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
AES CORP COM 00130H105 165,717 14,261,497 SH   DFND 2 0 12,454,108 1,807,389
AES CORP COM 00130H105 87 7,448 SH   DFND 02,03 0 7,448 0
AES CORP COM 00130H105 64,120 5,518,149 SH   DFND 10 0 5,518,149 0
AES CORP COM 00130H105 495 42,641 SH   DFND 16 0 37,547 5,094
AIA GROUP LTD-SP ADR ADR 001317205 773 34,385 SH   DFND 2 0 0 34,385
AIA GROUP LTD-SP ADR ADR 001317205 1,542 68,651 SH   DFND 16 0 0 68,651
AK STEEL HOLDING CORP COM 001547108 36,982 3,622,087 SH   DFND 2 0 3,371,587 250,500
AK STEEL HOLDING CORP COM 001547108 27 2,600 SH   DFND 16 0 0 2,600
ALPS EQUAL SECTOR WEIGHT ETF COM 00162Q205 1,171 19,528 SH   DFND 16 0 0 19,528
ALPS MEDICAL BREAKTHROUGHS COM 00162Q593 226 9,868 SH   DFND 16 0 0 9,868
ALPS SECTOR DIVIDEND DOGS COM 00162Q858 11,442 272,507 SH   DFND 16 0 0 272,507
ALERIAN MLP ETF COM 00162Q866 38,872 3,090,949 SH   DFND 16 0 584,965 2,505,984
AMAG PHARMACEUTICALS INC COM 00163U106 6,064 174,244 SH   DFND 2 0 174,244 0
AMAG PHARMACEUTICALS INC COM 00163U106 127 3,500 SH   DFND 16 0 0 3,500
AMAG PHARMACEUTICALS INC CONV BND 00163UAA4 3,527 2,500,000 PRN   DFND 2 0 0 2,500,000
AMC NETWORKS INC-A COM 00164V103 12,520 239,204 SH   DFND 2 0 239,204 0
AMC NETWORKS INC-A COM 00164V103 21 400 SH   DFND 16 0 0 400
AMC ENTERTAINMENT HLDS-CL A COM 00165C104 39,822 1,183,405 SH   DFND 2 0 1,126,605 56,800
AMC ENTERTAINMENT HLDS-CL A COM 00165C104 19 565 SH   DFND 16 0 0 565
AMG 5.15 10/15/37 CONV PRF 00170F209 19,108 350,000 SH   DFND 2 0 0 350,000
AMN HEALTHCARE SERVICES INC COM 001744101 13,784 358,511 SH   DFND 2 0 358,511 0
AMN HEALTHCARE SERVICES INC COM 001744101 866 22,516 SH   DFND 16 0 229 22,287
ANI PHARMACEUTICALS INC COM 00182C103 3,168 52,265 SH   DFND 2 0 52,265 0
ANI PHARMACEUTICALS INC COM 00182C103 36 600 SH   DFND 16 0 0 600
ARC DOCUMENT SOLUTIONS INC COM 00191G103 2,923 575,419 SH   DFND 2 0 575,419 0
AMERICAN AIRLINES ESCROW WT 001ESC102 0 237,666 SH   DFND 2 0 0 237,666
A P MOLLER-MAERSK-B-UNSP ADR ADR 00202F102 179 22,337 SH   DFND 2 0 0 22,337
A P MOLLER-MAERSK-B-UNSP ADR ADR 00202F102 14 1,745 SH   DFND 16 0 0 1,745
AT&T INC COM 00206R102 878,191 20,648,760 SH   DFND 2 0 19,705,670 943,090
AT&T INC COM 00206R102 6,155 144,731 SH   DFND 02,03 0 144,731 0
AT&T INC COM 00206R102 125,029 2,939,118 SH   DFND 10 0 2,912,000 27,118
AT&T INC COM 00206R102 178,284 4,185,194 SH   DFND 16 0 858,822 3,326,371
ATN INTERNATIONAL INC COM 00215F107 6,491 80,998 SH   DFND 2 0 80,998 0
AVX CORP COM 002444107 9,123 583,682 SH   DFND 2 0 583,682 0
AVX CORP COM 002444107 498 31,261 SH   DFND 16 0 0 31,261
AZZ INC COM 002474104 13,427 210,114 SH   DFND 2 0 210,114 0
AZZ INC COM 002474104 35 550 SH   DFND 16 0 0 550
AARON'S INC COM 002535300 14,601 456,419 SH   DFND 2 0 456,419 0
AARON'S INC COM 002535300 22 700 SH   DFND 16 0 0 700
ABAXIS INC COM 002567105 11,789 223,407 SH   DFND 2 0 223,407 0
ABAXIS INC COM 002567105 202 3,838 SH   DFND 16 0 3,818 20
ABBOTT LABORATORIES COM 002824100 236,280 6,151,467 SH   DFND 2 0 5,862,658 288,809
ABBOTT LABORATORIES COM 002824100 2,739 71,313 SH   DFND 02,03 0 71,313 0
ABBOTT LABORATORIES COM 002824100 2,291 59,798 SH   DFND 10 0 0 59,798
ABBOTT LABORATORIES COM 002824100 11,880 309,505 SH   DFND 16 0 198,834 110,671
ABBVIE INC COM 00287Y109 378,274 6,040,695 SH   DFND 2 0 6,023,987 16,708
ABBVIE INC COM 00287Y109 1,256 20,058 SH   DFND 02,03 0 20,058 0
ABBVIE INC COM 00287Y109 53,942 861,406 SH   DFND 10 0 861,406 0
ABBVIE INC COM 00287Y109 145,512 2,329,081 SH   DFND 16 0 324,888 2,004,193
ABERCROMBIE & FITCH CO-CL A COM 002896207 6,119 509,944 SH   DFND 2 0 509,944 0
ABIOMED INC COM 003654100 17,346 153,947 SH   DFND 2 0 153,947 0
ABIOMED INC COM 003654100 226 2,004 SH   DFND 16 0 0 2,004
ABRAXAS PETROLEUM CORP COM 003830106 0 10 SH   DFND 2 0 10 0
ABRAXAS PETROLEUM CORP COM 003830106 54 20,897 SH   DFND 16 0 0 20,897
ACACIA RESEARCH CORP COM 003881307 1,556 239,430 SH   DFND 2 0 239,430 0
ACACIA COMMUNICATIONS INC COM 00401C108 33,329 539,775 SH   DFND 2 0 535,375 4,400
ACACIA COMMUNICATIONS INC COM 00401C108 16 265 SH   DFND 16 0 0 265
ACADIA HEALTHCARE CO INC COM 00404A109 3,874 117,048 SH   DFND 2 0 117,048 0
ACADIA HEALTHCARE CO INC COM 00404A109 33 980 SH   DFND 16 0 715 265
ACADIA PHARMACEUTICALS INC COM 004225108 8,175 283,487 SH   DFND 2 0 283,487 0
ACADIA PHARMACEUTICALS INC COM 004225108 2,267 78,599 SH   DFND 10 0 78,599 0
ACADIA PHARMACEUTICALS INC COM 004225108 405 14,031 SH   DFND 16 0 10,252 3,779
ACADIA REALTY TRUST COM 004239109 13,212 404,241 SH   DFND 2 0 404,241 0
ACADIA REALTY TRUST COM 004239109 1 16 SH   DFND 16 0 0 16
ACETO CORP COM 004446100 6,800 309,556 SH   DFND 2 0 309,556 0
ACETO CORP COM 004446100 258 11,769 SH   DFND 16 0 10,755 1,014
ACHAOGEN INC COM 004449104 1,098 84,334 SH   DFND 2 0 84,334 0
ACI WORLDWIDE INC COM 004498101 8,961 493,675 SH   DFND 2 0 493,675 0
ACI WORLDWIDE INC COM 004498101 11 590 SH   DFND 16 0 0 590
ACLARIS THERAPEUTICS INC COM 00461U105 1,307 48,146 SH   DFND 2 0 48,146 0
ACORDA THERAPEUTICS INC COM 00484M106 5,186 275,880 SH   DFND 2 0 275,880 0
ACORDA THERAPEUTICS INC CONV BND 00484MAA4 9,348 12,300,000 PRN   DFND 2 0 0 12,300,000
ACTELION LTD-UNSP ADR ADR 00507G102 228 4,184 SH   DFND 2 0 0 4,184
ACTELION LTD-UNSP ADR ADR 00507G102 2,663 48,932 SH   DFND 16 0 0 48,932
ACTIVISION BLIZZARD INC COM 00507V109 634,939 17,583,583 SH   DFND 2 0 15,193,306 2,390,277
ACTIVISION BLIZZARD INC COM 00507V109 11,744 325,210 SH   DFND 02,03 0 325,210 0
ACTIVISION BLIZZARD INC COM 00507V109 6,981 193,325 SH   DFND 02,10 0 193,325 0
ACTIVISION BLIZZARD INC COM 00507V109 79,644 2,205,581 SH   DFND 10 0 2,205,581 0
ACTIVISION BLIZZARD INC COM 00507V109 2,666 73,846 SH   DFND 16 0 53,757 20,089
ACTUANT CORP-A COM 00508X203 7,704 296,883 SH   DFND 2 0 296,883 0
ACTUANT CORP-A COM 00508X203 4 160 SH   DFND 16 0 0 160
ACUITY BRANDS INC COM 00508Y102 225,920 978,603 SH   DFND 2 0 858,962 119,641
ACUITY BRANDS INC COM 00508Y102 5,549 24,038 SH   DFND 02,03 0 24,038 0
ACUITY BRANDS INC COM 00508Y102 2,756 11,936 SH   DFND 16 0 11,433 503
ACXIOM CORP COM 005125109 5,364 200,143 SH   DFND 2 0 200,143 0
ACXIOM CORP COM 005125109 58 2,061 SH   DFND 16 0 0 2,061
AAC TECHNOLOGIES H-UNSPON AD ADR 000304105 1 10 SH   DFND 2 0 0 10
AAC TECHNOLOGIES H-UNSPON AD ADR 000304105 204 2,260 SH   DFND 16 0 0 2,260
AAON INC COM 000360206 12,746 385,654 SH   DFND 2 0 385,654 0
AAON INC COM 000360206 30 900 SH   DFND 16 0 0 900
AAR CORP COM 000361105 5,322 161,034 SH   DFND 2 0 161,034 0
AAR CORP COM 000361105 24 731 SH   DFND 16 0 0 731
ABB LTD-SPON ADR ADR 000375204 693 32,880 SH   DFND 2 0 0 32,880
ABB LTD-SPON ADR ADR 000375204 9,494 451,113 SH   DFND 16 0 0 451,113
ACCO BRANDS CORP COM 00081T108 9,978 764,643 SH   DFND 2 0 764,643 0
ACCO BRANDS CORP COM 00081T108 17 1,297 SH   DFND 16 0 0 1,297
ABM INDUSTRIES INC COM 000957100 47,915 1,173,242 SH   DFND 2 0 1,106,542 66,700
ABM INDUSTRIES INC COM 000957100 102 2,501 SH   DFND 16 0 0 2,501
AFLAC INC COM 001055102 232,932 3,346,673 SH   DFND 2 0 2,473,233 873,440
AFLAC INC COM 001055102 321 4,609 SH   DFND 02,03 0 4,609 0
AFLAC INC COM 001055102 1,722 24,731 SH   DFND 16 0 568 24,163
AGCO CORP COM 001084102 11,710 202,369 SH   DFND 2 0 202,369 0
AGCO CORP COM 001084102 68 1,174 SH   DFND 16 0 0 1,174
AG&E HOLDINGS INC COM 00108M102 3 12,000 SH   DFND 16 0 0 12,000
AGNC INVESTMENT CORP COM 00123Q104 5,666 312,512 SH   DFND 2 0 312,512 0
AGNC INVESTMENT CORP COM 00123Q104 486 26,761 SH   DFND 16 0 141 26,620
ADCARE HEALTH SYSTEMS INC COM 00650W300 34 30,000 SH   DFND 16 0 0 30,000
ADEPTUS HEALTH INC-CLASS A COM 006855100 574 75,135 SH   DFND 2 0 75,135 0
ADEPTUS HEALTH INC-CLASS A COM 006855100 2 284 SH   DFND 16 0 0 284
ADIDAS AG-SPONSORED ADR ADR 00687A107 419 5,338 SH   DFND 2 0 0 5,338
ADIDAS AG-SPONSORED ADR ADR 00687A107 717 9,115 SH   DFND 16 0 0 9,115
ADOBE SYSTEMS INC COM 00724F101 452,038 4,390,877 SH   DFND 2 0 3,602,103 788,774
ADOBE SYSTEMS INC COM 00724F101 8,801 85,489 SH   DFND 02,03 0 85,489 0
ADOBE SYSTEMS INC COM 00724F101 46,072 447,514 SH   DFND 10 0 447,514 0
ADOBE SYSTEMS INC COM 00724F101 6,121 59,380 SH   DFND 16 0 34,443 24,937
ADTRAN INC COM 00738A106 5,421 242,537 SH   DFND 2 0 242,537 0
ADTRAN INC COM 00738A106 3 125 SH   DFND 16 0 0 125
ADUDDELL INDUSTRIES INC COM 007391105 0 20,100 SH   DFND 16 0 0 20,100
ADVANCE AUTO PARTS INC COM 00751Y106 96,462 570,382 SH   DFND 2 0 532,982 37,400
ADVANCE AUTO PARTS INC COM 00751Y106 1,400 8,284 SH   DFND 02,03 0 8,284 0
ADVANCE AUTO PARTS INC COM 00751Y106 6,526 38,598 SH   DFND 16 0 36,633 1,965
ADVANCED SEMICONDUCTOR E-ADR ADR 00756M404 71 14,073 SH   DFND 2 0 0 14,073
ADVANCED SEMICONDUCTOR E-ADR ADR 00756M404 585 116,309 SH   DFND 10 0 0 116,309
ADVANCED SEMICONDUCTOR E-ADR ADR 00756M404 216 42,907 SH   DFND 16 0 0 42,907
ADVENT CLAYMORE CONVERTIBLE COM 007639107 88 14,907 SH   DFND 16 0 0 14,907
ADVENT CLAYMORE CVT SEC& INC COM 00764C109 698 47,562 SH   DFND 16 0 0 47,562
AECOM COM 00766T100 16,710 459,611 SH   DFND 2 0 459,611 0
AECOM COM 00766T100 189 5,207 SH   DFND 16 0 1,574 3,633
AEGERION PHARMACEUTICALS INC CONV BND 00767EAB8 10,131 14,160,000 PRN   DFND 2 0 0 14,160,000
AEGION CORP COM 00770F104 4,089 172,548 SH   DFND 2 0 172,548 0
AEGION CORP COM 00770F104 5 200 SH   DFND 16 0 0 200
AERIE PHARMACEUTICALS INC COM 00771V108 12,621 333,397 SH   DFND 2 0 333,397 0
AERIE PHARMACEUTICALS INC COM 00771V108 5,075 134,429 SH   DFND 10 0 134,429 0
ADVANSIX INC COM 00773T101 3,469 156,712 SH   DFND 2 0 156,605 107
ADVANSIX INC COM 00773T101 67 3,036 SH   DFND 16 0 0 3,036
AEGEAN MARINE PETROLEUM NETWORK CONV BND 00773VAA4 6,999 7,200,000 PRN   DFND 2 0 0 7,200,000
AEROJET ROCKETDYNE HOLDINGS COM 007800105 6,283 350,085 SH   DFND 2 0 350,085 0
AEROJET ROCKETDYNE HOLDINGS COM 007800105 121 6,747 SH   DFND 16 0 0 6,747
ADVANCEPIERRE FOODS HOLDINGS COM 00782L107 35,861 1,204,135 SH   DFND 2 0 1,115,135 89,000
ADVANCED MICRO DEVICES COM 007903107 26,554 2,341,616 SH   DFND 2 0 2,341,616 0
ADVANCED MICRO DEVICES COM 007903107 44 3,841 SH   DFND 16 0 0 3,841
ADVANCED MICRO DEVICES INC CONV BND 007903BD8 4,003 2,500,000 PRN   DFND 2 0 0 2,500,000
ADVANCED DRAINAGE SYSTEMS IN COM 00790R104 1,296 62,913 SH   DFND 2 0 62,913 0
ADVANCED DISPOSAL SERVICES I COM 00790X101 934 42,050 SH   DFND 2 0 42,050 0
AEGON N.V.-NY REG SHR COM 007924103 66 11,985 SH   DFND 2 0 0 11,985
AEGON N.V.-NY REG SHR COM 007924103 27 4,828 SH   DFND 16 0 0 4,828
AEGON 6 3/8 PRF 007924301 345 13,782 SH   DFND 16 0 0 13,782
ADVANCED ENERGY INDUSTRIES COM 007973100 35,064 640,417 SH   DFND 2 0 635,615 4,802
ADVANCED ENERGY INDUSTRIES COM 007973100 1,234 22,537 SH   DFND 16 0 2,287 20,250
AEROVIRONMENT INC COM 008073108 2,754 102,632 SH   DFND 2 0 102,632 0
AETNA INC COM 00817Y108 294,997 2,378,833 SH   DFND 2 0 2,306,848 71,985
AETNA INC COM 00817Y108 508 4,092 SH   DFND 02,03 0 4,092 0
AETNA INC COM 00817Y108 23,757 191,543 SH   DFND 10 0 191,543 0
AETNA INC COM 00817Y108 14,856 119,893 SH   DFND 16 0 7,663 112,230
AETNA INC OPT 00817Y108 768 6,200 SH Call DFND 2 0 6,200 0
AFFILIATED MANAGERS GROUP COM 008252108 11,932 82,111 SH   DFND 2 0 82,111 0
AFFILIATED MANAGERS GROUP COM 008252108 120 825 SH   DFND 02,03 0 825 0
AFFILIATED MANAGERS GROUP COM 008252108 2,404 17,852 SH   DFND 16 0 15,914 1,938
AGILENT TECHNOLOGIES INC COM 00846U101 27,196 596,774 SH   DFND 2 0 594,860 1,914
AGILENT TECHNOLOGIES INC COM 00846U101 167 3,668 SH   DFND 02,03 0 3,668 0
AGILENT TECHNOLOGIES INC COM 00846U101 2,882 63,314 SH   DFND 16 0 40,345 22,969
AGILYSYS INC COM 00847J105 786 75,804 SH   DFND 2 0 75,804 0
AGIOS PHARMACEUTICALS INC COM 00847X104 1,562 37,439 SH   DFND 2 0 37,439 0
AGIOS PHARMACEUTICALS INC COM 00847X104 16 375 SH   DFND 16 0 0 375
AGREE REALTY CORP COM 008492100 6,159 133,686 SH   DFND 2 0 133,686 0
AGREE REALTY CORP COM 008492100 1 13 SH   DFND 16 0 0 13
AGRIUM INC COM 008916108 12,715 126,451 SH   DFND 2 0 126,451 0
AGRIUM INC COM 008916108 72,734 723,361 SH   DFND 10 0 715,573 7,788
AGRIUM INC COM 008916108 696 6,920 SH   DFND 16 0 0 6,920
AIMMUNE THERAPEUTICS INC COM 00900T107 1,141 55,773 SH   DFND 2 0 55,773 0
AIR LIQUIDE-UNSPONSORED ADR ADR 009126202 407 18,282 SH   DFND 2 0 0 18,282
AIR LIQUIDE-UNSPONSORED ADR ADR 009126202 462 20,735 SH   DFND 16 0 0 20,735
AIR METHODS CORP COM 009128307 10,463 328,534 SH   DFND 2 0 328,534 0
AIR METHODS CORP COM 009128307 6 190 SH   DFND 16 0 15 175
AIR LEASE CORP COM 00912X302 260 7,550 SH   DFND 2 0 7,550 0
AIR LEASE CORP COM 00912X302 284 8,276 SH   DFND 16 0 4,059 4,217
AIR LEASE CORPORATION CONV BND 00912XAK0 5,200 3,870,000 PRN   DFND 2 0 0 3,870,000
AIR LEASE CORPORATION CONV BND 00912XAK0 8 6,000 PRN   DFND 16 0 0 6,000
AIR PRODUCTS & CHEMICALS INC COM 009158106 31,729 220,387 SH   DFND 2 0 220,387 0
AIR PRODUCTS & CHEMICALS INC COM 009158106 353 2,456 SH   DFND 02,03 0 2,456 0
AIR PRODUCTS & CHEMICALS INC COM 009158106 3,808 26,486 SH   DFND 16 0 9,682 16,804
AIR TRANSPORT SERVICES GROUP COM 00922R105 3,897 244,200 SH   DFND 2 0 244,200 0
AIR TRANSPORT SERVICES GROUP COM 00922R105 14 900 SH   DFND 16 0 0 900
AIRBUS GROUP SE - UNSP ADR ADR 009279100 539 32,837 SH   DFND 2 0 0 32,837
AIRBUS GROUP SE - UNSP ADR ADR 009279100 264 16,087 SH   DFND 16 0 0 16,087
AIRMEDIA GROUP INC-ADR ADR 009411109 0 177 SH   DFND 2 0 354 0
AIRMEDIA GROUP INC-ADR ADR 009411109 199 80,990 SH   DFND 16 0 0 80,990
AKAMAI TECHNOLOGIES INC COM 00971T101 171,903 2,578,087 SH   DFND 2 0 2,422,858 155,229
AKAMAI TECHNOLOGIES INC COM 00971T101 2,189 32,832 SH   DFND 02,03 0 32,832 0
AKAMAI TECHNOLOGIES INC COM 00971T101 514 7,708 SH   DFND 10 0 7,708 0
AKAMAI TECHNOLOGIES INC COM 00971T101 475 7,128 SH   DFND 16 0 0 7,128
AKORN INC COM 009728106 17,822 816,453 SH   DFND 2 0 816,453 0
AKORN INC COM 009728106 40 1,815 SH   DFND 02,03 0 1,815 0
AKORN INC COM 009728106 198 9,053 SH   DFND 16 0 587 8,466
AKZO NOBEL NV-SPON ADR ADR 010199305 183 8,847 SH   DFND 2 0 0 8,847
AKZO NOBEL NV-SPON ADR ADR 010199305 457 22,064 SH   DFND 16 0 0 22,064
ALAMO GROUP INC COM 011311107 3,967 52,125 SH   DFND 2 0 52,125 0
ALAMOS GOLD INC-CLASS A COM 011532108 104 15,176 SH   DFND 16 0 0 15,176
ALASKA AIR GROUP INC COM 011659109 157,498 1,775,031 SH   DFND 2 0 1,771,532 3,499
ALASKA AIR GROUP INC COM 011659109 236 2,667 SH   DFND 02,03 0 2,667 0
ALASKA AIR GROUP INC COM 011659109 2,238 25,286 SH   DFND 16 0 2,391 22,895
ALBANY INTL CORP-CL A COM 012348108 14,568 314,652 SH   DFND 2 0 314,652 0
ALBANY INTL CORP-CL A COM 012348108 118 2,544 SH   DFND 16 0 1,345 1,199
ALBANY MOLECULAR RESEARCH COM 012423109 2,158 115,036 SH   DFND 2 0 115,036 0
ALBANY MOLECULAR RESEARCH COM 012423109 10 515 SH   DFND 16 0 0 515
ALBEMARLE CORP COM 012653101 50,310 584,403 SH   DFND 2 0 583,128 1,275
ALBEMARLE CORP COM 012653101 294 3,420 SH   DFND 02,03 0 3,420 0
ALBEMARLE CORP COM 012653101 118,088 1,371,375 SH   DFND 10 0 1,350,588 20,787
ALBEMARLE CORP COM 012653101 1,191 13,844 SH   DFND 16 0 12,754 1,090
ALCOA CORP COM 013872106 1,344 47,908 SH   DFND 2 0 47,908 0
ALCOA CORP COM 013872106 450 16,033 SH   DFND 16 0 32 16,001
ALDER BIOPHARMACEUTICALS INC COM 014339105 4,237 203,674 SH   DFND 2 0 203,674 0
ALEXANDER & BALDWIN INC COM 014491104 15,934 355,108 SH   DFND 2 0 355,108 0
ALERE INC COM 01449J105 16,808 431,281 SH   DFND 2 0 431,281 0
ALERE INC COM 01449J105 442 11,352 SH   DFND 16 0 0 11,352
ALR 3 CONV PRF 01449J204 10,088 30,500 SH   DFND 2 0 0 30,500
ALEXANDER'S INC COM 014752109 949 2,223 SH   DFND 2 0 2,223 0
ALEXANDRIA REAL ESTATE EQUIT COM 015271109 101,338 911,802 SH   DFND 2 0 911,802 0
ALEXANDRIA REAL ESTATE EQUIT COM 015271109 1,989 17,901 SH   DFND 10 0 17,901 0
ALEXANDRIA REAL ESTATE EQUIT COM 015271109 1,052 9,464 SH   DFND 16 0 8,469 996
ALEXION PHARMACEUTICALS INC COM 015351109 673,806 5,507,156 SH   DFND 2 0 5,037,071 470,085
ALEXION PHARMACEUTICALS INC COM 015351109 11,374 92,966 SH   DFND 02,03 0 92,966 0
ALEXION PHARMACEUTICALS INC COM 015351109 7,885 64,449 SH   DFND 10 0 64,449 0
ALEXION PHARMACEUTICALS INC COM 015351109 3,617 30,932 SH   DFND 16 0 21,164 9,768
ALIBABA GROUP HOLDING-SP ADR ADR 01609W102 717,649 8,172,729 SH   DFND 2 192 7,547,399 625,138
ALIBABA GROUP HOLDING-SP ADR ADR 01609W102 10,098 115,000 SH   DFND 02,03 0 115,000 0
ALIBABA GROUP HOLDING-SP ADR ADR 01609W102 26,691 303,964 SH   DFND 02,10 0 303,964 0
ALIBABA GROUP HOLDING-SP ADR ADR 01609W102 151,312 1,723,561 SH   DFND 10 0 1,702,234 21,327
ALIBABA GROUP HOLDING-SP ADR ADR 01609W102 7,699 87,816 SH   DFND 16 0 29,529 58,287
ALIBABA GROUP HOLDING-SP ADR OPT 01609W102 597 6,800 SH Put DFND 2 0 6,800 0
ALIGN TECHNOLOGY INC COM 016255101 25,985 270,307 SH   DFND 2 0 270,307 0
ALIGN TECHNOLOGY INC COM 016255101 96 1,003 SH   DFND 02,03 0 1,003 0
ALIGN TECHNOLOGY INC COM 016255101 109,282 1,137,154 SH   DFND 10 0 1,137,154 0
ALIGN TECHNOLOGY INC COM 016255101 2,289 23,805 SH   DFND 16 0 0 23,805
ALLEGHANY CORP COM 017175100 38,208 62,828 SH   DFND 2 0 62,828 0
ALLEGHANY CORP COM 017175100 179 295 SH   DFND 16 0 160 135
ALLEGHENY TECHNOLOGIES INC COM 01741R102 13,807 866,724 SH   DFND 2 0 866,724 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 15 920 SH   DFND 16 0 0 920
ALLEGIANT TRAVEL CO COM 01748X102 12,076 72,581 SH   DFND 2 0 72,581 0
ALLEGIANT TRAVEL CO COM 01748X102 90 538 SH   DFND 16 0 0 538
ALLETE INC COM 018522300 20,338 316,853 SH   DFND 2 0 316,853 0
ALLETE INC COM 018522300 23 366 SH   DFND 16 0 0 366
ALLIANCE DATA SYSTEMS CORP COM 018581108 26,089 114,170 SH   DFND 2 0 113,717 453
ALLIANCE DATA SYSTEMS CORP COM 018581108 215 937 SH   DFND 02,03 0 937 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 32,705 143,080 SH   DFND 10 0 143,080 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 4,509 19,736 SH   DFND 16 0 16,482 3,254
ALLIANCE RESOURCE PARTNERS LP 01877R108 283 12,588 SH   DFND 16 0 0 12,588
ALLIANCEBERNSTEIN GL HI INC COM 01879R106 766 60,916 SH   DFND 16 0 0 60,916
ALLIANT ENERGY CORP COM 018802108 9,670 255,247 SH   DFND 2 0 255,247 0
ALLIANT ENERGY CORP COM 018802108 97 2,570 SH   DFND 02,03 0 2,570 0
ALLIANT ENERGY CORP COM 018802108 1,301 34,354 SH   DFND 16 0 1,039 33,315
ALLIANZ SE-SPON ADR ADR 018805101 976 59,245 SH   DFND 2 0 0 59,245
ALLIANZ SE-SPON ADR ADR 018805101 623 37,820 SH   DFND 16 0 0 37,820
ALLIANCEBERNSTEIN HOLDING LP LP 01881G106 9 400 SH   DFND 2 0 400 0
ALLIANCEBERNSTEIN HOLDING LP LP 01881G106 1,465 62,591 SH   DFND 16 0 47,523 15,068
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ARCC 6 7/8 04/15/47 PRF 01903Q207 297 11,777 SH   DFND 16 0 0 11,777
ALLIQUA BIOMEDICAL INC COM 019621200 90 152,000 SH   DFND 16 0 0 152,000
ALLISON TRANSMISSION HOLDING COM 01973R101 23 675 SH   DFND 2 0 675 0
ALLISON TRANSMISSION HOLDING COM 01973R101 193 5,757 SH   DFND 16 0 5,060 697
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ALLY FINANCIAL INC COM 02005N100 16,242 853,978 SH   DFND 2 0 850,618 3,360
ALLY FINANCIAL INC COM 02005N100 175 8,915 SH   DFND 16 0 3,585 5,330
ALMOST FAMILY INC COM 020409108 5,034 114,144 SH   DFND 2 0 114,144 0
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ALPHABET INC-CL C COM 02079K107 22,535 29,187 SH   DFND 10 0 0 29,187
ALPHABET INC-CL C COM 02079K107 34,271 44,575 SH   DFND 16 0 0 44,575
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ALPHABET INC-CL A COM 02079K305 7,079 8,933 SH   DFND 02,03 0 8,933 0
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ALTISOURCE RESIDENTIAL CORP COM 02153W100 5,160 467,319 SH   DFND 2 0 467,319 0
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AMAZON.COM INC COM 023135106 15,494 20,662 SH   DFND 02,03 0 20,662 0
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AMBEV SA-ADR ADR 02319V103 33,158 6,750,075 SH   DFND 10 0 0 6,750,075
AMBEV SA-ADR ADR 02319V103 208 42,470 SH   DFND 16 0 0 42,470
AMEDISYS INC COM 023436108 5,966 139,941 SH   DFND 2 0 139,941 0
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AMERCO COM 023586100 799 2,163 SH   DFND 2 0 2,163 0
AMERCO COM 023586100 81 220 SH   DFND 16 0 0 220
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AMERICA MOVIL-SPN ADR CL L ADR 02364W105 118 9,379 SH   DFND 02,10 0 0 9,379
AMERICA MOVIL-SPN ADR CL L ADR 02364W105 22,118 1,761,002 SH   DFND 10 0 0 1,761,002
AMERICA MOVIL-SPN ADR CL L ADR 02364W105 78 6,199 SH   DFND 16 0 0 6,199
AMERICAN AIRLINES GROUP INC COM 02376R102 10,235 219,219 SH   DFND 2 0 219,219 0
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AMERICAN ELECTRIC POWER COM 025537101 451 7,161 SH   DFND 02,03 0 7,161 0
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AMERICAN EQUITY INVT LIFE HL COM 025676206 6,484 287,538 SH   DFND 10 0 287,538 0
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AMERICAN EXPRESS CO COM 025816109 128,533 1,735,080 SH   DFND 2 0 1,735,080 0
AMERICAN EXPRESS CO COM 025816109 644 8,690 SH   DFND 02,03 0 8,690 0
AMERICAN EXPRESS CO COM 025816109 51 694 SH   DFND 10 0 694 0
AMERICAN EXPRESS CO COM 025816109 5,803 78,245 SH   DFND 16 0 11,198 67,047
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AMERICAN FINANCIAL GROUP INC COM 025932104 50 573 SH   DFND 16 0 0 573
AMERICAN FILMS INC COM 026040105 2 203,500 SH   DFND 16 0 0 203,500
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AMERICAN HOMES 4 RENT- A COM 02665T306 222 10,600 SH   DFND 02,03 0 10,600 0
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AMERICAN VANGUARD CORP COM 030371108 2,474 129,190 SH   DFND 2 0 129,190 0
AMERICAN WATER WORKS CO INC COM 030420103 4,630 63,998 SH   DFND 2 0 63,998 0
AMERICAN WATER WORKS CO INC COM 030420103 145 2,010 SH   DFND 02,03 0 2,010 0
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AMERICAN WOODMARK CORP COM 030506109 6 86 SH   DFND 16 0 0 86
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AMERIS BANCORP COM 03076K108 36,576 838,880 SH   DFND 2 0 772,280 66,600
AMERIGAS PARTNERS-LP LP 030975106 335 6,986 SH   DFND 2 0 6,986 0
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AMETEK INC COM 031100100 41,099 845,665 SH   DFND 2 0 842,480 3,185
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AMGEN INC COM 031162100 127,892 874,717 SH   DFND 2 0 874,717 0
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ANDERSONS INC/THE COM 034164103 16,783 375,456 SH   DFND 2 0 375,456 0
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ARISTA NETWORKS INC COM 040413106 82,514 852,688 SH   DFND 2 0 843,293 9,395
ARISTA NETWORKS INC COM 040413106 82 845 SH   DFND 16 0 72 773
ARKEMA-SPONSORED ADR ADR 041232109 8 81 SH   DFND 2 0 0 81
ARKEMA-SPONSORED ADR ADR 041232109 649 6,634 SH   DFND 16 0 0 6,634
ARLINGTON ASSET INVESTMENT-A COM 041356205 5,885 397,156 SH   DFND 2 0 397,156 0
ARLINGTON ASSET INVESTMENT-A COM 041356205 11 782 SH   DFND 16 0 222 560
ARMSTRONG WORLD INDUSTRIES COM 04247X102 5,921 141,650 SH   DFND 2 0 141,650 0
ARMSTRONG WORLD INDUSTRIES COM 04247X102 15 358 SH   DFND 16 0 0 358
ARROW ELECTRONICS INC COM 042735100 26,240 368,036 SH   DFND 2 0 368,036 0
ARROW ELECTRONICS INC COM 042735100 815 11,435 SH   DFND 16 0 1,079 10,356
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 771 498,385 SH   DFND 2 0 498,385 0
ARTISAN PARTNERS ASSET MA -A COM 04316A108 3,117 104,800 SH   DFND 2 0 104,800 0
ARTISAN PARTNERS ASSET MA -A COM 04316A108 2 73 SH   DFND 16 0 0 73
ASBURY AUTOMOTIVE GROUP COM 043436104 6,922 112,196 SH   DFND 2 0 112,196 0
ASBURY AUTOMOTIVE GROUP COM 043436104 21 337 SH   DFND 16 0 0 337
ASCENA RETAIL GROUP INC COM 04351G101 5,242 846,797 SH   DFND 2 0 846,797 0
ASCENA RETAIL GROUP INC COM 04351G101 4 606 SH   DFND 16 0 0 606
ASHFORD HOSPITALITY PRIME IN COM 044102101 1,393 102,100 SH   DFND 2 0 102,100 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 50 3,660 SH   DFND 16 0 0 3,660
ASHFORD HOSPITALITY TRUST COM 044103109 93 11,906 SH   DFND 2 0 11,906 0
ASHFORD HOSPITALITY TRUST COM 044103109 129 16,586 SH   DFND 16 0 0 16,586
ASHLAND GLOBAL HOLDINGS INC COM 044186104 20,805 190,356 SH   DFND 2 0 190,356 0
ASHLAND GLOBAL HOLDINGS INC COM 044186104 73 663 SH   DFND 16 0 0 663
ASHTEAD GROUP PLC-UNSPON ADR ADR 045055100 11 135 SH   DFND 2 0 0 135
ASHTEAD GROUP PLC-UNSPON ADR ADR 045055100 2,335 29,461 SH   DFND 16 0 0 29,461
ASPEN AEROGELS INC COM 04523Y105 3,651 884,075 SH   DFND 2 0 884,075 0
ASPEN TECHNOLOGY INC COM 045327103 8,553 156,439 SH   DFND 2 0 156,439 0
ASPEN TECHNOLOGY INC COM 045327103 49 894 SH   DFND 02,03 0 894 0
ASPEN TECHNOLOGY INC COM 045327103 206 3,766 SH   DFND 16 0 2,735 1,031
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ASSA ABLOY AB - UNSP ADR ADR 045387107 4,362 471,883 SH   DFND 16 0 0 471,883
ASSOCIATED BANC-CORP COM 045487105 16,767 678,855 SH   DFND 2 0 678,855 0
ASSOCIATED BANC-CORP COM 045487105 32,167 1,302,297 SH   DFND 10 0 1,302,297 0
ASSOCIATED BANC-CORP COM 045487105 133 5,396 SH   DFND 16 0 0 5,396
ASSOC BRITISH FOODS-UNSP ADR ADR 045519402 20 572 SH   DFND 2 0 0 572
ASSOC BRITISH FOODS-UNSP ADR ADR 045519402 785 23,199 SH   DFND 16 0 0 23,199
AT HOME CORPORATION CONV BND 045919AF4 0 4,193,138 PRN   DFND 2 0 0 4,193,138
ASSURANT INC COM 04621X108 3,750 40,361 SH   DFND 2 0 40,361 0
