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
1ST SOURCE CORP COM 336901103 12,165 239,460 SH   DFND 1,5 0 0 239,460
2U INC COM 90214J101 902 16,100 SH   DFND 1 16,100 0 0
2U INC COM 90214J101 297,483 5,308,413 SH   DFND 1,5 453,820 0 4,854,593
2U INC COM 90214J101 12,206 217,800 SH   DFND 6 217,800 0 0
2U INC COM 90214J101 4,679 83,500 SH   DFND 7 83,500 0 0
2U INC COM 90214J101 53,003 945,805 SH   DFND 11 945,805 0 0
3M CO COM 88579Y101 1,499,971 7,146,124 SH   DFND 1,5 1,099,596 0 6,046,528
3M CO COM 88579Y101 31,567 150,389 SH   DFND 2 0 0 150,389
3M CO COM 88579Y101 61,835 294,591 SH   DFND 3 294,591 0 0
3M CO COM 88579Y101 1,583 7,544 SH   DFND 6 7,544 0 0
3M CO COM 88579Y101 5,935 28,273 SH   DFND 7 28,273 0 0
58 COM INC SPON ADR REP A 31680Q104 415,184 6,575,604 SH   DFND 1,5 125,853 0 6,449,751
58 COM INC SPON ADR REP A 31680Q104 251,262 3,979,449 SH   DFND 1,9 95,601 0 3,883,848
58 COM INC SPON ADR REP A 31680Q104 11,062 175,200 SH   DFND 7 175,200 0 0
AARONS INC COM PAR $0.50 002535300 190,865 4,374,618 SH   DFND 1,5 18,400 0 4,356,218
ABB LTD SPONSORED ADR 000375204 2,960 119,590 SH   DFND 3 119,590 0 0
ABBOTT LABS COM 002824100 595,458 11,159,261 SH   DFND 1,5 365,414 0 10,793,847
ABBOTT LABS COM 002824100 23,364 437,847 SH   DFND 2 0 0 437,847
ABBOTT LABS COM 002824100 39,290 736,320 SH   DFND 3 736,320 0 0
ABBOTT LABS COM 002824100 1,345 25,200 SH   DFND 7 25,200 0 0
ABBVIE INC COM 00287Y109 648,533 7,298,366 SH   DFND 1,5 1,146,943 0 6,151,423
ABBVIE INC COM 00287Y109 35,697 401,722 SH   DFND 2 0 0 401,722
ABBVIE INC COM 00287Y109 60,878 685,101 SH   DFND 3 685,101 0 0
ABBVIE INC COM 00287Y109 4,404 49,564 SH   DFND 7 49,564 0 0
ABERCROMBIE & FITCH CO CL A 002896207 85,923 5,950,370 SH   DFND 1,5 665,320 0 5,285,050
ABIOMED INC COM 003654100 43,251 256,533 SH   DFND 1,5 100 0 256,433
ABM INDS INC COM 000957100 38,424 921,221 SH   DFND 6 880,621 0 40,600
ABM INDS INC COM 000957100 13,335 319,719 SH   DFND 7 290,819 0 28,900
ABRAXAS PETE CORP COM 003830106 381 202,800 SH   DFND 1,5 0 0 202,800
AC IMMUNE SA SHS H00263105 46,936 4,153,647 SH   DFND 1,5 19,750 0 4,133,897
AC IMMUNE SA SHS H00263105 417 36,900 SH   DFND 6 36,900 0 0
AC IMMUNE SA SHS H00263105 762 67,400 SH   DFND 11 67,400 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 21,377 453,870 SH   DFND 1,5 0 0 453,870
ACACIA COMMUNICATIONS INC COM 00401C108 9,896 210,100 SH   DFND 1,9 0 0 210,100
ACACIA RESH CORP ACACIA TCH COM 003881307 277 60,900 SH   DFND 1,5 0 0 60,900
ACADIA HEALTHCARE COMPANY IN COM 00404A109 83,869 1,756,050 SH   DFND 1,5 42,850 0 1,713,200
ACADIA HEALTHCARE COMPANY IN COM 00404A109 26,993 565,180 SH   DFND 6 565,180 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 11,060 231,570 SH   DFND 7 191,470 0 40,100
ACADIA PHARMACEUTICALS INC COM 004225108 691,114 18,346,545 SH   DFND 1,5 3,335,575 0 15,010,970
ACADIA PHARMACEUTICALS INC COM 004225108 509 13,500 SH   DFND 6 13,500 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 124,669 4,356,017 SH   DFND 1 4,356,017 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 208,940 7,300,498 SH   DFND 1,5 23,274 0 7,277,224
ACADIA RLTY TR COM SH BEN INT 004239109 3,884 135,700 SH   DFND 6 135,700 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 1,265 44,200 SH   DFND 7 0 0 44,200
ACCELERATE DIAGNOSTICS INC COM 00430H102 9,692 431,699 SH   DFND 1,5 0 0 431,699
ACCELERON PHARMA INC COM 00434H108 134,747 3,610,574 SH   DFND 1,5 5,157 0 3,605,417
ACCELERON PHARMA INC COM 00434H108 4,068 109,000 SH   DFND 6 109,000 0 0
ACCELERON PHARMA INC COM 00434H108 265 7,100 SH   DFND 7 7,100 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 654,869 4,848,371 SH   DFND 1,5 339,044 0 4,509,327
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 21,035 155,736 SH   DFND 2 0 0 155,736
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 37,717 279,241 SH   DFND 3 279,241 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,990 14,732 SH   DFND 6 14,732 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 10,870 80,477 SH   DFND 7 50,359 0 30,118
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 26,001 192,500 SH   DFND 11 192,500 0 0
ACHAOGEN INC COM 004449104 50,759 3,182,410 SH   DFND 1,5 18,143 0 3,164,267
ACHAOGEN INC COM 004449104 22,795 1,429,168 SH   DFND 6 1,378,568 0 50,600
ACHAOGEN INC COM 004449104 7,190 450,810 SH   DFND 7 397,010 0 53,800
ACHILLION PHARMACEUTICALS IN COM 00448Q201 6,513 1,450,481 SH   DFND 1,5 0 0 1,450,481
ACI WORLDWIDE INC COM 004498101 7,597 333,502 SH   DFND 1,5 0 0 333,502
ACLARIS THERAPEUTICS INC COM 00461U105 25,413 984,603 SH   DFND 1,5 4,400 0 980,203
ACLARIS THERAPEUTICS INC COM 00461U105 8,422 326,317 SH   DFND 4 326,317 0 0
ACLARIS THERAPEUTICS INC COM 00461U105 13,661 529,300 SH   DFND 6 465,900 0 63,400
ACLARIS THERAPEUTICS INC COM 00461U105 8,125 314,800 SH   DFND 7 260,100 0 54,700
ACME UTD CORP COM 004816104 656 28,501 SH   DFND 1,5 3,100 0 25,401
ACME UTD CORP COM 004816104 1,495 65,000 SH   DFND 11 65,000 0 0
ACNB CORP COM 000868109 3,648 131,708 SH   DFND 1,5 15,327 0 116,381
ACORDA THERAPEUTICS INC COM 00484M106 163,833 6,927,416 SH   DFND 1,5 397 0 6,927,019
ACORDA THERAPEUTICS INC COM 00484M106 1,660 70,188 SH   DFND 7 70,188 0 0
ACTIVISION BLIZZARD INC COM 00507V109 218 3,376 SH   DFND 1 3,376 0 0
ACTIVISION BLIZZARD INC COM 00507V109 6,112,585 94,754,069 SH   DFND 1,5 11,112,681 0 83,641,388
ACTIVISION BLIZZARD INC COM 00507V109 179,185 2,777,629 SH   DFND 1,9 0 0 2,777,629
ACTIVISION BLIZZARD INC COM 00507V109 12,273 190,245 SH   DFND 2 0 0 190,245
ACTIVISION BLIZZARD INC COM 00507V109 14,542 225,424 SH   DFND 3 225,424 0 0
ACTIVISION BLIZZARD INC COM 00507V109 34,497 534,752 SH   DFND 6 534,752 0 0
ACTIVISION BLIZZARD INC COM 00507V109 38,173 591,741 SH   DFND 7 232,781 0 358,960
ACTIVISION BLIZZARD INC COM 00507V109 12,876 199,600 SH   DFND 11 199,600 0 0
ACTUA CORP COM 005094107 75,098 4,908,352 SH   DFND 1,5 1,443,700 0 3,464,652
ACUITY BRANDS INC COM 00508Y102 53,820 314,220 SH   DFND 1,5 112 0 314,108
ACUITY BRANDS INC COM 00508Y102 1,817 10,607 SH   DFND 2 0 0 10,607
ACUITY BRANDS INC COM 00508Y102 2,221 12,966 SH   DFND 3 12,966 0 0
ACUITY BRANDS INC COM 00508Y102 2,192 12,800 SH   DFND 6 12,800 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 46,394 2,191,481 SH   DFND 1,5 0 0 2,191,481
ADAMS RES & ENERGY INC COM NEW 006351308 7,923 190,911 SH   DFND 1,5 42,550 0 148,361
ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 27,754 3,388,767 SH   DFND 1,5 0 0 3,388,767
ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 12,930 1,578,783 SH   DFND 4 1,578,783 0 0
ADDUS HOMECARE CORP COM 006739106 2,162 61,256 SH   DFND 1,5 6,756 0 54,500
ADDUS HOMECARE CORP COM 006739106 18,595 526,776 SH   DFND 6 526,776 0 0
ADDUS HOMECARE CORP COM 006739106 6,823 193,279 SH   DFND 7 193,279 0 0
ADECOAGRO S A COM L00849106 1,152 106,700 SH   DFND 1,5 0 0 106,700
ADIENT PLC ORD SHS G0084W101 61,468 731,845 SH   DFND 1,5 90,163 0 641,682
ADMA BIOLOGICS INC COM 000899104 1,148 372,700 SH   DFND 1,5 0 0 372,700
ADOBE SYS INC COM 00724F101 737 4,941 SH   DFND 1 4,941 0 0
ADOBE SYS INC COM 00724F101 5,119,359 34,316,661 SH   DFND 1,5 3,373,930 0 30,942,731
ADOBE SYS INC COM 00724F101 93,697 628,082 SH   DFND 1,9 314 0 627,768
ADOBE SYS INC COM 00724F101 18,549 124,341 SH   DFND 2 0 0 124,341
ADOBE SYS INC COM 00724F101 46,745 313,348 SH   DFND 3 313,348 0 0
ADOBE SYS INC COM 00724F101 33,198 222,537 SH   DFND 6 222,537 0 0
ADOBE SYS INC COM 00724F101 76,388 512,050 SH   DFND 7 369,813 0 142,237
ADTALEM GLOBAL ED INC COM 00737L103 14,738 411,100 SH   DFND 1,5 0 0 411,100
ADTRAN INC COM 00738A106 8,965 373,521 SH   DFND 1,5 26,861 0 346,660
ADURO BIOTECH INC COM 00739L101 22,817 2,142,459 SH   DFND 1,5 0 0 2,142,459
ADVANCE AUTO PARTS INC COM 00751Y106 407 4,100 SH   DFND 1,5 0 0 4,100
ADVANCE AUTO PARTS INC COM 00751Y106 1,846 18,613 SH   DFND 2 0 0 18,613
ADVANCE AUTO PARTS INC COM 00751Y106 2,832 28,545 SH   DFND 3 28,545 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 32,131 323,900 SH   DFND 11 323,900 0 0
ADVANCED ACCELERATOR APPLIC SPONSORED ADS 00790T100 275,136 4,068,861 SH   DFND 1,5 64,117 0 4,004,744
ADVANCED ACCELERATOR APPLIC SPONSORED ADS 00790T100 11,631 172,012 SH   DFND 6 172,012 0 0
ADVANCED ACCELERATOR APPLIC SPONSORED ADS 00790T100 4,321 63,900 SH   DFND 7 63,900 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 7,297 289,660 SH   DFND 1,5 0 0 289,660
ADVANCED DISP SVCS INC DEL COM 00790X101 41,412 1,643,996 SH   DFND 6 1,584,896 0 59,100
ADVANCED DISP SVCS INC DEL COM 00790X101 13,379 531,124 SH   DFND 7 481,924 0 49,200
ADVANCED MICRO DEVICES INC COM 007903107 223,838 17,555,902 SH   DFND 1,5 4,477,837 0 13,078,065
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 11,177 6,310,000 PRN   DFND 1,5 0 0 0
ADVANCED MICRO DEVICES INC COM 007903107 117,895 9,246,688 SH   DFND 1,9 0 0 9,246,688
ADVANCED MICRO DEVICES INC COM 007903107 2,586 202,805 SH   DFND 2 0 0 202,805
ADVANCED MICRO DEVICES INC COM 007903107 251 19,686 SH   DFND 3 19,686 0 0
ADVANCED MICRO DEVICES INC COM 007903107 1,497 117,400 SH   DFND 6 117,400 0 0
ADVANCED MICRO DEVICES INC COM 007903107 5,398 423,400 SH   DFND 7 423,400 0 0
ADVANCED MICRO DEVICES INC COM 007903107 101,849 7,988,156 SH   DFND 11 7,988,156 0 0
ADVANSIX INC COM 00773T101 1,597 40,177 SH   DFND 1,5 0 0 40,177
ADVANTAGE OIL & GAS LTD COM 00765F101 5,120 816,900 SH   DFND 1,5 0 0 816,900
ADVANTAGE OIL & GAS LTD COM 00765F101 419 66,900 SH   DFND 6 66,900 0 0
ADVANTAGE OIL & GAS LTD COM 00765F101 737 117,600 SH   DFND 7 75,500 0 42,100
ADVAXIS INC COM NEW 007624208 10,505 2,513,080 SH   DFND 1,5 0 0 2,513,080
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 5,739 1,572,286 SH   DFND 1,5 254,100 0 1,318,186
AECOM COM 00766T100 661,200 17,962,513 SH   DFND 1,5 1,106,086 0 16,856,427
AECOM COM 00766T100 4,726 128,400 SH   DFND 11 128,400 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 6,402 1,293,291 SH   DFND 6 1,293,291 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 2,600 525,228 SH   DFND 7 525,228 0 0
AERCAP HOLDINGS NV SHS N00985106 14,264 279,091 SH   DFND 1 279,091 0 0
AERCAP HOLDINGS NV SHS N00985106 334,034 6,535,595 SH   DFND 1,5 411,605 0 6,123,990
AERCAP HOLDINGS NV SHS N00985106 1,496 29,265 SH   DFND 3 29,265 0 0
AERCAP HOLDINGS NV SHS N00985106 6,389 125,000 SH   DFND 6 125,000 0 0
AERCAP HOLDINGS NV SHS N00985106 570 11,147 SH   DFND 7 11,147 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 9,994 205,641 SH   DFND 1,5 0 0 205,641
AEROJET ROCKETDYNE HLDGS INC COM 007800105 65,278 1,864,559 SH   DFND 1,5 48,645 0 1,815,914
AES CORP COM 00130H105 205 18,600 SH   DFND 1 18,600 0 0
AES CORP COM 00130H105 340,259 30,876,454 SH   DFND 1,5 611,495 0 30,264,959
AES CORP COM 00130H105 1,834 166,389 SH   DFND 2 0 0 166,389
AES CORP COM 00130H105 3,445 312,625 SH   DFND 3 312,625 0 0
AES CORP COM 00130H105 6,173 560,206 SH   DFND 6 560,206 0 0
AES CORP COM 00130H105 16,999 1,542,600 SH   DFND 7 746,800 0 795,800
AETNA INC NEW COM 00817Y108 1,637,038 10,295,188 SH   DFND 1,5 799,025 0 9,496,163
AETNA INC NEW COM 00817Y108 13,292 83,590 SH   DFND 2 0 0 83,590
AETNA INC NEW COM 00817Y108 21,975 138,201 SH   DFND 3 138,201 0 0
AETNA INC NEW COM 00817Y108 9,088 57,151 SH   DFND 6 57,151 0 0
AETNA INC NEW COM 00817Y108 3,351 21,077 SH   DFND 7 8,016 0 13,061
AFFILIATED MANAGERS GROUP COM 008252108 229,144 1,207,100 SH   DFND 1,5 62 0 1,207,038
AFFILIATED MANAGERS GROUP COM 008252108 2,677 14,103 SH   DFND 2 0 0 14,103
AFFILIATED MANAGERS GROUP COM 008252108 8,385 44,173 SH   DFND 3 44,173 0 0
AFFILIATED MANAGERS GROUP COM 008252108 4,309 22,700 SH   DFND 7 22,700 0 0
AFLAC INC COM 001055102 537,935 6,609,354 SH   DFND 1,5 494,186 0 6,115,168
AFLAC INC COM 001055102 8,106 99,600 SH   DFND 2 0 0 99,600
AFLAC INC COM 001055102 24,118 296,332 SH   DFND 3 296,332 0 0
AFLAC INC COM 001055102 7,552 92,791 SH   DFND 6 75,147 0 17,644
AFLAC INC COM 001055102 19,444 238,902 SH   DFND 7 238,902 0 0
AG MTG INVT TR INC COM 001228105 6,884 357,820 SH   DFND 1,5 320 0 357,500
AGCO CORP COM 001084102 134,028 1,816,838 SH   DFND 1,5 1,111 0 1,815,727
AGENUS INC COM NEW 00847G705 6,350 1,439,878 SH   DFND 1,5 0 0 1,439,878
AGILENT TECHNOLOGIES INC COM 00846U101 1,042,360 16,236,142 SH   DFND 1,5 445,876 0 15,790,266
AGILENT TECHNOLOGIES INC COM 00846U101 5,199 80,979 SH   DFND 2 0 0 80,979
AGILENT TECHNOLOGIES INC COM 00846U101 3,281 51,111 SH   DFND 3 51,111 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 24,133 375,906 SH   DFND 6 375,906 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 71,731 1,117,300 SH   DFND 7 639,280 0 478,020
AGILENT TECHNOLOGIES INC COM 00846U101 31,914 497,100 SH   DFND 11 497,100 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 483,783 7,247,679 SH   DFND 1,5 1,300,430 0 5,947,249
AGIOS PHARMACEUTICALS INC COM 00847X104 507 7,600 SH   DFND 6 7,600 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 227 3,400 SH   DFND 11 3,400 0 0
AGNC INVT CORP COM 00123Q104 174,991 8,071,560 SH   DFND 1,5 2,794 0 8,068,766
AGNC INVT CORP COM 00123Q104 2,281 105,213 SH   DFND 3 105,213 0 0
AGNC INVT CORP COM 00123Q104 8,473 390,800 SH   DFND 6 390,800 0 0
AGNC INVT CORP COM 00123Q104 1,169 53,900 SH   DFND 7 53,900 0 0
AGNICO EAGLE MINES LTD COM 008474108 110,474 2,444,481 SH   DFND 1,5 0 0 2,444,481
AGNICO EAGLE MINES LTD COM 008474108 9,124 201,878 SH   DFND 6 136,678 0 65,200
AGNICO EAGLE MINES LTD COM 008474108 13,051 288,788 SH   DFND 7 244,188 0 44,600
AGNICO EAGLE MINES LTD COM 008474108 404,598 8,952,592 SH   DFND 11 7,819,192 0 1,133,400
AGREE REALTY CORP COM 008492100 14,325 291,873 SH   DFND 1,5 34,600 0 257,273
AGREE REALTY CORP COM 008492100 9,914 201,987 SH   DFND 6 201,987 0 0
AGREE REALTY CORP COM 008492100 4,011 81,733 SH   DFND 7 14,733 0 67,000
AGRIUM INC COM 008916108 121,123 1,130,209 SH   DFND 1,5 1,486 0 1,128,723
AGRIUM INC COM 008916108 1,142 10,660 SH   DFND 7 10,660 0 0
AGRIUM INC COM 008916108 180,110 1,680,617 SH   DFND 11 1,136,887 0 543,730
AGRIUM INC COM 008916108 1,051 9,803 SH   DFND   9,803 0 0
AGROFRESH SOLUTIONS COM 00856G109 2,763 392,967 SH   DFND 1,5 0 0 392,967
AIMMUNE THERAPEUTICS INC COM 00900T107 65,135 2,627,485 SH   DFND 1,5 12,643 0 2,614,842
AIMMUNE THERAPEUTICS INC COM 00900T107 5,845 235,800 SH   DFND 6 235,800 0 0
AIMMUNE THERAPEUTICS INC COM 00900T107 2,122 85,600 SH   DFND 7 85,600 0 0
AIR LEASE CORP CL A 00912X302 219,353 5,146,713 SH   DFND 1,5 177,736 0 4,968,977
AIR LEASE CORP CL A 00912X302 5,748 134,866 SH   DFND 3 134,866 0 0
AIR PRODS & CHEMS INC COM 009158106 327,303 2,164,414 SH   DFND 1,5 193,009 0 1,971,405
AIR PRODS & CHEMS INC COM 009158106 8,306 54,926 SH   DFND 2 0 0 54,926
AIR PRODS & CHEMS INC COM 009158106 19,078 126,163 SH   DFND 3 126,163 0 0
AIR T INC COM 009207101 4,089 231,014 SH   DFND 1,5 26,799 0 204,215
AIR TRANSPORT SERVICES GRP I COM 00922R105 51,229 2,104,727 SH   DFND 1,5 0 0 2,104,727
AIR TRANSPORT SERVICES GRP I COM 00922R105 13,295 546,209 SH   DFND 6 546,209 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 5,487 225,446 SH   DFND 7 225,446 0 0
AK STL HLDG CORP COM 001547108 9,574 1,712,616 SH   DFND 1,5 3,200 0 1,709,416
AKAMAI TECHNOLOGIES INC COM 00971T101 478,828 9,828,165 SH   DFND 1,5 356,507 0 9,471,658
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 34,222 35,212,000 PRN   DFND 1,5 0 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 68,903 1,414,270 SH   DFND 1,9 0 0 1,414,270
AKAMAI TECHNOLOGIES INC COM 00971T101 2,105 43,199 SH   DFND 2 0 0 43,199
AKAMAI TECHNOLOGIES INC COM 00971T101 204 4,178 SH   DFND 3 4,178 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 2,110 43,300 SH   DFND 6 43,300 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 4,166 85,500 SH   DFND 7 85,500 0 0
AKCEA THERAPEUTICS INC COM 00972L107 240,833 8,703,769 SH   DFND 1,5 1,729,043 0 6,974,726
AKCEA THERAPEUTICS INC COM 00972L107 1,793 64,800 SH   DFND 6 64,800 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 20,397 1,036,955 SH   DFND 1,5 0 0 1,036,955
AKORN INC COM 009728106 3,671 110,605 SH   DFND 1,5 12,300 0 98,305
AKORN INC COM 009728106 404,984 12,202,000 SH   DFND 11 12,202,000 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 25,179 3,726,787 SH   DFND 1,5 0 0 3,726,787
ALAMOS GOLD INC NEW COM CL A 011532108 3,470 513,600 SH   DFND 6 200,800 0 312,800
ALAMOS GOLD INC NEW COM CL A 011532108 1,640 242,734 SH   DFND 7 242,734 0 0
ALARM COM HLDGS INC COM 011642105 16,222 359,056 SH   DFND 1,5 15,700 0 343,356
ALASKA AIR GROUP INC COM 011659109 57,481 753,655 SH   DFND 1,5 16 0 753,639
ALASKA AIR GROUP INC COM 011659109 2,374 31,129 SH   DFND 2 0 0 31,129
ALASKA AIR GROUP INC COM 011659109 1,864 24,434 SH   DFND 3 24,434 0 0
ALASKA AIR GROUP INC COM 011659109 13,391 175,580 SH   DFND 6 175,580 0 0
ALASKA AIR GROUP INC COM 011659109 4,361 57,180 SH   DFND 7 57,180 0 0
ALBEMARLE CORP COM 012653101 89,760 658,502 SH   DFND 1,5 0 0 658,502
ALBEMARLE CORP COM 012653101 3,795 27,839 SH   DFND 2 0 0 27,839
ALBEMARLE CORP COM 012653101 1,012 7,423 SH   DFND 3 7,423 0 0
ALBEMARLE CORP COM 012653101 28,155 206,550 SH   DFND 6 206,550 0 0
ALBEMARLE CORP COM 012653101 28,452 208,730 SH   DFND 7 202,730 0 6,000
ALCOA CORP COM 013872106 49,403 1,059,701 SH   DFND 1,5 25,664 0 1,034,037
ALDER BIOPHARMACEUTICALS INC COM 014339105 26,812 2,188,739 SH   DFND 1,5 0 0 2,188,739
ALDER BIOPHARMACEUTICALS INC COM 014339105 20,291 1,656,378 SH   DFND 6 1,630,478 0 25,900
ALDER BIOPHARMACEUTICALS INC COM 014339105 5,637 460,190 SH   DFND 7 435,290 0 24,900
ALDEYRA THERAPEUTICS INC COM 01438T106 11,601 1,611,311 SH   DFND 1,5 0 0 1,611,311
ALERE INC PFD CNV SER B 01449J204 24,485 61,289 SH   DFND 1,5 21,548 0 39,741
ALERE INC COM 01449J105 217,499 4,265,531 SH   DFND 11 4,265,531 0 0
ALEXANDRIA REAL ESTATE EQ IN PFD CONV SER D 015271505 8,115 227,000 SH   DFND 1,5 9,000 0 218,000
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 2,807 23,594 SH   DFND 2 0 0 23,594
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 2,062 17,333 SH   DFND 3 17,333 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 202 1,439 SH   DFND 1 1,439 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 2,505,148 17,856,927 SH   DFND 1,5 941,367 0 16,915,560
ALEXION PHARMACEUTICALS INC COM 015351109 7,890 56,244 SH   DFND 2 0 0 56,244
ALEXION PHARMACEUTICALS INC COM 015351109 17,017 121,297 SH   DFND 3 121,297 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 48,968 349,051 SH   DFND 6 343,064 0 5,987
ALEXION PHARMACEUTICALS INC COM 015351109 80,523 573,975 SH   DFND 7 416,306 0 157,669
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,946 11,269 SH   DFND 1 11,269 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 2,911,408 16,857,207 SH   DFND 1,5 1,864,549 0 14,992,658
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,438,507 8,329,033 SH   DFND 1,9 182,552 0 8,146,481
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 84,369 488,500 SH   DFND 1,10 10,200 0 478,300
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 37,440 216,779 SH   DFND 3 216,779 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 39,361 227,900 SH   DFND 6 227,900 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 91,982 532,579 SH   DFND 7 532,579 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 8,636 50,000 SH   DFND 11 50,000 0 0
ALIGN TECHNOLOGY INC COM 016255101 66,405 356,500 SH   DFND 1,5 79,510 0 276,990
ALIGN TECHNOLOGY INC COM 016255101 3,386 18,179 SH   DFND 2 0 0 18,179
ALIGN TECHNOLOGY INC COM 016255101 451 2,422 SH   DFND 3 2,422 0 0
ALIO GOLD INC COM 01627X108 164 37,150 SH   DFND 1,5 0 0 37,150
ALKERMES PLC SHS G01767105 1,168,970 22,993,125 SH   DFND 1,5 5,257,270 0 17,735,855
ALKERMES PLC SHS G01767105 2,817 55,400 SH   DFND 6 55,400 0 0
ALLEGHANY CORP DEL COM 017175100 4,226 7,628 SH   DFND 3 7,628 0 0
ALLEGIANCE BANCSHARES INC COM 01748H107 43,542 1,183,217 SH   DFND 1,5 300 0 1,182,917
ALLEGIANT TRAVEL CO COM 01748X102 162,490 1,233,787 SH   DFND 1,5 84,500 0 1,149,287
ALLEGIANT TRAVEL CO COM 01748X102 6,998 53,135 SH   DFND 6 53,135 0 0
ALLEGIANT TRAVEL CO COM 01748X102 448 3,400 SH   DFND 7 3,400 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 346,965 4,012,549 SH   DFND 1,5 155 0 4,012,394
ALLEGION PUB LTD CO ORD SHS G0176J109 2,070 23,937 SH   DFND 2 0 0 23,937
ALLEGION PUB LTD CO ORD SHS G0176J109 2,176 25,167 SH   DFND 3 25,167 0 0
ALLERGAN PLC PFD CONV SER A G0177J116 20,601 28,100 SH   DFND 1 28,100 0 0
ALLERGAN PLC SHS G0177J108 618 3,013 SH   DFND 1 3,013 0 0
ALLERGAN PLC SHS G0177J108 2,700,324 13,175,524 SH   DFND 1,5 200,056 0 12,975,468
ALLERGAN PLC PFD CONV SER A G0177J116 148,802 202,969 SH   DFND 1,5 87,869 0 115,100
ALLERGAN PLC SHS G0177J108 17,267 84,248 SH   DFND 2 0 0 84,248
ALLERGAN PLC SHS G0177J108 24,824 121,121 SH   DFND 3 121,121 0 0
ALLERGAN PLC SHS G0177J108 34,705 169,333 SH   DFND 6 169,333 0 0
ALLERGAN PLC SHS G0177J108 49,653 242,269 SH   DFND 7 139,964 0 102,305
ALLERGAN PLC SHS G0177J108 16,806 82,000 SH   DFND 11 82,000 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 224,311 1,012,464 SH   DFND 1,5 37,748 0 974,716
ALLIANCE DATA SYSTEMS CORP COM 018581108 2,695 12,164 SH   DFND 2 0 0 12,164
ALLIANCE DATA SYSTEMS CORP COM 018581108 3,441 15,531 SH   DFND 3 15,531 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 10,865 49,043 SH   DFND 6 49,043 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 59,719 269,551 SH   DFND 7 58,731 0 210,820
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 17,740 730,041 SH   DFND 1,5 0 0 730,041
ALLIANT ENERGY CORP COM 018802108 283,576 6,821,644 SH   DFND 1,5 243,144 0 6,578,500
ALLIANT ENERGY CORP COM 018802108 2,421 58,229 SH   DFND 2 0 0 58,229
ALLIANT ENERGY CORP COM 018802108 1,045 25,136 SH   DFND 3 25,136 0 0
ALLIANT ENERGY CORP COM 018802108 13,482 324,330 SH   DFND 6 324,330 0 0
ALLIANT ENERGY CORP COM 018802108 3,752 90,252 SH   DFND 7 90,252 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 585 15,596 SH   DFND 1 15,596 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 738,171 19,668,821 SH   DFND 1,5 132,011 0 19,536,810
ALLISON TRANSMISSION HLDGS I COM 01973R101 2,387 63,598 SH   DFND 6 63,598 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 4,155 110,700 SH   DFND 7 110,700 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 4,401 117,261 SH   DFND 11 117,261 0 0
ALLOT COMMUNICATIONS LTD SHS M0854Q105 11,298 2,100,000 SH   DFND 11 2,100,000 0 0
ALLSTATE CORP COM 020002101 376,294 4,094,154 SH   DFND 1,5 60 0 4,094,094
ALLSTATE CORP COM 020002101 8,370 91,065 SH   DFND 2 0 0 91,065
ALLSTATE CORP COM 020002101 31,589 343,699 SH   DFND 3 343,699 0 0
ALLSTATE CORP COM 020002101 9,163 99,700 SH   DFND 6 99,700 0 0
ALLSTATE CORP COM 020002101 10,835 117,889 SH   DFND 7 117,889 0 0
ALLY FINL INC COM 02005N100 141,905 5,849,342 SH   DFND 1,5 11,161 0 5,838,181
ALLY FINL INC COM 02005N100 10,988 452,909 SH   DFND 3 452,909 0 0
ALMOST FAMILY INC COM 020409108 41,613 774,923 SH   DFND 1,5 60,000 0 714,923
ALMOST FAMILY INC COM 020409108 30,344 565,060 SH   DFND 6 565,060 0 0
ALMOST FAMILY INC COM 020409108 8,584 159,857 SH   DFND 7 149,626 0 10,231
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1,605,384 13,664,005 SH   DFND 1,5 2,780,782 0 10,883,223
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 8,929 76,000 SH   DFND 6 76,000 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 2,350 20,000 SH   DFND 7 20,000 0 0
ALON USA PARTNERS LP UT LTDPART INT 02052T109 145 12,565 SH   DFND 1,5 0 0 12,565
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 1,818 110,235 SH   DFND 1,5 0 0 110,235
ALPHABET INC CAP STK CL C 02079K107 5,266 5,491 SH   DFND 1 5,491 0 0
ALPHABET INC CAP STK CL A 02079K305 2,422 2,487 SH   DFND 1 2,487 0 0
ALPHABET INC CAP STK CL A 02079K305 15,564,461 15,984,535 SH   DFND 1,5 1,639,819 0 14,344,716
ALPHABET INC CAP STK CL C 02079K107 11,625,668 12,121,308 SH   DFND 1,5 1,143,271 0 10,978,037
ALPHABET INC CAP STK CL A 02079K305 486,147 499,268 SH   DFND 1,9 97 0 499,171
ALPHABET INC CAP STK CL C 02079K107 552,560 576,117 SH   DFND 1,9 0 0 576,117
ALPHABET INC CAP STK CL C 02079K107 2,201 2,295 SH   DFND 1,10 0 0 2,295
ALPHABET INC CAP STK CL C 02079K107 72,960 76,071 SH   DFND 2 0 0 76,071
ALPHABET INC CAP STK CL A 02079K305 73,136 75,110 SH   DFND 2 0 0 75,110
ALPHABET INC CAP STK CL C 02079K107 127,492 132,928 SH   DFND 3 132,928 0 0
ALPHABET INC CAP STK CL A 02079K305 269,770 277,051 SH   DFND 3 277,051 0 0
ALPHABET INC CAP STK CL A 02079K305 219,288 225,206 SH   DFND 6 223,790 0 1,416
ALPHABET INC CAP STK CL C 02079K107 49,405 51,511 SH   DFND 6 51,511 0 0
ALPHABET INC CAP STK CL C 02079K107 203,321 211,989 SH   DFND 7 72,514 0 139,475
ALPHABET INC CAP STK CL A 02079K305 332,617 341,594 SH   DFND 7 198,368 0 143,226
ALPHABET INC CAP STK CL C 02079K107 202,804 211,450 SH   DFND 11 211,450 0 0
ALPHABET INC CAP STK CL A 02079K305 56,819 58,353 SH   DFND 11 58,353 0 0
ALPS ETF TR ALERIAN MLP 00162Q866 39,938 3,559,520 SH   DFND 3 3,559,520 0 0
ALTABA INC COM 021346101 15,374 232,100 SH   DFND 1,5 11,700 0 220,400
ALTABA INC COM 021346101 974 14,705 SH   DFND 3 14,705 0 0
ALTABA INC COM 021346101 5,743 86,700 SH   DFND 7 86,700 0 0
ALTICE USA INC CL A 02156K103 62,110 2,274,242 SH   DFND 1,5 0 0 2,274,242
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 69,767 6,279,616 SH   DFND 1,5 0 0 6,279,616
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 3,559 320,300 SH   DFND 7 320,300 0 0
ALTRIA GROUP INC COM 02209S103 895,036 14,112,842 SH   DFND 1,5 1,626,186 0 12,486,656
ALTRIA GROUP INC COM 02209S103 30,663 483,491 SH   DFND 2 0 0 483,491
ALTRIA GROUP INC COM 02209S103 50,390 794,550 SH   DFND 3 794,550 0 0
ALTRIA GROUP INC COM 02209S103 19,932 314,280 SH   DFND 6 296,507 0 17,773
ALTRIA GROUP INC COM 02209S103 84,642 1,334,619 SH   DFND 7 1,128,762 0 205,857
AMAG PHARMACEUTICALS INC COM 00163U106 34,187 1,852,954 SH   DFND 1,5 300 0 1,852,654
AMAG PHARMACEUTICALS INC NOTE 2.500% 2/1 00163UAA4 5,400 5,100,000 PRN   DFND 1,5 0 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 14,176 4,050,320 SH   DFND 1,5 0 0 4,050,320
AMAZON COM INC COM 023135106 4,694 4,883 SH   DFND 1 4,883 0 0
AMAZON COM INC COM 023135106 16,593,861 17,260,999 SH   DFND 1,5 1,956,113 0 15,304,886
AMAZON COM INC COM 023135106 70,044 72,860 SH   DFND 1,9 31 0 72,829
AMAZON COM INC COM 023135106 96,595 100,479 SH   DFND 2 0 0 100,479
AMAZON COM INC COM 023135106 192,928 200,684 SH   DFND 3 200,684 0 0
AMAZON COM INC COM 023135106 121,640 126,530 SH   DFND 6 126,530 0 0
AMAZON COM INC COM 023135106 146,740 152,640 SH   DFND 7 135,772 0 16,868
AMAZON COM INC COM 023135106 90,809 94,460 SH   DFND 11 94,460 0 0
AMBAC FINL GROUP INC COM NEW 023139884 38,667 2,240,260 SH   DFND 1,5 0 0 2,240,260
AMBARELLA INC SHS G037AX101 12,101 246,900 SH   DFND 1,5 0 0 246,900
AMBEV SA SPONSORED ADR 02319V103 132,501 20,106,393 SH   DFND 1,5 747,900 0 19,358,493
AMC NETWORKS INC CL A 00164V103 5,905 101,000 SH   DFND 1 101,000 0 0
AMC NETWORKS INC CL A 00164V103 44,141 754,932 SH   DFND 1,5 66,000 0 688,932
AMCON DISTRG CO COM NEW 02341Q205 599 7,048 SH   DFND 1,5 6,548 0 500
AMDOCS LTD SHS G02602103 1,049,234 16,312,722 SH   DFND 1,5 1,072,266 0 15,240,456
AMDOCS LTD SHS G02602103 285 4,431 SH   DFND 3 4,431 0 0
AMDOCS LTD SHS G02602103 4,929 76,628 SH   DFND 6 76,628 0 0
AMDOCS LTD SHS G02602103 465 7,233 SH   DFND 7 7,233 0 0
AMEDISYS INC COM 023436108 46,267 826,789 SH   DFND 1,5 0 0 826,789
AMEDISYS INC COM 023436108 12,266 219,200 SH   DFND 6 219,200 0 0
AMEDISYS INC COM 023436108 5,190 92,750 SH   DFND 7 92,750 0 0
AMERCO COM 023586100 10,235 27,300 SH   DFND 1,5 0 0 27,300
AMEREN CORP COM 023608102 3,537 61,146 SH   DFND 2 0 0 61,146
AMEREN CORP COM 023608102 3,541 61,224 SH   DFND 3 61,224 0 0
AMEREN CORP COM 023608102 1,495 25,855 SH   DFND 6 25,855 0 0
AMEREN CORP COM 023608102 5,069 87,632 SH   DFND 7 87,632 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 17,611 992,159 SH   DFND 1,5 98,099 0 894,060
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 482 27,174 SH   DFND 3 27,174 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 622,766 13,113,618 SH   DFND 1,5 136,440 0 12,977,178
AMERICAN AIRLS GROUP INC COM 02376R102 5,187 109,229 SH   DFND 2 0 0 109,229
AMERICAN AIRLS GROUP INC COM 02376R102 8,568 180,417 SH   DFND 3 180,417 0 0
AMERICAN ASSETS TR INC COM 024013104 58,286 1,465,583 SH   DFND 1 1,465,583 0 0
AMERICAN ASSETS TR INC COM 024013104 29,446 740,402 SH   DFND 1,5 25,200 0 715,202
AMERICAN ASSETS TR INC COM 024013104 5,962 149,900 SH   DFND 6 149,900 0 0
AMERICAN ASSETS TR INC COM 024013104 1,985 49,900 SH   DFND 7 0 0 49,900
AMERICAN AXLE & MFG HLDGS IN COM 024061103 33,497 1,905,384 SH   DFND 1,5 0 0 1,905,384
AMERICAN CAMPUS CMNTYS INC COM 024835100 75,974 1,720,812 SH   DFND 1 1,720,812 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 37,554 850,591 SH   DFND 1,5 246 0 850,345
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 9,808 685,856 SH   DFND 1,5 14,500 0 671,356
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 583 40,800 SH   DFND 6 40,800 0 0
AMERICAN ELEC PWR INC COM 025537101 12,707 180,914 SH   DFND 1,5 40,828 0 140,086
AMERICAN ELEC PWR INC COM 025537101 8,706 123,946 SH   DFND 2 0 0 123,946
AMERICAN ELEC PWR INC COM 025537101 28,284 402,679 SH   DFND 3 402,679 0 0
AMERICAN ELEC PWR INC COM 025537101 16,664 237,250 SH   DFND 6 207,828 0 29,422
AMERICAN ELEC PWR INC COM 025537101 47,116 670,786 SH   DFND 7 670,786 0 0
AMERICAN EXPRESS CO COM 025816109 46,695 516,200 SH   DFND 1,5 133,549 0 382,651
AMERICAN EXPRESS CO COM 025816109 16,726 184,897 SH   DFND 2 0 0 184,897
AMERICAN EXPRESS CO COM 025816109 34,921 386,037 SH   DFND 3 386,037 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 215 2,080 SH   DFND 6 2,080 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 3,220 31,130 SH   DFND 7 31,130 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 153,822 7,085,300 SH   DFND 1 7,085,300 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 245,271 11,297,583 SH   DFND 1,5 298,191 0 10,999,392
AMERICAN HOMES 4 RENT CL A 02665T306 952 43,849 SH   DFND 3 43,849 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 17,796 819,706 SH   DFND 6 819,706 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 9,036 416,200 SH   DFND 7 146,600 0 269,600
AMERICAN INTL GROUP INC COM NEW 026874784 346,722 5,647,859 SH   DFND 1,5 286,159 0 5,361,700
AMERICAN INTL GROUP INC COM NEW 026874784 13,976 227,664 SH   DFND 2 0 0 227,664
AMERICAN INTL GROUP INC COM NEW 026874784 17,316 282,062 SH   DFND 3 282,062 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 19,932 946,900 SH   DFND 1,5 188,266 0 758,634
AMERICAN RENAL ASSOCIATES HO COM 029227105 37,980 2,537,071 SH   DFND 1,5 0 0 2,537,071
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 37,428 35,988,000 PRN   DFND 1,5 0 0 0
AMERICAN STS WTR CO COM 029899101 218 4,426 SH   DFND 3 4,426 0 0
AMERICAN TOWER CORP NEW COM 03027X100 733 5,365 SH   DFND 1 5,365 0 0
AMERICAN TOWER CORP NEW DEP PFD CONV SE 03027X407 10,015 82,300 SH   DFND 1,5 20,000 0 62,300
AMERICAN TOWER CORP NEW COM 03027X100 2,099,468 15,360,461 SH   DFND 1,5 839,831 0 14,520,630
AMERICAN TOWER CORP NEW COM 03027X100 14,783 108,155 SH   DFND 2 0 0 108,155
AMERICAN TOWER CORP NEW COM 03027X100 60,557 443,059 SH   DFND 3 443,059 0 0
AMERICAN TOWER CORP NEW COM 03027X100 11,484 84,020 SH   DFND 6 84,020 0 0
AMERICAN TOWER CORP NEW COM 03027X100 38,264 279,953 SH   DFND 7 158,075 0 121,878
AMERICAN WOODMARK CORP COM 030506109 23,258 241,643 SH   DFND 6 233,943 0 7,700
AMERICAN WOODMARK CORP COM 030506109 10,398 108,029 SH   DFND 7 94,029 0 14,000
AMERICAN WTR WKS CO INC NEW COM 030420103 3,635 44,929 SH   DFND 2 0 0 44,929
AMERICAN WTR WKS CO INC NEW COM 030420103 5,579 68,948 SH   DFND 3 68,948 0 0
AMERIGAS PARTNERS L P UNIT L P INT 030975106 28,052 624,200 SH   DFND 1,5 0 0 624,200
AMERIPRISE FINL INC COM 03076C106 42,048 283,130 SH   DFND 1,5 0 0 283,130
AMERIPRISE FINL INC COM 03076C106 5,612 37,787 SH   DFND 2 0 0 37,787
AMERIPRISE FINL INC COM 03076C106 9,741 65,592 SH   DFND 3 65,592 0 0
AMERIPRISE FINL INC COM 03076C106 2,747 18,500 SH   DFND 7 18,500 0 0
AMERISAFE INC COM 03071H100 58,200 1,000,000 SH   DFND 1,5 0 0 1,000,000
AMERISOURCEBERGEN CORP COM 03073E105 60,975 736,857 SH   DFND 1,5 0 0 736,857
AMERISOURCEBERGEN CORP COM 03073E105 3,381 40,861 SH   DFND 2 0 0 40,861
AMERISOURCEBERGEN CORP COM 03073E105 7,724 93,340 SH   DFND 3 93,340 0 0
AMERISOURCEBERGEN CORP COM 03073E105 4,469 54,000 SH   DFND 11 54,000 0 0
AMETEK INC NEW COM 031100100 351 5,308 SH   DFND 1 5,308 0 0
AMETEK INC NEW COM 031100100 912,023 13,810,168 SH   DFND 1,5 432,010 0 13,378,158
AMETEK INC NEW COM 031100100 3,841 58,161 SH   DFND 2 0 0 58,161
AMETEK INC NEW COM 031100100 2,674 40,489 SH   DFND 3 40,489 0 0
AMETEK INC NEW COM 031100100 11,926 180,582 SH   DFND 6 180,582 0 0
AMETEK INC NEW COM 031100100 12,699 192,300 SH   DFND 7 98,300 0 94,000
AMGEN INC COM 031162100 3,246 17,408 SH   DFND 1 17,408 0 0
AMGEN INC COM 031162100 10,512,064 56,380,071 SH   DFND 1,5 2,622,046 0 53,758,025
AMGEN INC COM 031162100 34,285 183,883 SH   DFND 2 0 0 183,883
AMGEN INC COM 031162100 201,543 1,080,948 SH   DFND 3 1,080,948 0 0
AMGEN INC COM 031162100 77,665 416,547 SH   DFND 6 404,182 0 12,365
AMGEN INC COM 031162100 141,367 758,201 SH   DFND 7 322,671 0 435,530
AMGEN INC COM 031162100 37,290 200,000 SH   DFND 11 200,000 0 0
AMICUS THERAPEUTICS INC COM 03152W109 242,413 16,075,101 SH   DFND 1,5 70,500 0 16,004,601
AMICUS THERAPEUTICS INC COM 03152W109 36,411 2,414,535 SH   DFND 6 2,414,535 0 0
AMICUS THERAPEUTICS INC COM 03152W109 12,459 826,181 SH   DFND 7 773,481 0 52,700
AMIRA NATURE FOODS LTD SHS G0335L102 20,011 3,324,162 SH   DFND 1,5 458,535 0 2,865,627
AMN HEALTHCARE SERVICES INC COM 001744101 6,810 149,012 SH   DFND 1,5 300 0 148,712
AMPHENOL CORP NEW CL A 032095101 3,272,587 38,664,784 SH   DFND 1,5 3,895,195 0 34,769,589
AMPHENOL CORP NEW CL A 032095101 6,515 76,974 SH   DFND 2 0 0 76,974
AMPHENOL CORP NEW CL A 032095101 11,980 141,542 SH   DFND 3 141,542 0 0
AMPHENOL CORP NEW CL A 032095101 3,132 37,008 SH   DFND 7 37,008 0 0
AMPLIFY SNACK BRANDS COM 03211L102 80,347 11,332,438 SH   DFND 1,5 635,224 0 10,697,214
AMPLIFY SNACK BRANDS COM 03211L102 906 127,835 SH   DFND 6 127,835 0 0
AMTRUST FINL SVCS INC COM 032359309 1,183 87,900 SH   DFND 1,5 0 0 87,900
AMYRIS INC NOTE 9.500% 4/1 03236MAG6 13,431 19,136,000 PRN   DFND 1,5 0 0 0
AMYRIS INC COM NEW 03236M200 4,038 1,261,947 SH   DFND 1,5 0 0 1,261,947
AMYRIS INC COM NEW 03236M200 175 54,736 SH   DFND 6 54,736 0 0
ANADARKO PETE CORP COM 032511107 423 8,658 SH   DFND 1 8,658 0 0
ANADARKO PETE CORP COM 032511107 1,014,545 20,768,580 SH   DFND 1,5 573,245 0 20,195,335
ANADARKO PETE CORP COM 032511107 6,898 141,209 SH   DFND 2 0 0 141,209
ANADARKO PETE CORP COM 032511107 19,744 404,184 SH   DFND 3 404,184 0 0
ANADARKO PETE CORP COM 032511107 15,920 325,902 SH   DFND 6 299,306 0 26,596
ANADARKO PETE CORP COM 032511107 29,161 596,943 SH   DFND 7 254,819 0 342,124
ANALOG DEVICES INC COM 032654105 601,328 6,978,393 SH   DFND 1,5 178,798 0 6,799,595
ANALOG DEVICES INC COM 032654105 7,984 92,655 SH   DFND 2 0 0 92,655
ANALOG DEVICES INC COM 032654105 15,200 176,401 SH   DFND 3 176,401 0 0
ANALOG DEVICES INC COM 032654105 6,096 70,740 SH   DFND 6 70,740 0 0
ANALOG DEVICES INC COM 032654105 47,895 555,815 SH   DFND 7 108,935 0 446,880
ANAPTYSBIO INC COM 032724106 75,563 2,162,030 SH   DFND 1,5 0 0 2,162,030
ANAPTYSBIO INC COM 032724106 1,049 30,000 SH   DFND 7 30,000 0 0
ANDEAVOR COM 03349M105 269,041 2,608,247 SH   DFND 1,5 172,092 0 2,436,155
ANDEAVOR COM 03349M105 3,752 36,378 SH   DFND 2 0 0 36,378
ANDEAVOR COM 03349M105 5,738 55,633 SH   DFND 3 55,633 0 0
ANDEAVOR COM 03349M105 4,085 39,600 SH   DFND 7 39,600 0 0
ANDERSONS INC COM 034164103 6,562 191,600 SH   DFND 6 191,600 0 0
ANDERSONS INC COM 034164103 2,771 80,900 SH   DFND 7 80,900 0 0
ANGIODYNAMICS INC COM 03475V101 13,672 800,000 SH   DFND 1,5 0 0 800,000
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 35,124 3,780,825 SH   DFND 1,5 78,287 0 3,702,538
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 34,758 291,349 SH   DFND 1,5 19,924 0 271,425
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 639 5,354 SH   DFND 3 5,354 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 2,828 23,709 SH   DFND 6 23,709 0 0
ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182CAA1 13,096 12,070,000 PRN   DFND 1,5 0 0 0
ANIXTER INTL INC COM 035290105 2,134 25,100 SH   DFND 1,5 25,100 0 0
ANNALY CAP MGMT INC COM 035710409 343,427 28,172,813 SH   DFND 1,5 1,966,362 0 26,206,451
ANNALY CAP MGMT INC COM 035710409 2,133 174,988 SH   DFND 3 174,988 0 0
ANNALY CAP MGMT INC COM 035710409 8,061 661,300 SH   DFND 6 661,300 0 0
ANNALY CAP MGMT INC COM 035710409 1,173 96,217 SH   DFND 7 96,217 0 0
ANSYS INC COM 03662Q105 767,981 6,257,487 SH   DFND 1,5 673,090 0 5,584,397
ANSYS INC COM 03662Q105 2,622 21,360 SH   DFND 2 0 0 21,360
ANSYS INC COM 03662Q105 799 6,513 SH   DFND 3 6,513 0 0
ANTARES PHARMA INC COM 036642106 7,294 2,251,287 SH   DFND 6 2,251,287 0 0
ANTARES PHARMA INC COM 036642106 2,146 662,400 SH   DFND 7 662,400 0 0
ANTHEM INC UNIT 05/01/20188 036752202 78,352 1,498,408 SH   DFND 1,5 460,300 0 1,038,108
ANTHEM INC COM 036752103 1,803,961 9,500,532 SH   DFND 1,5 1,779,035 0 7,721,497
ANTHEM INC COM 036752103 12,565 66,173 SH   DFND 2 0 0 66,173
ANTHEM INC COM 036752103 20,908 110,113 SH   DFND 3 110,113 0 0
ANTHEM INC COM 036752103 14,127 74,400 SH   DFND 6 74,400 0 0
ANTHEM INC COM 036752103 17,138 90,256 SH   DFND 7 29,324 0 60,932
ANTHEM INC COM 036752103 20,222 106,500 SH   DFND 11 106,500 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 8,130 1,352,800 SH   DFND 1,5 0 0 1,352,800
AON PLC SHS CL A G0408V102 105,775 723,992 SH   DFND 1,5 33,100 0 690,892
AON PLC SHS CL A G0408V102 1,289 8,820 SH   DFND 1,10 0 0 8,820
AON PLC SHS CL A G0408V102 9,364 64,095 SH   DFND 2 0 0 64,095
AON PLC SHS CL A G0408V102 17,373 118,914 SH   DFND 3 118,914 0 0
APACHE CORP COM 037411105 525,428 11,472,219 SH   DFND 1,5 238,638 0 11,233,581
APACHE CORP COM 037411105 4,397 95,997 SH   DFND 2 0 0 95,997
APACHE CORP COM 037411105 65,452 1,429,079 SH   DFND 3 1,429,079 0 0
APACHE CORP COM 037411105 13,165 287,445 SH   DFND 6 287,445 0 0
APACHE CORP COM 037411105 16,128 352,150 SH   DFND 7 0 0 352,150
APARTMENT INVT & MGMT CO CL A 03748R101 207,562 4,732,380 SH   DFND 1 4,732,380 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 244,735 5,579,912 SH   DFND 1,5 139,176 0 5,440,736
APARTMENT INVT & MGMT CO CL A 03748R101 1,736 39,571 SH   DFND 2 0 0 39,571
APARTMENT INVT & MGMT CO CL A 03748R101 1,263 28,795 SH   DFND 3 28,795 0 0
APOGEE ENTERPRISES INC COM 037598109 41,372 857,280 SH   DFND 1,5 350 0 856,930
APOLLO GLOBAL MGMT LLC CL A SHS 037612306 210,921 7,007,341 SH   DFND 1,5 997 0 7,006,344
APPLE INC COM 037833100 5,941 38,547 SH   DFND 1 38,547 0 0
APPLE INC COM 037833100 19,621,287 127,311,749 SH   DFND 1,5 13,137,821 0 114,173,928
APPLE INC COM 037833100 1,203,301 7,807,556 SH   DFND 1,9 1,032 0 7,806,524
APPLE INC COM 037833100 200,613 1,301,669 SH   DFND 2 0 0 1,301,669
APPLE INC COM 037833100 593,764 3,852,611 SH   DFND 3 3,852,611 0 0
APPLE INC COM 037833100 264,285 1,714,800 SH   DFND 6 1,704,793 0 10,007
APPLE INC COM 037833100 530,601 3,442,778 SH   DFND 7 1,737,716 0 1,705,062
APPLE INC COM 037833100 3,144 20,400 SH   DFND 11 20,400 0 0
APPLIED GENETIC TECHNOL CORP COM 03820J100 1,905 482,281 SH   DFND 1,5 550 0 481,731
APPLIED INDL TECHNOLOGIES IN COM 03820C105 21,743 330,444 SH   DFND 6 304,044 0 26,400
APPLIED INDL TECHNOLOGIES IN COM 03820C105 13,109 199,223 SH   DFND 7 174,923 0 24,300
APPLIED MATLS INC COM 038222105 1,352,449 25,963,697 SH   DFND 1,5 2,801,465 0 23,162,232
APPLIED MATLS INC COM 038222105 14,000 268,761 SH   DFND 2 0 0 268,761
APPLIED MATLS INC COM 038222105 33,333 639,908 SH   DFND 3 639,908 0 0
APPLIED MATLS INC COM 038222105 489 9,397 SH   DFND 6 9,397 0 0
APPLIED MATLS INC COM 038222105 3,337 64,066 SH   DFND 7 64,066 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 32,544 503,238 SH   DFND 1,5 54,988 0 448,250
APPLIED OPTOELECTRONICS INC COM 03823U102 18,942 292,900 SH   DFND 1,9 0 0 292,900
APPTIO INC CL A 03835C108 38,145 2,065,266 SH   DFND 1,5 608,500 0 1,456,766
APTARGROUP INC COM 038336103 61,838 716,465 SH   DFND 1,5 46,300 0 670,165
APTEVO THERAPEUTICS INC COM 03835L108 1,501 655,260 SH   DFND 1,5 1,600 0 653,660
AQUA AMERICA INC COM 03836W103 462 13,933 SH   DFND 3 13,933 0 0
AQUAVENTURE HLDGS LTD SHS G0443N107 22,390 1,658,486 SH   DFND 1,5 4,646 0 1,653,840
AQUAVENTURE HLDGS LTD SHS G0443N107 149 11,000 SH   DFND 6 11,000 0 0
ARADIGM CORP COM PAR 038505400 709 168,740 SH   DFND 1,5 0 0 168,740
ARAMARK COM 03852U106 486,615 11,982,640 SH   DFND 1,5 747,100 0 11,235,540
ARAMARK COM 03852U106 42,522 1,047,088 SH   DFND 6 1,047,088 0 0
ARAMARK COM 03852U106 6,909 170,130 SH   DFND 7 170,130 0 0
ARBOR RLTY TR INC COM 038923108 17,523 2,136,969 SH   DFND 1,5 0 0 2,136,969
ARBUTUS BIOPHARMA CORP COM 03879J100 119 19,200 SH   DFND 7 19,200 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 4,433 172,102 SH   DFND 1,5 0 0 172,102
ARCH CAP GROUP LTD ORD G0450A105 222,175 2,255,579 SH   DFND 1,5 158,242 0 2,097,337
ARCH CAP GROUP LTD ORD G0450A105 3,203 32,522 SH   DFND 3 32,522 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 3,443 81,000 SH   DFND 1,5 3,000 0 78,000
ARCHER DANIELS MIDLAND CO COM 039483102 6,026 141,766 SH   DFND 2 0 0 141,766
ARCHER DANIELS MIDLAND CO COM 039483102 9,409 221,331 SH   DFND 3 221,331 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 224 5,259 SH   DFND 6 5,259 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 2,632 61,904 SH   DFND 7 61,904 0 0
ARCHROCK INC COM 03957W106 13,899 1,107,507 SH   DFND 1,5 0 0 1,107,507
ARCONIC INC COM 03965L100 2,548 102,400 SH   DFND 1,5 0 0 102,400
ARCONIC INC 5.375% PFD B 1 03965L308 13,805 354,896 SH   DFND 1,5 108,473 0 246,423
ARCONIC INC COM 03965L100 2,433 97,805 SH   DFND 2 0 0 97,805
ARCONIC INC COM 03965L100 1,024 41,143 SH   DFND 3 41,143 0 0
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 492 48,942 SH   DFND 1,10 48,942 0 0
ARDELYX INC COM 039697107 14,327 2,558,389 SH   DFND 1,5 0 0 2,558,389
ARDMORE SHIPPING CORP COM Y0207T100 7,604 921,713 SH   DFND 1,5 0 0 921,713
ARDMORE SHIPPING CORP COM Y0207T100 9,596 1,163,200 SH   DFND 6 1,163,200 0 0
ARDMORE SHIPPING CORP COM Y0207T100 4,026 488,058 SH   DFND 7 488,058 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 81,630 3,201,163 SH   DFND 1,5 4,500 0 3,196,663
ARENA PHARMACEUTICALS INC COM NEW 040047607 326 12,800 SH   DFND 6 12,800 0 0
ARES CAP CORP COM 04010L103 67,630 4,126,303 SH   DFND 1,5 223,489 0 3,902,814
ARES MGMT L P COM UNIT RP IN 04014Y101 9,450 506,713 SH   DFND 1,5 0 0 506,713
ARGAN INC COM 04010E109 32,194 478,725 SH   DFND 1,5 7,625 0 471,100
ARGENX SE SPONSORED ADR 04016X101 16,917 753,892 SH   DFND 1,5 0 0 753,892
ARGO GROUP INTL HLDGS LTD COM G0464B107 8,986 146,118 SH   DFND 1,5 869 0 145,249
ARISTA NETWORKS INC COM 040413106 617,731 3,257,901 SH   DFND 1,5 371,070 0 2,886,831
ARISTA NETWORKS INC COM 040413106 408 2,151 SH   DFND 3 2,151 0 0
ARISTA NETWORKS INC COM 040413106 1,991 10,500 SH   DFND 6 10,500 0 0
ARK RESTAURANTS CORP COM 040712101 5,247 220,014 SH   DFND 1,5 25,180 0 194,834
ARMADA HOFFLER PPTYS INC COM 04208T108 18,257 1,322,040 SH   DFND 6 1,322,040 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 7,846 568,143 SH   DFND 7 568,143 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 12,764 249,048 SH   DFND 6 227,748 0 21,300
ARMSTRONG WORLD INDS INC NEW COM 04247X102 7,121 138,953 SH   DFND 7 114,553 0 24,400
ARMSTRONG WORLD INDS INC NEW COM 04247X102 20,500 400,000 SH   DFND 11 400,000 0 0
ARRAY BIOPHARMA INC COM 04269X105 273,522 22,237,536 SH   DFND 1,5 3,190,100 0 19,047,436
ARRIS INTL INC SHS G0551A103 3,356 117,792 SH   DFND 1,5 296 0 117,496
ARROW ELECTRS INC COM 042735100 94,903 1,180,235 SH   DFND 1,5 51,158 0 1,129,077
ARROW ELECTRS INC COM 042735100 4,615 57,390 SH   DFND 3 57,390 0 0
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 129,308 3,567,124 SH   DFND 1,5 9,449 0 3,557,675
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 475 13,100 SH   DFND 6 13,100 0 0
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 1,813 50,000 SH   DFND 7 50,000 0 0
ASHFORD HOSPITALITY PRIME IN PFD CV SER B 044102507 2,343 115,684 SH   DFND 1,5 0 0 115,684
ASHLAND GLOBAL HLDGS INC COM 044186104 39,652 606,395 SH   DFND 1,5 106 0 606,289
ASHLAND GLOBAL HLDGS INC COM 044186104 30,779 470,700 SH   DFND 6 470,700 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 30,492 466,308 SH   DFND 7 151,268 0 315,040
ASML HOLDING N V N Y REGISTRY SHS N07059210 530 3,096 SH   DFND 1 3,096 0 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 499,726 2,918,960 SH   DFND 1,5 490,600 0 2,428,360
ASML HOLDING N V N Y REGISTRY SHS N07059210 381 2,227 SH   DFND 3 2,227 0 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 1,866 10,900 SH   DFND 6 10,900 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 8,076 199,892 SH   DFND 1,5 90 0 199,802
ASPEN TECHNOLOGY INC COM 045327103 194,506 3,096,735 SH   DFND 1,5 238,141 0 2,858,594
ASPEN TECHNOLOGY INC COM 045327103 4,767 75,900 SH   DFND 1,9 0 0 75,900
ASSOCIATED BANC CORP COM 045487105 298,363 12,303,633 SH   DFND 1,5 51,975 0 12,251,658
ASSURANT INC COM 04621X108 333,079 3,487,010 SH   DFND 1,5 372,000 0 3,115,010
ASSURANT INC COM 04621X108 1,297 13,581 SH   DFND 2 0 0 13,581
ASSURANT INC COM 04621X108 935 9,784 SH   DFND 3 9,784 0 0
ASSURANT INC COM 04621X108 16,210 169,700 SH   DFND 6 169,700 0 0
ASSURANT INC COM 04621X108 6,753 70,700 SH   DFND 7 70,700 0 0
ASSURED GUARANTY LTD COM G0585R106 15,542 411,708 SH   DFND 1,5 461 0 411,247
ASSURED GUARANTY LTD COM G0585R106 1,178 31,200 SH   DFND 7 31,200 0 0
ASTERIAS BIOTHERAPEUTICS INC COM SER A 04624N107 2,423 712,651 SH   DFND 1,5 0 0 712,651
ASTORIA FINL CORP COM 046265104 800 37,200 SH   DFND 1,5 0 0 37,200
ASTRAZENECA PLC SPONSORED ADR 046353108 406 11,973 SH   DFND 1 11,973 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 271,177 8,004,054 SH   DFND 1,5 173,100 0 7,830,954
ASTRAZENECA PLC SPONSORED ADR 046353108 698 20,608 SH   DFND 3 20,608 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 1,636 48,283 SH   DFND 6 48,283 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 8,881 262,140 SH   DFND 7 89,800 0 172,340
ASTRONICS CORP COM 046433108 65,317 2,195,533 SH   DFND 1,5 11,175 0 2,184,358
ASURE SOFTWARE INC COM 04649U102 1,073 86,417 SH   DFND 6 86,417 0 0
AT&T INC COM 00206R102 1,305,247 33,322,631 SH   DFND 1,5 724,182 0 32,598,449
AT&T INC COM 00206R102 60,608 1,547,318 SH   DFND 2 0 0 1,547,318
AT&T INC COM 00206R102 200,067 5,107,651 SH   DFND 3 5,107,651 0 0
AT&T INC COM 00206R102 19,377 494,692 SH   DFND 6 407,075 0 87,617
AT&T INC COM 00206R102 60,447 1,543,186 SH   DFND 7 1,543,186 0 0
ATARA BIOTHERAPEUTICS INC COM 046513107 29,842 1,803,168 SH   DFND 1,5 0 0 1,803,168
ATHENAHEALTH INC COM 04685W103 697,862 5,611,626 SH   DFND 1,5 572,972 0 5,038,654
ATHENAHEALTH INC COM 04685W103 40,224 323,450 SH   DFND 1,9 0 0 323,450
ATHENAHEALTH INC COM 04685W103 647 5,200 SH   DFND 6 5,200 0 0
ATHENAHEALTH INC COM 04685W103 6,119 49,200 SH   DFND 7 49,200 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 22,631 343,940 SH   DFND 1,5 0 0 343,940
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 25,886 393,401 SH   DFND 6 393,401 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 7,337 111,500 SH   DFND 7 111,500 0 0
ATLASSIAN CORP PLC CL A G06242104 216,360 6,155,347 SH   DFND 1,5 764,228 0 5,391,119
ATMOS ENERGY CORP COM 049560105 150,090 1,790,197 SH   DFND 1,5 66,858 0 1,723,339
ATMOS ENERGY CORP COM 049560105 303 3,614 SH   DFND 3 3,614 0 0
ATMOS ENERGY CORP COM 049560105 28,545 340,470 SH   DFND 6 340,470 0 0
ATMOS ENERGY CORP COM 049560105 11,828 141,079 SH   DFND 7 130,079 0 11,000
ATMOS ENERGY CORP COM 049560105 24,833 296,200 SH   DFND 11 296,200 0 0
ATN INTL INC COM 00215F107 8,974 170,291 SH   DFND 1,5 281 0 170,010
ATRICURE INC COM 04963C209 113,304 5,065,000 SH   DFND 1,5 150,000 0 4,915,000
ATRICURE INC COM 04963C209 1,890 84,500 SH   DFND 7 84,500 0 0
ATRION CORP COM 049904105 13,697 20,382 SH   DFND 1,5 11,581 0 8,801
ATWOOD OCEANICS INC COM 050095108 111,307 11,853,731 SH   DFND 1,5 2,746,112 0 9,107,619
ATYR PHARMA INC COM 002120103 19,852 3,931,123 SH   DFND 1,5 403,226 0 3,527,897
AUDENTES THERAPEUTICS INC COM 05070R104 90,825 3,242,598 SH   DFND 1,5 0 0 3,242,598
AUDENTES THERAPEUTICS INC COM 05070R104 840 30,000 SH   DFND 7 30,000 0 0
AURINIA PHARMACEUTICALS INC COM 05156V102 30,275 4,828,531 SH   DFND 6 4,828,531 0 0
AURINIA PHARMACEUTICALS INC COM 05156V102 6,335 1,010,300 SH   DFND 7 1,010,300 0 0
AUTODESK INC COM 052769106 537 4,785 SH   DFND 1 4,785 0 0
AUTODESK INC COM 052769106 2,499,546 22,265,689 SH   DFND 1,5 760,423 0 21,505,266
AUTODESK INC COM 052769106 437,913 3,900,882 SH   DFND 1,9 138 0 3,900,744
AUTODESK INC COM 052769106 6,201 55,238 SH   DFND 2 0 0 55,238
AUTODESK INC COM 052769106 17,952 159,915 SH   DFND 3 159,915 0 0
AUTODESK INC COM 052769106 5,118 45,594 SH   DFND 6 45,594 0 0
AUTODESK INC COM 052769106 21,565 192,100 SH   DFND 7 192,100 0 0
AUTOLIV INC COM 052800109 219,796 1,778,284 SH   DFND 1,5 63,000 0 1,715,284
AUTOLIV INC COM 052800109 7,119 57,600 SH   DFND 7 57,600 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 23,821 217,901 SH   DFND 1,5 10,951 0 206,950
AUTOMATIC DATA PROCESSING IN COM 053015103 12,242 111,985 SH   DFND 2 0 0 111,985
AUTOMATIC DATA PROCESSING IN COM 053015103 39,937 365,320 SH   DFND 3 365,320 0 0
AUTONATION INC COM 05329W102 21,145 445,530 SH   DFND 1,5 0 0 445,530
AUTONATION INC COM 05329W102 6,443 135,748 SH   DFND 3 135,748 0 0
AUTOZONE INC COM 053332102 924,031 1,552,706 SH   DFND 1,5 143,191 0 1,409,515
AUTOZONE INC COM 053332102 4,204 7,064 SH   DFND 2 0 0 7,064
AUTOZONE INC COM 053332102 15,508 26,058 SH   DFND 3 26,058 0 0
AUTOZONE INC COM 053332102 10,200 17,140 SH   DFND 6 17,140 0 0
AUTOZONE INC COM 053332102 51,629 86,756 SH   DFND 7 17,166 0 69,590
AUTOZONE INC COM 053332102 51,537 86,600 SH   DFND 11 86,600 0 0
AVALONBAY CMNTYS INC COM 053484101 343,149 1,923,265 SH   DFND 1 1,923,265 0 0
AVALONBAY CMNTYS INC COM 053484101 530,328 2,972,358 SH   DFND 1,5 83,144 0 2,889,214
AVALONBAY CMNTYS INC COM 053484101 6,208 34,797 SH   DFND 2 0 0 34,797
AVALONBAY CMNTYS INC COM 053484101 8,559 47,969 SH   DFND 3 47,969 0 0
AVALONBAY CMNTYS INC COM 053484101 48,500 271,832 SH   DFND 6 271,832 0 0
AVALONBAY CMNTYS INC COM 053484101 19,334 108,365 SH   DFND 7 20,740 0 87,625
AVALONBAY CMNTYS INC COM 053484101 6,352 35,600 SH   DFND 11 35,600 0 0
AVANGRID INC COM 05351W103 130,852 2,759,422 SH   DFND 1,5 0 0 2,759,422
AVANGRID INC COM 05351W103 6,961 146,787 SH   DFND 7 146,787 0 0
AVERY DENNISON CORP COM 053611109 89,464 909,738 SH   DFND 1,5 343 0 909,395
AVERY DENNISON CORP COM 053611109 2,191 22,275 SH   DFND 2 0 0 22,275
AVERY DENNISON CORP COM 053611109 4,184 42,551 SH   DFND 3 42,551 0 0
AVERY DENNISON CORP COM 053611109 700 7,115 SH   DFND 6 7,115 0 0
AVERY DENNISON CORP COM 053611109 6,246 63,518 SH   DFND 7 63,518 0 0
AVEXIS INC COM 05366U100 422,384 4,366,633 SH   DFND 1,5 935,986 0 3,430,647
AVEXIS INC COM 05366U100 31,808 328,833 SH   DFND 6 328,833 0 0
AVEXIS INC COM 05366U100 9,030 93,350 SH   DFND 7 93,350 0 0
AVIRAGEN THERAPEUTICS INC COM 053761102 672 980,683 SH   DFND 1,5 5,000 0 975,683
AVIS BUDGET GROUP COM 053774105 265,038 6,963,692 SH   DFND 1,5 46,839 0 6,916,853
AVIS BUDGET GROUP COM 053774105 12,499 328,400 SH   DFND 6 328,400 0 0
AVIS BUDGET GROUP COM 053774105 5,264 138,300 SH   DFND 7 138,300 0 0
AVISTA CORP COM 05379B107 28,189 544,500 SH   DFND 11 544,500 0 0
AVNET INC COM 053807103 144,011 3,664,390 SH   DFND 1,5 0 0 3,664,390
AVON PRODS INC COM 054303102 95,991 41,197,799 SH   DFND 1,5 500 0 41,197,299
AVX CORP NEW COM 002444107 6,774 371,565 SH   DFND 1,5 81,050 0 290,515
AXALTA COATING SYS LTD COM G0750C108 98,776 3,415,476 SH   DFND 1,5 61,914 0 3,353,562
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 192,213 3,353,914 SH   DFND 1,5 438,014 0 2,915,900
AXOGEN INC COM 05463X106 4,923 254,429 SH   DFND 1,5 110,000 0 144,429
AXON ENTERPRISE INC COM 05464C101 165,301 7,291,605 SH   DFND 1,5 4,228 0 7,287,377
AXON ENTERPRISE INC COM 05464C101 7,318 322,800 SH   DFND 6 322,800 0 0
AXON ENTERPRISE INC COM 05464C101 3,054 134,700 SH   DFND 7 134,700 0 0
AXOVANT SCIENCES LTD COM G0750W104 22,202 3,227,057 SH   DFND 1,5 189,356 0 3,037,701
AXSOME THERAPEUTICS INC COM 05464T104 8,415 1,516,212 SH   DFND 1,5 0 0 1,516,212
AZUL S A SPONSR ADR PFD 05501U106 81,343 2,963,301 SH   DFND 1,5 361,300 0 2,602,001
AZUL S A SPONSR ADR PFD 05501U106 2,644 96,308 SH   DFND 6 96,308 0 0
AZUL S A SPONSR ADR PFD 05501U106 4,920 179,232 SH   DFND 7 179,232 0 0
AZZ INC COM 002474104 90,866 1,865,824 SH   DFND 1,5 150,000 0 1,715,824
AZZ INC COM 002474104 324 6,662 SH   DFND 7 6,662 0 0
B & G FOODS INC NEW COM 05508R106 104,298 3,274,676 SH   DFND 1,5 195,238 0 3,079,438
B & G FOODS INC NEW COM 05508R106 17,720 556,361 SH   DFND 3 556,361 0 0
B2GOLD CORP COM 11777Q209 390,098 141,495,733 SH   DFND 1,5 7,929,439 0 133,566,294
B2GOLD CORP COM 11777Q209 804 291,500 SH   DFND   291,500 0 0
BAIDU INC SPON ADR REP A 056752108 212,146 856,497 SH   DFND 1,5 147,716 0 708,781
BAIDU INC SPON ADR REP A 056752108 514 2,076 SH   DFND 3 2,076 0 0
BAIDU INC SPON ADR REP A 056752108 6,589 26,600 SH   DFND 6 26,600 0 0
BAIDU INC SPON ADR REP A 056752108 11,394 46,000 SH   DFND 7 46,000 0 0
BAKER HUGHES A GE CO CL A 05722G100 657,897 17,965,517 SH   DFND 1,5 890,690 0 17,074,827
BAKER HUGHES A GE CO CL A 05722G100 3,950 107,867 SH   DFND 2 0 0 107,867
BAKER HUGHES A GE CO CL A 05722G100 2,261 61,737 SH   DFND 3 61,737 0 0
BAKER HUGHES A GE CO CL A 05722G100 3,434 93,761 SH   DFND 6 93,761 0 0
BAKER HUGHES A GE CO CL A 05722G100 2,965 80,965 SH   DFND 7 38,223 0 42,742
BALL CORP COM 058498106 248 6,000 SH   DFND 1 6,000 0 0
BALL CORP COM 058498106 679,596 16,455,120 SH   DFND 1,5 198,924 0 16,256,196
BALL CORP COM 058498106 3,661 88,653 SH   DFND 2 0 0 88,653
BALL CORP COM 058498106 4,953 119,934 SH   DFND 3 119,934 0 0
BALL CORP COM 058498106 5,760 139,466 SH   DFND 6 139,466 0 0
BALL CORP COM 058498106 8,815 213,440 SH   DFND 11 213,440 0 0
BANCFIRST CORP COM 05945F103 69,788 1,229,742 SH   DFND 1,5 0 0 1,229,742
BANCO BRADESCO S A SP ADR PFD NEW 059460303 113 10,175 SH   DFND 1,5 10,175 0 0
BANCO MACRO SA SPON ADR B 05961W105 35,791 304,995 SH   DFND 1,5 43,004 0 261,991
BANCO MACRO SA SPON ADR B 05961W105 2,499 21,294 SH   DFND 1,10 21,294 0 0
BANCO SANTANDER SA ADR 05964H105 83 11,937 SH   DFND 3 11,937 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 36,823 804,161 SH   DFND 1,5 30,020 0 774,141
BANK AMER CORP COM 060505104 18,171 717,069 SH   DFND 1 717,069 0 0
BANK AMER CORP COM 060505104 7,577,824 299,045,950 SH   DFND 1,5 17,002,499 0 282,043,451
BANK AMER CORP 7.25%CNV PFD L 060505682 70,463 54,150 SH   DFND 1,5 17,537 0 36,613
BANK AMER CORP COM 060505104 62,658 2,472,695 SH   DFND 2 0 0 2,472,695
BANK AMER CORP COM 060505104 315,189 12,438,384 SH   DFND 3 12,438,384 0 0
BANK AMER CORP COM 060505104 68,393 2,699,004 SH   DFND 6 2,699,004 0 0
BANK AMER CORP 7.25%CNV PFD L 060505682 1,887 1,450 SH   DFND 6 0 0 1,450
BANK AMER CORP COM 060505104 154,550 6,099,051 SH   DFND 7 2,242,898 0 3,856,153
BANK AMER CORP COM 060505104 37,136 1,465,500 SH   DFND 11 1,465,500 0 0
BANK HAWAII CORP COM 062540109 24,541 294,400 SH   DFND 1,5 0 0 294,400
BANK MONTREAL QUE COM 063671101 25,247 333,600 SH   DFND 1,5 0 0 333,600
BANK MONTREAL QUE COM 063671101 2,544 33,620 SH   DFND 7 33,620 0 0
BANK MONTREAL QUE COM 063671101 64,305 849,690 SH   DFND 11 849,690 0 0
BANK N S HALIFAX COM 064149107 102,665 1,597,260 SH   DFND 1,5 0 0 1,597,260
