 0 0 10,737
OCCIDENTAL PETE CORP DEL COM 674599105 1,284 18,031 SH   DFND 11 0 18,031 0
OCCIDENTAL PETE CORP DEL COM 674599105 434 6,094 SH   DFND 6 0 6,094 0
OCCIDENTAL PETE CORP DEL COM 674599105 2,198 30,858 SH   DFND 13 0 30,858 0
OCEANEERING INTL INC COM 675232102 125 4,417 SH   DFND 12,15 0 4,417 0
OCEANEERING INTL INC COM 675232102 1,548 54,875 SH   DFND 14 0 54,875 0
OCEANEERING INTL INC COM 675232102 10,929 387,402 SH   DFND 1,2 0 387,402 0
OCEANEERING INTL INC COM 675232102 2,099 74,406 SH   DFND 1,9 0 74,406 0
OCEANEERING INTL INC COM 675232102 4,487 159,066 SH   DFND 15 0 159,066 0
OCEANFIRST FINL CORP COM 675234108 413 13,756 SH   DFND 15 0 13,756 0
OCLARO INC COM NEW 67555N206 7,557 844,383 SH   DFND 15 0 844,383 0
OCWEN FINL CORP COM NEW 675746309 59 10,990 SH   DFND 1 0 10,990 0
OCWEN FINL CORP COM NEW 675746309 26 4,800 SH   DFND 1,3 0 4,800 0
OCWEN FINL CORP COM NEW 675746309 1,908 353,997 SH   DFND 15 0 353,997 0
OFFICE DEPOT INC COM 676220106 120 26,572 SH   DFND 12,15 0 26,572 0
OFFICE DEPOT INC COM 676220106 83 18,407 SH   DFND 14 0 18,407 0
OFFICE DEPOT INC COM 676220106 2,362 522,479 SH   DFND 15 0 522,479 0
OIL STS INTL INC COM 678026105 72 1,853 SH   DFND 12,15 0 1,853 0
OIL STS INTL INC COM 678026105 649 16,639 SH   DFND 14 0 16,639 0
OIL STS INTL INC COM 678026105 885 22,700 SH   DFND 1 0 22,700 0
OIL STS INTL INC COM 678026105 2,913 74,703 SH   DFND 15 0 74,703 0
OLD DOMINION FGHT LINES INC COM 679580100 73 846 SH   DFND 12,15 0 846 0
OLD DOMINION FGHT LINES INC COM 679580100 4,380 51,059 SH   DFND 14 0 51,059 0
OLD DOMINION FGHT LINES INC COM 679580100 90,698 1,057,208 SH   DFND 1 0 1,057,208 0
OLD DOMINION FGHT LINES INC COM 679580100 15,067 175,623 SH   DFND 15 0 175,623 0
OLD DOMINION FGHT LINES INC COM 679580100 4,341 50,597 SH   DFND 6 0 50,597 0
OLD DOMINION FGHT LINES INC COM 679580100 2,056 23,970 SH   DFND 6,12 0 23,970 0
OLD DOMINION FGHT LINES INC COM 679580100 573 6,681 SH   DFND 6,9 0 6,681 0
OLD NATL BANCORP IND COM 680033107 13 716 SH   DFND 1 0 716 0
OLD NATL BANCORP IND COM 680033107 17,620 970,812 SH   DFND 15 0 970,812 0
OLD REP INTL CORP COM 680223104 110 5,768 SH   DFND 12,15 0 5,768 0
OLD REP INTL CORP COM 680223104 2,376 125,050 SH   DFND 14 0 125,050 0
OLD REP INTL CORP COM 680223104 43,294 2,278,649 SH   DFND 15 0 2,278,649 0
OLD REP INTL CORP NOTE 3.750% 3/1 680223AH7 37,335 29,838,000 PRN   DFND 1 0 25,539,000 4,299,000
OLIN CORP COM PAR $1 680665205 75 2,915 SH   DFND 12,15 0 2,915 0
OLIN CORP COM PAR $1 680665205 2,719 106,182 SH   DFND 14 0 106,182 0
OLIN CORP COM PAR $1 680665205 1,081 42,204 SH   DFND 15 0 42,204 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 949 33,373 SH   DFND 15 0 33,373 0
OLYMPIC STEEL INC COM 68162K106 651 26,870 SH   DFND 1 0 26,870 0
OLYMPIC STEEL INC COM 68162K106 230 9,500 SH   DFND 1,3 0 9,500 0
OLYMPIC STEEL INC COM 68162K106 1,667 68,799 SH   DFND 15 0 68,799 0
OMNICOM GROUP INC COM 681919106 55,020 646,463 SH   DFND 2 0 646,463 0
OMNICOM GROUP INC COM 681919106 398 4,679 SH   DFND 12,15 0 4,679 0
OMNICOM GROUP INC COM 681919106 26,525 311,652 SH   DFND 14 0 311,652 0
OMNICOM GROUP INC COM 681919106 30,116 353,843 SH   DFND 1 0 353,543 300
OMNICOM GROUP INC COM 681919106 1,825 21,447 SH   DFND 1,15 0 21,447 0
OMNICOM GROUP INC COM 681919106 89,389 1,050,275 SH   DFND 15 0 1,050,275 0
OMNICOM GROUP INC COM 681919106 355 4,168 SH   DFND 5 0 0 4,168
OMNICOM GROUP INC COM 681919106 798 9,380 SH   DFND 5,6 0 4,080 5,300
OMNICOM GROUP INC COM 681919106 782 9,189 SH   DFND 5,7 0 0 9,189
OMNICOM GROUP INC COM 681919106 488 5,735 SH   DFND 11 0 5,735 0
OMNICOM GROUP INC COM 681919106 244 2,867 SH   DFND 13 0 2,867 0
OMEGA HEALTHCARE INVS INC COM 681936100 40 1,285 SH   DFND 12,15 0 1,285 0
OMEGA HEALTHCARE INVS INC COM 681936100 1,809 57,868 SH   DFND 14 0 57,868 0
OMEGA HEALTHCARE INVS INC COM 681936100 170,122 5,442,168 SH   DFND 1 0 0 5,442,168
OMEGA HEALTHCARE INVS INC COM 681936100 1,279 40,928 SH   DFND 15 0 40,928 0
OMEGA PROTEIN CORP COM 68210P107 4,102 163,765 SH   DFND 1 0 110,465 53,300
OMEGA PROTEIN CORP COM 68210P107 741 29,600 SH   DFND 1,3 0 29,600 0
OMEGA PROTEIN CORP COM 68210P107 1,385 55,288 SH   DFND 15 0 55,288 0
OMEGA PROTEIN CORP COM 68210P107 299 11,938 SH   DFND 5 0 0 11,938
OMNOVA SOLUTIONS INC COM 682129101 657 65,720 SH   DFND 1 0 25,520 40,200
OMNOVA SOLUTIONS INC COM 682129101 104 10,400 SH   DFND 1,3 0 10,400 0
OMNOVA SOLUTIONS INC COM 682129101 683 68,274 SH   DFND 15 0 68,274 0
OMNICELL INC COM 68213N109 3,557 104,934 SH   DFND 15 0 104,934 0
ON ASSIGNMENT INC COM 682159108 5,772 130,711 SH   DFND 1 0 90,236 40,475
ON ASSIGNMENT INC COM 682159108 2,891 65,469 SH   DFND 15 0 65,469 0
ON DECK CAP INC COM 682163100 77 16,718 SH   DFND 15 0 16,718 0
ON SEMICONDUCTOR CORP COM 682189105 243 19,019 SH   DFND 12,15 0 19,019 0
ON SEMICONDUCTOR CORP COM 682189105 1,585 124,215 SH   DFND 14 0 124,215 0
ON SEMICONDUCTOR CORP COM 682189105 95,002 7,445,291 SH   DFND 1 0 7,445,291 0
ON SEMICONDUCTOR CORP COM 682189105 5,247 411,192 SH   DFND 15 0 411,192 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 47,885 46,745,000 PRN   DFND 1 0 40,844,000 5,901,000
ONE GAS INC COM 68235P108 48 743 SH   DFND 12,15 0 743 0
ONE GAS INC COM 68235P108 18 280 SH   DFND 1,11 0 280 0
ONE GAS INC COM 68235P108 10,605 165,811 SH   DFND 15 0 165,811 0
ONE LIBERTY PPTYS INC COM 682406103 1,321 52,594 SH   DFND 15 0 52,594 0
1 800 FLOWERS COM CL A 68243Q106 536 50,084 SH   DFND 15 0 50,084 0
ONEOK INC NEW COM 682680103 538 9,365 SH   DFND 12,15 0 9,365 0
ONEOK INC NEW COM 682680103 10,091 175,779 SH   DFND 14 0 175,779 0
ONEOK INC NEW COM 682680103 16,837 293,284 SH   DFND 1 0 290,534 2,750
ONEOK INC NEW COM 682680103 177 3,086 SH   DFND 1,11 0 3,086 0
ONEOK INC NEW COM 682680103 43,810 763,113 SH   DFND 15 0 763,113 0
ONEOK INC NEW COM 682680103 594 10,342 SH   DFND 5 0 0 10,342
ONEOK INC NEW COM 682680103 703 12,245 SH   DFND 5,6 0 5,383 6,862
ONEOK INC NEW COM 682680103 355 6,188 SH   DFND 5,7 0 0 6,188
ONEOK INC NEW COM 682680103 293 5,100 SH   DFND 11 0 5,100 0
ONEOK INC NEW COM 682680103 273 4,753 SH   DFND 13 0 4,753 0
ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 2,584 60,071 SH   DFND 14 0 60,071 0
ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 325 7,556 SH   DFND 1 0 7,556 0
ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 389 9,048 SH   DFND 15 0 9,048 0
ONEMAIN HLDGS INC COM 68268W103 1,915 86,505 SH   DFND 15 0 86,505 0
OPEN TEXT CORP COM 683715106 39,390 637,281 SH   DFND 2 0 637,281 0
OPEN TEXT CORP COM 683715106 43 688 SH   DFND 2,15 0 688 0
OPEN TEXT CORP COM 683715106 5,582 90,310 SH   DFND 1 0 90,310 0
OPEN TEXT CORP COM 683715106 15,594 252,297 SH   DFND 1,2 0 252,297 0
OPEN TEXT CORP COM 683715106 255 4,133 SH   DFND 15 0 4,133 0
OPEN TEXT CORP COM 683715106 5,719 92,529 SH   DFND 5 0 15,486 77,043
OPEN TEXT CORP COM 683715106 8,535 138,082 SH   DFND 5,9 0 138,082 0
OPEN TEXT CORP COM 683715106 2,170 35,115 SH   DFND 5,6 0 14,977 20,138
OPEN TEXT CORP COM 683715106 192 3,100 SH   DFND 11 0 3,100 0
OPEN TEXT CORP COM 683715106 2,401 38,840 SH   DFND 6 0 4,536 34,304
OPEN TEXT CORP COM 683715106 1,959 31,690 SH   DFND 7 0 0 31,690
OPEN TEXT CORP COM 683715106 986 15,947 SH   DFND 13 0 15,947 0
OPKO HEALTH INC COM 68375N103 6,385 686,560 SH   DFND 15 0 686,560 0
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 854 45,891 SH   DFND 15 0 45,891 0
ORACLE CORP COM 68389X105 251,084 6,530,141 SH   DFND 2 0 6,530,141 0
ORACLE CORP COM 68389X105 1,504 39,117 SH   DFND 12,15 0 39,117 0
ORACLE CORP COM 68389X105 6,988 181,747 SH   DFND 14 0 181,747 0
ORACLE CORP COM 68389X105 46 1,200 SH Call DFND 14 0 0 0
ORACLE CORP COM 68389X105 542,521 14,109,780 SH   DFND 1 0 12,973,547 1,136,233
ORACLE CORP COM 68389X105 1,336 34,737 SH   DFND 1,2 0 34,737 0
ORACLE CORP COM 68389X105 589 15,324 SH   DFND 1,3 0 15,324 0
ORACLE CORP COM 68389X105 1,534 39,884 SH   DFND 1,15 0 39,884 0
ORACLE CORP COM 68389X105 6,194 161,100 SH   DFND 1,5 0 0 161,100
ORACLE CORP COM 68389X105 55,924 1,454,459 SH   DFND 15 0 1,454,459 0
ORACLE CORP COM 68389X105 1,584 41,200 SH   DFND 10 0 41,200 0
ORACLE CORP COM 68389X105 4,756 123,700 SH   DFND 5 0 0 123,700
ORACLE CORP COM 68389X105 6,212 161,554 SH   DFND 5,6 0 76,637 84,917
ORACLE CORP COM 68389X105 2,814 73,194 SH   DFND 11 0 73,194 0
ORACLE CORP COM 68389X105 587 15,267 SH   DFND 11,2 0 15,267 0
ORACLE CORP COM 68389X105 231 6,000 SH   DFND 6 0 6,000 0
ORACLE CORP COM 68389X105 3,071 79,882 SH   DFND 13 0 79,882 0
OPUS BK IRVINE CALIF COM 684000102 1,124 37,416 SH   DFND 15 0 37,416 0
ORANGE SPONSORED ADR 684060106 695 45,886 SH   DFND 15 0 45,886 0
ORASURE TECHNOLOGIES INC COM 68554V108 1,129 128,625 SH   DFND 1 0 128,625 0
ORASURE TECHNOLOGIES INC COM 68554V108 32 3,600 SH   DFND 1,3 0 3,600 0
ORASURE TECHNOLOGIES INC COM 68554V108 248 28,286 SH   DFND 15 0 28,286 0
ORBCOMM INC COM 68555P100 862 104,197 SH   DFND 15 0 104,197 0
ORBITAL ATK INC COM 68557N103 122 1,396 SH   DFND 12,15 0 1,396 0
ORBITAL ATK INC COM 68557N103 1,467 16,720 SH   DFND 14 0 16,720 0
ORBITAL ATK INC COM 68557N103 62,152 708,444 SH   DFND 1 0 702,944 5,500
ORBITAL ATK INC COM 68557N103 8,610 98,138 SH   DFND 15 0 98,138 0
ORBITAL ATK INC COM 68557N103 2,389 27,227 SH   DFND 6 0 27,227 0
ORCHID IS CAP INC COM 68571X103 11,570 1,068,292 SH   DFND 15 0 1,068,292 0
ORCHIDS PAPER PRODS CO DEL COM 68572N104 245 9,363 SH   DFND 15 0 9,363 0
ORION GROUP HOLDINGS INC COM 68628V308 8,278 831,946 SH   DFND 1,2 0 831,946 0
ORION GROUP HOLDINGS INC COM 68628V308 1,392 139,886 SH   DFND 15 0 139,886 0
ORIX CORP SPONSORED ADR 686330101 899 11,547 SH   DFND 1 0 11,547 0
ORIX CORP SPONSORED ADR 686330101 3,681 47,299 SH   DFND 15 0 47,299 0
ORITANI FINL CORP DEL COM 68633D103 131 6,988 SH   DFND 1 0 6,988 0
ORITANI FINL CORP DEL COM 68633D103 32 1,700 SH   DFND 1,3 0 1,700 0
ORITANI FINL CORP DEL COM 68633D103 13,736 732,584 SH   DFND 15 0 732,584 0
ORITANI FINL CORP DEL COM 68633D103 65 3,491 SH   DFND 5 0 0 3,491
ORMAT TECHNOLOGIES INC COM 686688102 175 3,255 SH   DFND 12,15 0 3,255 0
ORMAT TECHNOLOGIES INC COM 686688102 3,081 57,460 SH   DFND 1 0 57,460 0
ORMAT TECHNOLOGIES INC COM 686688102 1,394 26,000 SH   DFND 1,3 0 26,000 0
ORMAT TECHNOLOGIES INC COM 686688102 8,551 159,467 SH   DFND 15 0 159,467 0
ORMAT TECHNOLOGIES INC COM 686688102 96 1,791 SH   DFND 5 0 0 1,791
OSHKOSH CORP COM 688239201 284 4,396 SH   DFND 12,15 0 4,396 0
OSHKOSH CORP COM 688239201 159 2,457 SH   DFND 14 0 2,457 0
OSHKOSH CORP COM 688239201 1,027 15,900 SH   DFND 1 0 15,900 0
OSHKOSH CORP COM 688239201 18,590 287,733 SH   DFND 15 0 287,733 0
OSISKO GOLD ROYALTIES LTD COM 68827L101 2 199 SH   DFND 2,15 0 199 0
OSISKO GOLD ROYALTIES LTD COM 68827L101 251 25,855 SH   DFND 15 0 25,855 0
OTTER TAIL CORP COM 689648103 2,182 53,488 SH   DFND 15 0 53,488 0
OUTFRONT MEDIA INC COM 69007J106 81 3,262 SH   DFND 12,15 0 3,262 0
OUTFRONT MEDIA INC COM 69007J106 1,211 48,707 SH   DFND 15 0 48,707 0
OVERSTOCK COM INC DEL COM 690370101 793 45,319 SH   DFND 15 0 45,319 0
OWENS & MINOR INC NEW COM 690732102 68 1,934 SH   DFND 12,15 0 1,934 0
OWENS & MINOR INC NEW COM 690732102 1,065 30,176 SH   DFND 14 0 30,176 0
OWENS & MINOR INC NEW COM 690732102 1,025 29,055 SH   DFND 15 0 29,055 0
OWENS CORNING NEW COM 690742101 137 2,658 SH   DFND 12,15 0 2,658 0
OWENS CORNING NEW COM 690742101 2,182 42,322 SH   DFND 14 0 42,322 0
OWENS CORNING NEW COM 690742101 124,400 2,412,718 SH   DFND 1 0 2,321,685 91,033
OWENS CORNING NEW COM 690742101 4,192 81,300 SH   DFND 1,4 0 81,300 0
OWENS CORNING NEW COM 690742101 634 12,300 SH   DFND 1,9 0 12,300 0
OWENS CORNING NEW COM 690742101 999 19,366 SH   DFND 1,3 0 19,366 0
OWENS CORNING NEW COM 690742101 1,335 25,900 SH   DFND 1,5 0 0 25,900
OWENS CORNING NEW COM 690742101 8,948 173,546 SH   DFND 15 0 173,546 0
OWENS CORNING NEW COM 690742101 9 180 SH   DFND 5,6 0 180 0
OWENS ILL INC COM NEW 690768403 151 8,662 SH   DFND 12,15 0 8,662 0
OWENS ILL INC COM NEW 690768403 459 26,385 SH   DFND 14 0 26,385 0
OWENS ILL INC COM NEW 690768403 2,314 132,939 SH   DFND 15 0 132,939 0
OWENS ILL INC COM NEW 690768403 141 8,121 SH   DFND 5 0 0 8,121
OXFORD INDS INC COM 691497309 210 3,494 SH   DFND 14 0 3,494 0
OXFORD INDS INC COM 691497309 1,336 22,220 SH   DFND 15 0 22,220 0
PBF ENERGY INC CL A 69318G106 130 4,659 SH   DFND 12,15 0 4,659 0
PBF ENERGY INC CL A 69318G106 3,858 138,370 SH   DFND 15 0 138,370 0
PC CONNECTION INC COM 69318J100 1,332 47,423 SH   DFND 15 0 47,423 0
PCM INC COM 69323K100 1,101 48,935 SH   DFND 1 0 48,935 0
PCM INC COM 69323K100 268 11,900 SH   DFND 1,3 0 11,900 0
PCM INC COM 69323K100 931 41,370 SH   DFND 15 0 41,370 0
PC-TEL INC COM 69325Q105 90 16,750 SH   DFND 1 0 16,750 0
PC-TEL INC COM 69325Q105 59 11,000 SH   DFND 1,3 0 11,000 0
PDC ENERGY INC COM 69327R101 27,291 376,013 SH   DFND 15 0 376,013 0
PDC ENERGY INC NOTE 1.125% 9/1 69327RAD3 4,465 4,000,000 PRN   DFND 1 0 4,000,000 0
PDF SOLUTIONS INC COM 693282105 2,495 110,660 SH   DFND 15 0 110,660 0
PDL BIOPHARMA INC COM 69329Y104 28 13,217 SH   DFND 12,15 0 13,217 0
PDL BIOPHARMA INC COM 69329Y104 4,138 1,951,725 SH   DFND 1 0 1,552,125 399,600
PDL BIOPHARMA INC COM 69329Y104 321 151,400 SH   DFND 1,3 0 151,400 0
PDL BIOPHARMA INC COM 69329Y104 341 160,711 SH   DFND 15 0 160,711 0
PG&E CORP COM 69331C108 742 12,203 SH   DFND 12,15 0 12,203 0
PG&E CORP COM 69331C108 270 4,442 SH   DFND 14 0 4,442 0
PG&E CORP COM 69331C108 210,989 3,471,925 SH   DFND 1 0 3,137,694 334,231
PG&E CORP COM 69331C108 302 4,976 SH   DFND 1,3 0 4,976 0
PG&E CORP COM 69331C108 78,776 1,296,301 SH   DFND 15 0 1,296,301 0
PG&E CORP COM 69331C108 3,677 60,500 SH   DFND 5 0 39,600 20,900
PG&E CORP COM 69331C108 11 180 SH   DFND 5,6 0 180 0
PG&E CORP COM 69331C108 721 11,871 SH   DFND 11 0 11,871 0
PHH CORP COM NEW 693320202 122 8,036 SH   DFND 12,15 0 8,036 0
PHH CORP COM NEW 693320202 1,823 120,251 SH   DFND 15 0 120,251 0
PICO HLDGS INC COM NEW 693366205 871 57,500 SH   DFND 15 0 57,500 0
PHI INC COM NON VTG 69336T205 516 28,638 SH   DFND 15 0 28,638 0
PGT INNOVATIONS INC COM 69336V101 794 69,381 SH   DFND 15 0 69,381 0
PJT PARTNERS INC COM CL A 69343T107 450 14,568 SH   DFND 15 0 14,568 0
PNC FINL SVCS GROUP INC COM 693475105 32,339 276,494 SH   DFND 2 0 276,494 0
PNC FINL SVCS GROUP INC COM 693475105 1,411 12,068 SH   DFND 12,15 0 12,068 0
PNC FINL SVCS GROUP INC COM 693475105 10,150 86,785 SH   DFND 14 0 86,785 0
PNC FINL SVCS GROUP INC COM 693475105 706 6,038 SH   DFND 9 0 6,038 0
PNC FINL SVCS GROUP INC COM 693475105 1,136,677 9,718,508 SH   DFND 1 0 9,200,822 517,686
PNC FINL SVCS GROUP INC COM 693475105 1,952 16,686 SH   DFND 1,9 0 16,686 0
PNC FINL SVCS GROUP INC COM 693475105 1,573 13,450 SH   DFND 1,3 0 13,450 0
PNC FINL SVCS GROUP INC COM 693475105 887 7,587 SH   DFND 1,6 0 7,587 0
PNC FINL SVCS GROUP INC COM 693475105 45,047 385,151 SH   DFND 15 0 385,151 0
PNC FINL SVCS GROUP INC COM 693475105 2,316 19,800 SH   DFND 5 0 0 19,800
PNC FINL SVCS GROUP INC COM 693475105 1,356 11,591 SH   DFND 11 0 11,591 0
PNC FINL SVCS GROUP INC COM 693475105 2,305 19,706 SH   DFND 11,6 0 11,409 8,297
PNC FINL SVCS GROUP INC COM 693475105 172,732 1,476,843 SH   DFND 6 0 1,476,843 0
PNC FINL SVCS GROUP INC COM 693475105 840 7,184 SH   DFND 6,12 0 7,184 0
PNC FINL SVCS GROUP INC COM 693475105 25,856 221,068 SH   DFND 6,9 0 221,068 0
PNC FINL SVCS GROUP INC COM 693475105 1,634 13,973 SH   DFND 13 0 13,973 0
POSCO SPONSORED ADR 693483109 503 9,580 SH   DFND 14 0 9,580 0
POSCO SPONSORED ADR 693483109 2,495 47,479 SH   DFND 15 0 47,479 0
PNM RES INC COM 69349H107 55 1,609 SH   DFND 12,15 0 1,609 0
PNM RES INC COM 69349H107 363 10,597 SH   DFND 14 0 10,597 0
PNM RES INC COM 69349H107 429 12,500 SH   DFND 1 0 0 12,500
PNM RES INC COM 69349H107 11,904 347,052 SH   DFND 15 0 347,052 0
PPG INDS INC COM 693506107 20,567 217,047 SH   DFND 2 0 217,047 0
PPG INDS INC COM 693506107 352 3,712 SH   DFND 12,15 0 3,712 0
PPG INDS INC COM 693506107 67,477 712,083 SH   DFND 14 0 712,083 0
PPG INDS INC COM 693506107 14,209 149,949 SH   DFND 1 0 149,949 0
PPG INDS INC COM 693506107 17,645 186,212 SH   DFND 15 0 186,212 0
PPG INDS INC COM 693506107 1,081 11,406 SH   DFND 5 0 0 11,406
PPG INDS INC COM 693506107 596 6,292 SH   DFND 11 0 6,292 0
PPL CORP COM 69351T106 562 16,506 SH   DFND 12,15 0 16,506 0
PPL CORP COM 69351T106 11,007 323,267 SH   DFND 14 0 323,267 0
PPL CORP COM 69351T106 592,680 17,406,172 SH   DFND 1 0 17,406,172 0
PPL CORP COM 69351T106 916 26,905 SH   DFND 1,9 0 26,905 0
PPL CORP COM 69351T106 1,855 54,469 SH   DFND 1,3 0 54,469 0
PPL CORP COM 69351T106 154,448 4,535,929 SH   DFND 15 0 4,535,929 0
PPL CORP COM 69351T106 1,062 31,200 SH   DFND 5 0 0 31,200
PPL CORP COM 69351T106 559 16,425 SH   DFND 11 0 16,425 0
PRA HEALTH SCIENCES INC COM 69354M108 3,453 62,646 SH   DFND 15 0 62,646 0
PRA GROUP INC COM 69354N106 2,410 61,631 SH   DFND 14 0 61,631 0
PRA GROUP INC COM 69354N106 4,778 122,188 SH   DFND 15 0 122,188 0
PS BUSINESS PKS INC CALIF COM 69360J107 2,537 21,771 SH   DFND 14 0 21,771 0
PS BUSINESS PKS INC CALIF COM 69360J107 11,526 98,922 SH   DFND 1 0 31,524 67,398
PS BUSINESS PKS INC CALIF COM 69360J107 921 7,900 SH   DFND 1,3 0 7,900 0
PS BUSINESS PKS INC CALIF COM 69360J107 13,776 118,226 SH   DFND 15 0 118,226 0
PS BUSINESS PKS INC CALIF COM 69360J107 443 3,800 SH   DFND 5 0 0 3,800
PS BUSINESS PKS INC CALIF COM 69360J107 604 5,182 SH   DFND 5,6 0 2,413 2,769
PS BUSINESS PKS INC CALIF COM 69360J107 250 2,145 SH   DFND 13 0 2,145 0
PVH CORP COM 693656100 135 1,496 SH   DFND 12,15 0 1,496 0
PVH CORP COM 693656100 571 6,329 SH   DFND 14 0 6,329 0
PVH CORP COM 693656100 109,305 1,211,267 SH   DFND 1 0 1,207,367 3,900
PVH CORP COM 693656100 1,823 20,200 SH   DFND 1,4 0 20,200 0
PVH CORP COM 693656100 962 10,664 SH   DFND 1,9 0 10,664 0
PVH CORP COM 693656100 235 2,600 SH   DFND 1,3 0 2,600 0
PVH CORP COM 693656100 24 261 SH   DFND 1,15 0 261 0
PVH CORP COM 693656100 920 10,200 SH   DFND 1,5 0 0 10,200
PVH CORP COM 693656100 2,327 25,787 SH   DFND 15 0 25,787 0
PVH CORP COM 693656100 1,476 16,360 SH   DFND 5 0 0 16,360
PVH CORP COM 693656100 1,748 19,367 SH   DFND 5,6 0 9,376 9,991
PVH CORP COM 693656100 171 1,900 SH   DFND 11 0 1,900 0
PVH CORP COM 693656100 640 7,090 SH   DFND 13 0 7,090 0
PTC THERAPEUTICS INC COM 69366J200 964 88,321 SH   DFND 15 0 88,321 0
PTC INC COM 69370C100 328 7,088 SH   DFND 14 0 7,088 0
PTC INC COM 69370C100 7,275 157,230 SH   DFND 1 0 157,230 0
PTC INC COM 69370C100 16,865 364,500 SH   DFND 1,2 0 364,500 0
PTC INC COM 69370C100 5,400 116,706 SH   DFND 15 0 116,706 0
PACCAR INC COM 693718108 5,391 84,373 SH   DFND 12,15 0 84,373 0
PACCAR INC COM 693718108 4,743 74,232 SH   DFND 14 0 74,232 0
PACCAR INC COM 693718108 13,938 218,128 SH   DFND 1 0 218,128 0
PACCAR INC COM 693718108 262,216 4,103,534 SH   DFND 15 0 4,103,534 0
PACCAR INC COM 693718108 811 12,695 SH   DFND 5 0 0 12,695
PACCAR INC COM 693718108 529 8,276 SH   DFND 11 0 8,276 0
PACCAR INC COM 693718108 366 5,733 SH   DFND 13 0 5,733 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 20,179 5,310,267 SH   DFND 1 0 5,310,267 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 49 12,939 SH   DFND 15 0 12,939 0
PACIFIC CONTINENTAL CORP COM 69412V108 425 19,473 SH   DFND 15 0 19,473 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 2,887 303,932 SH   DFND 15 0 303,932 0
PACIFIC PREMIER BANCORP COM 69478X105 543 15,359 SH   DFND 14 0 15,359 0
PACIFIC PREMIER BANCORP COM 69478X105 2,138 60,486 SH   DFND 15 0 60,486 0
PACIRA PHARMACEUTICALS INC COM 695127100 21,521 666,288 SH   DFND 1 0 604,086 62,202
PACIRA PHARMACEUTICALS INC COM 695127100 158 4,904 SH   DFND 1,3 0 4,904 0
PACIRA PHARMACEUTICALS INC COM 695127100 82 2,545 SH   DFND 15 0 2,545 0
PACKAGING CORP AMER COM 695156109 207 2,440 SH   DFND 12,15 0 2,440 0
PACKAGING CORP AMER COM 695156109 1,409 16,608 SH   DFND 14 0 16,608 0
PACKAGING CORP AMER COM 695156109 23,947 282,328 SH   DFND 1 0 282,228 100
PACKAGING CORP AMER COM 695156109 6,276 73,990 SH   DFND 15 0 73,990 0
PACKAGING CORP AMER COM 695156109 2 20 SH   DFND 5,6 0 20 0
PACKAGING CORP AMER COM 695156109 195 2,300 SH   DFND 11 0 2,300 0
PACWEST BANCORP DEL COM 695263103 77 1,418 SH   DFND 12,15 0 1,418 0
PACWEST BANCORP DEL COM 695263103 5,400 99,196 SH   DFND 14 0 99,196 0
PACWEST BANCORP DEL COM 695263103 13,260 243,572 SH   DFND 15 0 243,572 0
PALO ALTO NETWORKS INC COM 697435105 6,404 51,215 SH   DFND 14 0 51,215 0
PALO ALTO NETWORKS INC COM 697435105 12,576 100,569 SH   DFND 1 0 100,569 0
PALO ALTO NETWORKS INC COM 697435105 360 2,879 SH   DFND 1,12 0 2,879 0
PALO ALTO NETWORKS INC COM 697435105 113 904 SH   DFND 1,3 0 904 0
PALO ALTO NETWORKS INC COM 697435105 1,405 11,239 SH   DFND 15 0 11,239 0
PALO ALTO NETWORKS INC COM 697435105 363 2,900 SH   DFND 5 0 0 2,900
PALO ALTO NETWORKS INC COM 697435105 263 2,100 SH   DFND 11 0 2,100 0
PAMPA ENERGIA S A SPONS ADR LVL I 697660207 3,773 108,400 SH   DFND 6 0 108,400 0
PAMPA ENERGIA S A SPONS ADR LVL I 697660207 88 2,537 SH   DFND 6,9 0 2,537 0
PAN AMERICAN SILVER CORP COM 697900108 39 2,568 SH   DFND 2,15 0 2,568 0
PAN AMERICAN SILVER CORP COM 697900108 956 63,460 SH   DFND 15 0 63,460 0
PAN AMERICAN SILVER CORP COM 697900108 6,820 452,574 SH   DFND 5 0 86,033 366,541
PAN AMERICAN SILVER CORP COM 697900108 8,824 585,540 SH   DFND 5,9 0 585,540 0
PAN AMERICAN SILVER CORP COM 697900108 2,276 151,032 SH   DFND 7 0 0 151,032
PANDORA MEDIA INC COM 698354107 379 29,085 SH   DFND 14 0 29,085 0
PANDORA MEDIA INC COM 698354107 29,292 2,246,341 SH   DFND 1 0 2,246,341 0
PANDORA MEDIA INC COM 698354107 2,486 190,674 SH   DFND 15 0 190,674 0
PANERA BREAD CO CL A 69840W108 19,220 93,714 SH   DFND 2 0 93,714 0
PANERA BREAD CO CL A 69840W108 151 737 SH   DFND 12,15 0 737 0
PANERA BREAD CO CL A 69840W108 5,011 24,432 SH   DFND 14 0 24,432 0
PANERA BREAD CO CL A 69840W108 62,428 304,393 SH   DFND 1 0 304,393 0
PANERA BREAD CO CL A 69840W108 4,029 19,646 SH   DFND 1,9 0 19,646 0
PANERA BREAD CO CL A 69840W108 14,665 71,506 SH   DFND 15 0 71,506 0
PANERA BREAD CO CL A 69840W108 2,582 12,588 SH   DFND 6 0 12,588 0
PANERA BREAD CO CL A 69840W108 1,266 6,175 SH   DFND 6,12 0 6,175 0
PANERA BREAD CO CL A 69840W108 444 2,165 SH   DFND 6,9 0 2,165 0
PANHANDLE OIL AND GAS INC CL A 698477106 569 24,177 SH   DFND 1 0 24,177 0
PANHANDLE OIL AND GAS INC CL A 698477106 45 1,900 SH   DFND 1,3 0 1,900 0
PANHANDLE OIL AND GAS INC CL A 698477106 327 13,887 SH   DFND 15 0 13,887 0
PAPA JOHNS INTL INC COM 698813102 71 835 SH   DFND 12,15 0 835 0
PAPA JOHNS INTL INC COM 698813102 29,181 340,983 SH   DFND 1 0 340,983 0
PAPA JOHNS INTL INC COM 698813102 4,878 57,001 SH   DFND 1,9 0 57,001 0
PAPA JOHNS INTL INC COM 698813102 13,016 152,097 SH   DFND 15 0 152,097 0
PAPA JOHNS INTL INC COM 698813102 3,007 35,137 SH   DFND 6 0 35,137 0
PAPA JOHNS INTL INC COM 698813102 1,470 17,174 SH   DFND 6,12 0 17,174 0
PAPA JOHNS INTL INC COM 698813102 486 5,681 SH   DFND 6,9 0 5,681 0
PARAMOUNT GROUP INC COM 69924R108 43 2,680 SH   DFND 12,15 0 2,680 0
PARAMOUNT GROUP INC COM 69924R108 63,688 3,983,010 SH   DFND 1 0 3,504,298 478,712
PARAMOUNT GROUP INC COM 69924R108 1,347 84,259 SH   DFND 1,2 0 84,259 0
PARAMOUNT GROUP INC COM 69924R108 394 24,660 SH   DFND 1,12 0 24,660 0
PARAMOUNT GROUP INC COM 69924R108 6,825 426,804 SH   DFND 1,3 0 426,804 0
PARAMOUNT GROUP INC COM 69924R108 2,968 185,616 SH   DFND 1,13 0 185,616 0
PARAMOUNT GROUP INC COM 69924R108 944 59,049 SH   DFND 15 0 59,049 0
PAREXEL INTL CORP COM 699462107 2,612 39,745 SH   DFND 14 0 39,745 0
PAREXEL INTL CORP COM 699462107 6,961 105,924 SH   DFND 1 0 73,630 32,294
PAREXEL INTL CORP COM 699462107 2,327 35,403 SH   DFND 15 0 35,403 0
PARK ELECTROCHEMICAL CORP COM 700416209 2,700 144,798 SH   DFND 15 0 144,798 0
PARK NATL CORP COM 700658107 1,959 16,373 SH   DFND 15 0 16,373 0
PARK OHIO HLDGS CORP COM 700666100 746 17,500 SH   DFND 15 0 17,500 0
PARKER DRILLING CO COM 701081101 1,841 708,260 SH   DFND 15 0 708,260 0
PARKER HANNIFIN CORP COM 701094104 872 6,232 SH   DFND 12,15 0 6,232 0
PARKER HANNIFIN CORP COM 701094104 26,791 191,362 SH   DFND 14 0 191,362 0
PARKER HANNIFIN CORP COM 701094104 16,148 115,345 SH   DFND 1 0 112,045 3,300
PARKER HANNIFIN CORP COM 701094104 23,206 165,756 SH   DFND 15 0 165,756 0
PARKER HANNIFIN CORP COM 701094104 904 6,457 SH   DFND 5 0 0 6,457
PARKER HANNIFIN CORP COM 701094104 8 60 SH   DFND 5,6 0 60 0
PARKER HANNIFIN CORP COM 701094104 454 3,240 SH   DFND 11 0 3,240 0
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PARKWAY INC COM 70156Q107 1 33 SH   DFND 1 0 33 0
PARKWAY INC COM 70156Q107 1,873 84,202 SH   DFND 15 0 84,202 0
PARSLEY ENERGY INC CL A 701877102 89,356 2,535,629 SH   DFND 1 0 2,535,629 0
PARSLEY ENERGY INC CL A 701877102 11,702 332,065 SH   DFND 15 0 332,065 0
PARSLEY ENERGY INC CL A 701877102 134 3,800 SH   DFND 11 0 3,800 0
PARSLEY ENERGY INC CL A 701877102 2,812 79,787 SH   DFND 6 0 79,787 0
PARSLEY ENERGY INC CL A 701877102 1,329 37,708 SH   DFND 6,12 0 37,708 0
PARSLEY ENERGY INC CL A 701877102 420 11,930 SH   DFND 6,9 0 11,930 0
PARTY CITY HOLDCO INC COM 702149105 946 66,611 SH   DFND 15 0 66,611 0
PATRICK INDS INC COM 703343103 356 4,660 SH   DFND 14 0 4,660 0
PATRICK INDS INC COM 703343103 8,333 109,216 SH   DFND 15 0 109,216 0
PATTERN ENERGY GROUP INC CL A 70338P100 159 8,376 SH   DFND 12,15 0 8,376 0
PATTERN ENERGY GROUP INC CL A 70338P100 31 1,635 SH   DFND 14 0 1,635 0
PATTERN ENERGY GROUP INC CL A 70338P100 4,835 254,585 SH   DFND 1 0 254,585 0
PATTERN ENERGY GROUP INC CL A 70338P100 133 6,978 SH   DFND 1,9 0 6,978 0
PATTERN ENERGY GROUP INC CL A 70338P100 200 10,544 SH   DFND 1,11 0 10,544 0
PATTERN ENERGY GROUP INC CL A 70338P100 4,226 222,531 SH   DFND 15 0 222,531 0
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PATTERSON COMPANIES INC COM 703395103 48 1,158 SH   DFND 12,15 0 1,158 0
PATTERSON COMPANIES INC COM 703395103 13,825 336,960 SH   DFND 1 0 336,960 0
PATTERSON COMPANIES INC COM 703395103 819 19,956 SH   DFND 1,2 0 19,956 0
PATTERSON COMPANIES INC COM 703395103 952 23,209 SH   DFND 15 0 23,209 0
PATTERSON COMPANIES INC COM 703395103 83 2,019 SH   DFND 11 0 2,019 0
PATTERSON UTI ENERGY INC COM 703481101 163 6,040 SH   DFND 12,15 0 6,040 0
PATTERSON UTI ENERGY INC COM 703481101 1,641 60,958 SH   DFND 14 0 60,958 0
PATTERSON UTI ENERGY INC COM 703481101 66,174 2,458,182 SH   DFND 1 0 2,458,182 0
PATTERSON UTI ENERGY INC COM 703481101 11,553 429,168 SH   DFND 15 0 429,168 0
PAYCHEX INC COM 704326107 4,993 82,018 SH   DFND 12,15 0 82,018 0
PAYCHEX INC COM 704326107 27,724 455,386 SH   DFND 14 0 455,386 0
PAYCHEX INC COM 704326107 14,679 241,115 SH   DFND 1 0 241,115 0
PAYCHEX INC COM 704326107 1,879 30,866 SH   DFND 1,15 0 30,866 0
PAYCHEX INC COM 704326107 241,030 3,959,104 SH   DFND 15 0 3,959,104 0
PAYCHEX INC COM 704326107 480 7,883 SH   DFND 11 0 7,883 0
PAYCOM SOFTWARE INC COM 70432V102 6,732 147,989 SH   DFND 1 0 105,726 42,263
PAYCOM SOFTWARE INC COM 70432V102 1,653 36,343 SH   DFND 15 0 36,343 0
PAYLOCITY HLDG CORP COM 70438V106 1,395 46,485 SH   DFND 15 0 46,485 0
PAYPAL HLDGS INC COM 70450Y103 10,656 269,973 SH   DFND 12,15 0 269,973 0
PAYPAL HLDGS INC COM 70450Y103 348,034 8,817,690 SH   DFND 1 0 8,215,361 602,329
PAYPAL HLDGS INC COM 70450Y103 492 12,471 SH   DFND 1,9 0 12,471 0
PAYPAL HLDGS INC COM 70450Y103 302 7,640 SH   DFND 1,3 0 7,640 0
PAYPAL HLDGS INC COM 70450Y103 260 6,578 SH   DFND 1,6 0 6,578 0
PAYPAL HLDGS INC COM 70450Y103 357,829 9,065,859 SH   DFND 15 0 9,065,859 0
PAYPAL HLDGS INC COM 70450Y103 513 13,000 SH   DFND 10 0 13,000 0
PAYPAL HLDGS INC COM 70450Y103 1,733 43,900 SH   DFND 5 0 0 43,900
PAYPAL HLDGS INC COM 70450Y103 991 25,120 SH   DFND 5,6 0 11,820 13,300
PAYPAL HLDGS INC COM 70450Y103 1,015 25,712 SH   DFND 11 0 25,712 0
PAYPAL HLDGS INC COM 70450Y103 635 16,097 SH   DFND 11,6 0 0 16,097
PAYPAL HLDGS INC COM 70450Y103 65,965 1,671,261 SH   DFND 6 0 1,671,261 0
PAYPAL HLDGS INC COM 70450Y103 570 14,437 SH   DFND 6,12 0 14,437 0
PAYPAL HLDGS INC COM 70450Y103 433 10,968 SH   DFND 6,9 0 10,968 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 862 27,900 SH   DFND 15 0 27,900 0
PEARSON PLC SPONSORED ADR 705015105 549 54,939 SH   DFND 14 0 54,939 0
PEARSON PLC SPONSORED ADR 705015105 20,753 2,077,335 SH   DFND 15 0 2,077,335 0
PEBBLEBROOK HOTEL TR COM 70509V100 303 10,176 SH   DFND 14 0 10,176 0
PEBBLEBROOK HOTEL TR COM 70509V100 23,280 782,521 SH   DFND 1 0 0 782,521
PEBBLEBROOK HOTEL TR COM 70509V100 1,699 57,112 SH   DFND 15 0 57,112 0
PEBBLEBROOK HOTEL TR PFD SER C 6.50% 70509V407 10,122 417,060 SH   DFND 1 0 177,670 239,390
PEGASYSTEMS INC COM 705573103 658 18,281 SH   DFND 15 0 18,281 0
PEMBINA PIPELINE CORP COM 706327103 4,387 140,068 SH   DFND 2,15 0 140,068 0
PEMBINA PIPELINE CORP COM 706327103 24 767 SH   DFND 12,15 0 767 0
PEMBINA PIPELINE CORP COM 706327103 48 1,537 SH   DFND 14 0 1,537 0
PEMBINA PIPELINE CORP COM 706327103 5,469 174,611 SH   DFND 1 0 174,611 0
PEMBINA PIPELINE CORP COM 706327103 8,954 285,882 SH   DFND 1,2 0 285,882 0
PEMBINA PIPELINE CORP COM 706327103 140 4,463 SH   DFND 1,9 0 4,463 0
PEMBINA PIPELINE CORP COM 706327103 187 5,968 SH   DFND 1,11 0 5,968 0
PEMBINA PIPELINE CORP COM 706327103 17,655 563,687 SH   DFND 15 0 563,687 0
PEMBINA PIPELINE CORP COM 706327103 417 13,300 SH   DFND 5 0 0 13,300
PEMBINA PIPELINE CORP COM 706327103 298 9,500 SH   DFND 11 0 9,500 0
PENGROWTH ENERGY CORP COM 70706P104 69 48,930 SH   DFND 2,15 0 48,930 0
PENGROWTH ENERGY CORP COM 70706P104 10 7,223 SH   DFND 12,15 0 7,223 0
PENGROWTH ENERGY CORP COM 70706P104 316 222,190 SH   DFND 15 0 222,190 0
PENN NATL GAMING INC COM 707569109 41,541 3,012,415 SH   DFND 1 0 3,012,415 0
PENN NATL GAMING INC COM 707569109 907 65,744 SH   DFND 15 0 65,744 0
PENN WEST PETE LTD NEW COM 707887105 504 285,006 SH   DFND 2,15 0 285,006 0
PENN WEST PETE LTD NEW COM 707887105 11 6,003 SH   DFND 12,15 0 6,003 0
PENN WEST PETE LTD NEW COM 707887105 153 86,287 SH   DFND 1,2 0 86,287 0
PENN WEST PETE LTD NEW COM 707887105 253 142,835 SH   DFND 15 0 142,835 0
PENNANTPARK INVT CORP COM 708062104 17 2,282 SH   DFND 12,15 0 2,282 0
PENNANTPARK INVT CORP COM 708062104 12,268 1,601,506 SH   DFND 15 0 1,601,506 0
PENNEY J C INC COM 708160106 154 18,477 SH   DFND 12,15 0 18,477 0
PENNEY J C INC COM 708160106 2,498 300,600 SH   DFND 1 0 300,600 0
PENNEY J C INC COM 708160106 2,160 259,888 SH   DFND 15 0 259,888 0
PENNEY J C INC COM 708160106 13,419 1,614,781 SH   DFND 6 0 1,614,781 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 3,311 174,647 SH   DFND 15 0 174,647 0
PENNYMAC MTG INVT TR COM 70931T103 53 3,262 SH   DFND 12,15 0 3,262 0
PENNYMAC MTG INVT TR COM 70931T103 456 27,857 SH   DFND 1 0 27,857 0
PENNYMAC MTG INVT TR COM 70931T103 9,040 552,233 SH   DFND 15 0 552,233 0
PENNYMAC FINL SVCS INC CL A 70932B101 1,103 66,260 SH   DFND 1 0 66,260 0
PENNYMAC FINL SVCS INC CL A 70932B101 548 32,900 SH   DFND 1,3 0 32,900 0
PENNYMAC FINL SVCS INC CL A 70932B101 377 22,639 SH   DFND 15 0 22,639 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 87 1,670 SH   DFND 12,15 0 1,670 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 479 9,244 SH   DFND 14 0 9,244 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 1,464 28,240 SH   DFND 15 0 28,240 0
PENUMBRA INC COM 70975L107 36,569 573,175 SH   DFND 1 0 541,596 31,579
PENUMBRA INC COM 70975L107 336 5,260 SH   DFND 1,3 0 5,260 0
PENUMBRA INC COM 70975L107 795 12,459 SH   DFND 15 0 12,459 0
PEOPLES BANCORP INC COM 709789101 890 27,421 SH   DFND 15 0 27,421 0
PEOPLES UNITED FINANCIAL INC COM 712704105 224 11,576 SH   DFND 12,15 0 11,576 0
PEOPLES UNITED FINANCIAL INC COM 712704105 351 18,120 SH   DFND 14 0 18,120 0
PEOPLES UNITED FINANCIAL INC COM 712704105 13,427 693,549 SH   DFND 1 0 693,549 0
PEOPLES UNITED FINANCIAL INC COM 712704105 133,064 6,873,141 SH   DFND 15 0 6,873,141 0
PEOPLES UNITED FINANCIAL INC COM 712704105 152 7,857 SH   DFND 11 0 7,857 0
PEPSICO INC COM 713448108 32,970 315,110 SH   DFND 2 0 315,110 0
PEPSICO INC COM 713448108 2,075 19,830 SH   DFND 12,15 0 19,830 0
PEPSICO INC COM 713448108 240 2,294 SH   DFND 4 0 2,294 0
PEPSICO INC COM 713448108 124,238 1,187,405 SH   DFND 14 0 1,187,405 0
PEPSICO INC COM 713448108 29,104 278,165 SH   DFND 1 0 277,015 1,150
PEPSICO INC COM 713448108 2,451 23,429 SH   DFND 1,15 0 23,429 0
PEPSICO INC COM 713448108 170,271 1,627,364 SH   DFND 15 0 1,627,364 0
PEPSICO INC COM 713448108 8,905 85,112 SH   DFND 5 0 30,600 54,512
PEPSICO INC COM 713448108 6,078 58,090 SH   DFND 5,6 0 28,100 29,990
PEPSICO INC COM 713448108 821 7,851 SH   DFND 5,7 0 0 7,851
PEPSICO INC COM 713448108 3,558 34,002 SH   DFND 11 0 34,002 0
PEPSICO INC COM 713448108 188 1,800 SH   DFND 6 0 1,800 0
PEPSICO INC COM 713448108 3,789 36,214 SH   DFND 13 0 36,214 0
PERFICIENT INC COM 71375U101 3,627 207,391 SH   DFND 15 0 207,391 0
PERFORMANCE FOOD GROUP CO COM 71377A103 1,034 43,072 SH   DFND 15 0 43,072 0
PERFORMANT FINL CORP COM 71377E105 8,616 3,666,508 SH   DFND 2 0 3,666,508 0
PERFORMANT FINL CORP COM 71377E105 13,961 5,940,722 SH   DFND 1,2 0 5,940,722 0
PERKINELMER INC COM 714046109 83 1,588 SH   DFND 12,15 0 1,588 0
PERKINELMER INC COM 714046109 65,241 1,251,035 SH   DFND 1 0 1,251,035 0
PERKINELMER INC COM 714046109 1,044 20,019 SH   DFND 15 0 20,019 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 2,139 73,358 SH   DFND 15 0 73,358 0
PETMED EXPRESS INC COM 716382106 14 589 SH   DFND 1 0 589 0
PETMED EXPRESS INC COM 716382106 8,554 370,778 SH   DFND 15 0 370,778 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 153 2,079 SH   DFND 14 0 2,079 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 3,316 44,999 SH   DFND 15 0 44,999 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 3,714 50,398 SH   DFND 6 0 50,398 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 96 1,306 SH   DFND 6,9 0 1,306 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 2,408 273,274 SH   DFND 15 0 273,274 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 13,162 1,494,000 SH   DFND 6 0 1,494,000 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 701 79,600 SH   DFND 6,12 0 79,600 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 201 22,800 SH   DFND 6,9 0 22,800 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 2,011 198,932 SH   DFND 15 0 198,932 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 6,920 684,435 SH   DFND 6 0 684,435 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 153 15,085 SH   DFND 6,9 0 15,085 0
PFENEX INC COM 717071104 280 30,900 SH   DFND 1 0 30,900 0
PFENEX INC COM 717071104 5 546 SH   DFND 15 0 546 0
PFIZER INC COM 717081103 16,688 513,781 SH   DFND 2 0 513,781 0
PFIZER INC COM 717081103 3,917 120,593 SH   DFND 12,15 0 120,593 0
PFIZER INC COM 717081103 585 18,000 SH   DFND 4 0 18,000 0
PFIZER INC COM 717081103 112,603 3,466,836 SH   DFND 14 0 3,466,836 0
PFIZER INC COM 717081103 591 18,183 SH   DFND 9 0 18,183 0
PFIZER INC COM 717081103 839,644 25,851,113 SH   DFND 1 0 24,143,463 1,707,650
PFIZER INC COM 717081103 4,844 149,134 SH   DFND 1,12 0 149,134 0
PFIZER INC COM 717081103 1,323 40,729 SH   DFND 1,9 0 40,729 0
PFIZER INC COM 717081103 633 19,477 SH   DFND 1,3 0 19,477 0
PFIZER INC COM 717081103 1,788 55,039 SH   DFND 1,15 0 55,039 0
PFIZER INC COM 717081103 6,941 213,700 SH   DFND 1,5 0 0 213,700
PFIZER INC COM 717081103 746 22,959 SH   DFND 1,6 0 22,959 0
PFIZER INC COM 717081103 242,858 7,477,159 SH   DFND 15 0 7,477,159 0
PFIZER INC COM 717081103 853 26,276 SH   DFND 10 0 26,276 0
PFIZER INC COM 717081103 7,256 223,400 SH   DFND 5 0 0 223,400
PFIZER INC COM 717081103 8,351 257,127 SH   DFND 5,6 0 125,796 131,331
PFIZER INC COM 717081103 484 14,900 SH   DFND 5,7 0 0 14,900
PFIZER INC COM 717081103 4,660 143,488 SH   DFND 11 0 143,488 0
PFIZER INC COM 717081103 1,913 58,893 SH   DFND 11,6 0 34,046 24,847
PFIZER INC COM 717081103 144,955 4,462,893 SH   DFND 6 0 4,462,893 0
PFIZER INC COM 717081103 718 22,120 SH   DFND 6,12 0 22,120 0
PFIZER INC COM 717081103 22,188 683,137 SH   DFND 6,9 0 683,137 0
PFIZER INC COM 717081103 3,230 99,445 SH   DFND 13 0 99,445 0
PHARMERICA CORP COM 71714F104 19 744 SH   DFND 12,15 0 744 0
PHARMERICA CORP COM 71714F104 16 624 SH   DFND 4 0 624 0
PHARMERICA CORP COM 71714F104 3,578 142,253 SH   DFND 15 0 142,253 0
PHARMATHENE INC COM 71714G102 68 21,049 SH   DFND 15 0 21,049 0
PHARMATHENE INC COM 71714G102 252 77,645 SH   DFND 5 0 0 77,645
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 17,961 613,018 SH   DFND 1 0 613,018 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 1,409 48,103 SH   DFND 15 0 48,103 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 2,361 80,572 SH   DFND 6 0 80,572 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 1,057 36,090 SH   DFND 6,12 0 36,090 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 303 10,347 SH   DFND 6,9 0 10,347 0
PHILIP MORRIS INTL INC COM 718172109 10,659 116,503 SH   DFND 2 0 116,503 0
PHILIP MORRIS INTL INC COM 718172109 2,143 23,419 SH   DFND 12,15 0 23,419 0
PHILIP MORRIS INTL INC COM 718172109 25,405 277,676 SH   DFND 14 0 277,676 0
PHILIP MORRIS INTL INC COM 718172109 413 4,509 SH   DFND 9 0 4,509 0
PHILIP MORRIS INTL INC COM 718172109 759,405 8,300,411 SH   DFND 1 0 8,003,077 297,334
PHILIP MORRIS INTL INC COM 718172109 1,278 13,968 SH   DFND 1,12 0 13,968 0
PHILIP MORRIS INTL INC COM 718172109 5,727 62,600 SH   DFND 1,4 0 62,600 0
PHILIP MORRIS INTL INC COM 718172109 1,410 15,412 SH   DFND 1,9 0 15,412 0
PHILIP MORRIS INTL INC COM 718172109 2,156 23,566 SH   DFND 1,3 0 23,566 0
PHILIP MORRIS INTL INC COM 718172109 2,094 22,887 SH   DFND 1,15 0 22,887 0
PHILIP MORRIS INTL INC COM 718172109 5,883 64,300 SH   DFND 1,5 0 0 64,300
PHILIP MORRIS INTL INC COM 718172109 299 3,272 SH   DFND 1,6 0 3,272 0
PHILIP MORRIS INTL INC COM 718172109 163,519 1,787,288 SH   DFND 15 0 1,787,288 0
PHILIP MORRIS INTL INC COM 718172109 5,337 58,338 SH   DFND 5 0 0 58,338
PHILIP MORRIS INTL INC COM 718172109 4,372 47,787 SH   DFND 5,6 0 23,287 24,500
PHILIP MORRIS INTL INC COM 718172109 3,354 36,660 SH   DFND 11 0 36,660 0
PHILIP MORRIS INTL INC COM 718172109 739 8,080 SH   DFND 11,6 0 8,080 0
PHILIP MORRIS INTL INC COM 718172109 41,666 455,416 SH   DFND 6 0 455,416 0
PHILIP MORRIS INTL INC COM 718172109 14,933 163,215 SH   DFND 6,9 0 163,215 0
PHILLIPS 66 COM 718546104 1,639 18,964 SH   DFND 12,15 0 18,964 0
PHILLIPS 66 COM 718546104 6,431 74,419 SH   DFND 14 0 74,419 0
PHILLIPS 66 COM 718546104 15,448 178,781 SH   DFND 1 0 178,781 0
PHILLIPS 66 COM 718546104 19,594 226,761 SH   DFND 1,2 0 226,761 0
PHILLIPS 66 COM 718546104 3,740 43,286 SH   DFND 1,9 0 43,286 0
PHILLIPS 66 COM 718546104 26,110 302,159 SH   DFND 15 0 302,159 0
PHILLIPS 66 COM 718546104 1,829 21,161 SH   DFND 5 0 0 21,161
PHILLIPS 66 COM 718546104 959 11,100 SH   DFND 11 0 11,100 0
PHOENIX NEW MEDIA LTD SPONSORED ADS 71910C103 171 54,315 SH   DFND 15 0 54,315 0
PHOTRONICS INC COM 719405102 31 2,700 SH   DFND 1,3 0 2,700 0