ASSURANT INC COM 04621X108 59 640 SH   DFND 02,03 0 640 0
ASSURANT INC COM 04621X108 20 210 SH   DFND 16 0 0 210
ASTEC INDUSTRIES INC COM 046224101 12,887 191,026 SH   DFND 2 0 191,026 0
ASSURED GUARANTY MUNICIPAL HOLDING PRF 04623A403 532 22,395 SH   DFND 16 0 0 22,395
ASTELLAS PHARMA INC-UNSP ADR ADR 04623U102 464 33,452 SH   DFND 2 0 0 33,452
ASTELLAS PHARMA INC-UNSP ADR ADR 04623U102 204 17,309 SH   DFND 16 0 0 17,309
ASTORIA FINANCIAL CORP COM 046265104 8,814 472,654 SH   DFND 2 0 472,654 0
ASTORIA FINANCIAL CORP COM 046265104 68 3,624 SH   DFND 16 0 2,944 680
ASTRAZENECA PLC-SPONS ADR ADR 046353108 1,059 38,770 SH   DFND 2 0 0 38,770
ASTRAZENECA PLC-SPONS ADR ADR 046353108 57,474 2,117,671 SH   DFND 16 0 0 2,117,671
ASTRONICS CORP COM 046433108 1,439 42,527 SH   DFND 2 0 42,527 0
ASTRONICS CORP COM 046433108 579 17,168 SH   DFND 16 0 16,338 830
ASTRONICS CORP-CL B COM 046433207 215 6,343 SH   DFND 2 0 63,430 0
ATLAS AIR WORLDWIDE HOLDINGS COM 049164205 13,371 256,397 SH   DFND 2 0 256,397 0
ATLAS AIR WORLDWIDE HOLDINGS COM 049164205 554 10,656 SH   DFND 16 0 10,155 501
ATMOS ENERGY CORP COM 049560105 25,786 347,743 SH   DFND 2 0 347,743 0
ATMOS ENERGY CORP COM 049560105 187 2,519 SH   DFND 16 0 0 2,519
ATRION CORPORATION COM 049904105 245 483 SH   DFND 2 0 483 0
ATRION CORPORATION COM 049904105 1 1 SH   DFND 16 0 0 1
ATWOOD OCEANICS INC COM 050095108 14,245 1,085,008 SH   DFND 2 0 1,085,008 0
ATWOOD OCEANICS INC COM 050095108 219 16,688 SH   DFND 16 0 13,801 2,887
AUST & NZ BNKG GRP-SPON ADR ADR 052528304 763 34,937 SH   DFND 2 0 0 34,937
AUST & NZ BNKG GRP-SPON ADR ADR 052528304 31 1,430 SH   DFND 16 0 0 1,430
AUTODESK INC COM 052769106 116,156 1,569,471 SH   DFND 2 0 1,569,471 0
AUTODESK INC COM 052769106 164 2,211 SH   DFND 02,03 0 2,211 0
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AUTOLIV INC COM 052800109 397 3,506 SH   DFND 2 0 3,506 0
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AUTOLIV INC COM 052800109 37 325 SH   DFND 16 0 0 325
AUTOMATIC DATA PROCESSING COM 053015103 241,794 2,352,039 SH   DFND 2 0 2,348,674 3,365
AUTOMATIC DATA PROCESSING COM 053015103 606 5,890 SH   DFND 02,03 0 5,890 0
AUTOMATIC DATA PROCESSING COM 053015103 1,506 14,656 SH   DFND 02,10 0 14,656 0
AUTOMATIC DATA PROCESSING COM 053015103 2,132 20,745 SH   DFND 10 0 20,745 0
AUTOMATIC DATA PROCESSING COM 053015103 3,775 36,732 SH   DFND 16 0 868 35,864
AUTONATION INC COM 05329W102 2,850 58,577 SH   DFND 2 0 58,577 0
AUTONATION INC COM 05329W102 36 744 SH   DFND 02,03 0 744 0
AUTONATION INC COM 05329W102 25 524 SH   DFND 16 0 0 524
AUTOZONE INC COM 053332102 61,278 77,587 SH   DFND 2 0 77,499 88
AUTOZONE INC COM 053332102 254 322 SH   DFND 02,03 0 322 0
AUTOZONE INC COM 053332102 2,582 3,272 SH   DFND 16 0 2,140 1,132
AVALONBAY COMMUNITIES INC COM 053484101 99,578 561,982 SH   DFND 2 0 561,268 714
AVALONBAY COMMUNITIES INC COM 053484101 288 1,626 SH   DFND 02,03 0 1,626 0
AVALONBAY COMMUNITIES INC COM 053484101 117 662 SH   DFND 10 0 662 0
AVALONBAY COMMUNITIES INC COM 053484101 2,131 12,029 SH   DFND 16 0 8,386 3,643
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AVANGRID INC COM 05351W103 549 14,511 SH   DFND 16 0 12,835 1,676
AVERY DENNISON CORP COM 053611109 8,985 127,946 SH   DFND 2 0 127,946 0
AVERY DENNISON CORP COM 053611109 71 1,005 SH   DFND 02,03 0 1,005 0
AVERY DENNISON CORP COM 053611109 699 9,958 SH   DFND 16 0 6,730 3,228
AVEXIS INC COM 05366U100 979 20,505 SH   DFND 2 0 20,505 0
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AVISTA CORP COM 05379B107 29,672 741,987 SH   DFND 2 0 699,887 42,100
AVISTA CORP COM 05379B107 191 4,775 SH   DFND 16 0 0 4,775
AVNET INC COM 053807103 26,096 548,135 SH   DFND 2 0 548,135 0
AVNET INC COM 053807103 91 1,908 SH   DFND 16 0 0 1,908
AVIVA PLC - SPON ADR ADR 05382A104 400 33,857 SH   DFND 2 0 0 33,857
AVIVA PLC - SPON ADR ADR 05382A104 30 2,538 SH   DFND 16 0 0 2,538
AVON PRODUCTS INC COM 054303102 21,987 4,362,697 SH   DFND 2 0 4,103,697 259,000
AVON PRODUCTS INC COM 054303102 9 1,793 SH   DFND 16 0 0 1,793
AXA -SPONS ADR ADR 054536107 769 30,505 SH   DFND 2 0 0 30,505
AXA -SPONS ADR ADR 054536107 684 27,141 SH   DFND 16 0 0 27,141
AXCELIS TECHNOLOGIES INC COM 054540208 1,317 90,529 SH   DFND 2 0 90,529 0
BB&T CORP COM 054937107 130,204 2,769,131 SH   DFND 2 0 2,764,966 4,165
BB&T CORP COM 054937107 482 10,266 SH   DFND 02,03 0 10,266 0
BB&T CORP COM 054937107 22,550 479,597 SH   DFND 02,10 0 479,597 0
BB&T CORP COM 054937107 195,801 4,164,206 SH   DFND 10 0 4,141,332 22,874
BB&T CORP COM 054937107 12,233 259,660 SH   DFND 16 0 214,022 45,638
BBT 5.85 PRF 054937206 282 11,511 SH   DFND 16 0 0 11,511
BBT 5 5/8 PRF 054937404 673 28,329 SH   DFND 16 0 0 28,329
BBT 5.2 PRF 054937602 563 24,757 SH   DFND 16 0 0 24,757
B&G FOODS INC COM 05508R106 17,486 399,182 SH   DFND 2 0 399,182 0
B&G FOODS INC COM 05508R106 22,833 521,897 SH   DFND 10 0 521,897 0
B&G FOODS INC COM 05508R106 807 18,434 SH   DFND 16 0 0 18,434
BAE SYSTEMS PLC -SPON ADR ADR 05523R107 224 7,715 SH   DFND 2 0 0 7,715
BAE SYSTEMS PLC -SPON ADR ADR 05523R107 566 19,505 SH   DFND 16 0 0 19,505
BASF SE-SPON ADR ADR 055262505 918 9,913 SH   DFND 2 0 0 9,913
BASF SE-SPON ADR ADR 055262505 635 6,863 SH   DFND 16 0 0 6,863
BCE INC COM 05534B760 52,465 1,213,353 SH   DFND 2 0 1,213,353 0
BCE INC COM 05534B760 54 1,259 SH   DFND 02,03 0 1,259 0
BCE INC COM 05534B760 128,975 2,996,728 SH   DFND 16 0 595,476 2,401,252
BHP BILLITON PLC-ADR ADR 05545E209 4,522 143,730 SH   DFND 2 0 0 143,730
BHP BILLITON PLC-ADR ADR 05545E209 349 9,796 SH   DFND 16 0 0 9,796
BOK FINANCIAL CORPORATION COM 05561Q201 629 7,572 SH   DFND 2 0 7,572 0
BOK FINANCIAL CORPORATION COM 05561Q201 196 2,354 SH   DFND 16 0 2,319 35
BP PLC-SPONS ADR ADR 055622104 244,241 6,534,034 SH   DFND 2 0 0 6,534,034
BP PLC-SPONS ADR ADR 055622104 150 4,021 SH   DFND 02,03 0 0 4,021
BP PLC-SPONS ADR ADR 055622104 19,367 518,008 SH   DFND 16 0 0 518,008
BNP PARIBAS-ADR ADR 05565A202 1,153 36,190 SH   DFND 2 0 0 36,190
BNP PARIBAS-ADR ADR 05565A202 486 15,326 SH   DFND 16 0 0 15,326
BNC BANCORP COM 05566T101 1,300 40,755 SH   DFND 2 0 40,755 0
BNC BANCORP COM 05566T101 7 215 SH   DFND 16 0 0 215
BOFI HOLDING INC COM 05566U108 92,439 3,237,737 SH   DFND 2 0 3,140,837 96,900
BOFI HOLDING INC COM 05566U108 130 4,564 SH   DFND 16 0 0 4,564
BT GROUP PLC-SPON ADR ADR 05577E101 621 26,650 SH   DFND 2 0 0 26,650
BT GROUP PLC-SPON ADR ADR 05577E101 402 17,451 SH   DFND 16 0 0 17,451
BMC STOCK HOLDINGS INC COM 05591B109 1,518 77,810 SH   DFND 2 0 77,810 0
BWX TECHNOLOGIES INC COM 05605H100 216 5,434 SH   DFND 2 0 5,434 0
BWX TECHNOLOGIES INC COM 05605H100 3,897 98,183 SH   DFND 16 0 90,930 7,253
BABCOCK & WILCOX ENTERPR COM 05614L100 5,184 312,493 SH   DFND 2 0 312,493 0
BABCOCK & WILCOX ENTERPR COM 05614L100 8 468 SH   DFND 16 0 0 468
BADGER METER INC COM 056525108 5,380 145,585 SH   DFND 2 0 145,585 0
BADGER METER INC COM 056525108 16 444 SH   DFND 16 0 0 444
BAIDU INC - SPON ADR ADR 056752108 25,797 156,902 SH   DFND 2 10 15,371 3,090
BAIDU INC - SPON ADR ADR 056752108 5,434 33,052 SH   DFND 02,10 0 3,305 0
BAIDU INC - SPON ADR ADR 056752108 29,267 178,040 SH   DFND 10 0 17,804 0
BAIDU INC - SPON ADR ADR 056752108 1,595 9,730 SH   DFND 16 0 226 7,472
BAKER HUGHES INC COM 057224107 290,540 4,471,906 SH   DFND 2 0 3,392,281 1,079,625
BAKER HUGHES INC COM 057224107 625 9,625 SH   DFND 02,03 0 9,625 0
BAKER HUGHES INC COM 057224107 1,688 25,978 SH   DFND 16 0 724 25,254
BALCHEM CORP COM 057665200 16,272 193,882 SH   DFND 2 0 193,882 0
BALDWIN & LYONS INC -CL B COM 057755209 4,726 187,508 SH   DFND 2 0 187,508 0
BALL CORP COM 058498106 4,132 55,040 SH   DFND 2 0 55,040 0
BALL CORP COM 058498106 176 2,344 SH   DFND 02,03 0 2,344 0
BALL CORP COM 058498106 223 2,967 SH   DFND 16 0 7 2,960
BALTIA AIR LINES INC COM 058823105 3 1,968,333 SH   DFND 16 0 0 1,968,333
BANCFIRST CORP COM 05945F103 13,160 141,432 SH   DFND 2 0 141,432 0
BANCO BRADESCO-ADR ADR 059460303 370 41,922 SH   DFND 2 0 0 41,922
BANCO BRADESCO-ADR ADR 059460303 317 36,399 SH   DFND 10 0 0 36,399
BANCO BILBAO VIZCAYA-SP ADR ADR 05946K101 644 95,158 SH   DFND 2 0 0 95,158
BANCO BILBAO VIZCAYA-SP ADR ADR 05946K101 590 87,178 SH   DFND 16 0 0 87,178
BANCO MACRO SA-ADR ADR 05961W105 5,742 89,246 SH   DFND 2 0 0 89,246
BANCO MACRO SA-ADR ADR 05961W105 1,893 29,412 SH   DFND 02,10 0 0 29,412
BANCO SANTANDER SA-SPON ADR ADR 05964H105 463 89,370 SH   DFND 2 0 0 89,370
BANCO SANTANDER SA-SPON ADR ADR 05964H105 86 16,527 SH   DFND 16 0 0 16,527
BANCO SANTANDER-CHILE-ADR ADR 05965X109 54 2,481 SH   DFND 2 0 0 2,481
BANCO SANTANDER-CHILE-ADR ADR 05965X109 16,880 771,725 SH   DFND 10 0 0 771,725
BANCOLOMBIA S.A.-SPONS ADR ADR 05968L102 128 3,450 SH   DFND 2 0 0 3,450
BANCOLOMBIA S.A.-SPONS ADR ADR 05968L102 240 6,549 SH   DFND 02,10 0 0 6,549
BANCOLOMBIA S.A.-SPONS ADR ADR 05968L102 19,465 530,522 SH   DFND 10 0 0 530,522
BANCORPSOUTH INC COM 059692103 9,215 296,766 SH   DFND 2 0 296,766 0
BANCROFT FUND LTD COM 059695106 215 10,618 SH   DFND 16 0 0 10,618
BANCORP INC/THE COM 05969A105 2,313 294,247 SH   DFND 2 0 294,247 0
BANCA MEDIOLANUM SPA-ADR ADR 05970D106 821 56,953 SH   DFND 16 0 0 56,953
BANC OF CALIFORNIA INC COM 05990K106 13,324 767,955 SH   DFND 2 0 767,955 0
BANC OF CALIFORNIA INC COM 05990K106 199 11,494 SH   DFND 16 0 0 11,494
BANC 8 PRF 05990K403 275 10,660 SH   DFND 16 0 0 10,660
BANK OF AMERICA CORP COM 060505104 778,256 35,215,127 SH   DFND 2 0 31,614,262 3,600,865
BANK OF AMERICA CORP COM 060505104 2,644 119,621 SH   DFND 02,03 0 119,621 0
BANK OF AMERICA CORP COM 060505104 155,001 7,001,115 SH   DFND 10 0 6,855,733 145,382
BANK OF AMERICA CORP COM 060505104 33,568 1,506,267 SH   DFND 16 0 308,210 1,198,058
BANK OF AMERICA CORP-CW19 WT 060505146 189 18,950 SH   DFND 16 0 0 18,950
BAC 6 PRF 060505260 269 10,792 SH   DFND 16 0 0 10,792
BAC 6.2 PRF 060505286 741 29,341 SH   DFND 16 0 0 29,341
BAC 6 1/2 PRF 060505310 270 12,651 SH   DFND 16 0 0 12,651
BAC 6 5/8 PRF 060505344 679 26,410 SH   DFND 16 0 0 26,410
BAC 4 PRF 060505583 790 34,899 SH   DFND 16 0 0 34,899
BANK OF AMERICA CORP PRF 060505633 209 10,450 SH   DFND 16 0 0 10,450
BAC 7 1/4 CONV PRF 060505682 29,753 25,500 SH   DFND 2 0 0 25,500
BAC 7 1/4 CONV PRF 060505682 1,338 1,147 SH   DFND 16 0 0 1,147
BANK OF HAWAII CORP COM 062540109 10,001 112,760 SH   DFND 2 0 112,760 0
BANK OF HAWAII CORP COM 062540109 147 1,661 SH   DFND 16 0 0 1,661
BANK OF MONTREAL COM 063671101 97,723 1,358,770 SH   DFND 2 0 1,358,770 0
BANK OF MONTREAL COM 063671101 79 1,099 SH   DFND 02,03 0 1,099 0
BANK OF MONTREAL COM 063671101 3,743 52,061 SH   DFND 16 0 35,613 16,448
BANK MUTUAL CORP COM 063750103 2,629 278,204 SH   DFND 2 0 278,204 0
BANK MUTUAL CORP COM 063750103 4 376 SH   DFND 16 0 0 376
BANK OF THE OZARKS COM 063904106 47,270 898,840 SH   DFND 2 0 845,340 53,500
BANK OF THE OZARKS COM 063904106 781 14,837 SH   DFND 16 0 6,685 8,152
BANK OF NEW YORK MELLON CORP COM 064058100 682,048 14,395,317 SH   DFND 2 0 13,650,384 744,933
BANK OF NEW YORK MELLON CORP COM 064058100 7,426 156,744 SH   DFND 02,03 0 156,744 0
BANK OF NEW YORK MELLON CORP COM 064058100 4,399 92,874 SH   DFND 16 0 51,910 40,964
BK 5.2 PRF 064058209 1,012 43,987 SH   DFND 16 0 0 43,987
BANK OF NOVA SCOTIA COM 064149107 29 510 SH   DFND 2 0 510 0
BANK OF NOVA SCOTIA COM 064149107 264 4,764 SH   DFND 16 0 0 4,764
BANK OF CHINA-UNSPN ADR ADR 06426M104 269 24,418 SH   DFND 2 0 0 24,418
BANK OF CHINA-UNSPN ADR ADR 06426M104 2 225 SH   DFND 16 0 0 225
BANKFINANCIAL CORP COM 06643P104 328 22,140 SH   DFND 2 0 22,140 0
BANKRATE INC COM 06647F102 1,337 121,080 SH   DFND 2 0 121,080 0
BANKUNITED INC COM 06652K103 13,506 358,338 SH   DFND 2 0 358,338 0
BANKUNITED INC COM 06652K103 8,906 236,239 SH   DFND 10 0 236,239 0
BANKUNITED INC COM 06652K103 1,377 36,623 SH   DFND 16 0 31,200 5,423
BANNER CORPORATION COM 06652V208 19,878 356,186 SH   DFND 2 0 356,186 0
BANNER CORPORATION COM 06652V208 6 99 SH   DFND 16 0 0 99
BAOZUN INC-SPN ADR ADR 06684L103 21 1,732 SH   DFND 2 0 5,196 0
BAOZUN INC-SPN ADR ADR 06684L103 778 64,447 SH   DFND 10 0 193,341 0
CR BARD INC COM 067383109 39,007 173,624 SH   DFND 2 0 172,969 655
CR BARD INC COM 067383109 188 835 SH   DFND 02,03 0 835 0
CR BARD INC COM 067383109 7,258 32,307 SH   DFND 02,10 0 32,307 0
CR BARD INC COM 067383109 4,118 18,330 SH   DFND 10 0 18,330 0
CR BARD INC COM 067383109 1,995 8,879 SH   DFND 16 0 4,478 4,401
IPATH BLOOMBERG COMMODITY IN COM 06738C778 9,181 378,930 SH   DFND 2 0 0 378,930
IPATH BLOOMBERG COMMODITY IN COM 06738C778 28,243 1,165,378 SH   DFND 16 0 0 1,165,378
IPATH S&P GSCI CRUDE OIL TR COM 06738C786 895 141,442 SH   DFND 16 0 0 141,442
BARCLAYS PLC-SPONS ADR ADR 06738E204 2,015 183,154 SH   DFND 2 0 0 183,154
BARCLAYS PLC-SPONS ADR ADR 06738E204 1,051 95,583 SH   DFND 16 0 0 95,583
IPATH BLOOMBERG COPPER SUBIN COM 06739F101 656 22,793 SH   DFND 16 0 0 22,793
IPATH BLOOMBERG SUGAR SUBIND COM 06739H214 314 7,237 SH   DFND 16 0 0 7,237
IPATH BLOOMBERG COFFEE SUBIN COM 06739H297 452 23,125 SH   DFND 16 0 0 23,125
IPATH BLOOMBERG COCOA SUBIND COM 06739H313 234 8,693 SH   DFND 16 0 0 8,693
BARCLAYS BANK PLC PRF 06739H362 639 25,019 SH   DFND 16 0 0 25,019
BACR 7.1 PRF 06739H776 434 17,098 SH   DFND 16 0 0 17,098
BARC MAND EXCH NOTE 11.88 LDOS PRF 06744M695 35,225 759,164 SH   DFND 2 0 0 759,164
BARC MAND EXCH NOTE 11.88 LDOS PRF 06744M695 39 836 SH   DFND 02,03 0 0 836
BARNES & NOBLE INC COM 067774109 3,193 286,456 SH   DFND 2 0 286,456 0
BARNES & NOBLE INC COM 067774109 22 2,000 SH   DFND 16 0 0 2,000
BARNES & NOBLE EDUCATION COM 06777U101 2,248 196,015 SH   DFND 2 0 196,015 0
BARNES GROUP INC COM 067806109 54,413 1,147,453 SH   DFND 2 0 1,091,953 55,500
BARNES GROUP INC COM 067806109 31 654 SH   DFND 16 0 0 654
BARRICK GOLD CORP COM 067901108 0 15 SH   DFND 2 0 15 0
BARRICK GOLD CORP COM 067901108 241 15,114 SH   DFND 16 0 1,198 13,916
BARRETT BUSINESS SVCS INC COM 068463108 1,516 23,652 SH   DFND 2 0 23,652 0
BILL BARRETT CORP COM 06846N104 3,797 543,260 SH   DFND 2 0 543,260 0
BAXTER INTERNATIONAL INC COM 071813109 366,996 8,276,684 SH   DFND 2 0 6,401,174 1,875,510
BAXTER INTERNATIONAL INC COM 071813109 246 5,538 SH   DFND 02,03 0 5,538 0
BAXTER INTERNATIONAL INC COM 071813109 8,059 181,851 SH   DFND 16 0 84,052 97,799
BAYER AG-SPONSORED ADR ADR 072730302 1,131 10,845 SH   DFND 2 0 0 10,845
BAYER AG-SPONSORED ADR ADR 072730302 458 4,395 SH   DFND 16 0 0 4,395
BAYERISCHE MOTOREN-SPON ADR ADR 072743305 469 15,136 SH   DFND 2 0 0 15,136
BAYERISCHE MOTOREN-SPON ADR ADR 072743305 42 1,352 SH   DFND 16 0 0 1,352
B/E AEROSPACE INC COM 073302101 15,974 265,382 SH   DFND 2 0 265,382 0
B/E AEROSPACE INC COM 073302101 96 1,318 SH   DFND 16 0 265 1,053
BEACON ROOFING SUPPLY INC COM 073685109 32,005 694,711 SH   DFND 2 0 644,711 50,000
BEACON ROOFING SUPPLY INC COM 073685109 13 276 SH   DFND 16 0 0 276
BEAZER HOMES USA INC COM 07556Q881 9,385 705,635 SH   DFND 2 0 705,635 0
BEAZER HOMES USA INC COM 07556Q881 17 1,281 SH   DFND 16 0 0 1,281
BECTON DICKINSON AND CO COM 075887109 23,432 141,546 SH   DFND 2 0 141,546 0
BECTON DICKINSON AND CO COM 075887109 398 2,403 SH   DFND 02,03 0 2,403 0
BECTON DICKINSON AND CO COM 075887109 3,719 22,477 SH   DFND 16 0 7,579 14,898
BED BATH & BEYOND INC COM 075896100 2,683 65,951 SH   DFND 2 0 65,951 0
BED BATH & BEYOND INC COM 075896100 70 1,721 SH   DFND 02,03 0 1,721 0
BED BATH & BEYOND INC COM 075896100 185 4,548 SH   DFND 16 0 0 4,548
BEL FUSE INC-CL B COM 077347300 1,338 43,290 SH   DFND 2 0 0 43,290
BELDEN INC COM 077454106 26,588 355,601 SH   DFND 2 0 355,601 0
BELDEN INC COM 077454106 19 257 SH   DFND 16 0 0 257
BDC 6 3/4 07/15/19 CONV PRF 077454205 18,863 178,500 SH   DFND 2 0 0 178,500
BELLICUM PHARMACEUTICALS INC COM 079481107 2,023 148,546 SH   DFND 2 0 148,546 0
BEMIS COMPANY COM 081437105 44,490 930,370 SH   DFND 2 0 927,895 2,475
BEMIS COMPANY COM 081437105 194 4,050 SH   DFND 02,03 0 4,050 0
BEMIS COMPANY COM 081437105 1,336 27,930 SH   DFND 10 0 27,930 0
BEMIS COMPANY COM 081437105 1,526 31,920 SH   DFND 16 0 0 31,920
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WR BERKLEY CORP COM 084423102 26,496 398,389 SH   DFND 2 0 398,389 0
WR BERKLEY CORP COM 084423102 299 4,494 SH   DFND 16 0 1,331 3,163
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BERKSHIRE HATHAWAY INC-CL A COM 084670108 1,709 7 SH   DFND 16 0 0 7
BERKSHIRE HATHAWAY INC-CL B COM 084670702 1,080,209 6,627,827 SH   DFND 2 0 628 344,315
BERKSHIRE HATHAWAY INC-CL B COM 084670702 14,828 90,980 SH   DFND 02,03 0 9 0
BERKSHIRE HATHAWAY INC-CL B COM 084670702 100,532 616,654 SH   DFND 10 0 62 0
BERKSHIRE HATHAWAY INC-CL B COM 084670702 40,205 246,782 SH   DFND 16 0 4 204,507
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BERRY PLASTICS GROUP INC COM 08579W103 783 16,088 SH   DFND 16 0 5,415 10,673
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BEST BUY CO INC COM 086516101 132 3,086 SH   DFND 02,03 0 3,086 0
BEST BUY CO INC COM 086516101 192 4,501 SH   DFND 16 0 714 3,787
BHP BILLITON LTD-SPON ADR ADR 088606108 4,956 138,528 SH   DFND 2 0 0 138,528
BHP BILLITON LTD-SPON ADR ADR 088606108 2,528 70,656 SH   DFND 16 0 0 70,656
BEZEQ THE ISRAELI-UNSPON ADR ADR 08861Q103 41 4,321 SH   DFND 2 0 0 4,321
BEZEQ THE ISRAELI-UNSPON ADR ADR 08861Q103 637 67,002 SH   DFND 16 0 0 67,002
BIG 5 SPORTING GOODS CORP COM 08915P101 3,784 218,099 SH   DFND 2 0 218,099 0
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BIOGEN INC COM 09062X103 4,552 16,035 SH   DFND 16 0 9,276 6,758
BIOTELEMETRY INC COM 090672106 4,546 203,404 SH   DFND 2 0 203,404 0
BIOTELEMETRY INC COM 090672106 3 130 SH   DFND 16 0 0 130
BIO-TECHNE CORP COM 09073M104 18,077 175,788 SH   DFND 2 0 175,788 0
BIO-TECHNE CORP COM 09073M104 10 95 SH   DFND 16 0 0 95
BJ'S RESTAURANTS INC COM 09180C106 3,812 96,987 SH   DFND 2 0 96,987 0
BJ'S RESTAURANTS INC COM 09180C106 5 113 SH   DFND 16 0 13 100
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BLACK HILLS CORP COM 092113109 22,859 372,679 SH   DFND 2 0 346,479 26,200
BLACK HILLS CORP COM 092113109 410 6,671 SH   DFND 16 0 5,961 710
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BLACKBAUD INC COM 09227Q100 29 446 SH   DFND 16 0 0 446
BLACKBERRY LTD COM 09228F103 157 22,757 SH   DFND 16 0 0 22,757
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BLACKHAWK NETWORK HOLDINGS I COM 09238E104 17 458 SH   DFND 16 0 0 458
BLACKLINE INC COM 09239B109 1,327 48,027 SH   DFND 2 0 48,027 0
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BLACKROCK INC COM 09247X101 1,633 4,292 SH   DFND 02,03 0 4,292 0
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BLACKROCK CALI MUNI 2018 TRM COM 09249C105 472 31,410 SH   DFND 16 0 0 31,410
BLACKROCK CORE BOND TRUST COM 09249E101 379 29,147 SH   DFND 16 0 0 29,147
BLACKROCK GLOBAL OPP EQTY TR COM 092501105 1,186 102,543 SH   DFND 16 0 0 102,543
BLACKROCK CREDIT ALLOCATION COM 092508100 853 65,925 SH   DFND 16 0 0 65,925
BLACKROCK HEALTH SCIENCES TR COM 09250W107 454 14,299 SH   DFND 16 0 0 14,299
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BLACKSTONE GROUP LP/THE LP 09253U108 6,879 254,509 SH   DFND 2 0 254,509 0
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BLACKROCK MUNIENHANCED FUND COM 09253Y100 249 22,080 SH   DFND 16 0 0 22,080
BLACKROCK MUNIYIELD QUAL II COM 09254G108 185 14,478 SH   DFND 16 0 0 14,478
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BLACKROCK MUNIHOLDINGS NY QU COM 09255C106 197 14,654 SH   DFND 16 0 0 14,654
BLACKROCK FLOAT RT INCOME ST COM 09255X100 2,462 170,880 SH   DFND 16 0 0 170,880
BLACKSTONE/GSO STRATEGIC C COM 09257R101 2,244 146,297 SH   DFND 2 0 146,297 0
BLACKSTONE/GSO STRATEGIC C COM 09257R101 35 2,282 SH   DFND 16 0 0 2,282
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BLACKSTONE MORTGAGE TRU-CL A COM 09257W100 6,646 221,032 SH   DFND 16 0 19,439 201,593
BLACKSTONE MORTGAGE TRUST INC CONV BND 09257WAA8 13,755 12,350,000 PRN   DFND 2 0 0 12,350,000
BLACKROCK SCIENCE & TECH TR COM 09258G104 490 27,326 SH   DFND 16 0 0 27,326
H&R BLOCK INC COM 093671105 1,505 65,244 SH   DFND 2 0 65,244 0
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H&R BLOCK INC COM 093671105 306 13,327 SH   DFND 16 0 0 13,327
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BLUE BUFFALO PET PRODUCTS IN COM 09531U102 171 7,123 SH   DFND 16 0 6,123 1,000
BLUE NILE INC COM 09578R103 2,384 58,667 SH   DFND 2 0 58,667 0
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BLUEBIRD BIO INC COM 09609G100 20,728 335,943 SH   DFND 2 0 322,243 13,700
BLUEBIRD BIO INC COM 09609G100 16 255 SH   DFND 02,03 0 255 0
BLUEBIRD BIO INC COM 09609G100 335 5,428 SH   DFND 16 0 0 5,428
BOARDWALK PIPELINE PARTNERS LP 096627104 2,559 147,418 SH   DFND 2 0 147,418 0
BOARDWALK PIPELINE PARTNERS LP 096627104 240 13,851 SH   DFND 16 0 0 13,851
BOB EVANS FARMS COM 096761101 6,545 123,011 SH   DFND 2 0 123,011 0
BOB EVANS FARMS COM 096761101 5 100 SH   DFND 16 0 0 100
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BOEING CO/THE COM 097023105 1,045 6,714 SH   DFND 02,03 0 6,714 0
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BOISE CASCADE CO COM 09739D100 5,187 230,565 SH   DFND 2 0 230,565 0
BOISE CASCADE CO COM 09739D100 7 298 SH   DFND 16 0 0 298
BOJANGLES' INC COM 097488100 1,239 66,434 SH   DFND 2 0 66,434 0
BOMBARDIER INC-B COM 097751200 30 18,750 SH   DFND 16 0 0 18,750
BONANZA OIL & GAS INC COM 097839104 0 26,000 SH   DFND 16 0 0 26,000
BOOZ ALLEN HAMILTON HOLDINGS COM 099502106 43,323 1,201,007 SH   DFND 2 0 1,201,007 0
BOOZ ALLEN HAMILTON HOLDINGS COM 099502106 24 664 SH   DFND 16 0 0 664
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BOSTON PROPERTIES INC COM 101121101 1,492 11,863 SH   DFND 16 0 9,900 1,962
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BOSTON SCIENTIFIC CORP COM 101137107 333 15,391 SH   DFND 02,03 0 15,391 0
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BOTTOMLINE TECHNOLOGIES (DE) COM 101388106 9 350 SH   DFND 16 0 0 350
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BOX INC - CLASS A COM 10316T104 355 25,578 SH   DFND 16 0 0 25,578
BOYD GAMING CORP COM 103304101 9,044 448,350 SH   DFND 2 0 448,350 0
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BRADY CORPORATION - CL A COM 104674106 20 537 SH   DFND 16 0 0 537
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BRAMBLES LTD-SPONSORED ADR ADR 105105209 257 14,400 SH   DFND 16 0 0 14,400
BRANDYWINE REALTY TRUST COM 105368203 16,350 990,343 SH   DFND 2 0 910,143 80,200
BRANDYWINE REALTY TRUST COM 105368203 131 7,975 SH   DFND 16 0 4,740 3,235
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BRF SA-ADR ADR 10552T107 68 4,578 SH   DFND 02,10 0 0 4,578
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BRIDGE BANCORP INC COM 108035106 5,951 157,000 SH   DFND 2 0 157,000 0
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BRIDGESTONE CORP-UNSPONS ADR ADR 108441205 826 45,774 SH   DFND 16 0 0 45,774
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BRINK'S CO/THE COM 109696104 116 2,801 SH   DFND 16 0 0 2,801
BRISTOL-MYERS SQUIBB CO COM 110122108 725,752 12,418,707 SH   DFND 2 0 10,906,902 1,511,805
BRISTOL-MYERS SQUIBB CO COM 110122108 14,165 242,376 SH   DFND 02,03 0 242,376 0
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BRISTOW GROUP INC COM 110394103 0 14 SH   DFND 16 0 0 14
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BRITISH AMERICAN TOB-SP ADR ADR 110448107 7,149 63,517 SH   DFND 16 0 0 63,517
BRITISH LAND CO PLC-SPON ADR ADR 110828100 131 16,448 SH   DFND 2 0 0 16,448
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BRIXMOR PROPERTY GROUP INC COM 11120U105 1 50 SH   DFND 16 0 0 50
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CAI INTERNATIONAL INC COM 12477X106 617 71,263 SH   DFND 2 0 71,263 0
CBIZ INC COM 124805102 183 13,360 SH   DFND 2 0 13,360 0
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CBS CORP-CLASS B NON VOTING COM 124857202 37,966 596,481 SH   DFND 2 0 0 596,481
CBS CORP-CLASS B NON VOTING COM 124857202 282 4,435 SH   DFND 02,03 0 0 4,435
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CDI CORP COM 125071100 541 73,084 SH   DFND 2 0 73,084 0
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CEB INC COM 125134106 5,136 84,755 SH   DFND 2 0 84,755 0
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CIGNA CORP COM 125509109 317,843 2,382,789 SH   DFND 2 0 2,220,581 162,208
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CIT GROUP INC COM 125581801 1,345 31,507 SH   DFND 2 0 31,507 0
CIT GROUP INC COM 125581801 1,452 34,057 SH   DFND 16 0 26,029 8,028
CK HUTCHISON HOLDIN-UNSP ADR ADR 12562Y100 502 44,232 SH   DFND 2 0 0 44,232
CK HUTCHISON HOLDIN-UNSP ADR ADR 12562Y100 42 3,693 SH   DFND 16 0 0 3,693
CME GROUP INC COM 12572Q105 246,318 2,134,121 SH   DFND 2 0 2,010,566 123,555
CME GROUP INC COM 12572Q105 532 4,611 SH   DFND 02,03 0 4,611 0
CME GROUP INC COM 12572Q105 192,244 1,666,609 SH   DFND 10 0 1,666,609 0
CME GROUP INC COM 12572Q105 12,429 107,860 SH   DFND 16 0 94,077 13,783