BANK N S HALIFAX COM 064149107 21,092 328,150 SH   DFND 6 198,450 0 129,700
BANK N S HALIFAX COM 064149107 44,039 685,160 SH   DFND 7 572,060 0 113,100
BANK N S HALIFAX COM 064149107 593,832 9,238,823 SH   DFND 11 8,177,703 0 1,061,120
BANK NEW YORK MELLON CORP COM 064058100 170,546 3,216,630 SH   DFND 1,5 326,800 0 2,889,830
BANK NEW YORK MELLON CORP COM 064058100 13,804 260,362 SH   DFND 2 0 0 260,362
BANK NEW YORK MELLON CORP COM 064058100 32,144 606,259 SH   DFND 3 606,259 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 10,391 283,600 SH   DFND 1,5 400 0 283,200
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 63,744 1,739,740 SH   DFND 6 1,739,740 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 14,294 390,109 SH   DFND 7 390,109 0 0
BANK OF THE OZARKS COM 063904106 206,382 4,295,142 SH   DFND 1,5 850 0 4,294,292
BANK OF THE OZARKS COM 063904106 41,174 856,900 SH   DFND 6 856,900 0 0
BANK OF THE OZARKS COM 063904106 5,905 122,900 SH   DFND 7 122,900 0 0
BANK OF THE OZARKS COM 063904106 39,972 831,890 SH   DFND 11 831,890 0 0
BANKRATE INC DEL COM 06647F102 8,562 613,781 SH   DFND 1,5 4,338 0 609,443
BANKUNITED INC COM 06652K103 25,685 722,096 SH   DFND 1,5 0 0 722,096
BANKUNITED INC COM 06652K103 87,660 2,464,431 SH   DFND 6 2,388,634 0 75,797
BANKUNITED INC COM 06652K103 25,470 716,050 SH   DFND 7 655,650 0 60,400
BANNER CORP COM NEW 06652V208 85,322 1,392,331 SH   DFND 1,5 350 0 1,391,981
BANNER CORP COM NEW 06652V208 32,324 527,485 SH   DFND 6 527,485 0 0
BANNER CORP COM NEW 06652V208 7,214 117,730 SH   DFND 7 117,730 0 0
BAR HBR BANKSHARES COM 066849100 5,117 163,158 SH   DFND 1,5 106,955 0 56,203
BARD C R INC COM 067383109 138,175 431,122 SH   DFND 1,5 38,425 0 392,697
BARD C R INC COM 067383109 5,870 18,314 SH   DFND 2 0 0 18,314
BARD C R INC COM 067383109 11,654 36,360 SH   DFND 3 36,360 0 0
BARD C R INC COM 067383109 9,878 30,820 SH   DFND 6 30,820 0 0
BARD C R INC COM 067383109 9,035 28,190 SH   DFND 7 28,190 0 0
BARRICK GOLD CORP COM 067901108 121,287 7,536,649 SH   DFND 1,5 0 0 7,536,649
BARRICK GOLD CORP COM 067901108 9,807 609,400 SH   DFND 1,10 0 0 609,400
BARRICK GOLD CORP COM 067901108 3,391 210,696 SH   DFND 3 210,696 0 0
BARRICK GOLD CORP COM 067901108 456 28,350 SH   DFND 7 28,350 0 0
BARRICK GOLD CORP COM 067901108 38,628 2,400,300 SH   DFND 11 966,683 0 1,433,617
BARRICK GOLD CORP COM 067901108 2,100 130,503 SH   DFND   130,503 0 0
BAXTER INTL INC COM 071813109 460,300 7,335,454 SH   DFND 1,5 767,900 0 6,567,554
BAXTER INTL INC COM 071813109 7,927 126,326 SH   DFND 2 0 0 126,326
BAXTER INTL INC COM 071813109 16,597 264,492 SH   DFND 3 264,492 0 0
BAXTER INTL INC COM 071813109 1,550 24,700 SH   DFND 11 24,700 0 0
BAYTEX ENERGY CORP COM 07317Q105 2,713 900,409 SH   DFND 1,5 300,000 0 600,409
BAZAARVOICE INC COM 073271108 7,015 1,417,100 SH   DFND 1,5 0 0 1,417,100
BB&T CORP COM 054937107 14,476 308,400 SH   DFND 1,5 0 0 308,400
BB&T CORP COM 054937107 9,559 203,644 SH   DFND 2 0 0 203,644
BB&T CORP COM 054937107 13,647 290,727 SH   DFND 3 290,727 0 0
BBVA BANCO FRANCES S A SPONSORED ADR 07329M100 2,630 129,000 SH   DFND 1,5 4,700 0 124,300
BBVA BANCO FRANCES S A SPONSORED ADR 07329M100 481 23,600 SH   DFND 1,10 23,600 0 0
BCE INC COM NEW 05534B760 4,165 88,894 SH   DFND 1,5 94 0 88,800
BCE INC COM NEW 05534B760 1,814 38,708 SH   DFND 6 38,708 0 0
BCE INC COM NEW 05534B760 23,243 496,082 SH   DFND 7 496,082 0 0
BCE INC COM NEW 05534B760 528,098 11,271,547 SH   DFND 11 10,094,617 0 1,176,930
BCE INC COM NEW 05534B760 1,944 41,502 SH   DFND   41,502 0 0
BECTON DICKINSON & CO COM 075887109 613 3,129 SH   DFND 1 3,129 0 0
BECTON DICKINSON & CO PFD SHS CONV A 075887208 67,665 1,231,400 SH   DFND 1,5 156,000 0 1,075,400
BECTON DICKINSON & CO COM 075887109 1,780,411 9,086,047 SH   DFND 1,5 369,369 0 8,716,678
BECTON DICKINSON & CO COM 075887109 11,237 57,348 SH   DFND 2 0 0 57,348
BECTON DICKINSON & CO COM 075887109 24,734 126,226 SH   DFND 3 126,226 0 0
BECTON DICKINSON & CO COM 075887109 20,836 106,331 SH   DFND 6 98,388 0 7,943
BECTON DICKINSON & CO PFD SHS CONV A 075887208 2,075 37,756 SH   DFND 7 0 0 37,756
BECTON DICKINSON & CO COM 075887109 76,181 388,777 SH   DFND 7 334,153 0 54,624
BED BATH & BEYOND INC COM 075896100 295,554 12,592,859 SH   DFND 1,5 3,190,449 0 9,402,410
BED BATH & BEYOND INC COM 075896100 38,726 1,650,000 SH   DFND 11 1,650,000 0 0
BEIGENE LTD SPONSORED ADR 07725L102 434,640 4,201,048 SH   DFND 1,5 959,857 0 3,241,191
BEIGENE LTD SPONSORED ADR 07725L102 25,565 247,100 SH   DFND 1,9 0 0 247,100
BEIGENE LTD SPONSORED ADR 07725L102 393 3,800 SH   DFND 6 3,800 0 0
BEIGENE LTD SPONSORED ADR 07725L102 3,931 38,000 SH   DFND 7 38,000 0 0
BEL FUSE INC CL A 077347201 2,695 101,306 SH   DFND 1,5 11,300 0 90,006
BELDEN INC COM 077454106 298 3,700 SH   DFND 1 3,700 0 0
BELDEN INC COM 077454106 113,616 1,410,859 SH   DFND 1,5 23 0 1,410,836
BELLEROPHON THERAPEUTICS INC COM 078771102 1,515 1,066,970 SH   DFND 1,5 0 0 1,066,970
BELLICUM PHARMACEUTICALS INC COM 079481107 31,547 2,731,342 SH   DFND 1,5 0 0 2,731,342
BEMIS INC COM 081437105 30,149 661,597 SH   DFND 1,5 0 0 661,597
BEMIS INC COM 081437105 242 5,314 SH   DFND 3 5,314 0 0
BENEFICIAL BANCORP INC COM 08171T102 68,475 4,124,985 SH   DFND 1,5 0 0 4,124,985
BENEFICIAL BANCORP INC COM 08171T102 13,766 829,300 SH   DFND 6 829,300 0 0
BENEFICIAL BANCORP INC COM 08171T102 5,869 353,574 SH   DFND 7 353,574 0 0
BENEFITFOCUS INC COM 08180D106 150,404 4,469,659 SH   DFND 1,5 100,265 0 4,369,394
BENEFITFOCUS INC COM 08180D106 3,947 117,289 SH   DFND 1,9 0 0 117,289
BENEFITFOCUS INC COM 08180D106 3,029 90,000 SH   DFND 7 90,000 0 0
BERKLEY W R CORP COM 084423102 208 3,113 SH   DFND 3 3,113 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1,843 10,053 SH   DFND 1 10,053 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 8,038,068 29,257 SH   DFND 1,5 3,602 0 25,655
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 2,635,968 14,379,053 SH   DFND 1,5 77,127 0 14,301,926
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 88,892 484,899 SH   DFND 2 0 0 484,899
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 152,705 832,996 SH   DFND 3 832,996 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 275 1 SH   DFND 3 1 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 45,396 247,631 SH   DFND 6 236,746 0 10,885
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 51,294 279,805 SH   DFND 7 199,905 0 79,900
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 78,457 427,980 SH   DFND 11 427,980 0 0
BERRY GLOBAL GROUP INC COM 08579W103 212,828 3,756,888 SH   DFND 1,5 30,266 0 3,726,622
BEST BUY INC COM 086516101 1,489,876 26,156,533 SH   DFND 1,5 2,696,947 0 23,459,586
BEST BUY INC COM 086516101 3,808 66,861 SH   DFND 2 0 0 66,861
BEST BUY INC COM 086516101 1,263 22,176 SH   DFND 3 22,176 0 0
BEST BUY INC COM 086516101 2,324 40,800 SH   DFND 6 40,800 0 0
BEST INC SPONSORED ADS 08653C106 51,661 4,315,883 SH   DFND 1,9 66,449 0 4,249,434
BGC PARTNERS INC CL A 05541T101 12,612 871,600 SH   DFND 1,5 0 0 871,600
BGC PARTNERS INC CL A 05541T101 1,237 85,500 SH   DFND 7 85,500 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 2,851 70,341 SH   DFND 1,5 57,591 0 12,750
BHP BILLITON LTD SPONSORED ADR 088606108 202 4,977 SH   DFND 3 4,977 0 0
BIO RAD LABS INC CL A 090572207 34,003 153,015 SH   DFND 1,5 0 0 153,015
BIO RAD LABS INC CL A 090572207 1,186 5,338 SH   DFND 7 5,338 0 0
BIO TECHNE CORP COM 09073M104 568 4,700 SH   DFND 7 4,700 0 0
BIOAMBER INC COM 09072Q106 429 875,000 SH   DFND 11 875,000 0 0
BIOCRYST PHARMACEUTICALS COM 09058V103 16,373 3,124,676 SH   DFND 1,5 0 0 3,124,676
BIOGEN INC COM 09062X103 517 1,650 SH   DFND 1 1,650 0 0
BIOGEN INC COM 09062X103 2,148,890 6,862,833 SH   DFND 1,5 371,979 0 6,490,854
BIOGEN INC COM 09062X103 16,684 53,282 SH   DFND 2 0 0 53,282
BIOGEN INC COM 09062X103 28,533 91,124 SH   DFND 3 91,124 0 0
BIOGEN INC COM 09062X103 19,129 61,092 SH   DFND 6 57,101 0 3,991
BIOGEN INC COM 09062X103 25,672 81,988 SH   DFND 7 49,392 0 32,596
BIOHAVEN PHARMACTL HLDG CO L COM G11196105 38,708 1,035,523 SH   DFND 1,5 0 0 1,035,523
BIOMARIN PHARMACEUTICAL INC COM 09061G101 367 3,944 SH   DFND 1 3,944 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 31,041 25,935,000 PRN   DFND 1,5 0 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 632,125 6,791,933 SH   DFND 1,5 20,277 0 6,771,656
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 11,043 10,900,000 PRN   DFND 1,5 0 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 210 2,255 SH   DFND 3 2,255 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 36,120 388,091 SH   DFND 6 388,091 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 77,543 833,168 SH   DFND 7 479,038 0 354,130
BIOSCRIP INC COM 09069N108 10,452 3,800,800 SH   DFND 6 3,800,800 0 0
BIOSCRIP INC COM 09069N108 4,345 1,579,900 SH   DFND 7 1,579,900 0 0
BIOTIME INC *W EXP 10/01/201 09066L162 6 30,115 SH   DFND 1,5 0 0 30,115
BIOVERATIV INC COM 09075E100 203,770 3,570,521 SH   DFND 1,5 157,628 0 3,412,893
BIOVERATIV INC COM 09075E100 1,484 26,000 SH   DFND 7 26,000 0 0
BLACK BOX CORP DEL COM 091826107 6,543 2,013,131 SH   DFND 1,5 431,109 0 1,582,022
BLACK HILLS CORP COM 092113109 56,692 823,168 SH   DFND 1,5 0 0 823,168
BLACK HILLS CORP COM 092113109 1,240 18,000 SH   DFND 7 18,000 0 0
BLACK KNIGHT FINL SVCS INC CL A 09214X100 29,032 674,387 SH   DFND 1,5 149,200 0 525,187
BLACK STONE MINERALS L P COM UNIT 09225M101 30,636 1,766,800 SH   DFND 1,5 0 0 1,766,800
BLACKBAUD INC COM 09227Q100 12,587 143,363 SH   DFND 1,5 63 0 143,300
BLACKBERRY LTD COM 09228F103 17,622 1,576,201 SH   DFND 1,5 450,800 0 1,125,401
BLACKBERRY LTD COM 09228F103 51,041 4,565,300 SH   DFND 11 4,565,300 0 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 156,235 3,567,020 SH   DFND 1,5 15,683 0 3,551,337
BLACKROCK INC COM 09247X101 1,357,869 3,037,126 SH   DFND 1,5 328,204 0 2,708,922
BLACKROCK INC COM 09247X101 13,966 31,237 SH   DFND 2 0 0 31,237
BLACKROCK INC COM 09247X101 26,785 59,909 SH   DFND 3 59,909 0 0
BLACKROCK INC COM 09247X101 11,454 25,619 SH   DFND 6 25,619 0 0
BLACKROCK INC COM 09247X101 29,821 66,700 SH   DFND 7 45,500 0 21,200
BLACKROCK INC COM 09247X101 25,708 57,500 SH   DFND 11 57,500 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 1,143,783 34,275,798 SH   DFND 1,5 2,715 0 34,273,083
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 20,125 20,000,000 PRN   DFND 1,5 0 0 0
BLOCK H & R INC COM 093671105 28,921 1,092,200 SH   DFND 1,5 0 0 1,092,200
BLOCK H & R INC COM 093671105 1,395 52,683 SH   DFND 2 0 0 52,683
BLOCK H & R INC COM 093671105 1,074 40,577 SH   DFND 3 40,577 0 0
BLUE APRON HLDGS INC CL A 09523Q101 14,439 2,649,400 SH   DFND 1,5 793,700 0 1,855,700
BLUE BIRD CORP COM 095306106 6,180 300,000 SH   DFND 11 300,000 0 0
BLUE BUFFALO PET PRODS INC COM 09531U102 106,141 3,743,939 SH   DFND 1,5 8,050 0 3,735,889
BLUE BUFFALO PET PRODS INC COM 09531U102 621 21,900 SH   DFND 6 21,900 0 0
BLUE HILLS BANCORP INC COM 095573101 34,672 1,805,817 SH   DFND 6 1,782,501 0 23,316
BLUE HILLS BANCORP INC COM 095573101 10,360 539,564 SH   DFND 7 509,445 0 30,119
BLUEBIRD BIO INC COM 09609G100 935,107 6,808,207 SH   DFND 1,5 1,481,158 0 5,327,049
BLUEBIRD BIO INC COM 09609G100 1,813 13,200 SH   DFND 6 13,200 0 0
BLUEBIRD BIO INC COM 09609G100 2,335 17,000 SH   DFND 7 17,000 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 327,455 4,700,088 SH   DFND 1,5 6,360 0 4,693,728
BLUEPRINT MEDICINES CORP COM 09627Y109 476 6,829 SH   DFND 4 6,829 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 60,580 869,521 SH   DFND 6 869,521 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 18,855 270,630 SH   DFND 7 270,630 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 1,382 19,835 SH   DFND 11 19,835 0 0
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 187,823 12,777,105 SH   DFND 1,5 1,151 0 12,775,954
BOEING CO COM 097023105 1,381,766 5,435,528 SH   DFND 1,5 539,045 0 4,896,483
BOEING CO COM 097023105 35,594 140,019 SH   DFND 2 0 0 140,019
BOEING CO COM 097023105 104,696 411,848 SH   DFND 3 411,848 0 0
BOEING CO COM 097023105 28,906 113,709 SH   DFND 6 108,404 0 5,305
BOEING CO COM 097023105 116,265 457,360 SH   DFND 7 405,488 0 51,872
BOFI HLDG INC COM 05566U108 729 25,600 SH   DFND 1,5 0 0 25,600
BOISE CASCADE CO DEL COM 09739D100 9,553 273,725 SH   DFND 1,5 261 0 273,464
BOJANGLES INC COM 097488100 26,341 1,951,213 SH   DFND 1,5 22,105 0 1,929,108
BOJANGLES INC COM 097488100 10,604 785,481 SH   DFND 6 785,481 0 0
BOJANGLES INC COM 097488100 3,467 256,828 SH   DFND 7 201,528 0 55,300
BOK FINL CORP COM NEW 05561Q201 133,627 1,500,075 SH   DFND 1,5 0 0 1,500,075
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 179,188 4,792,400 SH   DFND 1,5 0 0 4,792,400
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 42,262 1,130,300 SH   DFND 6 1,130,300 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 3,825 102,300 SH   DFND 7 102,300 0 0
BORGWARNER INC COM 099724106 30,661 598,502 SH   DFND 1,5 0 0 598,502
BORGWARNER INC COM 099724106 2,561 49,998 SH   DFND 2 0 0 49,998
BORGWARNER INC COM 099724106 5,071 98,992 SH   DFND 3 98,992 0 0
BOSTON BEER INC CL A 100557107 3,280 21,000 SH   DFND 1,5 16,000 0 5,000
BOSTON PRIVATE FINL HLDGS IN COM 101119105 67,102 4,054,531 SH   DFND 1,5 29,750 0 4,024,781
BOSTON PRIVATE FINL HLDGS IN COM 101119105 43,078 2,602,901 SH   DFND 6 2,492,601 0 110,300
BOSTON PRIVATE FINL HLDGS IN COM 101119105 14,921 901,552 SH   DFND 7 752,452 0 149,100
BOSTON PROPERTIES INC COM 101121101 432,697 3,521,300 SH   DFND 1 3,521,300 0 0
BOSTON PROPERTIES INC COM 101121101 554,003 4,508,484 SH   DFND 1,5 124,130 0 4,384,354
BOSTON PROPERTIES INC COM 101121101 4,779 38,889 SH   DFND 2 0 0 38,889
BOSTON PROPERTIES INC COM 101121101 7,528 61,266 SH   DFND 3 61,266 0 0
BOSTON PROPERTIES INC COM 101121101 46,205 376,019 SH   DFND 6 365,837 0 10,182
BOSTON PROPERTIES INC COM 101121101 42,991 349,861 SH   DFND 7 249,019 0 100,842
BOSTON PROPERTIES INC COM 101121101 18,627 151,590 SH   DFND 11 151,590 0 0
BOSTON SCIENTIFIC CORP COM 101137107 2,325 79,705 SH   DFND 1 79,705 0 0
BOSTON SCIENTIFIC CORP COM 101137107 5,060,478 173,482,271 SH   DFND 1,5 9,082,339 0 164,399,932
BOSTON SCIENTIFIC CORP COM 101137107 10,087 345,784 SH   DFND 2 0 0 345,784
BOSTON SCIENTIFIC CORP COM 101137107 6,236 213,766 SH   DFND 3 213,766 0 0
BOSTON SCIENTIFIC CORP COM 101137107 42,261 1,448,769 SH   DFND 6 1,448,769 0 0
BOSTON SCIENTIFIC CORP COM 101137107 61,714 2,115,654 SH   DFND 7 1,339,754 0 775,900
BOSTON SCIENTIFIC CORP COM 101137107 31,585 1,082,800 SH   DFND 11 1,082,800 0 0
BOX INC CL A 10316T104 90,309 4,674,400 SH   DFND 1,5 0 0 4,674,400
BOYD GAMING CORP COM 103304101 237 9,100 SH   DFND 1 9,100 0 0
BOYD GAMING CORP COM 103304101 89,543 3,437,348 SH   DFND 1,5 2,800 0 3,434,548
BOYD GAMING CORP COM 103304101 8,844 339,500 SH   DFND 6 339,500 0 0
BOYD GAMING CORP COM 103304101 578 22,200 SH   DFND 7 22,200 0 0
BP PLC SPONSORED ADR 055622104 1,038 27,022 SH   DFND 3 27,022 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 192,275 10,993,400 SH   DFND 1 10,993,400 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 132,295 7,564,048 SH   DFND 1,5 206,015 0 7,358,033
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 20,067 1,147,350 SH   DFND 6 1,086,424 0 60,926
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 6,539 373,879 SH   DFND 7 373,879 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 12,330 143,022 SH   DFND 1,5 0 0 143,022
BRIGHTHOUSE FINL INC COM 10922N103 49,944 821,449 SH   DFND 1,5 110,253 0 711,196
BRIGHTHOUSE FINL INC COM 10922N103 1,468 24,147 SH   DFND 2 0 0 24,147
BRIGHTHOUSE FINL INC COM 10922N103 1,202 19,769 SH   DFND 3 19,769 0 0
BRINKER INTL INC COM 109641100 15,097 473,852 SH   DFND 1,5 106,000 0 367,852
BRISTOL MYERS SQUIBB CO COM 110122108 262 4,109 SH   DFND 1 4,109 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 1,677,464 26,317,295 SH   DFND 1,5 1,812,088 0 24,505,207
BRISTOL MYERS SQUIBB CO COM 110122108 26,342 413,271 SH   DFND 2 0 0 413,271
BRISTOL MYERS SQUIBB CO COM 110122108 100,355 1,574,451 SH   DFND 3 1,574,451 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 31,255 490,345 SH   DFND 6 454,224 0 36,121
BRISTOL MYERS SQUIBB CO COM 110122108 101,546 1,593,134 SH   DFND 7 1,243,329 0 349,805
BRISTOL MYERS SQUIBB CO COM 110122108 32,915 516,400 SH   DFND 11 516,400 0 0
BRISTOW GROUP INC COM 110394103 5,305 567,332 SH   DFND 1,5 64,507 0 502,825
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 715 11,449 SH   DFND 1 11,449 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 2,333,395 37,364,218 SH   DFND 1,5 1,715,312 0 35,648,906
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 28,702 459,600 SH   DFND 1,10 9,600 0 450,000
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 57,009 912,874 SH   DFND 3 912,874 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 19,947 319,400 SH   DFND 6 319,400 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 13,736 219,956 SH   DFND 7 166,871 0 53,085
BRIXMOR PPTY GROUP INC COM 11120U105 152,406 8,106,704 SH   DFND 1 8,106,704 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 67,444 3,587,422 SH   DFND 1,5 133,383 0 3,454,039
BROADCOM LTD SHS Y09827109 702 2,896 SH   DFND 1 2,896 0 0
BROADCOM LTD SHS Y09827109 3,449,803 14,223,645 SH   DFND 1,5 1,159,874 0 13,063,771
BROADCOM LTD SHS Y09827109 138,077 569,296 SH   DFND 1,9 0 0 569,296
BROADCOM LTD SHS Y09827109 24,852 102,464 SH   DFND 2 0 0 102,464
BROADCOM LTD SHS Y09827109 47,512 195,893 SH   DFND 3 195,893 0 0
BROADCOM LTD SHS Y09827109 58,879 242,758 SH   DFND 6 237,674 0 5,084
BROADCOM LTD SHS Y09827109 60,350 248,823 SH   DFND 7 213,323 0 35,500
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 6,244 77,257 SH   DFND 1,5 0 0 77,257
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 688 8,508 SH   DFND 3 8,508 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 57,652 713,335 SH   DFND 11 713,335 0 0
BROADSOFT INC NOTE 1.000% 9/0 11133BAD4 8,902 6,350,000 PRN   DFND 1,5 0 0 0
BROCADE COMMUNICATIONS SYS I NOTE 1.375% 1/0 111621AQ1 18,351 18,340,000 PRN   DFND 1,5 0 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 21,381 1,789,165 SH   DFND 1,5 0 0 1,789,165
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 263,887 22,082,600 SH   DFND 11 22,082,600 0 0
BROOKDALE SR LIVING INC COM 112463104 7,286 687,400 SH   DFND 1,5 0 0 687,400
BROOKDALE SR LIVING INC COM 112463104 3,696 348,700 SH   DFND 6 348,700 0 0
BROOKDALE SR LIVING INC COM 112463104 1,607 151,600 SH   DFND 7 151,600 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 149,069 3,610,256 SH   DFND 1,5 263 0 3,609,993
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 323 7,822 SH   DFND 3 7,822 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 22,461 543,981 SH   DFND 6 341,581 0 202,400
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 42,393 1,026,706 SH   DFND 7 877,006 0 149,700
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 885,769 21,452,219 SH   DFND 11 17,570,765 0 3,881,454
BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 679 15,750 SH   DFND 7 15,750 0 0
BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 19,974 463,065 SH   DFND 11 463,065 0 0
BROOKFIELD PPTY PARTNERS L P UNIT LTD PARTN G16249107 181,777 7,807,649 SH   DFND 11 7,370,849 0 436,800
BROOKFIELD RENEWABLE PARTNER PARTNERSHIP UNIT G16258108 45,843 1,368,100 SH   DFND 11 1,368,100 0 0
BROWN & BROWN INC COM 115236101 69,885 1,450,200 SH   DFND 1,5 65,000 0 1,385,200
BROWN & BROWN INC COM 115236101 21,990 456,310 SH   DFND 6 456,310 0 0
BROWN & BROWN INC COM 115236101 6,184 128,320 SH   DFND 7 128,320 0 0
BROWN FORMAN CORP CL B 115637209 2,680 49,348 SH   DFND 2 0 0 49,348
BROWN FORMAN CORP CL B 115637209 769 14,154 SH   DFND 3 14,154 0 0
BRUKER CORP COM 116794108 169,977 5,713,512 SH   DFND 1,5 192,524 0 5,520,988
BRUKER CORP COM 116794108 12,526 421,030 SH   DFND 6 421,030 0 0
BRUKER CORP COM 116794108 6,271 210,806 SH   DFND 7 173,806 0 37,000
BRUNSWICK CORP COM 117043109 24,291 433,996 SH   DFND 1,5 0 0 433,996
BRUNSWICK CORP COM 117043109 32,922 588,210 SH   DFND 6 561,110 0 27,100
BRUNSWICK CORP COM 117043109 16,643 297,359 SH   DFND 7 244,159 0 53,200
BT GROUP PLC ADR 05577E101 5,545 288,200 SH   DFND 1,5 0 0 288,200
BUCKLE INC COM 118440106 123,454 7,326,649 SH   DFND 1,5 1,909,100 0 5,417,549
BUFFALO WILD WINGS INC COM 119848109 11,648 110,200 SH   DFND 1,5 0 0 110,200
BUILDERS FIRSTSOURCE INC COM 12008R107 483 26,827 SH   DFND 1,5 1,798 0 25,029
BUILDERS FIRSTSOURCE INC COM 12008R107 17,651 981,160 SH   DFND 6 981,160 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 7,630 424,135 SH   DFND 7 339,335 0 84,800
BUNGE LIMITED COM G16962105 270,177 3,889,681 SH   DFND 1,5 11,870 0 3,877,811
BUNGE LIMITED COM G16962105 5,319 76,582 SH   DFND 6 76,582 0 0
BUNGE LIMITED COM G16962105 7,918 114,000 SH   DFND 7 43,100 0 70,900
BURLINGTON STORES INC COM 122017106 45,176 473,250 SH   DFND 1,5 250 0 473,000
BWX TECHNOLOGIES INC COM 05605H100 47,484 847,622 SH   DFND 1,5 0 0 847,622
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 432,347 5,681,296 SH   DFND 1,5 143,382 0 5,537,914
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 2,691 35,362 SH   DFND 2 0 0 35,362
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 44,536 585,226 SH   DFND 3 585,226 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 4,810 63,200 SH   DFND 6 63,200 0 0
C&J ENERGY SVCS INC NEW COM 12674R100 32,057 1,069,634 SH   DFND 1,5 0 0 1,069,634
C&J ENERGY SVCS INC NEW COM 12674R100 243 8,100 SH   DFND 7 8,100 0 0
CA INC COM 12673P105 47,464 1,421,916 SH   DFND 1,5 16 0 1,421,900
CA INC COM 12673P105 2,658 79,622 SH   DFND 2 0 0 79,622
CA INC COM 12673P105 1,560 46,730 SH   DFND 3 46,730 0 0
CABLE ONE INC COM 12685J105 2,839 3,932 SH   DFND 1,5 808 0 3,124
CABLE ONE INC COM 12685J105 363 503 SH   DFND 3 503 0 0
CABLE ONE INC COM 12685J105 1,300 1,800 SH   DFND 7 1,800 0 0
CABOT OIL & GAS CORP COM 127097103 812,716 30,381,888 SH   DFND 1,5 1,101,776 0 29,280,112
CABOT OIL & GAS CORP COM 127097103 3,118 116,551 SH   DFND 2 0 0 116,551
CABOT OIL & GAS CORP COM 127097103 2,583 96,561 SH   DFND 3 96,561 0 0
CABOT OIL & GAS CORP COM 127097103 7,925 296,251 SH   DFND 6 296,251 0 0
CABOT OIL & GAS CORP COM 127097103 5,392 201,578 SH   DFND 7 201,578 0 0
CACI INTL INC CL A 127190304 195,097 1,400,047 SH   DFND 1,5 47 0 1,400,000
CADENCE BANCORPORATION CL A 12739A100 4,903 213,900 SH   DFND 1,5 0 0 213,900
CADENCE DESIGN SYSTEM INC COM 127387108 2,787 70,613 SH   DFND 2 0 0 70,613
CADENCE DESIGN SYSTEM INC COM 127387108 242 6,133 SH   DFND 3 6,133 0 0
CAE INC COM 124765108 3,440 196,600 SH   DFND 1,5 0 0 196,600
CAE INC COM 124765108 58,402 3,338,130 SH   DFND 11 3,338,130 0 0
CAE INC COM 124765108 269 15,400 SH   DFND   15,400 0 0
CAESARS ENTMT CORP COM 127686103 24,814 1,858,691 SH   DFND 1,5 33,800 0 1,824,891
CAESARS ENTMT CORP COM 127686103 9,101 681,730 SH   DFND 6 681,730 0 0
CAESARS ENTMT CORP COM 127686103 3,267 244,700 SH   DFND 7 244,700 0 0
CALATLANTIC GROUP INC COM 128195104 397,575 10,853,808 SH   DFND 1,5 623 0 10,853,185
CALATLANTIC GROUP INC COM 128195104 6,215 169,661 SH   DFND 6 117,032 0 52,629
CALATLANTIC GROUP INC COM 128195104 9,275 253,195 SH   DFND 7 184,825 0 68,370
CALITHERA BIOSCIENCES INC COM 13089P101 32,866 2,086,710 SH   DFND 1,5 0 0 2,086,710
CALITHERA BIOSCIENCES INC COM 13089P101 788 50,000 SH   DFND 7 50,000 0 0
CALIX INC COM 13100M509 1,738 344,201 SH   DFND 1,5 0 0 344,201
CALLAWAY GOLF CO COM 131193104 53,990 3,741,500 SH   DFND 1,5 1,153,400 0 2,588,100
CALLIDUS SOFTWARE INC COM 13123E500 31,758 1,288,363 SH   DFND 1,9 0 0 1,288,363
CALLIDUS SOFTWARE INC COM 13123E500 55,251 2,241,401 SH   DFND 6 2,160,901 0 80,500
CALLIDUS SOFTWARE INC COM 13123E500 18,311 742,832 SH   DFND 7 655,832 0 87,000
CALLON PETE CO DEL COM 13123X102 134,092 11,929,855 SH   DFND 1,5 0 0 11,929,855
CALLON PETE CO DEL COM 13123X102 43,137 3,837,792 SH   DFND 6 3,785,992 0 51,800
CALLON PETE CO DEL COM 13123X102 16,909 1,504,396 SH   DFND 7 1,332,696 0 171,700
CALPINE CORP COM NEW 131347304 34,502 2,339,103 SH   DFND 1,5 954 0 2,338,149
CALPINE CORP COM NEW 131347304 276 18,700 SH   DFND 6 18,700 0 0
CALYXT INC COM 13173L107 82,879 3,384,193 SH   DFND 1,5 844,700 0 2,539,493
CAMBREX CORP COM 132011107 36,913 671,144 SH   DFND 1,5 1,745 0 669,399
CAMBREX CORP COM 132011107 28,331 515,100 SH   DFND 6 515,100 0 0
CAMBREX CORP COM 132011107 7,194 130,800 SH   DFND 7 130,800 0 0
CAMDEN NATL CORP COM 133034108 20,177 462,346 SH   DFND 1,5 7,516 0 454,830
CAMDEN NATL CORP COM 133034108 30,549 700,014 SH   DFND 6 700,014 0 0
CAMDEN NATL CORP COM 133034108 10,135 232,250 SH   DFND 7 232,250 0 0
CAMDEN PPTY TR SH BEN INT 133131102 121,930 1,333,300 SH   DFND 1 1,333,300 0 0
CAMDEN PPTY TR SH BEN INT 133131102 69,652 761,645 SH   DFND 1,5 23,594 0 738,051
CAMECO CORP COM 13321L108 2,394 247,900 SH   DFND 11 247,900 0 0
CAMPBELL SOUP CO COM 134429109 92,859 1,983,320 SH   DFND 1,5 73,300 0 1,910,020
CAMPBELL SOUP CO COM 134429109 2,289 48,879 SH   DFND 2 0 0 48,879
CAMPBELL SOUP CO COM 134429109 3,655 78,058 SH   DFND 3 78,058 0 0
CAMPBELL SOUP CO COM 134429109 449 9,600 SH   DFND 6 9,600 0 0
CAMPING WORLD HLDGS INC CL A 13462K109 23,438 575,300 SH   DFND 1,5 0 0 575,300
CANADA GOOSE HOLDINGS INC SHS SUB VTG 135086106 12,839 624,563 SH   DFND 1,5 41,900 0 582,663
CANADA GOOSE HOLDINGS INC SHS SUB VTG 135086106 440 21,390 SH   DFND 6 21,390 0 0
CANADA GOOSE HOLDINGS INC SHS SUB VTG 135086106 1,844 89,700 SH   DFND 7 76,700 0 13,000
CANADA GOOSE HOLDINGS INC SHS SUB VTG 135086106 96,163 4,677,874 SH   DFND 11 4,228,047 0 449,827
CANADIAN NAT RES LTD COM 136385101 311,437 9,298,756 SH   DFND 1,5 737,670 0 8,561,086
CANADIAN NAT RES LTD COM 136385101 4,308 128,635 SH   DFND 3 128,635 0 0
CANADIAN NAT RES LTD COM 136385101 362 10,806 SH   DFND 6 10,806 0 0
CANADIAN NAT RES LTD COM 136385101 15,338 457,960 SH   DFND 7 393,660 0 64,300
CANADIAN NAT RES LTD COM 136385101 558,243 16,667,818 SH   DFND 11 13,970,885 0 2,696,933
CANADIAN NAT RES LTD COM 136385101 1,286 38,400 SH   DFND   38,400 0 0
CANADIAN NATL RY CO COM 136375102 124,621 1,504,124 SH   DFND 1,5 0 0 1,504,124
CANADIAN NATL RY CO COM 136375102 569 6,864 SH   DFND 3 6,864 0 0
CANADIAN NATL RY CO COM 136375102 12,370 149,302 SH   DFND 6 80,702 0 68,600
CANADIAN NATL RY CO COM 136375102 39,354 474,982 SH   DFND 7 401,682 0 73,300
CANADIAN NATL RY CO COM 136375102 1,096,305 13,231,906 SH   DFND 11 11,845,186 0 1,386,720
CANADIAN NATL RY CO COM 136375102 3,008 36,305 SH   DFND   36,305 0 0
CANADIAN PAC RY LTD COM 13645T100 98,987 589,324 SH   DFND 1,5 0 0 589,324
CANADIAN PAC RY LTD COM 13645T100 330 1,965 SH   DFND 3 1,965 0 0
CANADIAN PAC RY LTD COM 13645T100 806 4,800 SH   DFND 7 4,800 0 0
CANADIAN PAC RY LTD COM 13645T100 262,757 1,564,342 SH   DFND 11 1,327,835 0 236,507
CANADIAN PAC RY LTD COM 13645T100 605 3,600 SH   DFND   3,600 0 0
CANTEL MEDICAL CORP COM 138098108 99,494 1,056,533 SH   DFND 1,5 1,474 0 1,055,059
CAPELLA EDUCATION COMPANY COM 139594105 2,525 36,000 SH   DFND 6 36,000 0 0
CAPITAL ONE FINL CORP COM 14040H105 1,896,343 22,399,517 SH   DFND 1,5 189,136 0 22,210,381
CAPITAL ONE FINL CORP COM 14040H105 10,320 121,894 SH   DFND 2 0 0 121,894
CAPITAL ONE FINL CORP COM 14040H105 26,162 309,026 SH   DFND 3 309,026 0 0
CAPITAL ONE FINL CORP COM 14040H105 26,209 309,575 SH   DFND 6 286,788 0 22,787
CAPITAL ONE FINL CORP COM 14040H105 108,711 1,284,092 SH   DFND 7 911,512 0 372,580
CAPITAL SR LIVING CORP COM 140475104 3,731 297,282 SH   DFND 1,5 0 0 297,282
CAPITAL SR LIVING CORP COM 140475104 6,817 543,200 SH   DFND 6 543,200 0 0
CAPITAL SR LIVING CORP COM 140475104 2,761 220,000 SH   DFND 7 220,000 0 0
CAPITOL FED FINL INC COM 14057J101 1,036 70,500 SH   DFND 1,5 0 0 70,500
CARA THERAPEUTICS INC COM 140755109 15,885 1,160,312 SH   DFND 1,5 0 0 1,160,312
CARBO CERAMICS INC COM 140781105 30,399 3,522,426 SH   DFND 1,5 1,160,000 0 2,362,426
CARDINAL HEALTH INC COM 14149Y108 364,718 5,450,067 SH   DFND 1,5 33 0 5,450,034
CARDINAL HEALTH INC COM 14149Y108 5,337 79,748 SH   DFND 2 0 0 79,748
CARDINAL HEALTH INC COM 14149Y108 67,601 1,010,181 SH   DFND 3 1,010,181 0 0
CARDINAL HEALTH INC COM 14149Y108 4,617 69,000 SH   DFND 6 69,000 0 0
CARDINAL HEALTH INC COM 14149Y108 4,447 66,452 SH   DFND 7 15,400 0 51,052
CARDINAL HEALTH INC COM 14149Y108 23,882 356,870 SH   DFND 11 356,870 0 0
CARDTRONICS PLC SHS CL A G1991C105 96,073 4,175,266 SH   DFND 1,5 54,833 0 4,120,433
CARDTRONICS PLC SHS CL A G1991C105 11,811 513,294 SH   DFND 6 513,294 0 0
CARDTRONICS PLC SHS CL A G1991C105 773 33,600 SH   DFND 7 33,600 0 0
CARETRUST REIT INC COM 14174T107 163,135 8,568,011 SH   DFND 1,5 117,572 0 8,450,439
CARETRUST REIT INC COM 14174T107 9,844 517,000 SH   DFND 6 517,000 0 0
CARETRUST REIT INC COM 14174T107 3,275 172,000 SH   DFND 7 0 0 172,000
CARLISLE COS INC COM 142339100 42,135 420,136 SH   DFND 1,5 0 0 420,136
CARLISLE COS INC COM 142339100 19,699 196,419 SH   DFND 6 196,419 0 0
CARLISLE COS INC COM 142339100 6,575 65,556 SH   DFND 7 53,156 0 12,400
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 36,051 1,527,605 SH   DFND 1,5 0 0 1,527,605
CARMAX INC COM 143130102 25,245 333,000 SH   DFND 1,5 103,131 0 229,869
CARMAX INC COM 143130102 3,501 46,179 SH   DFND 2 0 0 46,179
CARMAX INC COM 143130102 2,765 36,479 SH   DFND 3 36,479 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 44,992 696,800 SH   DFND 1,5 308 0 696,492
CARNIVAL CORP UNIT 99/99/9999 143658300 6,636 102,774 SH   DFND 2 0 0 102,774
CARNIVAL CORP UNIT 99/99/9999 143658300 9,505 147,203 SH   DFND 3 147,203 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 377 5,833 SH   DFND 6 5,833 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 4,205 65,118 SH   DFND 7 65,118 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 4,544 94,600 SH   DFND 1,5 0 0 94,600
CARPENTER TECHNOLOGY CORP COM 144285103 1,230 25,600 SH   DFND 6 25,600 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 620 12,900 SH   DFND 7 3,200 0 9,700
CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 10,737 8,594,000 PRN   DFND 1,5 0 0 0
CARRIAGE SVCS INC COM 143905107 31,426 1,227,594 SH   DFND 1,5 0 0 1,227,594
CARRIAGE SVCS INC COM 143905107 21,213 828,642 SH   DFND 6 828,642 0 0
CARRIAGE SVCS INC COM 143905107 3,236 126,417 SH   DFND 7 126,417 0 0
CARRIZO OIL & GAS INC COM 144577103 988 57,702 SH   DFND 1,5 0 0 57,702
CARROLS RESTAURANT GROUP INC COM 14574X104 7,740 710,050 SH   DFND 6 710,050 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 3,263 299,346 SH   DFND 7 299,346 0 0
CARS COM INC COM 14575E105 20,256 761,205 SH   DFND 1,5 107,589 0 653,616
CARTER INC COM 146229109 88,948 900,740 SH   DFND 1,5 0 0 900,740
CARTER INC COM 146229109 11,638 117,858 SH   DFND 6 117,858 0 0
CARTER INC COM 146229109 4,859 49,200 SH   DFND 7 49,200 0 0
CARVANA CO CL A 146869102 32,427 2,208,900 SH   DFND 1,5 0 0 2,208,900
CASTLIGHT HEALTH INC CL B 14862Q100 47,053 10,942,567 SH   DFND 1,5 1,512,221 0 9,430,346
CASTLIGHT HEALTH INC CL B 14862Q100 835 194,300 SH   DFND 6 194,300 0 0
CASTLIGHT HEALTH INC CL B 14862Q100 2,795 650,000 SH   DFND 7 650,000 0 0
CATALENT INC COM 148806102 123,573 3,095,506 SH   DFND 1,5 145,705 0 2,949,801
CATALENT INC COM 148806102 21,059 527,540 SH   DFND 6 527,540 0 0
CATALENT INC COM 148806102 7,924 198,505 SH   DFND 7 198,505 0 0
CATALYST PHARMACEUTICALS INC COM 14888U101 756 300,000 SH   DFND 1,5 0 0 300,000
CATERPILLAR INC DEL COM 149123101 1,334 10,700 SH   DFND 1 10,700 0 0
CATERPILLAR INC DEL COM 149123101 2,261,603 18,134,893 SH   DFND 1,5 1,651,746 0 16,483,147
CATERPILLAR INC DEL COM 149123101 18,573 148,929 SH   DFND 2 0 0 148,929
CATERPILLAR INC DEL COM 149123101 43,458 348,469 SH   DFND 3 348,469 0 0
CATERPILLAR INC DEL COM 149123101 27,938 224,024 SH   DFND 6 224,024 0 0
CATERPILLAR INC DEL COM 149123101 43,846 351,581 SH   DFND 7 141,501 0 210,080
CATHAY GEN BANCORP COM 149150104 34,495 858,080 SH   DFND 1,5 108,000 0 750,080
CAVCO INDS INC DEL COM 149568107 89,767 608,383 SH   DFND 1,5 705 0 607,678
CAVCO INDS INC DEL COM 149568107 767 5,200 SH   DFND 6 5,200 0 0
CAVCO INDS INC DEL COM 149568107 649 4,400 SH   DFND 7 4,400 0 0
CAVIUM INC COM 14964U108 525,503 7,969,406 SH   DFND 1,5 1,323,372 0 6,646,034
CAVIUM INC COM 14964U108 12,760 193,502 SH   DFND 1,9 0 0 193,502
CAVIUM INC COM 14964U108 97,409 1,477,243 SH   DFND 6 1,444,743 0 32,500
CAVIUM INC COM 14964U108 31,388 476,002 SH   DFND 7 426,002 0 50,000
CAVIUM INC COM 14964U108 13,043 197,800 SH   DFND 11 197,800 0 0
CBIZ INC COM 124805102 32,108 1,975,849 SH   DFND 1,5 27,067 0 1,948,782
CBIZ INC COM 124805102 29,290 1,802,479 SH   DFND 6 1,802,479 0 0
CBIZ INC COM 124805102 12,762 785,338 SH   DFND 7 693,538 0 91,800
CBL & ASSOC PPTYS INC COM 124830100 12,763 1,521,268 SH   DFND 1,5 0 0 1,521,268
CBOE HLDGS INC COM 12503M108 2,375 22,063 SH   DFND 1 22,063 0 0
CBOE HLDGS INC COM 12503M108 980,159 9,106,742 SH   DFND 1,5 444,058 0 8,662,684
CBOE HLDGS INC COM 12503M108 3,059 28,420 SH   DFND 2 0 0 28,420
CBOE HLDGS INC COM 12503M108 726 6,741 SH   DFND 3 6,741 0 0
CBOE HLDGS INC COM 12503M108 49,415 459,121 SH   DFND 6 459,121 0 0
CBOE HLDGS INC COM 12503M108 60,143 558,796 SH   DFND 7 486,696 0 72,100
CBRE GROUP INC CL A 12504L109 477,731 12,611,708 SH   DFND 1,5 21,114 0 12,590,594
CBRE GROUP INC CL A 12504L109 2,871 75,793 SH   DFND 2 0 0 75,793
CBRE GROUP INC CL A 12504L109 2,658 70,168 SH   DFND 3 70,168 0 0
CBRE GROUP INC CL A 12504L109 7,515 198,400 SH   DFND 6 198,400 0 0
CBRE GROUP INC CL A 12504L109 3,322 87,700 SH   DFND 7 87,700 0 0
CBS CORP NEW CL B 124857202 170,595 2,941,292 SH   DFND 1,5 103 0 2,941,189
CBS CORP NEW CL B 124857202 5,321 91,744 SH   DFND 2 0 0 91,744
CBS CORP NEW CL B 124857202 18,486 318,732 SH   DFND 3 318,732 0 0
CBS CORP NEW CL B 124857202 9,993 172,300 SH   DFND 6 172,300 0 0
CDK GLOBAL INC COM 12508E101 134,205 2,127,193 SH   DFND 1,5 196,400 0 1,930,793
CDK GLOBAL INC COM 12508E101 450 7,129 SH   DFND 3 7,129 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 1,616 18,470 SH   DFND 7 18,470 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 34,155 390,370 SH   DFND 11 390,370 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 6,118 69,920 SH   DFND   69,920 0 0
CDW CORP COM 12514G108 14,190 215,000 SH   DFND 1 215,000 0 0
CDW CORP COM 12514G108 739,053 11,197,773 SH   DFND 1,5 929,780 0 10,267,993
CDW CORP COM 12514G108 63,221 957,900 SH   DFND 11 957,900 0 0
CEDAR FAIR L P DEPOSITRY UNIT 150185106 290,367 4,528,498 SH   DFND 1,5 0 0 4,528,498
CEDAR REALTY TRUST INC COM NEW 150602209 30,375 5,404,793 SH   DFND 1,5 155,534 0 5,249,259
CEDAR REALTY TRUST INC COM NEW 150602209 5,102 907,816 SH   DFND 6 907,816 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 1,698 302,208 SH   DFND 7 0 0 302,208
CELADON GROUP INC COM 150838100 5,607 830,600 SH   DFND 1,5 0 0 830,600
CELANESE CORP DEL COM SER A 150870103 140,625 1,348,664 SH   DFND 1,5 0 0 1,348,664
CELANESE CORP DEL COM SER A 150870103 1,514 14,521 SH   DFND 3 14,521 0 0
CELANESE CORP DEL COM SER A 150870103 5,276 50,600 SH   DFND 11 50,600 0 0
CELGENE CORP COM 151020104 1,011 6,930 SH   DFND 1 6,930 0 0
CELGENE CORP COM 151020104 2,432,302 16,680,168 SH   DFND 1,5 1,265,505 0 15,414,663
CELGENE CORP COM 151020104 28,749 197,157 SH   DFND 2 0 0 197,157
CELGENE CORP COM 151020104 53,866 369,402 SH   DFND 3 369,402 0 0
CELGENE CORP COM 151020104 10,645 73,000 SH   DFND 6 73,000 0 0
CELGENE CORP COM 151020104 1,167 8,000 SH   DFND 7 8,000 0 0
CELLDEX THERAPEUTICS INC NEW COM 15117B103 25,582 8,944,852 SH   DFND 1,5 990,212 0 7,954,640
CELLECTIS S A SPONSORED ADS 15117K103 99,736 3,505,647 SH   DFND 1,5 402,132 0 3,103,515
CELLECTIS S A SPONSORED ADS 15117K103 933 32,800 SH   DFND 7 32,800 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 135,067 14,875,256 SH   DFND 1,5 1,167,747 0 13,707,509
CEMEX SAB DE CV SPON ADR NEW 151290889 10,182 1,121,356 SH   DFND 1,10 0 0 1,121,356
CEMEX SAB DE CV SPON ADR NEW 151290889 2,991 329,422 SH   DFND 6 329,422 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 5,179 570,404 SH   DFND 7 570,404 0 0
CEMPRA INC COM 15130J109 16,082 4,948,352 SH   DFND 1,5 800 0 4,947,552
CENOVUS ENERGY INC COM 15135U109 578,445 57,694,222 SH   DFND 1,5 2,659,135 0 55,035,087
CENOVUS ENERGY INC COM 15135U109 37,190 3,709,300 SH   DFND 1,10 77,000 0 3,632,300
CENOVUS ENERGY INC COM 15135U109 9,472 944,714 SH   DFND 6 944,714 0 0
CENOVUS ENERGY INC COM 15135U109 4,327 431,600 SH   DFND 7 364,200 0 67,400
CENOVUS ENERGY INC COM 15135U109 78,325 7,812,179 SH   DFND 11 7,170,679 0 641,500
CENOVUS ENERGY INC COM 15135U109 127 12,700 SH   DFND   12,700 0 0
CENTENE CORP DEL COM 15135B101 31,468 325,188 SH   DFND 1,5 125 0 325,063
CENTENE CORP DEL COM 15135B101 4,206 43,464 SH   DFND 2 0 0 43,464
CENTENE CORP DEL COM 15135B101 2,437 25,181 SH   DFND 3 25,181 0 0
CENTENE CORP DEL COM 15135B101 1,461 15,100 SH   DFND 7 15,100 0 0
CENTENNIAL RESOURCE DEV INC CL A 15136A102 407,882 22,697,964 SH   DFND 1,5 1,915,060 0 20,782,904
CENTENNIAL RESOURCE DEV INC CL A 15136A102 12,769 710,600 SH   DFND 6 595,200 0 115,400
CENTENNIAL RESOURCE DEV INC CL A 15136A102 11,258 626,468 SH   DFND 7 530,768 0 95,700
CENTENNIAL RESOURCE DEV INC CL A 15136A102 2,900 161,400 SH   DFND 11 161,400 0 0
CENTERPOINT ENERGY INC COM 15189T107 225,594 7,723,186 SH   DFND 1,5 233,245 0 7,489,941
CENTERPOINT ENERGY INC COM 15189T107 3,173 108,620 SH   DFND 2 0 0 108,620
CENTERPOINT ENERGY INC COM 15189T107 1,809 61,922 SH   DFND 3 61,922 0 0
CENTERPOINT ENERGY INC COM 15189T107 4,723 161,700 SH   DFND 7 161,700 0 0
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 1,460 360,612 SH   DFND 1,10 194,712 0 165,900
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 64,069 1,722,759 SH   DFND 1,5 17,057 0 1,705,702
CENTRAL GARDEN & PET CO COM 153527106 17,981 462,956 SH   DFND 1,5 0 0 462,956
CENTRAL PAC FINL CORP COM NEW 154760409 5,727 177,954 SH   DFND 1,5 19,746 0 158,208
CENTRAL VALLEY CMNTY BANCORP COM 155685100 4,193 188,017 SH   DFND 1,5 17,900 0 170,117
CENTURYLINK INC COM 156700106 54,127 2,863,872 SH   DFND 1,5 171 0 2,863,701
CENTURYLINK INC COM 156700106 2,618 138,505 SH   DFND 2 0 0 138,505
CENTURYLINK INC COM 156700106 4,270 225,910 SH   DFND 3 225,910 0 0
CENTURYLINK INC COM 156700106 774 40,972 SH   DFND 6 556 0 40,416
CENTURYLINK INC COM 156700106 235 12,447 SH   DFND 7 12,447 0 0
CERNER CORP COM 156782104 716,568 10,047,229 SH   DFND 1,5 386,930 0 9,660,299
CERNER CORP COM 156782104 5,662 79,383 SH   DFND 2 0 0 79,383
CERNER CORP COM 156782104 13,953 195,645 SH   DFND 3 195,645 0 0
CERNER CORP COM 156782104 378 5,300 SH   DFND 6 5,300 0 0
CERNER CORP COM 156782104 6,134 86,000 SH   DFND 7 86,000 0 0
CERNER CORP COM 156782104 4,351 61,000 SH   DFND 11 61,000 0 0
CF INDS HLDGS INC COM 125269100 278 7,917 SH   DFND 1 7,917 0 0
CF INDS HLDGS INC COM 125269100 578,242 16,446,009 SH   DFND 1,5 966,249 0 15,479,760
CF INDS HLDGS INC COM 125269100 2,067 58,780 SH   DFND 2 0 0 58,780
CF INDS HLDGS INC COM 125269100 3,541 100,720 SH   DFND 3 100,720 0 0
CF INDS HLDGS INC COM 125269100 16,449 467,836 SH   DFND 6 467,836 0 0
CF INDS HLDGS INC COM 125269100 18,446 524,626 SH   DFND 7 321,026 0 203,600
CHANGYOU COM LTD ADS REP CL A 15911M107 1,640 41,400 SH   DFND 1,5 0 0 41,400
CHARLES RIV LABS INTL INC COM 159864107 99,221 918,540 SH   DFND 1,5 178 0 918,362
CHARLES RIV LABS INTL INC COM 159864107 32,718 302,887 SH   DFND 6 302,887 0 0
CHARLES RIV LABS INTL INC COM 159864107 6,040 55,913 SH   DFND 7 55,913 0 0
CHARLES RIV LABS INTL INC COM 159864107 181,368 1,679,021 SH   DFND 11 1,679,021 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 10,250 28,203 SH   DFND 1 28,203 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 1,995,509 5,490,916 SH   DFND 1,5 373,568 0 5,117,348
CHARTER COMMUNICATIONS INC N CL A 16119P108 18,422 50,691 SH   DFND 2 0 0 50,691
CHARTER COMMUNICATIONS INC N CL A 16119P108 34,049 93,690 SH   DFND 3 93,690 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 16,634 45,772 SH   DFND 6 45,772 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 20,094 55,291 SH   DFND 7 26,214 0 29,077
CHARTER COMMUNICATIONS INC N CL A 16119P108 31,581 86,900 SH   DFND 11 86,900 0 0
CHASE CORP COM 16150R104 138,507 1,243,328 SH   DFND 1,5 126,919 0 1,116,409
CHECK POINT SOFTWARE TECH LT ORD M22465104 438,939 3,849,667 SH   DFND 1,5 474,992 0 3,374,675
CHECK POINT SOFTWARE TECH LT ORD M22465104 1,117 9,800 SH   DFND 6 9,800 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 3,843 33,705 SH   DFND 7 33,705 0 0
CHEETAH MOBILE INC ADR 163075104 456 54,200 SH   DFND 1,5 0 0 54,200
CHEGG INC COM 163092109 36,340 2,448,797 SH   DFND 1,5 192,616 0 2,256,181
CHEGG INC COM 163092109 562 37,900 SH   DFND 6 37,900 0 0
CHEMED CORP NEW COM 16359R103 135,288 669,577 SH   DFND 1,5 41,630 0 627,947
CHEMICAL FINL CORP COM 163731102 10,217 195,500 SH   DFND 6 195,500 0 0
CHEMICAL FINL CORP COM 163731102 4,092 78,300 SH   DFND 7 78,300 0 0
CHEMOURS CO COM 163851108 347 6,861 SH   DFND 1 6,861 0 0
CHEMOURS CO COM 163851108 739,036 14,602,564 SH   DFND 1,5 314,314 0 14,288,250
CHEMOURS CO COM 163851108 2,515 49,689 SH   DFND 3 49,689 0 0
CHEMOURS CO COM 163851108 6,124 121,000 SH   DFND 6 121,000 0 0
CHEMOURS CO COM 163851108 1,199 23,700 SH   DFND 7 23,700 0 0
CHENIERE ENERGY INC COM NEW 16411R208 492 10,915 SH   DFND 1 10,915 0 0
CHENIERE ENERGY INC COM NEW 16411R208 335,955 7,459,031 SH   DFND 1,5 500 0 7,458,531
CHENIERE ENERGY INC COM NEW 16411R208 887 19,700 SH   DFND 7 19,700 0 0
CHENIERE ENERGY PTNRS LP HLD COM REP LLC IN 16411W108 42,668 1,701,291 SH   DFND 1,5 0 0 1,701,291
CHENIERE ENERGY PTNRS LP HLD COM REP LLC IN 16411W108 710 28,300 SH   DFND 7 28,300 0 0
CHESAPEAKE ENERGY CORP COM 165167107 984 228,838 SH   DFND 2 0 0 228,838
CHESAPEAKE ENERGY CORP COM 165167107 3,071 714,223 SH   DFND 3 714,223 0 0
CHEVRON CORP NEW COM 166764100 3,418,164 29,090,760 SH   DFND 1,5 999,425 0 28,091,335
CHEVRON CORP NEW COM 166764100 56,112 477,552 SH   DFND 2 0 0 477,552
CHEVRON CORP NEW COM 166764100 278,930 2,373,877 SH   DFND 3 2,373,877 0 0
CHEVRON CORP NEW COM 166764100 70,113 596,707 SH   DFND 6 569,993 0 26,714
CHEVRON CORP NEW COM 166764100 132,392 1,126,744 SH   DFND 7 502,811 0 623,933
CHEVRON CORP NEW COM 166764100 25,956 220,900 SH   DFND 11 220,900 0 0
CHIASMA INC COM 16706W102 6,910 2,709,891 SH   DFND 1,5 36,700 0 2,673,191
CHICOS FAS INC COM 168615102 14,128 1,578,523 SH   DFND 1,5 172,970 0 1,405,553
CHILDRENS PL INC COM 168905107 110,498 935,239 SH   DFND 1,5 19,377 0 915,862
CHILDRENS PL INC COM 168905107 448 3,793 SH   DFND 3 3,793 0 0
CHILDRENS PL INC COM 168905107 2,670 22,600 SH   DFND 6 22,600 0 0
CHIMERA INVT CORP COM NEW 16934Q208 20,325 1,074,246 SH   DFND 1,5 246 0 1,074,000
CHIMERA INVT CORP COM NEW 16934Q208 1,171 61,900 SH   DFND 7 61,900 0 0
CHIMERIX INC COM 16934W106 36,751 7,000,277 SH   DFND 1,5 1,427,126 0 5,573,151
CHINA BIOLOGIC PRODS HLDGS I COM G21515104 102,516 1,111,048 SH   DFND 1,5 30,966 0 1,080,082
CHINA BIOLOGIC PRODS HLDGS I COM G21515104 7,086 76,800 SH   DFND 1,9 0 0 76,800
CHINA BIOLOGIC PRODS HLDGS I COM G21515104 2,095 22,700 SH   DFND 7 22,700 0 0
CHINA LODGING GROUP LTD SPONSORED ADR 16949N109 86,026 724,000 SH   DFND 1,5 225,200 0 498,800
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 97,228 1,922,644 SH   DFND 1,5 72,775 0 1,849,869
CHINA ONLINE ED GROUP SPONSORED ADR 16954L105 240 16,821 SH   DFND 1,9 0 0 16,821
CHINA RAPID FIN LTD SPONSORED ADR 16953Q105 158 23,960 SH   DFND 1,5 0 0 23,960
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 49,627 3,537,172 SH   DFND 1,5 127,752 0 3,409,420
CHIPMOS TECHNOLOGIES INC SPONSORED ADR 16965P103 10,871 562,683 SH   DFND 1,9 0 0 562,683
CHIPOTLE MEXICAN GRILL INC COM 169656105 376,198 1,222,095 SH   DFND 1,5 86,706 0 1,135,389
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,946 6,322 SH   DFND 2 0 0 6,322
CHIPOTLE MEXICAN GRILL INC COM 169656105 5,545 18,014 SH   DFND 3 18,014 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 13,058 42,419 SH   DFND 6 42,419 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 30,998 100,700 SH   DFND 11 100,700 0 0
CHUBB LIMITED COM H1467J104 799 5,603 SH   DFND 1 5,603 0 0
CHUBB LIMITED COM H1467J104 3,552,707 24,922,531 SH   DFND 1,5 1,678,167 0 23,244,364
CHUBB LIMITED COM H1467J104 16,719 117,287 SH   DFND 2 0 0 117,287
CHUBB LIMITED COM H1467J104 148,476 1,041,573 SH   DFND 3 1,041,573 0 0
CHUBB LIMITED COM H1467J104 17,635 123,714 SH   DFND 6 123,714 0 0
CHUBB LIMITED COM H1467J104 33,482 234,876 SH   DFND 7 154,476 0 80,400
CHUBB LIMITED COM H1467J104 1,754 12,304 SH   DFND 11 12,304 0 0
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 1,644 48,200 SH   DFND 1,5 0 0 48,200
CHURCH & DWIGHT INC COM 171340102 111,500 2,301,334 SH   DFND 1,5 503,288 0 1,798,046
CHURCH & DWIGHT INC COM 171340102 3,046 62,878 SH   DFND 2 0 0 62,878
CHURCH & DWIGHT INC COM 171340102 1,381 28,507 SH   DFND 3 28,507 0 0
CHURCHILL DOWNS INC COM 171484108 133,260 646,267 SH   DFND 1,5 29,181 0 617,086
CHURCHILL DOWNS INC COM 171484108 22,197 107,648 SH   DFND 6 107,648 0 0
CHURCHILL DOWNS INC COM 171484108 6,134 29,750 SH   DFND 7 29,750 0 0
CIDARA THERAPEUTICS INC COM 171757107 11,920 1,471,553 SH   DFND 1,5 0 0 1,471,553
CIENA CORP COM NEW 171779309 418 19,040 SH   DFND 1,5 0 0 19,040
CIENA CORP COM NEW 171779309 25,329 1,152,900 SH   DFND 6 1,152,900 0 0
CIENA CORP COM NEW 171779309 5,833 265,500 SH   DFND 7 265,500 0 0
CIGNA CORPORATION COM 125509109 1,485,073 7,944,117 SH   DFND 1,5 25,806 0 7,918,311
CIGNA CORPORATION COM 125509109 11,861 63,449 SH   DFND 2 0 0 63,449
CIGNA CORPORATION COM 125509109 28,716 153,609 SH   DFND 3 153,609 0 0
CIGNA CORPORATION COM 125509109 26,655 142,588 SH   DFND 6 142,588 0 0
CIGNA CORPORATION COM 125509109 33,572 179,586 SH   DFND 7 102,657 0 76,929
CIGNA CORPORATION COM 125509109 30,079 160,900 SH   DFND 11 160,900 0 0
CIMAREX ENERGY CO COM 171798101 508,135 4,470,262 SH   DFND 1,5 80,953 0 4,389,309
CIMAREX ENERGY CO COM 171798101 2,729 24,010 SH   DFND 2 0 0 24,010
CIMAREX ENERGY CO COM 171798101 12,051 106,016 SH   DFND 3 106,016 0 0
CIMAREX ENERGY CO COM 171798101 3,491 30,709 SH   DFND 6 30,709 0 0
CIMAREX ENERGY CO COM 171798101 3,547 31,200 SH   DFND 7 31,200 0 0
CIMPRESS N V SHS EURO N20146101 248,605 2,545,616 SH   DFND 1,5 0 0 2,545,616
CINCINNATI BELL INC NEW COM NEW 171871502 20,008 1,007,972 SH   DFND 1,5 0 0 1,007,972
CINCINNATI FINL CORP COM 172062101 2,879 37,605 SH   DFND 2 0 0 37,605
CINCINNATI FINL CORP COM 172062101 2,867 37,441 SH   DFND 3 37,441 0 0
CINEMARK HOLDINGS INC COM 17243V102 297 8,190 SH   DFND 1 8,190 0 0
CINEMARK HOLDINGS INC COM 17243V102 404,898 11,181,944 SH   DFND 1,5 3,197 0 11,178,747
CINEMARK HOLDINGS INC COM 17243V102 593 16,381 SH   DFND 3 16,381 0 0
CINEMARK HOLDINGS INC COM 17243V102 40,949 1,130,888 SH   DFND 6 1,068,388 0 62,500
CINEMARK HOLDINGS INC COM 17243V102 12,925 356,947 SH   DFND 7 327,447 0 29,500
CINER RES LP COM UNIT LTD 172464109 7,561 301,818 SH   DFND 1,5 0 0 301,818
CINTAS CORP COM 172908105 287,630 1,993,556 SH   DFND 1,5 136,335 0 1,857,221
CINTAS CORP COM 172908105 3,105 21,522 SH   DFND 2 0 0 21,522
CINTAS CORP COM 172908105 4,740 32,852 SH   DFND 3 32,852 0 0
CIRCOR INTL INC COM 17273K109 3,810 70,007 SH   DFND 1,5 0 0 70,007
CIRRUS LOGIC INC COM 172755100 177,863 3,335,768 SH   DFND 1,5 975,101 0 2,360,667
CIRRUS LOGIC INC COM 172755100 5,165 96,866 SH   DFND 1,9 0 0 96,866
CISCO SYS INC COM 17275R102 2,018 60,019 SH   DFND 1 60,019 0 0
CISCO SYS INC COM 17275R102 2,647,393 78,721,185 SH   DFND 1,5 3,231,343 0 75,489,842
CISCO SYS INC COM 17275R102 42,375 1,260,044 SH   DFND 2 0 0 1,260,044
CISCO SYS INC COM 17275R102 250,421 7,446,348 SH   DFND 3 7,446,348 0 0
CISCO SYS INC COM 17275R102 33,561 997,951 SH   DFND 6 997,951 0 0
CISCO SYS INC COM 17275R102 48,639 1,446,291 SH   DFND 7 332,852 0 1,113,439
CIT GROUP INC COM NEW 125581801 1,562 31,839 SH   DFND 1 31,839 0 0
CIT GROUP INC COM NEW 125581801 375,119 7,647,692 SH   DFND 1,5 101,930 0 7,545,762
CITI TRENDS INC COM 17306X102 23,094 1,162,259 SH   DFND 1,5 142,395 0 1,019,864
CITIGROUP INC COM NEW 172967424 1,883 25,882 SH   DFND 1 25,882 0 0
CITIGROUP INC COM NEW 172967424 7,305,706 100,435,879 SH   DFND 1,5 6,001,530 0 94,434,349
CITIGROUP INC COM NEW 172967424 49,944 686,605 SH   DFND 2 0 0 686,605
CITIGROUP INC COM NEW 172967424 202,246 2,780,390 SH   DFND 3 2,780,390 0 0
CITIGROUP INC COM NEW 172967424 90,777 1,247,964 SH   DFND 6 1,179,373 0 68,591
CITIGROUP INC COM NEW 172967424 234,912 3,229,469 SH   DFND 7 2,003,076 0 1,226,393
CITIZENS FINL GROUP INC COM 174610105 54,790 1,446,793 SH   DFND 1,5 506 0 1,446,287
CITIZENS FINL GROUP INC COM 174610105 4,778 126,173 SH   DFND 2 0 0 126,173
CITIZENS FINL GROUP INC COM 174610105 3,215 84,899 SH   DFND 3 84,899 0 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 10,643 9,175,000 PRN   DFND 1,5 0 0 0
CITRIX SYS INC COM 177376100 677,771 8,822,843 SH   DFND 1,5 113,444 0 8,709,399
CITRIX SYS INC COM 177376100 2,786 36,273 SH   DFND 2 0 0 36,273
CITRIX SYS INC COM 177376100 926 12,049 SH   DFND 3 12,049 0 0
CITRIX SYS INC COM 177376100 1,821 23,700 SH   DFND 7 23,700 0 0
CITY HLDG CO COM 177835105 30,491 424,011 SH   DFND 1,5 0 0 424,011
CIVEO CORP CDA COM 17878Y108 49,155 17,247,333 SH   DFND 1,5 1,626,019 0 15,621,314
CIVITAS SOLUTIONS INC COM 17887R102 86,500 4,688,346 SH   DFND 1,5 0 0 4,688,346
CIVITAS SOLUTIONS INC COM 17887R102 11,939 647,113 SH   DFND 6 647,113 0 0
CIVITAS SOLUTIONS INC COM 17887R102 4,752 257,540 SH   DFND 7 257,540 0 0
CLEARSIDE BIOMEDICAL INC COM 185063104 8,576 981,200 SH   DFND 1,5 0 0 981,200
CLEMENTIA PHARMACEUTICALS IN COM 185575107 8,445 500,000 SH   DFND 1,5 0 0 500,000
CLOROX CO DEL COM 189054109 4,291 32,526 SH   DFND 2 0 0 32,526
CLOROX CO DEL COM 189054109 9,126 69,182 SH   DFND 3 69,182 0 0
CLOUDERA INC COM 18914U100 43,568 2,758,801 SH   DFND 1,5 24,635 0 2,734,166
CLOVIS ONCOLOGY INC COM 189464100 106,674 1,294,591 SH   DFND 1,5 0 0 1,294,591
CLOVIS ONCOLOGY INC COM 189464100 29,754 361,090 SH   DFND 6 361,090 0 0
CLOVIS ONCOLOGY INC COM 189464100 7,752 94,080 SH   DFND 7 94,080 0 0
CME GROUP INC COM CL A 12572Q105 542 3,993 SH   DFND 1 3,993 0 0
CME GROUP INC COM CL A 12572Q105 583,191 4,298,284 SH   DFND 1,5 158,055 0 4,140,229
CME GROUP INC COM CL A 12572Q105 11,622 85,659 SH   DFND 2 0 0 85,659
CME GROUP INC COM CL A 12572Q105 16,100 118,659 SH   DFND 3 118,659 0 0
CME GROUP INC COM CL A 12572Q105 14,970 110,332 SH   DFND 6 89,732 0 20,600
CME GROUP INC COM CL A 12572Q105 40,983 302,058 SH   DFND 7 302,058 0 0
CME GROUP INC COM CL A 12572Q105 32,224 237,500 SH   DFND 11 237,500 0 0
CMS ENERGY CORP COM 125896100 105,832 2,284,801 SH   DFND 1,5 80,491 0 2,204,310
CMS ENERGY CORP COM 125896100 3,292 71,069 SH   DFND 2 0 0 71,069
CMS ENERGY CORP COM 125896100 2,284 49,319 SH   DFND 3 49,319 0 0
CMS ENERGY CORP COM 125896100 5,293 114,264 SH   DFND 6 114,264 0 0
CMS ENERGY CORP COM 125896100 11,728 253,192 SH   DFND 7 155,092 0 98,100
CMS ENERGY CORP COM 125896100 98,973 2,136,730 SH   DFND 11 2,136,730 0 0
CNH INDL N V SHS N20944109 192 16,020 SH   DFND 1,5 16,020 0 0
CNO FINL GROUP INC COM 12621E103 9,425 403,809 SH   DFND 1,5 21,200 0 382,609
CNOOC LTD SPONSORED ADR 126132109 3,126 24,100 SH   DFND 1,5 500 0 23,600
CNOOC LTD SPONSORED ADR 126132109 7,925 61,100 SH   DFND 1,9 0 0 61,100
COACH INC COM 189754104 282,080 7,002,969 SH   DFND 1,5 445,412 0 6,557,557
COACH INC COM 189754104 2,868 71,213 SH   DFND 2 0 0 71,213
COACH INC COM 189754104 3,260 80,940 SH   DFND 3 80,940 0 0
COACH INC COM 189754104 2,977 73,900 SH   DFND 6 73,900 0 0
COBALT INTL ENERGY INC COM NEW 19075F304 310 216,814 SH   DFND 1,5 11,127 0 205,687
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 16,747 72,812,000 PRN   DFND 1,5 0 0 0
COBIZ FINANCIAL INC COM 190897108 29,459 1,499,947 SH   DFND 1,5 700 0 1,499,247
COCA COLA BOTTLING CO CONS COM 191098102 47,724 221,199 SH   DFND 1,5 0 0 221,199
COCA COLA BOTTLING CO CONS COM 191098102 17,674 81,919 SH   DFND 6 81,919 0 0
COCA COLA BOTTLING CO CONS COM 191098102 4,106 19,032 SH   DFND 7 19,032 0 0
COCA COLA BOTTLING CO CONS COM 191098102 49,755 230,612 SH   DFND 11 230,612 0 0
COCA COLA CO COM 191216100 923 20,500 SH   DFND 1 20,500 0 0
COCA COLA CO COM 191216100 2,499,721 55,537,014 SH   DFND 1,5 4,583,612 0 50,953,402
COCA COLA CO COM 191216100 43,542 967,395 SH   DFND 2 0 0 967,395
COCA COLA CO COM 191216100 190,399 4,230,153 SH   DFND 3 4,230,153 0 0
COCA COLA CO COM 191216100 24,660 547,879 SH   DFND 6 547,879 0 0
COCA COLA CO COM 191216100 52,356 1,163,201 SH   DFND 7 236,430 0 926,771
COCA COLA EUROPEAN PARTNERS SHS G25839104 200,919 4,827,447 SH   DFND 1,5 383,777 0 4,443,670
COCA COLA EUROPEAN PARTNERS SHS G25839104 1,049 25,210 SH   DFND 1,10 0 0 25,210
COCA COLA EUROPEAN PARTNERS SHS G25839104 1,785 42,883 SH   DFND 3 42,883 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 6,919 165,016 SH   DFND 6 102,316 0 62,700
COCA COLA EUROPEAN PARTNERS SHS G25839104 11,934 284,642 SH   DFND 7 219,142 0 65,500
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 7,125 92,378 SH   DFND 1,5 0 0 92,378
CODEXIS INC COM 192005106 8,337 1,253,722 SH   DFND 1,5 203,200 0 1,050,522
CODORUS VY BANCORP INC COM 192025104 23,259 757,370 SH   DFND 1,5 84,885 0 672,485
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 54,023 1,104,759 SH   DFND 1,5 0 0 1,104,759
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 48,982 1,001,675 SH   DFND 6 972,175 0 29,500
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 24,462 500,237 SH   DFND 7 374,637 0 125,600
COGNEX CORP COM 192422103 28,471 258,168 SH   DFND 1,5 15,145 0 243,023
COGNEX CORP COM 192422103 56,767 514,755 SH   DFND 1,9 0 0 514,755
COGNEX CORP COM 192422103 529 4,794 SH   DFND 3 4,794 0 0
COGNEX CORP COM 192422103 2,388 21,650 SH   DFND 7 21,650 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 409 5,633 SH   DFND 1 5,633 0 0
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CONSTELLATION BRANDS INC CL A 21036P108 884,220 4,433,293 SH   DFND 1,5 259,517 0 4,173,776
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CVS HEALTH CORP COM 126650100 844 10,373 SH   DFND 1 10,373 0 0
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CYMABAY THERAPEUTICS INC COM 23257D103 16,472 2,043,720 SH   DFND 1,5 0 0 2,043,720
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CYPRESS SEMICONDUCTOR CORP COM 232806109 121,347 8,079,051 SH   DFND 1,5 391,520 0 7,687,531
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D R HORTON INC COM 23331A109 476,562 11,934,947 SH   DFND 1,5 1,063,599 0 10,871,348
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DANA INCORPORATED COM 235825205 1,253 44,800 SH   DFND 1,5 0 0 44,800
DANAHER CORP DEL COM 235851102 811 9,456 SH   DFND 1 9,456 0 0
DANAHER CORP DEL COM 235851102 1,580,141 18,420,860 SH   DFND 1,5 1,321,429 0 17,099,431
DANAHER CORP DEL COM 235851102 13,215 154,058 SH   DFND 2 0 0 154,058
DANAHER CORP DEL COM 235851102 26,221 305,683 SH   DFND 3 305,683 0 0
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DANAHER CORP DEL COM 235851102 88,503 1,031,743 SH   DFND 7 904,239 0 127,504
DANAHER CORP DEL COM 235851102 43,164 503,200 SH   DFND 11 503,200 0 0
DAQO NEW ENERGY CORP SPNSRD ADR NEW 23703Q203 488 16,800 SH   DFND 1,5 0 0 16,800
DARDEN RESTAURANTS INC COM 237194105 182,341 2,314,557 SH   DFND 1,5 14,165 0 2,300,392
DARDEN RESTAURANTS INC COM 237194105 2,489 31,589 SH   DFND 2 0 0 31,589
DARDEN RESTAURANTS INC COM 237194105 7,907 100,374 SH   DFND 3 100,374 0 0
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DARLING INGREDIENTS INC COM 237266101 296 16,900 SH   DFND 1 16,900 0 0
DARLING INGREDIENTS INC COM 237266101 163,448 9,329,201 SH   DFND 1,5 16,171 0 9,313,030
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DAVITA INC COM 23918K108 62,338 1,049,635 SH   DFND 1,5 0 0 1,049,635
DAVITA INC COM 23918K108 2,289 38,546 SH   DFND 2 0 0 38,546