PHOTRONICS INC COM 719405102 1,465 129,663 SH   DFND 15 0 129,663 0
PHYSICIANS RLTY TR COM 71943U104 7,533 397,316 SH   DFND 14 0 397,316 0
PHYSICIANS RLTY TR COM 71943U104 132,466 6,986,612 SH   DFND 1 0 3,811,559 3,175,053
PHYSICIANS RLTY TR COM 71943U104 681 35,893 SH   DFND 1,2 0 35,893 0
PHYSICIANS RLTY TR COM 71943U104 195 10,293 SH   DFND 1,12 0 10,293 0
PHYSICIANS RLTY TR COM 71943U104 3,447 181,786 SH   DFND 1,3 0 181,786 0
PHYSICIANS RLTY TR COM 71943U104 479 25,265 SH   DFND 1,15 0 25,265 0
PHYSICIANS RLTY TR COM 71943U104 1,468 77,409 SH   DFND 1,13 0 77,409 0
PHYSICIANS RLTY TR COM 71943U104 396 20,883 SH   DFND 15 0 20,883 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 154 7,380 SH   DFND 12,15 0 7,380 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 133,875 6,402,462 SH   DFND 1 0 137,023 6,265,439
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 25 1,200 SH   DFND 1,3 0 1,200 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 338 16,155 SH   DFND 1,15 0 16,155 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 3,637 173,927 SH   DFND 15 0 173,927 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 1,068 51,081 SH   DFND 5 0 51,081 0
PIER 1 IMPORTS INC COM 720279108 2,990 350,098 SH   DFND 15 0 350,098 0
PILGRIMS PRIDE CORP NEW COM 72147K108 689 36,300 SH   DFND 1 0 32,700 3,600
PILGRIMS PRIDE CORP NEW COM 72147K108 575 30,300 SH   DFND 1,4 0 30,300 0
PILGRIMS PRIDE CORP NEW COM 72147K108 313 16,500 SH   DFND 1,9 0 16,500 0
PILGRIMS PRIDE CORP NEW COM 72147K108 66 3,500 SH   DFND 1,3 0 3,500 0
PILGRIMS PRIDE CORP NEW COM 72147K108 46 2,400 SH   DFND 1,5 0 0 2,400
PILGRIMS PRIDE CORP NEW COM 72147K108 2,294 120,792 SH   DFND 15 0 120,792 0
PILGRIMS PRIDE CORP NEW COM 72147K108 245 12,927 SH   DFND 5,9 0 12,927 0
PILGRIMS PRIDE CORP NEW COM 72147K108 1,289 67,900 SH   DFND 5,6 0 30,000 37,900
PILGRIMS PRIDE CORP NEW COM 72147K108 348 18,346 SH   DFND 13 0 18,346 0
PIMCO NY MUNICIPAL INCOME FD COM 72200T103 780 65,424 SH   DFND 14 0 65,424 0
PIMCO CORPORATE INCOME STRAT COM 72200U100 173 11,702 SH   DFND 14 0 11,702 0
PIMCO CORPORATE INCOME STRAT COM 72200U100 2,956 200,003 SH   DFND 15 0 200,003 0
PIMCO MUN INCOME FD II COM 72200W106 3,816 312,252 SH   DFND 14 0 312,252 0
PIMCO MUN INCOME FD III COM 72201A103 1,793 157,673 SH   DFND 14 0 157,673 0
PIMCO CORPORATE & INCOME OPP COM 72201B101 1,060 74,104 SH   DFND 14 0 74,104 0
PIMCO CORPORATE & INCOME OPP COM 72201B101 5,183 362,168 SH   DFND 15 0 362,168 0
PIMCO INCOME STRATEGY FUND COM 72201H108 726 68,690 SH   DFND 14 0 68,690 0
PIMCO INCOME STRATEGY FUND COM 72201H108 1,701 160,974 SH   DFND 15 0 160,974 0
PIMCO INCOME STRATEGY FUND I COM 72201J104 2,340 246,573 SH   DFND 14 0 246,573 0
PIMCO INCOME STRATEGY FUND I COM 72201J104 3,554 374,478 SH   DFND 15 0 374,478 0
PIMCO ETF TR 1-5 US TIP IDX 72201R205 293 5,581 SH   DFND 14 0 5,581 0
PIMCO ETF TR 0-5 HIGH YIELD 72201R783 734 7,355 SH   DFND 14 0 7,355 0
PIMCO ETF TR 25YR+ ZERO U S 72201R882 6 55 SH   DFND 1 0 55 0
PIMCO ETF TR 25YR+ ZERO U S 72201R882 706 6,500 SH   DFND 1,10 0 6,500 0
PIMCO DYNAMIC INCOME FD SHS 72201Y101 1,860 67,137 SH   DFND 14 0 67,137 0
PIMCO INCOME OPPORTUNITY FD COM 72202B100 1,612 69,611 SH   DFND 14 0 69,611 0
PIMCO INCOME OPPORTUNITY FD COM 72202B100 1,896 81,866 SH   DFND 15 0 81,866 0
PIMCO DYNMIC CREDIT AND MRT COM SHS 72202D106 3,349 165,626 SH   DFND 14 0 165,626 0
PINNACLE FINL PARTNERS INC COM 72346Q104 26,818 386,977 SH   DFND 1 0 386,977 0
PINNACLE FINL PARTNERS INC COM 72346Q104 14,044 202,651 SH   DFND 15 0 202,651 0
PINNACLE FINL PARTNERS INC COM 72346Q104 3,289 47,454 SH   DFND 6 0 47,454 0
PINNACLE FINL PARTNERS INC COM 72346Q104 1,611 23,242 SH   DFND 6,12 0 23,242 0
PINNACLE FINL PARTNERS INC COM 72346Q104 520 7,509 SH   DFND 6,9 0 7,509 0
PINNACLE WEST CAP CORP COM 723484101 179 2,297 SH   DFND 12,15 0 2,297 0
PINNACLE WEST CAP CORP COM 723484101 5,928 75,972 SH   DFND 14 0 75,972 0
PINNACLE WEST CAP CORP COM 723484101 35,253 451,783 SH   DFND 1 0 451,783 0
PINNACLE WEST CAP CORP COM 723484101 570 7,300 SH   DFND 1,9 0 7,300 0
PINNACLE WEST CAP CORP COM 723484101 18 234 SH   DFND 1,15 0 234 0
PINNACLE WEST CAP CORP COM 723484101 66,545 852,809 SH   DFND 15 0 852,809 0
PINNACLE WEST CAP CORP COM 723484101 546 7,000 SH   DFND 5 0 0 7,000
PINNACLE WEST CAP CORP COM 723484101 215 2,750 SH   DFND 11 0 2,750 0
PINNACLE FOODS INC DEL COM 72348P104 65 1,222 SH   DFND 12,15 0 1,222 0
PINNACLE FOODS INC DEL COM 72348P104 98,445 1,841,806 SH   DFND 1 0 1,786,847 54,959
PINNACLE FOODS INC DEL COM 72348P104 482 9,010 SH   DFND 1,3 0 9,010 0
PINNACLE FOODS INC DEL COM 72348P104 5,569 104,187 SH   DFND 15 0 104,187 0
PINNACLE FOODS INC DEL COM 72348P104 3,898 72,937 SH   DFND 6 0 72,937 0
PINNACLE FOODS INC DEL COM 72348P104 1,985 37,137 SH   DFND 6,12 0 37,137 0
PINNACLE FOODS INC DEL COM 72348P104 645 12,067 SH   DFND 6,9 0 12,067 0
PINNACLE ENTMT INC NEW COM 72348Y105 957 66,014 SH   DFND 15 0 66,014 0
PIONEER DIV HIGH INCOME TRUS COM 723653101 2,484 155,030 SH   DFND 14 0 155,030 0
PIONEER DIV HIGH INCOME TRUS COM 723653101 1,003 62,585 SH   DFND 15 0 62,585 0
PIONEER ENERGY SVCS CORP COM 723664108 7,479 1,091,851 SH   DFND 15 0 1,091,851 0
PIONEER HIGH INCOME TR COM 72369H106 916 89,689 SH   DFND 14 0 89,689 0
PIONEER HIGH INCOME TR COM 72369H106 1,623 158,920 SH   DFND 15 0 158,920 0
PIONEER FLOATING RATE TR COM 72369J102 4,207 354,410 SH   DFND 14 0 354,410 0
PIONEER FLOATING RATE TR COM 72369J102 2,779 234,114 SH   DFND 15 0 234,114 0
PIONEER MUN HIGH INCOME TR COM SHS 723763108 925 77,891 SH   DFND 14 0 77,891 0
PIONEER NAT RES CO COM 723787107 232 1,286 SH   DFND 12,15 0 1,286 0
PIONEER NAT RES CO COM 723787107 2,715 15,080 SH   DFND 14 0 15,080 0
PIONEER NAT RES CO COM 723787107 186,571 1,036,100 SH   DFND 1 0 1,036,100 0
PIONEER NAT RES CO COM 723787107 368 2,046 SH   DFND 1,3 0 2,046 0
PIONEER NAT RES CO COM 723787107 25,058 139,156 SH   DFND 15 0 139,156 0
PIONEER NAT RES CO COM 723787107 1,289 7,157 SH   DFND 5 0 0 7,157
PIONEER NAT RES CO COM 723787107 721 4,004 SH   DFND 11 0 4,004 0
PIPER JAFFRAY COS COM 724078100 101 1,394 SH   DFND 12,15 0 1,394 0
PIPER JAFFRAY COS COM 724078100 261 3,600 SH   DFND 1 0 0 3,600
PIPER JAFFRAY COS COM 724078100 4,608 63,561 SH   DFND 15 0 63,561 0
PIPER JAFFRAY COS COM 724078100 114 1,579 SH   DFND 5 0 0 1,579
PITNEY BOWES INC COM 724479100 109 7,143 SH   DFND 12,15 0 7,143 0
PITNEY BOWES INC COM 724479100 1,957 128,848 SH   DFND 14 0 128,848 0
PITNEY BOWES INC COM 724479100 64,816 4,267,004 SH   DFND 1 0 4,267,004 0
PITNEY BOWES INC COM 724479100 59,575 3,921,989 SH   DFND 15 0 3,921,989 0
PITNEY BOWES INC COM 724479100 413 27,200 SH   DFND 5 0 0 27,200
PITNEY BOWES INC COM 724479100 15,658 1,030,822 SH   DFND 6 0 1,030,822 0
PITNEY BOWES INC COM 724479100 860 56,628 SH   DFND 6,12 0 56,628 0
PITNEY BOWES INC COM 724479100 284 18,700 SH   DFND 6,9 0 18,700 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 3,958 122,573 SH   DFND 14 0 122,573 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 708 21,931 SH   DFND 1 0 21,931 0
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 567 17,553 SH   DFND 15 0 17,553 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 188 5,424 SH   DFND 1,11 0 5,424 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 94 2,703 SH   DFND 11 0 2,703 0
PLANET FITNESS INC CL A 72703H101 69 3,435 SH   DFND 12,15 0 3,435 0
PLANET FITNESS INC CL A 72703H101 4,331 215,481 SH   DFND 15 0 215,481 0
PLANTRONICS INC NEW COM 727493108 36 658 SH   DFND 12,15 0 658 0
PLANTRONICS INC NEW COM 727493108 191 3,489 SH   DFND 14 0 3,489 0
PLANTRONICS INC NEW COM 727493108 7,703 140,664 SH   DFND 1,2 0 140,664 0
PLANTRONICS INC NEW COM 727493108 3,967 72,438 SH   DFND 15 0 72,438 0
PLATINUM GROUP METALS LTD COM 72765Q601 86 59,945 SH   DFND 1,2 0 59,945 0
PLATINUM GROUP METALS LTD COM 72765Q601 15 10,555 SH   DFND 1,9 0 10,555 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 353 36,021 SH   DFND 14 0 36,021 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 2,965 302,288 SH   DFND 15 0 302,288 0
PLEXUS CORP COM 729132100 49 900 SH   DFND 1 0 900 0
PLEXUS CORP COM 729132100 22 400 SH   DFND 1,3 0 400 0
PLEXUS CORP COM 729132100 12,106 224,015 SH   DFND 15 0 224,015 0
PLUG POWER INC COM NEW 72919P202 45 37,323 SH   DFND 12,15 0 37,323 0
PLUG POWER INC COM NEW 72919P202 2,652 2,209,893 SH   DFND 15 0 2,209,893 0
PLY GEM HLDGS INC COM 72941W100 18,390 1,131,675 SH   DFND 1 0 1,131,675 0
PLY GEM HLDGS INC COM 72941W100 20 1,200 SH   DFND 1,3 0 1,200 0
PLY GEM HLDGS INC COM 72941W100 399 24,531 SH   DFND 15 0 24,531 0
POLARIS INDS INC COM 731068102 39,614 480,809 SH   DFND 2 0 480,809 0
POLARIS INDS INC COM 731068102 57 690 SH   DFND 12,15 0 690 0
POLARIS INDS INC COM 731068102 892 10,824 SH   DFND 14 0 10,824 0
POLARIS INDS INC COM 731068102 1,135 13,775 SH   DFND 15 0 13,775 0
POLARIS INDS INC COM 731068102 124 1,500 SH   DFND 11 0 1,500 0
POLYONE CORP COM 73179P106 117 3,656 SH   DFND 12,15 0 3,656 0
POLYONE CORP COM 73179P106 84 2,615 SH   DFND 14 0 2,615 0
POLYONE CORP COM 73179P106 74,104 2,312,859 SH   DFND 1 0 2,259,155 53,704
POLYONE CORP COM 73179P106 24,026 749,873 SH   DFND 15 0 749,873 0
POLYONE CORP COM 73179P106 2,654 82,830 SH   DFND 6 0 82,830 0
POLYONE CORP COM 73179P106 1,174 36,635 SH   DFND 6,12 0 36,635 0
POLYONE CORP COM 73179P106 387 12,084 SH   DFND 6,9 0 12,084 0
POOL CORPORATION COM 73278L105 2,339 22,413 SH   DFND 14 0 22,413 0
POOL CORPORATION COM 73278L105 79,260 759,631 SH   DFND 1 0 719,749 39,882
POOL CORPORATION COM 73278L105 4,602 44,102 SH   DFND 1,9 0 44,102 0
POOL CORPORATION COM 73278L105 13,552 129,887 SH   DFND 15 0 129,887 0
POPEYES LA KITCHEN INC COM 732872106 11 188 SH   DFND 1 0 188 0
POPEYES LA KITCHEN INC COM 732872106 7,304 120,768 SH   DFND 15 0 120,768 0
POPULAR INC COM NEW 733174700 185 4,226 SH   DFND 12,15 0 4,226 0
POPULAR INC COM NEW 733174700 425 9,700 SH   DFND 1 0 0 9,700
POPULAR INC COM NEW 733174700 8,018 182,987 SH   DFND 15 0 182,987 0
PORTLAND GEN ELEC CO COM NEW 736508847 73 1,690 SH   DFND 12,15 0 1,690 0
PORTLAND GEN ELEC CO COM NEW 736508847 756 17,456 SH   DFND 14 0 17,456 0
PORTLAND GEN ELEC CO COM NEW 736508847 27,569 636,264 SH   DFND 1 0 636,264 0
PORTLAND GEN ELEC CO COM NEW 736508847 108 2,500 SH   DFND 1,3 0 2,500 0
PORTLAND GEN ELEC CO COM NEW 736508847 2,102 48,513 SH   DFND 15 0 48,513 0
POST HLDGS INC COM 737446104 1,624 20,207 SH   DFND 14 0 20,207 0
POST HLDGS INC COM 737446104 10,815 134,528 SH   DFND 15 0 134,528 0
POTBELLY CORP COM 73754Y100 328 25,396 SH   DFND 15 0 25,396 0
POTASH CORP SASK INC COM 73755L107 16,016 885,350 SH   DFND 2 0 885,350 0
POTASH CORP SASK INC COM 73755L107 2,289 126,546 SH   DFND 2,15 0 126,546 0
POTASH CORP SASK INC COM 73755L107 605 33,464 SH   DFND 12,15 0 33,464 0
POTASH CORP SASK INC COM 73755L107 294 16,228 SH   DFND 14 0 16,228 0
POTASH CORP SASK INC COM 73755L107 700 38,671 SH   DFND 1,2 0 38,671 0
POTASH CORP SASK INC COM 73755L107 17,581 971,880 SH   DFND 15 0 971,880 0
POTASH CORP SASK INC COM 73755L107 524 28,950 SH   DFND 5 0 0 28,950
POTASH CORP SASK INC COM 73755L107 358 19,800 SH   DFND 11 0 19,800 0
POTLATCH CORP NEW COM 737630103 483 11,600 SH   DFND 1 0 11,600 0
POTLATCH CORP NEW COM 737630103 2,204 52,927 SH   DFND 15 0 52,927 0
POWELL INDS INC COM 739128106 1,600 41,035 SH   DFND 15 0 41,035 0
POWER INTEGRATIONS INC COM 739276103 75,578 1,113,892 SH   DFND 1 0 1,113,892 0
POWER INTEGRATIONS INC COM 739276103 15,421 227,276 SH   DFND 15 0 227,276 0
POWER INTEGRATIONS INC COM 739276103 1,429 21,055 SH   DFND 6 0 21,055 0
POWER INTEGRATIONS INC COM 739276103 690 10,176 SH   DFND 6,12 0 10,176 0
POWER INTEGRATIONS INC COM 739276103 220 3,247 SH   DFND 6,9 0 3,247 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 31,522 266,057 SH   DFND 2,15 0 266,057 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 53 450 SH   DFND 14 0 450 0
POWERSHARES ACTIVE MNG ETF T S&P500 DWNHDGE 73935B805 224 9,357 SH   DFND 14 0 9,357 0
POWERSHARES ACTIVE MNG ETF T VAR RAT INV GR 73935B862 500 20,000 SH   DFND 1 0 20,000 0
POWERSHARES INDIA ETF TR INDIA PORT 73935L100 6,825 354,002 SH   DFND 15 0 354,002 0
POWERSHARES INDIA ETF TR INDIA PORT 73935L100 47,525 2,464,997 SH   DFND 6 0 2,464,997 0
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 476 30,081 SH   DFND 14 0 30,081 0
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 1,799 113,600 SH   DFND 1,10 0 113,600 0
POWERSHARES ETF TRUST DWA MOMENTUM PTF 73935X153 4,032 95,996 SH   DFND 2,15 0 95,996 0
POWERSHARES ETF TRUST DWA MOMENTUM PTF 73935X153 1,863 44,363 SH   DFND 15 0 44,363 0
POWERSHARES ETF TRUST GBL LSTD PVT EQT 73935X195 252 22,639 SH   DFND 14 0 22,639 0
POWERSHARES ETF TRUST DYNA BUYBK ACH 73935X286 399 7,900 SH   DFND 2,15 0 7,900 0
POWERSHARES ETF TRUST HI YLD EQ DVDN 73935X302 892 52,674 SH   DFND 14 0 52,674 0
POWERSHARES ETF TRUST TECH SECT PORT 73935X344 35,297 884,182 SH   DFND 15 0 884,182 0
POWERSHARES ETF TRUST INDL SECT PORT 73935X369 48,687 974,723 SH   DFND 15 0 974,723 0
POWERSHARES ETF TRUST FINL SECT PORT 73935X377 38,929 1,270,121 SH   DFND 15 0 1,270,121 0
POWERSHARES ETF TRUST ENERGY SEC POR 73935X385 36,365 835,861 SH   DFND 15 0 835,861 0
POWERSHARES ETF TRUST FTSE US1500 SM 73935X567 2,330 20,212 SH   DFND 2,15 0 20,212 0
POWERSHARES ETF TRUST FTSE US1500 SM 73935X567 614 5,324 SH   DFND 14 0 5,324 0
POWERSHARES ETF TRUST FTSE US1500 SM 73935X567 361,500 3,135,569 SH   DFND 1 0 3,135,569 0
POWERSHARES ETF TRUST FTSE US1500 SM 73935X567 588 5,100 SH   DFND 1,10 0 5,100 0
POWERSHARES ETF TRUST FTSE RAFI 1000 73935X583 150,091 1,507,699 SH   DFND 2,15 0 1,507,699 0
POWERSHARES ETF TRUST FTSE RAFI 1000 73935X583 1,809 18,170 SH   DFND 14 0 18,170 0
POWERSHARES ETF TRUST FTSE RAFI 1000 73935X583 35 354 SH   DFND 1 0 354 0
POWERSHARES ETF TRUST FTSE RAFI 1000 73935X583 86,053 864,422 SH   DFND 1,2 0 864,422 0
POWERSHARES ETF TRUST FTSE RAFI 1000 73935X583 2,220 22,300 SH   DFND 1,10 0 22,300 0
POWERSHARES ETF TRUST INTL DIV ACHV 73935X716 400 27,784 SH   DFND 2,15 0 27,784 0
POWERSHARES ETF TRUST INTL DIV ACHV 73935X716 1,060 73,547 SH   DFND 14 0 73,547 0
POWERSHARES ETF TRUST INTL DIV ACHV 73935X716 25,956 1,801,270 SH   DFND 1 0 1,801,270 0
POWERSHARES ETF TRUST INTL DIV ACHV 73935X716 27,042 1,876,607 SH   DFND 1,2 0 1,876,607 0
POWERSHARES ETF TRUST DIV ACHV PRTF 73935X732 403 17,595 SH   DFND 2,15 0 17,595 0
POWERSHARES ETF TRUST DIV ACHV PRTF 73935X732 1,184 51,747 SH   DFND 14 0 51,747 0
POWERSHARES ETF TRUST DIV ACHV PRTF 73935X732 25,630 1,119,713 SH   DFND 1,2 0 1,119,713 0
POWERSHS DB MULTI SECT COMM DB ENERGY FUND 73936B101 43,082 3,119,600 SH   DFND 1,2 0 3,119,600 0
POWERSHS DB MULTI SECT COMM DB PREC MTLS 73936B200 33,229 953,500 SH   DFND 1,2 0 953,500 0
POWERSHS DB MULTI SECT COMM PS DB AGRICUL FD 73936B408 35,816 1,793,500 SH   DFND 1,2 0 1,793,500 0
POWERSHS DB MULTI SECT COMM DB GOLD FUND 73936B606 14,257 385,000 SH   DFND 1 0 385,000 0
POWERSHS DB MULTI SECT COMM DB GOLD FUND 73936B606 3,011 81,300 SH   DFND 1,2 0 81,300 0
POWERSHS DB MULTI SECT COMM DB BASE METALS 73936B705 37 2,471 SH   DFND 1 0 2,471 0
POWERSHS DB MULTI SECT COMM DB BASE METALS 73936B705 48,726 3,265,800 SH   DFND 1,2 0 3,265,800 0
POWERSHARES ETF TRUST II DWA DEVMKTMOM PT 73936Q108 312 14,591 SH   DFND 15 0 14,591 0
POWERSHARES ETF TRUST II DWA EMKT MOM PTF 73936Q207 312 21,164 SH   DFND 15 0 21,164 0
POWERSHARES ETF TRUST II GLBL ST HI YLD 73936Q710 1 61 SH   DFND 1 0 61 0
POWERSHARES ETF TRUST II GLBL ST HI YLD 73936Q710 21,269 870,262 SH   DFND 15 0 870,262 0
POWERSHARES ETF TRUST II DWA SC MOMNT PTF 73936Q744 1,974 48,871 SH   DFND 15 0 48,871 0
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 65,878 2,820,111 SH   DFND 2 0 2,820,111 0
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 51,196 2,191,618 SH   DFND 2,15 0 2,191,618 0
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 8,058 344,933 SH   DFND 14 0 344,933 0
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 16,353 700,063 SH   DFND 1 0 700,063 0
POWERSHARES ETF TRUST II KBW HG YLD FIN 73936Q793 843 36,681 SH   DFND 14 0 36,681 0
POWERSHARES ETF TRUST II KBW YIELD REIT 73936Q819 65 1,733 SH   DFND 14 0 1,733 0
POWERSHARES ETF TRUST II KBW YIELD REIT 73936Q819 25,433 675,703 SH   DFND 15 0 675,703 0
POWERSHARES ETF TR II I-30 LAD TREAS 73936T524 1,236 38,771 SH   DFND 14 0 38,771 0
POWERSHARES ETF TR II I-30 LAD TREAS 73936T524 105,154 3,298,174 SH   DFND 1 0 3,298,174 0
POWERSHARES ETF TR II I-30 LAD TREAS 73936T524 4,817 151,100 SH   DFND 1,10 0 151,100 0
POWERSHARES ETF TR II FDM HG YLD RAFI 73936T557 104,705 5,572,380 SH   DFND 2,15 0 5,572,380 0
POWERSHARES ETF TR II FDM HG YLD RAFI 73936T557 3,367 179,178 SH   DFND 14 0 179,178 0
POWERSHARES ETF TR II PFD PORTFOLIO 73936T565 2,678 188,207 SH   DFND 14 0 188,207 0
POWERSHARES ETF TR II PFD PORTFOLIO 73936T565 16,414 1,153,452 SH   DFND 1,2 0 1,153,452 0
POWERSHARES ETF TR II PFD PORTFOLIO 73936T565 21,359 1,501,013 SH   DFND 15 0 1,501,013 0
POWERSHARES ETF TR II SOVEREIGN DEBT 73936T573 7,027 248,643 SH   DFND 2,15 0 248,643 0
POWERSHARES ETF TR II SOVEREIGN DEBT 73936T573 283 10,000 SH   DFND 12 0 10,000 0
POWERSHARES ETF TR II SOVEREIGN DEBT 73936T573 4,442 157,194 SH   DFND 14 0 157,194 0
POWERSHARES ETF TR II SOVEREIGN DEBT 73936T573 26,630 942,330 SH   DFND 1 0 942,330 0
POWERSHARES ETF TR II SOVEREIGN DEBT 73936T573 11,259 398,395 SH   DFND 1,2 0 398,395 0
POWERSHARES ETF TR II SOVEREIGN DEBT 73936T573 20,205 714,970 SH   DFND 15 0 714,970 0
POWERSHARES ETF TR II EMER MRKT PORT 73936T763 615 33,899 SH   DFND 2,15 0 33,899 0
POWERSHARES ETF TR II EMER MRKT PORT 73936T763 321 17,692 SH   DFND 14 0 17,692 0
POWERSHARES ETF TR II EMER MRKT PORT 73936T763 48,820 2,689,812 SH   DFND 1 0 2,689,812 0
POWERSHARES ETF TR II EMER MRKT PORT 73936T763 105,339 5,803,808 SH   DFND 1,2 0 5,803,808 0
POWERSHARES ETF TR II EMER MRKT PORT 73936T763 583 32,100 SH   DFND 1,10 0 32,100 0
POWERSHARES ETF TR II EX US SML PORT 73936T771 2,366 87,621 SH   DFND 2,15 0 87,621 0
POWERSHARES ETF TR II EX US SML PORT 73936T771 338 12,518 SH   DFND 14 0 12,518 0
POWERSHARES ETF TR II EX US SML PORT 73936T771 9,903 366,789 SH   DFND 1 0 366,789 0
POWERSHARES ETF TR II DEV MKTS EX-US 73936T789 3,226 85,905 SH   DFND 2,15 0 85,905 0
POWERSHARES ETF TR II DEV MKTS EX-US 73936T789 567 15,101 SH   DFND 14 0 15,101 0
POWERSHARES ETF TR II DEV MKTS EX-US 73936T789 338,996 9,027,851 SH   DFND 1 0 9,027,851 0
POWERSHARES ETF TR II DEV MKTS EX-US 73936T789 107,626 2,866,195 SH   DFND 1,2 0 2,866,195 0
POWERSHARES ETF TR II DEV MKTS EX-US 73936T789 2,689 71,600 SH   DFND 1,10 0 71,600 0
POWERSHARES EXCHANGE TRADED RUSSELL 200 GRW 739371102 103,021 3,067,024 SH   DFND 1 0 3,067,024 0
POWERSHARES EXCHANGE TRADED RUSSELL 200 VAL 739371201 42,454 1,235,554 SH   DFND 1 0 1,235,554 0
POWERSHARES ETF TR II BUILD AMER ETF 73937B407 6,258 215,123 SH   DFND 14 0 215,123 0
POWERSHARES ETF TR II BUILD AMER ETF 73937B407 1 47 SH   DFND 1 0 47 0
POWERSHARES ETF TR II LAD 0-5Y CR BD 73937B589 9,996 402,588 SH   DFND 1 0 402,588 0
POWERSHARES ETF TR II VAR RATE PFD POR 73937B597 6,184 251,285 SH   DFND 14 0 251,285 0
POWERSHARES ETF TR II VAR RATE PFD POR 73937B597 26,798 1,088,918 SH   DFND 1 0 1,088,918 0
POWERSHARES ETF TR II PWRS INT BUYBK 73937B621 405 14,321 SH   DFND 2,15 0 14,321 0
POWERSHARES ETF TR II S&P600 LOVL PT 73937B639 307 7,065 SH   DFND 14 0 7,065 0
POWERSHARES ETF TR II S&P600 LOVL PT 73937B639 46,185 1,063,679 SH   DFND 1 0 1,063,679 0
POWERSHARES ETF TR II S&P600 LOVL PT 73937B639 388 8,936 SH   DFND 1,2 0 8,936 0
POWERSHARES ETF TR II S&P600 LOVL PT 73937B639 130 3,000 SH   DFND 1,10 0 3,000 0
POWERSHARES ETF TR II S&P600 LOVL PT 73937B639 905 20,841 SH   DFND 15 0 20,841 0
POWERSHARES ETF TR II S&P400 LOVL PT 73937B647 46,250 1,138,872 SH   DFND 1 0 1,138,872 0
POWERSHARES ETF TR II S&P400 LOVL PT 73937B647 721 17,758 SH   DFND 1,2 0 17,758 0
POWERSHARES ETF TR II S&P400 LOVL PT 73937B647 552 13,600 SH   DFND 1,10 0 13,600 0
POWERSHARES ETF TR II PWRSHS SP500 LOW 73937B654 5,123 130,751 SH   DFND 14 0 130,751 0
POWERSHARES ETF TR II EM MRK LOW VOL 73937B662 7,569 362,166 SH   DFND 2,15 0 362,166 0
POWERSHARES ETF TR II EM MRK LOW VOL 73937B662 357 17,092 SH   DFND 14 0 17,092 0
POWERSHARES ETF TR II EM MRK LOW VOL 73937B662 38,352 1,835,008 SH   DFND 1 0 1,835,008 0
POWERSHARES ETF TR II EM MRK LOW VOL 73937B662 59,742 2,858,472 SH   DFND 1,2 0 2,858,472 0
POWERSHARES ETF TR II EM MRK LOW VOL 73937B662 581 27,800 SH   DFND 1,10 0 27,800 0
POWERSHARES ETF TR II EM MRK LOW VOL 73937B662 749 35,824 SH   DFND 15 0 35,824 0
POWERSHARES ETF TR II INTL DEV LOWVL 73937B688 424 14,882 SH   DFND 14 0 14,882 0
POWERSHARES ETF TR II INTL DEV LOWVL 73937B688 26,752 939,999 SH   DFND 1 0 939,999 0
POWERSHARES ETF TR II INTL DEV LOWVL 73937B688 24,439 858,711 SH   DFND 1,2 0 858,711 0
POWERSHARES ETF TR II INTL DEV LOWVL 73937B688 1,796 63,100 SH   DFND 1,10 0 63,100 0
POWERSHARES ETF TR II INTL DEV LOWVL 73937B688 749 26,301 SH   DFND 15 0 26,301 0
POWERSHARES ETF TR II FND INV GR CP 73937B761 503 19,956 SH   DFND 14 0 19,956 0
POWERSHARES ETF TR II FND INV GR CP 73937B761 54 2,158 SH   DFND 1 0 2,158 0
POWERSHARES ETF TR II FND INV GR CP 73937B761 4,419 175,200 SH   DFND 1,10 0 175,200 0
POWERSHARES ETF TR II S&P500 LOW VOL 73937B779 165,969 3,991,569 SH   DFND 2,15 0 3,991,569 0
POWERSHARES ETF TR II S&P500 LOW VOL 73937B779 24 571 SH   DFND 1 0 571 0
POWERSHARES ETF TR II S&P500 LOW VOL 73937B779 2,129 51,197 SH   DFND 1,2 0 51,197 0
POWERSHARES ETF TR II S&P500 LOW VOL 73937B779 1,501 36,100 SH   DFND 1,10 0 36,100 0
POWERSHARES ETF TR II S&P500 LOW VOL 73937B779 808 19,436 SH   DFND 15 0 19,436 0
POWERSHARES ACT MANG COMM FD OPT YLD DIV 73937V106 257 14,859 SH   DFND 14 0 14,859 0
PRAXAIR INC COM 74005P104 513 4,379 SH   DFND 12,15 0 4,379 0
PRAXAIR INC COM 74005P104 36,564 312,002 SH   DFND 14 0 312,002 0
PRAXAIR INC COM 74005P104 23,332 199,096 SH   DFND 1 0 198,946 150
PRAXAIR INC COM 74005P104 1,698 14,490 SH   DFND 1,15 0 14,490 0
PRAXAIR INC COM 74005P104 74,202 633,173 SH   DFND 15 0 633,173 0
PRAXAIR INC COM 74005P104 1,362 11,624 SH   DFND 5 0 0 11,624
PRAXAIR INC COM 74005P104 7 60 SH   DFND 5,6 0 60 0
PRAXAIR INC COM 74005P104 789 6,735 SH   DFND 11 0 6,735 0
PRECISION DRILLING CORP COM 2010 74022D308 485 89,027 SH   DFND 2,15 0 89,027 0
PRECISION DRILLING CORP COM 2010 74022D308 16 2,964 SH   DFND 12,15 0 2,964 0
PRECISION DRILLING CORP COM 2010 74022D308 151 27,626 SH   DFND 1,2 0 27,626 0
PRECISION DRILLING CORP COM 2010 74022D308 243 44,660 SH   DFND 15 0 44,660 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 233 4,450 SH   DFND 1 0 4,450 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 52 1,000 SH   DFND 1,3 0 1,000 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 541 10,323 SH   DFND 15 0 10,323 0
PREFERRED APT CMNTYS INC COM 74039L103 515 34,568 SH   DFND 1 0 34,568 0
PREFERRED APT CMNTYS INC COM 74039L103 6,547 439,130 SH   DFND 15 0 439,130 0
PREMIER INC CL A 74051N102 6,501 214,119 SH   DFND 1 0 148,020 66,099
PREMIER INC CL A 74051N102 1,155 38,041 SH   DFND 15 0 38,041 0
PREMIER INC CL A 74051N102 842 27,732 SH   DFND 5 0 0 27,732
PREMIER INC CL A 74051N102 233 7,682 SH   DFND 13 0 7,682 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 45,354 870,518 SH   DFND 1 0 870,518 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 151 2,900 SH   DFND 1,3 0 2,900 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 43,205 829,277 SH   DFND 15 0 829,277 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 83 1,600 SH   DFND 5 0 0 1,600
PRETIUM RES INC COM 74139C102 9 1,043 SH   DFND 2,15 0 1,043 0
PRETIUM RES INC COM 74139C102 9,505 1,153,462 SH   DFND 1,2 0 1,153,462 0
PRETIUM RES INC COM 74139C102 1,557 188,897 SH   DFND 1,9 0 188,897 0
PRICE T ROWE GROUP INC COM 74144T108 219 2,904 SH   DFND 12,15 0 2,904 0
PRICE T ROWE GROUP INC COM 74144T108 28,118 373,605 SH   DFND 14 0 373,605 0
PRICE T ROWE GROUP INC COM 74144T108 14,236 189,158 SH   DFND 1 0 189,158 0
PRICE T ROWE GROUP INC COM 74144T108 9,183 122,020 SH   DFND 15 0 122,020 0
PRICE T ROWE GROUP INC COM 74144T108 679 9,016 SH   DFND 5 0 0 9,016
PRICE T ROWE GROUP INC COM 74144T108 459 6,096 SH   DFND 11 0 6,096 0
PRICELINE GRP INC COM NEW 741503403 16,099 10,981 SH   DFND 12,15 0 10,981 0
PRICELINE GRP INC COM NEW 741503403 4,982 3,398 SH   DFND 14 0 3,398 0
PRICELINE GRP INC COM NEW 741503403 201,075 137,153 SH   DFND 1 0 137,138 15
PRICELINE GRP INC COM NEW 741503403 15,429 10,524 SH   DFND 1,2 0 10,524 0
PRICELINE GRP INC COM NEW 741503403 1,246 850 SH   DFND 1,12 0 850 0
PRICELINE GRP INC COM NEW 741503403 6,181 4,216 SH   DFND 1,9 0 4,216 0
PRICELINE GRP INC COM NEW 741503403 18 12 SH   DFND 1,11 0 12 0
PRICELINE GRP INC COM NEW 741503403 355 242 SH   DFND 1,6 0 242 0
PRICELINE GRP INC COM NEW 741503403 616,612 420,591 SH   DFND 15 0 420,591 0
PRICELINE GRP INC COM NEW 741503403 3,101 2,115 SH   DFND 5 0 0 2,115
PRICELINE GRP INC COM NEW 741503403 7 5 SH   DFND 5,6 0 5 0
PRICELINE GRP INC COM NEW 741503403 1,759 1,200 SH   DFND 11 0 1,200 0
PRICELINE GRP INC COM NEW 741503403 883 602 SH   DFND 11,6 0 0 602
PRICELINE GRP INC COM NEW 741503403 84,125 57,382 SH   DFND 6 0 57,382 0
PRICELINE GRP INC COM NEW 741503403 792 540 SH   DFND 6,12 0 540 0
PRICELINE GRP INC COM NEW 741503403 592 404 SH   DFND 6,9 0 404 0
PRICELINE GRP INC COM NEW 741503403 336 229 SH   DFND 13 0 229 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 41,122 32,300,000 PRN   DFND 1 0 32,300,000 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 43,834 41,500,000 PRN   DFND 1 0 41,500,000 0
PRICESMART INC COM 741511109 1,837 21,995 SH   DFND 15 0 21,995 0
PRIMORIS SVCS CORP COM 74164F103 17,909 786,166 SH   DFND 1 0 786,166 0
PRIMORIS SVCS CORP COM 74164F103 818 35,902 SH   DFND 15 0 35,902 0
PRIMORIS SVCS CORP COM 74164F103 2,299 100,922 SH   DFND 6 0 100,922 0
PRIMORIS SVCS CORP COM 74164F103 1,065 46,759 SH   DFND 6,12 0 46,759 0
PRIMORIS SVCS CORP COM 74164F103 355 15,597 SH   DFND 6,9 0 15,597 0
PRIMERICA INC COM 74164M108 54 777 SH   DFND 12,15 0 777 0
PRIMERICA INC COM 74164M108 323 4,664 SH   DFND 14 0 4,664 0
PRIMERICA INC COM 74164M108 5,662 81,877 SH   DFND 15 0 81,877 0
PRIMERO MNG CORP COM 74164W106 1,909 2,426,736 SH   DFND 1,2 0 2,426,736 0
PRIMERO MNG CORP COM 74164W106 313 397,417 SH   DFND 1,9 0 397,417 0
PRINCIPAL FINL GROUP INC COM 74251V102 790 13,660 SH   DFND 12,15 0 13,660 0
PRINCIPAL FINL GROUP INC COM 74251V102 2,411 41,673 SH   DFND 14 0 41,673 0
PRINCIPAL FINL GROUP INC COM 74251V102 13,747 237,594 SH   DFND 1 0 237,594 0
PRINCIPAL FINL GROUP INC COM 74251V102 16,613 287,117 SH   DFND 15 0 287,117 0
PRINCIPAL FINL GROUP INC COM 74251V102 470 8,130 SH   DFND 5 0 0 8,130
PRINCIPAL FINL GROUP INC COM 74251V102 393 6,790 SH   DFND 11 0 6,790 0
PRINCIPAL REAL ESTATE INCOME SHS BEN INT 74255X104 285 17,871 SH   DFND 14 0 17,871 0
PROASSURANCE CORP COM 74267C106 196 3,495 SH   DFND 12,15 0 3,495 0
PROASSURANCE CORP COM 74267C106 19 339 SH   DFND 1 0 339 0
PROASSURANCE CORP COM 74267C106 21,220 377,574 SH   DFND 15 0 377,574 0
PROCTER AND GAMBLE CO COM 742718109 31,492 374,551 SH   DFND 2 0 374,551 0
PROCTER AND GAMBLE CO COM 742718109 3,568 42,435 SH   DFND 12,15 0 42,435 0
PROCTER AND GAMBLE CO COM 742718109 2,128 25,311 SH   DFND 4 0 25,311 0
PROCTER AND GAMBLE CO COM 742718109 129,069 1,535,069 SH   DFND 14 0 1,535,069 0
PROCTER AND GAMBLE CO COM 742718109 680,418 8,092,503 SH   DFND 1 0 8,022,803 69,700
PROCTER AND GAMBLE CO COM 742718109 24,181 287,600 SH   DFND 1,4 0 287,600 0
PROCTER AND GAMBLE CO COM 742718109 2,014 23,955 SH   DFND 1,9 0 23,955 0
PROCTER AND GAMBLE CO COM 742718109 4,899 58,266 SH   DFND 1,3 0 58,266 0
PROCTER AND GAMBLE CO COM 742718109 2,202 26,186 SH   DFND 1,15 0 26,186 0
PROCTER AND GAMBLE CO COM 742718109 15,285 181,786 SH   DFND 1,5 0 586 181,200
PROCTER AND GAMBLE CO COM 742718109 258,525 3,074,754 SH   DFND 15 0 3,074,754 0
PROCTER AND GAMBLE CO COM 742718109 8,299 98,700 SH   DFND 5 0 0 98,700
PROCTER AND GAMBLE CO COM 742718109 12,499 148,658 SH   DFND 5,6 0 72,567 76,091
PROCTER AND GAMBLE CO COM 742718109 5,091 60,546 SH   DFND 11 0 60,546 0
PROCTER AND GAMBLE CO COM 742718109 3,992 47,481 SH   DFND 13 0 47,481 0
PRIVATEBANCORP INC COM 742962103 1,415 26,116 SH   DFND 1 0 26,116 0
PRIVATEBANCORP INC COM 742962103 2,597 47,915 SH   DFND 15 0 47,915 0
PROGENICS PHARMACEUTICALS IN COM 743187106 2,840 328,750 SH   DFND 1 0 295,150 33,600
PROGENICS PHARMACEUTICALS IN COM 743187106 573 66,300 SH   DFND 1,3 0 66,300 0
PROGENICS PHARMACEUTICALS IN COM 743187106 5 576 SH   DFND 15 0 576 0
PROGRESS SOFTWARE CORP COM 743312100 8,935 279,841 SH   DFND 15 0 279,841 0
PROGRESSIVE CORP OHIO COM 743315103 474 13,352 SH   DFND 12,15 0 13,352 0
PROGRESSIVE CORP OHIO COM 743315103 1,493 42,059 SH   DFND 14 0 42,059 0
PROGRESSIVE CORP OHIO COM 743315103 243,701 6,864,823 SH   DFND 1 0 6,864,823 0
PROGRESSIVE CORP OHIO COM 743315103 293 8,260 SH   DFND 1,3 0 8,260 0
PROGRESSIVE CORP OHIO COM 743315103 2,002 56,391 SH   DFND 1,15 0 56,391 0
PROGRESSIVE CORP OHIO COM 743315103 34 959 SH   DFND 1,11 0 959 0
PROGRESSIVE CORP OHIO COM 743315103 79,644 2,243,479 SH   DFND 15 0 2,243,479 0
PROGRESSIVE CORP OHIO COM 743315103 404 11,388 SH   DFND 5 0 0 11,388
PROGRESSIVE CORP OHIO COM 743315103 503 14,157 SH   DFND 11 0 14,157 0
PROLOGIS INC COM 74340W103 406 7,699 SH   DFND 12,15 0 7,699 0
PROLOGIS INC COM 74340W103 2,594 49,142 SH   DFND 14 0 49,142 0
PROLOGIS INC COM 74340W103 585,472 11,090,589 SH   DFND 1 0 4,423,316 6,667,273
PROLOGIS INC COM 74340W103 4,755 90,070 SH   DFND 1,2 0 90,070 0
PROLOGIS INC COM 74340W103 1,397 26,456 SH   DFND 1,12 0 26,456 0
PROLOGIS INC COM 74340W103 5,627 106,600 SH   DFND 1,4 0 106,600 0
PROLOGIS INC COM 74340W103 25,658 486,035 SH   DFND 1,3 0 486,035 0
PROLOGIS INC COM 74340W103 846 16,018 SH   DFND 1,15 0 16,018 0
PROLOGIS INC COM 74340W103 12,507 236,911 SH   DFND 1,5 0 100,111 136,800
PROLOGIS INC COM 74340W103 10,672 202,168 SH   DFND 1,13 0 202,168 0
PROLOGIS INC COM 74340W103 5,778 109,452 SH   DFND 15 0 109,452 0
PROLOGIS INC COM 74340W103 998 18,907 SH   DFND 5 0 11,159 7,748
PROLOGIS INC COM 74340W103 3,067 58,100 SH   DFND 5,6 0 27,600 30,500
PROLOGIS INC COM 74340W103 674 12,776 SH   DFND 11 0 12,776 0
PROLOGIS INC COM 74340W103 370 7,000 SH   DFND 6 0 7,000 0
PROLOGIS INC COM 74340W103 1,132 21,443 SH   DFND 13 0 21,443 0
PROOFPOINT INC COM 743424103 660 9,338 SH   DFND 14 0 9,338 0
PROOFPOINT INC COM 743424103 43,823 620,278 SH   DFND 1 0 620,278 0
PROOFPOINT INC COM 743424103 465 6,588 SH   DFND 15 0 6,588 0
PROOFPOINT INC DBCV 0.750% 6/1 743424AD5 16,235 14,375,000 PRN   DFND 1 0 14,375,000 0
PROSPECT CAPITAL CORPORATION COM 74348T102 69 8,287 SH   DFND 12,15 0 8,287 0
PROSPECT CAPITAL CORPORATION COM 74348T102 124 14,808 SH   DFND 14 0 14,808 0
PROSPECT CAPITAL CORPORATION COM 74348T102 13,625 1,631,733 SH   DFND 15 0 1,631,733 0
PROSPERITY BANCSHARES INC COM 743606105 84 1,164 SH   DFND 12,15 0 1,164 0
PROSPERITY BANCSHARES INC COM 743606105 4,504 62,746 SH   DFND 14 0 62,746 0
PROSPERITY BANCSHARES INC COM 743606105 37,427 521,412 SH   DFND 1 0 500,212 21,200
PROSPERITY BANCSHARES INC COM 743606105 266 3,700 SH   DFND 1,3 0 3,700 0
PROSPERITY BANCSHARES INC COM 743606105 6,538 91,078 SH   DFND 15 0 91,078 0
PROSPERITY BANCSHARES INC COM 743606105 287 4,000 SH   DFND 5 0 0 4,000
PROTO LABS INC COM 743713109 1,113 21,669 SH   DFND 15 0 21,669 0
PROVIDENCE SVC CORP COM 743815102 1,773 46,600 SH   DFND 15 0 46,600 0
PROVIDENT FINL SVCS INC COM 74386T105 16 578 SH   DFND 1 0 578 0
PROVIDENT FINL SVCS INC COM 74386T105 16,453 581,373 SH   DFND 15 0 581,373 0
PRUDENTIAL FINL INC COM 744320102 2,118 20,358 SH   DFND 12,15 0 20,358 0
PRUDENTIAL FINL INC COM 744320102 800 7,690 SH   DFND 4 0 7,690 0
PRUDENTIAL FINL INC COM 744320102 16,676 160,249 SH   DFND 14 0 160,249 0
PRUDENTIAL FINL INC COM 744320102 29,835 286,708 SH   DFND 1 0 271,308 15,400
PRUDENTIAL FINL INC COM 744320102 5,650 54,300 SH   DFND 1,4 0 54,300 0
PRUDENTIAL FINL INC COM 744320102 770 7,400 SH   DFND 1,3 0 7,400 0
PRUDENTIAL FINL INC COM 744320102 12,030 115,602 SH   DFND 1,5 0 44,302 71,300
PRUDENTIAL FINL INC COM 744320102 47,601 457,441 SH   DFND 15 0 457,441 0
PRUDENTIAL FINL INC COM 744320102 3,987 38,310 SH   DFND 5 0 17,566 20,744
PRUDENTIAL FINL INC COM 744320102 3,542 34,039 SH   DFND 5,6 0 16,512 17,527
PRUDENTIAL FINL INC COM 744320102 597 5,739 SH   DFND 5,7 0 0 5,739
PRUDENTIAL FINL INC COM 744320102 1,070 10,282 SH   DFND 11 0 10,282 0
PRUDENTIAL FINL INC COM 744320102 1,508 14,487 SH   DFND 13 0 14,487 0
PRUDENTIAL GLB SHT DUR HG YL COM 74433A109 2,023 135,833 SH   DFND 14 0 135,833 0
PRUDENTIAL GLB SHT DUR HG YL COM 74433A109 5,843 392,432 SH   DFND 15 0 392,432 0
PRUDENTIAL PLC ADR 74435K204 13,078 328,685 SH   DFND 14 0 328,685 0
PRUDENTIAL PLC ADR 74435K204 11,320 284,500 SH   DFND 15 0 284,500 0
PSYCHEMEDICS CORP COM NEW 744375205 392 15,890 SH   DFND 1 0 15,890 0
PSYCHEMEDICS CORP COM NEW 744375205 62 2,500 SH   DFND 1,3 0 2,500 0
PRUDENTIAL SHT DURATION HG Y COM 74442F107 512 33,050 SH   DFND 14 0 33,050 0
PRUDENTIAL SHT DURATION HG Y COM 74442F107 4,788 309,281 SH   DFND 15 0 309,281 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 518 11,814 SH   DFND 12,15 0 11,814 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 7,361 167,754 SH   DFND 14 0 167,754 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 81,867 1,865,708 SH   DFND 1 0 1,864,908 800
PUBLIC SVC ENTERPRISE GROUP COM 744573106 126,083 2,873,365 SH   DFND 15 0 2,873,365 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 683 15,576 SH   DFND 5 0 0 15,576
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,982 45,180 SH   DFND 5,6 0 18,906 26,274
PUBLIC SVC ENTERPRISE GROUP COM 744573106 542 12,342 SH   DFND 11 0 12,342 0
PUBLIC STORAGE COM 74460D109 159 712 SH   DFND 12,15 0 712 0
PUBLIC STORAGE COM 74460D109 5,094 22,790 SH   DFND 14 0 22,790 0
PUBLIC STORAGE COM 74460D109 695,904 3,113,664 SH   DFND 1 0 1,349,761 1,763,903
PUBLIC STORAGE COM 74460D109 6,264 28,027 SH   DFND 1,2 0 28,027 0
PUBLIC STORAGE COM 74460D109 1,840 8,232 SH   DFND 1,12 0 8,232 0
PUBLIC STORAGE COM 74460D109 4,571 20,450 SH   DFND 1,4 0 20,450 0
PUBLIC STORAGE COM 74460D109 1,279 5,721 SH   DFND 1,9 0 5,721 0
PUBLIC STORAGE COM 74460D109 32,929 147,333 SH   DFND 1,3 0 147,333 0
PUBLIC STORAGE COM 74460D109 684 3,061 SH   DFND 1,15 0 3,061 0
PUBLIC STORAGE COM 74460D109 6,504 29,100 SH   DFND 1,5 0 0 29,100
PUBLIC STORAGE COM 74460D109 13,918 62,275 SH   DFND 1,13 0 62,275 0
PUBLIC STORAGE COM 74460D109 5,557 24,864 SH   DFND 15 0 24,864 0
PUBLIC STORAGE COM 74460D109 9,478 42,408 SH   DFND 5 0 31,460 10,948
PUBLIC STORAGE COM 74460D109 4,566 20,430 SH   DFND 5,6 0 9,228 11,202
PUBLIC STORAGE COM 74460D109 465 2,079 SH   DFND 5,7 0 0 2,079
PUBLIC STORAGE COM 74460D109 781 3,496 SH   DFND 11 0 3,496 0
PUBLIC STORAGE COM 74460D109 326 1,459 SH   DFND 6 0 1,459 0
PUBLIC STORAGE COM 74460D109 1,872 8,377 SH   DFND 13 0 8,377 0
PULTE GROUP INC COM 745867101 243 13,217 SH   DFND 12,15 0 13,217 0
PULTE GROUP INC COM 745867101 1,108 60,270 SH   DFND 14 0 60,270 0
PULTE GROUP INC COM 745867101 12,895 701,570 SH   DFND 1 0 701,570 0
PULTE GROUP INC COM 745867101 4,174 227,076 SH   DFND 1,9 0 227,076 0
PULTE GROUP INC COM 745867101 5,941 323,212 SH   DFND 15 0 323,212 0
PULTE GROUP INC COM 745867101 347 18,900 SH   DFND 5 0 0 18,900
PULTE GROUP INC COM 745867101 149 8,100 SH   DFND 11 0 8,100 0
PUMA BIOTECHNOLOGY INC COM 74587V107 1,590 51,803 SH   DFND 15 0 51,803 0
PUTMAN HIGH INCOME SEC FUND SHS BEN INT 746779107 529 64,458 SH   DFND 14 0 64,458 0
PUTNAM MANAGED MUN INCOM TR COM 746823103 911 128,807 SH   DFND 14 0 128,807 0
PUTNAM PREMIER INCOME TR SH BEN INT 746853100 411 82,655 SH   DFND 14 0 82,655 0
PUTNAM PREMIER INCOME TR SH BEN INT 746853100 6,080 1,223,388 SH   DFND 15 0 1,223,388 0
PUTNAM MASTER INTER INCOME T SH BEN INT 746909100 71 15,429 SH   DFND 14 0 15,429 0
PUTNAM MASTER INTER INCOME T SH BEN INT 746909100 2,463 534,226 SH   DFND 15 0 534,226 0
PUTNAM MUN OPPORTUNITIES TR SH BEN INT 746922103 922 77,168 SH   DFND 14 0 77,168 0
QAD INC CL A 74727D306 568 18,700 SH   DFND 15 0 18,700 0
QUAD / GRAPHICS INC COM CL A 747301109 74 2,755 SH   DFND 12,15 0 2,755 0
QUAD / GRAPHICS INC COM CL A 747301109 8,106 301,560 SH   DFND 1 0 204,860 96,700
QUAD / GRAPHICS INC COM CL A 747301109 1,363 50,700 SH   DFND 1,3 0 50,700 0
QUAD / GRAPHICS INC COM CL A 747301109 6,100 226,953 SH   DFND 15 0 226,953 0
QUAD / GRAPHICS INC COM CL A 747301109 430 15,996 SH   DFND 5 0 0 15,996
QUAKER CHEM CORP COM 747316107 13 98 SH   DFND 1 0 98 0
QUAKER CHEM CORP COM 747316107 16,416 128,311 SH   DFND 15 0 128,311 0
QEP RES INC COM 74733V100 175 9,517 SH   DFND 12,15 0 9,517 0
QEP RES INC COM 74733V100 174,393 9,472,747 SH   DFND 1 0 9,071,770 400,977
QEP RES INC COM 74733V100 629 34,167 SH   DFND 1,9 0 34,167 0
QEP RES INC COM 74733V100 744 40,400 SH   DFND 1,3 0 40,400 0
QEP RES INC COM 74733V100 9,922 538,962 SH   DFND 15 0 538,962 0
QEP RES INC COM 74733V100 420 22,803 SH   DFND 5 0 0 22,803
QEP RES INC COM 74733V100 445 24,157 SH   DFND 5,9 0 24,157 0
QTS RLTY TR INC COM CL A 74736A103 62,980 1,268,474 SH   DFND 1 0 741,423 527,051
QTS RLTY TR INC COM CL A 74736A103 987 19,884 SH   DFND 1,2 0 19,884 0
QTS RLTY TR INC COM CL A 74736A103 288 5,805 SH   DFND 1,12 0 5,805 0
QTS RLTY TR INC COM CL A 74736A103 54 1,084 SH   DFND 1,9 0 1,084 0
QTS RLTY TR INC COM CL A 74736A103 4,654 93,745 SH   DFND 1,3 0 93,745 0
QTS RLTY TR INC COM CL A 74736A103 2,186 44,038 SH   DFND 1,13 0 44,038 0
QTS RLTY TR INC COM CL A 74736A103 3,257 65,596 SH   DFND 15 0 65,596 0
QORVO INC COM 74736K101 147 2,783 SH   DFND 12,15 0 2,783 0
QORVO INC COM 74736K101 46,967 890,716 SH   DFND 1 0 865,567 25,149
QORVO INC COM 74736K101 337 6,389 SH   DFND 1,3 0 6,389 0
QORVO INC COM 74736K101 7,928 150,354 SH   DFND 15 0 150,354 0
QORVO INC COM 74736K101 158 3,000 SH   DFND 11 0 3,000 0
Q2 HLDGS INC COM 74736L109 52,301 1,812,859 SH   DFND 1 0 1,753,025 59,834
Q2 HLDGS INC COM 74736L109 2,056 71,252 SH   DFND 15 0 71,252 0
QUALCOMM INC COM 747525103 26,751 410,289 SH   DFND 12,15 0 410,289 0
QUALCOMM INC COM 747525103 14,561 223,323 SH   DFND 14 0 223,323 0
QUALCOMM INC COM 747525103 708,347 10,864,218 SH   DFND 1 0 10,240,845 623,373
QUALCOMM INC COM 747525103 3,412 52,332 SH   DFND 1,12 0 52,332 0
QUALCOMM INC COM 747525103 4,303 66,000 SH   DFND 1,4 0 66,000 0
QUALCOMM INC COM 747525103 1,173 17,985 SH   DFND 1,3 0 17,985 0
QUALCOMM INC COM 747525103 9,323 142,991 SH   DFND 1,5 0 94,291 48,700
QUALCOMM INC COM 747525103 38 578 SH   DFND 1,11 0 578 0
QUALCOMM INC COM 747525103 907,696 13,921,723 SH   DFND 15 0 13,921,723 0
QUALCOMM INC COM 747525103 1,239 19,000 SH   DFND 10 0 19,000 0
QUALCOMM INC COM 747525103 10,977 168,365 SH   DFND 5 0 95,845 72,520