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CMS ENERGY CORP COM 125896100 452 10,870 SH   DFND 02,03 0 10,870 0
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CNOOC LTD-SPON ADR ADR 126132109 279 2,254 SH   DFND 16 0 0 2,254
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CPFL ENERGIA SA-ADR ADR 126153105 15 949 SH   DFND 16 0 0 949
CNO FINANCIAL GROUP INC COM 12621E103 35,771 1,868,022 SH   DFND 2 0 1,782,722 85,300
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CNO FINANCIAL GROUP INC COM 12621E103 12 608 SH   DFND 16 0 0 608
CRH PLC-SPONSORED ADR ADR 12626K203 3,325 96,698 SH   DFND 2 0 0 96,698
CRH PLC-SPONSORED ADR ADR 12626K203 486 14,011 SH   DFND 16 0 0 14,011
CSG SYSTEMS INTL INC COM 126349109 18,824 388,909 SH   DFND 2 0 388,909 0
CSG SYSTEMS INTERNATIONAL INC CONV BND 126349AE9 3,905 3,500,000 PRN   DFND 2 0 0 3,500,000
CPI CARD GROUP INC COM 12634H101 13,928 3,355,991 SH   DFND 2 0 3,316,185 39,806
CSL LTD-SPONSORED ADR ADR 12637N204 393 10,849 SH   DFND 2 0 0 10,849
CSL LTD-SPONSORED ADR ADR 12637N204 10 281 SH   DFND 16 0 0 281
CSX CORP COM 126408103 130,172 3,623,017 SH   DFND 2 0 3,137,137 485,880
CSX CORP COM 126408103 380 10,590 SH   DFND 02,03 0 10,590 0
CSX CORP COM 126408103 9,641 268,389 SH   DFND 16 0 13,296 255,093
CST BRANDS INC COM 12646R105 17,207 357,359 SH   DFND 2 0 357,359 0
CST BRANDS INC COM 12646R105 88 1,827 SH   DFND 16 0 0 1,827
CTS CORP COM 126501105 3,749 167,371 SH   DFND 2 0 167,371 0
CSRA INC COM 12650T104 2,803 87,957 SH   DFND 2 0 87,957 0
CSRA INC COM 12650T104 52 1,647 SH   DFND 02,03 0 1,647 0
CSRA INC COM 12650T104 19,849 623,410 SH   DFND 10 0 623,410 0
CSRA INC COM 12650T104 2 48 SH   DFND 16 0 0 48
CVB FINANCIAL CORP COM 126600105 11,852 516,870 SH   DFND 2 0 516,870 0
CVR ENERGY INC COM 12662P108 5,649 222,490 SH   DFND 2 0 222,490 0
CVR ENERGY INC COM 12662P108 516 20,307 SH   DFND 16 0 0 20,307
CVR PARTNERS LP LP 126633106 73 11,462 SH   DFND 16 0 0 11,462
CVR REFINING LP LP 12663P107 628 60,400 SH   DFND 16 0 0 60,400
CVS HEALTH CORP COM 126650100 721,690 9,145,749 SH   DFND 2 0 8,684,471 461,278
CVS HEALTH CORP COM 126650100 8,054 102,070 SH   DFND 02,03 0 102,070 0
CVS HEALTH CORP COM 126650100 34,313 434,668 SH   DFND 10 0 422,647 12,021
CVS HEALTH CORP COM 126650100 27,145 344,424 SH   DFND 16 0 97,946 246,478
CYS INVESTMENTS INC COM 12673A108 6,075 785,945 SH   DFND 2 0 785,945 0
CYS INVESTMENTS INC COM 12673A108 120 15,536 SH   DFND 16 0 247 15,289
CA INC COM 12673P105 16,648 524,024 SH   DFND 2 0 524,024 0
CA INC COM 12673P105 113 3,543 SH   DFND 02,03 0 3,543 0
CA INC COM 12673P105 5,892 185,464 SH   DFND 10 0 185,464 0
CA INC COM 12673P105 2,307 72,688 SH   DFND 16 0 50,868 21,820
CABELA'S INC COM 126804301 10,565 180,448 SH   DFND 2 0 180,448 0
CABELA'S INC COM 126804301 23 389 SH   DFND 16 0 0 389
CABLE ONE INC COM 12685J105 10,158 16,338 SH   DFND 2 0 16,338 0
CABLE ONE INC COM 12685J105 23 37 SH   DFND 16 0 0 37
CABOT CORP COM 127055101 36,868 729,497 SH   DFND 2 0 694,794 34,703
CABOT CORP COM 127055101 52 1,027 SH   DFND 16 0 935 92
CABOT OIL & GAS CORP COM 127097103 53,843 2,304,918 SH   DFND 2 0 2,296,980 7,938
CABOT OIL & GAS CORP COM 127097103 277 11,833 SH   DFND 02,03 0 11,833 0
CABOT OIL & GAS CORP COM 127097103 261 11,167 SH   DFND 16 0 0 11,167
CABOT MICROELECTRONICS CORP COM 12709P103 8,605 136,210 SH   DFND 2 0 136,210 0
CABOT MICROELECTRONICS CORP COM 12709P103 122 1,940 SH   DFND 16 0 1,587 353
CACI INTERNATIONAL INC -CL A COM 127190304 41,468 333,620 SH   DFND 2 0 333,620 0
CACI INTERNATIONAL INC -CL A COM 127190304 449 3,628 SH   DFND 16 0 3,287 341
CADENCE DESIGN SYS INC COM 127387108 22,589 895,685 SH   DFND 2 0 895,685 0
CADENCE DESIGN SYS INC COM 127387108 17,717 702,495 SH   DFND 10 0 702,495 0
CADENCE DESIGN SYS INC COM 127387108 699 27,716 SH   DFND 16 0 33 27,683
CAL-MAINE FOODS INC COM 128030202 6,594 149,286 SH   DFND 2 0 149,286 0
CAL-MAINE FOODS INC COM 128030202 3,496 79,147 SH   DFND 16 0 0 79,147
CALAMOS CVT AND HIGH INCOME COM 12811P108 3,228 309,693 SH   DFND 16 0 0 309,693
CALAMOS ASSET MANAGEMENT-A COM 12811R104 799 93,454 SH   DFND 2 0 93,454 0
CALAMOS ASSET MANAGEMENT-A COM 12811R104 1 150 SH   DFND 16 0 0 150
CALAMOS DYNAMIC CONVERTIBLE COM 12811V105 835 47,633 SH   DFND 16 0 0 47,633
CALAMOS STRAT TOT RETURN FD COM 128125101 757 73,747 SH   DFND 16 0 0 73,747
CALAMP CORP COM 128126109 2,620 180,650 SH   DFND 2 0 180,650 0
CALAMP CORP COM 128126109 4 275 SH   DFND 16 0 0 275
CALATLANTIC GROUP INC COM 128195104 7,390 217,292 SH   DFND 2 0 217,292 0
CALATLANTIC GROUP INC COM 128195104 1 16 SH   DFND 16 0 0 16
CALAVO GROWERS INC COM 128246105 4,696 76,477 SH   DFND 2 0 76,477 0
CALAVO GROWERS INC COM 128246105 170 2,753 SH   DFND 16 0 1,621 1,132
CALERES INC COM 129500104 10,511 320,264 SH   DFND 2 0 320,264 0
CALERES INC COM 129500104 19 585 SH   DFND 16 0 0 585
CALGON CARBON CORP COM 129603106 4,285 252,066 SH   DFND 2 0 252,066 0
CALGON CARBON CORP COM 129603106 17 1,017 SH   DFND 16 0 0 1,017
CALIFORNIA RESOURCES CORP COM 13057Q206 191 8,968 SH   DFND 2 0 8,968 0
CALIFORNIA RESOURCES CORP COM 13057Q206 39 1,828 SH   DFND 16 0 0 1,828
CALIFORNIA WATER SERVICE GRP COM 130788102 9,513 280,637 SH   DFND 2 0 280,637 0
CALIFORNIA WATER SERVICE GRP COM 130788102 45 1,325 SH   DFND 16 0 0 1,325
CALIX INC COM 13100M509 24,234 3,147,206 SH   DFND 2 0 3,147,206 0
CALLAWAY GOLF COMPANY COM 131193104 6,532 596,011 SH   DFND 2 0 596,011 0
CALLAWAY GOLF COMPANY COM 131193104 8,420 768,995 SH   DFND 10 0 768,995 0
CALLIDUS SOFTWARE INC COM 13123E500 4,526 269,446 SH   DFND 2 0 269,446 0
CALLON PETROLEUM CO COM 13123X102 11,641 757,422 SH   DFND 2 0 757,422 0
CALLON PETROLEUM CO COM 13123X102 50 3,250 SH   DFND 16 0 0 3,250
CALPINE CORP COM 131347304 1,392 121,785 SH   DFND 2 0 121,785 0
CALPINE CORP COM 131347304 199 17,471 SH   DFND 16 0 16,388 1,083
CALUMET SPECIALTY PRODUCTS LP 131476103 839 209,680 SH   DFND 16 0 0 209,680
CALPINE CORP - ESCROW 4 COM 131ESC9C1 0 29,236,000 SH   DFND 2 0 29,236,000 0
CAMBREX CORP COM 132011107 14,429 267,484 SH   DFND 2 0 267,484 0
CAMBREX CORP COM 132011107 929 17,217 SH   DFND 16 0 0 17,217
CAMBRIA GLOBAL VALUE ETF COM 132061409 2,538 125,948 SH   DFND 16 0 0 125,948
CAMDEN NATIONAL CORP COM 133034108 5 113 SH   DFND 2 0 113 0
CAMDEN NATIONAL CORP COM 133034108 667 15,008 SH   DFND 16 0 0 15,008
CAMDEN PROPERTY TRUST COM 133131102 56,862 676,323 SH   DFND 2 0 674,798 1,525
CAMDEN PROPERTY TRUST COM 133131102 235 2,800 SH   DFND 02,03 0 2,800 0
CAMDEN PROPERTY TRUST COM 133131102 23 271 SH   DFND 16 0 0 271
CAMECO CORP COM 13321L108 971 92,614 SH   DFND 2 0 92,614 0
CAMECO CORP COM 13321L108 1,147 110,318 SH   DFND 16 0 0 110,318
CAMEO RESOURCES CORP COM 133240101 1 33,519 SH   DFND 16 0 0 33,519
CAMPBELL SOUP CO COM 134429109 10,309 170,471 SH   DFND 2 0 170,471 0
CAMPBELL SOUP CO COM 134429109 133 2,194 SH   DFND 02,03 0 2,194 0
CAMPBELL SOUP CO COM 134429109 1,322 21,866 SH   DFND 16 0 0 21,866
CAMPING WORLD HOLDINGS INC-A COM 13462K109 5,451 167,276 SH   DFND 2 0 167,276 0
CANADIAN ENERGY SERVICES & T COM 13566W108 542 95,381 SH   DFND 16 0 0 95,381
CAN IMPERIAL BK OF COMMERCE COM 136069101 716 8,775 SH   DFND 16 0 3,592 5,183
CANADIAN NATL RAILWAY CO COM 136375102 10,881 161,451 SH   DFND 2 0 161,451 0
CANADIAN NATL RAILWAY CO COM 136375102 5,646 83,875 SH   DFND 16 0 47,268 36,607
CANADIAN NATURAL RESOURCES COM 136385101 125,564 3,938,621 SH   DFND 2 0 3,695,669 242,952
CANADIAN NATURAL RESOURCES COM 136385101 1,541 48,341 SH   DFND 02,03 0 48,341 0
CANADIAN NATURAL RESOURCES COM 136385101 553 17,320 SH   DFND 16 0 10,809 6,511
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 23,543 164,895 SH   DFND 2 0 164,895 0
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 1,512 10,592 SH   DFND 16 0 6,790 3,802
CANON INC-SPONS ADR ADR 138006309 823 29,239 SH   DFND 2 0 0 29,239
CANON INC-SPONS ADR ADR 138006309 87 2,722 SH   DFND 16 0 0 2,722
CANTEL MEDICAL CORP COM 138098108 21,935 278,536 SH   DFND 2 0 278,536 0
CANTEL MEDICAL CORP COM 138098108 230 2,923 SH   DFND 16 0 1,012 1,911
CAPGEMINI SA - UNSPONSOR ADR ADR 139098107 216 12,831 SH   DFND 2 0 0 12,831
CAPGEMINI SA - UNSPONSOR ADR ADR 139098107 1,269 75,533 SH   DFND 16 0 0 75,533
CAPELLA EDUCATION CO COM 139594105 13,538 154,189 SH   DFND 2 0 154,189 0
CAPELLA EDUCATION CO COM 139594105 413 4,702 SH   DFND 16 0 0 4,702
CAPITAL CITY BANK GROUP INC COM 139674105 7,375 360,098 SH   DFND 2 0 360,098 0
CAPITAL BANK FINANCIAL-CL A COM 139794101 2,759 70,284 SH   DFND 2 0 70,284 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 57,545 659,629 SH   DFND 2 0 659,629 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 475 5,450 SH   DFND 02,03 0 5,450 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 4,098 46,965 SH   DFND 16 0 3,163 43,802
COF 6 PRF 14040H402 678 27,675 SH   DFND 16 0 0 27,675
COF 5.2 PRF 14040H865 330 15,208 SH   DFND 16 0 0 15,208
CAPITAL SOUTHWEST CORP COM 140501107 1,797 111,251 SH   DFND 2 0 111,251 0
CAPSTEAD MORTGAGE CORP COM 14067E506 5,463 535,945 SH   DFND 2 0 535,945 0
CAPSTEAD MORTGAGE CORP COM 14067E506 8 744 SH   DFND 16 0 0 744
CARA THERAPEUTICS INC COM 140755109 946 101,843 SH   DFND 2 0 101,843 0
CARA THERAPEUTICS INC COM 140755109 23 2,500 SH   DFND 16 0 0 2,500
CARBO CERAMICS INC COM 140781105 5,026 480,562 SH   DFND 2 0 480,562 0
CARBO CERAMICS INC COM 140781105 18 1,250 SH   DFND 16 0 0 1,250
CARDINAL FINANCIAL CORP COM 14149F109 5,386 164,265 SH   DFND 2 0 164,265 0
CARDINAL HEALTH INC COM 14149Y108 192,726 2,677,591 SH   DFND 2 0 2,505,732 171,859
CARDINAL HEALTH INC COM 14149Y108 2,642 36,722 SH   DFND 02,03 0 36,722 0
CARDINAL HEALTH INC COM 14149Y108 2,429 33,816 SH   DFND 16 0 23,323 10,493
CARDIOVASCULAR SYSTEMS INC COM 141619106 1,346 55,583 SH   DFND 2 0 55,583 0
CARDIOVASCULAR SYSTEMS INC COM 141619106 4 178 SH   DFND 16 0 0 178
CARE CAPITAL PROPERTIES INC COM 141624106 7,532 301,208 SH   DFND 2 0 301,208 0
CARE CAPITAL PROPERTIES INC COM 141624106 1,214 48,552 SH   DFND 16 0 9 48,543
CAREER EDUCATION CORP COM 141665109 3,239 320,985 SH   DFND 2 0 320,985 0
CARETRUST REIT INC COM 14174T107 4,918 320,986 SH   DFND 2 0 320,986 0
CARETRUST REIT INC COM 14174T107 16 1,031 SH   DFND 16 0 0 1,031
CARLISLE COS INC COM 142339100 110,151 998,726 SH   DFND 2 0 997,251 1,475
CARLISLE COS INC COM 142339100 278 2,525 SH   DFND 02,03 0 2,525 0
CARLISLE COS INC COM 142339100 17,955 162,736 SH   DFND 10 0 162,736 0
CARLISLE COS INC COM 142339100 1,514 13,744 SH   DFND 16 0 12,734 1,010
CARLSBERG AS-B-SPON ADR ADR 142795202 218 12,604 SH   DFND 2 0 0 12,604
CARLSBERG AS-B-SPON ADR ADR 142795202 3,070 178,041 SH   DFND 16 0 0 178,041
CARLYLE GROUP/THE LP 14309L102 372 24,380 SH   DFND 16 0 0 24,380
CARMAX INC COM 143130102 4,672 72,559 SH   DFND 2 0 72,559 0
CARMAX INC COM 143130102 139 2,152 SH   DFND 02,03 0 2,152 0
CARMAX INC COM 143130102 1,376 21,369 SH   DFND 16 0 16,909 4,460
CARNIVAL CORP COM 143658300 74,200 1,425,301 SH   DFND 2 0 1,425,301 0
CARNIVAL CORP COM 143658300 247 4,739 SH   DFND 02,03 0 4,739 0
CARNIVAL CORP COM 143658300 2,453 47,102 SH   DFND 16 0 6,825 40,277
CARNIVAL PLC-ADR ADR 14365C103 2,360 46,106 SH   DFND 2 0 0 46,106
CARNIVAL PLC-ADR ADR 14365C103 206 4,018 SH   DFND 16 0 0 4,018
CARPENTER TECHNOLOGY COM 144285103 21,556 595,949 SH   DFND 2 0 547,849 48,100
CARPENTER TECHNOLOGY COM 144285103 159 4,408 SH   DFND 16 0 0 4,408
CARREFOUR SA-SP ADR ADR 144430204 54 11,074 SH   DFND 2 0 0 11,074
CARREFOUR SA-SP ADR ADR 144430204 11 2,183 SH   DFND 16 0 0 2,183
CARRIZO OIL & GAS INC COM 144577103 25,624 686,061 SH   DFND 2 0 686,061 0
CARRIZO OIL & GAS INC COM 144577103 24 637 SH   DFND 02,03 0 637 0
CARRIZO OIL & GAS INC COM 144577103 54 1,447 SH   DFND 16 0 0 1,447
CARTER'S INC COM 146229109 11,483 132,924 SH   DFND 2 0 132,924 0
CARTER'S INC COM 146229109 905 10,502 SH   DFND 16 0 9,834 668
CASELLA WASTE SYSTEMS INC-A COM 147448104 4,339 349,587 SH   DFND 2 0 349,587 0
CASEY'S GENERAL STORES INC COM 147528103 16,762 140,994 SH   DFND 2 0 140,994 0
CASEY'S GENERAL STORES INC COM 147528103 1,962 16,495 SH   DFND 16 0 6,924 9,571
CATALENT INC COM 148806102 8,601 319,016 SH   DFND 2 0 319,016 0
CATALENT INC COM 148806102 44 1,615 SH   DFND 02,03 0 1,615 0
CATALENT INC COM 148806102 14,248 528,325 SH   DFND 10 0 528,325 0
CATALENT INC COM 148806102 102 3,793 SH   DFND 16 0 3,431 362
CATERPILLAR INC COM 149123101 24,306 262,091 SH   DFND 2 0 262,091 0
CATERPILLAR INC COM 149123101 613 6,613 SH   DFND 02,03 0 6,613 0
CATERPILLAR INC COM 149123101 9,258 99,826 SH   DFND 16 0 8,353 91,473
CATHAY GENERAL BANCORP COM 149150104 26,408 694,431 SH   DFND 2 0 639,831 54,600
CATO CORP-CLASS A COM 149205106 8,516 283,073 SH   DFND 2 0 283,073 0
CATO CORP-CLASS A COM 149205106 1 48 SH   DFND 16 0 0 48
CAVCO INDUSTRIES INC COM 149568107 13,178 131,974 SH   DFND 2 0 131,974 0
CAVIUM INC COM 14964U108 192,670 3,085,697 SH   DFND 2 0 3,053,086 32,611
CAVIUM INC COM 14964U108 10 161 SH   DFND 16 0 0 161
CEDAR FAIR LP LP 150185106 700 10,905 SH   DFND 16 0 2,276 8,629
CEDAR REALTY TRUST INC COM 150602209 2,567 393,028 SH   DFND 2 0 393,028 0
CEDAR REALTY TRUST INC COM 150602209 6 900 SH   DFND 16 0 0 900
CEL-SCI CORP COM 150837508 2 24,650 SH   DFND 16 0 0 24,650
CELADON GROUP INC COM 150838100 1,036 144,860 SH   DFND 2 0 144,860 0
CELANESE CORP-SERIES A COM 150870103 888 11,272 SH   DFND 2 0 11,272 0
CELANESE CORP-SERIES A COM 150870103 425 5,402 SH   DFND 16 0 0 5,402
CELGENE CORP COM 151020104 978,906 8,457,059 SH   DFND 2 0 7,459,191 997,868
CELGENE CORP COM 151020104 14,175 122,462 SH   DFND 02,03 0 122,462 0
CELGENE CORP COM 151020104 106,435 919,216 SH   DFND 10 0 908,987 10,229
CELGENE CORP COM 151020104 22,522 194,552 SH   DFND 16 0 85,410 109,142
CEMEX SAB-SPONS ADR PART CER ADR 151290889 255 31,810 SH   DFND 2 0 0 31,810
CEMEX SAB-SPONS ADR PART CER ADR 151290889 222 27,624 SH   DFND 02,10 0 0 27,624
CEMEX SAB-SPONS ADR PART CER ADR 151290889 22,847 2,848,832 SH   DFND 10 0 0 2,848,832
CEMEX SAB-SPONS ADR PART CER ADR 151290889 39 4,890 SH   DFND 16 0 0 4,890
CENTENE CORP COM 15135B101 13,526 239,345 SH   DFND 2 0 239,345 0
CENTENE CORP COM 15135B101 109 1,930 SH   DFND 02,03 0 1,930 0
CENTENE CORP COM 15135B101 1,729 30,605 SH   DFND 16 0 22,281 8,324
CENOVUS ENERGY INC COM 15135U109 1,447 95,606 SH   DFND 2 0 95,606 0
CENOVUS ENERGY INC COM 15135U109 16 1,054 SH   DFND 16 0 0 1,054
CENTERPOINT ENERGY INC COM 15189T107 204,051 8,281,367 SH   DFND 2 0 5,144,267 3,137,100
CENTERPOINT ENERGY INC COM 15189T107 120 4,872 SH   DFND 02,03 0 4,872 0
CENTERPOINT ENERGY INC COM 15189T107 2,788 113,184 SH   DFND 16 0 47,603 65,581
CENTERSTATE BANKS INC COM 15201P109 11,598 460,718 SH   DFND 2 0 460,718 0
CENTERSTATE BANKS INC COM 15201P109 13 500 SH   DFND 16 0 0 500
CENTRAL FUND CANADA LTD-A COM 153501101 891 78,844 SH   DFND 16 0 0 78,844
CENTRAL GARDEN & PET CO COM 153527106 2,956 89,350 SH   DFND 2 0 89,350 0
CENTRAL GARDEN AND PET CO-A COM 153527205 5,239 169,539 SH   DFND 2 0 0 169,539
CENTRAL GARDEN AND PET CO-A COM 153527205 7 224 SH   DFND 16 0 0 224
CENTRAL PACIFIC FINANCIAL CO COM 154760409 15,420 490,847 SH   DFND 2 0 490,847 0
CENTRAL PACIFIC FINANCIAL CO COM 154760409 11 366 SH   DFND 16 0 0 366
CENTRICA PLC-SP ADR ADR 15639K300 129 11,190 SH   DFND 2 0 0 11,190
CENTURY ALUMINUM COMPANY COM 156431108 2,144 250,516 SH   DFND 2 0 250,516 0
CENTURY ALUMINUM COMPANY COM 156431108 1 123 SH   DFND 16 0 13 110
CENTURYLINK INC COM 156700106 199,087 8,372,142 SH   DFND 2 0 6,762,767 1,609,375
CENTURYLINK INC COM 156700106 224 9,419 SH   DFND 02,03 0 9,419 0
CENTURYLINK INC COM 156700106 7,080 297,944 SH   DFND 16 0 21,284 276,660
CENTURYLINK INC OPT 156700106 452 19,000 SH Put DFND 2 0 19,000 0
CERNER CORP COM 156782104 75,442 1,592,646 SH   DFND 2 0 1,592,646 0
CERNER CORP COM 156782104 162 3,413 SH   DFND 02,03 0 3,413 0
CERNER CORP COM 156782104 1,056 22,289 SH   DFND 16 0 1,974 20,315
CERUS CORP COM 157085101 1,186 272,600 SH   DFND 2 0 272,600 0
CERUS CORP COM 157085101 16 3,700 SH   DFND 16 0 0 3,700
CEVA INC COM 157210105 4,719 140,650 SH   DFND 2 0 140,650 0
CEVA INC COM 157210105 5 149 SH   DFND 16 0 0 149
CHARLES RIVER LABORATORIES COM 159864107 12,617 165,610 SH   DFND 2 0 165,610 0
CHART INDUSTRIES INC COM 16115Q308 10,203 283,247 SH   DFND 2 0 283,247 0
CHART INDUSTRIES INC COM 16115Q308 3 80 SH   DFND 16 0 0 80
CHART INDUSTRIES INC CONV BND 16115QAC4 20 20,000 PRN   DFND 16 0 0 20,000
CHARTER COMMUNICATIONS INC-A COM 16119P108 84,021 291,824 SH   DFND 2 0 291,824 0
CHARTER COMMUNICATIONS INC-A COM 16119P108 705 2,450 SH   DFND 02,03 0 2,450 0
CHARTER COMMUNICATIONS INC-A COM 16119P108 2,970 10,316 SH   DFND 02,10 0 10,316 0
CHARTER COMMUNICATIONS INC-A COM 16119P108 10,452 36,299 SH   DFND 10 0 36,299 0
CHARTER COMMUNICATIONS INC-A COM 16119P108 1,560 5,419 SH   DFND 16 0 0 5,419
CHEESECAKE FACTORY INC/THE COM 163072101 14,046 234,561 SH   DFND 2 0 234,561 0
CHEESECAKE FACTORY INC/THE COM 163072101 900 15,068 SH   DFND 16 0 9,450 5,618
CHEGG INC COM 163092109 499 67,550 SH   DFND 16 0 0 67,550
CHEMED CORP COM 16359R103 26,525 165,360 SH   DFND 2 0 165,360 0
CHEMED CORP COM 16359R103 747 4,663 SH   DFND 16 0 4,186 477
CHEMICAL FINANCIAL CORP COM 163731102 11,503 212,357 SH   DFND 2 0 212,357 0
CHEMICAL FINANCIAL CORP COM 163731102 195 3,607 SH   DFND 16 0 0 3,607
CHEMOURS CO/THE COM 163851108 21,992 995,549 SH   DFND 2 0 995,549 0
CHEMOURS CO/THE COM 163851108 106 4,807 SH   DFND 16 0 15 4,792
CHEMTURA CORP COM 163893209 6,053 182,335 SH   DFND 2 0 182,335 0
CHEMTURA CORP COM 163893209 35 1,064 SH   DFND 02,03 0 1,064 0
CHENIERE ENERGY PARTNERS LP LP 16411Q101 191 6,620 SH   DFND 2 0 6,620 0
CHENIERE ENERGY PARTNERS LP LP 16411Q101 241 8,375 SH   DFND 16 0 0 8,375
CHENIERE ENERGY INC COM 16411R208 1,895 45,742 SH   DFND 2 0 45,742 0
CHENIERE ENERGY INC COM 16411R208 648 15,646 SH   DFND 16 0 0 15,646
CHESAPEAKE ENERGY CORP COM 165167107 1,836 261,593 SH   DFND 2 0 261,593 0
CHESAPEAKE ENERGY CORP COM 165167107 59 8,430 SH   DFND 02,03 0 8,430 0
CHESAPEAKE ENERGY CORP COM 165167107 980 138,791 SH   DFND 16 0 0 138,791
CHESAPEAKE ENERGY CORPORATION CONV BND 165167BZ9 13 13,000 PRN   DFND 16 0 0 13,000
CHESAPEAKE ENERGY CORPORATION CONV BND 165167CB1 6,041 6,148,000 PRN   DFND 2 0 0 6,148,000
CHESAPEAKE ENERGY CORPORATION CONV BND 165167CR6 22,422 20,400,000 PRN   DFND 2 0 0 20,400,000
CHESAPEAKE LODGING TRUST COM 165240102 49,180 1,901,791 SH   DFND 2 0 1,830,191 71,600
CHESAPEAKE LODGING TRUST COM 165240102 67 2,585 SH   DFND 16 0 0 2,585
CHESAPEAKE UTILITIES CORP COM 165303108 6,187 92,406 SH   DFND 2 0 92,406 0
CHESAPEAKE UTILITIES CORP COM 165303108 168 2,505 SH   DFND 16 0 0 2,505
CHEVRON CORP COM 166764100 1,298,166 11,029,458 SH   DFND 2 0 10,342,982 686,476
CHEVRON CORP COM 166764100 8,407 71,423 SH   DFND 02,03 0 71,423 0
CHEVRON CORP COM 166764100 6,689 56,793 SH   DFND 10 0 56,793 0
CHEVRON CORP COM 166764100 52,280 443,608 SH   DFND 16 0 125,084 318,524
CHICAGO BRIDGE & IRON CO NV COM 167250109 9,818 309,187 SH   DFND 2 0 306,587 2,600
CHICAGO BRIDGE & IRON CO NV COM 167250109 1,519 47,731 SH   DFND 16 0 0 47,731
CHICO'S FAS INC COM 168615102 6,875 477,795 SH   DFND 2 0 477,795 0
CHICO'S FAS INC COM 168615102 11 779 SH   DFND 16 0 0 779
CHILDREN'S PLACE INC/THE COM 168905107 54,051 535,432 SH   DFND 2 0 506,732 28,700
CHILDREN'S PLACE INC/THE COM 168905107 12 120 SH   DFND 16 0 0 120
CHINA CONSTRUCT-UNSPON ADR ADR 168919108 522 34,388 SH   DFND 2 0 0 34,388
CHINA CONSTRUCT-UNSPON ADR ADR 168919108 7 475 SH   DFND 16 0 0 475
CHIMERA INVESTMENT CORP COM 16934Q208 1,355 79,456 SH   DFND 2 0 79,456 0
CHIMERA INVESTMENT CORP COM 16934Q208 588 34,594 SH   DFND 16 0 79 34,515
CHINA EASTERN AIRLINES-ADS ADR 16937R104 6 252 SH   DFND 2 0 0 252
CHINA EASTERN AIRLINES-ADS ADR 16937R104 196 8,774 SH   DFND 16 0 0 8,774
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CRANE CO COM 224399105 12,522 173,611 SH   DFND 2 0 173,611 0
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CRAY INC COM 225223304 4,198 202,805 SH   DFND 2 0 202,805 0
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CREE INC COM 225447101 6,758 256,062 SH   DFND 2 0 256,062 0
CREE INC COM 225447101 284 10,753 SH   DFND 16 0 0 10,753
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CRYOLIFE INC COM 228903100 2,983 155,768 SH   DFND 2 0 155,768 0
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CTRIP.COM INTERNATIONAL-ADR ADR 22943F100 1,527 38,179 SH   DFND 10 0 9,545 0
CTRIP.COM INTERNATIONAL-ADR ADR 22943F100 17 415 SH   DFND 16 0 5 394
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CULLEN/FROST BANKERS INC COM 229899109 13,619 154,369 SH   DFND 2 0 154,369 0
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CUMMINS INC COM 231021106 97,987 716,982 SH   DFND 2 0 709,582 7,400
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CURIS INC COM 231269101 1,312 426,032 SH   DFND 2 0 426,032 0
CURIS INC COM 231269101 242 78,415 SH   DFND 16 0 0 78,415
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CUSTOMERS BANCORP INC COM 23204G100 57,317 1,600,133 SH   DFND 2 0 1,509,133 91,000
CYNOSURE INC-A COM 232577205 9,626 211,093 SH   DFND 2 0 211,093 0
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CYPRESS SEMICONDUCTOR CORP COM 232806109 51,124 4,468,852 SH   DFND 2 0 4,292,852 176,000
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DDR CORP COM 23317H102 13,336 873,111 SH   DFND 2 0 873,111 0
DDR CORP COM 23317H102 993 64,588 SH   DFND 16 0 48 64,540
DNP SELECT INCOME FUND INC COM 23325P104 693 67,727 SH   DFND 16 0 0 67,727
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DR HORTON INC COM 23331A109 57,032 2,086,699 SH   DFND 2 0 2,079,957 6,742
DR HORTON INC COM 23331A109 271 9,910 SH   DFND 02,03 0 9,910 0
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DHI GROUP INC COM 23331S100 2,685 429,747 SH   DFND 2 0 429,747 0
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DST SYSTEMS INC COM 233326107 68 636 SH   DFND 16 0 346 290
DSP GROUP INC COM 23332B106 1,417 108,529 SH   DFND 2 0 108,529 0
DTE ENERGY COMPANY COM 233331107 196,437 1,993,826 SH   DFND 2 0 1,894,788 99,038
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DSW INC-CLASS A COM 23334L102 4,204 185,604 SH   DFND 2 0 185,604 0
DSW INC-CLASS A COM 23334L102 353 15,565 SH   DFND 16 0 0 15,565
DXP ENTERPRISES INC COM 233377407 2,928 84,292 SH   DFND 2 0 84,292 0
DAI NIPPON PRINT-SPON ADR ADR 233806306 97 9,871 SH   DFND 2 0 0 9,871
DAI NIPPON PRINT-SPON ADR ADR 233806306 3 275 SH   DFND 16 0 0 275
DAIKIN INDUSTRIES-UNSPON ADR ADR 23381B106 11 61 SH   DFND 2 0 0 61
DAIKIN INDUSTRIES-UNSPON ADR ADR 23381B106 587 3,184 SH   DFND 16 0 0 3,184
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DAIWA HOUSE INDUS-UNSP ADR ADR 234062206 71 2,610 SH   DFND 2 0 0 2,610
DAIWA HOUSE INDUS-UNSP ADR ADR 234062206 4,980 183,435 SH   DFND 16 0 0 183,435
DAIWA SECURITIES GR-SPON ADR ADR 234064301 223 36,455 SH   DFND 2 0 0 36,455
DAKOTA PLAINS HOLDINGS INC COM 234255107 0 10,000 SH   DFND 16 0 0 10,000
DAKTRONICS INC COM 234264109 2,130 199,065 SH   DFND 2 0 199,065 0
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DANA INC COM 235825205 16,275 857,473 SH   DFND 2 0 857,473 0
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DANSKE BANK A/S - SPON ADR ADR 236363206 169 11,127 SH   DFND 2 0 0 11,127
DANONE-SPONS ADR ADR 23636T100 108,287 8,611,274 SH   DFND 2 0 0 8,611,274
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DARDEN RESTAURANTS INC COM 237194105 259,460 3,567,951 SH   DFND 2 0 2,525,051 1,042,900
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DARLING INGREDIENTS INC COM 237266101 27,485 2,128,947 SH   DFND 2 0 2,036,847 92,100
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DAVITA INC COM 23918K108 7,009 109,155 SH   DFND 2 0 109,155 0
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DEBT RESOLVE INC COM 24276R206 0 28,000 SH   DFND 16 0 0 28,000
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DEERE & CO COM 244199105 108,666 1,054,249 SH   DFND 2 0 1,054,249 0
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DEERE & CO COM 244199105 4,936 47,898 SH   DFND 16 0 8,806 39,092
DEL TACO RESTAURANTS INC COM 245496104 1,556 110,185 SH   DFND 2 0 110,185 0
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DELL TECHNOLOGIES INC-CL V COM 24703L103 3,015 54,831 SH   DFND 2 0 548,309 0
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DELTA AIR LINES INC COM 247361702 327,341 6,654,582 SH   DFND 2 0 4,908,182 1,746,400
DELTA AIR LINES INC COM 247361702 409 8,320 SH   DFND 02,03 0 8,320 0
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DB 7.6 PRF 25154A108 397 15,924 SH   DFND 16 0 0 15,924
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DEUTSCHE TELEKOM AG-SPON ADR ADR 251566105 155 9,055 SH   DFND 16 0 0 9,055
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DB MAND EXCH NOTE 18.41 DVN PRF 25190J840 36 828 SH   DFND 02,03 0 0 828
DB MAND EXCH NOTE 13.09 APC PRF 25190J857 32,653 489,461 SH   DFND 2 0 0 489,461