DAVITA INC COM 23918K108 1,747 29,414 SH   DFND 3 29,414 0 0
DAVITA INC COM 23918K108 352 5,929 SH   DFND 7 5,929 0 0
DAVITA INC COM 23918K108 24,275 408,740 SH   DFND 11 408,740 0 0
DBV TECHNOLOGIES S A SPONSORED ADR 23306J101 87,845 2,069,871 SH   DFND 1,5 60,946 0 2,008,925
DBV TECHNOLOGIES S A SPONSORED ADR 23306J101 37,061 873,265 SH   DFND 6 873,265 0 0
DBV TECHNOLOGIES S A SPONSORED ADR 23306J101 9,563 225,326 SH   DFND 7 198,426 0 26,900
DBX ETF TR DB XTR MSCI EUR 233051853 243 8,592 SH   DFND 1,5 0 0 8,592
DCP MIDSTREAM LP COM UT LTD PTN 23311P100 12,832 370,451 SH   DFND 1,5 0 0 370,451
DCT INDUSTRIAL TRUST INC COM NEW 233153204 267,878 4,624,965 SH   DFND 1 4,624,965 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 272,425 4,703,467 SH   DFND 1,5 214,469 0 4,488,998
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DCT INDUSTRIAL TRUST INC COM NEW 233153204 21,424 369,891 SH   DFND 7 177,993 0 191,898
DDR CORP COM 23317H102 26,741 2,919,369 SH   DFND 1 2,919,369 0 0
DDR CORP COM 23317H102 80,728 8,813,050 SH   DFND 1,5 127,980 0 8,685,070
DDR CORP COM 23317H102 6,731 734,800 SH   DFND 6 734,800 0 0
DDR CORP COM 23317H102 2,857 311,940 SH   DFND 7 67,300 0 244,640
DEAN FOODS CO NEW COM NEW 242370203 44,379 4,078,966 SH   DFND 1,5 644,825 0 3,434,141
DECKERS OUTDOOR CORP COM 243537107 55,152 806,203 SH   DFND 1,5 335,000 0 471,203
DEERE & CO COM 244199105 686,051 5,462,623 SH   DFND 1,5 546,612 0 4,916,011
DEERE & CO COM 244199105 10,123 80,607 SH   DFND 2 0 0 80,607
DEERE & CO COM 244199105 22,856 181,990 SH   DFND 3 181,990 0 0
DEERE & CO COM 244199105 5,980 47,617 SH   DFND 6 47,617 0 0
DEERE & CO COM 244199105 1,243 9,900 SH   DFND 7 9,900 0 0
DEL FRISCOS RESTAURANT GROUP COM 245077102 6,262 430,390 SH   DFND 1,5 0 0 430,390
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DEL TACO RESTAURANTS INC COM 245496104 3,754 244,696 SH   DFND 6 244,696 0 0
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DELEK US HLDGS INC NEW COM 24665A103 6,722 251,469 SH   DFND 7 251,469 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 327,096 4,236,447 SH   DFND 1,5 212,168 0 4,024,279
DELL TECHNOLOGIES INC COM CL V 24703L103 58,871 762,481 SH   DFND 1,9 0 0 762,481
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DELL TECHNOLOGIES INC COM CL V 24703L103 1,228 15,900 SH   DFND 6 15,900 0 0
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DELPHI AUTOMOTIVE PLC SHS G27823106 698,512 7,098,700 SH   DFND 1,5 354,735 0 6,743,965
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DELPHI AUTOMOTIVE PLC SHS G27823106 21,430 217,789 SH   DFND 3 217,789 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 7,148 72,643 SH   DFND 6 63,243 0 9,400
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DELTA AIR LINES INC DEL COM NEW 247361702 304 6,300 SH   DFND 1 6,300 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 369,444 7,661,626 SH   DFND 1,5 558,771 0 7,102,855
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DELTA AIR LINES INC DEL COM NEW 247361702 19,929 413,286 SH   DFND 3 413,286 0 0
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DELUXE CORP COM 248019101 74,858 1,026,012 SH   DFND 6 984,832 0 41,180
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DENBURY RES INC COM NEW 247916208 23,186 17,303,064 SH   DFND 1,5 2,727,929 0 14,575,135
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DENNYS CORP COM 24869P104 4,983 400,220 SH   DFND 7 400,220 0 0
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DENTSPLY SIRONA INC COM 24906P109 1,695 28,335 SH   DFND 3 28,335 0 0
DEPOMED INC COM 249908104 981 169,400 SH   DFND 1,5 18,600 0 150,800
DERMIRA INC COM 24983L104 63,037 2,334,711 SH   DFND 1,5 8,552 0 2,326,159
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DESPEGAR COM CORP ORD SHS G27358103 39,418 1,231,800 SH   DFND 1,9 43,600 0 1,188,200
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DESPEGAR COM CORP ORD SHS G27358103 342 10,703 SH   DFND 11 10,703 0 0
DEUTSCHE BANK A G NOTE 7.500%12/3 251525AN1 5,248 5,000,000 PRN   DFND 1,5 0 0 0
DEVON ENERGY CORP NEW COM 25179M103 409,286 11,149,176 SH   DFND 1,5 2,013 0 11,147,163
DEVON ENERGY CORP NEW COM 25179M103 4,863 132,479 SH   DFND 2 0 0 132,479
DEVON ENERGY CORP NEW COM 25179M103 11,722 319,322 SH   DFND 3 319,322 0 0
DEVON ENERGY CORP NEW COM 25179M103 4,490 122,300 SH   DFND 7 122,300 0 0
DEXCOM INC COM 252131107 519,910 10,626,670 SH   DFND 1,5 736,009 0 9,890,661
DEXCOM INC COM 252131107 519 10,616 SH   DFND 3 10,616 0 0
DEXCOM INC COM 252131107 519 10,600 SH   DFND 6 10,600 0 0
DEXCOM INC COM 252131107 3,523 72,000 SH   DFND 7 72,000 0 0
DIAGEO P L C SPON ADR NEW 25243Q205 4,068 30,786 SH   DFND 3 30,786 0 0
DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 26,195 123,358 SH   DFND 1,5 43,199 0 80,159
DIAMONDBACK ENERGY INC COM 25278X109 990,794 10,114,271 SH   DFND 1,5 624,609 0 9,489,662
DIAMONDBACK ENERGY INC COM 25278X109 1,396 14,253 SH   DFND 3 14,253 0 0
DIAMONDBACK ENERGY INC COM 25278X109 37,530 383,119 SH   DFND 6 370,919 0 12,200
DIAMONDBACK ENERGY INC COM 25278X109 24,585 250,974 SH   DFND 7 237,474 0 13,500
DIAMONDBACK ENERGY INC COM 25278X109 14,748 150,550 SH   DFND 11 150,550 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 102,367 9,348,600 SH   DFND 1 9,348,600 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 102,096 9,323,833 SH   DFND 1,5 406,999 0 8,916,834
DIAMONDROCK HOSPITALITY CO COM 252784301 12,339 1,126,853 SH   DFND 6 1,126,853 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 4,120 376,300 SH   DFND 7 0 0 376,300
DICERNA PHARMACEUTICALS INC COM 253031108 8,459 1,471,111 SH   DFND 1,5 118,222 0 1,352,889
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DIGITAL RLTY TR INC COM 253868103 335,024 2,831,269 SH   DFND 1 2,831,269 0 0
DIGITAL RLTY TR INC COM 253868103 183,635 1,551,893 SH   DFND 1,5 58,160 0 1,493,733
DIGITAL RLTY TR INC COM 253868103 6,102 51,564 SH   DFND 2 0 0 51,564
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DIGITAL RLTY TR INC COM 253868103 1,645 13,900 SH   DFND 7 10,300 0 3,600
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DINEEQUITY INC COM 254423106 116,038 2,699,820 SH   DFND 1,5 0 0 2,699,820
DIODES INC COM 254543101 45,248 1,511,800 SH   DFND 1,5 100 0 1,511,700
DISCOVER FINL SVCS COM 254709108 703,768 10,914,509 SH   DFND 1,5 385,500 0 10,529,009
DISCOVER FINL SVCS COM 254709108 6,050 93,835 SH   DFND 2 0 0 93,835
DISCOVER FINL SVCS COM 254709108 13,399 207,808 SH   DFND 3 207,808 0 0
DISCOVER FINL SVCS COM 254709108 18,182 281,980 SH   DFND 6 254,959 0 27,021
DISCOVER FINL SVCS COM 254709108 31,515 488,759 SH   DFND 7 488,759 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 100,594 4,724,950 SH   DFND 1,5 288,400 0 4,436,550
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 826 38,792 SH   DFND 2 0 0 38,792
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 1,038 51,214 SH   DFND 2 0 0 51,214
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 461 22,748 SH   DFND 3 22,748 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 766 35,997 SH   DFND 3 35,997 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 39,816 35,590,000 PRN   DFND 1,5 0 0 0
DISH NETWORK CORP CL A 25470M109 84,628 1,560,542 SH   DFND 1,5 0 0 1,560,542
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DISH NETWORK CORP CL A 25470M109 715 13,178 SH   DFND 3 13,178 0 0
DISNEY WALT CO COM DISNEY 254687106 2,015,393 20,446,317 SH   DFND 1,5 1,613,855 0 18,832,462
DISNEY WALT CO COM DISNEY 254687106 38,340 388,966 SH   DFND 2 0 0 388,966
DISNEY WALT CO COM DISNEY 254687106 90,790 921,073 SH   DFND 3 921,073 0 0
DISNEY WALT CO COM DISNEY 254687106 18,654 189,251 SH   DFND 6 172,457 0 16,794
DISNEY WALT CO COM DISNEY 254687106 90,733 920,490 SH   DFND 7 750,807 0 169,683
DOLLAR GEN CORP NEW COM 256677105 440,112 5,430,126 SH   DFND 1,5 198,871 0 5,231,255
DOLLAR GEN CORP NEW COM 256677105 5,321 65,651 SH   DFND 2 0 0 65,651
DOLLAR GEN CORP NEW COM 256677105 9,408 116,071 SH   DFND 3 116,071 0 0
DOLLAR GEN CORP NEW COM 256677105 1,402 17,300 SH   DFND 6 17,300 0 0
DOLLAR GEN CORP NEW COM 256677105 3,314 40,891 SH   DFND 7 40,891 0 0
DOLLAR TREE INC COM 256746108 651 7,500 SH   DFND 1 7,500 0 0
DOLLAR TREE INC COM 256746108 1,331,824 15,340,059 SH   DFND 1,5 824,208 0 14,515,851
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DOLLAR TREE INC COM 256746108 18,746 215,913 SH   DFND 3 215,913 0 0
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DOMINOS PIZZA INC COM 25754A201 105,779 532,760 SH   DFND 1,5 88,736 0 444,024
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DOMTAR CORP COM NEW 257559203 243 5,600 SH   DFND 7 5,600 0 0
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DONNELLEY FINL SOLUTIONS INC COM 25787G100 38,059 1,765,280 SH   DFND 1,5 99,744 0 1,665,536
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DORMAN PRODUCTS INC COM 258278100 37,951 529,900 SH   DFND 1,5 0 0 529,900
DOUGLAS DYNAMICS INC COM 25960R105 5,948 150,976 SH   DFND 1,5 1,813 0 149,163
DOUGLAS EMMETT INC COM 25960P109 142,393 3,612,200 SH   DFND 1 3,612,200 0 0
DOUGLAS EMMETT INC COM 25960P109 269,966 6,848,446 SH   DFND 1,5 102,944 0 6,745,502
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DOVA PHARMACEUTICALS INC COM 25985T102 48,403 1,993,535 SH   DFND 1,5 17,900 0 1,975,635
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DOVER CORP COM 260003108 3,585 39,229 SH   DFND 2 0 0 39,229
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DR PEPPER SNAPPLE GROUP INC COM 26138E109 216,110 2,442,752 SH   DFND 1,5 197,102 0 2,245,650
DR PEPPER SNAPPLE GROUP INC COM 26138E109 4,051 45,795 SH   DFND 2 0 0 45,795
DR PEPPER SNAPPLE GROUP INC COM 26138E109 8,398 94,924 SH   DFND 3 94,924 0 0
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DTE ENERGY CO COM 233331107 159,430 1,485,002 SH   DFND 1,5 353 0 1,484,649
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DUKE ENERGY CORP NEW COM NEW 26441C204 91,304 1,087,993 SH   DFND 3 1,087,993 0 0
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DUKE REALTY CORP COM NEW 264411505 369,091 12,806,763 SH   DFND 1,5 636,633 0 12,170,130
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DUNKIN BRANDS GROUP INC COM 265504100 245,169 4,618,858 SH   DFND 1,5 442,137 0 4,176,721
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DXC TECHNOLOGY CO COM 23355L106 156,764 1,825,380 SH   DFND 1,5 26,840 0 1,798,540
DXC TECHNOLOGY CO COM 23355L106 79,327 923,700 SH   DFND 1,9 0 0 923,700
DXC TECHNOLOGY CO COM 23355L106 6,160 71,732 SH   DFND 2 0 0 71,732
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DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 45,092 2,097,317 SH   DFND 1,5 0 0 2,097,317
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E TRADE FINANCIAL CORP COM NEW 269246401 11,571 265,339 SH   DFND 6 265,339 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 15,836 363,120 SH   DFND 7 363,120 0 0
EAGLE BANCORP INC MD COM 268948106 326 4,856 SH   DFND 3 4,856 0 0
EAGLE MATERIALS INC COM 26969P108 709 6,645 SH   DFND 1 6,645 0 0
EAGLE MATERIALS INC COM 26969P108 457,330 4,286,133 SH   DFND 1,5 5,525 0 4,280,608
EAGLE MATERIALS INC COM 26969P108 57,685 540,625 SH   DFND 6 523,425 0 17,200
EAGLE MATERIALS INC COM 26969P108 53,444 500,879 SH   DFND 7 488,579 0 12,300
EAGLE MATERIALS INC COM 26969P108 5,132 48,100 SH   DFND 11 48,100 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 19,144 320,992 SH   DFND 1,5 0 0 320,992
EAST WEST BANCORP INC COM 27579R104 127,741 2,136,852 SH   DFND 1,5 14,300 0 2,122,552
EAST WEST BANCORP INC COM 27579R104 224 3,746 SH   DFND 3 3,746 0 0
EAST WEST BANCORP INC COM 27579R104 21,771 364,180 SH   DFND 6 343,080 0 21,100
EAST WEST BANCORP INC COM 27579R104 11,622 194,420 SH   DFND 7 183,820 0 10,600
EASTERN CO COM 276317104 280 9,740 SH   DFND 1,5 9,740 0 0
EASTMAN CHEM CO COM 277432100 369,659 4,085,086 SH   DFND 1,5 36 0 4,085,050
EASTMAN CHEM CO COM 277432100 3,304 36,510 SH   DFND 2 0 0 36,510
EASTMAN CHEM CO COM 277432100 12,438 137,454 SH   DFND 3 137,454 0 0
EASTMAN KODAK CO COM NEW 277461406 6,450 877,562 SH   DFND 1,5 0 0 877,562
EATON CORP PLC SHS G29183103 358,252 4,665,347 SH   DFND 1,5 428,034 0 4,237,313
EATON CORP PLC SHS G29183103 8,608 112,093 SH   DFND 2 0 0 112,093
EATON CORP PLC SHS G29183103 18,601 242,232 SH   DFND 3 242,232 0 0
EATON VANCE CORP COM NON VTG 278265103 17,299 350,404 SH   DFND 1,5 304 0 350,100
EBAY INC COM 278642103 533,148 13,862,409 SH   DFND 1,5 1,490,733 0 12,371,676
EBAY INC COM 278642103 9,648 250,846 SH   DFND 2 0 0 250,846
EBAY INC COM 278642103 19,185 498,823 SH   DFND 3 498,823 0 0
EBAY INC COM 278642103 13,229 343,980 SH   DFND 6 343,980 0 0
EBAY INC COM 278642103 46,553 1,210,432 SH   DFND 7 154,335 0 1,056,097
EBIX INC COM NEW 278715206 226,540 3,471,870 SH   DFND 1,5 381,188 0 3,090,682
EBIX INC COM NEW 278715206 69,656 1,067,522 SH   DFND 6 1,067,522 0 0
EBIX INC COM NEW 278715206 10,370 158,924 SH   DFND 7 158,924 0 0
ECHOSTAR CORP CL A 278768106 1,356 23,700 SH   DFND 1,5 0 0 23,700
ECOLAB INC COM 278865100 94,378 733,831 SH   DFND 1,5 99 0 733,732
ECOLAB INC COM 278865100 8,441 65,633 SH   DFND 2 0 0 65,633
ECOLAB INC COM 278865100 8,398 65,301 SH   DFND 3 65,301 0 0
ECOLAB INC COM 278865100 6,058 47,104 SH   DFND 6 47,104 0 0
ECOLAB INC COM 278865100 34,803 270,610 SH   DFND 7 270,610 0 0
ECOLAB INC COM 278865100 3,312 25,750 SH   DFND 11 25,750 0 0
EDGE THERAPEUTICS INC COM 279870109 524 48,824 SH   DFND 1,5 0 0 48,824
EDGEWELL PERS CARE CO COM 28035Q102 64,556 887,123 SH   DFND 1,5 0 0 887,123
EDISON INTL COM 281020107 284,865 3,691,390 SH   DFND 1,5 37 0 3,691,353
EDISON INTL COM 281020107 6,336 82,107 SH   DFND 2 0 0 82,107
EDISON INTL COM 281020107 7,838 101,569 SH   DFND 3 101,569 0 0
EDISON INTL COM 281020107 7,465 96,729 SH   DFND 6 96,729 0 0
EDISON INTL COM 281020107 22,761 294,946 SH   DFND 7 195,646 0 99,300
EDITAS MEDICINE INC COM 28106W103 85,670 3,568,109 SH   DFND 1,5 495,532 0 3,072,577
EDITAS MEDICINE INC COM 28106W103 659 27,455 SH   DFND 3 27,455 0 0
EDITAS MEDICINE INC COM 28106W103 730 30,424 SH   DFND 6 30,424 0 0
EDITAS MEDICINE INC COM 28106W103 21,804 908,128 SH   DFND 11 908,128 0 0
EDUCATION RLTY TR INC COM NEW 28140H203 43,321 1,205,700 SH   DFND 1,5 42,200 0 1,163,500
EDUCATION RLTY TR INC COM NEW 28140H203 8,706 242,300 SH   DFND 6 242,300 0 0
EDUCATION RLTY TR INC COM NEW 28140H203 2,950 82,100 SH   DFND 7 0 0 82,100
EDWARDS LIFESCIENCES CORP COM 28176E108 58,050 531,058 SH   DFND 1,5 305 0 530,753
EDWARDS LIFESCIENCES CORP COM 28176E108 5,817 53,212 SH   DFND 2 0 0 53,212
EDWARDS LIFESCIENCES CORP COM 28176E108 17,790 162,749 SH   DFND 3 162,749 0 0
EGAIN CORP COM NEW 28225C806 306 113,400 SH   DFND 1,9 0 0 113,400
EGALET CORP COM 28226B104 2,942 2,298,405 SH   DFND 1,5 0 0 2,298,405
EL PASO ELEC CO COM NEW 283677854 113,861 2,060,837 SH   DFND 1,5 0 0 2,060,837
EL POLLO LOCO HLDGS INC COM 268603107 1,397 115,007 SH   DFND 1,5 15,000 0 100,007
ELBIT SYS LTD ORD M3760D101 257,696 1,752,847 SH   DFND 1,5 118,575 0 1,634,272
ELBIT SYS LTD ORD M3760D101 499 3,400 SH   DFND 1,10 0 0 3,400
ELBIT SYS LTD ORD M3760D101 1,892 12,874 SH   DFND 6 12,874 0 0
ELBIT SYS LTD ORD M3760D101 2,425 16,510 SH   DFND 7 16,510 0 0
ELDORADO GOLD CORP NEW COM 284902103 21,054 9,587,835 SH   DFND 1,5 2,300 0 9,585,535
ELDORADO GOLD CORP NEW COM 284902103 37,840 17,231,670 SH   DFND 11 17,231,670 0 0
ELDORADO RESORTS INC COM 28470R102 218 8,500 SH   DFND 1 8,500 0 0
ELDORADO RESORTS INC COM 28470R102 81,427 3,174,547 SH   DFND 1,5 0 0 3,174,547
ELDORADO RESORTS INC COM 28470R102 6,236 243,132 SH   DFND 6 243,132 0 0
ELDORADO RESORTS INC COM 28470R102 426 16,600 SH   DFND 7 16,600 0 0
ELECTRONIC ARTS INC COM 285512109 891 7,547 SH   DFND 1 7,547 0 0
ELECTRONIC ARTS INC COM 285512109 3,479,871 29,475,445 SH   DFND 1,5 2,822,653 0 26,652,792
ELECTRONIC ARTS INC COM 285512109 186,650 1,580,977 SH   DFND 1,9 262 0 1,580,715
ELECTRONIC ARTS INC COM 285512109 9,185 77,801 SH   DFND 2 0 0 77,801
ELECTRONIC ARTS INC COM 285512109 15,777 133,635 SH   DFND 3 133,635 0 0
ELECTRONIC ARTS INC COM 285512109 18,859 159,740 SH   DFND 6 159,740 0 0
ELECTRONIC ARTS INC COM 285512109 18,541 157,049 SH   DFND 7 127,249 0 29,800
ELECTRONIC ARTS INC COM 285512109 68,829 583,002 SH   DFND 11 583,002 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 1,822 42,700 SH   DFND 6 23,500 0 19,200
ELECTRONICS FOR IMAGING INC COM 286082102 3,152 73,843 SH   DFND 7 47,043 0 26,800
ELLIE MAE INC COM 28849P100 55,980 681,600 SH   DFND 1,9 0 0 681,600
ELLIE MAE INC COM 28849P100 33,715 410,508 SH   DFND 6 410,508 0 0
ELLIE MAE INC COM 28849P100 12,174 148,230 SH   DFND 7 148,230 0 0
ELLINGTON FINANCIAL LLC COM 288522303 26,967 1,707,884 SH   DFND 1,5 0 0 1,707,884
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 3,775 260,000 SH   DFND 1,5 0 0 260,000
EMBOTELLADORA ANDINA S A SPON ADR A 29081P204 7,328 294,789 SH   DFND 1,5 0 0 294,789
EMBRAER S A SP ADR REP 4 COM 29082A107 21,551 953,150 SH   DFND 1,5 0 0 953,150
EMCOR GROUP INC COM 29084Q100 188,966 2,723,631 SH   DFND 1,5 58,997 0 2,664,634
EMCOR GROUP INC COM 29084Q100 3,441 49,600 SH   DFND 6 23,900 0 25,700
EMCOR GROUP INC COM 29084Q100 5,626 81,096 SH   DFND 7 59,926 0 21,170
EMERALD EXPOSITIONS EVENTS I COM 29103B100 163,936 7,054,044 SH   DFND 1,5 26,300 0 7,027,744
EMERALD EXPOSITIONS EVENTS I COM 29103B100 5,308 228,412 SH   DFND 6 228,412 0 0
EMERALD EXPOSITIONS EVENTS I COM 29103B100 356 15,300 SH   DFND 7 15,300 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 6,490 160,447 SH   DFND 1,5 25 0 160,422
EMERSON ELEC CO COM 291011104 47,176 750,725 SH   DFND 1,5 231,825 0 518,900
EMERSON ELEC CO COM 291011104 10,135 161,289 SH   DFND 2 0 0 161,289
EMERSON ELEC CO COM 291011104 24,125 383,919 SH   DFND 3 383,919 0 0
EMPIRE ST RLTY TR INC CL A 292104106 16,124 785,000 SH   DFND 1 785,000 0 0
EMPIRE ST RLTY TR INC CL A 292104106 18,682 909,520 SH   DFND 6 909,520 0 0
EMPIRE ST RLTY TR INC CL A 292104106 5,246 255,380 SH   DFND 7 255,380 0 0
EMPLOYERS HOLDINGS INC COM 292218104 104,024 2,288,748 SH   DFND 1,5 81,988 0 2,206,760
EMPLOYERS HOLDINGS INC COM 292218104 13,435 295,600 SH   DFND 6 295,600 0 0
EMPLOYERS HOLDINGS INC COM 292218104 6,410 141,043 SH   DFND 7 121,143 0 19,900
ENANTA PHARMACEUTICALS INC COM 29251M106 13,189 281,815 SH   DFND 1,5 0 0 281,815
ENBRIDGE INC COM 29250N105 118,987 2,848,536 SH   DFND 1,5 1,116 0 2,847,420
ENBRIDGE INC COM 29250N105 6,944 166,245 SH   DFND 3 166,245 0 0
ENBRIDGE INC COM 29250N105 13,663 327,103 SH   DFND 6 200,903 0 126,200
ENBRIDGE INC COM 29250N105 24,211 579,602 SH   DFND 7 527,002 0 52,600
ENBRIDGE INC COM 29250N105 989,691 23,693,140 SH   DFND 11 20,127,710 0 3,565,430
ENCANA CORP COM 292505104 105,642 8,973,125 SH   DFND 1,5 1,625 0 8,971,500
ENCANA CORP COM 292505104 3,424 290,800 SH   DFND 7 290,800 0 0
ENCANA CORP COM 292505104 2,413 204,930 SH   DFND 11 204,930 0 0
ENCORE CAP GROUP INC COM 292554102 37,934 856,290 SH   DFND 1,5 152,529 0 703,761
ENCORE CAP GROUP INC COM 292554102 19,354 436,880 SH   DFND 6 436,880 0 0
ENCORE CAP GROUP INC COM 292554102 5,989 135,200 SH   DFND 7 135,200 0 0
ENDO INTL PLC SHS G30401106 33,351 3,893,835 SH   DFND 1,5 0 0 3,893,835
ENDOCYTE INC COM 29269A102 3,446 2,444,092 SH   DFND 1,5 674,600 0 1,769,492
ENDURANCE INTL GROUP HLDGS I COM 29272B105 62,156 7,579,973 SH   DFND 1,5 362,600 0 7,217,373
ENDURANCE INTL GROUP HLDGS I COM 29272B105 23,927 2,917,900 SH   DFND 1,9 0 0 2,917,900
ENEL AMERICAS S A SPONSORED ADR 29274F104 2,301 225,120 SH   DFND 1,5 0 0 225,120
ENEL GENERACION CHILE S A SPONSORED ADR 29244T101 1,086 41,190 SH   DFND 1,5 0 0 41,190
ENERGEN CORP COM 29265N108 37,401 684,003 SH   DFND 1,5 0 0 684,003
ENERGEN CORP COM 29265N108 298 5,453 SH   DFND 3 5,453 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 37,335 810,741 SH   DFND 1,5 1,041 0 809,700
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 9,781 562,800 SH   DFND 1,5 0 0 562,800
ENERGY TRANSFER PARTNERS LP UNIT LTD PRT INT 29278N103 2,949 161,259 SH   DFND 1,5 309 0 160,950
ENERSYS COM 29275Y102 1,331 19,236 SH   DFND 1,5 66 0 19,170
ENGILITY HLDGS INC NEW COM 29286C107 101,958 2,939,979 SH   DFND 1,5 299,759 0 2,640,220
ENSCO PLC SHS CLASS A G3157S106 84,191 14,102,361 SH   DFND 1,5 36,653 0 14,065,708
ENSCO PLC SHS CLASS A G3157S106 536 89,860 SH   DFND 6 89,860 0 0
ENSIGN GROUP INC COM 29358P101 5,178 229,221 SH   DFND 1,5 26,000 0 203,221
ENSTAR GROUP LIMITED SHS G3075P101 467 2,100 SH   DFND 1 2,100 0 0
ENSTAR GROUP LIMITED SHS G3075P101 135,169 607,909 SH   DFND 1,5 366 0 607,543
ENSTAR GROUP LIMITED SHS G3075P101 5,654 25,429 SH   DFND 6 25,429 0 0
ENSTAR GROUP LIMITED SHS G3075P101 1,010 4,541 SH   DFND 7 4,541 0 0
ENTEGRA FINL CORP COM 29363J108 12,402 497,078 SH   DFND 6 497,078 0 0
ENTEGRA FINL CORP COM 29363J108 2,085 83,557 SH   DFND 7 83,557 0 0
ENTEGRIS INC COM 29362U104 136,791 4,741,439 SH   DFND 1,5 74,000 0 4,667,439
ENTEGRIS INC COM 29362U104 1,610 55,800 SH   DFND 1,9 0 0 55,800
ENTEGRIS INC COM 29362U104 1,160 40,200 SH   DFND 6 40,200 0 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 10,582 924,219 SH   DFND 1,5 0 0 924,219
ENTERGY CORP NEW COM 29364G103 56,813 744,021 SH   DFND 1,5 135,521 0 608,500
ENTERGY CORP NEW COM 29364G103 3,455 45,240 SH   DFND 2 0 0 45,240
ENTERGY CORP NEW COM 29364G103 63,895 836,759 SH   DFND 3 836,759 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 105,985 4,065,397 SH   DFND 1,5 0 0 4,065,397
ENTERPRISE PRODS PARTNERS L COM 293792107 1,512 58,000 SH   DFND 7 58,000 0 0
ENVESTNET INC COM 29404K106 57,140 1,120,400 SH   DFND   1,120,400 0 0
ENVISION HEALTHCARE CORP COM 29414D100 160,902 3,579,572 SH   DFND 1,5 1,041 0 3,578,531
ENVISION HEALTHCARE CORP COM 29414D100 1,369 30,450 SH   DFND 2 0 0 30,450
ENVISION HEALTHCARE CORP COM 29414D100 21,941 488,116 SH   DFND 6 434,674 0 53,442
ENVISION HEALTHCARE CORP COM 29414D100 9,707 215,959 SH   DFND 7 185,959 0 30,000
ENZYMOTEC LTD SHS M4059L101 331 28,900 SH   DFND 1,5 0 0 28,900
EOG RES INC COM 26875P101 1,575,207 16,282,888 SH   DFND 1,5 1,483,537 0 14,799,351
EOG RES INC COM 26875P101 14,078 145,520 SH   DFND 2 0 0 145,520
EOG RES INC COM 26875P101 25,850 267,210 SH   DFND 3 267,210 0 0
EOG RES INC COM 26875P101 22,981 237,557 SH   DFND 6 208,182 0 29,375
EOG RES INC COM 26875P101 61,837 639,205 SH   DFND 7 561,305 0 77,900
EOG RES INC COM 26875P101 116,128 1,200,412 SH   DFND 11 1,200,412 0 0
EPAM SYS INC COM 29414B104 233,829 2,659,262 SH   DFND 1,5 250 0 2,659,012
EPAM SYS INC COM 29414B104 37,411 425,466 SH   DFND 6 398,566 0 26,900
EPAM SYS INC COM 29414B104 16,897 192,164 SH   DFND 7 169,264 0 22,900
EPIZYME INC COM 29428V104 192,091 10,083,518 SH   DFND 1,5 146,659 0 9,936,859
EPIZYME INC COM 29428V104 463 24,300 SH   DFND 6 24,300 0 0
EPIZYME INC COM 29428V104 1,143 60,000 SH   DFND 7 60,000 0 0
EPLUS INC COM 294268107 93,481 1,011,156 SH   DFND 1,5 0 0 1,011,156
EQT CORP COM 26884L109 136,798 2,096,844 SH   DFND 1,5 0 0 2,096,844
EQT CORP COM 26884L109 2,849 43,677 SH   DFND 2 0 0 43,677
EQT CORP COM 26884L109 8,608 131,946 SH   DFND 3 131,946 0 0
EQT CORP COM 26884L109 814 12,475 SH   DFND 7 12,475 0 0
EQT MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 1,994 26,600 SH   DFND 1,5 0 0 26,600
EQUIFAX INC COM 294429105 380,443 3,589,423 SH   DFND 1,5 352,620 0 3,236,803
EQUIFAX INC COM 294429105 3,215 30,335 SH   DFND 2 0 0 30,335
EQUIFAX INC COM 294429105 2,303 21,728 SH   DFND 3 21,728 0 0
EQUIFAX INC COM 294429105 244 2,300 SH   DFND 6 2,300 0 0
EQUIFAX INC COM 294429105 3,180 30,000 SH   DFND 11 30,000 0 0
EQUINIX INC COM PAR $0.001 29444U700 573,374 1,284,727 SH   DFND 1 1,284,727 0 0
EQUINIX INC COM PAR $0.001 29444U700 496,540 1,112,571 SH   DFND 1,5 26,360 0 1,086,211
EQUINIX INC COM PAR $0.001 29444U700 8,763 19,634 SH   DFND 2 0 0 19,634
EQUINIX INC COM PAR $0.001 29444U700 14,022 31,419 SH   DFND 3 31,419 0 0
EQUINIX INC COM PAR $0.001 29444U700 66,116 148,143 SH   DFND 6 148,143 0 0
EQUINIX INC COM PAR $0.001 29444U700 27,314 61,200 SH   DFND 7 12,600 0 48,600
EQUITY COMWLTH COM SH BEN INT 294628102 2,130 70,068 SH   DFND 1,5 47 0 70,021
EQUITY COMWLTH CUM PFD S D 6.5% 294628201 820 31,237 SH   DFND 1,5 0 0 31,237
EQUITY LIFESTYLE PPTYS INC COM 29472R108 287,030 3,373,645 SH   DFND 1 3,373,645 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 649,603 7,635,201 SH   DFND 1,5 127,234 0 7,507,967
EQUITY LIFESTYLE PPTYS INC COM 29472R108 41,925 492,768 SH   DFND 6 492,768 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 22,765 267,572 SH   DFND 7 117,876 0 149,696
EQUITY RESIDENTIAL SH BEN INT 29476L107 135,381 2,053,400 SH   DFND 1 2,053,400 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 260,879 3,956,915 SH   DFND 1,5 87,011 0 3,869,904
EQUITY RESIDENTIAL SH BEN INT 29476L107 6,103 92,565 SH   DFND 2 0 0 92,565
EQUITY RESIDENTIAL SH BEN INT 29476L107 11,308 171,514 SH   DFND 3 171,514 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 11,926 180,895 SH   DFND 6 180,895 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 3,920 59,454 SH   DFND 7 0 0 59,454
EQUITY RESIDENTIAL SH BEN INT 29476L107 6,443 97,720 SH   DFND 11 97,720 0 0
ERA GROUP INC COM 26885G109 2,362 211,100 SH   DFND 1,5 200 0 210,900
ERICSSON ADR B SEK 10 294821608 11,813 2,054,520 SH   DFND 1,5 0 0 2,054,520
ESPERION THERAPEUTICS INC NE COM 29664W105 67,306 1,342,888 SH   DFND 1,5 0 0 1,342,888
ESSENDANT INC COM 296689102 34,761 2,639,394 SH   DFND 1,5 447,446 0 2,191,948
ESSENT GROUP LTD COM G3198U102 226,072 5,582,014 SH   DFND 1,5 0 0 5,582,014
ESSENT GROUP LTD COM G3198U102 56,497 1,394,998 SH   DFND 6 1,350,998 0 44,000
ESSENT GROUP LTD COM G3198U102 16,505 407,540 SH   DFND 7 369,440 0 38,100
ESSEX PPTY TR INC COM 297178105 214,808 845,600 SH   DFND 1 845,600 0 0
ESSEX PPTY TR INC COM 297178105 435,561 1,714,604 SH   DFND 1,5 52,758 0 1,661,846
ESSEX PPTY TR INC COM 297178105 4,224 16,629 SH   DFND 2 0 0 16,629
ESSEX PPTY TR INC COM 297178105 7,475 29,426 SH   DFND 3 29,426 0 0
ESSEX PPTY TR INC COM 297178105 33,255 130,910 SH   DFND 6 130,910 0 0
ESSEX PPTY TR INC COM 297178105 11,706 46,083 SH   DFND 7 2,870 0 43,213
ETSY INC COM 29786A106 6,372 377,500 SH   DFND 1,5 128,400 0 249,100
EURONAV NV ANTWERPEN SHS B38564108 15,860 1,929,369 SH   DFND 6 1,517,869 0 411,500
EURONAV NV ANTWERPEN SHS B38564108 11,201 1,362,648 SH   DFND 7 1,010,058 0 352,590
EURONET WORLDWIDE INC COM 298736109 207,208 2,185,970 SH   DFND 1,5 955 0 2,185,015
EURONET WORLDWIDE INC COM 298736109 11,510 121,429 SH   DFND 6 121,429 0 0
EURONET WORLDWIDE INC COM 298736109 4,787 50,500 SH   DFND 7 50,500 0 0
EURONET WORLDWIDE INC COM 298736109 86,904 916,810 SH   DFND 11 916,810 0 0
EVEREST RE GROUP LTD COM G3223R108 2,364 10,350 SH   DFND 2 0 0 10,350
EVEREST RE GROUP LTD COM G3223R108 2,037 8,918 SH   DFND 3 8,918 0 0
EVERSOURCE ENERGY COM 30040W108 4,827 79,858 SH   DFND 2 0 0 79,858
EVERSOURCE ENERGY COM 30040W108 7,175 118,717 SH   DFND 3 118,717 0 0
EVERSOURCE ENERGY COM 30040W108 787 13,016 SH   DFND 7 13,016 0 0
EVERTEC INC COM 30040P103 91,658 5,782,852 SH   DFND 1,5 898,625 0 4,884,227
EVERTEC INC COM 30040P103 12,907 814,300 SH   DFND 6 814,300 0 0
EVERTEC INC COM 30040P103 5,407 341,110 SH   DFND 7 341,110 0 0
EVOLENT HEALTH INC CL A 30050B101 108,716 6,107,635 SH   DFND 1,5 121,064 0 5,986,571
EVOLENT HEALTH INC CL A 30050B101 31,343 1,760,850 SH   DFND 6 1,760,850 0 0
EVOLENT HEALTH INC CL A 30050B101 9,910 556,740 SH   DFND 7 556,740 0 0
EXACT SCIENCES CORP COM 30063P105 114,498 2,429,933 SH   DFND 1,5 7,200 0 2,422,733
EXACT SCIENCES CORP COM 30063P105 994 21,100 SH   DFND 6 21,100 0 0
EXACTECH INC COM 30064E109 5,018 152,277 SH   DFND 1,5 50,367 0 101,910
EXELIXIS INC COM 30161Q104 983,895 40,606,497 SH   DFND 1,5 9,160,869 0 31,445,628
EXELIXIS INC COM 30161Q104 1,709 70,532 SH   DFND 3 70,532 0 0
EXELIXIS INC COM 30161Q104 24,390 1,006,613 SH   DFND 6 1,006,613 0 0
EXELIXIS INC COM 30161Q104 6,934 286,190 SH   DFND 7 286,190 0 0
EXELON CORP COM 30161N101 1,810,245 48,055,342 SH   DFND 1,5 1,704,654 0 46,350,688
EXELON CORP COM 30161N101 9,114 241,948 SH   DFND 2 0 0 241,948
EXELON CORP COM 30161N101 143,022 3,796,719 SH   DFND 3 3,796,719 0 0
EXELON CORP COM 30161N101 31,769 843,339 SH   DFND 6 780,392 0 62,947
EXELON CORP COM 30161N101 44,260 1,174,934 SH   DFND 7 577,417 0 597,517
EXLSERVICE HOLDINGS INC COM 302081104 116,101 1,990,760 SH   DFND 1,5 23,768 0 1,966,992
EXLSERVICE HOLDINGS INC COM 302081104 57,173 980,340 SH   DFND 6 951,240 0 29,100
EXLSERVICE HOLDINGS INC COM 302081104 16,684 286,074 SH   DFND 7 255,774 0 30,300
EXLSERVICE HOLDINGS INC COM 302081104 29,160 500,000 SH   DFND 11 500,000 0 0
EXPEDIA INC DEL COM NEW 30212P303 319,937 2,222,714 SH   DFND 1,5 405,019 0 1,817,695
EXPEDIA INC DEL COM NEW 30212P303 4,432 30,790 SH   DFND 2 0 0 30,790
EXPEDIA INC DEL COM NEW 30212P303 2,461 17,098 SH   DFND 3 17,098 0 0
EXPEDIA INC DEL COM NEW 30212P303 4,672 32,455 SH   DFND 6 32,455 0 0
EXPEDIA INC DEL COM NEW 30212P303 17,778 123,509 SH   DFND 7 13,669 0 109,840
EXPEDITORS INTL WASH INC COM 302130109 172,947 2,889,193 SH   DFND 1,5 74,398 0 2,814,795
EXPEDITORS INTL WASH INC COM 302130109 2,726 45,547 SH   DFND 2 0 0 45,547
EXPEDITORS INTL WASH INC COM 302130109 8,870 148,174 SH   DFND 3 148,174 0 0
EXPEDITORS INTL WASH INC COM 302130109 1,533 25,614 SH   DFND 6 25,614 0 0
EXPEDITORS INTL WASH INC COM 302130109 3,778 63,119 SH   DFND 7 63,119 0 0
EXPONENT INC COM 30214U102 17,891 242,100 SH   DFND 1,5 0 0 242,100
EXPRESS SCRIPTS HLDG CO COM 30219G108 59,646 941,976 SH   DFND 1,5 892 0 941,084
EXPRESS SCRIPTS HLDG CO COM 30219G108 9,216 145,546 SH   DFND 2 0 0 145,546
EXPRESS SCRIPTS HLDG CO COM 30219G108 13,172 208,025 SH   DFND 3 208,025 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 2,776 43,833 SH   DFND 6 43,833 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 4,946 78,116 SH   DFND 7 0 0 78,116
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 10,296 514,800 SH   DFND 1 514,800 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 139,712 6,985,600 SH   DFND 1,5 1,358,000 0 5,627,600
EXTERRAN CORP COM 30227H106 5,384 170,323 SH   DFND 1,5 368 0 169,955
EXTRA SPACE STORAGE INC COM 30225T102 245,761 3,075,083 SH   DFND 1 3,075,083 0 0
EXTRA SPACE STORAGE INC COM 30225T102 583,603 7,302,344 SH   DFND 1,5 133,763 0 7,168,581
EXTRA SPACE STORAGE INC COM 30225T102 2,536 31,730 SH   DFND 2 0 0 31,730
EXTRA SPACE STORAGE INC COM 30225T102 2,273 28,440 SH   DFND 3 28,440 0 0
EXTRA SPACE STORAGE INC COM 30225T102 42,074 526,451 SH   DFND 6 514,468 0 11,983
EXTRA SPACE STORAGE INC COM 30225T102 40,242 503,534 SH   DFND 7 242,305 0 261,229
EXTRACTION OIL AND GAS INC COM 30227M105 787 51,145 SH   DFND 1 51,145 0 0
EXTRACTION OIL AND GAS INC COM 30227M105 122,735 7,975,010 SH   DFND 1,5 13,303 0 7,961,707
EXTRACTION OIL AND GAS INC COM 30227M105 36,722 2,386,101 SH   DFND 6 2,311,715 0 74,386
EXTRACTION OIL AND GAS INC COM 30227M105 13,553 880,654 SH   DFND 7 815,096 0 65,558
EXTREME NETWORKS INC COM 30226D106 17,049 1,433,923 SH   DFND 6 1,283,623 0 150,300
EXTREME NETWORKS INC COM 30226D106 8,069 678,626 SH   DFND 7 565,926 0 112,700
EXXON MOBIL CORP COM 30231G102 859,698 10,486,674 SH   DFND 1,5 275,462 0 10,211,212
EXXON MOBIL CORP COM 30231G102 87,540 1,067,817 SH   DFND 2 0 0 1,067,817
EXXON MOBIL CORP COM 30231G102 100,445 1,225,234 SH   DFND 3 1,225,234 0 0
EXXON MOBIL CORP COM 30231G102 11,121 135,652 SH   DFND 6 119,483 0 16,169
EXXON MOBIL CORP COM 30231G102 17,694 215,828 SH   DFND 7 175,796 0 40,032
F M C CORP COM NEW 302491303 660,888 7,399,933 SH   DFND 1,5 403,514 0 6,996,419
F M C CORP COM NEW 302491303 3,019 33,801 SH   DFND 2 0 0 33,801
F M C CORP COM NEW 302491303 4,128 46,224 SH   DFND 3 46,224 0 0
F M C CORP COM NEW 302491303 5,619 62,915 SH   DFND 6 62,915 0 0
F M C CORP COM NEW 302491303 21,147 236,780 SH   DFND 7 44,350 0 192,430
F5 NETWORKS INC COM 315616102 256,667 2,128,954 SH   DFND 1,5 4,230 0 2,124,724
F5 NETWORKS INC COM 315616102 1,931 16,014 SH   DFND 2 0 0 16,014
F5 NETWORKS INC COM 315616102 567 4,704 SH   DFND 3 4,704 0 0
F5 NETWORKS INC COM 315616102 5,510 45,700 SH   DFND 6 45,700 0 0
F5 NETWORKS INC COM 315616102 3,862 32,037 SH   DFND 7 32,037 0 0
FABRINET SHS G3323L100 112,968 3,048,255 SH   DFND 1,5 88,800 0 2,959,455
FABRINET SHS G3323L100 2,791 75,300 SH   DFND 6 75,300 0 0
FACEBOOK INC CL A 30303M102 4,988 29,192 SH   DFND 1 29,192 0 0
FACEBOOK INC CL A 30303M102 20,748,179 121,426,691 SH   DFND 1,5 13,075,900 0 108,350,791
FACEBOOK INC CL A 30303M102 793,949 4,646,510 SH   DFND 1,9 361 0 4,646,149
FACEBOOK INC CL A 30303M102 102,067 597,339 SH   DFND 2 0 0 597,339
FACEBOOK INC CL A 30303M102 197,264 1,154,469 SH   DFND 3 1,154,469 0 0
FACEBOOK INC CL A 30303M102 104,760 613,097 SH   DFND 6 613,097 0 0
FACEBOOK INC CL A 30303M102 134,730 788,496 SH   DFND 7 606,472 0 182,024
FACEBOOK INC CL A 30303M102 40,872 239,200 SH   DFND 11 239,200 0 0
FACTSET RESH SYS INC COM 303075105 12,801 71,074 SH   DFND 1,5 150 0 70,924
FACTSET RESH SYS INC COM 303075105 3,245 18,016 SH   DFND 3 18,016 0 0
FAIR ISAAC CORP COM 303250104 64,210 457,013 SH   DFND 1,5 0 0 457,013
FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 1,651 345,300 SH   DFND 1,5 0 0 345,300
FASTENAL CO COM 311900104 91,522 2,007,939 SH   DFND 1,5 527 0 2,007,412
FASTENAL CO COM 311900104 3,308 72,572 SH   DFND 2 0 0 72,572
FASTENAL CO COM 311900104 38,882 853,057 SH   DFND 3 853,057 0 0
FASTENAL CO COM 311900104 273 6,000 SH   DFND 6 6,000 0 0
FATE THERAPEUTICS INC COM 31189P102 15,724 3,970,785 SH   DFND 1,5 376,236 0 3,594,549
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 2,262 18,208 SH   DFND 2 0 0 18,208
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 4,022 32,379 SH   DFND 3 32,379 0 0
FEDERAL SIGNAL CORP COM 313855108 25,082 1,178,685 SH   DFND 6 1,178,685 0 0
FEDERAL SIGNAL CORP COM 313855108 8,796 413,324 SH   DFND 7 413,324 0 0
FEDERATED INVS INC PA CL B 314211103 249,930 8,415,153 SH   DFND 1,5 62,300 0 8,352,853
FEDEX CORP COM 31428X106 803,944 3,563,896 SH   DFND 1,5 319,199 0 3,244,697
FEDEX CORP COM 31428X106 14,030 62,195 SH   DFND 2 0 0 62,195
FEDEX CORP COM 31428X106 33,357 147,872 SH   DFND 3 147,872 0 0
FEDEX CORP COM 31428X106 13,459 59,664 SH   DFND 6 55,012 0 4,652
FEDEX CORP COM 31428X106 68,425 303,331 SH   DFND 7 176,133 0 127,198
FERRARI N V COM N3167Y103 7,015 63,495 SH   DFND 1,5 0 0 63,495
FERRO CORP COM 315405100 28,239 1,266,319 SH   DFND 6 1,196,919 0 69,400
FERRO CORP COM 315405100 11,670 523,323 SH   DFND 7 454,023 0 69,300
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 471 26,300 SH   DFND 1 26,300 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 432,601 24,152,046 SH   DFND 1,5 1,344,057 0 22,807,989
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 11,960 667,756 SH   DFND 3 667,756 0 0
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 75,564 5,580,800 SH   DFND 1,5 233,400 0 5,347,400
FIBROCELL SCIENCE INC COM PAR 315721308 1,797 587,414 SH   DFND 1,5 0 0 587,414
FIBROGEN INC COM 31572Q808 356,434 6,625,160 SH   DFND 1,5 359,185 0 6,265,975
FIBROGEN INC COM 31572Q808 882 16,400 SH   DFND 6 16,400 0 0
FIDELITY MSCI FINLS IDX 316092501 461 12,132 SH   DFND 3 12,132 0 0
FIDELITY MSCI INDL INDX 316092709 321 8,774 SH   DFND 3 8,774 0 0
FIDELITY MSCI HLTH CARE I 316092600 607 15,358 SH   DFND 3 15,358 0 0
FIDELITY MSCI INFO TECH I 316092808 852 18,459 SH   DFND 3 18,459 0 0
FIDELITY CONSMR STAPLES 316092303 273 8,431 SH   DFND 3 8,431 0 0
FIDELITY MSCI CONSM DIS 316092204 234 6,516 SH   DFND 3 6,516 0 0
FIDELITY & GTY LIFE COM 315785105 92,287 2,972,200 SH   DFND 11 2,972,200 0 0
FIDELITY COMWLTH TR NDQ CP IDX TRK 315912808 4,894 19,181 SH   DFND 3 19,181 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 14,402 5,350,000 PRN   DFND 1,5 0 0 0
FIDELITY NATIONAL FINANCIAL FNFV GROUP COM 31620R402 9,288 541,592 SH   DFND 1,5 0 0 541,592
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 622,014 13,106,075 SH   DFND 1,5 303,414 0 12,802,661
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 733 15,436 SH   DFND 3 15,436 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 8,283 174,536 SH   DFND 6 152,703 0 21,833
FIDELITY NATIONAL FINANCIAL FNFV GROUP COM 31620R402 1,729 100,800 SH   DFND 6 100,800 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 4,991 105,172 SH   DFND 7 105,172 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 432,144 4,627,308 SH   DFND 1,5 36,400 0 4,590,908
FIDELITY NATL INFORMATION SV COM 31620M106 37,877 405,576 SH   DFND 1,9 0 0 405,576
FIDELITY NATL INFORMATION SV COM 31620M106 7,823 83,770 SH   DFND 2 0 0 83,770
FIDELITY NATL INFORMATION SV COM 31620M106 10,897 116,686 SH   DFND 3 116,686 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 30,553 327,155 SH   DFND 6 316,287 0 10,868
FIDELITY NATL INFORMATION SV COM 31620M106 128,067 1,371,317 SH   DFND 7 640,877 0 730,440
FIFTH THIRD BANCORP COM 316773100 3,030 108,300 SH   DFND 1,5 6,600 0 101,700
FIFTH THIRD BANCORP COM 316773100 5,195 185,660 SH   DFND 2 0 0 185,660
FIFTH THIRD BANCORP COM 316773100 20,684 739,258 SH   DFND 3 739,258 0 0
FINANCIAL INSTNS INC COM 317585404 7,286 253,000 SH   DFND 6 253,000 0 0
FINANCIAL INSTNS INC COM 317585404 3,266 113,400 SH   DFND 7 113,400 0 0
FINISAR CORP COM NEW 31787A507 11,141 502,540 SH   DFND 1,5 800 0 501,740
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 33,631 36,260,000 PRN   DFND 1,5 0 0 0
FIRST AMERN FINL CORP COM 31847R102 478,233 9,570,396 SH   DFND 1,5 311,634 0 9,258,762
FIRST AMERN FINL CORP COM 31847R102 4,099 82,021 SH   DFND 6 82,021 0 0
FIRST AMERN FINL CORP COM 31847R102 299 5,991 SH   DFND 7 5,991 0 0
FIRST BANCORP P R COM NEW 318672706 40,543 7,918,617 SH   DFND 1,5 374,983 0 7,543,634
FIRST CMNTY BANCSHARES INC N COM 31983A103 585 20,100 SH   DFND 1,5 20,100 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 19,581 1,385,800 SH   DFND 1,5 0 0 1,385,800
FIRST CONN BANCORP INC MD COM 319850103 3,841 143,600 SH   DFND 6 143,600 0 0
FIRST CONN BANCORP INC MD COM 319850103 1,650 61,700 SH   DFND 7 61,700 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 422,818 1,130,862 SH   DFND 1,5 2,109 0 1,128,753
FIRST CTZNS BANCSHARES INC N CL A 31946M103 44,571 119,209 SH   DFND 6 119,209 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 11,811 31,590 SH   DFND 7 31,590 0 0
FIRST DATA CORP NEW COM CL A 32008D106 1,251 69,334 SH   DFND 1 69,334 0 0
FIRST DATA CORP NEW COM CL A 32008D106 701,453 38,883,222 SH   DFND 1,5 2,187,978 0 36,695,244
FIRST DATA CORP NEW COM CL A 32008D106 1,277 70,800 SH   DFND 7 70,800 0 0
FIRST FNDTN INC COM 32026V104 21,618 1,208,369 SH   DFND 6 1,208,369 0 0
FIRST FNDTN INC COM 32026V104 4,710 263,264 SH   DFND 7 263,264 0 0
FIRST HAWAIIAN INC COM 32051X108 81,471 2,689,694 SH   DFND 1,5 94 0 2,689,600
FIRST HAWAIIAN INC COM 32051X108 951 31,405 SH   DFND 7 31,405 0 0
FIRST MERCHANTS CORP COM 320817109 43,200 1,006,285 SH   DFND 1,5 0 0 1,006,285
FIRST NORTHWEST BANCORP COM 335834107 15,244 891,455 SH   DFND 6 891,455 0 0
FIRST NORTHWEST BANCORP COM 335834107 3,262 190,743 SH   DFND 7 190,743 0 0
FIRST POTOMAC RLTY TR COM 33610F109 60,711 5,449,826 SH   DFND 1,5 354,303 0 5,095,523
FIRST REP BK SAN FRANCISCO C COM 33616C100 381 3,652 SH   DFND 1 3,652 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 423,154 4,050,871 SH   DFND 1,5 121,771 0 3,929,100
FIRSTCASH INC COM 33767D105 23,250 368,166 SH   DFND 1,5 400 0 367,766
FIRSTCASH INC COM 33767D105 51,461 814,907 SH   DFND 6 792,607 0 22,300
FIRSTCASH INC COM 33767D105 17,146 271,507 SH   DFND 7 251,107 0 20,400
FIRSTENERGY CORP COM 337932107 137,993 4,475,935 SH   DFND 1,5 1,527 0 4,474,408
FIRSTENERGY CORP COM 337932107 3,452 111,968 SH   DFND 2 0 0 111,968
FIRSTENERGY CORP COM 337932107 1,022 33,144 SH   DFND 3 33,144 0 0
FIRSTENERGY CORP COM 337932107 3,101 100,600 SH   DFND 7 100,600 0 0
FIRSTSERVICE CORP NEW SUB VTG SH 33767E103 3,803 57,870 SH   DFND 7 55,870 0 2,000
FIRSTSERVICE CORP NEW SUB VTG SH 33767E103 20,193 307,300 SH   DFND 11 271,800 0 35,500
FISERV INC COM 337738108 817,209 6,336,917 SH   DFND 1,5 529,704 0 5,807,213
FISERV INC COM 337738108 25,312 196,278 SH   DFND 1,9 0 0 196,278
FISERV INC COM 337738108 6,840 53,039 SH   DFND 2 0 0 53,039
FISERV INC COM 337738108 18,297 141,879 SH   DFND 3 141,879 0 0
FITBIT INC CL A 33812L102 12,301 1,767,360 SH   DFND 11 1,767,360 0 0
FIVE BELOW INC COM 33829M101 31,796 579,374 SH   DFND 1,5 11,800 0 567,574
FIVE BELOW INC COM 33829M101 1,800 32,800 SH   DFND 6 32,800 0 0
FIVE OAKS INVT CORP COM 33830W106 2,530 567,153 SH   DFND 1,5 0 0 567,153
FIVE POINT HOLDINGS LLC COM CL A 33833Q106 62,037 4,548,167 SH   DFND 1,5 495,900 0 4,052,267
FIVE PRIME THERAPEUTICS INC COM 33830X104 177,356 4,335,266 SH   DFND 1,5 656,607 0 3,678,659
FIVE9 INC COM 338307101 16,783 702,218 SH   DFND 1,5 0 0 702,218
FIVE9 INC COM 338307101 3,489 146,000 SH   DFND 6 146,000 0 0
FIVE9 INC COM 338307101 229 9,600 SH   DFND 7 9,600 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 493 13,900 SH   DFND 1,5 0 0 13,900
FLANIGANS ENTERPRISES INC COM 338517105 3,329 136,730 SH   DFND 1,5 58,785 0 77,945
FLEETCOR TECHNOLOGIES INC COM 339041105 563,491 3,640,829 SH   DFND 1,5 31,300 0 3,609,529
FLEETCOR TECHNOLOGIES INC COM 339041105 77,648 501,700 SH   DFND 1,9 200 0 501,500
FLEETCOR TECHNOLOGIES INC COM 339041105 2,476 16,000 SH   DFND 6 16,000 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 3,003 19,400 SH   DFND 7 19,400 0 0
FLEX LTD ORD Y2573F102 23,586 1,423,414 SH   DFND 1,5 1,614 0 1,421,800
FLEX LTD ORD Y2573F102 6,854 413,643 SH   DFND 3 413,643 0 0
FLEX PHARMA INC COM 33938A105 742 217,734 SH   DFND 1,5 7,800 0 209,934
FLEXSHARES TR MORNSTAR UPSTR 33939L407 385,179 12,365,289 SH   DFND 3 12,365,289 0 0
FLIR SYS INC COM 302445101 19,135 491,780 SH   DFND 1,5 4,400 0 487,380
FLIR SYS INC COM 302445101 1,345 34,574 SH   DFND 2 0 0 34,574
FLIR SYS INC COM 302445101 438 11,249 SH   DFND 3 11,249 0 0
FLOOR & DECOR HLDGS INC CL A 339750101 23,444 602,219 SH   DFND 1,5 12,400 0 589,819
FLOOR & DECOR HLDGS INC CL A 339750101 285 7,319 SH   DFND 3 7,319 0 0
FLOOR & DECOR HLDGS INC CL A 339750101 1,474 37,850 SH   DFND 6 37,850 0 0
FLOWERS FOODS INC COM 343498101 6,552 348,300 SH   DFND 1,5 0 0 348,300
FLOWSERVE CORP COM 34354P105 473 11,100 SH   DFND 1 11,100 0 0
FLOWSERVE CORP COM 34354P105 269,527 6,328,419 SH   DFND 1,5 114,512 0 6,213,907
FLOWSERVE CORP COM 34354P105 1,402 32,922 SH   DFND 2 0 0 32,922
FLOWSERVE CORP COM 34354P105 1,170 27,475 SH   DFND 3 27,475 0 0
FLOWSERVE CORP COM 34354P105 21,145 496,474 SH   DFND 6 496,474 0 0
FLOWSERVE CORP COM 34354P105 4,240 99,550 SH   DFND 7 99,550 0 0
FLUOR CORP NEW COM 343412102 136,346 3,238,626 SH   DFND 1,5 1,455 0 3,237,171
FLUOR CORP NEW COM 343412102 1,484 35,256 SH   DFND 2 0 0 35,256
FLUOR CORP NEW COM 343412102 1,550 36,825 SH   DFND 3 36,825 0 0
FLUOR CORP NEW COM 343412102 1,175 27,900 SH   DFND 7 27,900 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 12,262 874,600 SH   DFND 6 874,600 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 6,110 435,814 SH   DFND 7 349,414 0 86,400
FNB CORP PA COM 302520101 62,254 4,437,200 SH   DFND 1,5 203,600 0 4,233,600
FNB CORP PA COM 302520101 89,649 6,389,823 SH   DFND 6 6,333,823 0 56,000
FNB CORP PA COM 302520101 20,789 1,481,736 SH   DFND 7 1,481,736 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 82,861 867,385 SH   DFND 1,5 34,900 0 832,485
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 3,105 32,500 SH   DFND 7 32,500 0 0
FOOT LOCKER INC COM 344849104 51,390 1,459,128 SH   DFND 1,5 82 0 1,459,046
FOOT LOCKER INC COM 344849104 1,165 33,090 SH   DFND 2 0 0 33,090
FOOT LOCKER INC COM 344849104 1,512 42,926 SH   DFND 3 42,926 0 0
FOOT LOCKER INC COM 344849104 5,363 152,260 SH   DFND 6 152,260 0 0
FOOT LOCKER INC COM 344849104 1,511 42,910 SH   DFND 7 42,910 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 3,037 253,731 SH   DFND 1,5 0 0 253,731
FORD MTR CO DEL COM PAR $0.01 345370860 11,798 985,629 SH   DFND 2 0 0 985,629
FORD MTR CO DEL COM PAR $0.01 345370860 5,471 457,095 SH   DFND 3 457,095 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 1,169 97,700 SH   DFND 7 97,700 0 0
FOREST CITY RLTY TR INC COM CL A 345605109 13,683 536,377 SH   DFND 1 536,377 0 0
FOREST CITY RLTY TR INC COM CL A 345605109 64,133 2,514,020 SH   DFND 1,5 195 0 2,513,825
FOREST CITY RLTY TR INC COM CL A 345605109 977 38,280 SH   DFND 7 38,280 0 0
FORTERRA INC COM 34960W106 7,191 1,597,900 SH   DFND 1,5 195,500 0 1,402,400
FORTIS INC COM 349553107 6,235 173,733 SH   DFND 1,5 43 0 173,690
FORTIS INC COM 349553107 495 13,798 SH   DFND 6 13,798 0 0
FORTIS INC COM 349553107 13,871 386,510 SH   DFND 7 386,510 0 0
FORTIS INC COM 349553107 350,890 9,777,190 SH   DFND 11 8,474,390 0 1,302,800
FORTIVE CORP COM 34959J108 404 5,707 SH   DFND 1 5,707 0 0
FORTIVE CORP COM 34959J108 1,430,381 20,205,969 SH   DFND 1,5 1,412,959 0 18,793,010
FORTIVE CORP COM 34959J108 5,441 76,860 SH   DFND 2 0 0 76,860
FORTIVE CORP COM 34959J108 5,019 70,893 SH   DFND 3 70,893 0 0
FORTIVE CORP COM 34959J108 17,571 248,220 SH   DFND 6 237,114 0 11,106
FORTIVE CORP COM 34959J108 89,077 1,258,330 SH   DFND 7 1,173,716 0 84,614
FORTIVE CORP COM 34959J108 12,179 172,050 SH   DFND 11 172,050 0 0
FORTRESS TRANS INFRST INVS L COM REP LTD LIAB 34960P101 23,811 1,319,886 SH   DFND 1,5 0 0 1,319,886
FORTUNE BRANDS HOME & SEC IN COM 34964C106 260,468 3,874,283 SH   DFND 1,5 195,783 0 3,678,500
FORTUNE BRANDS HOME & SEC IN COM 34964C106 2,609 38,812 SH   DFND 2 0 0 38,812
FORTUNE BRANDS HOME & SEC IN COM 34964C106 1,975 29,373 SH   DFND 3 29,373 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 29,321 436,123 SH   DFND 6 425,479 0 10,644
FORTUNE BRANDS HOME & SEC IN COM 34964C106 57,063 848,770 SH   DFND 7 848,770 0 0
FORWARD AIR CORP COM 349853101 12,658 221,185 SH   DFND 1,5 91 0 221,094
FOSSIL GROUP INC COM 34988V106 67,906 7,278,295 SH   DFND 1,5 1,569,800 0 5,708,495
FOUNDATION MEDICINE INC COM 350465100 3,269 81,328 SH   DFND 1,5 0 0 81,328
FOUR CORNERS PPTY TR INC COM 35086T109 79,479 3,189,346 SH   DFND 1,5 87,134 0 3,102,212
FOUR CORNERS PPTY TR INC COM 35086T109 6,512 261,300 SH   DFND 6 261,300 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 2,168 87,000 SH   DFND 7 0 0 87,000
FRANCO NEVADA CORP COM 351858105 783,902 10,119,110 SH   DFND 1,5 767,330 0 9,351,780
FRANCO NEVADA CORP COM 351858105 19,238 248,300 SH   DFND 1,10 5,200 0 243,100
FRANCO NEVADA CORP COM 351858105 2,439 31,485 SH   DFND 6 31,485 0 0
FRANCO NEVADA CORP COM 351858105 15,541 200,607 SH   DFND 7 187,207 0 13,400
FRANCO NEVADA CORP COM 351858105 428,461 5,530,848 SH   DFND 11 4,623,354 0 907,494
FRANKLIN ELEC INC COM 353514102 8,831 196,900 SH   DFND 6 196,900 0 0
FRANKLIN ELEC INC COM 353514102 3,714 82,800 SH   DFND 7 82,800 0 0
FRANKLIN RES INC COM 354613101 209,960 4,717,152 SH   DFND 1,5 335,856 0 4,381,296
FRANKLIN RES INC COM 354613101 3,691 82,921 SH   DFND 2 0 0 82,921
FRANKLIN RES INC COM 354613101 4,368 98,124 SH   DFND 3 98,124 0 0
FRANKS INTL N V COM N33462107 48,117 6,232,749 SH   DFND 1,5 180 0 6,232,569
FRANKS INTL N V COM N33462107 495 64,055 SH   DFND 7 64,055 0 0
FREEPORT-MCMORAN INC CL B 35671D857 293,397 20,897,232 SH   DFND 1,5 376,122 0 20,521,110
FREEPORT-MCMORAN INC CL B 35671D857 10,625 756,800 SH   DFND 1,10 0 0 756,800
FREEPORT-MCMORAN INC CL B 35671D857 4,761 339,084 SH   DFND 2 0 0 339,084
FREEPORT-MCMORAN INC CL B 35671D857 5,760 410,257 SH   DFND 3 410,257 0 0
FREEPORT-MCMORAN INC CL B 35671D857 9,147 651,478 SH   DFND 6 651,478 0 0
FREEPORT-MCMORAN INC CL B 35671D857 20,058 1,428,622 SH   DFND 7 409,772 0 1,018,850
FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 27,603 564,600 SH   DFND 1,5 0 0 564,600
FRESH DEL MONTE PRODUCE INC ORD G36738105 341,691 7,516,300 SH   DFND 1,5 1,218,788 0 6,297,512
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 5,958 505,353 SH   DFND 1,5 8 0 505,345
FTD COS INC COM 30281V108 2,680 205,489 SH   DFND 11 205,489 0 0
FULLER H B CO COM 359694106 41,121 708,253 SH   DFND 1,5 0 0 708,253
G-III APPAREL GROUP LTD COM 36237H101 105,610 3,639,215 SH   DFND 1,5 21,335 0 3,617,880
G-III APPAREL GROUP LTD COM 36237H101 3,915 134,913 SH   DFND 3 134,913 0 0
G-III APPAREL GROUP LTD COM 36237H101 4,529 156,079 SH   DFND 6 156,079 0 0
G1 THERAPEUTICS INC COM 3621LQ109 62,773 2,522,033 SH   DFND 1,5 19,100 0 2,502,933
GAIA INC NEW CL A 36269P104 12,422 1,035,136 SH   DFND 1,5 0 0 1,035,136
GALAPAGOS NV SPON ADR 36315X101 285,137 2,802,331 SH   DFND 1,5 510,400 0 2,291,931
GALLAGHER ARTHUR J & CO COM 363576109 36,123 586,888 SH   DFND 1,5 88 0 586,800
GALLAGHER ARTHUR J & CO COM 363576109 2,795 45,403 SH   DFND 2 0 0 45,403
GALLAGHER ARTHUR J & CO COM 363576109 841 13,663 SH   DFND 3 13,663 0 0
GAMCO INVESTORS INC CL A COM 361438104 2,978 100,060 SH   DFND 1,5 100,060 0 0
GAMESTOP CORP NEW CL A 36467W109 284,888 13,789,335 SH   DFND 1,5 1,611,822 0 12,177,513
GAMESTOP CORP NEW CL A 36467W109 24,674 1,194,300 SH   DFND 11 1,194,300 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 192,436 5,216,469 SH   DFND 1 5,216,469 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 42,278 1,146,046 SH   DFND 1,5 115,200 0 1,030,846
GAMING & LEISURE PPTYS INC COM 36467J108 8,817 239,008 SH   DFND 6 239,008 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 3,879 105,148 SH   DFND 7 26,248 0 78,900
GANNETT CO INC COM 36473H104 14,704 1,633,736 SH   DFND 1,5 203,031 0 1,430,705
GAP INC DEL COM 364760108 1,634 55,343 SH   DFND 2 0 0 55,343
GAP INC DEL COM 364760108 404 13,676 SH   DFND 3 13,676 0 0
GARDNER DENVER HLDGS INC COM 36555P107 25,860 939,688 SH   DFND 1,5 0 0 939,688
GARMIN LTD SHS H2906T109 1,509 27,964 SH   DFND 2 0 0 27,964
GARMIN LTD SHS H2906T109 1,227 22,733 SH   DFND 3 22,733 0 0
GARTNER INC COM 366651107 40,336 324,218 SH   DFND 1,5 0 0 324,218
GARTNER INC COM 366651107 2,840 22,831 SH   DFND 2 0 0 22,831
GARTNER INC COM 366651107 832 6,685 SH   DFND 3 6,685 0 0
GASLOG LTD SHS G37585109 107,759 6,175,289 SH   DFND 1,5 172,376 0 6,002,913
GASLOG LTD SHS G37585109 1,866 106,913 SH   DFND 3 106,913 0 0
GASLOG LTD SHS G37585109 2,816 161,400 SH   DFND 6 161,400 0 0
GASLOG PARTNERS LP UNIT LTD PTNRP Y2687W108 88,138 3,790,878 SH   DFND 1,5 0 0 3,790,878
GASLOG PARTNERS LP UNIT LTD PTNRP Y2687W108 416 17,900 SH   DFND 7 17,900 0 0
GATX CORP COM 361448103 8,897 144,519 SH   DFND 1,5 0 0 144,519
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 26,902 876,300 SH   DFND 1,5 0 0 876,300
GDS HLDGS LTD SPONSORED ADR 36165L108 256 22,692 SH   DFND 1,5 22,692 0 0
GDS HLDGS LTD SPONSORED ADR 36165L108 23,313 2,070,400 SH   DFND 1,9 0 0 2,070,400
GDS HLDGS LTD SPONSORED ADR 36165L108 1,099 97,600 SH   DFND 7 97,600 0 0
GENCOR INDS INC COM 368678108 3,415 193,495 SH   DFND 1,5 22,100 0 171,395
GENER8 MARITIME INC COM Y26889108 29,203 6,475,219 SH   DFND 1,5 0 0 6,475,219
GENER8 MARITIME INC COM Y26889108 686 152,000 SH   DFND 7 152,000 0 0
GENERAC HLDGS INC COM 368736104 94,544 2,058,426 SH   DFND 1,5 45,400 0 2,013,026
GENERAC HLDGS INC COM 368736104 31,219 679,700 SH   DFND 11 679,700 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 26,863 30,268,000 PRN   DFND 1,5 0 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 186 210,000 PRN   DFND 7 0 0 0
GENERAL COMMUNICATION INC CL A 369385109 27,119 664,855 SH   DFND 1,5 0 0 664,855
GENERAL DYNAMICS CORP COM 369550108 1,518,835 7,388,048 SH   DFND 1,5 365,508 0 7,022,540
GENERAL DYNAMICS CORP COM 369550108 14,428 70,184 SH   DFND 2 0 0 70,184
GENERAL DYNAMICS CORP COM 369550108 81,760 397,704 SH   DFND 3 397,704 0 0
GENERAL DYNAMICS CORP COM 369550108 11,712 56,971 SH   DFND 6 56,971 0 0
GENERAL DYNAMICS CORP COM 369550108 30,075 146,294 SH   DFND 7 78,037 0 68,257
GENERAL ELECTRIC CO COM 369604103 798 32,994 SH   DFND 1 32,994 0 0
GENERAL ELECTRIC CO COM 369604103 1,997,209 82,597,553 SH   DFND 1,5 1,860,085 0 80,737,468
GENERAL ELECTRIC CO COM 369604103 52,757 2,181,856 SH   DFND 2 0 0 2,181,856
GENERAL ELECTRIC CO COM 369604103 202,774 8,386,009 SH   DFND 3 8,386,009 0 0
GENERAL ELECTRIC CO COM 369604103 27,801 1,149,771 SH   DFND 6 1,149,771 0 0
GENERAL ELECTRIC CO COM 369604103 53,225 2,201,200 SH   DFND 7 0 0 2,201,200
GENERAL MLS INC COM 370334104 58,515 1,130,508 SH   DFND 1,5 83,408 0 1,047,100
GENERAL MLS INC COM 370334104 7,528 145,433 SH   DFND 2 0 0 145,433
GENERAL MLS INC COM 370334104 11,344 219,175 SH   DFND 3 219,175 0 0
GENERAL MLS INC COM 370334104 1,082 20,900 SH   DFND 6 20,900 0 0
GENERAL MLS INC COM 370334104 3,599 69,526 SH   DFND 7 61,926 0 7,600
GENERAL MTRS CO COM 37045V100 8,507 210,668 SH   DFND 1 210,668 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V126 830 37,028 SH   DFND 1 37,028 0 0
GENERAL MTRS CO COM 37045V100 545,217 13,502,164 SH   DFND 1,5 1,740,388 0 11,761,776
GENERAL MTRS CO *W EXP 07/10/201 37045V126 5,805 259,037 SH   DFND 1,5 43,816 0 215,221
GENERAL MTRS CO COM 37045V100 13,346 330,504 SH   DFND 2 0 0 330,504
GENERAL MTRS CO COM 37045V100 63,200 1,565,125 SH   DFND 3 1,565,125 0 0
GENERAL MTRS CO COM 37045V100 565 14,000 SH   DFND 6 14,000 0 0
GENERAL MTRS CO COM 37045V100 6,774 167,745 SH   DFND 7 0 0 167,745
GENESEE & WYO INC CL A 371559105 436,351 5,895,837 SH   DFND 1,5 92,300 0 5,803,537
GENESEE & WYO INC CL A 371559105 31,202 421,591 SH   DFND 6 421,591 0 0
GENESEE & WYO INC CL A 371559105 8,205 110,869 SH   DFND 7 110,869 0 0
GENMARK DIAGNOSTICS INC COM 372309104 75,789 7,870,112 SH   DFND 1,5 1,143,912 0 6,726,200
GENMARK DIAGNOSTICS INC COM 372309104 3,178 330,000 SH   DFND 7 330,000 0 0
GENOCEA BIOSCIENCES INC COM 372427104 1,236 846,507 SH   DFND 1,5 69,900 0 776,607
GENOCEA BIOSCIENCES INC COM 372427104 84 57,200 SH   DFND 6 57,200 0 0
GENOMIC HEALTH INC COM 37244C101 7,380 229,982 SH   DFND 1,5 0 0 229,982
GENPACT LIMITED SHS G3922B107 178,940 6,223,992 SH   DFND 1,5 17,223 0 6,206,769
GENPACT LIMITED SHS G3922B107 62,954 2,189,690 SH   DFND 6 2,189,690 0 0
GENPACT LIMITED SHS G3922B107 7,854 273,197 SH   DFND 7 273,197 0 0
GENTEX CORP COM 371901109 185,123 9,349,629 SH   DFND 1,5 621,500 0 8,728,129
GENUINE PARTS CO COM 372460105 74,894 783,000 SH   DFND 1,5 0 0 783,000
GENUINE PARTS CO COM 372460105 3,539 37,002 SH   DFND 2 0 0 37,002
GENUINE PARTS CO COM 372460105 14,107 147,485 SH   DFND 3 147,485 0 0
GENWORTH FINL INC COM CL A 37247D106 64,871 16,849,716 SH   DFND 1,5 1,397,601 0 15,452,115
GEO GROUP INC NEW COM 36162J106 6,152 228,700 SH   DFND 6 228,700 0 0
GEO GROUP INC NEW COM 36162J106 2,547 94,700 SH   DFND 7 94,700 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 35,146 1,972,263 SH   DFND 1,5 163,084 0 1,809,179
GERDAU S A SPON ADR REP PFD 373737105 1,703 496,600 SH   DFND 1,5 0 0 496,600
GERMAN AMERN BANCORP INC COM 373865104 31,953 840,197 SH   DFND 1,5 0 0 840,197
GERON CORP COM 374163103 51,687 23,709,425 SH   DFND 1,5 0 0 23,709,425
GGP INC COM 36174X101 278,691 13,417,977 SH   DFND 1 13,417,977 0 0
GGP INC COM 36174X101 440,828 21,224,279 SH   DFND 1,5 493,020 0 20,731,259
GGP INC COM 36174X101 3,278 157,811 SH   DFND 2 0 0 157,811
GGP INC COM 36174X101 628 30,225 SH   DFND 3 30,225 0 0
GGP INC COM 36174X101 27,141 1,306,752 SH   DFND 6 1,306,752 0 0
GGP INC COM 36174X101 13,384 644,400 SH   DFND 7 210,000 0 434,400
GGP INC COM 36174X101 172,898 8,324,400 SH   DFND 11 8,324,400 0 0
GIBRALTAR INDS INC COM 374689107 18,576 596,346 SH   DFND 1,5 16,817 0 579,529
GIBRALTAR INDS INC COM 374689107 18,733 601,395 SH   DFND 6 601,395 0 0
GIBRALTAR INDS INC COM 374689107 7,778 249,700 SH   DFND 7 249,700 0 0
GILDAN ACTIVEWEAR INC COM 375916103 276,236 8,840,053 SH   DFND 1,5 989,500 0 7,850,553
GILDAN ACTIVEWEAR INC COM 375916103 3,786 121,160 SH   DFND 11 121,160 0 0
GILDAN ACTIVEWEAR INC COM 375916103 700 22,400 SH   DFND   22,400 0 0
GILEAD SCIENCES INC COM 375558103 787 9,709 SH   DFND 1 9,709 0 0
GILEAD SCIENCES INC COM 375558103 1,847,633 22,804,648 SH   DFND 1,5 3,743,694 0 19,060,954