QUALCOMM INC COM 747525103 542 8,318 SH   DFND 5,9 0 8,318 0
QUALCOMM INC COM 747525103 4,755 72,930 SH   DFND 5,6 0 34,520 38,410
QUALCOMM INC COM 747525103 703 10,784 SH   DFND 5,7 0 0 10,784
QUALCOMM INC COM 747525103 2,270 34,812 SH   DFND 11 0 34,812 0
QUALCOMM INC COM 747525103 952 14,606 SH   DFND 6 0 14,606 0
QUALCOMM INC COM 747525103 2,361 36,214 SH   DFND 13 0 36,214 0
QUALITY CARE PPTYS INC COM 747545101 31 1,970 SH   DFND 12,15 0 1,970 0
QUALITY CARE PPTYS INC COM 747545101 124 8,001 SH   DFND 14 0 8,001 0
QUALITY CARE PPTYS INC COM 747545101 2,550 164,529 SH   DFND 1 0 164,529 0
QUALITY CARE PPTYS INC COM 747545101 94 6,048 SH   DFND 1,2 0 6,048 0
QUALITY CARE PPTYS INC COM 747545101 477 30,791 SH   DFND 15 0 30,791 0
QUALITY SYS INC COM 747582104 272 20,709 SH   DFND 14 0 20,709 0
QUALITY SYS INC COM 747582104 4,426 336,584 SH   DFND 15 0 336,584 0
QUALYS INC COM 74758T303 113 3,565 SH   DFND 14 0 3,565 0
QUALYS INC COM 74758T303 40,803 1,289,206 SH   DFND 1 0 1,289,206 0
QUALYS INC COM 74758T303 5,426 171,429 SH   DFND 15 0 171,429 0
QUANEX BUILDING PRODUCTS COR COM 747619104 17 859 SH   DFND 12,15 0 859 0
QUANEX BUILDING PRODUCTS COR COM 747619104 1,766 86,978 SH   DFND 15 0 86,978 0
QUANTA SVCS INC COM 74762E102 404 11,595 SH   DFND 12,15 0 11,595 0
QUANTA SVCS INC COM 74762E102 14,851 426,139 SH   DFND 1 0 404,839 21,300
QUANTA SVCS INC COM 74762E102 4,353 124,900 SH   DFND 1,5 0 0 124,900
QUANTA SVCS INC COM 74762E102 18,725 537,316 SH   DFND 15 0 537,316 0
QUANTA SVCS INC COM 74762E102 7 200 SH   DFND 5,6 0 200 0
QUANTUM CORP COM DSSG 747906204 635 763,566 SH   DFND 15 0 763,566 0
QUEST DIAGNOSTICS INC COM 74834L100 290 3,159 SH   DFND 12,15 0 3,159 0
QUEST DIAGNOSTICS INC COM 74834L100 2,733 29,743 SH   DFND 14 0 29,743 0
QUEST DIAGNOSTICS INC COM 74834L100 14,787 160,907 SH   DFND 1 0 159,707 1,200
QUEST DIAGNOSTICS INC COM 74834L100 230 2,500 SH   DFND 1,9 0 2,500 0
QUEST DIAGNOSTICS INC COM 74834L100 1,955 21,275 SH   DFND 1,15 0 21,275 0
QUEST DIAGNOSTICS INC COM 74834L100 68,841 749,090 SH   DFND 15 0 749,090 0
QUEST DIAGNOSTICS INC COM 74834L100 60 650 SH   DFND 10 0 650 0
QUEST DIAGNOSTICS INC COM 74834L100 6,588 71,687 SH   DFND 5 0 65,749 5,938
QUEST DIAGNOSTICS INC COM 74834L100 7 80 SH   DFND 5,6 0 80 0
QUEST DIAGNOSTICS INC COM 74834L100 301 3,274 SH   DFND 11 0 3,274 0
QUIDEL CORP COM 74838J101 376 17,539 SH   DFND 15 0 17,539 0
QUINSTREET INC COM 74874Q100 909 241,874 SH   DFND 15 0 241,874 0
QUINTILES IMS HOLDINGS INC COM 74876Y101 75 981 SH   DFND 12,15 0 981 0
QUINTILES IMS HOLDINGS INC COM 74876Y101 7,090 93,233 SH   DFND 15 0 93,233 0
QUINTILES IMS HOLDINGS INC COM 74876Y101 72 950 SH   DFND 10 0 950 0
QUINTILES IMS HOLDINGS INC COM 74876Y101 264 3,466 SH   DFND 11 0 3,466 0
QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 4,540 150,674 SH   DFND 15 0 150,674 0
QUORUM HEALTH CORP COM 74909E106 23 3,143 SH   DFND 12,15 0 3,143 0
QUORUM HEALTH CORP COM 74909E106 125 17,237 SH   DFND 14 0 17,237 0
QUORUM HEALTH CORP COM 74909E106 966 132,925 SH   DFND 1 0 132,925 0
QUORUM HEALTH CORP COM 74909E106 793 109,034 SH   DFND 15 0 109,034 0
QUOTIENT TECHNOLOGY INC COM 749119103 1,392 129,458 SH   DFND 15 0 129,458 0
RAIT FINANCIAL TRUST COM NEW 749227609 1,673 497,939 SH   DFND 15 0 497,939 0
RLI CORP COM 749607107 40 636 SH   DFND 12,15 0 636 0
RLI CORP COM 749607107 41,601 658,975 SH   DFND 1 0 658,975 0
RLI CORP COM 749607107 27,019 427,988 SH   DFND 15 0 427,988 0
RLJ LODGING TR COM 74965L101 67 2,720 SH   DFND 12,15 0 2,720 0
RLJ LODGING TR COM 74965L101 215,121 8,784,032 SH   DFND 1 0 2,826,215 5,957,817
RLJ LODGING TR COM 74965L101 1,486 60,682 SH   DFND 1,2 0 60,682 0
RLJ LODGING TR COM 74965L101 435 17,760 SH   DFND 1,12 0 17,760 0
RLJ LODGING TR COM 74965L101 208 8,478 SH   DFND 1,9 0 8,478 0
RLJ LODGING TR COM 74965L101 7,532 307,554 SH   DFND 1,3 0 307,554 0
RLJ LODGING TR COM 74965L101 3,222 131,569 SH   DFND 1,13 0 131,569 0
RLJ LODGING TR COM 74965L101 6,350 259,290 SH   DFND 15 0 259,290 0
RPC INC COM 749660106 7,827 395,128 SH   DFND 15 0 395,128 0
RMR GROUP INC CL A 74967R106 8 191 SH   DFND 14 0 191 0
RMR GROUP INC CL A 74967R106 1,189 30,103 SH   DFND 15 0 30,103 0
RPM INTL INC COM 749685103 106 1,968 SH   DFND 12,15 0 1,968 0
RPM INTL INC COM 749685103 23,972 445,325 SH   DFND 15 0 445,325 0
RPM INTL INC NOTE 2.250%12/1 749685AT0 17,984 15,026,000 PRN   DFND 1 0 15,026,000 0
RPX CORP COM 74972G103 1,382 128,000 SH   DFND 1 0 69,300 58,700
RPX CORP COM 74972G103 460 42,600 SH   DFND 1,3 0 42,600 0
RPX CORP COM 74972G103 900 83,367 SH   DFND 15 0 83,367 0
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 12,666 12,245,000 PRN   DFND 1 0 12,245,000 0
RTI SURGICAL INC COM 74975N105 221 68,118 SH   DFND 15 0 68,118 0
RSP PERMIAN INC COM 74978Q105 30,709 688,230 SH   DFND 1 0 688,230 0
RSP PERMIAN INC COM 74978Q105 9,077 203,424 SH   DFND 15 0 203,424 0
RSP PERMIAN INC COM 74978Q105 3,895 87,282 SH   DFND 6 0 87,282 0
RSP PERMIAN INC COM 74978Q105 1,805 40,443 SH   DFND 6,12 0 40,443 0
RSP PERMIAN INC COM 74978Q105 587 13,152 SH   DFND 6,9 0 13,152 0
RADIAN GROUP INC COM 750236101 2,730 151,861 SH   DFND 14 0 151,861 0
RADIAN GROUP INC COM 750236101 55,597 3,092,170 SH   DFND 1 0 2,989,270 102,900
RADIAN GROUP INC COM 750236101 334 18,600 SH   DFND 1,3 0 18,600 0
RADIAN GROUP INC COM 750236101 2,729 151,800 SH   DFND 15 0 151,800 0
RADIAN GROUP INC NOTE 3.000%11/1 750236AK7 25,182 16,472,000 PRN   DFND 1 0 13,416,000 3,056,000
RADIAN GROUP INC NOTE 2.250% 3/0 750236AN1 11,823 7,190,000 PRN   DFND 1 0 4,503,000 2,687,000
RADISYS CORP COM 750459109 22 4,900 SH   DFND 1,3 0 4,900 0
RADISYS CORP COM 750459109 629 141,901 SH   DFND 15 0 141,901 0
RADNET INC COM 750491102 65 10,100 SH   DFND 1,3 0 10,100 0
RADNET INC COM 750491102 623 96,574 SH   DFND 15 0 96,574 0
RAMBUS INC DEL COM 750917106 572 41,522 SH   DFND 14 0 41,522 0
RAMBUS INC DEL COM 750917106 8,188 594,653 SH   DFND 15 0 594,653 0
RALPH LAUREN CORP CL A 751212101 118 1,302 SH   DFND 12,15 0 1,302 0
RALPH LAUREN CORP CL A 751212101 96 1,064 SH   DFND 14 0 1,064 0
RALPH LAUREN CORP CL A 751212101 11,404 126,266 SH   DFND 1 0 126,266 0
RALPH LAUREN CORP CL A 751212101 15 171 SH   DFND 1,15 0 171 0
RALPH LAUREN CORP CL A 751212101 1,924 21,297 SH   DFND 15 0 21,297 0
RALPH LAUREN CORP CL A 751212101 280 3,100 SH   DFND 5 0 0 3,100
RALPH LAUREN CORP CL A 751212101 118 1,310 SH   DFND 11 0 1,310 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 5,345 322,406 SH   DFND 14 0 322,406 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 1,332 80,359 SH   DFND 15 0 80,359 0
RANDGOLD RES LTD ADR 752344309 7,509 98,366 SH   DFND 1,2 0 98,366 0
RANDGOLD RES LTD ADR 752344309 1,234 16,168 SH   DFND 1,9 0 16,168 0
RANDGOLD RES LTD ADR 752344309 143 1,868 SH   DFND 15 0 1,868 0
RANGE RES CORP COM 75281A109 3,120 90,800 SH   DFND 2 0 90,800 0
RANGE RES CORP COM 75281A109 100 2,915 SH   DFND 12,15 0 2,915 0
RANGE RES CORP COM 75281A109 263 7,659 SH   DFND 14 0 7,659 0
RANGE RES CORP COM 75281A109 123,163 3,584,475 SH   DFND 1 0 3,584,475 0
RANGE RES CORP COM 75281A109 21,548 627,123 SH   DFND 1,2 0 627,123 0
RANGE RES CORP COM 75281A109 4,113 119,712 SH   DFND 1,9 0 119,712 0
RANGE RES CORP COM 75281A109 4,082 118,803 SH   DFND 15 0 118,803 0
RANGE RES CORP COM 75281A109 149 4,338 SH   DFND 11 0 4,338 0
RAVEN INDS INC COM 754212108 2,751 109,160 SH   DFND 15 0 109,160 0
RAYMOND JAMES FINANCIAL INC COM 754730109 124 1,790 SH   DFND 12,15 0 1,790 0
RAYMOND JAMES FINANCIAL INC COM 754730109 4,127 59,580 SH   DFND 14 0 59,580 0
RAYMOND JAMES FINANCIAL INC COM 754730109 14 200 SH   DFND 1 0 200 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,799 25,975 SH   DFND 15 0 25,975 0
RAYMOND JAMES FINANCIAL INC COM 754730109 208 3,000 SH   DFND 11 0 3,000 0
RAYONIER INC COM 754907103 82 3,076 SH   DFND 12,15 0 3,076 0
RAYONIER INC COM 754907103 104 3,909 SH   DFND 14 0 3,909 0
RAYONIER INC COM 754907103 50,845 1,911,480 SH   DFND 1 0 0 1,911,480
RAYONIER INC COM 754907103 1,981 74,460 SH   DFND 15 0 74,460 0
RAYONIER ADVANCED MATLS INC COM 75508B104 4,292 277,610 SH   DFND 1 0 167,810 109,800
RAYONIER ADVANCED MATLS INC COM 75508B104 931 60,200 SH   DFND 1,3 0 60,200 0
RAYONIER ADVANCED MATLS INC COM 75508B104 3,246 209,986 SH   DFND 15 0 209,986 0
RAYONIER ADVANCED MATLS INC COM 75508B104 451 29,185 SH   DFND 5 0 0 29,185
RAYTHEON CO COM NEW 755111507 669 4,708 SH   DFND 12,15 0 4,708 0
RAYTHEON CO COM NEW 755111507 960 6,758 SH   DFND 14 0 6,758 0
RAYTHEON CO COM NEW 755111507 413,632 2,912,902 SH   DFND 1 0 2,912,802 100
RAYTHEON CO COM NEW 755111507 4,488 31,606 SH   DFND 1,12 0 31,606 0
RAYTHEON CO COM NEW 755111507 127 891 SH   DFND 1,9 0 891 0
RAYTHEON CO COM NEW 755111507 851 5,995 SH   DFND 1,3 0 5,995 0
RAYTHEON CO COM NEW 755111507 1,848 13,012 SH   DFND 1,15 0 13,012 0
RAYTHEON CO COM NEW 755111507 100,816 709,971 SH   DFND 15 0 709,971 0
RAYTHEON CO COM NEW 755111507 1,974 13,900 SH   DFND 5 0 0 13,900
RAYTHEON CO COM NEW 755111507 990 6,974 SH   DFND 11 0 6,974 0
RBC BEARINGS INC COM 75524B104 1,265 13,629 SH   DFND 15 0 13,629 0
RE MAX HLDGS INC CL A 75524W108 1,197 21,370 SH   DFND 14 0 21,370 0
RE MAX HLDGS INC CL A 75524W108 2,064 36,866 SH   DFND 15 0 36,866 0
READING INTERNATIONAL INC CL A 755408101 509 30,672 SH   DFND 15 0 30,672 0
REAL IND INC COM 75601W104 74 12,061 SH   DFND 15 0 12,061 0
REALOGY HLDGS CORP COM 75605Y106 73 2,831 SH   DFND 12,15 0 2,831 0
REALOGY HLDGS CORP COM 75605Y106 91,263 3,546,957 SH   DFND 1 0 3,546,957 0
REALOGY HLDGS CORP COM 75605Y106 1,094 42,532 SH   DFND 15 0 42,532 0
REALPAGE INC COM 75606N109 47,088 1,569,589 SH   DFND 1 0 1,569,589 0
REALPAGE INC COM 75606N109 771 25,706 SH   DFND 15 0 25,706 0
REALTY INCOME CORP COM 756109104 96 1,667 SH   DFND 12,15 0 1,667 0
REALTY INCOME CORP COM 756109104 8,924 155,247 SH   DFND 14 0 155,247 0
REALTY INCOME CORP COM 756109104 366,850 6,382,214 SH   DFND 1 0 2,113,398 4,268,816
REALTY INCOME CORP COM 756109104 2,557 44,489 SH   DFND 1,2 0 44,489 0
REALTY INCOME CORP COM 756109104 741 12,893 SH   DFND 1,12 0 12,893 0
REALTY INCOME CORP COM 756109104 114 1,991 SH   DFND 1,9 0 1,991 0
REALTY INCOME CORP COM 756109104 13,089 227,722 SH   DFND 1,3 0 227,722 0
REALTY INCOME CORP COM 756109104 5,613 97,650 SH   DFND 1,13 0 97,650 0
REALTY INCOME CORP COM 756109104 15,553 270,581 SH   DFND 15 0 270,581 0
REALTY INCOME CORP COM 756109104 3 60 SH   DFND 5,6 0 60 0
REALTY INCOME CORP COM 756109104 362 6,300 SH   DFND 11 0 6,300 0
REAVES UTIL INCOME FD COM SH BEN INT 756158101 441 14,353 SH   DFND 14 0 14,353 0
RED HAT INC COM 756577102 41 586 SH   DFND 12,15 0 586 0
RED HAT INC COM 756577102 3,981 57,122 SH   DFND 14 0 57,122 0
RED HAT INC COM 756577102 12,596 180,722 SH   DFND 1 0 180,722 0
RED HAT INC COM 756577102 1,833 26,296 SH   DFND 15 0 26,296 0
RED HAT INC COM 756577102 523 7,500 SH   DFND 5 0 0 7,500
RED HAT INC COM 756577102 314 4,500 SH   DFND 11 0 4,500 0
RED HAT INC NOTE 0.250%10/0 756577AD4 40,928 35,075,000 PRN   DFND 1 0 35,075,000 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 276 4,886 SH   DFND 14 0 4,886 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 1,171 20,764 SH   DFND 15 0 20,764 0
REDWOOD TR INC COM 758075402 480 31,553 SH   DFND 1 0 31,553 0
REDWOOD TR INC COM 758075402 2,835 186,359 SH   DFND 15 0 186,359 0
REGAL BELOIT CORP COM 758750103 9,782 141,253 SH   DFND 2 0 141,253 0
REGAL BELOIT CORP COM 758750103 64 919 SH   DFND 12,15 0 919 0
REGAL BELOIT CORP COM 758750103 1,463 21,129 SH   DFND 14 0 21,129 0
REGAL BELOIT CORP COM 758750103 26,444 381,856 SH   DFND 1,2 0 381,856 0
REGAL BELOIT CORP COM 758750103 2,370 34,228 SH   DFND 15 0 34,228 0
REGAL ENTMT GROUP CL A 758766109 46 2,223 SH   DFND 12,15 0 2,223 0
REGAL ENTMT GROUP CL A 758766109 531 25,799 SH   DFND 14 0 25,799 0
REGAL ENTMT GROUP CL A 758766109 4,624 224,444 SH   DFND 15 0 224,444 0
REGENCY CTRS CORP COM 758849103 57 826 SH   DFND 12,15 0 826 0
REGENCY CTRS CORP COM 758849103 3,438 49,863 SH   DFND 14 0 49,863 0
REGENCY CTRS CORP COM 758849103 14,958 216,940 SH   DFND 1 0 0 216,940
REGENCY CTRS CORP COM 758849103 14,680 212,912 SH   DFND 15 0 212,912 0
REGENCY CTRS CORP COM 758849103 1,573 22,817 SH   DFND 5,6 0 9,495 13,322
REGENCY CTRS CORP COM 758849103 176 2,555 SH   DFND 11 0 2,555 0
REGENCY CTRS CORP COM 758849103 313 4,546 SH   DFND 13 0 4,546 0
REGENERON PHARMACEUTICALS COM 75886F107 8,351 22,750 SH   DFND 12,15 0 22,750 0
REGENERON PHARMACEUTICALS COM 75886F107 2,447 6,666 SH   DFND 14 0 6,666 0
REGENERON PHARMACEUTICALS COM 75886F107 14,772 40,242 SH   DFND 1 0 40,242 0
REGENERON PHARMACEUTICALS COM 75886F107 297,571 810,621 SH   DFND 15 0 810,621 0
REGENERON PHARMACEUTICALS COM 75886F107 120 327 SH   DFND 10 0 327 0
REGENERON PHARMACEUTICALS COM 75886F107 1,211 3,300 SH   DFND 5 0 0 3,300
REGENERON PHARMACEUTICALS COM 75886F107 457 1,246 SH   DFND 5,6 0 519 727
REGENERON PHARMACEUTICALS COM 75886F107 661 1,800 SH   DFND 11 0 1,800 0
REGENERON PHARMACEUTICALS COM 75886F107 505 1,376 SH   DFND 13 0 1,376 0
REGIS CORP MINN COM 758932107 18 1,230 SH   DFND 12,15 0 1,230 0
REGIS CORP MINN COM 758932107 2,391 164,674 SH   DFND 15 0 164,674 0
REGENXBIO INC COM 75901B107 5,454 294,040 SH   DFND 1 0 294,040 0
REGENXBIO INC COM 75901B107 1,175 63,360 SH   DFND 1,12 0 63,360 0
REGENXBIO INC COM 75901B107 58 3,100 SH   DFND 1,3 0 3,100 0
REGENXBIO INC COM 75901B107 5 245 SH   DFND 15 0 245 0
REGIONAL MGMT CORP COM 75902K106 599 22,790 SH   DFND 1 0 22,790 0
REGIONAL MGMT CORP COM 75902K106 247 9,400 SH   DFND 1,3 0 9,400 0
REGIONAL MGMT CORP COM 75902K106 827 31,458 SH   DFND 15 0 31,458 0
REGIONS FINL CORP NEW COM 7591EP100 1,062 73,941 SH   DFND 12,15 0 73,941 0
REGIONS FINL CORP NEW COM 7591EP100 6,978 485,913 SH   DFND 14 0 485,913 0
REGIONS FINL CORP NEW COM 7591EP100 16,806 1,170,334 SH   DFND 1 0 1,154,034 16,300
REGIONS FINL CORP NEW COM 7591EP100 2,099 146,200 SH   DFND 1,5 0 0 146,200
REGIONS FINL CORP NEW COM 7591EP100 47,798 3,328,542 SH   DFND 15 0 3,328,542 0
REGIONS FINL CORP NEW COM 7591EP100 1,301 90,600 SH   DFND 5 0 0 90,600
REGIONS FINL CORP NEW COM 7591EP100 1,688 117,560 SH   DFND 5,6 0 49,160 68,400
REGIONS FINL CORP NEW COM 7591EP100 426 29,663 SH   DFND 11 0 29,663 0
REINSURANCE GROUP AMER INC COM NEW 759351604 400 3,179 SH   DFND 12,15 0 3,179 0
REINSURANCE GROUP AMER INC COM NEW 759351604 708 5,624 SH   DFND 14 0 5,624 0
REINSURANCE GROUP AMER INC COM NEW 759351604 54,969 436,850 SH   DFND 1 0 436,850 0
REINSURANCE GROUP AMER INC COM NEW 759351604 365 2,900 SH   DFND 1,9 0 2,900 0
REINSURANCE GROUP AMER INC COM NEW 759351604 16,815 133,635 SH   DFND 15 0 133,635 0
REINSURANCE GROUP AMER INC COM NEW 759351604 201 1,600 SH   DFND 11 0 1,600 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 309 3,889 SH   DFND 12,15 0 3,889 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 1,135 14,264 SH   DFND 14 0 14,264 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 6,398 80,440 SH   DFND 15 0 80,440 0
RELX PLC SPONSORED ADR 759530108 97,639 5,433,419 SH   DFND 1 0 5,433,419 0
RELX PLC SPONSORED ADR 759530108 7,948 442,313 SH   DFND 15 0 442,313 0
RELX NV SPONSORED ADR 75955B102 8,623 514,498 SH   DFND 15 0 514,498 0
RENASANT CORP COM 75970E107 3,482 82,479 SH   DFND 15 0 82,479 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 29 3,030 SH   DFND 12,15 0 3,030 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 4,608 475,013 SH   DFND 15 0 475,013 0
RENREN INC SPONSORED ADR 759892102 201 126,371 SH   DFND 15 0 126,371 0
REPLIGEN CORP COM 759916109 42,010 1,363,077 SH   DFND 1 0 1,363,077 0
REPLIGEN CORP COM 759916109 598 19,400 SH   DFND 1,3 0 19,400 0
REPLIGEN CORP COM 759916109 8,645 280,486 SH   DFND 15 0 280,486 0
REPLIGEN CORP COM 759916109 148 4,800 SH   DFND 5 0 0 4,800
RENT A CTR INC NEW COM 76009N100 46 4,085 SH   DFND 12,15 0 4,085 0
RENT A CTR INC NEW COM 76009N100 6,409 569,680 SH   DFND 1 0 487,380 82,300
RENT A CTR INC NEW COM 76009N100 170 15,100 SH   DFND 1,3 0 15,100 0
RENT A CTR INC NEW COM 76009N100 1,016 90,313 SH   DFND 15 0 90,313 0
RENT A CTR INC NEW COM 76009N100 301 26,726 SH   DFND 13 0 26,726 0
RENTECH INC COM NEW 760112201 392 157,932 SH   DFND 15 0 157,932 0
REPUBLIC BANCORP KY CL A 760281204 311 7,870 SH   DFND 1 0 7,870 0
REPUBLIC BANCORP KY CL A 760281204 75 1,900 SH   DFND 1,3 0 1,900 0
REPUBLIC BANCORP KY CL A 760281204 1,092 27,611 SH   DFND 15 0 27,611 0
REPUBLIC SVCS INC COM 760759100 367 6,431 SH   DFND 12,15 0 6,431 0
REPUBLIC SVCS INC COM 760759100 169,243 2,966,580 SH   DFND 1 0 2,966,580 0
REPUBLIC SVCS INC COM 760759100 126 2,200 SH   DFND 1,9 0 2,200 0
REPUBLIC SVCS INC COM 760759100 271 4,750 SH   DFND 1,3 0 4,750 0
REPUBLIC SVCS INC COM 760759100 2,364 41,445 SH   DFND 1,15 0 41,445 0
REPUBLIC SVCS INC COM 760759100 84,108 1,474,281 SH   DFND 15 0 1,474,281 0
REPUBLIC SVCS INC COM 760759100 334 5,847 SH   DFND 11 0 5,847 0
RESMED INC COM 761152107 51 818 SH   DFND 12,15 0 818 0
RESMED INC COM 761152107 1,649 26,575 SH   DFND 14 0 26,575 0
RESMED INC COM 761152107 33,780 544,402 SH   DFND 1 0 544,402 0
RESMED INC COM 761152107 4,768 76,839 SH   DFND 1,12 0 76,839 0
RESMED INC COM 761152107 924 14,898 SH   DFND 15 0 14,898 0
RESMED INC COM 761152107 31 500 SH   DFND 10 0 500 0
RESMED INC COM 761152107 211 3,400 SH   DFND 11 0 3,400 0
RESOLUTE ENERGY CORP COM NEW 76116A306 3,020 73,310 SH   DFND 1 0 73,310 0
RESOLUTE ENERGY CORP COM NEW 76116A306 338 8,200 SH   DFND 1,3 0 8,200 0
RESOLUTE FST PRODS INC COM 76117W109 6 1,120 SH   DFND 12,15 0 1,120 0
RESOLUTE FST PRODS INC COM 76117W109 1,909 356,880 SH   DFND 15 0 356,880 0
RESOURCE CAP CORP COM NEW 76120W708 14,963 1,796,265 SH   DFND 15 0 1,796,265 0
RESOURCES CONNECTION INC COM 76122Q105 24,586 1,277,181 SH   DFND 1 0 1,277,181 0
RESOURCES CONNECTION INC COM 76122Q105 1,215 63,118 SH   DFND 15 0 63,118 0
RESTORATION HARDWARE HLDGS I COM 761283100 605 19,713 SH   DFND 15 0 19,713 0
RETROPHIN INC COM 761299106 18,282 965,782 SH   DFND 1 0 881,675 84,107
RETROPHIN INC COM 761299106 5 247 SH   DFND 15 0 247 0
RETROPHIN INC COM 761299106 1,693 89,448 SH   DFND 6 0 89,448 0
RETROPHIN INC COM 761299106 850 44,894 SH   DFND 6,12 0 44,894 0
RETROPHIN INC COM 761299106 253 13,344 SH   DFND 6,9 0 13,344 0
RESTAURANT BRANDS INTL INC COM 76131D103 37 767 SH   DFND 2,15 0 767 0
RESTAURANT BRANDS INTL INC COM 76131D103 14,782 310,156 SH   DFND 1,2 0 310,156 0
RESTAURANT BRANDS INTL INC COM 76131D103 164 3,440 SH   DFND 15 0 3,440 0
RESTAURANT BRANDS INTL INC COM 76131D103 268 5,617 SH   DFND 5 0 0 5,617
RESTAURANT BRANDS INTL INC COM 76131D103 248 5,200 SH   DFND 11 0 5,200 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 119,463 5,653,716 SH   DFND 1 0 5,029,887 623,829
RETAIL OPPORTUNITY INVTS COR COM 76131N101 2,304 109,018 SH   DFND 1,2 0 109,018 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 681 32,246 SH   DFND 1,12 0 32,246 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 274 12,971 SH   DFND 1,9 0 12,971 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 11,633 550,536 SH   DFND 1,3 0 550,536 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 5,053 239,144 SH   DFND 1,13 0 239,144 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 12,774 604,550 SH   DFND 15 0 604,550 0
RETAIL PPTYS AMER INC CL A 76131V202 66 4,320 SH   DFND 12,15 0 4,320 0
RETAIL PPTYS AMER INC CL A 76131V202 96,971 6,325,596 SH   DFND 1 0 17,800 6,307,796
RETAIL PPTYS AMER INC CL A 76131V202 1,356 88,439 SH   DFND 15 0 88,439 0
RETAILMENOT INC COM SER 1 76132B106 1,077 115,800 SH   DFND 1 0 0 115,800
RETAILMENOT INC COM SER 1 76132B106 1,341 144,235 SH   DFND 15 0 144,235 0
REVLON INC CL A NEW 761525609 372 12,778 SH   DFND 15 0 12,778 0
REX ENERGY CORPORATION COM 761565100 291 617,077 SH   DFND 15 0 617,077 0
REX AMERICAN RESOURCES CORP COM 761624105 2,871 29,070 SH   DFND 1 0 12,070 17,000
REX AMERICAN RESOURCES CORP COM 761624105 662 6,700 SH   DFND 1,3 0 6,700 0
REX AMERICAN RESOURCES CORP COM 761624105 5,386 54,544 SH   DFND 15 0 54,544 0
REX AMERICAN RESOURCES CORP COM 761624105 444 4,500 SH   DFND 5 0 0 4,500
REXNORD CORP NEW COM 76169B102 41 2,083 SH   DFND 12,15 0 2,083 0
REXNORD CORP NEW COM 76169B102 12,844 655,659 SH   DFND 15 0 655,659 0
REXFORD INDL RLTY INC COM 76169C100 46,346 1,998,523 SH   DFND 1 0 1,790,221 208,302
REXFORD INDL RLTY INC COM 76169C100 869 37,469 SH   DFND 1,2 0 37,469 0
REXFORD INDL RLTY INC COM 76169C100 242 10,455 SH   DFND 1,12 0 10,455 0
REXFORD INDL RLTY INC COM 76169C100 146 6,287 SH   DFND 1,9 0 6,287 0
REXFORD INDL RLTY INC COM 76169C100 4,427 190,891 SH   DFND 1,3 0 190,891 0
REXFORD INDL RLTY INC COM 76169C100 1,934 83,384 SH   DFND 1,13 0 83,384 0
REXFORD INDL RLTY INC COM 76169C100 682 29,430 SH   DFND 15 0 29,430 0
REYNOLDS AMERICAN INC COM 761713106 322 5,744 SH   DFND 12,15 0 5,744 0
REYNOLDS AMERICAN INC COM 761713106 4,247 75,789 SH   DFND 14 0 75,789 0
REYNOLDS AMERICAN INC COM 761713106 17,867 318,820 SH   DFND 1 0 314,370 4,450
REYNOLDS AMERICAN INC COM 761713106 1,323 23,600 SH   DFND 1,5 0 0 23,600
REYNOLDS AMERICAN INC COM 761713106 1,254 22,373 SH   DFND 1,6 0 22,373 0
REYNOLDS AMERICAN INC COM 761713106 14,214 253,632 SH   DFND 15 0 253,632 0
REYNOLDS AMERICAN INC COM 761713106 1,911 34,100 SH   DFND 5 0 0 34,100
REYNOLDS AMERICAN INC COM 761713106 1,755 31,323 SH   DFND 5,6 0 13,583 17,740
REYNOLDS AMERICAN INC COM 761713106 1,135 20,260 SH   DFND 11 0 20,260 0
REYNOLDS AMERICAN INC COM 761713106 1,832,163 32,693,840 SH   DFND 6 0 32,693,840 0
REYNOLDS AMERICAN INC COM 761713106 2,123 37,889 SH   DFND 6,9 0 37,889 0
RICE ENERGY INC COM 762760106 10,785 505,144 SH   DFND 15 0 505,144 0
RICHMONT MINES INC COM 76547T106 73 11,203 SH   DFND 15 0 11,203 0
RIGNET INC COM 766582100 354 15,288 SH   DFND 15 0 15,288 0
RINGCENTRAL INC CL A 76680R206 1,709 82,977 SH   DFND 15 0 82,977 0
RIO TINTO PLC SPONSORED ADR 767204100 1,141 29,672 SH   DFND 1 0 29,672 0
RIO TINTO PLC SPONSORED ADR 767204100 12,103 314,686 SH   DFND 15 0 314,686 0
RITCHIE BROS AUCTIONEERS COM 767744105 28 825 SH   DFND 2,15 0 825 0
RITCHIE BROS AUCTIONEERS COM 767744105 9,282 273,011 SH   DFND 1,2 0 273,011 0
RITCHIE BROS AUCTIONEERS COM 767744105 4,364 128,365 SH   DFND 15 0 128,365 0
RITE AID CORP COM 767754104 216 26,153 SH   DFND 12,15 0 26,153 0
RITE AID CORP COM 767754104 3,091 375,136 SH   DFND 15 0 375,136 0
RITE AID CORP COM 767754104 217 26,300 SH   DFND 11 0 26,300 0
RMR REAL ESTATE INCOME FUND COM 76970B101 672 32,855 SH   DFND 14 0 32,855 0
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 1,123 108,039 SH   DFND 15 0 108,039 0
ROBERT HALF INTL INC COM 770323103 76 1,559 SH   DFND 12,15 0 1,559 0
ROBERT HALF INTL INC COM 770323103 148,096 3,035,999 SH   DFND 1 0 3,035,999 0
ROBERT HALF INTL INC COM 770323103 376 7,712 SH   DFND 1,9 0 7,712 0
ROBERT HALF INTL INC COM 770323103 454 9,305 SH   DFND 1,3 0 9,305 0
ROBERT HALF INTL INC COM 770323103 1,856 38,041 SH   DFND 15 0 38,041 0
ROBERT HALF INTL INC COM 770323103 351 7,200 SH   DFND 5 0 0 7,200
ROBERT HALF INTL INC COM 770323103 148 3,036 SH   DFND 11 0 3,036 0
ROCKET FUEL INC COM 773111109 103 60,042 SH   DFND 15 0 60,042 0
ROCKWELL AUTOMATION INC COM 773903109 195 1,452 SH   DFND 12,15 0 1,452 0
ROCKWELL AUTOMATION INC COM 773903109 3,351 24,935 SH   DFND 14 0 24,935 0
ROCKWELL AUTOMATION INC COM 773903109 13,894 103,377 SH   DFND 1 0 103,377 0
ROCKWELL AUTOMATION INC COM 773903109 7,550 56,177 SH   DFND 15 0 56,177 0
ROCKWELL AUTOMATION INC COM 773903109 578 4,300 SH   DFND 5 0 0 4,300
ROCKWELL AUTOMATION INC COM 773903109 412 3,069 SH   DFND 11 0 3,069 0
ROCKWELL COLLINS INC COM 774341101 123 1,324 SH   DFND 12,15 0 1,324 0
ROCKWELL COLLINS INC COM 774341101 712 7,678 SH   DFND 14 0 7,678 0
ROCKWELL COLLINS INC COM 774341101 13,863 149,454 SH   DFND 1 0 149,454 0
ROCKWELL COLLINS INC COM 774341101 1,632 17,591 SH   DFND 1,15 0 17,591 0
ROCKWELL COLLINS INC COM 774341101 21,714 234,083 SH   DFND 15 0 234,083 0
ROCKWELL COLLINS INC COM 774341101 672 7,241 SH   DFND 5 0 0 7,241
ROCKWELL COLLINS INC COM 774341101 295 3,180 SH   DFND 11 0 3,180 0
ROCKY BRANDS INC COM 774515100 263 22,767 SH   DFND 15 0 22,767 0
ROGERS COMMUNICATIONS INC CL B 775109200 5,669 146,941 SH   DFND 2,15 0 146,941 0
ROGERS COMMUNICATIONS INC CL B 775109200 75 1,934 SH   DFND 12,15 0 1,934 0
ROGERS COMMUNICATIONS INC CL B 775109200 170 4,400 SH   DFND 1 0 4,400 0
ROGERS COMMUNICATIONS INC CL B 775109200 537 13,928 SH   DFND 1,2 0 13,928 0
ROGERS COMMUNICATIONS INC CL B 775109200 13,541 350,985 SH   DFND 15 0 350,985 0
ROGERS COMMUNICATIONS INC CL B 775109200 423 10,968 SH   DFND 5 0 0 10,968
ROGERS COMMUNICATIONS INC CL B 775109200 331 8,590 SH   DFND 11 0 8,590 0
ROGERS CORP COM 775133101 1,234 16,069 SH   DFND 14 0 16,069 0
ROGERS CORP COM 775133101 627 8,160 SH   DFND 1 0 8,160 0
ROGERS CORP COM 775133101 330 4,300 SH   DFND 1,3 0 4,300 0
ROGERS CORP COM 775133101 8,472 110,292 SH   DFND 15 0 110,292 0
ROLLINS INC COM 775711104 45,645 1,351,257 SH   DFND 15 0 1,351,257 0
ROPER TECHNOLOGIES INC COM 776696106 22,057 120,479 SH   DFND 2 0 120,479 0
ROPER TECHNOLOGIES INC COM 776696106 317 1,730 SH   DFND 12,15 0 1,730 0
ROPER TECHNOLOGIES INC COM 776696106 14,261 77,897 SH   DFND 1 0 77,897 0
ROPER TECHNOLOGIES INC COM 776696106 1,591 8,691 SH   DFND 1,15 0 8,691 0
ROPER TECHNOLOGIES INC COM 776696106 101,276 553,181 SH   DFND 15 0 553,181 0
ROPER TECHNOLOGIES INC COM 776696106 549 3,000 SH   DFND 5 0 0 3,000
ROPER TECHNOLOGIES INC COM 776696106 431 2,352 SH   DFND 11 0 2,352 0
ROSS STORES INC COM 778296103 143,830 2,192,535 SH   DFND 2 0 2,192,535 0
ROSS STORES INC COM 778296103 6,273 95,622 SH   DFND 12,15 0 95,622 0
ROSS STORES INC COM 778296103 6,943 105,836 SH   DFND 14 0 105,836 0
ROSS STORES INC COM 778296103 15,159 231,080 SH   DFND 1 0 230,380 700
ROSS STORES INC COM 778296103 7,692 117,258 SH   DFND 1,2 0 117,258 0
ROSS STORES INC COM 778296103 2,296 34,995 SH   DFND 1,9 0 34,995 0
ROSS STORES INC COM 778296103 216,678 3,303,019 SH   DFND 15 0 3,303,019 0
ROSS STORES INC COM 778296103 1,148 17,500 SH   DFND 5 0 0 17,500
ROSS STORES INC COM 778296103 13 200 SH   DFND 5,6 0 200 0
ROSS STORES INC COM 778296103 620 9,448 SH   DFND 11 0 9,448 0
ROVI CORP NOTE 0.500% 3/0 779376AD4 10,188 10,000,000 PRN   DFND 1 0 10,000,000 0
ROYAL BK CDA MONTREAL QUE COM 780087102 97,361 1,437,917 SH   DFND 2 0 1,437,917 0
ROYAL BK CDA MONTREAL QUE COM 780087102 22,249 328,588 SH   DFND 2,15 0 328,588 0
ROYAL BK CDA MONTREAL QUE COM 780087102 332 4,896 SH   DFND 12,15 0 4,896 0
ROYAL BK CDA MONTREAL QUE COM 780087102 117 1,722 SH   DFND 4 0 1,722 0
ROYAL BK CDA MONTREAL QUE COM 780087102 2,052 30,304 SH   DFND 14 0 30,304 0
ROYAL BK CDA MONTREAL QUE COM 780087102 20,504 302,828 SH   DFND 1,2 0 302,828 0
ROYAL BK CDA MONTREAL QUE COM 780087102 20,069 296,391 SH   DFND 15 0 296,391 0
ROYAL BK CDA MONTREAL QUE COM 780087102 4,591 67,801 SH   DFND 5 0 0 67,801
ROYAL BK CDA MONTREAL QUE COM 780087102 1,090 16,100 SH   DFND 5,6 0 6,700 9,400
ROYAL BK CDA MONTREAL QUE COM 780087102 2,377 35,101 SH   DFND 11 0 35,101 0
ROYAL BK CDA MONTREAL QUE COM 780087102 606 8,944 SH   DFND 13 0 8,944 0
ROYAL BK SCOTLAND GROUP PLC SPONS ADR 2 ORD 780097689 180 32,614 SH   DFND 15 0 32,614 0
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF S 780097739 205 8,200 SH   DFND 1 0 8,200 0
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF S 780097739 42,752 1,706,659 SH   DFND 15 0 1,706,659 0
ROYAL BK SCOTLAND GROUP PLC SP ADR L RP PF 780097788 440 18,501 SH   DFND 1 0 18,501 0
ROYAL BK SCOTLAND GROUP PLC SP ADR L RP PF 780097788 50,958 2,141,077 SH   DFND 15 0 2,141,077 0
ROYAL BK SCOTLAND GROUP PLC NOTE 8.625%12/3 780097BB6 20,400 200,000 PRN   DFND 9 0 200,000 0
ROYAL BK SCOTLAND GROUP PLC NOTE 8.625%12/3 780097BB6 4,235,040 41,520,000 PRN   DFND 6 0 39,020,000 2,500,000
ROYAL BK SCOTLAND GROUP PLC NOTE 8.625%12/3 780097BB6 299,880 2,940,000 PRN   DFND 6,12 0 2,940,000 0
ROYAL BK SCOTLAND GROUP PLC NOTE 8.625%12/3 780097BB6 1,114,860 10,930,000 PRN   DFND 6,9 0 10,930,000 0
ROYAL BK OF SCOTLAND PLC DEBT 7.500%12/3 780099CJ4 18,950 200,000 PRN   DFND 1,6 0 200,000 0
ROYAL BK OF SCOTLAND PLC DEBT 7.500%12/3 780099CJ4 5,080,495 53,620,000 PRN   DFND 6 0 52,820,000 800,000
ROYAL BK OF SCOTLAND PLC DEBT 7.500%12/3 780099CJ4 473,750 5,000,000 PRN   DFND 6,12 0 5,000,000 0
ROYAL BK OF SCOTLAND PLC DEBT 7.500%12/3 780099CJ4 4,009,820 42,320,000 PRN   DFND 6,9 0 42,320,000 0
ROYAL BK OF SCOTLAND PLC NOTE 8.000%12/3 780099CK1 38,300 400,000 PRN   DFND 9 0 400,000 0
ROYAL BK OF SCOTLAND PLC NOTE 8.000%12/3 780099CK1 4,960,808 51,810,000 PRN   DFND 6 0 47,810,000 4,000,000
ROYAL BK OF SCOTLAND PLC NOTE 8.000%12/3 780099CK1 3,510,195 36,660,000 PRN   DFND 6,9 0 36,660,000 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 382 6,582 SH   DFND 14 0 6,582 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 41,449 715,014 SH   DFND 1 0 715,014 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 2,162 37,292 SH   DFND 15 0 37,292 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 7,525 138,376 SH   DFND 14 0 138,376 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 434,301 7,986,410 SH   DFND 1 0 7,791,830 194,580
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 38,124 701,062 SH   DFND 1,2 0 701,062 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 8,663 159,313 SH   DFND 1,9 0 159,313 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 409 7,520 SH   DFND 1,3 0 7,520 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 80 1,478 SH   DFND 1,11 0 1,478 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 2,366 43,510 SH   DFND 15 0 43,510 0
ROYAL GOLD INC COM 780287108 371 5,860 SH   DFND 14 0 5,860 0
ROYAL GOLD INC COM 780287108 7,277 114,867 SH   DFND 15 0 114,867 0
ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 19,013 18,000,000 PRN   DFND 1 0 18,000,000 0
ROYCE VALUE TR INC COM 780910105 401 29,976 SH   DFND 14 0 29,976 0
RUBY TUESDAY INC COM 781182100 838 259,330 SH   DFND 15 0 259,330 0
RUDOLPH TECHNOLOGIES INC COM 781270103 815 34,900 SH   DFND 1 0 24,900 10,000
RUDOLPH TECHNOLOGIES INC COM 781270103 215 9,200 SH   DFND 1,3 0 9,200 0
RUDOLPH TECHNOLOGIES INC COM 781270103 4,865 208,336 SH   DFND 15 0 208,336 0
RUSH ENTERPRISES INC CL A 781846209 59 1,846 SH   DFND 12,15 0 1,846 0
RUSH ENTERPRISES INC CL A 781846209 1,480 46,409 SH   DFND 15 0 46,409 0
RUTHS HOSPITALITY GROUP INC COM 783332109 659 36,018 SH   DFND 15 0 36,018 0
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 83,489 1,002,752 SH   DFND 2 0 1,002,752 0
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 4,595 55,191 SH   DFND 1 0 55,191 0
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 9,842 118,205 SH   DFND 1,2 0 118,205 0
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 133 1,603 SH   DFND 1,3 0 1,603 0
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 515 6,181 SH   DFND 15 0 6,181 0
RYDER SYS INC COM 783549108 183 2,457 SH   DFND 12,15 0 2,457 0
RYDER SYS INC COM 783549108 12,373 166,218 SH   DFND 1 0 166,218 0
RYDER SYS INC COM 783549108 13 171 SH   DFND 1,15 0 171 0
RYDER SYS INC COM 783549108 7,974 107,116 SH   DFND 15 0 107,116 0
RYERSON HLDG CORP COM 783754104 1,007 75,448 SH   DFND 15 0 75,448 0
RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 1,794 1,500,000 PRN   DFND 1 0 1,500,000 0
RYLAND GROUP INC NOTE 0.250% 6/0 783764AS2 2,188 2,350,000 PRN   DFND 1 0 2,350,000 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 48 756 SH   DFND 12,15 0 756 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 666 10,563 SH   DFND 15 0 10,563 0
S & T BANCORP INC COM 783859101 1,229 31,470 SH   DFND 1 0 3,670 27,800
S & T BANCORP INC COM 783859101 47 1,200 SH   DFND 1,3 0 1,200 0
S & T BANCORP INC COM 783859101 5,604 143,553 SH   DFND 15 0 143,553 0
SBA COMMUNICATIONS CORP COM 78388J106 2,799 27,108 SH   DFND 12,15 0 27,108 0
SBA COMMUNICATIONS CORP COM 78388J106 6,798 65,833 SH   DFND 14 0 65,833 0
SBA COMMUNICATIONS CORP COM 78388J106 132,620 1,284,329 SH   DFND 1 0 1,284,329 0
SBA COMMUNICATIONS CORP COM 78388J106 479 4,638 SH   DFND 1,3 0 4,638 0
SBA COMMUNICATIONS CORP COM 78388J106 97,678 945,942 SH   DFND 15 0 945,942 0
SBA COMMUNICATIONS CORP COM 78388J106 785 7,600 SH   DFND 5 0 0 7,600
SBA COMMUNICATIONS CORP COM 78388J106 299 2,900 SH   DFND 11 0 2,900 0
S&P GLOBAL INC COM 78409V104 66,824 621,386 SH   DFND 2 0 621,386 0
S&P GLOBAL INC COM 78409V104 258 2,401 SH   DFND 12,15 0 2,401 0
S&P GLOBAL INC COM 78409V104 3,521 32,741 SH   DFND 14 0 32,741 0
S&P GLOBAL INC COM 78409V104 69,891 649,905 SH   DFND 1 0 649,605 300
S&P GLOBAL INC COM 78409V104 333 3,096 SH   DFND 1,3 0 3,096 0
S&P GLOBAL INC COM 78409V104 155 1,438 SH   DFND 1,6 0 1,438 0
S&P GLOBAL INC COM 78409V104 11,313 105,195 SH   DFND 15 0 105,195 0
S&P GLOBAL INC COM 78409V104 1,215 11,300 SH   DFND 5 0 0 11,300
S&P GLOBAL INC COM 78409V104 11 100 SH   DFND 5,6 0 100 0
S&P GLOBAL INC COM 78409V104 672 6,252 SH   DFND 11 0 6,252 0
S&P GLOBAL INC COM 78409V104 3,127 29,075 SH   DFND 6 0 29,075 0
S&P GLOBAL INC COM 78409V104 23 215 SH   DFND 6,2 0 215 0
S&P GLOBAL INC COM 78409V104 68 628 SH   DFND 6,9 0 628 0
S&P GLOBAL INC COM 78409V104 512 4,763 SH   DFND 13 0 4,763 0
SEI INVESTMENTS CO COM 784117103 3,374 68,353 SH   DFND 14 0 68,353 0
SEI INVESTMENTS CO COM 784117103 39,118 792,500 SH   DFND 1 0 792,500 0
SEI INVESTMENTS CO COM 784117103 3,457 70,038 SH   DFND 15 0 70,038 0
SEI INVESTMENTS CO COM 784117103 158 3,200 SH   DFND 11 0 3,200 0
SJW GROUP COM 784305104 3,597 64,260 SH   DFND 1 0 27,360 36,900
SJW GROUP COM 784305104 504 9,000 SH   DFND 1,3 0 9,000 0
SJW GROUP COM 784305104 7,497 133,928 SH   DFND 15 0 133,928 0
SJW GROUP COM 784305104 123 2,200 SH   DFND 5 0 0 2,200
SK TELECOM LTD SPONSORED ADR 78440P108 710 33,949 SH   DFND 14 0 33,949 0
SK TELECOM LTD SPONSORED ADR 78440P108 1,108 53,008 SH   DFND 15 0 53,008 0
SL GREEN RLTY CORP COM 78440X101 137 1,273 SH   DFND 12,15 0 1,273 0
SL GREEN RLTY CORP COM 78440X101 845 7,859 SH   DFND 14 0 7,859 0
SL GREEN RLTY CORP COM 78440X101 224,474 2,087,160 SH   DFND 1 0 630,485 1,456,675
SL GREEN RLTY CORP COM 78440X101 1,302 12,109 SH   DFND 1,2 0 12,109 0
SL GREEN RLTY CORP COM 78440X101 381 3,544 SH   DFND 1,12 0 3,544 0
SL GREEN RLTY CORP COM 78440X101 6,590 61,277 SH   DFND 1,3 0 61,277 0
SL GREEN RLTY CORP COM 78440X101 626 5,822 SH   DFND 1,15 0 5,822 0
SL GREEN RLTY CORP COM 78440X101 2,839 26,393 SH   DFND 1,13 0 26,393 0
SL GREEN RLTY CORP COM 78440X101 2,357 21,911 SH   DFND 15 0 21,911 0
SL GREEN RLTY CORP COM 78440X101 413 3,841 SH   DFND 5 0 0 3,841
SL GREEN RLTY CORP COM 78440X101 3,904 36,301 SH   DFND 5,6 0 17,477 18,824
SL GREEN RLTY CORP COM 78440X101 258 2,400 SH   DFND 11 0 2,400 0
SL GREEN RLTY CORP COM 78440X101 1,130 10,509 SH   DFND 13 0 10,509 0
SLM CORP COM 78442P106 259 23,517 SH   DFND 12,15 0 23,517 0
SLM CORP COM 78442P106 80,234 7,280,800 SH   DFND 1 0 7,280,800 0
SLM CORP COM 78442P106 3,988 361,912 SH   DFND 15 0 361,912 0
SM ENERGY CO COM 78454L100 295 8,546 SH   DFND 12,15 0 8,546 0
SM ENERGY CO COM 78454L100 1,263 36,616 SH   DFND 14 0 36,616 0
SM ENERGY CO COM 78454L100 15,106 438,103 SH   DFND 15 0 438,103 0
SM ENERGY CO NOTE 1.500% 7/0 78454LAM2 10,412 9,000,000 PRN   DFND 1 0 9,000,000 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,095 4,900 SH   DFND 4 0 4,900 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 794 3,550 SH   DFND 14 0 3,550 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 32 143 SH   DFND 1 0 143 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 8,304 37,150 SH   DFND 1,4 0 37,150 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,414 10,800 SH   DFND 1,10 0 10,800 0
SPX CORP COM 784635104 35,053 1,477,792 SH   DFND 1 0 1,477,792 0
SPX CORP COM 784635104 1,283 54,100 SH   DFND 1,3 0 54,100 0
SPX CORP COM 784635104 3,275 138,066 SH   DFND 15 0 138,066 0
SPX CORP COM 784635104 3,605 151,985 SH   DFND 6 0 151,985 0
SPX CORP COM 784635104 1,770 74,610 SH   DFND 6,12 0 74,610 0
SPX CORP COM 784635104 536 22,576 SH   DFND 6,9 0 22,576 0
SPS COMM INC COM 78463M107 7,005 100,235 SH   DFND 15 0 100,235 0
SPDR GOLD TRUST GOLD SHS 78463V107 9,372 85,500 SH   DFND 1,2 0 85,500 0
SPDR INDEX SHS FDS S&P EM MKT DIV 78463X533 1,156 43,675 SH   DFND 14 0 43,675 0
SPDR INDEX SHS FDS DJ GLB RL ES ETF 78463X749 896 19,130 SH   DFND 14 0 19,130 0
SPDR INDEX SHS FDS S&P INTL ETF 78463X772 3,692 102,380 SH   DFND 14 0 102,380 0
SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 515 14,277 SH   DFND 14 0 14,277 0
SPDR SERIES TRUST BLMBRG BRC CNVRT 78464A359 1,869 40,943 SH   DFND 14 0 40,943 0
SPDR SERIES TRUST BLOMBRG BRC INTR 78464A375 5,748 169,500 SH   DFND 1,10 0 169,500 0
SPDR SERIES TRUST CITI INT GVT ETF 78464A490 1,459 28,051 SH   DFND 14 0 28,051 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 57,919 2,025,127 SH   DFND 1 0 1,928,694 96,433
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 351 12,256 SH   DFND 1,3 0 12,256 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 1,811 63,311 SH   DFND 15 0 63,311 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 2,276 79,582 SH   DFND 6 0 79,582 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 1,072 37,470 SH   DFND 6,12 0 37,470 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 349 12,210 SH   DFND 6,9 0 12,210 0
SPX FLOW INC COM 78469X107 108 3,359 SH   DFND 12,15 0 3,359 0
SPX FLOW INC COM 78469X107 422 13,174 SH   DFND 1 0 13,174 0
SPX FLOW INC COM 78469X107 2,559 79,829 SH   DFND 15 0 79,829 0
SVB FINL GROUP COM 78486Q101 135 786 SH   DFND 12,15 0 786 0
SVB FINL GROUP COM 78486Q101 3,241 18,880 SH   DFND 14 0 18,880 0
SVB FINL GROUP COM 78486Q101 129,526 754,550 SH   DFND 1 0 754,550 0
SVB FINL GROUP COM 78486Q101 1,799 10,480 SH   DFND 1,12 0 10,480 0
SVB FINL GROUP COM 78486Q101 184 1,071 SH   DFND 1,3 0 1,071 0
SVB FINL GROUP COM 78486Q101 12,638 73,623 SH   DFND 15 0 73,623 0
SABRA HEALTH CARE REIT INC COM 78573L106 610 24,997 SH   DFND 1 0 24,997 0
SABRA HEALTH CARE REIT INC COM 78573L106 11,747 481,043 SH   DFND 15 0 481,043 0
SABRE CORP COM 78573M104 702 28,147 SH   DFND 14 0 28,147 0
SABRE CORP COM 78573M104 1,609 64,509 SH   DFND 15 0 64,509 0
SABRE CORP COM 78573M104 122 4,900 SH   DFND 11 0 4,900 0
SAFEGUARD SCIENTIFICS INC COM NEW 786449207 13 976 SH   DFND 12,15 0 976 0
SAFEGUARD SCIENTIFICS INC COM NEW 786449207 1,060 78,837 SH   DFND 15 0 78,837 0
SAFETY INS GROUP INC COM 78648T100 16 216 SH   DFND 1 0 216 0
SAFETY INS GROUP INC COM 78648T100 11,758 159,540 SH   DFND 15 0 159,540 0
SAGE THERAPEUTICS INC COM 78667J108 7,670 150,210 SH   DFND 1 0 103,874 46,336
SAGE THERAPEUTICS INC COM 78667J108 5 99 SH   DFND 15 0 99 0
SAIA INC COM 78709Y105 2,632 59,607 SH   DFND 15 0 59,607 0
ST JOE CO COM 790148100 27 1,428 SH   DFND 12,15 0 1,428 0
ST JOE CO COM 790148100 1,853 97,545 SH   DFND 15 0 97,545 0
ST JUDE MED INC COM 790849103 337 4,197 SH   DFND 12,15 0 4,197 0