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DB MAND EXCH NOTE 9.80 EMN PRF 25190J865 20,793 277,694 SH   DFND 2 0 0 277,694
DB MAND EXCH NOTE 9.80 EMN PRF 25190J865 23 306 SH   DFND 02,03 0 0 306
DB MAND EXCH NOTE 11.36 DAL PRF 25190J873 26,858 573,020 SH   DFND 2 0 0 573,020
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DB MAND EXCH NOTE 12.50 AAL PRF 25190J881 26,806 604,484 SH   DFND 2 0 0 604,484
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DEXCOM INC COM 252131107 208,059 3,485,022 SH   DFND 2 0 3,052,072 432,950
DEXCOM INC COM 252131107 5,485 91,872 SH   DFND 02,03 0 91,872 0
DEXCOM INC COM 252131107 2,570 43,065 SH   DFND 16 0 41,073 1,992
DIAGEO PLC-SPONSORED ADR ADR 25243Q205 980 9,425 SH   DFND 2 0 0 9,425
DIAGEO PLC-SPONSORED ADR ADR 25243Q205 5,505 53,044 SH   DFND 16 0 0 53,044
DIAMOND OFFSHORE DRILLING COM 25271C102 3,050 172,329 SH   DFND 2 0 172,329 0
DIAMOND OFFSHORE DRILLING COM 25271C102 68 3,843 SH   DFND 16 0 0 3,843
DIAMONDROCK HOSPITALITY CO COM 252784301 11,689 1,013,599 SH   DFND 2 0 1,013,599 0
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DIAMONDBACK ENERGY INC COM 25278X109 112 1,105 SH   DFND 02,03 0 1,105 0
DIAMONDBACK ENERGY INC COM 25278X109 1,679 16,753 SH   DFND 16 0 14,730 2,023
DICK'S SPORTING GOODS INC COM 253393102 14,659 276,055 SH   DFND 2 0 276,055 0
DICK'S SPORTING GOODS INC COM 253393102 122 2,292 SH   DFND 16 0 691 1,601
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DIEBOLD NIXDORF INC COM 253651103 92 3,543 SH   DFND 16 0 0 3,543
DIGI INTERNATIONAL INC COM 253798102 7,189 522,795 SH   DFND 2 0 522,795 0
DIGI INTERNATIONAL INC COM 253798102 0 1 SH   DFND 16 0 0 1
DIGITAL REALTY TRUST INC COM 253868103 105,212 1,070,419 SH   DFND 2 0 1,065,602 4,817
DIGITAL REALTY TRUST INC COM 253868103 210 2,140 SH   DFND 02,03 0 2,140 0
DIGITAL REALTY TRUST INC COM 253868103 27,083 275,622 SH   DFND 10 0 275,622 0
DIGITAL REALTY TRUST INC COM 253868103 5,953 60,595 SH   DFND 16 0 39,946 20,649
DLR 5 7/8 PRF 253868889 213 8,899 SH   DFND 16 0 0 8,899
DIGITALGLOBE INC COM 25389M877 1,135 39,607 SH   DFND 2 0 39,607 0
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DIME COMMUNITY BANCSHARES COM 253922108 3,608 179,478 SH   DFND 2 0 179,478 0
DILLARDS INC-CL A COM 254067101 520 8,278 SH   DFND 2 0 8,278 0
DILLARDS INC-CL A COM 254067101 1 22 SH   DFND 16 0 0 22
DINEEQUITY INC COM 254423106 7,200 93,390 SH   DFND 2 0 93,390 0
DINEEQUITY INC COM 254423106 208 2,705 SH   DFND 16 0 2,372 333
DIODES INC COM 254543101 14,876 579,467 SH   DFND 2 0 579,467 0
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ENSIGN GROUP INC/THE COM 29358P101 271 12,231 SH   DFND 16 0 11,997 234
ENTEGRIS INC COM 29362U104 17,343 968,862 SH   DFND 2 0 968,862 0
ENTEGRIS INC COM 29362U104 181 10,107 SH   DFND 16 0 7,274 2,833
ENTELLUS MEDICAL INC COM 29363K105 1,058 55,780 SH   DFND 2 0 55,780 0
ETR 4.9 12/01/52 PRF 29364D761 251 11,546 SH   DFND 16 0 0 11,546
ENTERGY CORP COM 29364G103 301,491 4,103,610 SH   DFND 2 0 3,003,170 1,100,440
ENTERGY CORP COM 29364G103 149 2,028 SH   DFND 02,03 0 2,028 0
ENTERGY CORP COM 29364G103 3,695 50,295 SH   DFND 16 0 43,323 6,972
ENTERPRISE FINANCIAL SERVICE COM 293712105 4,410 102,557 SH   DFND 2 0 102,557 0
ENTERPRISE PRODUCTS PARTNERS LP 293792107 15,657 579,074 SH   DFND 2 0 579,074 0
ENTERPRISE PRODUCTS PARTNERS LP 293792107 118,155 4,371,228 SH   DFND 10 0 4,371,228 0
ENTERPRISE PRODUCTS PARTNERS LP 293792107 9,842 365,044 SH   DFND 16 0 114,318 250,726
ENTRAVISION COMMUNICATIONS-A COM 29382R107 2,661 380,236 SH   DFND 2 0 380,236 0
ENTRAVISION COMMUNICATIONS-A COM 29382R107 2 250 SH   DFND 16 0 0 250
ENVESTNET INC COM 29404K106 4,386 124,416 SH   DFND 2 0 124,416 0
ENVESTNET INC COM 29404K106 5 151 SH   DFND 16 0 0 151
ENVESTNET INC CONV BND 29404KAA4 6,668 7,000,000 PRN   DFND 2 0 0 7,000,000
EPAM SYSTEMS INC COM 29414B104 25,865 402,176 SH   DFND 2 0 402,176 0
EPAM SYSTEMS INC COM 29414B104 575 8,942 SH   DFND 16 0 8,001 941
ENVISION HEALTHCARE CORP COM 29414D100 60,925 962,615 SH   DFND 2 0 935,815 26,800
ENVISION HEALTHCARE CORP COM 29414D100 274 4,330 SH   DFND 02,03 0 4,330 0
ENVISION HEALTHCARE CORP COM 29414D100 2,228 35,161 SH   DFND 16 0 22,630 12,531
EVHC 5 1/4 07/01/17 CONV PRF 29414D209 9,193 77,000 SH   DFND 2 0 0 77,000
ENVIVA PARTNERS LP LP 29414J107 5,695 212,500 SH   DFND 2 0 212,500 0
ENVIVA PARTNERS LP LP 29414J107 1 49 SH   DFND 16 0 0 49
EPLUS INC COM 294268107 7,069 61,362 SH   DFND 2 0 61,362 0
EPLUS INC COM 294268107 596 5,189 SH   DFND 16 0 4,953 236
EQUIFAX INC COM 294429105 40,234 340,304 SH   DFND 2 0 338,966 1,338
EQUIFAX INC COM 294429105 160 1,356 SH   DFND 02,03 0 1,356 0
EQUIFAX INC COM 294429105 8,381 70,888 SH   DFND 02,10 0 70,888 0
EQUIFAX INC COM 294429105 4,478 37,882 SH   DFND 10 0 37,882 0
EQUIFAX INC COM 294429105 313 2,646 SH   DFND 16 0 0 2,646
EQUINIX INC COM 29444U700 125,143 350,143 SH   DFND 2 0 349,749 394
EQUINIX INC COM 29444U700 288 806 SH   DFND 02,03 0 806 0
EQUINIX INC COM 29444U700 27,064 75,698 SH   DFND 10 0 75,698 0
EQUINIX INC COM 29444U700 1,992 5,572 SH   DFND 16 0 4,652 919
EQUITY COMMONWEALTH COM 294628102 2,100 69,435 SH   DFND 2 0 69,435 0
EQUITY COMMONWEALTH COM 294628102 12 394 SH   DFND 16 0 0 394
EQUITY LIFESTYLE PROPERTIES COM 29472R108 93,771 1,300,557 SH   DFND 2 0 1,298,468 2,089
EQUITY LIFESTYLE PROPERTIES COM 29472R108 16 220 SH   DFND 02,03 0 220 0
EQUITY LIFESTYLE PROPERTIES COM 29472R108 318 4,422 SH   DFND 16 0 4,180 242
EQUITY ONE INC COM 294752100 12,570 409,600 SH   DFND 2 0 409,600 0
EQUITY ONE INC COM 294752100 729 23,765 SH   DFND 16 0 18,879 4,886
EQUITY RESIDENTIAL COM 29476L107 18,636 289,319 SH   DFND 2 0 289,319 0
EQUITY RESIDENTIAL COM 29476L107 266 4,131 SH   DFND 02,03 0 4,131 0
EQUITY RESIDENTIAL COM 29476L107 105 1,624 SH   DFND 10 0 1,624 0
EQUITY RESIDENTIAL COM 29476L107 613 9,526 SH   DFND 16 0 6,521 3,005
ERICSSON (LM) TEL-SP ADR ADR 294821608 200 34,334 SH   DFND 2 0 0 34,334
ERICSSON (LM) TEL-SP ADR ADR 294821608 18 3,069 SH   DFND 16 0 0 3,069
ESCO TECHNOLOGIES INC COM 296315104 15,581 275,034 SH   DFND 2 0 275,034 0
ESSENDANT INC COM 296689102 4,361 208,646 SH   DFND 2 0 208,646 0
ESSEX PROPERTY TRUST INC COM 297178105 79,065 340,019 SH   DFND 2 0 338,362 1,657
ESSEX PROPERTY TRUST INC COM 297178105 194 834 SH   DFND 02,03 0 834 0
ESSEX PROPERTY TRUST INC COM 297178105 72 309 SH   DFND 10 0 309 0
ESSEX PROPERTY TRUST INC COM 297178105 2,399 10,318 SH   DFND 16 0 9,196 1,123
ESTERLINE TECHNOLOGIES CORP COM 297425100 9,993 112,033 SH   DFND 2 0 112,033 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 870 9,739 SH   DFND 16 0 8,972 767
ETHAN ALLEN INTERIORS INC COM 297602104 12,451 337,904 SH   DFND 2 0 337,904 0
EURONET WORLDWIDE INC COM 298736109 25,457 351,470 SH   DFND 2 0 349,179 2,291
EURONET WORLDWIDE INC COM 298736109 112 1,544 SH   DFND 02,03 0 1,544 0
EURONET WORLDWIDE INC COM 298736109 1,206 16,683 SH   DFND 16 0 14,001 2,682
EVERCORE PARTNERS INC-CL A COM 29977A105 35,892 522,437 SH   DFND 2 0 506,437 16,000
EVERCORE PARTNERS INC-CL A COM 29977A105 264 3,849 SH   DFND 16 0 2,652 1,197
EVERGREEN ENERGY INC COM 30024B203 0 19,248 SH   DFND 16 0 0 19,248
EVERTEC INC COM 30040P103 8,151 459,212 SH   DFND 2 0 459,212 0
EVERSOURCE ENERGY COM 30040W108 81,832 1,481,664 SH   DFND 2 0 1,471,554 10,110
EVERSOURCE ENERGY COM 30040W108 236 4,264 SH   DFND 02,03 0 4,264 0
EVERSOURCE ENERGY COM 30040W108 2,607 47,212 SH   DFND 16 0 13,266 33,946
EVOLUTION PETROLEUM CORP COM 30049A107 1,108 110,779 SH   DFND 2 0 110,779 0
EVOLENT HEALTH INC - A COM 30050B101 1,133 76,576 SH   DFND 2 0 76,576 0
EXA CORP COM 300614500 2,953 192,231 SH   DFND 2 0 192,231 0
EXACT SCIENCES CORP COM 30063P105 2,525 189,036 SH   DFND 2 0 189,036 0
EXACT SCIENCES CORP COM 30063P105 363 27,190 SH   DFND 16 0 0 27,190
EXAR CORP COM 300645108 6,083 564,307 SH   DFND 2 0 564,307 0
YIELDSHARES HIGH INCOME ETF COM 301505301 649 34,961 SH   DFND 16 0 0 34,961
EXELON CORP COM 30161N101 108,988 3,070,947 SH   DFND 2 0 3,070,947 0
EXELON CORP COM 30161N101 408 11,497 SH   DFND 02,03 0 11,497 0
EXELON CORP COM 30161N101 9,174 258,516 SH   DFND 16 0 9,114 249,402
EXELIXIS INC COM 30161Q104 5,641 378,390 SH   DFND 2 0 378,390 0
EXELIXIS INC COM 30161Q104 6 388 SH   DFND 16 0 0 388
EXLSERVICE HOLDINGS INC COM 302081104 9,580 189,938 SH   DFND 2 0 189,938 0
EXPEDIA INC COM 30212P303 198,078 1,748,574 SH   DFND 2 0 1,667,363 81,211
EXPEDIA INC COM 30212P303 1,922 16,972 SH   DFND 02,03 0 16,972 0
EXPEDIA INC COM 30212P303 878 7,853 SH   DFND 16 0 5,713 2,140
EXPEDITORS INTL WASH INC COM 302130109 108,903 2,056,337 SH   DFND 2 0 2,056,337 0
EXPEDITORS INTL WASH INC COM 302130109 108 2,034 SH   DFND 02,03 0 2,034 0
EXPEDITORS INTL WASH INC COM 302130109 692 13,065 SH   DFND 16 0 9,021 4,044
EXPONENT INC COM 30214U102 12,098 200,639 SH   DFND 2 0 200,639 0
EXPONENT INC COM 30214U102 173 2,866 SH   DFND 16 0 2,866 0
EXPERIAN PLC-SPONS ADR ADR 30215C101 254 13,063 SH   DFND 2 0 0 13,063
EXPERIAN PLC-SPONS ADR ADR 30215C101 6 327 SH   DFND 16 0 0 327
EXPRESS INC COM 30219E103 9,072 843,164 SH   DFND 2 0 843,164 0
EXPRESS INC COM 30219E103 2 200 SH   DFND 16 0 0 200
EXPRESS SCRIPTS HOLDING CO COM 30219G108 288,979 4,200,869 SH   DFND 2 0 2,976,671 1,224,198
EXPRESS SCRIPTS HOLDING CO COM 30219G108 479 6,968 SH   DFND 02,03 0 6,968 0
EXPRESS SCRIPTS HOLDING CO COM 30219G108 55 796 SH   DFND 10 0 796 0
EXPRESS SCRIPTS HOLDING CO COM 30219G108 5,776 83,768 SH   DFND 16 0 21,934 61,834
EXTENDED STAY AMERICA INC COM 30224P200 34,949 2,164,114 SH   DFND 2 0 2,159,814 4,300
EXTENDED STAY AMERICA INC COM 30224P200 116 7,200 SH   DFND 02,03 0 7,200 0
EXTENDED STAY AMERICA INC COM 30224P200 15,467 958,900 SH   DFND 10 0 958,900 0
EXTENDED STAY AMERICA INC COM 30224P200 2 134 SH   DFND 16 0 0 134
EXTRA SPACE STORAGE INC COM 30225T102 21,562 279,172 SH   DFND 2 0 278,196 976
EXTRA SPACE STORAGE INC COM 30225T102 245 3,170 SH   DFND 02,03 0 3,170 0
EXTRA SPACE STORAGE INC COM 30225T102 56 724 SH   DFND 10 0 724 0
EXTRA SPACE STORAGE INC COM 30225T102 1,136 14,717 SH   DFND 16 0 12,370 2,347
EXTREME NETWORKS INC COM 30226D106 21,394 4,253,213 SH   DFND 2 0 4,253,213 0
EXTERRAN CORP COM 30227H106 16,884 706,459 SH   DFND 2 0 706,459 0
EXTERRAN CORP COM 30227H106 41 1,724 SH   DFND 16 0 0 1,724
EXTRACTION OIL & GAS INC COM 30227M105 347 17,315 SH   DFND 2 0 17,315 0
EZCORP INC-CL A COM 302301106 2,629 246,832 SH   DFND 2 0 0 246,832
EXXON MOBIL CORP COM 30231G102 1,673,105 18,536,525 SH   DFND 2 0 17,417,808 1,118,717
EXXON MOBIL CORP COM 30231G102 10,818 119,846 SH   DFND 02,03 0 119,846 0
EXXON MOBIL CORP COM 30231G102 101,880 1,128,739 SH   DFND 10 0 1,116,595 12,144
EXXON MOBIL CORP COM 30231G102 98,794 1,092,858 SH   DFND 16 0 181,362 911,496
FBL FINANCIAL GROUP INC-CL A COM 30239F106 10,357 132,525 SH   DFND 2 0 132,525 0
FLIR SYSTEMS INC COM 302445101 36,490 1,008,301 SH   DFND 2 0 1,005,651 2,650
FLIR SYSTEMS INC COM 302445101 253 6,982 SH   DFND 02,03 0 6,982 0
FLIR SYSTEMS INC COM 302445101 563 15,564 SH   DFND 16 0 2,207 13,357
FMC CORP COM 302491303 172,374 3,047,530 SH   DFND 2 0 2,572,067 475,463
FMC CORP COM 302491303 273 4,836 SH   DFND 02,03 0 4,836 0
FMC CORP COM 302491303 18,962 335,189 SH   DFND 10 0 335,189 0
FMC CORP COM 302491303 1,306 23,087 SH   DFND 16 0 0 23,087
FMC TECHNOLOGIES INC COM 30249U101 3,916 110,203 SH   DFND 2 0 110,203 0
FMC TECHNOLOGIES INC COM 30249U101 91 2,555 SH   DFND 02,03 0 2,555 0
FMC TECHNOLOGIES INC COM 30249U101 213 6,013 SH   DFND 16 0 1,807 4,206
FNB CORP COM 302520101 17,567 1,095,869 SH   DFND 2 0 1,095,869 0
FNB CORP COM 302520101 82 5,122 SH   DFND 16 0 0 5,122
FCB FINANCIAL HOLDINGS-CL A COM 30255G103 21,022 440,714 SH   DFND 2 0 440,714 0
FS INVESTMENT CORP COM 302635107 17,676 1,718,520 SH   DFND 16 0 0 1,718,520
FTD COS INC COM 30281V108 2,085 87,455 SH   DFND 2 0 87,455 0
FTD COS INC COM 30281V108 5 200 SH   DFND 16 0 0 200
FTI CONSULTING INC COM 302941109 25,297 561,157 SH   DFND 2 0 560,382 775
FTI CONSULTING INC COM 302941109 57 1,275 SH   DFND 02,03 0 1,275 0
FTI CONSULTING INC COM 302941109 12,483 276,910 SH   DFND 10 0 276,910 0
FTI CONSULTING INC COM 302941109 17 374 SH   DFND 16 0 0 374
FACEBOOK INC-A COM 30303M102 2,191,334 19,046,811 SH   DFND 2 0 17,052,232 1,994,579
FACEBOOK INC-A COM 30303M102 20,984 182,395 SH   DFND 02,03 0 182,395 0
FACEBOOK INC-A COM 30303M102 3,828 33,274 SH   DFND 02,10 0 33,274 0
FACEBOOK INC-A COM 30303M102 240,422 2,088,267 SH   DFND 10 0 2,070,713 17,554
FACEBOOK INC-A COM 30303M102 50,144 436,084 SH   DFND 16 0 101,673 334,410
FACTSET RESEARCH SYSTEMS INC COM 303075105 80,674 493,628 SH   DFND 2 0 493,628 0
FACTSET RESEARCH SYSTEMS INC COM 303075105 585 3,583 SH   DFND 16 0 0 3,583
FAIR ISAAC CORP COM 303250104 17,732 148,740 SH   DFND 2 0 148,740 0
FAIR ISAAC CORP COM 303250104 109 914 SH   DFND 16 0 0 914
FAIRLANE MANAGEMENT CORP COM 305059107 0 52,004 SH   DFND 2 0 0 52,004
FAIRMOUNT SANTROL HOLDINGS I COM 30555Q108 1,329 112,702 SH   DFND 2 0 112,702 0
FAIRMOUNT SANTROL HOLDINGS I COM 30555Q108 25 2,150 SH   DFND 16 0 0 2,150
FANUC CORP-UNSP ADR ADR 307305102 416 25,000 SH   DFND 2 0 0 25,000
FANUC CORP-UNSP ADR ADR 307305102 1,158 69,579 SH   DFND 16 0 0 69,579
FARO TECHNOLOGIES INC COM 311642102 7,195 199,856 SH   DFND 2 0 199,856 0
FARO TECHNOLOGIES INC COM 311642102 9 240 SH   DFND 16 0 0 240
FASTENAL CO COM 311900104 5,595 119,123 SH   DFND 2 0 119,123 0
FASTENAL CO COM 311900104 154 3,272 SH   DFND 02,03 0 3,272 0
FASTENAL CO COM 311900104 6,198 131,969 SH   DFND 16 0 102,738 29,231
FANNIE MAE COM 313586109 0 50 SH   DFND 2 0 50 0
FANNIE MAE COM 313586109 48 12,247 SH   DFND 16 0 0 12,247
FEDERAL REALTY INVS TRUST COM 313747206 3,390 23,799 SH   DFND 2 0 23,799 0
FEDERAL REALTY INVS TRUST COM 313747206 115 810 SH   DFND 02,03 0 810 0
FEDERAL REALTY INVS TRUST COM 313747206 19 131 SH   DFND 10 0 131 0
FEDERAL REALTY INVS TRUST COM 313747206 215 1,515 SH   DFND 16 0 1,325 190
FEDERAL SIGNAL CORP COM 313855108 4,676 299,562 SH   DFND 2 0 299,562 0
FEDERAL SIGNAL CORP COM 313855108 85 5,472 SH   DFND 16 0 0 5,472
FEDERATED INVESTORS INC-CL B COM 314211103 7,327 259,115 SH   DFND 2 0 0 259,115
FEDERATED INVESTORS INC-CL B COM 314211103 816 28,887 SH   DFND 16 0 0 28,887
FEDEX CORP COM 31428X106 673,708 3,618,100 SH   DFND 2 0 3,407,203 210,897
FEDEX CORP COM 31428X106 8,081 43,400 SH   DFND 02,03 0 43,400 0
FEDEX CORP COM 31428X106 9,233 49,698 SH   DFND 16 0 6,672 43,026
FEMALE HEALTH COMPANY COM 314462102 12 12,879 SH   DFND 16 0 0 12,879
FERRELLGAS PARTNERS-LP LP 315293100 199 29,405 SH   DFND 16 0 0 29,405
FERRO CORP COM 315405100 12,658 883,348 SH   DFND 2 0 883,348 0
F5 NETWORKS INC COM 315616102 109,782 758,594 SH   DFND 2 0 553,294 205,300
F5 NETWORKS INC COM 315616102 106 735 SH   DFND 02,03 0 735 0
F5 NETWORKS INC COM 315616102 324 2,242 SH   DFND 16 0 375 1,867
FIDELITY & GUARANTY LIFE COM 315785105 510 21,519 SH   DFND 16 0 0 21,519
FIDELITY NASDAQ COMP INDX TS COM 315912808 387 1,827 SH   DFND 16 0 0 1,827
FIDELITY FINANCIALS ETF COM 316092501 3,654 106,598 SH   DFND 16 0 0 106,598
FIDELITY HEALTH CARE ETF COM 316092600 455 13,818 SH   DFND 16 0 0 13,818
FIDELITY INFO TECH ETF COM 316092808 2,811 76,416 SH   DFND 16 0 0 76,416
FIDELITY UTILITIES ETF COM 316092865 202 6,406 SH   DFND 16 0 0 6,406
FIDELITY TELECOMM ETF COM 316092873 443 13,005 SH   DFND 16 0 0 13,005
FIDELITY NATIONAL INFO SERV COM 31620M106 321,798 4,254,326 SH   DFND 2 0 4,056,005 198,321
FIDELITY NATIONAL INFO SERV COM 31620M106 3,052 40,335 SH   DFND 02,03 0 40,335 0
FIDELITY NATIONAL INFO SERV COM 31620M106 4,172 55,152 SH   DFND 16 0 46,018 9,134
FNF GROUP COM 31620R303 1,002 29,500 SH   DFND 2 0 29,500 0
FNF GROUP COM 31620R303 1,276 37,581 SH   DFND 10 0 37,581 0
FNF GROUP COM 31620R303 964 28,440 SH   DFND 16 0 20,421 8,019
FNFV GROUP COM 31620R402 7,349 536,452 SH   DFND 2 0 536,452 0
FNFV GROUP COM 31620R402 2 122 SH   DFND 16 0 0 122
FIDELITY SOUTHERN CORP COM 316394105 2,489 105,170 SH   DFND 2 0 105,170 0
FIDUCIARY/CLAYMORE MLP OPPOR COM 31647Q106 153 10,293 SH   DFND 16 0 0 10,293
FIESTA RESTAURANT GROUP COM 31660B101 4,037 135,240 SH   DFND 2 0 135,240 0
FIESTA RESTAURANT GROUP COM 31660B101 17 584 SH   DFND 02,03 0 584 0
FIESTA RESTAURANT GROUP COM 31660B101 1 31 SH   DFND 16 0 0 31
FIFTH THIRD BANCORP COM 316773100 457,031 16,945,072 SH   DFND 2 0 14,451,797 2,493,275
FIFTH THIRD BANCORP COM 316773100 912 33,815 SH   DFND 02,03 0 33,815 0
FIFTH THIRD BANCORP COM 316773100 699 25,887 SH   DFND 16 0 4,915 20,972
FIFTH STREET SENIOR FLOATING COM 31679F101 476 54,450 SH   DFND 16 0 0 54,450
58.COM INC-ADR ADR 31680Q104 4,608 164,564 SH   DFND 2 0 329,128 0
58.COM INC-ADR ADR 31680Q104 5 189 SH   DFND 16 0 378 0
51JOB INC-ADR ADR 316827104 740 21,889 SH   DFND 2 0 43,778 0
FINANCIAL ENGINES INC COM 317485100 12,620 343,415 SH   DFND 2 0 343,415 0
FINANCIAL ENGINES INC COM 317485100 10 281 SH   DFND 16 0 0 281
FINISAR CORPORATION COM 31787A507 69,992 2,312,218 SH   DFND 2 0 2,249,818 62,400
FINISAR CORPORATION COM 31787A507 648 21,401 SH   DFND 16 0 0 21,401
FINISH LINE/THE - CL A COM 317923100 5,138 273,113 SH   DFND 2 0 273,113 0
FINISH LINE/THE - CL A COM 317923100 1 72 SH   DFND 16 0 0 72
FIREEYE INC COM 31816Q101 18 1,514 SH   DFND 2 0 1,514 0
FIREEYE INC COM 31816Q101 219 19,400 SH   DFND 16 0 0 19,400
FIRST AMERICAN FINANCIAL COM 31847R102 12,879 351,606 SH   DFND 2 0 351,606 0
FIRST AMERICAN FINANCIAL COM 31847R102 1,242 33,942 SH   DFND 16 0 30,104 3,838
FIRST BANCORP PUERTO RICO COM 318672706 6,541 989,472 SH   DFND 2 0 989,472 0
FIRST BUSEY CORP COM 319383204 5,874 190,879 SH   DFND 2 0 190,879 0
FIRST BUSEY CORP COM 319383204 89 2,893 SH   DFND 16 0 0 2,893
FIRST CITIZENS BCSHS -CL A COM 31946M103 17,214 48,489 SH   DFND 2 0 48,489 0
FIRST COMMONWEALTH FINL CORP COM 319829107 11,266 794,542 SH   DFND 2 0 794,542 0
FIRST COMMONWEALTH FINL CORP COM 319829107 48 3,412 SH   DFND 16 0 0 3,412
FIRST COMMUNITY BANCSHARES COM 31983A103 2,121 70,369 SH   DFND 2 0 70,369 0
FIRST DEFIANCE FINL CORP COM 32006W106 561 11,053 SH   DFND 2 0 11,053 0
FIRST DATA CORP- CLASS A COM 32008D106 15 1,055 SH   DFND 2 0 1,055 0
FIRST DATA CORP- CLASS A COM 32008D106 238 16,785 SH   DFND 16 0 0 16,785
FIRST FINANCIAL BANCORP COM 320209109 8,881 312,133 SH   DFND 2 0 312,133 0
FIRST FINL BANKSHARES INC COM 32020R109 15,117 334,426 SH   DFND 2 0 334,426 0
FIRST FINL BANKSHARES INC COM 32020R109 81 1,786 SH   DFND 16 0 0 1,786
FIRST FINANCIAL CORP/INDIANA COM 320218100 6,996 132,510 SH   DFND 2 0 132,510 0
FIRST HORIZON NATIONAL CORP COM 320517105 18,708 934,775 SH   DFND 2 0 934,775 0
FIRST HORIZON NATIONAL CORP COM 320517105 130 6,515 SH   DFND 16 0 0 6,515
FIRST HAWAIIAN INC COM 32051X108 6,615 190,000 SH   DFND 2 0 190,000 0
FIRST INDUSTRIAL REALTY TR COM 32054K103 81,935 2,920,984 SH   DFND 2 0 2,810,884 110,100
FIRST INDUSTRIAL REALTY TR COM 32054K103 342 12,172 SH   DFND 16 0 10,512 1,660
FIRST INTERSTATE BANCSYS-A COM 32055Y201 1,733 40,729 SH   DFND 2 0 40,729 0
FIRST INTERSTATE BANCSYS-A COM 32055Y201 20 475 SH   DFND 16 0 0 475
FIRST OF LONG ISLAND CORP COM 320734106 6,401 224,220 SH   DFND 2 0 224,220 0
FIRST OF LONG ISLAND CORP COM 320734106 37 1,283 SH   DFND 16 0 0 1,283
FIRST MERCHANTS CORP COM 320817109 1,227 32,585 SH   DFND 2 0 32,585 0
FIRST MERCHANTS CORP COM 320817109 42 1,105 SH   DFND 16 0 0 1,105
FIRST MIDWEST BANCORP INC/IL COM 320867104 16,645 659,688 SH   DFND 2 0 659,688 0
FIRST NBC BANK HOLDING CO COM 32115D106 9,953 1,363,441 SH   DFND 2 0 1,363,441 0
FIRST PACIFIC CO LTD-SP ADR ADR 335889200 46 13,223 SH   DFND 2 0 0 13,223
FIRST PACIFIC CO LTD-SP ADR ADR 335889200 9 2,570 SH   DFND 16 0 0 2,570
FIRST POTOMAC REALTY TRUST COM 33610F109 1,077 98,166 SH   DFND 2 0 98,166 0
FIRST POTOMAC REALTY TRUST COM 33610F109 436 38,736 SH   DFND 16 0 4,216 34,520
FIRST PLACE FINANCIAL /OHIO COM 33610T109 0 25,190 SH   DFND 16 0 0 25,190
FIRST REPUBLIC BANK/CA COM 33616C100 45,216 490,728 SH   DFND 2 0 489,516 1,212
FIRST REPUBLIC BANK/CA COM 33616C100 1,417 15,399 SH   DFND 16 0 13,470 1,929
FIRST SOLAR INC COM 336433107 2,021 62,996 SH   DFND 2 0 62,996 0
FIRST SOLAR INC COM 336433107 28 881 SH   DFND 02,03 0 881 0
FIRST SOLAR INC COM 336433107 339 10,569 SH   DFND 16 0 0 10,569
1ST SOURCE CORP COM 336901103 594 13,311 SH   DFND 2 0 13,311 0
FIRST TRUST MORN DVD LEAD IN COM 336917109 4,404 159,342 SH   DFND 16 0 0 159,342
FIRST TRUST US EQUITY OPPORT COM 336920103 3,973 73,392 SH   DFND 16 0 0 73,392
FIRST TRUST INTERMEDIATE DUR COM 33718W103 1,475 64,987 SH   DFND 16 0 0 64,987
FIRST TRUST ENH EQUITY INC COM 337318109 204 15,131 SH   DFND 16 0 0 15,131
FIRST TRUST CHINDIA ETF COM 33733A102 302 11,044 SH   DFND 16 0 0 11,044
FIRST TRUST WATER ETF COM 33733B100 375 9,412 SH   DFND 16 0 0 9,412
FIRST TRUST MULTI CAP VALUE COM 33733C108 595 11,798 SH   DFND 16 0 0 11,798
FIRST TRUST CAPITAL STRENGTH COM 33733E104 2,146 52,585 SH   DFND 16 0 0 52,585
FIRST TRUST NYSE ARCA BIOTEC COM 33733E203 7,976 87,780 SH   DFND 16 0 0 87,780
FIRST TRUST DJ INTERNET IND COM 33733E302 22,516 282,270 SH   DFND 16 0 0 282,270
FIRST TRUST NATURAL GAS ETF COM 33733E807 763 30,568 SH   DFND 16 0 0 30,568
FIRST TRUST MULTI CAP GROWTH COM 33733F101 854 16,320 SH   DFND 16 0 0 16,320
FIRST TRUST SPECIALTY FINANC COM 33733G109 328 45,191 SH   DFND 16 0 0 45,191
FIRST TRUST BICK INDEX FUND COM 33733H107 305 14,049 SH   DFND 16 0 0 14,049
FIRST TRUST SENIOR FLOATING COM 33733U108 155 11,242 SH   DFND 16 0 0 11,242
FIRST TRUST NASDQ 100 EQ WEI COM 337344105 1,378 29,830 SH   DFND 16 0 0 29,830
FIRST TRUST NASDQ 100 TECH I COM 337345102 6,318 120,061 SH   DFND 16 0 0 120,061
FIRST TRUST S&P REIT INDEX F COM 33734G108 1,997 86,583 SH   DFND 16 0 0 86,583
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GLAXOSMITHKLINE PLC-SPON ADR ADR 37733W105 148,494 3,877,181 SH   DFND 16 0 0 3,877,181
GLENCORE PLC -UNSP ADR ADR 37827X100 311 45,939 SH   DFND 2 0 0 45,939
GLOBALSTAR INC COM 378973408 8,428 5,334,005 SH   DFND 2 0 5,334,005 0
GLOBAL PAYMENTS INC COM 37940X102 34,246 493,368 SH   DFND 2 0 493,368 0
GLOBAL PAYMENTS INC COM 37940X102 121 1,740 SH   DFND 02,03 0 1,740 0
GLOBAL PAYMENTS INC COM 37940X102 1,803 25,971 SH   DFND 16 0 2,347 23,624
GLOBAL X MLP & ENERGY INFRAS COM 37950E226 906 60,985 SH   DFND 16 0 0 60,985
GLOBAL X SUPERDIVIDEND USE COM 37950E291 722 29,215 SH   DFND 16 0 0 29,215
GLOBAL X MLP ETF COM 37950E473 170 14,688 SH   DFND 16 0 0 14,688
GLOBAL X SUPERDIVIDEND ETF COM 37950E549 1,283 61,654 SH   DFND 16 0 0 61,654
GLOBAL BRASS & COPPER HOLDIN COM 37953G103 14,535 423,771 SH   DFND 2 0 423,771 0
GLOBUS MEDICAL INC - A COM 379577208 4,523 182,337 SH   DFND 2 0 182,337 0
GLOBUS MEDICAL INC - A COM 379577208 724 29,158 SH   DFND 16 0 27,856 1,302
GOLDCORP INC COM 380956409 745 54,790 SH   DFND 2 0 54,790 0
GOLDCORP INC COM 380956409 740 54,444 SH   DFND 16 0 0 54,444
GOLDMAN SACHS GROUP INC COM 38141G104 277,674 1,159,635 SH   DFND 2 0 1,159,635 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,002 4,183 SH   DFND 02,03 0 4,183 0
GOLDMAN SACHS GROUP INC COM 38141G104 40,864 170,548 SH   DFND 10 0 170,548 0
GOLDMAN SACHS GROUP INC COM 38141G104 4,463 18,625 SH   DFND 16 0 6,897 11,728
GS 4 PRF 38144G804 1,955 89,611 SH   DFND 16 0 0 89,611
GS 6.2 PRF 38144X500 754 29,655 SH   DFND 16 0 0 29,655
GS 4 PRF 38144X609 1,546 71,008 SH   DFND 16 0 0 71,008
GS 5.95 PRF 38145G209 281 11,125 SH   DFND 16 0 0 11,125
GS 5 1/2 PRF 38145G308 935 36,861 SH   DFND 16 0 0 36,861
GOLDMAN SACHS MLP INCOME OPP COM 38147W103 704 72,398 SH   DFND 16 0 0 72,398
GOODRICH PETROLEUM CORPORATION WT 382410132 0 28,028 SH   DFND 2 0 0 28,028
GOODRICH PETROLEUM CORPORATION WT 382410132 0 43 SH   DFND 16 0 0 43
GOODRICH PETROLEUM CORP COM 382410843 1,421 113,670 SH   DFND 2 0 113,670 0
GOODRICH PETROLEUM CORP COM 382410843 0 3 SH   DFND 16 0 0 3
GOODYEAR TIRE & RUBBER CO COM 382550101 16,382 530,705 SH   DFND 2 0 530,705 0
GOODYEAR TIRE & RUBBER CO COM 382550101 91 2,953 SH   DFND 02,03 0 2,953 0
GOODYEAR TIRE & RUBBER CO COM 382550101 473 15,325 SH   DFND 16 0 10,928 4,397
GOPRO INC-CLASS A COM 38268T103 10 1,134 SH   DFND 2 0 1,134 0
GOPRO INC-CLASS A COM 38268T103 418 48,016 SH   DFND 16 0 0 48,016
GOODRICH PETROLEUM ESCROW COM 382ESCAF8 0 7,599,000 SH   DFND 2 0 0 7,599,000
GORMAN-RUPP CO COM 383082104 4,849 156,717 SH   DFND 2 0 156,717 0
GORMAN-RUPP CO COM 383082104 6 188 SH   DFND 16 0 0 188
GOVERNMENT PROPERTIES INCOME COM 38376A103 6,873 360,494 SH   DFND 2 0 360,494 0
GOVERNMENT PROPERTIES INCOME COM 38376A103 76 3,984 SH   DFND 16 0 0 3,984
GPS INDUSTRIES INC COM 383870102 0 20,000 SH   DFND 16 0 0 20,000
WR GRACE & CO COM 38388F108 2,965 43,843 SH   DFND 2 0 43,843 0
WR GRACE & CO COM 38388F108 530 7,835 SH   DFND 16 0 6,948 887
GRACO INC COM 384109104 12,218 147,034 SH   DFND 2 0 147,034 0
GRACO INC COM 384109104 38,295 460,768 SH   DFND 10 0 460,768 0
GRACO INC COM 384109104 81 971 SH   DFND 16 0 0 971
GRAHAM HOLDINGS CO-CLASS B COM 384637104 8,265 16,144 SH   DFND 2 0 16,144 0
GRAHAM HOLDINGS CO-CLASS B COM 384637104 15 29 SH   DFND 16 0 0 29