GILEAD SCIENCES INC COM 375558103 26,664 329,101 SH   DFND 2 0 0 329,101
GILEAD SCIENCES INC COM 375558103 94,545 1,166,933 SH   DFND 3 1,166,933 0 0
GILEAD SCIENCES INC COM 375558103 13,683 168,880 SH   DFND 6 168,880 0 0
GILEAD SCIENCES INC COM 375558103 75,786 935,395 SH   DFND 7 98,820 0 836,575
GILEAD SCIENCES INC COM 375558103 186,103 2,297,000 SH   DFND 11 2,297,000 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 650,807 16,029,731 SH   DFND 1,5 627 0 16,029,104
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 106,840 2,631,528 SH   DFND 3 2,631,528 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 19,301 475,390 SH   DFND 6 475,390 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 30,937 761,983 SH   DFND 7 0 0 761,983
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 143,891 4,634,161 SH   DFND 1,5 554,791 0 4,079,370
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 350 11,261 SH   DFND 3 11,261 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 14,284 460,040 SH   DFND 6 460,040 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 3,772 121,469 SH   DFND 7 121,469 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 12,204 361,073 SH   DFND 1,5 31,279 0 329,794
GLOBAL PMTS INC COM 37940X102 527 5,542 SH   DFND 1 5,542 0 0
GLOBAL PMTS INC COM 37940X102 988,587 10,402,892 SH   DFND 1,5 333,690 0 10,069,202
GLOBAL PMTS INC COM 37940X102 48,302 508,279 SH   DFND 1,9 123 0 508,156
GLOBAL PMTS INC COM 37940X102 20,250 213,095 SH   DFND 1,10 2,900 0 210,195
GLOBAL PMTS INC COM 37940X102 3,652 38,427 SH   DFND 2 0 0 38,427
GLOBAL PMTS INC COM 37940X102 1,324 13,930 SH   DFND 3 13,930 0 0
GLOBAL PMTS INC COM 37940X102 5,645 59,400 SH   DFND 6 59,400 0 0
GLOBAL PMTS INC COM 37940X102 15,053 158,400 SH   DFND 7 79,700 0 78,700
GLOBAL PMTS INC COM 37940X102 20,729 218,134 SH   DFND 11 218,134 0 0
GLOBALSTAR INC COM 378973408 9,290 5,699,360 SH   DFND 1,5 0 0 5,699,360
GLOBANT S A COM L44385109 5,791 144,534 SH   DFND 1,5 1,507 0 143,027
GLYCOMIMETICS INC COM 38000Q102 16,564 1,183,966 SH   DFND 6 1,183,966 0 0
GLYCOMIMETICS INC COM 38000Q102 4,145 296,300 SH   DFND 7 296,300 0 0
GMS INC COM 36251C103 10,018 282,993 SH   DFND 1,5 700 0 282,293
GNC HLDGS INC COM CL A 36191G107 65,872 7,451,565 SH   DFND 1,5 299,678 0 7,151,887
GODADDY INC CL A 380237107 412 9,479 SH   DFND 1 9,479 0 0
GODADDY INC CL A 380237107 412,528 9,481,214 SH   DFND 1,5 914,562 0 8,566,652
GODADDY INC CL A 380237107 44,594 1,024,916 SH   DFND 1,9 816 0 1,024,100
GODADDY INC CL A 380237107 683 15,700 SH   DFND 6 15,700 0 0
GODADDY INC CL A 380237107 2,776 63,800 SH   DFND 7 63,800 0 0
GOGO INC NOTE 3.750% 3/0 38046CAB5 24,469 26,760,000 PRN   DFND 1,5 0 0 0
GOGO INC COM 38046C109 53,206 4,505,185 SH   DFND 1,5 48,758 0 4,456,427
GOGO INC COM 38046C109 29,379 2,487,627 SH   DFND 6 2,389,927 0 97,700
GOGO INC COM 38046C109 12,522 1,060,266 SH   DFND 7 1,000,166 0 60,100
GOLAR LNG LTD BERMUDA SHS G9456A100 227,048 10,041,939 SH   DFND 1,5 266,300 0 9,775,639
GOLAR LNG LTD BERMUDA SHS G9456A100 837 37,000 SH   DFND 6 37,000 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 604 26,700 SH   DFND 7 26,700 0 0
GOLAR LNG PARTNERS LP COM UNIT LPI Y2745C102 87,422 3,763,341 SH   DFND 1,5 0 0 3,763,341
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 14,522 3,369,426 SH   DFND 1,5 0 0 3,369,426
GOLD STD VENTURES CORP COM 380738104 5,899 3,641,100 SH   DFND 1,5 0 0 3,641,100
GOLDCORP INC NEW COM 380956409 40,280 3,102,434 SH   DFND 1,5 4,824 0 3,097,610
GOLDCORP INC NEW COM 380956409 466 35,929 SH   DFND 3 35,929 0 0
GOLDCORP INC NEW COM 380956409 6,856 528,060 SH   DFND 11 528,060 0 0
GOLDEN ENTMT INC COM 381013101 384 15,766 SH   DFND 1,5 1,500 0 14,266
GOLDMAN SACHS GROUP INC COM 38141G104 1,709,703 7,208,158 SH   DFND 1,5 70,573 0 7,137,585
GOLDMAN SACHS GROUP INC COM 38141G104 21,506 90,671 SH   DFND 2 0 0 90,671
GOLDMAN SACHS GROUP INC COM 38141G104 51,027 215,133 SH   DFND 3 215,133 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 31,989 134,867 SH   DFND 6 125,845 0 9,022
GOLDMAN SACHS GROUP INC COM 38141G104 40,173 169,370 SH   DFND 7 98,997 0 70,373
GOODRICH PETE CORP COM PAR 382410843 2,180 224,475 SH   DFND 1,5 0 0 224,475
GOODYEAR TIRE & RUBR CO COM 382550101 67,103 2,018,140 SH   DFND 1,5 0 0 2,018,140
GOODYEAR TIRE & RUBR CO COM 382550101 2,110 63,446 SH   DFND 2 0 0 63,446
GOODYEAR TIRE & RUBR CO COM 382550101 1,186 35,660 SH   DFND 3 35,660 0 0
GRACE W R & CO DEL NEW COM 38388F108 279,083 3,868,099 SH   DFND 1,5 0 0 3,868,099
GRACE W R & CO DEL NEW COM 38388F108 5,072 70,296 SH   DFND 6 70,296 0 0
GRACE W R & CO DEL NEW COM 38388F108 414 5,740 SH   DFND 7 5,740 0 0
GRACO INC COM 384109104 33,396 270,000 SH   DFND 1,5 0 0 270,000
GRAHAM HLDGS CO COM 384637104 51,013 87,187 SH   DFND 1,5 13 0 87,174
GRAHAM HLDGS CO COM 384637104 751 1,284 SH   DFND 3 1,284 0 0
GRAINGER W W INC COM 384802104 41,661 231,770 SH   DFND 1,5 70 0 231,700
GRAINGER W W INC COM 384802104 2,378 13,230 SH   DFND 2 0 0 13,230
GRAINGER W W INC COM 384802104 8,051 44,792 SH   DFND 3 44,792 0 0
GRAINGER W W INC COM 384802104 801 4,456 SH   DFND 7 4,456 0 0
GRAMERCY PPTY TR COM NEW 385002308 172,696 5,708,971 SH   DFND 1 5,708,971 0 0
GRAMERCY PPTY TR COM NEW 385002308 75,833 2,506,868 SH   DFND 1,5 199,943 0 2,306,925
GRAMERCY PPTY TR COM NEW 385002308 19,025 628,922 SH   DFND 6 628,922 0 0
GRAMERCY PPTY TR COM NEW 385002308 4,041 133,582 SH   DFND 7 18,416 0 115,166
GRANA Y MONTERO S A A SPONSORED ADR 38500P208 188 39,000 SH   DFND 1,10 39,000 0 0
GRAND CANYON ED INC COM 38526M106 210 2,317 SH   DFND 1 2,317 0 0
GRAND CANYON ED INC COM 38526M106 259,793 2,860,524 SH   DFND 1,5 1,634 0 2,858,890
GRAND CANYON ED INC COM 38526M106 35,676 392,824 SH   DFND 6 392,824 0 0
GRAND CANYON ED INC COM 38526M106 10,479 115,377 SH   DFND 7 115,377 0 0
GRAND CANYON ED INC COM 38526M106 86,279 950,000 SH   DFND 11 950,000 0 0
GRANITE CONSTR INC COM 387328107 3,423 59,073 SH   DFND 1,5 1,173 0 57,900
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 2,005 49,976 SH   DFND 7 49,976 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 232 16,600 SH   DFND 1 16,600 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 429,976 30,822,684 SH   DFND 1,5 16,773 0 30,805,911
GRAPHIC PACKAGING HLDG CO COM 388689101 258 18,470 SH   DFND 3 18,470 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 42,543 3,049,690 SH   DFND 6 3,049,690 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 8,189 587,040 SH   DFND 7 587,040 0 0
GRAY TELEVISION INC COM 389375106 176 11,200 SH   DFND 1 11,200 0 0
GRAY TELEVISION INC COM 389375106 86,632 5,517,959 SH   DFND 1,5 48,122 0 5,469,837
GREAT AJAX CORP COM 38983D300 24,886 1,766,188 SH   DFND 1,5 0 0 1,766,188
GREAT PLAINS ENERGY INC COM 391164100 254,152 8,387,868 SH   DFND 1,5 200 0 8,387,668
GREAT PLAINS ENERGY INC COM 391164100 42,062 1,388,196 SH   DFND 6 1,388,196 0 0
GREAT PLAINS ENERGY INC COM 391164100 6,818 225,000 SH   DFND 7 225,000 0 0
GREAT WESTN BANCORP INC COM 391416104 42,237 1,023,193 SH   DFND 1,5 0 0 1,023,193
GREAT WESTN BANCORP INC COM 391416104 51,642 1,251,008 SH   DFND 6 1,251,008 0 0
GREAT WESTN BANCORP INC COM 391416104 15,032 364,156 SH   DFND 7 312,156 0 52,000
GREENHILL & CO INC COM 395259104 3,100 186,765 SH   DFND 1,5 21,265 0 165,500
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 8,806 406,760 SH   DFND 1,5 0 0 406,760
GREIF INC CL A 397624107 35,376 604,301 SH   DFND 1,5 101 0 604,200
GRIFOLS S A SP ADR REP B NVT 398438408 90,280 4,124,278 SH   DFND 1,5 3,850 0 4,120,428
GRIFOLS S A SP ADR REP B NVT 398438408 60,717 2,773,711 SH   DFND 1,10 62,600 0 2,711,111
GROUPE CGI INC CL A SUB VTG 39945C109 65,782 1,268,618 SH   DFND 1,5 46,800 0 1,221,818
GROUPE CGI INC CL A SUB VTG 39945C109 10,663 205,639 SH   DFND 6 128,839 0 76,800
GROUPE CGI INC CL A SUB VTG 39945C109 16,072 309,954 SH   DFND 7 277,054 0 32,900
GROUPE CGI INC CL A SUB VTG 39945C109 821,700 15,846,627 SH   DFND 11 13,846,715 0 1,999,912
GROUPON INC COM 399473107 398,772 76,686,874 SH   DFND 1,5 7,942,983 0 68,743,891
GRUBHUB INC COM 400110102 23,617 448,483 SH   DFND 1,5 1,021 0 447,462
GRUBHUB INC COM 400110102 6,922 131,456 SH   DFND 6 131,456 0 0
GRUBHUB INC COM 400110102 2,896 55,000 SH   DFND 7 55,000 0 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 2,301 44,638 SH   DFND 1,10 44,638 0 0
GRUPO SUPERVIELLE S A SPONSORED ADR 40054A108 30,923 1,252,456 SH   DFND 1,5 44,584 0 1,207,872
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 21,691 879,243 SH   DFND 1,5 0 0 879,243
GUESS INC COM 401617105 212,706 12,490,086 SH   DFND 1,5 1,322,837 0 11,167,249
GULFPORT ENERGY CORP COM NEW 402635304 3,496 243,818 SH   DFND 1,5 618 0 243,200
GW PHARMACEUTICALS PLC ADS 36197T103 91,236 898,962 SH   DFND 1,5 5,455 0 893,507
GW PHARMACEUTICALS PLC ADS 36197T103 788 7,765 SH   DFND 6 7,765 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 294 2,900 SH   DFND   2,900 0 0
HABIT RESTAURANTS INC COM CL A 40449J103 159 12,200 SH   DFND 1,5 0 0 12,200
HACKETT GROUP INC COM 404609109 1,493 98,275 SH   DFND 1,5 10,975 0 87,300
HAEMONETICS CORP COM 405024100 421 9,381 SH   DFND 3 9,381 0 0
HAEMONETICS CORP COM 405024100 1,108 24,700 SH   DFND 6 24,700 0 0
HAIN CELESTIAL GROUP INC COM 405217100 267,455 6,499,517 SH   DFND 1,5 384,881 0 6,114,636
HAIN CELESTIAL GROUP INC COM 405217100 407 9,885 SH   DFND 3 9,885 0 0
HAIN CELESTIAL GROUP INC COM 405217100 1,811 44,000 SH   DFND 6 44,000 0 0
HALLADOR ENERGY COMPANY COM 40609P105 221 38,619 SH   DFND 1,5 38,619 0 0
HALLIBURTON CO COM 406216101 333 7,232 SH   DFND 1 7,232 0 0
HALLIBURTON CO COM 406216101 567,216 12,322,737 SH   DFND 1,5 323,855 0 11,998,882
HALLIBURTON CO COM 406216101 10,067 218,708 SH   DFND 2 0 0 218,708
HALLIBURTON CO COM 406216101 11,951 259,626 SH   DFND 3 259,626 0 0
HALLIBURTON CO COM 406216101 3,391 73,676 SH   DFND 6 73,676 0 0
HALLIBURTON CO COM 406216101 34,403 747,405 SH   DFND 7 319,115 0 428,290
HALOZYME THERAPEUTICS INC COM 40637H109 86,304 4,968,581 SH   DFND 1,5 0 0 4,968,581
HANDY & HARMAN LTD COM 410315105 9,185 282,176 SH   DFND 1,5 67,100 0 215,076
HANESBRANDS INC COM 410345102 18,089 734,143 SH   DFND 1,5 0 0 734,143
HANESBRANDS INC COM 410345102 2,263 91,851 SH   DFND 2 0 0 91,851
HANESBRANDS INC COM 410345102 1,618 65,661 SH   DFND 3 65,661 0 0
HANESBRANDS INC COM 410345102 11,609 471,160 SH   DFND 6 471,160 0 0
HANESBRANDS INC COM 410345102 3,280 133,100 SH   DFND 7 133,100 0 0
HANESBRANDS INC COM 410345102 198,086 8,039,200 SH   DFND 11 8,039,200 0 0
HANMI FINL CORP COM NEW 410495204 25,185 813,730 SH   DFND 1,5 0 0 813,730
HANMI FINL CORP COM NEW 410495204 33,368 1,078,136 SH   DFND 6 1,078,136 0 0
HANMI FINL CORP COM NEW 410495204 11,939 385,753 SH   DFND 7 325,753 0 60,000
HANOVER INS GROUP INC COM 410867105 4,265 44,000 SH   DFND 1,5 0 0 44,000
HARLEY DAVIDSON INC COM 412822108 3,008 62,403 SH   DFND 1,5 55,000 0 7,403
HARLEY DAVIDSON INC COM 412822108 2,073 42,990 SH   DFND 2 0 0 42,990
HARLEY DAVIDSON INC COM 412822108 8,334 172,879 SH   DFND 3 172,879 0 0
HARMONIC INC COM 413160102 106 34,900 SH   DFND 1,5 0 0 34,900
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 2,673 1,460,400 SH   DFND 1,5 0 0 1,460,400
HARRIS CORP DEL COM 413875105 204,269 1,551,252 SH   DFND 1,5 13,531 0 1,537,721
HARRIS CORP DEL COM 413875105 3,974 30,181 SH   DFND 2 0 0 30,181
HARRIS CORP DEL COM 413875105 8,824 67,010 SH   DFND 3 67,010 0 0
HARRIS CORP DEL COM 413875105 7,137 54,200 SH   DFND 6 54,200 0 0
HARTE-HANKS INC COM 416196103 953 891,055 SH   DFND 1,5 103,638 0 787,417
HARTFORD FINL SVCS GROUP INC COM 416515104 497,661 8,978,189 SH   DFND 1,5 445,000 0 8,533,189
HARTFORD FINL SVCS GROUP INC COM 416515104 5,089 91,806 SH   DFND 2 0 0 91,806
HARTFORD FINL SVCS GROUP INC COM 416515104 9,867 178,009 SH   DFND 3 178,009 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 16,040 289,378 SH   DFND 6 246,391 0 42,987
HARTFORD FINL SVCS GROUP INC COM 416515104 58,029 1,046,889 SH   DFND 7 1,046,889 0 0
HASBRO INC COM 418056107 28,040 287,090 SH   DFND 1,5 90 0 287,000
HASBRO INC COM 418056107 2,802 28,685 SH   DFND 2 0 0 28,685
HASBRO INC COM 418056107 4,867 49,828 SH   DFND 3 49,828 0 0
HASBRO INC COM 418056107 2,334 23,900 SH   DFND 7 23,900 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 3,627 108,705 SH   DFND 1,5 11,900 0 96,805
HAWAIIAN HOLDINGS INC COM 419879101 9,038 240,700 SH   DFND 1,5 0 0 240,700
HAYNES INTERNATIONAL INC COM NEW 420877201 24,129 671,939 SH   DFND 1,5 0 0 671,939
HCA HEALTHCARE INC COM 40412C101 13,451 169,000 SH   DFND 1 169,000 0 0
HCA HEALTHCARE INC COM 40412C101 325,685 4,092,031 SH   DFND 1,5 441,441 0 3,650,590
HCA HEALTHCARE INC COM 40412C101 5,796 72,829 SH   DFND 2 0 0 72,829
HCA HEALTHCARE INC COM 40412C101 11,740 147,507 SH   DFND 3 147,507 0 0
HCA HEALTHCARE INC COM 40412C101 203 2,550 SH   DFND 6 2,550 0 0
HCA HEALTHCARE INC COM 40412C101 4,436 55,740 SH   DFND 7 55,740 0 0
HCA HEALTHCARE INC COM 40412C101 30,563 384,000 SH   DFND 11 384,000 0 0
HCP INC COM 40414L109 3,289 118,182 SH   DFND 2 0 0 118,182
HCP INC COM 40414L109 1,413 50,776 SH   DFND 3 50,776 0 0
HD SUPPLY HLDGS INC COM 40416M105 372 10,300 SH   DFND 1 10,300 0 0
HD SUPPLY HLDGS INC COM 40416M105 896,561 24,856,145 SH   DFND 1,5 335,015 0 24,521,130
HD SUPPLY HLDGS INC COM 40416M105 20,863 578,400 SH   DFND 6 578,400 0 0
HD SUPPLY HLDGS INC COM 40416M105 1,356 37,600 SH   DFND 7 37,600 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 1,370,087 14,216,942 SH   DFND 1,5 1,899,330 0 12,317,612
HDFC BANK LTD ADR REPS 3 SHS 40415F101 72,747 754,877 SH   DFND 1,10 15,900 0 738,977
HDFC BANK LTD ADR REPS 3 SHS 40415F101 418 4,338 SH   DFND 3 4,338 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 3,508 36,400 SH   DFND 6 36,400 0 0
HEALTHCARE RLTY TR COM 421946104 235,451 7,280,494 SH   DFND 1,5 198,200 0 7,082,294
HEALTHCARE RLTY TR COM 421946104 31,693 980,000 SH   DFND 6 980,000 0 0
HEALTHCARE RLTY TR COM 421946104 11,368 351,500 SH   DFND 7 129,000 0 222,500
HEALTHCARE SVCS GRP INC COM 421906108 16,994 314,882 SH   DFND 1,5 0 0 314,882
HEALTHCARE TR AMER INC CL A NEW 42225P501 166,865 5,599,500 SH   DFND 1,5 181,600 0 5,417,900
HEALTHCARE TR AMER INC CL A NEW 42225P501 3,648 122,400 SH   DFND 7 122,400 0 0
HEALTHEQUITY INC COM 42226A107 101,764 2,011,945 SH   DFND 1,5 236,159 0 1,775,786
HEALTHSOUTH CORP COM NEW 421924309 95,598 2,062,517 SH   DFND 1,5 2,124 0 2,060,393
HEALTHSTREAM INC COM 42222N103 60,874 2,604,810 SH   DFND 1,5 126,700 0 2,478,110
HEICO CORP NEW CL A 422806208 139,035 1,824,609 SH   DFND 1,5 16,425 0 1,808,184
HEICO CORP NEW COM 422806109 45,410 505,622 SH   DFND 1,5 2,172 0 503,450
HEICO CORP NEW CL A 422806208 33,149 435,024 SH   DFND 6 435,024 0 0
HEICO CORP NEW CL A 422806208 10,315 135,374 SH   DFND 7 135,374 0 0
HELEN OF TROY CORP LTD COM G4388N106 326,472 3,369,164 SH   DFND 1,5 364,875 0 3,004,289
HELEN OF TROY CORP LTD COM G4388N106 53,129 548,290 SH   DFND 6 548,290 0 0
HELEN OF TROY CORP LTD COM G4388N106 9,951 102,695 SH   DFND 7 102,695 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 9,613 1,300,829 SH   DFND 1,5 0 0 1,300,829
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 13,933 1,885,350 SH   DFND 6 1,885,350 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 5,933 802,900 SH   DFND 7 802,900 0 0
HELMERICH & PAYNE INC COM 423452101 1,426 27,363 SH   DFND 2 0 0 27,363
HELMERICH & PAYNE INC COM 423452101 3,343 64,152 SH   DFND 3 64,152 0 0
HENRY JACK & ASSOC INC COM 426281101 11,909 115,862 SH   DFND 1,5 262 0 115,600
HENRY JACK & ASSOC INC COM 426281101 340 3,306 SH   DFND 3 3,306 0 0
HENRY JACK & ASSOC INC COM 426281101 1,416 13,780 SH   DFND 6 13,780 0 0
HENRY JACK & ASSOC INC COM 426281101 3,429 33,357 SH   DFND 7 33,357 0 0
HERBALIFE LTD COM USD SHS G4412G101 320 4,725 SH   DFND 1 4,725 0 0
HERBALIFE LTD COM USD SHS G4412G101 485,332 7,155,124 SH   DFND 1,5 915,054 0 6,240,070
HERBALIFE LTD COM USD SHS G4412G101 1,909 28,148 SH   DFND 3 28,148 0 0
HERBALIFE LTD COM USD SHS G4412G101 24,261 357,675 SH   DFND 6 346,976 0 10,699
HERBALIFE LTD COM USD SHS G4412G101 19,859 292,780 SH   DFND 7 292,780 0 0
HERON THERAPEUTICS INC COM 427746102 130,581 8,085,509 SH   DFND 1,5 1,013,184 0 7,072,325
HERON THERAPEUTICS INC COM 427746102 485 30,000 SH   DFND 7 30,000 0 0
HERSHEY CO COM 427866108 651 5,959 SH   DFND 1 5,959 0 0
HERSHEY CO COM 427866108 114,482 1,048,661 SH   DFND 1,5 201,400 0 847,261
HERSHEY CO COM 427866108 3,888 35,611 SH   DFND 2 0 0 35,611
HERSHEY CO COM 427866108 9,571 87,669 SH   DFND 3 87,669 0 0
HERSHEY CO COM 427866108 1,545 14,149 SH   DFND 6 14,149 0 0
HERSHEY CO COM 427866108 4,743 43,446 SH   DFND 7 43,446 0 0
HERSHEY CO COM 427866108 666 6,100 SH   DFND   6,100 0 0
HERTZ GLOBAL HLDGS INC COM 42806J106 105,550 4,720,474 SH   DFND 1,5 60,200 0 4,660,274
HERTZ GLOBAL HLDGS INC COM 42806J106 306 13,699 SH   DFND 3 13,699 0 0
HERTZ GLOBAL HLDGS INC COM 42806J106 342 15,300 SH   DFND 6 15,300 0 0
HESS CORP COM 42809H107 35,157 749,767 SH   DFND 1,5 55,302 0 694,465
HESS CORP COM 42809H107 3,193 68,100 SH   DFND 2 0 0 68,100
HESS CORP COM 42809H107 6,320 134,775 SH   DFND 3 134,775 0 0
HESS CORP COM 42809H107 16,316 347,966 SH   DFND 6 322,062 0 25,904
HESS CORP COM 42809H107 71,435 1,523,466 SH   DFND 7 667,436 0 856,030
HESS MIDSTREAM PARTNERS LP UNIT LTD PR INT 428104103 57,670 2,624,947 SH   DFND 1,5 0 0 2,624,947
HEWLETT PACKARD ENTERPRISE C COM 42824C109 245,250 16,672,305 SH   DFND 1,5 776,774 0 15,895,531
HEWLETT PACKARD ENTERPRISE C COM 42824C109 6,089 413,953 SH   DFND 2 0 0 413,953
HEWLETT PACKARD ENTERPRISE C COM 42824C109 9,873 671,159 SH   DFND 3 671,159 0 0
HEXCEL CORP NEW COM 428291108 109,130 1,900,560 SH   DFND 1,5 0 0 1,900,560
HFF INC CL A 40418F108 791 20,007 SH   DFND 1,5 10,000 0 10,007
HIBBETT SPORTS INC COM 428567101 18,186 1,276,178 SH   DFND 1,5 250,000 0 1,026,178
HIGHWOODS PPTYS INC COM 431284108 91,208 1,750,975 SH   DFND 1 1,750,975 0 0
HIGHWOODS PPTYS INC COM 431284108 146,411 2,810,731 SH   DFND 1,5 74,734 0 2,735,997
HIGHWOODS PPTYS INC COM 431284108 22,555 433,000 SH   DFND 6 433,000 0 0
HIGHWOODS PPTYS INC COM 431284108 8,527 163,690 SH   DFND 7 20,790 0 142,900
HILL ROM HLDGS INC COM 431475102 222,177 3,002,390 SH   DFND 1,5 769 0 3,001,621
HILL ROM HLDGS INC COM 431475102 1,080 14,600 SH   DFND 7 14,600 0 0
HILLTOP HOLDINGS INC COM 432748101 169,314 6,512,096 SH   DFND 1,5 2,361 0 6,509,735
HILTON GRAND VACATIONS INC COM 43283X105 18,939 490,279 SH   DFND 1,5 0 0 490,279
HILTON GRAND VACATIONS INC COM 43283X105 24,352 630,380 SH   DFND 6 630,380 0 0
HILTON GRAND VACATIONS INC COM 43283X105 8,956 231,850 SH   DFND 7 231,850 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 347,680 5,006,190 SH   DFND 1,5 419,819 0 4,586,371
HILTON WORLDWIDE HLDGS INC COM 43300A203 3,575 51,473 SH   DFND 2 0 0 51,473
HILTON WORLDWIDE HLDGS INC COM 43300A203 884 12,727 SH   DFND 3 12,727 0 0
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 69,152 6,326,836 SH   DFND 1,9 0 0 6,326,836
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 4,058 371,300 SH   DFND 7 371,300 0 0
HINGHAM INSTN SVGS MASS COM 433323102 2,874 15,107 SH   DFND 1,5 5,000 0 10,107
HISTOGENICS CORP COM 43358V109 3,425 1,729,620 SH   DFND 1,5 0 0 1,729,620
HMS HLDGS CORP COM 40425J101 3,390 170,700 SH   DFND 1,5 18,700 0 152,000
HNI CORP COM 404251100 2,289 55,200 SH   DFND 1,5 0 0 55,200
HOEGH LNG PARTNERS LP COM UNIT LTD Y3262R100 22,152 1,194,154 SH   DFND 1,5 0 0 1,194,154
HOEGH LNG PARTNERS LP COM UNIT LTD Y3262R100 14,494 781,355 SH   DFND 1,10 15,900 0 765,455
HOLLYFRONTIER CORP COM 436106108 23,424 651,220 SH   DFND 1,5 14,516 0 636,704
HOLLYFRONTIER CORP COM 436106108 1,194 33,200 SH   DFND 7 33,200 0 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 1,601 74,071 SH   DFND 1,5 0 0 74,071
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 16,017 13,156,000 PRN   DFND 1,5 0 0 0
HOLOGIC INC COM 436440101 57,965 1,579,851 SH   DFND 1,5 200 0 1,579,651
HOLOGIC INC COM 436440101 2,593 70,681 SH   DFND 2 0 0 70,681
HOLOGIC INC COM 436440101 387 10,535 SH   DFND 3 10,535 0 0
HOME BANCSHARES INC COM 436893200 67,226 2,665,600 SH   DFND 1,5 1,400 0 2,664,200
HOME DEPOT INC COM 437076102 1,022 6,251 SH   DFND 1 6,251 0 0
HOME DEPOT INC COM 437076102 4,592,185 28,076,458 SH   DFND 1,5 2,024,743 0 26,051,715
HOME DEPOT INC COM 437076102 48,589 297,070 SH   DFND 2 0 0 297,070
HOME DEPOT INC COM 437076102 98,538 602,460 SH   DFND 3 602,460 0 0
HOME DEPOT INC COM 437076102 65,013 397,486 SH   DFND 6 397,486 0 0
HOME DEPOT INC COM 437076102 176,699 1,080,332 SH   DFND 7 506,662 0 573,670
HOMETRUST BANCSHARES INC COM 437872104 1,153 44,959 SH   DFND 6 44,959 0 0
HONDA MOTOR LTD AMERN SHS 438128308 4,567 154,495 SH   DFND 1,5 0 0 154,495
HONEYWELL INTL INC COM 438516106 595 4,200 SH   DFND 1 4,200 0 0
HONEYWELL INTL INC COM 438516106 974,601 6,875,979 SH   DFND 1,5 639,638 0 6,236,341
HONEYWELL INTL INC COM 438516106 27,230 192,115 SH   DFND 2 0 0 192,115
HONEYWELL INTL INC COM 438516106 62,104 438,157 SH   DFND 3 438,157 0 0
HONEYWELL INTL INC COM 438516106 19,655 138,671 SH   DFND 6 138,671 0 0
HONEYWELL INTL INC COM 438516106 74,791 527,664 SH   DFND 7 184,794 0 342,870
HOPE BANCORP INC COM 43940T109 28,217 1,593,276 SH   DFND 1,5 96,000 0 1,497,276
HORIZON PHARMA PLC SHS G4617B105 9,846 776,496 SH   DFND 1,5 0 0 776,496
HORMEL FOODS CORP COM 440452100 2,183 67,931 SH   DFND 2 0 0 67,931
HORMEL FOODS CORP COM 440452100 1,181 36,738 SH   DFND 3 36,738 0 0
HORTONWORKS INC COM 440894103 10,776 635,774 SH   DFND 1,9 0 0 635,774
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1,370 48,100 SH   DFND 7 48,100 0 0
HOST HOTELS & RESORTS INC COM 44107P104 253,405 13,704,990 SH   DFND 1 13,704,990 0 0
HOST HOTELS & RESORTS INC COM 44107P104 186,746 10,099,856 SH   DFND 1,5 345,928 0 9,753,928
HOST HOTELS & RESORTS INC COM 44107P104 3,448 186,498 SH   DFND 2 0 0 186,498
HOST HOTELS & RESORTS INC COM 44107P104 294 15,908 SH   DFND 3 15,908 0 0
HOST HOTELS & RESORTS INC COM 44107P104 12,087 653,724 SH   DFND 6 653,724 0 0
HOST HOTELS & RESORTS INC COM 44107P104 4,001 216,387 SH   DFND 7 0 0 216,387
HOSTESS BRANDS INC CL A 44109J106 56,646 4,146,834 SH   DFND 1,5 0 0 4,146,834
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 144,697 12,008,084 SH   DFND 1,5 173,700 0 11,834,384
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 18,491 1,534,563 SH   DFND 6 1,460,263 0 74,300
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 8,217 681,868 SH   DFND 7 592,368 0 89,500
HOULIHAN LOKEY INC CL A 441593100 9,513 243,100 SH   DFND 1,5 0 0 243,100
HOUSTON WIRE & CABLE CO COM 44244K109 7,104 1,353,178 SH   DFND 1,5 3,500 0 1,349,678
HOWARD HUGHES CORP COM 44267D107 7,721 65,468 SH   DFND 1,5 0 0 65,468
HOWARD HUGHES CORP COM 44267D107 1,474 12,500 SH   DFND 6 12,500 0 0
HOWARD HUGHES CORP COM 44267D107 1,962 16,641 SH   DFND 7 3,441 0 13,200
HP INC COM 40434L105 582,582 29,187,459 SH   DFND 1,5 1,793,308 0 27,394,151
HP INC COM 40434L105 8,401 420,915 SH   DFND 2 0 0 420,915
HP INC COM 40434L105 10,761 539,118 SH   DFND 3 539,118 0 0
HP INC COM 40434L105 230 11,540 SH   DFND 6 11,540 0 0
HP INC COM 40434L105 7,060 353,687 SH   DFND 7 353,687 0 0
HSBC HLDGS PLC SPON ADR NEW 404280406 160,213 3,242,517 SH   DFND 1,5 0 0 3,242,517
HSBC HLDGS PLC SPON ADR NEW 404280406 361 7,314 SH   DFND 3 7,314 0 0
HSN INC COM 404303109 5,277 135,135 SH   DFND 6 135,135 0 0
HSN INC COM 404303109 2,265 58,000 SH   DFND 7 58,000 0 0
HTG MOLECULAR DIAGNOSTICS IN COM 40434H104 1,145 673,461 SH   DFND 1,5 0 0 673,461
HUB GROUP INC CL A 443320106 25,673 597,732 SH   DFND 1,5 72,176 0 525,556
HUB GROUP INC CL A 443320106 8,801 204,920 SH   DFND 6 173,120 0 31,800
HUB GROUP INC CL A 443320106 7,534 175,414 SH   DFND 7 133,314 0 42,100
HUBBELL INC COM 443510607 84,788 730,807 SH   DFND 1,5 0 0 730,807
HUBBELL INC COM 443510607 2,309 19,900 SH   DFND 6 19,900 0 0
HUBSPOT INC COM 443573100 462,539 5,503,139 SH   DFND 1,5 1,009,171 0 4,493,968
HUBSPOT INC COM 443573100 4,085 48,600 SH   DFND 1,9 0 0 48,600
HUDBAY MINERALS INC COM 443628102 44,252 5,969,300 SH   DFND 11 5,969,300 0 0
HUDSON PAC PPTYS INC COM 444097109 138,724 4,137,300 SH   DFND 1 4,137,300 0 0
HUDSON PAC PPTYS INC COM 444097109 177,845 5,304,063 SH   DFND 1,5 193,704 0 5,110,359
HUDSON PAC PPTYS INC COM 444097109 20,032 597,429 SH   DFND 6 597,429 0 0
HUDSON PAC PPTYS INC COM 444097109 6,662 198,700 SH   DFND 7 0 0 198,700
HUDSON TECHNOLOGIES INC COM 444144109 16,401 2,100,000 SH   DFND 11 2,100,000 0 0
HUGOTON RTY TR TEX UNIT BEN INT 444717102 93 50,000 SH   DFND 1,5 50,000 0 0
HUMANA INC COM 444859102 1,011 4,151 SH   DFND 1 4,151 0 0
HUMANA INC COM 444859102 1,576,224 6,469,747 SH   DFND 1,5 302,072 0 6,167,675
HUMANA INC COM 444859102 8,873 36,419 SH   DFND 2 0 0 36,419
HUMANA INC COM 444859102 16,736 68,695 SH   DFND 3 68,695 0 0
HUMANA INC COM 444859102 28,459 116,813 SH   DFND 6 106,624 0 10,189
HUMANA INC COM 444859102 82,808 339,891 SH   DFND 7 285,259 0 54,632
HUMANA INC COM 444859102 18,540 76,100 SH   DFND 11 76,100 0 0
HUNT J B TRANS SVCS INC COM 445658107 603 5,432 SH   DFND 1 5,432 0 0
HUNT J B TRANS SVCS INC COM 445658107 415,509 3,740,624 SH   DFND 1,5 22,184 0 3,718,440
HUNT J B TRANS SVCS INC COM 445658107 2,389 21,511 SH   DFND 2 0 0 21,511
HUNT J B TRANS SVCS INC COM 445658107 1,920 17,282 SH   DFND 3 17,282 0 0
HUNT J B TRANS SVCS INC COM 445658107 11,208 100,900 SH   DFND 6 100,900 0 0
HUNTINGTON BANCSHARES INC COM 446150104 449 32,129 SH   DFND 1 32,129 0 0
HUNTINGTON BANCSHARES INC COM 446150104 1,273,882 91,252,313 SH   DFND 1,5 844,472 0 90,407,841
HUNTINGTON BANCSHARES INC COM 446150104 3,830 274,387 SH   DFND 2 0 0 274,387
HUNTINGTON BANCSHARES INC COM 446150104 884 63,300 SH   DFND 3 63,300 0 0
HUNTINGTON BANCSHARES INC COM 446150104 28,487 2,040,615 SH   DFND 6 1,920,839 0 119,776
HUNTINGTON BANCSHARES INC COM 446150104 60,418 4,327,909 SH   DFND 7 3,995,709 0 332,200
HUNTINGTON INGALLS INDS INC COM 446413106 701,780 3,099,189 SH   DFND 1,5 9,973 0 3,089,216
HUNTINGTON INGALLS INDS INC COM 446413106 366 1,615 SH   DFND 3 1,615 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 566 2,500 SH   DFND 6 2,500 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 1,087 4,800 SH   DFND 7 4,800 0 0
HUNTSMAN CORP COM 447011107 20,622 752,072 SH   DFND 1,5 72 0 752,000
HUNTSMAN CORP COM 447011107 3,560 129,838 SH   DFND 3 129,838 0 0
HURCO COMPANIES INC COM 447324104 17,112 411,347 SH   DFND 1,5 92,010 0 319,337
HURON CONSULTING GROUP INC COM 447462102 237 6,912 SH   DFND 6 6,912 0 0
HURON CONSULTING GROUP INC COM 447462102 40,240 1,173,166 SH   DFND 11 1,173,166 0 0
HYATT HOTELS CORP COM CL A 448579102 18,768 303,740 SH   DFND 1,5 98,000 0 205,740
HYSTER YALE MATLS HANDLING I CL A 449172105 19,113 250,037 SH   DFND 1,5 29,630 0 220,407
IAMGOLD CORP COM 450913108 8,992 1,470,550 SH   DFND 1,5 1,550 0 1,469,000
IBERIABANK CORP COM 450828108 49,610 603,900 SH   DFND 6 596,800 0 7,100
IBERIABANK CORP COM 450828108 12,764 155,375 SH   DFND 7 146,575 0 8,800
ICF INTL INC COM 44925C103 61,969 1,148,633 SH   DFND 1,5 60,231 0 1,088,402
ICF INTL INC COM 44925C103 6,684 123,900 SH   DFND 1,9 0 0 123,900
ICF INTL INC COM 44925C103 61,769 1,144,938 SH   DFND 6 1,112,738 0 32,200
ICF INTL INC COM 44925C103 21,187 392,710 SH   DFND 7 361,410 0 31,300
ICICI BK LTD ADR 45104G104 50,538 5,904,030 SH   DFND 1,5 238,140 0 5,665,890
ICON PLC SHS G4705A100 233,451 2,049,977 SH   DFND 1,5 162,577 0 1,887,400
IDACORP INC COM 451107106 335,804 3,818,988 SH   DFND 1,5 134,895 0 3,684,093
IDERA PHARMACEUTICALS INC COM NEW 45168K306 7,302 3,274,462 SH   DFND 1,5 0 0 3,274,462
IDEX CORP COM 45167R104 91,465 752,981 SH   DFND 1,5 253 0 752,728
IDEX CORP COM 45167R104 32,339 266,233 SH   DFND 6 262,738 0 3,495
IDEX CORP COM 45167R104 10,375 85,412 SH   DFND 7 85,412 0 0
IDEXX LABS INC COM 45168D104 3,420 21,994 SH   DFND 2 0 0 21,994
IDEXX LABS INC COM 45168D104 899 5,784 SH   DFND 3 5,784 0 0
IDEXX LABS INC COM 45168D104 1,042 6,700 SH   DFND 7 6,700 0 0
IGNYTA INC COM 451731103 5,676 459,631 SH   DFND 1,5 0 0 459,631
IHS MARKIT LTD SHS G47567105 886 20,093 SH   DFND 1 20,093 0 0
IHS MARKIT LTD SHS G47567105 726,083 16,471,931 SH   DFND 1,5 817,276 0 15,654,655
IHS MARKIT LTD SHS G47567105 4,035 91,546 SH   DFND 2 0 0 91,546
IHS MARKIT LTD SHS G47567105 596 13,523 SH   DFND 3 13,523 0 0
IHS MARKIT LTD SHS G47567105 4,644 105,363 SH   DFND 6 105,363 0 0
IHS MARKIT LTD SHS G47567105 3,945 89,500 SH   DFND 11 89,500 0 0
ILG INC COM 44967H101 17,509 655,039 SH   DFND 1,5 72,000 0 583,039
ILLINOIS TOOL WKS INC COM 452308109 380,060 2,568,666 SH   DFND 1,5 397,922 0 2,170,744
ILLINOIS TOOL WKS INC COM 452308109 11,549 78,055 SH   DFND 2 0 0 78,055
ILLINOIS TOOL WKS INC COM 452308109 22,905 154,806 SH   DFND 3 154,806 0 0
ILLUMINA INC COM 452327109 52,655 264,333 SH   DFND 1,5 31,900 0 232,433
ILLUMINA INC COM 452327109 7,329 36,793 SH   DFND 2 0 0 36,793
ILLUMINA INC COM 452327109 16,835 84,512 SH   DFND 3 84,512 0 0
IMAGE SENSING SYS INC COM 45244C104 227 77,005 SH   DFND 1,5 8,534 0 68,471
IMMUNE DESIGN CORP COM 45252L103 5,158 498,392 SH   DFND 1,5 0 0 498,392
IMMUNOGEN INC COM 45253H101 42,880 5,605,285 SH   DFND 1,5 0 0 5,605,285
IMMUNOMEDICS INC COM 452907108 76,846 5,496,851 SH   DFND 1,5 0 0 5,496,851
IMPAX LABORATORIES INC COM 45256B101 5,532 272,500 SH   DFND 1,5 0 0 272,500
IMPERIAL OIL LTD COM NEW 453038408 469,268 14,689,628 SH   DFND 1,5 1,072,411 0 13,617,217
IMPERIAL OIL LTD COM NEW 453038408 5,950 186,254 SH   DFND 6 186,254 0 0
IMPERIAL OIL LTD COM NEW 453038408 18,289 572,493 SH   DFND 7 198,280 0 374,213
IMPERIAL OIL LTD COM NEW 453038408 360,455 11,283,430 SH   DFND 11 10,326,410 0 957,020
INCYTE CORP COM 45337C102 235,084 2,013,738 SH   DFND 1,5 0 0 2,013,738
INCYTE CORP COM 45337C102 5,023 43,026 SH   DFND 2 0 0 43,026
INCYTE CORP COM 45337C102 2,091 17,908 SH   DFND 3 17,908 0 0
INCYTE CORP COM 45337C102 479 4,100 SH   DFND 7 4,100 0 0
INDEPENDENCE CONTRACT DRIL I COM 453415309 6,843 1,800,676 SH   DFND 1,5 0 0 1,800,676
INDEPENDENT BANK CORP MASS COM 453836108 48,860 654,521 SH   DFND 1,5 0 0 654,521
INDEPENDENT BANK CORP MICH COM NEW 453838609 11,125 491,179 SH   DFND 6 491,179 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 4,211 185,912 SH   DFND 7 126,912 0 59,000
INFINERA CORPORATION COM 45667G103 191,927 21,637,769 SH   DFND 1,5 6,270,400 0 15,367,369
INFOSYS LTD SPONSORED ADR 456788108 1,605 110,000 SH   DFND 1,5 110,000 0 0
INFRAREIT INC COM 45685L100 7,677 343,201 SH   DFND 1,5 0 0 343,201
INGERSOLL-RAND PLC SHS G47791101 339 3,800 SH   DFND 1 3,800 0 0
INGERSOLL-RAND PLC SHS G47791101 533,686 5,985,041 SH   DFND 1,5 304,144 0 5,680,897
INGERSOLL-RAND PLC SHS G47791101 5,700 63,926 SH   DFND 2 0 0 63,926
INGERSOLL-RAND PLC SHS G47791101 6,666 74,759 SH   DFND 3 74,759 0 0
INGERSOLL-RAND PLC SHS G47791101 21,584 242,059 SH   DFND 6 217,906 0 24,153
INGERSOLL-RAND PLC SHS G47791101 98,628 1,106,062 SH   DFND 7 996,857 0 109,205
INGEVITY CORP COM 45688C107 15,917 254,788 SH   DFND 1,5 0 0 254,788
INGREDION INC COM 457187102 113,204 938,365 SH   DFND 1,5 1,063 0 937,302
INGREDION INC COM 457187102 456 3,781 SH   DFND 3 3,781 0 0
INGREDION INC COM 457187102 1,552 12,861 SH   DFND 6 12,861 0 0
INGREDION INC COM 457187102 4,014 33,272 SH   DFND 7 33,272 0 0
INNERWORKINGS INC COM 45773Y105 7,467 663,691 SH   DFND 6 663,691 0 0
INNERWORKINGS INC COM 45773Y105 3,194 283,940 SH   DFND 7 283,940 0 0
INNOSPEC INC COM 45768S105 113,609 1,842,804 SH   DFND 1,5 150,761 0 1,692,043
INNOSPEC INC COM 45768S105 32,292 523,800 SH   DFND 6 523,800 0 0
INNOSPEC INC COM 45768S105 8,341 135,303 SH   DFND 7 135,303 0 0
INNOVIVA INC COM 45781M101 226,237 16,022,480 SH   DFND 1,5 39,253 0 15,983,227
INOGEN INC COM 45780L104 38,352 403,284 SH   DFND 1,5 14,200 0 389,084
INOVALON HLDGS INC COM CL A 45781D101 7,918 464,394 SH   DFND 1,5 1,494 0 462,900
INPHI CORP COM 45772F107 144,310 3,635,937 SH   DFND 1,5 224,100 0 3,411,837
INPHI CORP COM 45772F107 36,047 908,203 SH   DFND 1,9 0 0 908,203
INPHI CORP COM 45772F107 54,331 1,368,874 SH   DFND 6 1,338,674 0 30,200
INPHI CORP COM 45772F107 16,975 427,697 SH   DFND 7 400,297 0 27,400
INSMED INC COM PAR $.01 457669307 333 10,672 SH   DFND 1 10,672 0 0
INSMED INC COM PAR $.01 457669307 351,570 11,264,662 SH   DFND 1,5 161,476 0 11,103,186
INSMED INC COM PAR $.01 457669307 1,548 49,600 SH   DFND 6 49,600 0 0
INSMED INC COM PAR $.01 457669307 4,682 150,000 SH   DFND 7 150,000 0 0
INSTALLED BLDG PRODS INC COM 45780R101 10,860 167,595 SH   DFND 6 167,595 0 0
INSTALLED BLDG PRODS INC COM 45780R101 3,981 61,438 SH   DFND 7 61,438 0 0
INSTRUCTURE INC COM 45781U103 32,756 988,105 SH   DFND 1,5 0 0 988,105
INSULET CORP COM 45784P101 451,302 8,193,567 SH   DFND 1,5 1,189,400 0 7,004,167
INSULET CORP COM 45784P101 599 10,880 SH   DFND 6 10,880 0 0
INSULET CORP COM 45784P101 2,754 50,000 SH   DFND 7 50,000 0 0
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 2,017 227,084 SH   DFND 1,5 0 0 227,084
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 518,181 10,265,074 SH   DFND 1,5 199,741 0 10,065,333
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 3,037 60,162 SH   DFND 7 60,162 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 177,486 6,677,424 SH   DFND 1,5 70,620 0 6,606,804
INTEGRATED DEVICE TECHNOLOGY COM 458118106 5,864 220,600 SH   DFND 1,9 0 0 220,600
INTEGRATED DEVICE TECHNOLOGY COM 458118106 29,712 1,117,842 SH   DFND 6 1,117,842 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 7,238 272,300 SH   DFND 7 272,300 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 64,524 35,115,000 PRN   DFND 1,5 0 0 0
INTEL CORP COM 458140100 785,474 20,626,946 SH   DFND 1,5 45,000 0 20,581,946
INTEL CORP COM 458140100 45,093 1,184,178 SH   DFND 2 0 0 1,184,178
INTEL CORP COM 458140100 69,074 1,813,910 SH   DFND 3 1,813,910 0 0
INTEL CORP COM 458140100 22,322 586,179 SH   DFND 6 490,816 0 95,363
INTEL CORP COM 458140100 71,830 1,886,285 SH   DFND 7 1,886,285 0 0
INTEL CORP COM 458140100 10,384 272,700 SH   DFND 11 272,700 0 0
INTELLIA THERAPEUTICS INC COM 45826J105 78,106 3,143,098 SH   DFND 1,5 521,667 0 2,621,431
INTELLIA THERAPEUTICS INC COM 45826J105 540 21,712 SH   DFND 3 21,712 0 0
INTELLIA THERAPEUTICS INC COM 45826J105 854 34,368 SH   DFND 6 34,368 0 0
INTELLIA THERAPEUTICS INC COM 45826J105 300 12,086 SH   DFND 11 12,086 0 0
INTER PARFUMS INC COM 458334109 21,409 519,000 SH   DFND 1,5 0 0 519,000
INTERACTIVE BROKERS GROUP IN COM 45841N107 7,780 172,742 SH   DFND 1,5 1,525 0 171,217
INTERACTIVE BROKERS GROUP IN COM 45841N107 2,463 54,691 SH   DFND 6 29,991 0 24,700
INTERACTIVE BROKERS GROUP IN COM 45841N107 4,350 96,573 SH   DFND 7 61,073 0 35,500
INTERACTIVE BROKERS GROUP IN COM 45841N107 18,565 412,200 SH   DFND 11 412,200 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 213,545 3,679,280 SH   DFND 1,5 144,393 0 3,534,887
INTERCEPT PHARMACEUTICALS IN COM 45845P108 2,995 51,610 SH   DFND 6 51,610 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 1,939 33,400 SH   DFND 7 16,000 0 17,400
INTERCONTINENTAL EXCHANGE IN COM 45866F104 452,180 6,581,949 SH   DFND 1,5 322,985 0 6,258,964
INTERCONTINENTAL EXCHANGE IN COM 45866F104 10,188 148,304 SH   DFND 2 0 0 148,304
INTERCONTINENTAL EXCHANGE IN COM 45866F104 24,129 351,224 SH   DFND 3 351,224 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 8,759 127,500 SH   DFND 7 127,500 0 0
INTERCONTINENTAL HOTELS GROU SPONSORED ADR 45857P707 297,722 5,629,073 SH   DFND 1,5 207,511 0 5,421,562
INTERCONTINENTAL HOTELS GROU SPONSORED ADR 45857P707 10,265 194,089 SH   DFND 7 194,089 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 13,114 11,185,000 PRN   DFND 1,5 0 0 0
INTERDIGITAL INC COM 45867G101 3,077 41,725 SH   DFND 1,5 55 0 41,670
INTERFACE INC COM 458665304 54,219 2,475,755 SH   DFND 1,5 30,200 0 2,445,555
INTERNATIONAL BUSINESS MACHS COM 459200101 312,714 2,155,461 SH   DFND 1,5 139,466 0 2,015,995
INTERNATIONAL BUSINESS MACHS COM 459200101 31,688 218,415 SH   DFND 2 0 0 218,415
INTERNATIONAL BUSINESS MACHS COM 459200101 43,500 299,836 SH   DFND 3 299,836 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 11,532 79,489 SH   DFND 6 72,389 0 7,100
INTERNATIONAL BUSINESS MACHS COM 459200101 32,959 227,180 SH   DFND 7 227,180 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 2,844 19,901 SH   DFND 2 0 0 19,901
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 2,615 18,297 SH   DFND 3 18,297 0 0
INTERNATIONAL SEAWAYS INC COM Y41053102 7,272 369,129 SH   DFND 1,5 75,210 0 293,919
INTERPUBLIC GROUP COS INC COM 460690100 442,216 21,270,588 SH   DFND 1,5 65,673 0 21,204,915
INTERPUBLIC GROUP COS INC COM 460690100 2,060 99,106 SH   DFND 2 0 0 99,106
INTERPUBLIC GROUP COS INC COM 460690100 28,463 1,369,053 SH   DFND 3 1,369,053 0 0
INTERPUBLIC GROUP COS INC COM 460690100 12,429 597,820 SH   DFND 6 597,820 0 0
INTERPUBLIC GROUP COS INC COM 460690100 9,399 452,100 SH   DFND 7 209,200 0 242,900
INTERSECT ENT INC COM 46071F103 25,094 805,582 SH   DFND 1,5 48,100 0 757,482
INTERSECT ENT INC COM 46071F103 35,872 1,151,602 SH   DFND 6 1,088,102 0 63,500
INTERSECT ENT INC COM 46071F103 14,530 466,442 SH   DFND 7 410,442 0 56,000
INTL PAPER CO COM 460146103 5,912 104,053 SH   DFND 2 0 0 104,053
INTL PAPER CO COM 460146103 14,123 248,561 SH   DFND 3 248,561 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 125,692 7,965,260 SH   DFND 1,5 2,051,667 0 5,913,593
INTREPID POTASH INC COM 46121Y102 20,374 4,672,921 SH   DFND 1,5 7,100 0 4,665,821
INTREPID POTASH INC COM 46121Y102 2,814 645,395 SH   DFND 6 645,395 0 0
INTREXON CORP COM 46122T102 106,097 5,581,095 SH   DFND 1,5 757,937 0 4,823,158
INTREXON CORP COM 46122T102 196 10,300 SH   DFND 6 10,300 0 0
INTUIT COM 461202103 529,768 3,727,089 SH   DFND 1,5 565,222 0 3,161,867
INTUIT COM 461202103 52,335 368,190 SH   DFND 1,9 110 0 368,080
INTUIT COM 461202103 8,719 61,340 SH   DFND 2 0 0 61,340
INTUIT COM 461202103 20,144 141,720 SH   DFND 3 141,720 0 0
INTUIT COM 461202103 518 3,643 SH   DFND 6 3,643 0 0
INTUIT COM 461202103 5,344 37,600 SH   DFND 7 37,600 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 479 458 SH   DFND 1 458 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 2,489,733 2,380,515 SH   DFND 1,5 170,052 0 2,210,463
INTUITIVE SURGICAL INC COM NEW 46120E602 9,827 9,396 SH   DFND 2 0 0 9,396
INTUITIVE SURGICAL INC COM NEW 46120E602 23,553 22,520 SH   DFND 3 22,520 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 19,236 18,392 SH   DFND 6 18,392 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 31,516 30,133 SH   DFND 7 23,633 0 6,500
INTUITIVE SURGICAL INC COM NEW 46120E602 26,252 25,100 SH   DFND 11 25,100 0 0
INVENTURE FOODS INC COM 461212102 1,723 367,400 SH   DFND 6 367,400 0 0
INVENTURE FOODS INC COM 461212102 675 143,823 SH   DFND 7 143,823 0 0
INVENTURE FOODS INC COM 461212102 2,159 460,240 SH   DFND 11 460,240 0 0
INVESCO LTD SHS G491BT108 156,195 4,457,616 SH   DFND 1,5 19,647 0 4,437,969
INVESCO LTD SHS G491BT108 3,593 102,531 SH   DFND 2 0 0 102,531
INVESCO LTD SHS G491BT108 1,090 31,100 SH   DFND 3 31,100 0 0
INVESCO LTD SHS G491BT108 506 14,430 SH   DFND 7 14,430 0 0
INVESCO LTD SHS G491BT108 2,854 81,450 SH   DFND 11 81,450 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 42,950 2,507,272 SH   DFND 1,5 166 0 2,507,106
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 23,771 1,073,680 SH   DFND 1,5 0 0 1,073,680
INVESTORS BANCORP INC NEW COM 46146L101 124,445 9,123,499 SH   DFND 1,5 167,914 0 8,955,585
INVESTORS BANCORP INC NEW COM 46146L101 29,357 2,152,267 SH   DFND 6 2,046,967 0 105,300
INVESTORS BANCORP INC NEW COM 46146L101 10,216 748,999 SH   DFND 7 748,999 0 0
INVITAE CORP COM 46185L103 256 27,328 SH   DFND 1,5 27,328 0 0
INVITATION HOMES INC COM 46187W107 25,615 1,130,900 SH   DFND 1 1,130,900 0 0
INVITATION HOMES INC COM 46187W107 15,829 698,870 SH   DFND 1,5 140 0 698,730
INVUITY INC COM NEW 46187J205 6,865 771,340 SH   DFND 1,5 17,789 0 753,551
INVUITY INC COM NEW 46187J205 413 46,400 SH   DFND 6 46,400 0 0
IONIS PHARMACEUTICALS INC COM 462222100 945,281 18,644,603 SH   DFND 1,5 4,341,346 0 14,303,257
IONIS PHARMACEUTICALS INC COM 462222100 436 8,600 SH   DFND 6 8,600 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 13,935 1,798,028 SH   DFND 1,5 20,000 0 1,778,028
IPG PHOTONICS CORP COM 44980X109 163,681 884,475 SH   DFND 1,5 60,636 0 823,839
IPG PHOTONICS CORP COM 44980X109 241 1,303 SH   DFND 3 1,303 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 92,523 1,783,412 SH   DFND 1,5 15,100 0 1,768,312
IRHYTHM TECHNOLOGIES INC COM 450056106 15,400 296,830 SH   DFND 6 296,830 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 3,907 75,300 SH   DFND 7 75,300 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 61,912 6,010,862 SH   DFND 1,5 99,000 0 5,911,862
IROBOT CORP COM 462726100 27,621 358,432 SH   DFND 1,5 25 0 358,407
IRON MTN INC NEW COM 46284V101 2,592 66,628 SH   DFND 2 0 0 66,628
IRON MTN INC NEW COM 46284V101 1,332 34,245 SH   DFND 3 34,245 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 291,152 18,462,424 SH   DFND 1,5 3,148,352 0 15,314,072
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 1,009 64,003 SH   DFND 6 64,003 0 0
IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 1,031 42,010 SH   DFND 1,5 3,200 0 38,810
ISHARES RUS TP200 GR ETF 464289438 211 3,132 SH   DFND 3 3,132 0 0
ISHARES GOLD TRUST ISHARES 464285105 3,039 246,873 SH   DFND 3 246,873 0 0
ISHARES INC MSCI CDA ETF 464286509 360 12,438 SH   DFND 1,5 0 0 12,438
ISHARES INC MSCI JPN ETF NEW 46434G822 284,031 5,098,380 SH   DFND 1,5 37,810 0 5,060,570
ISHARES INC CORE MSCI EMKT 46434G103 235,020 4,350,603 SH   DFND 1,5 0 0 4,350,603
ISHARES INC MSCI SPAN CP ETF 464286764 72,043 2,135,247 SH   DFND 3 2,135,247 0 0
ISHARES INC MSCI CDA ETF 464286509 306 10,586 SH   DFND 3 10,586 0 0
ISHARES INC MIN VOL EMRG MKT 464286533 257 4,429 SH   DFND 3 4,429 0 0
ISHARES INC MSCI AUST ETF 464286103 208,686 9,299,727 SH   DFND 3 9,299,727 0 0
ISHARES INC MSCI STH KOR ETF 464286772 107,002 1,549,404 SH   DFND 3 1,549,404 0 0
ISHARES INC CORE MSCI EMKT 46434G103 1,386,999 25,675,650 SH   DFND 3 25,675,650 0 0
ISHARES INC MSCI EURZONE ETF 464286608 260,014 6,002,167 SH   DFND 3 6,002,167 0 0
ISHARES INC MSCI ITL ETF NEW 46434G830 110,072 3,509,952 SH   DFND 3 3,509,952 0 0
ISHARES INC MSCI JPN ETF NEW 46434G822 879,273 15,783,045 SH   DFND 3 15,783,045 0 0
ISHARES INC MIN VOL EMRG MKT 464286533 2,747 47,288 SH   DFND 6 32,761 0 14,527
ISHARES INC MSCI CDA ETF 464286509 541 18,698 SH   DFND 6 0 0 18,698
ISHARES INC MSCI SWEDEN ETF 464286756 14,942 416,457 SH   DFND 7 416,457 0 0
ISHARES INC MSCI STH KOR ETF 464286772 5,472 79,240 SH   DFND 7 79,240 0 0
ISHARES INC MIN VOL EMRG MKT 464286533 16,403 282,328 SH   DFND 7 282,328 0 0
ISHARES INC CORE MSCI EMKT 46434G103 32,926 609,524 SH   DFND 7 609,524 0 0
ISHARES INC MSCI TAIWAN ETF 46434G772 3,258 90,240 SH   DFND 7 90,240 0 0
ISHARES TR TIPS BD ETF 464287176 294,202 2,590,260 SH   DFND 1,5 1,267,648 0 1,322,612
ISHARES TR EAFE SML CP ETF 464288273 2,325 37,500 SH   DFND 1,5 37,500 0 0
ISHARES TR CORE MSCI EURO 46434V738 1,518 30,559 SH   DFND 1,5 127 0 30,432
ISHARES TR RUS 2000 VAL ETF 464287630 2,408 19,400 SH   DFND 1,5 19,400 0 0
ISHARES TR 3 7 YR TREAS BD 464288661 8,760 70,929 SH   DFND 1,5 1,289 0 69,640
ISHARES TR CORE MSCI EAFE 46432F842 2,310 36,000 SH   DFND 1,5 36,000 0 0
ISHARES TR SHORT TREAS BD 464288679 10,392 94,134 SH   DFND 1,5 94,134 0 0
ISHARES TR US HLTHCR PR ETF 464288828 887 6,003 SH   DFND 1,5 235 0 5,768
ISHARES TR BARCLAYS 7 10 YR 464287440 8,606 80,790 SH   DFND 1,5 0 0 80,790
ISHARES TR JPMORGAN USD EMG 464288281 1,813 15,573 SH   DFND 1,5 418 0 15,155
ISHARES TR CORE S&P TTL STK 464287150 3,077 53,391 SH   DFND 1,5 53,391 0 0
ISHARES TR CORE US AGGBD ET 464287226 10,941 99,838 SH   DFND 1,5 1,605 0 98,233
ISHARES TR MSCI EAFE ETF 464287465 546,816 7,985,049 SH   DFND 1,5 475,645 0 7,509,404
ISHARES TR RESID RL EST CAP 464288562 532 8,361 SH   DFND 1,5 290 0 8,071
ISHARES TR MSCI INDIA ETF 46429B598 5,504 167,547 SH   DFND 1,5 0 0 167,547
ISHARES TR CORE S&P500 ETF 464287200 10,894 43,072 SH   DFND 1,5 43,072 0 0
ISHARES TR 20 YR TR BD ETF 464287432 524,775 4,206,280 SH   DFND 1,5 556,702 0 3,649,578
ISHARES TR CORE S&P MCP ETF 464287507 2,326 13,000 SH   DFND 1,5 13,000 0 0
ISHARES TR S&P US PFD STK 464288687 44,356 1,142,900 SH   DFND 1,5 0 0 1,142,900
ISHARES TR RUSSELL 2000 ETF 464287655 40,379 272,500 SH   DFND 1,5 0 0 272,500
ISHARES TR CORE US AGGBD ET 464287226 476,900 4,351,670 SH   DFND 3 4,351,670 0 0
ISHARES TR CORE MSCI TOTAL 46432F834 382 6,258 SH   DFND 3 6,258 0 0
ISHARES TR S&P 100 ETF 464287101 23,427 210,481 SH   DFND 3 210,481 0 0
ISHARES TR SELECT DIVID ETF 464287168 5,568 59,452 SH   DFND 3 59,452 0 0
ISHARES TR MSCI ACWI EX US 464288240 490 10,139 SH   DFND 3 10,139 0 0
ISHARES TR INTL SEL DIV ETF 464288448 284 8,424 SH   DFND 3 8,424 0 0
ISHARES TR INTL DEV RE ETF 464288489 44,556 1,527,449 SH   DFND 3 1,527,449 0 0
ISHARES TR U.S. FIN SVC ETF 464287770 264 2,204 SH   DFND 3 2,204 0 0
ISHARES TR CUR HD EURZN ETF 46434V639 117,414 3,899,494 SH   DFND 3 3,899,494 0 0
ISHARES TR 1 3 YR CR BD ETF 464288646 407,217 3,865,373 SH   DFND 3 3,865,373 0 0
ISHARES TR N AMER TECH ETF 464287549 330 2,142 SH   DFND 3 2,142 0 0
ISHARES TR MRNGSTR INC ETF 46432F875 221 8,548 SH   DFND 3 8,548 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 422,389 4,973,374 SH   DFND 3 4,973,374 0 0
ISHARES TR U.S. TECH ETF 464287721 636 4,245 SH   DFND 3 4,245 0 0
ISHARES TR US AER DEF ETF 464288760 391 2,195 SH   DFND 3 2,195 0 0
ISHARES TR TIPS BD ETF 464287176 344,795 3,035,702 SH   DFND 3 3,035,702 0 0
ISHARES TR MRNGSTR LG-CP ET 464287127 362 2,400 SH   DFND 3 2,400 0 0
ISHARES TR S&P US PFD STK 464288687 379,923 9,789,318 SH   DFND 3 9,789,318 0 0
ISHARES TR CORE S&P US GWT 464287671 39,274 781,728 SH   DFND 3 781,728 0 0
ISHARES TR MSCI ACWI ETF 464288257 708 10,347 SH   DFND 3 10,347 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 56,191 1,103,091 SH   DFND 3 1,103,091 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 254,721 5,684,464 SH   DFND 3 5,684,464 0 0
ISHARES TR NASDAQ BIOTECH 464287556 1,091 3,271 SH   DFND 3 3,271 0 0
ISHARES TR MIN VOL EAFE ETF 46429B689 382 5,369 SH   DFND 3 5,369 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 278 6,304 SH   DFND 3 6,304 0 0
ISHARES TR RUSSELL 3000 ETF 464287689 1,639 10,977 SH   DFND 3 10,977 0 0
ISHARES TR EAFE GRWTH ETF 464288885 220,433 2,848,334 SH   DFND 3 2,848,334 0 0
ISHARES TR U.S. CNSM GD ETF 464287812 258 2,142 SH   DFND 3 2,142 0 0
ISHARES TR 0-5YR HI YL CP 46434V407 120,029 2,509,484 SH   DFND 3 2,509,484 0 0
ISHARES TR EAFE SML CP ETF 464288273 561,219 9,051,916 SH   DFND 3 9,051,916 0 0
ISHARES TR US HLTHCARE ETF 464287762 393 2,285 SH   DFND 3 2,285 0 0
ISHARES TR CORE HIGH DV ETF 46429B663 250,153 2,910,445 SH   DFND 3 2,910,445 0 0
ISHARES TR S&P MC 400GR ETF 464287606 10,148 50,149 SH   DFND 3 50,149 0 0
ISHARES TR U.S. MED DVC ETF 464288810 323 1,935 SH   DFND 3 1,935 0 0
ISHARES TR U.S. FINLS ETF 464287788 78,683 701,775 SH   DFND 3 701,775 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 1,741,968 13,929,057 SH   DFND 3 13,929,057 0 0
ISHARES TR S&P 500 VAL ETF 464287408 200,165 1,854,923 SH   DFND 3 1,854,923 0 0
ISHARES TR MRNGSTR LG-CP GR 464287119 223 1,523 SH   DFND 3 1,523 0 0
ISHARES TR IBOXX HI YD ETF 464288513 102,443 1,154,153 SH   DFND 3 1,154,153 0 0
ISHARES TR S&P SML 600 GWT 464287887 193,847 1,178,470 SH   DFND 3 1,178,470 0 0
ISHARES TR EAFE VALUE ETF 464288877 1,382 25,304 SH   DFND 3 25,304 0 0
ISHARES TR EUROPE ETF 464287861 77,163 1,646,327 SH   DFND 3 1,646,327 0 0
ISHARES TR MSCI EAFE ETF 464287465 301,385 4,401,065 SH   DFND 3 4,401,065 0 0
ISHARES TR CORE S&P US VLU 464287663 2,882 55,049 SH   DFND 3 55,049 0 0
ISHARES TR GLOBAL 100 ETF 464287572 270 3,073 SH   DFND 3 3,073 0 0
ISHARES TR CORE MSCI EAFE 46432F842 6,223 96,982 SH   DFND 3 96,982 0 0
ISHARES TR USA MOMENTUM FCT 46432F396 309 3,233 SH   DFND 3 3,233 0 0
ISHARES TR CORE S&P500 ETF 464287200 316,933 1,253,047 SH   DFND 3 1,253,047 0 0
ISHARES TR US INDUSTRIALS 464287754 360 2,601 SH   DFND 3 2,601 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 3,024,431 25,520,471 SH   DFND 3 25,520,471 0 0
ISHARES TR S&P 500 GRWT ETF 464287309 150,967 1,052,624 SH   DFND 3 1,052,624 0 0
ISHARES TR CORE S&P MCP ETF 464287507 51,818 289,649 SH   DFND 3 289,649 0 0
ISHARES TR USA QUALITY FCTR 46432F339 540 7,001 SH   DFND 3 7,001 0 0
ISHARES TR CORE S&P SCP ETF 464287804 1,021,631 13,764,897 SH   DFND 3 13,764,897 0 0
ISHARES TR 20 YR TR BD ETF 464287432 906 7,265 SH   DFND 3 7,265 0 0
ISHARES TR RUS 1000 ETF 464287622 767,973 5,490,226 SH   DFND 3 5,490,226 0 0
ISHARES TR RUS MID CAP ETF 464287499 39,798 201,865 SH   DFND 3 201,865 0 0
ISHARES TR CORE S&P TTL STK 464287150 5,699 98,894 SH   DFND 3 98,894 0 0
ISHARES TR MIN VOL USA ETF 46429B697 17,368 345,020 SH   DFND 3 345,020 0 0
ISHARES TR U.S. CNSM SV ETF 464287580 202 1,230 SH   DFND 3 1,230 0 0
ISHARES TR S&P MC 400VL ETF 464287705 2,463 16,127 SH   DFND 3 16,127 0 0
ISHARES TR IBOXX INV CP ETF 464287242 270,047 2,227,556 SH   DFND 3 2,227,556 0 0
ISHARES TR DOW JONES US ETF 464287846 1,133 8,987 SH   DFND 3 8,987 0 0
ISHARES TR NATIONAL MUN ETF 464288414 110,403 995,789 SH   DFND 3 995,789 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 19,591 132,208 SH   DFND 3 132,208 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 9,891 79,685 SH   DFND 3 79,685 0 0
ISHARES TR SP SMCP600VL ETF 464287879 196,992 1,328,248 SH   DFND 3 1,328,248 0 0
ISHARES TR MSCI CHINA ETF 46429B671 264,205 4,187,742 SH   DFND 3 4,187,742 0 0
ISHARES TR RUS MD CP GR ETF 464287481 184,105 1,626,517 SH   DFND 3 1,626,517 0 0
ISHARES TR RUS 2000 GRW ETF 464287648 91,498 511,279 SH   DFND 3 511,279 0 0
ISHARES TR U.S. REAL ES ETF 464287739 45,679 571,851 SH   DFND 3 571,851 0 0
ISHARES TR MIN VOL USA ETF 46429B697 19,486 387,078 SH   DFND 6 153,033 0 234,045
ISHARES TR CORE US AGGBD ET 464287226 61,069 557,253 SH   DFND 6 361,556 0 195,697
ISHARES TR EAFE SML CP ETF 464288273 3,737 60,272 SH   DFND 6 43,928 0 16,344
ISHARES TR MIN VOL EAFE ETF 46429B689 11,184 157,390 SH   DFND 6 110,013 0 47,377
ISHARES TR 20 YR TR BD ETF 464287432 1,553 12,450 SH   DFND 6 0 0 12,450
ISHARES TR JPMORGAN USD EMG 464288281 2,260 19,416 SH   DFND 6 5,432 0 13,984
ISHARES TR RUSSELL 2000 ETF 464287655 2,328 15,708 SH   DFND 6 0 0 15,708
ISHARES TR MSCI EMG MKT ETF 464287234 603 13,456 SH   DFND 6 0 0 13,456
ISHARES TR MSCI EAFE ETF 464287465 5,981 87,343 SH   DFND 6 14,253 0 73,090
ISHARES TR US HLTHCR PR ETF 464288828 4,330 29,307 SH   DFND 7 29,307 0 0
ISHARES TR MIN VOL USA ETF 46429B697 1,906 37,853 SH   DFND 7 37,853 0 0
ISHARES TR PHLX SEMICND ETF 464287523 5,519 34,804 SH   DFND 7 34,804 0 0
ISHARES TR CORE US AGGBD ET 464287226 74,158 676,682 SH   DFND 7 676,682 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 1,166 7,872 SH   DFND 7 7,872 0 0
ISHARES TR U.S. FIN SVC ETF 464287770 8,414 70,195 SH   DFND 7 70,195 0 0
ISHARES TR MIN VOL EAFE ETF 46429B689 702 9,875 SH   DFND 7 9,875 0 0
ISHARES TR 20 YR TR BD ETF 464287432 9,078 72,763 SH   DFND 7 72,763 0 0
ISHARES TR CORE MSCI EAFE 46432F842 123,256 1,920,777 SH   DFND 7 1,920,777 0 0
ISHARES TR IBOXX INV CP ETF 464287242 22,233 183,396 SH   DFND 7 183,396 0 0
ISHARES TR U.S. MED DVC ETF 464288810 7,428 44,471 SH   DFND 7 44,471 0 0
ISHARES TR U.S. TECH ETF 464287721 10,928 72,894 SH   DFND 7 72,894 0 0
ISHARES TR CORE MSCI EURO 46434V738 2,532 50,961 SH   DFND 7 50,961 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 5,805 129,551 SH   DFND 7 129,551 0 0
ISHARES TR CORE S&P TTL STK 464287150 19,618 340,421 SH   DFND 7 340,421 0 0
ISHARES TR RESID RL EST CAP 464288562 1,272 20,005 SH   DFND 7 20,005 0 0
ISHARES TR JPMORGAN USD EMG 464288281 9,414 80,865 SH   DFND 7 80,865 0 0
ISHARES TR MSCI INDIA ETF 46429B598 29,533 899,040 SH   DFND 7 899,040 0 0
ISTAR INC COM 45031U101 30,205 2,559,781 SH   DFND 1,5 0 0 2,559,781
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 302,921 22,111,000 SH   DFND 1,5 726,998 0 21,384,002
ITT INC COM 45073V108 53,600 1,210,758 SH   DFND 1,5 0 0 1,210,758
ITT INC COM 45073V108 53,489 1,208,254 SH   DFND 6 1,146,347 0 61,907
ITT INC COM 45073V108 18,654 421,363 SH   DFND 7 394,263 0 27,100
ITURAN LOCATION AND CONTROL SHS M6158M104 47,018 1,304,240 SH   DFND 1,5 0 0 1,304,240
J & J SNACK FOODS CORP COM 466032109 20,522 156,300 SH   DFND 1,5 0 0 156,300
J2 GLOBAL INC COM 48123V102 405,063 5,482,715 SH   DFND 1,5 883 0 5,481,832
J2 GLOBAL INC COM 48123V102 23,271 314,983 SH   DFND 6 314,983 0 0
J2 GLOBAL INC COM 48123V102 1,529 20,700 SH   DFND 7 20,700 0 0
J2 GLOBAL INC COM 48123V102 38,787 525,000 SH   DFND 11 525,000 0 0
JA SOLAR HOLDINGS CO LTD SPON ADR REP5ORD 466090206 469 61,600 SH   DFND 1,5 0 0 61,600
JABIL INC COM 466313103 662,632 23,209,522 SH   DFND 1,5 72,917 0 23,136,605
JABIL INC COM 466313103 777 27,200 SH   DFND 6 27,200 0 0
JABIL INC COM 466313103 662 23,200 SH   DFND 7 23,200 0 0
JACK IN THE BOX INC COM 466367109 58,678 575,723 SH   DFND 1,5 0 0 575,723
JACK IN THE BOX INC COM 466367109 17,680 173,470 SH   DFND 6 173,470 0 0
JACK IN THE BOX INC COM 466367109 4,574 44,878 SH   DFND 7 44,878 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 134,335 2,305,381 SH   DFND 1,5 269,866 0 2,035,515
JACOBS ENGR GROUP INC DEL COM 469814107 1,767 30,320 SH   DFND 2 0 0 30,320
JACOBS ENGR GROUP INC DEL COM 469814107 4,524 77,644 SH   DFND 3 77,644 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 437 7,500 SH   DFND 7 7,500 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 4,312 74,000 SH   DFND 11 74,000 0 0
JAGGED PEAK ENERGY INC COM 47009K107 5,110 374,100 SH   DFND 1,5 0 0 374,100
JAGGED PEAK ENERGY INC COM 47009K107 149 10,900 SH   DFND 7 10,900 0 0
JAMES RIV GROUP LTD COM G5005R107 84,834 2,045,190 SH   DFND 1,5 43,236 0 2,001,954
JAMES RIV GROUP LTD COM G5005R107 16,263 392,075 SH   DFND 6 392,075 0 0
JAMES RIV GROUP LTD COM G5005R107 4,472 107,800 SH   DFND 7 107,800 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 17,303 16,430,000 PRN   DFND 1,5 0 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 625 4,273 SH   DFND 1 4,273 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 1,160,083 7,932,194 SH   DFND 1,5 252,288 0 7,679,906
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 203 1,387 SH   DFND 3 1,387 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 11,661 79,730 SH   DFND 6 79,730 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 3,656 25,000 SH   DFND 7 25,000 0 0
JBG SMITH PPTYS COM 46590V100 27,751 811,189 SH   DFND 1,5 160,542 0 650,647
JD COM INC SPON ADR CL A 47215P106 609 15,952 SH   DFND 1 15,952 0 0
JD COM INC SPON ADR CL A 47215P106 1,057,513 27,683,594 SH   DFND 1,5 4,286,037 0 23,397,557
JD COM INC SPON ADR CL A 47215P106 309,522 8,102,679 SH   DFND 1,9 230,738 0 7,871,941
JD COM INC SPON ADR CL A 47215P106 31,526 825,300 SH   DFND 1,10 17,300 0 808,000
JD COM INC SPON ADR CL A 47215P106 2,557 66,939 SH   DFND 3 66,939 0 0
JD COM INC SPON ADR CL A 47215P106 16,348 427,970 SH   DFND 6 427,970 0 0
JD COM INC SPON ADR CL A 47215P106 7,805 204,320 SH   DFND 7 204,320 0 0
JELD-WEN HLDG INC COM 47580P103 94,636 2,664,300 SH   DFND 1,5 295,800 0 2,368,500
JETBLUE AIRWAYS CORP COM 477143101 599,011 32,326,559 SH   DFND 1,5 4,402,800 0 27,923,759
JETBLUE AIRWAYS CORP COM 477143101 270 14,548 SH   DFND 3 14,548 0 0
JMP GROUP LLC COM 46629U107 2,789 496,200 SH   DFND 1,5 0 0 496,200
JOHN BEAN TECHNOLOGIES CORP COM 477839104 18,955 187,483 SH   DFND 1,5 0 0 187,483
JOHNSON & JOHNSON COM 478160104 1,400 10,772 SH   DFND 1 10,772 0 0
JOHNSON & JOHNSON COM 478160104 2,708,042 20,829,488 SH   DFND 1,5 824,092 0 20,005,396
JOHNSON & JOHNSON COM 478160104 87,937 676,384 SH   DFND 2 0 0 676,384
JOHNSON & JOHNSON COM 478160104 406,965 3,130,262 SH   DFND 3 3,130,262 0 0
JOHNSON & JOHNSON COM 478160104 27,342 210,309 SH   DFND 6 210,309 0 0