ST JUDE MED INC COM 790849103 2,129 26,554 SH   DFND 14 0 26,554 0
ST JUDE MED INC COM 790849103 14,693 183,223 SH   DFND 1 0 183,223 0
ST JUDE MED INC COM 790849103 4,571 56,997 SH   DFND 15 0 56,997 0
ST JUDE MED INC COM 790849103 986 12,300 SH   DFND 5 0 0 12,300
ST JUDE MED INC COM 790849103 784 9,779 SH   DFND 5,6 0 4,554 5,225
ST JUDE MED INC COM 790849103 559 6,970 SH   DFND 11 0 6,970 0
ST JUDE MED INC COM 790849103 303 3,782 SH   DFND 13 0 3,782 0
SALEM MEDIA GROUP INC CL A 794093104 67 10,732 SH   DFND 15 0 10,732 0
SALESFORCE COM INC COM 79466L302 87 1,265 SH   DFND 12,15 0 1,265 0
SALESFORCE COM INC COM 79466L302 3,296 48,147 SH   DFND 14 0 48,147 0
SALESFORCE COM INC COM 79466L302 240,307 3,510,187 SH   DFND 1 0 3,510,187 0
SALESFORCE COM INC COM 79466L302 2,861 41,793 SH   DFND 1,12 0 41,793 0
SALESFORCE COM INC COM 79466L302 5,377 78,547 SH   DFND 15 0 78,547 0
SALESFORCE COM INC COM 79466L302 548 8,000 SH   DFND 10 0 8,000 0
SALESFORCE COM INC COM 79466L302 1,739 25,400 SH   DFND 5 0 0 25,400
SALESFORCE COM INC COM 79466L302 1,041 15,200 SH   DFND 11 0 15,200 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 27,165 23,330,000 PRN   DFND 1 0 23,330,000 0
SALIENT MIDSTREAM & MLP FD SH BEN INT 79471V105 429 31,595 SH   DFND 14 0 31,595 0
SALLY BEAUTY HLDGS INC COM 79546E104 42 1,580 SH   DFND 12,15 0 1,580 0
SALLY BEAUTY HLDGS INC COM 79546E104 17,350 656,715 SH   DFND 1 0 656,715 0
SALLY BEAUTY HLDGS INC COM 79546E104 1,059 40,087 SH   DFND 15 0 40,087 0
SALLY BEAUTY HLDGS INC COM 79546E104 2,145 81,195 SH   DFND 6 0 81,195 0
SALLY BEAUTY HLDGS INC COM 79546E104 998 37,776 SH   DFND 6,12 0 37,776 0
SALLY BEAUTY HLDGS INC COM 79546E104 323 12,243 SH   DFND 6,9 0 12,243 0
SANCHEZ ENERGY CORP COM 79970Y105 8,723 966,006 SH   DFND 15 0 966,006 0
SANDERSON FARMS INC COM 800013104 9 100 SH   DFND 1 0 100 0
SANDERSON FARMS INC COM 800013104 47 500 SH   DFND 1,3 0 500 0
SANDERSON FARMS INC COM 800013104 12,934 137,246 SH   DFND 15 0 137,246 0
SANDISK CORP NOTE 0.500%10/1 80004CAF8 30,192 33,084,000 PRN   DFND 1 0 26,987,000 6,097,000
SANDSTORM GOLD LTD COM NEW 80013R206 752 192,867 SH   DFND 2 0 192,867 0
SANDSTORM GOLD LTD COM NEW 80013R206 4,569 1,171,654 SH   DFND 1,2 0 1,171,654 0
SANDSTORM GOLD LTD COM NEW 80013R206 748 191,877 SH   DFND 1,9 0 191,877 0
SANDSTORM GOLD LTD COM NEW 80013R206 208 53,258 SH   DFND 15 0 53,258 0
SANDY SPRING BANCORP INC COM 800363103 1,331 33,276 SH   DFND 15 0 33,276 0
SANFILIPPO JOHN B & SON INC COM 800422107 404 5,740 SH   DFND 1 0 5,740 0
SANFILIPPO JOHN B & SON INC COM 800422107 260 3,700 SH   DFND 1,3 0 3,700 0
SANFILIPPO JOHN B & SON INC COM 800422107 522 7,410 SH   DFND 15 0 7,410 0
SANGAMO BIOSCIENCES INC COM 800677106 91 29,702 SH   DFND 15 0 29,702 0
SANMINA CORPORATION COM 801056102 284 7,739 SH   DFND 12,15 0 7,739 0
SANMINA CORPORATION COM 801056102 425 11,584 SH   DFND 14 0 11,584 0
SANMINA CORPORATION COM 801056102 1,021 27,870 SH   DFND 1 0 21,070 6,800
SANMINA CORPORATION COM 801056102 312 8,500 SH   DFND 1,3 0 8,500 0
SANMINA CORPORATION COM 801056102 16,524 450,847 SH   DFND 15 0 450,847 0
SANOFI SPONSORED ADR 80105N105 13,354 330,222 SH   DFND 14 0 330,222 0
SANOFI SPONSORED ADR 80105N105 317,817 7,858,979 SH   DFND 1 0 7,675,932 183,047
SANOFI SPONSORED ADR 80105N105 12,183 301,255 SH   DFND 1,12 0 301,255 0
SANOFI SPONSORED ADR 80105N105 1,032 25,526 SH   DFND 1,9 0 25,526 0
SANOFI SPONSORED ADR 80105N105 13,379 330,840 SH   DFND 15 0 330,840 0
SANTANDER CONSUMER USA HDG I COM 80283M101 81 6,026 SH   DFND 12,15 0 6,026 0
SANTANDER CONSUMER USA HDG I COM 80283M101 504 37,318 SH   DFND 14 0 37,318 0
SANTANDER CONSUMER USA HDG I COM 80283M101 6,749 499,950 SH   DFND 1 0 461,650 38,300
SANTANDER CONSUMER USA HDG I COM 80283M101 2,360 174,800 SH   DFND 1,4 0 174,800 0
SANTANDER CONSUMER USA HDG I COM 80283M101 309 22,900 SH   DFND 1,3 0 22,900 0
SANTANDER CONSUMER USA HDG I COM 80283M101 225 16,700 SH   DFND 1,5 0 0 16,700
SANTANDER CONSUMER USA HDG I COM 80283M101 1,206 89,317 SH   DFND 15 0 89,317 0
SANTANDER CONSUMER USA HDG I COM 80283M101 6 440 SH   DFND 5,6 0 440 0
SAP SE SPON ADR 803054204 3,113 36,014 SH   DFND 14 0 36,014 0
SAP SE SPON ADR 803054204 92,176 1,066,486 SH   DFND 1 0 1,066,486 0
SAP SE SPON ADR 803054204 6,184 71,552 SH   DFND 15 0 71,552 0
SAP SE SPON ADR 803054204 1,106 12,800 SH   DFND 10 0 12,800 0
SAREPTA THERAPEUTICS INC COM 803607100 7,616 277,654 SH   DFND 1 0 277,654 0
SAREPTA THERAPEUTICS INC COM 803607100 2,204 80,351 SH   DFND 1,12 0 80,351 0
SAREPTA THERAPEUTICS INC COM 803607100 2,704 98,593 SH   DFND 15 0 98,593 0
SASOL LTD SPONSORED ADR 803866300 1,940 67,841 SH   DFND 15 0 67,841 0
SAUL CTRS INC COM 804395101 13 193 SH   DFND 1 0 193 0
SAUL CTRS INC COM 804395101 8,694 130,519 SH   DFND 15 0 130,519 0
SCANA CORP NEW COM 80589M102 177 2,415 SH   DFND 12,15 0 2,415 0
SCANA CORP NEW COM 80589M102 3,432 46,838 SH   DFND 14 0 46,838 0
SCANA CORP NEW COM 80589M102 14,102 192,436 SH   DFND 1 0 192,436 0
SCANA CORP NEW COM 80589M102 249 3,400 SH   DFND 1,9 0 3,400 0
SCANA CORP NEW COM 80589M102 18 247 SH   DFND 1,15 0 247 0
SCANA CORP NEW COM 80589M102 87,264 1,190,830 SH   DFND 15 0 1,190,830 0
SCANA CORP NEW COM 80589M102 667 9,100 SH   DFND 5 0 0 9,100
SCANA CORP NEW COM 80589M102 234 3,191 SH   DFND 11 0 3,191 0
SCANSOURCE INC COM 806037107 62 1,528 SH   DFND 12,15 0 1,528 0
SCANSOURCE INC COM 806037107 6,343 157,209 SH   DFND 15 0 157,209 0
SCHEIN HENRY INC COM 806407102 2,876 18,955 SH   DFND 12,15 0 18,955 0
SCHEIN HENRY INC COM 806407102 14,063 92,694 SH   DFND 1 0 92,694 0
SCHEIN HENRY INC COM 806407102 1,511 9,963 SH   DFND 1,15 0 9,963 0
SCHEIN HENRY INC COM 806407102 126,804 835,830 SH   DFND 15 0 835,830 0
SCHEIN HENRY INC COM 806407102 44 290 SH   DFND 10 0 290 0
SCHEIN HENRY INC COM 806407102 728 4,800 SH   DFND 5 0 0 4,800
SCHEIN HENRY INC COM 806407102 303 2,000 SH   DFND 11 0 2,000 0
SCHLUMBERGER LTD COM 806857108 136,008 1,620,109 SH   DFND 2 0 1,620,109 0
SCHLUMBERGER LTD COM 806857108 1,665 19,833 SH   DFND 12,15 0 19,833 0
SCHLUMBERGER LTD COM 806857108 25,207 300,260 SH   DFND 14 0 300,260 0
SCHLUMBERGER LTD COM 806857108 50 600 SH Call DFND 14 0 0 0
SCHLUMBERGER LTD COM 806857108 84,003 1,000,635 SH   DFND 1 0 1,000,635 0
SCHLUMBERGER LTD COM 806857108 33,927 404,130 SH   DFND 1,2 0 404,130 0
SCHLUMBERGER LTD COM 806857108 6,301 75,058 SH   DFND 1,9 0 75,058 0
SCHLUMBERGER LTD COM 806857108 26,033 310,099 SH   DFND 15 0 310,099 0
SCHLUMBERGER LTD COM 806857108 4,289 51,085 SH   DFND 5 0 0 51,085
SCHLUMBERGER LTD COM 806857108 2,757 32,839 SH   DFND 11 0 32,839 0
SCHLUMBERGER LTD COM 806857108 774 9,221 SH   DFND 11,2 0 9,221 0
SCHNITZER STL INDS CL A 806882106 1,683 65,500 SH   DFND 1 0 0 65,500
SCHNITZER STL INDS CL A 806882106 5,765 224,319 SH   DFND 15 0 224,319 0
SCHOLASTIC CORP COM 807066105 13 280 SH   DFND 1 0 280 0
SCHOLASTIC CORP COM 807066105 12,752 268,519 SH   DFND 15 0 268,519 0
SCHULMAN A INC COM 808194104 4,400 131,525 SH   DFND 15 0 131,525 0
SCHWAB CHARLES CORP NEW COM 808513105 395 10,017 SH   DFND 12,15 0 10,017 0
SCHWAB CHARLES CORP NEW COM 808513105 2,847 72,129 SH   DFND 14 0 72,129 0
SCHWAB CHARLES CORP NEW COM 808513105 533,441 13,515,103 SH   DFND 1 0 12,774,808 740,295
SCHWAB CHARLES CORP NEW COM 808513105 115 2,909 SH   DFND 1,9 0 2,909 0
SCHWAB CHARLES CORP NEW COM 808513105 806 20,412 SH   DFND 1,3 0 20,412 0
SCHWAB CHARLES CORP NEW COM 808513105 12,518 317,152 SH   DFND 15 0 317,152 0
SCHWAB CHARLES CORP NEW COM 808513105 2,029 51,400 SH   DFND 5 0 0 51,400
SCHWAB CHARLES CORP NEW COM 808513105 1,112 28,165 SH   DFND 11 0 28,165 0
SCHWAB STRATEGIC TR US TIPS ETF 808524870 1,102 20,089 SH   DFND 14 0 20,089 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 4,875 107,075 SH   DFND 15 0 107,075 0
SCIENCE APPLICATNS INTL CP N COM 808625107 68 798 SH   DFND 12,15 0 798 0
SCIENCE APPLICATNS INTL CP N COM 808625107 1,860 21,937 SH   DFND 14 0 21,937 0
SCIENCE APPLICATNS INTL CP N COM 808625107 2,476 29,200 SH   DFND 1 0 29,200 0
SCIENCE APPLICATNS INTL CP N COM 808625107 6,808 80,284 SH   DFND 15 0 80,284 0
SCIENCE APPLICATNS INTL CP N COM 808625107 314 3,707 SH   DFND 5 0 0 3,707
SCICLONE PHARMACEUTICALS INC COM 80862K104 1,439 133,287 SH   DFND 15 0 133,287 0
SCIENTIFIC GAMES CORP CL A 80874P109 2,228 159,152 SH   DFND 15 0 159,152 0
SCOTTS MIRACLE GRO CO CL A 810186106 286 2,991 SH   DFND 12,15 0 2,991 0
SCOTTS MIRACLE GRO CO CL A 810186106 247 2,586 SH   DFND 14 0 2,586 0
SCOTTS MIRACLE GRO CO CL A 810186106 14,498 151,733 SH   DFND 15 0 151,733 0
SCRIPPS E W CO OHIO CL A NEW 811054402 1,398 72,302 SH   DFND 15 0 72,302 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 324 4,545 SH   DFND 12,15 0 4,545 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 1,743 24,422 SH   DFND 14 0 24,422 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 131,014 1,835,697 SH   DFND 1 0 1,835,697 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 1,060 14,847 SH   DFND 1,2 0 14,847 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 12,690 177,805 SH   DFND 15 0 177,805 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 150 2,100 SH   DFND 11 0 2,100 0
SEABOARD CORP COM 811543107 4,146 1,049 SH   DFND 15 0 1,049 0
SEACHANGE INTL INC COM 811699107 88 38,469 SH   DFND 15 0 38,469 0
SEACOAST BKG CORP FLA COM NEW 811707801 401 18,193 SH   DFND 15 0 18,193 0
SEACOR HOLDINGS INC NOTE 3.000%11/1 81170YAB5 660 750,000 PRN   DFND 1 0 750,000 0
SEACOR HOLDINGS INC COM 811904101 93 1,305 SH   DFND 12,15 0 1,305 0
SEACOR HOLDINGS INC COM 811904101 6,223 87,308 SH   DFND 15 0 87,308 0
SEALED AIR CORP NEW COM 81211K100 334 7,371 SH   DFND 12,15 0 7,371 0
SEALED AIR CORP NEW COM 81211K100 13,125 289,470 SH   DFND 1 0 289,470 0
SEALED AIR CORP NEW COM 81211K100 29 636 SH   DFND 1,15 0 636 0
SEALED AIR CORP NEW COM 81211K100 10,778 237,714 SH   DFND 15 0 237,714 0
SEALED AIR CORP NEW COM 81211K100 444 9,800 SH   DFND 5 0 0 9,800
SEALED AIR CORP NEW COM 81211K100 224 4,945 SH   DFND 11 0 4,945 0
SEARS HLDGS CORP COM 812350106 65 6,978 SH   DFND 12,15 0 6,978 0
SEARS HLDGS CORP COM 812350106 794 85,453 SH   DFND 15 0 85,453 0
SEARS HOMETOWN & OUTLET STOR COM 812362101 172 36,601 SH   DFND 15 0 36,601 0
SEATTLE GENETICS INC COM 812578102 1,757 33,300 SH   DFND 1 0 33,000 300
SEATTLE GENETICS INC COM 812578102 6,296 119,303 SH   DFND 15 0 119,303 0
SEATTLE GENETICS INC COM 812578102 4 80 SH   DFND 5,6 0 80 0
SEATTLE GENETICS INC COM 812578102 132 2,500 SH   DFND 11 0 2,500 0
SEAWORLD ENTMT INC COM 81282V100 37 1,976 SH   DFND 12,15 0 1,976 0
SEAWORLD ENTMT INC COM 81282V100 520 27,459 SH   DFND 15 0 27,459 0
SELECT COMFORT CORP COM 81616X103 316 13,964 SH   DFND 14 0 13,964 0
SELECT COMFORT CORP COM 81616X103 2,188 96,717 SH   DFND 15 0 96,717 0
SELECT INCOME REIT COM SH BEN INT 81618T100 1,684 66,822 SH   DFND 15 0 66,822 0
SELECT MED HLDGS CORP COM 81619Q105 62 4,647 SH   DFND 12,15 0 4,647 0
SELECT MED HLDGS CORP COM 81619Q105 43,500 3,283,022 SH   DFND 1 0 3,283,022 0
SELECT MED HLDGS CORP COM 81619Q105 3,986 300,830 SH   DFND 15 0 300,830 0
SELECTIVE INS GROUP INC COM 816300107 7,747 179,957 SH   DFND 1 0 124,995 54,962
SELECTIVE INS GROUP INC COM 816300107 15,127 351,385 SH   DFND 15 0 351,385 0
SEMGROUP CORP CL A 81663A105 1,222 29,258 SH   DFND 14 0 29,258 0
SEMGROUP CORP CL A 81663A105 132 3,152 SH   DFND 1 0 3,152 0
SEMGROUP CORP CL A 81663A105 158 3,793 SH   DFND 1,11 0 3,793 0
SEMGROUP CORP CL A 81663A105 8,512 203,871 SH   DFND 15 0 203,871 0
SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N206 1,048 137,500 SH   DFND 15 0 137,500 0
SEMTECH CORP COM 816850101 22 700 SH   DFND 1,3 0 700 0
SEMTECH CORP COM 816850101 15,653 496,129 SH   DFND 15 0 496,129 0
SEMPRA ENERGY COM 816851109 463 4,602 SH   DFND 12,15 0 4,602 0
SEMPRA ENERGY COM 816851109 11,100 110,290 SH   DFND 14 0 110,290 0
SEMPRA ENERGY COM 816851109 236,024 2,345,231 SH   DFND 1 0 2,345,231 0
SEMPRA ENERGY COM 816851109 292 2,900 SH   DFND 1,9 0 2,900 0
SEMPRA ENERGY COM 816851109 620 6,162 SH   DFND 1,3 0 6,162 0
SEMPRA ENERGY COM 816851109 98 973 SH   DFND 1,11 0 973 0
SEMPRA ENERGY COM 816851109 76,497 760,101 SH   DFND 15 0 760,101 0
SEMPRA ENERGY COM 816851109 1,027 10,200 SH   DFND 5 0 0 10,200
SEMPRA ENERGY COM 816851109 563 5,597 SH   DFND 11 0 5,597 0
SENECA FOODS CORP NEW CL A 817070501 3,716 92,779 SH   DFND 15 0 92,779 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 103 5,418 SH   DFND 12,15 0 5,418 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 441 23,288 SH   DFND 14 0 23,288 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 4,118 217,553 SH   DFND 1 0 217,553 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 9,775 516,356 SH   DFND 15 0 516,356 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 140 1,780 SH   DFND 12,15 0 1,780 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 30,263 385,123 SH   DFND 1 0 385,123 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 14,842 188,882 SH   DFND 15 0 188,882 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 3,889 49,497 SH   DFND 6 0 49,497 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 1,908 24,280 SH   DFND 6,12 0 24,280 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 593 7,543 SH   DFND 6,9 0 7,543 0
SERITAGE GROWTH PPTYS CL A 81752R100 393 9,197 SH   DFND 15 0 9,197 0
SERVICE CORP INTL COM 817565104 196 6,915 SH   DFND 12,15 0 6,915 0
SERVICE CORP INTL COM 817565104 46,514 1,637,826 SH   DFND 1 0 1,637,826 0
SERVICE CORP INTL COM 817565104 14,500 510,568 SH   DFND 15 0 510,568 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 37 972 SH   DFND 12,15 0 972 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 4,025 106,856 SH   DFND 14 0 106,856 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 22,482 596,825 SH   DFND 1 0 596,825 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 1,097 29,118 SH   DFND 15 0 29,118 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 2,747 72,930 SH   DFND 6 0 72,930 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 1,337 35,491 SH   DFND 6,12 0 35,491 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 423 11,241 SH   DFND 6,9 0 11,241 0
SERVICENOW INC COM 81762P102 120,367 1,619,136 SH   DFND 1 0 1,619,136 0
SERVICENOW INC COM 81762P102 781 10,505 SH   DFND 1,12 0 10,505 0
SERVICENOW INC COM 81762P102 596 8,012 SH   DFND 1,3 0 8,012 0
SERVICENOW INC COM 81762P102 1,852 24,910 SH   DFND 15 0 24,910 0
SERVICENOW INC COM 81762P102 529 7,112 SH   DFND 5 0 0 7,112
SERVICENOW INC COM 81762P102 305 4,100 SH   DFND 11 0 4,100 0
SERVICENOW INC NOTE 11/0 81762PAB8 14,525 12,362,000 PRN   DFND 1 0 12,362,000 0
SERVISFIRST BANCSHARES INC COM 81768T108 420 11,226 SH   DFND 14 0 11,226 0
SERVISFIRST BANCSHARES INC COM 81768T108 4,632 123,730 SH   DFND 15 0 123,730 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 24,724 1,232,503 SH   DFND 2 0 1,232,503 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 7,668 382,232 SH   DFND 2,15 0 382,232 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 48 2,394 SH   DFND 12,15 0 2,394 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 12,544 625,300 SH   DFND 14 0 625,300 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 7,748 386,230 SH   DFND 1,2 0 386,230 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 15,374 766,391 SH   DFND 15 0 766,391 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 247 12,323 SH   DFND 5 0 0 12,323
SHAW COMMUNICATIONS INC CL B CONV 82028K200 203 10,140 SH   DFND 11 0 10,140 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 792 29,023 SH   DFND 15 0 29,023 0
SHERWIN WILLIAMS CO COM 824348106 20,317 75,600 SH   DFND 2 0 75,600 0
SHERWIN WILLIAMS CO COM 824348106 124 462 SH   DFND 12,15 0 462 0
SHERWIN WILLIAMS CO COM 824348106 80,882 300,967 SH   DFND 14 0 300,967 0
SHERWIN WILLIAMS CO COM 824348106 175,327 652,402 SH   DFND 1 0 651,562 840
SHERWIN WILLIAMS CO COM 824348106 376 1,400 SH   DFND 1,3 0 1,400 0
SHERWIN WILLIAMS CO COM 824348106 521 1,940 SH   DFND 1,5 0 0 1,940
SHERWIN WILLIAMS CO COM 824348106 62 229 SH   DFND 1,11 0 229 0
SHERWIN WILLIAMS CO COM 824348106 42,348 157,581 SH   DFND 15 0 157,581 0
SHERWIN WILLIAMS CO COM 824348106 890 3,312 SH   DFND 5 0 0 3,312
SHERWIN WILLIAMS CO COM 824348106 11 40 SH   DFND 5,6 0 40 0
SHERWIN WILLIAMS CO COM 824348106 507 1,885 SH   DFND 11 0 1,885 0
SHILOH INDS INC COM 824543102 357 51,667 SH   DFND 15 0 51,667 0
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 463 12,295 SH   DFND 14 0 12,295 0
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 2,645 70,262 SH   DFND 15 0 70,262 0
SHIRE PLC SPONSORED ADR 82481R106 3,032 17,798 SH   DFND 12,15 0 17,798 0
SHIRE PLC SPONSORED ADR 82481R106 2,399 14,078 SH   DFND 14 0 14,078 0
SHIRE PLC SPONSORED ADR 82481R106 173,091 1,015,909 SH   DFND 1 0 1,015,909 0
SHIRE PLC SPONSORED ADR 82481R106 20,343 119,398 SH   DFND 1,12 0 119,398 0
SHIRE PLC SPONSORED ADR 82481R106 254 1,493 SH   DFND 1,3 0 1,493 0
SHIRE PLC SPONSORED ADR 82481R106 30 178 SH   DFND 1,11 0 178 0
SHIRE PLC SPONSORED ADR 82481R106 105,048 616,549 SH   DFND 15 0 616,549 0
SHOE CARNIVAL INC COM 824889109 829 30,720 SH   DFND 15 0 30,720 0
SHORETEL INC COM 825211105 230 32,170 SH   DFND 15 0 32,170 0
SHUTTERFLY INC COM 82568P304 38 758 SH   DFND 12,15 0 758 0
SHUTTERFLY INC COM 82568P304 614 12,231 SH   DFND 14 0 12,231 0
SHUTTERFLY INC COM 82568P304 281 5,600 SH   DFND 1 0 5,600 0
SHUTTERFLY INC COM 82568P304 301 6,000 SH   DFND 1,3 0 6,000 0
SHUTTERFLY INC COM 82568P304 3,523 70,200 SH   DFND 15 0 70,200 0
SHUTTERSTOCK INC COM 825690100 102 2,147 SH   DFND 12,15 0 2,147 0
SHUTTERSTOCK INC COM 825690100 10,084 212,198 SH   DFND 15 0 212,198 0
SIERRA BANCORP COM 82620P102 376 14,145 SH   DFND 15 0 14,145 0
SIGMA DESIGNS INC COM 826565103 193 32,154 SH   DFND 15 0 32,154 0
SIGNATURE BK NEW YORK N Y COM 82669G104 57 377 SH   DFND 12,15 0 377 0
SIGNATURE BK NEW YORK N Y COM 82669G104 1,892 12,596 SH   DFND 14 0 12,596 0
SIGNATURE BK NEW YORK N Y COM 82669G104 5,556 36,989 SH   DFND 1 0 25,660 11,329
SIGNATURE BK NEW YORK N Y COM 82669G104 9,721 64,721 SH   DFND 15 0 64,721 0
SIGNATURE BK NEW YORK N Y COM 82669G104 195 1,300 SH   DFND 11 0 1,300 0
SILICON LABORATORIES INC COM 826919102 69,683 1,072,045 SH   DFND 1 0 1,033,520 38,525
SILICON LABORATORIES INC COM 826919102 5,103 78,513 SH   DFND 15 0 78,513 0
SILGAN HOLDINGS INC COM 827048109 36 694 SH   DFND 12,15 0 694 0
SILGAN HOLDINGS INC COM 827048109 263 5,135 SH   DFND 14 0 5,135 0
SILGAN HOLDINGS INC COM 827048109 9,750 190,496 SH   DFND 15 0 190,496 0
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 479 65,550 SH   DFND 14 0 65,550 0
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 43 5,879 SH   DFND 15 0 5,879 0
SILVER BAY RLTY TR CORP COM 82735Q102 1,096 63,920 SH   DFND 1 0 37,720 26,200
SILVER BAY RLTY TR CORP COM 82735Q102 333 19,400 SH   DFND 1,3 0 19,400 0
SILVER BAY RLTY TR CORP COM 82735Q102 651 37,980 SH   DFND 15 0 37,980 0
SILVER SPRING NETWORKS INC COM 82817Q103 50 3,724 SH   DFND 12,15 0 3,724 0
SILVER SPRING NETWORKS INC COM 82817Q103 3,724 279,826 SH   DFND 15 0 279,826 0
SILVER STD RES INC COM 82823L106 12 1,313 SH   DFND 2,15 0 1,313 0
SILVER STD RES INC COM 82823L106 311 34,854 SH   DFND 15 0 34,854 0
SILVER STD RES INC COM 82823L106 5,400 605,384 SH   DFND 5 0 303,905 301,479
SILVER STD RES INC COM 82823L106 4,387 491,810 SH   DFND 5,9 0 491,810 0
SILVER STD RES INC COM 82823L106 975 109,268 SH   DFND 7 0 0 109,268
SILVER WHEATON CORP COM 828336107 1,034 53,495 SH   DFND 2 0 53,495 0
SILVER WHEATON CORP COM 828336107 435 22,515 SH   DFND 2,15 0 22,515 0
SILVER WHEATON CORP COM 828336107 20 1,058 SH   DFND 12,15 0 1,058 0
SILVER WHEATON CORP COM 828336107 22,798 1,179,998 SH   DFND 1,2 0 1,179,998 0
SILVER WHEATON CORP COM 828336107 2,372 122,762 SH   DFND 1,9 0 122,762 0
SILVER WHEATON CORP COM 828336107 1,767 91,454 SH   DFND 15 0 91,454 0
SILVER WHEATON CORP COM 828336107 583 30,200 SH   DFND 5 0 0 30,200
SILVER WHEATON CORP COM 828336107 207 10,700 SH   DFND 11 0 10,700 0
SILVER WHEATON CORP COM 828336107 8,405 435,026 SH   DFND 6 0 435,026 0
SILVER WHEATON CORP COM 828336107 190 9,825 SH   DFND 6,2 0 9,825 0
SILVER WHEATON CORP COM 828336107 1,021 52,826 SH   DFND 6,12 0 52,826 0
SILVER WHEATON CORP COM 828336107 93 4,825 SH   DFND 6,9 0 4,825 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 3,288 52,905 SH   DFND 15 0 52,905 0
SIMON PPTY GROUP INC NEW COM 828806109 378 2,125 SH   DFND 12,15 0 2,125 0
SIMON PPTY GROUP INC NEW COM 828806109 15,821 89,048 SH   DFND 14 0 89,048 0
SIMON PPTY GROUP INC NEW COM 828806109 1,596,775 8,987,307 SH   DFND 1 0 3,083,197 5,904,110
SIMON PPTY GROUP INC NEW COM 828806109 11,997 67,523 SH   DFND 1,2 0 67,523 0
SIMON PPTY GROUP INC NEW COM 828806109 3,524 19,834 SH   DFND 1,12 0 19,834 0
SIMON PPTY GROUP INC NEW COM 828806109 465 2,615 SH   DFND 1,9 0 2,615 0
SIMON PPTY GROUP INC NEW COM 828806109 61,142 344,132 SH   DFND 1,3 0 344,132 0
SIMON PPTY GROUP INC NEW COM 828806109 2,204 12,403 SH   DFND 1,15 0 12,403 0
SIMON PPTY GROUP INC NEW COM 828806109 26,731 150,452 SH   DFND 1,13 0 150,452 0
SIMON PPTY GROUP INC NEW COM 828806109 64,314 361,986 SH   DFND 15 0 361,986 0
SIMON PPTY GROUP INC NEW COM 828806109 3,722 20,950 SH   DFND 5,6 0 9,750 11,200
SIMON PPTY GROUP INC NEW COM 828806109 1,319 7,424 SH   DFND 11 0 7,424 0
SIMON PPTY GROUP INC NEW COM 828806109 1,205 6,782 SH   DFND 13 0 6,782 0
SIMPSON MANUFACTURING CO INC COM 829073105 14 313 SH   DFND 1 0 313 0
SIMPSON MANUFACTURING CO INC COM 829073105 15,852 362,325 SH   DFND 15 0 362,325 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 342 10,253 SH   DFND 14 0 10,253 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 2,231 66,900 SH   DFND 15 0 66,900 0
SIRIUS XM HLDGS INC COM 82968B103 4,975 1,117,953 SH   DFND 12,15 0 1,117,953 0
SIRIUS XM HLDGS INC COM 82968B103 1,106 248,461 SH   DFND 14 0 248,461 0
SIRIUS XM HLDGS INC COM 82968B103 276 61,950 SH   DFND 1 0 57,700 4,250
SIRIUS XM HLDGS INC COM 82968B103 182,236 40,951,944 SH   DFND 15 0 40,951,944 0
SIRIUS XM HLDGS INC COM 82968B103 709 159,300 SH   DFND 5 0 0 159,300
SIRIUS XM HLDGS INC COM 82968B103 5 1,140 SH   DFND 5,6 0 1,140 0
SIRIUS XM HLDGS INC COM 82968B103 191 43,000 SH   DFND 11 0 43,000 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 6 178 SH   DFND 15 0 178 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 8,509 245,000 SH   DFND 6 0 245,000 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 48 807 SH   DFND 12,15 0 807 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 6 100 SH   DFND 1 0 100 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 1,170 19,520 SH   DFND 15 0 19,520 0
SKECHERS U S A INC CL A 830566105 1,238 50,380 SH   DFND 14 0 50,380 0
SKECHERS U S A INC CL A 830566105 1,836 74,709 SH   DFND 15 0 74,709 0
SKY SOLAR HLDGS LTD SPONSORED ADR 83084J103 419 187,864 SH   DFND 15 0 187,864 0
SKYWEST INC COM 830879102 9,026 247,632 SH   DFND 15 0 247,632 0
SKYWORKS SOLUTIONS INC COM 83088M102 30,102 403,185 SH   DFND 2 0 403,185 0
SKYWORKS SOLUTIONS INC COM 83088M102 3,089 41,372 SH   DFND 12,15 0 41,372 0
SKYWORKS SOLUTIONS INC COM 83088M102 2,141 28,680 SH   DFND 14 0 28,680 0
SKYWORKS SOLUTIONS INC COM 83088M102 13,805 184,903 SH   DFND 1 0 184,903 0
SKYWORKS SOLUTIONS INC COM 83088M102 113,770 1,523,841 SH   DFND 15 0 1,523,841 0
SKYWORKS SOLUTIONS INC COM 83088M102 343 4,600 SH   DFND 5 0 0 4,600
SKYWORKS SOLUTIONS INC COM 83088M102 329 4,400 SH   DFND 11 0 4,400 0
SMITH & WESSON HLDG CORP COM 831756101 4,401 208,794 SH   DFND 15 0 208,794 0
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 42,253 1,404,704 SH   DFND 1 0 1,404,704 0
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 6,688 222,350 SH   DFND 15 0 222,350 0
SMITH A O COM 831865209 117 2,470 SH   DFND 12,15 0 2,470 0
SMITH A O COM 831865209 1,508 31,839 SH   DFND 14 0 31,839 0
SMITH A O COM 831865209 94,004 1,985,301 SH   DFND 1 0 1,957,415 27,886
SMITH A O COM 831865209 382 8,065 SH   DFND 1,3 0 8,065 0
SMITH A O COM 831865209 67,620 1,428,093 SH   DFND 15 0 1,428,093 0
SMITH A O COM 831865209 175 3,700 SH   DFND 11 0 3,700 0
SMART & FINAL STORES INC COM 83190B101 853 60,497 SH   DFND 15 0 60,497 0
SMUCKER J M CO COM NEW 832696405 255 1,994 SH   DFND 12,15 0 1,994 0
SMUCKER J M CO COM NEW 832696405 458 3,575 SH   DFND 4 0 3,575 0
SMUCKER J M CO COM NEW 832696405 1,815 14,170 SH   DFND 14 0 14,170 0
SMUCKER J M CO COM NEW 832696405 69,110 539,666 SH   DFND 1 0 525,116 14,550
SMUCKER J M CO COM NEW 832696405 6,794 53,050 SH   DFND 1,4 0 53,050 0
SMUCKER J M CO COM NEW 832696405 1,229 9,600 SH   DFND 1,9 0 9,600 0
SMUCKER J M CO COM NEW 832696405 948 7,400 SH   DFND 1,3 0 7,400 0
SMUCKER J M CO COM NEW 832696405 8,307 64,867 SH   DFND 1,5 0 16,917 47,950
SMUCKER J M CO COM NEW 832696405 25,430 198,582 SH   DFND 15 0 198,582 0
SMUCKER J M CO COM NEW 832696405 6,658 51,991 SH   DFND 5 0 12,246 39,745
SMUCKER J M CO COM NEW 832696405 3,987 31,137 SH   DFND 5,9 0 31,137 0
SMUCKER J M CO COM NEW 832696405 1,873 14,625 SH   DFND 5,6 0 6,822 7,803
SMUCKER J M CO COM NEW 832696405 626 4,891 SH   DFND 5,7 0 0 4,891
SMUCKER J M CO COM NEW 832696405 371 2,900 SH   DFND 11 0 2,900 0
SMUCKER J M CO COM NEW 832696405 182 1,423 SH   DFND 6 0 1,423 0
SMUCKER J M CO COM NEW 832696405 846 6,608 SH   DFND 7 0 0 6,608
SMUCKER J M CO COM NEW 832696405 873 6,821 SH   DFND 13 0 6,821 0
SNAP ON INC COM 833034101 88 515 SH   DFND 12,15 0 515 0
SNAP ON INC COM 833034101 847 4,948 SH   DFND 14 0 4,948 0
SNAP ON INC COM 833034101 13,601 79,415 SH   DFND 1 0 79,415 0
SNAP ON INC COM 833034101 1,937 11,310 SH   DFND 15 0 11,310 0
SNAP ON INC COM 833034101 240 1,400 SH   DFND 11 0 1,400 0
SNYDERS-LANCE INC COM 833551104 432 11,278 SH   DFND 14 0 11,278 0
SNYDERS-LANCE INC COM 833551104 2,009 52,388 SH   DFND 15 0 52,388 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 171 5,963 SH   DFND 14 0 5,963 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 2,837 99,013 SH   DFND 15 0 99,013 0
SOHU COM INC COM 83408W103 767 22,640 SH   DFND 1 0 22,640 0
SOHU COM INC COM 83408W103 430 12,700 SH   DFND 1,3 0 12,700 0
SOHU COM INC COM 83408W103 4,234 124,921 SH   DFND 15 0 124,921 0
SOHU COM INC COM 83408W103 11,650 343,767 SH   DFND 6 0 306,502 37,265
SOHU COM INC COM 83408W103 174 5,149 SH   DFND 6,2 0 5,149 0
SOHU COM INC COM 83408W103 713 21,036 SH   DFND 6,12 0 21,036 0
SOLAR CAP LTD COM 83413U100 24 1,144 SH   DFND 12,15 0 1,144 0
SOLAR CAP LTD COM 83413U100 61 2,932 SH   DFND 14 0 2,932 0
SOLAR CAP LTD COM 83413U100 1,580 75,877 SH   DFND 15 0 75,877 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 35 2,822 SH   DFND 12,15 0 2,822 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 3,269 263,619 SH   DFND 15 0 263,619 0
SONIC CORP COM 835451105 32 1,223 SH   DFND 12,15 0 1,223 0
SONIC CORP COM 835451105 376 14,190 SH   DFND 14 0 14,190 0
SONIC CORP COM 835451105 2,244 84,648 SH   DFND 15 0 84,648 0
SONIC AUTOMOTIVE INC CL A 83545G102 65 2,855 SH   DFND 12,15 0 2,855 0
SONIC AUTOMOTIVE INC CL A 83545G102 1,283 56,009 SH   DFND 15 0 56,009 0
SONOCO PRODS CO COM 835495102 100 1,906 SH   DFND 12,15 0 1,906 0
SONOCO PRODS CO COM 835495102 1,100 20,874 SH   DFND 14 0 20,874 0
SONOCO PRODS CO COM 835495102 134,359 2,549,509 SH   DFND 1 0 2,549,509 0
SONOCO PRODS CO COM 835495102 330 6,253 SH   DFND 1,9 0 6,253 0
SONOCO PRODS CO COM 835495102 441 8,377 SH   DFND 1,3 0 8,377 0
SONOCO PRODS CO COM 835495102 10,858 206,042 SH   DFND 15 0 206,042 0
SONY CORP ADR NEW 835699307 1,898 67,721 SH   DFND 1,9 0 67,721 0
SONY CORP ADR NEW 835699307 1,057 37,715 SH   DFND 15 0 37,715 0
SOTHEBYS COM 835898107 185 4,634 SH   DFND 14 0 4,634 0
SOTHEBYS COM 835898107 411 10,300 SH   DFND 1 0 10,300 0
SOTHEBYS COM 835898107 3,498 87,768 SH   DFND 15 0 87,768 0
SONUS NETWORKS INC COM NEW 835916503 1,882 298,730 SH   DFND 1 0 192,730 106,000
SONUS NETWORKS INC COM NEW 835916503 416 66,000 SH   DFND 1,3 0 66,000 0
SONUS NETWORKS INC COM NEW 835916503 238 37,749 SH   DFND 15 0 37,749 0
SONUS NETWORKS INC COM NEW 835916503 122 19,427 SH   DFND 5 0 0 19,427
SOURCE CAP INC COM 836144105 533 14,832 SH   DFND 14 0 14,832 0
SOUTH JERSEY INDS INC COM 838518108 5,264 156,236 SH   DFND 14 0 156,236 0
SOUTH JERSEY INDS INC COM 838518108 13 376 SH   DFND 1 0 376 0
SOUTH JERSEY INDS INC COM 838518108 32,736 971,694 SH   DFND 15 0 971,694 0
SOUTH ST CORP COM 840441109 1,479 16,922 SH   DFND 15 0 16,922 0
SOUTHERN CO COM 842587107 962 19,551 SH   DFND 12,15 0 19,551 0
SOUTHERN CO COM 842587107 581 11,803 SH   DFND 4 0 11,803 0
SOUTHERN CO COM 842587107 4,845 98,498 SH   DFND 14 0 98,498 0
SOUTHERN CO COM 842587107 17,081 347,239 SH   DFND 1 0 346,389 850
SOUTHERN CO COM 842587107 1,323 26,900 SH   DFND 1,4 0 26,900 0
SOUTHERN CO COM 842587107 177,220 3,602,766 SH   DFND 15 0 3,602,766 0
SOUTHERN CO COM 842587107 1,805 36,700 SH   DFND 5 0 0 36,700
SOUTHERN CO COM 842587107 10 200 SH   DFND 5,6 0 200 0
SOUTHERN CO COM 842587107 1,136 23,088 SH   DFND 11 0 23,088 0
SOUTHERN COPPER CORP COM 84265V105 138 4,331 SH   DFND 12,15 0 4,331 0
SOUTHERN COPPER CORP COM 84265V105 2,553 79,936 SH   DFND 15 0 79,936 0
SOUTHSIDE BANCSHARES INC COM 84470P109 2,562 68,006 SH   DFND 15 0 68,006 0
SOUTHWEST AIRLS CO COM 844741108 73 1,474 SH   DFND 12,15 0 1,474 0
SOUTHWEST AIRLS CO COM 844741108 9,584 192,290 SH   DFND 14 0 192,290 0
SOUTHWEST AIRLS CO COM 844741108 59,350 1,190,809 SH   DFND 1 0 1,190,809 0
SOUTHWEST AIRLS CO COM 844741108 22 437 SH   DFND 1,15 0 437 0
SOUTHWEST AIRLS CO COM 844741108 3,108 62,354 SH   DFND 15 0 62,354 0
SOUTHWEST AIRLS CO COM 844741108 189 3,792 SH   DFND 11 0 3,792 0
SOUTHWEST BANCORP INC OKLA COM 844767103 1,002 34,540 SH   DFND 1 0 34,540 0
SOUTHWEST BANCORP INC OKLA COM 844767103 313 10,800 SH   DFND 1,3 0 10,800 0
SOUTHWEST BANCORP INC OKLA COM 844767103 970 33,444 SH   DFND 15 0 33,444 0
SOUTHWEST GAS CORP COM 844895102 70 916 SH   DFND 12,15 0 916 0
SOUTHWEST GAS CORP COM 844895102 20,526 267,887 SH   DFND 1 0 267,887 0
SOUTHWEST GAS CORP COM 844895102 11,083 144,654 SH   DFND 15 0 144,654 0
SOUTHWESTERN ENERGY CO COM 845467109 257 23,797 SH   DFND 12,15 0 23,797 0
SOUTHWESTERN ENERGY CO COM 845467109 1,842 170,198 SH   DFND 14 0 170,198 0
SOUTHWESTERN ENERGY CO COM 845467109 11,815 1,091,978 SH   DFND 1 0 1,091,978 0
SOUTHWESTERN ENERGY CO COM 845467109 11,033 1,019,653 SH   DFND 15 0 1,019,653 0
SOUTHWESTERN ENERGY CO COM 845467109 507 46,827 SH   DFND 5 0 0 46,827
SOUTHWESTERN ENERGY CO COM 845467109 118 10,950 SH   DFND 11 0 10,950 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 11,675 458,400 SH   DFND 1 0 458,400 0
SPARK ENERGY INC CL A COM 846511103 1,681 55,474 SH   DFND 15 0 55,474 0
SPARK THERAPEUTICS INC COM 84652J103 9,452 189,427 SH   DFND 1 0 189,427 0
SPARK THERAPEUTICS INC COM 84652J103 2,723 54,567 SH   DFND 1,12 0 54,567 0
SPARK THERAPEUTICS INC COM 84652J103 1,590 31,873 SH   DFND 15 0 31,873 0
SPARTAN MTRS INC COM 846819100 902 97,460 SH   DFND 1 0 97,460 0
SPARTAN MTRS INC COM 846819100 444 48,000 SH   DFND 1,3 0 48,000 0
SPARTAN MTRS INC COM 846819100 851 92,030 SH   DFND 15 0 92,030 0
SPARTANNASH CO COM 847215100 11,527 291,522 SH   DFND 15 0 291,522 0
SPARTON CORP COM 847235108 734 30,794 SH   DFND 15 0 30,794 0
SPECTRA ENERGY CORP COM 847560109 595 14,492 SH   DFND 12,15 0 14,492 0
SPECTRA ENERGY CORP COM 847560109 2,805 68,270 SH   DFND 14 0 68,270 0
SPECTRA ENERGY CORP COM 847560109 15,651 380,895 SH   DFND 1 0 380,895 0
SPECTRA ENERGY CORP COM 847560109 195 4,747 SH   DFND 1,11 0 4,747 0
SPECTRA ENERGY CORP COM 847560109 8,415 204,793 SH   DFND 15 0 204,793 0
SPECTRA ENERGY CORP COM 847560109 998 24,282 SH   DFND 5 0 0 24,282
SPECTRA ENERGY CORP COM 847560109 1,022 24,876 SH   DFND 5,6 0 10,610 14,266
SPECTRA ENERGY CORP COM 847560109 696 16,948 SH   DFND 11 0 16,948 0
SPECTRA ENERGY CORP COM 847560109 387 9,423 SH   DFND 13 0 9,423 0
SPECTRA ENERGY PARTNERS LP COM 84756N109 1,884 41,097 SH   DFND 14 0 41,097 0
SPECTRA ENERGY PARTNERS LP COM 84756N109 31 680 SH   DFND 1 0 680 0
SPECTRANETICS CORP COM 84760C107 1,983 80,955 SH   DFND 15 0 80,955 0
SPECTRANETICS CORP MTNF 2.625% 6/0 84760CAA5 10,078 9,773,000 PRN   DFND 1 0 9,773,000 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 951 214,667 SH   DFND 15 0 214,667 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 520 4,251 SH   DFND 14 0 4,251 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 13,515 110,481 SH   DFND 15 0 110,481 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 86 700 SH   DFND 11 0 700 0
SPEEDWAY MOTORSPORTS INC COM 847788106 942 43,466 SH   DFND 15 0 43,466 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 98 1,673 SH   DFND 12,15 0 1,673 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 616 10,550 SH   DFND 4 0 10,550 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1,793 30,735 SH   DFND 14 0 30,735 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 18,284 313,350 SH   DFND 1 0 274,550 38,800
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 10,655 182,600 SH   DFND 1,4 0 182,600 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1,517 26,000 SH   DFND 1,9 0 26,000 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1,529 26,200 SH   DFND 1,3 0 26,200 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 4,032 69,100 SH   DFND 1,5 0 0 69,100
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1,520 26,044 SH   DFND 15 0 26,044 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 730 12,512 SH   DFND 5 0 0 12,512
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 891 15,266 SH   DFND 5,6 0 6,634 8,632
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 286 4,895 SH   DFND 13 0 4,895 0
SPIRIT AIRLS INC COM 848577102 29,892 516,619 SH   DFND 2 0 516,619 0
SPIRIT AIRLS INC COM 848577102 1,537 26,564 SH   DFND 14 0 26,564 0
SPIRIT AIRLS INC COM 848577102 7,460 128,930 SH   DFND 1 0 89,317 39,613
SPIRIT AIRLS INC COM 848577102 30,927 534,506 SH   DFND 1,2 0 534,506 0
SPIRIT AIRLS INC COM 848577102 762 13,165 SH   DFND 15 0 13,165 0
SPIRE INC COM 84857L101 76 1,171 SH   DFND 12,15 0 1,171 0
SPIRE INC COM 84857L101 3,156 48,896 SH   DFND 14 0 48,896 0
SPIRE INC COM 84857L101 17 259 SH   DFND 1 0 259 0
SPIRE INC COM 84857L101 16,033 248,382 SH   DFND 15 0 248,382 0
SPIRIT RLTY CAP INC NEW COM 84860W102 56 5,111 SH   DFND 12,15 0 5,111 0
SPIRIT RLTY CAP INC NEW COM 84860W102 312 28,741 SH   DFND 14 0 28,741 0
SPIRIT RLTY CAP INC NEW COM 84860W102 34,242 3,153,057 SH   DFND 1 0 0 3,153,057
SPIRIT RLTY CAP INC NEW COM 84860W102 292 26,921 SH   DFND 1,15 0 26,921 0
SPIRIT RLTY CAP INC NEW COM 84860W102 1,210 111,407 SH   DFND 15 0 111,407 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 4,163 4,000,000 PRN   DFND 1 0 4,000,000 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 5,111 4,865,000 PRN   DFND 1 0 4,865,000 0
SPLUNK INC COM 848637104 13,975 273,225 SH   DFND 2 0 273,225 0
SPLUNK INC COM 848637104 565 11,044 SH   DFND 14 0 11,044 0
SPLUNK INC COM 848637104 1,483 28,995 SH   DFND 15 0 28,995 0
SPLUNK INC COM 848637104 159 3,100 SH   DFND 11 0 3,100 0
SPOK HLDGS INC COM 84863T106 2,851 137,401 SH   DFND 15 0 137,401 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 174 18,510 SH   DFND 15 0 18,510 0
SPRINT CORP COM SER 1 85207U105 169 20,038 SH   DFND 12,15 0 20,038 0
SPRINT CORP COM SER 1 85207U105 2,610 309,924 SH   DFND 14 0 309,924 0
SPRINT CORP COM SER 1 85207U105 254,471 30,222,234 SH   DFND 1 0 30,222,234 0
SPRINT CORP COM SER 1 85207U105 4,154 493,355 SH   DFND 1,12 0 493,355 0
SPRINT CORP COM SER 1 85207U105 8,397 997,288 SH   DFND 15 0 997,288 0
SPRINT CORP COM SER 1 85207U105 159 18,854 SH   DFND 11 0 18,854 0
SPROUTS FMRS MKT INC COM 85208M102 558 29,497 SH   DFND 14 0 29,497 0
SPROUTS FMRS MKT INC COM 85208M102 2,508 132,567 SH   DFND 15 0 132,567 0
SQUARE INC CL A 852234103 431 31,624 SH   DFND 15 0 31,624 0
STAGE STORES INC COM NEW 85254C305 713 163,075 SH   DFND 15 0 163,075 0
STAG INDL INC COM 85254J102 437 18,301 SH   DFND 1 0 18,301 0
STAG INDL INC COM 85254J102 6,630 277,764 SH   DFND 15 0 277,764 0
STAMPS COM INC COM NEW 852857200 11,891 103,717 SH   DFND 15 0 103,717 0
STANDARD MTR PRODS INC COM 853666105 407 7,647 SH   DFND 14 0 7,647 0
STANDARD MTR PRODS INC COM 853666105 2,777 52,177 SH   DFND 15 0 52,177 0
STANDEX INTL CORP COM 854231107 887 10,095 SH   DFND 14 0 10,095 0
STANDEX INTL CORP COM 854231107 12 137 SH   DFND 1 0 137 0
STANDEX INTL CORP COM 854231107 9,031 102,804 SH   DFND 15 0 102,804 0
STANLEY BLACK & DECKER INC COM 854502101 366 3,194 SH   DFND 12,15 0 3,194 0
STANLEY BLACK & DECKER INC COM 854502101 79,730 695,179 SH   DFND 14 0 695,179 0
STANLEY BLACK & DECKER INC COM 854502101 218,113 1,901,758 SH   DFND 1 0 1,900,258 1,500
STANLEY BLACK & DECKER INC COM 854502101 431 3,758 SH   DFND 1,3 0 3,758 0
STANLEY BLACK & DECKER INC COM 854502101 1,455 12,684 SH   DFND 1,15 0 12,684 0
STANLEY BLACK & DECKER INC COM 854502101 13,771 120,068 SH   DFND 15 0 120,068 0
STANLEY BLACK & DECKER INC COM 854502101 909 7,922 SH   DFND 5 0 0 7,922
STANLEY BLACK & DECKER INC COM 854502101 7 60 SH   DFND 5,6 0 60 0
STANLEY BLACK & DECKER INC COM 854502101 424 3,693 SH   DFND 11 0 3,693 0
STANTEC INC COM 85472N109 26 1,048 SH   DFND 2,15 0 1,048 0
STANTEC INC COM 85472N109 41 1,606 SH   DFND 12,15 0 1,606 0
STANTEC INC COM 85472N109 1,746 69,165 SH   DFND 15 0 69,165 0
STAPLES INC COM 855030102 324 35,825 SH   DFND 12,15 0 35,825 0
STAPLES INC COM 855030102 39,522 4,367,110 SH   DFND 1 0 4,162,410 204,700
STAPLES INC COM 855030102 7,179 793,300 SH   DFND 1,4 0 793,300 0
STAPLES INC COM 855030102 1,006 111,200 SH   DFND 1,9 0 111,200 0
STAPLES INC COM 855030102 1,024 113,100 SH   DFND 1,3 0 113,100 0
STAPLES INC COM 855030102 19 2,075 SH   DFND 1,15 0 2,075 0
STAPLES INC COM 855030102 5,038 556,712 SH   DFND 1,5 0 216,912 339,800
STAPLES INC COM 855030102 4,862 537,243 SH   DFND 15 0 537,243 0
STAPLES INC COM 855030102 12,289 1,357,954 SH   DFND 5 0 584,987 772,967
STAPLES INC COM 855030102 7,347 811,808 SH   DFND 5,9 0 811,808 0
STAPLES INC COM 855030102 2,291 253,129 SH   DFND 5,6 0 109,917 143,212
STAPLES INC COM 855030102 388 42,869 SH   DFND 5,7 0 0 42,869
STAPLES INC COM 855030102 154 17,071 SH   DFND 11 0 17,071 0
STAPLES INC COM 855030102 4,706 520,053 SH   DFND 6 0 0 520,053
STAPLES INC COM 855030102 1,670 184,558 SH   DFND 7 0 0 184,558
STAPLES INC COM 855030102 1,046 115,542 SH   DFND 13 0 115,542 0
STARBUCKS CORP COM 855244109 18,007 324,332 SH   DFND 12,15 0 324,332 0
STARBUCKS CORP COM 855244109 482 8,676 SH   DFND 4 0 8,676 0
STARBUCKS CORP COM 855244109 13,457 242,377 SH   DFND 14 0 242,377 0
STARBUCKS CORP COM 855244109 50 900 SH Call DFND 14 0 0 0
STARBUCKS CORP COM 855244109 17,219 310,133 SH   DFND 1 0 310,133 0
STARBUCKS CORP COM 855244109 3,009 54,198 SH   DFND 1,9 0 54,198 0
STARBUCKS CORP COM 855244109 1,609 28,988 SH   DFND 1,15 0 28,988 0
STARBUCKS CORP COM 855244109 642,167 11,566,410 SH   DFND 15 0 11,566,410 0