WW GRAINGER INC COM 384802104 6,052 26,054 SH   DFND 2 0 26,054 0
WW GRAINGER INC COM 384802104 144 621 SH   DFND 02,03 0 621 0
WW GRAINGER INC COM 384802104 1,601 6,896 SH   DFND 16 0 1,314 5,582
GRAMERCY PROPERTY TRUST COM 385002308 3,823 416,423 SH   DFND 2 0 416,423 0
GRAN TIERRA ENERGY INC COM 38500T101 799 264,630 SH   DFND 2 0 264,630 0
GRAND CANYON EDUCATION INC COM 38526M106 8,708 148,979 SH   DFND 2 0 148,979 0
GRAND CANYON EDUCATION INC COM 38526M106 54 925 SH   DFND 02,03 0 925 0
GRAND CANYON EDUCATION INC COM 38526M106 7 113 SH   DFND 16 0 0 113
GRANITE CONSTRUCTION INC COM 387328107 53,850 979,096 SH   DFND 2 0 929,821 49,275
GRANITE CONSTRUCTION INC COM 387328107 73 1,325 SH   DFND 02,03 0 1,325 0
GRANITE CONSTRUCTION INC COM 387328107 29,186 530,643 SH   DFND 10 0 530,643 0
GRANITE CONSTRUCTION INC COM 387328107 20 371 SH   DFND 16 0 0 371
GRAPHIC PACKAGING HOLDING CO COM 388689101 31,628 2,533,991 SH   DFND 2 0 2,533,991 0
GRAPHIC PACKAGING HOLDING CO COM 388689101 29 2,347 SH   DFND 02,03 0 2,347 0
GRAPHIC PACKAGING HOLDING CO COM 388689101 347 27,795 SH   DFND 16 0 26,457 1,338
GREAT LAKES DREDGE & DOCK CO COM 390607109 1,286 306,248 SH   DFND 2 0 306,248 0
GREAT SOUTHERN BANCORP INC COM 390905107 2,179 39,868 SH   DFND 2 0 39,868 0
GREAT PLAINS ENERGY INC COM 391164100 15,593 570,107 SH   DFND 2 0 570,107 0
GREAT PLAINS ENERGY INC COM 391164100 176 6,430 SH   DFND 16 0 1,531 4,899
GXP 7 09/15/19 CONV PRF 391164878 19,127 378,000 SH   DFND 2 0 0 378,000
GREAT WESTERN BANCORP INC COM 391416104 15,939 365,660 SH   DFND 2 0 365,660 0
GREAT WESTERN BANCORP INC COM 391416104 5,262 120,697 SH   DFND 10 0 120,697 0
GREAT WESTERN BANCORP INC COM 391416104 2 53 SH   DFND 16 0 0 53
GREEN DOT CORP-CLASS A COM 39304D102 9,620 408,482 SH   DFND 2 0 408,482 0
GREEN PLAINS INC COM 393222104 6,519 234,100 SH   DFND 2 0 234,100 0
GREEN PLAINS INC COM 393222104 5 196 SH   DFND 16 0 7 190
GREEN PLAINS INC CONV BND 393222AE4 11,601 9,800,000 PRN   DFND 2 0 0 9,800,000
GREENBRIER COMPANIES INC COM 393657101 20,371 490,272 SH   DFND 2 0 490,272 0
GREENBRIER COMPANIES INC COM 393657101 94 2,268 SH   DFND 16 0 0 2,268
GREENHILL & CO INC COM 395259104 3,956 142,823 SH   DFND 2 0 142,823 0
GREENHILL & CO INC COM 395259104 16 567 SH   DFND 16 0 0 567
GREIF INC-CL A COM 397624107 12,145 236,675 SH   DFND 2 0 0 236,675
GREIF INC-CL A COM 397624107 29 556 SH   DFND 16 0 0 556
GRIFFON CORP COM 398433102 5,653 215,723 SH   DFND 2 0 215,723 0
GRIFFON CORP COM 398433102 13 513 SH   DFND 16 0 0 513
GRIFOLS SA-ADR ADR 398438408 148 9,181 SH   DFND 2 0 0 9,181
GRIFOLS SA-ADR ADR 398438408 36 2,257 SH   DFND 16 0 0 2,257
GROUP 1 AUTOMOTIVE INC COM 398905109 8,084 103,721 SH   DFND 2 0 103,721 0
GROUP 1 AUTOMOTIVE INC COM 398905109 924 11,848 SH   DFND 16 0 10,724 1,124
CGI GROUP INC - CLASS A COM 39945C109 199 4,136 SH   DFND 2 0 4,136 0
CGI GROUP INC - CLASS A COM 39945C109 315 6,556 SH   DFND 16 0 3,462 3,094
GROWBLOX SCIENCES INC COM 399847102 17 50,000 SH   DFND 16 0 0 50,000
GROWLIFE INC COM 39985X104 1 40,500 SH   DFND 16 0 0 40,500
GRUPO TELEVISA SA-SPON ADR ADR 40049J206 8,703 416,593 SH   DFND 2 0 0 416,593
GRUPO TELEVISA SA-SPON ADR ADR 40049J206 15,825 757,553 SH   DFND 10 0 0 757,553
GRUPO TELEVISA SA-SPON ADR ADR 40049J206 20 936 SH   DFND 16 0 0 936
GRUPO AEROPORTUARIO SUR-ADR ADR 40051E202 649 4,511 SH   DFND 2 0 0 4,511
GRUPO FIN BANORTE-SPON ADR ADR 40052P107 18 708 SH   DFND 2 0 0 708
GRUPO FIN BANORTE-SPON ADR ADR 40052P107 205 8,262 SH   DFND 16 0 0 8,262
GRUPO FIN SANTANDER-ADR B ADR 40053C105 12 1,510 SH   DFND 2 0 0 1,510
GRUPO FIN SANTANDER-ADR B ADR 40053C105 1,221 171,282 SH   DFND 10 0 0 171,282
GRUPO AVAL ACCIONES Y VALORE ADR 40053W101 40 5,074 SH   DFND 2 0 0 5,074
GRUPO AVAL ACCIONES Y VALORE ADR 40053W101 4,238 533,801 SH   DFND 10 0 0 533,801
GUESS INC COM 401617105 3,719 307,385 SH   DFND 2 0 307,385 0
GUESS INC COM 401617105 371 31,206 SH   DFND 16 0 276 30,930
GUGGENHEIM EQUAL WEIGHT ENHA COM 40167M106 243 14,864 SH   DFND 16 0 0 14,864
GUIDEWIRE SOFTWARE INC COM 40171V100 3,707 75,157 SH   DFND 2 0 75,157 0
GUIDEWIRE SOFTWARE INC COM 40171V100 26 530 SH   DFND 02,03 0 530 0
GUIDEWIRE SOFTWARE INC COM 40171V100 10 199 SH   DFND 16 0 123 76
GULF ISLAND FABRICATION INC COM 402307102 805 67,612 SH   DFND 2 0 67,612 0
GULFPORT ENERGY CORP COM 402635304 16,835 777,955 SH   DFND 2 0 777,955 0
GULFPORT ENERGY CORP COM 402635304 324 14,972 SH   DFND 16 0 13,907 1,065
H&E EQUIPMENT SERVICES INC COM 404030108 3,565 153,331 SH   DFND 2 0 153,331 0
H&E EQUIPMENT SERVICES INC COM 404030108 71 3,050 SH   DFND 16 0 0 3,050
HCA HOLDINGS INC COM 40412C101 36,089 487,545 SH   DFND 2 0 487,545 0
HCA HOLDINGS INC COM 40412C101 244 3,299 SH   DFND 02,03 0 3,299 0
HCA HOLDINGS INC COM 40412C101 69 930 SH   DFND 10 0 930 0
HCA HOLDINGS INC COM 40412C101 1,110 14,995 SH   DFND 16 0 7 14,988
HCP INC COM 40414L109 15,181 510,766 SH   DFND 2 0 510,766 0
HCP INC COM 40414L109 157 5,289 SH   DFND 02,03 0 5,289 0
HCP INC COM 40414L109 62 2,069 SH   DFND 10 0 2,069 0
HCP INC COM 40414L109 2,278 76,661 SH   DFND 16 0 18,814 57,847
HDFC BANK LTD-ADR ADR 40415F101 29,636 488,409 SH   DFND 2 0 0 488,409
HDFC BANK LTD-ADR ADR 40415F101 8,193 135,022 SH   DFND 02,10 0 0 135,022
HDFC BANK LTD-ADR ADR 40415F101 23,423 386,018 SH   DFND 10 0 0 386,018
HDFC BANK LTD-ADR ADR 40415F101 4,051 66,962 SH   DFND 16 0 0 66,962
HCI GROUP INC COM 40416E103 3,327 84,291 SH   DFND 2 0 84,291 0
HCI GROUP INC COM 40416E103 10 250 SH   DFND 16 0 0 250
HCI 8 01/30/20 PRF 40416E301 558 21,562 SH   DFND 16 0 0 21,562
HD SUPPLY HOLDINGS INC COM 40416M105 880 20,698 SH   DFND 2 0 20,698 0
HD SUPPLY HOLDINGS INC COM 40416M105 61 1,425 SH   DFND 02,03 0 1,425 0
HD SUPPLY HOLDINGS INC COM 40416M105 1,819 42,773 SH   DFND 16 0 37,503 5,270
HFF INC-CLASS A COM 40418F108 5,316 175,743 SH   DFND 2 0 175,743 0
HFF INC-CLASS A COM 40418F108 415 13,744 SH   DFND 16 0 13,027 717
HNI CORP COM 404251100 7,150 127,845 SH   DFND 2 0 127,845 0
HNI CORP COM 404251100 50 898 SH   DFND 16 0 0 898
HMS HOLDINGS CORP COM 40425J101 7,719 425,036 SH   DFND 2 0 425,036 0
HMS HOLDINGS CORP COM 40425J101 1 39 SH   DFND 16 0 0 39
HSBC HOLDINGS PLC-SPONS ADR ADR 404280406 67,241 1,673,526 SH   DFND 2 0 0 1,673,526
HSBC HOLDINGS PLC-SPONS ADR ADR 404280406 4,780 118,976 SH   DFND 16 0 0 118,976
HSBC 6.2 PRF 404280604 5 180 SH   DFND 2 0 0 180
HSBC 6.2 PRF 404280604 223 8,860 SH   DFND 16 0 0 8,860
HSBC 8 PRF 404280802 2,254 87,347 SH   DFND 16 0 0 87,347
HSBC BASKET NOTE 14.96 02/10/2017 PRF 4042Q0WT2 4,129 4,210 SH   DFND 2 0 0 4,210
HSN INC COM 404303109 2,852 83,160 SH   DFND 2 0 83,160 0
HP INC COM 40434L105 16,285 1,094,122 SH   DFND 2 0 1,090,722 3,400
HP INC COM 40434L105 287 19,334 SH   DFND 02,03 0 19,334 0
HP INC COM 40434L105 1,415 95,372 SH   DFND 16 0 15,657 79,715
HABIT RESTAURANTS INC/THE-A COM 40449J103 3,929 227,802 SH   DFND 2 0 227,802 0
HABIT RESTAURANTS INC/THE-A COM 40449J103 222 12,865 SH   DFND 16 0 0 12,865
HAEMONETICS CORP/MASS COM 405024100 12,930 321,651 SH   DFND 2 0 321,651 0
HAEMONETICS CORP/MASS COM 405024100 539 13,415 SH   DFND 16 0 12,196 1,219
HAIN CELESTIAL GROUP INC COM 405217100 18,280 468,370 SH   DFND 2 0 468,370 0
HAIN CELESTIAL GROUP INC COM 405217100 28 714 SH   DFND 02,03 0 714 0
HAIN CELESTIAL GROUP INC COM 405217100 3,493 89,670 SH   DFND 16 0 81,014 8,656
HAIGHTS CROSS COMM INC COM 405990425 0 302,134 SH   DFND 2 0 0 302,134
HALLIBURTON CO COM 406216101 220,350 4,073,721 SH   DFND 2 0 3,607,206 466,515
HALLIBURTON CO COM 406216101 529 9,771 SH   DFND 02,03 0 9,771 0
HALLIBURTON CO COM 406216101 178,762 3,304,887 SH   DFND 10 0 3,253,996 50,891
HALLIBURTON CO COM 406216101 6,973 128,455 SH   DFND 16 0 84,812 43,643
HALOZYME THERAPEUTICS INC COM 40637H109 5,262 532,603 SH   DFND 2 0 532,603 0
HALOZYME THERAPEUTICS INC COM 40637H109 24 2,400 SH   DFND 16 0 0 2,400
HALYARD HEALTH INC COM 40650V100 11,474 310,324 SH   DFND 2 0 310,324 0
HALYARD HEALTH INC COM 40650V100 61 1,648 SH   DFND 16 0 0 1,648
HANEI CORP COM 409998168 0 49,382 SH   DFND 2 0 0 49,382
HANCOCK HOLDING CO COM 410120109 50,339 1,167,935 SH   DFND 2 0 1,102,635 65,300
HANCOCK HOLDING CO COM 410120109 48 1,125 SH   DFND 16 0 0 1,125
JOHN HANCOCK PFD INCOME FD COM 41013W108 1,066 52,384 SH   DFND 16 0 0 52,384
HANESBRANDS INC COM 410345102 32,381 1,501,195 SH   DFND 2 0 1,501,195 0
HANESBRANDS INC COM 410345102 115 5,353 SH   DFND 02,03 0 5,353 0
HANESBRANDS INC COM 410345102 1,118 51,563 SH   DFND 16 0 41,469 10,094
HANMI FINANCIAL CORPORATION COM 410495204 9,592 274,864 SH   DFND 2 0 274,864 0
HANOVER INSURANCE GROUP INC/ COM 410867105 37,732 414,581 SH   DFND 2 0 414,581 0
HANOVER INSURANCE GROUP INC/ COM 410867105 48 523 SH   DFND 16 0 0 523
HARDINGE INC COM 412324303 1,867 168,532 SH   DFND 2 0 168,532 0
HARLEY-DAVIDSON INC COM 412822108 31,898 546,758 SH   DFND 2 0 546,758 0
HARLEY-DAVIDSON INC COM 412822108 117 2,000 SH   DFND 02,03 0 2,000 0
HARLEY-DAVIDSON INC COM 412822108 244 4,178 SH   DFND 16 0 0 4,178
HARMAN INTERNATIONAL COM 413086109 12,993 116,872 SH   DFND 2 0 116,872 0
HARMAN INTERNATIONAL COM 413086109 101 909 SH   DFND 02,03 0 909 0
HARMAN INTERNATIONAL COM 413086109 538 4,837 SH   DFND 16 0 284 4,553
HARMONIC INC COM 413160102 2,005 401,055 SH   DFND 2 0 401,055 0
HARRIS & HARRIS GROUP INC COM 413833104 42 30,202 SH   DFND 16 0 0 30,202
HARRIS CORP COM 413875105 36,001 351,335 SH   DFND 2 0 350,535 800
HARRIS CORP COM 413875105 292 2,850 SH   DFND 02,03 0 2,850 0
HARRIS CORP COM 413875105 1,803 17,596 SH   DFND 16 0 5,642 11,954
HARSCO CORP COM 415864107 7,157 526,279 SH   DFND 2 0 526,279 0
HARSCO CORP COM 415864107 16 1,191 SH   DFND 16 0 0 1,191
HARTFORD FINANCIAL SVCS GRP COM 416515104 99,764 2,093,247 SH   DFND 2 0 2,087,677 5,570
HARTFORD FINANCIAL SVCS GRP COM 416515104 663 13,896 SH   DFND 02,03 0 13,896 0
HARTFORD FINANCIAL SVCS GRP COM 416515104 4,901 102,869 SH   DFND 16 0 82,524 20,345
HIG 7 7/8 04/15/42 PRF 416518504 257 8,686 SH   DFND 16 0 0 8,686
HASBRO INC COM 418056107 4,458 57,311 SH   DFND 2 0 57,311 0
HASBRO INC COM 418056107 99 1,268 SH   DFND 02,03 0 1,268 0
HASBRO INC COM 418056107 2,297 29,530 SH   DFND 10 0 29,530 0
HASBRO INC COM 418056107 12,931 165,988 SH   DFND 16 0 18,140 147,848
HAVERTY FURNITURE COM 419596101 2,333 98,475 SH   DFND 2 0 98,475 0
HAVERTY FURNITURE COM 419596101 0 15 SH   DFND 16 0 0 15
HAWAIIAN ELECTRIC INDS COM 419870100 11,818 357,364 SH   DFND 2 0 357,364 0
HAWAIIAN ELECTRIC INDS COM 419870100 327 9,891 SH   DFND 16 0 0 9,891
HAWAIIAN HOLDINGS INC COM 419879101 26,605 466,729 SH   DFND 2 0 466,729 0
HAWAIIAN HOLDINGS INC COM 419879101 488 8,561 SH   DFND 16 0 0 8,561
HAWAIIAN TELCOM HOLDCO INC COM 420031106 1,464 59,073 SH   DFND 2 0 59,073 0
HAWAIIAN TELCOM HOLDCO INC COM 420031106 83 3,343 SH   DFND 02,04 0 0 3,343
HAWAIIAN TELCOM HOLDCO INC COM 420031106 237 9,576 SH   DFND 02,05 0 0 9,576
HAWKINS INC COM 420261109 2,583 47,872 SH   DFND 2 0 47,872 0
HAWKINS INC COM 420261109 708 13,117 SH   DFND 16 0 0 13,117
HAYNES INTERNATIONAL INC COM 420877201 3,188 74,157 SH   DFND 2 0 74,157 0
HEALTHCARE SERVICES GROUP COM 421906108 19,615 500,762 SH   DFND 2 0 500,762 0
HEALTHCARE SERVICES GROUP COM 421906108 270 6,878 SH   DFND 16 0 6,421 457
HEALTHSOUTH CORP COM 421924309 17,226 417,619 SH   DFND 2 0 417,619 0
HEALTHSOUTH CORP COM 421924309 1,130 27,395 SH   DFND 16 0 25,433 1,962
HEALTHCARE REALTY TRUST INC COM 421946104 11,465 378,157 SH   DFND 2 0 378,157 0
HEADWATERS INC COM 42210P102 8,749 371,958 SH   DFND 2 0 371,958 0
HEADWATERS INC COM 42210P102 32 1,368 SH   DFND 16 0 0 1,368
HEALTHSTREAM INC COM 42222N103 7,440 297,007 SH   DFND 2 0 297,007 0
HEALTHWAYS INC COM 422245100 6,230 273,871 SH   DFND 2 0 273,871 0
HEALTHWAYS INC COM 422245100 18 772 SH   DFND 16 0 0 772
HEALTHCARE TRUST OF AME-CL A COM 42225P501 18,072 620,773 SH   DFND 2 0 620,773 0
HEALTHCARE TRUST OF AME-CL A COM 42225P501 373 12,802 SH   DFND 16 0 0 12,802
HEALTHEQUITY INC COM 42226A107 18,893 466,265 SH   DFND 2 0 466,265 0
HEALTHEQUITY INC COM 42226A107 31 768 SH   DFND 02,03 0 768 0
HEALTHEQUITY INC COM 42226A107 1 24 SH   DFND 16 0 0 24
HEARTLAND EXPRESS INC COM 422347104 7,473 367,011 SH   DFND 2 0 367,011 0
HEARTLAND EXPRESS INC COM 422347104 249 12,208 SH   DFND 16 0 12,024 184
HEARTLAND FINANCIAL USA INC COM 42234Q102 2,517 52,438 SH   DFND 2 0 52,438 0
HECLA MINING CO COM 422704106 38 7,285 SH   DFND 2 0 7,285 0
HECLA MINING CO COM 422704106 44 8,490 SH   DFND 16 0 0 8,490
HEICO CORP COM 422806109 1,681 21,782 SH   DFND 2 0 21,782 0
HEICO CORP COM 422806109 398 5,164 SH   DFND 16 0 3,920 1,244
HEICO CORP-CLASS A COM 422806208 2,347 34,564 SH   DFND 2 0 3,456 0
HEICO CORP-CLASS A COM 422806208 2 26 SH   DFND 16 0 0 26
HEIDRICK & STRUGGLES INTL COM 422819102 2,296 95,066 SH   DFND 2 0 95,066 0
HEINEKEN NV-SPN ADR ADR 423012301 262 7,000 SH   DFND 2 0 0 7,000
HEINEKEN NV-SPN ADR ADR 423012301 562 15,011 SH   DFND 16 0 0 15,011
HELIX ENERGY SOLUTIONS GROUP COM 42330P107 4,993 566,037 SH   DFND 2 0 566,037 0
HELIX ENERGY SOLUTIONS GROUP COM 42330P107 41 4,650 SH   DFND 16 0 0 4,650
HELIX ENERGY SOLUTIONS GROUP INC CONV BND 42330PAG2 13 13,000 PRN   DFND 16 0 0 13,000
HELMERICH & PAYNE COM 423452101 25,917 334,856 SH   DFND 2 0 333,831 1,025
HELMERICH & PAYNE COM 423452101 238 3,071 SH   DFND 02,03 0 3,071 0
HELMERICH & PAYNE COM 423452101 160 2,066 SH   DFND 16 0 13 2,053
HENKEL KGAA-SPONS ADR PFD ADR 42550U208 45 375 SH   DFND 2 0 0 375
HENKEL KGAA-SPONS ADR PFD ADR 42550U208 694 5,837 SH   DFND 16 0 0 5,837
HENNES & MAURITZ AB-UNSP ADR ADR 425883105 180 32,645 SH   DFND 2 0 0 32,645
JACK HENRY & ASSOCIATES INC COM 426281101 19,220 216,487 SH   DFND 2 0 216,487 0
JACK HENRY & ASSOCIATES INC COM 426281101 2,406 27,083 SH   DFND 16 0 2,970 24,113
HERITAGE COMMERCE CORP COM 426927109 170 11,803 SH   DFND 16 0 0 11,803
HERCULES CAPITAL INC COM 427096508 211 14,960 SH   DFND 16 0 0 14,960
HERITAGE FINANCIAL CORP COM 42722X106 4,067 157,910 SH   DFND 2 0 157,910 0
HERITAGE FINANCIAL CORP COM 42722X106 6 240 SH   DFND 16 0 0 240
HERITAGE-CRYSTAL CLEAN INC COM 42726M106 3,823 243,511 SH   DFND 2 0 243,511 0
HERITAGE INSURANCE HOLDINGS COM 42727J102 11,158 712,022 SH   DFND 2 0 712,022 0
HERSHA HOSPITALITY TRUST COM 427825500 4,868 226,394 SH   DFND 2 0 226,394 0
HERSHA HOSPITALITY TRUST COM 427825500 8 375 SH   DFND 16 0 0 375
HERSHEY CO/THE COM 427866108 63,214 611,169 SH   DFND 2 0 490,950 120,219
HERSHEY CO/THE COM 427866108 341 3,304 SH   DFND 02,03 0 3,304 0
HERSHEY CO/THE COM 427866108 1,501 14,515 SH   DFND 16 0 4,622 9,893
HESKA CORP COM 42805E306 3,104 43,349 SH   DFND 2 0 43,349 0
HERTZ GLOBAL HOLDINGS INC COM 42806J106 387 17,929 SH   DFND 2 0 17,929 0
HESS CORP COM 42809H107 168,569 2,706,195 SH   DFND 2 0 2,704,570 1,625
HESS CORP COM 42809H107 377 6,049 SH   DFND 02,03 0 6,049 0
HESS CORP COM 42809H107 1,826 29,271 SH   DFND 16 0 23,908 5,363
HES 8 02/01/19 CONV PRF 42809H404 98,984 1,343,762 SH   DFND 2 0 0 1,343,762
HES 8 02/01/19 CONV PRF 42809H404 230 3,126 SH   DFND 02,03 0 0 3,126
HEWLETT PACKARD ENTERPRIS COM 42824C109 159,106 6,874,988 SH   DFND 2 0 6,831,888 43,100
HEWLETT PACKARD ENTERPRIS COM 42824C109 436 18,834 SH   DFND 02,03 0 18,834 0
HEWLETT PACKARD ENTERPRIS COM 42824C109 4,313 186,429 SH   DFND 16 0 121,789 64,640
HEXCEL CORP COM 428291108 159 3,087 SH   DFND 2 0 3,087 0
HEXCEL CORP COM 428291108 1,677 32,668 SH   DFND 16 0 29,012 3,656
HHGREGG INC COM 42833L108 32 22,610 SH   DFND 16 0 0 22,610
HIBBETT SPORTS INC COM 428567101 7,307 195,919 SH   DFND 2 0 195,919 0
HIGHLAND/IBOXX SENIOR LOAN E COM 430101774 203 10,821 SH   DFND 16 0 0 10,821
HIGHLANDS REIT INC COM 43110A104 6 17,911 SH   DFND 16 0 0 17,911
HIGHLINE TECHNICAL INNOVATIO COM 43112C108 0 31,000 SH   DFND 16 0 0 31,000
HIGHWOODS PROPERTIES INC COM 431284108 75,401 1,478,108 SH   DFND 2 0 1,425,708 52,400
HIGHWOODS PROPERTIES INC COM 431284108 59 1,150 SH   DFND 16 0 0 1,150
HILL-ROM HOLDINGS INC COM 431475102 9,433 168,013 SH   DFND 2 0 168,013 0
HILL-ROM HOLDINGS INC COM 431475102 25 443 SH   DFND 16 0 0 443
HILLENBRAND INC COM 431571108 13,017 339,441 SH   DFND 2 0 339,441 0
HILLENBRAND INC COM 431571108 57 1,474 SH   DFND 16 0 0 1,474
HILLTOP HOLDINGS INC COM 432748101 8,278 277,789 SH   DFND 2 0 277,789 0
HILLTOP HOLDINGS INC COM 432748101 3 100 SH   DFND 16 0 0 100
HIMAX TECHNOLOGIES INC-ADR ADR 43289P106 4 591 SH   DFND 2 0 591 0
HIMAX TECHNOLOGIES INC-ADR ADR 43289P106 191 31,651 SH   DFND 16 0 0 31,651
HILTON WORLDWIDE HOLDINGS IN COM 43300A104 5,891 216,587 SH   DFND 2 0 216,587 0
HILTON WORLDWIDE HOLDINGS IN COM 43300A104 946 34,790 SH   DFND 16 0 19,276 15,514
HILTON WORLDWIDE HLDGS - W/I COM 43300A203 5,805 104,287 SH   DFND 2 0 0 104,287
HOLLYFRONTIER CORP COM 436106108 15,812 482,690 SH   DFND 2 0 482,690 0
HOLLYFRONTIER CORP COM 436106108 1,128 34,416 SH   DFND 10 0 34,416 0
HOLLYFRONTIER CORP COM 436106108 1,246 38,025 SH   DFND 16 0 0 38,025
HOLOGIC INC COM 436440101 138,078 3,441,590 SH   DFND 2 0 2,836,803 604,787
HOLOGIC INC COM 436440101 126 3,140 SH   DFND 02,03 0 3,140 0
HOLOGIC INC COM 436440101 217 5,401 SH   DFND 16 0 1,298 4,103
HOLOGIC INC CONV BND 436440AC5 18 13,000 PRN   DFND 16 0 0 13,000
HOME BANCSHARES INC COM 436893200 17,555 632,156 SH   DFND 2 0 632,156 0
HOME BANCSHARES INC COM 436893200 235 8,448 SH   DFND 16 0 8,448 0
HOME DEPOT INC COM 437076102 859,078 6,407,257 SH   DFND 2 0 5,498,650 908,607
HOME DEPOT INC COM 437076102 1,993 14,864 SH   DFND 02,03 0 14,864 0
HOME DEPOT INC COM 437076102 179,993 1,341,919 SH   DFND 10 0 1,320,980 20,939
HOME DEPOT INC COM 437076102 104,320 776,860 SH   DFND 16 0 22,463 754,397
HOME PRODUCT CENTER PCL-NVDR GDR 437298979 243 854,800 SH   DFND 2 0 0 854,800
HOMESTREET INC COM 43785V102 23,222 734,906 SH   DFND 2 0 734,906 0
HOMESTREET INC COM 43785V102 708 22,459 SH   DFND 16 0 21,482 977
HONDA MOTOR CO LTD-SPONS ADR ADR 438128308 1,625 55,671 SH   DFND 2 0 0 55,671
HONDA MOTOR CO LTD-SPONS ADR ADR 438128308 452 15,469 SH   DFND 16 0 0 15,469
HONEYWELL INTERNATIONAL INC COM 438516106 992,406 8,566,306 SH   DFND 2 0 7,998,946 567,360
HONEYWELL INTERNATIONAL INC COM 438516106 8,456 72,981 SH   DFND 02,03 0 72,981 0
HONEYWELL INTERNATIONAL INC COM 438516106 21,093 181,705 SH   DFND 16 0 59,987 121,718
HONG KONG & CHINA GAS-SP ADR ADR 438550303 19 10,638 SH   DFND 2 0 0 10,638
HONG KONG & CHINA GAS-SP ADR ADR 438550303 11 6,296 SH   DFND 16 0 0 6,296
HOOKER FURNITURE CORP COM 439038100 5,220 137,556 SH   DFND 2 0 137,556 0
HOPE BANCORP INC COM 43940T109 55,176 2,520,575 SH   DFND 2 0 2,369,175 151,400
HOPE BANCORP INC COM 43940T109 198 9,033 SH   DFND 16 0 0 9,033
HORACE MANN EDUCATORS COM 440327104 20,550 480,181 SH   DFND 2 0 480,181 0
HORACE MANN EDUCATORS COM 440327104 95 2,213 SH   DFND 16 0 1,768 445
HORMEL FOODS CORP COM 440452100 25,780 740,603 SH   DFND 2 0 737,275 3,328
HORMEL FOODS CORP COM 440452100 106 3,052 SH   DFND 02,03 0 3,052 0
HORMEL FOODS CORP COM 440452100 483 13,910 SH   DFND 16 0 14 13,896
HORIZON GLOBAL CORP COM 44052W104 1,270 52,946 SH   DFND 2 0 52,946 0
HORIZON GLOBAL CORP COM 44052W104 1 40 SH   DFND 16 0 0 40
HORNBECK OFFSHORE SERVICES COM 440543106 1,762 244,074 SH   DFND 2 0 244,074 0
HORNBECK OFFSHORE SERVICES COM 440543106 43 6,000 SH   DFND 16 0 0 6,000
HOSPITALITY PROPERTIES TRUST COM 44106M102 23,622 744,208 SH   DFND 2 0 744,208 0
HOSPITALITY PROPERTIES TRUST COM 44106M102 1,174 36,977 SH   DFND 16 0 16,699 20,278
HOST HOTELS & RESORTS INC COM 44107P104 30,248 1,603,868 SH   DFND 2 0 1,603,868 0
HOST HOTELS & RESORTS INC COM 44107P104 158 8,360 SH   DFND 02,03 0 8,360 0
HOST HOTELS & RESORTS INC COM 44107P104 25 1,328 SH   DFND 10 0 1,328 0
HOST HOTELS & RESORTS INC COM 44107P104 4,618 245,201 SH   DFND 16 0 65,230 179,971
HOSTESS BRANDS INC COM 44109J106 1,300 99,977 SH   DFND 2 0 99,977 0
HOSTESS BRANDS INC COM 44109J106 216 16,625 SH   DFND 16 0 0 16,625
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 18,445 1,700,028 SH   DFND 2 0 1,692,036 7,992
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 126 11,644 SH   DFND 02,03 0 11,644 0
HOUSTON WIRE & CABLE CO COM 44244K109 2,508 385,908 SH   DFND 2 0 385,908 0
HOWARD HUGHES CORP/THE COM 44267D107 4,148 36,360 SH   DFND 2 0 36,360 0
HOWARD HUGHES CORP/THE COM 44267D107 70 610 SH   DFND 16 0 0 610
HUB GROUP INC-CL A COM 443320106 7,318 167,244 SH   DFND 2 0 167,244 0
HUB GROUP INC-CL A COM 443320106 163 3,710 SH   DFND 16 0 2,965 745
HUBBELL INC COM 443510607 23,904 204,831 SH   DFND 2 0 204,831 0
HUBBELL INC COM 443510607 280 1,733 SH   DFND 16 0 294 1,439
HUBSPOT INC COM 443573100 3,014 64,115 SH   DFND 2 0 64,115 0
HUBSPOT INC COM 443573100 475 10,112 SH   DFND 16 0 135 9,977
HUDSON PACIFIC PROPERTIES IN COM 444097109 32,481 933,959 SH   DFND 2 0 869,159 64,800
HUDSON TECHNOLOGIES INC COM 444144109 1,273 158,965 SH   DFND 2 0 158,965 0
HUDSON TECHNOLOGIES INC COM 444144109 2 300 SH   DFND 16 0 0 300
HUMANA INC COM 444859102 199,335 976,999 SH   DFND 2 0 830,266 146,733
HUMANA INC COM 444859102 343 1,683 SH   DFND 02,03 0 1,683 0
HUMANA INC COM 444859102 3,014 14,778 SH   DFND 10 0 14,778 0
HUMANA INC COM 444859102 3,712 18,194 SH   DFND 16 0 6,668 11,526
HUNT (JB) TRANSPRT SVCS INC COM 445658107 23,974 246,988 SH   DFND 2 0 246,015 973
HUNT (JB) TRANSPRT SVCS INC COM 445658107 96 990 SH   DFND 02,03 0 990 0
HUNT (JB) TRANSPRT SVCS INC COM 445658107 3,684 37,958 SH   DFND 10 0 37,958 0
HUNT (JB) TRANSPRT SVCS INC COM 445658107 2,916 30,052 SH   DFND 16 0 5 30,047
HUNTINGTON BANCSHARES INC COM 446150104 25,892 1,957,413 SH   DFND 2 0 1,957,413 0
HUNTINGTON BANCSHARES INC COM 446150104 162 12,258 SH   DFND 02,03 0 12,258 0
HUNTINGTON BANCSHARES INC COM 446150104 32,682 2,473,999 SH   DFND 10 0 2,473,999 0
HUNTINGTON BANCSHARES INC COM 446150104 4,476 338,502 SH   DFND 16 0 111,897 226,605
HUNTINGTON INGALLS INDUSTRIE COM 446413106 25,384 137,805 SH   DFND 2 0 137,805 0
HUNTINGTON INGALLS INDUSTRIE COM 446413106 267 1,449 SH   DFND 16 0 180 1,269
HUNTSMAN CORP COM 447011107 12,275 643,361 SH   DFND 2 0 643,361 0
HUNTSMAN CORP COM 447011107 228 11,964 SH   DFND 16 0 0 11,964
HURON CONSULTING GROUP INC COM 447462102 5,888 116,260 SH   DFND 2 0 116,260 0
HURON CONSULTING GROUP INC COM 447462102 51 1,000 SH   DFND 16 0 0 1,000
HUTCHISON PORT HOLDINGS TR-U COM 448415984 1,591 3,666,900 SH   DFND 2 0 3,666,900 0
HYATT HOTELS CORP - CL A COM 448579102 2,065 37,371 SH   DFND 2 0 37,371 0
HYATT HOTELS CORP - CL A COM 448579102 10 187 SH   DFND 16 0 16 171
HYBRID COATING TECHNOLOGIES COM 44860A203 0 35,125 SH   DFND 16 0 0 35,125
HYSTER-YALE MATERIALS COM 449172105 306 4,795 SH   DFND 2 0 4,795 0
IAC/INTERACTIVECORP COM 44919P508 1,855 28,628 SH   DFND 2 0 28,628 0
IAC/INTERACTIVECORP COM 44919P508 126 1,940 SH   DFND 16 0 586 1,354
ICF INTERNATIONAL INC COM 44925C103 2,722 49,324 SH   DFND 2 0 49,324 0
ICU MEDICAL INC COM 44930G107 22,346 151,653 SH   DFND 2 0 151,653 0
ILG INC COM 44967H101 9,920 545,940 SH   DFND 2 0 545,940 0
ILG INC COM 44967H101 694 38,256 SH   DFND 16 0 32,821 5,435
IPG PHOTONICS CORP COM 44980X109 17,184 174,090 SH   DFND 2 0 174,090 0
IPG PHOTONICS CORP COM 44980X109 1,186 12,021 SH   DFND 16 0 10,782 1,239
IRHYTHM TECHNOLOGIES INC COM 450056106 3,851 128,373 SH   DFND 2 0 128,373 0
IXIA COM 45071R109 12,947 804,191 SH   DFND 2 0 804,191 0
IXIA COM 45071R109 393 24,420 SH   DFND 16 0 0 24,420
IBERDROLA SA-SPONSORED ADR ADR 450737101 684 26,092 SH   DFND 2 0 0 26,092
IBERDROLA SA-SPONSORED ADR ADR 450737101 34 1,312 SH   DFND 16 0 0 1,312
ITT INC COM 45073V108 11,798 305,859 SH   DFND 2 0 305,859 0
ITT INC COM 45073V108 418 10,830 SH   DFND 16 0 1,550 9,280
IBERIABANK CORP COM 450828108 7,813 93,288 SH   DFND 2 0 93,288 0
IBERIABANK CORP COM 450828108 30 357 SH   DFND 16 0 0 357
ICICI BANK LTD-SPON ADR ADR 45104G104 14,137 1,887,365 SH   DFND 2 0 0 1,887,365
ICICI BANK LTD-SPON ADR ADR 45104G104 197 26,275 SH   DFND 02,10 0 0 26,275
ICICI BANK LTD-SPON ADR ADR 45104G104 14,475 1,932,552 SH   DFND 10 0 0 1,932,552
ICICI BANK LTD-SPON ADR ADR 45104G104 162 21,691 SH   DFND 16 0 0 21,691
ICONIX BRAND GROUP INC COM 451055107 2,630 281,620 SH   DFND 2 0 281,620 0
ICONIX BRAND GROUP INC COM 451055107 4 424 SH   DFND 16 0 0 424
ICONIX BRAND GROUP INC CONV BND 451055AF4 22,278 23,700,000 PRN   DFND 2 0 0 23,700,000
IDACORP INC COM 451107106 17,794 220,881 SH   DFND 2 0 220,881 0
IDACORP INC COM 451107106 83 1,034 SH   DFND 16 0 0 1,034
IDEX CORP COM 45167R104 35,802 397,525 SH   DFND 2 0 396,425 1,100
IDEX CORP COM 45167R104 87 969 SH   DFND 02,03 0 969 0
IDEX CORP COM 45167R104 960 10,687 SH   DFND 16 0 9,706 981
IDEXX LABORATORIES INC COM 45168D104 52,880 450,924 SH   DFND 2 0 449,809 1,115
IDEXX LABORATORIES INC COM 45168D104 109 928 SH   DFND 02,03 0 928 0
IDEXX LABORATORIES INC COM 45168D104 476 4,065 SH   DFND 16 0 0 4,065
IGNITE RESTAURANT GROUP INC COM 451730105 358 665,359 SH   DFND 2 0 665,359 0
ILLINOIS TOOL WORKS COM 452308109 148,735 1,214,180 SH   DFND 2 0 1,082,080 132,100
ILLINOIS TOOL WORKS COM 452308109 437 3,568 SH   DFND 02,03 0 3,568 0