JOHNSON & JOHNSON COM 478160104 53,237 409,487 SH   DFND 7 33,289 0 376,198
JOHNSON & JOHNSON COM 478160104 26,002 200,000 SH   DFND 11 200,000 0 0
JOHNSON CTLS INTL PLC SHS G51502105 57,248 1,420,901 SH   DFND 1,5 0 0 1,420,901
JOHNSON CTLS INTL PLC SHS G51502105 9,467 234,970 SH   DFND 2 0 0 234,970
JOHNSON CTLS INTL PLC SHS G51502105 6,014 149,268 SH   DFND 3 149,268 0 0
JOHNSON OUTDOORS INC CL A 479167108 3,560 48,577 SH   DFND 1,5 60 0 48,517
JOHNSON OUTDOORS INC CL A 479167108 9,175 125,210 SH   DFND 11 125,210 0 0
JONES LANG LASALLE INC COM 48020Q107 59,198 479,338 SH   DFND 1,5 0 0 479,338
JONES LANG LASALLE INC COM 48020Q107 340 2,751 SH   DFND 3 2,751 0 0
JONES LANG LASALLE INC COM 48020Q107 2,359 19,100 SH   DFND 6 19,100 0 0
JONES LANG LASALLE INC COM 48020Q107 1,737 14,068 SH   DFND 7 2,468 0 11,600
JOUNCE THERAPEUTICS INC COM 481116101 50,984 3,272,426 SH   DFND 1,5 271,310 0 3,001,116
JPMORGAN CHASE & CO COM 46625H100 2,785 29,161 SH   DFND 1 29,161 0 0
JPMORGAN CHASE & CO COM 46625H100 8,087,317 84,675,083 SH   DFND 1,5 5,786,385 0 78,888,698
JPMORGAN CHASE & CO COM 46625H100 84,698 886,801 SH   DFND 2 0 0 886,801
JPMORGAN CHASE & CO COM 46625H100 404,645 4,236,678 SH   DFND 3 4,236,678 0 0
JPMORGAN CHASE & CO COM 46625H100 107,530 1,125,851 SH   DFND 6 1,063,513 0 62,338
JPMORGAN CHASE & CO COM 46625H100 197,196 2,064,659 SH   DFND 7 562,133 0 1,502,526
JPMORGAN CHASE & CO COM 46625H100 11,461 120,000 SH   DFND 11 120,000 0 0
JUNIPER NETWORKS INC COM 48203R104 249,962 8,981,746 SH   DFND 1,5 264,619 0 8,717,127
JUNIPER NETWORKS INC COM 48203R104 2,667 95,840 SH   DFND 2 0 0 95,840
JUNIPER NETWORKS INC COM 48203R104 662 23,799 SH   DFND 3 23,799 0 0
JUNIPER NETWORKS INC COM 48203R104 4,571 164,260 SH   DFND 6 164,260 0 0
JUNIPER NETWORKS INC COM 48203R104 3,441 123,643 SH   DFND 7 123,643 0 0
JUNO THERAPEUTICS INC COM 48205A109 78,462 1,749,038 SH   DFND 1,5 0 0 1,749,038
KAISER ALUMINUM CORP COM PAR $0.01 483007704 14,829 143,778 SH   DFND 6 128,878 0 14,900
KAISER ALUMINUM CORP COM PAR $0.01 483007704 8,702 84,373 SH   DFND 7 76,073 0 8,300
KALA PHARMACEUTICALS INC COM 483119103 13,704 600,000 SH   DFND 1,5 0 0 600,000
KAMAN CORP COM 483548103 53,704 962,780 SH   DFND 1,5 0 0 962,780
KANSAS CITY SOUTHERN COM NEW 485170302 9,466 87,100 SH   DFND 1,5 0 0 87,100
KANSAS CITY SOUTHERN COM NEW 485170302 2,887 26,568 SH   DFND 2 0 0 26,568
KANSAS CITY SOUTHERN COM NEW 485170302 2,190 20,147 SH   DFND 3 20,147 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 8,330 387,629 SH   DFND 1,5 10,329 0 377,300
KAPSTONE PAPER & PACKAGING C COM 48562P103 21,393 995,482 SH   DFND 6 995,482 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 5,199 241,938 SH   DFND 7 241,938 0 0
KAR AUCTION SVCS INC COM 48238T109 456,935 9,571,329 SH   DFND 1,5 337,969 0 9,233,360
KAR AUCTION SVCS INC COM 48238T109 45,189 946,574 SH   DFND 3 946,574 0 0
KAR AUCTION SVCS INC COM 48238T109 26,449 554,017 SH   DFND 6 554,017 0 0
KAR AUCTION SVCS INC COM 48238T109 5,883 123,230 SH   DFND 7 110,130 0 13,100
KARYOPHARM THERAPEUTICS INC COM 48576U106 44,006 4,007,842 SH   DFND 1,5 0 0 4,007,842
KB HOME COM 48666K109 54,295 2,251,054 SH   DFND 1,5 0 0 2,251,054
KB HOME COM 48666K109 3,985 165,200 SH   DFND 6 165,200 0 0
KBR INC COM 48242W106 350,689 19,613,464 SH   DFND 1,5 165,831 0 19,447,633
KBR INC COM 48242W106 18,413 1,029,829 SH   DFND 6 1,029,829 0 0
KBR INC COM 48242W106 6,047 338,200 SH   DFND 7 338,200 0 0
KEANE GROUP INC COM 48669A108 4,827 289,400 SH   DFND 1,5 7,000 0 282,400
KEARNY FINL CORP MD COM 48716P108 22,408 1,459,775 SH   DFND 6 1,355,875 0 103,900
KEARNY FINL CORP MD COM 48716P108 8,750 570,000 SH   DFND 7 570,000 0 0
KELLOGG CO COM 487836108 122,290 1,960,720 SH   DFND 1,5 58,179 0 1,902,541
KELLOGG CO COM 487836108 3,906 62,623 SH   DFND 2 0 0 62,623
KELLOGG CO COM 487836108 22,019 353,038 SH   DFND 3 353,038 0 0
KELLOGG CO COM 487836108 10,123 162,300 SH   DFND 6 162,300 0 0
KELLOGG CO COM 487836108 37,058 594,166 SH   DFND 7 126,966 0 467,200
KERYX BIOPHARMACEUTICALS INC COM 492515101 15,923 2,242,664 SH   DFND 1,5 0 0 2,242,664
KEY ENERGY SVCS INC DEL COM 49309J103 788 59,800 SH   DFND 1,5 0 0 59,800
KEYCORP NEW COM 493267108 208 11,048 SH   DFND 1 11,048 0 0
KEYCORP NEW COM 493267108 116,833 6,207,924 SH   DFND 1,5 841,327 0 5,366,597
KEYCORP NEW COM 493267108 5,158 274,068 SH   DFND 2 0 0 274,068
KEYCORP NEW COM 493267108 9,217 489,767 SH   DFND 3 489,767 0 0
KEYCORP NEW COM 493267108 10,900 579,161 SH   DFND 6 468,917 0 110,244
KEYCORP NEW COM 493267108 28,805 1,530,556 SH   DFND 7 1,530,556 0 0
KEYCORP NEW COM 493267108 1,583 84,100 SH   DFND 11 84,100 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 287,351 6,897,527 SH   DFND 1,5 552,800 0 6,344,727
KEYSIGHT TECHNOLOGIES INC COM 49338L103 211 5,058 SH   DFND 3 5,058 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 862 20,685 SH   DFND 6 20,685 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 6,172 148,162 SH   DFND 7 18,867 0 129,295
KEYW HLDG CORP COM 493723100 56,832 7,468,096 SH   DFND 1,5 818,741 0 6,649,355
KIMBELL RTY PARTNERS LP UNIT 49435R102 15,131 958,900 SH   DFND 1,5 0 0 958,900
KIMBERLY CLARK CORP COM 494368103 201,590 1,713,033 SH   DFND 1,5 211,288 0 1,501,745
KIMBERLY CLARK CORP COM 494368103 10,478 89,035 SH   DFND 2 0 0 89,035
KIMBERLY CLARK CORP COM 494368103 49,591 421,409 SH   DFND 3 421,409 0 0
KIMCO RLTY CORP COM 49446R109 156,713 8,015,990 SH   DFND 1 8,015,990 0 0
KIMCO RLTY CORP COM 49446R109 74,349 3,803,003 SH   DFND 1,5 148,735 0 3,654,268
KIMCO RLTY CORP COM 49446R109 2,097 107,268 SH   DFND 2 0 0 107,268
KIMCO RLTY CORP COM 49446R109 6,235 318,946 SH   DFND 3 318,946 0 0
KINDER MORGAN INC DEL COM 49456B101 582,268 30,358,074 SH   DFND 1,5 994,581 0 29,363,493
KINDER MORGAN INC DEL COM 49456B101 9,280 483,826 SH   DFND 2 0 0 483,826
KINDER MORGAN INC DEL COM 49456B101 80,707 4,207,862 SH   DFND 3 4,207,862 0 0
KINDER MORGAN INC DEL COM 49456B101 12,958 675,585 SH   DFND 6 675,585 0 0
KINDER MORGAN INC DEL COM 49456B101 20,628 1,075,506 SH   DFND 7 60,500 0 1,015,006
KINDER MORGAN INC DEL COM 49456B101 4,886 254,736 SH   DFND 11 254,736 0 0
KINDRED HEALTHCARE INC COM 494580103 3,926 577,300 SH   DFND 1,5 0 0 577,300
KINROSS GOLD CORP COM NO PAR 496902404 15,693 3,701,591 SH   DFND 1,5 1,200 0 3,700,391
KINROSS GOLD CORP COM NO PAR 496902404 929 219,216 SH   DFND 3 219,216 0 0
KIRKLAND LAKE GOLD LTD COM 49741E100 33,538 2,602,419 SH   DFND 1,5 201,500 0 2,400,919
KITE PHARMA INC COM 49803L109 278,346 1,548,000 SH   DFND 11 1,548,000 0 0
KITE RLTY GROUP TR COM NEW 49803T300 50,110 2,474,567 SH   DFND 1 2,474,567 0 0
KITE RLTY GROUP TR COM NEW 49803T300 21,642 1,068,760 SH   DFND 1,5 337 0 1,068,423
KKR & CO L P DEL COM UNITS 48248M102 668,336 32,874,392 SH   DFND 1,5 0 0 32,874,392
KKR REAL ESTATE FIN TR INC COM 48251K100 34,215 1,626,200 SH   DFND 1,5 172,356 0 1,453,844
KLA-TENCOR CORP COM 482480100 215,550 2,033,495 SH   DFND 1,5 193,679 0 1,839,816
KLA-TENCOR CORP COM 482480100 42,930 405,000 SH   DFND 1,9 0 0 405,000
KLA-TENCOR CORP COM 482480100 4,190 39,525 SH   DFND 2 0 0 39,525
KLA-TENCOR CORP COM 482480100 7,855 74,103 SH   DFND 3 74,103 0 0
KLA-TENCOR CORP COM 482480100 1,516 14,300 SH   DFND 7 14,300 0 0
KLONDEX MNS LTD COM 498696103 6,835 1,874,478 SH   DFND 1,5 0 0 1,874,478
KLX INC COM 482539103 62,980 1,189,881 SH   DFND 1,5 0 0 1,189,881
KLX INC COM 482539103 17,440 329,500 SH   DFND 6 329,500 0 0
KLX INC COM 482539103 4,764 90,000 SH   DFND 7 90,000 0 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 120,706 2,905,082 SH   DFND 1,5 0 0 2,905,082
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 8,540 205,540 SH   DFND 6 205,540 0 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 465 11,187 SH   DFND 7 11,187 0 0
KNOLL INC COM NEW 498904200 87,012 4,350,604 SH   DFND 1,5 27,425 0 4,323,179
KOHLS CORP COM 500255104 30,601 670,332 SH   DFND 1,5 178,109 0 492,223
KOHLS CORP COM 500255104 1,939 42,483 SH   DFND 2 0 0 42,483
KOHLS CORP COM 500255104 2,678 58,663 SH   DFND 3 58,663 0 0
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 47,378 1,149,954 SH   DFND 1,5 126,333 0 1,023,621
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 4,316 104,767 SH   DFND 3 104,767 0 0
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 1,262 30,627 SH   DFND 6 30,627 0 0
KOSMOS ENERGY LTD SHS G5315B107 880 110,500 SH   DFND 7 110,500 0 0
KRAFT HEINZ CO COM 500754106 549,855 7,090,332 SH   DFND 1,5 565,290 0 6,525,042
KRAFT HEINZ CO COM 500754106 11,666 150,434 SH   DFND 2 0 0 150,434
KRAFT HEINZ CO COM 500754106 23,329 300,828 SH   DFND 3 300,828 0 0
KRAFT HEINZ CO COM 500754106 1,588 20,473 SH   DFND 6 20,473 0 0
KRAFT HEINZ CO COM 500754106 20,494 264,265 SH   DFND 7 227,765 0 36,500
KRATON CORPORATION COM 50077C106 21,639 535,080 SH   DFND 1,5 0 0 535,080
KROGER CO COM 501044101 898,031 44,767,239 SH   DFND 1,5 1,011,472 0 43,755,767
KROGER CO COM 501044101 4,536 226,137 SH   DFND 2 0 0 226,137
KROGER CO COM 501044101 52,734 2,628,810 SH   DFND 3 2,628,810 0 0
KROGER CO COM 501044101 3,255 162,275 SH   DFND 6 162,275 0 0
KROGER CO COM 501044101 4,026 200,693 SH   DFND 7 121 0 200,572
KRYSTAL BIOTECH INC COM 501147102 11,964 1,200,000 SH   DFND 1,5 0 0 1,200,000
KT CORP SPONSORED ADR 48268K101 7,390 532,812 SH   DFND 1,5 18,300 0 514,512
KURA ONCOLOGY INC COM 50127T109 38,674 2,586,919 SH   DFND 1,5 0 0 2,586,919
L BRANDS INC COM 501797104 244,235 5,869,612 SH   DFND 1,5 263,224 0 5,606,388
L BRANDS INC COM 501797104 2,617 62,889 SH   DFND 2 0 0 62,889
L BRANDS INC COM 501797104 43,745 1,051,315 SH   DFND 3 1,051,315 0 0
L BRANDS INC COM 501797104 4,993 119,997 SH   DFND 6 119,997 0 0
L BRANDS INC COM 501797104 1,140 27,400 SH   DFND 7 27,400 0 0
L3 TECHNOLOGIES INC COM 502413107 1,526 8,100 SH   DFND 1,5 0 0 8,100
L3 TECHNOLOGIES INC COM 502413107 3,714 19,711 SH   DFND 2 0 0 19,711
L3 TECHNOLOGIES INC COM 502413107 12,160 64,535 SH   DFND 3 64,535 0 0
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 114,955 3,305,218 SH   DFND 1,5 4,200 0 3,301,018
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 463 13,300 SH   DFND 6 13,300 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 208,960 1,384,113 SH   DFND 1,5 61,006 0 1,323,107
LABORATORY CORP AMER HLDGS COM NEW 50540R409 3,873 25,653 SH   DFND 2 0 0 25,653
LABORATORY CORP AMER HLDGS COM NEW 50540R409 9,606 63,627 SH   DFND 3 63,627 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,510 10,000 SH   DFND 6 10,000 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 3,892 25,780 SH   DFND 7 25,780 0 0
LADDER CAP CORP CL A 505743104 24,105 1,749,290 SH   DFND 1,5 0 0 1,749,290
LADDER CAP CORP CL A 505743104 7,783 564,800 SH   DFND 6 564,800 0 0
LADDER CAP CORP CL A 505743104 3,264 236,900 SH   DFND 7 236,900 0 0
LAKELAND FINL CORP COM 511656100 81,518 1,673,198 SH   DFND 1,5 3,150 0 1,670,048
LAM RESEARCH CORP COM 512807108 1,265,279 6,837,869 SH   DFND 1,5 734,438 0 6,103,431
LAM RESEARCH CORP COM 512807108 166,423 899,387 SH   DFND 1,9 0 0 899,387
LAM RESEARCH CORP COM 512807108 7,576 40,940 SH   DFND 2 0 0 40,940
LAM RESEARCH CORP COM 512807108 20,167 108,985 SH   DFND 3 108,985 0 0
LAM RESEARCH CORP COM 512807108 3,534 19,100 SH   DFND 6 19,100 0 0
LAM RESEARCH CORP COM 512807108 15,617 84,400 SH   DFND 7 84,400 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 52,589 767,389 SH   DFND 1,5 0 0 767,389
LAMAR ADVERTISING CO NEW CL A 512816109 15,585 227,420 SH   DFND 6 227,420 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 4,374 63,820 SH   DFND 7 63,820 0 0
LAMB WESTON HLDGS INC COM 513272104 88,410 1,885,476 SH   DFND 1,5 318,730 0 1,566,746
LAMB WESTON HLDGS INC COM 513272104 739 15,751 SH   DFND 3 15,751 0 0
LAMB WESTON HLDGS INC COM 513272104 651 13,892 SH   DFND 6 13,892 0 0
LANDSTAR SYS INC COM 515098101 89,437 897,510 SH   DFND 1,5 2,025 0 895,485
LANDSTAR SYS INC COM 515098101 25,723 258,135 SH   DFND 6 247,035 0 11,100
LANDSTAR SYS INC COM 515098101 9,185 92,175 SH   DFND 7 84,675 0 7,500
LANNET INC COM 516012101 1,517 82,200 SH   DFND 1,5 0 0 82,200
LAS VEGAS SANDS CORP COM 517834107 569,752 8,880,174 SH   DFND 1,5 531,397 0 8,348,777
LAS VEGAS SANDS CORP COM 517834107 393 6,133 SH   DFND 3 6,133 0 0
LAS VEGAS SANDS CORP COM 517834107 6,525 101,700 SH   DFND 6 101,700 0 0
LAS VEGAS SANDS CORP COM 517834107 11,645 181,500 SH   DFND 7 92,500 0 89,000
LATTICE SEMICONDUCTOR CORP COM 518415104 24,533 4,708,746 SH   DFND 1,5 0 0 4,708,746
LATTICE SEMICONDUCTOR CORP COM 518415104 463 88,900 SH   DFND 6 88,900 0 0
LAUDER ESTEE COS INC CL A 518439104 647 6,001 SH   DFND 1 6,001 0 0
LAUDER ESTEE COS INC CL A 518439104 1,939,264 17,982,792 SH   DFND 1,5 1,271,887 0 16,710,905
LAUDER ESTEE COS INC CL A 518439104 6,084 56,417 SH   DFND 2 0 0 56,417
LAUDER ESTEE COS INC CL A 518439104 19,468 180,531 SH   DFND 3 180,531 0 0
LAUDER ESTEE COS INC CL A 518439104 12,105 112,247 SH   DFND 6 112,247 0 0
LAUDER ESTEE COS INC CL A 518439104 46,620 432,305 SH   DFND 7 417,549 0 14,756
LAUREATE EDUCATION INC CL A 518613203 12,526 860,900 SH   DFND 6 860,900 0 0
LAUREATE EDUCATION INC CL A 518613203 2,670 183,500 SH   DFND 7 183,500 0 0
LAZARD LTD SHS A G54050102 71,669 1,584,889 SH   DFND 1,5 37,544 0 1,547,345
LAZARD LTD SHS A G54050102 8,000 176,920 SH   DFND 6 176,920 0 0
LAZARD LTD SHS A G54050102 301 6,660 SH   DFND 7 6,660 0 0
LCNB CORP COM 50181P100 9,624 459,368 SH   DFND 1,5 50,455 0 408,913
LEAR CORP COM NEW 521865204 164,621 951,126 SH   DFND 1,5 6,106 0 945,020
LEAR CORP COM NEW 521865204 3,580 20,686 SH   DFND 3 20,686 0 0
LEGACY RESVS LP UNIT LP INT 524707304 14,594 9,601,104 SH   DFND 1,5 0 0 9,601,104
LEGG MASON INC COM 524901105 141,395 3,596,928 SH   DFND 1,5 0 0 3,596,928
LEGG MASON INC COM 524901105 1,484 37,756 SH   DFND 3 37,756 0 0
LEGGETT & PLATT INC COM 524660107 1,591 33,336 SH   DFND 2 0 0 33,336
LEGGETT & PLATT INC COM 524660107 1,644 34,450 SH   DFND 3 34,450 0 0
LEIDOS HLDGS INC COM 525327102 522,797 8,828,055 SH   DFND 1,5 312,284 0 8,515,771
LEIDOS HLDGS INC COM 525327102 371 6,263 SH   DFND 3 6,263 0 0
LEIDOS HLDGS INC COM 525327102 1,285 21,700 SH   DFND 7 21,700 0 0
LENDINGCLUB CORP COM 52603A109 492 80,800 SH   DFND 1,5 0 0 80,800
LENNAR CORP CL A 526057104 253 4,800 SH   DFND 1 4,800 0 0
LENNAR CORP CL A 526057104 184,265 3,489,872 SH   DFND 1,5 32,575 0 3,457,297
LENNAR CORP CL A 526057104 2,704 51,206 SH   DFND 2 0 0 51,206
LENNAR CORP CL A 526057104 5,485 103,879 SH   DFND 3 103,879 0 0
LENNAR CORP CL A 526057104 1,071 20,287 SH   DFND 6 274 0 20,013
LENNOX INTL INC COM 526107107 47,352 264,580 SH   DFND 1,5 203 0 264,377
LENNOX INTL INC COM 526107107 227 1,267 SH   DFND 3 1,267 0 0
LEUCADIA NATL CORP COM 527288104 3,271 129,544 SH   DFND 1,5 15,238 0 114,306
LEUCADIA NATL CORP COM 527288104 2,015 79,796 SH   DFND 2 0 0 79,796
LEUCADIA NATL CORP COM 527288104 1,258 49,822 SH   DFND 3 49,822 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 198,866 3,731,763 SH   DFND 1,5 33 0 3,731,730
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 3,945 74,035 SH   DFND 2 0 0 74,035
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 1,999 37,508 SH   DFND 3 37,508 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 4,199 78,800 SH   DFND 7 78,800 0 0
LEXICON PHARMACEUTICALS INC COM NEW 528872302 194,639 15,837,216 SH   DFND 1,5 4,008,931 0 11,828,285
LEXINGTON REALTY TRUST PFD CONV SER C 529043309 28,373 553,961 SH   DFND 1,5 0 0 553,961
LEXINGTON REALTY TRUST COM 529043101 50,805 4,971,099 SH   DFND 1,5 0 0 4,971,099
LGI HOMES INC COM 50187T106 69,755 1,436,183 SH   DFND 1,5 2,200 0 1,433,983
LHC GROUP INC COM 50187A107 44,080 621,552 SH   DFND 1,5 48,050 0 573,502
LHC GROUP INC COM 50187A107 11,822 166,700 SH   DFND 6 166,700 0 0
LHC GROUP INC COM 50187A107 5,057 71,300 SH   DFND 7 71,300 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 92,697 984,249 SH   DFND 1,5 48,203 0 936,046
LIBERTY BROADBAND CORP COM SER C 530307305 252,882 2,653,539 SH   DFND 1,5 123,899 0 2,529,640
LIBERTY BROADBAND CORP COM SER C 530307305 517 5,421 SH   DFND 3 5,421 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 4,231 44,400 SH   DFND 6 44,400 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 13,323 139,800 SH   DFND 7 68,300 0 71,500
LIBERTY GLOBAL PLC LILAC SHS CL A G5480U138 2,539 106,878 SH   DFND 1,5 100,000 0 6,878
LIBERTY GLOBAL PLC SHS CL A G5480U104 327,995 9,672,514 SH   DFND 1,5 891,100 0 8,781,414
LIBERTY GLOBAL PLC SHS CL C G5480U120 108,790 3,326,911 SH   DFND 1,5 0 0 3,326,911
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 4,454 191,167 SH   DFND 1,5 0 0 191,167
LIBERTY GLOBAL PLC SHS CL A G5480U104 59,172 1,744,984 SH   DFND 1,10 29,200 0 1,715,784
LIBERTY GLOBAL PLC SHS CL C G5480U120 1,962 60,000 SH   DFND 1,10 0 0 60,000
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 196,263 8,326,828 SH   DFND 1,5 153,260 0 8,173,568
LIBERTY INTERACTIVE CORP LBT VEN COM A NE 53071M856 67,504 1,172,969 SH   DFND 1,5 0 0 1,172,969
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 7,232 306,826 SH   DFND 3 306,826 0 0
LIBERTY INTERACTIVE CORP LBT VEN COM A NE 53071M856 1,564 27,184 SH   DFND 3 27,184 0 0
LIBERTY INTERACTIVE CORP LBT VEN COM A NE 53071M856 1,082 18,800 SH   DFND 7 18,800 0 0
LIBERTY INTERACTIVE LLC DEB 1.750% 9/3 530610AD6 32,351 27,300,000 PRN   DFND 1,5 0 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 50,833 91,954,641 PRN   DFND 1,5 0 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 293,798 7,016,907 SH   DFND 1,5 826,423 0 6,190,484
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 25,915 618,494 SH   DFND 1,5 0 0 618,494
LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 446,448 11,720,862 SH   DFND 1,5 1,504,075 0 10,216,787
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 61,186 50,575,000 PRN   DFND 1,5 0 0 0
LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 108,878 2,983,777 SH   DFND 1,5 117,450 0 2,866,327
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 299 7,139 SH   DFND 3 7,139 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 1,726 41,219 SH   DFND 3 41,219 0 0
LIBERTY PPTY TR SH BEN INT 531172104 731 17,800 SH   DFND 6 17,800 0 0
LIFE STORAGE INC COM 53223X107 81,810 1,000,000 SH   DFND 1,5 0 0 1,000,000
LIFEWAY FOODS INC COM 531914109 2,491 279,939 SH   DFND 1,5 29,926 0 250,013
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 72,443 532,085 SH   DFND 1,5 0 0 532,085
LILLY ELI & CO COM 532457108 20,886 244,161 SH   DFND 2 0 0 244,161
LILLY ELI & CO COM 532457108 35,003 409,204 SH   DFND 3 409,204 0 0
LINCOLN ELEC HLDGS INC COM 533900106 24,075 262,600 SH   DFND 1,5 0 0 262,600
LINCOLN NATL CORP IND COM 534187109 454,579 6,186,427 SH   DFND 1,5 715,000 0 5,471,427
LINCOLN NATL CORP IND COM 534187109 4,102 55,826 SH   DFND 2 0 0 55,826
LINCOLN NATL CORP IND COM 534187109 14,133 192,333 SH   DFND 3 192,333 0 0
LIONS GATE ENTMNT CORP CL A VTG 535919401 65,212 1,949,538 SH   DFND 1,5 58,350 0 1,891,188
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 336,144 10,573,879 SH   DFND 1,5 80,715 0 10,493,164
LIONS GATE ENTMNT CORP CL A VTG 535919401 227 6,773 SH   DFND 3 6,773 0 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 869 27,329 SH   DFND 3 27,329 0 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 49,713 1,563,791 SH   DFND 6 1,513,668 0 50,123
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 22,251 699,935 SH   DFND 7 531,359 0 168,576
LIQUIDITY SERVICES INC COM 53635B107 1,971 334,021 SH   DFND 1,5 38,178 0 295,843
LITHIA MTRS INC CL A 536797103 21,620 179,700 SH   DFND 6 179,700 0 0
LITHIA MTRS INC CL A 536797103 7,416 61,640 SH   DFND 7 61,640 0 0
LIVANOVA PLC SHS G5509L101 287,840 4,108,476 SH   DFND 1,5 47,119 0 4,061,357
LIVANOVA PLC SHS G5509L101 49,718 709,645 SH   DFND 1,10 14,200 0 695,445
LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 37,220 28,210,000 PRN   DFND 1,5 0 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 129,520 2,974,048 SH   DFND 1,5 61,455 0 2,912,593
LIVE NATION ENTERTAINMENT IN COM 538034109 584 13,400 SH   DFND 6 13,400 0 0
LIVEPERSON INC COM 538146101 668 49,300 SH   DFND   49,300 0 0
LKQ CORP COM 501889208 96,545 2,682,558 SH   DFND 1,5 50 0 2,682,508
LKQ CORP COM 501889208 2,801 77,835 SH   DFND 2 0 0 77,835
LKQ CORP COM 501889208 362 10,048 SH   DFND 3 10,048 0 0
LKQ CORP COM 501889208 3,797 105,500 SH   DFND 6 105,500 0 0
LKQ CORP COM 501889208 33,154 921,200 SH   DFND 11 921,200 0 0
LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 211 57,650 SH   DFND 3 57,650 0 0
LOCKHEED MARTIN CORP COM 539830109 525,222 1,692,681 SH   DFND 1,5 278,766 0 1,413,915
LOCKHEED MARTIN CORP COM 539830109 19,592 63,141 SH   DFND 2 0 0 63,141
LOCKHEED MARTIN CORP COM 539830109 42,446 136,795 SH   DFND 3 136,795 0 0
LOCKHEED MARTIN CORP COM 539830109 15,314 49,354 SH   DFND 6 44,752 0 4,602
LOCKHEED MARTIN CORP COM 539830109 91,354 294,414 SH   DFND 7 294,414 0 0
LOEWS CORP COM 540424108 4,776 99,800 SH   DFND 1,5 0 0 99,800
LOEWS CORP COM 540424108 3,329 69,557 SH   DFND 2 0 0 69,557
LOEWS CORP COM 540424108 9,263 193,548 SH   DFND 3 193,548 0 0
LOGMEIN INC COM 54142L109 392,731 3,568,664 SH   DFND 1,5 308,380 0 3,260,284
LOGMEIN INC COM 54142L109 118,718 1,078,762 SH   DFND 1,9 0 0 1,078,762
LOGMEIN INC COM 54142L109 31,993 290,710 SH   DFND 6 290,710 0 0
LOGMEIN INC COM 54142L109 18,394 167,138 SH   DFND 7 167,138 0 0
LOWES COS INC COM 548661107 568,728 7,114,430 SH   DFND 1,5 222,529 0 6,891,901
LOWES COS INC COM 548661107 17,007 212,750 SH   DFND 2 0 0 212,750
LOWES COS INC COM 548661107 98,774 1,235,596 SH   DFND 3 1,235,596 0 0
LOWES COS INC COM 548661107 14,240 178,139 SH   DFND 6 178,139 0 0
LOWES COS INC COM 548661107 25,434 318,158 SH   DFND 7 0 0 318,158
LOXO ONCOLOGY INC COM 548862101 264,902 2,875,618 SH   DFND 1,5 0 0 2,875,618
LOXO ONCOLOGY INC COM 548862101 79,127 858,955 SH   DFND 6 858,955 0 0
LOXO ONCOLOGY INC COM 548862101 22,180 240,773 SH   DFND 7 240,773 0 0
LOXO ONCOLOGY INC COM 548862101 46,296 502,558 SH   DFND 11 502,558 0 0
LPL FINL HLDGS INC COM 50212V100 65,926 1,278,379 SH   DFND 1,5 479 0 1,277,900
LPL FINL HLDGS INC COM 50212V100 382 7,400 SH   DFND 7 7,400 0 0
LSB INDS INC COM 502160104 3,670 462,200 SH   DFND 1,5 0 0 462,200
LTC PPTYS INC COM 502175102 658 13,997 SH   DFND 6 13,997 0 0
LULULEMON ATHLETICA INC COM 550021109 1,168,294 18,767,769 SH   DFND 1,5 4,622,986 0 14,144,783
LULULEMON ATHLETICA INC COM 550021109 4,502 72,323 SH   DFND 6 72,323 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 18,934 485,735 SH   DFND 1,5 10,300 0 475,435
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 585 15,008 SH   DFND 3 15,008 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 1,162 29,800 SH   DFND 6 29,800 0 0
LUMENTUM HLDGS INC COM 55024U109 60,390 1,111,132 SH   DFND 1,5 36,445 0 1,074,687
LUMENTUM HLDGS INC COM 55024U109 370 6,810 SH   DFND 3 6,810 0 0
LUMENTUM HLDGS INC COM 55024U109 4,538 83,500 SH   DFND 6 59,900 0 23,600
LUMENTUM HLDGS INC COM 55024U109 3,667 67,475 SH   DFND 7 49,675 0 17,800
LUXFER HLDGS PLC SPONSORED ADR 550678106 28,266 2,270,330 SH   DFND 1,5 45,100 0 2,225,230
LUXOFT HLDG INC ORD SHS CL A G57279104 70,050 1,465,472 SH   DFND 1,5 12,590 0 1,452,882
LUXOFT HLDG INC ORD SHS CL A G57279104 27,731 580,147 SH   DFND 6 580,147 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 8,017 167,715 SH   DFND 7 167,715 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 17,889 180,608 SH   DFND 1 180,608 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2,749,496 27,758,664 SH   DFND 1,5 1,178,926 0 26,579,738
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 8,101 81,791 SH   DFND 2 0 0 81,791
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 101,761 1,027,372 SH   DFND 3 1,027,372 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 40,261 406,471 SH   DFND 6 393,071 0 13,400
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 75,862 765,891 SH   DFND 7 489,089 0 276,802
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 7,884 79,600 SH   DFND 11 79,600 0 0
M & T BK CORP COM 55261F104 705,109 4,378,473 SH   DFND 1,5 561,563 0 3,816,910
M & T BK CORP COM 55261F104 6,166 38,288 SH   DFND 2 0 0 38,288
M & T BK CORP COM 55261F104 23,679 147,037 SH   DFND 3 147,037 0 0
M & T BK CORP COM 55261F104 903 5,605 SH   DFND 6 5,605 0 0
M & T BK CORP COM 55261F104 1,669 10,366 SH   DFND 7 10,366 0 0
M D C HLDGS INC COM 552676108 29,285 881,820 SH   DFND 1,5 224,585 0 657,235
M D C HLDGS INC COM 552676108 4,386 132,079 SH   DFND 3 132,079 0 0
M/I HOMES INC NOTE 3.000% 3/0 55292PAB1 11,560 11,495,000 PRN   DFND 1,5 0 0 0
M/I HOMES INC COM 55305B101 7,886 295,012 SH   DFND 1,5 26,200 0 268,812
MACERICH CO COM 554382101 59,395 1,080,500 SH   DFND 1 1,080,500 0 0
MACERICH CO COM 554382101 38,343 697,521 SH   DFND 1,5 20,128 0 677,393
MACERICH CO COM 554382101 1,508 27,440 SH   DFND 2 0 0 27,440
MACERICH CO COM 554382101 4,321 78,609 SH   DFND 3 78,609 0 0
MACK CALI RLTY CORP COM 554489104 19,141 807,300 SH   DFND 6 807,300 0 0
MACK CALI RLTY CORP COM 554489104 8,021 338,300 SH   DFND 7 338,300 0 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 29,659 664,844 SH   DFND 1,5 204,122 0 460,722
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 25,182 564,483 SH   DFND 1,9 0 0 564,483
MACQUARIE INFRASTRUCTURE COR COM 55608B105 7,846 108,700 SH   DFND 1,5 0 0 108,700
MACQUARIE INFRASTRUCTURE COR COM 55608B105 1,155 16,000 SH   DFND 7 16,000 0 0
MACROGENICS INC COM 556099109 81,396 4,404,524 SH   DFND 1,5 137,800 0 4,266,724
MACYS INC COM 55616P104 113,157 5,185,942 SH   DFND 1,5 394,653 0 4,791,289
MACYS INC COM 55616P104 1,675 76,751 SH   DFND 2 0 0 76,751
MACYS INC COM 55616P104 3,121 143,043 SH   DFND 3 143,043 0 0
MACYS INC COM 55616P104 1,043 47,800 SH   DFND 6 47,800 0 0
MADDEN STEVEN LTD COM 556269108 93,665 2,163,161 SH   DFND 1,5 101,116 0 2,062,045
MADDEN STEVEN LTD COM 556269108 25,201 582,008 SH   DFND 6 582,008 0 0
MADDEN STEVEN LTD COM 556269108 11,704 270,309 SH   DFND 7 240,709 0 29,600
MADISON SQUARE GARDEN CO NEW CL A 55825T103 78,764 367,884 SH   DFND 1,5 51,555 0 316,329
MADISON SQUARE GARDEN CO NEW CL A 55825T103 221 1,032 SH   DFND 3 1,032 0 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 24,900 553,570 SH   DFND 1,5 0 0 553,570
MAG SILVER CORP COM 55903Q104 5,024 448,700 SH   DFND 1,5 0 0 448,700
MAGNA INTL INC COM 559222401 113,554 2,127,750 SH   DFND 1,5 127,700 0 2,000,050
MAGNA INTL INC COM 559222401 207 3,877 SH   DFND 3 3,877 0 0
MAGNA INTL INC COM 559222401 3,079 57,702 SH   DFND   57,702 0 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 3,589 316,198 SH   DFND 1,5 0 0 316,198
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 28,747 999,896 SH   DFND 1,9 36,900 0 962,996
MALIBU BOATS INC COM CL A 56117J100 386 12,200 SH   DFND 1,5 0 0 12,200
MALLINCKRODT PUB LTD CO SHS G5785G107 191,312 5,119,399 SH   DFND 1,5 2,688 0 5,116,711
MALLINCKRODT PUB LTD CO SHS G5785G107 1,495 40,000 SH   DFND 7 40,000 0 0
MANITOWOC INC COM 563571108 25,167 2,796,376 SH   DFND 1,5 0 0 2,796,376
MANPOWERGROUP INC COM 56418H100 95,218 808,168 SH   DFND 1,5 58,050 0 750,118
MANULIFE FINL CORP COM 56501R106 124,595 6,142,370 SH   DFND 1,5 0 0 6,142,370
MANULIFE FINL CORP COM 56501R106 387 19,100 SH   DFND 6 19,100 0 0
MANULIFE FINL CORP COM 56501R106 16,454 811,150 SH   DFND 7 691,950 0 119,200
MANULIFE FINL CORP COM 56501R106 610,058 30,075,049 SH   DFND 11 28,601,831 0 1,473,218
MANULIFE FINL CORP COM 56501R106 1,515 74,703 SH   DFND   74,703 0 0
MARATHON OIL CORP COM 565849106 124,004 9,144,851 SH   DFND 1,5 642,713 0 8,502,138
MARATHON OIL CORP COM 565849106 2,905 214,203 SH   DFND 2 0 0 214,203
MARATHON OIL CORP COM 565849106 3,956 291,741 SH   DFND 3 291,741 0 0
MARATHON OIL CORP COM 565849106 1,197 88,300 SH   DFND 7 88,300 0 0
MARATHON PETE CORP COM 56585A102 89,875 1,602,613 SH   DFND 1,5 0 0 1,602,613
MARATHON PETE CORP COM 56585A102 7,155 127,579 SH   DFND 2 0 0 127,579
MARATHON PETE CORP COM 56585A102 19,131 341,144 SH   DFND 3 341,144 0 0
MARATHON PETE CORP COM 56585A102 6,756 120,465 SH   DFND 6 101,065 0 19,400
MARATHON PETE CORP COM 56585A102 18,603 331,731 SH   DFND 7 331,731 0 0
MARKEL CORP COM 570535104 5,036 4,715 SH   DFND 1,5 15 0 4,700
MARKEL CORP COM 570535104 805 754 SH   DFND 3 754 0 0
MARKETAXESS HLDGS INC COM 57060D108 73,031 395,813 SH   DFND 1,5 14,900 0 380,913
MARKETAXESS HLDGS INC COM 57060D108 1,199 6,500 SH   DFND 7 6,500 0 0
MARRIOTT INTL INC NEW CL A 571903202 1,602,363 14,532,589 SH   DFND 1,5 1,088,674 0 13,443,915
MARRIOTT INTL INC NEW CL A 571903202 8,692 78,836 SH   DFND 2 0 0 78,836
MARRIOTT INTL INC NEW CL A 571903202 16,277 147,620 SH   DFND 3 147,620 0 0
MARRIOTT INTL INC NEW CL A 571903202 27,656 250,826 SH   DFND 6 250,826 0 0
MARRIOTT INTL INC NEW CL A 571903202 44,524 403,810 SH   DFND 7 284,410 0 119,400
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 166,044 1,333,363 SH   DFND 1,5 200 0 1,333,163
MARSH & MCLENNAN COS INC COM 571748102 715,335 8,535,195 SH   DFND 1,5 436,778 0 8,098,417
MARSH & MCLENNAN COS INC COM 571748102 10,825 129,159 SH   DFND 2 0 0 129,159
MARSH & MCLENNAN COS INC COM 571748102 56,579 675,086 SH   DFND 3 675,086 0 0
MARSH & MCLENNAN COS INC COM 571748102 1,797 21,440 SH   DFND 6 21,440 0 0
MARSH & MCLENNAN COS INC COM 571748102 23,502 280,416 SH   DFND 7 170,822 0 109,594
MARTEN TRANS LTD COM 573075108 18,839 916,717 SH   DFND 1,5 0 0 916,717
MARTEN TRANS LTD COM 573075108 5,012 243,900 SH   DFND 6 243,900 0 0
MARTEN TRANS LTD COM 573075108 2,092 101,800 SH   DFND 7 101,800 0 0
MARTIN MARIETTA MATLS INC COM 573284106 248,384 1,204,402 SH   DFND 1,5 51,707 0 1,152,695
MARTIN MARIETTA MATLS INC COM 573284106 3,266 15,837 SH   DFND 2 0 0 15,837
MARTIN MARIETTA MATLS INC COM 573284106 3,388 16,429 SH   DFND 3 16,429 0 0
MARTIN MARIETTA MATLS INC COM 573284106 7,245 35,130 SH   DFND 6 35,130 0 0
MARTIN MARIETTA MATLS INC COM 573284106 7,897 38,290 SH   DFND 7 38,290 0 0
MARTIN MARIETTA MATLS INC COM 573284106 6,434 31,200 SH   DFND 11 31,200 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 126,354 7,058,887 SH   DFND 1,5 221,051 0 6,837,836
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 45,341 2,532,996 SH   DFND 1,9 0 0 2,532,996
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 3,499 195,500 SH   DFND 7 195,500 0 0
MASCO CORP COM 574599106 850,800 21,809,786 SH   DFND 1,5 1,853,969 0 19,955,817
MASCO CORP COM 574599106 3,132 80,288 SH   DFND 2 0 0 80,288
MASCO CORP COM 574599106 2,187 56,060 SH   DFND 3 56,060 0 0
MASCO CORP COM 574599106 2,065 52,927 SH   DFND 6 52,927 0 0
MASONITE INTL CORP NEW COM 575385109 4,854 70,149 SH   DFND 1,5 0 0 70,149
MASTEC INC COM 576323109 264 5,700 SH   DFND 1,5 0 0 5,700
MASTERCARD INCORPORATED CL A 57636Q104 1,098 7,773 SH   DFND 1 7,773 0 0
MASTERCARD INCORPORATED CL A 57636Q104 5,235,830 37,080,950 SH   DFND 1,5 3,722,072 0 33,358,878
MASTERCARD INCORPORATED CL A 57636Q104 33,226 235,315 SH   DFND 2 0 0 235,315
MASTERCARD INCORPORATED CL A 57636Q104 68,320 483,853 SH   DFND 3 483,853 0 0
MASTERCARD INCORPORATED CL A 57636Q104 43,868 310,678 SH   DFND 6 310,678 0 0
MASTERCARD INCORPORATED CL A 57636Q104 62,487 442,544 SH   DFND 7 208,677 0 233,867
MASTERCARD INCORPORATED CL A 57636Q104 1,059 7,500 SH   DFND 11 7,500 0 0
MATADOR RES CO COM 576485205 39,449 1,453,000 SH   DFND 1,5 0 0 1,453,000
MATADOR RES CO COM 576485205 1,230 45,300 SH   DFND 7 45,300 0 0
MATCH GROUP INC COM 57665R106 11,746 506,500 SH   DFND 1,5 25,500 0 481,000
MATRIX SVC CO COM 576853105 406 26,700 SH   DFND 1,5 0 0 26,700
MATSON INC COM 57686G105 2,271 80,600 SH   DFND 1,5 0 0 80,600
MATTEL INC COM 577081102 124,140 8,019,378 SH   DFND 1,5 55,160 0 7,964,218
MATTEL INC COM 577081102 1,337 86,369 SH   DFND 2 0 0 86,369
MATTEL INC COM 577081102 1,412 91,234 SH   DFND 3 91,234 0 0
MATTEL INC COM 577081102 1,204 77,800 SH   DFND 7 77,800 0 0
MATTHEWS INTL CORP CL A 577128101 32,008 514,185 SH   DFND 1,5 932 0 513,253
MATTHEWS INTL CORP CL A 577128101 10,659 171,229 SH   DFND 6 171,229 0 0
MATTHEWS INTL CORP CL A 577128101 2,887 46,377 SH   DFND 7 46,377 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 333,724 6,994,841 SH   DFND 1,5 274,218 0 6,720,623
MAXIM INTEGRATED PRODS INC COM 57772K101 59,631 1,249,862 SH   DFND 3 1,249,862 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 410 8,600 SH   DFND 7 8,600 0 0
MAXIMUS INC COM 577933104 122,670 1,901,868 SH   DFND 1,5 1,039 0 1,900,829
MAXIMUS INC COM 577933104 17,166 266,136 SH   DFND 6 266,136 0 0
MAXIMUS INC COM 577933104 4,731 73,354 SH   DFND 7 73,354 0 0
MAXIMUS INC COM 577933104 91,171 1,413,500 SH   DFND 11 1,413,500 0 0
MAXLINEAR INC COM 57776J100 22,470 946,100 SH   DFND 1,5 1,000 0 945,100
MAXLINEAR INC COM 57776J100 3,475 146,300 SH   DFND 6 146,300 0 0
MAXLINEAR INC COM 57776J100 228 9,600 SH   DFND 7 9,600 0 0
MBIA INC COM 55262C100 9,400 1,080,483 SH   DFND 1,5 631 0 1,079,852
MCCORMICK & CO INC COM NON VTG 579780206 3,076 29,967 SH   DFND 2 0 0 29,967
MCCORMICK & CO INC COM NON VTG 579780206 6,556 63,878 SH   DFND 3 63,878 0 0
MCDONALDS CORP COM 580135101 313 2,000 SH   DFND 1 2,000 0 0
MCDONALDS CORP COM 580135101 1,556,316 9,933,084 SH   DFND 1,5 1,266,504 0 8,666,580
MCDONALDS CORP COM 580135101 31,982 204,124 SH   DFND 2 0 0 204,124
MCDONALDS CORP COM 580135101 58,915 376,022 SH   DFND 3 376,022 0 0
MCDONALDS CORP COM 580135101 18,550 118,397 SH   DFND 6 118,397 0 0
MCDONALDS CORP COM 580135101 55,107 351,714 SH   DFND 7 100,544 0 251,170
MCEWEN MNG INC COM 58039P107 2,138 1,096,410 SH   DFND 1,5 0 0 1,096,410
MCKESSON CORP COM 58155Q103 659,464 4,293,107 SH   DFND 1,5 65,837 0 4,227,270
MCKESSON CORP COM 58155Q103 8,139 52,987 SH   DFND 2 0 0 52,987
MCKESSON CORP COM 58155Q103 15,941 103,774 SH   DFND 3 103,774 0 0
MCKESSON CORP COM 58155Q103 17,419 113,400 SH   DFND 6 113,400 0 0
MCKESSON CORP COM 58155Q103 16,230 105,657 SH   DFND 7 8,100 0 97,557
MDC PARTNERS INC CL A SUB VTG 552697104 110 10,000 SH   DFND 1 0 0 10,000
MDC PARTNERS INC CL A SUB VTG 552697104 74,350 6,759,128 SH   DFND 1,5 1,500 0 6,757,628
MDC PARTNERS INC CL A SUB VTG 552697104 10,814 983,100 SH   DFND 1,10 0 0 983,100
MDU RES GROUP INC COM 552690109 7,837 301,988 SH   DFND 1,5 83 0 301,905
MEDICAL PPTYS TRUST INC COM 58463J304 34,817 2,651,700 SH   DFND 1 2,651,700 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 12,853 978,900 SH   DFND 6 978,900 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 5,365 408,600 SH   DFND 7 408,600 0 0
MEDICINES CO COM 584688105 400,455 10,811,411 SH   DFND 1,5 1,419,776 0 9,391,635
MEDICINES CO COM 584688105 907 24,500 SH   DFND 6 24,500 0 0
MEDICINES CO COM 584688105 2,222 60,000 SH   DFND 7 60,000 0 0
MEDICINOVA INC COM NEW 58468P206 7,538 1,183,300 SH   DFND 1,5 0 0 1,183,300
MEDIDATA SOLUTIONS INC COM 58471A105 304,358 3,899,031 SH   DFND 1,5 307,553 0 3,591,478
MEDNAX INC COM 58502B106 28,319 656,740 SH   DFND 1,5 24,800 0 631,940
MEDNAX INC COM 58502B106 391 9,079 SH   DFND 7 9,079 0 0
MEDNAX INC COM 58502B106 48,009 1,113,380 SH   DFND 11 1,113,380 0 0
MEDTRONIC PLC SHS G5960L103 2,587,167 33,266,905 SH   DFND 1,5 915,086 0 32,351,819
MEDTRONIC PLC SHS G5960L103 1,375 17,680 SH   DFND 1,10 0 0 17,680
MEDTRONIC PLC SHS G5960L103 26,548 341,366 SH   DFND 2 0 0 341,366
MEDTRONIC PLC SHS G5960L103 142,176 1,828,156 SH   DFND 3 1,828,156 0 0
MEDTRONIC PLC SHS G5960L103 14,944 192,156 SH   DFND 6 182,492 0 9,664
MEDTRONIC PLC SHS G5960L103 72,967 938,241 SH   DFND 7 251,265 0 686,976
MELCO RESORT ENTERTAINMENT L ADR 585464100 9,414 390,300 SH   DFND 1 390,300 0 0
MELCO RESORT ENTERTAINMENT L ADR 585464100 160,685 6,661,918 SH   DFND 1,5 572,909 0 6,089,009
MELCO RESORT ENTERTAINMENT L ADR 585464100 223 9,263 SH   DFND 3 9,263 0 0
MELCO RESORT ENTERTAINMENT L ADR 585464100 18,358 761,100 SH   DFND 6 712,000 0 49,100
MELCO RESORT ENTERTAINMENT L ADR 585464100 22,002 912,200 SH   DFND 7 443,900 0 468,300
MELLANOX TECHNOLOGIES LTD SHS M51363113 47,665 1,010,921 SH   DFND 1,5 0 0 1,010,921
MELLANOX TECHNOLOGIES LTD SHS M51363113 83,560 1,772,212 SH   DFND 1,9 0 0 1,772,212
MELLANOX TECHNOLOGIES LTD SHS M51363113 4,592 97,400 SH   DFND 7 97,400 0 0
MERCADOLIBRE INC COM 58733R102 65,667 253,610 SH   DFND 1,5 13,947 0 239,663
MERCADOLIBRE INC COM 58733R102 10,773 41,607 SH   DFND 3 41,607 0 0
MERCADOLIBRE INC COM 58733R102 337 1,300 SH   DFND 6 1,300 0 0
MERCADOLIBRE INC COM 58733R102 3,988 15,400 SH   DFND 7 15,400 0 0
MERCK & CO INC COM 58933Y105 502,366 7,845,787 SH   DFND 1,5 132,276 0 7,713,511
MERCK & CO INC COM 58933Y105 44,134 689,278 SH   DFND 2 0 0 689,278
MERCK & CO INC COM 58933Y105 79,192 1,236,798 SH   DFND 3 1,236,798 0 0
MERCK & CO INC COM 58933Y105 27,036 422,240 SH   DFND 6 359,471 0 62,769
MERCK & CO INC COM 58933Y105 98,717 1,541,731 SH   DFND 7 1,016,701 0 525,030
MERIDIAN BANCORP INC MD COM 58958U103 39,698 2,128,554 SH   DFND 1,5 37,244 0 2,091,310
MERIDIAN BANCORP INC MD COM 58958U103 5,887 315,669 SH   DFND 6 315,669 0 0
MERIDIAN BANCORP INC MD COM 58958U103 420 22,500 SH   DFND 7 22,500 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 4,069 284,578 SH   DFND 1,5 41 0 284,537
MERIT MED SYS INC COM 589889104 17,669 417,213 SH   DFND 6 417,213 0 0
MERIT MED SYS INC COM 589889104 7,132 168,410 SH   DFND 7 168,410 0 0
MERITAGE HOMES CORP COM 59001A102 198,494 4,470,584 SH   DFND 1,5 0 0 4,470,584
MERITOR INC COM 59001K100 14,307 550,060 SH   DFND 6 550,060 0 0
MERITOR INC COM 59001K100 5,941 228,400 SH   DFND 7 228,400 0 0
MERRIMACK PHARMACEUTICALS IN COM NEW 590328209 23,003 1,582,057 SH   DFND 1,5 343,773 0 1,238,284
MERSANA THERAPEUTICS INC COM 59045L106 29,999 1,735,061 SH   DFND 4 1,735,061 0 0
MESA LABS INC COM 59064R109 40,797 273,217 SH   DFND 1,5 33,200 0 240,017
METHANEX CORP COM 59151K108 2,089 41,566 SH   DFND 3 41,566 0 0
METHANEX CORP COM 59151K108 4,774 95,000 SH   DFND 7 80,200 0 14,800
METHANEX CORP COM 59151K108 152,818 3,041,129 SH   DFND 11 2,906,200 0 134,929
METHODE ELECTRS INC COM 591520200 7,821 184,668 SH   DFND 1,5 68 0 184,600
METLIFE INC COM 59156R108 1,186,388 22,837,107 SH   DFND 1,5 952,560 0 21,884,547
METLIFE INC COM 59156R108 13,915 267,850 SH   DFND 2 0 0 267,850
METLIFE INC COM 59156R108 25,098 483,125 SH   DFND 3 483,125 0 0
METLIFE INC COM 59156R108 795 15,300 SH   DFND 6 15,300 0 0
METLIFE INC COM 59156R108 19,299 371,500 SH   DFND 7 324,000 0 47,500
METTLER TOLEDO INTERNATIONAL COM 592688105 1,633,021 2,607,993 SH   DFND 1,5 277,169 0 2,330,824
METTLER TOLEDO INTERNATIONAL COM 592688105 4,050 6,468 SH   DFND 2 0 0 6,468
METTLER TOLEDO INTERNATIONAL COM 592688105 5,663 9,044 SH   DFND 3 9,044 0 0
MFA FINL INC COM 55272X102 266,154 30,382,864 SH   DFND 1,5 172,558 0 30,210,306
MFA FINL INC COM 55272X102 6,815 778,000 SH   DFND 6 778,000 0 0
MFA FINL INC COM 55272X102 1,186 135,400 SH   DFND 7 135,400 0 0
MGIC INVT CORP WIS COM 552848103 160,609 12,817,939 SH   DFND 1,5 948,875 0 11,869,064
MGIC INVT CORP WIS COM 552848103 5,191 414,300 SH   DFND 6 414,300 0 0
MGM RESORTS INTERNATIONAL COM 552953101 235 7,200 SH   DFND 1 7,200 0 0
MGM RESORTS INTERNATIONAL COM 552953101 231,551 7,104,970 SH   DFND 1,5 57,358 0 7,047,612
MGM RESORTS INTERNATIONAL COM 552953101 4,252 130,457 SH   DFND 2 0 0 130,457
MGM RESORTS INTERNATIONAL COM 552953101 8,113 248,950 SH   DFND 3 248,950 0 0
MGM RESORTS INTERNATIONAL COM 552953101 5,110 156,800 SH   DFND 6 156,800 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 260,526 5,444,630 SH   DFND 1,5 957,815 0 4,486,815
MICHAEL KORS HLDGS LTD SHS G60754101 1,828 38,207 SH   DFND 2 0 0 38,207
MICHAEL KORS HLDGS LTD SHS G60754101 1,050 21,939 SH   DFND 3 21,939 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 2,115 44,200 SH   DFND 6 44,200 0 0
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 67,534 2,117,039 SH   DFND 1,5 129,758 0 1,987,281
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 1,883 59,013 SH   DFND 3 59,013 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 38,409 427,810 SH   DFND 1,5 0 0 427,810
MICROCHIP TECHNOLOGY INC COM 595017104 5,266 58,649 SH   DFND 2 0 0 58,649
MICROCHIP TECHNOLOGY INC COM 595017104 11,005 122,572 SH   DFND 3 122,572 0 0
MICRON TECHNOLOGY INC COM 595112103 492 12,500 SH   DFND 1 12,500 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 4,910 1,375,000 PRN   DFND 1,5 0 0 0
MICRON TECHNOLOGY INC COM 595112103 953,823 24,251,781 SH   DFND 1,5 802,070 0 23,449,711
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 15,498 11,215,000 PRN   DFND 1,5 0 0 0
MICRON TECHNOLOGY INC NOTE 1.625% 2/1 595112AU7 3,803 1,060,000 PRN   DFND 1,5 0 0 0
MICRON TECHNOLOGY INC COM 595112103 218,082 5,544,933 SH   DFND 1,9 0 0 5,544,933
MICRON TECHNOLOGY INC COM 595112103 11,042 280,752 SH   DFND 2 0 0 280,752
MICRON TECHNOLOGY INC COM 595112103 20,333 516,994 SH   DFND 3 516,994 0 0
MICRON TECHNOLOGY INC COM 595112103 21,012 534,258 SH   DFND 6 507,858 0 26,400
MICRON TECHNOLOGY INC COM 595112103 50,303 1,279,007 SH   DFND 7 1,279,007 0 0
MICROSEMI CORP COM 595137100 110,136 2,139,400 SH   DFND 1,5 500 0 2,138,900
MICROSOFT CORP COM 594918104 1,372 18,418 SH   DFND 1 18,418 0 0
MICROSOFT CORP COM 594918104 11,360,416 152,509,270 SH   DFND 1,5 14,630,737 0 137,878,533
MICROSOFT CORP COM 594918104 550,934 7,396,078 SH   DFND 1,9 423 0 7,395,655
MICROSOFT CORP COM 594918104 144,586 1,941,012 SH   DFND 2 0 0 1,941,012
MICROSOFT CORP COM 594918104 515,358 6,918,491 SH   DFND 3 6,918,491 0 0
MICROSOFT CORP COM 594918104 129,135 1,733,583 SH   DFND 6 1,733,583 0 0
MICROSOFT CORP COM 594918104 202,990 2,725,059 SH   DFND 7 1,244,930 0 1,480,129
MICROSOFT CORP COM 594918104 199,246 2,674,800 SH   DFND 11 2,674,800 0 0
MID AMER APT CMNTYS INC COM 59522J103 273,821 2,561,950 SH   DFND 1,5 53,657 0 2,508,293
MID AMER APT CMNTYS INC COM 59522J103 3,060 28,630 SH   DFND 2 0 0 28,630
MID AMER APT CMNTYS INC COM 59522J103 5,138 48,070 SH   DFND 3 48,070 0 0
MID AMER APT CMNTYS INC COM 59522J103 33,294 311,510 SH   DFND 6 311,510 0 0
MID AMER APT CMNTYS INC COM 59522J103 13,642 127,637 SH   DFND 7 25,262 0 102,375
MIDDLEBY CORP COM 596278101 77,966 608,302 SH   DFND 1,5 37,660 0 570,642
MIDDLEFIELD BANC CORP COM NEW 596304204 231 5,000 SH   DFND 1,5 5,000 0 0
MIDLAND STS BANCORP INC ILL COM 597742105 20,559 648,967 SH   DFND 6 648,967 0 0
MIDLAND STS BANCORP INC ILL COM 597742105 6,602 208,409 SH   DFND 7 208,409 0 0
MILACRON HLDGS CORP COM 59870L106 31,179 1,849,297 SH   DFND 1,5 0 0 1,849,297
MILLER HERMAN INC COM 600544100 3,848 107,200 SH   DFND 1,5 0 0 107,200
MILLER INDS INC TENN COM NEW 600551204 2,365 84,600 SH   DFND 1,5 9,500 0 75,100
MIMECAST LTD ORD SHS G14838109 7,901 278,000 SH   DFND 6 278,000 0 0
MIMECAST LTD ORD SHS G14838109 517 18,200 SH   DFND 7 18,200 0 0
MIMEDX GROUP INC COM 602496101 683 57,477 SH   DFND 1,5 0 0 57,477
MINDBODY INC COM CL A 60255W105 142,807 5,524,453 SH   DFND 1,5 700 0 5,523,753
MINERALS TECHNOLOGIES INC COM 603158106 1,531 21,670 SH   DFND 1,5 0 0 21,670
MINERVA NEUROSCIENCES INC COM 603380106 43,022 5,660,794 SH   DFND 1,5 0 0 5,660,794
MIRAGEN THERAPEUTICS INC COM 60463E103 28,593 3,124,888 SH   DFND 1,5 0 0 3,124,888
MITEL NETWORKS CORP COM 60671Q104 1,616 192,580 SH   DFND 1,5 0 0 192,580
MOBILEIRON INC COM NEW 60739U204 2,655 717,511 SH   DFND 1,5 0 0 717,511
MOELIS & CO CL A 60786M105 2,273 52,800 SH   DFND 7 52,800 0 0
MOHAWK INDS INC COM 608190104 784,361 3,169,007 SH   DFND 1,5 213,667 0 2,955,340
MOHAWK INDS INC COM 608190104 3,941 15,923 SH   DFND 2 0 0 15,923
MOHAWK INDS INC COM 608190104 4,646 18,770 SH   DFND 3 18,770 0 0
MOHAWK INDS INC COM 608190104 19,175 77,470 SH   DFND 6 77,470 0 0
MOHAWK INDS INC COM 608190104 35,854 144,860 SH   DFND 7 144,860 0 0
MOLECULAR TEMPLATES INC COM 608550109 249 35,794 SH   DFND 1,5 0 0 35,794
MOLINA HEALTHCARE INC COM 60855R100 25,652 373,071 SH   DFND 1,5 71 0 373,000
MOLSON COORS BREWING CO CL B 60871R209 1,039,024 12,726,894 SH   DFND 1,5 565,355 0 12,161,539
MOLSON COORS BREWING CO CL B 60871R209 3,800 46,544 SH   DFND 2 0 0 46,544
MOLSON COORS BREWING CO CL B 60871R209 60,825 745,041 SH   DFND 3 745,041 0 0
MOLSON COORS BREWING CO CL B 60871R209 21,618 264,792 SH   DFND 6 245,706 0 19,086
MOLSON COORS BREWING CO CL B 60871R209 63,437 777,034 SH   DFND 7 677,734 0 99,300
MOLSON COORS BREWING CO CL B 60871R209 12,197 149,400 SH   DFND 11 149,400 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 209,349 11,316,184 SH   DFND 1,5 2,973,849 0 8,342,335
MOMENTA PHARMACEUTICALS INC COM 60877T100 2,109 114,000 SH   DFND 7 114,000 0 0
MONARCH CASINO & RESORT INC COM 609027107 1,692 42,800 SH   DFND 1,5 4,700 0 38,100
MONDELEZ INTL INC CL A 609207105 581,164 14,293,264 SH   DFND 1,5 544,776 0 13,748,488
MONDELEZ INTL INC CL A 609207105 15,448 379,935 SH   DFND 2 0 0 379,935
MONDELEZ INTL INC CL A 609207105 18,578 456,920 SH   DFND 3 456,920 0 0
MONDELEZ INTL INC CL A 609207105 16,142 397,006 SH   DFND 6 364,123 0 32,883
MONDELEZ INTL INC CL A 609207105 89,131 2,192,100 SH   DFND 7 1,247,460 0 944,640
MONMOUTH REAL ESTATE INVT CO CL A 609720107 1,988 122,762 SH   DFND 1,5 0 0 122,762
MONOLITHIC PWR SYS INC COM 609839105 40,634 381,361 SH   DFND 1,5 3,411 0 377,950
MONOLITHIC PWR SYS INC COM 609839105 43,040 403,939 SH   DFND 1,9 0 0 403,939
MONOLITHIC PWR SYS INC COM 609839105 77,477 727,146 SH   DFND 6 703,546 0 23,600
MONOLITHIC PWR SYS INC COM 609839105 37,082 348,028 SH   DFND 7 325,528 0 22,500
MONOLITHIC PWR SYS INC COM 609839105 42,258 396,600 SH   DFND 11 396,600 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 28,457 1,478,300 SH   DFND 1,5 0 0 1,478,300
MONRO INC COM 610236101 48,066 857,554 SH   DFND 11 857,554 0 0
MONSANTO CO NEW COM 61166W101 1,060,765 8,852,986 SH   DFND 1,5 440,391 0 8,412,595
MONSANTO CO NEW COM 61166W101 37,564 313,500 SH   DFND 1,10 6,400 0 307,100
MONSANTO CO NEW COM 61166W101 13,266 110,712 SH   DFND 2 0 0 110,712
MONSANTO CO NEW COM 61166W101 53,636 447,636 SH   DFND 3 447,636 0 0
MONSANTO CO NEW COM 61166W101 26,686 222,717 SH   DFND 6 222,717 0 0
MONSANTO CO NEW COM 61166W101 75,002 625,956 SH   DFND 7 60,925 0 565,031
MONSANTO CO NEW COM 61166W101 241,198 2,013,000 SH   DFND 11 2,013,000 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 2,183,631 39,522,738 SH   DFND 1,5 5,283,053 0 34,239,685
MONSTER BEVERAGE CORP NEW COM 61174X109 5,775 104,523 SH   DFND 2 0 0 104,523
MONSTER BEVERAGE CORP NEW COM 61174X109 20,886 378,020 SH   DFND 3 378,020 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 25,385 459,457 SH   DFND 6 459,457 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 62,225 1,126,245 SH   DFND 7 977,730 0 148,515
MOODYS CORP COM 615369105 324,101 2,328,145 SH   DFND 1,5 67,600 0 2,260,545
MOODYS CORP COM 615369105 5,829 41,875 SH   DFND 2 0 0 41,875
MOODYS CORP COM 615369105 8,074 57,996 SH   DFND 3 57,996 0 0
MOODYS CORP COM 615369105 4,121 29,600 SH   DFND 7 29,600 0 0
MOODYS CORP COM 615369105 33,738 242,352 SH   DFND 11 242,352 0 0
MOOG INC CL A 615394202 262,377 3,144,875 SH   DFND 1,5 51,535 0 3,093,340
MOOG INC CL A 615394202 24,842 297,756 SH   DFND 6 297,756 0 0
MOOG INC CL A 615394202 6,274 75,200 SH   DFND 7 75,200 0 0
MORGAN STANLEY COM NEW 617446448 1,464 30,397 SH   DFND 1 30,397 0 0
MORGAN STANLEY COM NEW 617446448 1,592,868 33,067,628 SH   DFND 1,5 2,344,523 0 30,723,105
MORGAN STANLEY COM NEW 617446448 17,167 356,379 SH   DFND 2 0 0 356,379
MORGAN STANLEY COM NEW 617446448 103,588 2,150,460 SH   DFND 3 2,150,460 0 0
MORGAN STANLEY COM NEW 617446448 19,198 398,547 SH   DFND 6 398,547 0 0
MORGAN STANLEY COM NEW 617446448 31,202 647,748 SH   DFND 7 149,400 0 498,348
MORGAN STANLEY COM NEW 617446448 31,494 653,800 SH   DFND 11 653,800 0 0
MOSAIC CO NEW COM 61945C103 687 31,800 SH   DFND 1 31,800 0 0
MOSAIC CO NEW COM 61945C103 139,315 6,452,757 SH   DFND 1,5 157,496 0 6,295,261
MOSAIC CO NEW COM 61945C103 1,910 88,459 SH   DFND 2 0 0 88,459
MOSAIC CO NEW COM 61945C103 219 10,156 SH   DFND 3 10,156 0 0
MOSAIC CO NEW COM 61945C103 1,172 54,300 SH   DFND 7 54,300 0 0
MOTORCAR PTS AMER INC COM 620071100 6,499 220,620 SH   DFND 6 220,620 0 0
MOTORCAR PTS AMER INC COM 620071100 2,551 86,600 SH   DFND 7 86,600 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 4,342 51,166 SH   DFND 1,5 0 0 51,166
MOTOROLA SOLUTIONS INC COM NEW 620076307 3,479 40,990 SH   DFND 2 0 0 40,990
MOTOROLA SOLUTIONS INC COM NEW 620076307 4,644 54,715 SH   DFND 3 54,715 0 0
MOVADO GROUP INC COM 624580106 14,972 534,709 SH   DFND 1,5 283,499 0 251,210
MPLX LP COM UNIT REP LTD 55336V100 23,782 679,287 SH   DFND 1,5 0 0 679,287
MRC GLOBAL INC COM 55345K103 41,970 2,399,675 SH   DFND 1,5 10,216 0 2,389,459
MRC GLOBAL INC COM 55345K103 1,599 91,400 SH   DFND 6 43,700 0 47,700
MRC GLOBAL INC COM 55345K103 2,627 150,202 SH   DFND 7 110,602 0 39,600
MSC INDL DIRECT INC CL A 553530106 107,853 1,427,191 SH   DFND 1,5 420 0 1,426,771
MSCI INC COM 55354G100 1,455 12,443 SH   DFND 1 12,443 0 0
MSCI INC COM 55354G100 935,906 8,006,042 SH   DFND 1,5 549,151 0 7,456,891
MSCI INC COM 55354G100 39,676 339,400 SH   DFND 1,10 7,200 0 332,200
MSCI INC COM 55354G100 423 3,621 SH   DFND 6 3,621 0 0
MSCI INC COM 55354G100 5,401 46,200 SH   DFND 7 46,200 0 0
MSG NETWORK INC CL A 553573106 9,256 436,600 SH   DFND 1,5 173,900 0 262,700
MUELLER INDS INC COM 624756102 144,415 4,132,056 SH   DFND 1,5 0 0 4,132,056
MULESOFT INC CL A 625207105 461 22,900 SH   DFND 1,5 1,300 0 21,600
MULTI COLOR CORP COM 625383104 31,975 390,182 SH   DFND 1,5 0 0 390,182
MULTI COLOR CORP COM 625383104 96,733 1,180,394 SH   DFND 6 1,156,394 0 24,000
MULTI COLOR CORP COM 625383104 24,337 296,971 SH   DFND 7 278,271 0 18,700
MURPHY OIL CORP COM 626717102 311,380 11,723,662 SH   DFND 1,5 2,281,206 0 9,442,456
MURPHY OIL CORP COM 626717102 2,857 107,549 SH   DFND 3 107,549 0 0
MURPHY OIL CORP COM 626717102 486 18,300 SH   DFND 7 18,300 0 0
MURPHY USA INC COM 626755102 36,293 525,981 SH   DFND 1,5 0 0 525,981
MYLAN N V SHS EURO N59465109 10,061 320,718 SH   DFND 1,5 0 0 320,718
MYLAN N V SHS EURO N59465109 4,240 135,146 SH   DFND 2 0 0 135,146
MYLAN N V SHS EURO N59465109 1,121 35,740 SH   DFND 3 35,740 0 0
MYOKARDIA INC COM 62857M105 94,578 2,207,192 SH   DFND 1,5 0 0 2,207,192
MYOS RENS TECHNOLOGY INC COM 62857P108 109 80,000 SH   DFND 1,5 0 0 80,000
NABORS INDUSTRIES LTD SHS G6359F103 141,632 17,550,440 SH   DFND 1,5 109,356 0 17,441,084
NABORS INDUSTRIES LTD SHS G6359F103 268 33,207 SH   DFND 3 33,207 0 0
NABORS INDUSTRIES LTD SHS G6359F103 527 65,300 SH   DFND 7 65,300 0 0
NACCO INDS INC CL A 629579103 29,242 340,817 SH   DFND 1,5 28,108 0 312,709
NANOMETRICS INC COM 630077105 59,307 2,059,264 SH   DFND 1,5 44,710 0 2,014,554
NANOMETRICS INC COM 630077105 3,096 107,497 SH   DFND 1,9 0 0 107,497
NANTHEALTH INC COM 630104107 689 167,165 SH   DFND 1,5 1,639 0 165,526
NANTKWEST INC COM 63016Q102 8,950 1,633,199 SH   DFND 1,5 125,057 0 1,508,142
NASDAQ INC COM 631103108 67,142 865,561 SH   DFND 1,5 55,661 0 809,900
NASDAQ INC COM 631103108 2,282 29,423 SH   DFND 2 0 0 29,423
NASDAQ INC COM 631103108 1,077 13,878 SH   DFND 3 13,878 0 0
NASDAQ INC COM 631103108 3,840 49,500 SH   DFND 6 49,500 0 0
NASDAQ INC COM 631103108 2,866 36,950 SH   DFND 7 36,950 0 0
NATIONAL BEVERAGE CORP COM 635017106 106,698 860,122 SH   DFND 1,5 70,101 0 790,021
NATIONAL BEVERAGE CORP COM 635017106 1,563 12,600 SH   DFND 6 12,600 0 0
NATIONAL FUEL GAS CO N J COM 636180101 11,013 194,540 SH   DFND 1,5 429 0 194,111
NATIONAL FUEL GAS CO N J COM 636180101 1,155 20,400 SH   DFND 7 20,400 0 0
NATIONAL GRID PLC SPONSORED ADR NE 636274409 513 8,177 SH   DFND 3 8,177 0 0
NATIONAL HEALTH INVS INC COM 63633D104 76,440 989,000 SH   DFND 1 989,000 0 0
NATIONAL INSTRS CORP COM 636518102 1,624 38,500 SH   DFND 1,5 0 0 38,500
NATIONAL INSTRS CORP COM 636518102 16,231 384,900 SH   DFND 1,9 0 0 384,900
NATIONAL OILWELL VARCO INC COM 637071101 304,633 8,525,971 SH   DFND 1,5 76,460 0 8,449,511
NATIONAL OILWELL VARCO INC COM 637071101 3,422 95,773 SH   DFND 2 0 0 95,773
NATIONAL OILWELL VARCO INC COM 637071101 4,894 136,981 SH   DFND 3 136,981 0 0
NATIONAL OILWELL VARCO INC COM 637071101 5,303 148,430 SH   DFND 6 148,430 0 0
NATIONAL OILWELL VARCO INC COM 637071101 850 23,800 SH   DFND 7 23,800 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 146,185 3,508,999 SH   DFND 1,5 90,000 0 3,418,999
NATIONAL RETAIL PPTYS INC COM 637417106 17,010 408,300 SH   DFND 6 408,300 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 6,190 148,593 SH   DFND 7 12,693 0 135,900
NATIONAL WESTN LIFE GROUP IN CL A 638517102 68,959 197,589 SH   DFND 1,5 43,060 0 154,529
NATIONAL WESTN LIFE GROUP IN CL A 638517102 11,657 33,400 SH   DFND 6 33,400 0 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 4,816 13,800 SH   DFND 7 13,800 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 13,157 708,532 SH   DFND 1,5 14,100 0 694,432
NATURAL ALTERNATIVES INTL IN COM NEW 638842302 2,098 196,959 SH   DFND 1,5 92,800 0 104,159
NAVIENT CORPORATION COM 63938C108 11,274 750,604 SH   DFND 1,5 250 0 750,354
NAVIENT CORPORATION COM 63938C108 1,038 69,076 SH   DFND 2 0 0 69,076
NAVIENT CORPORATION COM 63938C108 643 42,834 SH   DFND 3 42,834 0 0
NAVIENT CORPORATION COM 63938C108 472 31,400 SH   DFND 7 31,400 0 0
NAVIOS MARITIME HOLDINGS INC COM Y62196103 1,288 771,100 SH   DFND 1,5 0 0 771,100
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 29,654 27,050,000 PRN   DFND 1,5 0 0 0
NCR CORP NEW COM 62886E108 7,779 207,327 SH   DFND 1,5 143 0 207,184
NCR CORP NEW COM 62886E108 217 5,787 SH   DFND 3 5,787 0 0
NCS MULTISTAGE HLDGS INC COM 628877102 65,896 2,736,544 SH   DFND 1,5 0 0 2,736,544
NCS MULTISTAGE HLDGS INC COM 628877102 1,320 54,800 SH   DFND 7 54,800 0 0
NEENAH PAPER INC COM 640079109 54,372 635,560 SH   DFND 1,5 55 0 635,505
NEKTAR THERAPEUTICS COM 640268108 12,611 525,453 SH   DFND 1,5 0 0 525,453
NELNET INC CL A 64031N108 2,047 40,525 SH   DFND 1,5 33,125 0 7,400
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 6,524 669,837 SH   DFND 1,5 81,256 0 588,581
NETAPP INC COM 64110D104 104,954 2,398,389 SH   DFND 1,5 248,300 0 2,150,089
NETAPP INC COM 64110D104 2,975 67,981 SH   DFND 2 0 0 67,981
NETAPP INC COM 64110D104 498 11,385 SH   DFND 3 11,385 0 0
NETAPP INC COM 64110D104 1,033 23,600 SH   DFND 6 23,600 0 0
NETEASE INC SPONSORED ADR 64110W102 497,038 1,884,076 SH   DFND 1,5 396,397 0 1,487,679
NETEASE INC SPONSORED ADR 64110W102 254,830 965,962 SH   DFND 1,9 13,600 0 952,362
NETEASE INC SPONSORED ADR 64110W102 5,345 20,260 SH   DFND 6 20,260 0 0
NETEASE INC SPONSORED ADR 64110W102 8,600 32,600 SH   DFND 7 32,600 0 0
NETFLIX INC COM 64110L106 4,230,794 23,329,441 SH   DFND 1,5 2,824,612 0 20,504,829
NETFLIX INC COM 64110L106 65,957 363,700 SH   DFND 1,9 0 0 363,700
NETFLIX INC COM 64110L106 19,732 108,804 SH   DFND 2 0 0 108,804
NETFLIX INC COM 64110L106 42,305 233,281 SH   DFND 3 233,281 0 0
NETFLIX INC COM 64110L106 13,600 74,993 SH   DFND 6 74,993 0 0
NETFLIX INC COM 64110L106 1,251 6,900 SH   DFND 7 6,900 0 0
NETGEAR INC COM 64111Q104 33,621 706,327 SH   DFND 1,5 13,040 0 693,287
NETGEAR INC COM 64111Q104 1,723 36,200 SH   DFND 6 36,200 0 0
NETSCOUT SYS INC COM 64115T104 1,984 61,330 SH   DFND 1,5 0 0 61,330
NEUROCRINE BIOSCIENCES INC COM 64125C109 731,042 11,929,539 SH   DFND 1,5 537,155 0 11,392,384
NEUROCRINE BIOSCIENCES INC COM 64125C109 56,189 916,921 SH   DFND 6 916,921 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 23,689 386,570 SH   DFND 7 298,470 0 88,100
NEVRO CORP COM 64157F103 25,092 276,102 SH   DFND 1,5 10,705 0 265,397
NEVRO CORP COM 64157F103 854 9,400 SH   DFND 6 9,400 0 0
NEW GOLD INC CDA COM 644535106 44,498 11,991,995 SH   DFND 1,5 900 0 11,991,095
NEW HOME CO INC COM 645370107 12,060 1,080,679 SH   DFND 1,5 0 0 1,080,679
NEW JERSEY RES COM 646025106 20,375 483,400 SH   DFND 1,5 0 0 483,400
NEW JERSEY RES COM 646025106 24,562 582,737 SH   DFND 6 558,456 0 24,281
NEW JERSEY RES COM 646025106 11,891 282,114 SH   DFND 7 282,114 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 280,783 3,181,313 SH   DFND 1,5 109,998 0 3,071,315