STARBUCKS CORP COM 855244109 3,094 55,720 SH   DFND 5 0 0 55,720
STARBUCKS CORP COM 855244109 1,926 34,698 SH   DFND 11 0 34,698 0
STATE AUTO FINL CORP COM 855707105 599 22,335 SH   DFND 15 0 22,335 0
STARWOOD PPTY TR INC COM 85571B105 94 4,264 SH   DFND 12,15 0 4,264 0
STARWOOD PPTY TR INC COM 85571B105 1,777 80,947 SH   DFND 14 0 80,947 0
STARWOOD PPTY TR INC COM 85571B105 5,557 253,183 SH   DFND 1 0 253,183 0
STARWOOD PPTY TR INC COM 85571B105 1,724 78,560 SH   DFND 15 0 78,560 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 19,391 17,800,000 PRN   DFND 1 0 17,800,000 0
STATE BK FINL CORP COM 856190103 661 24,600 SH   DFND 15 0 24,600 0
STATE STR CORP COM 857477103 668 8,601 SH   DFND 12,15 0 8,601 0
STATE STR CORP COM 857477103 2,906 37,396 SH   DFND 14 0 37,396 0
STATE STR CORP COM 857477103 747,351 9,615,948 SH   DFND 1 0 8,989,140 626,808
STATE STR CORP COM 857477103 1,349 17,355 SH   DFND 1,9 0 17,355 0
STATE STR CORP COM 857477103 545 7,015 SH   DFND 1,3 0 7,015 0
STATE STR CORP COM 857477103 62,016 797,945 SH   DFND 15 0 797,945 0
STATE STR CORP COM 857477103 1,380 17,752 SH   DFND 5 0 0 17,752
STATE STR CORP COM 857477103 1,986 25,558 SH   DFND 5,6 0 11,070 14,488
STATE STR CORP COM 857477103 713 9,176 SH   DFND 11 0 9,176 0
STATE STR CORP COM 857477103 832 10,706 SH   DFND 13 0 10,706 0
STATOIL ASA SPONSORED ADR 85771P102 8,691 476,506 SH   DFND 14 0 476,506 0
STATOIL ASA SPONSORED ADR 85771P102 15,029 823,956 SH   DFND 15 0 823,956 0
STEEL DYNAMICS INC COM 858119100 255 7,163 SH   DFND 12,15 0 7,163 0
STEEL DYNAMICS INC COM 858119100 2,271 63,814 SH   DFND 14 0 63,814 0
STEEL DYNAMICS INC COM 858119100 7,850 220,637 SH   DFND 15 0 220,637 0
STEELCASE INC CL A 858155203 58,600 3,273,751 SH   DFND 1 0 3,127,867 145,884
STEELCASE INC CL A 858155203 2,496 139,463 SH   DFND 15 0 139,463 0
STEIN MART INC COM 858375108 638 116,397 SH   DFND 15 0 116,397 0
STEPAN CO COM 858586100 769 9,435 SH   DFND 14 0 9,435 0
STEPAN CO COM 858586100 5,834 71,601 SH   DFND 15 0 71,601 0
STEMLINE THERAPEUTICS INC COM 85858C107 1,745 163,096 SH   DFND 2 0 163,096 0
STEMLINE THERAPEUTICS INC COM 85858C107 64 5,962 SH   DFND 15 0 5,962 0
STERICYCLE INC COM 858912108 92,288 1,197,924 SH   DFND 2 0 1,197,924 0
STERICYCLE INC COM 858912108 75 972 SH   DFND 12,15 0 972 0
STERICYCLE INC COM 858912108 112 1,454 SH   DFND 14 0 1,454 0
STERICYCLE INC COM 858912108 14,269 185,221 SH   DFND 1 0 185,221 0
STERICYCLE INC COM 858912108 6,047 78,494 SH   DFND 1,2 0 78,494 0
STERICYCLE INC COM 858912108 1,268 16,456 SH   DFND 15 0 16,456 0
STERICYCLE INC COM 858912108 331 4,300 SH   DFND 5 0 0 4,300
STERICYCLE INC COM 858912108 169 2,200 SH   DFND 11 0 2,200 0
STERICYCLE INC COM 858912108 545 7,079 SH   DFND 11,2 0 7,079 0
STERLING BANCORP DEL COM 85917A100 12 523 SH   DFND 1 0 523 0
STERLING BANCORP DEL COM 85917A100 16,562 707,783 SH   DFND 15 0 707,783 0
STERLING CONSTRUCTION CO INC COM 859241101 110 13,000 SH   DFND 1 0 13,000 0
STERLING CONSTRUCTION CO INC COM 859241101 53 6,300 SH   DFND 1,3 0 6,300 0
STERLING CONSTRUCTION CO INC COM 859241101 690 81,534 SH   DFND 15 0 81,534 0
STEWART INFORMATION SVCS COR COM 860372101 12 260 SH   DFND 1 0 260 0
STEWART INFORMATION SVCS COR COM 860372101 10,768 233,674 SH   DFND 15 0 233,674 0
STIFEL FINL CORP COM 860630102 83 1,665 SH   DFND 12,15 0 1,665 0
STIFEL FINL CORP COM 860630102 1,441 28,857 SH   DFND 14 0 28,857 0
STIFEL FINL CORP COM 860630102 146,668 2,936,295 SH   DFND 1 0 2,936,295 0
STIFEL FINL CORP COM 860630102 180 3,605 SH   DFND 1,3 0 3,605 0
STIFEL FINL CORP COM 860630102 1,149 22,996 SH   DFND 15 0 22,996 0
STILLWATER MNG CO COM 86074Q102 988 61,300 SH   DFND 1 0 61,300 0
STILLWATER MNG CO COM 86074Q102 385 23,900 SH   DFND 1,3 0 23,900 0
STILLWATER MNG CO COM 86074Q102 7,471 463,762 SH   DFND 15 0 463,762 0
STILLWATER MNG CO COM 86074Q102 68 4,200 SH   DFND 5 0 0 4,200
STILLWATER MNG CO NOTE 1.750%10/1 86074QAL6 2,558 2,000,000 PRN   DFND 1 0 2,000,000 0
STMICROELECTRONICS N V NY REGISTRY 861012102 150 13,232 SH   DFND 15 0 13,232 0
STOCK YDS BANCORP INC COM 861025104 817 17,395 SH   DFND 1 0 5,995 11,400
STOCK YDS BANCORP INC COM 861025104 66 1,400 SH   DFND 1,3 0 1,400 0
STOCK YDS BANCORP INC COM 861025104 730 15,559 SH   DFND 15 0 15,559 0
STONE ENERGY CORP COM NEW 861642304 15 2,101 SH   DFND 12,15 0 2,101 0
STONE ENERGY CORP COM NEW 861642304 207 28,931 SH   DFND 15 0 28,931 0
STONE HBR EMERG MRKTS INC FD COM 86164T107 737 50,348 SH   DFND 14 0 50,348 0
STONE HBR EMERG MRKTS INC FD COM 86164T107 1,242 84,837 SH   DFND 15 0 84,837 0
STONE HBR EMERG MKTS TL INC COM 86164W100 589 42,862 SH   DFND 14 0 42,862 0
STONE HBR EMERG MKTS TL INC COM 86164W100 1,227 89,241 SH   DFND 15 0 89,241 0
STONEGATE BK FT LAUDERDALE F COM 861811107 244 5,838 SH   DFND 15 0 5,838 0
STONERIDGE INC COM 86183P102 1,430 80,815 SH   DFND 1 0 80,815 0
STONERIDGE INC COM 86183P102 623 35,200 SH   DFND 1,3 0 35,200 0
STONERIDGE INC COM 86183P102 1,486 83,980 SH   DFND 15 0 83,980 0
STORE CAP CORP COM 862121100 24,557 993,806 SH   DFND 1 0 0 993,806
STORE CAP CORP COM 862121100 1,065 43,105 SH   DFND 15 0 43,105 0
STRAYER ED INC COM 863236105 56 700 SH   DFND 1 0 0 700
STRAYER ED INC COM 863236105 2,311 28,660 SH   DFND 15 0 28,660 0
STRYKER CORP COM 863667101 26,621 222,192 SH   DFND 2 0 222,192 0
STRYKER CORP COM 863667101 312 2,601 SH   DFND 12,15 0 2,601 0
STRYKER CORP COM 863667101 5,723 47,766 SH   DFND 14 0 47,766 0
STRYKER CORP COM 863667101 183,436 1,531,054 SH   DFND 1 0 1,531,054 0
STRYKER CORP COM 863667101 344 2,870 SH   DFND 1,9 0 2,870 0
STRYKER CORP COM 863667101 556 4,641 SH   DFND 1,3 0 4,641 0
STRYKER CORP COM 863667101 1,943 16,214 SH   DFND 1,15 0 16,214 0
STRYKER CORP COM 863667101 91,950 767,465 SH   DFND 15 0 767,465 0
STRYKER CORP COM 863667101 144 1,200 SH   DFND 10 0 1,200 0
STRYKER CORP COM 863667101 1,570 13,100 SH   DFND 5 0 0 13,100
STRYKER CORP COM 863667101 954 7,964 SH   DFND 11 0 7,964 0
STURM RUGER & CO INC COM 864159108 889 16,873 SH   DFND 14 0 16,873 0
STURM RUGER & CO INC COM 864159108 1,631 30,949 SH   DFND 15 0 30,949 0
SUCAMPO PHARMACEUTICALS INC CL A 864909106 821 60,600 SH   DFND 1 0 38,000 22,600
SUCAMPO PHARMACEUTICALS INC CL A 864909106 168 12,400 SH   DFND 1,3 0 12,400 0
SUCAMPO PHARMACEUTICALS INC CL A 864909106 6,000 442,830 SH   DFND 15 0 442,830 0
SUCAMPO PHARMACEUTICALS INC CL A 864909106 385 28,400 SH   DFND 5 0 0 28,400
SUCAMPO PHARMACEUTICALS INC DBCV 3.250%12/1 864909AA4 4,260 4,000,000 PRN   DFND 1 0 4,000,000 0
SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 1,459 190,961 SH   DFND 15 0 190,961 0
SUMMIT HOTEL PPTYS COM 866082100 279 17,402 SH   DFND 14 0 17,402 0
SUMMIT HOTEL PPTYS COM 866082100 5,472 341,340 SH   DFND 1 0 190,940 150,400
SUMMIT HOTEL PPTYS COM 866082100 1,480 92,300 SH   DFND 1,3 0 92,300 0
SUMMIT HOTEL PPTYS COM 866082100 3,253 202,949 SH   DFND 15 0 202,949 0
SUMMIT HOTEL PPTYS COM 866082100 431 26,895 SH   DFND 5 0 0 26,895
SUMMIT MATLS INC CL A 86614U100 9,741 409,464 SH   DFND 1 0 283,181 126,283
SUMMIT MATLS INC CL A 86614U100 6,983 293,537 SH   DFND 15 0 293,537 0
SUN CMNTYS INC COM 866674104 2,858 37,310 SH   DFND 14 0 37,310 0
SUN CMNTYS INC COM 866674104 160,604 2,096,387 SH   DFND 1 0 759,206 1,337,181
SUN CMNTYS INC COM 866674104 1,490 19,444 SH   DFND 1,2 0 19,444 0
SUN CMNTYS INC COM 866674104 398 5,192 SH   DFND 1,12 0 5,192 0
SUN CMNTYS INC COM 866674104 7,047 91,985 SH   DFND 1,3 0 91,985 0
SUN CMNTYS INC COM 866674104 407 5,317 SH   DFND 1,15 0 5,317 0
SUN CMNTYS INC COM 866674104 3,118 40,698 SH   DFND 1,13 0 40,698 0
SUN CMNTYS INC COM 866674104 7,039 91,884 SH   DFND 15 0 91,884 0
SUN LIFE FINL INC COM 866796105 21,456 558,600 SH   DFND 2 0 558,600 0
SUN LIFE FINL INC COM 866796105 3,311 86,210 SH   DFND 2,15 0 86,210 0
SUN LIFE FINL INC COM 866796105 108 2,801 SH   DFND 12,15 0 2,801 0
SUN LIFE FINL INC COM 866796105 2,497 65,000 SH   DFND 1 0 59,500 5,500
SUN LIFE FINL INC COM 866796105 1,023 26,626 SH   DFND 1,2 0 26,626 0
SUN LIFE FINL INC COM 866796105 1,333 34,700 SH   DFND 1,4 0 34,700 0
SUN LIFE FINL INC COM 866796105 127 3,300 SH   DFND 1,9 0 3,300 0
SUN LIFE FINL INC COM 866796105 207 5,400 SH   DFND 1,3 0 5,400 0
SUN LIFE FINL INC COM 866796105 161 4,200 SH   DFND 1,5 0 0 4,200
SUN LIFE FINL INC COM 866796105 3,448 89,759 SH   DFND 15 0 89,759 0
SUN LIFE FINL INC COM 866796105 470 12,249 SH   DFND 5 0 0 12,249
SUN LIFE FINL INC COM 866796105 7 180 SH   DFND 5,6 0 180 0
SUN LIFE FINL INC COM 866796105 557 14,500 SH   DFND 11 0 14,500 0
SUN HYDRAULICS CORP COM 866942105 563 14,080 SH   DFND 15 0 14,080 0
SUNCOR ENERGY INC NEW COM 867224107 4,904 150,000 SH   DFND 2 0 150,000 0
SUNCOR ENERGY INC NEW COM 867224107 7,630 233,399 SH   DFND 2,15 0 233,399 0
SUNCOR ENERGY INC NEW COM 867224107 200 6,120 SH   DFND 12,15 0 6,120 0
SUNCOR ENERGY INC NEW COM 867224107 20,554 628,740 SH   DFND 14 0 628,740 0
SUNCOR ENERGY INC NEW COM 867224107 1,555,080 47,570,521 SH   DFND 1 0 47,090,595 479,926
SUNCOR ENERGY INC NEW COM 867224107 73,856 2,259,294 SH   DFND 1,2 0 2,259,294 0
SUNCOR ENERGY INC NEW COM 867224107 11,337 346,801 SH   DFND 1,9 0 346,801 0
SUNCOR ENERGY INC NEW COM 867224107 40,636 1,243,081 SH   DFND 1,3 0 1,243,081 0
SUNCOR ENERGY INC NEW COM 867224107 45 1,374 SH   DFND 1,11 0 1,374 0
SUNCOR ENERGY INC NEW COM 867224107 11,613 355,251 SH   DFND 15 0 355,251 0
SUNCOR ENERGY INC NEW COM 867224107 3,077 94,120 SH   DFND 5 0 0 94,120
SUNCOR ENERGY INC NEW COM 867224107 3,828 117,100 SH   DFND 5,6 0 52,700 64,400
SUNCOR ENERGY INC NEW COM 867224107 1,285 39,309 SH   DFND 11 0 39,309 0
SUNCOR ENERGY INC NEW COM 867224107 1,584 48,454 SH   DFND 13 0 48,454 0
SUNCOKE ENERGY INC COM 86722A103 2,372 209,180 SH   DFND 1 0 73,180 136,000
SUNCOKE ENERGY INC COM 86722A103 449 39,600 SH   DFND 1,3 0 39,600 0
SUNCOKE ENERGY INC COM 86722A103 5,919 521,931 SH   DFND 15 0 521,931 0
SUNCOKE ENERGY PARTNERS L P COMUNIT REP LT 86722Y101 58 2,994 SH   DFND 12,15 0 2,994 0
SUNCOKE ENERGY PARTNERS L P COMUNIT REP LT 86722Y101 487 25,310 SH   DFND 15 0 25,310 0
SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 2,469 102,778 SH   DFND 14 0 102,778 0
SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 188 7,817 SH   DFND 1 0 7,817 0
SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 329 13,689 SH   DFND 15 0 13,689 0
SUNPOWER CORP COM 867652406 121 18,271 SH   DFND 12,15 0 18,271 0
SUNPOWER CORP COM 867652406 161 24,336 SH   DFND 14 0 24,336 0
SUNPOWER CORP COM 867652406 4,682 708,265 SH   DFND 15 0 708,265 0
SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 2,822 4,300,000 PRN   DFND 1 0 4,300,000 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 2,139 3,000,000 PRN   DFND 1 0 3,000,000 0
SUNOPTA INC COM 8676EP108 1,118 158,575 SH   DFND 15 0 158,575 0
SUNRUN INC COM 86771W105 36 6,827 SH   DFND 12,15 0 6,827 0
SUNRUN INC COM 86771W105 367 69,136 SH   DFND 14 0 69,136 0
SUNRUN INC COM 86771W105 3,112 586,013 SH   DFND 15 0 586,013 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 45 2,954 SH   DFND 12,15 0 2,954 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 767 50,305 SH   DFND 14 0 50,305 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 124 8,158 SH   DFND 1 0 8,158 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 193 12,660 SH   DFND 1,15 0 12,660 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 1,117 73,219 SH   DFND 15 0 73,219 0
SUNTRUST BKS INC COM 867914103 791 14,419 SH   DFND 12,15 0 14,419 0
SUNTRUST BKS INC COM 867914103 5,884 107,270 SH   DFND 14 0 107,270 0
SUNTRUST BKS INC COM 867914103 19,056 347,426 SH   DFND 1 0 340,226 7,200
SUNTRUST BKS INC COM 867914103 7,850 143,109 SH   DFND 1,5 0 117,609 25,500
SUNTRUST BKS INC COM 867914103 47,421 864,551 SH   DFND 15 0 864,551 0
SUNTRUST BKS INC COM 867914103 4,581 83,510 SH   DFND 5 0 28,242 55,268
SUNTRUST BKS INC COM 867914103 4,677 85,269 SH   DFND 5,6 0 38,968 46,301
SUNTRUST BKS INC COM 867914103 800 14,582 SH   DFND 5,7 0 0 14,582
SUNTRUST BKS INC COM 867914103 642 11,697 SH   DFND 11 0 11,697 0
SUNTRUST BKS INC COM 867914103 795 14,500 SH   DFND 6 0 14,500 0
SUNTRUST BKS INC COM 867914103 2,408 43,900 SH   DFND 13 0 43,900 0
SUPER MICRO COMPUTER INC COM 86800U104 1,234 43,993 SH   DFND 14 0 43,993 0
SUPER MICRO COMPUTER INC COM 86800U104 5,926 211,254 SH   DFND 15 0 211,254 0
SUPERIOR ENERGY SVCS INC COM 868157108 175 10,349 SH   DFND 12,15 0 10,349 0
SUPERIOR ENERGY SVCS INC COM 868157108 1,027 60,840 SH   DFND 14 0 60,840 0
SUPERIOR ENERGY SVCS INC COM 868157108 21,251 1,258,933 SH   DFND 1 0 1,258,233 700
SUPERIOR ENERGY SVCS INC COM 868157108 20,080 1,189,574 SH   DFND 1,2 0 1,189,574 0
SUPERIOR ENERGY SVCS INC COM 868157108 3,833 227,078 SH   DFND 1,9 0 227,078 0
SUPERIOR ENERGY SVCS INC COM 868157108 2,858 169,294 SH   DFND 15 0 169,294 0
SUPERIOR ENERGY SVCS INC COM 868157108 554 32,800 SH   DFND 5 0 0 32,800
SUPERIOR ENERGY SVCS INC COM 868157108 3 200 SH   DFND 5,6 0 200 0
SUPERIOR ENERGY SVCS INC COM 868157108 2,456 145,503 SH   DFND 6 0 145,503 0
SUPERIOR ENERGY SVCS INC COM 868157108 1,162 68,868 SH   DFND 6,12 0 68,868 0
SUPERIOR ENERGY SVCS INC COM 868157108 378 22,375 SH   DFND 6,9 0 22,375 0
SUPERIOR INDS INTL INC COM 868168105 1,828 69,392 SH   DFND 15 0 69,392 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 35,763 1,416,344 SH   DFND 1 0 1,416,344 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 2,958 117,145 SH   DFND 1,12 0 117,145 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 669 26,500 SH   DFND 1,3 0 26,500 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 4,924 195,003 SH   DFND 15 0 195,003 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 286 11,340 SH   DFND 5 0 0 11,340
SUPERNUS PHARMACEUTICALS INC COM 868459108 2,659 105,294 SH   DFND 6 0 105,294 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 1,302 51,548 SH   DFND 6,12 0 51,548 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 412 16,319 SH   DFND 6,9 0 16,319 0
SUPERVALU INC COM 868536103 136 29,153 SH   DFND 12,15 0 29,153 0
SUPERVALU INC COM 868536103 177 37,842 SH   DFND 14 0 37,842 0
SUPERVALU INC COM 868536103 2,165 463,625 SH   DFND 1 0 463,625 0
SUPERVALU INC COM 868536103 5,251 1,124,495 SH   DFND 15 0 1,124,495 0
SUPREME INDS INC CL A 868607102 4,200 267,502 SH   DFND 15 0 267,502 0
SURGERY PARTNERS INC COM 86881A100 429 27,087 SH   DFND 15 0 27,087 0
SURGICAL CARE AFFILIATES INC COM 86881L106 3,805 82,237 SH   DFND 15 0 82,237 0
SURMODICS INC COM 868873100 745 29,345 SH   DFND 15 0 29,345 0
SUTHERLAND ASSET MGMT CORP M COM 86933G105 250 18,609 SH   DFND 15 0 18,609 0
SWIFT TRANSN CO CL A 87074U101 56 2,305 SH   DFND 12,15 0 2,305 0
SWIFT TRANSN CO CL A 87074U101 85,664 3,516,591 SH   DFND 1 0 3,516,591 0
SWIFT TRANSN CO CL A 87074U101 813 33,359 SH   DFND 15 0 33,359 0
SWIFT TRANSN CO CL A 87074U101 2,752 112,968 SH   DFND 6 0 112,968 0
SWIFT TRANSN CO CL A 87074U101 1,286 52,779 SH   DFND 6,12 0 52,779 0
SWIFT TRANSN CO CL A 87074U101 388 15,930 SH   DFND 6,9 0 15,930 0
SYKES ENTERPRISES INC COM 871237103 266 9,221 SH   DFND 14 0 9,221 0
SYKES ENTERPRISES INC COM 871237103 13 444 SH   DFND 1 0 444 0
SYKES ENTERPRISES INC COM 871237103 13,843 479,662 SH   DFND 15 0 479,662 0
SYMANTEC CORP COM 871503108 3,634 152,129 SH   DFND 12,15 0 152,129 0
SYMANTEC CORP COM 871503108 2,959 123,876 SH   DFND 14 0 123,876 0
SYMANTEC CORP COM 871503108 75,439 3,157,763 SH   DFND 1 0 3,088,506 69,257
SYMANTEC CORP COM 871503108 238 9,975 SH   DFND 1,9 0 9,975 0
SYMANTEC CORP COM 871503108 48 2,029 SH   DFND 1,15 0 2,029 0
SYMANTEC CORP COM 871503108 122,597 5,131,743 SH   DFND 15 0 5,131,743 0
SYMANTEC CORP COM 871503108 414 17,323 SH   DFND 5 0 0 17,323
SYMANTEC CORP COM 871503108 346 14,500 SH   DFND 11 0 14,500 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 9,014 235,340 SH   DFND 15 0 235,340 0
SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157BAA1 13,797 13,140,000 PRN   DFND 1 0 13,140,000 0
SYNAPTICS INC COM 87157D109 972 18,142 SH   DFND 14 0 18,142 0
SYNAPTICS INC COM 87157D109 781 14,583 SH   DFND 15 0 14,583 0
SYNOPSYS INC COM 871607107 90 1,535 SH   DFND 12,15 0 1,535 0
SYNOPSYS INC COM 871607107 16,314 277,169 SH   DFND 1 0 277,169 0
SYNOPSYS INC COM 871607107 14,891 252,991 SH   DFND 15 0 252,991 0
SYNOPSYS INC COM 871607107 5,570 94,633 SH   DFND 5 0 94,633 0
SYNOPSYS INC COM 871607107 216 3,672 SH   DFND 11 0 3,672 0
SYNGENTA AG SPONSORED ADR 87160A100 8,283 104,777 SH   DFND 1 0 104,777 0
SYNGENTA AG SPONSORED ADR 87160A100 733 9,273 SH   DFND 15 0 9,273 0
SYNOVUS FINL CORP COM NEW 87161C501 116 2,816 SH   DFND 12,15 0 2,816 0
SYNOVUS FINL CORP COM NEW 87161C501 2,145 52,209 SH   DFND 14 0 52,209 0
SYNOVUS FINL CORP COM NEW 87161C501 28,071 683,328 SH   DFND 1 0 683,328 0
SYNOVUS FINL CORP COM NEW 87161C501 8,464 206,035 SH   DFND 15 0 206,035 0
SYNOVUS FINL CORP COM NEW 87161C501 3,520 85,678 SH   DFND 6 0 85,678 0
SYNOVUS FINL CORP COM NEW 87161C501 1,690 41,135 SH   DFND 6,12 0 41,135 0
SYNOVUS FINL CORP COM NEW 87161C501 549 13,376 SH   DFND 6,9 0 13,376 0
SYNTEL INC COM 87162H103 310 15,659 SH   DFND 15 0 15,659 0
SYNNEX CORP COM 87162W100 81 669 SH   DFND 12,15 0 669 0
SYNNEX CORP COM 87162W100 1,018 8,415 SH   DFND 14 0 8,415 0
SYNNEX CORP COM 87162W100 50,898 420,572 SH   DFND 1 0 420,572 0
SYNNEX CORP COM 87162W100 1,126 9,301 SH   DFND 15 0 9,301 0
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 1,037 170,299 SH   DFND 15 0 170,299 0
SYNERGY RES CORP COM 87164P103 7,765 871,458 SH   DFND 1 0 871,458 0
SYNERGY RES CORP COM 87164P103 3,969 445,498 SH   DFND 15 0 445,498 0
SYNCHRONY FINL COM 87165B103 696 19,199 SH   DFND 12,15 0 19,199 0
SYNCHRONY FINL COM 87165B103 2,308 63,644 SH   DFND 14 0 63,644 0
SYNCHRONY FINL COM 87165B103 297,132 8,192,217 SH   DFND 1 0 8,144,867 47,350
SYNCHRONY FINL COM 87165B103 6,336 174,700 SH   DFND 1,4 0 174,700 0
SYNCHRONY FINL COM 87165B103 874 24,100 SH   DFND 1,3 0 24,100 0
SYNCHRONY FINL COM 87165B103 5,504 151,754 SH   DFND 1,5 0 154 151,600
SYNCHRONY FINL COM 87165B103 31,145 858,702 SH   DFND 15 0 858,702 0
SYNCHRONY FINL COM 87165B103 1,579 43,548 SH   DFND 5 0 0 43,548
SYNCHRONY FINL COM 87165B103 1,637 45,125 SH   DFND 5,6 0 21,270 23,855
SYNCHRONY FINL COM 87165B103 149 4,097 SH   DFND 5,7 0 0 4,097
SYNCHRONY FINL COM 87165B103 715 19,700 SH   DFND 11 0 19,700 0
SYNCHRONY FINL COM 87165B103 708 19,527 SH   DFND 13 0 19,527 0
SYSCO CORP COM 871829107 1,391 25,125 SH   DFND 12,15 0 25,125 0
SYSCO CORP COM 871829107 76,857 1,388,061 SH   DFND 14 0 1,388,061 0
SYSCO CORP COM 871829107 319,002 5,761,282 SH   DFND 1 0 5,755,432 5,850
SYSCO CORP COM 871829107 1,473 26,611 SH   DFND 1,9 0 26,611 0
SYSCO CORP COM 871829107 991 17,902 SH   DFND 1,3 0 17,902 0
SYSCO CORP COM 871829107 2,036 36,768 SH   DFND 1,15 0 36,768 0
SYSCO CORP COM 871829107 659 11,900 SH   DFND 1,5 0 0 11,900
SYSCO CORP COM 871829107 103,834 1,875,271 SH   DFND 15 0 1,875,271 0
SYSCO CORP COM 871829107 15,341 277,068 SH   DFND 5 0 199,930 77,138
SYSCO CORP COM 871829107 3,049 55,060 SH   DFND 5,6 0 25,260 29,800
SYSCO CORP COM 871829107 299 5,400 SH   DFND 5,7 0 0 5,400
SYSCO CORP COM 871829107 689 12,445 SH   DFND 11 0 12,445 0
SYSCO CORP COM 871829107 467 8,434 SH   DFND 6 0 8,434 0
SYSCO CORP COM 871829107 1,244 22,475 SH   DFND 13 0 22,475 0
TCF FINL CORP COM 872275102 73 3,749 SH   DFND 12,15 0 3,749 0
TCF FINL CORP COM 872275102 6,131 312,958 SH   DFND 15 0 312,958 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 208 3,529 SH   DFND 1 0 3,529 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 168 2,848 SH   DFND 15 0 2,848 0
TCW STRATEGIC INCOME FUND IN COM 872340104 1,084 203,446 SH   DFND 14 0 203,446 0
TCW STRATEGIC INCOME FUND IN COM 872340104 2,426 455,246 SH   DFND 15 0 455,246 0
TD AMERITRADE HLDG CORP COM 87236Y108 96 2,195 SH   DFND 12,15 0 2,195 0
TD AMERITRADE HLDG CORP COM 87236Y108 1,167 26,774 SH   DFND 14 0 26,774 0
TD AMERITRADE HLDG CORP COM 87236Y108 52,603 1,206,500 SH   DFND 1 0 1,206,500 0
TD AMERITRADE HLDG CORP COM 87236Y108 1,411 32,367 SH   DFND 15 0 32,367 0
TD AMERITRADE HLDG CORP COM 87236Y108 693 15,900 SH   DFND 5 0 0 15,900
TD AMERITRADE HLDG CORP COM 87236Y108 279 6,400 SH   DFND 11 0 6,400 0
TCP CAP CORP COM 87238Q103 4,875 288,463 SH   DFND 14 0 288,463 0
TCP CAP CORP COM 87238Q103 64 3,777 SH   DFND 15 0 3,777 0
TFS FINL CORP COM 87240R107 1,080 56,708 SH   DFND 15 0 56,708 0
THL CR INC COM 872438106 7,343 733,564 SH   DFND 15 0 733,564 0
THL CR SR LN FD COM 87244R103 4,815 256,940 SH   DFND 14 0 256,940 0
TJX COS INC NEW COM 872540109 483 6,427 SH   DFND 12,15 0 6,427 0
TJX COS INC NEW COM 872540109 7,659 101,943 SH   DFND 14 0 101,943 0
TJX COS INC NEW COM 872540109 106,096 1,412,160 SH   DFND 1 0 1,411,910 250
TJX COS INC NEW COM 872540109 2,825 37,600 SH   DFND 1,9 0 37,600 0
TJX COS INC NEW COM 872540109 456 6,076 SH   DFND 1,3 0 6,076 0
TJX COS INC NEW COM 872540109 1,526 20,306 SH   DFND 1,15 0 20,306 0
TJX COS INC NEW COM 872540109 41,577 553,400 SH   DFND 15 0 553,400 0
TJX COS INC NEW COM 872540109 2,179 29,000 SH   DFND 5 0 0 29,000
TJX COS INC NEW COM 872540109 5 60 SH   DFND 5,6 0 60 0
TJX COS INC NEW COM 872540109 1,165 15,500 SH   DFND 11 0 15,500 0
T MOBILE US INC COM 872590104 10,768 187,231 SH   DFND 12,15 0 187,231 0
T MOBILE US INC COM 872590104 7,696 133,812 SH   DFND 14 0 133,812 0
T MOBILE US INC COM 872590104 4,642 80,725 SH   DFND 1 0 80,725 0
T MOBILE US INC COM 872590104 370,763 6,446,930 SH   DFND 15 0 6,446,930 0
T MOBILE US INC COM 872590104 702 12,200 SH   DFND 5 0 0 12,200
T MOBILE US INC COM 872590104 394 6,850 SH   DFND 11 0 6,850 0
T MOBILE US INC CONV PFD SER A 872590203 30,070 318,400 SH   DFND 1 0 318,400 0
TRI POINTE GROUP INC COM 87265H109 1,531 133,326 SH   DFND 15 0 133,326 0
TTM TECHNOLOGIES INC COM 87305R109 106 7,746 SH   DFND 12,15 0 7,746 0
TTM TECHNOLOGIES INC COM 87305R109 6,172 452,830 SH   DFND 1 0 250,130 202,700
TTM TECHNOLOGIES INC COM 87305R109 1,431 105,000 SH   DFND 1,3 0 105,000 0
TTM TECHNOLOGIES INC COM 87305R109 8,646 634,343 SH   DFND 15 0 634,343 0
TTM TECHNOLOGIES INC COM 87305R109 419 30,717 SH   DFND 5 0 0 30,717
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 11,423 7,500,000 PRN   DFND 1 0 7,500,000 0
TABLEAU SOFTWARE INC CL A 87336U105 220 5,211 SH   DFND 14 0 5,211 0
TABLEAU SOFTWARE INC CL A 87336U105 1,000 23,733 SH   DFND 15 0 23,733 0
TAHOE RES INC COM 873868103 8 819 SH   DFND 2,15 0 819 0
TAHOE RES INC COM 873868103 11,175 1,186,323 SH   DFND 1,2 0 1,186,323 0
TAHOE RES INC COM 873868103 1,830 194,280 SH   DFND 1,9 0 194,280 0
TAHOE RES INC COM 873868103 1,368 145,238 SH   DFND 15 0 145,238 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 694 24,140 SH   DFND 2 0 24,140 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 818 28,460 SH   DFND 14 0 28,460 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 137,912 4,796,942 SH   DFND 1 0 4,796,942 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 8,761 304,747 SH   DFND 1,2 0 304,747 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 297 10,314 SH   DFND 1,3 0 10,314 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 1,575 54,784 SH   DFND 1,6 0 54,784 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 15,466 537,965 SH   DFND 15 0 537,965 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 263 9,133 SH   DFND 5 0 0 9,133
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 2,263 78,728 SH   DFND 5,9 0 78,728 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 17,945 624,160 SH   DFND 11,6 0 624,160 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 128,852 4,481,817 SH   DFND 6 0 4,481,817 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 20,259 704,669 SH   DFND 6,9 0 704,669 0
TAILORED BRANDS INC COM 87403A107 66 2,594 SH   DFND 12,15 0 2,594 0
TAILORED BRANDS INC COM 87403A107 15,220 595,696 SH   DFND 1 0 595,696 0
TAILORED BRANDS INC COM 87403A107 1,768 69,188 SH   DFND 15 0 69,188 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 148,819 3,019,256 SH   DFND 1 0 2,965,053 54,203
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1,758 35,670 SH   DFND 1,12 0 35,670 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 11,153 226,278 SH   DFND 1,9 0 226,278 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 37,114 752,963 SH   DFND 15 0 752,963 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 4,066 82,499 SH   DFND 6 0 82,499 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1,928 39,125 SH   DFND 6,12 0 39,125 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 620 12,575 SH   DFND 6,9 0 12,575 0
TAL ED GROUP ADS REPSTG COM 874080104 12,978 185,000 SH   DFND 12,4 0 185,000 0
TAL ED GROUP ADS REPSTG COM 874080104 550 7,847 SH   DFND 1 0 7,847 0
TAL ED GROUP ADS REPSTG COM 874080104 5,188 73,952 SH   DFND 15 0 73,952 0
TALLGRASS ENERGY PARTNERS LP COM UNIT 874697105 425 8,947 SH   DFND 14 0 8,947 0
TALLGRASS ENERGY PARTNERS LP COM UNIT 874697105 153 3,233 SH   DFND 1 0 3,233 0
TANGER FACTORY OUTLET CTRS I COM 875465106 5,926 165,626 SH   DFND 1 0 0 165,626
TANGER FACTORY OUTLET CTRS I COM 875465106 12,627 352,895 SH   DFND 15 0 352,895 0
TANGOE INC COM 87582Y108 1,117 141,736 SH   DFND 15 0 141,736 0
TARENA INTL INC ADR 876108101 791 52,742 SH   DFND 15 0 52,742 0
TARGET CORP COM 87612E106 1,119 15,487 SH   DFND 12,15 0 15,487 0
TARGET CORP COM 87612E106 216 2,984 SH   DFND 4 0 2,984 0
TARGET CORP COM 87612E106 77,303 1,070,233 SH   DFND 14 0 1,070,233 0
TARGET CORP COM 87612E106 516,954 7,157,058 SH   DFND 1 0 7,079,626 77,432
TARGET CORP COM 87612E106 1,217 16,851 SH   DFND 1,9 0 16,851 0
TARGET CORP COM 87612E106 846 11,707 SH   DFND 1,3 0 11,707 0
TARGET CORP COM 87612E106 18 252 SH   DFND 1,15 0 252 0
TARGET CORP COM 87612E106 44,528 616,482 SH   DFND 15 0 616,482 0
TARGET CORP COM 87612E106 1,794 24,839 SH   DFND 5 0 0 24,839
TARGET CORP COM 87612E106 1,077 14,908 SH   DFND 5,6 0 6,439 8,469
TARGET CORP COM 87612E106 932 12,901 SH   DFND 11 0 12,901 0
TARGET CORP COM 87612E106 842 11,652 SH   DFND 13 0 11,652 0
TARGA RES CORP COM 87612G101 177 3,151 SH   DFND 12,15 0 3,151 0
TARGA RES CORP COM 87612G101 2,662 47,476 SH   DFND 14 0 47,476 0
TARGA RES CORP COM 87612G101 182 3,249 SH   DFND 1 0 3,249 0
TARGA RES CORP COM 87612G101 168 2,998 SH   DFND 1,11 0 2,998 0
TARGA RES CORP COM 87612G101 12,391 220,994 SH   DFND 15 0 220,994 0
TARGA RES CORP COM 87612G101 235 4,200 SH   DFND 11 0 4,200 0
TASER INTL INC COM 87651B104 345 14,242 SH   DFND 14 0 14,242 0
TASER INTL INC COM 87651B104 2,850 117,583 SH   DFND 15 0 117,583 0
TATA MTRS LTD SPONSORED ADR 876568502 347 10,080 SH   DFND 12,15 0 10,080 0
TATA MTRS LTD SPONSORED ADR 876568502 4,369 127,052 SH   DFND 15 0 127,052 0
TATA MTRS LTD SPONSORED ADR 876568502 5,814 169,050 SH   DFND 6 0 169,050 0
TATA MTRS LTD SPONSORED ADR 876568502 897 26,070 SH   DFND 6,12 0 26,070 0
TAUBMAN CTRS INC COM 876664103 58 789 SH   DFND 12,15 0 789 0
TAUBMAN CTRS INC COM 876664103 105,081 1,421,360 SH   DFND 1 0 7,273 1,414,087
TAUBMAN CTRS INC COM 876664103 12,244 165,622 SH   DFND 15 0 165,622 0
TAYLOR MORRISON HOME CORP CL A 87724P106 1,222 63,436 SH   DFND 15 0 63,436 0
TAYLOR MORRISON HOME CORP CL A 87724P106 227 11,797 SH   DFND 5 0 0 11,797
TEAM INC COM 878155100 38,580 982,942 SH   DFND 1 0 982,942 0
TEAM INC COM 878155100 1,980 50,454 SH   DFND 15 0 50,454 0
TEAM INC COM 878155100 2,707 68,959 SH   DFND 6 0 68,959 0
TEAM INC COM 878155100 1,205 30,711 SH   DFND 6,12 0 30,711 0
TEAM INC COM 878155100 411 10,468 SH   DFND 6,9 0 10,468 0
TEAM HEALTH HOLDINGS INC COM 87817A107 2,485 57,194 SH   DFND 15 0 57,194 0
TECH DATA CORP COM 878237106 358 4,233 SH   DFND 12,15 0 4,233 0
TECH DATA CORP COM 878237106 2,975 35,129 SH   DFND 14 0 35,129 0
TECH DATA CORP COM 878237106 21,718 256,471 SH   DFND 1 0 256,471 0
TECH DATA CORP COM 878237106 5,721 67,556 SH   DFND 15 0 67,556 0
TECH DATA CORP COM 878237106 2,806 33,132 SH   DFND 6 0 33,132 0
TECH DATA CORP COM 878237106 1,247 14,730 SH   DFND 6,12 0 14,730 0
TECH DATA CORP COM 878237106 435 5,134 SH   DFND 6,9 0 5,134 0
TECK RESOURCES LTD CL B 878742204 5,512 275,166 SH   DFND 2,15 0 275,166 0
TECK RESOURCES LTD CL B 878742204 141 7,052 SH   DFND 12,15 0 7,052 0
TECK RESOURCES LTD CL B 878742204 8,149 406,861 SH   DFND 1 0 406,861 0
TECK RESOURCES LTD CL B 878742204 1,694 84,572 SH   DFND 1,2 0 84,572 0
TECK RESOURCES LTD CL B 878742204 5,187 258,963 SH   DFND 1,5 0 258,963 0
TECK RESOURCES LTD CL B 878742204 3,867 193,049 SH   DFND 15 0 193,049 0
TECK RESOURCES LTD CL B 878742204 15,091 753,402 SH   DFND 5 0 293,427 459,975
TECK RESOURCES LTD CL B 878742204 9,232 460,920 SH   DFND 5,9 0 460,920 0
TECK RESOURCES LTD CL B 878742204 2,592 129,428 SH   DFND 5,6 0 80,428 49,000
TECK RESOURCES LTD CL B 878742204 476 23,769 SH   DFND 5,7 0 0 23,769
TECK RESOURCES LTD CL B 878742204 269 13,449 SH   DFND 11 0 13,449 0
TECK RESOURCES LTD CL B 878742204 1,607 80,222 SH   DFND 6 0 32,029 48,193
TECK RESOURCES LTD CL B 878742204 2,158 107,721 SH   DFND 7 0 0 107,721
TECK RESOURCES LTD CL B 878742204 946 47,241 SH   DFND 13 0 47,241 0
TECHTARGET INC COM 87874R100 93 10,850 SH   DFND 1 0 10,850 0
TECHTARGET INC COM 87874R100 98 11,500 SH   DFND 1,3 0 11,500 0
TECHTARGET INC COM 87874R100 7 857 SH   DFND 15 0 857 0
TEGNA INC COM 87901J105 113 5,304 SH   DFND 12,15 0 5,304 0
TEGNA INC COM 87901J105 12,935 604,701 SH   DFND 1 0 603,901 800
TEGNA INC COM 87901J105 2,721 127,219 SH   DFND 15 0 127,219 0
TEGNA INC COM 87901J105 5 220 SH   DFND 5,6 0 220 0
TEGNA INC COM 87901J105 116 5,400 SH   DFND 11 0 5,400 0
TEJON RANCH CO COM 879080109 333 13,099 SH   DFND 15 0 13,099 0
TEKLA HEALTHCARE OPPORTUNIT SHS 879105104 1,096 70,623 SH   DFND 14 0 70,623 0
TELECOM ARGENTINA S A SPON ADR REP B 879273209 525 28,890 SH   DFND 14 0 28,890 0
TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y102 202 22,705 SH   DFND 15 0 22,705 0
TELEDYNE TECHNOLOGIES INC COM 879360105 68 556 SH   DFND 12,15 0 556 0
TELEDYNE TECHNOLOGIES INC COM 879360105 6,694 54,423 SH   DFND 15 0 54,423 0
TELEFLEX INC COM 879369106 59 367 SH   DFND 12,15 0 367 0
TELEFLEX INC COM 879369106 656 4,071 SH   DFND 14 0 4,071 0
TELEFLEX INC COM 879369106 1,428 8,861 SH   DFND 15 0 8,861 0
TELEFLEX INC COM 879369106 177 1,100 SH   DFND 11 0 1,100 0
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 2,611 1,000,000 PRN   DFND 1 0 1,000,000 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 267 19,944 SH   DFND 14 0 19,944 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 741 55,351 SH   DFND 15 0 55,351 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 7,172 536,000 SH   DFND 6 0 536,000 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 166 12,425 SH   DFND 6,9 0 12,425 0
TELEFONICA S A SPONSORED ADR 879382208 790 85,876 SH   DFND 15 0 85,876 0
TELEPHONE & DATA SYS INC COM NEW 879433829 164 5,684 SH   DFND 12,15 0 5,684 0
TELEPHONE & DATA SYS INC COM NEW 879433829 2,872 99,476 SH   DFND 14 0 99,476 0
TELEPHONE & DATA SYS INC COM NEW 879433829 2,905 100,615 SH   DFND 15 0 100,615 0
TELENAV INC COM 879455103 297 42,075 SH   DFND 15 0 42,075 0
TELIGENT INC NEW COM 87960W104 5,903 893,057 SH   DFND 1 0 618,417 274,640
TELIGENT INC NEW COM 87960W104 50 7,626 SH   DFND 15 0 7,626 0
TELUS CORP COM 87971M103 8,328 261,460 SH   DFND 2,15 0 261,460 0
TELUS CORP COM 87971M103 52 1,639 SH   DFND 12,15 0 1,639 0
TELUS CORP COM 87971M103 12,427 390,179 SH   DFND 14 0 390,179 0
TELUS CORP COM 87971M103 8,487 266,478 SH   DFND 1,2 0 266,478 0
TELUS CORP COM 87971M103 15,261 479,157 SH   DFND 15 0 479,157 0
TELUS CORP COM 87971M103 7,163 224,888 SH   DFND 5 0 180,838 44,050
TELUS CORP COM 87971M103 1,210 38,006 SH   DFND 5,9 0 38,006 0
TELUS CORP COM 87971M103 229 7,204 SH   DFND 11 0 7,204 0
TELUS CORP COM 87971M103 283 8,880 SH   DFND 7 0 0 8,880
TELETECH HOLDINGS INC COM 879939106 14 470 SH   DFND 1 0 470 0
TELETECH HOLDINGS INC COM 879939106 10,736 352,010 SH   DFND 15 0 352,010 0
TEMPLETON EMERG MKTS INCOME COM 880192109 3,110 285,088 SH   DFND 14 0 285,088 0
TEMPLETON EMERG MKTS INCOME COM 880192109 5,470 501,388 SH   DFND 15 0 501,388 0
TEMPLETON GLOBAL INCOME FD COM 880198106 95 14,652 SH   DFND 14 0 14,652 0
TEMPLETON GLOBAL INCOME FD COM 880198106 9,151 1,412,197 SH   DFND 15 0 1,412,197 0
TEMPUR SEALY INTL INC COM 88023U101 356 5,218 SH   DFND 14 0 5,218 0
TEMPUR SEALY INTL INC COM 88023U101 3,844 56,295 SH   DFND 15 0 56,295 0
TENARIS S A SPONSORED ADR 88031M109 74,387 2,083,093 SH   DFND 1 0 2,083,093 0
TENARIS S A SPONSORED ADR 88031M109 168 4,701 SH   DFND 15 0 4,701 0
TENARIS S A SPONSORED ADR 88031M109 8,422 235,850 SH   DFND 6 0 235,850 0
TENARIS S A SPONSORED ADR 88031M109 852 23,850 SH   DFND 6,12 0 23,850 0
TENARIS S A SPONSORED ADR 88031M109 74 2,075 SH   DFND 6,9 0 2,075 0
TENET HEALTHCARE CORP COM NEW 88033G407 102 6,840 SH   DFND 12,15 0 6,840 0
TENET HEALTHCARE CORP COM NEW 88033G407 423 28,488 SH   DFND 14 0 28,488 0
TENET HEALTHCARE CORP COM NEW 88033G407 16,967 1,143,313 SH   DFND 1 0 1,143,313 0
TENET HEALTHCARE CORP COM NEW 88033G407 3,337 224,864 SH   DFND 1,12 0 224,864 0
TENET HEALTHCARE CORP COM NEW 88033G407 1,613 108,696 SH   DFND 15 0 108,696 0
TENNANT CO COM 880345103 10 146 SH   DFND 1 0 146 0
TENNANT CO COM 880345103 7,467 104,869 SH   DFND 15 0 104,869 0
TENNECO INC COM 880349105 238 3,806 SH   DFND 12,15 0 3,806 0
TENNECO INC COM 880349105 61 983 SH   DFND 14 0 983 0
TENNECO INC COM 880349105 4,863 77,852 SH   DFND 15 0 77,852 0
TERADATA CORP DEL COM 88076W103 175 6,437 SH   DFND 12,15 0 6,437 0
TERADATA CORP DEL COM 88076W103 135,117 4,973,040 SH   DFND 1 0 4,930,990 42,050
TERADATA CORP DEL COM 88076W103 4,874 179,400 SH   DFND 1,4 0 179,400 0
TERADATA CORP DEL COM 88076W103 247 9,100 SH   DFND 1,9 0 9,100 0
TERADATA CORP DEL COM 88076W103 652 24,000 SH   DFND 1,3 0 24,000 0
TERADATA CORP DEL COM 88076W103 4,438 163,328 SH   DFND 1,5 0 928 162,400
TERADATA CORP DEL COM 88076W103 9,737 358,383 SH   DFND 15 0 358,383 0
TERADATA CORP DEL COM 88076W103 808 29,721 SH   DFND 5 0 0 29,721
TERADATA CORP DEL COM 88076W103 441 16,236 SH   DFND 5,9 0 16,236 0
TERADATA CORP DEL COM 88076W103 2,195 80,787 SH   DFND 5,6 0 48,717 32,070
TERADATA CORP DEL COM 88076W103 113 4,142 SH   DFND 6 0 4,142 0
TERADATA CORP DEL COM 88076W103 454 16,716 SH   DFND 13 0 16,716 0
TERADYNE INC COM 880770102 180 7,083 SH   DFND 12,15 0 7,083 0
TERADYNE INC COM 880770102 53,170 2,093,320 SH   DFND 1 0 2,093,320 0
TERADYNE INC COM 880770102 8,066 317,560 SH   DFND 15 0 317,560 0
TERADYNE INC COM 880770102 6,269 246,815 SH   DFND 5 0 30,539 216,276
TERADYNE INC COM 880770102 7,515 295,875 SH   DFND 5,9 0 295,875 0
TERADYNE INC COM 880770102 1,311 51,600 SH   DFND 5,6 0 23,600 28,000
TERADYNE INC COM 880770102 1,237 48,700 SH   DFND 7 0 0 48,700
TERADYNE INC COM 880770102 253 9,976 SH   DFND 13 0 9,976 0
TEREX CORP NEW COM 880779103 117 3,714 SH   DFND 12,15 0 3,714 0
TEREX CORP NEW COM 880779103 25,315 802,892 SH   DFND 1 0 802,892 0
TEREX CORP NEW COM 880779103 1,929 61,194 SH   DFND 15 0 61,194 0
TERNIUM SA SPON ADR 880890108 2 63 SH   DFND 15 0 63 0
TERNIUM SA SPON ADR 880890108 3,464 143,422 SH   DFND 6 0 143,422 0
TERNIUM SA SPON ADR 880890108 216 8,929 SH   DFND 6,2 0 8,929 0
TERNIUM SA SPON ADR 880890108 641 26,552 SH   DFND 6,12 0 26,552 0
TERNIUM SA SPON ADR 880890108 48 2,000 SH   DFND 6,9 0 2,000 0
TERRAFORM GLOBAL INC CL A 88104M101 2,887 730,895 SH   DFND 15 0 730,895 0
TERRAFORM PWR INC CL A COM 88104R100 160 12,453 SH   DFND 12,15 0 12,453 0
TERRAFORM PWR INC CL A COM 88104R100 812 63,350 SH   DFND 1 0 57,850 5,500
TERRAFORM PWR INC CL A COM 88104R100 181 14,100 SH   DFND 1,3 0 14,100 0
TERRAFORM PWR INC CL A COM 88104R100 5,826 454,827 SH   DFND 15 0 454,827 0
TERRAVIA HLDGS INC COM 88105A106 88 76,749 SH   DFND 15 0 76,749 0
TERRITORIAL BANCORP INC COM 88145X108 591 18,007 SH   DFND 15 0 18,007 0
TERRENO RLTY CORP COM 88146M101 45,048 1,581,170 SH   DFND 1 0 1,391,504 189,666
TERRENO RLTY CORP COM 88146M101 960 33,688 SH   DFND 1,2 0 33,688 0
TERRENO RLTY CORP COM 88146M101 273 9,591 SH   DFND 1,12 0 9,591 0
TERRENO RLTY CORP COM 88146M101 61 2,139 SH   DFND 1,9 0 2,139 0
TERRENO RLTY CORP COM 88146M101 4,967 174,339 SH   DFND 1,3 0 174,339 0
TERRENO RLTY CORP COM 88146M101 2,100 73,710 SH   DFND 1,13 0 73,710 0
TERRENO RLTY CORP COM 88146M101 733 25,726 SH   DFND 15 0 25,726 0
TESARO INC COM 881569107 21,008 156,217 SH   DFND 1 0 131,563 24,654
TESARO INC COM 881569107 2,913 21,662 SH   DFND 1,12 0 21,662 0
TESARO INC COM 881569107 3,557 26,451 SH   DFND 15 0 26,451 0
TESCO CORP COM 88157K101 2,696 326,832 SH   DFND 15 0 326,832 0
TESORO CORP COM 881609101 369 4,219 SH   DFND 12,15 0 4,219 0
TESORO CORP COM 881609101 7,147 81,729 SH   DFND 14 0 81,729 0
TESORO CORP COM 881609101 13,645 156,031 SH   DFND 1 0 156,031 0
TESORO CORP COM 881609101 11,803 134,974 SH   DFND 15 0 134,974 0
TESORO CORP COM 881609101 411 4,700 SH   DFND 5 0 0 4,700
TESORO CORP COM 881609101 923 10,553 SH   DFND 5,6 0 4,501 6,052
TESORO CORP COM 881609101 254 2,900 SH   DFND 11 0 2,900 0
TESORO CORP COM 881609101 612 6,994 SH   DFND 13 0 6,994 0
TESLA MTRS INC COM 88160R101 7,175 33,575 SH   DFND 12,15 0 33,575 0
TESLA MTRS INC COM 88160R101 266 1,247 SH   DFND 14 0 1,247 0
TESLA MTRS INC COM 88160R101 246,026 1,151,321 SH   DFND 15 0 1,151,321 0
TESLA MTRS INC COM 88160R101 812 3,800 SH   DFND 5 0 0 3,800
TESLA MTRS INC COM 88160R101 577 2,700 SH   DFND 11 0 2,700 0
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 14,716 17,000,000 PRN   DFND 1 0 17,000,000 0
TESORO LOGISTICS LP COM UNIT LP 88160T107 5,456 107,377 SH   DFND 14 0 107,377 0
TESORO LOGISTICS LP COM UNIT LP 88160T107 243 4,791 SH   DFND 1 0 4,791 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 12,731 351,188 SH   DFND 14 0 351,188 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 432,891 11,941,832 SH   DFND 1 0 11,877,696 64,136
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 39,483 1,089,190 SH   DFND 1,2 0 1,089,190 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 8,206 226,385 SH   DFND 1,12 0 226,385 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 36,710 1,012,684 SH   DFND 1,3 0 1,012,684 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 21 579 SH   DFND 1,11 0 579 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 7,914 218,331 SH   DFND 15 0 218,331 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 91 2,514 SH   DFND 10 0 2,514 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 852 23,500 SH   DFND 11 0 23,500 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 3,092 615,882 SH   DFND 15 0 615,882 0
TETRA TECH INC NEW COM 88162G103 138 3,187 SH   DFND 12,15 0 3,187 0
TETRA TECH INC NEW COM 88162G103 2,990 69,289 SH   DFND 14 0 69,289 0
TETRA TECH INC NEW COM 88162G103 13 312 SH   DFND 1 0 312 0
TETRA TECH INC NEW COM 88162G103 40,076 928,767 SH   DFND 15 0 928,767 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 16,425 15,000,000 PRN   DFND 1 0 15,000,000 0