ILLINOIS TOOL WORKS COM 452308109 3,150 25,705 SH   DFND 16 0 410 25,295
ILLUMINA INC COM 452327109 293,481 2,292,088 SH   DFND 2 0 1,959,373 332,715
ILLUMINA INC COM 452327109 9,239 72,152 SH   DFND 02,03 0 72,152 0
ILLUMINA INC COM 452327109 1,423 11,118 SH   DFND 16 0 9,163 1,955
IMAX CORP COM 45245E109 8,029 255,691 SH   DFND 2 0 255,691 0
IMAX CORP COM 45245E109 32 1,016 SH   DFND 02,03 0 1,016 0
IMAX CORP COM 45245E109 75 2,392 SH   DFND 16 0 0 2,392
IMPAX LABORATORIES INC COM 45256B101 31,605 2,385,260 SH   DFND 2 0 2,385,260 0
IMPAX LABORATORIES INC COM 45256B101 9 709 SH   DFND 16 0 0 709
IMPAX LABORATORIES INC CONV BND 45256BAE1 4,492 5,690,000 PRN   DFND 2 0 0 5,690,000
IMPERIAL BRANDS PLC-SPON ADR ADR 45262P102 553 12,542 SH   DFND 2 0 0 12,542
IMPERIAL BRANDS PLC-SPON ADR ADR 45262P102 1,474 33,823 SH   DFND 16 0 0 33,823
IMPERIAL OIL LTD COM 453038408 1,349 38,792 SH   DFND 2 0 38,792 0
IMPERIAL OIL LTD COM 453038408 22 622 SH   DFND 16 0 0 622
IMPINJ INC COM 453204109 1,351 38,216 SH   DFND 2 0 38,216 0
IMPINJ INC COM 453204109 46 1,300 SH   DFND 16 0 0 1,300
INC RESEARCH HOLDINGS INC-A COM 45329R109 16,606 315,705 SH   DFND 2 0 315,705 0
INC RESEARCH HOLDINGS INC-A COM 45329R109 69 1,309 SH   DFND 02,03 0 1,309 0
INC RESEARCH HOLDINGS INC-A COM 45329R109 171 3,245 SH   DFND 16 0 0 3,245
INCYTE CORP COM 45337C102 109,467 1,091,713 SH   DFND 2 0 1,002,286 89,427
INCYTE CORP COM 45337C102 42 414 SH   DFND 02,03 0 414 0
INCYTE CORP COM 45337C102 1,147 11,435 SH   DFND 16 0 10,103 1,332
INCYTE CORP CONV BND 45337CAN2 6,109 3,000,000 PRN   DFND 2 0 0 3,000,000
INDEPENDENCE CONTRACT DRILLI COM 453415309 1,385 206,735 SH   DFND 2 0 206,735 0
INDEPENDENCE CONTRACT DRILLI COM 453415309 4 600 SH   DFND 16 0 0 600
INDEPENDENT BANK CORP/MA COM 453836108 41,783 593,076 SH   DFND 2 0 537,262 55,814
INDEPENDENT BANK GROUP INC COM 45384B106 1,334 21,377 SH   DFND 2 0 21,377 0
INDIA FUND INC COM 454089103 241 11,268 SH   DFND 16 0 0 11,268
IQ HEDGE MULTI-STRAT TRACKER COM 45409B107 22,824 798,200 SH   DFND 16 0 0 798,200
IQ REAL RETURN ETF COM 45409B602 703 26,111 SH   DFND 16 0 0 26,111
IQ US REAL ESTATE SMALL CAP COM 45409B628 544 19,988 SH   DFND 16 0 0 19,988
IQ MERGER ARBITRAGE ETF COM 45409B800 1,889 64,468 SH   DFND 16 0 0 64,468
IQ GLOBAL RESOURCES ETF COM 45409B883 1,148 45,892 SH   DFND 16 0 0 45,892
INDITEX-UNSPON ADR ADR 455793109 465 27,385 SH   DFND 2 0 0 27,385
INDITEX-UNSPON ADR ADR 455793109 1 74 SH   DFND 16 0 0 74
IND & COMM BK OF-UNSPON ADR ADR 455807107 390 32,967 SH   DFND 2 0 0 32,967
INFINEON TECHNOLOGIES-ADR ADR 45662N103 264 15,253 SH   DFND 2 0 0 15,253
INFINEON TECHNOLOGIES-ADR ADR 45662N103 575 33,241 SH   DFND 16 0 0 33,241
INFINITY PROPERTY & CASUALTY COM 45665Q103 4,945 56,254 SH   DFND 2 0 56,254 0
INFINERA CORP COM 45667G103 1,701 200,375 SH   DFND 2 0 200,375 0
INFINERA CORP COM 45667G103 33 3,339 SH   DFND 16 0 0 3,339
INFORMA PLC-SP ADR ADR 45672B305 22 1,337 SH   DFND 2 0 0 1,337
INFORMA PLC-SP ADR ADR 45672B305 1,299 77,382 SH   DFND 16 0 0 77,382
INFOSYS LTD-SP ADR ADR 456788108 547 36,923 SH   DFND 2 0 0 36,923
INFOSYS LTD-SP ADR ADR 456788108 175 11,791 SH   DFND 02,10 0 0 11,791
INFOSYS LTD-SP ADR ADR 456788108 8,855 597,342 SH   DFND 10 0 0 597,342
INFOSYS LTD-SP ADR ADR 456788108 27 1,805 SH   DFND 16 0 0 1,805
ING GROEP N.V.-SPONSORED ADR ADR 456837103 874 62,007 SH   DFND 2 0 0 62,007
ING GROEP N.V.-SPONSORED ADR ADR 456837103 800 56,754 SH   DFND 16 0 0 56,754
INTNED 7.2 PRF 456837301 277 10,817 SH   DFND 16 0 0 10,817
INTNED 6 3/8 PRF 456837608 443 17,621 SH   DFND 16 0 0 17,621
INFRAREIT INC COM 45685L100 299 16,710 SH   DFND 16 0 16,503 207
INGEVITY CORP COM 45688C107 12,192 222,264 SH   DFND 2 0 222,264 0
INGEVITY CORP COM 45688C107 9 168 SH   DFND 16 0 0 168
FHLB MEMBERSHIP STK CLASS B COM 4568FHLB2 10,003 10,003,176 SH   DFND 02,05 0 0 10,003,176
FHLB ACTIVITY SHARES COM 4569FHLB0 6,000 6,000,000 SH   DFND 02,05 0 0 6,000,000
INGLES MARKETS INC-CLASS A COM 457030104 4,989 103,707 SH   DFND 2 0 103,707 0
INGLES MARKETS INC-CLASS A COM 457030104 35 731 SH   DFND 16 0 0 731
INGREDION INC COM 457187102 29,124 233,040 SH   DFND 2 0 233,040 0
INGREDION INC COM 457187102 150 1,197 SH   DFND 16 0 0 1,197
INSIGHT ENTERPRISES INC COM 45765U103 9,390 232,204 SH   DFND 2 0 232,204 0
INSIGHT ENTERPRISES INC COM 45765U103 19 464 SH   DFND 16 0 0 464
INSMED INC COM 457669307 1,314 99,386 SH   DFND 2 0 99,386 0
INNOSPEC INC COM 45768S105 21,028 306,959 SH   DFND 2 0 306,959 0
INNOSPEC INC COM 45768S105 3 37 SH   DFND 16 0 0 37
INPHI CORP COM 45772F107 3,444 77,223 SH   DFND 2 0 76,323 900
INPHI CORP COM 45772F107 231 5,168 SH   DFND 16 0 0 5,168
INPHI CORP CONV BND 45772FAD9 4,285 4,000,000 PRN   DFND 2 0 0 4,000,000
INNOPHOS HOLDINGS INC COM 45774N108 13,591 260,091 SH   DFND 2 0 260,091 0
INSTEEL INDUSTRIES INC COM 45774W108 3,100 86,960 SH   DFND 2 0 86,960 0
INSPERITY INC COM 45778Q107 8,788 123,858 SH   DFND 2 0 123,858 0
INOGEN INC COM 45780L104 7,843 116,762 SH   DFND 2 0 116,762 0
INSTALLED BUILDING PRODUCTS COM 45780R101 4,099 99,247 SH   DFND 2 0 99,247 0
INSTALLED BUILDING PRODUCTS COM 45780R101 4,784 115,829 SH   DFND 10 0 115,829 0
INSTALLED BUILDING PRODUCTS COM 45780R101 11 266 SH   DFND 16 0 0 266
INNOVIVA INC COM 45781M101 4,159 388,669 SH   DFND 2 0 388,669 0
INNOVIVA INC COM 45781M101 4 357 SH   DFND 16 0 0 357
INSULET CORP COM 45784P101 36 949 SH   DFND 2 0 949 0
INSULET CORP COM 45784P101 29 761 SH   DFND 02,03 0 761 0
INSULET CORP COM 45784P101 528 14,024 SH   DFND 16 0 0 14,024
INSULET CORP CONV BND 45784PAE1 5,284 5,700,000 PRN   DFND 2 0 0 5,700,000
INTEGRA LIFESCIENCES HOLDING COM 457985208 19,167 223,410 SH   DFND 2 0 223,410 0
INTEGRA LIFESCIENCES HOLDING COM 457985208 4 41 SH   DFND 16 0 0 41
INTEGRATED DEVICE TECH INC COM 458118106 56,201 2,385,456 SH   DFND 2 0 2,362,556 22,900
INTEGRATED DEVICE TECH INC COM 458118106 21 904 SH   DFND 16 0 356 548
INTEGRATED DEVICE TECHNOLOGY INC CONV BND 458118AC0 3,609 3,506,000 PRN   DFND 2 0 0 3,506,000
INTEL CORP COM 458140100 513,603 14,160,545 SH   DFND 2 0 14,132,682 27,863
INTEL CORP COM 458140100 2,237 61,684 SH   DFND 02,03 0 61,684 0
INTEL CORP COM 458140100 4,030 111,057 SH   DFND 10 0 111,057 0
INTEL CORP COM 458140100 31,877 878,690 SH   DFND 16 0 146,444 732,246
INTEL CORP CONV BND 458140AF7 15,374 8,720,000 PRN   DFND 2 0 0 8,720,000
INSYS THERAPEUTICS INC COM 45824V209 2,775 301,718 SH   DFND 2 0 301,718 0
INSYS THERAPEUTICS INC COM 45824V209 3 321 SH   DFND 16 0 0 321
INTELIQUENT INC COM 45825N107 4,237 184,875 SH   DFND 2 0 184,875 0
INTEGER HOLDINGS CORP COM 45826H109 4,106 139,409 SH   DFND 2 0 139,409 0
INTEGER HOLDINGS CORP COM 45826H109 7 230 SH   DFND 16 0 0 230
INTER PARFUMS INC COM 458334109 7,756 236,774 SH   DFND 2 0 236,774 0
INTER PARFUMS INC COM 458334109 186 5,678 SH   DFND 16 0 0 5,678
INTERACTIVE BROKERS GRO-CL A COM 45841N107 12,491 342,125 SH   DFND 2 0 342,125 0
INTERACTIVE BROKERS GRO-CL A COM 45841N107 3 81 SH   DFND 16 0 0 81
INTERCEPT PHARMACEUTICALS IN COM 45845P108 264,319 2,432,751 SH   DFND 2 0 2,103,058 329,693
INTERCEPT PHARMACEUTICALS IN COM 45845P108 7,204 66,307 SH   DFND 02,03 0 66,307 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 960 8,842 SH   DFND 16 0 8,683 159
INTERCEPT PHARMACEUTICALS INC CONV BND 45845PAA6 10,596 11,890,000 PRN   DFND 2 0 0 11,890,000
INTERCONTINENTAL HOTELS-ADR ADR 45857P608 242 5,467 SH   DFND 2 0 0 5,467
INTERCONTINENTAL HOTELS-ADR ADR 45857P608 30 674 SH   DFND 16 0 0 674
INTERFACE INC COM 458665304 5,997 323,277 SH   DFND 2 0 323,277 0
INTERFACE INC COM 458665304 14 762 SH   DFND 16 0 0 762
INTERCONTINENTAL EXCHANGE IN COM 45866F104 341,042 6,044,767 SH   DFND 2 0 5,292,083 752,684
INTERCONTINENTAL EXCHANGE IN COM 45866F104 8,424 149,300 SH   DFND 02,03 0 149,300 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 6,877 121,883 SH   DFND 02,10 0 121,883 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 8,382 148,564 SH   DFND 10 0 148,564 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 7,443 131,973 SH   DFND 16 0 85,035 46,938
INTERDIGITAL INC COM 45867G101 11,723 128,321 SH   DFND 2 0 128,321 0
INTERDIGITAL INC COM 45867G101 555 6,094 SH   DFND 16 0 5,750 344
INTERNATIONAL BANCSHARES CRP COM 459044103 15,778 386,683 SH   DFND 2 0 386,683 0
INTL BUSINESS MACHINES CORP COM 459200101 193,451 1,165,430 SH   DFND 2 0 1,164,880 550
INTL BUSINESS MACHINES CORP COM 459200101 1,739 10,473 SH   DFND 02,03 0 10,473 0
INTL BUSINESS MACHINES CORP COM 459200101 2,536 15,278 SH   DFND 10 0 15,278 0
INTL BUSINESS MACHINES CORP COM 459200101 20,165 121,516 SH   DFND 16 0 27,861 93,655
INTL FLAVORS & FRAGRANCES COM 459506101 5,666 48,068 SH   DFND 2 0 48,068 0
INTL FLAVORS & FRAGRANCES COM 459506101 131 1,109 SH   DFND 02,03 0 1,109 0
INTL FLAVORS & FRAGRANCES COM 459506101 35 410 SH   DFND 16 0 282 128
INTERNATIONAL PAPER CO COM 460146103 111,368 2,098,912 SH   DFND 2 0 1,910,412 188,500
INTERNATIONAL PAPER CO COM 460146103 279 5,255 SH   DFND 02,03 0 5,255 0
INTERNATIONAL PAPER CO COM 460146103 62,299 1,166,849 SH   DFND 16 0 5,586 1,161,263
INTL SPEEDWAY CORP-CL A COM 460335201 5,761 156,578 SH   DFND 2 0 156,578 0
INTL SPEEDWAY CORP-CL A COM 460335201 5 134 SH   DFND 16 0 0 134
INTERPUBLIC GROUP OF COS INC COM 460690100 112,048 4,786,199 SH   DFND 2 0 4,759,324 26,875
INTERPUBLIC GROUP OF COS INC COM 460690100 161 6,892 SH   DFND 02,03 0 6,892 0
INTERPUBLIC GROUP OF COS INC COM 460690100 619 26,413 SH   DFND 16 0 5,065 21,348
INTERSIL CORP-A COM 46069S109 9,235 414,151 SH   DFND 2 0 413,051 1,100
INTEROIL CORP COM 460951106 6,234 131,014 SH   DFND 2 0 131,014 0
INTEROIL CORP COM 460951106 81 1,695 SH   DFND 16 0 0 1,695
INTESA SANPAOLO-SPON ADR ADR 46115H107 476 31,230 SH   DFND 2 0 0 31,230
INTESA SANPAOLO-SPON ADR ADR 46115H107 233 15,320 SH   DFND 16 0 0 15,320
INTL FCSTONE INC COM 46116V105 11,695 295,288 SH   DFND 2 0 295,288 0
INTUIT INC COM 461202103 67,924 592,629 SH   DFND 2 0 588,289 4,340
INTUIT INC COM 461202103 533 4,652 SH   DFND 02,03 0 4,652 0
INTUIT INC COM 461202103 523 4,566 SH   DFND 16 0 915 3,651
INVACARE CORP COM 461203101 2,057 157,622 SH   DFND 2 0 157,622 0
INVACARE CORP CONV BND 461203AE1 10,079 9,895,000 PRN   DFND 2 0 0 9,895,000
INTUITIVE SURGICAL INC COM 46120E602 24,125 38,042 SH   DFND 2 0 38,042 0
INTUITIVE SURGICAL INC COM 46120E602 278 438 SH   DFND 02,03 0 438 0
INTUITIVE SURGICAL INC COM 46120E602 1,697 2,674 SH   DFND 16 0 1,146 1,528
INTREPID POTASH INC COM 46121Y102 1,091 524,512 SH   DFND 2 0 524,512 0
INTREPID POTASH INC COM 46121Y102 83 40,141 SH   DFND 16 0 0 40,141
INVENSENSE INC COM 46123D205 366 28,620 SH   DFND 2 0 28,620 0
INVENSENSE INC COM 46123D205 33 2,594 SH   DFND 16 0 0 2,594
INVENTRUST PROPERTIES CORP COM 46124J102 56 17,911 SH   DFND 16 0 0 17,911
INVESCO MORTGAGE CAPITAL COM 46131B100 4,480 306,801 SH   DFND 2 0 306,801 0
INVESCO MORTGAGE CAPITAL COM 46131B100 124 8,515 SH   DFND 16 0 285 8,230
INVESCO SENIOR INCOME TRUST COM 46131H107 337 72,623 SH   DFND 16 0 0 72,623
INVESCO AD MIT II COM 46132E103 238 21,319 SH   DFND 16 0 0 21,319
INVESTMENT TECHNOLOGY GROUP COM 46145F105 3,064 155,186 SH   DFND 2 0 155,186 0
INVESTMENT TECHNOLOGY GROUP COM 46145F105 3 162 SH   DFND 16 0 0 162
INVESTORS BANCORP INC COM 46146L101 20,385 1,461,227 SH   DFND 2 0 1,461,227 0
INVESTORS BANCORP INC COM 46146L101 17 1,247 SH   DFND 16 0 0 1,247
IONIS PHARMACEUTICALS INC COM 462222100 337 7,052 SH   DFND 2 0 7,052 0
IONIS PHARMACEUTICALS INC COM 462222100 13 276 SH   DFND 02,03 0 276 0
IONIS PHARMACEUTICALS INC COM 462222100 381 7,959 SH   DFND 16 0 0 7,959
IRADIMED CORP COM 46266A109 827 74,500 SH   DFND 2 0 74,500 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 3,896 405,896 SH   DFND 2 0 405,896 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 10 1,000 SH   DFND 16 0 0 1,000
IROBOT CORP COM 462726100 12,388 211,937 SH   DFND 2 0 211,937 0
IROBOT CORP COM 462726100 125 2,138 SH   DFND 16 0 0 2,138
IRON MOUNTAIN INC COM 46284V101 2,428 74,739 SH   DFND 2 0 74,739 0
IRON MOUNTAIN INC COM 46284V101 90 2,767 SH   DFND 02,03 0 2,767 0
IRON MOUNTAIN INC COM 46284V101 17 538 SH   DFND 10 0 538 0
IRON MOUNTAIN INC COM 46284V101 2,359 72,746 SH   DFND 16 0 16,536 56,210
ISHARES GOLD TRUST COM 464285105 12,842 1,160,693 SH   DFND 16 0 0 1,160,693
ISHARES MSCI AUSTRALIA ETF COM 464286103 3 131 SH   DFND 2 0 131 0
ISHARES MSCI AUSTRALIA ETF COM 464286103 13,828 683,699 SH   DFND 16 0 0 683,699
ISHARES MSCI FRONTIER 100 COM 464286145 466 18,739 SH   DFND 16 0 0 18,739
ISHARES GLOBAL HIGH YIELD CO COM 464286178 261 5,384 SH   DFND 16 0 0 5,384
ISHARES GLOBAL EX USD HIGH Y COM 464286210 5,701 124,356 SH   DFND 16 0 0 124,356
ISHARES EMERGING MARKETS COR COM 464286251 600 12,113 SH   DFND 16 0 0 12,113
ISHARES EMERGING MARKETS HIG COM 464286285 224 4,602 SH   DFND 16 0 0 4,602
ISHARES EMERGING MARKETS DIV COM 464286319 349 10,085 SH   DFND 16 0 0 10,085
ISHARES MSCI GLOBAL SILVER M COM 464286327 442 42,276 SH   DFND 16 0 0 42,276
ISHARES MSCI GLOBAL ENERGY P COM 464286343 450 22,156 SH   DFND 16 0 0 22,156
ISHARES MSCI GLOBAL AGRICULT COM 464286350 249 9,962 SH   DFND 16 0 0 9,962
ISHARES MSCI WORLD ETF COM 464286392 588 8,039 SH   DFND 16 0 0 8,039
ISHARES MSCI BRAZIL CAPPED E COM 464286400 5 159 SH   DFND 2 0 159 0
ISHARES MSCI BRAZIL CAPPED E COM 464286400 1,373 41,194 SH   DFND 16 0 0 41,194
ISHARES MSCI CANADA ETF COM 464286509 20,960 801,501 SH   DFND 2 0 801,501 0
ISHARES MSCI CANADA ETF COM 464286509 21,551 824,002 SH   DFND 16 0 0 824,002
ISHARES EDGE MSCI MIN VOL GL COM 464286525 26,694 367,523 SH   DFND 16 0 0 367,523
ISHARES EDGE MSCI MIN VOL EM COM 464286533 77,227 1,579,104 SH   DFND 16 0 0 1,579,104
ISHARES MSCI EUROZONE ETF COM 464286608 1,075 31,125 SH   DFND 16 0 0 31,125
ISHARES MSCI PACIFIC EX JAPA COM 464286665 2,692 68,022 SH   DFND 16 0 0 68,022
ISHARES MSCI FRANCE ETF COM 464286707 2,152 87,253 SH   DFND 16 0 0 87,253
ISHARES MSCI TURKEY ETF COM 464286715 16 493 SH   DFND 2 0 493 0
ISHARES MSCI TURKEY ETF COM 464286715 1,902 58,572 SH   DFND 16 0 0 58,572
ISHARES MSCI SWITZERLAND CAP COM 464286749 12,157 412,742 SH   DFND 16 0 0 412,742
ISHARES MSCI SWEDEN CAPPED E COM 464286756 662 23,048 SH   DFND 16 0 0 23,048
ISHARES MSCI SPAIN CAPPED ET COM 464286764 1,894 71,450 SH   DFND 16 0 0 71,450
ISHARES MSCI SOUTH KOREA CAP COM 464286772 6,557 123,219 SH   DFND 16 0 0 123,219
ISHARES MSCI GERMANY ETF COM 464286806 3,923 148,185 SH   DFND 16 0 0 148,185
ISHARES MSCI NETHERLANDS ETF COM 464286814 202 8,358 SH   DFND 16 0 0 8,358
ISHARES MSCI MEXICO CAPPED COM 464286822 452 10,272 SH   DFND 16 0 0 10,272
ISHARES MSCI HONG KONG ETF COM 464286871 1,249 64,019 SH   DFND 16 0 0 64,019
ISHARES S&P 100 ETF COM 464287101 6,104 61,518 SH   DFND 16 0 0 61,518
ISHARES MORNINGSTAR LARGE-CA COM 464287119 4,026 33,287 SH   DFND 16 0 0 33,287
ISHARES MORNINGSTAR LARGE-CA COM 464287127 11,563 87,189 SH   DFND 16 0 0 87,189
ISHARES CORE S&P TOTAL U.S. COM 464287150 53,225 1,034,805 SH   DFND 16 0 0 1,034,805
ISHARES SELECT DIVIDEND ETF COM 464287168 48,943 553,153 SH   DFND 16 0 4,190 548,963
ISHARES TIPS BOND ETF COM 464287176 22,538 199,146 SH   DFND 2 0 143,389 55,757
ISHARES TIPS BOND ETF COM 464287176 192,224 1,699,672 SH   DFND 16 0 0 1,699,672
ISHARES CHINA LARGE-CAP ETF COM 464287184 353 10,159 SH   DFND 16 0 0 10,159
ISHARES TRANSPORTATION AVERA COM 464287192 786 4,826 SH   DFND 16 0 0 4,826
ISHARES CORE S&P 500 ETF COM 464287200 300 1,332 SH   DFND 2 0 1,332 0
ISHARES CORE S&P 500 ETF COM 464287200 335,178 1,493,396 SH   DFND 16 0 3,197 1,490,199
ISHARES CORE U.S. AGGREGATE COM 464287226 1,470 13,610 SH   DFND 2 0 13,610 0
ISHARES CORE U.S. AGGREGATE COM 464287226 510,471 4,728,905 SH   DFND 16 0 0 4,728,905
ISHARES MSCI EMERGING MARKET COM 464287234 37,191 1,062,221 SH   DFND 16 0 0 1,062,221
ISHARES IBOXX INVESTMENT GRA COM 464287242 8,333 71,107 SH   DFND 2 0 71,107 0
ISHARES IBOXX INVESTMENT GRA COM 464287242 480,767 4,078,671 SH   DFND 16 0 89,913 3,988,758
ISHARES GLOBAL TECH ETF COM 464287291 907 8,258 SH   DFND 16 0 0 8,258
ISHARES S&P 500 GROWTH ETF COM 464287309 127,228 1,045,528 SH   DFND 16 0 0 1,045,528
ISHARES GLOBAL HEALTHCARE ET COM 464287325 1,080 11,393 SH   DFND 16 0 0 11,393
ISHARES GLOBAL ENERGY ETF COM 464287341 2,330 66,946 SH   DFND 16 0 0 66,946
ISHARES NORTH AMERICAN NATUR COM 464287374 667 18,546 SH   DFND 16 0 0 18,546
ISHARES LATIN AMERICA 40 ETF COM 464287390 2,679 97,151 SH   DFND 16 0 0 97,151
ISHARES S&P 500 VALUE ETF COM 464287408 37,714 371,869 SH   DFND 16 0 0 371,869
ISHARES 20 YEAR TREASURY BO COM 464287432 473 3,974 SH   DFND 2 0 0 3,974
ISHARES 20 YEAR TREASURY BO COM 464287432 31,428 253,920 SH   DFND 16 0 0 253,920
ISHARES 7-10 YEAR TREASURY B COM 464287440 364,451 3,390,319 SH   DFND 16 0 0 3,390,319
ISHARES 1-3 YEAR TREASURY BO COM 464287457 307,287 3,652,064 SH   DFND 16 0 0 3,652,064
ISHARES MSCI EAFE ETF COM 464287465 645,823 11,186,956 SH   DFND 2 0 10,096,880 1,090,076
ISHARES MSCI EAFE ETF COM 464287465 207,609 3,596,602 SH   DFND 16 0 18,162 3,578,441
ISHARES RUSSELL MID-CAP VALU COM 464287473 37,195 464,453 SH   DFND 16 0 1,986 462,467
ISHARES RUSSELL MID-CAP GROW COM 464287481 35,138 362,397 SH   DFND 16 0 360 362,037
ISHARES RUSSELL MID-CAP ETF COM 464287499 156,403 876,038 SH   DFND 16 0 318 875,720
ISHARES CORE S&P MIDCAP ETF COM 464287507 77,431 468,504 SH   DFND 16 0 0 468,504
ISHARES NORTH AMERICAN TECH- COM 464287515 2,731 25,091 SH   DFND 16 0 0 25,091
ISHARES PHLX SEMICONDUCTOR E COM 464287523 2,124 17,309 SH   DFND 16 0 0 17,309
ISHARES NORTH AMERICAN TECH COM 464287549 1,873 15,128 SH   DFND 16 0 0 15,128
ISHARES NASDAQ BIOTECHNOLOGY COM 464287556 4 14 SH   DFND 2 0 14 0
ISHARES NASDAQ BIOTECHNOLOGY COM 464287556 20,302 76,553 SH   DFND 16 0 0 76,553
ISHARES COHEN & STEERS REIT COM 464287564 8,127 81,722 SH   DFND 16 0 0 81,722
ISHARES U.S. CONSUMER SERVIC COM 464287580 1,468 9,713 SH   DFND 16 0 0 9,713
ISHARES RUSSELL 1000 VALUE E COM 464287598 2,463 21,988 SH   DFND 2 0 3,419 18,569
ISHARES RUSSELL 1000 VALUE E COM 464287598 24,462 218,445 SH   DFND 16 0 13,234 205,211
ISHARES S&P MID-CAP 400 GROW COM 464287606 31,042 170,809 SH   DFND 16 0 0 170,809
ISHARES RUSSELL 1000 GROWTH COM 464287614 59,541 567,590 SH   DFND 2 0 147,838 419,752
ISHARES RUSSELL 1000 GROWTH COM 464287614 69,836 666,497 SH   DFND 16 0 5,936 660,562
ISHARES RUSSELL 1000 ETF COM 464287622 10,657 85,628 SH   DFND 2 0 0 85,628
ISHARES RUSSELL 1000 ETF COM 464287622 26,899 216,105 SH   DFND 16 0 122 215,983
ISHARES RUSSELL 2000 VALUE E COM 464287630 1,298 10,906 SH   DFND 2 0 10,906 0
ISHARES RUSSELL 2000 VALUE E COM 464287630 8,837 74,305 SH   DFND 16 0 0 74,305
ISHARES RUSSELL 2000 GROWTH COM 464287648 417 2,711 SH   DFND 2 0 2,711 0
ISHARES RUSSELL 2000 GROWTH COM 464287648 9,600 62,398 SH   DFND 16 0 0 62,398
ISHARES RUSSELL 2000 ETF COM 464287655 9,150 67,853 SH   DFND 2 0 0 67,853
ISHARES RUSSELL 2000 ETF COM 464287655 51,323 371,118 SH   DFND 16 0 2,111 369,007
ISHARES CORE RUSSELL U.S. VA COM 464287663 4,869 99,076 SH   DFND 16 0 3,287 95,789
ISHARES CORE RUSSELL U.S. GR COM 464287671 6,438 149,366 SH   DFND 16 0 11,961 137,405
ISHARES RUSSELL 3000 ETF COM 464287689 6,631 49,865 SH   DFND 2 0 600 49,265
ISHARES RUSSELL 3000 ETF COM 464287689 39,547 297,469 SH   DFND 16 0 731 296,738
ISHARES US UTILITIES ETF COM 464287697 2,153 17,671 SH   DFND 16 0 0 17,671
ISHARES S&P MID-CAP 400 VALU COM 464287705 13,454 92,669 SH   DFND 16 0 0 92,669
ISHARES US TELECOMMUNICATION COM 464287713 20,932 607,930 SH   DFND 16 0 0 607,930
ISHARES USTECHNOLOGY ETF COM 464287721 69,943 582,994 SH   DFND 16 0 0 582,994
ISHARES US REAL ESTATE ETF COM 464287739 20,933 272,069 SH   DFND 2 0 272,069 0
ISHARES US REAL ESTATE ETF COM 464287739 21,600 280,017 SH   DFND 16 0 0 280,017
ISHARES U.S. INDUSTRIALS ETF COM 464287754 2,412 20,024 SH   DFND 16 0 0 20,024
ISHARES U.S. HEALTHCARE ETF COM 464287762 11,894 82,549 SH   DFND 16 0 0 82,549
ISHARES U.S. FINANCIAL SERVI COM 464287770 2,709 25,491 SH   DFND 16 0 0 25,491
ISHARES US FINANCIALS ETF COM 464287788 7,832 77,186 SH   DFND 16 0 0 77,186
ISHARES U.S. ENERGY ETF COM 464287796 17 402 SH   DFND 2 0 402 0
ISHARES U.S. ENERGY ETF COM 464287796 2,832 68,175 SH   DFND 16 0 0 68,175
ISHARES CORE S&P SMALL-CAP E COM 464287804 36,444 265,010 SH   DFND 2 0 265,010 0
ISHARES CORE S&P SMALL-CAP E COM 464287804 121,745 884,825 SH   DFND 16 0 0 884,825
ISHARES US CONSUMER GOODS ET COM 464287812 1,593 14,389 SH   DFND 16 0 0 14,389
ISHARES U.S. BASIC MATERIALS COM 464287838 1,565 18,819 SH   DFND 16 0 0 18,819
ISHARES DOW JONES U.S. ETF COM 464287846 593 5,292 SH   DFND 16 0 0 5,292
ISHARES EUROPE ETF COM 464287861 12,366 318,805 SH   DFND 16 0 0 318,805
ISHARES S&P SMALL-CAP 600 VA COM 464287879 10,914 78,148 SH   DFND 16 0 0 78,148
ISHARES S&P SMALL-CAP 600 GR COM 464287887 32,003 213,609 SH   DFND 16 0 0 213,609
ISHARES MORNINGSTAR LARGE-CA COM 464288109 921 9,789 SH   DFND 16 0 0 9,789
ISHARES INTERNATIONAL TREASU COM 464288117 1,044 11,624 SH   DFND 16 0 0 11,624
ISHARES SHORT-TERM NATIONAL COM 464288158 28,813 274,040 SH   DFND 16 0 0 274,040
ISHARES GLOBAL TIMBER & FORE COM 464288174 300 5,600 SH   DFND 16 0 0 5,600
ISHARES MSCI ALL COUNTRY ASI COM 464288182 891 16,230 SH   DFND 10 0 16,230 0
ISHARES MSCI ALL COUNTRY ASI COM 464288182 541 9,855 SH   DFND 16 0 0 9,855
ISHARES MORNINGSTAR MID-CAP COM 464288208 14,751 93,817 SH   DFND 16 0 0 93,817
ISHARES EMERGING MARKETS INF COM 464288216 415 14,839 SH   DFND 16 0 0 14,839
ISHARES MSCI ACWI EX US ETF COM 464288240 1,456 36,157 SH   DFND 16 0 337 35,820
ISHARES MSCI ACWI ETF COM 464288257 2,353 39,936 SH   DFND 16 0 1,439 38,497
ISHARES MSCI EAFE SMALL-CAP COM 464288273 2,362 47,384 SH   DFND 16 0 0 47,384
ISHARES JP MORGAN USD EMERGI COM 464288281 6,234 56,555 SH   DFND 2 0 56,555 0
ISHARES JP MORGAN USD EMERGI COM 464288281 71,964 652,952 SH   DFND 16 0 0 652,952
ISHARES MORNINGSTAR MID-CAP COM 464288307 3,104 19,156 SH   DFND 16 0 0 19,156
ISHARES NEW YORK MUNI BOND E COM 464288323 846 7,770 SH   DFND 16 0 0 7,770
ISHARES CALIFORNIA MUNI BOND COM 464288356 6,455 55,899 SH   DFND 16 0 0 55,899
ISHARES GLOBAL INFRASTRUCTUR COM 464288372 8,257 211,548 SH   DFND 16 0 0 211,548
ISHARES MORNINGSTAR MID-CAP COM 464288406 825 5,712 SH   DFND 16 0 0 5,712
ISHARES NATIONAL MUNI BOND E COM 464288414 57,405 531,187 SH   DFND 16 0 0 531,187
ISHARES ASIA 50 ETF COM 464288430 263 5,678 SH   DFND 16 0 0 5,678
ISHARES INTERNATIONAL SELECT COM 464288448 69,609 2,355,011 SH   DFND 16 0 0 2,355,011
ISHARES INTERNATIONAL DEVELO COM 464288489 474 17,998 SH   DFND 16 0 0 17,998
ISHARES MORNINGSTAR SMALL-CA COM 464288505 10,761 68,916 SH   DFND 16 0 0 68,916
ISHARES IBOXX USD HIGH YIELD COM 464288513 10,146 117,225 SH   DFND 2 0 117,225 0
ISHARES IBOXX USD HIGH YIELD COM 464288513 90,225 1,042,816 SH   DFND 16 0 0 1,042,816
ISHARES CORE US REIT ETF COM 464288521 362 7,422 SH   DFND 16 0 0 7,422
ISHARES RESIDENTIAL REAL EST COM 464288562 779 12,593 SH   DFND 16 0 0 12,593
ISHARES MSCI KLD 400 SOCIAL COM 464288570 3,667 44,536 SH   DFND 16 0 0 44,536
ISHARES MBS ETF COM 464288588 184,135 1,708,548 SH   DFND 16 0 0 1,708,548
ISHARES MORNINGSTAR SMALL-CA COM 464288604 658 4,545 SH   DFND 16 0 0 4,545
ISHARES INTERMEDIATE GOVERNM COM 464288612 911 8,297 SH   DFND 16 0 0 8,297
ISHARES US CREDIT BOND ETF COM 464288620 13,455 123,527 SH   DFND 16 0 0 123,527
ISHARES INTERMEDIATE CREDIT COM 464288638 74,453 688,465 SH   DFND 16 0 0 688,465
ISHARES 1-3 YEAR CREDIT BOND COM 464288646 28,161 268,624 SH   DFND 16 0 0 268,624
ISHARES 10-20 YEAR TREASURY COM 464288653 584 4,395 SH   DFND 16 0 0 4,395
ISHARES 3-7 YEAR TREASURY BO COM 464288661 26,550 216,608 SH   DFND 16 0 0 216,608
ISHARES SHORT TREASURY BOND COM 464288679 10,061 91,203 SH   DFND 16 0 0 91,203
ISHARES US PREFERRED STOCK E COM 464288687 350,359 9,423,207 SH   DFND 16 0 0 9,423,207
ISHARES MORNINGSTAR SMALL-CA COM 464288703 1,902 13,322 SH   DFND 16 0 0 13,322
ISHARES GLOBAL UTILITIES ETF COM 464288711 228 5,097 SH   DFND 16 0 0 5,097
ISHARES GLOBAL CONSUMER STAP COM 464288737 722 7,841 SH   DFND 16 0 0 7,841
ISHARES GLOBAL CONSUMER DISC COM 464288745 1,394 15,465 SH   DFND 16 0 0 15,465
ISHARES U.S. HOME CONSTRUCTI COM 464288752 774 28,180 SH   DFND 16 0 0 28,180
ISHARES U.S. AEROSPACE & DEF COM 464288760 13,620 96,948 SH   DFND 16 0 0 96,948
ISHARES US REGIONAL BANKS ET COM 464288778 3,483 76,758 SH   DFND 16 0 0 76,758
ISHARES MSCI USA ESG SELECT COM 464288802 4,088 44,668 SH   DFND 16 0 0 44,668
ISHARES U.S. MEDICAL DEVICES COM 464288810 724 5,441 SH   DFND 16 0 0 5,441
ISHARES U.S. HEALTHCARE PROV COM 464288828 3,102 24,558 SH   DFND 16 0 0 24,558
ISHARES US PHARMACEUTICALS E COM 464288836 3,760 26,577 SH   DFND 16 0 0 26,577
ISHARES U.S. OIL EQUIPMENT & COM 464288844 204 4,485 SH   DFND 16 0 0 4,485
ISHARES U.S. OIL & GAS EXPLO COM 464288851 1,046 15,977 SH   DFND 16 0 0 15,977
ISHARES MSCI EAFE VALUE ETF COM 464288877 168,995 3,577,596 SH   DFND 16 0 0 3,577,596
ISHARES MSCI EAFE GROWTH ETF COM 464288885 6,757 106,097 SH   DFND 16 0 0 106,097