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 107,283 1,215,535 SH   DFND 1,9 0 0 1,215,535
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 24,280 275,100 SH   DFND 1,10 5,800 0 269,300
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 670 7,590 SH   DFND 3 7,590 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 12,177 137,970 SH   DFND 6 137,970 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 16,747 189,750 SH   DFND 7 189,750 0 0
NEW RELIC INC COM 64829B100 222,249 4,462,824 SH   DFND 1,5 414,511 0 4,048,313
NEW RELIC INC COM 64829B100 29,671 595,800 SH   DFND 1,9 0 0 595,800
NEW RELIC INC COM 64829B100 1,922 38,600 SH   DFND 7 38,600 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 20,901 1,249,309 SH   DFND 1,5 404 0 1,248,905
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 1,139 68,100 SH   DFND 7 68,100 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 2,557 198,400 SH   DFND 1,5 0 0 198,400
NEW YORK MTG TR INC PFD-C CONV 649604808 10,087 401,558 SH   DFND 1,5 0 0 401,558
NEW YORK TIMES CO CL A 650111107 1,501 76,600 SH   DFND 7 76,600 0 0
NEW YORK TIMES CO CL A 650111107 57,220 2,919,379 SH   DFND 11 2,919,379 0 0
NEWELL BRANDS INC COM 651229106 367 8,600 SH   DFND 1 8,600 0 0
NEWELL BRANDS INC COM 651229106 535,382 12,547,032 SH   DFND 1,5 119,736 0 12,427,296
NEWELL BRANDS INC COM 651229106 5,270 123,508 SH   DFND 2 0 0 123,508
NEWELL BRANDS INC COM 651229106 5,577 130,705 SH   DFND 3 130,705 0 0
NEWELL BRANDS INC COM 651229106 17,133 401,512 SH   DFND 6 351,301 0 50,211
NEWELL BRANDS INC COM 651229106 68,951 1,615,909 SH   DFND 7 1,473,509 0 142,400
NEWFIELD EXPL CO COM 651290108 333,191 11,229,888 SH   DFND 1,5 66,766 0 11,163,122
NEWFIELD EXPL CO COM 651290108 1,489 50,198 SH   DFND 2 0 0 50,198
NEWFIELD EXPL CO COM 651290108 2,509 84,577 SH   DFND 3 84,577 0 0
NEWFIELD EXPL CO COM 651290108 1,495 50,400 SH   DFND 7 50,400 0 0
NEWLINK GENETICS CORP COM 651511107 6,625 650,756 SH   DFND 1,5 0 0 650,756
NEWMONT MINING CORP COM 651639106 217,854 5,807,881 SH   DFND 1,5 6,300 0 5,801,581
NEWMONT MINING CORP COM 651639106 5,041 134,379 SH   DFND 2 0 0 134,379
NEWMONT MINING CORP COM 651639106 8,868 236,416 SH   DFND 3 236,416 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 54,224 5,422,392 SH   DFND 1,5 0 0 5,422,392
NEWPARK RES INC COM PAR $.01NEW 651718504 1,170 117,000 SH   DFND 7 117,000 0 0
NEWS CORP NEW CL A 65249B109 13,054 984,500 SH   DFND 1,5 0 0 984,500
NEWS CORP NEW CL A 65249B109 1,277 96,312 SH   DFND 2 0 0 96,312
NEWS CORP NEW CL B 65249B208 419 30,688 SH   DFND 2 0 0 30,688
NEWS CORP NEW CL A 65249B109 4,289 323,473 SH   DFND 3 323,473 0 0
NEWS CORP NEW CL A 65249B109 4,917 370,810 SH   DFND 6 370,810 0 0
NEWS CORP NEW CL A 65249B109 1,389 104,740 SH   DFND 7 104,740 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 23,851 3,267,236 SH   DFND 1,5 0 0 3,267,236
NEXSTAR MEDIA GROUP INC CL A 65336K103 243 3,900 SH   DFND 1 3,900 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 111,572 1,790,884 SH   DFND 1,5 16,802 0 1,774,082
NEXTERA ENERGY INC COM 65339F101 1,111,819 7,586,617 SH   DFND 1,5 176 0 7,586,441
NEXTERA ENERGY INC COM 65339F101 17,290 117,980 SH   DFND 2 0 0 117,980
NEXTERA ENERGY INC COM 65339F101 31,705 216,343 SH   DFND 3 216,343 0 0
NEXTERA ENERGY INC COM 65339F101 16,709 114,016 SH   DFND 7 114,016 0 0
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 65,595 1,628,061 SH   DFND 1,5 0 0 1,628,061
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 2,143 53,200 SH   DFND 7 53,200 0 0
NIC INC COM 62914B100 44,480 2,593,600 SH   DFND 1,5 0 0 2,593,600
NICHOLAS FINANCIAL INC COM NEW 65373J209 3,745 431,983 SH   DFND 1,5 50,300 0 381,683
NIELSEN HLDGS PLC SHS EUR G6518L108 259,805 6,267,915 SH   DFND 1,5 71 0 6,267,844
NIELSEN HLDGS PLC SHS EUR G6518L108 3,508 84,639 SH   DFND 2 0 0 84,639
NIELSEN HLDGS PLC SHS EUR G6518L108 6,691 161,434 SH   DFND 3 161,434 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 9,218 222,400 SH   DFND 6 222,400 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 1,666 40,193 SH   DFND 7 40,193 0 0
NII HLDGS INC COM PAR 62913F508 805 1,750,109 SH   DFND 1,5 0 0 1,750,109
NIKE INC CL B 654106103 1,403,223 27,063,121 SH   DFND 1,5 2,586,367 0 24,476,754
NIKE INC CL B 654106103 17,169 331,124 SH   DFND 2 0 0 331,124
NIKE INC CL B 654106103 25,402 489,915 SH   DFND 3 489,915 0 0
NIKE INC CL B 654106103 17,248 332,647 SH   DFND 6 332,647 0 0
NIKE INC CL B 654106103 45,535 878,197 SH   DFND 7 878,197 0 0
NISOURCE INC COM 65473P105 4,167 162,828 SH   DFND 1,5 828 0 162,000
NISOURCE INC COM 65473P105 2,101 82,121 SH   DFND 2 0 0 82,121
NISOURCE INC COM 65473P105 1,271 49,659 SH   DFND 3 49,659 0 0
NISOURCE INC COM 65473P105 1,438 56,200 SH   DFND 6 56,200 0 0
NISOURCE INC COM 65473P105 2,746 107,300 SH   DFND 7 107,300 0 0
NMI HLDGS INC CL A 629209305 8,896 717,426 SH   DFND 1,5 0 0 717,426
NMI HLDGS INC CL A 629209305 22,974 1,852,711 SH   DFND 6 1,852,711 0 0
NMI HLDGS INC CL A 629209305 5,730 462,100 SH   DFND 7 462,100 0 0
NOBLE CORP PLC SHS USD G65431101 3,784 822,700 SH   DFND 1,5 0 0 822,700
NOBLE ENERGY INC COM 655044105 158,163 5,576,982 SH   DFND 1,5 606,197 0 4,970,785
NOBLE ENERGY INC COM 655044105 3,477 122,611 SH   DFND 2 0 0 122,611
NOBLE ENERGY INC COM 655044105 3,407 120,150 SH   DFND 3 120,150 0 0
NOBLE ENERGY INC COM 655044105 452 15,942 SH   DFND 6 15,942 0 0
NOBLE ENERGY INC COM 655044105 380 13,409 SH   DFND 7 13,409 0 0
NOBLE MIDSTREAM PARTNERS LP COM UNIT REPST 65506L105 106,218 2,047,776 SH   DFND 1,5 0 0 2,047,776
NOBLE MIDSTREAM PARTNERS LP COM UNIT REPST 65506L105 1,738 33,500 SH   DFND 7 33,500 0 0
NOKIA CORP SPONSORED ADR 654902204 16,747 2,800,543 SH   DFND 1,5 0 0 2,800,543
NOKIA CORP SPONSORED ADR 654902204 87 14,490 SH   DFND 3 14,490 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 44,943 3,084,612 SH   DFND 1,5 0 0 3,084,612
NOODLES & CO COM CL A 65540B105 17,342 3,941,314 SH   DFND 1,5 450,511 0 3,490,803
NORBORD INC COM NEW 65548P403 2,486 65,300 SH   DFND 1,5 65,300 0 0
NORBORD INC COM NEW 65548P403 8,835 232,040 SH   DFND 7 220,640 0 11,400
NORBORD INC COM NEW 65548P403 261,036 6,855,560 SH   DFND 11 6,149,760 0 705,800
NORBORD INC COM NEW 65548P403 468 12,300 SH   DFND   12,300 0 0
NORDSON CORP COM 655663102 25,348 213,904 SH   DFND 1,5 4 0 213,900
NORDSON CORP COM 655663102 806 6,800 SH   DFND 7 6,800 0 0
NORDSTROM INC COM 655664100 1,383 29,326 SH   DFND 2 0 0 29,326
NORDSTROM INC COM 655664100 2,960 62,787 SH   DFND 3 62,787 0 0
NORFOLK SOUTHERN CORP COM 655844108 323 2,441 SH   DFND 1 2,441 0 0
NORFOLK SOUTHERN CORP COM 655844108 1,063,294 8,040,640 SH   DFND 1,5 354 0 8,040,286
NORFOLK SOUTHERN CORP COM 655844108 9,604 72,623 SH   DFND 2 0 0 72,623
NORFOLK SOUTHERN CORP COM 655844108 14,496 109,618 SH   DFND 3 109,618 0 0
NORFOLK SOUTHERN CORP COM 655844108 11,851 89,620 SH   DFND 6 89,620 0 0
NORFOLK SOUTHERN CORP COM 655844108 25,359 191,768 SH   DFND 7 36,700 0 155,068
NORTHERN TR CORP COM 665859104 955,039 10,388,759 SH   DFND 1,5 58,809 0 10,329,950
NORTHERN TR CORP COM 665859104 4,976 54,126 SH   DFND 2 0 0 54,126
NORTHERN TR CORP COM 665859104 58,878 640,470 SH   DFND 3 640,470 0 0
NORTHERN TR CORP COM 665859104 14,031 152,628 SH   DFND 6 152,628 0 0
NORTHERN TR CORP COM 665859104 11,169 121,500 SH   DFND 7 121,500 0 0
NORTHRIM BANCORP INC COM 666762109 6,033 172,608 SH   DFND 1,5 14,300 0 158,308
NORTHROP GRUMMAN CORP COM 666807102 863 3,000 SH   DFND 1 3,000 0 0
NORTHROP GRUMMAN CORP COM 666807102 2,229,320 7,748,229 SH   DFND 1,5 301,062 0 7,447,167
NORTHROP GRUMMAN CORP COM 666807102 12,627 43,887 SH   DFND 2 0 0 43,887
NORTHROP GRUMMAN CORP COM 666807102 23,982 83,353 SH   DFND 3 83,353 0 0
NORTHROP GRUMMAN CORP COM 666807102 12,486 43,398 SH   DFND 6 41,595 0 1,803
NORTHROP GRUMMAN CORP COM 666807102 25,928 90,117 SH   DFND 7 54,317 0 35,800
NORTHSTAR REALTY EUROPE CORP COM 66706L101 6,332 494,273 SH   DFND 1,5 0 0 494,273
NORTHSTAR REALTY EUROPE CORP COM 66706L101 155 12,129 SH   DFND 7 2,979 0 9,150
NORTHWEST BANCSHARES INC MD COM 667340103 667 38,600 SH   DFND 1,5 0 0 38,600
NORWOOD FINANCIAL CORP COM 669549107 3,027 99,167 SH   DFND 1,5 11,619 0 87,548
NOVAGOLD RES INC COM NEW 66987E206 99,122 24,250,889 SH   DFND 1,5 2,392,919 0 21,857,970
NOVANTA INC COM 67000B104 14,134 324,185 SH   DFND 1,5 0 0 324,185
NOVARTIS A G SPONSORED ADR 66987V109 179,756 2,093,837 SH   DFND 1,5 173,809 0 1,920,028
NOVARTIS A G SPONSORED ADR 66987V109 30,304 352,983 SH   DFND 3 352,983 0 0
NOVARTIS A G SPONSORED ADR 66987V109 3,486 40,604 SH   DFND 7 0 0 40,604
NOVAVAX INC COM 670002104 8,320 7,298,337 SH   DFND 1,5 0 0 7,298,337
NOVELION THERAPEUTICS INC COM NEW 67001K202 4,773 678,977 SH   DFND 1,5 0 0 678,977
NOVO-NORDISK A S ADR 670100205 239,052 4,964,725 SH   DFND 1,5 452,406 0 4,512,319
NOVO-NORDISK A S ADR 670100205 11,771 244,463 SH   DFND 3 244,463 0 0
NOVO-NORDISK A S ADR 670100205 5,417 112,499 SH   DFND 7 112,499 0 0
NOVOCURE LTD ORD SHS G6674U108 154,523 7,784,535 SH   DFND 1,5 1,208,753 0 6,575,782
NOVOCURE LTD ORD SHS G6674U108 246 12,400 SH   DFND 6 12,400 0 0
NRG ENERGY INC COM NEW 629377508 272,833 10,661,721 SH   DFND 1,5 1,579 0 10,660,142
NRG ENERGY INC COM NEW 629377508 1,939 75,762 SH   DFND 2 0 0 75,762
NRG ENERGY INC COM NEW 629377508 1,947 76,097 SH   DFND 3 76,097 0 0
NRG ENERGY INC COM NEW 629377508 1,809 70,700 SH   DFND 7 70,700 0 0
NRG YIELD INC CL C 62942X405 41,357 2,142,845 SH   DFND 1,5 231 0 2,142,614
NRG YIELD INC CL C 62942X405 924 47,900 SH   DFND 7 47,900 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 181 11,500 SH   DFND 1 11,500 0 0
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 54,120 54,052,000 PRN   DFND 1,5 0 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 30,522 32,600,000 PRN   DFND 1,5 0 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 75,083 4,776,295 SH   DFND 1,5 1,295 0 4,775,000
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 2,003 2,000,000 PRN   DFND 6 0 0 0
NUCOR CORP COM 670346105 35,041 625,292 SH   DFND 1,5 0 0 625,292
NUCOR CORP COM 670346105 4,511 80,498 SH   DFND 2 0 0 80,498
NUCOR CORP COM 670346105 8,905 158,908 SH   DFND 3 158,908 0 0
NUTANIX INC CL A 67059N108 287,291 12,831,201 SH   DFND 1,5 2,679,900 0 10,151,301
NUTRI SYS INC NEW COM 67069D108 14,890 266,372 SH   DFND 1,5 6,150 0 260,222
NUTRI SYS INC NEW COM 67069D108 855 15,300 SH   DFND 6 15,300 0 0
NVIDIA CORP COM 67066G104 8,777,848 49,101,348 SH   DFND 1,5 10,459,607 0 38,641,741
NVIDIA CORP COM 67066G104 251,198 1,405,144 SH   DFND 1,9 94 0 1,405,050
NVIDIA CORP COM 67066G104 27,031 151,203 SH   DFND 2 0 0 151,203
NVIDIA CORP COM 67066G104 57,133 319,589 SH   DFND 3 319,589 0 0
NVIDIA CORP COM 67066G104 45,181 252,730 SH   DFND 6 252,730 0 0
NVIDIA CORP COM 67066G104 19,826 110,900 SH   DFND 7 110,900 0 0
NVR INC COM 62944T105 381,320 133,562 SH   DFND 1,5 5,226 0 128,336
NVR INC COM 62944T105 2,441 855 SH   DFND 3 855 0 0
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 18,180 15,040,000 PRN   DFND 1,5 0 0 0
NXP SEMICONDUCTORS N V COM N6596X109 28,604 252,929 SH   DFND 1,5 11,929 0 241,000
NXP SEMICONDUCTORS N V COM N6596X109 1,091 9,648 SH   DFND 3 9,648 0 0
NXP SEMICONDUCTORS N V COM N6596X109 2,784 24,620 SH   DFND 6 24,620 0 0
NXP SEMICONDUCTORS N V COM N6596X109 8,656 76,540 SH   DFND 7 76,540 0 0
NXP SEMICONDUCTORS N V COM N6596X109 407,237 3,601,000 SH   DFND 11 3,601,000 0 0
NXSTAGE MEDICAL INC COM 67072V103 14,724 533,477 SH   DFND 1,5 451 0 533,026
O REILLY AUTOMOTIVE INC NEW COM 67103H107 186,319 865,111 SH   DFND 1,5 3 0 865,108
O REILLY AUTOMOTIVE INC NEW COM 67103H107 4,777 22,181 SH   DFND 2 0 0 22,181
O REILLY AUTOMOTIVE INC NEW COM 67103H107 10,710 49,727 SH   DFND 3 49,727 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,938 9,000 SH   DFND 6 9,000 0 0
O2MICRO INTERNATIONAL LTD SPONS ADR 67107W100 100 56,743 SH   DFND 1,5 0 0 56,743
OAKTREE CAP GROUP LLC UNIT CL A 674001201 159,418 3,388,270 SH   DFND 1,5 0 0 3,388,270
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 4,791 4,400,000 PRN   DFND 1,5 0 0 0
OASIS PETE INC NEW COM 674215108 5,965 654,030 SH   DFND 6 654,030 0 0
OASIS PETE INC NEW COM 674215108 1,592 174,570 SH   DFND 7 174,570 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 86,683 1,349,986 SH   DFND 1,5 86 0 1,349,900
OCCIDENTAL PETE CORP DEL COM 674599105 12,372 192,679 SH   DFND 2 0 0 192,679
OCCIDENTAL PETE CORP DEL COM 674599105 23,795 370,576 SH   DFND 3 370,576 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 4,055 63,150 SH   DFND 7 63,150 0 0
OCEANEERING INTL INC COM 675232102 380,188 14,472,342 SH   DFND 1,5 794,181 0 13,678,161
OCEANEERING INTL INC COM 675232102 3,609 137,400 SH   DFND 6 137,400 0 0
OCEANEERING INTL INC COM 675232102 3,428 130,500 SH   DFND 7 63,000 0 67,500
OCLARO INC COM NEW 67555N206 1,238 143,410 SH   DFND 1,5 2,200 0 141,210
OCULAR THERAPEUTIX INC COM 67576A100 7,922 1,281,799 SH   DFND 1,5 0 0 1,281,799
OFFICE DEPOT INC COM 676220106 9,676 2,131,336 SH   DFND 1,5 839,200 0 1,292,136
OFG BANCORP COM 67103X102 20,668 2,258,776 SH   DFND 1,5 148,377 0 2,110,399
OGE ENERGY CORP COM 670837103 171,481 4,759,401 SH   DFND 1,5 204,308 0 4,555,093
OGE ENERGY CORP COM 670837103 458 12,717 SH   DFND 3 12,717 0 0
OGE ENERGY CORP COM 670837103 2,415 67,033 SH   DFND 7 67,033 0 0
OIL STS INTL INC COM 678026105 159,788 6,303,261 SH   DFND 1,5 326,814 0 5,976,447
OKTA INC CL A 679295105 20,875 739,994 SH   DFND 1,5 98,296 0 641,698
OKTA INC CL A 679295105 217 7,700 SH   DFND 6 7,700 0 0
OLD DOMINION FGHT LINES INC COM 679580100 63,733 578,813 SH   DFND 1,5 3,015 0 575,798
OLD DOMINION FGHT LINES INC COM 679580100 26,825 243,619 SH   DFND 6 243,619 0 0
OLD DOMINION FGHT LINES INC COM 679580100 6,767 61,455 SH   DFND 7 61,455 0 0
OLD NATL BANCORP IND COM 680033107 2,412 131,800 SH   DFND 1,5 0 0 131,800
OLIN CORP COM PAR $1 680665205 127,852 3,732,917 SH   DFND 1,5 111,301 0 3,621,616
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 244,279 5,264,623 SH   DFND 1,5 285,023 0 4,979,600
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 230 4,959 SH   DFND 3 4,959 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 738 15,900 SH   DFND 6 15,900 0 0
OM ASSET MGMT PLC SHS G67506108 141,110 9,457,799 SH   DFND 1,5 184 0 9,457,615
OM ASSET MGMT PLC SHS G67506108 18,890 1,266,098 SH   DFND 6 1,266,098 0 0
OM ASSET MGMT PLC SHS G67506108 3,539 237,165 SH   DFND 7 237,165 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 107,191 3,359,176 SH   DFND 1,5 342 0 3,358,834
OMEGA HEALTHCARE INVS INC COM 681936100 22,765 713,412 SH   DFND 3 713,412 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 2,333 73,100 SH   DFND 7 73,100 0 0
OMEGA PROTEIN CORP COM 68210P107 11,283 677,633 SH   DFND 1,5 74,517 0 603,116
OMNICOM GROUP INC COM 681919106 224,831 3,035,385 SH   DFND 1,5 0 0 3,035,385
OMNICOM GROUP INC COM 681919106 4,307 58,151 SH   DFND 2 0 0 58,151
OMNICOM GROUP INC COM 681919106 7,565 102,135 SH   DFND 3 102,135 0 0
OMNICOM GROUP INC COM 681919106 3,101 41,870 SH   DFND 6 41,870 0 0
OMNICOM GROUP INC COM 681919106 22,449 303,081 SH   DFND 7 38,451 0 264,630
ON ASSIGNMENT INC COM 682159108 46,675 869,513 SH   DFND 1,5 35,200 0 834,313
ON DECK CAP INC COM 682163100 8,474 1,814,658 SH   DFND 1,5 0 0 1,814,658
ON DECK CAP INC COM 682163100 341 73,100 SH   DFND 7 73,100 0 0
ON SEMICONDUCTOR CORP COM 682189105 272 14,700 SH   DFND 1 14,700 0 0
ON SEMICONDUCTOR CORP COM 682189105 689,288 37,319,337 SH   DFND 1,5 111,820 0 37,207,517
ON SEMICONDUCTOR CORP COM 682189105 18,622 1,008,226 SH   DFND 1,9 700 0 1,007,526
ON SEMICONDUCTOR CORP COM 682189105 16,611 899,350 SH   DFND 6 899,350 0 0
ON SEMICONDUCTOR CORP COM 682189105 11,668 631,746 SH   DFND 7 381,046 0 250,700
ONEMAIN HLDGS INC COM 68268W103 295,515 10,482,977 SH   DFND 1,5 190 0 10,482,787
ONEMAIN HLDGS INC COM 68268W103 5,283 187,400 SH   DFND 7 187,400 0 0
ONEOK INC NEW COM 682680103 5,305 95,736 SH   DFND 2 0 0 95,736
ONEOK INC NEW COM 682680103 5,671 102,346 SH   DFND 3 102,346 0 0
OPEN TEXT CORP COM 683715106 43,116 1,336,262 SH   DFND 1,5 718 0 1,335,544
OPEN TEXT CORP COM 683715106 278,101 8,619,000 SH   DFND 11 8,619,000 0 0
OPEN TEXT CORP COM 683715106 323 10,000 SH   DFND   10,000 0 0
OPKO HEALTH INC COM 68375N103 10,518 1,533,197 SH   DFND 1,5 114,871 0 1,418,326
ORACLE CORP COM 68389X105 246 5,081 SH   DFND 1 5,081 0 0
ORACLE CORP COM 68389X105 1,326,912 27,443,892 SH   DFND 1,5 1,988,724 0 25,455,168
ORACLE CORP COM 68389X105 36,794 761,003 SH   DFND 2 0 0 761,003
ORACLE CORP COM 68389X105 124,036 2,565,370 SH   DFND 3 2,565,370 0 0
ORACLE CORP COM 68389X105 12,095 250,159 SH   DFND 6 250,159 0 0
ORACLE CORP COM 68389X105 87,492 1,809,545 SH   DFND 7 290,653 0 1,518,892
ORACLE CORP COM 68389X105 30,241 625,450 SH   DFND 11 625,450 0 0
ORAGENICS INC COM NEW 684023203 700 1,666,666 SH   DFND 1,5 0 0 1,666,666
ORBCOMM INC COM 68555P100 5,164 493,247 SH   DFND 1,5 0 0 493,247
ORBITAL ATK INC COM 68557N103 139,533 1,047,858 SH   DFND 1,5 5,000 0 1,042,858
ORBITAL ATK INC COM 68557N103 386 2,898 SH   DFND 3 2,898 0 0
ORBITAL ATK INC COM 68557N103 112,294 843,300 SH   DFND 11 843,300 0 0
ORBOTECH LTD ORD M75253100 33,754 799,669 SH   DFND 1,5 500 0 799,169
ORMAT TECHNOLOGIES INC COM 686688102 9,413 154,178 SH   DFND 1,5 0 0 154,178
ORTHOFIX INTL N V COM N6748L102 8,346 176,632 SH   DFND 1,5 0 0 176,632
OSHKOSH CORP COM 688239201 24,018 290,992 SH   DFND 1,5 0 0 290,992
OSHKOSH CORP COM 688239201 1,288 15,600 SH   DFND 7 15,600 0 0
OSISKO GOLD ROYALTIES LTD COM 68827L101 16,037 1,242,893 SH   DFND 1,5 0 0 1,242,893
OTONOMY INC COM 68906L105 1,275 392,454 SH   DFND 1,5 300 0 392,154
OUTFRONT MEDIA INC COM 69007J106 37,730 1,498,400 SH   DFND 1 1,498,400 0 0
OUTFRONT MEDIA INC COM 69007J106 146,166 5,804,859 SH   DFND 1,5 91,100 0 5,713,759
OUTFRONT MEDIA INC COM 69007J106 10,190 404,700 SH   DFND 6 404,700 0 0
OUTFRONT MEDIA INC COM 69007J106 5,086 202,000 SH   DFND 7 67,400 0 134,600
OVASCIENCE INC COM 69014Q101 5,633 3,967,073 SH   DFND 1,5 231,150 0 3,735,923
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 34 12,800 SH   DFND   12,800 0 0
OVID THERAPEUTICS INC COM 690469101 13,778 1,645,045 SH   DFND 1,5 13,462 0 1,631,583
OWENS CORNING NEW COM 690742101 50,771 656,378 SH   DFND 1,5 272 0 656,106
OWENS CORNING NEW COM 690742101 1,354 17,500 SH   DFND 7 17,500 0 0
OWENS ILL INC COM NEW 690768403 52,967 2,105,212 SH   DFND 1,5 11,700 0 2,093,512
OXFORD INDS INC COM 691497309 9,314 146,580 SH   DFND 6 146,580 0 0
OXFORD INDS INC COM 691497309 3,978 62,600 SH   DFND 7 62,600 0 0
P & F INDS INC CL A NEW 692830508 2,814 388,723 SH   DFND 1,5 55,052 0 333,671
PACCAR INC COM 693718108 230,515 3,186,555 SH   DFND 1,5 264,505 0 2,922,050
PACCAR INC COM 693718108 6,406 88,549 SH   DFND 2 0 0 88,549
PACCAR INC COM 693718108 12,339 170,565 SH   DFND 3 170,565 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 17,450 464,719 SH   DFND 1,5 0 0 464,719
PACKAGING CORP AMER COM 695156109 118,254 1,031,169 SH   DFND 1,5 3,810 0 1,027,359
PACKAGING CORP AMER COM 695156109 2,727 23,777 SH   DFND 2 0 0 23,777
PACKAGING CORP AMER COM 695156109 3,377 29,447 SH   DFND 3 29,447 0 0
PACKAGING CORP AMER COM 695156109 15,324 133,620 SH   DFND 6 133,620 0 0
PACKAGING CORP AMER COM 695156109 5,244 45,730 SH   DFND 7 45,730 0 0
PACWEST BANCORP DEL COM 695263103 87,659 1,735,480 SH   DFND 1,5 57,044 0 1,678,436
PALO ALTO NETWORKS INC COM 697435105 25,494 176,920 SH   DFND 1,5 42,000 0 134,920
PAMPA ENERGIA S A SPONS ADR LVL I 697660207 775 11,900 SH   DFND 1,10 11,900 0 0
PAN AMERICAN SILVER CORP COM 697900108 53,260 3,123,737 SH   DFND 1,5 113,937 0 3,009,800
PANDORA MEDIA INC COM 698354107 12,900 1,675,297 SH   DFND 1,5 5,800 0 1,669,497
PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 32,333 34,627,000 PRN   DFND 1,5 0 0 0
PANDORA MEDIA INC COM 698354107 3,362 436,600 SH   DFND 1,9 0 0 436,600
PAPA JOHNS INTL INC COM 698813102 191,730 2,623,920 SH   DFND 1,5 424,961 0 2,198,959
PAPA JOHNS INTL INC COM 698813102 1,323 18,100 SH   DFND 6 18,100 0 0
PAPA JOHNS INTL INC COM 698813102 1,557 21,311 SH   DFND 7 6,311 0 15,000
PARAMOUNT GROUP INC COM 69924R108 86,896 5,431,000 SH   DFND 1 5,431,000 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 36,686 1,461,592 SH   DFND 1,5 0 0 1,461,592
PARK CITY GROUP INC COM NEW 700215304 12,154 1,000,332 SH   DFND 6 1,000,332 0 0
PARK CITY GROUP INC COM NEW 700215304 2,772 228,128 SH   DFND 7 228,128 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 3,590 194,033 SH   DFND 1,5 0 0 194,033
PARK HOTELS RESORTS INC COM 700517105 1,196 43,400 SH   DFND 7 43,400 0 0
PARK OHIO HLDGS CORP COM 700666100 3,261 71,512 SH   DFND 1,5 52 0 71,460
PARKER DRILLING CO COM 701081101 8,550 7,772,993 SH   DFND 1,5 0 0 7,772,993
PARKER HANNIFIN CORP COM 701094104 303,717 1,735,329 SH   DFND 1,5 131,349 0 1,603,980
PARKER HANNIFIN CORP COM 701094104 5,872 33,550 SH   DFND 2 0 0 33,550
PARKER HANNIFIN CORP COM 701094104 21,069 120,382 SH   DFND 3 120,382 0 0
PARKER HANNIFIN CORP COM 701094104 473 2,700 SH   DFND 6 2,700 0 0
PARKER HANNIFIN CORP COM 701094104 1,173 6,700 SH   DFND 7 6,700 0 0
PARKWAY INC COM 70156Q107 19,320 838,906 SH   DFND 1,5 70,836 0 768,070
PARKWAY INC COM 70156Q107 40,326 1,751,000 SH   DFND 11 1,751,000 0 0
PARSLEY ENERGY INC CL A 701877102 311,798 11,837,415 SH   DFND 1,5 666 0 11,836,749
PARSLEY ENERGY INC CL A 701877102 4,009 152,200 SH   DFND 7 152,200 0 0
PARTY CITY HOLDCO INC COM 702149105 7,706 568,700 SH   DFND 1,5 0 0 568,700
PATRICK INDS INC COM 703343103 3,183 37,850 SH   DFND 1,5 150 0 37,700
PATTERN ENERGY GROUP INC CL A 70338P100 2,670 110,769 SH   DFND 1,5 0 0 110,769
PATTERSON COMPANIES INC COM 703395103 40,396 1,045,182 SH   DFND 1,5 0 0 1,045,182
PATTERSON COMPANIES INC COM 703395103 802 20,756 SH   DFND 2 0 0 20,756
PATTERSON COMPANIES INC COM 703395103 719 18,600 SH   DFND 3 18,600 0 0
PATTERSON UTI ENERGY INC COM 703481101 3,615 172,651 SH   DFND 1,5 451 0 172,200
PAYCHEX INC COM 704326107 557,971 9,305,713 SH   DFND 1,5 339,472 0 8,966,241
PAYCHEX INC COM 704326107 4,833 80,607 SH   DFND 2 0 0 80,607
PAYCHEX INC COM 704326107 97,991 1,634,277 SH   DFND 3 1,634,277 0 0
PAYCHEX INC COM 704326107 9,671 161,294 SH   DFND 6 161,294 0 0
PAYCHEX INC COM 704326107 2,304 38,427 SH   DFND 7 38,427 0 0
PAYCOM SOFTWARE INC COM 70432V102 310,125 4,137,200 SH   DFND 1,5 280,629 0 3,856,571
PAYCOM SOFTWARE INC COM 70432V102 45,947 612,960 SH   DFND 6 612,960 0 0
PAYCOM SOFTWARE INC COM 70432V102 16,759 223,570 SH   DFND 7 223,570 0 0
PAYLOCITY HLDG CORP COM 70438V106 46,396 950,353 SH   DFND 1,5 113,053 0 837,300
PAYLOCITY HLDG CORP COM 70438V106 6,242 127,849 SH   DFND 1,9 0 0 127,849
PAYLOCITY HLDG CORP COM 70438V106 7,391 151,400 SH   DFND 6 151,400 0 0
PAYLOCITY HLDG CORP COM 70438V106 4,272 87,500 SH   DFND 7 87,500 0 0
PAYPAL HLDGS INC COM 70450Y103 1,582 24,712 SH   DFND 1 24,712 0 0
PAYPAL HLDGS INC COM 70450Y103 5,074,131 79,246,156 SH   DFND 1,5 7,990,001 0 71,256,155
PAYPAL HLDGS INC COM 70450Y103 185,814 2,901,980 SH   DFND 1,9 880 0 2,901,100
PAYPAL HLDGS INC COM 70450Y103 18,238 284,831 SH   DFND 2 0 0 284,831
PAYPAL HLDGS INC COM 70450Y103 33,825 528,261 SH   DFND 3 528,261 0 0
PAYPAL HLDGS INC COM 70450Y103 29,764 464,841 SH   DFND 6 464,841 0 0
PAYPAL HLDGS INC COM 70450Y103 80,746 1,261,058 SH   DFND 7 410,869 0 850,189
PAYPAL HLDGS INC COM 70450Y103 122,707 1,916,404 SH   DFND 11 1,916,404 0 0
PB BANCORP INC COM 70454T100 5,271 502,000 SH   DFND 6 502,000 0 0
PB BANCORP INC COM 70454T100 2,117 201,622 SH   DFND 7 201,622 0 0
PDC ENERGY INC COM 69327R101 234,277 4,778,245 SH   DFND 1,5 273,973 0 4,504,272
PDC ENERGY INC COM 69327R101 1,530 31,205 SH   DFND 6 31,205 0 0
PDC ENERGY INC COM 69327R101 1,564 31,900 SH   DFND 7 31,900 0 0
PDF SOLUTIONS INC COM 693282105 34,864 2,250,736 SH   DFND 1,5 0 0 2,250,736
PDL BIOPHARMA INC COM 69329Y104 515 151,780 SH   DFND 1,5 151,780 0 0
PEGASYSTEMS INC COM 705573103 64,041 1,110,850 SH   DFND 1,5 19,429 0 1,091,421
PEMBINA PIPELINE CORP COM 706327103 458 13,048 SH   DFND 6 13,048 0 0
PEMBINA PIPELINE CORP COM 706327103 3,817 108,780 SH   DFND 7 108,780 0 0
PEMBINA PIPELINE CORP COM 706327103 70,215 2,001,160 SH   DFND 11 1,911,370 0 89,790
PENN NATL GAMING INC COM 707569109 12,408 530,500 SH   DFND 1 530,500 0 0
PENN NATL GAMING INC COM 707569109 173,856 7,432,903 SH   DFND 1,5 974,700 0 6,458,203
PENN NATL GAMING INC COM 707569109 2,157 92,200 SH   DFND 6 92,200 0 0
PENNEY J C INC COM 708160106 52,016 13,652,613 SH   DFND 1,5 6,100 0 13,646,513
PENNEY J C INC COM 708160106 76 20,000 SH   DFND 6 20,000 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 1,961 186,900 SH   DFND 1,5 0 0 186,900
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 5,773 550,300 SH   DFND 6 550,300 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 3,058 291,500 SH   DFND 7 291,500 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 42,012 42,490,000 PRN   DFND 1,5 0 0 0
PENNYMAC MTG INVT TR COM 70931T103 890 51,200 SH   DFND 7 16,100 0 35,100
PENTAIR PLC SHS G7S00T104 200,962 2,957,061 SH   DFND 1,5 102,184 0 2,854,877
PENTAIR PLC SHS G7S00T104 2,828 41,618 SH   DFND 2 0 0 41,618
PENTAIR PLC SHS G7S00T104 3,061 45,040 SH   DFND 3 45,040 0 0
PENUMBRA INC COM 70975L107 453,911 5,026,702 SH   DFND 1,5 817,540 0 4,209,162
PENUMBRA INC COM 70975L107 3,431 38,000 SH   DFND 7 38,000 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 1,574 86,777 SH   DFND 2 0 0 86,777
PEOPLES UNITED FINANCIAL INC COM 712704105 1,388 76,520 SH   DFND 3 76,520 0 0
PEPSICO INC COM 713448108 686,762 6,163,173 SH   DFND 1,5 730,020 0 5,433,153
PEPSICO INC COM 713448108 40,114 359,991 SH   DFND 2 0 0 359,991
PEPSICO INC COM 713448108 68,567 615,337 SH   DFND 3 615,337 0 0
PEPSICO INC COM 713448108 10,588 95,018 SH   DFND 6 95,018 0 0
PEPSICO INC COM 713448108 36,861 330,804 SH   DFND 7 98,341 0 232,463
PEPSICO INC COM 713448108 8,803 79,000 SH   DFND 11 79,000 0 0
PERFICIENT INC COM 71375U101 29,394 1,494,371 SH   DFND 1,5 71,797 0 1,422,574
PERFICIENT INC COM 71375U101 9,626 489,400 SH   DFND 6 489,400 0 0
PERFICIENT INC COM 71375U101 4,146 210,800 SH   DFND 7 210,800 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 340,612 12,057,075 SH   DFND 1,5 536,600 0 11,520,475
PERFORMANCE FOOD GROUP CO COM 71377A103 41,362 1,464,136 SH   DFND 6 1,464,136 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 7,102 251,400 SH   DFND 7 251,400 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 45,636 1,615,422 SH   DFND 11 1,615,422 0 0
PERFORMANT FINL CORP COM 71377E105 4,239 2,328,962 SH   DFND 11 2,328,962 0 0
PERKINELMER INC COM 714046109 6,376 92,440 SH   DFND 1,5 69,000 0 23,440
PERKINELMER INC COM 714046109 1,916 27,775 SH   DFND 2 0 0 27,775
PERKINELMER INC COM 714046109 2,078 30,136 SH   DFND 3 30,136 0 0
PERMIAN BASIN RTY TR UNIT BEN INT 714236106 305 35,000 SH   DFND 1,5 35,000 0 0
PERRIGO CO PLC SHS G97822103 29,347 346,684 SH   DFND 1,5 14,105 0 332,579
PERRIGO CO PLC SHS G97822103 2,829 33,423 SH   DFND 2 0 0 33,423
PERRIGO CO PLC SHS G97822103 5,224 61,711 SH   DFND 3 61,711 0 0
PETIQ INC COM CL A 71639T106 15,776 582,552 SH   DFND 1,5 600 0 581,952
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 149,907 15,518,300 SH   DFND 1,5 593,694 0 14,924,606
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 190 18,900 SH   DFND 1,5 18,900 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 7,163 713,440 SH   DFND 6 713,440 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 5,896 587,300 SH   DFND 7 587,300 0 0
PFENEX INC COM 717071104 520 172,119 SH   DFND 1,5 650 0 171,469
PFIZER INC COM 717081103 684,414 19,171,266 SH   DFND 1,5 586,591 0 18,584,675
PFIZER INC COM 717081103 53,690 1,503,933 SH   DFND 2 0 0 1,503,933
PFIZER INC COM 717081103 120,936 3,387,567 SH   DFND 3 3,387,567 0 0
PFIZER INC COM 717081103 11,213 314,099 SH   DFND 6 314,099 0 0
PFIZER INC COM 717081103 18,601 521,029 SH   DFND 7 53,817 0 467,212
PG&E CORP COM 69331C108 588,770 8,646,934 SH   DFND 1,5 306 0 8,646,628
PG&E CORP COM 69331C108 8,800 129,234 SH   DFND 2 0 0 129,234
PG&E CORP COM 69331C108 10,406 152,833 SH   DFND 3 152,833 0 0
PG&E CORP COM 69331C108 12,249 179,888 SH   DFND 6 145,479 0 34,409
PG&E CORP COM 69331C108 38,525 565,788 SH   DFND 7 565,788 0 0
PHARMERICA CORP COM 71714F104 32,900 1,122,861 SH   DFND 11 1,122,861 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 6,318 170,513 SH   DFND 1,5 19,279 0 151,234
PHILIP MORRIS INTL INC COM 718172109 455 4,100 SH   DFND 1 4,100 0 0
PHILIP MORRIS INTL INC COM 718172109 2,086,025 18,791,326 SH   DFND 1,5 1,008,997 0 17,782,329
PHILIP MORRIS INTL INC COM 718172109 43,450 391,402 SH   DFND 2 0 0 391,402
PHILIP MORRIS INTL INC COM 718172109 63,524 572,238 SH   DFND 3 572,238 0 0
PHILIP MORRIS INTL INC COM 718172109 33,096 298,132 SH   DFND 6 285,396 0 12,736
PHILIP MORRIS INTL INC COM 718172109 118,087 1,063,748 SH   DFND 7 364,728 0 699,020
PHILLIPS 66 COM 718546104 526 5,743 SH   DFND 1 5,743 0 0
PHILLIPS 66 COM 718546104 945,533 10,321,285 SH   DFND 1,5 255,622 0 10,065,663
PHILLIPS 66 COM 718546104 9,920 108,280 SH   DFND 2 0 0 108,280
PHILLIPS 66 COM 718546104 23,699 258,697 SH   DFND 3 258,697 0 0
PHILLIPS 66 COM 718546104 16,103 175,774 SH   DFND 6 175,774 0 0
PHILLIPS 66 COM 718546104 22,541 246,054 SH   DFND 7 132,830 0 113,224
PHILLIPS 66 COM 718546104 13,458 146,900 SH   DFND 11 146,900 0 0
PHYSICIANS RLTY TR COM 71943U104 3,658 206,300 SH   DFND 6 128,300 0 78,000
PHYSICIANS RLTY TR COM 71943U104 4,578 258,200 SH   DFND 7 184,600 0 73,600
PICO HLDGS INC COM NEW 693366205 811 48,568 SH   DFND 1,5 0 0 48,568
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 110,591 5,485,654 SH   DFND 1 5,485,654 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 99,852 4,952,977 SH   DFND 1,5 284,944 0 4,668,033
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 18,014 893,568 SH   DFND 3 893,568 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 5,699 282,700 SH   DFND 6 146,100 0 136,600
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 9,078 450,280 SH   DFND 7 346,880 0 103,400
PILGRIMS PRIDE CORP NEW COM 72147K108 3,638 128,071 SH   DFND 1,5 1,573 0 126,498
PILGRIMS PRIDE CORP NEW COM 72147K108 3,434 120,880 SH   DFND 7 120,880 0 0
PIMCO ETF TR ENHNCD LW DUR AC 72201R718 15,141 149,760 SH   DFND 3 149,760 0 0
PIMCO ETF TR ENHAN SHRT MA AC 72201R833 403,021 3,958,946 SH   DFND 3 3,958,946 0 0
PIMCO ETF TR 25YR+ ZERO U S 72201R882 23,600 202,520 SH   DFND 7 202,520 0 0
PIMCO ETF TR 15+ YR US TIPS 72201R304 2,466 37,200 SH   DFND 7 37,200 0 0
PINNACLE FOODS INC DEL COM 72348P104 5,293 92,586 SH   DFND 1,5 386 0 92,200
PINNACLE FOODS INC DEL COM 72348P104 1,077 18,836 SH   DFND 7 18,836 0 0
PINNACLE WEST CAP CORP COM 723484101 2,379 28,131 SH   DFND 2 0 0 28,131
PINNACLE WEST CAP CORP COM 723484101 10,729 126,883 SH   DFND 3 126,883 0 0
PIONEER ENERGY SVCS CORP COM 723664108 2,304 903,413 SH   DFND 1,5 0 0 903,413
PIONEER NAT RES CO COM 723787107 782,547 5,303,962 SH   DFND 1,5 224,454 0 5,079,508
PIONEER NAT RES CO COM 723787107 6,324 42,864 SH   DFND 2 0 0 42,864
PIONEER NAT RES CO COM 723787107 9,107 61,723 SH   DFND 3 61,723 0 0
PIONEER NAT RES CO COM 723787107 22,299 151,142 SH   DFND 6 135,591 0 15,551
PIONEER NAT RES CO COM 723787107 65,122 441,386 SH   DFND 7 403,786 0 37,600
PITNEY BOWES INC COM 724479100 212 15,162 SH   DFND 3 15,162 0 0
PITNEY BOWES INC COM 724479100 2,274 162,300 SH   DFND 7 162,300 0 0
PJT PARTNERS INC COM CL A 69343T107 17,000 443,749 SH   DFND 1,5 2,000 0 441,749
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 13,136 619,900 SH   DFND 1,5 0 0 619,900
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 25,575 1,169,404 SH   DFND 1,5 0 0 1,169,404
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 2,023 92,500 SH   DFND 7 92,500 0 0
PLANET FITNESS INC CL A 72703H101 445 16,500 SH   DFND 1,5 600 0 15,900
PLANET PAYMENT INC SHS U72603118 258 60,208 SH   DFND 1,5 0 0 60,208
PLANTRONICS INC NEW COM 727493108 1,281 28,964 SH   DFND 1,5 0 0 28,964
PLATFORM SPECIALTY PRODS COR COM 72766Q105 248 22,200 SH   DFND 1 22,200 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 217,821 19,535,525 SH   DFND 1,5 1,675 0 19,533,850
PLATFORM SPECIALTY PRODS COR COM 72766Q105 9,715 871,264 SH   DFND 6 871,264 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 1,950 174,900 SH   DFND 7 174,900 0 0
PLEXUS CORP COM 729132100 57,189 1,019,773 SH   DFND 1,5 177 0 1,019,596
PLY GEM HLDGS INC COM 72941W100 702 41,200 SH   DFND 1,5 0 0 41,200
PNC FINL SVCS GROUP INC COM 693475105 1,914,019 14,202,118 SH   DFND 1,5 441,450 0 13,760,668
PNC FINL SVCS GROUP INC COM 693475105 16,275 120,763 SH   DFND 2 0 0 120,763
PNC FINL SVCS GROUP INC COM 693475105 92,767 688,339 SH   DFND 3 688,339 0 0
PNC FINL SVCS GROUP INC COM 693475105 24,673 183,074 SH   DFND 6 183,074 0 0
PNC FINL SVCS GROUP INC COM 693475105 53,144 394,333 SH   DFND 7 165,275 0 229,058
PNM RES INC COM 69349H107 25,707 637,895 SH   DFND 1,5 0 0 637,895
POLARIS INDS INC COM 731068102 163,396 1,561,655 SH   DFND 1,5 0 0 1,561,655
POLARIS INDS INC COM 731068102 377 3,600 SH   DFND 6 3,600 0 0
POLYONE CORP COM 73179P106 67,984 1,698,322 SH   DFND 1,5 12,400 0 1,685,922
POOL CORPORATION COM 73278L105 128,521 1,188,135 SH   DFND 1,5 65,186 0 1,122,949
POPULAR INC COM NEW 733174700 121,038 3,367,781 SH   DFND 1,5 165,440 0 3,202,341
POPULAR INC COM NEW 733174700 1,078 30,000 SH   DFND 7 30,000 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 86,277 1,890,381 SH   DFND 1,5 59 0 1,890,322
PORTLAND GEN ELEC CO COM NEW 736508847 16,675 365,350 SH   DFND 6 365,350 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 5,707 125,051 SH   DFND 7 125,051 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 310,033 5,738,156 SH   DFND 1,5 154,575 0 5,583,581
PORTOLA PHARMACEUTICALS INC COM 737010108 1,205 22,300 SH   DFND 6 22,300 0 0
POST HLDGS INC COM 737446104 358,032 4,056,105 SH   DFND 1,5 11,700 0 4,044,405
POST HLDGS INC COM 737446104 47,417 537,179 SH   DFND 6 505,885 0 31,294
POST HLDGS INC COM 737446104 26,544 300,714 SH   DFND 7 283,714 0 17,000
POTASH CORP SASK INC COM 73755L107 405,811 21,080,378 SH   DFND 1,5 563,203 0 20,517,175
POTASH CORP SASK INC COM 73755L107 10,251 532,500 SH   DFND 1,10 0 0 532,500
POTASH CORP SASK INC COM 73755L107 41,575 2,159,670 SH   DFND 3 2,159,670 0 0
POTASH CORP SASK INC COM 73755L107 23,686 1,230,377 SH   DFND 6 891,877 0 338,500
POTASH CORP SASK INC COM 73755L107 9,527 494,900 SH   DFND 7 352,000 0 142,900
POTASH CORP SASK INC COM 73755L107 25,026 1,300,000 SH   DFND 11 1,300,000 0 0
POTASH CORP SASK INC COM 73755L107 836 43,404 SH   DFND   43,404 0 0
POTLATCH CORP NEW COM 737630103 102,733 2,014,377 SH   DFND 1,5 246 0 2,014,131
POTLATCH CORP NEW COM 737630103 19,376 379,923 SH   DFND 6 358,523 0 21,400
POTLATCH CORP NEW COM 737630103 10,757 210,925 SH   DFND 7 184,525 0 26,400
POWELL INDS INC COM 739128106 17,884 596,335 SH   DFND 1,5 114 0 596,221
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 1,788 116,121 SH   DFND 1,5 2,728 0 113,393
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 6,893 447,611 SH   DFND 7 447,611 0 0
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 640 27,653 SH   DFND 1,5 27,653 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 19,800 136,128 SH   DFND 3 136,128 0 0
PPG INDS INC COM 693506107 205,310 1,889,474 SH   DFND 1,5 55,047 0 1,834,427
PPG INDS INC COM 693506107 7,023 64,634 SH   DFND 2 0 0 64,634
PPG INDS INC COM 693506107 14,517 133,598 SH   DFND 3 133,598 0 0
PPG INDS INC COM 693506107 332 3,056 SH   DFND 6 3,056 0 0
PPG INDS INC COM 693506107 1,692 15,570 SH   DFND 7 0 0 15,570
PPL CORP COM 69351T106 412,387 10,866,600 SH   DFND 1,5 530,264 0 10,336,336
PPL CORP COM 69351T106 6,534 172,164 SH   DFND 2 0 0 172,164
PPL CORP COM 69351T106 107,279 2,826,860 SH   DFND 3 2,826,860 0 0
PPL CORP COM 69351T106 9,183 241,977 SH   DFND 6 241,977 0 0
PPL CORP COM 69351T106 5,544 146,082 SH   DFND 7 146,082 0 0
PQ GROUP HLDGS INC COM 73943T103 10,115 586,350 SH   DFND 1,5 0 0 586,350
PRA HEALTH SCIENCES INC COM 69354M108 122,387 1,606,756 SH   DFND 1,5 131,730 0 1,475,026
PRAXAIR INC COM 74005P104 49,536 354,489 SH   DFND 1,5 111,589 0 242,900
PRAXAIR INC COM 74005P104 10,074 72,090 SH   DFND 2 0 0 72,090
PRAXAIR INC COM 74005P104 22,318 159,709 SH   DFND 3 159,709 0 0
PRAXAIR INC COM 74005P104 1,174 8,400 SH   DFND 7 8,400 0 0
PRECISION DRILLING CORP COM 2010 74022D308 2,926 941,014 SH   DFND 1,5 26,700 0 914,314
PRECISION DRILLING CORP COM 2010 74022D308 51 16,530 SH   DFND 7 16,530 0 0
PRECISION DRILLING CORP COM 2010 74022D308 75,659 24,330,890 SH   DFND 11 23,593,620 0 737,270
PREFERRED BK LOS ANGELES CA COM NEW 740367404 18,696 309,800 SH   DFND 1,5 500 0 309,300
PREFORMED LINE PRODS CO COM 740444104 1,346 20,000 SH   DFND 1,5 20,000 0 0
PREFORMED LINE PRODS CO COM 740444104 5,548 82,433 SH   DFND 6 82,433 0 0
PREFORMED LINE PRODS CO COM 740444104 1,811 26,910 SH   DFND 7 26,910 0 0
PREMIER INC CL A 74051N102 209,664 6,437,320 SH   DFND 1,5 122,406 0 6,314,914
PRESBIA PLC SHS G7234P100 11,583 2,568,278 SH   DFND 1,5 777,290 0 1,790,988
PRESIDIO INC COM 74102M103 121,279 8,570,969 SH   DFND 1,5 0 0 8,570,969
PRESIDIO INC COM 74102M103 3,662 258,800 SH   DFND 6 258,800 0 0
PRESIDIO INC COM 74102M103 254 17,918 SH   DFND 7 17,918 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 198,880 3,970,460 SH   DFND 1,5 97,760 0 3,872,700
PRESTIGE BRANDS HLDGS INC COM 74112D101 10,821 216,038 SH   DFND 6 216,038 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 709 14,153 SH   DFND 7 14,153 0 0
PRETIUM RES INC COM 74139C102 18,307 1,977,683 SH   DFND 1,5 0 0 1,977,683
PRICE T ROWE GROUP INC COM 74144T108 68,261 753,017 SH   DFND 1,5 33,100 0 719,917
PRICE T ROWE GROUP INC COM 74144T108 5,491 60,572 SH   DFND 2 0 0 60,572
PRICE T ROWE GROUP INC COM 74144T108 8,805 97,131 SH   DFND 3 97,131 0 0
PRICELINE GRP INC COM NEW 741503403 855 467 SH   DFND 1 467 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 11,112 7,700,000 PRN   DFND 1,5 0 0 0
PRICELINE GRP INC COM NEW 741503403 3,614,778 1,974,404 SH   DFND 1,5 184,181 0 1,790,223
PRICELINE GRP INC COM NEW 741503403 22,634 12,363 SH   DFND 2 0 0 12,363
PRICELINE GRP INC COM NEW 741503403 62,215 33,982 SH   DFND 3 33,982 0 0
PRICELINE GRP INC COM NEW 741503403 18,391 10,045 SH   DFND 6 10,045 0 0
PRICELINE GRP INC COM NEW 741503403 2,746 1,500 SH   DFND 7 1,500 0 0
PRICESMART INC COM 741511109 94,516 1,059,000 SH   DFND 1,5 28,428 0 1,030,572
PRICESMART INC COM 741511109 2,463 27,600 SH   DFND 7 27,600 0 0
PRIMERICA INC COM 74164M108 126,220 1,547,762 SH   DFND 1,5 24,440 0 1,523,322
PRINCIPAL FINL GROUP INC COM 74251V102 123,808 1,924,281 SH   DFND 1,5 47,181 0 1,877,100
PRINCIPAL FINL GROUP INC COM 74251V102 4,357 67,723 SH   DFND 2 0 0 67,723
PRINCIPAL FINL GROUP INC COM 74251V102 12,145 188,770 SH   DFND 3 188,770 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 369 5,740 SH   DFND 6 5,740 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 7,955 123,635 SH   DFND 7 123,635 0 0
PROASSURANCE CORP COM 74267C106 105,533 1,931,074 SH   DFND 1,5 445 0 1,930,629
PROCTER AND GAMBLE CO COM 742718109 2,029,980 22,312,377 SH   DFND 1,5 1,203,008 0 21,109,369
PROCTER AND GAMBLE CO COM 742718109 58,466 642,620 SH   DFND 2 0 0 642,620
PROCTER AND GAMBLE CO COM 742718109 295,396 3,246,824 SH   DFND 3 3,246,824 0 0
PROCTER AND GAMBLE CO COM 742718109 32,691 359,322 SH   DFND 6 333,956 0 25,366
PROCTER AND GAMBLE CO COM 742718109 77,613 853,082 SH   DFND 7 268,359 0 584,723
PROGENICS PHARMACEUTICALS IN COM 743187106 18,011 2,447,156 SH   DFND 1,5 0 0 2,447,156
PROGRESSIVE CORP OHIO COM 743315103 164,915 3,405,920 SH   DFND 1,5 140,400 0 3,265,520
PROGRESSIVE CORP OHIO COM 743315103 7,100 146,642 SH   DFND 2 0 0 146,642
PROGRESSIVE CORP OHIO COM 743315103 6,050 124,940 SH   DFND 3 124,940 0 0
PROGRESSIVE CORP OHIO COM 743315103 1,195 24,683 SH   DFND 7 24,683 0 0
PROLOGIS INC COM 74340W103 668,431 10,533,100 SH   DFND 1 10,533,100 0 0
PROLOGIS INC COM 74340W103 575,503 9,068,751 SH   DFND 1,5 266,597 0 8,802,154
PROLOGIS INC COM 74340W103 8,506 134,033 SH   DFND 2 0 0 134,033
PROLOGIS INC COM 74340W103 6,467 101,910 SH   DFND 3 101,910 0 0
PROLOGIS INC COM 74340W103 21,804 343,580 SH   DFND 6 343,580 0 0
PROLOGIS INC COM 74340W103 16,053 252,967 SH   DFND 7 139,000 0 113,967
PROOFPOINT INC COM 743424103 81,076 929,563 SH   DFND 1,5 218,600 0 710,963
PROPETRO HLDG CORP COM 74347M108 10,530 733,800 SH   DFND 1,5 0 0 733,800
PROPETRO HLDG CORP COM 74347M108 8,576 597,600 SH   DFND 6 597,600 0 0
PROPETRO HLDG CORP COM 74347M108 3,925 273,500 SH   DFND 7 273,500 0 0
PROQR THRAPEUTICS N V SHS EURO N71542109 1,154 237,916 SH   DFND 1,5 0 0 237,916
PROS HOLDINGS INC COM 74346Y103 18,074 749,019 SH   DFND 1,5 500 0 748,519
PROSPERITY BANCSHARES INC COM 743606105 330,758 5,032,069 SH   DFND 1,5 59,037 0 4,973,032
PROTAGONIST THERAPEUTICS INC COM 74366E102 44,801 2,535,414 SH   DFND 1,5 219,820 0 2,315,594
PROTEOSTASIS THERAPEUTICS IN COM 74373B109 1,803 858,340 SH   DFND 1,5 840 0 857,500
PROTHENA CORP PLC SHS G72800108 370,061 5,713,462 SH   DFND 1,5 1,193,796 0 4,519,666
PROTHENA CORP PLC SHS G72800108 311 4,800 SH   DFND 6 4,800 0 0
PROTHENA CORP PLC SHS G72800108 1,490 23,000 SH   DFND 7 23,000 0 0
PROTO LABS INC COM 743713109 940 11,708 SH   DFND 1,5 0 0 11,708
PROVIDENCE SVC CORP COM 743815102 5,678 105,000 SH   DFND 1,5 0 0 105,000
PROVIDENT FINL SVCS INC COM 74386T105 896 33,600 SH   DFND 1,5 0 0 33,600
PRUDENTIAL FINL INC COM 744320102 100,163 942,086 SH   DFND 1,5 185,434 0 756,652
PRUDENTIAL FINL INC COM 744320102 11,441 107,607 SH   DFND 2 0 0 107,607
PRUDENTIAL FINL INC COM 744320102 71,947 676,702 SH   DFND 3 676,702 0 0
PRUDENTIAL PLC ADR 74435K204 537 11,201 SH   DFND 3 11,201 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 17,677 132,410 SH   DFND 6 132,410 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 4,981 37,310 SH   DFND 7 37,310 0 0
PTC INC COM 69370C100 291,197 5,174,071 SH   DFND 1,5 3,100 0 5,170,971
PTC INC COM 69370C100 113,607 2,018,600 SH   DFND 1,9 0 0 2,018,600
PTC THERAPEUTICS INC COM 69366J200 23,175 1,158,154 SH   DFND 1,5 0 0 1,158,154
PUBLIC STORAGE COM 74460D109 383,086 1,790,207 SH   DFND 1 1,790,207 0 0
PUBLIC STORAGE COM 74460D109 597,327 2,791,376 SH   DFND 1,5 93,139 0 2,698,237
PUBLIC STORAGE COM 74460D109 8,070 37,711 SH   DFND 2 0 0 37,711
PUBLIC STORAGE COM 74460D109 54,361 254,036 SH   DFND 3 254,036 0 0
PUBLIC STORAGE COM 74460D109 42,525 198,723 SH   DFND 6 194,391 0 4,332
PUBLIC STORAGE COM 74460D109 47,704 222,926 SH   DFND 7 166,840 0 56,086
PUBLIC STORAGE COM 74460D109 5,823 27,210 SH   DFND 11 27,210 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 185,802 4,017,349 SH   DFND 1,5 96,136 0 3,921,213
PUBLIC SVC ENTERPRISE GROUP COM 744573106 5,896 127,484 SH   DFND 2 0 0 127,484
PUBLIC SVC ENTERPRISE GROUP COM 744573106 30,667 663,063 SH   DFND 3 663,063 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,562 33,779 SH   DFND 6 33,779 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 6,201 134,075 SH   DFND 7 134,075 0 0
PULTE GROUP INC COM 745867101 180,679 6,611,030 SH   DFND 1,5 67,200 0 6,543,830
PULTE GROUP INC COM 745867101 1,912 69,950 SH   DFND 2 0 0 69,950
PULTE GROUP INC COM 745867101 2,562 93,742 SH   DFND 3 93,742 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 253,148 2,113,970 SH   DFND 1,5 0 0 2,113,970
PURE STORAGE INC CL A 74624M102 103,549 6,475,876 SH   DFND 1,5 1,981,479 0 4,494,397
PVH CORP COM 693656100 583,808 4,631,194 SH   DFND 1,5 40,190 0 4,591,004
PVH CORP COM 693656100 2,460 19,512 SH   DFND 2 0 0 19,512
PVH CORP COM 693656100 10,646 84,455 SH   DFND 3 84,455 0 0
PVH CORP COM 693656100 16,451 130,500 SH   DFND 6 130,500 0 0
PVH CORP COM 693656100 5,358 42,500 SH   DFND 11 42,500 0 0
PZENA INVESTMENT MGMT INC CLASS A 74731Q103 1,337 122,802 SH   DFND 1,5 0 0 122,802
Q2 HLDGS INC COM 74736L109 4,216 101,235 SH   DFND 1,5 12,861 0 88,374
QEP RES INC COM 74733V100 7,722 901,000 SH   DFND 1,5 0 0 901,000
QORVO INC COM 74736K101 283 4,000 SH   DFND 1 4,000 0 0
QORVO INC COM 74736K101 651,332 9,215,225 SH   DFND 1,5 135,809 0 9,079,416
QORVO INC COM 74736K101 2,267 32,072 SH   DFND 2 0 0 32,072
QORVO INC COM 74736K101 279 3,944 SH   DFND 3 3,944 0 0
QUALCOMM INC COM 747525103 347 6,700 SH   DFND 1 6,700 0 0
QUALCOMM INC COM 747525103 2,946,705 56,842,303 SH   DFND 1,5 2,092,882 0 54,749,421
QUALCOMM INC COM 747525103 24,373 470,159 SH   DFND 1,9 1,067 0 469,092
QUALCOMM INC COM 747525103 19,301 372,323 SH   DFND 2 0 0 372,323
QUALCOMM INC COM 747525103 169,642 3,272,416 SH   DFND 3 3,272,416 0 0
QUALCOMM INC COM 747525103 36,399 702,150 SH   DFND 6 702,150 0 0
QUALCOMM INC COM 747525103 97,692 1,884,483 SH   DFND 7 348,961 0 1,535,522
QUALITY CARE PPTYS INC COM 747545101 4,867 313,973 SH   DFND 1,5 0 0 313,973
QUALITY SYS INC COM 747582104 24,998 1,589,182 SH   DFND 1,5 182 0 1,589,000
QUANTA SVCS INC COM 74762E102 17,337 463,926 SH   DFND 1,5 9,200 0 454,726
QUANTA SVCS INC COM 74762E102 1,424 38,099 SH   DFND 2 0 0 38,099
QUANTA SVCS INC COM 74762E102 822 22,005 SH   DFND 3 22,005 0 0
QUANTA SVCS INC COM 74762E102 994 26,600 SH   DFND 7 26,600 0 0
QUANTENNA COMMUNICATIONS INC COM 74766D100 12,191 725,200 SH   DFND 1,5 0 0 725,200
QUANTUM CORP COM NEW 747906501 2,674 436,970 SH   DFND 1,5 88,128 0 348,842
QUEST DIAGNOSTICS INC COM 74834L100 133,612 1,426,872 SH   DFND 1,5 109,093 0 1,317,779
QUEST DIAGNOSTICS INC COM 74834L100 3,219 34,375 SH   DFND 2 0 0 34,375
QUEST DIAGNOSTICS INC COM 74834L100 3,567 38,092 SH   DFND 3 38,092 0 0
QUEST DIAGNOSTICS INC COM 74834L100 1,339 14,300 SH   DFND 6 14,300 0 0
QUEST DIAGNOSTICS INC COM 74834L100 3,897 41,619 SH   DFND 7 41,619 0 0
QUINTILES IMS HOLDINGS INC COM 74876Y101 69,504 731,084 SH   DFND 1,5 131,000 0 600,084
QUINTILES IMS HOLDINGS INC COM 74876Y101 3,631 38,196 SH   DFND 2 0 0 38,196
QUINTILES IMS HOLDINGS INC COM 74876Y101 285 3,003 SH   DFND 3 3,003 0 0
QUORUM HEALTH CORP COM 74909E106 2,422 467,590 SH   DFND 1,5 97,342 0 370,248
QUOTIENT TECHNOLOGY INC COM 749119103 18,812 1,202,067 SH   DFND 1,5 0 0 1,202,067
R1 RCM INC COM 749397105 5,203 1,402,424 SH   DFND 1,5 49,900 0 1,352,524
RADIAN GROUP INC COM 750236101 1,383 73,985 SH   DFND 1 73,985 0 0
RADIAN GROUP INC COM 750236101 353,733 18,926,335 SH   DFND 1,5 1,176,901 0 17,749,434
RADIAN GROUP INC COM 750236101 6,576 351,844 SH   DFND 6 351,844 0 0
RADIUS HEALTH INC COM NEW 750469207 132,861 3,446,463 SH   DFND 1,5 1,815 0 3,444,648
RADIUS HEALTH INC COM NEW 750469207 59,029 1,531,221 SH   DFND 6 1,487,021 0 44,200
RADIUS HEALTH INC COM NEW 750469207 15,397 399,412 SH   DFND 7 370,812 0 28,600
RADWARE LTD ORD M81873107 972 57,671 SH   DFND 1,5 0 0 57,671
RAIT FINANCIAL TRUST NOTE 4.000%10/0 749227AB0 51,796 56,300,000 PRN   DFND 1,5 0 0 0
RALPH LAUREN CORP CL A 751212101 40,899 463,238 SH   DFND 1,5 17,538 0 445,700
RALPH LAUREN CORP CL A 751212101 1,232 13,957 SH   DFND 2 0 0 13,957
RALPH LAUREN CORP CL A 751212101 2,378 26,937 SH   DFND 3 26,937 0 0
RANDGOLD RES LTD ADR 752344309 252,850 2,589,080 SH   DFND 1,5 31,840 0 2,557,240
RANDGOLD RES LTD ADR 752344309 20,203 206,874 SH   DFND 1,10 4,250 0 202,624
RANDGOLD RES LTD ADR 752344309 57,368 587,430 SH   DFND 11 587,430 0 0
RANGE RES CORP COM 75281A109 25,672 1,311,828 SH   DFND 1,5 728 0 1,311,100
RANGE RES CORP COM 75281A109 1,114 56,902 SH   DFND 2 0 0 56,902
RANGE RES CORP COM 75281A109 1,954 99,844 SH   DFND 3 99,844 0 0
RANGE RES CORP COM 75281A109 666 34,050 SH   DFND 7 34,050 0 0
RANGER ENERGY SVCS INC COM CL A 75282U104 2,417 164,444 SH   DFND 1,5 0 0 164,444
RAYMOND JAMES FINANCIAL INC COM 754730109 45,767 542,719 SH   DFND 1,5 0 0 542,719
RAYMOND JAMES FINANCIAL INC COM 754730109 2,727 32,339 SH   DFND 2 0 0 32,339
RAYMOND JAMES FINANCIAL INC COM 754730109 455 5,398 SH   DFND 3 5,398 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,796 21,300 SH   DFND 6 21,300 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 2,273 26,957 SH   DFND 7 8,957 0 18,000
RAYTHEON CO COM NEW 755111507 1,266 6,787 SH   DFND 1 6,787 0 0
RAYTHEON CO COM NEW 755111507 1,459,169 7,820,609 SH   DFND 1,5 268,869 0 7,551,740
RAYTHEON CO COM NEW 755111507 13,647 73,145 SH   DFND 2 0 0 73,145
RAYTHEON CO COM NEW 755111507 71,131 381,238 SH   DFND 3 381,238 0 0
RAYTHEON CO COM NEW 755111507 3,573 19,150 SH   DFND 6 19,150 0 0
RAYTHEON CO COM NEW 755111507 5,569 29,850 SH   DFND 7 29,850 0 0
REALOGY HLDGS CORP COM 75605Y106 623 18,898 SH   DFND 1 18,898 0 0
REALOGY HLDGS CORP COM 75605Y106 479,878 14,563,819 SH   DFND 1,5 219,041 0 14,344,778
REALPAGE INC COM 75606N109 72,173 1,808,855 SH   DFND 1,5 34,404 0 1,774,451
REALPAGE INC COM 75606N109 1,526 38,242 SH   DFND 1,9 0 0 38,242
REALPAGE INC COM 75606N109 10,155 254,500 SH   DFND 6 254,500 0 0
REALPAGE INC COM 75606N109 4,186 104,900 SH   DFND 7 104,900 0 0
REALTY INCOME CORP COM 756109104 3,950 69,068 SH   DFND 2 0 0 69,068
REALTY INCOME CORP COM 756109104 3,310 57,876 SH   DFND 3 57,876 0 0
REATA PHARMACEUTICALS INC CL A 75615P103 20,927 672,891 SH   DFND 1,5 0 0 672,891
RED HAT INC COM 756577102 1,413,112 12,746,813 SH   DFND 1,5 3,028,510 0 9,718,303
RED HAT INC COM 756577102 4,958 44,721 SH   DFND 2 0 0 44,721
RED HAT INC COM 756577102 1,627 14,673 SH   DFND 3 14,673 0 0
RED HAT INC COM 756577102 3,281 29,600 SH   DFND 6 29,600 0 0
RED ROCK RESORTS INC CL A 75700L108 130,349 5,628,178 SH   DFND 1,5 1,786 0 5,626,392
REDFIN CORP COM 75737F108 116,094 4,879,789 SH   DFND 1,5 127,873 0 4,751,916
REDFIN CORP COM 75737F108 718 28,600 SH   DFND 6 28,600 0 0
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 17,369 17,250,000 PRN   DFND 1,5 0 0 0
REDWOOD TR INC COM 758075402 12,348 758,000 SH   DFND 1,5 0 0 758,000
REDWOOD TR INC COM 758075402 14,026 861,040 SH   DFND 6 776,140 0 84,900
REDWOOD TR INC COM 758075402 9,267 568,874 SH   DFND 7 470,274 0 98,600
REGAL BELOIT CORP COM 758750103 515,503 6,525,354 SH   DFND 1,5 79,277 0 6,446,077
REGAL BELOIT CORP COM 758750103 780 9,870 SH   DFND 3 9,870 0 0
REGAL BELOIT CORP COM 758750103 8,481 107,359 SH   DFND 6 75,959 0 31,400
REGAL BELOIT CORP COM 758750103 3,701 46,853 SH   DFND 7 11,953 0 34,900
REGAL ENTMT GROUP CL A 758766109 848 53,000 SH   DFND 7 2,200 0 50,800
REGENCY CTRS CORP COM 758849103 140,545 2,265,400 SH   DFND 1 2,265,400 0 0
REGENCY CTRS CORP COM 758849103 67,724 1,091,622 SH   DFND 1,5 44,500 0 1,047,122
REGENCY CTRS CORP COM 758849103 2,313 37,289 SH   DFND 2 0 0 37,289
REGENCY CTRS CORP COM 758849103 3,613 58,239 SH   DFND 3 58,239 0 0
REGENERON PHARMACEUTICALS COM 75886F107 452 1,011 SH   DFND 1 1,011 0 0
REGENERON PHARMACEUTICALS COM 75886F107 3,059,343 6,842,331 SH   DFND 1,5 741,960 0 6,100,371
REGENERON PHARMACEUTICALS COM 75886F107 8,656 19,360 SH   DFND 2 0 0 19,360
REGENERON PHARMACEUTICALS COM 75886F107 25,525 57,087 SH   DFND 3 57,087 0 0
REGENERON PHARMACEUTICALS COM 75886F107 24,046 53,779 SH   DFND 6 53,779 0 0
REGENERON PHARMACEUTICALS COM 75886F107 8,117 18,154 SH   DFND 7 4,400 0 13,754
REGENXBIO INC COM 75901B107 73,403 2,227,694 SH   DFND 1,5 0 0 2,227,694
REGIONS FINL CORP NEW COM 7591EP100 226 14,833 SH   DFND 1 14,833 0 0
REGIONS FINL CORP NEW COM 7591EP100 624,647 41,014,281 SH   DFND 1,5 1,575,847 0 39,438,434
REGIONS FINL CORP NEW COM 7591EP100 4,587 301,168 SH   DFND 2 0 0 301,168
REGIONS FINL CORP NEW COM 7591EP100 42,419 2,785,236 SH   DFND 3 2,785,236 0 0
REGIONS FINL CORP NEW COM 7591EP100 23,833 1,564,864 SH   DFND 6 1,388,081 0 176,783
REGIONS FINL CORP NEW COM 7591EP100 46,810 3,073,571 SH   DFND 7 3,073,571 0 0
REGULUS THERAPEUTICS INC COM 75915K101 19,460 15,567,859 SH   DFND 1,5 3,111,956 0 12,455,903
REINSURANCE GROUP AMER INC COM NEW 759351604 393,093 2,817,268 SH   DFND 1,5 5,042 0 2,812,226
REINSURANCE GROUP AMER INC COM NEW 759351604 34,726 248,875 SH   DFND 6 239,149 0 9,726
REINSURANCE GROUP AMER INC COM NEW 759351604 20,401 146,211 SH   DFND 7 146,211 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 39,375 516,936 SH   DFND 1,5 236 0 516,700
RENAISSANCERE HOLDINGS LTD COM G7496G103 290,159 2,147,100 SH   DFND 1,5 268,000 0 1,879,100
REPLIGEN CORP COM 759916109 56,072 1,463,264 SH   DFND 1,5 1,902 0 1,461,362
REPROS THERAPEUTICS INC COM NEW 76028H209 476 1,486,144 SH   DFND 1,5 0 0 1,486,144
REPUBLIC FIRST BANCORP INC COM 760416107 15,153 1,638,200 SH   DFND 1,5 295,300 0 1,342,900
REPUBLIC SVCS INC COM 760759100 3,812 57,709 SH   DFND 2 0 0 57,709
REPUBLIC SVCS INC COM 760759100 2,356 35,663 SH   DFND 3 35,663 0 0
RESMED INC COM 761152107 542,052 7,043,290 SH   DFND 1,5 229,142 0 6,814,148
RESMED INC COM 761152107 2,758 35,838 SH   DFND 2 0 0 35,838
RESMED INC COM 761152107 269 3,492 SH   DFND 3 3,492 0 0
RESMED INC COM 761152107 2,192 28,479 SH   DFND 6 28,479 0 0
RESMED INC COM 761152107 9,200 119,549 SH   DFND 7 119,549 0 0
RESOLUTE ENERGY CORP COM NEW 76116A306 19,285 649,530 SH   DFND 1,5 0 0 649,530
RESOLUTE ENERGY CORP COM NEW 76116A306 309 10,400 SH   DFND 7 10,400 0 0
RESOURCE CAP CORP NOTE 6.000%12/0 76120WAA2 7,446 7,300,000 PRN   DFND 1,5 0 0 0
RESOURCE CAP CORP NOTE 8.000% 1/1 76120WAB0 16,734 16,000,000 PRN   DFND 1,5 0 0 0
RESOURCE CAP CORP COM NEW 76120W708 3,323 308,276 SH   DFND 1,5 0 0 308,276
RESOURCE CAP CORP NOTE 4.500% 8/1 76120WAC8 6,233 6,000,000 PRN   DFND 1,5 0 0 0
RESOURCES CONNECTION INC COM 76122Q105 960 69,059 SH   DFND 1,5 69,059 0 0
RESOURCES CONNECTION INC COM 76122Q105 765 55,000 SH   DFND 1,10 0 0 55,000
RESTAURANT BRANDS INTL INC COM 76131D103 26,567 415,810 SH   DFND 1,5 0 0 415,810
RESTAURANT BRANDS INTL INC COM 76131D103 13,192 206,482 SH   DFND 6 129,882 0 76,600
RESTAURANT BRANDS INTL INC COM 76131D103 28,538 446,672 SH   DFND 7 384,628 0 62,044
RESTAURANT BRANDS INTL INC COM 76131D103 871,785 13,644,881 SH   DFND 11 12,145,876 0 1,499,005
RESTAURANT BRANDS INTL INC COM 76131D103 831 13,000 SH   DFND   13,000 0 0
RETROPHIN INC COM 761299106 45,526 1,829,075 SH   DFND 1,5 0 0 1,829,075
REVANCE THERAPEUTICS INC COM 761330109 6,865 249,200 SH   DFND 1,5 0 0 249,200
REXFORD INDL RLTY INC COM 76169C100 47,047 1,643,851 SH   DFND 1,5 44,100 0 1,599,751
REXFORD INDL RLTY INC COM 76169C100 20,320 710,000 SH   DFND 6 650,300 0 59,700
REXFORD INDL RLTY INC COM 76169C100 11,082 387,210 SH   DFND 7 267,410 0 119,800
REXNORD CORP NEW COM 76169B102 137,664 5,417,715 SH   DFND 1,5 15,954 0 5,401,761
RH COM 74967X103 219,972 3,128,157 SH   DFND 1,5 601,009 0 2,527,148
RH COM 74967X103 3,141 44,671 SH   DFND 6 44,671 0 0
RICE ENERGY INC COM 762760106 78,561 2,714,628 SH   DFND 1,5 1,532 0 2,713,096
RICHMONT MINES INC COM 76547T106 7,379 791,643 SH   DFND 1,5 0 0 791,643
RIGEL PHARMACEUTICALS INC COM NEW 766559603 47,330 18,633,749 SH   DFND 1,5 5,409,646 0 13,224,103
RIGEL PHARMACEUTICALS INC COM NEW 766559603 53 20,900 SH   DFND 6 20,900 0 0
RIGNET INC COM 766582100 44,993 2,615,886 SH   DFND 1,5 10,400 0 2,605,486
RIGNET INC COM 766582100 695 40,400 SH   DFND 7 40,400 0 0
RING ENERGY INC COM 76680V108 21,420 1,478,248 SH   DFND 1,5 0 0 1,478,248
RING ENERGY INC COM 76680V108 538 37,100 SH   DFND 7 37,100 0 0
RINGCENTRAL INC CL A 76680R206 153,294 3,671,707 SH   DFND 1,5 138,657 0 3,533,050
RINGCENTRAL INC CL A 76680R206 38,882 931,304 SH   DFND 6 931,304 0 0
RINGCENTRAL INC CL A 76680R206 8,413 201,500 SH   DFND 7 201,500 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 18,616 588,800 SH   DFND 1,5 0 0 588,800
RITE AID CORP COM 767754104 42,710 21,790,568 SH   DFND 1,5 0 0 21,790,568
RLJ LODGING TR COM 74965L101 6,818 309,900 SH   DFND 1 309,900 0 0
RLJ LODGING TR COM 74965L101 9,043 411,053 SH   DFND 1,5 221 0 410,832
RLJ LODGING TR COM 74965L101 598 27,186 SH   DFND 7 27,186 0 0
RMR GROUP INC CL A 74967R106 8,883 172,988 SH   DFND 1,5 661 0 172,327
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 47,759 5,011,410 SH   DFND 1,5 735,500 0 4,275,910
ROBERT HALF INTL INC COM 770323103 95,620 1,899,477 SH   DFND 1,5 375,100 0 1,524,377
ROBERT HALF INTL INC COM 770323103 1,601 31,800 SH   DFND 2 0 0 31,800