TETRAPHASE PHARMACEUTICALS I COM 88165N105 140 34,690 SH   DFND 15 0 34,690 0
TESSERA HLDG CORP COM 88166T101 333 7,540 SH   DFND 14 0 7,540 0
TESSERA HLDG CORP COM 88166T101 24,460 553,394 SH   DFND 1 0 553,394 0
TESSERA HLDG CORP COM 88166T101 14,835 335,644 SH   DFND 15 0 335,644 0
TESSERA HLDG CORP COM 88166T101 3,168 71,665 SH   DFND 6 0 71,665 0
TESSERA HLDG CORP COM 88166T101 1,408 31,859 SH   DFND 6,12 0 31,859 0
TESSERA HLDG CORP COM 88166T101 430 9,721 SH   DFND 6,9 0 9,721 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 1,871 23,861 SH   DFND 14 0 23,861 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 14,067 179,432 SH   DFND 15 0 179,432 0
TEXAS INSTRS INC COM 882508104 16,811 230,381 SH   DFND 12,15 0 230,381 0
TEXAS INSTRS INC COM 882508104 20,832 285,494 SH   DFND 14 0 285,494 0
TEXAS INSTRS INC COM 882508104 18,736 256,768 SH   DFND 1 0 255,668 1,100
TEXAS INSTRS INC COM 882508104 241 3,300 SH   DFND 1,9 0 3,300 0
TEXAS INSTRS INC COM 882508104 1,577 21,612 SH   DFND 1,15 0 21,612 0
TEXAS INSTRS INC COM 882508104 600,189 8,225,145 SH   DFND 15 0 8,225,145 0
TEXAS INSTRS INC COM 882508104 876 12,000 SH   DFND 10 0 12,000 0
TEXAS INSTRS INC COM 882508104 3,087 42,300 SH   DFND 5 0 0 42,300
TEXAS INSTRS INC COM 882508104 2,865 39,260 SH   DFND 5,6 0 18,060 21,200
TEXAS INSTRS INC COM 882508104 1,732 23,731 SH   DFND 11 0 23,731 0
TEXAS INSTRS INC COM 882508104 1,037 14,218 SH   DFND 13 0 14,218 0
TEXAS ROADHOUSE INC COM 882681109 62,796 1,301,742 SH   DFND 1 0 1,265,780 35,962
TEXAS ROADHOUSE INC COM 882681109 11,653 241,573 SH   DFND 15 0 241,573 0
TEXTRON INC COM 883203101 259 5,330 SH   DFND 12,15 0 5,330 0
TEXTRON INC COM 883203101 478,102 9,845,592 SH   DFND 1 0 9,692,584 153,008
TEXTRON INC COM 883203101 21,137 435,277 SH   DFND 15 0 435,277 0
TEXTRON INC COM 883203101 316 6,514 SH   DFND 11 0 6,514 0
THERMO FISHER SCIENTIFIC INC COM 883556102 522 3,699 SH   DFND 12,15 0 3,699 0
THERMO FISHER SCIENTIFIC INC COM 883556102 5,580 39,548 SH   DFND 14 0 39,548 0
THERMO FISHER SCIENTIFIC INC COM 883556102 320,381 2,270,593 SH   DFND 1 0 2,270,443 150
THERMO FISHER SCIENTIFIC INC COM 883556102 19,184 135,959 SH   DFND 1,12 0 135,959 0
THERMO FISHER SCIENTIFIC INC COM 883556102 1,390 9,854 SH   DFND 1,15 0 9,854 0
THERMO FISHER SCIENTIFIC INC COM 883556102 15 107 SH   DFND 1,11 0 107 0
THERMO FISHER SCIENTIFIC INC COM 883556102 7,167 50,795 SH   DFND 15 0 50,795 0
THERMO FISHER SCIENTIFIC INC COM 883556102 225 1,597 SH   DFND 10 0 1,597 0
THERMO FISHER SCIENTIFIC INC COM 883556102 2,077 14,720 SH   DFND 5 0 0 14,720
THERMO FISHER SCIENTIFIC INC COM 883556102 7 50 SH   DFND 5,6 0 50 0
THERMO FISHER SCIENTIFIC INC COM 883556102 1,313 9,306 SH   DFND 11 0 9,306 0
THERMON GROUP HLDGS INC COM 88362T103 550 28,829 SH   DFND 15 0 28,829 0
THOMSON REUTERS CORP COM 884903105 5,924 135,310 SH   DFND 2,15 0 135,310 0
THOMSON REUTERS CORP COM 884903105 82 1,878 SH   DFND 12,15 0 1,878 0
THOMSON REUTERS CORP COM 884903105 21,133 482,713 SH   DFND 14 0 482,713 0
THOMSON REUTERS CORP COM 884903105 9 200 SH   DFND 1 0 200 0
THOMSON REUTERS CORP COM 884903105 465 10,616 SH   DFND 1,2 0 10,616 0
THOMSON REUTERS CORP COM 884903105 13,448 307,170 SH   DFND 15 0 307,170 0
THOMSON REUTERS CORP COM 884903105 431 9,843 SH   DFND 5 0 0 9,843
THOMSON REUTERS CORP COM 884903105 348 7,950 SH   DFND 11 0 7,950 0
THOR INDS INC COM 885160101 74 744 SH   DFND 12,15 0 744 0
THOR INDS INC COM 885160101 3,043 30,411 SH   DFND 14 0 30,411 0
THOR INDS INC COM 885160101 2,282 22,812 SH   DFND 15 0 22,812 0
3-D SYS CORP DEL COM NEW 88554D205 1,817 136,701 SH   DFND 14 0 136,701 0
3-D SYS CORP DEL COM NEW 88554D205 1,628 122,515 SH   DFND 15 0 122,515 0
3M CO COM 88579Y101 17,090 95,706 SH   DFND 2 0 95,706 0
3M CO COM 88579Y101 1,328 7,439 SH   DFND 12,15 0 7,439 0
3M CO COM 88579Y101 1,850 10,359 SH   DFND 4 0 10,359 0
3M CO COM 88579Y101 101,406 567,878 SH   DFND 14 0 567,878 0
3M CO COM 88579Y101 42,166 236,134 SH   DFND 1 0 218,384 17,750
3M CO COM 88579Y101 9,428 52,800 SH   DFND 1,4 0 52,800 0
3M CO COM 88579Y101 696 3,900 SH   DFND 1,9 0 3,900 0
3M CO COM 88579Y101 1,366 7,650 SH   DFND 1,3 0 7,650 0
3M CO COM 88579Y101 2,003 11,218 SH   DFND 1,15 0 11,218 0
3M CO COM 88579Y101 11,277 63,150 SH   DFND 1,5 0 0 63,150
3M CO COM 88579Y101 90,165 504,929 SH   DFND 15 0 504,929 0
3M CO COM 88579Y101 4,364 24,439 SH   DFND 5 0 0 24,439
3M CO COM 88579Y101 4,491 25,150 SH   DFND 5,6 0 11,650 13,500
3M CO COM 88579Y101 2,558 14,327 SH   DFND 11 0 14,327 0
3M CO COM 88579Y101 1,767 9,898 SH   DFND 13 0 9,898 0
TIDEWATER INC COM 886423102 26 7,681 SH   DFND 12,15 0 7,681 0
TIDEWATER INC COM 886423102 2,045 599,834 SH   DFND 1,2 0 599,834 0
TIDEWATER INC COM 886423102 390 114,503 SH   DFND 1,9 0 114,503 0
TIDEWATER INC COM 886423102 1,198 351,337 SH   DFND 15 0 351,337 0
TIER REIT INC COM NEW 88650V208 1,773 101,970 SH   DFND 15 0 101,970 0
TIFFANY & CO NEW COM 886547108 122 1,572 SH   DFND 12,15 0 1,572 0
TIFFANY & CO NEW COM 886547108 12,690 163,887 SH   DFND 1 0 163,887 0
TIFFANY & CO NEW COM 886547108 2,378 30,710 SH   DFND 15 0 30,710 0
TIFFANY & CO NEW COM 886547108 458 5,912 SH   DFND 5 0 0 5,912
TIFFANY & CO NEW COM 886547108 239 3,084 SH   DFND 11 0 3,084 0
TILE SHOP HLDGS INC COM 88677Q109 905 46,288 SH   DFND 15 0 46,288 0
TILLYS INC CL A 886885102 142 10,740 SH   DFND 1 0 10,740 0
TILLYS INC CL A 886885102 90 6,800 SH   DFND 1,3 0 6,800 0
TILLYS INC CL A 886885102 451 34,190 SH   DFND 15 0 34,190 0
TIME INC NEW COM 887228104 89 5,003 SH   DFND 12,15 0 5,003 0
TIME INC NEW COM 887228104 4,068 227,921 SH   DFND 15 0 227,921 0
TIME WARNER INC COM NEW 887317303 2,156 22,330 SH   DFND 12,15 0 22,330 0
TIME WARNER INC COM NEW 887317303 688 7,126 SH   DFND 4 0 7,126 0
TIME WARNER INC COM NEW 887317303 4,369 45,262 SH   DFND 14 0 45,262 0
TIME WARNER INC COM NEW 887317303 564,137 5,844,165 SH   DFND 1 0 5,622,381 221,784
TIME WARNER INC COM NEW 887317303 1,295 13,411 SH   DFND 1,12 0 13,411 0
TIME WARNER INC COM NEW 887317303 9,243 95,752 SH   DFND 1,9 0 95,752 0
TIME WARNER INC COM NEW 887317303 897 9,297 SH   DFND 1,3 0 9,297 0
TIME WARNER INC COM NEW 887317303 2,143 22,200 SH   DFND 1,5 0 0 22,200
TIME WARNER INC COM NEW 887317303 38,331 397,091 SH   DFND 15 0 397,091 0
TIME WARNER INC COM NEW 887317303 3,187 33,020 SH   DFND 5 0 0 33,020
TIME WARNER INC COM NEW 887317303 2,778 28,779 SH   DFND 5,6 0 12,489 16,290
TIME WARNER INC COM NEW 887317303 1,772 18,359 SH   DFND 11 0 18,359 0
TIME WARNER INC COM NEW 887317303 1,048 10,861 SH   DFND 13 0 10,861 0
TIMKEN CO COM 887389104 138 3,484 SH   DFND 12,15 0 3,484 0
TIMKEN CO COM 887389104 773 19,472 SH   DFND 14 0 19,472 0
TIMKEN CO COM 887389104 4,027 101,440 SH   DFND 15 0 101,440 0
TIMKENSTEEL CORP COM 887399103 4,458 287,994 SH   DFND 15 0 287,994 0
TITAN INTL INC ILL COM 88830M102 4,909 437,940 SH   DFND 15 0 437,940 0
TITAN MACHY INC COM 88830R101 1,265 86,790 SH   DFND 1 0 78,790 8,000
TITAN MACHY INC COM 88830R101 12,521 859,346 SH   DFND 1,2 0 859,346 0
TITAN MACHY INC COM 88830R101 415 28,500 SH   DFND 1,3 0 28,500 0
TITAN MACHY INC COM 88830R101 2,102 144,239 SH   DFND 15 0 144,239 0
TIVO CORP COM 88870P106 31,595 1,511,720 SH   DFND 2 0 1,511,720 0
TIVO CORP COM 88870P106 71 3,412 SH   DFND 12,15 0 3,412 0
TIVO CORP COM 88870P106 26,289 1,257,869 SH   DFND 1,2 0 1,257,869 0
TIVO CORP COM 88870P106 15,824 757,107 SH   DFND 15 0 757,107 0
TOLL BROTHERS INC COM 889478103 76 2,440 SH   DFND 12,15 0 2,440 0
TOLL BROTHERS INC COM 889478103 1,333 43,011 SH   DFND 14 0 43,011 0
TOLL BROTHERS INC COM 889478103 1,176 37,921 SH   DFND 15 0 37,921 0
TOLL BROTHERS INC COM 889478103 319 10,300 SH   DFND 5 0 0 10,300
TOLL BROTHERS INC COM 889478103 118 3,804 SH   DFND 11 0 3,804 0
TOMPKINS FINANCIAL CORPORATI COM 890110109 14 144 SH   DFND 1 0 144 0
TOMPKINS FINANCIAL CORPORATI COM 890110109 10,200 107,889 SH   DFND 15 0 107,889 0
TOOTSIE ROLL INDS INC COM 890516107 14,575 366,675 SH   DFND 15 0 366,675 0
TOPBUILD CORP COM 89055F103 4,970 139,594 SH   DFND 1 0 96,933 42,661
TOPBUILD CORP COM 89055F103 2,066 58,032 SH   DFND 15 0 58,032 0
TORCHMARK CORP COM 891027104 163 2,210 SH   DFND 12,15 0 2,210 0
TORCHMARK CORP COM 891027104 49,190 666,893 SH   DFND 1 0 666,893 0
TORCHMARK CORP COM 891027104 1,787 24,221 SH   DFND 1,15 0 24,221 0
TORCHMARK CORP COM 891027104 67,857 919,969 SH   DFND 15 0 919,969 0
TORCHMARK CORP COM 891027104 638 8,650 SH   DFND 5 0 0 8,650
TORCHMARK CORP COM 891027104 197 2,666 SH   DFND 11 0 2,666 0
TORO CO COM 891092108 58,959 1,053,772 SH   DFND 15 0 1,053,772 0
TORONTO DOMINION BK ONT COM NEW 891160509 235,691 4,776,872 SH   DFND 2 0 4,776,872 0
TORONTO DOMINION BK ONT COM NEW 891160509 14,806 300,079 SH   DFND 2,15 0 300,079 0
TORONTO DOMINION BK ONT COM NEW 891160509 316 6,414 SH   DFND 12,15 0 6,414 0
TORONTO DOMINION BK ONT COM NEW 891160509 258 5,220 SH   DFND 14 0 5,220 0
TORONTO DOMINION BK ONT COM NEW 891160509 1,821 36,900 SH   DFND 1 0 36,500 400
TORONTO DOMINION BK ONT COM NEW 891160509 26,055 528,064 SH   DFND 1,2 0 528,064 0
TORONTO DOMINION BK ONT COM NEW 891160509 1,007 20,400 SH   DFND 1,4 0 20,400 0
TORONTO DOMINION BK ONT COM NEW 891160509 247 5,000 SH   DFND 1,9 0 5,000 0
TORONTO DOMINION BK ONT COM NEW 891160509 227 4,600 SH   DFND 1,5 0 0 4,600
TORONTO DOMINION BK ONT COM NEW 891160509 19,174 388,618 SH   DFND 15 0 388,618 0
TORONTO DOMINION BK ONT COM NEW 891160509 3,766 76,333 SH   DFND 5 0 0 76,333
TORONTO DOMINION BK ONT COM NEW 891160509 814 16,500 SH   DFND 5,6 0 6,900 9,600
TORONTO DOMINION BK ONT COM NEW 891160509 2,162 43,822 SH   DFND 11 0 43,822 0
TORONTO DOMINION BK ONT NOTE 3.625% 9/1 891160MJ9 38,096 390,000 PRN   DFND 1 0 390,000 0
TORTOISE ENERGY INFRA CORP COM 89147L100 4,509 146,917 SH   DFND 14 0 146,917 0
TORTOISE MLP FD INC COM 89148B101 3,649 191,234 SH   DFND 14 0 191,234 0
TORTOISE PIPELINE & ENERGY F COM 89148H108 2,750 127,526 SH   DFND 14 0 127,526 0
TORTOISE ENERGY INDEPENDENC COM 89148K101 4,222 255,889 SH   DFND 14 0 255,889 0
TOTAL S A SPONSORED ADR 89151E109 2,582 50,665 SH   DFND 14 0 50,665 0
TOTAL S A SPONSORED ADR 89151E109 3,419 67,072 SH   DFND 1 0 67,072 0
TOTAL S A SPONSORED ADR 89151E109 2,566 50,350 SH   DFND 15 0 50,350 0
TOWER INTL INC COM 891826109 1,327 46,810 SH   DFND 1 0 15,410 31,400
TOWER INTL INC COM 891826109 258 9,100 SH   DFND 1,3 0 9,100 0
TOWER INTL INC COM 891826109 1,765 62,248 SH   DFND 15 0 62,248 0
TOTAL SYS SVCS INC COM 891906109 60 1,218 SH   DFND 12,15 0 1,218 0
TOTAL SYS SVCS INC COM 891906109 13,707 279,570 SH   DFND 1 0 279,570 0
TOTAL SYS SVCS INC COM 891906109 1,627 33,186 SH   DFND 15 0 33,186 0
TOTAL SYS SVCS INC COM 891906109 199 4,064 SH   DFND 11 0 4,064 0
TOWNEBANK PORTSMOUTH VA COM 89214P109 1,379 41,465 SH   DFND 15 0 41,465 0
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 5,597 47,760 SH   DFND 14 0 47,760 0
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 26,439 225,590 SH   DFND 1 0 225,590 0
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 13,804 117,781 SH   DFND 15 0 117,781 0
TRACTOR SUPPLY CO COM 892356106 2,220 29,279 SH   DFND 12,15 0 29,279 0
TRACTOR SUPPLY CO COM 892356106 35,804 472,281 SH   DFND 1 0 472,281 0
TRACTOR SUPPLY CO COM 892356106 231 3,053 SH   DFND 1,3 0 3,053 0
TRACTOR SUPPLY CO COM 892356106 75,285 993,073 SH   DFND 15 0 993,073 0
TRACTOR SUPPLY CO COM 892356106 500 6,600 SH   DFND 5 0 0 6,600
TRACTOR SUPPLY CO COM 892356106 250 3,300 SH   DFND 11 0 3,300 0
TRANSALTA CORP COM 89346D107 682 123,988 SH   DFND 2,15 0 123,988 0
TRANSALTA CORP COM 89346D107 214 38,894 SH   DFND 1,2 0 38,894 0
TRANSALTA CORP COM 89346D107 342 62,166 SH   DFND 15 0 62,166 0
TRANSCANADA CORP COM 89353D107 9,893 219,117 SH   DFND 2,15 0 219,117 0
TRANSCANADA CORP COM 89353D107 127 2,803 SH   DFND 12,15 0 2,803 0
TRANSCANADA CORP COM 89353D107 17,260 382,278 SH   DFND 14 0 382,278 0
TRANSCANADA CORP COM 89353D107 692 15,335 SH   DFND 1 0 15,335 0
TRANSCANADA CORP COM 89353D107 17,373 384,793 SH   DFND 1,2 0 384,793 0
TRANSCANADA CORP COM 89353D107 191 4,233 SH   DFND 1,11 0 4,233 0
TRANSCANADA CORP COM 89353D107 13,826 306,223 SH   DFND 15 0 306,223 0
TRANSCANADA CORP COM 89353D107 4,773 105,719 SH   DFND 5 0 10,361 95,358
TRANSCANADA CORP COM 89353D107 3,776 83,643 SH   DFND 5,9 0 83,643 0
TRANSCANADA CORP COM 89353D107 1,705 37,767 SH   DFND 5,6 0 16,187 21,580
TRANSCANADA CORP COM 89353D107 153 3,383 SH   DFND 5,7 0 0 3,383
TRANSCANADA CORP COM 89353D107 906 20,064 SH   DFND 11 0 20,064 0
TRANSCANADA CORP COM 89353D107 847 18,758 SH   DFND 7 0 0 18,758
TRANSCANADA CORP COM 89353D107 672 14,892 SH   DFND 13 0 14,892 0
TRANSDIGM GROUP INC COM 893641100 166 665 SH   DFND 12,15 0 665 0
TRANSDIGM GROUP INC COM 893641100 66,337 266,456 SH   DFND 1 0 266,456 0
TRANSDIGM GROUP INC COM 893641100 42 167 SH   DFND 1,15 0 167 0
TRANSDIGM GROUP INC COM 893641100 43,871 176,217 SH   DFND 15 0 176,217 0
TRANSDIGM GROUP INC COM 893641100 722 2,900 SH   DFND 5 0 0 2,900
TRANSDIGM GROUP INC COM 893641100 324 1,300 SH   DFND 11 0 1,300 0
TRANSGLOBE ENERGY CORP COM 893662106 676 400,000 SH   DFND 2 0 400,000 0
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TRANSGLOBE ENERGY CORP COM 893662106 3,842 2,273,618 SH   DFND 1,2 0 2,273,618 0
TRAVELERS COMPANIES INC COM 89417E109 2,193 17,916 SH   DFND 12,15 0 17,916 0
TRAVELERS COMPANIES INC COM 89417E109 7,492 61,198 SH   DFND 14 0 61,198 0
TRAVELERS COMPANIES INC COM 89417E109 158,638 1,295,853 SH   DFND 1 0 1,295,553 300
TRAVELERS COMPANIES INC COM 89417E109 331 2,700 SH   DFND 1,4 0 2,700 0
TRAVELERS COMPANIES INC COM 89417E109 492 4,018 SH   DFND 1,9 0 4,018 0
TRAVELERS COMPANIES INC COM 89417E109 537 4,385 SH   DFND 1,3 0 4,385 0
TRAVELERS COMPANIES INC COM 89417E109 2,034 16,615 SH   DFND 1,15 0 16,615 0
TRAVELERS COMPANIES INC COM 89417E109 49 400 SH   DFND 1,5 0 0 400
TRAVELERS COMPANIES INC COM 89417E109 131,669 1,075,555 SH   DFND 15 0 1,075,555 0
TRAVELERS COMPANIES INC COM 89417E109 3,118 25,472 SH   DFND 5 0 5,900 19,572
TRAVELERS COMPANIES INC COM 89417E109 3,193 26,080 SH   DFND 5,6 0 11,380 14,700
TRAVELERS COMPANIES INC COM 89417E109 147 1,200 SH   DFND 5,7 0 0 1,200
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TRAVELERS COMPANIES INC COM 89417E109 1,996 16,302 SH   DFND 13 0 16,302 0
TRAVELZOO INC COM NEW 89421Q205 139 14,760 SH   DFND 1 0 14,760 0
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TREEHOUSE FOODS INC COM 89469A104 35 486 SH   DFND 12,15 0 486 0
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TREEHOUSE FOODS INC COM 89469A104 966 13,388 SH   DFND 6,12 0 13,388 0
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TREX CO INC COM 89531P105 22,072 342,726 SH   DFND 1 0 342,726 0
TREX CO INC COM 89531P105 1,535 23,835 SH   DFND 1,9 0 23,835 0
TREX CO INC COM 89531P105 9,506 147,614 SH   DFND 15 0 147,614 0
TREX CO INC COM 89531P105 2,707 42,027 SH   DFND 6 0 42,027 0
TREX CO INC COM 89531P105 1,326 20,584 SH   DFND 6,12 0 20,584 0
TREX CO INC COM 89531P105 428 6,650 SH   DFND 6,9 0 6,650 0
TRI CONTL CORP COM 895436103 586 26,590 SH   DFND 14 0 26,590 0
TRIANGLE CAP CORP COM 895848109 26 1,401 SH   DFND 12,15 0 1,401 0
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TRIANGLE PETE CORP COM NEW 89600B201 123 523,277 SH   DFND 15 0 523,277 0
TRIBUNE MEDIA CO CL A 896047503 127 3,629 SH   DFND 12,15 0 3,629 0
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TRICO BANCSHARES COM 896095106 1,108 32,414 SH   DFND 15 0 32,414 0
TRIMAS CORP COM NEW 896215209 1,992 84,759 SH   DFND 15 0 84,759 0
TRIMBLE INC COM 896239100 78 2,584 SH   DFND 12,15 0 2,584 0
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TRIMBLE INC COM 896239100 184 6,100 SH   DFND 11 0 6,100 0
TRINET GROUP INC COM 896288107 1,282 50,052 SH   DFND 15 0 50,052 0
TRINA SOLAR LIMITED SPON ADR 89628E104 210 22,548 SH   DFND 14 0 22,548 0
TRINITY INDS INC COM 896522109 143 5,157 SH   DFND 12,15 0 5,157 0
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TRINITY INDS INC COM 896522109 797 28,700 SH   DFND 1 0 28,700 0
TRINITY INDS INC COM 896522109 1,901 68,478 SH   DFND 15 0 68,478 0
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 21,110 16,500,000 PRN   DFND 1 0 16,500,000 0
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TRIPLE-S MGMT CORP CL B 896749108 284 13,700 SH   DFND 5 0 0 13,700
TRISTATE CAP HLDGS INC COM 89678F100 583 26,379 SH   DFND 15 0 26,379 0
TRIUMPH BANCORP INC COM 89679E300 461 17,618 SH   DFND 15 0 17,618 0
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TRIUMPH GROUP INC NEW COM 896818101 2,524 95,257 SH   DFND 15 0 95,257 0
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TRIPADVISOR INC COM 896945201 18 378 SH   DFND 1,15 0 378 0
TRIPADVISOR INC COM 896945201 50,435 1,087,675 SH   DFND 15 0 1,087,675 0
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TRUEBLUE INC COM 89785X101 264 10,730 SH   DFND 14 0 10,730 0
TRUEBLUE INC COM 89785X101 15,773 639,860 SH   DFND 1 0 518,073 121,787
TRUEBLUE INC COM 89785X101 2,107 85,494 SH   DFND 15 0 85,494 0
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TRUSTCO BK CORP N Y COM 898349105 72 8,200 SH   DFND 12,15 0 8,200 0
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TRUSTCO BK CORP N Y COM 898349105 9,971 1,139,576 SH   DFND 15 0 1,139,576 0
TRUSTMARK CORP COM 898402102 449 12,598 SH   DFND 14 0 12,598 0
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TUNIU CORP SPONSORED ADS CL 89977P106 480 54,872 SH   DFND 15 0 54,872 0
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TURQUOISE HILL RES LTD COM 900435108 12,104 3,747,500 SH   DFND 2 0 3,747,500 0
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TURQUOISE HILL RES LTD COM 900435108 84 26,050 SH   DFND 11 0 26,050 0
TURQUOISE HILL RES LTD COM 900435108 646 200,000 SH   DFND 6,9 0 200,000 0
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TWENTY FIRST CENTY FOX INC CL A 90130A101 7,663 273,273 SH   DFND 12,15 0 273,273 0
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TYLER TECHNOLOGIES INC COM 902252105 47,216 330,716 SH   DFND 1 0 312,121 18,595
TYLER TECHNOLOGIES INC COM 902252105 397 2,781 SH   DFND 1,3 0 2,781 0
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UDR INC COM 902653104 69,767 1,912,486 SH   DFND 1 0 407,065 1,505,421
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UGI CORP NEW COM 902681105 36,254 786,752 SH   DFND 15 0 786,752 0
UGI CORP NEW COM 902681105 622 13,506 SH   DFND 5 0 0 13,506
UGI CORP NEW COM 902681105 198 4,300 SH   DFND 11 0 4,300 0
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USANA HEALTH SCIENCES INC COM 90328M107 3,478 56,834 SH   DFND 15 0 56,834 0
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ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 8,582 122,063 SH   DFND 1 0 122,063 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 2,446 34,789 SH   DFND 1,12 0 34,789 0
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VENTAS INC COM 92276F100 330 5,276 SH   DFND 12,15 0 5,276 0
VENTAS INC COM 92276F100 1,964 31,411 SH   DFND 14 0 31,411 0
VENTAS INC COM 92276F100 251,698 4,025,879 SH   DFND 1 0 2,006,889 2,018,990
VENTAS INC COM 92276F100 2,534 40,527 SH   DFND 1,2 0 40,527 0
VENTAS INC COM 92276F100 749 11,988 SH   DFND 1,12 0 11,988 0
VENTAS INC COM 92276F100 264 4,219 SH   DFND 1,9 0 4,219 0
VENTAS INC COM 92276F100 12,409 198,478 SH   DFND 1,3 0 198,478 0
VENTAS INC COM 92276F100 408 6,533 SH   DFND 1,15 0 6,533 0
VENTAS INC COM 92276F100 5,653 90,424 SH   DFND 1,13 0 90,424 0
VENTAS INC COM 92276F100 62,217 995,161 SH   DFND 15 0 995,161 0
VENTAS INC COM 92276F100 519 8,300 SH   DFND 11 0 8,300 0
VANGUARD INDEX FDS REIT ETF 922908553 2,274 27,557 SH   DFND 14 0 27,557 0
VERA BRADLEY INC COM 92335C106 8 657 SH   DFND 12,15 0 657 0
VERA BRADLEY INC COM 92335C106 715 61,032 SH   DFND 15 0 61,032 0
VEREIT INC COM 92339V100 114 13,470 SH   DFND 12,15 0 13,470 0
VEREIT INC COM 92339V100 1,865 220,487 SH   DFND 15 0 220,487 0
VEREIT INC COM 92339V100 205 24,289 SH   DFND 11 0 24,289 0
VERIFONE SYS INC COM 92342Y109 258 14,570 SH   DFND 14 0 14,570 0
VERIFONE SYS INC COM 92342Y109 1,872 105,579 SH   DFND 15 0 105,579 0
VERISIGN INC COM 92343E102 195 2,565 SH   DFND 12,15 0 2,565 0
VERISIGN INC COM 92343E102 759 9,982 SH   DFND 4 0 9,982 0
VERISIGN INC COM 92343E102 35,715 469,496 SH   DFND 1 0 437,996 31,500
VERISIGN INC COM 92343E102 8,893 116,900 SH   DFND 1,4 0 116,900 0
VERISIGN INC COM 92343E102 1,293 17,000 SH   DFND 1,9 0 17,000 0
VERISIGN INC COM 92343E102 1,217 16,000 SH   DFND 1,3 0 16,000 0
VERISIGN INC COM 92343E102 23 303 SH   DFND 1,15 0 303 0
VERISIGN INC COM 92343E102 11,880 156,176 SH   DFND 1,5 0 60,676 95,500
VERISIGN INC COM 92343E102 11,091 145,796 SH   DFND 15 0 145,796 0
VERISIGN INC COM 92343E102 8,243 108,357 SH   DFND 5 0 59,718 48,639
VERISIGN INC COM 92343E102 3,966 52,135 SH   DFND 5,6 0 25,235 26,900
VERISIGN INC COM 92343E102 677 8,903 SH   DFND 5,7 0 0 8,903
VERISIGN INC COM 92343E102 186 2,450 SH   DFND 11 0 2,450 0
VERISIGN INC COM 92343E102 768 10,100 SH   DFND 6 0 10,100 0
VERISIGN INC COM 92343E102 1,524 20,029 SH   DFND 13 0 20,029 0
VERIZON COMMUNICATIONS INC COM 92343V104 4,041 75,696 SH   DFND 12,15 0 75,696 0
VERIZON COMMUNICATIONS INC COM 92343V104 1,414 26,497 SH   DFND 4 0 26,497 0
VERIZON COMMUNICATIONS INC COM 92343V104 112,250 2,102,854 SH   DFND 14 0 2,102,854 0
VERIZON COMMUNICATIONS INC COM 92343V104 326,908 6,124,163 SH   DFND 1 0 5,632,186 491,977
VERIZON COMMUNICATIONS INC COM 92343V104 25,185 471,800 SH   DFND 1,4 0 471,800 0
VERIZON COMMUNICATIONS INC COM 92343V104 1,580 29,600 SH   DFND 1,9 0 29,600 0
VERIZON COMMUNICATIONS INC COM 92343V104 3,865 72,408 SH   DFND 1,3 0 72,408 0
VERIZON COMMUNICATIONS INC COM 92343V104 26,186 490,558 SH   DFND 1,5 0 201,558 289,000
VERIZON COMMUNICATIONS INC COM 92343V104 331,724 6,214,385 SH   DFND 15 0 6,214,385 0
VERIZON COMMUNICATIONS INC COM 92343V104 37,973 711,374 SH   DFND 5 0 300,477 410,897
VERIZON COMMUNICATIONS INC COM 92343V104 11,155 208,977 SH   DFND 5,9 0 208,977 0
VERIZON COMMUNICATIONS INC COM 92343V104 16,508 309,246 SH   DFND 5,6 0 162,574 146,672
VERIZON COMMUNICATIONS INC COM 92343V104 1,131 21,190 SH   DFND 5,7 0 0 21,190
VERIZON COMMUNICATIONS INC COM 92343V104 5,156 96,587 SH   DFND 11 0 96,587 0
VERIZON COMMUNICATIONS INC COM 92343V104 6,730 126,073 SH   DFND 6 0 22,973 103,100
VERIZON COMMUNICATIONS INC COM 92343V104 2,834 53,100 SH   DFND 7 0 0 53,100
VERIZON COMMUNICATIONS INC COM 92343V104 6,926 129,753 SH   DFND 13 0 129,753 0
VERINT SYS INC COM 92343X100 108 3,070 SH   DFND 14 0 3,070 0
VERINT SYS INC COM 92343X100 42,394 1,202,658 SH   DFND 1 0 1,202,658 0
VERINT SYS INC COM 92343X100 1,744 49,489 SH   DFND 15 0 49,489 0
VERINT SYS INC COM 92343X100 1,821 51,655 SH   DFND 6 0 51,655 0
VERINT SYS INC COM 92343X100 907 25,742 SH   DFND 6,12 0 25,742 0
VERINT SYS INC COM 92343X100 330 9,350 SH   DFND 6,9 0 9,350 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 10,306 11,000,000 PRN   DFND 1 0 11,000,000 0
VERITEX HLDGS INC COM 923451108 311 11,630 SH   DFND 1 0 11,630 0
VERITEX HLDGS INC COM 923451108 115 4,300 SH   DFND 1,3 0 4,300 0
VERITEX HLDGS INC COM 923451108 4 145 SH   DFND 15 0 145 0
VERITIV CORP COM 923454102 2,367 44,029 SH   DFND 15 0 44,029 0
VERISK ANALYTICS INC COM 92345Y106 3,071 37,840 SH   DFND 12,15 0 37,840 0
VERISK ANALYTICS INC COM 92345Y106 13,850 170,626 SH   DFND 1 0 170,626 0
VERISK ANALYTICS INC COM 92345Y106 1,712 21,092 SH   DFND 1,15 0 21,092 0
VERISK ANALYTICS INC COM 92345Y106 159,290 1,962,423 SH   DFND 15 0 1,962,423 0
VERISK ANALYTICS INC COM 92345Y106 552 6,800 SH   DFND 5 0 0 6,800
VERISK ANALYTICS INC COM 92345Y106 325 4,000 SH   DFND 11 0 4,000 0
VERMILION ENERGY INC COM 923725105 2,138 50,697 SH   DFND 2,15 0 50,697 0
VERMILION ENERGY INC COM 923725105 17 408 SH   DFND 12,15 0 408 0
VERMILION ENERGY INC COM 923725105 34,658 821,864 SH   DFND 1 0 821,864 0
VERMILION ENERGY INC COM 923725105 4,127 97,854 SH   DFND 1,2 0 97,854 0
VERMILION ENERGY INC COM 923725105 67 1,583 SH   DFND 1,3 0 1,583 0
VERMILION ENERGY INC COM 923725105 320 7,583 SH   DFND 15 0 7,583 0
VERMILION ENERGY INC COM 923725105 114 2,700 SH   DFND 11 0 2,700 0
VERMILION ENERGY INC COM 923725105 738 17,500 SH   DFND 6,9 0 17,500 0
VERTEX PHARMACEUTICALS INC COM 92532F100 3,992 54,191 SH   DFND 12,15 0 54,191 0
VERTEX PHARMACEUTICALS INC COM 92532F100 46,998 637,947 SH   DFND 1 0 637,947 0
VERTEX PHARMACEUTICALS INC COM 92532F100 8,754 118,826 SH   DFND 1,12 0 118,826 0
VERTEX PHARMACEUTICALS INC COM 92532F100 4 49 SH   DFND 1,11 0 49 0
VERTEX PHARMACEUTICALS INC COM 92532F100 153,365 2,081,781 SH   DFND 15 0 2,081,781 0
VERTEX PHARMACEUTICALS INC COM 92532F100 354 4,800 SH   DFND 5 0 0 4,800
VERTEX PHARMACEUTICALS INC COM 92532F100 431 5,845 SH   DFND 11 0 5,845 0
VERSUM MATLS INC COM 92532W103 44 1,555 SH   DFND 12,15 0 1,555 0
VERSUM MATLS INC COM 92532W103 4,824 171,867 SH   DFND 1 0 159,467 12,400
VERSUM MATLS INC COM 92532W103 1,381 49,200 SH   DFND 1,4 0 49,200 0
VERSUM MATLS INC COM 92532W103 160 5,700 SH   DFND 1,9 0 5,700 0
VERSUM MATLS INC COM 92532W103 219 7,800 SH   DFND 1,3 0 7,800 0
VERSUM MATLS INC COM 92532W103 856 30,500 SH   DFND 1,5 0 0 30,500
VERSUM MATLS INC COM 92532W103 928 33,055 SH   DFND 15 0 33,055 0
VERSUM MATLS INC COM 92532W103 6 200 SH   DFND 5,6 0 200 0
VIAD CORP COM NEW 92552R406 11 257 SH   DFND 1 0 257 0
VIAD CORP COM NEW 92552R406 10,467 237,343 SH   DFND 15 0 237,343 0
VIASAT INC COM 92552V100 7,425 112,122 SH   DFND 15 0 112,122 0
VIACOM INC NEW CL B 92553P201 2,986 85,066 SH   DFND 12,15 0 85,066 0
VIACOM INC NEW CL B 92553P201 12,889 367,201 SH   DFND 1 0 367,201 0
VIACOM INC NEW CL B 92553P201 1,256 35,793 SH   DFND 1,9 0 35,793 0
VIACOM INC NEW CL B 92553P201 98,900 2,817,655 SH   DFND 15 0 2,817,655 0
VIACOM INC NEW CL B 92553P201 558 15,886 SH   DFND 5 0 0 15,886
VIACOM INC NEW CL B 92553P201 306 8,719 SH   DFND 11 0 8,719 0
VIAVI SOLUTIONS INC COM 925550105 1,754 214,418 SH   DFND 14 0 214,418 0
VIAVI SOLUTIONS INC COM 925550105 19 2,300 SH   DFND 1,3 0 2,300 0
VIAVI SOLUTIONS INC COM 925550105 11,608 1,419,080 SH   DFND 15 0 1,419,080 0
VILLAGE SUPER MKT INC CL A NEW 927107409 625 20,223 SH   DFND 15 0 20,223 0
VINCE HLDG CORP COM 92719W108 136 33,520 SH   DFND 15 0 33,520 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 25,323 2,300,000 SH   DFND 12,4 0 2,300,000 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 7,592 689,561 SH   DFND 4 0 689,561 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 21,923 1,991,157 SH   DFND 4,9 0 1,991,157 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 1,002 91,039 SH   DFND 1,4 0 91,039 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 6,097 553,745 SH   DFND 15 0 553,745 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 727 66,000 SH   DFND 10 0 66,000 0
VIRNETX HLDG CORP COM 92823T108 64 29,004 SH   DFND 15 0 29,004 0
VIRTU FINL INC CL A 928254101 5,857 367,189 SH   DFND 15 0 367,189 0
VISA INC COM CL A 92826C839 160,104 2,052,089 SH   DFND 2 0 2,052,089 0
VISA INC COM CL A 92826C839 609 7,803 SH   DFND 12,15 0 7,803 0
VISA INC COM CL A 92826C839 1,156 14,814 SH   DFND 4 0 14,814 0
VISA INC COM CL A 92826C839 11,857 151,976 SH   DFND 14 0 151,976 0
VISA INC COM CL A 92826C839 361,883 4,638,336 SH   DFND 1 0 4,637,586 750
VISA INC COM CL A 92826C839 4,192 53,735 SH   DFND 1,12 0 53,735 0
VISA INC COM CL A 92826C839 38,073 487,987 SH   DFND 15 0 487,987 0
VISA INC COM CL A 92826C839 1,802 23,100 SH   DFND 10 0 23,100 0
VISA INC COM CL A 92826C839 5,649 72,400 SH   DFND 5 0 0 72,400
VISA INC COM CL A 92826C839 16 200 SH   DFND 5,6 0 200 0
VISA INC COM CL A 92826C839 3,480 44,600 SH   DFND 11 0 44,600 0
VISA INC COM CL A 92826C839 793 10,160 SH   DFND 11,2 0 10,160 0
VIRTUSA CORP COM 92827P102 3,858 153,594 SH   DFND 15 0 153,594 0
VIRTUS INVT PARTNERS INC COM 92828Q109 1,523 12,905 SH   DFND 15 0 12,905 0
VISHAY INTERTECHNOLOGY INC COM 928298108 208 12,812 SH   DFND 12,15 0 12,812 0
VISHAY INTERTECHNOLOGY INC COM 928298108 1,471 90,820 SH   DFND 14 0 90,820 0
VISHAY INTERTECHNOLOGY INC COM 928298108 40,019 2,470,278 SH   DFND 1 0 2,470,278 0
VISHAY INTERTECHNOLOGY INC COM 928298108 1,685 104,043 SH   DFND 15 0 104,043 0
VIRTUS GLOBAL MULTI-SEC INC COM 92829B101 836 54,522 SH   DFND 14 0 54,522 0
VIRTUS GLOBAL MULTI-SEC INC COM 92829B101 1,803 117,584 SH   DFND 15 0 117,584 0
VISHAY PRECISION GROUP INC COM 92835K103 599 31,677 SH   DFND 15 0 31,677 0
VIRTUS GLOBAL DIVID INCOME F COM 92835W107 774 64,287 SH   DFND 14 0 64,287 0
VISTA OUTDOOR INC COM 928377100 30 824 SH   DFND 12,15 0 824 0
VISTA OUTDOOR INC COM 928377100 538 14,583 SH   DFND 14 0 14,583 0
VISTA OUTDOOR INC COM 928377100 872 23,635 SH   DFND 15 0 23,635 0
VISTEON CORP COM NEW 92839U206 207 2,579 SH   DFND 12,15 0 2,579 0
VISTEON CORP COM NEW 92839U206 61,400 764,258 SH   DFND 1 0 764,258 0
VISTEON CORP COM NEW 92839U206 24 300 SH   DFND 1,3 0 300 0
VISTEON CORP COM NEW 92839U206 4,006 49,866 SH   DFND 15 0 49,866 0
VISTEON CORP COM NEW 92839U206 2,998 37,316 SH   DFND 6 0 37,316 0
VISTEON CORP COM NEW 92839U206 1,419 17,659 SH   DFND 6,12 0 17,659 0
VISTEON CORP COM NEW 92839U206 449 5,583 SH   DFND 6,9 0 5,583 0
VITAMIN SHOPPE INC COM 92849E101 13 549 SH   DFND 12,15 0 549 0
VITAMIN SHOPPE INC COM 92849E101 422 17,776 SH   DFND 14 0 17,776 0
VITAMIN SHOPPE INC COM 92849E101 1,604 67,527 SH   DFND 15 0 67,527 0
VIVINT SOLAR INC COM 92854Q106 33 12,752 SH   DFND 12,15 0 12,752 0
VIVINT SOLAR INC COM 92854Q106 61 23,770 SH   DFND 14 0 23,770 0
VIVINT SOLAR INC COM 92854Q106 254 99,737 SH   DFND 15 0 99,737 0
VMWARE INC CL A COM 928563402 1,373 17,445 SH   DFND 14 0 17,445 0
VMWARE INC CL A COM 928563402 61 769 SH   DFND 1 0 769 0
VMWARE INC CL A COM 928563402 15,365 195,163 SH   DFND 15 0 195,163 0
VMWARE INC CL A COM 928563402 9,372 119,044 SH   DFND 5 0 89,866 29,178
VMWARE INC CL A COM 928563402 4,137 52,545 SH   DFND 5,9 0 52,545 0
VMWARE INC CL A COM 928563402 1,298 16,487 SH   DFND 5,6 0 7,089 9,398
VMWARE INC CL A COM 928563402 478 6,069 SH   DFND 5,7 0 0 6,069
VMWARE INC CL A COM 928563402 142 1,800 SH   DFND 11 0 1,800 0
VMWARE INC CL A COM 928563402 187 2,380 SH   DFND 6 0 2,380 0
VMWARE INC CL A COM 928563402 977 12,410 SH   DFND 7 0 0 12,410
VMWARE INC CL A COM 928563402 261 3,314 SH   DFND 13 0 3,314 0
VODAFONE GROUP PLC NEW SPNSR ADR 92857W308 2,296 93,977 SH   DFND 12,15 0 93,977 0
VODAFONE GROUP PLC NEW SPNSR ADR 92857W308 4,087 167,284 SH   DFND 14 0 167,284 0
VODAFONE GROUP PLC NEW SPNSR ADR 92857W308 228,392 9,348,822 SH   DFND 1 0 8,661,519 687,303
VODAFONE GROUP PLC NEW SPNSR ADR 92857W308 527 21,569 SH   DFND 1,3 0 21,569 0
VODAFONE GROUP PLC NEW SPNSR ADR 92857W308 56 2,282 SH   DFND 1,11 0 2,282 0
VODAFONE GROUP PLC NEW SPNSR ADR 92857W308 96,368 3,944,649 SH   DFND 15 0 3,944,649 0
VONAGE HLDGS CORP COM 92886T201 2,087 304,744 SH   DFND 15 0 304,744 0
VORNADO RLTY TR SH BEN INT 929042109 227 2,177 SH   DFND 12,15 0 2,177 0
VORNADO RLTY TR SH BEN INT 929042109 6,672 63,927 SH   DFND 14 0 63,927 0
VORNADO RLTY TR SH BEN INT 929042109 662,581 6,348,390 SH   DFND 1 0 3,087,600 3,260,790
VORNADO RLTY TR SH BEN INT 929042109 7,157 68,572 SH   DFND 1,2 0 68,572 0
VORNADO RLTY TR SH BEN INT 929042109 2,102 20,141 SH   DFND 1,12 0 20,141 0
VORNADO RLTY TR SH BEN INT 929042109 36,475 349,480 SH   DFND 1,3 0 349,480 0
VORNADO RLTY TR SH BEN INT 929042109 639 6,121 SH   DFND 1,15 0 6,121 0
VORNADO RLTY TR SH BEN INT 929042109 15,686 150,295 SH   DFND 1,13 0 150,295 0
VORNADO RLTY TR SH BEN INT 929042109 3,571 34,215 SH   DFND 15 0 34,215 0
VORNADO RLTY TR SH BEN INT 929042109 433 4,153 SH   DFND 11 0 4,153 0
VOYA FINL INC COM 929089100 615 15,678 SH   DFND 12,15 0 15,678 0
VOYA FINL INC COM 929089100 3,596 91,676 SH   DFND 14 0 91,676 0
VOYA FINL INC COM 929089100 162,645 4,146,980 SH   DFND 1 0 3,993,507 153,473
VOYA FINL INC COM 929089100 264 6,735 SH   DFND 1,3 0 6,735 0
VOYA FINL INC COM 929089100 6,390 162,936 SH   DFND 1,5 0 162,936 0
VOYA FINL INC COM 929089100 10,231 260,864 SH   DFND 15 0 260,864 0
VOYA FINL INC COM 929089100 13,965 356,068 SH   DFND 5 0 162,923 193,145
VOYA FINL INC COM 929089100 6,999 178,450 SH   DFND 5,9 0 178,450 0
VOYA FINL INC COM 929089100 4,679 119,296 SH   DFND 5,6 0 71,369 47,927
VOYA FINL INC COM 929089100 777 19,800 SH   DFND 5,7 0 0 19,800
VOYA FINL INC COM 929089100 184 4,700 SH   DFND 11 0 4,700 0
VOYA FINL INC COM 929089100 933 23,799 SH   DFND 6 0 23,799 0
VOYA FINL INC COM 929089100 1,364 34,781 SH   DFND 7 0 0 34,781
VOYA FINL INC COM 929089100 1,682 42,876 SH   DFND 13 0 42,876 0
VOYA ASIA PAC DIVID EQUITY I COM 92912J102 84 9,665 SH   DFND 14 0 9,665 0
VOYA ASIA PAC DIVID EQUITY I COM 92912J102 1,264 145,176 SH   DFND 15 0 145,176 0
VOYA EMERGING MKTS HIGH DIVI COM 92912P108 86 11,602 SH   DFND 14 0 11,602 0
VOYA GLBL ADV & PREM OPP FD COM 92912R104 4,056 412,623 SH   DFND 14 0 412,623 0
VOYA GLBL ADV & PREM OPP FD COM 92912R104 1,882 191,449 SH   DFND 15 0 191,449 0
VOYA GLBL EQTY DIV & PREM OP COM 92912T100 917 135,299 SH   DFND 14 0 135,299 0
VOYA GLBL EQTY DIV & PREM OP COM 92912T100 6,752 995,838 SH   DFND 15 0 995,838 0
VOYA INFRASTRUCTURE INDLS & COM 92912X101 1,616 124,469 SH   DFND 14 0 124,469 0
VOYA INFRASTRUCTURE INDLS & COM 92912X101 2,874 221,400 SH   DFND 15 0 221,400 0
VOYA PRIME RATE TR SH BEN INT 92913A100 2,165 390,843 SH   DFND 14 0 390,843 0
VOYA PRIME RATE TR SH BEN INT 92913A100 8,466 1,528,227 SH   DFND 15 0 1,528,227 0
VOYA RISK MANAGED NAT RES FD COM 92913C106 1,463 228,577 SH   DFND 15 0 228,577 0
VULCAN MATLS CO COM 929160109 109 867 SH   DFND 12,15 0 867 0
VULCAN MATLS CO COM 929160109 810 6,473 SH   DFND 14 0 6,473 0
VULCAN MATLS CO COM 929160109 41,099 328,396 SH   DFND 1 0 328,396 0
VULCAN MATLS CO COM 929160109 279 2,229 SH   DFND 1,3 0 2,229 0
VULCAN MATLS CO COM 929160109 54 431 SH   DFND 1,15 0 431 0
VULCAN MATLS CO COM 929160109 14,211 113,550 SH   DFND 15 0 113,550 0
VULCAN MATLS CO COM 929160109 651 5,200 SH   DFND 5 0 0 5,200
VULCAN MATLS CO COM 929160109 389 3,112 SH   DFND 11 0 3,112 0
W & T OFFSHORE INC COM 92922P106 1,904 687,339 SH   DFND 15 0 687,339 0
WD-40 CO COM 929236107 15 130 SH   DFND 1 0 130 0
WD-40 CO COM 929236107 15,617 133,590 SH   DFND 15 0 133,590 0
WCI CMNTYS INC COM PAR $0.01 92923C807 835 35,610 SH   DFND 15 0 35,610 0
WGL HLDGS INC COM 92924F106 63 829 SH   DFND 12,15 0 829 0
WGL HLDGS INC COM 92924F106 8,399 110,112 SH   DFND 14 0 110,112 0
WGL HLDGS INC COM 92924F106 74,429 975,735 SH   DFND 1 0 975,735 0
WGL HLDGS INC COM 92924F106 11,564 151,594 SH   DFND 15 0 151,594 0
WABCO HLDGS INC COM 92927K102 57 537 SH   DFND 12,15 0 537 0
WABCO HLDGS INC COM 92927K102 60,462 569,589 SH   DFND 1 0 569,589 0
WABCO HLDGS INC COM 92927K102 158 1,492 SH   DFND 1,3 0 1,492 0
WABCO HLDGS INC COM 92927K102 1,517 14,290 SH   DFND 15 0 14,290 0
WABCO HLDGS INC COM 92927K102 149 1,400 SH   DFND 11 0 1,400 0
WSFS FINL CORP COM 929328102 1,856 40,052 SH   DFND 15 0 40,052 0
WNS HOLDINGS LTD SPON ADR 92932M101 7,475 271,331 SH   DFND 1 0 187,632 83,699
W P CAREY INC COM 92936U109 68 1,159 SH   DFND 12,15 0 1,159 0
W P CAREY INC COM 92936U109 1,660 28,094 SH   DFND 15 0 28,094 0
WPP PLC NEW ADR 92937A102 13,177 119,073 SH   DFND 14 0 119,073 0
WPP PLC NEW ADR 92937A102 74,959 677,383 SH   DFND 1 0 677,383 0
WPP PLC NEW ADR 92937A102 9,552 86,322 SH   DFND 15 0 86,322 0
WEC ENERGY GROUP INC COM 92939U106 179 3,049 SH   DFND 12,15 0 3,049 0
WEC ENERGY GROUP INC COM 92939U106 6,320 107,763 SH   DFND 14 0 107,763 0
WEC ENERGY GROUP INC COM 92939U106 85,580 1,459,172 SH   DFND 1 0 1,459,172 0
WEC ENERGY GROUP INC COM 92939U106 69,037 1,177,093 SH   DFND 15 0 1,177,093 0
WEC ENERGY GROUP INC COM 92939U106 1,046 17,839 SH   DFND 5 0 0 17,839
WEC ENERGY GROUP INC COM 92939U106 448 7,639 SH   DFND 11 0 7,639 0
WABASH NATL CORP COM 929566107 3,592 227,080 SH   DFND 1 0 75,880 151,200
WABASH NATL CORP COM 929566107 679 42,900 SH   DFND 1,3 0 42,900 0
WABASH NATL CORP COM 929566107 2,358 149,060 SH   DFND 15 0 149,060 0
WABASH NATL CORP COM 929566107 433 27,400 SH   DFND 5 0 0 27,400
WABTEC CORP COM 929740108 46 549 SH   DFND 12,15 0 549 0
WABTEC CORP COM 929740108 939 11,305 SH   DFND 14 0 11,305 0
WABTEC CORP COM 929740108 54,515 656,650 SH   DFND 1 0 656,650 0
WABTEC CORP COM 929740108 1,141 13,738 SH   DFND 15 0 13,738 0
WABTEC CORP COM 929740108 191 2,300 SH   DFND 11 0 2,300 0
WADDELL & REED FINL INC CL A 930059100 29,954 1,535,294 SH   DFND 2 0 1,535,294 0
WADDELL & REED FINL INC CL A 930059100 41 2,091 SH   DFND 12,15 0 2,091 0
WADDELL & REED FINL INC CL A 930059100 2,322 119,017 SH   DFND 14 0 119,017 0
WADDELL & REED FINL INC CL A 930059100 27,071 1,387,567 SH   DFND 1 0 1,387,567 0
WADDELL & REED FINL INC CL A 930059100 7,301 374,208 SH   DFND 15 0 374,208 0
WAGEWORKS INC COM 930427109 358 4,933 SH   DFND 14 0 4,933 0
WAGEWORKS INC COM 930427109 5,764 79,499 SH   DFND 15 0 79,499 0
WAL-MART STORES INC COM 931142103 4,085 59,094 SH   DFND 12,15 0 59,094 0
WAL-MART STORES INC COM 931142103 1,210 17,509 SH   DFND 4 0 17,509 0
WAL-MART STORES INC COM 931142103 102,452 1,482,236 SH   DFND 14 0 1,482,236 0
WAL-MART STORES INC COM 931142103 324,185 4,690,182 SH   DFND 1 0 4,552,789 137,393
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WALGREENS BOOTS ALLIANCE INC COM 931427108 50 600 SH Call DFND 14 0 0 0
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WALGREENS BOOTS ALLIANCE INC COM 931427108 22 265 SH   DFND 1,11 0 265 0
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WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 207,656 6,352,274 SH   DFND 1 0 2,693,206 3,659,068
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 2,028 62,040 SH   DFND 1,2 0 62,040 0
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WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 86 2,625 SH   DFND 1,9 0 2,625 0
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WEINGARTEN RLTY INVS SH BEN INT 948741103 10,450 291,980 SH   DFND 1,3 0 291,980 0
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WEINGARTEN RLTY INVS SH BEN INT 948741103 4,426 123,671 SH   DFND 1,13 0 123,671 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 12,840 358,759 SH   DFND 15 0 358,759 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 1,392 38,888 SH   DFND 5 0 4,432 34,456
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WELLCARE HEALTH PLANS INC COM 94946T106 2,709 19,765 SH   DFND 7 0 0 19,765
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WELLS FARGO & CO NEW COM 949746101 425,425 7,719,563 SH   DFND 1 0 7,520,812 198,751
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WELLS FARGO & CO NEW COM 949746101 2,349 42,619 SH   DFND 13 0 42,619 0
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WESTERN ASSET GLOBAL CP DEFI COM 95790C107 2,376 138,765 SH   DFND 15 0 138,765 0