ISHARES MSCI NEW ZEALAND CAP COM 464289123 549 13,831 SH   DFND 16 0 0 13,831
ISHARES MSCI EUROPE FINANCIA COM 464289180 799 42,145 SH   DFND 16 0 36,335 5,810
ISHARES IBONDS SEP 2017 TERM COM 464289271 834 30,647 SH   DFND 16 0 0 30,647
ISHARES RUSSELL TOP 200 VALU COM 464289420 3,885 82,658 SH   DFND 16 0 0 82,658
ISHARES RUSSELL TOP 200 GROW COM 464289438 9,266 164,587 SH   DFND 16 0 0 164,587
ISHARES RUSSELL TOP 200 ETF COM 464289446 1,717 33,702 SH   DFND 16 0 0 33,702
ISHARES 10 YEAR CREDIT BOND COM 464289511 758 12,822 SH   DFND 16 0 0 12,822
ISHARES INDIA 50 ETF COM 464289529 284 10,387 SH   DFND 16 0 0 10,387
ISHARES MSCI ALL PERU CAPPED COM 464289842 734 22,395 SH   DFND 16 0 0 22,395
ISHARES CORE AGGRESSIVE ALLO COM 464289859 701 14,843 SH   DFND 16 0 0 14,843
ISHARES CORE GROWTH ALLOCATI COM 464289867 1,474 36,289 SH   DFND 16 0 0 36,289
ISHARES CORE MODERATE ALLOCA COM 464289875 3,189 90,702 SH   DFND 16 0 0 90,702
ISHARES CORE CONSERVATIVE AL COM 464289883 2,011 61,834 SH   DFND 16 0 0 61,834
ISHARES SILVER TRUST COM 46428Q109 5,773 380,081 SH   DFND 16 0 0 380,081
ISHARES S&P GSCI COMMODITY I COM 46428R107 411 26,237 SH   DFND 16 0 0 26,237
ISHARES US TREASURY BOND ETF COM 46429B267 220,387 7,843,513 SH   DFND 16 0 0 7,843,513
ISHARES AAA - A RATED CORPOR COM 46429B291 737 14,349 SH   DFND 16 0 0 14,349
ISHARES GNMA BOND ETF COM 46429B333 4,037 81,401 SH   DFND 16 0 0 81,401
ISHARES CMBS ETF COM 46429B366 359 7,034 SH   DFND 16 0 0 7,034
ISHARES MSCI NORWAY CAPPED COM 46429B499 7,840 360,447 SH   DFND 16 0 0 360,447
ISHARES IBONDS SEP 2019 TERM COM 46429B564 243 9,581 SH   DFND 16 0 0 9,581
ISHARES IBONDS SEP 2018 TERM COM 46429B580 521 20,525 SH   DFND 16 0 0 20,525
ISHARES MSCI INDIA ETF COM 46429B598 1,558 58,185 SH   DFND 16 0 0 58,185
ISHARES FLOATING RATE BOND E COM 46429B655 18,805 370,557 SH   DFND 16 0 0 370,557
ISHARES CORE HIGH DIVIDEND E COM 46429B663 124,349 1,515,018 SH   DFND 16 0 0 1,515,018
ISHARES MSCI CHINA ETF COM 46429B671 1,444 33,019 SH   DFND 16 0 0 33,019
ISHARES EDGE MSCI MIN VOL EA COM 46429B689 268,660 4,389,520 SH   DFND 16 0 0 4,389,520
ISHARES EDGE MSCI MIN VOL US COM 46429B697 179,951 3,979,690 SH   DFND 16 0 470 3,979,220
ISHARES 0-5 YEAR TIPS BOND E COM 46429B747 801 7,949 SH   DFND 16 0 0 7,949
ISHARES EDGE MSCI USA QUALIT COM 46432F339 66,753 966,306 SH   DFND 16 0 0 966,306
ISHARES EDGE MSCI USA MOMENT COM 46432F396 86,605 1,142,062 SH   DFND 16 0 0 1,142,062
ISHARES CORE INTL STOCK ETF COM 46432F834 4,804 92,863 SH   DFND 16 0 0 92,863
ISHARES CORE MSCI EAFE ETF COM 46432F842 76,460 1,426,487 SH   DFND 16 0 0 1,426,487
ISHARES CORE 1-5 YEAR USD BO COM 46432F859 2,478 50,216 SH   DFND 16 0 0 50,216
ISHARES MORNINGSTAR MULTI-AS COM 46432F875 1,896 78,002 SH   DFND 16 0 0 78,002
ISHARES IBONDS MAR 2018 TERM COM 46432FAG2 685 27,794 SH   DFND 16 0 0 27,794
ISHARES IBONDS MAR 2020 TERM COM 46432FAK3 687 27,903 SH   DFND 16 0 0 27,903
ISHARES IBONDS MAR 2023 TERM COM 46432FAN7 751 31,066 SH   DFND 16 0 0 31,066
ISHARES IBONDS MAR 2018 TERM COM 46432FAW7 771 30,129 SH   DFND 16 0 0 30,129
ISHARES IBONDS MAR 2023 TERM COM 46432FAZ0 2,489 94,878 SH   DFND 16 0 0 94,878
ISHARES IBONDS MAR 2020 TERM COM 46432FBC0 274 10,506 SH   DFND 16 0 0 10,506
ISIS PHARMACEUTICALS INC CONV BND 464337AJ3 5,041 5,000,000 PRN   DFND 2 0 0 5,000,000
ISHARES CORE MSCI EMERGING COM 46434G103 35,185 829,856 SH   DFND 16 0 200,726 629,130
ISHARES MSCI TAIWAN CAPPED E COM 46434G772 926 31,539 SH   DFND 16 0 0 31,539
ISHARES MSCI SINGAPORE CAPPE COM 46434G780 11,490 576,389 SH   DFND 16 0 0 576,389
ISHARES MSCI JAPAN ETF COM 46434G822 7,457 152,622 SH   DFND 16 0 0 152,622
ISHARES MSCI ITALY CAPPED ET COM 46434G830 3 127 SH   DFND 2 0 127 0
ISHARES MSCI ITALY CAPPED ET COM 46434G830 2,172 89,720 SH   DFND 16 0 0 89,720
ISHARES MSCI GLOBAL METALS & COM 46434G848 979 38,052 SH   DFND 16 0 0 38,052
ISHARES 0-5 YR INV GRD CORP COM 46434V100 569 11,339 SH   DFND 16 0 0 11,339
ISHARES EDGE MSCI MF USA COM 46434V282 1,651 61,788 SH   DFND 16 0 0 61,788
ISHARES 0-5 YR HY CORP BOND COM 46434V407 15,402 325,995 SH   DFND 16 0 0 325,995
ISHARES IBONDS SEP 2020 TERM COM 46434V571 860 34,061 SH   DFND 16 0 0 34,061
ISHARES CORE TOTAL BOND ETF COM 46434V613 23,696 471,618 SH   DFND 16 0 0 471,618
ISHARES CORE DIVIDEND GROWTH COM 46434V621 6,507 224,165 SH   DFND 16 0 0 224,165
ISHARES CURRENCY HEDGED MSCI COM 46434V639 542 20,387 SH   DFND 16 0 0 20,387
ISHARES GLOBAL REIT ETF COM 46434V647 362 14,324 SH   DFND 16 0 0 14,324
ISHA HEDGED MSCI GERMANY COM 46434V704 45,792 1,772,327 SH   DFND 16 0 0 1,772,327
ISHARES EDGE MSCI MIN VOL EU COM 46434V720 817 38,524 SH   DFND 16 0 0 38,524
ISHARES CORE MSCI EUROPE COM 46434V738 431 10,588 SH   DFND 16 0 0 10,588
ISHA CURR HEDGED MSCI EAFE COM 46434V803 22,517 862,057 SH   DFND 2 0 0 862,057
ISHA CURR HEDGED MSCI EAFE COM 46434V803 13,803 528,455 SH   DFND 16 0 0 528,455
ISHARES TREASURY FLOATING RA COM 46434V860 1,010 20,140 SH   DFND 16 0 0 20,140
ISHA CURR HEDGED MSCI JAPAN COM 46434V886 21,700 780,807 SH   DFND 16 0 0 780,807
ISHARES IBONDS DEC 2018 TERM COM 46434VAA8 2,357 93,791 SH   DFND 16 0 0 93,791
ISHARES IBONDS DEC 2020 TERM COM 46434VAQ3 1,131 44,817 SH   DFND 16 0 0 44,817
ISHARES IBONDS DEC 2017 TERM COM 46434VAR1 2,568 103,267 SH   DFND 16 0 0 103,267
ISHARES IBONDS DEC 2019 TERM COM 46434VAU4 1,026 41,240 SH   DFND 16 0 0 41,240
ISHARES IBONDS DEC 2021 TERM COM 46434VBK5 964 39,015 SH   DFND 16 0 0 39,015
ISHARES MSCI UNITED KINGDOM COM 46435G334 23,862 777,994 SH   DFND 16 0 0 777,994
ISHARES MORTGAGE REAL ESTATE COM 46435G342 2,888 68,667 SH   DFND 16 0 0 68,667
ISHARES INTL AGGREGATE BOND COM 46435G672 5,807 111,741 SH   DFND 16 0 0 111,741
ISHARES CURR HEDGED MSCI UK COM 46435G862 4,549 201,264 SH   DFND 16 0 0 201,264
ISLE OF CAPRI CASINOS COM 464592104 4,454 180,360 SH   DFND 2 0 180,360 0
ITAU UNIBANCO H-SPON PRF ADR ADR 465562106 12,836 1,248,063 SH   DFND 2 0 0 1,248,063
ITAU UNIBANCO H-SPON PRF ADR ADR 465562106 3,759 365,614 SH   DFND 02,10 0 0 365,614
ITAU UNIBANCO H-SPON PRF ADR ADR 465562106 35,898 3,491,975 SH   DFND 10 0 0 3,491,975
ITAU UNIBANCO H-SPON PRF ADR ADR 465562106 8 801 SH   DFND 16 0 0 801
ITOCHU CORP-UNSPONSORED ADR ADR 465717106 234 8,875 SH   DFND 2 0 0 8,875
ITOCHU CORP-UNSPONSORED ADR ADR 465717106 41 1,539 SH   DFND 16 0 0 1,539
ITRON INC COM 465741106 10,501 167,067 SH   DFND 2 0 167,067 0
ITRON INC COM 465741106 10 156 SH   DFND 16 0 0 156
IXYS CORPORATION COM 46600W106 5,317 446,889 SH   DFND 2 0 446,889 0
IXYS CORPORATION COM 46600W106 179 14,850 SH   DFND 16 0 0 14,850
J & J SNACK FOODS CORP COM 466032109 10,057 75,364 SH   DFND 2 0 75,364 0
J & J SNACK FOODS CORP COM 466032109 251 1,878 SH   DFND 16 0 1,878 0
J ALEXANDER'S HOLDINGS COM 46609J106 1,831 170,359 SH   DFND 2 0 170,359 0
J ALEXANDER'S HOLDINGS COM 46609J106 1 48 SH   DFND 16 0 0 48
JPMORGAN CHASE & CO COM 46625H100 2,448,965 28,380,662 SH   DFND 2 0 25,972,525 2,408,137
JPMORGAN CHASE & CO COM 46625H100 15,723 182,213 SH   DFND 02,03 0 182,213 0
JPMORGAN CHASE & CO COM 46625H100 356,492 4,129,436 SH   DFND 10 0 4,098,238 31,198
JPMORGAN CHASE & CO COM 46625H100 130,026 1,473,994 SH   DFND 16 0 120,737 1,353,257
JPMORGAN ALERIAN MLP INDEX COM 46625H365 15,508 490,584 SH   DFND 16 0 0 490,584
JABIL CIRCUIT INC COM 466313103 15,635 660,508 SH   DFND 2 0 660,508 0
JABIL CIRCUIT INC COM 466313103 46 1,945 SH   DFND 16 0 1,347 598
JPMORGAN CHASE & CO-CW18 WT 46634E114 489 11,050 SH   DFND 16 0 0 11,050
JACK IN THE BOX INC COM 466367109 9,558 85,616 SH   DFND 2 0 85,616 0
JACK IN THE BOX INC COM 466367109 40 361 SH   DFND 02,03 0 361 0
JACK IN THE BOX INC COM 466367109 1,175 10,523 SH   DFND 16 0 0 10,523
JPM DIVERSIFIED RET INTL EQ COM 46641Q209 54,986 1,124,986 SH   DFND 16 0 0 1,124,986
JPM DIVERSIFIED RET EM EQUIT COM 46641Q308 702 15,529 SH   DFND 16 0 0 15,529
JACOBS ENGINEERING GROUP INC COM 469814107 21,347 374,501 SH   DFND 2 0 374,501 0
JACOBS ENGINEERING GROUP INC COM 469814107 78 1,362 SH   DFND 02,03 0 1,362 0
JACOBS ENGINEERING GROUP INC COM 469814107 1,324 23,275 SH   DFND 16 0 18,374 4,901
JAMES HARDIE INDUSTRIES-CDI GDR 470123993 38,646 2,448,173 SH   DFND 2 0 2,448,173 0
JAMES HARDIE INDUSTRIES-CDI GDR 470123993 194 12,299 SH   DFND 02,10 0 12,299 0
JANUS CAPITAL GROUP INC COM 47102X105 4,928 371,361 SH   DFND 2 0 371,361 0
JANUS CAPITAL GROUP INC COM 47102X105 574 43,299 SH   DFND 16 0 35,097 8,202
JAPAN EXCHANGE GROUP INC-ADR ADR 471059105 189 26,443 SH   DFND 2 0 0 26,443
JAPAN EXCHANGE GROUP INC-ADR ADR 471059105 3 390 SH   DFND 16 0 0 390
JAPAN TOBACCO INC-UNSPON ADR ADR 471105205 454 27,769 SH   DFND 2 0 0 27,769
JAPAN TOBACCO INC-UNSPON ADR ADR 471105205 1,400 85,788 SH   DFND 16 0 0 85,788
JARDEN CORP CONV BND 471109AH1 28 15,000 PRN   DFND 16 0 0 15,000
JARDINE MATHESON HLDGS LTD COM 471115998 10,407 188,600 SH   DFND 2 0 188,600 0
JD.COM INC-ADR ADR 47215P106 38,253 1,503,667 SH   DFND 2 2,931,284 76,050 0
JD.COM INC-ADR ADR 47215P106 17 663 SH   DFND 16 0 0 663
JEFFERIES GROUP LLC CONV BND 472319AG7 42 42,000 PRN   DFND 16 0 0 42,000
JETBLUE AIRWAYS CORP COM 477143101 21,588 962,903 SH   DFND 2 0 962,903 0
JETBLUE AIRWAYS CORP COM 477143101 21,312 950,997 SH   DFND 10 0 950,997 0
JETBLUE AIRWAYS CORP COM 477143101 3,204 142,893 SH   DFND 16 0 0 142,893
JOHN BEAN TECHNOLOGIES CORP COM 477839104 18,185 211,570 SH   DFND 2 0 211,570 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 1 12 SH   DFND 16 0 0 12
JOHNSON & JOHNSON COM 478160104 1,731,201 15,026,545 SH   DFND 2 0 13,920,170 1,106,375
JOHNSON & JOHNSON COM 478160104 10,594 91,955 SH   DFND 02,03 0 91,955 0
JOHNSON & JOHNSON COM 478160104 77,609 673,452 SH   DFND 10 0 673,452 0
JOHNSON & JOHNSON COM 478160104 188,522 1,639,175 SH   DFND 16 0 228,235 1,410,940
JOHNSON OUTDOORS INC-A COM 479167108 4,322 108,885 SH   DFND 2 0 108,885 0
JONES ENERGY INC - A COM 48019R108 4,702 940,697 SH   DFND 2 0 940,697 0
JONES LANG LASALLE INC COM 48020Q107 12,104 119,796 SH   DFND 2 0 119,796 0
JONES LANG LASALLE INC COM 48020Q107 239 2,347 SH   DFND 16 0 0 2,347
JOY GLOBAL INC COM 481165108 13,180 470,683 SH   DFND 2 0 470,683 0
JOY GLOBAL INC COM 481165108 24 854 SH   DFND 16 0 0 854
J2 GLOBAL INC COM 48123V102 28,323 346,275 SH   DFND 2 0 346,275 0
J2 GLOBAL INC COM 48123V102 1,765 21,602 SH   DFND 16 0 18,969 2,633
JPM MAND EXCH NOTE 15.93 WRK PRF 48123Y676 37,323 749,926 SH   DFND 2 0 0 749,926
JPM MAND EXCH NOTE 15.93 WRK PRF 48123Y676 41 825 SH   DFND 02,03 0 0 825
JPM BASKET NOTE 13.00 03/31/2017 PRF 48123Y684 4,032 4,120 SH   DFND 2 0 0 4,120
JPM 5 1/2 PRF 48126E750 360 14,645 SH   DFND 16 0 0 14,645
JPM 6.7 PRF 48127A161 340 12,642 SH   DFND 16 0 0 12,642
JPM 6 1/8 PRF 48127R461 2,795 110,242 SH   DFND 16 0 0 110,242
JULIUS BAER GROUP LTD-UN ADR ADR 48137C108 185 20,952 SH   DFND 2 0 0 20,952
JULIUS BAER GROUP LTD-UN ADR ADR 48137C108 687 77,616 SH   DFND 16 0 0 77,616
JUNIPER NETWORKS INC COM 48203R104 107,577 3,806,789 SH   DFND 2 0 3,194,440 612,349
JUNIPER NETWORKS INC COM 48203R104 122 4,302 SH   DFND 02,03 0 4,302 0
JUNIPER NETWORKS INC COM 48203R104 132 4,377 SH   DFND 16 0 1,918 2,459
JUNO THERAPEUTICS INC COM 48205A109 6,760 358,700 SH   DFND 2 0 358,700 0
JUNO THERAPEUTICS INC COM 48205A109 6 295 SH   DFND 16 0 0 295
KAR AUCTION SERVICES INC COM 48238T109 17,177 402,989 SH   DFND 2 0 400,849 2,140
KAR AUCTION SERVICES INC COM 48238T109 833 19,554 SH   DFND 16 0 18,304 1,250
KB FINANCIAL GROUP INC-ADR ADR 48241A105 514 14,559 SH   DFND 2 0 0 14,559
KB FINANCIAL GROUP INC-ADR ADR 48241A105 11 313 SH   DFND 16 0 0 313
KBC GROEP NV-UNSP ADR ADR 48241F104 130 4,193 SH   DFND 2 0 0 4,193
KBC GROEP NV-UNSP ADR ADR 48241F104 654 21,137 SH   DFND 16 0 0 21,137
KBR INC COM 48242W106 6,240 373,859 SH   DFND 2 0 373,859 0
KBR INC COM 48242W106 204 12,225 SH   DFND 16 0 0 12,225
KCG HOLDINGS INC-CL A COM 48244B100 5,711 431,061 SH   DFND 2 0 431,061 0
KCG HOLDINGS INC-CL A COM 48244B100 0 33 SH   DFND 16 0 0 33
KLA-TENCOR CORP COM 482480100 90,083 1,144,940 SH   DFND 2 0 1,135,136 9,804
KLA-TENCOR CORP COM 482480100 139 1,770 SH   DFND 02,03 0 1,770 0
KLA-TENCOR CORP COM 482480100 277 3,525 SH   DFND 16 0 217 3,308
KKR & CO LP LP 48248M102 1,494 101,375 SH   DFND 16 0 0 101,375
KLX INC COM 482539103 9,878 218,968 SH   DFND 2 0 218,968 0
KLX INC COM 482539103 30 672 SH   DFND 16 0 0 672
K12 INC COM 48273U102 1,069 62,284 SH   DFND 2 0 62,284 0
KADANT INC COM 48282T104 4,510 73,678 SH   DFND 2 0 73,678 0
KADANT INC COM 48282T104 66 1,075 SH   DFND 16 0 0 1,075
KAISER ALUMINUM CORP COM 483007704 11,327 145,794 SH   DFND 2 0 145,794 0
KAISER ALUMINUM CORP COM 483007704 2 24 SH   DFND 16 0 0 24
KAMAN CORP COM 483548103 13,971 285,527 SH   DFND 2 0 285,527 0
KAMAN CORP COM 483548103 520 10,336 SH   DFND 16 0 0 10,336
KANSAS CITY SOUTHERN COM 485170302 129,430 1,525,337 SH   DFND 2 0 1,525,337 0
KANSAS CITY SOUTHERN COM 485170302 137 1,610 SH   DFND 02,03 0 1,610 0
KANSAS CITY SOUTHERN COM 485170302 654 7,702 SH   DFND 16 0 3,570 4,132
KAO CORP-SPONSORED ADR ADR 485537302 396 8,363 SH   DFND 2 0 0 8,363
KAO CORP-SPONSORED ADR ADR 485537302 4 84 SH   DFND 16 0 0 84
KAPSTONE PAPER AND PACKAGING COM 48562P103 39,187 1,777,110 SH   DFND 2 0 1,672,610 104,500
KASIKORNBANK PCL-UNSPON ADR ADR 485785109 63 3,203 SH   DFND 2 0 0 3,203
KASIKORNBANK PCL-UNSPON ADR ADR 485785109 211 10,729 SH   DFND 16 0 0 10,729
KATE SPADE & CO COM 485865109 21,411 1,146,642 SH   DFND 2 0 1,072,642 74,000
KATE SPADE & CO COM 485865109 28 1,500 SH   DFND 16 0 0 1,500
KAYNE ANDERSON MLP INVESTMEN COM 486606106 1,092 55,749 SH   DFND 16 0 0 55,749
KAYNE ANDERSON ENERGY TOT RT COM 48660P104 167 14,110 SH   DFND 16 0 0 14,110
KB HOME COM 48666K109 4,721 298,672 SH   DFND 2 0 298,672 0
KB HOME COM 48666K109 25 1,567 SH   DFND 16 0 0 1,567
KDDI CORP-UNSPONSORED ADR ADR 48667L106 637 50,339 SH   DFND 2 0 0 50,339
KDDI CORP-UNSPONSORED ADR ADR 48667L106 3,605 285,120 SH   DFND 16 0 0 285,120
KELLOGG CO COM 487836108 13,490 182,997 SH   DFND 2 0 182,997 0
KELLOGG CO COM 487836108 210 2,853 SH   DFND 02,03 0 2,853 0
KELLOGG CO COM 487836108 4,159 56,508 SH   DFND 16 0 26,227 30,281
KELLY SERVICES INC -A COM 488152208 5,666 247,228 SH   DFND 2 0 0 247,228
KELLY SERVICES INC -A COM 488152208 10 417 SH   DFND 16 0 0 417
KEMPER CORP COM 488401100 5,697 128,606 SH   DFND 2 0 128,606 0
KEMPER CORP COM 488401100 126 2,835 SH   DFND 16 0 0 2,835
KENNAMETAL INC COM 489170100 44,238 1,415,115 SH   DFND 2 0 1,355,190 59,925
KENNAMETAL INC COM 489170100 99 3,175 SH   DFND 02,03 0 3,175 0
KENNAMETAL INC COM 489170100 5 154 SH   DFND 16 0 0 154
KENNEDY-WILSON HOLDINGS INC COM 489398107 4,799 234,080 SH   DFND 2 0 234,080 0
KEPPEL CORP LTD-SPONS ADR ADR 492051305 108 13,552 SH   DFND 2 0 0 13,552
KERYX BIOPHARMACEUTICALS COM 492515101 10,404 1,775,511 SH   DFND 2 0 1,775,511 0
KERYX BIOPHARMACEUTICALS COM 492515101 271 46,278 SH   DFND 16 0 0 46,278
KEYCORP COM 493267108 11,437 626,023 SH   DFND 2 0 626,023 0
KEYCORP COM 493267108 223 12,218 SH   DFND 02,03 0 12,218 0
KEYCORP COM 493267108 1,172 64,170 SH   DFND 16 0 19,867 44,303
KEYSIGHT TECHNOLOGIES IN COM 49338L103 26,254 717,901 SH   DFND 2 0 717,901 0
KEYSIGHT TECHNOLOGIES IN COM 49338L103 1,287 35,274 SH   DFND 16 0 32,766 2,508
KEYW HOLDING CORP/THE COM 493723100 1,244 105,523 SH   DFND 2 0 105,523 0
KILROY REALTY CORP COM 49427F108 17,424 237,836 SH   DFND 2 0 237,836 0
KILROY REALTY CORP COM 49427F108 1,467 20,034 SH   DFND 16 0 19,005 1,029
KIMBERLY-CLARK CORP COM 494368103 129,651 1,135,631 SH   DFND 2 0 1,129,663 5,968
KIMBERLY-CLARK CORP COM 494368103 507 4,441 SH   DFND 02,03 0 4,441 0
KIMBERLY-CLARK CORP COM 494368103 3,271 28,664 SH   DFND 10 0 28,664 0
KIMBERLY-CLARK CORP COM 494368103 106,499 935,438 SH   DFND 16 0 82,649 852,789
KIMCO REALTY CORP COM 49446R109 12,804 508,400 SH   DFND 2 0 508,400 0
KIMCO REALTY CORP COM 49446R109 121 4,806 SH   DFND 02,03 0 4,806 0
KIMCO REALTY CORP COM 49446R109 54 2,134 SH   DFND 10 0 2,134 0
KIMCO REALTY CORP COM 49446R109 666 26,480 SH   DFND 16 0 23,402 3,078
KINDER MORGAN INC COM 49456B101 20,159 973,330 SH   DFND 2 0 973,330 0
KINDER MORGAN INC COM 49456B101 449 21,699 SH   DFND 02,03 0 21,699 0
KINDER MORGAN INC COM 49456B101 10,552 509,924 SH   DFND 16 0 51,649 458,275
KINDER MORGAN INC-CW17 WT 49456B119 1 365,276 SH   DFND 2 0 0 365,276
KINDER MORGAN INC-CW17 WT 49456B119 0 13,175 SH   DFND 16 0 0 13,175
KINDRED HEALTHCARE INC COM 494580103 5,139 654,630 SH   DFND 2 0 654,630 0
KINDRED HEALTHCARE INC COM 494580103 10 1,275 SH   DFND 16 0 0 1,275
KINGFISHER PLC-SPONS ADR ADR 495724403 98 11,449 SH   DFND 2 0 0 11,449
KINGFISHER PLC-SPONS ADR ADR 495724403 8 878 SH   DFND 16 0 0 878
KINSALE CAPITAL GROUP INC COM 49714P108 1,391 40,903 SH   DFND 2 0 40,903 0
KIRBY CORP COM 497266106 11,994 180,350 SH   DFND 2 0 180,350 0
KIRBY CORP COM 497266106 36 535 SH   DFND 02,03 0 535 0
KIRBY CORP COM 497266106 249 3,743 SH   DFND 16 0 3,214 529
KIRKLAND'S INC COM 497498105 1,132 73,024 SH   DFND 2 0 73,024 0
KITE PHARMA INC COM 49803L109 4,026 89,770 SH   DFND 2 0 89,770 0
KITE PHARMA INC COM 49803L109 227 5,060 SH   DFND 16 0 0 5,060
KITE REALTY GROUP TRUST COM 49803T300 15,627 665,514 SH   DFND 2 0 665,514 0
KITE REALTY GROUP TRUST COM 49803T300 91 3,880 SH   DFND 16 0 0 3,880
KNOLL INC COM 498904200 4,084 146,179 SH   DFND 2 0 146,179 0
KNOLL INC COM 498904200 236 8,450 SH   DFND 16 0 0 8,450
KNIGHT TRANSPORTATION INC COM 499064103 13,790 417,265 SH   DFND 2 0 417,265 0
KNOWLES CORP COM 49926D109 3,810 228,009 SH   DFND 2 0 228,009 0
KNOWLES CORP COM 49926D109 5 312 SH   DFND 16 0 0 312
KNOWLES CORP CONV BND 49926DAA7 3,480 3,000,000 PRN   DFND 2 0 0 3,000,000
KOHLS CORP COM 500255104 119,937 2,428,829 SH   DFND 2 0 1,751,029 677,800
KOHLS CORP COM 500255104 99 1,997 SH   DFND 02,03 0 1,997 0
KOHLS CORP COM 500255104 921 18,665 SH   DFND 16 0 7,155 11,510
KOMATSU LTD -SPONS ADR ADR 500458401 433 19,080 SH   DFND 2 0 0 19,080
KOMATSU LTD -SPONS ADR ADR 500458401 1,139 50,254 SH   DFND 16 0 0 50,254
KONINKLIJKE AHOLD-SP ADR ADR 500467501 397 18,924 SH   DFND 2 0 0 18,924
KONINKLIJKE AHOLD-SP ADR ADR 500467501 1,164 55,473 SH   DFND 16 0 0 55,473
KONINKLIJKE PHILIPS NVR- NY COM 500472303 1,685 55,127 SH   DFND 2 0 0 55,127
KONINKLIJKE PHILIPS NVR- NY COM 500472303 9,518 310,385 SH   DFND 16 0 0 310,385
KOPIN CORP COM 500600101 860 302,719 SH   DFND 2 0 302,719 0
KOPPERS HOLDINGS INC COM 50060P106 6,116 151,783 SH   DFND 2 0 151,783 0
KOPPERS HOLDINGS INC COM 50060P106 12 300 SH   DFND 16 0 0 300
KOREA ELEC POWER CORP-SP ADR ADR 500631106 3,396 183,719 SH   DFND 2 0 0 183,719
KOREA ELEC POWER CORP-SP ADR ADR 500631106 184 9,952 SH   DFND 02,10 0 0 9,952
KOREA ELEC POWER CORP-SP ADR ADR 500631106 7,419 401,904 SH   DFND 10 0 0 401,904
KOREA ELEC POWER CORP-SP ADR ADR 500631106 220 11,902 SH   DFND 16 0 0 11,902
KORN/FERRY INTERNATIONAL COM 500643200 13,269 450,843 SH   DFND 2 0 450,843 0
KORN/FERRY INTERNATIONAL COM 500643200 54 1,851 SH   DFND 16 0 0 1,851
KRAFT HEINZ CO/THE COM 500754106 22,058 252,622 SH   DFND 2 0 252,622 0
KRAFT HEINZ CO/THE COM 500754106 589 6,741 SH   DFND 02,03 0 6,741 0
KRAFT HEINZ CO/THE COM 500754106 18,158 207,956 SH   DFND 16 0 74,465 133,491
KRATOS DEFENSE & SECURITY COM 50077B207 1,336 180,596 SH   DFND 2 0 180,596 0
KRATOS DEFENSE & SECURITY COM 50077B207 1 100 SH   DFND 16 0 0 100
KRATON CORP COM 50077C106 4,407 154,731 SH   DFND 2 0 154,731 0
KROGER CO COM 501044101 305,955 8,865,751 SH   DFND 2 0 8,222,817 642,934
KROGER CO COM 501044101 4,630 134,169 SH   DFND 02,03 0 134,169 0
KROGER CO COM 501044101 23,236 672,619 SH   DFND 16 0 48,681 623,938
KRONOS WORLDWIDE INC COM 50105F105 78 6,565 SH   DFND 2 0 6,565 0
KRONOS WORLDWIDE INC COM 50105F105 59 4,962 SH   DFND 16 0 0 4,962
KULICKE & SOFFA INDUSTRIES COM 501242101 37,966 2,380,269 SH   DFND 2 0 2,221,269 159,000
KULICKE & SOFFA INDUSTRIES COM 501242101 10 655 SH   DFND 16 0 0 655
KWIKWEB.COM INC COM 501526107 0 21,885 SH   DFND 16 0 0 21,885
L BRANDS INC COM 501797104 16,794 255,076 SH   DFND 2 0 255,076 0
L BRANDS INC COM 501797104 179 2,715 SH   DFND 02,03 0 2,715 0
L BRANDS INC COM 501797104 93,557 1,420,978 SH   DFND 10 0 1,420,978 0
L BRANDS INC COM 501797104 2,995 45,519 SH   DFND 16 0 29,552 15,967
LCNB CORPORATION COM 50181P100 282 12,115 SH   DFND 16 0 0 12,115
LHC GROUP INC COM 50187A107 21,077 461,184 SH   DFND 2 0 412,784 48,400
LGI HOMES INC COM 50187T106 2,435 84,760 SH   DFND 2 0 84,760 0
LKQ CORP COM 501889208 3,059 99,768 SH   DFND 2 0 99,768 0
LKQ CORP COM 501889208 107 3,480 SH   DFND 02,03 0 3,480 0
LKQ CORP COM 501889208 1,997 65,148 SH   DFND 10 0 65,148 0
LKQ CORP COM 501889208 571 18,622 SH   DFND 16 0 1,281 17,341
DREW INDUSTRIES INC COM 50189K103 30,376 281,922 SH   DFND 2 0 281,922 0
L'OREAL-UNSPONSORED ADR ADR 502117203 664 18,243 SH   DFND 2 0 0 18,243
L'OREAL-UNSPONSORED ADR ADR 502117203 414 11,365 SH   DFND 16 0 0 11,365
LSB INDUSTRIES INC COM 502160104 3,908 464,073 SH   DFND 2 0 464,073 0
LTC PROPERTIES INC COM 502175102 9,306 198,080 SH   DFND 2 0 198,080 0
LTC PROPERTIES INC COM 502175102 5,667 120,723 SH   DFND 16 0 0 120,723
LSC COMMUNICATIONS INC COM 50218P107 3,950 133,067 SH   DFND 2 0 133,067 0
LSC COMMUNICATIONS INC COM 50218P107 7 226 SH   DFND 16 0 4 222
L-3 COMMUNICATIONS HOLDINGS COM 502424104 99,119 651,632 SH   DFND 2 0 651,632 0
L-3 COMMUNICATIONS HOLDINGS COM 502424104 133 875 SH   DFND 02,03 0 875 0
L-3 COMMUNICATIONS HOLDINGS COM 502424104 636 4,180 SH   DFND 16 0 1,779 2,401
LVMH MOET HENNESSY-UNSP ADR ADR 502441306 1,261 33,192 SH   DFND 2 0 0 33,192
LVMH MOET HENNESSY-UNSP ADR ADR 502441306 124 3,260 SH   DFND 16 0 0 3,260
LA QUINTA HOLDINGS INC COM 50420D108 3,219 226,530 SH   DFND 2 0 226,530 0
LA QUINTA HOLDINGS INC COM 50420D108 24 1,100 SH   DFND 16 0 0 1,100
LA-Z-BOY INC COM 505336107 11,452 368,881 SH   DFND 2 0 368,881 0
LA-Z-BOY INC COM 505336107 5 148 SH   DFND 16 0 0 148
LAACO LTD-UNITS OF LTD PRTNS COM 505346106 210 99 SH   DFND 16 0 0 99
LABORATORY CRP OF AMER HLDGS COM 50540R409 36,493 284,264 SH   DFND 2 0 283,409 855
LABORATORY CRP OF AMER HLDGS COM 50540R409 150 1,169 SH   DFND 02,03 0 1,169 0
LABORATORY CRP OF AMER HLDGS COM 50540R409 1,385 10,804 SH   DFND 16 0 6,981 3,823
LABOR SMART INC COM 50541A108 0 125,000 SH   DFND 16 0 0 125,000
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LTS 8 PRF 50575Q201 433 18,083 SH   DFND 16 0 0 18,083
LAFARGEHOLCIM LTD-UNSP ADR ADR 50586V108 311 29,610 SH   DFND 2 0 0 29,610
LAFARGEHOLCIM LTD-UNSP ADR ADR 50586V108 2 178 SH   DFND 16 0 0 178
LAKELAND FINANCIAL CORP COM 511656100 8,368 176,691 SH   DFND 2 0 176,691 0
LAM RESEARCH CORP COM 512807108 893,270 8,448,385 SH   DFND 2 0 8,381,072 67,313
LAM RESEARCH CORP COM 512807108 353 3,344 SH   DFND 02,03 0 3,344 0
LAM RESEARCH CORP COM 512807108 124,146 1,174,183 SH   DFND 10 0 1,162,621 11,562
LAM RESEARCH CORP COM 512807108 2,846 26,918 SH   DFND 16 0 10,194 16,724
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LAMAR ADVERTISING CO-A COM 512816109 25 368 SH   DFND 02,03 0 368 0
LAMAR ADVERTISING CO-A COM 512816109 3,327 49,573 SH   DFND 16 0 35,770 13,803
LAMB WESTON HOLDINGS INC COM 513272104 14,037 370,859 SH   DFND 2 0 370,106 753
LAMB WESTON HOLDINGS INC COM 513272104 300 7,932 SH   DFND 16 0 5 7,927
LANCASTER COLONY CORP COM 513847103 9,219 65,194 SH   DFND 2 0 65,194 0
LANCASTER COLONY CORP COM 513847103 78 552 SH   DFND 16 0 0 552
LANDAUER INC COM 51476K103 2,304 47,901 SH   DFND 2 0 47,901 0
LANDSTAR SYSTEM INC COM 515098101 24,570 288,037 SH   DFND 2 0 288,037 0
LANDSTAR SYSTEM INC COM 515098101 69 808 SH   DFND 16 0 0 808
LANNETT CO INC COM 516012101 15,109 685,197 SH   DFND 2 0 685,197 0
LANNETT CO INC COM 516012101 26 1,190 SH   DFND 16 0 0 1,190
LAS VEGAS SANDS CORP COM 517834107 23,199 434,346 SH   DFND 2 0 434,346 0
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LASALLE HOTEL PROPERTIES COM 517942108 35,774 1,173,850 SH   DFND 2 0 1,105,450 68,400
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LATTICE SEMICONDUCTOR CORP COM 518415104 144,939 19,692,765 SH   DFND 2 0 19,508,843 183,922
LATTICE SEMICONDUCTOR CORP COM 518415104 420 57,080 SH   DFND 16 0 0 57,080
ESTEE LAUDER COMPANIES-CL A COM 518439104 13,961 182,533 SH   DFND 2 0 182,533 0
ESTEE LAUDER COMPANIES-CL A COM 518439104 192 2,510 SH   DFND 02,03 0 2,510 0
ESTEE LAUDER COMPANIES-CL A COM 518439104 6,939 90,718 SH   DFND 02,10 0 90,718 0
ESTEE LAUDER COMPANIES-CL A COM 518439104 32,848 429,410 SH   DFND 10 0 429,410 0
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LEAR CORP COM 521865204 16,269 122,908 SH   DFND 2 0 122,908 0
LEAR CORP COM 521865204 706 5,337 SH   DFND 16 0 1,763 3,575
LEGGETT & PLATT INC COM 524660107 2,039 41,594 SH   DFND 2 0 41,594 0
LEGGETT & PLATT INC COM 524660107 74 1,513 SH   DFND 02,03 0 1,513 0
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LEGG MASON LO VOL HI DIV ETF COM 52468L406 9,241 323,555 SH   DFND 16 0 0 323,555
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LEGG MASON INC COM 524901105 8,166 272,745 SH   DFND 2 0 272,745 0