ROBERT HALF INTL INC COM 770323103 910 18,069 SH   DFND 3 18,069 0 0
ROBERT HALF INTL INC COM 770323103 2,522 50,100 SH   DFND 7 50,100 0 0
ROCKWELL AUTOMATION INC COM 773903109 17,018 95,496 SH   DFND 1,5 2,200 0 93,296
ROCKWELL AUTOMATION INC COM 773903109 24,842 139,400 SH   DFND 1,9 0 0 139,400
ROCKWELL AUTOMATION INC COM 773903109 5,765 32,347 SH   DFND 2 0 0 32,347
ROCKWELL AUTOMATION INC COM 773903109 3,476 19,507 SH   DFND 3 19,507 0 0
ROCKWELL AUTOMATION INC COM 773903109 980 5,500 SH   DFND 6 5,500 0 0
ROCKWELL COLLINS INC COM 774341101 376,243 2,878,453 SH   DFND 1,5 24,400 0 2,854,053
ROCKWELL COLLINS INC COM 774341101 5,352 40,945 SH   DFND 2 0 0 40,945
ROCKWELL COLLINS INC COM 774341101 4,206 32,174 SH   DFND 3 32,174 0 0
ROCKWELL COLLINS INC COM 774341101 7,494 57,331 SH   DFND 6 57,331 0 0
ROCKWELL COLLINS INC COM 774341101 2,086 15,957 SH   DFND 7 15,957 0 0
ROCKY MTN CHOCOLATE FACTORY COM 77467X101 6,986 591,531 SH   DFND 1,5 128,106 0 463,425
ROGERS COMMUNICATIONS INC CL B 775109200 75,308 1,460,446 SH   DFND 1,5 16 0 1,460,430
ROGERS COMMUNICATIONS INC CL B 775109200 11,248 218,137 SH   DFND 6 138,737 0 79,400
ROGERS COMMUNICATIONS INC CL B 775109200 32,350 627,362 SH   DFND 7 564,362 0 63,000
ROGERS COMMUNICATIONS INC CL B 775109200 1,538,071 29,827,906 SH   DFND 11 27,584,801 0 2,243,105
ROGERS COMMUNICATIONS INC CL B 775109200 2,382 46,200 SH   DFND   46,200 0 0
ROKU INC COM CL A 77543R102 308,086 12,713,047 SH   DFND 1,5 392,170 0 12,320,877
ROKU INC COM CL A 77543R102 417 15,700 SH   DFND 6 15,700 0 0
ROLLINS INC COM 775711104 1,357 29,400 SH   DFND 7 29,400 0 0
ROPER TECHNOLOGIES INC COM 776696106 157,552 647,295 SH   DFND 1,5 1,238 0 646,057
ROPER TECHNOLOGIES INC COM 776696106 6,270 25,760 SH   DFND 2 0 0 25,760
ROPER TECHNOLOGIES INC COM 776696106 9,218 37,871 SH   DFND 3 37,871 0 0
ROPER TECHNOLOGIES INC COM 776696106 1,174 4,823 SH   DFND 6 4,823 0 0
ROPER TECHNOLOGIES INC COM 776696106 2,200 9,040 SH   DFND 7 9,040 0 0
ROSS STORES INC COM 778296103 1,666,452 25,808,460 SH   DFND 1,5 2,468,539 0 23,339,921
ROSS STORES INC COM 778296103 6,333 98,077 SH   DFND 2 0 0 98,077
ROSS STORES INC COM 778296103 5,676 87,899 SH   DFND 3 87,899 0 0
ROSS STORES INC COM 778296103 5,759 89,187 SH   DFND 6 89,187 0 0
ROSS STORES INC COM 778296103 4,918 76,168 SH   DFND 7 76,168 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 21,081 1,640,572 SH   DFND 1,5 172 0 1,640,400
ROYAL BK CDA MONTREAL QUE COM 780087102 200,189 2,587,380 SH   DFND 1,5 0 0 2,587,380
ROYAL BK CDA MONTREAL QUE COM 780087102 31,149 402,593 SH   DFND 1,10 193 0 402,400
ROYAL BK CDA MONTREAL QUE COM 780087102 346 4,475 SH   DFND 3 4,475 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 42,756 552,609 SH   DFND 6 339,409 0 213,200
ROYAL BK CDA MONTREAL QUE COM 780087102 71,575 925,083 SH   DFND 7 767,883 0 157,200
ROYAL BK CDA MONTREAL QUE COM 780087102 1,563,854 20,212,335 SH   DFND 11 16,582,180 0 3,630,155
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 105,567 890,560 SH   DFND 1,5 429 0 890,131
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 5,140 43,360 SH   DFND 2 0 0 43,360
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 5,219 44,024 SH   DFND 3 44,024 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 306 2,580 SH   DFND 6 2,580 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 4,581 38,643 SH   DFND 7 38,643 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 706,062 11,655,037 SH   DFND 2 11,655,037 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 398 6,364 SH   DFND 3 6,364 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 6,085 100,438 SH   DFND 3 100,438 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 354 5,840 SH   DFND 6 5,840 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 1,578 25,227 SH   DFND 6 968 0 24,259
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 5,298 87,456 SH   DFND 7 87,456 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 657 10,500 SH   DFND 7 10,500 0 0
ROYAL GOLD INC COM 780287108 55,006 639,313 SH   DFND 1,5 0 0 639,313
RPC INC COM 749660106 1,507 60,800 SH   DFND 7 60,800 0 0
RPM INTL INC COM 749685103 15,438 300,700 SH   DFND 1,5 0 0 300,700
RPM INTL INC COM 749685103 347 6,753 SH   DFND 3 6,753 0 0
RSP PERMIAN INC COM 74978Q105 180,599 5,221,120 SH   DFND 1,5 0 0 5,221,120
RSP PERMIAN INC COM 74978Q105 10,727 310,118 SH   DFND 6 259,118 0 51,000
RSP PERMIAN INC COM 74978Q105 10,752 310,850 SH   DFND 7 276,850 0 34,000
RTI SURGICAL INC COM 74975N105 424 93,162 SH   DFND 7 34,300 0 58,862
RTW HLDGS INC NOTE 5.625%11/1 749772AB5 50,285 48,820,000 PRN   DFND 1,5 0 0 0
RUBICON TECHNOLOGY INC COM NEW 78112T206 973 117,765 SH   DFND 1,9 0 0 117,765
RUBICON TECHNOLOGY INC COM NEW 78112T206 111 13,440 SH   DFND 7 13,440 0 0
RUSH ENTERPRISES INC CL A 781846209 44,511 961,566 SH   DFND 1,5 111,466 0 850,100
RUSH ENTERPRISES INC CL A 781846209 10,207 220,500 SH   DFND 6 220,500 0 0
RUSH ENTERPRISES INC CL A 781846209 4,277 92,400 SH   DFND 7 92,400 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 7,221 344,680 SH   DFND 1,5 0 0 344,680
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 1,384,819 13,136,207 SH   DFND 1,5 1,642,328 0 11,493,879
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 83,443 791,529 SH   DFND 1,10 7,964 0 783,565
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 13,156 124,800 SH   DFND 6 62,000 0 62,800
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 10,426 98,900 SH   DFND 7 61,700 0 37,200
RYDER SYS INC COM 783549108 3,965 46,900 SH   DFND 1,5 0 0 46,900
RYDER SYS INC COM 783549108 3,255 38,497 SH   DFND 3 38,497 0 0
RYDER SYS INC COM 783549108 829 9,800 SH   DFND 6 9,800 0 0
RYDER SYS INC COM 783549108 2,520 29,800 SH   DFND 7 800 0 29,000
S&P GLOBAL INC COM 78409V104 505 3,232 SH   DFND 1 3,232 0 0
S&P GLOBAL INC COM 78409V104 1,648,594 10,546,949 SH   DFND 1,5 844,019 0 9,702,930
S&P GLOBAL INC COM 78409V104 2,332 14,920 SH   DFND 1,10 0 0 14,920
S&P GLOBAL INC COM 78409V104 10,124 64,766 SH   DFND 2 0 0 64,766
S&P GLOBAL INC COM 78409V104 23,086 147,693 SH   DFND 3 147,693 0 0
S&P GLOBAL INC COM 78409V104 7,018 44,900 SH   DFND 7 44,900 0 0
S&P GLOBAL INC COM 78409V104 35,732 228,600 SH   DFND 11 228,600 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 11,114 506,571 SH   DFND 1 506,571 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 161,610 7,365,983 SH   DFND 1,5 184,330 0 7,181,653
SABRA HEALTH CARE REIT INC COM 78573L106 11,748 535,462 SH   DFND 6 535,462 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 3,883 176,993 SH   DFND 7 0 0 176,993
SABRE CORP COM 78573M104 18,482 1,021,122 SH   DFND 1,5 122 0 1,021,000
SAEXPLORATION HLDGS INC COM NEW 78636X204 1,980 788,877 SH   DFND 1,5 0 0 788,877
SAFETY INCOME & GROWTH INC COM 78649D104 33,970 1,822,418 SH   DFND 1,5 21,700 0 1,800,718
SAFETY INCOME & GROWTH INC COM 78649D104 2,431 130,400 SH   DFND 6 130,400 0 0
SAFETY INCOME & GROWTH INC COM 78649D104 775 41,600 SH   DFND 7 0 0 41,600
SAGA COMMUNICATIONS INC CL A NEW 786598300 22,122 485,142 SH   DFND 1,5 96,015 0 389,127
SAGE THERAPEUTICS INC COM 78667J108 348,765 5,598,162 SH   DFND 1,5 1,005,622 0 4,592,540
SAGE THERAPEUTICS INC COM 78667J108 1,121 18,000 SH   DFND 6 18,000 0 0
SAIA INC COM 78709Y105 7,519 120,017 SH   DFND 1,5 0 0 120,017
SAIA INC COM 78709Y105 19,285 307,816 SH   DFND 6 307,816 0 0
SAIA INC COM 78709Y105 6,459 103,100 SH   DFND 7 103,100 0 0
SALEM MEDIA GROUP INC CL A 794093104 442 67,030 SH   DFND 1,5 7,939 0 59,091
SALESFORCE COM INC COM 79466L302 1,108 11,857 SH   DFND 1 11,857 0 0
SALESFORCE COM INC COM 79466L302 7,545,224 80,766,687 SH   DFND 1,5 11,783,093 0 68,983,594
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 42,595 30,330,000 PRN   DFND 1,5 0 0 0
SALESFORCE COM INC COM 79466L302 160,486 1,717,894 SH   DFND 1,9 674 0 1,717,220
SALESFORCE COM INC COM 79466L302 16,074 172,061 SH   DFND 2 0 0 172,061
SALESFORCE COM INC COM 79466L302 31,998 342,513 SH   DFND 3 342,513 0 0
SALESFORCE COM INC COM 79466L302 59,578 637,742 SH   DFND 6 637,742 0 0
SALESFORCE COM INC COM 79466L302 73,894 790,984 SH   DFND 7 701,137 0 89,847
SALLY BEAUTY HLDGS INC COM 79546E104 133,717 6,829,265 SH   DFND 1,5 356,850 0 6,472,415
SANDERSON FARMS INC COM 800013104 2,605 16,130 SH   DFND 7 16,130 0 0
SANDSTORM GOLD LTD COM NEW 80013R206 8,229 1,820,475 SH   DFND 1,5 0 0 1,820,475
SANDY SPRING BANCORP INC COM 800363103 320 7,733 SH   DFND 3 7,733 0 0
SANGAMO THERAPEUTICS INC COM 800677106 42,658 2,843,889 SH   DFND 1,5 0 0 2,843,889
SANOFI SPONSORED ADR 80105N105 321,384 6,454,798 SH   DFND 1,5 160,513 0 6,294,285
SANOFI SPONSORED ADR 80105N105 50,302 1,010,275 SH   DFND 3 1,010,275 0 0
SANOFI SPONSORED ADR 80105N105 7,623 153,100 SH   DFND 6 153,100 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 72,356 4,707,580 SH   DFND 1,5 521,000 0 4,186,580
SAP SE SPON ADR 803054204 208,999 1,906,053 SH   DFND 1,5 9,250 0 1,896,803
SAP SE SPON ADR 803054204 852 7,768 SH   DFND 3 7,768 0 0
SAP SE SPON ADR 803054204 3,936 35,900 SH   DFND 6 35,900 0 0
SAP SE SPON ADR 803054204 4,444 40,528 SH   DFND 7 0 0 40,528
SAREPTA THERAPEUTICS INC COM 803607100 47,519 1,047,597 SH   DFND 1,5 0 0 1,047,597
SAREPTA THERAPEUTICS INC COM 803607100 23,104 509,351 SH   DFND 6 509,351 0 0
SAREPTA THERAPEUTICS INC COM 803607100 5,196 114,560 SH   DFND 7 114,560 0 0
SAREPTA THERAPEUTICS INC COM 803607100 15,741 347,024 SH   DFND 11 347,024 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 117,111 812,988 SH   DFND 1,5 212 0 812,776
SBA COMMUNICATIONS CORP NEW CL A 78410G104 4,369 30,331 SH   DFND 2 0 0 30,331
SBA COMMUNICATIONS CORP NEW CL A 78410G104 757 5,252 SH   DFND 3 5,252 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 2,454 17,038 SH   DFND 7 17,038 0 0
SCANA CORP NEW COM 80589M102 52,542 1,083,571 SH   DFND 1,5 0 0 1,083,571
SCANA CORP NEW COM 80589M102 1,746 36,016 SH   DFND 2 0 0 36,016
SCANA CORP NEW COM 80589M102 3,165 65,264 SH   DFND 3 65,264 0 0
SCANA CORP NEW COM 80589M102 3,084 63,600 SH   DFND 7 63,600 0 0
SCANSOURCE INC COM 806037107 124,868 2,860,656 SH   DFND 1,5 634,300 0 2,226,356
SCHEIN HENRY INC COM 806407102 1,052,155 12,832,718 SH   DFND 1,5 954,850 0 11,877,868
SCHEIN HENRY INC COM 806407102 3,278 39,983 SH   DFND 2 0 0 39,983
SCHEIN HENRY INC COM 806407102 7,920 96,594 SH   DFND 3 96,594 0 0
SCHLUMBERGER LTD COM 806857108 1,117,137 16,014,002 SH   DFND 1,5 580,914 0 15,433,088
SCHLUMBERGER LTD COM 806857108 24,427 350,156 SH   DFND 2 0 0 350,156
SCHLUMBERGER LTD COM 806857108 88,051 1,262,203 SH   DFND 3 1,262,203 0 0
SCHLUMBERGER LTD COM 806857108 2,963 42,477 SH   DFND 6 42,477 0 0
SCHLUMBERGER LTD COM 806857108 19,100 273,789 SH   DFND 7 90,179 0 183,610
SCHNEIDER NATIONAL INC CL B 80689H102 1,295 51,200 SH   DFND 1,5 0 0 51,200
SCHWAB CHARLES CORP NEW COM 808513105 1,440,383 32,930,560 SH   DFND 1,5 5,322,101 0 27,608,459
SCHWAB CHARLES CORP NEW COM 808513105 13,137 300,345 SH   DFND 2 0 0 300,345
SCHWAB CHARLES CORP NEW COM 808513105 22,536 515,222 SH   DFND 3 515,222 0 0
SCHWAB CHARLES CORP NEW COM 808513105 12,364 282,666 SH   DFND 6 282,666 0 0
SCHWAB CHARLES CORP NEW COM 808513105 14,807 338,515 SH   DFND 7 27,700 0 310,815
SCHWAB STRATEGIC TR US LRG CAP ETF 808524201 3,402 56,851 SH   DFND 3 56,851 0 0
SCHWAB STRATEGIC TR US LCAP VA ETF 808524409 544 10,511 SH   DFND 3 10,511 0 0
SCHWAB STRATEGIC TR US BRD MKT ETF 808524102 738 12,159 SH   DFND 3 12,159 0 0
SCHWAB STRATEGIC TR US LCAP GR ETF 808524300 363 5,491 SH   DFND 3 5,491 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 19,362 466,999 SH   DFND 1,5 173 0 466,826
SCICLONE PHARMACEUTICALS INC COM 80862K104 112 10,003 SH   DFND 1,5 5,000 0 5,003
SCIENCE APPLICATNS INTL CP N COM 808625107 93,732 1,402,127 SH   DFND 1,5 21,400 0 1,380,727
SCIENTIFIC GAMES CORP CL A 80874P109 202 4,400 SH   DFND 1 4,400 0 0
SCIENTIFIC GAMES CORP CL A 80874P109 37,313 813,813 SH   DFND 1,5 300 0 813,513
SCORPIO TANKERS INC SHS Y7542C106 51 15,000 SH   DFND 1 15,000 0 0
SCORPIO TANKERS INC SHS Y7542C106 37,551 10,947,865 SH   DFND 1,5 2,510,797 0 8,437,068
SCOTTS MIRACLE GRO CO CL A 810186106 426,156 4,378,016 SH   DFND 1,5 760,438 0 3,617,578
SCOTTS MIRACLE GRO CO CL A 810186106 26,932 276,678 SH   DFND 6 252,578 0 24,100
SCOTTS MIRACLE GRO CO CL A 810186106 13,742 141,173 SH   DFND 7 108,473 0 32,700
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 26,931 313,554 SH   DFND 1,5 0 0 313,554
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 2,077 24,182 SH   DFND 2 0 0 24,182
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 6,677 77,737 SH   DFND 3 77,737 0 0
SEABOARD CORP COM 811543107 295,447 65,582 SH   DFND 1,5 18,490 0 47,092
SEABOARD CORP COM 811543107 4,505 1,000 SH   DFND 6 1,000 0 0
SEABRIDGE GOLD INC COM 811916105 17,868 1,464,590 SH   DFND 1,5 0 0 1,464,590
SEAGATE TECHNOLOGY PLC SHS G7945M107 1,056,315 31,845,507 SH   DFND 1,5 3,633,288 0 28,212,219
SEAGATE TECHNOLOGY PLC SHS G7945M107 2,406 72,535 SH   DFND 2 0 0 72,535
SEAGATE TECHNOLOGY PLC SHS G7945M107 1,336 40,275 SH   DFND 3 40,275 0 0
SEALED AIR CORP NEW COM 81211K100 59,435 1,391,263 SH   DFND 1,5 14,900 0 1,376,363
SEALED AIR CORP NEW COM 81211K100 2,046 47,889 SH   DFND 2 0 0 47,889
SEALED AIR CORP NEW COM 81211K100 997 23,335 SH   DFND 3 23,335 0 0
SEATTLE GENETICS INC COM 812578102 387,257 7,117,382 SH   DFND 1,5 1,207,334 0 5,910,048
SEATTLE GENETICS INC COM 812578102 1,050 19,300 SH   DFND 6 19,300 0 0
SECOO HLDG LTD ADR 81367P101 5,340 600,000 SH   DFND 1,9 22,700 0 577,300
SECUREWORKS CORP CL A 81374A105 7,012 567,759 SH   DFND 1,5 0 0 567,759
SEI INVESTMENTS CO COM 784117103 9,801 160,518 SH   DFND 3 160,518 0 0
SEI INVESTMENTS CO COM 784117103 1,307 21,400 SH   DFND 7 21,400 0 0
SELECT COMFORT CORP COM 81616X103 5,994 193,058 SH   DFND 1,5 0 0 193,058
SELECT ENERGY SVCS INC CL A COM 81617J301 584 36,712 SH   DFND 1,5 0 0 36,712
SELECT INCOME REIT COM SH BEN INT 81618T100 8,320 355,266 SH   DFND 1,5 0 0 355,266
SELECT SECTOR SPDR TR ENERGY 81369Y506 479,373 7,000,191 SH   DFND 1,5 1,567,968 0 5,432,223
SELECT SECTOR SPDR TR ENERGY 81369Y506 369,793 5,400,010 SH   DFND 3 5,400,010 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 3,671 62,109 SH   DFND 3 62,109 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 317 5,583 SH   DFND 3 5,583 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 1,550 21,826 SH   DFND 3 21,826 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 999 18,831 SH   DFND 3 18,831 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 579,842 22,422,352 SH   DFND 3 22,422,352 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 1,120 20,747 SH   DFND 3 20,747 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 2,350 28,748 SH   DFND 3 28,748 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 1,961 21,773 SH   DFND 3 21,773 0 0
SELECT SECTOR SPDR TR RL EST SEL SEC 81369Y860 240 7,455 SH   DFND 3 7,455 0 0
SELECTA BIOSCIENCES INC COM 816212104 5,214 285,700 SH   DFND 1,5 0 0 285,700
SEMPRA ENERGY COM 816851109 910,801 7,980,385 SH   DFND 1,5 93 0 7,980,292
SEMPRA ENERGY COM 816851109 7,221 63,274 SH   DFND 2 0 0 63,274
SEMPRA ENERGY COM 816851109 15,777 138,239 SH   DFND 3 138,239 0 0
SEMPRA ENERGY COM 816851109 1,447 12,682 SH   DFND 6 12,682 0 0
SEMPRA ENERGY COM 816851109 13,635 119,470 SH   DFND 7 119,470 0 0
SEMTECH CORP COM 816850101 300,481 8,002,170 SH   DFND 1,5 0 0 8,002,170
SEMTECH CORP COM 816850101 29,750 792,268 SH   DFND 1,9 0 0 792,268
SEMTECH CORP COM 816850101 4,055 108,000 SH   DFND 6 108,000 0 0
SEMTECH CORP COM 816850101 2,174 57,900 SH   DFND 7 57,900 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 70,088 3,585,039 SH   DFND 1,5 7,839 0 3,577,200
SENIOR HSG PPTYS TR SH BEN INT 81721M109 2,003 102,460 SH   DFND 7 102,460 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 360,022 7,489,527 SH   DFND 1,5 0 0 7,489,527
SENSIENT TECHNOLOGIES CORP COM 81725T100 22,368 290,800 SH   DFND 1,5 0 0 290,800
SERES THERAPEUTICS INC COM 81750R102 97,437 6,074,596 SH   DFND 1,5 798,427 0 5,276,169
SERITAGE GROWTH PPTYS CL A 81752R100 2,701 58,632 SH   DFND 1,5 0 0 58,632
SERVICE CORP INTL COM 817565104 241,598 7,002,836 SH   DFND 1,5 52,748 0 6,950,088
SERVICE CORP INTL COM 817565104 66,781 1,935,674 SH   DFND 6 1,890,474 0 45,200
SERVICE CORP INTL COM 817565104 25,362 735,130 SH   DFND 7 689,130 0 46,000
SERVICE CORP INTL COM 817565104 112,701 3,266,700 SH   DFND 11 3,266,700 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 393,128 8,412,747 SH   DFND 1,5 60,025 0 8,352,722
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 94,737 2,027,321 SH   DFND 6 1,995,521 0 31,800
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 22,875 489,512 SH   DFND 7 415,212 0 74,300
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 99,632 2,132,077 SH   DFND 11 2,132,077 0 0
SERVICENOW INC COM 81762P102 128,727 1,095,272 SH   DFND 1,5 133,900 0 961,372
SERVICENOW INC COM 81762P102 9,274 78,906 SH   DFND 3 78,906 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 32,051 825,000 SH   DFND 1,5 600 0 824,400
SERVOTRONICS INC COM 817732100 1,680 196,012 SH   DFND 1,5 22,800 0 173,212
SHAKE SHACK INC CL A 819047101 102,951 3,098,149 SH   DFND 1,5 419,830 0 2,678,319
SHAKE SHACK INC CL A 819047101 624 18,763 SH   DFND 3 18,763 0 0
SHAKE SHACK INC CL A 819047101 2,987 89,900 SH   DFND 6 89,900 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 470 20,403 SH   DFND 6 20,403 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 1,515 65,818 SH   DFND 7 65,818 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 29,939 1,300,700 SH   DFND 11 1,163,600 0 137,100
SHENANDOAH TELECOMMUNICATION COM 82312B106 13,089 351,856 SH   DFND 1,5 0 0 351,856
SHERWIN WILLIAMS CO COM 824348106 216 604 SH   DFND 1 604 0 0
SHERWIN WILLIAMS CO COM 824348106 1,450,194 4,050,369 SH   DFND 1,5 234,861 0 3,815,508
SHERWIN WILLIAMS CO COM 824348106 7,417 20,715 SH   DFND 2 0 0 20,715
SHERWIN WILLIAMS CO COM 824348106 23,321 65,134 SH   DFND 3 65,134 0 0
SHERWIN WILLIAMS CO COM 824348106 584 1,631 SH   DFND 6 1,631 0 0
SHERWIN WILLIAMS CO COM 824348106 15,432 43,100 SH   DFND 7 43,100 0 0
SHERWIN WILLIAMS CO COM 824348106 8,235 23,000 SH   DFND 11 23,000 0 0
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 2,362 53,311 SH   DFND 1,5 4,590 0 48,721
SHIP FINANCE INTERNATIONAL L NOTE 3.250% 2/0 G81075AE6 4,719 4,310,000 PRN   DFND 1 0 0 0
SHIP FINANCE INTERNATIONAL L NOTE 3.250% 2/0 G81075AE6 7,884 7,200,000 PRN   DFND 1,5 0 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 218 15,007 SH   DFND 1,5 5,000 0 10,007
SHIRE PLC SPONSORED ADR 82481R106 330,057 2,155,261 SH   DFND 1,5 21 0 2,155,240
SHIRE PLC SPONSORED ADR 82481R106 1,303 8,511 SH   DFND 3 8,511 0 0
SHIRE PLC SPONSORED ADR 82481R106 11,114 72,574 SH   DFND 6 64,674 0 7,900
SHIRE PLC SPONSORED ADR 82481R106 13,586 88,718 SH   DFND 7 88,718 0 0
SHOPIFY INC CL A 82509L107 964,266 8,290,804 SH   DFND 1,5 2,114,605 0 6,176,199
SHOPIFY INC CL A 82509L107 18,692 160,691 SH   DFND 1,9 0 0 160,691
SHOPIFY INC CL A 82509L107 2,176 18,710 SH   DFND 6 18,710 0 0
SHOPIFY INC CL A 82509L107 11,255 96,770 SH   DFND 7 88,020 0 8,750
SHOPIFY INC CL A 82509L107 491,227 4,223,600 SH   DFND 11 3,679,400 0 544,200
SHUTTERSTOCK INC COM 825690100 45,328 1,361,613 SH   DFND 1,5 22,253 0 1,339,360
SIBANYE STILLWATER SPONSORED ADR 825724206 6,965 1,561,706 SH   DFND 1,5 0 0 1,561,706
SIENNA BIOPHARMACEUTICALS IN COM 82622H108 66,250 3,079,684 SH   DFND 1,5 773,113 0 2,306,571
SIERRA BANCORP COM 82620P102 2,829 104,200 SH   DFND 6 104,200 0 0
SIERRA BANCORP COM 82620P102 1,184 43,600 SH   DFND 7 43,600 0 0
SIERRA ONCOLOGY INC COM 82640U107 265 170,900 SH   DFND 1,5 9,800 0 161,100
SIFCO INDS INC COM 826546103 491 86,203 SH   DFND 1,5 50,178 0 36,025
SIGMATRON INTL INC COM 82661L101 2,415 288,196 SH   DFND 1,5 32,699 0 255,497
SIGNATURE BK NEW YORK N Y COM 82669G104 100,126 781,993 SH   DFND 1,5 33,250 0 748,743
SIGNATURE BK NEW YORK N Y COM 82669G104 1,152 9,000 SH   DFND 6 9,000 0 0
SIGNET JEWELERS LIMITED SHS G81276100 54,373 817,031 SH   DFND 1,5 51 0 816,980
SIGNET JEWELERS LIMITED SHS G81276100 1,014 15,237 SH   DFND 2 0 0 15,237
SIGNET JEWELERS LIMITED SHS G81276100 2,923 43,917 SH   DFND 3 43,917 0 0
SILGAN HOLDINGS INC COM 827048109 350,610 11,913,367 SH   DFND 1,5 167,832 0 11,745,535
SILGAN HOLDINGS INC COM 827048109 6,628 225,204 SH   DFND 6 225,204 0 0
SILGAN HOLDINGS INC COM 827048109 436 14,800 SH   DFND 7 14,800 0 0
SILICON LABORATORIES INC COM 826919102 490,389 6,137,533 SH   DFND 1,5 1,819,100 0 4,318,433
SILICON LABORATORIES INC COM 826919102 18,800 235,300 SH   DFND 1,9 0 0 235,300
SILICON LABORATORIES INC COM 826919102 735 9,200 SH   DFND 7 9,200 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 35,927 748,016 SH   DFND 1,5 105,336 0 642,680
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 40,856 850,645 SH   DFND 1,9 0 0 850,645
SIMON PPTY GROUP INC NEW COM 828806109 498,728 3,097,500 SH   DFND 1 3,097,500 0 0
SIMON PPTY GROUP INC NEW COM 828806109 504,592 3,133,919 SH   DFND 1,5 103,788 0 3,030,131
SIMON PPTY GROUP INC NEW COM 828806109 12,612 78,333 SH   DFND 2 0 0 78,333
SIMON PPTY GROUP INC NEW COM 828806109 17,067 105,998 SH   DFND 3 105,998 0 0
SIMON PPTY GROUP INC NEW COM 828806109 38,837 241,207 SH   DFND 6 241,207 0 0
SIMON PPTY GROUP INC NEW COM 828806109 16,984 105,482 SH   DFND 7 25,913 0 79,569
SIMON PPTY GROUP INC NEW COM 828806109 15,742 97,770 SH   DFND 11 97,770 0 0
SIMPLY GOOD FOODS CO COM 82900L102 92,277 7,880,179 SH   DFND 1,5 227,900 0 7,652,279
SIMPLY GOOD FOODS CO COM 82900L102 543 46,400 SH   DFND 6 46,400 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 31,278 637,800 SH   DFND 1,5 300 0 637,500
SINA CORP ORD G81477104 41,166 359,057 SH   DFND 1,5 51,900 0 307,157
SINA CORP ORD G81477104 52,888 461,300 SH   DFND 11 461,300 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 187,009 5,834,927 SH   DFND 1,5 0 0 5,834,927
SINCLAIR BROADCAST GROUP INC CL A 829226109 1,054 32,900 SH   DFND 6 32,900 0 0
SIRIUS XM HLDGS INC COM 82968B103 150 27,253 SH   DFND 1 27,253 0 0
SIRIUS XM HLDGS INC COM 82968B103 307,109 55,635,619 SH   DFND 1,5 4,022,633 0 51,612,986
SIRIUS XM HLDGS INC COM 82968B103 280 50,652 SH   DFND 3 50,652 0 0
SIRIUS XM HLDGS INC COM 82968B103 1,203 217,900 SH   DFND 7 217,900 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 66,328 1,141,624 SH   DFND 1,5 600 0 1,141,024
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 67,671 1,164,726 SH   DFND 11 1,164,726 0 0
SKECHERS U S A INC CL A 830566105 489,941 19,527,327 SH   DFND 1,5 5,246,847 0 14,280,480
SKECHERS U S A INC CL A 830566105 11,201 446,435 SH   DFND 6 446,435 0 0
SKECHERS U S A INC CL A 830566105 2,738 109,114 SH   DFND 7 109,114 0 0
SKYWEST INC COM 830879102 51,242 1,167,241 SH   DFND 1,5 0 0 1,167,241
SKYWORKS SOLUTIONS INC COM 83088M102 454 4,460 SH   DFND 1 4,460 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 399,015 3,915,753 SH   DFND 1,5 71,890 0 3,843,863
SKYWORKS SOLUTIONS INC COM 83088M102 4,718 46,303 SH   DFND 2 0 0 46,303
SKYWORKS SOLUTIONS INC COM 83088M102 3,993 39,189 SH   DFND 3 39,189 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 2,609 25,600 SH   DFND 7 25,600 0 0
SL GREEN RLTY CORP COM 78440X101 177,699 1,753,835 SH   DFND 1 1,753,835 0 0
SL GREEN RLTY CORP COM 78440X101 212,107 2,093,436 SH   DFND 1,5 72,076 0 2,021,360
SL GREEN RLTY CORP COM 78440X101 2,527 24,941 SH   DFND 2 0 0 24,941
SL GREEN RLTY CORP COM 78440X101 4,103 40,496 SH   DFND 3 40,496 0 0
SL GREEN RLTY CORP COM 78440X101 22,816 225,192 SH   DFND 6 225,192 0 0
SL GREEN RLTY CORP COM 78440X101 7,447 73,500 SH   DFND 7 0 0 73,500
SLM CORP COM 78442P106 128,658 11,216,871 SH   DFND 1,5 0 0 11,216,871
SLM CORP COM 78442P106 147 12,855 SH   DFND 3 12,855 0 0
SLM CORP COM 78442P106 577 50,300 SH   DFND 7 50,300 0 0
SM ENERGY CO COM 78454L100 45,240 2,550,148 SH   DFND 1,5 79,190 0 2,470,958
SM ENERGY CO NOTE 1.500% 7/0 78454LAM2 10,396 11,150,000 PRN   DFND 1,5 0 0 0
SM ENERGY CO COM 78454L100 624 35,200 SH   DFND 6 35,200 0 0
SMART SAND INC COM 83191H107 14,869 2,193,132 SH   DFND 1,5 0 0 2,193,132
SMITH A O COM 831865209 365,983 6,158,217 SH   DFND 1,5 248,526 0 5,909,691
SMITH A O COM 831865209 2,193 36,900 SH   DFND 2 0 0 36,900
SMUCKER J M CO COM NEW 832696405 659,615 6,286,238 SH   DFND 1,5 77,102 0 6,209,136
SMUCKER J M CO COM NEW 832696405 3,004 28,625 SH   DFND 2 0 0 28,625
SMUCKER J M CO COM NEW 832696405 30,361 289,342 SH   DFND 3 289,342 0 0
SMUCKER J M CO COM NEW 832696405 11,075 105,549 SH   DFND 6 105,549 0 0
SMUCKER J M CO COM NEW 832696405 2,885 27,498 SH   DFND 7 27,498 0 0
SNAP INC CL A 83304A106 346,204 23,810,478 SH   DFND 1,5 2,981,699 0 20,828,779
SNAP INC CL A 83304A106 35,257 2,424,800 SH   DFND 1,9 0 0 2,424,800
SNAP INC CL A 83304A106 952 65,454 SH   DFND 3 65,454 0 0
SNAP INC CL A 83304A106 3,872 266,306 SH   DFND 6 266,306 0 0
SNAP INC CL A 83304A106 1,349 92,800 SH   DFND 7 92,800 0 0
SNAP ON INC COM 833034101 239,280 1,605,795 SH   DFND 1,5 100 0 1,605,695
SNAP ON INC COM 833034101 2,162 14,512 SH   DFND 2 0 0 14,512
SNAP ON INC COM 833034101 2,628 17,636 SH   DFND 3 17,636 0 0
SNAP ON INC COM 833034101 328 2,200 SH   DFND 6 2,200 0 0
SNAP ON INC COM 833034101 447 3,000 SH   DFND 7 3,000 0 0
SNAP ON INC COM 833034101 125,998 845,570 SH   DFND 11 845,570 0 0
SNYDERS-LANCE INC COM 833551104 11,499 301,500 SH   DFND 1,5 0 0 301,500
SNYDERS-LANCE INC COM 833551104 37,383 980,153 SH   DFND 6 906,500 0 73,653
SNYDERS-LANCE INC COM 833551104 22,071 578,676 SH   DFND 7 510,904 0 67,772
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 78,474 1,409,888 SH   DFND 1,5 40,149 0 1,369,739
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 1,625 29,200 SH   DFND 6 29,200 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 438 7,876 SH   DFND 7 7,876 0 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 139,821 2,104,147 SH   DFND 1,5 125,000 0 1,979,147
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 4,795 72,152 SH   DFND 6 72,152 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 8,930 312,772 SH   DFND 1,5 0 0 312,772
SOLAREDGE TECHNOLOGIES INC COM 83417M104 7,799 273,177 SH   DFND 1,9 0 0 273,177
SONIC AUTOMOTIVE INC CL A 83545G102 25,695 1,259,578 SH   DFND 1,5 146,400 0 1,113,178
SONOCO PRODS CO COM 835495102 24,771 491,001 SH   DFND 1,5 100 0 490,901
SONOCO PRODS CO COM 835495102 2,261 44,818 SH   DFND 3 44,818 0 0
SONUS NETWORKS INC COM NEW 835916503 1,347 176,070 SH   DFND 1,5 0 0 176,070
SONY CORP SPONSORED ADR 835699307 42,748 1,144,835 SH   DFND 1,5 96,825 0 1,048,010
SONY CORP SPONSORED ADR 835699307 19,133 512,400 SH   DFND 1,9 0 0 512,400
SONY CORP SPONSORED ADR 835699307 1,075 28,779 SH   DFND 3 28,779 0 0
SONY CORP SPONSORED ADR 835699307 1,755 47,000 SH   DFND 6 47,000 0 0
SOUTH JERSEY INDS INC COM 838518108 38,471 1,114,125 SH   DFND 1,5 33,241 0 1,080,884
SOUTH JERSEY INDS INC COM 838518108 31,978 926,097 SH   DFND 6 909,745 0 16,352
SOUTH JERSEY INDS INC COM 838518108 13,355 386,774 SH   DFND 7 366,874 0 19,900
SOUTHERN CO COM 842587107 297,484 6,053,800 SH   DFND 1,5 610,480 0 5,443,320
SOUTHERN CO COM 842587107 12,377 251,874 SH   DFND 2 0 0 251,874
SOUTHERN CO COM 842587107 78,513 1,597,750 SH   DFND 3 1,597,750 0 0
SOUTHERN COPPER CORP COM 84265V105 322 8,111 SH   DFND 3 8,111 0 0
SOUTHWEST AIRLS CO COM 844741108 1,673,472 29,894,100 SH   DFND 1,5 3,456,691 0 26,437,409
SOUTHWEST AIRLS CO COM 844741108 7,769 138,775 SH   DFND 2 0 0 138,775
SOUTHWEST AIRLS CO COM 844741108 15,843 283,014 SH   DFND 3 283,014 0 0
SOUTHWEST AIRLS CO COM 844741108 9,925 177,298 SH   DFND 6 177,298 0 0
SOUTHWEST AIRLS CO COM 844741108 285 5,100 SH   DFND 11 5,100 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 65,496 843,800 SH   DFND 1,5 0 0 843,800
SOUTHWEST GAS HOLDINGS INC COM 844895102 1,655 21,318 SH   DFND 6 21,318 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 2,870 36,975 SH   DFND 7 29,275 0 7,700
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 7,715 541,400 SH   DFND 1 541,400 0 0
SOUTHWESTERN ENERGY CO COM 845467109 1,190 194,834 SH   DFND 1 194,834 0 0
SOUTHWESTERN ENERGY CO COM 845467109 169,690 27,772,543 SH   DFND 1,5 696,103 0 27,076,440
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 33,904 2,379,200 SH   DFND 1,5 1,418,900 0 960,300
SOUTHWESTERN ENERGY CO COM 845467109 200 32,811 SH   DFND 6 32,811 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 1,367 95,900 SH   DFND 6 95,900 0 0
SOUTHWESTERN ENERGY CO COM 845467109 621 101,600 SH   DFND 7 101,600 0 0
SP PLUS CORP COM 78469C103 17,781 450,141 SH   DFND 11 450,141 0 0
SPARK THERAPEUTICS INC COM 84652J103 267 3,000 SH   DFND 1 3,000 0 0
SPARK THERAPEUTICS INC COM 84652J103 473,004 5,305,117 SH   DFND 1,5 291,435 0 5,013,682
SPARK THERAPEUTICS INC COM 84652J103 2,853 32,000 SH   DFND 6 32,000 0 0
SPARK THERAPEUTICS INC COM 84652J103 2,996 33,600 SH   DFND 7 33,600 0 0
SPARTON CORP COM 847235108 6,399 275,693 SH   DFND 1,5 0 0 275,693
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 3,528 15,763 SH   DFND 3 15,763 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 2,188 18,000 SH   DFND 1,5 18,000 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 792 6,513 SH   DFND 3 6,513 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 823,534 6,773,600 SH   DFND 11 6,773,600 0 0
SPDR INDEX SHS FDS GLB NAT RESRCE 78463X541 102,312 2,225,626 SH   DFND 3 2,225,626 0 0
SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 45,139 1,176,098 SH   DFND 3 1,176,098 0 0
SPDR INDEX SHS FDS S&P CHINA ETF 78463X400 118,083 1,151,916 SH   DFND 3 1,151,916 0 0
SPDR INDEX SHS FDS GLB NAT RESRCE 78463X541 68,234 1,484,324 SH   DFND 7 1,484,324 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 10,894 43,361 SH   DFND 1,5 43,361 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,353,601 5,387,896 SH   DFND 3 5,387,896 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 10,367 41,265 SH   DFND 6 337 0 40,928
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,724 6,862 SH   DFND 7 6,862 0 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 3,671 11,251 SH   DFND 3 11,251 0 0
SPDR SER TR NUVEEN BRC MUNIC 78468R721 86,766 1,773,991 SH   DFND 3 1,773,991 0 0
SPDR SERIES TRUST S&P REGL BKG 78464A698 4,074 71,775 SH   DFND 1,5 0 0 71,775
SPDR SERIES TRUST S&P INS ETF 78464A789 278 3,091 SH   DFND 1,5 78 0 3,013
SPDR SERIES TRUST BLOMBERG INTL TR 78464A516 6,853 243,960 SH   DFND 1,5 0 0 243,960
SPDR SERIES TRUST S&P METALS MNG 78464A755 616 19,145 SH   DFND 1,5 19,145 0 0
SPDR SERIES TRUST CITI INT GVT ETF 78464A490 9,473 165,286 SH   DFND 1,5 0 0 165,286
SPDR SERIES TRUST S&P DIVID ETF 78464A763 5,094 55,773 SH   DFND 3 55,773 0 0
SPDR SERIES TRUST BLMBRG BRC CNVRT 78464A359 139,085 2,723,422 SH   DFND 3 2,723,422 0 0
SPDR SERIES TRUST S&P BK ETF 78464A797 330 7,350 SH   DFND 3 7,350 0 0
SPDR SERIES TRUST S&P BIOTECH 78464A870 1,259 14,545 SH   DFND 3 14,545 0 0
SPDR SERIES TRUST NUV HGHYLD MUN 78464A284 22,226 389,252 SH   DFND 3 389,252 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 663 17,765 SH   DFND 6 0 0 17,765
SPDR SERIES TRUST S&P INS ETF 78464A789 3,692 41,026 SH   DFND 7 41,026 0 0
SPDR SERIES TRUST S&P BIOTECH 78464A870 13,738 158,697 SH   DFND 7 158,697 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 254 2,400 SH   DFND 1 2,400 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 211,535 1,997,123 SH   DFND 1,5 8,045 0 1,989,078
SPECTRUM BRANDS HLDGS INC COM 84763R101 2,202 20,789 SH   DFND 6 20,789 0 0
SPECTRUM PHARMACEUTICALS INC NOTE 2.750%12/1 84763AAB4 14,381 10,150,000 PRN   DFND 1,5 0 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 39,551 2,810,983 SH   DFND 1,5 13,600 0 2,797,383
SPECTRUM PHARMACEUTICALS INC COM 84763A108 6,147 436,866 SH   DFND 6 436,866 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 2,218 157,640 SH   DFND 7 157,640 0 0
SPIRE INC COM 84857L101 64,863 868,900 SH   DFND 1,5 18,300 0 850,600
SPIRE INC COM 84857L101 5,435 72,800 SH   DFND 6 72,800 0 0
SPIRE INC COM 84857L101 358 4,800 SH   DFND 7 4,800 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 89,926 1,157,053 SH   DFND 1,5 25,544 0 1,131,509
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1,585 20,400 SH   DFND 7 20,400 0 0
SPIRIT AIRLS INC COM 848577102 95,164 2,848,358 SH   DFND 1,5 4,800 0 2,843,558
SPIRIT RLTY CAP INC NEW COM 84860W102 94,249 10,997,500 SH   DFND 1 10,997,500 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 131,388 15,331,183 SH   DFND 1,5 443,337 0 14,887,846
SPIRIT RLTY CAP INC NEW COM 84860W102 16,555 1,931,721 SH   DFND 3 1,931,721 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 19,776 2,307,550 SH   DFND 6 2,307,550 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 9,757 1,138,500 SH   DFND 7 712,900 0 425,600
SPLUNK INC COM 848637104 1,794 27,000 SH   DFND 1,5 0 0 27,000
SPLUNK INC COM 848637104 3,194 48,078 SH   DFND 3 48,078 0 0
SPRINT CORP COM SER 1 85207U105 28,891 3,713,437 SH   DFND 1,5 70 0 3,713,367
SPROUTS FMRS MKT INC COM 85208M102 11,657 621,054 SH   DFND 1,5 90 0 620,964
SPS COMM INC COM 78463M107 19,230 339,100 SH   DFND 1,5 0 0 339,100
SPX FLOW INC COM 78469X107 72,923 1,891,157 SH   DFND 1,5 500 0 1,890,657
SQUARE INC CL A 852234103 407 14,112 SH   DFND 1 14,112 0 0
SQUARE INC CL A 852234103 546,847 18,981,158 SH   DFND 1,5 2,848,359 0 16,132,799
SQUARE INC CL A 852234103 697 24,200 SH   DFND 6 24,200 0 0
SQUARE INC CL A 852234103 1,268 44,000 SH   DFND 7 44,000 0 0
SQUARE INC CL A 852234103 113,184 3,928,643 SH   DFND 11 3,928,643 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 25,471 634,400 SH   DFND 1,5 40,900 0 593,500
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 23,651 589,066 SH   DFND 1,9 0 0 589,066
SSGA ACTIVE ETF TR BLKSTN GSOSRLN 78467V608 631 13,300 SH   DFND 1,5 13,300 0 0
SSR MNG INC COM 784730103 14,044 1,323,700 SH   DFND 1,5 0 0 1,323,700
STAG INDL INC COM 85254J102 1,077 39,200 SH   DFND 6 39,200 0 0
STAG INDL INC COM 85254J102 1,085 39,500 SH   DFND 7 0 0 39,500
STAMPS COM INC COM NEW 852857200 603 2,977 SH   DFND 1 2,977 0 0
STAMPS COM INC COM NEW 852857200 451,072 2,225,865 SH   DFND 1,5 10,870 0 2,214,995
STAMPS COM INC COM NEW 852857200 215 1,063 SH   DFND 3 1,063 0 0
STAMPS COM INC COM NEW 852857200 1,621 8,000 SH   DFND 6 8,000 0 0
STANDARD MTR PRODS INC COM 853666105 101,288 2,099,241 SH   DFND 1,5 25 0 2,099,216
STANDEX INTL CORP COM 854231107 43,212 406,889 SH   DFND 1,5 589 0 406,300
STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 6,845 60,000 SH   DFND 1,5 18,000 0 42,000
STANLEY BLACK & DECKER INC COM 854502101 5,827 38,595 SH   DFND 2 0 0 38,595
STANLEY BLACK & DECKER INC COM 854502101 9,326 61,771 SH   DFND 3 61,771 0 0
STANLEY FURNITURE CO INC COM NEW 854305208 380 321,827 SH   DFND 1,5 38,000 0 283,827
STANTEC INC COM 85472N109 86,017 3,099,268 SH   DFND 1,5 368,000 0 2,731,268
STANTEC INC COM 85472N109 10,125 364,827 SH   DFND 6 229,827 0 135,000
STANTEC INC COM 85472N109 7,215 259,960 SH   DFND 7 200,060 0 59,900
STANTEC INC COM 85472N109 56,119 2,022,030 SH   DFND 11 2,022,030 0 0
STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C105 28,151 2,480,264 SH   DFND 1,5 2,346 0 2,477,918
STARBUCKS CORP COM 855244109 1,458,531 27,155,663 SH   DFND 1,5 3,147,772 0 24,007,891
STARBUCKS CORP COM 855244109 19,544 363,872 SH   DFND 2 0 0 363,872
STARBUCKS CORP COM 855244109 30,813 573,693 SH   DFND 3 573,693 0 0
STARBUCKS CORP COM 855244109 21,134 393,481 SH   DFND 6 393,481 0 0
STARBUCKS CORP COM 855244109 59,653 1,110,649 SH   DFND 7 1,110,649 0 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 18,203 18,000,000 PRN   DFND 1,5 0 0 0
STARWOOD PPTY TR INC COM 85571B105 1,153 53,100 SH   DFND 7 53,100 0 0
STATE NATL COS INC COM 85711T305 42,998 2,048,500 SH   DFND 11 2,048,500 0 0
STATE STR CORP COM 857477103 1,296 13,560 SH   DFND 1 13,560 0 0
STATE STR CORP COM 857477103 1,384,629 14,492,658 SH   DFND 1,5 437,001 0 14,055,657
STATE STR CORP COM 857477103 9,004 94,239 SH   DFND 2 0 0 94,239
STATE STR CORP COM 857477103 147,097 1,539,638 SH   DFND 3 1,539,638 0 0
STATE STR CORP COM 857477103 27,439 287,195 SH   DFND 6 287,195 0 0
STATE STR CORP COM 857477103 55,024 575,924 SH   DFND 7 183,183 0 392,741
STEALTHGAS INC SHS Y81669106 8,896 2,687,517 SH   DFND 1,5 0 0 2,687,517
STEEL DYNAMICS INC COM 858119100 279,771 8,116,358 SH   DFND 1,5 21,217 0 8,095,141
STEEL DYNAMICS INC COM 858119100 9,486 275,182 SH   DFND 6 275,182 0 0
STEEL DYNAMICS INC COM 858119100 4,779 138,641 SH   DFND 7 138,641 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 22,222 2,001,941 SH   DFND 1,5 0 0 2,001,941
STERICYCLE INC DEP PFD A 1/10 858912207 39,954 691,840 SH   DFND 1,5 94,754 0 597,086
STERICYCLE INC COM 858912108 112,058 1,564,618 SH   DFND 1,5 57,600 0 1,507,018
STERICYCLE INC COM 858912108 1,540 21,506 SH   DFND 2 0 0 21,506
STERICYCLE INC COM 858912108 307 4,280 SH   DFND 3 4,280 0 0
STERICYCLE INC COM 858912108 1,571 21,938 SH   DFND 6 21,938 0 0
STERIS PLC SHS USD G84720104 232,301 2,627,837 SH   DFND 1,5 52,637 0 2,575,200
STERIS PLC SHS USD G84720104 12,213 138,160 SH   DFND 6 138,160 0 0
STERIS PLC SHS USD G84720104 3,514 39,755 SH   DFND 7 39,755 0 0
STERIS PLC SHS USD G84720104 47,824 541,000 SH   DFND 11 541,000 0 0
STERLING CONSTRUCTION CO INC COM 859241101 8,982 589,733 SH   DFND 1,5 80,000 0 509,733
STEWART INFORMATION SVCS COR COM 860372101 11,239 297,636 SH   DFND 1,5 57,119 0 240,517
STIFEL FINL CORP COM 860630102 54,656 1,022,363 SH   DFND 1,5 0 0 1,022,363
STMICROELECTRONICS N V NY REGISTRY 861012102 606 31,200 SH   DFND 1,5 0 0 31,200
STOCK YDS BANCORP INC COM 861025104 53,969 1,420,249 SH   DFND 1,5 353 0 1,419,896
STONERIDGE INC COM 86183P102 458 23,140 SH   DFND 1,5 0 0 23,140
STORE CAP CORP COM 862121100 542,679 21,820,611 SH   DFND 1,5 24,700 0 21,795,911
STORE CAP CORP COM 862121100 18,404 740,000 SH   DFND 6 740,000 0 0
STORE CAP CORP COM 862121100 10,985 441,700 SH   DFND 7 441,700 0 0
STORE CAP CORP COM 862121100 1,156 46,500 SH   DFND 11 46,500 0 0
STRAIGHT PATH COMMUNICATNS I CL B 862578101 1,662 9,200 SH   DFND 1,5 0 0 9,200
STRATTEC SEC CORP COM 863111100 17,907 437,823 SH   DFND 1,5 116,200 0 321,623
STRAYER ED INC COM 863236105 46,031 527,451 SH   DFND 1,5 0 0 527,451
STRYKER CORP COM 863667101 370,342 2,607,673 SH   DFND 1,5 211,351 0 2,396,322
STRYKER CORP COM 863667101 11,513 81,069 SH   DFND 2 0 0 81,069
STRYKER CORP COM 863667101 23,220 163,496 SH   DFND 3 163,496 0 0
STRYKER CORP COM 863667101 1,830 12,888 SH   DFND 6 12,888 0 0
STRYKER CORP COM 863667101 4,413 31,072 SH   DFND 7 31,072 0 0
SUMMIT MATLS INC CL A 86614U100 131,758 4,113,574 SH   DFND 1,5 36,500 0 4,077,074
SUMMIT MATLS INC CL A 86614U100 206 6,428 SH   DFND 3 6,428 0 0
SUMMIT MATLS INC CL A 86614U100 3,264 101,900 SH   DFND 6 101,900 0 0
SUN CMNTYS INC COM 866674104 187,786 2,191,709 SH   DFND 1 2,191,709 0 0
SUN CMNTYS INC COM 866674104 117,063 1,366,278 SH   DFND 1,5 52,387 0 1,313,891
SUN CMNTYS INC COM 866674104 18,550 216,505 SH   DFND 6 216,505 0 0
SUN CMNTYS INC COM 866674104 9,532 111,250 SH   DFND 7 111,250 0 0
SUN LIFE FINL INC COM 866796105 14,055 352,941 SH   DFND 6 216,241 0 136,700
SUN LIFE FINL INC COM 866796105 11,346 284,906 SH   DFND 7 227,606 0 57,300
SUN LIFE FINL INC COM 866796105 316,197 7,939,930 SH   DFND 11 5,999,830 0 1,940,100
SUNCOR ENERGY INC NEW COM 867224107 2,081,202 59,383,032 SH   DFND 1,5 2,351,483 0 57,031,549
SUNCOR ENERGY INC NEW COM 867224107 25,619 731,000 SH   DFND 1,10 15,400 0 715,600
SUNCOR ENERGY INC NEW COM 867224107 157,641 4,497,980 SH   DFND 3 4,497,980 0 0
SUNCOR ENERGY INC NEW COM 867224107 58,041 1,656,080 SH   DFND 6 1,333,664 0 322,416
SUNCOR ENERGY INC NEW COM 867224107 93,963 2,681,063 SH   DFND 7 1,388,604 0 1,292,459
SUNCOR ENERGY INC NEW COM 867224107 1,250,666 35,685,299 SH   DFND 11 30,377,649 0 5,307,650
SUNCOR ENERGY INC NEW COM 867224107 305 8,701 SH   DFND   8,701 0 0
SUNOPTA INC COM 8676EP108 7,206 828,273 SH   DFND 1,5 166,108 0 662,165
SUNOPTA INC COM 8676EP108 14,716 1,691,500 SH   DFND 6 1,499,600 0 191,900
SUNOPTA INC COM 8676EP108 9,334 1,072,850 SH   DFND 7 995,050 0 77,800
SUNRUN INC COM 86771W105 88,380 15,924,255 SH   DFND 1,5 0 0 15,924,255
SUNSTONE HOTEL INVS INC NEW COM 867892101 76,163 4,739,447 SH   DFND 1,5 173,442 0 4,566,005
SUNSTONE HOTEL INVS INC NEW COM 867892101 16,747 1,042,153 SH   DFND 6 1,042,153 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 5,396 335,800 SH   DFND 7 4,700 0 331,100
SUNTRUST BKS INC COM 867914103 591 9,887 SH   DFND 1 9,887 0 0
SUNTRUST BKS INC COM 867914103 1,591,800 26,632,095 SH   DFND 1,5 784,511 0 25,847,584
SUNTRUST BKS INC COM 867914103 7,229 120,947 SH   DFND 2 0 0 120,947
SUNTRUST BKS INC COM 867914103 114,731 1,919,543 SH   DFND 3 1,919,543 0 0
SUNTRUST BKS INC COM 867914103 27,983 468,180 SH   DFND 6 468,180 0 0
SUNTRUST BKS INC COM 867914103 5,828 97,500 SH   DFND 7 97,500 0 0
SUPER MICRO COMPUTER INC COM 86800U104 100,449 4,545,198 SH   DFND 1,5 37,920 0 4,507,278
SUPER MICRO COMPUTER INC COM 86800U104 28,020 1,267,852 SH   DFND 6 1,267,852 0 0
SUPER MICRO COMPUTER INC COM 86800U104 6,764 306,080 SH   DFND 7 306,080 0 0
SUPERIOR DRILLING PRODS INC COM 868153107 1,928 2,409,569 SH   DFND 1,5 0 0 2,409,569
SUPERIOR ENERGY SVCS INC COM 868157108 6,523 610,812 SH   DFND 1,5 612 0 610,200
SUPERNUS PHARMACEUTICALS INC COM 868459108 2,636 65,900 SH   DFND 1,5 0 0 65,900
SUPERVALU INC COM NEW 868536301 236 10,831 SH   DFND 1,5 10,831 0 0
SURGERY PARTNERS INC COM 86881A100 6,349 613,400 SH   DFND 1,5 0 0 613,400
SVB FINL GROUP COM 78486Q101 30,230 161,579 SH   DFND 1,5 979 0 160,600
SYMANTEC CORP COM 871503108 230,939 7,038,673 SH   DFND 1,5 549,000 0 6,489,673
SYMANTEC CORP COM 871503108 5,081 154,869 SH   DFND 2 0 0 154,869
SYMANTEC CORP COM 871503108 1,694 51,633 SH   DFND 3 51,633 0 0
SYNAPTICS INC COM 87157D109 19,175 489,400 SH   DFND 1,5 0 0 489,400
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 3,343 358,300 SH   DFND 1,5 0 0 358,300
SYNCHRONY FINL COM 87165B103 1,187,664 38,250,060 SH   DFND 1,5 1,463,857 0 36,786,203
SYNCHRONY FINL COM 87165B103 5,850 188,403 SH   DFND 2 0 0 188,403
SYNCHRONY FINL COM 87165B103 6,271 201,972 SH   DFND 3 201,972 0 0
SYNCHRONY FINL COM 87165B103 7,915 254,900 SH   DFND 6 254,900 0 0
SYNCHRONY FINL COM 87165B103 10,799 347,800 SH   DFND 7 347,800 0 0
SYNDAX PHARMACEUTICALS INC COM 87164F105 12,841 1,097,551 SH   DFND 1,5 0 0 1,097,551
SYNLOGIC INC COM 87166L100 362 19,027 SH   DFND 1,5 0 0 19,027
SYNNEX CORP COM 87162W100 724,231 5,724,690 SH   DFND 1,5 381,212 0 5,343,478
SYNNEX CORP COM 87162W100 7,679 60,700 SH   DFND 6 60,700 0 0
SYNNEX CORP COM 87162W100 506 4,000 SH   DFND 7 4,000 0 0
SYNOPSYS INC COM 871607107 22,038 273,667 SH   DFND 1,5 3,216 0 270,451
SYNOPSYS INC COM 871607107 3,049 37,862 SH   DFND 2 0 0 37,862
SYNOPSYS INC COM 871607107 615 7,633 SH   DFND 3 7,633 0 0
SYNOVUS FINL CORP COM NEW 87161C501 62,338 1,353,406 SH   DFND 1,5 0 0 1,353,406
SYNOVUS FINL CORP COM NEW 87161C501 1,729 37,542 SH   DFND 6 37,542 0 0
SYNOVUS FINL CORP COM NEW 87161C501 4,337 94,155 SH   DFND 7 59,027 0 35,128
SYNTEL INC COM 87162H103 931 47,387 SH   DFND 1,5 0 0 47,387
SYNTEL INC COM 87162H103 16,428 836,048 SH   DFND 11 836,048 0 0
SYROS PHARMACEUTICALS INC COM 87184Q107 57,983 3,939,030 SH   DFND 1,5 661,132 0 3,277,898
SYSCO CORP COM 871829107 167,285 3,100,743 SH   DFND 1,5 150,099 0 2,950,644
SYSCO CORP COM 871829107 6,603 122,387 SH   DFND 2 0 0 122,387
SYSCO CORP COM 871829107 14,649 271,526 SH   DFND 3 271,526 0 0
SYSCO CORP COM 871829107 6,570 121,774 SH   DFND 6 121,774 0 0
SYSCO CORP COM 871829107 4,847 89,834 SH   DFND 7 89,834 0 0
SYSCO CORP COM 871829107 32,424 601,000 SH   DFND 11 601,000 0 0
T MOBILE US INC COM 872590104 974 15,800 SH   DFND 1 15,800 0 0
T MOBILE US INC CONV PFD SER A 872590203 75,432 755,985 SH   DFND 1,5 223,300 0 532,685
T MOBILE US INC COM 872590104 1,746,014 28,316,802 SH   DFND 1,5 2,776,071 0 25,540,731
T MOBILE US INC COM 872590104 453 7,349 SH   DFND 3 7,349 0 0
T MOBILE US INC COM 872590104 12,086 196,014 SH   DFND 6 196,014 0 0
T MOBILE US INC CONV PFD SER A 872590203 1,467 14,700 SH   DFND 6 0 0 14,700
T MOBILE US INC COM 872590104 28,952 469,542 SH   DFND 7 319,442 0 150,100
TABLEAU SOFTWARE INC CL A 87336U105 39,015 520,964 SH   DFND 1,5 564 0 520,400
TABLEAU SOFTWARE INC CL A 87336U105 102,770 1,372,278 SH   DFND 1,9 272 0 1,372,006
TABLEAU SOFTWARE INC CL A 87336U105 3,325 44,400 SH   DFND 7 44,400 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 13,154 425,000 SH   DFND 1,5 0 0 425,000
TAHOE RES INC COM 873868103 24,980 4,751,338 SH   DFND 1,5 0 0 4,751,338
TAHOE RES INC COM 873868103 4,793 911,584 SH   DFND 6 376,484 0 535,100
TAHOE RES INC COM 873868103 4,556 866,644 SH   DFND 7 725,244 0 141,400
TAHOE RES INC COM 873868103 1,218 231,700 SH   DFND 11 231,700 0 0
TAHOE RES INC COM 873868103 5,085 967,200 SH   DFND   967,200 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 1,012,678 26,968,786 SH   DFND 1,5 3,799,894 0 23,168,892
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 14,013 373,175 SH   DFND 1,9 15,352 0 357,823
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 33,913 903,131 SH   DFND 3 903,131 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 14,081 375,000 SH   DFND 11 375,000 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 132,859 1,299,612 SH   DFND 1,5 4,000 0 1,295,612
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 7,590 1,600,000 PRN   DFND 1,5 0 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 76,352 746,865 SH   DFND 1,9 0 0 746,865
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 264 2,587 SH   DFND 3 2,587 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 44,023 430,623 SH   DFND 6 430,623 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 16,667 163,031 SH   DFND 7 138,931 0 24,100
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 183,590 1,795,855 SH   DFND 11 1,795,855 0 0
TAL ED GROUP SPONSORED ADS 874080104 136,780 4,057,542 SH   DFND 1,9 0 0 4,057,542
TALEND S A ADS 874224207 3,039 74,228 SH   DFND 1,5 1,400 0 72,828
TARGET CORP COM 87612E106 256,646 4,349,203 SH   DFND 1,5 266,777 0 4,082,426
TARGET CORP COM 87612E106 8,122 137,642 SH   DFND 2 0 0 137,642
TARGET CORP COM 87612E106 63,786 1,080,934 SH   DFND 3 1,080,934 0 0
TARGET CORP COM 87612E106 4,003 67,841 SH   DFND 6 67,841 0 0
TARGET CORP COM 87612E106 7,782 131,884 SH   DFND 7 0 0 131,884
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 56,237 499,042 SH   DFND 1,5 148,726 0 350,316
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 1,578 14,000 SH   DFND 7 14,000 0 0
TASEKO MINES LTD COM 876511106 14,613 7,792,219 SH   DFND 11 7,792,219 0 0
TATA MTRS LTD SPONSORED ADR 876568502 275 8,800 SH   DFND   8,800 0 0
TAUBMAN CTRS INC COM 876664103 41,705 839,142 SH   DFND 1,5 24,900 0 814,242
TAUBMAN CTRS INC COM 876664103 7,223 145,326 SH   DFND 6 145,326 0 0
TAUBMAN CTRS INC COM 876664103 2,964 59,634 SH   DFND 7 11,900 0 47,734
TAYLOR MORRISON HOME CORP CL A 87724P106 102,896 4,666,502 SH   DFND 1,5 165,400 0 4,501,102
TAYLOR MORRISON HOME CORP CL A 87724P106 2,653 120,310 SH   DFND 6 120,310 0 0
TAYLOR MORRISON HOME CORP CL A 87724P106 1,787 81,043 SH   DFND 7 81,043 0 0
TCF FINL CORP COM 872275102 42,908 2,518,078 SH   DFND 1,5 0 0 2,518,078
TCF FINL CORP COM 872275102 28,448 1,669,500 SH   DFND 6 1,616,200 0 53,300
TCF FINL CORP COM 872275102 2,144 125,828 SH   DFND 7 125,828 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 922 18,900 SH   DFND 1 18,900 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 546,790 11,204,717 SH   DFND 1,5 208,900 0 10,995,817
TD AMERITRADE HLDG CORP COM 87236Y108 3,844 78,768 SH   DFND 6 78,768 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 952 19,500 SH   DFND 7 19,500 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 4,294 88,000 SH   DFND 11 88,000 0 0
TE CONNECTIVITY LTD REG SHS H84989104 388,724 4,680,042 SH   DFND 1,5 231,963 0 4,448,079
TE CONNECTIVITY LTD REG SHS H84989104 7,397 89,055 SH   DFND 2 0 0 89,055
TE CONNECTIVITY LTD REG SHS H84989104 32,130 386,825 SH   DFND 3 386,825 0 0
TE CONNECTIVITY LTD REG SHS H84989104 6,322 76,108 SH   DFND 6 76,108 0 0
TEAM INC COM 878155100 4,853 363,519 SH   DFND 6 312,519 0 51,000
TEAM INC COM 878155100 3,033 227,157 SH   DFND 7 194,257 0 32,900
TECH DATA CORP COM 878237106 350,877 3,949,093 SH   DFND 1,5 143 0 3,948,950
TECH DATA CORP COM 878237106 6,511 73,284 SH   DFND 6 73,284 0 0
TECH DATA CORP COM 878237106 439 4,945 SH   DFND 7 4,945 0 0
TECHNIPFMC PLC COM G87110105 46,953 1,682,140 SH   DFND 1,5 162,900 0 1,519,240
TECHNIPFMC PLC COM G87110105 3,090 110,678 SH   DFND 2 0 0 110,678
TECHNIPFMC PLC COM G87110105 1,262 45,198 SH   DFND 3 45,198 0 0
TECHNIPFMC PLC COM G87110105 674 24,156 SH   DFND 7 24,156 0 0
TECK RESOURCES LTD CL B 878742204 3,608 171,357 SH   DFND 1,5 50,150 0 121,207
TECK RESOURCES LTD CL B 878742204 2,684 127,500 SH   DFND 11 127,500 0 0
TECK RESOURCES LTD CL B 878742204 1,937 92,000 SH   DFND   92,000 0 0
TEEKAY CORPORATION COM Y8564W103 76,853 8,606,106 SH   DFND 1,5 137 0 8,605,969
TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 141,444 7,946,282 SH   DFND 1,5 0 0 7,946,282
TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 194 10,900 SH   DFND 7 10,900 0 0
TEEKAY OFFSHORE PARTNERS L P PARTNERSHIP UN Y8565J101 36,773 15,450,900 SH   DFND 1,5 0 0 15,450,900
TEGNA INC COM 87901J105 38,032 2,853,079 SH   DFND 1,5 157,500 0 2,695,579
TEGNA INC COM 87901J105 229 17,200 SH   DFND 3 17,200 0 0
TEJON RANCH CO COM 879080109 8,314 394,024 SH   DFND 1,5 44,982 0 349,042
TELADOC INC COM 87918A105 276,488 8,340,511 SH   DFND 1,5 246,200 0 8,094,311
TELADOC INC COM 87918A105 583 17,600 SH   DFND 6 17,600 0 0
TELADOC INC COM 87918A105 4,641 140,000 SH   DFND 7 140,000 0 0
TELECOM ARGENTINA S A SPON ADR REP B 879273209 48,251 1,564,570 SH   DFND 1,5 169,682 0 1,394,888
TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y102 239 25,400 SH   DFND 1,5 0 0 25,400
TELEDYNE TECHNOLOGIES INC COM 879360105 418,010 2,626,022 SH   DFND 1,5 44,160 0 2,581,862
TELEFLEX INC COM 879369106 8,992 37,162 SH   DFND 1,5 47 0 37,115
TELEFLEX INC COM 879369106 368 1,519 SH   DFND 3 1,519 0 0
TELEFLEX INC COM 879369106 14,520 60,009 SH   DFND 6 60,009 0 0
TELEFLEX INC COM 879369106 6,235 25,768 SH   DFND 7 25,768 0 0
TELEFONICA S A SPONSORED ADR 879382208 5,138 476,197 SH   DFND 1,5 0 0 476,197
TELEPHONE & DATA SYS INC COM NEW 879433829 39,574 1,418,937 SH   DFND 1,5 0 0 1,418,937
TELIGENT INC NEW COM 87960W104 4,798 715,100 SH   DFND 1,5 0 0 715,100
TELUS CORP COM 87971M103 58,408 1,623,850 SH   DFND 1,5 0 0 1,623,850
TELUS CORP COM 87971M103 7,584 210,844 SH   DFND 6 152,044 0 58,800
TELUS CORP COM 87971M103 25,845 718,530 SH   DFND 7 692,830 0 25,700
TELUS CORP COM 87971M103 688,642 19,145,556 SH   DFND 11 16,578,756 0 2,566,800
TENET HEALTHCARE CORP COM NEW 88033G407 110,656 6,734,971 SH   DFND 1,5 0 0 6,734,971
TENET HEALTHCARE CORP COM NEW 88033G407 986 60,000 SH   DFND 7 60,000 0 0
TENNECO INC COM 880349105 151,164 2,491,577 SH   DFND 1,5 28 0 2,491,549
TENNECO INC COM 880349105 18,709 308,381 SH   DFND 6 308,381 0 0
TENNECO INC COM 880349105 6,768 111,550 SH   DFND 7 111,550 0 0
TERADATA CORP DEL COM 88076W103 534 15,810 SH   DFND 3 15,810 0 0
TERADYNE INC COM 880770102 10,736 287,900 SH   DFND 1,5 0 0 287,900
TERRENO RLTY CORP COM 88146M101 31,934 882,655 SH   DFND 1 882,655 0 0
TERRENO RLTY CORP COM 88146M101 133,078 3,678,215 SH   DFND 1,5 32,974 0 3,645,241
TERRENO RLTY CORP COM 88146M101 6,891 190,469 SH   DFND 6 190,469 0 0
TERRENO RLTY CORP COM 88146M101 2,289 63,280 SH   DFND 7 0 0 63,280
TESARO INC COM 881569107 977,649 7,572,804 SH   DFND 1,5 368,959 0 7,203,845
TESARO INC COM 881569107 48,887 378,679 SH   DFND 6 378,679 0 0
TESARO INC COM 881569107 15,780 122,232 SH   DFND 7 122,232 0 0
TESARO INC COM 881569107 6,726 52,100 SH   DFND 11 52,100 0 0
TESCO CORP COM 88157K101 25,104 4,606,156 SH   DFND 1,5 0 0 4,606,156
TESCO CORP COM 88157K101 89 16,400 SH   DFND 7 16,400 0 0
TESLA INC COM 88160R101 341 1,000 SH   DFND 1 1,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 7,387 6,015,000 PRN   DFND 1,5 0 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 15,700 13,940,000 PRN   DFND 1,5 0 0 0
TESLA INC COM 88160R101 5,948,898 17,440,335 SH   DFND 1,5 2,097,043 0 15,343,292
TESLA INC COM 88160R101 599,503 1,757,559 SH   DFND 1,9 24 0 1,757,535
TESLA INC COM 88160R101 16,967 49,743 SH   DFND 3 49,743 0 0
TESLA INC COM 88160R101 48,192 141,283 SH   DFND 6 141,283 0 0
TESLA INC COM 88160R101 35,474 104,000 SH   DFND 7 94,200 0 9,800
TESLA INC COM 88160R101 8,528 25,000 SH   DFND 11 25,000 0 0
TESSCO TECHNOLOGIES INC COM 872386107 1,228 98,656 SH   DFND 1,5 11,214 0 87,442
TETRA TECHNOLOGIES INC DEL COM 88162F105 35,416 12,383,094 SH   DFND 1,5 0 0 12,383,094
TETRA TECHNOLOGIES INC DEL COM 88162F105 213 74,500 SH   DFND 7 74,500 0 0
TETRAPHASE PHARMACEUTICALS I COM 88165N105 8,802 1,286,834 SH   DFND 1,5 0 0 1,286,834
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 378,809 21,523,267 SH   DFND 1,5 910,987 0 20,612,280
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 40,256 2,287,298 SH   DFND 3 2,287,298 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 6,668 378,869 SH   DFND 6 378,869 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 7,311 415,426 SH   DFND 7 0 0 415,426
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 26,400 1,500,000 SH   DFND 11 1,500,000 0 0
TEXAS INSTRS INC COM 882508104 1,024,596 11,430,117 SH   DFND 1,5 1,728,426 0 9,701,691
TEXAS INSTRS INC COM 882508104 22,365 249,495 SH   DFND 2 0 0 249,495
TEXAS INSTRS INC COM 882508104 55,236 616,197 SH   DFND 3 616,197 0 0
TEXAS PAC LD TR SUB CTF PROP I T 882610108 11,961 29,600 SH   DFND 11 29,600 0 0
TEXAS ROADHOUSE INC COM 882681109 61,308 1,247,629 SH   DFND 1,5 0 0 1,247,629
TEXTRON INC COM 883203101 98,922 1,835,975 SH   DFND 1,5 0 0 1,835,975
TEXTRON INC COM 883203101 3,594 66,709 SH   DFND 2 0 0 66,709
TEXTRON INC COM 883203101 1,891 35,102 SH   DFND 3 35,102 0 0
TFS FINL CORP COM 87240R107 14,406 893,100 SH   DFND 1,5 0 0 893,100
TFS FINL CORP COM 87240R107 13,074 810,560 SH   DFND 6 810,560 0 0
TFS FINL CORP COM 87240R107 5,591 346,602 SH   DFND 7 346,602 0 0
TG THERAPEUTICS INC COM 88322Q108 76,453 6,451,713 SH   DFND 1,5 0 0 6,451,713
THE TRADE DESK INC COM CL A 88339J105 105,093 1,708,548 SH   DFND 1,5 54,804 0 1,653,744
THERAPEUTICSMD INC COM 88338N107 149,414 28,244,540 SH   DFND 1,5 0 0 28,244,540
THERAPEUTICSMD INC COM 88338N107 3,371 637,300 SH   DFND 6 637,300 0 0
THERAPEUTICSMD INC COM 88338N107 1,693 320,000 SH   DFND 7 320,000 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 7,652 6,250,000 PRN   DFND 1,5 0 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 267,925 7,824,898 SH   DFND 1,5 437,784 0 7,387,114
THERAVANCE BIOPHARMA INC COM G8807B106 2,739 80,000 SH   DFND 7 80,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 1,026,085 5,423,280 SH   DFND 1,5 302,860 0 5,120,420
THERMO FISHER SCIENTIFIC INC COM 883556102 19,082 100,855 SH   DFND 2 0 0 100,855
THERMO FISHER SCIENTIFIC INC COM 883556102 39,850 210,622 SH   DFND 3 210,622 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 9,256 48,920 SH   DFND 6 48,920 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 68,909 364,213 SH   DFND 7 55,933 0 308,280
THERMO FISHER SCIENTIFIC INC COM 883556102 1,856 9,812 SH   DFND 11 9,812 0 0
THIRD PT REINS LTD COM G8827U100 722 46,300 SH   DFND 1,5 0 0 46,300
THOMSON REUTERS CORP COM 884903105 11,341 247,169 SH   DFND 6 155,969 0 91,200
THOMSON REUTERS CORP COM 884903105 21,228 462,666 SH   DFND 7 399,866 0 62,800
THOMSON REUTERS CORP COM 884903105 233,069 5,079,690 SH   DFND 11 4,864,490 0 215,200
THOMSON REUTERS CORP COM 884903105 284 6,200 SH   DFND   6,200 0 0
THOR INDS INC COM 885160101 1,718 13,646 SH   DFND 1,5 146 0 13,500
TIFFANY & CO NEW COM 886547108 217,317 2,367,800 SH   DFND 1,5 147,000 0 2,220,800
TIFFANY & CO NEW COM 886547108 2,361 25,729 SH   DFND 2 0 0 25,729