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WESTERN DIGITAL CORP COM 958102105 156,352 2,300,993 SH   DFND 15 0 2,300,993 0
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WESTERN UN CO COM 959802109 56 2,600 SH   DFND 1,9 0 2,600 0
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WESTERN UN CO COM 959802109 65,657 3,022,900 SH   DFND 15 0 3,022,900 0
WESTERN UN CO COM 959802109 3,963 182,464 SH   DFND 5 0 78,316 104,148
WESTERN UN CO COM 959802109 2,841 130,800 SH   DFND 5,6 0 60,200 70,600
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WESTERN UN CO COM 959802109 793 36,500 SH   DFND 6 0 36,500 0
WESTERN UN CO COM 959802109 1,146 52,745 SH   DFND 13 0 52,745 0
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WESTLAKE CHEM CORP COM 960413102 2,985 53,319 SH   DFND 1 0 53,319 0
WESTLAKE CHEM CORP COM 960413102 3,158 56,408 SH   DFND 15 0 56,408 0
WESTMORELAND COAL CO COM 960878106 1,844 104,360 SH   DFND 1 0 104,360 0
WESTMORELAND COAL CO COM 960878106 454 25,700 SH   DFND 1,3 0 25,700 0
WESTMORELAND COAL CO COM 960878106 2,019 114,265 SH   DFND 15 0 114,265 0
WESTMORELAND COAL CO COM 960878106 203 11,478 SH   DFND 5 0 0 11,478
WESTPAC BKG CORP SPONSORED ADR 961214301 4,627 197,047 SH   DFND 14 0 197,047 0
WESTPAC BKG CORP SPONSORED ADR 961214301 19,214 818,312 SH   DFND 15 0 818,312 0
WESTPAC BKG CORP NOTE 4.322%11/2 961214DF7 1,630,184 16,250,000 PRN   DFND 1 0 16,250,000 0
WESTPAC BKG CORP NOTE 4.322%11/2 961214DF7 39,927 398,000 PRN   DFND 1,2 0 398,000 0
WESTPAC BKG CORP NOTE 4.322%11/2 961214DF7 40,128 400,000 PRN   DFND 1,9 0 400,000 0
WESTPAC BKG CORP NOTE 4.322%11/2 961214DF7 411,308 4,100,000 PRN   DFND 1,6 0 800,000 3,300,000
WESTPAC BKG CORP NOTE 4.322%11/2 961214DF7 25,280 252,000 PRN   DFND 1,7 0 252,000 0
WESTPAC BKG CORP NOTE 4.322%11/2 961214DF7 200,638 2,000,000 PRN   DFND 11,6 0 2,000,000 0
WESTROCK CO COM 96145D105 231 4,543 SH   DFND 12,15 0 4,543 0
WESTROCK CO COM 96145D105 1,326 26,119 SH   DFND 14 0 26,119 0
WESTROCK CO COM 96145D105 13,706 269,960 SH   DFND 1 0 269,960 0
WESTROCK CO COM 96145D105 19 367 SH   DFND 1,15 0 367 0
WESTROCK CO COM 96145D105 9,358 184,315 SH   DFND 15 0 184,315 0
WESTROCK CO COM 96145D105 459 9,048 SH   DFND 5 0 0 9,048
WESTROCK CO COM 96145D105 309 6,094 SH   DFND 11 0 6,094 0
WESTWOOD HLDGS GROUP INC COM 961765104 444 7,405 SH   DFND 15 0 7,405 0
WEX INC COM 96208T104 1,463 13,106 SH   DFND 14 0 13,106 0
WEX INC COM 96208T104 3,564 31,932 SH   DFND 15 0 31,932 0
WEYERHAEUSER CO COM 962166104 547 18,169 SH   DFND 12,15 0 18,169 0
WEYERHAEUSER CO COM 962166104 662,224 22,008,106 SH   DFND 1 0 10,598,250 11,409,856
WEYERHAEUSER CO COM 962166104 557 18,522 SH   DFND 1,9 0 18,522 0
WEYERHAEUSER CO COM 962166104 7,752 257,633 SH   DFND 1,3 0 257,633 0
WEYERHAEUSER CO COM 962166104 831 27,633 SH   DFND 1,15 0 27,633 0
WEYERHAEUSER CO COM 962166104 72,313 2,403,226 SH   DFND 15 0 2,403,226 0
WEYERHAEUSER CO COM 962166104 529 17,593 SH   DFND 11 0 17,593 0
WHIRLPOOL CORP COM 963320106 339 1,864 SH   DFND 12,15 0 1,864 0
WHIRLPOOL CORP COM 963320106 11,762 64,710 SH   DFND 14 0 64,710 0
WHIRLPOOL CORP COM 963320106 55 300 SH Call DFND 14 0 0 0
WHIRLPOOL CORP COM 963320106 183,204 1,007,887 SH   DFND 1 0 1,007,887 0
WHIRLPOOL CORP COM 963320106 2,813 15,473 SH   DFND 1,9 0 15,473 0
WHIRLPOOL CORP COM 963320106 5,513 30,329 SH   DFND 15 0 30,329 0
WHIRLPOOL CORP COM 963320106 527 2,900 SH   DFND 5 0 0 2,900
WHIRLPOOL CORP COM 963320106 339 1,865 SH   DFND 11 0 1,865 0
WHITESTONE REIT COM 966084204 664 46,195 SH   DFND 1 0 46,195 0
WHITESTONE REIT COM 966084204 8,558 595,146 SH   DFND 15 0 595,146 0
WHITEWAVE FOODS CO COM 966244105 64 1,155 SH   DFND 12,15 0 1,155 0
WHITEWAVE FOODS CO COM 966244105 5,624 101,146 SH   DFND 14 0 101,146 0
WHITEWAVE FOODS CO COM 966244105 1,333 23,975 SH   DFND 15 0 23,975 0
WHITEWAVE FOODS CO COM 966244105 589 10,600 SH   DFND 5 0 0 10,600
WHITEWAVE FOODS CO COM 966244105 239 4,300 SH   DFND 11 0 4,300 0
WHITING PETE CORP NEW COM 966387102 3,606 300,000 SH   DFND 2 0 300,000 0
WHITING PETE CORP NEW COM 966387102 421 35,057 SH   DFND 12,15 0 35,057 0
WHITING PETE CORP NEW COM 966387102 463 38,509 SH   DFND 14 0 38,509 0
WHITING PETE CORP NEW COM 966387102 264 21,940 SH   DFND 1 0 21,940 0
WHITING PETE CORP NEW COM 966387102 34,405 2,862,310 SH   DFND 1,2 0 2,862,310 0
WHITING PETE CORP NEW COM 966387102 6,568 546,386 SH   DFND 1,9 0 546,386 0
WHITING PETE CORP NEW COM 966387102 71 5,900 SH   DFND 1,3 0 5,900 0
WHITING PETE CORP NEW COM 966387102 5,719 475,788 SH   DFND 15 0 475,788 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 20,621 23,500,000 PRN   DFND 1 0 23,500,000 0
WHOLE FOODS MKT INC COM 966837106 467 15,176 SH   DFND 12,15 0 15,176 0
WHOLE FOODS MKT INC COM 966837106 13,433 436,701 SH   DFND 1 0 436,701 0
WHOLE FOODS MKT INC COM 966837106 10,625 345,426 SH   DFND 15 0 345,426 0
WHOLE FOODS MKT INC COM 966837106 252 8,200 SH   DFND 5 0 0 8,200
WHOLE FOODS MKT INC COM 966837106 239 7,754 SH   DFND 11 0 7,754 0
WILEY JOHN & SONS INC CL A 968223206 9,872 181,142 SH   DFND 2 0 181,142 0
WILEY JOHN & SONS INC CL A 968223206 26,150 479,820 SH   DFND 1,2 0 479,820 0
WILEY JOHN & SONS INC CL A 968223206 5,341 97,993 SH   DFND 15 0 97,993 0
WILLBROS GROUP INC DEL COM 969203108 1,028 317,235 SH   DFND 15 0 317,235 0
WILLIAMS COS INC DEL COM 969457100 820 26,321 SH   DFND 12,15 0 26,321 0
WILLIAMS COS INC DEL COM 969457100 1,101 35,371 SH   DFND 14 0 35,371 0
WILLIAMS COS INC DEL COM 969457100 21,904 703,406 SH   DFND 1 0 677,256 26,150
WILLIAMS COS INC DEL COM 969457100 1,264 40,600 SH   DFND 1,4 0 40,600 0
WILLIAMS COS INC DEL COM 969457100 174 5,600 SH   DFND 1,3 0 5,600 0
WILLIAMS COS INC DEL COM 969457100 3,211 103,100 SH   DFND 1,5 0 0 103,100
WILLIAMS COS INC DEL COM 969457100 217 6,964 SH   DFND 1,11 0 6,964 0
WILLIAMS COS INC DEL COM 969457100 20,437 656,291 SH   DFND 15 0 656,291 0
WILLIAMS COS INC DEL COM 969457100 844 27,100 SH   DFND 5 0 0 27,100
WILLIAMS COS INC DEL COM 969457100 1,030 33,090 SH   DFND 5,6 0 14,571 18,519
WILLIAMS COS INC DEL COM 969457100 540 17,340 SH   DFND 11 0 17,340 0
WILLIAMS COS INC DEL COM 969457100 362 11,631 SH   DFND 13 0 11,631 0
WILLIAMS CLAYTON ENERGY INC COM 969490101 19,948 167,261 SH   DFND 15 0 167,261 0
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 1,203 31,641 SH   DFND 14 0 31,641 0
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 512 13,470 SH   DFND 1 0 13,470 0
WILLIAMS SONOMA INC COM 969904101 50 1,028 SH   DFND 12,15 0 1,028 0
WILLIAMS SONOMA INC COM 969904101 277 5,714 SH   DFND 9 0 5,714 0
WILLIAMS SONOMA INC COM 969904101 199 4,114 SH   DFND 1,6 0 4,114 0
WILLIAMS SONOMA INC COM 969904101 1,135 23,464 SH   DFND 15 0 23,464 0
WILLIAMS SONOMA INC COM 969904101 498 10,292 SH   DFND 11,6 0 10,292 0
WILLIAMS SONOMA INC COM 969904101 39,758 821,621 SH   DFND 6 0 821,621 0
WILLIAMS SONOMA INC COM 969904101 9,971 206,056 SH   DFND 6,9 0 206,056 0
WILLIS LEASE FINANCE CORP COM 970646105 296 11,560 SH   DFND 1 0 11,560 0
WILLIS LEASE FINANCE CORP COM 970646105 166 6,500 SH   DFND 1,3 0 6,500 0
WILLIS LEASE FINANCE CORP COM 970646105 71 2,761 SH   DFND 15 0 2,761 0
WINDSTREAM HLDGS INC COM NEW 97382A200 130 17,697 SH   DFND 12,15 0 17,697 0
WINDSTREAM HLDGS INC COM NEW 97382A200 2,220 302,907 SH   DFND 15 0 302,907 0
WINGSTOP INC COM 974155103 4,824 163,035 SH   DFND 1 0 113,588 49,447
WINGSTOP INC COM 974155103 553 18,699 SH   DFND 15 0 18,699 0
WINNEBAGO INDS INC COM 974637100 330 10,442 SH   DFND 14 0 10,442 0
WINNEBAGO INDS INC COM 974637100 35,865 1,133,160 SH   DFND 1 0 1,133,160 0
WINNEBAGO INDS INC COM 974637100 2,522 79,681 SH   DFND 15 0 79,681 0
WINTRUST FINL CORP COM 97650W108 718 9,897 SH   DFND 14 0 9,897 0
WINTRUST FINL CORP COM 97650W108 137,560 1,895,551 SH   DFND 1 0 1,895,551 0
WINTRUST FINL CORP COM 97650W108 20,725 285,583 SH   DFND 15 0 285,583 0
WIPRO LTD SPON ADR 1 SH 97651M109 17 1,743 SH   DFND 12,15 0 1,743 0
WIPRO LTD SPON ADR 1 SH 97651M109 14 1,433 SH   DFND 1 0 1,433 0
WIPRO LTD SPON ADR 1 SH 97651M109 2,979 307,790 SH   DFND 15 0 307,790 0
WISDOMTREE INVTS INC COM 97717P104 30,223 2,713,031 SH   DFND 1 0 2,713,031 0
WISDOMTREE INVTS INC COM 97717P104 38 3,375 SH   DFND 15 0 3,375 0
WISDOMTREE TR MIDCAP DIVI FD 97717W505 969 10,271 SH   DFND 14 0 10,271 0
WISDOMTREE TR SMALLCAP DIVID 97717W604 839 10,146 SH   DFND 14 0 10,146 0
WISDOMTREE TR INTL SMCAP DIV 97717W760 735 12,238 SH   DFND 14 0 12,238 0
WISDOMTREE TR INTL MIDCAP DV 97717W778 908 16,398 SH   DFND 14 0 16,398 0
WISDOMTREE TR EM LCL DEBT FD 97717X867 1,042 29,134 SH   DFND 14 0 29,134 0
WOLVERINE WORLD WIDE INC COM 978097103 419 19,100 SH   DFND 1 0 19,100 0
WOLVERINE WORLD WIDE INC COM 978097103 3,992 181,852 SH   DFND 15 0 181,852 0
WOODWARD INC COM 980745103 8,638 125,092 SH   DFND 1 0 86,504 38,588
WOODWARD INC COM 980745103 11,687 169,256 SH   DFND 15 0 169,256 0
WORKDAY INC CL A 98138H101 2,679 40,543 SH   DFND 14 0 40,543 0
WORKDAY INC CL A 98138H101 1,110 16,790 SH   DFND 15 0 16,790 0
WORKDAY INC CL A 98138H101 198 3,000 SH   DFND 11 0 3,000 0
WORLD ACCEP CORP DEL COM 981419104 3,062 47,642 SH   DFND 15 0 47,642 0
WORLD FUEL SVCS CORP COM 981475106 204 4,454 SH   DFND 12,15 0 4,454 0
WORLD FUEL SVCS CORP COM 981475106 551 11,998 SH   DFND 14 0 11,998 0
WORLD FUEL SVCS CORP COM 981475106 2,918 63,559 SH   DFND 15 0 63,559 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 1,452 78,923 SH   DFND 15 0 78,923 0
WORTHINGTON INDS INC COM 981811102 82 1,728 SH   DFND 12,15 0 1,728 0
WORTHINGTON INDS INC COM 981811102 168 3,551 SH   DFND 14 0 3,551 0
WORTHINGTON INDS INC COM 981811102 8,079 170,295 SH   DFND 15 0 170,295 0
WPX ENERGY INC COM 98212B103 348 23,888 SH   DFND 12,15 0 23,888 0
WPX ENERGY INC COM 98212B103 16,293 1,118,266 SH   DFND 15 0 1,118,266 0
WPX ENERGY INC PFD SER A CV 98212B202 14,802 225,400 SH   DFND 1 0 225,400 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 54,941 52,733,000 PRN   DFND 1 0 45,826,000 6,907,000
WYNDHAM WORLDWIDE CORP COM 98310W108 377 4,931 SH   DFND 12,15 0 4,931 0
WYNDHAM WORLDWIDE CORP COM 98310W108 6,429 84,178 SH   DFND 14 0 84,178 0
WYNDHAM WORLDWIDE CORP COM 98310W108 13,631 178,490 SH   DFND 1 0 178,490 0
WYNDHAM WORLDWIDE CORP COM 98310W108 10,775 141,089 SH   DFND 15 0 141,089 0
WYNDHAM WORLDWIDE CORP COM 98310W108 611 8,000 SH   DFND 5 0 0 8,000
WYNDHAM WORLDWIDE CORP COM 98310W108 199 2,600 SH   DFND 11 0 2,600 0
WYNN RESORTS LTD COM 983134107 256 2,964 SH   DFND 12,15 0 2,964 0
WYNN RESORTS LTD COM 983134107 1,183 13,676 SH   DFND 14 0 13,676 0
WYNN RESORTS LTD COM 983134107 33,003 381,494 SH   DFND 1 0 381,494 0
WYNN RESORTS LTD COM 983134107 226 2,616 SH   DFND 1,3 0 2,616 0
WYNN RESORTS LTD COM 983134107 9,258 107,016 SH   DFND 15 0 107,016 0
WYNN RESORTS LTD COM 983134107 311 3,600 SH   DFND 5 0 0 3,600
WYNN RESORTS LTD COM 983134107 168 1,944 SH   DFND 11 0 1,944 0
XO GROUP INC COM 983772104 3,507 180,298 SH   DFND 15 0 180,298 0
XPO LOGISTICS INC COM 983793100 2,538 58,805 SH   DFND 15 0 58,805 0
XTL BIOPHARMACEUTICALS LTD SPONSORED ADR NE 98386D208 82 129,811 SH   DFND 6 0 129,811 0
XACTLY CORP COM 98386L101 631 57,338 SH   DFND 15 0 57,338 0
XCEL ENERGY INC COM 98389B100 418 10,277 SH   DFND 12,15 0 10,277 0
XCEL ENERGY INC COM 98389B100 6,215 152,710 SH   DFND 14 0 152,710 0
XCEL ENERGY INC COM 98389B100 29,164 716,563 SH   DFND 1 0 716,563 0
XCEL ENERGY INC COM 98389B100 76,225 1,872,841 SH   DFND 15 0 1,872,841 0
XCEL ENERGY INC COM 98389B100 600 14,738 SH   DFND 5 0 0 14,738
XCEL ENERGY INC COM 98389B100 503 12,353 SH   DFND 11 0 12,353 0
XILINX INC COM 983919101 3,521 58,319 SH   DFND 12,15 0 58,319 0
XILINX INC COM 983919101 2,293 37,989 SH   DFND 14 0 37,989 0
XILINX INC COM 983919101 54,290 899,282 SH   DFND 1 0 899,282 0
XILINX INC COM 983919101 483 8,000 SH   DFND 1,9 0 8,000 0
XILINX INC COM 983919101 116,463 1,929,152 SH   DFND 15 0 1,929,152 0
XILINX INC COM 983919101 730 12,085 SH   DFND 5 0 0 12,085
XILINX INC COM 983919101 962 15,942 SH   DFND 5,6 0 6,634 9,308
XILINX INC COM 983919101 382 6,331 SH   DFND 11 0 6,331 0
XILINX INC COM 983919101 261 4,327 SH   DFND 13 0 4,327 0
XILINX INC NOTE 2.625% 6/1 983919AF8 35,721 17,000,000 PRN   DFND 1 0 17,000,000 0
XCERRA CORP COM 98400J108 532 69,591 SH   DFND 15 0 69,591 0
XENIA HOTELS & RESORTS INC COM 984017103 49 2,542 SH   DFND 12,15 0 2,542 0
XENIA HOTELS & RESORTS INC COM 984017103 541 27,855 SH   DFND 14 0 27,855 0
XENIA HOTELS & RESORTS INC COM 984017103 508 26,174 SH   DFND 1 0 26,174 0
XENIA HOTELS & RESORTS INC COM 984017103 6,765 348,377 SH   DFND 15 0 348,377 0
XENCOR INC COM 98401F105 63 2,409 SH   DFND 12,15 0 2,409 0
XENCOR INC COM 98401F105 6,438 244,595 SH   DFND 1 0 147,795 96,800
XENCOR INC COM 98401F105 840 31,900 SH   DFND 1,3 0 31,900 0
XENCOR INC COM 98401F105 1,903 72,299 SH   DFND 15 0 72,299 0
XENCOR INC COM 98401F105 165 6,254 SH   DFND 5 0 0 6,254
XEROX CORP COM 984121103 615 70,435 SH   DFND 12,15 0 70,435 0
XEROX CORP COM 984121103 2,149 246,206 SH   DFND 14 0 246,206 0
XEROX CORP COM 984121103 22,420 2,568,199 SH   DFND 1 0 2,486,599 81,600
XEROX CORP COM 984121103 2,214 253,600 SH   DFND 1,4 0 253,600 0
XEROX CORP COM 984121103 305 34,900 SH   DFND 1,3 0 34,900 0
XEROX CORP COM 984121103 15 1,715 SH   DFND 1,15 0 1,715 0
XEROX CORP COM 984121103 2,286 261,800 SH   DFND 1,5 0 0 261,800
XEROX CORP COM 984121103 58,653 6,718,530 SH   DFND 15 0 6,718,530 0
XEROX CORP COM 984121103 244 27,925 SH   DFND 5 0 0 27,925
XEROX CORP COM 984121103 1,332 152,600 SH   DFND 5,6 0 72,400 80,200
XEROX CORP COM 984121103 189 21,644 SH   DFND 11 0 21,644 0
XEROX CORP COM 984121103 322 36,922 SH   DFND 13 0 36,922 0
XERIUM TECHNOLOGIES INC COM NEW 98416J118 297 52,838 SH   DFND 15 0 52,838 0
XINYUAN REAL ESTATE CO LTD SPONS ADR 98417P105 340 68,563 SH   DFND 15 0 68,563 0
XYLEM INC COM 98419M100 228 4,606 SH   DFND 12,15 0 4,606 0
XYLEM INC COM 98419M100 1,777 35,888 SH   DFND 14 0 35,888 0
XYLEM INC COM 98419M100 13,407 270,746 SH   DFND 1 0 270,746 0
XYLEM INC COM 98419M100 1,573 31,760 SH   DFND 1,15 0 31,760 0
XYLEM INC COM 98419M100 90,189 1,821,257 SH   DFND 15 0 1,821,257 0
XYLEM INC COM 98419M100 298 6,018 SH   DFND 5 0 0 6,018
XYLEM INC COM 98419M100 207 4,186 SH   DFND 11 0 4,186 0
YRC WORLDWIDE INC COM PAR $.01 984249607 65 4,916 SH   DFND 12,15 0 4,916 0
YRC WORLDWIDE INC COM PAR $.01 984249607 904 68,068 SH   DFND 15 0 68,068 0
YY INC ADS REPCOM CLA 98426T106 3,462 87,823 SH   DFND 15 0 87,823 0
YAHOO INC COM 984332106 8,785 227,191 SH   DFND 12,15 0 227,191 0
YAHOO INC COM 984332106 1,094 28,291 SH   DFND 14 0 28,291 0
YAHOO INC COM 984332106 71,378 1,845,833 SH   DFND 1 0 1,802,994 42,839
YAHOO INC COM 984332106 212 5,490 SH   DFND 1,9 0 5,490 0
YAHOO INC COM 984332106 955 24,700 SH   DFND 1,5 0 0 24,700
YAHOO INC COM 984332106 314,127 8,123,285 SH   DFND 15 0 8,123,285 0
YAHOO INC COM 984332106 437 11,300 SH   DFND 10 0 11,300 0
YAHOO INC COM 984332106 2,622 67,799 SH   DFND 5 0 0 67,799
YAHOO INC COM 984332106 1,654 42,773 SH   DFND 5,6 0 18,529 24,244
YAHOO INC COM 984332106 826 21,360 SH   DFND 11 0 21,360 0
YAHOO INC COM 984332106 567 14,675 SH   DFND 13 0 14,675 0
YAHOO INC NOTE 12/0 984332AF3 1,976 2,000,000 PRN   DFND 1 0 2,000,000 0
YAMANA GOLD INC COM 98462Y100 689 245,139 SH   DFND 2,15 0 245,139 0
YAMANA GOLD INC COM 98462Y100 18 6,298 SH   DFND 12,15 0 6,298 0
YAMANA GOLD INC COM 98462Y100 2,974 1,058,300 SH   DFND 1 0 1,058,300 0
YAMANA GOLD INC COM 98462Y100 4,367 1,553,929 SH   DFND 1,2 0 1,553,929 0
YAMANA GOLD INC COM 98462Y100 681 242,426 SH   DFND 1,9 0 242,426 0
YAMANA GOLD INC COM 98462Y100 997 354,918 SH   DFND 15 0 354,918 0
YAMANA GOLD INC COM 98462Y100 72 25,653 SH   DFND 11 0 25,653 0
YAMANA GOLD INC COM 98462Y100 1,286 457,500 SH   DFND 6 0 457,500 0
YAMANA GOLD INC COM 98462Y100 30 10,690 SH   DFND 6,9 0 10,690 0
YELP INC CL A 985817105 167 4,387 SH   DFND 14 0 4,387 0
YELP INC CL A 985817105 8,785 230,400 SH   DFND 1 0 230,400 0
YELP INC CL A 985817105 7,227 189,538 SH   DFND 15 0 189,538 0
YIRENDAI LTD SPONSORED ADR 98585L100 363 17,525 SH   DFND 15 0 17,525 0
YINTECH INVT HLDGS LTD SPONSORED ADR 98585M108 215 13,102 SH   DFND 15 0 13,102 0
YUM BRANDS INC COM 988498101 322 5,084 SH   DFND 12,15 0 5,084 0
YUM BRANDS INC COM 988498101 19,488 307,717 SH   DFND 14 0 307,717 0
YUM BRANDS INC COM 988498101 14,439 227,992 SH   DFND 1 0 227,992 0
YUM BRANDS INC COM 988498101 7,164 113,122 SH   DFND 15 0 113,122 0
YUM BRANDS INC COM 988498101 1,156 18,252 SH   DFND 5 0 0 18,252
YUM BRANDS INC COM 988498101 570 8,999 SH   DFND 11 0 8,999 0
YUM CHINA HLDGS INC COM 98850P109 133 5,084 SH   DFND 12,15 0 5,084 0
YUM CHINA HLDGS INC COM 98850P109 8,038 307,716 SH   DFND 14 0 307,716 0
YUM CHINA HLDGS INC COM 98850P109 5 200 SH   DFND 1 0 200 0
YUM CHINA HLDGS INC COM 98850P109 2,373 90,862 SH   DFND 15 0 90,862 0
ZAGG INC COM 98884U108 322 45,371 SH   DFND 15 0 45,371 0
ZAYO GROUP HLDGS INC COM 98919V105 42 1,283 SH   DFND 12,15 0 1,283 0
ZAYO GROUP HLDGS INC COM 98919V105 5,307 161,509 SH   DFND 14 0 161,509 0
ZAYO GROUP HLDGS INC COM 98919V105 36,545 1,112,155 SH   DFND 1 0 1,112,155 0
ZAYO GROUP HLDGS INC COM 98919V105 378 11,510 SH   DFND 1,3 0 11,510 0
ZAYO GROUP HLDGS INC COM 98919V105 1,814 55,211 SH   DFND 15 0 55,211 0
ZAYO GROUP HLDGS INC COM 98919V105 131 4,000 SH   DFND 11 0 4,000 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 303 3,536 SH   DFND 14 0 3,536 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 207,077 2,414,609 SH   DFND 1 0 2,414,609 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 2,633 30,697 SH   DFND 15 0 30,697 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 3,482 40,604 SH   DFND 6 0 40,604 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 1,698 19,802 SH   DFND 6,12 0 19,802 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 537 6,260 SH   DFND 6,9 0 6,260 0
ZEDGE INC CL B 98923T104 47 15,077 SH   DFND 15 0 15,077 0
ZELTIQ AESTHETICS INC COM 98933Q108 3,827 87,942 SH   DFND 15 0 87,942 0
ZENDESK INC COM 98936J101 1,033 48,746 SH   DFND 15 0 48,746 0
ZHAOPIN LTD SPONSORED ADR 98954L103 527 34,897 SH   DFND 15 0 34,897 0
ZILLOW GROUP INC CL A 98954M101 187 5,143 SH   DFND 14 0 5,143 0
ZILLOW GROUP INC CL A 98954M101 3,598 98,723 SH   DFND 15 0 98,723 0
ZILLOW GROUP INC CL C CAP STK 98954M200 560 15,358 SH   DFND 15 0 15,358 0
ZILLOW GROUP INC CL C CAP STK 98954M200 98 2,700 SH   DFND 11 0 2,700 0
ZIMMER BIOMET HLDGS INC COM 98956P102 156,667 1,518,088 SH   DFND 2 0 1,518,088 0
ZIMMER BIOMET HLDGS INC COM 98956P102 186 1,806 SH   DFND 12,15 0 1,806 0
ZIMMER BIOMET HLDGS INC COM 98956P102 1,584 15,347 SH   DFND 14 0 15,347 0
ZIMMER BIOMET HLDGS INC COM 98956P102 14,333 138,883 SH   DFND 1 0 138,883 0
ZIMMER BIOMET HLDGS INC COM 98956P102 10,184 98,679 SH   DFND 1,2 0 98,679 0
ZIMMER BIOMET HLDGS INC COM 98956P102 2,611 25,304 SH   DFND 15 0 25,304 0
ZIMMER BIOMET HLDGS INC COM 98956P102 72 700 SH   DFND 10 0 700 0
ZIMMER BIOMET HLDGS INC COM 98956P102 818 7,923 SH   DFND 5 0 0 7,923
ZIMMER BIOMET HLDGS INC COM 98956P102 485 4,696 SH   DFND 11 0 4,696 0
ZIONS BANCORPORATION COM 989701107 237 5,515 SH   DFND 12,15 0 5,515 0
ZIONS BANCORPORATION COM 989701107 2,072 48,139 SH   DFND 14 0 48,139 0
ZIONS BANCORPORATION COM 989701107 581,023 13,499,601 SH   DFND 1 0 13,499,601 0
ZIONS BANCORPORATION COM 989701107 294 6,823 SH   DFND 1,9 0 6,823 0
ZIONS BANCORPORATION COM 989701107 1,490 34,621 SH   DFND 1,3 0 34,621 0
ZIONS BANCORPORATION COM 989701107 19,639 456,304 SH   DFND 15 0 456,304 0
ZIOPHARM ONCOLOGY INC COM 98973P101 5,611 1,048,864 SH   DFND 15 0 1,048,864 0
ZIX CORP COM 98974P100 230 46,571 SH   DFND 15 0 46,571 0
ZOGENIX INC COM NEW 98978L204 7,807 642,592 SH   DFND 1 0 642,592 0
ZOGENIX INC COM NEW 98978L204 2,139 176,084 SH   DFND 1,12 0 176,084 0
ZOGENIX INC COM NEW 98978L204 420 34,543 SH   DFND 15 0 34,543 0
ZOETIS INC CL A 98978V103 148 2,774 SH   DFND 12,15 0 2,774 0
ZOETIS INC CL A 98978V103 761 14,225 SH   DFND 14 0 14,225 0
ZOETIS INC CL A 98978V103 117,982 2,204,044 SH   DFND 1 0 2,203,794 250
ZOETIS INC CL A 98978V103 8,776 163,943 SH   DFND 15 0 163,943 0
ZOETIS INC CL A 98978V103 80 1,500 SH   DFND 10 0 1,500 0
ZOETIS INC CL A 98978V103 739 13,800 SH   DFND 5 0 0 13,800
ZOETIS INC CL A 98978V103 3 60 SH   DFND 5,6 0 60 0
ZOETIS INC CL A 98978V103 610 11,400 SH   DFND 11 0 11,400 0
ZUMIEZ INC COM 989817101 1,390 63,600 SH   DFND 15 0 63,600 0
ZWEIG FD COM NEW 989834205 514 42,494 SH   DFND 14 0 42,494 0
ZYNGA INC CL A 98986T108 2,338 909,735 SH   DFND 15 0 909,735 0
DEUTSCHE BANK AG NAMEN AKT D18190898 298 16,473 SH   DFND 12,15 0 16,473 0
DEUTSCHE BANK AG NAMEN AKT D18190898 17 913 SH   DFND 1 0 913 0
DEUTSCHE BANK AG NAMEN AKT D18190898 5,189 286,690 SH   DFND 15 0 286,690 0
DEUTSCHE BANK AG NAMEN AKT D18190898 2,462 136,020 SH   DFND 5 0 0 136,020
DEUTSCHE BANK AG NAMEN AKT D18190898 14 760 SH   DFND 5,6 0 760 0
DEUTSCHE BANK AG NAMEN AKT D18190898 591 32,650 SH   DFND 11 0 32,650 0
DEUTSCHE BANK AG NAMEN AKT D18190898 1,448 80,000 SH   DFND 6 0 80,000 0
ADIENT PLC ORD SHS G0084W101 37 639 SH   DFND 12,15 0 639 0
ADIENT PLC ORD SHS G0084W101 374 6,378 SH   DFND 14 0 6,378 0
ADIENT PLC ORD SHS G0084W101 2,918 49,800 SH   DFND 1 0 47,750 2,050
ADIENT PLC ORD SHS G0084W101 656 11,200 SH   DFND 1,5 0 0 11,200
ADIENT PLC ORD SHS G0084W101 540 9,217 SH   DFND 15 0 9,217 0
ADIENT PLC ORD SHS G0084W101 5 80 SH   DFND 5,6 0 80 0
AIRCASTLE LTD COM G0129K104 2,378 114,043 SH   DFND 15 0 114,043 0
ALKERMES PLC SHS G01767105 1,159 20,850 SH   DFND 1 0 20,850 0
ALKERMES PLC SHS G01767105 2,525 45,434 SH   DFND 15 0 45,434 0
ALKERMES PLC SHS G01767105 217 3,900 SH   DFND 11 0 3,900 0
ALKERMES PLC SHS G01767105 291,199 5,239,276 SH   DFND 6 0 5,239,276 0
ALLEGION PUB LTD CO ORD SHS G0176J109 48,710 761,094 SH   DFND 1 0 740,454 20,640
ALLEGION PUB LTD CO ORD SHS G0176J109 311 4,858 SH   DFND 1,3 0 4,858 0
ALLEGION PUB LTD CO ORD SHS G0176J109 21 326 SH   DFND 1,15 0 326 0
ALLEGION PUB LTD CO ORD SHS G0176J109 2,588 40,443 SH   DFND 15 0 40,443 0
ALLERGAN PLC SHS G0177J108 361 1,720 SH   DFND 12,15 0 1,720 0
ALLERGAN PLC SHS G0177J108 5,505 26,211 SH   DFND 14 0 26,211 0
ALLERGAN PLC SHS G0177J108 418,428 1,992,419 SH   DFND 1 0 1,992,419 0
ALLERGAN PLC SHS G0177J108 11,891 56,623 SH   DFND 1,12 0 56,623 0
ALLERGAN PLC SHS G0177J108 46 221 SH   DFND 1,11 0 221 0
ALLERGAN PLC SHS G0177J108 49,325 234,868 SH   DFND 15 0 234,868 0
ALLERGAN PLC SHS G0177J108 330 1,572 SH   DFND 10 0 1,572 0
ALLERGAN PLC SHS G0177J108 3,188 15,178 SH   DFND 5 0 0 15,178
ALLERGAN PLC SHS G0177J108 1,985 9,451 SH   DFND 11 0 9,451 0
ALLERGAN PLC PFD CONV SER A G0177J116 41,249 54,100 SH   DFND 1 0 54,100 0
AMDOCS LTD SHS G02602103 145 2,492 SH   DFND 12,15 0 2,492 0
AMDOCS LTD SHS G02602103 23 400 SH   DFND 1 0 400 0
AMDOCS LTD SHS G02602103 1,654 28,396 SH   DFND 15 0 28,396 0
AMDOCS LTD SHS G02602103 1,026 17,618 SH   DFND 5,6 0 7,331 10,287
AMDOCS LTD SHS G02602103 447 7,682 SH   DFND 13 0 7,682 0
AMIRA NATURE FOODS LTD SHS G0335L102 79 12,846 SH   DFND 15 0 12,846 0
AMBARELLA INC SHS G037AX101 403 7,454 SH   DFND 15 0 7,454 0
AON PLC SHS CL A G0408V102 369 3,309 SH   DFND 12,15 0 3,309 0
AON PLC SHS CL A G0408V102 2,639 23,662 SH   DFND 14 0 23,662 0
AON PLC SHS CL A G0408V102 395 3,544 SH   DFND 9 0 3,544 0
AON PLC SHS CL A G0408V102 305,070 2,735,320 SH   DFND 1 0 2,458,705 276,615
AON PLC SHS CL A G0408V102 670 6,005 SH   DFND 1,2 0 6,005 0
AON PLC SHS CL A G0408V102 536 4,809 SH   DFND 1,3 0 4,809 0
AON PLC SHS CL A G0408V102 1,844 16,537 SH   DFND 1,15 0 16,537 0
AON PLC SHS CL A G0408V102 277 2,482 SH   DFND 1,6 0 2,482 0
AON PLC SHS CL A G0408V102 75,152 673,826 SH   DFND 15 0 673,826 0
AON PLC SHS CL A G0408V102 1,196 10,720 SH   DFND 5 0 0 10,720
AON PLC SHS CL A G0408V102 701 6,285 SH   DFND 11 0 6,285 0
AON PLC SHS CL A G0408V102 709 6,356 SH   DFND 11,6 0 6,356 0
AON PLC SHS CL A G0408V102 48,809 437,631 SH   DFND 6 0 437,631 0
AON PLC SHS CL A G0408V102 13,897 124,603 SH   DFND 6,9 0 124,603 0
ARCH CAP GROUP LTD ORD G0450A105 680 7,885 SH   DFND 12,15 0 7,885 0
ARCH CAP GROUP LTD ORD G0450A105 35,273 408,776 SH   DFND 1 0 408,776 0
ARCH CAP GROUP LTD ORD G0450A105 52,311 606,222 SH   DFND 15 0 606,222 0
ARCH CAP GROUP LTD ORD G0450A105 259 3,000 SH   DFND 11 0 3,000 0
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 4,838 895,862 SH   DFND 2 0 895,862 0
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 37,270 6,901,924 SH   DFND 1 0 6,901,924 0
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 1,894 350,671 SH   DFND 1,2 0 350,671 0
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 1,549 286,786 SH   DFND 15 0 286,786 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 2,774 42,098 SH   DFND 15 0 42,098 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 74 1,339 SH   DFND 12,15 0 1,339 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 1,422 25,852 SH   DFND 14 0 25,852 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 6 100 SH   DFND 1 0 100 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 13,143 238,958 SH   DFND 15 0 238,958 0
ARRIS INTL INC SHS G0551A103 607 20,146 SH   DFND 14 0 20,146 0
ARRIS INTL INC SHS G0551A103 8,715 289,234 SH   DFND 1 0 200,012 89,222
ARRIS INTL INC SHS G0551A103 216 7,167 SH   DFND 15 0 7,167 0
ASSURED GUARANTY LTD COM G0585R106 349 9,252 SH   DFND 12,15 0 9,252 0
ASSURED GUARANTY LTD COM G0585R106 21,800 577,190 SH   DFND 1 0 479,490 97,700
ASSURED GUARANTY LTD COM G0585R106 922 24,400 SH   DFND 1,3 0 24,400 0
ASSURED GUARANTY LTD COM G0585R106 7,136 188,937 SH   DFND 15 0 188,937 0
ATLASSIAN CORP PLC CL A G06242104 605 25,107 SH   DFND 15 0 25,107 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 261 4,006 SH   DFND 12,15 0 4,006 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 138 2,107 SH   DFND 14 0 2,107 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 10,020 153,515 SH   DFND 15 0 153,515 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 142 2,176 SH   DFND 11 0 2,176 0
AXALTA COATING SYS LTD COM G0750C108 31,959 1,174,952 SH   DFND 2 0 1,174,952 0
AXALTA COATING SYS LTD COM G0750C108 52 1,896 SH   DFND 12,15 0 1,896 0
AXALTA COATING SYS LTD COM G0750C108 13,075 480,698 SH   DFND 1,2 0 480,698 0
AXALTA COATING SYS LTD COM G0750C108 1,035 38,043 SH   DFND 15 0 38,043 0
AXALTA COATING SYS LTD COM G0750C108 122 4,500 SH   DFND 11 0 4,500 0
ATLANTICA YIELD PLC SHS G0751N103 125 6,455 SH   DFND 12,15 0 6,455 0
ATLANTICA YIELD PLC SHS G0751N103 101 5,200 SH   DFND 1 0 5,200 0
ATLANTICA YIELD PLC SHS G0751N103 27 1,400 SH   DFND 1,3 0 1,400 0
ATLANTICA YIELD PLC SHS G0751N103 4,466 230,787 SH   DFND 15 0 230,787 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 192,834 1,646,327 SH   DFND 2 0 1,646,327 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 811 6,922 SH   DFND 12,15 0 6,922 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 35,744 305,168 SH   DFND 14 0 305,168 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 17,529 149,656 SH   DFND 1 0 149,206 450
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,268 10,828 SH   DFND 1,2 0 10,828 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,487 12,693 SH   DFND 1,15 0 12,693 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 33,684 287,581 SH   DFND 15 0 287,581 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 960 8,200 SH   DFND 10 0 8,200 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 2,917 24,901 SH   DFND 5 0 0 24,901
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 2,556 21,820 SH   DFND 5,6 0 10,020 11,800
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,732 14,786 SH   DFND 11 0 14,786 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 538 4,596 SH   DFND 11,2 0 4,596 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 607 5,186 SH   DFND 13 0 5,186 0
BELMOND LTD CL A G1154H107 6,423 481,117 SH   DFND 15 0 481,117 0
MIMECAST LTD ORD SHS G14838109 534 29,844 SH   DFND 15 0 29,844 0
BROOKFIELD PPTY PARTNERS L P UNIT LTD PARTN G16249107 75,741 3,444,327 SH   DFND 2 0 3,444,327 0
BROOKFIELD PPTY PARTNERS L P UNIT LTD PARTN G16249107 3,691 167,871 SH   DFND 2,15 0 167,871 0
BROOKFIELD PPTY PARTNERS L P UNIT LTD PARTN G16249107 21,845 993,419 SH   DFND 1,2 0 993,419 0
BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 16,285 486,557 SH   DFND 2 0 486,557 0
BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 2,464 73,628 SH   DFND 2,15 0 73,628 0
BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 6,455 192,864 SH   DFND 1,2 0 192,864 0
BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 14,371 429,376 SH   DFND 15 0 429,376 0
BROOKFIELD RENEWABLE PARTNER PARTNERSHIP UNIT G16258108 1,498 50,438 SH   DFND 2,15 0 50,438 0
BROOKFIELD RENEWABLE PARTNER PARTNERSHIP UNIT G16258108 3,924 132,121 SH   DFND 1,2 0 132,121 0
BUNGE LIMITED COM G16962105 1,387 19,201 SH   DFND 12,15 0 19,201 0
BUNGE LIMITED COM G16962105 128 1,770 SH   DFND 14 0 1,770 0
BUNGE LIMITED COM G16962105 12,504 173,089 SH   DFND 15 0 173,089 0
BUNGE LIMITED COM G16962105 314 4,342 SH   DFND 5 0 0 4,342
BUNGE LIMITED COM G16962105 237 3,283 SH   DFND 11 0 3,283 0
CARDTRONICS PLC SHS CL A G1991C105 13,882 254,387 SH   DFND 15 0 254,387 0
CARDTRONICS PLC SHS CL A G1991C105 109 2,006 SH   DFND 5 0 0 2,006
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 306 120,115 SH   DFND 15 0 120,115 0
CHINA CUST RELATIONS CNTR IN COM G2118P102 551 32,019 SH   DFND 15 0 32,019 0
CONSOLIDATED WATER CO INC ORD G23773107 1 133 SH   DFND 12,15 0 133 0
CONSOLIDATED WATER CO INC ORD G23773107 1,274 117,436 SH   DFND 15 0 117,436 0
CREDICORP LTD COM G2519Y108 34,959 221,456 SH   DFND 1 0 221,456 0
CREDICORP LTD COM G2519Y108 12,029 76,200 SH   DFND 6 0 76,200 0
CREDICORP LTD COM G2519Y108 671 4,250 SH   DFND 6,12 0 4,250 0
CREDICORP LTD COM G2519Y108 185 1,175 SH   DFND 6,9 0 1,175 0
COSAN LTD SHS A G25343107 102 13,521 SH   DFND 12,15 0 13,521 0
COSAN LTD SHS A G25343107 1,700 226,354 SH   DFND 15 0 226,354 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 145 4,605 SH   DFND 12,15 0 4,605 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 1,246 39,666 SH   DFND 15 0 39,666 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 356 11,328 SH   DFND 5 0 0 11,328
COCA COLA EUROPEAN PARTNERS SHS G25839104 12 383 SH   DFND 5,6 0 383 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 161 5,113 SH   DFND 11 0 5,113 0
DELPHI AUTOMOTIVE PLC SHS G27823106 23,465 348,408 SH   DFND 2 0 348,408 0
DELPHI AUTOMOTIVE PLC SHS G27823106 260 3,855 SH   DFND 12,15 0 3,855 0
DELPHI AUTOMOTIVE PLC SHS G27823106 9,642 143,168 SH   DFND 14 0 143,168 0
DELPHI AUTOMOTIVE PLC SHS G27823106 33,358 495,299 SH   DFND 1 0 495,299 0
DELPHI AUTOMOTIVE PLC SHS G27823106 160 2,373 SH   DFND 1,3 0 2,373 0
DELPHI AUTOMOTIVE PLC SHS G27823106 39 583 SH   DFND 1,11 0 583 0
DELPHI AUTOMOTIVE PLC SHS G27823106 8,995 133,555 SH   DFND 15 0 133,555 0
DELPHI AUTOMOTIVE PLC SHS G27823106 896 13,300 SH   DFND 5 0 0 13,300
DELPHI AUTOMOTIVE PLC SHS G27823106 431 6,400 SH   DFND 11 0 6,400 0
EATON CORP PLC SHS G29183103 635 9,471 SH   DFND 12,15 0 9,471 0
EATON CORP PLC SHS G29183103 746 11,121 SH   DFND 14 0 11,121 0
EATON CORP PLC SHS G29183103 210,386 3,135,879 SH   DFND 1 0 3,062,766 73,113
EATON CORP PLC SHS G29183103 719 10,720 SH   DFND 1,9 0 10,720 0
EATON CORP PLC SHS G29183103 17 260 SH   DFND 1,15 0 260 0
EATON CORP PLC SHS G29183103 22 331 SH   DFND 1,11 0 331 0
EATON CORP PLC SHS G29183103 77,763 1,159,083 SH   DFND 15 0 1,159,083 0
EATON CORP PLC SHS G29183103 1,278 19,042 SH   DFND 5 0 0 19,042
EATON CORP PLC SHS G29183103 721 10,740 SH   DFND 11 0 10,740 0
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 82 891 SH   DFND 12,15 0 891 0
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 1,105 11,961 SH   DFND 14 0 11,961 0
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 5,216 56,455 SH   DFND 15 0 56,455 0
ENDO INTL PLC SHS G30401106 17 1,019 SH   DFND 12,15 0 1,019 0
ENDO INTL PLC SHS G30401106 57 3,449 SH   DFND 14 0 3,449 0
ENDO INTL PLC SHS G30401106 28,045 1,702,785 SH   DFND 1 0 1,702,785 0
ENDO INTL PLC SHS G30401106 4,046 245,682 SH   DFND 1,12 0 245,682 0
ENDO INTL PLC SHS G30401106 11 658 SH   DFND 1,15 0 658 0
ENDO INTL PLC SHS G30401106 6,045 367,015 SH   DFND 15 0 367,015 0
ENDO INTL PLC SHS G30401106 92 5,600 SH   DFND 11 0 5,600 0
ENSTAR GROUP LIMITED SHS G3075P101 2,253 11,396 SH   DFND 15 0 11,396 0
ENSCO PLC SHS CLASS A G3157S106 1,701 175,000 SH   DFND 2 0 175,000 0
ENSCO PLC SHS CLASS A G3157S106 265 27,216 SH   DFND 12,15 0 27,216 0
ENSCO PLC SHS CLASS A G3157S106 714 73,409 SH   DFND 4 0 73,409 0
ENSCO PLC SHS CLASS A G3157S106 1,280 131,674 SH   DFND 14 0 131,674 0
ENSCO PLC SHS CLASS A G3157S106 25,492 2,622,612 SH   DFND 1 0 2,345,412 277,200
ENSCO PLC SHS CLASS A G3157S106 12,144 1,249,366 SH   DFND 1,2 0 1,249,366 0
ENSCO PLC SHS CLASS A G3157S106 13,137 1,351,500 SH   DFND 1,4 0 1,351,500 0
ENSCO PLC SHS CLASS A G3157S106 3,440 353,892 SH   DFND 1,9 0 353,892 0
ENSCO PLC SHS CLASS A G3157S106 1,858 191,200 SH   DFND 1,3 0 191,200 0
ENSCO PLC SHS CLASS A G3157S106 6,113 628,914 SH   DFND 1,5 0 94,414 534,500
ENSCO PLC SHS CLASS A G3157S106 5,449 560,646 SH   DFND 15 0 560,646 0
ENSCO PLC SHS CLASS A G3157S106 671 69,084 SH   DFND 5 0 10,539 58,545
ENSCO PLC SHS CLASS A G3157S106 588 60,479 SH   DFND 5,9 0 60,479 0
ENSCO PLC SHS CLASS A G3157S106 966 99,426 SH   DFND 5,6 0 42,729 56,697
ENSCO PLC SHS CLASS A G3157S106 365 37,525 SH   DFND 13 0 37,525 0
ESSENT GROUP LTD COM G3198U102 76 2,351 SH   DFND 12,15 0 2,351 0
ESSENT GROUP LTD COM G3198U102 831 25,660 SH   DFND 1 0 25,660 0
ESSENT GROUP LTD COM G3198U102 379 11,700 SH   DFND 1,3 0 11,700 0
ESSENT GROUP LTD COM G3198U102 1,396 43,113 SH   DFND 15 0 43,113 0
EVEREST RE GROUP LTD COM G3223R108 217 1,002 SH   DFND 12,15 0 1,002 0
EVEREST RE GROUP LTD COM G3223R108 1,927 8,904 SH   DFND 14 0 8,904 0
EVEREST RE GROUP LTD COM G3223R108 216 1,000 SH   DFND 1 0 1,000 0
EVEREST RE GROUP LTD COM G3223R108 357 1,650 SH   DFND 1,4 0 1,650 0
EVEREST RE GROUP LTD COM G3223R108 184 850 SH   DFND 1,9 0 850 0
EVEREST RE GROUP LTD COM G3223R108 87 400 SH   DFND 1,5 0 0 400
EVEREST RE GROUP LTD COM G3223R108 19,881 91,872 SH   DFND 15 0 91,872 0
EVEREST RE GROUP LTD COM G3223R108 887 4,099 SH   DFND 5,6 0 1,973 2,126
EVEREST RE GROUP LTD COM G3223R108 207 955 SH   DFND 11 0 955 0
EVEREST RE GROUP LTD COM G3223R108 229 1,057 SH   DFND 13 0 1,057 0
FABRINET SHS G3323L100 99 2,445 SH   DFND 12,15 0 2,445 0
FABRINET SHS G3323L100 36 900 SH   DFND 1,3 0 900 0
FABRINET SHS G3323L100 12,396 307,584 SH   DFND 15 0 307,584 0
FERROGLOBE PLC SHS G33856108 13,682 1,263,340 SH   DFND 1 0 1,263,340 0
FERROGLOBE PLC SHS G33856108 511 47,146 SH   DFND 15 0 47,146 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 199 3,274 SH   DFND 12,15 0 3,274 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 4,182 68,980 SH   DFND 1 0 41,480 27,500
FRESH DEL MONTE PRODUCE INC ORD G36738105 1,067 17,600 SH   DFND 1,3 0 17,600 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 13,008 214,555 SH   DFND 15 0 214,555 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 149 2,451 SH   DFND 5 0 0 2,451
FRONTLINE LTD SHS NEW G3682E192 627 88,230 SH   DFND 15 0 88,230 0
GASLOG LTD SHS G37585109 20,227 1,256,317 SH   DFND 2 0 1,256,317 0
GASLOG LTD SHS G37585109 30,096 1,869,294 SH   DFND 1,2 0 1,869,294 0
GASLOG LTD SHS G37585109 881 54,703 SH   DFND 15 0 54,703 0
EROS INTL PLC SHS NEW G3788M114 972 74,501 SH   DFND 15 0 74,501 0
GENPACT LIMITED SHS G3922B107 39 1,583 SH   DFND 12,15 0 1,583 0
GENPACT LIMITED SHS G3922B107 1,320 54,222 SH   DFND 14 0 54,222 0
GENPACT LIMITED SHS G3922B107 18,541 761,766 SH   DFND 1 0 761,766 0
GENPACT LIMITED SHS G3922B107 1,353 55,588 SH   DFND 15 0 55,588 0
GENPACT LIMITED SHS G3922B107 2,416 99,280 SH   DFND 6 0 99,280 0
GENPACT LIMITED SHS G3922B107 1,120 46,007 SH   DFND 6,12 0 46,007 0
GENPACT LIMITED SHS G3922B107 354 14,525 SH   DFND 6,9 0 14,525 0
GLOBAL INDTY LTD CAYMAN USD CL A SHS G3933F105 560 14,653 SH   DFND 15 0 14,653 0
GOLDEN OCEAN GROUP LTD SHS NEW G39637205 512 108,604 SH   DFND 15 0 108,604 0
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 1,750 76,747 SH   DFND 15 0 76,747 0
HELEN OF TROY CORP LTD COM G4388N106 229 2,710 SH   DFND 14 0 2,710 0
HELEN OF TROY CORP LTD COM G4388N106 31,442 372,310 SH   DFND 1 0 336,150 36,160
HELEN OF TROY CORP LTD COM G4388N106 1,577 18,678 SH   DFND 15 0 18,678 0
HELEN OF TROY CORP LTD COM G4388N106 2,744 32,498 SH   DFND 6 0 32,498 0
HELEN OF TROY CORP LTD COM G4388N106 1,352 16,015 SH   DFND 6,12 0 16,015 0
HELEN OF TROY CORP LTD COM G4388N106 474 5,608 SH   DFND 6,9 0 5,608 0
HERBALIFE LTD COM USD SHS G4412G101 75 1,559 SH   DFND 12,15 0 1,559 0
HERBALIFE LTD COM USD SHS G4412G101 1,681 34,918 SH   DFND 15 0 34,918 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 5,044 275,335 SH   DFND 2 0 275,335 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 2,037 111,215 SH   DFND 1,2 0 111,215 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 2,409 131,481 SH   DFND 15 0 131,481 0
HORIZON PHARMA PLC SHS G4617B105 582 35,972 SH   DFND 14 0 35,972 0
HORIZON PHARMA PLC SHS G4617B105 398 24,629 SH   DFND 15 0 24,629 0
ICON PLC SHS G4705A100 2,033 27,031 SH   DFND 14 0 27,031 0
ICON PLC SHS G4705A100 2,135 28,392 SH   DFND 15 0 28,392 0
IHS MARKIT LTD SHS G47567105 3,951 111,589 SH   DFND 2 0 111,589 0
IHS MARKIT LTD SHS G47567105 1,000 28,250 SH   DFND 14 0 28,250 0
IHS MARKIT LTD SHS G47567105 6,559 185,243 SH   DFND 1 0 185,243 0
IHS MARKIT LTD SHS G47567105 11,497 324,696 SH   DFND 1,2 0 324,696 0
IHS MARKIT LTD SHS G47567105 2,282 64,435 SH   DFND 15 0 64,435 0
IHS MARKIT LTD SHS G47567105 252 7,113 SH   DFND 11 0 7,113 0
INGERSOLL-RAND PLC SHS G47791101 817 10,894 SH   DFND 12,15 0 10,894 0
INGERSOLL-RAND PLC SHS G47791101 540 7,198 SH   DFND 14 0 7,198 0
INGERSOLL-RAND PLC SHS G47791101 515,338 6,867,512 SH   DFND 1 0 6,466,512 401,000
INGERSOLL-RAND PLC SHS G47791101 1,101 14,672 SH   DFND 1,2 0 14,672 0
INGERSOLL-RAND PLC SHS G47791101 504 6,714 SH   DFND 1,9 0 6,714 0
INGERSOLL-RAND PLC SHS G47791101 376 5,010 SH   DFND 1,3 0 5,010 0
INGERSOLL-RAND PLC SHS G47791101 20,506 273,263 SH   DFND 15 0 273,263 0
INGERSOLL-RAND PLC SHS G47791101 1,020 13,590 SH   DFND 5 0 0 13,590
INGERSOLL-RAND PLC SHS G47791101 895 11,922 SH   DFND 5,6 0 5,771 6,151
INGERSOLL-RAND PLC SHS G47791101 460 6,125 SH   DFND 11 0 6,125 0
INGERSOLL-RAND PLC SHS G47791101 311 4,151 SH   DFND 13 0 4,151 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 150 5,894 SH   DFND 12,15 0 5,894 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 468 18,350 SH   DFND 1 0 18,350 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 6,113 239,534 SH   DFND 15 0 239,534 0
WEATHERFORD INTL PLC ORD SHS G48833100 239 47,893 SH   DFND 12,15 0 47,893 0
WEATHERFORD INTL PLC ORD SHS G48833100 253,576 50,816,742 SH   DFND 1 0 49,808,212 1,008,530