TIFFANY & CO NEW COM 886547108 1,701 18,531 SH   DFND 3 18,531 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 2,590 141,700 SH   DFND 1,5 0 0 141,700
TIME WARNER INC COM NEW 887317303 761,506 7,432,954 SH   DFND 1,5 100,966 0 7,331,988
TIME WARNER INC COM NEW 887317303 20,081 196,011 SH   DFND 2 0 0 196,011
TIME WARNER INC COM NEW 887317303 84,362 823,450 SH   DFND 3 823,450 0 0
TIME WARNER INC COM NEW 887317303 21,572 210,563 SH   DFND 6 192,151 0 18,412
TIME WARNER INC COM NEW 887317303 38,442 375,226 SH   DFND 7 249,801 0 125,425
TIME WARNER INC COM NEW 887317303 11,987 117,000 SH   DFND 11 117,000 0 0
TITAN MACHY INC COM 88830R101 50,884 3,276,482 SH   DFND 1,5 254,202 0 3,022,280
TIVITY HEALTH INC COM 88870R102 21,857 535,714 SH   DFND 1,5 0 0 535,714
TIVO CORP COM 88870P106 22,627 1,139,897 SH   DFND 1,5 67,450 0 1,072,447
TIVO CORP COM 88870P106 62,367 3,141,925 SH   DFND 6 3,141,925 0 0
TIVO CORP COM 88870P106 4,134 208,277 SH   DFND 7 208,277 0 0
TJX COS INC NEW COM 872540109 1,702,874 23,096,078 SH   DFND 1,5 1,577,493 0 21,518,585
TJX COS INC NEW COM 872540109 11,822 160,344 SH   DFND 2 0 0 160,344
TJX COS INC NEW COM 872540109 60,684 823,062 SH   DFND 3 823,062 0 0
TJX COS INC NEW COM 872540109 30,775 417,400 SH   DFND 6 417,400 0 0
TJX COS INC NEW COM 872540109 132,210 1,793,170 SH   DFND 7 964,416 0 828,754
TOCAGEN INC COM 888846102 9,653 774,700 SH   DFND 1,5 0 0 774,700
TOLL BROTHERS INC COM 889478103 377,649 9,106,562 SH   DFND 1,5 284,980 0 8,821,582
TOLL BROTHERS INC COM 889478103 19,644 473,703 SH   DFND 6 473,703 0 0
TOLL BROTHERS INC COM 889478103 10,463 252,304 SH   DFND 7 252,304 0 0
TOMPKINS FINANCIAL CORPORATI COM 890110109 58,599 680,273 SH   DFND 1,5 0 0 680,273
TOPBUILD CORP COM 89055F103 119,252 1,829,867 SH   DFND 1,5 0 0 1,829,867
TOPBUILD CORP COM 89055F103 27,775 426,190 SH   DFND 6 426,190 0 0
TOPBUILD CORP COM 89055F103 8,331 127,830 SH   DFND 7 127,830 0 0
TORCHMARK CORP COM 891027104 164,089 2,048,812 SH   DFND 1,5 121,690 0 1,927,122
TORCHMARK CORP COM 891027104 2,183 27,261 SH   DFND 2 0 0 27,261
TORCHMARK CORP COM 891027104 7,483 93,436 SH   DFND 3 93,436 0 0
TORCHMARK CORP COM 891027104 27,043 337,658 SH   DFND 6 319,038 0 18,620
TORCHMARK CORP COM 891027104 28,983 361,877 SH   DFND 7 361,877 0 0
TORO CO COM 891092108 22,041 355,153 SH   DFND 1,5 166 0 354,987
TORONTO DOMINION BK ONT COM NEW 891160509 382,038 6,785,593 SH   DFND 1,5 226,400 0 6,559,193
TORONTO DOMINION BK ONT COM NEW 891160509 29,364 521,547 SH   DFND 1,10 147 0 521,400
TORONTO DOMINION BK ONT COM NEW 891160509 654 11,622 SH   DFND 3 11,622 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 25,082 445,490 SH   DFND 6 272,590 0 172,900
TORONTO DOMINION BK ONT COM NEW 891160509 69,960 1,242,600 SH   DFND 7 1,083,954 0 158,646
TORONTO DOMINION BK ONT COM NEW 891160509 2,567,747 45,607,207 SH   DFND 11 40,089,771 0 5,517,436
TOTAL S A SPONSORED ADR 89151E109 61,702 1,152,869 SH   DFND 1,5 25,000 0 1,127,869
TOTAL S A SPONSORED ADR 89151E109 2,800 52,324 SH   DFND 3 52,324 0 0
TOTAL SYS SVCS INC COM 891906109 421,737 6,438,737 SH   DFND 1,5 122,019 0 6,316,718
TOTAL SYS SVCS INC COM 891906109 16,978 259,205 SH   DFND 1,9 0 0 259,205
TOTAL SYS SVCS INC COM 891906109 2,767 42,251 SH   DFND 2 0 0 42,251
TOTAL SYS SVCS INC COM 891906109 2,883 44,009 SH   DFND 3 44,009 0 0
TOTAL SYS SVCS INC COM 891906109 17,200 262,591 SH   DFND 6 262,591 0 0
TOTAL SYS SVCS INC COM 891906109 4,796 73,229 SH   DFND 7 73,229 0 0
TOTAL SYS SVCS INC COM 891906109 22,198 338,900 SH   DFND 11 338,900 0 0
TOWNEBANK PORTSMOUTH VA COM 89214P109 46,217 1,379,621 SH   DFND 1,5 0 0 1,379,621
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 4,578 38,417 SH   DFND 1,5 0 0 38,417
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 787 6,601 SH   DFND 3 6,601 0 0
TPG SPECIALTY LENDING INC COM 87265K102 42,051 2,006,272 SH   DFND 1,5 228,901 0 1,777,371
TPI COMPOSITES INC COM 87266J104 24,972 1,117,821 SH   DFND 1,5 0 0 1,117,821
TRACTOR SUPPLY CO COM 892356106 159,731 2,523,790 SH   DFND 1,5 113,272 0 2,410,518
TRACTOR SUPPLY CO COM 892356106 2,021 31,928 SH   DFND 2 0 0 31,928
TRACTOR SUPPLY CO COM 892356106 7,734 122,193 SH   DFND 3 122,193 0 0
TRACTOR SUPPLY CO COM 892356106 6,550 103,490 SH   DFND 6 103,490 0 0
TRACTOR SUPPLY CO COM 892356106 1,975 31,198 SH   DFND 7 31,198 0 0
TRANSCANADA CORP COM 89353D107 5,239 106,000 SH   DFND 1,5 0 0 106,000
TRANSCANADA CORP COM 89353D107 11,896 240,679 SH   DFND 6 149,879 0 90,800
TRANSCANADA CORP COM 89353D107 38,549 779,952 SH   DFND 7 705,452 0 74,500
TRANSCANADA CORP COM 89353D107 743,646 15,045,952 SH   DFND 11 14,017,380 0 1,028,572
TRANSCANADA CORP COM 89353D107 381 7,700 SH   DFND   7,700 0 0
TRANSDIGM GROUP INC COM 893641100 320,515 1,253,727 SH   DFND 1,5 15,382 0 1,238,345
TRANSDIGM GROUP INC COM 893641100 3,110 12,166 SH   DFND 2 0 0 12,166
TRANSDIGM GROUP INC COM 893641100 1,734 6,784 SH   DFND 3 6,784 0 0
TRANSGLOBE ENERGY CORP COM 893662106 36 25,000 SH   DFND 1,5 25,000 0 0
TRANSOCEAN LTD REG SHS H8817H100 292 27,142 SH   DFND 3 27,142 0 0
TRANSUNION COM 89400J107 363,371 7,688,768 SH   DFND 1,5 707,011 0 6,981,757
TRAVELERS COMPANIES INC COM 89417E109 925,308 7,552,302 SH   DFND 1,5 747 0 7,551,555
TRAVELERS COMPANIES INC COM 89417E109 8,520 69,541 SH   DFND 2 0 0 69,541
TRAVELERS COMPANIES INC COM 89417E109 20,592 168,068 SH   DFND 3 168,068 0 0
TRAVELERS COMPANIES INC COM 89417E109 15,271 124,637 SH   DFND 6 124,637 0 0
TRAVELERS COMPANIES INC COM 89417E109 34,892 284,783 SH   DFND 7 212,383 0 72,400
TRAVELPORT WORLDWIDE LTD SHS G9019D104 11,074 705,324 SH   DFND 1,5 0 0 705,324
TREEHOUSE FOODS INC COM 89469A104 257,476 3,801,511 SH   DFND 1,5 618 0 3,800,893
TREEHOUSE FOODS INC COM 89469A104 22,584 333,442 SH   DFND 6 313,142 0 20,300
TREEHOUSE FOODS INC COM 89469A104 7,746 114,372 SH   DFND 7 95,972 0 18,400
TREVENA INC COM 89532E109 10,352 4,059,756 SH   DFND 1,5 59,405 0 4,000,351
TREVENA INC COM 89532E109 396 155,400 SH   DFND 6 155,400 0 0
TREX CO INC COM 89531P105 3,620 40,190 SH   DFND 1,5 500 0 39,690
TREX CO INC COM 89531P105 3,388 37,613 SH   DFND 11 37,613 0 0
TRI POINTE GROUP INC COM 87265H109 40,012 2,897,348 SH   DFND 1,5 1,500 0 2,895,848
TRI POINTE GROUP INC COM 87265H109 824 59,700 SH   DFND 11 59,700 0 0
TRIBUNE MEDIA CO CL A 896047503 3,153 77,170 SH   DFND 1,5 0 0 77,170
TRICO BANCSHARES COM 896095106 29,879 733,221 SH   DFND 1,5 175,163 0 558,058
TRIMAS CORP COM NEW 896215209 503 18,625 SH   DFND 1,5 3,225 0 15,400
TRIMBLE INC COM 896239100 161,157 4,105,900 SH   DFND 1,5 845,600 0 3,260,300
TRIMBLE INC COM 896239100 186,457 4,750,487 SH   DFND 1,9 0 0 4,750,487
TRIMBLE INC COM 896239100 9,243 235,500 SH   DFND 7 235,500 0 0
TRINET GROUP INC COM 896288107 24,661 733,512 SH   DFND 1,5 73,177 0 660,335
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 19,707 14,700,000 PRN   DFND 1,5 0 0 0
TRINITY INDS INC COM 896522109 1,081 33,900 SH   DFND 7 33,900 0 0
TRINSEO S A SHS L9340P101 54,147 806,957 SH   DFND 1,5 42 0 806,915
TRIO TECH INTL COM NEW 896712205 1,454 277,417 SH   DFND 1,5 33,600 0 243,817
TRIPADVISOR INC COM 896945201 33,770 833,200 SH   DFND 1,5 62,700 0 770,500
TRIPADVISOR INC COM 896945201 1,106 27,297 SH   DFND 2 0 0 27,297
TRIPADVISOR INC COM 896945201 970 23,943 SH   DFND 3 23,943 0 0
TRIPLE-S MGMT CORP CL B 896749108 53,183 2,245,900 SH   DFND 1,5 297,405 0 1,948,495
TRIUMPH GROUP INC NEW COM 896818101 506 17,000 SH   DFND 6 17,000 0 0
TRIUMPH GROUP INC NEW COM 896818101 574 19,310 SH   DFND 7 4,710 0 14,600
TRONOX LTD SHS CL A Q9235V101 198,526 9,408,792 SH   DFND 1,5 27,200 0 9,381,592
TRONOX LTD SHS CL A Q9235V101 349 16,550 SH   DFND 3 16,550 0 0
TRONOX LTD SHS CL A Q9235V101 1,612 76,400 SH   DFND 6 76,400 0 0
TRUEBLUE INC COM 89785X101 26,831 1,195,154 SH   DFND 1,5 564,300 0 630,854
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 2,022 450,307 SH   DFND 1,5 0 0 450,307
TTM TECHNOLOGIES INC COM 87305R109 87,033 5,662,545 SH   DFND 1,5 186,515 0 5,476,030
TUPPERWARE BRANDS CORP COM 899896104 52,752 853,309 SH   DFND 1,5 66,100 0 787,209
TUPPERWARE BRANDS CORP COM 899896104 667 10,785 SH   DFND 3 10,785 0 0
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 6,024 683,010 SH   DFND 1,5 41,210 0 641,800
TURQUOISE HILL RES LTD COM 900435108 963 311,400 SH   DFND 1,5 0 0 311,400
TWENTY FIRST CENTY FOX INC CL B 90130A200 69,028 2,676,529 SH   DFND 1,5 375,989 0 2,300,540
TWENTY FIRST CENTY FOX INC CL A 90130A101 366,171 13,880,634 SH   DFND 1,5 214,330 0 13,666,304
TWENTY FIRST CENTY FOX INC CL A 90130A101 6,997 265,246 SH   DFND 2 0 0 265,246
TWENTY FIRST CENTY FOX INC CL B 90130A200 2,854 110,678 SH   DFND 2 0 0 110,678
TWENTY FIRST CENTY FOX INC CL A 90130A101 6,516 246,989 SH   DFND 3 246,989 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 858 33,249 SH   DFND 3 33,249 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 10,496 397,875 SH   DFND 6 397,875 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 12,267 465,016 SH   DFND 7 60,306 0 404,710
TWILIO INC CL A 90138F102 276,344 9,257,749 SH   DFND 1,5 555,176 0 8,702,573
TWILIO INC CL A 90138F102 495 16,587 SH   DFND 1,9 0 0 16,587
TWITTER INC COM 90184L102 64,904 3,847,304 SH   DFND 1,5 941,099 0 2,906,205
TWITTER INC NOTE 1.000% 9/1 90184LAD4 114,643 124,866,000 PRN   DFND 1,5 0 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 55,386 58,455,000 PRN   DFND 1,5 0 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 3,165 3,340,000 PRN   DFND 6 0 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 7,071 7,702,000 PRN   DFND 6 0 0 0
TWO HBRS INVT CORP COM 90187B101 1,506 149,395 SH   DFND 1,5 292 0 149,103
TWO HBRS INVT CORP COM 90187B101 1,161 115,200 SH   DFND 7 115,200 0 0
TYLER TECHNOLOGIES INC COM 902252105 35,720 204,913 SH   DFND 6 194,113 0 10,800
TYLER TECHNOLOGIES INC COM 902252105 16,343 93,750 SH   DFND 7 87,050 0 6,700
TYSON FOODS INC CL A 902494103 177,036 2,512,935 SH   DFND 1,5 1,654 0 2,511,281
TYSON FOODS INC CL A 902494103 5,136 72,897 SH   DFND 2 0 0 72,897
TYSON FOODS INC CL A 902494103 12,415 176,226 SH   DFND 3 176,226 0 0
TYSON FOODS INC CL A 902494103 14,093 200,040 SH   DFND 6 183,837 0 16,203
TYSON FOODS INC CL A 902494103 50,024 710,067 SH   DFND 7 637,667 0 72,400
U S PHYSICAL THERAPY INC COM 90337L108 9,652 157,075 SH   DFND 1,5 7,072 0 150,003
U S SILICA HLDGS INC COM 90346E103 38,917 1,252,546 SH   DFND 1,5 352,346 0 900,200
U S SILICA HLDGS INC COM 90346E103 227 7,297 SH   DFND 3 7,297 0 0
U S SILICA HLDGS INC COM 90346E103 11,478 369,420 SH   DFND 6 369,420 0 0
U S SILICA HLDGS INC COM 90346E103 5,974 192,264 SH   DFND 7 160,864 0 31,400
UBIQUITI NETWORKS INC COM 90347A100 2,282 40,744 SH   DFND 1,5 10,000 0 30,744
UBS GROUP AG SHS H42097107 502,849 29,375,241 SH   DFND 1,5 1,985,049 0 27,390,192
UBS GROUP AG SHS H42097107 59,148 3,460,790 SH   DFND 1,10 71,900 0 3,388,890
UBS GROUP AG SHS H42097107 12,800 748,910 SH   DFND 6 462,910 0 286,000
UBS GROUP AG SHS H42097107 13,565 793,700 SH   DFND 7 495,760 0 297,940
UDR INC COM 902653104 483,629 12,717,049 SH   DFND 1 12,717,049 0 0
UDR INC COM 902653104 219,060 5,760,178 SH   DFND 1,5 264,123 0 5,496,055
UDR INC COM 902653104 2,564 67,430 SH   DFND 2 0 0 67,430
UDR INC COM 902653104 1,455 38,264 SH   DFND 3 38,264 0 0
UDR INC COM 902653104 22,332 587,228 SH   DFND 6 587,228 0 0
UDR INC COM 902653104 22,129 581,880 SH   DFND 7 581,880 0 0
UFP TECHNOLOGIES INC COM 902673102 3,345 119,051 SH   DFND 1,5 13,879 0 105,172
UGI CORP NEW COM 902681105 222 4,748 SH   DFND 3 4,748 0 0
UGI CORP NEW COM 902681105 1,167 24,900 SH   DFND 7 24,900 0 0
ULTA BEAUTY INC COM 90384S303 206,753 914,595 SH   DFND 1,5 17,385 0 897,210
ULTA BEAUTY INC COM 90384S303 3,325 14,707 SH   DFND 2 0 0 14,707
ULTA BEAUTY INC COM 90384S303 1,003 4,437 SH   DFND 3 4,437 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 556,381 2,934,501 SH   DFND 1,5 231,170 0 2,703,331
ULTIMATE SOFTWARE GROUP INC COM 90385D107 107,445 566,692 SH   DFND 1,9 0 0 566,692
ULTIMATE SOFTWARE GROUP INC COM 90385D107 1,767 9,319 SH   DFND 6 9,319 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 194,783 3,657,208 SH   DFND 1,5 430,080 0 3,227,128
UMB FINL CORP COM 902788108 257,604 3,458,239 SH   DFND 1,5 53,900 0 3,404,339
UNDER ARMOUR INC CL A 904311107 33,288 2,019,893 SH   DFND 1,5 127,193 0 1,892,700
UNDER ARMOUR INC CL C 904311206 12,581 837,611 SH   DFND 1,5 259,148 0 578,463
UNDER ARMOUR INC CL A 904311107 768 46,609 SH   DFND 2 0 0 46,609
UNDER ARMOUR INC CL C 904311206 705 46,907 SH   DFND 2 0 0 46,907
UNDER ARMOUR INC CL A 904311107 416 25,258 SH   DFND 3 25,258 0 0
UNDER ARMOUR INC CL C 904311206 165 11,000 SH   DFND 3 11,000 0 0
UNILEVER N V N Y SHS NEW 904784709 308 5,214 SH   DFND 1 5,214 0 0
UNILEVER N V N Y SHS NEW 904784709 795,777 13,478,609 SH   DFND 1,5 192,110 0 13,286,499
UNILEVER N V N Y SHS NEW 904784709 51,062 864,869 SH   DFND 3 864,869 0 0
UNILEVER N V N Y SHS NEW 904784709 9,718 164,600 SH   DFND 6 164,600 0 0
UNILEVER N V N Y SHS NEW 904784709 5,736 97,155 SH   DFND 7 0 0 97,155
UNILEVER PLC SPON ADR NEW 904767704 9,132 157,555 SH   DFND 1,5 0 0 157,555
UNILEVER PLC SPON ADR NEW 904767704 4,696 81,029 SH   DFND 3 81,029 0 0
UNION BANKSHARES CORP NEW COM 90539J109 10,841 307,100 SH   DFND 1,5 0 0 307,100
UNION BANKSHARES CORP NEW COM 90539J109 414 11,720 SH   DFND 3 11,720 0 0
UNION PAC CORP COM 907818108 1,296,008 11,175,376 SH   DFND 1,5 685,009 0 10,490,367
UNION PAC CORP COM 907818108 23,391 201,702 SH   DFND 2 0 0 201,702
UNION PAC CORP COM 907818108 110,999 957,137 SH   DFND 3 957,137 0 0
UNION PAC CORP COM 907818108 15,775 136,025 SH   DFND 6 136,025 0 0
UNION PAC CORP COM 907818108 32,308 278,593 SH   DFND 7 79,859 0 198,734
UNIQURE NV SHS N90064101 4,406 458,918 SH   DFND 1,5 10,400 0 448,518
UNIQURE NV SHS N90064101 11,380 1,185,400 SH   DFND 11 1,185,400 0 0
UNISYS CORP COM NEW 909214306 62,449 7,346,953 SH   DFND 1,5 0 0 7,346,953
UNISYS CORP COM NEW 909214306 1,900 223,528 SH   DFND 6 223,528 0 0
UNIT CORP COM 909218109 132,828 6,454,221 SH   DFND 1,5 1,861,768 0 4,592,453
UNITED BANKSHARES INC WEST V COM 909907107 326 8,788 SH   DFND 3 8,788 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 16,572 580,654 SH   DFND 1,5 6,700 0 573,954
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 18,807 658,967 SH   DFND 6 658,967 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 6,556 229,700 SH   DFND 7 229,700 0 0
UNITED CONTL HLDGS INC COM 910047109 142,461 2,340,026 SH   DFND 1,5 696,926 0 1,643,100
UNITED CONTL HLDGS INC COM 910047109 3,967 65,167 SH   DFND 2 0 0 65,167
UNITED CONTL HLDGS INC COM 910047109 3,261 53,571 SH   DFND 3 53,571 0 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 38,635 15,453,829 SH   DFND 1,5 591,100 0 14,862,729
UNITED NAT FOODS INC COM 911163103 268,055 6,445,186 SH   DFND 1,5 212,901 0 6,232,285
UNITED PARCEL SERVICE INC CL B 911312106 940 7,831 SH   DFND 1 7,831 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,220,112 10,159,983 SH   DFND 1,5 869,397 0 9,290,586
UNITED PARCEL SERVICE INC CL B 911312106 20,845 173,574 SH   DFND 2 0 0 173,574
UNITED PARCEL SERVICE INC CL B 911312106 147,246 1,226,131 SH   DFND 3 1,226,131 0 0
UNITED PARCEL SERVICE INC CL B 911312106 18,709 155,790 SH   DFND 6 155,790 0 0
UNITED PARCEL SERVICE INC CL B 911312106 68,511 570,501 SH   DFND 7 54,612 0 515,889
UNITED RENTALS INC COM 911363109 13,888 100,100 SH   DFND 1 100,100 0 0
UNITED RENTALS INC COM 911363109 538,304 3,879,948 SH   DFND 1,5 340,659 0 3,539,289
UNITED RENTALS INC COM 911363109 2,955 21,297 SH   DFND 2 0 0 21,297
UNITED RENTALS INC COM 911363109 1,013 7,303 SH   DFND 3 7,303 0 0
UNITED RENTALS INC COM 911363109 3,122 22,500 SH   DFND 6 22,500 0 0
UNITED RENTALS INC COM 911363109 2,733 19,700 SH   DFND 7 19,700 0 0
UNITED STATES CELLULAR CORP COM 911684108 9,345 263,996 SH   DFND 1,5 0 0 263,996
UNITED TECHNOLOGIES CORP COM 913017109 2,020,607 17,407,022 SH   DFND 1,5 661,512 0 16,745,510
UNITED TECHNOLOGIES CORP COM 913017109 21,731 187,206 SH   DFND 2 0 0 187,206
UNITED TECHNOLOGIES CORP COM 913017109 152,903 1,317,221 SH   DFND 3 1,317,221 0 0
UNITED TECHNOLOGIES CORP COM 913017109 60,604 522,086 SH   DFND 6 495,873 0 26,213
UNITED TECHNOLOGIES CORP COM 913017109 183,224 1,578,431 SH   DFND 7 811,814 0 766,617
UNITED TECHNOLOGIES CORP COM 913017109 4,237 36,500 SH   DFND 11 36,500 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 492,056 4,198,790 SH   DFND 1,5 420,116 0 3,778,674
UNITED THERAPEUTICS CORP DEL COM 91307C102 1,699 14,500 SH   DFND 7 14,500 0 0
UNITEDHEALTH GROUP INC COM 91324P102 1,978 10,102 SH   DFND 1 10,102 0 0
UNITEDHEALTH GROUP INC COM 91324P102 10,822,559 55,259,429 SH   DFND 1,5 4,912,261 0 50,347,168
UNITEDHEALTH GROUP INC COM 91324P102 47,720 243,654 SH   DFND 2 0 0 243,654
UNITEDHEALTH GROUP INC COM 91324P102 137,655 702,860 SH   DFND 3 702,860 0 0
UNITEDHEALTH GROUP INC COM 91324P102 36,224 184,959 SH   DFND 6 177,895 0 7,064
UNITEDHEALTH GROUP INC COM 91324P102 160,945 821,776 SH   DFND 7 343,155 0 478,621
UNITI GROUP INC COM 91325V108 6,200 422,934 SH   DFND 1,5 0 0 422,934
UNITI GROUP INC COM 91325V108 1,104 75,300 SH   DFND 7 75,300 0 0
UNIVAR INC COM 91336L107 352,475 12,183,707 SH   DFND 1,5 777,674 0 11,406,033
UNIVAR INC COM 91336L107 14,352 496,100 SH   DFND 6 496,100 0 0
UNIVAR INC COM 91336L107 5,708 197,300 SH   DFND 7 197,300 0 0
UNIVAR INC COM 91336L107 28,484 984,594 SH   DFND 11 984,594 0 0
UNIVERSAL CORP VA COM 913456109 346 6,045 SH   DFND 1,5 6,045 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 18,357 142,465 SH   DFND 1,9 127 0 142,338
UNIVERSAL FST PRODS INC COM 913543104 9,546 97,246 SH   DFND 1,5 174 0 97,072
UNIVERSAL HLTH SVCS INC CL B 913903100 514,220 4,635,116 SH   DFND 1,5 84,444 0 4,550,672
UNIVERSAL HLTH SVCS INC CL B 913903100 2,471 22,271 SH   DFND 2 0 0 22,271
UNIVERSAL HLTH SVCS INC CL B 913903100 739 6,661 SH   DFND 3 6,661 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 4,354 39,246 SH   DFND 7 39,246 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 6,041 262,660 SH   DFND 1,5 77,950 0 184,710
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 37,014 1,809,992 SH   DFND 1,5 195,606 0 1,614,386
UNIVERSAL STAINLESS & ALLOY COM 913837100 2,106 101,006 SH   DFND 1,5 12,373 0 88,633
UNIVEST CORP PA COM 915271100 5,920 185,000 SH   DFND 1,5 0 0 185,000
UNIVEST CORP PA COM 915271100 22,765 711,397 SH   DFND 6 711,397 0 0
UNIVEST CORP PA COM 915271100 5,491 171,580 SH   DFND 7 171,580 0 0
UNUM GROUP COM 91529Y106 1,030,427 20,153,081 SH   DFND 1,5 2,272,377 0 17,880,704
UNUM GROUP COM 91529Y106 2,908 56,873 SH   DFND 2 0 0 56,873
UNUM GROUP COM 91529Y106 286 5,593 SH   DFND 3 5,593 0 0
UNUM GROUP COM 91529Y106 3,738 73,100 SH   DFND 7 73,100 0 0
URBAN EDGE PPTYS COM 91704F104 48,095 1,994,000 SH   DFND 1 1,994,000 0 0
URBAN EDGE PPTYS COM 91704F104 132,530 5,494,617 SH   DFND 1,5 165,529 0 5,329,088
URBAN EDGE PPTYS COM 91704F104 23,120 958,549 SH   DFND 6 958,549 0 0
URBAN EDGE PPTYS COM 91704F104 8,123 336,780 SH   DFND 7 21,230 0 315,550
URBAN OUTFITTERS INC COM 917047102 130,494 5,460,007 SH   DFND 1,5 696,775 0 4,763,232
URBAN OUTFITTERS INC COM 917047102 4,793 200,530 SH   DFND 6 200,530 0 0
URBAN OUTFITTERS INC COM 917047102 1,352 56,570 SH   DFND 7 56,570 0 0
UROGEN PHARMA LTD COM M96088105 24,246 769,230 SH   DFND 1,5 0 0 769,230
URSTADT BIDDLE PPTYS INC PFD-G CV 6.75% 917286809 5,225 200,000 SH   DFND 1,5 0 0 200,000
US BANCORP DEL COM NEW 902973304 998 18,619 SH   DFND 1 18,619 0 0
US BANCORP DEL COM NEW 902973304 2,913,167 54,360,275 SH   DFND 1,5 3,749,978 0 50,610,297
US BANCORP DEL COM NEW 902973304 21,461 400,471 SH   DFND 2 0 0 400,471
US BANCORP DEL COM NEW 902973304 138,396 2,582,500 SH   DFND 3 2,582,500 0 0
US BANCORP DEL COM NEW 902973304 35,723 666,606 SH   DFND 6 666,606 0 0
US BANCORP DEL COM NEW 902973304 47,130 879,449 SH   DFND 7 150,507 0 728,942
US ECOLOGY INC COM 91732J102 39,661 737,192 SH   DFND 1,5 86,155 0 651,037
US FOODS HLDG CORP COM 912008109 7,476 280,000 SH   DFND 1 280,000 0 0
US FOODS HLDG CORP COM 912008109 589,676 22,085,247 SH   DFND 1,5 1,999,286 0 20,085,961
US FOODS HLDG CORP COM 912008109 35,779 1,340,031 SH   DFND 6 1,340,031 0 0
US FOODS HLDG CORP COM 912008109 11,886 445,182 SH   DFND 7 310,782 0 134,400
US FOODS HLDG CORP COM 912008109 43,844 1,642,100 SH   DFND 11 1,642,100 0 0
USANA HEALTH SCIENCES INC COM 90328M107 92,227 1,598,396 SH   DFND 1,5 672,524 0 925,872
UTAH MED PRODS INC COM 917488108 37,311 507,287 SH   DFND 1,5 117,342 0 389,945
V F CORP COM 918204108 128,589 2,022,789 SH   DFND 1,5 348,901 0 1,673,888
V F CORP COM 918204108 5,234 82,331 SH   DFND 2 0 0 82,331
V F CORP COM 918204108 10,138 159,472 SH   DFND 3 159,472 0 0
VAIL RESORTS INC COM 91879Q109 421,700 1,848,588 SH   DFND 1,5 28,980 0 1,819,608
VAIL RESORTS INC COM 91879Q109 696 3,051 SH   DFND 6 3,051 0 0
VAIL RESORTS INC COM 91879Q109 1,255 5,500 SH   DFND 7 5,500 0 0
VALE S A ADR 91912E105 194,047 19,269,840 SH   DFND 1,5 605,246 0 18,664,594
VALE S A ADR 91912E105 3,930 390,317 SH   DFND 6 390,317 0 0
VALE S A ADR 91912E105 6,077 603,473 SH   DFND 7 603,473 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 3,536 246,770 SH   DFND 1,5 70 0 246,700
VALERO ENERGY CORP NEW COM 91913Y100 294,451 3,827,523 SH   DFND 1,5 126,624 0 3,700,899
VALERO ENERGY CORP NEW COM 91913Y100 8,562 111,302 SH   DFND 2 0 0 111,302
VALERO ENERGY CORP NEW COM 91913Y100 37,659 489,528 SH   DFND 3 489,528 0 0
VALERO ENERGY CORP NEW COM 91913Y100 1,400 18,200 SH   DFND 6 18,200 0 0
VALERO ENERGY CORP NEW COM 91913Y100 7,204 93,645 SH   DFND 7 57,400 0 36,245
VALERO ENERGY CORP NEW COM 91913Y100 10,186 132,400 SH   DFND 11 132,400 0 0
VALLEY NATL BANCORP COM 919794107 32,561 2,702,130 SH   DFND 1,5 0 0 2,702,130
VALMONT INDS INC COM 920253101 50,339 318,400 SH   DFND 1,5 0 0 318,400
VALVOLINE INC COM 92047W101 49,524 2,111,884 SH   DFND 1,5 291 0 2,111,593
VALVOLINE INC COM 92047W101 2,338 99,692 SH   DFND 6 99,692 0 0
VALVOLINE INC COM 92047W101 16,878 719,735 SH   DFND 7 92,376 0 627,359
VANDA PHARMACEUTICALS INC COM 921659108 26,570 1,484,371 SH   DFND 1,5 0 0 1,484,371
VANECK VECTORS ETF TR AGRIBUSINESS ETF 92189F700 607 10,299 SH   DFND 1,5 10,299 0 0
VANECK VECTORS ETF TR FALLEN ANGEL HG 92189F437 2,451 80,864 SH   DFND 1,5 2,752 0 78,112
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 2,595 113,010 SH   DFND 1,5 0 0 113,010
VANECK VECTORS ETF TR FALLEN ANGEL HG 92189F437 4,632 152,819 SH   DFND 7 152,819 0 0
VANECK VECTORS ETF TR OIL SVCS ETF 92189F718 2,851 109,355 SH   DFND 7 109,355 0 0
VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 342 4,171 SH   DFND 3 4,171 0 0
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 35,298 442,221 SH   DFND 6 442,221 0 0
VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 6,927 126,890 SH   DFND 1,5 0 0 126,890
VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 413 7,574 SH   DFND 3 7,574 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 6,450 64,619 SH   DFND 1,5 2,028 0 62,591
VANGUARD INDEX FDS SMALL CP ETF 922908751 82,509 583,847 SH   DFND 3 583,847 0 0
VANGUARD INDEX FDS MID CAP ETF 922908629 5,481 37,284 SH   DFND 3 37,284 0 0
VANGUARD INDEX FDS LARGE CAP ETF 922908637 310,003 2,686,334 SH   DFND 3 2,686,334 0 0
VANGUARD INDEX FDS SML CP GRW ETF 922908595 5,066 33,189 SH   DFND 3 33,189 0 0
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 24,106 228,189 SH   DFND 3 228,189 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 15,481 67,089 SH   DFND 3 67,089 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 575,814 4,337,580 SH   DFND 3 4,337,580 0 0
VANGUARD INDEX FDS EXTEND MKT ETF 922908652 784 7,341 SH   DFND 3 7,341 0 0
VANGUARD INDEX FDS REIT ETF 922908553 590 7,095 SH   DFND 3 7,095 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 645,713 6,468,779 SH   DFND 3 6,468,779 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 34,090 263,201 SH   DFND 3 263,201 0 0
VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 71,887 590,447 SH   DFND 3 590,447 0 0
VANGUARD INDEX FDS SM CP VAL ETF 922908611 107,598 841,990 SH   DFND 3 841,990 0 0
VANGUARD INDEX FDS REIT ETF 922908553 1,069 12,869 SH   DFND 6 0 0 12,869
VANGUARD INDEX FDS VALUE ETF 922908744 30,727 307,824 SH   DFND 7 307,824 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 3,303 75,809 SH   DFND 1,5 1,625 0 74,184
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 3,026 51,875 SH   DFND 1,5 51,875 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 1,671 31,707 SH   DFND 3 31,707 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 40,651 696,916 SH   DFND 3 696,916 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 4,270 98,004 SH   DFND 3 98,004 0 0
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 285 4,180 SH   DFND 3 4,180 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 1,235 17,466 SH   DFND 3 17,466 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 3,579 82,140 SH   DFND 6 0 0 82,140
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 22,386 513,789 SH   DFND 7 181,684 0 332,105
VANGUARD SCOTTSDALE FDS VNG RUS3000IDX 92206C599 1,115 9,670 SH   DFND 3 9,670 0 0
VANGUARD SCOTTSDALE FDS LONG-TERM GOV 92206C847 1,803 23,452 SH   DFND 6 23,452 0 0
VANGUARD SPECIALIZED PORTFOL DIV APP ETF 921908844 7,522 79,354 SH   DFND 3 79,354 0 0
VANGUARD STAR FD VG TL INTL STK F 921909768 3,997 73,444 SH   DFND 3 73,444 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 5,687 131,010 SH   DFND 3 131,010 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 7,572 174,423 SH   DFND 7 174,423 0 0
VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 3,206 39,549 SH   DFND 3 39,549 0 0
VANGUARD WORLD FD MEGA CAP VAL ETF 921910840 270 3,779 SH   DFND 3 3,779 0 0
VANGUARD WORLD FD MEGA GRWTH IND 921910816 366 3,500 SH   DFND 3 3,500 0 0
VANGUARD WORLD FD EXTENDED DUR 921910709 10,280 88,057 SH   DFND 7 88,057 0 0
VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 1,729 11,351 SH   DFND 1,5 0 0 11,351
VANGUARD WORLD FDS MATERIALS ETF 92204A801 536 4,170 SH   DFND 1,5 549 0 3,621
VANGUARD WORLD FDS CONSUM DIS ETF 92204A108 489 3,410 SH   DFND 1,5 2 0 3,408
VANGUARD WORLD FDS CONSUM STP ETF 92204A207 513 3,703 SH   DFND 3 3,703 0 0
VANGUARD WORLD FDS UTILITIES ETF 92204A876 356 3,051 SH   DFND 3 3,051 0 0
VANGUARD WORLD FDS INDUSTRIAL ETF 92204A603 347 2,584 SH   DFND 3 2,584 0 0
VANGUARD WORLD FDS CONSUM DIS ETF 92204A108 434 3,027 SH   DFND 3 3,027 0 0
VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 798 5,239 SH   DFND 3 5,239 0 0
VANGUARD WORLD FDS MATERIALS ETF 92204A801 265 2,064 SH   DFND 3 2,064 0 0
VANGUARD WORLD FDS INF TECH ETF 92204A702 2,491 16,387 SH   DFND 3 16,387 0 0
VANGUARD WORLD FDS FINANCIALS ETF 92204A405 334,303 5,114,801 SH   DFND 3 5,114,801 0 0
VANGUARD WORLD FDS CONSUM DIS ETF 92204A108 10,040 70,044 SH   DFND 7 70,044 0 0
VANGUARD WORLD FDS INDUSTRIAL ETF 92204A603 18,992 141,456 SH   DFND 7 141,456 0 0
VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 1,726 11,333 SH   DFND 7 11,333 0 0
VANGUARD WORLD FDS MATERIALS ETF 92204A801 5,558 43,243 SH   DFND 7 43,243 0 0
VANTIV INC CL A 92210H105 105,643 1,499,120 SH   DFND 1,5 9,246 0 1,489,874
VAREX IMAGING CORP COM 92214X106 7,532 222,569 SH   DFND 1,5 22,500 0 200,069
VARIAN MED SYS INC COM 92220P105 72,244 722,007 SH   DFND 1,5 20,007 0 702,000
VARIAN MED SYS INC COM 92220P105 2,315 23,134 SH   DFND 2 0 0 23,134
VARIAN MED SYS INC COM 92220P105 11,255 112,479 SH   DFND 3 112,479 0 0
VARONIS SYS INC COM 922280102 5,397 128,800 SH   DFND 6 128,800 0 0
VARONIS SYS INC COM 922280102 851 20,300 SH   DFND 7 20,300 0 0
VECTOR GROUP LTD FRNT 1/1 92240MAY4 43,756 29,703,000 PRN   DFND 1,5 0 0 0
VECTREN CORP COM 92240G101 399 6,064 SH   DFND 3 6,064 0 0
VECTREN CORP COM 92240G101 6,168 93,779 SH   DFND 6 93,779 0 0
VECTREN CORP COM 92240G101 5,975 90,849 SH   DFND 7 90,849 0 0
VEECO INSTRS INC DEL COM 922417100 4,701 219,675 SH   DFND 6 219,675 0 0
VEECO INSTRS INC DEL COM 922417100 308 14,400 SH   DFND 7 14,400 0 0
VEEVA SYS INC CL A COM 922475108 192,718 3,416,381 SH   DFND 1,5 313,650 0 3,102,731
VENTAS INC COM 92276F100 513,031 7,877,035 SH   DFND 1 7,877,035 0 0
VENTAS INC COM 92276F100 634,426 9,740,911 SH   DFND 1,5 338,896 0 9,402,015
VENTAS INC COM 92276F100 5,846 89,752 SH   DFND 2 0 0 89,752
VENTAS INC COM 92276F100 39,596 607,952 SH   DFND 3 607,952 0 0
VENTAS INC COM 92276F100 45,390 696,915 SH   DFND 6 696,915 0 0
VENTAS INC COM 92276F100 15,931 244,609 SH   DFND 7 14,064 0 230,545
VEON LTD SPONSORED ADR 91822M106 35,069 8,389,739 SH   DFND 1,5 342,459 0 8,047,280
VERA BRADLEY INC COM 92335C106 8,465 960,823 SH   DFND 1,5 10,000 0 950,823
VEREIT INC COM 92339V100 237,644 28,666,300 SH   DFND 1 28,666,300 0 0
VEREIT INC COM 92339V100 319,137 38,496,602 SH   DFND 1,5 1,825,349 0 36,671,253
VEREIT INC COM 92339V100 15,289 1,844,284 SH   DFND 6 1,844,284 0 0
VEREIT INC COM 92339V100 8,142 982,153 SH   DFND 7 371,300 0 610,853
VERISIGN INC COM 92343E102 301 2,826 SH   DFND 1 2,826 0 0
VERISIGN INC COM 92343E102 267,044 2,510,045 SH   DFND 1,5 2,799 0 2,507,246
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 68,665 22,070,000 PRN   DFND 1,5 0 0 0
VERISIGN INC COM 92343E102 2,304 21,656 SH   DFND 2 0 0 21,656
VERISIGN INC COM 92343E102 5,035 47,322 SH   DFND 3 47,322 0 0
VERISIGN INC COM 92343E102 7,032 66,100 SH   DFND 6 66,100 0 0
VERISIGN INC COM 92343E102 1,319 12,400 SH   DFND 7 12,400 0 0
VERISK ANALYTICS INC COM 92345Y106 3,258 39,166 SH   DFND 2 0 0 39,166
VERISK ANALYTICS INC COM 92345Y106 576 6,919 SH   DFND 3 6,919 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 2,762,906 55,827,559 SH   DFND 1,5 2,128,016 0 53,699,543
VERIZON COMMUNICATIONS INC COM 92343V104 50,877 1,028,026 SH   DFND 2 0 0 1,028,026
VERIZON COMMUNICATIONS INC COM 92343V104 256,623 5,185,342 SH   DFND 3 5,185,342 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 37,744 762,656 SH   DFND 6 762,656 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 94,643 1,912,369 SH   DFND 7 1,034,867 0 877,502
VERMILLION INC COM NEW 92407M206 9,454 5,252,463 SH   DFND 1,5 0 0 5,252,463
VERSUM MATLS INC COM 92532W103 55,227 1,422,650 SH   DFND 1,5 34,100 0 1,388,550
VERTEX PHARMACEUTICALS INC COM 92532F100 358 2,354 SH   DFND 1 2,354 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 2,361,497 15,532,074 SH   DFND 1,5 973,366 0 14,558,708
VERTEX PHARMACEUTICALS INC COM 92532F100 9,660 63,535 SH   DFND 2 0 0 63,535
VERTEX PHARMACEUTICALS INC COM 92532F100 28,407 186,837 SH   DFND 3 186,837 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 30,429 200,137 SH   DFND 6 200,137 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 87,500 575,508 SH   DFND 7 445,525 0 129,983
VIACOM INC NEW CL B 92553P201 84,354 3,029,954 SH   DFND 1,5 215,217 0 2,814,737
VIACOM INC NEW CL A 92553P102 40,396 1,100,722 SH   DFND 1,5 300,000 0 800,722
VIACOM INC NEW CL B 92553P201 2,475 88,887 SH   DFND 2 0 0 88,887
VIACOM INC NEW CL B 92553P201 2,349 84,392 SH   DFND 3 84,392 0 0
VIACOM INC NEW CL B 92553P201 5,557 199,600 SH   DFND 6 199,600 0 0
VIACOM INC NEW CL B 92553P201 28,973 1,040,711 SH   DFND 7 121,073 0 919,638
VIAD CORP COM NEW 92552R406 40,745 669,051 SH   DFND 1,5 0 0 669,051
VIAD CORP COM NEW 92552R406 1,845 30,300 SH   DFND 6 30,300 0 0
VIASAT INC COM 92552V100 509 7,921 SH   DFND 1,5 0 0 7,921
VIAVI SOLUTIONS INC COM 925550105 8,552 904,052 SH   DFND 1,5 10,600 0 893,452
VIAVI SOLUTIONS INC COM 925550105 306 32,300 SH   DFND 6 32,300 0 0
VICAL INC COM NEW 925602203 1,639 682,915 SH   DFND 1,5 0 0 682,915
VIEWRAY INC COM 92672L107 31,667 5,497,801 SH   DFND 4 5,497,801 0 0
VILLAGE SUPER MKT INC CL A NEW 927107409 1,788 72,255 SH   DFND 1,5 72,255 0 0
VIPER ENERGY PARTNERS LP COM UNT RP INT 92763M105 39,727 2,131,300 SH   DFND 1,5 0 0 2,131,300
VIPER ENERGY PARTNERS LP COM UNT RP INT 92763M105 1,111 59,600 SH   DFND 7 59,600 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 139,606 15,882,400 SH   DFND 1,5 4,074,000 0 11,808,400
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 24,114 2,743,300 SH   DFND 1,9 108,300 0 2,635,000
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 8,154 927,600 SH   DFND 11 927,600 0 0
VIRTU FINL INC CL A 928254101 14,957 923,269 SH   DFND 1,5 59,600 0 863,669
VIRTUS INVT PARTNERS INC COM 92828Q109 2,866 24,700 SH   DFND 1,5 0 0 24,700
VIRTUSA CORP COM 92827P102 63,921 1,691,931 SH   DFND 1,5 1,611 0 1,690,320
VIRTUSA CORP COM 92827P102 64,796 1,715,079 SH   DFND 6 1,715,079 0 0
VIRTUSA CORP COM 92827P102 9,806 259,550 SH   DFND 7 259,550 0 0
VIRTUSA CORP COM 92827P102 20,869 552,370 SH   DFND 11 552,370 0 0
VISA INC COM CL A 92826C839 2,084 19,801 SH   DFND 1 19,801 0 0
VISA INC COM CL A 92826C839 8,617,274 81,882,121 SH   DFND 1,5 7,675,698 0 74,206,423
VISA INC COM CL A 92826C839 48,517 461,013 SH   DFND 2 0 0 461,013
VISA INC COM CL A 92826C839 120,118 1,141,376 SH   DFND 3 1,141,376 0 0
VISA INC COM CL A 92826C839 82,131 780,420 SH   DFND 6 780,420 0 0
VISA INC COM CL A 92826C839 140,230 1,332,482 SH   DFND 7 883,016 0 449,466
VISA INC COM CL A 92826C839 77,706 738,369 SH   DFND 11 738,369 0 0
VISTA OUTDOOR INC COM 928377100 188,769 8,228,802 SH   DFND 1,5 7,583 0 8,221,219
VISTA OUTDOOR INC COM 928377100 2,562 111,687 SH   DFND 3 111,687 0 0
VISTA OUTDOOR INC COM 928377100 4,925 214,700 SH   DFND 6 214,700 0 0
VISTEON CORP COM NEW 92839U206 59,181 478,155 SH   DFND 1,5 85 0 478,070
VISTRA ENERGY CORP COM 92840M102 54,073 2,893,135 SH   DFND 1,5 412 0 2,892,723
VISTRA ENERGY CORP COM 92840M102 2,426 129,800 SH   DFND 7 129,800 0 0
VITAL THERAPIES INC COM 92847R104 14,937 2,957,878 SH   DFND 1,5 0 0 2,957,878
VITAMIN SHOPPE INC COM 92849E101 7,009 1,310,094 SH   DFND 1,5 418,332 0 891,762
VIVINT SOLAR INC COM 92854Q106 34,629 10,184,985 SH   DFND 1,5 0 0 10,184,985
VMWARE INC CL A COM 928563402 29,404 269,296 SH   DFND 1,5 5,700 0 263,596
VMWARE INC CL A COM 928563402 1,769 16,200 SH   DFND 6 16,200 0 0
VMWARE INC CL A COM 928563402 2,653 24,300 SH   DFND 7 24,300 0 0
VOCERA COMMUNICATIONS INC COM 92857F107 11,105 354,012 SH   DFND 1,5 0 0 354,012
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 12,015 422,181 SH   DFND 1,5 0 0 422,181
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 310 10,901 SH   DFND 3 10,901 0 0
VONAGE HLDGS CORP COM 92886T201 21,871 2,686,912 SH   DFND 1,5 0 0 2,686,912
VORNADO RLTY TR SH BEN INT 929042109 21,250 276,400 SH   DFND 1,5 0 0 276,400
VORNADO RLTY TR SH BEN INT 929042109 3,340 43,449 SH   DFND 2 0 0 43,449
VORNADO RLTY TR SH BEN INT 929042109 2,859 37,193 SH   DFND 3 37,193 0 0
VOYA FINL INC COM 929089100 73,310 1,837,809 SH   DFND 1,5 197,036 0 1,640,773
VOYA FINL INC COM 929089100 2,058 51,600 SH   DFND 7 51,600 0 0
VOYAGER THERAPEUTICS INC COM 92915B106 76,143 3,698,051 SH   DFND 1,5 0 0 3,698,051
VSE CORP COM 918284100 83,055 1,460,693 SH   DFND 1,5 242,799 0 1,217,894
VOC ENERGY TR TR UNIT 91829B103 37 10,000 SH   DFND 1,5 10,000 0 0
VULCAN MATLS CO COM 929160109 11,884 99,361 SH   DFND 1,5 130 0 99,231
VULCAN MATLS CO COM 929160109 3,987 33,334 SH   DFND 2 0 0 33,334
VULCAN MATLS CO COM 929160109 2,788 23,314 SH   DFND 3 23,314 0 0
VULCAN MATLS CO COM 929160109 1,292 10,800 SH   DFND 11 10,800 0 0
VWR CORP COM 91843L103 6,054 182,854 SH   DFND 1,5 20,178 0 162,676
W & T OFFSHORE INC COM 92922P106 138 45,400 SH   DFND   45,400 0 0
W P CAREY INC COM 92936U109 119,374 1,771,385 SH   DFND 1 1,771,385 0 0
W P CAREY INC COM 92936U109 46,718 693,248 SH   DFND 1,5 0 0 693,248
WABCO HLDGS INC COM 92927K102 666 4,500 SH   DFND 1 4,500 0 0
WABCO HLDGS INC COM 92927K102 426,280 2,880,270 SH   DFND 1,5 22,139 0 2,858,131
WABCO HLDGS INC COM 92927K102 623 4,212 SH   DFND 3 4,212 0 0
WABCO HLDGS INC COM 92927K102 32,135 217,130 SH   DFND 6 217,130 0 0
WABCO HLDGS INC COM 92927K102 9,505 64,220 SH   DFND 7 64,220 0 0
WABTEC CORP COM 929740108 203,015 2,680,067 SH   DFND 1,5 120,500 0 2,559,567
WABTEC CORP COM 929740108 3,303 43,600 SH   DFND 6 43,600 0 0
WADDELL & REED FINL INC CL A 930059100 86,327 4,301,289 SH   DFND 1,5 865,068 0 3,436,221
WAGEWORKS INC COM 930427109 18,636 307,010 SH   DFND 1,5 0 0 307,010
WAGEWORKS INC COM 930427109 12,270 202,149 SH   DFND 1,9 0 0 202,149
WAGEWORKS INC COM 930427109 1,584 26,100 SH   DFND 6 26,100 0 0
WAGEWORKS INC COM 930427109 1,788 29,455 SH   DFND 7 7,855 0 21,600
WAL-MART STORES INC COM 931142103 981 12,558 SH   DFND 1 12,558 0 0
WAL-MART STORES INC COM 931142103 1,433,703 18,347,880 SH   DFND 1,5 815,026 0 17,532,854
WAL-MART STORES INC COM 931142103 28,823 368,869 SH   DFND 2 0 0 368,869
WAL-MART STORES INC COM 931142103 164,369 2,103,516 SH   DFND 3 2,103,516 0 0
WAL-MART STORES INC COM 931142103 14,692 188,024 SH   DFND 6 188,024 0 0
WAL-MART STORES INC COM 931142103 36,259 464,029 SH   DFND 7 178,871 0 285,158
WAL-MART STORES INC COM 931142103 4,884 62,500 SH   DFND 11 62,500 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 650,383 8,422,469 SH   DFND 1,5 614,135 0 7,808,334
WALGREENS BOOTS ALLIANCE INC COM 931427108 17,909 231,917 SH   DFND 2 0 0 231,917
WALGREENS BOOTS ALLIANCE INC COM 931427108 25,641 332,057 SH   DFND 3 332,057 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 3,977 51,500 SH   DFND 11 51,500 0 0
WARRIOR MET COAL INC COM 93627C101 961 42,911 SH   DFND 1 42,911 0 0
WARRIOR MET COAL INC COM 93627C101 33,895 1,476,045 SH   DFND 1,5 126,975 0 1,349,070
WASHINGTON FED INC COM 938824109 239,220 7,109,073 SH   DFND 1,5 82 0 7,108,991
WASHINGTON PRIME GROUP NEW COM 93964W108 37,532 4,505,589 SH   DFND 1,5 12,994 0 4,492,595
WASHINGTON PRIME GROUP NEW COM 93964W108 6,565 788,100 SH   DFND 6 788,100 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 2,761 331,400 SH   DFND 7 331,400 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 72,059 2,199,600 SH   DFND 1,5 84,300 0 2,115,300
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 15,679 478,600 SH   DFND 6 478,600 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 5,284 161,300 SH   DFND 7 0 0 161,300
WASTE CONNECTIONS INC COM 94106B101 83,032 1,187,080 SH   DFND 1,5 1,466 0 1,185,614
WASTE CONNECTIONS INC COM 94106B101 227 3,250 SH   DFND 6 3,250 0 0
WASTE CONNECTIONS INC COM 94106B101 8,980 128,400 SH   DFND 7 108,350 0 20,050
WASTE CONNECTIONS INC COM 94106B101 291,209 4,164,057 SH   DFND 11 3,914,050 0 250,007
WASTE MGMT INC DEL COM 94106L109 41,483 530,000 SH   DFND 1,5 0 0 530,000
WASTE MGMT INC DEL COM 94106L109 7,985 102,020 SH   DFND 2 0 0 102,020
WASTE MGMT INC DEL COM 94106L109 12,163 155,395 SH   DFND 3 155,395 0 0
WASTE MGMT INC DEL COM 94106L109 1,665 21,274 SH   DFND 6 21,274 0 0
WASTE MGMT INC DEL COM 94106L109 4,026 51,438 SH   DFND 7 51,438 0 0
WATERS CORP COM 941848103 158,273 881,647 SH   DFND 1,5 52,980 0 828,667
WATERS CORP COM 941848103 3,611 20,116 SH   DFND 2 0 0 20,116
WATERS CORP COM 941848103 4,395 24,479 SH   DFND 3 24,479 0 0
WATSCO INC COM 942622200 163,099 1,012,596 SH   DFND 1,5 8 0 1,012,588
WATSCO INC COM 942622200 39,245 243,654 SH   DFND 3 243,654 0 0
WAVE LIFE SCIENCES LTD SHS Y95308105 32,926 1,513,849 SH   DFND 1,5 0 0 1,513,849
WAYFAIR INC CL A 94419L101 553,511 8,212,336 SH   DFND 1,5 1,977,454 0 6,234,882
WAYFAIR INC CL A 94419L101 297 4,400 SH   DFND 6 4,400 0 0
WAYSIDE TECHNOLOGY GROUP INC COM 946760105 3,035 223,978 SH   DFND 1,5 151,734 0 72,244
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 14,014 12,835,000 PRN   DFND 1,5 0 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 71,246 15,555,968 SH   DFND 1,5 2,069,813 0 13,486,155
WEATHERFORD INTL PLC ORD SHS G48833100 58 12,769 SH   DFND 3 12,769 0 0
WEB COM GROUP INC COM 94733A104 40,764 1,630,570 SH   DFND 1,5 56,500 0 1,574,070
WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 12,571 12,650,000 PRN   DFND 1,5 0 0 0
WEBSTER FINL CORP CONN COM 947890109 302 5,752 SH   DFND 3 5,752 0 0
WEC ENERGY GROUP INC COM 92939U106 48,151 766,987 SH   DFND 1,5 29 0 766,958
WEC ENERGY GROUP INC COM 92939U106 4,993 79,527 SH   DFND 2 0 0 79,527
WEC ENERGY GROUP INC COM 92939U106 6,974 111,092 SH   DFND 3 111,092 0 0
WEIBO CORP SPONSORED ADR 948596101 986 9,970 SH   DFND 1,9 0 0 9,970
WEIGHT WATCHERS INTL INC NEW COM 948626106 362,696 8,328,258 SH   DFND 1,5 879,200 0 7,449,058
WELLCARE HEALTH PLANS INC COM 94946T106 44,075 256,638 SH   DFND 1,5 10,084 0 246,554
WELLCARE HEALTH PLANS INC COM 94946T106 2,422 14,100 SH   DFND 7 14,100 0 0
WELLS FARGO CO NEW COM 949746101 1,083 19,636 SH   DFND 1 19,636 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 93,896 71,404 SH   DFND 1,5 21,650 0 49,754
WELLS FARGO CO NEW COM 949746101 6,714,371 121,747,432 SH   DFND 1,5 8,046,322 0 113,701,110
WELLS FARGO CO NEW COM 949746101 62,091 1,125,850 SH   DFND 2 0 0 1,125,850
WELLS FARGO CO NEW COM 949746101 240,840 4,367,001 SH   DFND 3 4,367,001 0 0
WELLS FARGO CO NEW COM 949746101 62,325 1,130,104 SH   DFND 6 1,108,147 0 21,957
WELLS FARGO CO NEW COM 949746101 80,375 1,457,392 SH   DFND 7 339,381 0 1,118,011
WELLTOWER INC COM 95040Q104 404,289 5,752,540 SH   DFND 1 5,752,540 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 13,060 205,867 SH   DFND 1,5 59,867 0 146,000
WELLTOWER INC COM 95040Q104 429,462 6,110,728 SH   DFND 1,5 186,729 0 5,923,999
WELLTOWER INC COM 95040Q104 6,533 92,961 SH   DFND 2 0 0 92,961
WELLTOWER INC COM 95040Q104 8,402 119,549 SH   DFND 3 119,549 0 0
WELLTOWER INC COM 95040Q104 34,486 490,688 SH   DFND 6 490,688 0 0
WELLTOWER INC COM 95040Q104 21,120 300,507 SH   DFND 7 63,643 0 236,864
WENDYS CO COM 95058W100 192 12,340 SH   DFND 3 12,340 0 0
WESBANCO INC COM 950810101 14,177 345,600 SH   DFND 1,5 0 0 345,600
WESCO INTL INC COM 95082P105 368,977 6,334,368 SH   DFND 1,5 935 0 6,333,433
WESCO INTL INC COM 95082P105 6,116 105,000 SH   DFND 6 105,000 0 0
WESCO INTL INC COM 95082P105 402 6,900 SH   DFND 7 6,900 0 0
WEST CORP COM 952355204 28,725 1,223,887 SH   DFND 1,5 32,461 0 1,191,426
WEST PHARMACEUTICAL SVSC INC COM 955306105 6,007 62,400 SH   DFND 1,5 0 0 62,400
WEST PHARMACEUTICAL SVSC INC COM 955306105 18,747 194,752 SH   DFND 11 194,752 0 0
WESTAR ENERGY INC COM 95709T100 56,513 1,139,378 SH   DFND 1,5 0 0 1,139,378
WESTAR ENERGY INC COM 95709T100 302 6,086 SH   DFND 3 6,086 0 0
WESTERN ALLIANCE BANCORP COM 957638109 32,514 612,543 SH   DFND 6 612,543 0 0
WESTERN ALLIANCE BANCORP COM 957638109 9,084 171,140 SH   DFND 7 171,140 0 0
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 25,016 25,000,000 PRN   DFND 1,5 0 0 0
WESTERN DIGITAL CORP COM 958102105 164,574 1,904,797 SH   DFND 1,5 55,800 0 1,848,997
WESTERN DIGITAL CORP COM 958102105 6,420 74,311 SH   DFND 2 0 0 74,311
WESTERN DIGITAL CORP COM 958102105 11,082 128,267 SH   DFND 3 128,267 0 0
WESTERN DIGITAL CORP COM 958102105 366 4,240 SH   DFND 6 4,240 0 0
WESTERN DIGITAL CORP COM 958102105 5,481 63,439 SH   DFND 7 63,439 0 0
WESTERN UN CO COM 959802109 792,033 41,251,734 SH   DFND 1,5 2,814,971 0 38,436,763
WESTERN UN CO COM 959802109 2,245 116,929 SH   DFND 2 0 0 116,929
WESTERN UN CO COM 959802109 1,034 53,851 SH   DFND 3 53,851 0 0
WESTERN UN CO COM 959802109 5,136 267,500 SH   DFND 6 267,500 0 0
WESTLAKE CHEM CORP COM 960413102 241,067 2,901,273 SH   DFND 1,5 5,090 0 2,896,183
WESTLAKE CHEM CORP COM 960413102 914 11,000 SH   DFND 6 11,000 0 0
WESTROCK CO COM 96145D105 344 6,064 SH   DFND 1 6,064 0 0
WESTROCK CO COM 96145D105 783,432 13,809,840 SH   DFND 1,5 480,584 0 13,329,256
WESTROCK CO COM 96145D105 3,631 64,010 SH   DFND 2 0 0 64,010
WESTROCK CO COM 96145D105 41,660 734,364 SH   DFND 3 734,364 0 0
WESTROCK CO COM 96145D105 5,404 95,250 SH   DFND 6 95,250 0 0
WESTROCK CO COM 96145D105 6,093 107,400 SH   DFND 7 107,400 0 0
WEX INC COM 96208T104 71,167 634,177 SH   DFND 1,5 177 0 634,000
WEX INC COM 96208T104 7,968 71,000 SH   DFND 1,9 0 0 71,000
WEYERHAEUSER CO COM 962166104 8,731 256,559 SH   DFND 1,5 245 0 256,314
WEYERHAEUSER CO COM 962166104 6,457 189,746 SH   DFND 2 0 0 189,746
WEYERHAEUSER CO COM 962166104 6,957 204,441 SH   DFND 3 204,441 0 0
WGL HLDGS INC COM 92924F106 38,262 454,420 SH   DFND 1,5 0 0 454,420
WGL HLDGS INC COM 92924F106 509 6,051 SH   DFND 3 6,051 0 0
WGL HLDGS INC COM 92924F106 2,459 29,200 SH   DFND 6 29,200 0 0
WHEATON PRECIOUS METALS CORP COM 962879102 53,544 2,807,140 SH   DFND 1,5 0 0 2,807,140
WHEATON PRECIOUS METALS CORP COM 962879102 5,260 275,757 SH   DFND 6 160,657 0 115,100
WHEATON PRECIOUS METALS CORP COM 962879102 8,711 456,680 SH   DFND 7 408,980 0 47,700
WHEATON PRECIOUS METALS CORP COM 962879102 75,574 3,962,100 SH   DFND 11 3,962,100 0 0
WHEELER REAL ESTATE INVT TR PFD CNV SER D 963025606 6,590 295,000 SH   DFND 1,5 0 0 295,000
WHIRLPOOL CORP COM 963320106 174,072 943,787 SH   DFND 1,5 40 0 943,747
WHIRLPOOL CORP COM 963320106 3,392 18,392 SH   DFND 2 0 0 18,392
WHIRLPOOL CORP COM 963320106 10,625 57,607 SH   DFND 3 57,607 0 0
WHITING PETE CORP NEW COM 966387102 59 10,884 SH   DFND 1 10,884 0 0
WHITING PETE CORP NEW COM 966387102 67,708 12,400,740 SH   DFND 1,5 1,654,012 0 10,746,728
WILEY JOHN & SONS INC CL A 968223206 17,902 334,609 SH   DFND 1,5 60 0 334,549
WILEY JOHN & SONS INC CL A 968223206 786 14,694 SH   DFND 3 14,694 0 0
WILEY JOHN & SONS INC CL A 968223206 5,623 105,100 SH   DFND 6 105,100 0 0
WILEY JOHN & SONS INC CL A 968223206 851 15,900 SH   DFND 7 700 0 15,200
WILLIAMS COS INC DEL COM 969457100 3,624 120,770 SH   DFND 1 120,770 0 0
WILLIAMS COS INC DEL COM 969457100 1,848,341 61,590,832 SH   DFND 1,5 3,622,769 0 57,968,063
WILLIAMS COS INC DEL COM 969457100 6,252 208,321 SH   DFND 2 0 0 208,321
WILLIAMS COS INC DEL COM 969457100 104,010 3,465,829 SH   DFND 3 3,465,829 0 0
WILLIAMS COS INC DEL COM 969457100 23,618 786,995 SH   DFND 6 786,995 0 0
WILLIAMS COS INC DEL COM 969457100 38,451 1,281,276 SH   DFND 7 247,900 0 1,033,376
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 879,028 22,597,122 SH   DFND 1,5 0 0 22,597,122
WILLIAMS SONOMA INC COM 969904101 162,837 3,265,883 SH   DFND 1,5 418,012 0 2,847,871
WILLIS TOWERS WATSON PUB LTD SHS G96629103 160,234 1,038,928 SH   DFND 1,5 22,400 0 1,016,528
WILLIS TOWERS WATSON PUB LTD SHS G96629103 5,219 33,841 SH   DFND 2 0 0 33,841
WILLIS TOWERS WATSON PUB LTD SHS G96629103 7,203 46,701 SH   DFND 3 46,701 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 45,004 291,800 SH   DFND 11 291,800 0 0
WINDSTREAM HLDGS INC COM NEW 97382A200 3,902 2,204,740 SH   DFND 1,5 0 0 2,204,740
WINGSTOP INC COM 974155103 82,785 2,489,784 SH   DFND 1,5 100,429 0 2,389,355
WINTRUST FINL CORP COM 97650W108 60,964 778,500 SH   DFND 1,5 0 0 778,500
WIPRO LTD SPON ADR 1 SH 97651M109 1,562 275,000 SH   DFND 1,5 275,000 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 157 27,700 SH   DFND   27,700 0 0
WIRELESS TELECOM GROUP INC COM 976524108 755 452,029 SH   DFND 1,5 52,000 0 400,029
WISDOMTREE INVTS INC COM 97717P104 14,794 1,453,228 SH   DFND 1,5 231,707 0 1,221,521
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 3,990 61,666 SH   DFND 1,5 25,016 0 36,650
WISDOMTREE TR JAPN HEDGE EQT 97717W851 3,463 63,318 SH   DFND 1,5 17,918 0 45,400
WISDOMTREE TR INDIA ERNGS FD 97717W422 360 14,292 SH   DFND 1,5 0 0 14,292
WISDOMTREE TR EUROPE SMCP DV 97717W869 1,914 27,554 SH   DFND 3 27,554 0 0
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 264,873 4,093,870 SH   DFND 3 4,093,870 0 0
WISDOMTREE TR JP SMALLCP DIV 97717W836 1,835 24,466 SH   DFND 3 24,466 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 87,195 1,594,055 SH   DFND 3 1,594,055 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 608 11,108 SH   DFND 6 0 0 11,108
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 9,262 143,159 SH   DFND 7 143,159 0 0
WISDOMTREE TR JPN SCAP HDG EQT 97717W521 8,020 187,782 SH   DFND 7 187,782 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 30,155 551,279 SH   DFND 7 551,279 0 0
WIX COM LTD SHS M98068105 221,201 3,078,646 SH   DFND 1,5 556,442 0 2,522,204
WIX COM LTD SHS M98068105 1,200 16,700 SH   DFND 1,9 0 0 16,700
WMIH CORP COM 92936P100 21 22,189 SH   DFND 1,5 0 0 22,189
WNS HOLDINGS LTD SPON ADR 92932M101 112,261 3,075,651 SH   DFND 1,5 100,000 0 2,975,651
WNS HOLDINGS LTD SPON ADR 92932M101 55,748 1,527,347 SH   DFND 6 1,527,347 0 0
WNS HOLDINGS LTD SPON ADR 92932M101 7,366 201,803 SH   DFND 7 201,803 0 0
WOLVERINE WORLD WIDE INC COM 978097103 17,097 592,605 SH   DFND 1,5 32,877 0 559,728
WOLVERINE WORLD WIDE INC COM 978097103 29,490 1,022,184 SH   DFND 6 972,384 0 49,800
WOLVERINE WORLD WIDE INC COM 978097103 12,282 425,714 SH   DFND 7 370,214 0 55,500
WOODWARD INC COM 980745103 15,165 195,400 SH   DFND 1,5 0 0 195,400
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 9,433 6,700,000 PRN   DFND 1,5 0 0 0
WORKDAY INC CL A 98138H101 1,353,444 12,842,243 SH   DFND 1,5 1,200,252 0 11,641,991
WORKDAY INC CL A 98138H101 12,067 114,501 SH   DFND 1,9 150 0 114,351
WORKDAY INC CL A 98138H101 261 2,472 SH   DFND 3 2,472 0 0
WORKDAY INC CL A 98138H101 2,812 26,686 SH   DFND 6 26,686 0 0
WORKIVA INC COM CL A 98139A105 5,097 244,449 SH   DFND 1,5 0 0 244,449
WORKIVA INC COM CL A 98139A105 444 21,300 SH   DFND 1,9 0 0 21,300
WORLD FUEL SVCS CORP COM 981475106 162,710 4,798,279 SH   DFND 1,5 518,178 0 4,280,101
WPX ENERGY INC COM 98212B103 147,790 12,851,321 SH   DFND 1,5 135,185 0 12,716,136
WPX ENERGY INC COM 98212B103 1,180 102,600 SH   DFND 7 102,600 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 383,958 14,841,819 SH   DFND 1,5 272,000 0 14,569,819
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 13,372 516,910 SH   DFND 6 516,910 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 9,358 361,744 SH   DFND 7 361,744 0 0
WSFS FINL CORP COM 929328102 64,501 1,323,095 SH   DFND 1,5 0 0 1,323,095
WYNDHAM WORLDWIDE CORP COM 98310W108 801,200 7,600,796 SH   DFND 1,5 117,578 0 7,483,218
WYNDHAM WORLDWIDE CORP COM 98310W108 2,730 25,903 SH   DFND 2 0 0 25,903
WYNDHAM WORLDWIDE CORP COM 98310W108 6,624 62,843 SH   DFND 3 62,843 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 5,517 52,335 SH   DFND 6 52,335 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 10,646 101,000 SH   DFND 7 58,700 0 42,300
WYNDHAM WORLDWIDE CORP COM 98310W108 21,145 200,600 SH   DFND 11 200,600 0 0
WYNN RESORTS LTD COM 983134107 7,284 48,915 SH   DFND 1,5 0 0 48,915
WYNN RESORTS LTD COM 983134107 3,002 20,161 SH   DFND 2 0 0 20,161
WYNN RESORTS LTD COM 983134107 3,891 26,125 SH   DFND 3 26,125 0 0
XCEL ENERGY INC COM 98389B100 889,283 18,792,963 SH   DFND 1,5 356,662 0 18,436,301
XCEL ENERGY INC COM 98389B100 6,055 127,960 SH   DFND 2 0 0 127,960
XCEL ENERGY INC COM 98389B100 4,041 85,403 SH   DFND 3 85,403 0 0
XCEL ENERGY INC COM 98389B100 18,733 395,877 SH   DFND 6 395,877 0 0
XCEL ENERGY INC COM 98389B100 18,236 385,369 SH   DFND 7 222,869 0 162,500
XCEL ENERGY INC COM 98389B100 40,887 864,050 SH   DFND 11 864,050 0 0
XCERRA CORP COM 98400J108 6,887 699,212 SH   DFND 1,5 0 0 699,212
XENCOR INC COM 98401F105 159,527 6,960,151 SH   DFND 1,5 500,992 0 6,459,159
XENCOR INC COM 98401F105 431 18,800 SH   DFND 6 18,800 0 0
XENCOR INC COM 98401F105 1,375 60,000 SH   DFND 7 60,000 0 0
XEROX CORP COM NEW 984121608 136,165 4,090,256 SH   DFND 1,5 461,361 0 3,628,895
XEROX CORP COM NEW 984121608 1,791 53,799 SH   DFND 2 0 0 53,799
XEROX CORP COM NEW 984121608 834 25,061 SH   DFND 3 25,061 0 0
XEROX CORP COM NEW 984121608 1,877 56,375 SH   DFND 7 56,375 0 0
XILINX INC COM 983919101 27,815 392,700 SH   DFND 1,5 1,300 0 391,400
XILINX INC COM 983919101 4,437 62,649 SH   DFND 2 0 0 62,649
XILINX INC COM 983919101 2,313 32,657 SH   DFND 3 32,657 0 0
XILINX INC COM 983919101 2,833 40,000 SH   DFND 7 40,000 0 0
XL GROUP LTD COM G98294104 2,564 65,003 SH   DFND 2 0 0 65,003
XL GROUP LTD COM G98294104 2,592 65,715 SH   DFND 3 65,715 0 0
XPERI CORP COM 98421B100 3,661 144,700 SH   DFND 1,5 0 0 144,700
XPERI CORP COM 98421B100 253 10,000 SH   DFND 1,9 0 0 10,000
XPO LOGISTICS INC COM 983793100 362,607 5,349,762 SH   DFND 1,5 401,256 0 4,948,506
XPO LOGISTICS INC COM 983793100 2,203 32,500 SH   DFND 6 32,500 0 0
XUNLEI LTD SPONSORED ADR 98419E108 13,256 3,119,144 SH   DFND 1,9 0 0 3,119,144
XYLEM INC COM 98419M100 639 10,200 SH   DFND 1 10,200 0 0
XYLEM INC COM 98419M100 283,598 4,528,144 SH   DFND 1,5 686,742 0 3,841,402
XYLEM INC COM 98419M100 2,834 45,252 SH   DFND 2 0 0 45,252
XYLEM INC COM 98419M100 1,087 17,360 SH   DFND 3 17,360 0 0
XYLEM INC COM 98419M100 1,722 27,500 SH   DFND 6 27,500 0 0
YAHOO INC NOTE 12/0 984332AF3 65,783 50,700,000 PRN   DFND 1,5 0 0 0
YAMANA GOLD INC COM 98462Y100 7,156 2,705,620 SH   DFND 1,5 0 0 2,705,620
YANDEX N V SHS CLASS A N97284108 260,673 7,911,155 SH   DFND 1,5 618,000 0 7,293,155
YANDEX N V SHS CLASS A N97284108 77,696 2,358,000 SH   DFND 1,9 63,000 0 2,295,000
YANDEX N V SHS CLASS A N97284108 1,802 54,700 SH   DFND 6 54,700 0 0
YELP INC CL A 985817105 10,401 240,204 SH   DFND 1,5 5,000 0 235,204
YELP INC CL A 985817105 615 14,200 SH   DFND 6 14,200 0 0
YEXT INC COM 98585N106 111,099 8,365,890 SH   DFND 1,5 190 0 8,365,700
YIRENDAI LTD SPONSORED ADR 98585L100 1,023 24,400 SH   DFND 1,5 0 0 24,400
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 35,363 1,587,200 SH   DFND 1,5 62,400 0 1,524,800
YRC WORLDWIDE INC COM PAR $.01 984249607 3,186 230,898 SH   DFND 1,5 98 0 230,800
YUM BRANDS INC COM 988498101 189,896 2,579,762 SH   DFND 1,5 625,426 0 1,954,336
YUM BRANDS INC COM 988498101 6,396 86,885 SH   DFND 2 0 0 86,885
YUM BRANDS INC COM 988498101 16,551 224,844 SH   DFND 3 224,844 0 0
YUM BRANDS INC COM 988498101 1,235 16,780 SH   DFND 7 16,780 0 0
YUM CHINA HLDGS INC COM 98850P109 273,763 6,849,205 SH   DFND 1,5 1,335,854 0 5,513,351
YUM CHINA HLDGS INC COM 98850P109 5,724 143,197 SH   DFND 3 143,197 0 0
YUM CHINA HLDGS INC COM 98850P109 2,398 60,000 SH   DFND 6 60,000 0 0
YY INC ADS REPCOM CLA 98426T106 60,632 698,687 SH   DFND 1,5 20,000 0 678,687
ZAFGEN INC COM 98885E103 14,324 4,069,270 SH   DFND 1,5 750 0 4,068,520
ZAGG INC COM 98884U108 1,808 114,820 SH   DFND 1,5 7,587 0 107,233
ZAI LAB LTD ADR 98887Q104 70,316 2,604,285 SH   DFND 1,5 449,085 0 2,155,200
ZAI LAB LTD ADR 98887Q104 2,711 100,400 SH   DFND 1,9 0 0 100,400
ZAI LAB LTD ADR 98887Q104 373 13,800 SH   DFND 6 13,800 0 0
ZAI LAB LTD ADR 98887Q104 1,350 50,000 SH   DFND 7 50,000 0 0
ZAYO GROUP HLDGS INC COM 98919V105 100,527 2,920,588 SH   DFND 1,5 0 0 2,920,588
ZAYO GROUP HLDGS INC COM 98919V105 2,471 71,800 SH   DFND 7 71,800 0 0
ZEALAND PHARMA A S SPONSORED ADR 98920Y304 2,954 153,846 SH   DFND 1,5 0 0 153,846
ZEBRA TECHNOLOGIES CORP CL A 989207105 9,949 91,624 SH   DFND 1,5 0 0 91,624
ZENDESK INC COM 98936J101 385,941 13,258,023 SH   DFND 1,5 1,354,633 0 11,903,390
ZENDESK INC COM 98936J101 44,464 1,527,444 SH   DFND 1,9 0 0 1,527,444
ZENDESK INC COM 98936J101 818 28,100 SH   DFND 6 28,100 0 0
ZENDESK INC COM 98936J101 2,541 87,300 SH   DFND 7 87,300 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 403,192 3,443,440 SH   DFND 1,5 136,000 0 3,307,440
ZIMMER BIOMET HLDGS INC COM 98956P102 5,966 50,954 SH   DFND 2 0 0 50,954
ZIMMER BIOMET HLDGS INC COM 98956P102 9,726 83,066 SH   DFND 3 83,066 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 12,794 109,270 SH   DFND 6 109,270 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 27,326 233,380 SH   DFND 7 233,380 0 0
ZIONS BANCORPORATION COM 989701107 16,152 342,350 SH   DFND 1,5 0 0 342,350
ZIONS BANCORPORATION COM 989701107 2,404 50,948 SH   DFND 2 0 0 50,948
ZIONS BANCORPORATION COM 989701107 9,130 193,519 SH   DFND 3 193,519 0 0
ZOETIS INC CL A 98978V103 7,886 123,684 SH   DFND 2 0 0 123,684
ZOETIS INC CL A 98978V103 13,960 218,947 SH   DFND 3 218,947 0 0
ZOETIS INC CL A 98978V103 491 7,700 SH   DFND 7 7,700 0 0
ZOGENIX INC COM NEW 98978L204 36,580 1,043,651 SH   DFND 1,5 0 0 1,043,651
ZOSANO PHARMA CORP COM 98979H103 1,417 1,721,819 SH   DFND 1,5 0 0 1,721,819
ZTO EXPRESS CAYMAN INC SPONSORED ADR 98980A105 9,916 706,265 SH   DFND 1,5 0 0 706,265
ZUMIEZ INC COM 989817101 6,621 365,818 SH   DFND 1,5 41,148 0 324,670
ZYNGA INC CL A 98986T108 8,745 2,313,551 SH   DFND 1,5 47,600 0 2,265,951
ZYNGA INC CL A 98986T108 519 137,400 SH   DFND 6 137,400 0 0