WEATHERFORD INTL PLC ORD SHS G48833100 16,381 3,282,764 SH   DFND 1,2 0 3,282,764 0
WEATHERFORD INTL PLC ORD SHS G48833100 3,835 768,612 SH   DFND 1,9 0 768,612 0
WEATHERFORD INTL PLC ORD SHS G48833100 3,609 723,151 SH   DFND 15 0 723,151 0
WEATHERFORD INTL PLC ORD SHS G48833100 533 106,873 SH   DFND 5 0 0 106,873
WEATHERFORD INTL PLC ORD SHS G48833100 128 25,622 SH   DFND 11 0 25,622 0
INVESCO LTD SHS G491BT108 243 7,998 SH   DFND 12,15 0 7,998 0
INVESCO LTD SHS G491BT108 13,086 431,300 SH   DFND 1 0 431,300 0
INVESCO LTD SHS G491BT108 33,451 1,102,552 SH   DFND 15 0 1,102,552 0
INVESCO LTD SHS G491BT108 302 9,942 SH   DFND 11 0 9,942 0
JAMES RIV GROUP LTD COM G5005R107 1,131 27,212 SH   DFND 15 0 27,212 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 4,638 42,542 SH   DFND 14 0 42,542 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 21,994 201,724 SH   DFND 1 0 201,724 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 6,088 55,837 SH   DFND 1,12 0 55,837 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 1,648 15,115 SH   DFND 15 0 15,115 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 373 3,424 SH   DFND 5 0 0 3,424
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 164 1,500 SH   DFND 11 0 1,500 0
JOHNSON CTLS INTL PLC SHS G51502105 263 6,380 SH   DFND 12,15 0 6,380 0
JOHNSON CTLS INTL PLC SHS G51502105 2,746 66,666 SH   DFND 14 0 66,666 0
JOHNSON CTLS INTL PLC SHS G51502105 647,222 15,713,083 SH   DFND 1 0 14,983,245 729,838
JOHNSON CTLS INTL PLC SHS G51502105 1,032 25,065 SH   DFND 1,9 0 25,065 0
JOHNSON CTLS INTL PLC SHS G51502105 329 7,977 SH   DFND 1,3 0 7,977 0
JOHNSON CTLS INTL PLC SHS G51502105 6,052 146,941 SH   DFND 15 0 146,941 0
JOHNSON CTLS INTL PLC SHS G51502105 1,512 36,709 SH   DFND 5 0 0 36,709
JOHNSON CTLS INTL PLC SHS G51502105 904 21,935 SH   DFND 11 0 21,935 0
KOSMOS ENERGY LTD SHS G5315B107 1,645 234,655 SH   DFND 15 0 234,655 0
LAZARD LTD SHS A G54050102 1,295 31,515 SH   DFND 14 0 31,515 0
LAZARD LTD SHS A G54050102 9,341 227,340 SH   DFND 1 0 227,340 0
LAZARD LTD SHS A G54050102 3,089 75,181 SH   DFND 15 0 75,181 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 22,317 729,550 SH   DFND 2 0 729,550 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 1,834 59,960 SH   DFND 12,15 0 59,960 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 19,132 625,443 SH   DFND 1 0 625,443 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 1,594 52,107 SH   DFND 1,2 0 52,107 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 219 7,173 SH   DFND 1,3 0 7,173 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 29 952 SH   DFND 1,11 0 952 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 59,820 1,955,529 SH   DFND 15 0 1,955,529 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 278 9,097 SH   DFND 5 0 0 9,097
LIBERTY GLOBAL PLC SHS CL A G5480U104 193 6,310 SH   DFND 11 0 6,310 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 4,449 149,785 SH   DFND 12,15 0 149,785 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 144,344 4,860,081 SH   DFND 15 0 4,860,081 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 784 26,400 SH   DFND 5 0 0 26,400
LIBERTY GLOBAL PLC SHS CL C G5480U120 430 14,494 SH   DFND 11 0 14,494 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 420 14,156 SH   DFND 13 0 14,156 0
LIBERTY GLOBAL PLC LILAC SHS CL A G5480U138 245 11,151 SH   DFND 12,15 0 11,151 0
LIBERTY GLOBAL PLC LILAC SHS CL A G5480U138 374 17,045 SH   DFND 1 0 17,045 0
LIBERTY GLOBAL PLC LILAC SHS CL A G5480U138 51 2,305 SH   DFND 1,3 0 2,305 0
LIBERTY GLOBAL PLC LILAC SHS CL A G5480U138 8,301 378,012 SH   DFND 15 0 378,012 0
LIBERTY GLOBAL PLC LILAC SHS CL A G5480U138 853 38,832 SH   DFND 6,9 0 38,832 0
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 720 34,000 SH   DFND 2 0 34,000 0
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 561 26,485 SH   DFND 12,15 0 26,485 0
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 760 35,900 SH   DFND 1,2 0 35,900 0
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 19,007 897,819 SH   DFND 15 0 897,819 0
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 46 2,170 SH   DFND 11 0 2,170 0
LIVANOVA PLC SHS G5509L101 383 8,520 SH   DFND 15 0 8,520 0
LOMBARD MED INC COM G55598109 3,609 6,016,529 SH   DFND 6 0 6,016,529 0
LOMBARD MED INC COM G55598109 181 301,322 SH   DFND 6,9 0 301,322 0
LUXOFT HLDG INC ORD SHS CL A G57279104 15,524 276,231 SH   DFND 1 0 276,231 0
LUXOFT HLDG INC ORD SHS CL A G57279104 297 5,289 SH   DFND 15 0 5,289 0
LUXOFT HLDG INC ORD SHS CL A G57279104 225 4,000 SH   DFND 11,6 0 4,000 0
LUXOFT HLDG INC ORD SHS CL A G57279104 8,205 145,988 SH   DFND 6 0 145,988 0
LUXOFT HLDG INC ORD SHS CL A G57279104 280 4,990 SH   DFND 6,2 0 4,990 0
LUXOFT HLDG INC ORD SHS CL A G57279104 2,305 41,011 SH   DFND 6,12 0 41,011 0
LUXOFT HLDG INC ORD SHS CL A G57279104 738 13,127 SH   DFND 6,9 0 13,127 0
MAIDEN HOLDINGS LTD SHS G5753U112 7,642 437,947 SH   DFND 15 0 437,947 0
MALLINCKRODT PUB LTD CO SHS G5785G107 70 1,400 SH   DFND 12,15 0 1,400 0
MALLINCKRODT PUB LTD CO SHS G5785G107 1,032 20,711 SH   DFND 14 0 20,711 0
MALLINCKRODT PUB LTD CO SHS G5785G107 13,008 261,105 SH   DFND 1 0 261,105 0
MALLINCKRODT PUB LTD CO SHS G5785G107 17 348 SH   DFND 1,15 0 348 0
MALLINCKRODT PUB LTD CO SHS G5785G107 4,692 94,180 SH   DFND 15 0 94,180 0
MALLINCKRODT PUB LTD CO SHS G5785G107 125 2,500 SH   DFND 11 0 2,500 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 155 11,150 SH   DFND 12,15 0 11,150 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 5,627 405,697 SH   DFND 15 0 405,697 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 272 19,600 SH   DFND 5 0 0 19,600
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 159 11,433 SH   DFND 11 0 11,433 0
MEDTRONIC PLC SHS G5960L103 18,698 262,503 SH   DFND 2 0 262,503 0
MEDTRONIC PLC SHS G5960L103 1,081 15,178 SH   DFND 12,15 0 15,178 0
MEDTRONIC PLC SHS G5960L103 165 2,313 SH   DFND 4 0 2,313 0
MEDTRONIC PLC SHS G5960L103 87,488 1,228,242 SH   DFND 14 0 1,228,242 0
MEDTRONIC PLC SHS G5960L103 43 600 SH Call DFND 14 0 0 0
MEDTRONIC PLC SHS G5960L103 421,214 5,913,438 SH   DFND 1 0 5,456,240 457,198
MEDTRONIC PLC SHS G5960L103 488 6,854 SH   DFND 1,9 0 6,854 0
MEDTRONIC PLC SHS G5960L103 411 5,776 SH   DFND 1,3 0 5,776 0
MEDTRONIC PLC SHS G5960L103 1,611 22,611 SH   DFND 1,15 0 22,611 0
MEDTRONIC PLC SHS G5960L103 73,888 1,037,320 SH   DFND 15 0 1,037,320 0
MEDTRONIC PLC SHS G5960L103 352 4,944 SH   DFND 10 0 4,944 0
MEDTRONIC PLC SHS G5960L103 3,856 54,131 SH   DFND 5 0 0 54,131
MEDTRONIC PLC SHS G5960L103 17 240 SH   DFND 5,6 0 240 0
MEDTRONIC PLC SHS G5960L103 2,345 32,919 SH   DFND 11 0 32,919 0
MICHAEL KORS HLDGS LTD SHS G60754101 72 1,665 SH   DFND 12,15 0 1,665 0
MICHAEL KORS HLDGS LTD SHS G60754101 1,089 25,327 SH   DFND 14 0 25,327 0
MICHAEL KORS HLDGS LTD SHS G60754101 345,148 8,030,434 SH   DFND 1 0 7,483,585 546,849
MICHAEL KORS HLDGS LTD SHS G60754101 1,288 29,961 SH   DFND 1,9 0 29,961 0
MICHAEL KORS HLDGS LTD SHS G60754101 269 6,263 SH   DFND 1,3 0 6,263 0
MICHAEL KORS HLDGS LTD SHS G60754101 3,400 79,116 SH   DFND 15 0 79,116 0
MICHAEL KORS HLDGS LTD SHS G60754101 718 16,704 SH   DFND 5 0 0 16,704
MICHAEL KORS HLDGS LTD SHS G60754101 380 8,840 SH   DFND 5,9 0 8,840 0
MICHAEL KORS HLDGS LTD SHS G60754101 1,096 25,500 SH   DFND 5,6 0 11,700 13,800
MICHAEL KORS HLDGS LTD SHS G60754101 181 4,200 SH   DFND 11 0 4,200 0
MICHAEL KORS HLDGS LTD SHS G60754101 439 10,205 SH   DFND 13 0 10,205 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 1,355 63,690 SH   DFND 1 0 63,690 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 683 32,100 SH   DFND 1,3 0 32,100 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 1,525 71,685 SH   DFND 15 0 71,685 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 128 6,015 SH   DFND 5 0 0 6,015
NABORS INDUSTRIES LTD SHS G6359F103 354 21,580 SH   DFND 12,15 0 21,580 0
NABORS INDUSTRIES LTD SHS G6359F103 2,388 145,606 SH   DFND 14 0 145,606 0
NABORS INDUSTRIES LTD SHS G6359F103 139,883 8,529,421 SH   DFND 1 0 8,529,421 0
NABORS INDUSTRIES LTD SHS G6359F103 335 20,416 SH   DFND 1,9 0 20,416 0
NABORS INDUSTRIES LTD SHS G6359F103 453 27,593 SH   DFND 1,3 0 27,593 0
NABORS INDUSTRIES LTD SHS G6359F103 6,670 406,732 SH   DFND 15 0 406,732 0
NAM TAI PPTY INC SHS G63907102 804 108,594 SH   DFND 15 0 108,594 0
NIELSEN HLDGS PLC SHS EUR G6518L108 128,942 3,073,699 SH   DFND 2 0 3,073,699 0
NIELSEN HLDGS PLC SHS EUR G6518L108 153 3,636 SH   DFND 12,15 0 3,636 0
NIELSEN HLDGS PLC SHS EUR G6518L108 7,566 180,356 SH   DFND 14 0 180,356 0
NIELSEN HLDGS PLC SHS EUR G6518L108 528 12,584 SH   DFND 9 0 12,584 0
NIELSEN HLDGS PLC SHS EUR G6518L108 29,469 702,472 SH   DFND 1 0 702,472 0
NIELSEN HLDGS PLC SHS EUR G6518L108 8,427 200,880 SH   DFND 1,2 0 200,880 0
NIELSEN HLDGS PLC SHS EUR G6518L108 21 511 SH   DFND 1,11 0 511 0
NIELSEN HLDGS PLC SHS EUR G6518L108 634 15,104 SH   DFND 1,6 0 15,104 0
NIELSEN HLDGS PLC SHS EUR G6518L108 2,520 60,079 SH   DFND 15 0 60,079 0
NIELSEN HLDGS PLC SHS EUR G6518L108 487 11,600 SH   DFND 5 0 0 11,600
NIELSEN HLDGS PLC SHS EUR G6518L108 352 8,400 SH   DFND 11 0 8,400 0
NIELSEN HLDGS PLC SHS EUR G6518L108 618 14,726 SH   DFND 11,2 0 14,726 0
NIELSEN HLDGS PLC SHS EUR G6518L108 1,579 37,631 SH   DFND 11,6 0 22,624 15,007
NIELSEN HLDGS PLC SHS EUR G6518L108 120,239 2,866,239 SH   DFND 6 0 2,866,239 0
NIELSEN HLDGS PLC SHS EUR G6518L108 563 13,409 SH   DFND 6,12 0 13,409 0
NIELSEN HLDGS PLC SHS EUR G6518L108 18,659 444,790 SH   DFND 6,9 0 444,790 0
NOBLE CORP PLC SHS USD G65431101 137 23,067 SH   DFND 12,15 0 23,067 0
NOBLE CORP PLC SHS USD G65431101 331 55,929 SH   DFND 4 0 55,929 0
NOBLE CORP PLC SHS USD G65431101 1,681 284,003 SH   DFND 14 0 284,003 0
NOBLE CORP PLC SHS USD G65431101 6,933 1,171,150 SH   DFND 1 0 986,750 184,400
NOBLE CORP PLC SHS USD G65431101 5,343 902,500 SH   DFND 1,4 0 902,500 0
NOBLE CORP PLC SHS USD G65431101 478 80,700 SH   DFND 1,9 0 80,700 0
NOBLE CORP PLC SHS USD G65431101 718 121,300 SH   DFND 1,3 0 121,300 0
NOBLE CORP PLC SHS USD G65431101 2,245 379,300 SH   DFND 1,5 0 0 379,300
NOBLE CORP PLC SHS USD G65431101 3,319 560,609 SH   DFND 15 0 560,609 0
NOBLE CORP PLC SHS USD G65431101 1,294 218,605 SH   DFND 5 0 0 218,605
NOBLE CORP PLC SHS USD G65431101 600 101,339 SH   DFND 5,9 0 101,339 0
NOBLE CORP PLC SHS USD G65431101 460 77,777 SH   DFND 5,6 0 38,244 39,533
NOBLE CORP PLC SHS USD G65431101 348 58,822 SH   DFND 13 0 58,822 0
NOMAD HLDGS LTD USD ORD SHS G6564A105 3,635 379,835 SH   DFND 15 0 379,835 0
NORDIC AMERICAN TANKERS LIMI COM G65773106 852 101,391 SH   DFND 15 0 101,391 0
NORTH ATLANTIC DRILLING LTD COM G6613P129 373 117,510 SH   DFND 15 0 117,510 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 2,173 51,092 SH   DFND 12,15 0 51,092 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 100,069 2,352,899 SH   DFND 1 0 2,352,899 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 5,206 122,406 SH   DFND 1,9 0 122,406 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 72,541 1,705,644 SH   DFND 15 0 1,705,644 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 174 4,100 SH   DFND 11 0 4,100 0
OCEAN RIG UDW INC SHS G66964100 1,854 1,065,342 SH   DFND 15 0 1,065,342 0
ONEBEACON INSURANCE GROUP LT CL A G67742109 1,250 77,876 SH   DFND 15 0 77,876 0
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 5 304 SH   DFND 15 0 304 0
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 26,663 1,783,448 SH   DFND 6 0 1,783,448 0
PROTHENA CORP PLC SHS G72800108 9,792 199,064 SH   DFND 1 0 199,064 0
PROTHENA CORP PLC SHS G72800108 2,727 55,431 SH   DFND 1,12 0 55,431 0
PROTHENA CORP PLC SHS G72800108 381 7,749 SH   DFND 15 0 7,749 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 155 1,141 SH   DFND 12,15 0 1,141 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 253 1,857 SH   DFND 14 0 1,857 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 38,217 280,553 SH   DFND 15 0 280,553 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 146 1,071 SH   DFND 11 0 1,071 0
ROWAN COMPANIES PLC SHS CL A G7665A101 122 6,479 SH   DFND 12,15 0 6,479 0
ROWAN COMPANIES PLC SHS CL A G7665A101 2,555 135,257 SH   DFND 14 0 135,257 0
ROWAN COMPANIES PLC SHS CL A G7665A101 6,603 349,540 SH   DFND 1 0 349,540 0
ROWAN COMPANIES PLC SHS CL A G7665A101 162 8,600 SH   DFND 1,3 0 8,600 0
ROWAN COMPANIES PLC SHS CL A G7665A101 3,303 174,843 SH   DFND 15 0 174,843 0
ROWAN COMPANIES PLC SHS CL A G7665A101 485 25,665 SH   DFND 5 0 0 25,665
ROWAN COMPANIES PLC SHS CL A G7665A101 1,017 53,839 SH   DFND 5,6 0 25,072 28,767
ROWAN COMPANIES PLC SHS CL A G7665A101 346 18,298 SH   DFND 13 0 18,298 0
SEADRILL LIMITED SHS G7945E105 250 73,315 SH   DFND 12,15 0 73,315 0
SEADRILL LIMITED SHS G7945E105 2,837 832,090 SH   DFND 1 0 832,090 0
SEADRILL LIMITED SHS G7945E105 58 17,000 SH   DFND 1,3 0 17,000 0
SEADRILL LIMITED SHS G7945E105 4,739 1,389,711 SH   DFND 15 0 1,389,711 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 2,804 73,450 SH   DFND 12,15 0 73,450 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 3,371 88,309 SH   DFND 14 0 88,309 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 18,466 483,780 SH   DFND 1 0 461,430 22,350
SEAGATE TECHNOLOGY PLC SHS G7945M107 5,161 135,200 SH   DFND 1,4 0 135,200 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 347 9,100 SH   DFND 1,9 0 9,100 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 714 18,700 SH   DFND 1,3 0 18,700 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 954 25,000 SH   DFND 1,5 0 0 25,000
SEAGATE TECHNOLOGY PLC SHS G7945M107 93,593 2,451,994 SH   DFND 15 0 2,451,994 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 676 17,700 SH   DFND 5 0 0 17,700
SEAGATE TECHNOLOGY PLC SHS G7945M107 7 180 SH   DFND 5,6 0 180 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 269 7,048 SH   DFND 11 0 7,048 0
PENTAIR PLC SHS G7S00T104 292 5,200 SH   DFND 12,15 0 5,200 0
PENTAIR PLC SHS G7S00T104 13,630 243,097 SH   DFND 14 0 243,097 0
PENTAIR PLC SHS G7S00T104 100,097 1,785,221 SH   DFND 1 0 1,785,221 0
PENTAIR PLC SHS G7S00T104 346 6,179 SH   DFND 1,9 0 6,179 0
PENTAIR PLC SHS G7S00T104 416 7,425 SH   DFND 1,3 0 7,425 0
PENTAIR PLC SHS G7S00T104 30 528 SH   DFND 1,15 0 528 0
PENTAIR PLC SHS G7S00T104 47,803 852,567 SH   DFND 15 0 852,567 0
PENTAIR PLC SHS G7S00T104 218 3,889 SH   DFND 5 0 0 3,889
PENTAIR PLC SHS G7S00T104 235 4,195 SH   DFND 11 0 4,195 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 1,939 130,566 SH   DFND 15 0 130,566 0
SIGNET JEWELERS LIMITED SHS G81276100 74 780 SH   DFND 12,15 0 780 0
SIGNET JEWELERS LIMITED SHS G81276100 1,196 12,684 SH   DFND 14 0 12,684 0
SIGNET JEWELERS LIMITED SHS G81276100 13,162 139,633 SH   DFND 1 0 139,633 0
SIGNET JEWELERS LIMITED SHS G81276100 43 452 SH   DFND 1,15 0 452 0
SIGNET JEWELERS LIMITED SHS G81276100 1,637 17,369 SH   DFND 15 0 17,369 0
SIGNET JEWELERS LIMITED SHS G81276100 160 1,700 SH   DFND 11 0 1,700 0
SINA CORP ORD G81477104 9,302 153,019 SH   DFND 15 0 153,019 0
STANDARD CHARTERED PLC DEBT 6.500%12/3 G84228CE6 611,677 6,700,000 PRN   DFND 6 0 6,700,000 0
STANDARD CHARTERED PLC DEBT 6.500%12/3 G84228CE6 1,853,289 20,300,000 PRN   DFND 6,9 0 20,300,000 0
STERIS PLC SHS USD G84720104 39 580 SH   DFND 12,15 0 580 0
STERIS PLC SHS USD G84720104 781 11,595 SH   DFND 15 0 11,595 0
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 651 87,404 SH   DFND 15 0 87,404 0
THERAVANCE BIOPHARMA INC COM G8807B106 1,384 43,411 SH   DFND 15 0 43,411 0
THIRD PT REINS LTD COM G8827U100 848 73,453 SH   DFND 15 0 73,453 0
THIRD PT REINS LTD COM G8827U100 169 14,667 SH   DFND 5 0 0 14,667
TRITON INTL LTD CL A G9078F107 5,558 351,776 SH   DFND 15 0 351,776 0
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 904 192,724 SH   DFND 15 0 192,724 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 214 3,895 SH   DFND 12,15 0 3,895 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 132 2,392 SH   DFND 14 0 2,392 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 1,144 20,800 SH   DFND 1 0 20,800 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 7,898 143,565 SH   DFND 15 0 143,565 0
GOLAR LNG LTD BERMUDA SHS G9456A100 55 2,410 SH   DFND 12,15 0 2,410 0
GOLAR LNG LTD BERMUDA SHS G9456A100 1,801 78,508 SH   DFND 15 0 78,508 0
GOLAR LNG LTD BERMUDA SHS G9456A100 4,373 190,644 SH   DFND 6 0 190,644 0
GOLAR LNG LTD BERMUDA SHS G9456A100 1,350 58,831 SH   DFND 6,9 0 58,831 0
WHITE MTNS INS GROUP LTD COM G9618E107 120 144 SH   DFND 12,15 0 144 0
WHITE MTNS INS GROUP LTD COM G9618E107 15,814 18,915 SH   DFND 15 0 18,915 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 112 917 SH   DFND 12,15 0 917 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 355,207 2,904,868 SH   DFND 1 0 2,731,930 172,938
WILLIS TOWERS WATSON PUB LTD SHS G96629103 295 2,416 SH   DFND 1,3 0 2,416 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 53 437 SH   DFND 1,15 0 437 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 1,852 15,144 SH   DFND 15 0 15,144 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 390 3,193 SH   DFND 11 0 3,193 0
PERRIGO CO PLC SHS G97822103 88 1,058 SH   DFND 12,15 0 1,058 0
PERRIGO CO PLC SHS G97822103 895 10,749 SH   DFND 14 0 10,749 0
PERRIGO CO PLC SHS G97822103 29,474 354,130 SH   DFND 1 0 354,130 0
PERRIGO CO PLC SHS G97822103 40 480 SH   DFND 1,15 0 480 0
PERRIGO CO PLC SHS G97822103 39,321 472,438 SH   DFND 15 0 472,438 0
PERRIGO CO PLC SHS G97822103 42 500 SH   DFND 10 0 500 0
PERRIGO CO PLC SHS G97822103 222 2,664 SH   DFND 5 0 0 2,664
PERRIGO CO PLC SHS G97822103 289 3,468 SH   DFND 11 0 3,468 0
XL GROUP LTD COM G98294104 242 6,482 SH   DFND 12,15 0 6,482 0
XL GROUP LTD COM G98294104 3,420 91,775 SH   DFND 14 0 91,775 0
XL GROUP LTD COM G98294104 14,061 377,368 SH   DFND 1 0 377,368 0
XL GROUP LTD COM G98294104 6,734 180,739 SH   DFND 15 0 180,739 0
XL GROUP LTD COM G98294104 514 13,800 SH   DFND 5 0 0 13,800
XL GROUP LTD COM G98294104 257 6,900 SH   DFND 11 0 6,900 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 194 3,621 SH   DFND 12,15 0 3,621 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 5,367 99,923 SH   DFND 15 0 99,923 0
CHUBB LIMITED COM H1467J104 33,155 250,946 SH   DFND 2 0 250,946 0
CHUBB LIMITED COM H1467J104 905 6,851 SH   DFND 12,15 0 6,851 0
CHUBB LIMITED COM H1467J104 883 6,684 SH   DFND 4 0 6,684 0
CHUBB LIMITED COM H1467J104 42,569 322,202 SH   DFND 14 0 322,202 0
CHUBB LIMITED COM H1467J104 18,682 141,405 SH   DFND 1 0 141,055 350
CHUBB LIMITED COM H1467J104 3,620 27,400 SH   DFND 1,4 0 27,400 0
CHUBB LIMITED COM H1467J104 1,899 14,375 SH   DFND 1,15 0 14,375 0
CHUBB LIMITED COM H1467J104 114,015 862,962 SH   DFND 15 0 862,962 0
CHUBB LIMITED COM H1467J104 2,493 18,868 SH   DFND 5 0 0 18,868
CHUBB LIMITED COM H1467J104 633 4,794 SH   DFND 5,6 0 2,327 2,467
CHUBB LIMITED COM H1467J104 1,458 11,035 SH   DFND 11 0 11,035 0
CHUBB LIMITED COM H1467J104 246 1,863 SH   DFND 13 0 1,863 0
GARMIN LTD SHS H2906T109 96 1,985 SH   DFND 12,15 0 1,985 0
GARMIN LTD SHS H2906T109 5,149 106,197 SH   DFND 14 0 106,197 0
GARMIN LTD SHS H2906T109 21,782 449,202 SH   DFND 1 0 443,452 5,750
GARMIN LTD SHS H2906T109 1,270 26,200 SH   DFND 1,4 0 26,200 0
GARMIN LTD SHS H2906T109 170 3,500 SH   DFND 1,3 0 3,500 0
GARMIN LTD SHS H2906T109 979 20,200 SH   DFND 1,5 0 0 20,200
GARMIN LTD SHS H2906T109 88,581 1,826,786 SH   DFND 15 0 1,826,786 0
GARMIN LTD SHS H2906T109 425 8,769 SH   DFND 5 0 0 8,769
GARMIN LTD SHS H2906T109 143 2,948 SH   DFND 5,9 0 2,948 0
GARMIN LTD SHS H2906T109 1,814 37,416 SH   DFND 5,6 0 16,050 21,366
GARMIN LTD SHS H2906T109 135 2,781 SH   DFND 11 0 2,781 0
GARMIN LTD SHS H2906T109 839 17,299 SH   DFND 13 0 17,299 0
UBS GROUP AG SHS H42097107 163 10,377 SH   DFND 12,15 0 10,377 0
UBS GROUP AG SHS H42097107 708 45,193 SH   DFND 4 0 45,193 0
UBS GROUP AG SHS H42097107 310 19,790 SH   DFND 9 0 19,790 0
UBS GROUP AG SHS H42097107 326,006 20,804,478 SH   DFND 1 0 20,685,861 118,617
UBS GROUP AG SHS H42097107 32,630 2,082,317 SH   DFND 1,2 0 2,082,317 0
UBS GROUP AG SHS H42097107 563 35,897 SH   DFND 1,9 0 35,897 0
UBS GROUP AG SHS H42097107 29,486 1,881,663 SH   DFND 1,3 0 1,881,663 0
UBS GROUP AG SHS H42097107 36 2,315 SH   DFND 1,11 0 2,315 0
UBS GROUP AG SHS H42097107 802 51,209 SH   DFND 1,6 0 51,209 0
UBS GROUP AG SHS H42097107 3,610 230,346 SH   DFND 15 0 230,346 0
UBS GROUP AG SHS H42097107 7,982 509,410 SH   DFND 5 0 0 509,410
UBS GROUP AG SHS H42097107 2,082 132,854 SH   DFND 5,6 0 65,716 67,138
UBS GROUP AG SHS H42097107 242 15,415 SH   DFND 5,7 0 0 15,415
UBS GROUP AG SHS H42097107 1,357 86,567 SH   DFND 11 0 86,567 0
UBS GROUP AG SHS H42097107 1,196 76,299 SH   DFND 11,6 0 37,219 39,080
UBS GROUP AG SHS H42097107 123,462 7,878,862 SH   DFND 6 0 7,878,862 0
UBS GROUP AG SHS H42097107 2,272 145,016 SH   DFND 6,12 0 145,016 0
UBS GROUP AG SHS H42097107 8,316 530,679 SH   DFND 6,4 0 530,679 0
UBS GROUP AG SHS H42097107 115,475 7,369,194 SH   DFND 6,9 0 7,369,194 0
UBS GROUP AG SHS H42097107 914 58,298 SH   DFND 13 0 58,298 0
LOGITECH INTL S A SHS H50430232 55 2,232 SH   DFND 12,15 0 2,232 0
LOGITECH INTL S A SHS H50430232 303 12,220 SH   DFND 1,5 0 12,220 0
LOGITECH INTL S A SHS H50430232 492 19,873 SH   DFND 15 0 19,873 0
LOGITECH INTL S A SHS H50430232 14,215 573,884 SH   DFND 5 0 6,179 567,705
LOGITECH INTL S A SHS H50430232 102,415 4,134,623 SH   DFND 5,9 0 4,134,623 0
LOGITECH INTL S A SHS H50430232 9 350 SH   DFND 5,6 0 350 0
LOGITECH INTL S A SHS H50430232 4,204 169,718 SH   DFND 5,7 0 149,539 20,179
LOGITECH INTL S A SHS H50430232 21,171 854,705 SH   DFND 6 0 854,705 0
LOGITECH INTL S A SHS H50430232 525 21,200 SH   DFND 6,9 0 21,200 0
LOGITECH INTL S A SHS H50430232 4,457 179,943 SH   DFND 7 0 0 179,943
TE CONNECTIVITY LTD REG SHS H84989104 499 7,196 SH   DFND 12,15 0 7,196 0
TE CONNECTIVITY LTD REG SHS H84989104 12,328 177,951 SH   DFND 14 0 177,951 0
TE CONNECTIVITY LTD REG SHS H84989104 111,488 1,609,237 SH   DFND 1 0 1,609,237 0
TE CONNECTIVITY LTD REG SHS H84989104 18 264 SH   DFND 1,15 0 264 0
TE CONNECTIVITY LTD REG SHS H84989104 21,768 314,197 SH   DFND 15 0 314,197 0
TE CONNECTIVITY LTD REG SHS H84989104 346 5,000 SH   DFND 10 0 5,000 0
TE CONNECTIVITY LTD REG SHS H84989104 1,139 16,439 SH   DFND 5 0 0 16,439
TE CONNECTIVITY LTD REG SHS H84989104 580 8,379 SH   DFND 11 0 8,379 0
TRANSOCEAN LTD REG SHS H8817H100 740 50,189 SH   DFND 12,15 0 50,189 0
TRANSOCEAN LTD REG SHS H8817H100 1,499 101,684 SH   DFND 14 0 101,684 0
TRANSOCEAN LTD REG SHS H8817H100 14,487 982,806 SH   DFND 1 0 982,806 0
TRANSOCEAN LTD REG SHS H8817H100 42 2,874 SH   DFND 1,15 0 2,874 0
TRANSOCEAN LTD REG SHS H8817H100 21,935 1,488,109 SH   DFND 15 0 1,488,109 0
ADECOAGRO S A COM L00849106 561 54,030 SH   DFND 15 0 54,030 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 2,024 76,115 SH   DFND 1 0 76,115 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 524 19,700 SH   DFND 1,3 0 19,700 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 441 16,582 SH   DFND 15 0 16,582 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 226 8,508 SH   DFND 5 0 0 8,508
ATENTO S A SHS L0427L105 263 34,340 SH   DFND 15 0 34,340 0
INTELSAT S A COM L5140P101 638 239,056 SH   DFND 15 0 239,056 0
PACIFIC DRILLING SA LUXEMBOU SHS NEW L7257P114 176 43,434 SH   DFND 15 0 43,434 0
ORION ENGINEERED CARBONS S A COM L72967109 758 40,223 SH   DFND 15 0 40,223 0
TRINSEO S A SHS L9340P101 3,963 66,830 SH   DFND 1 0 22,830 44,000
TRINSEO S A SHS L9340P101 735 12,400 SH   DFND 1,3 0 12,400 0
TRINSEO S A SHS L9340P101 5,329 89,870 SH   DFND 15 0 89,870 0
CAESARSTONE LTD ORD SHS M20598104 49,724 1,735,550 SH   DFND 2 0 1,735,550 0
CAESARSTONE LTD ORD SHS M20598104 608 21,208 SH   DFND 15 0 21,208 0
CERAGON NETWORKS LTD ORD M22013102 61 23,356 SH   DFND 15 0 23,356 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 3,231 38,252 SH   DFND 12,15 0 38,252 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 1,635 19,354 SH   DFND 14 0 19,354 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 6,746 79,875 SH   DFND 1 0 79,875 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 9,248 109,493 SH   DFND 1,2 0 109,493 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 111,352 1,318,396 SH   DFND 15 0 1,318,396 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 4,924 58,303 SH   DFND 5 0 16,418 41,885
CHECK POINT SOFTWARE TECH LT ORD M22465104 9,525 112,770 SH   DFND 5,9 0 112,770 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 1,149 13,600 SH   DFND 5,6 0 6,500 7,100
CHECK POINT SOFTWARE TECH LT ORD M22465104 296 3,500 SH   DFND 11 0 3,500 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 2,482 29,387 SH   DFND 7 0 0 29,387
CHECK POINT SOFTWARE TECH LT ORD M22465104 358 4,242 SH   DFND 13 0 4,242 0
CYBERARK SOFTWARE LTD SHS M2682V108 139 3,052 SH   DFND 14 0 3,052 0
CYBERARK SOFTWARE LTD SHS M2682V108 644 14,163 SH   DFND 15 0 14,163 0
ELBIT SYS LTD ORD M3760D101 20,858 204,715 SH   DFND 2 0 204,715 0
ELBIT SYS LTD ORD M3760D101 2,075 20,362 SH   DFND 15 0 20,362 0
ELBIT SYS LTD ORD M3760D101 1,662 16,316 SH   DFND 5 0 16,316 0
ELBIT SYS LTD ORD M3760D101 60 588 SH   DFND 11 0 588 0
GAZIT GLOBE LTD SHS M4793C102 110 12,768 SH   DFND 15 0 12,768 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 19,208 469,631 SH   DFND 2 0 469,631 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 654 15,983 SH   DFND 15 0 15,983 0
ISRAEL CHEMICALS LTD SHS M5920A109 215 52,299 SH   DFND 12,15 0 52,299 0
ISRAEL CHEMICALS LTD SHS M5920A109 16,061 3,907,788 SH   DFND 1 0 3,907,788 0
ISRAEL CHEMICALS LTD SHS M5920A109 1,074 261,331 SH   DFND 15 0 261,331 0
ISRAEL CHEMICALS LTD SHS M5920A109 63 15,450 SH   DFND 11 0 15,450 0
ISRAEL CHEMICALS LTD SHS M5920A109 146 35,575 SH   DFND 13 0 35,575 0
MIND C T I LTD ORD M70240102 2,952 1,200,000 SH   DFND 1 0 1,200,000 0
ORBOTECH LTD ORD M75253100 1,442 43,157 SH   DFND 15 0 43,157 0
RADWARE LTD ORD M81873107 534 36,657 SH   DFND 15 0 36,657 0
STRATASYS LTD SHS M85548101 1,639 99,123 SH   DFND 15 0 99,123 0
SYNERON MEDICAL LTD ORD SHS M87245102 274 32,671 SH   DFND 15 0 32,671 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 610 5,790 SH   DFND 15 0 5,790 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 53 500 SH   DFND 11 0 500 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 289 15,200 SH   DFND 15 0 15,200 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 1,473 37,309 SH   DFND 15 0 37,309 0
WIX COM LTD SHS M98068105 1,030 23,110 SH   DFND 15 0 23,110 0
AERCAP HOLDINGS NV SHS N00985106 174 4,178 SH   DFND 12,15 0 4,178 0
AERCAP HOLDINGS NV SHS N00985106 2,129 51,173 SH   DFND 15 0 51,173 0
AERCAP HOLDINGS NV SHS N00985106 166 4,000 SH   DFND 11 0 4,000 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 4,498 40,085 SH   DFND 15 0 40,085 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 449 4,000 SH   DFND 10 0 4,000 0
CIMPRESS N V SHS EURO N20146101 2,932 32,004 SH   DFND 15 0 32,004 0
CNH INDL N V SHS N20944109 54 6,251 SH   DFND 12,15 0 6,251 0
CNH INDL N V SHS N20944109 16 1,885 SH   DFND 1 0 1,885 0
CNH INDL N V SHS N20944109 931 107,107 SH   DFND 15 0 107,107 0
CNH INDL N V SHS N20944109 1,025 117,928 SH   DFND 5 0 0 117,928
CNH INDL N V SHS N20944109 5 528 SH   DFND 5,6 0 528 0
CNH INDL N V SHS N20944109 217 24,985 SH   DFND 11 0 24,985 0
CONSTELLIUM NV CL A N22035104 48 8,123 SH   DFND 12,15 0 8,123 0
CONSTELLIUM NV CL A N22035104 659 111,743 SH   DFND 15 0 111,743 0
CORE LABORATORIES N V COM N22717107 660 5,500 SH   DFND 2 0 5,500 0
CORE LABORATORIES N V COM N22717107 24,221 201,778 SH   DFND 1 0 201,778 0
CORE LABORATORIES N V COM N22717107 29,435 245,210 SH   DFND 1,2 0 245,210 0
CORE LABORATORIES N V COM N22717107 5,619 46,808 SH   DFND 1,9 0 46,808 0
CORE LABORATORIES N V COM N22717107 4,744 39,521 SH   DFND 15 0 39,521 0
CORE LABORATORIES N V COM N22717107 120 1,000 SH   DFND 11 0 1,000 0
FERRARI N V COM N3167Y103 55 946 SH   DFND 12,15 0 946 0
FERRARI N V COM N3167Y103 269 4,630 SH   DFND 15 0 4,630 0
FERRARI N V COM N3167Y103 978 16,830 SH   DFND 5 0 0 16,830
FERRARI N V COM N3167Y103 169 2,901 SH   DFND 11 0 2,901 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 182 20,003 SH   DFND 12,15 0 20,003 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 236 25,844 SH   DFND 1 0 25,844 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 53 5,766 SH   DFND 1,5 0 5,766 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 2,797 306,642 SH   DFND 15 0 306,642 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 8,740 958,326 SH   DFND 5 0 18,102 940,224
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 3,372 369,790 SH   DFND 5,9 0 369,790 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 2,094 229,657 SH   DFND 5,6 0 110,416 119,241
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 1,107 121,423 SH   DFND 5,7 0 0 121,423
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 195 21,350 SH   DFND 11 0 21,350 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 421 46,158 SH   DFND 6 0 0 46,158
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 1,027 112,564 SH   DFND 13 0 112,564 0
FRANKS INTL N V COM N33462107 2,199 178,606 SH   DFND 15 0 178,606 0
INTERXION HOLDING N.V SHS N47279109 11,930 340,167 SH   DFND 1 0 235,760 104,407
INTERXION HOLDING N.V SHS N47279109 824 23,482 SH   DFND 15 0 23,482 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 24,956 654,664 SH   DFND 1 0 654,664 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 284 7,459 SH   DFND 1,3 0 7,459 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 374 9,802 SH   DFND 15 0 9,802 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 179 4,700 SH   DFND 11 0 4,700 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 1,144 30,000 SH   DFND 6,9 0 30,000 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 901 10,509 SH   DFND 12,15 0 10,509 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 295 3,436 SH   DFND 4 0 3,436 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 8,829 102,922 SH   DFND 14 0 102,922 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 60,348 703,521 SH   DFND 1 0 703,521 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 103,069 1,201,553 SH   DFND 15 0 1,201,553 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2,122 24,736 SH   DFND 5 0 0 24,736
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 300 3,500 SH   DFND 5,9 0 3,500 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2,620 30,542 SH   DFND 5,6 0 14,704 15,838
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 712 8,300 SH   DFND 11 0 8,300 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,144 13,338 SH   DFND 13 0 13,338 0
MYLAN N V SHS EURO N59465109 4,592 120,363 SH   DFND 12,15 0 120,363 0
MYLAN N V SHS EURO N59465109 1,470 38,538 SH   DFND 14 0 38,538 0
MYLAN N V SHS EURO N59465109 91,906 2,409,076 SH   DFND 1 0 2,409,076 0
MYLAN N V SHS EURO N59465109 199,035 5,217,160 SH   DFND 15 0 5,217,160 0
MYLAN N V SHS EURO N59465109 343 9,000 SH   DFND 5 0 0 9,000
MYLAN N V SHS EURO N59465109 408 10,700 SH   DFND 11 0 10,700 0
NXP SEMICONDUCTORS N V COM N6596X109 135,158 1,379,021 SH   DFND 2 0 1,379,021 0
NXP SEMICONDUCTORS N V COM N6596X109 7,308 74,565 SH   DFND 12,15 0 74,565 0
NXP SEMICONDUCTORS N V COM N6596X109 2,279 23,248 SH   DFND 14 0 23,248 0
NXP SEMICONDUCTORS N V COM N6596X109 65,736 670,703 SH   DFND 1 0 670,703 0
NXP SEMICONDUCTORS N V COM N6596X109 731 7,458 SH   DFND 1,3 0 7,458 0
NXP SEMICONDUCTORS N V COM N6596X109 245,224 2,502,028 SH   DFND 15 0 2,502,028 0
NXP SEMICONDUCTORS N V COM N6596X109 382 3,900 SH   DFND 10 0 3,900 0
NXP SEMICONDUCTORS N V COM N6596X109 2,899 29,582 SH   DFND 5 0 0 29,582
NXP SEMICONDUCTORS N V COM N6596X109 1,072 10,936 SH   DFND 5,6 0 4,844 6,092
NXP SEMICONDUCTORS N V COM N6596X109 679 6,932 SH   DFND 11 0 6,932 0
NXP SEMICONDUCTORS N V COM N6596X109 798 8,141 SH   DFND 11,2 0 8,141 0
NXP SEMICONDUCTORS N V COM N6596X109 398 4,063 SH   DFND 13 0 4,063 0
ORTHOFIX INTL N V COM N6748L102 651 18,000 SH   DFND 1 0 0 18,000
ORTHOFIX INTL N V COM N6748L102 90 2,500 SH   DFND 1,3 0 2,500 0
ORTHOFIX INTL N V COM N6748L102 555 15,345 SH   DFND 15 0 15,345 0
ORTHOFIX INTL N V COM N6748L102 152 4,213 SH   DFND 5 0 0 4,213
PATHEON N V SHS N6865W105 422 14,689 SH   DFND 14 0 14,689 0
PATHEON N V SHS N6865W105 40,895 1,424,421 SH   DFND 1 0 1,335,903 88,518
PATHEON N V SHS N6865W105 339 11,810 SH   DFND 1,3 0 11,810 0
PATHEON N V SHS N6865W105 250 8,718 SH   DFND 15 0 8,718 0
QIAGEN NV REG SHS N72482107 3 93 SH   DFND 12,15 0 93 0
QIAGEN NV REG SHS N72482107 607 21,657 SH   DFND 15 0 21,657 0
QIAGEN NV REG SHS N72482107 833 29,715 SH   DFND 5 0 0 29,715
QIAGEN NV REG SHS N72482107 23,911 853,349 SH   DFND 5,9 0 853,349 0
QIAGEN NV REG SHS N72482107 101 3,595 SH   DFND 5,7 0 0 3,595
QIAGEN NV REG SHS N72482107 147 5,261 SH   DFND 11 0 5,261 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 59 1,523 SH   DFND 12,15 0 1,523 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 2,997 76,943 SH   DFND 15 0 76,943 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 164 4,200 SH   DFND 11 0 4,200 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 83,337 3,626,497 SH   DFND 1 0 3,465,626 160,871
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 8,485 369,216 SH   DFND 1,12 0 369,216 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 672 29,222 SH   DFND 15 0 29,222 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 2,915 126,871 SH   DFND 6 0 126,871 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 1,399 60,878 SH   DFND 6,12 0 60,878 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 452 19,682 SH   DFND 6,9 0 19,682 0
YANDEX N V SHS CLASS A N97284108 763 37,927 SH   DFND 2 0 37,927 0
YANDEX N V SHS CLASS A N97284108 52,620 2,614,006 SH   DFND 1 0 2,614,006 0
YANDEX N V SHS CLASS A N97284108 705 35,000 SH   DFND 1,2 0 35,000 0
YANDEX N V SHS CLASS A N97284108 1,577 78,321 SH   DFND 1,9 0 78,321 0
YANDEX N V SHS CLASS A N97284108 5,716 283,967 SH   DFND 15 0 283,967 0
COPA HOLDINGS SA CL A P31076105 766 8,437 SH   DFND 14 0 8,437 0
COPA HOLDINGS SA CL A P31076105 3,219 35,440 SH   DFND 1 0 35,440 0
COPA HOLDINGS SA CL A P31076105 45 500 SH   DFND 1,3 0 500 0
COPA HOLDINGS SA CL A P31076105 521 5,741 SH   DFND 15 0 5,741 0
SINOVAC BIOTECH LTD SHS P8696W104 587 99,509 SH   DFND 15 0 99,509 0
TRONOX LTD SHS CL A Q9235V101 5,046 489,411 SH   DFND 15 0 489,411 0
AZURE PWR GLOBAL LTD SHS V0393H103 1,275 75,000 SH   DFND 6,9 0 75,000 0
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 504 22,686 SH   DFND 15 0 22,686 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 179 2,183 SH   DFND 12,15 0 2,183 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 2,291 27,931 SH   DFND 14 0 27,931 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 305,716 3,726,431 SH   DFND 1 0 3,726,431 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 3,715 45,277 SH   DFND 1,9 0 45,277 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 7,458 90,901 SH   DFND 15 0 90,901 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 443 5,400 SH   DFND 5 0 0 5,400
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 351 4,279 SH   DFND 11 0 4,279 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 1,333 131,281 SH   DFND 15 0 131,281 0
ARDMORE SHIPPING CORP COM Y0207T100 223 30,077 SH   DFND 15 0 30,077 0
BROADCOM LTD SHS Y09827109 15,506 87,717 SH   DFND 12,15 0 87,717 0
BROADCOM LTD SHS Y09827109 14,032 79,379 SH   DFND 14 0 79,379 0
BROADCOM LTD SHS Y09827109 693,690 3,924,253 SH   DFND 1 0 3,908,773 15,480
BROADCOM LTD SHS Y09827109 34,250 193,757 SH   DFND 1,2 0 193,757 0
BROADCOM LTD SHS Y09827109 3,970 22,457 SH   DFND 1,12 0 22,457 0
BROADCOM LTD SHS Y09827109 42,980 243,143 SH   DFND 1,3 0 243,143 0
BROADCOM LTD SHS Y09827109 534,143 3,021,685 SH   DFND 15 0 3,021,685 0
BROADCOM LTD SHS Y09827109 848 4,800 SH   DFND 10 0 4,800 0
BROADCOM LTD SHS Y09827109 2,758 15,600 SH   DFND 5 0 0 15,600
BROADCOM LTD SHS Y09827109 1,650 9,333 SH   DFND 11 0 9,333 0
COSTAMARE INC SHS Y1771G102 590 105,409 SH   DFND 15 0 105,409 0
DHT HOLDINGS INC SHS NEW Y2065G121 744 179,781 SH   DFND 15 0 179,781 0
DIANA SHIPPING INC COM Y2066G104 1,134 375,339 SH   DFND 15 0 375,339 0
DORIAN LPG LTD SHS USD Y2106R110 415 50,544 SH   DFND 15 0 50,544 0
FLEX LTD ORD Y2573F102 459 31,936 SH   DFND 12,15 0 31,936 0
FLEX LTD ORD Y2573F102 73,543 5,117,823 SH   DFND 1 0 5,117,823 0
FLEX LTD ORD Y2573F102 250 17,400 SH   DFND 1,3 0 17,400 0
FLEX LTD ORD Y2573F102 5,362 373,118 SH   DFND 15 0 373,118 0
FLEX LTD ORD Y2573F102 186 12,922 SH   DFND 11 0 12,922 0
GASLOG PARTNERS LP UNIT LTD PTNRP Y2687W108 31 1,519 SH   DFND 14 0 1,519 0
GASLOG PARTNERS LP UNIT LTD PTNRP Y2687W108 133 6,468 SH   DFND 1 0 6,468 0
GASLOG PARTNERS LP UNIT LTD PTNRP Y2687W108 223 10,862 SH   DFND 1,11 0 10,862 0
GASLOG PARTNERS LP UNIT LTD PTNRP Y2687W108 67 3,238 SH   DFND 15 0 3,238 0
GENER8 MARITIME INC COM Y26889108 61 13,684 SH   DFND 15 0 13,684 0
GOLAR LNG PARTNERS LP COM UNIT LPI Y2745C102 76 3,162 SH   DFND 1,11 0 3,162 0
GOLAR LNG PARTNERS LP COM UNIT LPI Y2745C102 298 12,393 SH   DFND 15 0 12,393 0
HUNTER MARITIME ACQUISITION UNIT 99/99/9999 Y37828103 1,929 190,000 SH   DFND 6 0 190,000 0
HUNTER MARITIME ACQUISITION UNIT 99/99/9999 Y37828103 254 25,000 SH   DFND 6,2 0 25,000 0
HUNTER MARITIME ACQUISITION UNIT 99/99/9999 Y37828103 863 85,000 SH   DFND 6,12 0 85,000 0
NAVIGATOR HOLDINGS LTD SHS Y62132108 94 10,126 SH   DFND 15 0 10,126 0
NAVIOS MARITIME ACQUIS CORP SHS Y62159101 459 269,770 SH   DFND 1 0 269,770 0
NAVIOS MARITIME ACQUIS CORP SHS Y62159101 218 128,000 SH   DFND 1,3 0 128,000 0
NAVIOS MARITIME ACQUIS CORP SHS Y62159101 310 182,236 SH   DFND 15 0 182,236 0
NAVIOS MARITIME ACQUIS CORP SHS Y62159101 7,397 4,351,468 SH   DFND 6 0 4,351,468 0
NAVIOS MARITIME ACQUIS CORP SHS Y62159101 3,690 2,170,581 SH   DFND 6,9 0 2,170,581 0
NAVIOS MARITIME HOLDINGS INC COM Y62196103 900 638,198 SH   DFND 15 0 638,198 0
SCORPIO TANKERS INC SHS Y7542C106 2,628 580,130 SH   DFND 15 0 580,130 0
SCORPIO BULKERS INC COM Y7546A122 2,090 413,800 SH   DFND 15 0 413,800 0
SCORPIO BULKERS INC COM Y7546A122 2,060 407,862 SH   DFND 6 0 407,862 0
SCORPIO BULKERS INC COM Y7546A122 273 54,087 SH   DFND 6,2 0 54,087 0
SCORPIO BULKERS INC COM Y7546A122 976 193,320 SH   DFND 6,12 0 193,320 0
SCORPIO BULKERS INC COM Y7546A122 1,141 225,962 SH   DFND 6,9 0 225,962 0
SEASPAN CORP SHS Y75638109 29,444 3,221,414 SH   DFND 15 0 3,221,414 0
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TEEKAY CORPORATION COM Y8564W103 36 4,443 SH   DFND 12,15 0 4,443 0
TEEKAY CORPORATION COM Y8564W103 667 83,106 SH   DFND 14 0 83,106 0
TEEKAY CORPORATION COM Y8564W103 772 96,181 SH   DFND 15 0 96,181 0
TEEKAY OFFSHORE PARTNERS L P PARTNERSHIP UN Y8565J101 21,749 4,298,126 SH   DFND 15 0 4,298,126 0
TEEKAY TANKERS LTD CL A Y8565N102 367 162,529 SH   DFND 15 0 162,529 0