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LM 6 3/8 03/15/56 PRF 524901501 409 16,300 SH   DFND 16 0 0 16,300
LEIDOS HOLDINGS INC COM 525327102 193,928 3,792,093 SH   DFND 2 0 3,789,068 3,025
LEIDOS HOLDINGS INC COM 525327102 257 5,025 SH   DFND 02,03 0 5,025 0
LEIDOS HOLDINGS INC COM 525327102 122,490 2,395,179 SH   DFND 10 0 2,395,179 0
LEIDOS HOLDINGS INC COM 525327102 697 13,692 SH   DFND 16 0 5,687 8,005
LEMAITRE VASCULAR INC COM 525558201 3,348 132,122 SH   DFND 2 0 132,122 0
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LENDINGCLUB CORP COM 52603A109 48 9,155 SH   DFND 2 0 9,155 0
LENDINGCLUB CORP COM 52603A109 25 4,705 SH   DFND 16 0 0 4,705
LENDINGTREE INC COM 52603B107 10,334 101,965 SH   DFND 2 0 101,965 0
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LENNAR CORP-A COM 526057104 1,241 28,904 SH   DFND 16 0 18,188 10,716
LENNOX INTERNATIONAL INC COM 526107107 15,659 102,219 SH   DFND 2 0 102,219 0
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LENNOX INTERNATIONAL INC COM 526107107 48 309 SH   DFND 16 0 245 64
FINMECCANICA SPA-UNSPN ADR ADR 52660W101 124 17,699 SH   DFND 2 0 0 17,699
LEUCADIA NATIONAL CORP COM 527288104 5,876 252,657 SH   DFND 2 0 252,657 0
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LEVEL 3 COMMUNICATIONS INC COM 52729N308 9,597 170,292 SH   DFND 2 0 170,292 0
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LIBERTY PROPERTY TRUST COM 531172104 356 9,012 SH   DFND 16 0 2,463 6,549
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LIBERTY MEDIA COR-SIRIUSXM A COM 531229409 317 9,208 SH   DFND 16 0 7,661 1,547
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LIBERTY MEDIA COR-SIRIUSXM C COM 531229607 1,547 45,605 SH   DFND 16 0 0 45,605
LIBERTY MEDIA CORP-MEDIA C COM 531229854 336 10,737 SH   DFND 2 0 0 10,737
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LIFEPOINT HEALTH INC COM 53219L109 6,022 106,013 SH   DFND 2 0 106,013 0
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LIGAND PHARMACEUTICALS COM 53220K504 42,447 417,743 SH   DFND 2 0 417,743 0
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LIFETIME BRANDS INC COM 53222Q103 4,168 234,830 SH   DFND 2 0 234,830 0
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LIFELOCK INC COM 53224V100 22,450 938,550 SH   DFND 2 0 925,773 12,777
LIFELOCK INC COM 53224V100 16 654 SH   DFND 16 0 0 654
ELI LILLY & CO COM 532457108 117,218 1,593,753 SH   DFND 2 0 1,592,298 1,455
ELI LILLY & CO COM 532457108 836 11,363 SH   DFND 02,03 0 11,363 0
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LINCOLN NATIONAL CORP COM 534187109 96,438 1,455,214 SH   DFND 2 0 1,451,664 3,550
LINCOLN NATIONAL CORP COM 534187109 590 8,909 SH   DFND 02,03 0 8,909 0
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LINCOLN NATIONAL CORP COM 534187109 422 6,368 SH   DFND 16 0 0 6,368
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LINDSAY CORP COM 535555106 4,029 54,003 SH   DFND 2 0 54,003 0
LINDSAY CORP COM 535555106 73 1,482 SH   DFND 16 0 1,252 230
LINEAR TECHNOLOGY CORP COM 535678106 5,494 88,103 SH   DFND 2 0 88,103 0
LINEAR TECHNOLOGY CORP COM 535678106 170 2,721 SH   DFND 02,03 0 2,721 0
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LINN CO LLC COM 535782106 0 1 SH   DFND 2 0 1 0
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LIONBRIDGE TECHNOLOGIES INC COM 536252109 8 1,370 SH   DFND 2 0 1,370 0
LIONBRIDGE TECHNOLOGIES INC COM 536252109 245 42,257 SH   DFND 16 0 0 42,257
LIPOCINE INC COM 53630X104 243 66,000 SH   DFND 16 0 0 66,000
LIQUIDITY SERVICES INC COM 53635B107 1,184 121,410 SH   DFND 2 0 121,410 0
LITHIA MOTORS INC-CL A COM 536797103 15,066 155,585 SH   DFND 2 0 155,585 0
LITHIA MOTORS INC-CL A COM 536797103 921 9,517 SH   DFND 16 0 6,990 2,527
LITTELFUSE INC COM 537008104 10,943 72,105 SH   DFND 2 0 72,105 0
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LIVEPERSON INC COM 538146101 2,015 266,867 SH   DFND 2 0 266,867 0
LIVEPERSON INC COM 538146101 2 300 SH   DFND 16 0 0 300
LLOYDS BANKING GROUP PLC-ADR ADR 539439109 974 313,973 SH   DFND 2 0 0 313,973
LLOYDS BANKING GROUP PLC-ADR ADR 539439109 536 173,528 SH   DFND 16 0 0 173,528
LOCKHEED MARTIN CORP COM 539830109 601,557 2,406,840 SH   DFND 2 0 2,070,335 336,505
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LOGMEIN INC COM 54142L109 20,195 209,172 SH   DFND 2 0 209,172 0
LOGMEIN INC COM 54142L109 71 737 SH   DFND 16 0 0 737
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LOWE'S COS INC COM 548661107 712,678 10,020,758 SH   DFND 2 0 9,126,472 894,286
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LOWE'S COS INC COM 548661107 6,975 98,078 SH   DFND 16 0 27,460 70,618
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LYDALL INC COM 550819106 16,329 264,044 SH   DFND 2 0 264,044 0
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WILLIAM LYON HOMES-CL A COM 552074700 27,474 1,443,711 SH   DFND 2 0 691,756 60,200
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MBIA INC COM 55262C100 29,546 2,761,286 SH   DFND 2 0 2,552,286 209,000
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MB FINANCIAL INC COM 55264U108 34,890 738,718 SH   DFND 2 0 679,518 59,200
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MDU RESOURCES GROUP INC COM 552690109 14,419 501,164 SH   DFND 2 0 501,164 0
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MFA FINANCIAL INC COM 55272X102 3,576 468,544 SH   DFND 2 0 468,544 0
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MCBC HOLDINGS INC COM 55276F107 1,089 74,709 SH   DFND 2 0 74,709 0
MF GLOBAL HOLDINGS LTD COM 55277J108 0 100,000 SH   DFND 16 0 0 100,000
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MGM RESORTS INTERNATIONAL COM 552953101 459 15,916 SH   DFND 16 0 8,108 7,808
MGP INGREDIENTS INC COM 55303J106 4,158 83,195 SH   DFND 2 0 83,195 0
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M/I HOMES INC COM 55305B101 3,233 128,411 SH   DFND 2 0 128,411 0
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MPLX LP LP 55336V100 1,582 45,706 SH   DFND 2 0 45,706 0
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MRC GLOBAL INC COM 55345K103 2,051 101,238 SH   DFND 2 0 101,238 0
MRC GLOBAL INC COM 55345K103 334 16,473 SH   DFND 16 0 0 16,473
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MS&AD INSURANCE-UNSPONS ADR ADR 553491101 10 657 SH   DFND 16 0 0 657
MSA SAFETY INC COM 553498106 5,720 82,508 SH   DFND 2 0 82,508 0
MSC INDUSTRIAL DIRECT CO-A COM 553530106 17,098 185,059 SH   DFND 2 0 184,759 300
MSC INDUSTRIAL DIRECT CO-A COM 553530106 49 535 SH   DFND 16 0 175 360
MSCI INC COM 55354G100 46,729 593,150 SH   DFND 2 0 593,150 0
MSCI INC COM 55354G100 57 722 SH   DFND 16 0 0 722
MSGI SECURITY SOLUTIONS INC COM 553570102 0 76,000 SH   DFND 16 0 0 76,000
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MSG NETWORKS INC- A COM 553573106 482 22,470 SH   DFND 16 0 21,414 1,056
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MACERICH CO/THE COM 554382101 982 13,864 SH   DFND 16 0 13,154 710
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MACQUARIE INFRASTRUCTURE COR COM 55608B105 16,903 206,905 SH   DFND 2 0 206,905 0
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MACY'S INC COM 55616P104 54,040 1,508,598 SH   DFND 2 0 1,505,973 2,625
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MACY'S INC COM 55616P104 1,666 46,511 SH   DFND 16 0 15,015 31,496
STEVEN MADDEN LTD COM 556269108 13,938 389,888 SH   DFND 2 0 389,888 0
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MADISON SQUARE GARDEN CO- A COM 55825T103 564 3,290 SH   DFND 16 0 2,589 701
MAGELLAN HEALTH INC COM 559079207 18,047 239,851 SH   DFND 2 0 239,851 0
MAGELLAN MIDSTREAM PARTNERS LP 559080106 30 400 SH   DFND 2 0 400 0
MAGELLAN MIDSTREAM PARTNERS LP 559080106 11,195 148,083 SH   DFND 16 0 44,591 103,492
MAGNA INTERNATIONAL INC COM 559222401 29,744 685,334 SH   DFND 2 0 685,334 0
MAGNA INTERNATIONAL INC COM 559222401 80,033 1,843,688 SH   DFND 10 0 1,814,486 29,202
MAGNA INTERNATIONAL INC COM 559222401 720 16,584 SH   DFND 16 0 4,471 12,113
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MAIL.RU GROUP-GDR REGS GDR 560317208 1,810 98,617 SH   DFND 02,10 0 98,617 0
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MAIN STREET CAPITAL CORP COM 56035L104 602 16,384 SH   DFND 16 0 0 16,384
MAKITA CORP-SPONS ADR ADR 560877300 65 971 SH   DFND 2 0 0 971
MAKITA CORP-SPONS ADR ADR 560877300 2,061 30,814 SH   DFND 16 0 0 30,814
MALIBU BOATS INC - A COM 56117J100 5,452 285,816 SH   DFND 2 0 285,816 0
METUSA 5 3/4 06/03/19 CONV PRF 56262P109 11,143 102,000 SH   DFND 2 0 0 102,000
MANHATTAN ASSOCIATES INC COM 562750109 12,351 232,906 SH   DFND 2 0 232,906 0
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MANITOWOC FOODSERVICE INC COM 563568104 1,439 74,473 SH   DFND 16 0 68,577 5,896
MANITOWOC COMPANY INC COM 563571108 45 7,521 SH   DFND 2 0 7,521 0
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MANPOWERGROUP INC COM 56418H100 25,046 281,837 SH   DFND 2 0 281,337 500
MANPOWERGROUP INC COM 56418H100 216 2,436 SH   DFND 16 0 778 1,658
MANTECH INTERNATIONAL CORP-A COM 564563104 13,063 309,184 SH   DFND 2 0 309,184 0
MANTECH INTERNATIONAL CORP-A COM 564563104 89 2,110 SH   DFND 16 0 1,921 189
MANULIFE FINANCIAL CORP COM 56501R106 2,433 136,544 SH   DFND 2 0 136,544 0
MANULIFE FINANCIAL CORP COM 56501R106 597 33,497 SH   DFND 16 0 10,889 22,608
MARATHON OIL CORP COM 565849106 53,662 3,100,024 SH   DFND 2 0 2,594,887 505,137
MARATHON OIL CORP COM 565849106 166 9,576 SH   DFND 02,03 0 9,576 0
MARATHON OIL CORP COM 565849106 3,090 178,528 SH   DFND 10 0 178,528 0
MARATHON OIL CORP COM 565849106 3,458 199,813 SH   DFND 16 0 109,596 90,217
MARATHON PETROLEUM CORP COM 56585A102 157,817 3,134,363 SH   DFND 2 0 2,848,620 285,743
MARATHON PETROLEUM CORP COM 56585A102 604 11,995 SH   DFND 02,03 0 11,995 0
MARATHON PETROLEUM CORP COM 56585A102 3,944 78,831 SH   DFND 16 0 10,916 67,915
MARCHEX INC-CLASS B COM 56624R108 885 333,830 SH   DFND 2 0 333,830 0
MARCUS & MILLICHAP INC COM 566324109 1,070 40,036 SH   DFND 2 0 40,036 0
MARCUS & MILLICHAP INC COM 566324109 231 8,647 SH   DFND 16 0 8,210 437
MARCUS CORPORATION COM 566330106 5,469 173,613 SH   DFND 2 0 173,613 0
MARCUS CORPORATION COM 566330106 120 3,804 SH   DFND 16 0 0 3,804
MARINEMAX INC COM 567908108 2,421 125,098 SH   DFND 2 0 125,098 0
MARINEMAX INC COM 567908108 2 107 SH   DFND 16 0 0 107
MARINE HARVEST ASA- SPON ADR ADR 56824R205 217 11,965 SH   DFND 2 0 0 11,965
MARINE HARVEST ASA- SPON ADR ADR 56824R205 3 168 SH   DFND 16 0 0 168
DAYCO LLC COM 570388108 283 9,586 SH   DFND 02,04 0 0 9,586
MARKEL CORP COM 570535104 7,863 8,693 SH   DFND 2 0 8,693 0
MARKEL CORP COM 570535104 2,689 2,973 SH   DFND 16 0 785 2,188
MARKETAXESS HOLDINGS INC COM 57060D108 26,108 177,709 SH   DFND 2 0 177,709 0
MARKETAXESS HOLDINGS INC COM 57060D108 718 4,884 SH   DFND 16 0 74 4,810
MARKS & SPENCER PLC-ADR ADR 570912105 135 15,760 SH   DFND 2 0 0 15,760
MARKS & SPENCER PLC-ADR ADR 570912105 9 1,102 SH   DFND 16 0 0 1,102
MARRIOTT VACATIONS WORLD COM 57164Y107 10,942 128,943 SH   DFND 2 0 128,943 0
MARRIOTT VACATIONS WORLD COM 57164Y107 83 975 SH   DFND 16 0 0 975
MARSH & MCLENNAN COS COM 571748102 357,160 5,284,219 SH   DFND 2 0 5,024,853 259,366
MARSH & MCLENNAN COS COM 571748102 491 7,256 SH   DFND 02,03 0 7,256 0
MARSH & MCLENNAN COS COM 571748102 37,727 558,165 SH   DFND 10 0 558,165 0
MARSH & MCLENNAN COS COM 571748102 2,326 34,452 SH   DFND 16 0 25,692 8,760
MARRIOTT INTERNATIONAL -CL A COM 571903202 190,378 2,302,592 SH   DFND 2 0 21,850,260 117,566
MARRIOTT INTERNATIONAL -CL A COM 571903202 2,160 26,126 SH   DFND 02,03 0 261,260 0
MARRIOTT INTERNATIONAL -CL A COM 571903202 2,008 24,292 SH   DFND 16 0 77,776 16,515
MARTEN TRANSPORT LTD COM 573075108 2,697 115,755 SH   DFND 2 0 115,755 0
MARTEN TRANSPORT LTD COM 573075108 86 3,705 SH   DFND 16 0 0 3,705
MARTIN MARIETTA MATERIALS COM 573284106 45,749 206,520 SH   DFND 2 0 205,974 546
MARTIN MARIETTA MATERIALS COM 573284106 323 1,462 SH   DFND 02,03 0 1,462 0
MARTIN MARIETTA MATERIALS COM 573284106 919 4,147 SH   DFND 16 0 0 4,147
MARTIN MIDSTREAM PARTNERS LP LP 573331105 225 12,260 SH   DFND 16 0 0 12,260
MASCO CORP COM 574599106 6,366 201,353 SH   DFND 2 0 201,353 0
MASCO CORP COM 574599106 117 3,711 SH   DFND 02,03 0 3,711 0
MASCO CORP COM 574599106 47,597 1,505,309 SH   DFND 10 0 1,475,343 29,966
MASCO CORP COM 574599106 1,679 53,076 SH   DFND 16 0 23,722 29,354
MASIMO CORP COM 574795100 28,064 416,385 SH   DFND 2 0 416,385 0
MASIMO CORP COM 574795100 501 7,449 SH   DFND 16 0 6,731 718
MASONITE INTERNATIONAL CORP COM 575385109 4,745 72,118 SH   DFND 2 0 72,118 0
MASONITE INTERNATIONAL CORP COM 575385109 10 150 SH   DFND 16 0 0 150
MASTEC INC COM 576323109 39,350 1,028,784 SH   DFND 2 0 951,784 77,000
MASTEC INC COM 576323109 71 1,863 SH   DFND 16 0 0 1,863
MASTERCARD INC - A COM 57636Q104 821,045 7,952,049 SH   DFND 2 0 6,734,998 1,217,051
MASTERCARD INC - A COM 57636Q104 5,791 56,092 SH   DFND 02,03 0 56,092 0
MASTERCARD INC - A COM 57636Q104 16,899 163,675 SH   DFND 02,10 0 163,675 0
MASTERCARD INC - A COM 57636Q104 131,465 1,272,926 SH   DFND 10 0 1,260,903 12,023
MASTERCARD INC - A COM 57636Q104 13,645 132,131 SH   DFND 16 0 48,796 83,335
MATADOR RESOURCES CO COM 576485205 5,030 195,239 SH   DFND 2 0 195,239 0
MATADOR RESOURCES CO COM 576485205 10 410 SH   DFND 16 0 10 400
MATCH GROUP INC COM 57665R106 9,051 529,321 SH   DFND 2 0 529,321 0
MATCH GROUP INC COM 57665R106 14 840 SH   DFND 16 0 0 840
MATERION CORP COM 576690101 22,867 577,466 SH   DFND 2 0 539,466 38,000
MATERION CORP COM 576690101 29 735 SH   DFND 16 0 0 735
MATRIX SERVICE CO COM 576853105 3,006 132,396 SH   DFND 2 0 132,396 0
MATRIX SERVICE CO COM 576853105 20 877 SH   DFND 16 0 0 877
MATSON INC COM 57686G105 12,643 357,262 SH   DFND 2 0 357,262 0
MATSON INC COM 57686G105 2 60 SH   DFND 16 0 0 60
MATTEL INC COM 577081102 86,128 3,126,236 SH   DFND 2 0 3,126,236 0
MATTEL INC COM 577081102 175 6,349 SH   DFND 02,03 0 6,349 0
MATTEL INC COM 577081102 2,168 78,680 SH   DFND 10 0 78,680 0
MATTEL INC COM 577081102 2,572 93,303 SH   DFND 16 0 48,645 44,658
MATTHEWS INTL CORP-CLASS A COM 577128101 12,495 162,590 SH   DFND 2 0 162,590 0
MATTHEWS INTL CORP-CLASS A COM 577128101 15 200 SH   DFND 16 0 0 200
MAXIM INTEGRATED PRODUCTS COM 57772K101 229,075 5,939,163 SH   DFND 2 0 5,885,324 53,839
MAXIM INTEGRATED PRODUCTS COM 57772K101 62,259 1,614,199 SH   DFND 10 0 1,614,199 0
MAXIM INTEGRATED PRODUCTS COM 57772K101 106,549 2,774,894 SH   DFND 16 0 43 2,774,851
MAXLINEAR INC-CLASS A COM 57776J100 1,650 75,665 SH   DFND 2 0 75,665 0
MAXLINEAR INC-CLASS A COM 57776J100 275 12,608 SH   DFND 16 0 0 12,608
MAXIMUS INC COM 577933104 17,912 321,060 SH   DFND 2 0 321,060 0
MAXIMUS INC COM 577933104 4,127 74,018 SH   DFND 16 0 72,887 1,131
MAZDA MOTOR CORP-UNSPON ADR ADR 578787103 306 37,580 SH   DFND 2 0 0 37,580
MAZDA MOTOR CORP-UNSPON ADR ADR 578787103 231 28,355 SH   DFND 16 0 0 28,355
MCCORMICK & CO-NON VTG SHRS COM 579780206 3,438 36,771 SH   DFND 2 0 0 36,771
MCCORMICK & CO-NON VTG SHRS COM 579780206 121 1,292 SH   DFND 02,03 0 0 1,292
MCCORMICK & CO-NON VTG SHRS COM 579780206 2,312 24,781 SH   DFND 16 0 0 24,781
MCDERMOTT INTL INC COM 580037109 1,328 179,699 SH   DFND 2 0 179,699 0
MCDERMOTT INTL INC COM 580037109 56 7,572 SH   DFND 16 0 0 7,572
MCDONALD'S CORP COM 580135101 442,540 3,635,719 SH   DFND 2 0 3,451,124 184,595
MCDONALD'S CORP COM 580135101 5,291 43,473 SH   DFND 02,03 0 43,473 0
MCDONALD'S CORP COM 580135101 52,758 433,377 SH   DFND 10 0 433,377 0
MCDONALD'S CORP COM 580135101 30,804 253,065 SH   DFND 16 0 139,013 114,052
MCEWEN MINING INC COM 58039P107 45 15,525 SH   DFND 2 0 15,525 0
MCGRATH RENTCORP COM 580589109 1,380 35,213 SH   DFND 2 0 35,213 0
MCKESSON CORP COM 58155Q103 51,831 368,974 SH   DFND 2 0 262,174 106,800
MCKESSON CORP COM 58155Q103 360 2,560 SH   DFND 02,03 0 2,560 0
MCKESSON CORP COM 58155Q103 11,161 79,513 SH   DFND 16 0 28,019 51,494
MEAD JOHNSON NUTRITION CO COM 582839106 14,692 207,562 SH   DFND 2 0 207,562 0
MEAD JOHNSON NUTRITION CO COM 582839106 148 2,088 SH   DFND 02,03 0 2,088 0
MEAD JOHNSON NUTRITION CO COM 582839106 1,489 21,060 SH   DFND 16 0 14,223 6,837
MEDALLION FINANCIAL CORP COM 583928106 2 600 SH   DFND 2 0 600 0
MEDALLION FINANCIAL CORP COM 583928106 39 12,997 SH   DFND 16 0 0 12,997
MEDICAL PROPERTIES TRUST INC COM 58463J304 11,278 916,686 SH   DFND 2 0 916,686 0
MEDICAL PROPERTIES TRUST INC COM 58463J304 241 19,630 SH   DFND 16 0 4,746 14,884
MEDICINES COMPANY COM 584688105 11,992 353,340 SH   DFND 2 0 353,340 0
MEDICINES COMPANY COM 584688105 6 191 SH   DFND 16 0 0 191
MEDICINES CO CONV BND 584688AF2 10,580 11,000,000 PRN   DFND 2 0 0 11,000,000
MEDIFAST INC COM 58470H101 2,849 68,449 SH   DFND 2 0 68,449 0
MEDIDATA SOLUTIONS INC COM 58471A105 18,404 370,548 SH   DFND 2 0 370,548 0
MEDIDATA SOLUTIONS INC COM 58471A105 16 325 SH   DFND 16 0 0 325
MEDISYS TECHNOLOGIES INC COM 584953103 0 44,000 SH   DFND 16 0 0 44,000
MEDNAX INC COM 58502B106 24,897 373,500 SH   DFND 2 0 373,500 0
MEDNAX INC COM 58502B106 4,175 62,614 SH   DFND 10 0 62,614 0
MEDNAX INC COM 58502B106 376 5,652 SH   DFND 16 0 4,610 1,042
MEDLEY CAPITAL CORP COM 58503F106 317 42,308 SH   DFND 16 0 835 41,473
MELCO CROWN ENTERTAINME-ADR ADR 585464100 5,237 329,410 SH   DFND 2 0 0 329,410
MELCO CROWN ENTERTAINME-ADR ADR 585464100 117 7,054 SH   DFND 16 0 0 7,054
MENTOR GRAPHICS CORP COM 587200106 33,745 914,748 SH   DFND 2 0 913,348 1,400
MENTOR GRAPHICS CORP COM 587200106 163 4,437 SH   DFND 16 0 3,965 472
MENTOR GRAPHICS CORP OPT 587200106 4 100 SH Put DFND 2 0 100 0
MERCADOLIBRE INC COM 58733R102 255,484 1,636,230 SH   DFND 2 0 1,414,622 221,608
MERCADOLIBRE INC COM 58733R102 6,737 43,145 SH   DFND 02,03 0 43,145 0
MERCADOLIBRE INC COM 58733R102 2,530 16,203 SH   DFND 02,10 0 16,203 0
MERCADOLIBRE INC COM 58733R102 908 5,815 SH   DFND 16 0 5,546 269
MERCK & CO. INC. COM 58933Y105 1,117,765 18,983,382 SH   DFND 2 0 17,034,631 1,948,751
MERCK & CO. INC. COM 58933Y105 2,130 36,190 SH   DFND 02,03 0 36,190 0
MERCK & CO. INC. COM 58933Y105 49,757 845,187 SH   DFND 10 0 845,187 0
MERCK & CO. INC. COM 58933Y105 150,228 2,562,134 SH   DFND 16 0 322,734 2,239,400
MERCURY SYSTEMS INC COM 589378108 10,871 359,742 SH   DFND 2 0 359,742 0
MERCURY GENERAL CORP COM 589400100 5,670 94,187 SH   DFND 2 0 94,187 0
MERCURY GENERAL CORP COM 589400100 164 2,719 SH   DFND 16 0 0 2,719
MEREDITH CORP COM 589433101 6,089 102,929 SH   DFND 2 0 102,929 0
MEREDITH CORP COM 589433101 280 4,736 SH   DFND 16 0 0 4,736
MERIDIAN BIOSCIENCE INC COM 589584101 3,835 216,663 SH   DFND 2 0 216,663 0
MERIDIAN BIOSCIENCE INC COM 589584101 214 12,268 SH   DFND 16 0 0 12,268
MERIDIAN BANCORP INC COM 58958U103 299 15,792 SH   DFND 2 0 15,792 0
MERIDIAN BANCORP INC COM 58958U103 47 2,500 SH   DFND 16 0 0 2,500
MERIT MEDICAL SYSTEMS INC COM 589889104 39,717 1,498,752 SH   DFND 2 0 1,409,952 88,800
MERIT MEDICAL SYSTEMS INC COM 589889104 43 1,625 SH   DFND 16 0 0 1,625
MERITAGE HOMES CORP COM 59001A102 6,927 199,057 SH   DFND 2 0 199,057 0
MERITAGE HOMES CORP COM 59001A102 62 1,775 SH   DFND 16 0 1,523 252
BAC 6.45 12/15/66 PRF 590199204 278 11,051 SH   DFND 16 0 0 11,051
MERRIMACK PHARMACEUTICALS INC CONV BND 590328AA8 3,088 3,320,000 PRN   DFND 2 0 0 3,320,000
MESA LABORATORIES INC COM 59064R109 5,969 48,622 SH   DFND 2 0 48,622 0
MESA LABORATORIES INC COM 59064R109 197 1,601 SH   DFND 16 0 0 1,601
META FINANCIAL GROUP INC COM 59100U108 2,570 24,974 SH   DFND 2 0 24,974 0
METHANEX CORP COM 59151K108 1,868 42,660 SH   DFND 2 0 42,660 0
METHANEX CORP COM 59151K108 3,426 78,217 SH   DFND 10 0 78,217 0
METHANEX CORP COM 59151K108 485 11,082 SH   DFND 16 0 3,024 8,058
METHODE ELECTRONICS INC COM 591520200 14,675 354,889 SH   DFND 2 0 354,889 0
METHODE ELECTRONICS INC COM 591520200 4 100 SH   DFND 16 0 0 100
METLIFE INC COM 59156R108 329,751 6,118,996 SH   DFND 2 0 5,573,246 545,750
METLIFE INC COM 59156R108 669 12,419 SH   DFND 02,03 0 12,419 0
METLIFE INC COM 59156R108 106,844 1,982,626 SH   DFND 10 0 1,982,626 0
METLIFE INC COM 59156R108 148,006 2,729,775 SH   DFND 16 0 105,817 2,623,958
MET 4 PRF 59156R504 2,791 119,889 SH   DFND 16 0 0 119,889
METTLER-TOLEDO INTERNATIONAL COM 592688105 19,966 47,701 SH   DFND 2 0 47,508 193
METTLER-TOLEDO INTERNATIONAL COM 592688105 159 378 SH   DFND 02,03 0 378 0
METTLER-TOLEDO INTERNATIONAL COM 592688105 2,289 5,466 SH   DFND 10 0 5,466 0
METTLER-TOLEDO INTERNATIONAL COM 592688105 71 170 SH   DFND 16 0 0 170
MFS HIGH INCOME MUNICIPAL TR COM 59318D104 397 81,035 SH   DFND 16 0 0 81,035
MFS INTERMEDIATE HIGH INC FN COM 59318T109 47 18,354 SH   DFND 16 0 0 18,354
MICHAELS COS INC/THE COM 59408Q106 105,771 5,172,198 SH   DFND 2 0 4,820,115 352,083
MICHAELS COS INC/THE COM 59408Q106 1,363 66,659 SH   DFND 02,03 0 66,659 0
MICHAELS COS INC/THE COM 59408Q106 2 57 SH   DFND 16 0 26 31
MICHELIN (CGDE)-UNSPON ADR ADR 59410T106 222 9,983 SH   DFND 2 0 0 9,983
MICHELIN (CGDE)-UNSPON ADR ADR 59410T106 12 559 SH   DFND 16 0 0 559
MICROSOFT CORP COM 594918104 2,888,646 46,486,013 SH   DFND 2 0 43,005,661 3,480,352
MICROSOFT CORP COM 594918104 15,825 254,659 SH   DFND 02,03 0 254,659 0
MICROSOFT CORP COM 594918104 9,604 154,552 SH   DFND 02,10 0 154,552 0
MICROSOFT CORP COM 594918104 387,562 6,236,921 SH   DFND 10 0 6,168,986 67,935
MICROSOFT CORP COM 594918104 243,641 3,909,973 SH   DFND 16 0 413,606 3,496,366
MICRO-ASI INC/TX COM 594961104 0 20,000 SH   DFND 16 0 0 20,000
MICROSTRATEGY INC-CL A COM 594972408 18,259 92,504 SH   DFND 2 0 92,504 0
MICROSTRATEGY INC-CL A COM 594972408 341 1,734 SH   DFND 16 0 1,652 82
MICROCHIP TECHNOLOGY INC COM 595017104 11,699 182,344 SH   DFND 2 0 182,344 0
MICROCHIP TECHNOLOGY INC COM 595017104 157 2,444 SH   DFND 02,03 0 2,444 0
MICROCHIP TECHNOLOGY INC COM 595017104 6,299 98,225 SH   DFND 16 0 60,447 37,778
MICROCHIP TECHNOLOGY INC CONV BND 595017AD6 32,051 24,750,000 PRN   DFND 2 0 0 24,750,000
MICRON TECHNOLOGY INC COM 595112103 139,206 6,350,655 SH   DFND 2 0 6,343,530 7,125
MICRON TECHNOLOGY INC COM 595112103 518 23,623 SH   DFND 02,03 0 23,623 0
MICRON TECHNOLOGY INC COM 595112103 61,681 2,813,846 SH   DFND 10 0 2,813,846 0
MICRON TECHNOLOGY INC COM 595112103 2,891 131,850 SH   DFND 16 0 48,890 82,960
MICRON TECHNOLOGY INC CONV BND 595112AV5 18,270 8,700,000 PRN   DFND 2 0 0 8,700,000
MICROSEMI CORP COM 595137100 28,091 520,497 SH   DFND 2 0 520,497 0
MICROSEMI CORP COM 595137100 1,302 24,120 SH   DFND 16 0 15,240 8,880
MID-AMERICA APARTMENT COMM COM 59522J103 24,464 249,844 SH   DFND 2 0 249,844 0
MID-AMERICA APARTMENT COMM COM 59522J103 125 1,280 SH   DFND 02,03 0 1,280 0
MID-AMERICA APARTMENT COMM COM 59522J103 18,069 184,532 SH   DFND 10 0 184,532 0
MID-AMERICA APARTMENT COMM COM 59522J103 55,229 563,296 SH   DFND 16 0 6,390 556,906
MIDDLEBY CORP COM 596278101 16,369 127,080 SH   DFND 2 0 126,476 604
MIDDLEBY CORP COM 596278101 28 214 SH   DFND 02,03 0 214 0
MIDDLEBY CORP COM 596278101 4,504 34,983 SH   DFND 16 0 33,167 1,816
MIDDLESEX WATER CO COM 596680108 76 1,778 SH   DFND 2 0 1,778 0
MIDDLESEX WATER CO COM 596680108 384 8,944 SH   DFND 16 0 0 8,944
MILACRON HOLDINGS CORP COM 59870L106 2,362 126,780 SH   DFND 2 0 126,780 0
MILLER/HOWARD HIGH INCOME EQ COM 600379101 2,479 200,053 SH   DFND 16 0 0 200,053
HERMAN MILLER INC COM 600544100 5,263 153,865 SH   DFND 2 0 153,865 0
HERMAN MILLER INC COM 600544100 995 29,265 SH   DFND 16 0 0 29,265
MIMEDX GROUP INC COM 602496101 4,458 503,184 SH   DFND 2 0 503,184 0
MIMEDX GROUP INC COM 602496101 5 593 SH   DFND 16 0 0 593
MINDBODY INC - CLASS A COM 60255W105 1,415 66,421 SH   DFND 2 0 66,421 0
MINDBODY INC - CLASS A COM 60255W105 5 246 SH   DFND 16 0 0 246
MINERALS TECHNOLOGIES INC COM 603158106 36,613 473,958 SH   DFND 2 0 473,958 0
MINERALS TECHNOLOGIES INC COM 603158106 465 6,046 SH   DFND 16 0 5,769 277
MIRANT CORP ESCROW COM WT 604675991 0 23,209 SH   DFND 2 0 0 23,209
MIRANT CORP ESCROW COM WT 604675991 0 3,747 SH   DFND 16 0 0 3,747
MITSUBISHI ELECTRIC-UNSP ADR ADR 606776201 204 7,337 SH   DFND 2 0 0 7,337
MITSUBISHI ELECTRIC-UNSP ADR ADR 606776201 196 7,039 SH   DFND 16 0 0 7,039
MITSUBISHI ESTATE-UNSPON ADR ADR 606783207 457 22,938 SH   DFND 2 0 0 22,938
MITSUBISHI ESTATE-UNSPON ADR ADR 606783207 214 10,766 SH   DFND 16 0 0 10,766
MITSUBISHI UFJ FINL-SPON ADR ADR 606822104 883 143,106 SH   DFND 2 0 0 143,106
MITSUBISHI UFJ FINL-SPON ADR ADR 606822104 577 92,402 SH   DFND 16 0 0 92,402
MIZUHO FINANCIAL GROUP-ADR ADR 60687Y109 156 43,505 SH   DFND 2 0 0 43,505
MIX TELEMATICS LTD-SP ADR ADR 60688N102 1,257 203,010 SH   DFND 2 0 0 203,010
MOBILE TELESYSTEMS-SP ADR ADR 607409109 8,942 981,610 SH   DFND 2 0 0 981,610
MOBILE TELESYSTEMS-SP ADR ADR 607409109 2,691 295,386 SH   DFND 02,10 0 0 295,386
MOBILE TELESYSTEMS-SP ADR ADR 607409109 36 3,953 SH   DFND 16 0 0 3,953
MOBILE MINI INC COM 60740F105 12,933 427,552 SH   DFND 2 0 427,552 0
MOBILE MINI INC COM 60740F105 2 81 SH   DFND 16 0 0 81
MODINE MANUFACTURING CO COM 607828100 8,349 560,260 SH   DFND 2 0 560,260 0
MODINE MANUFACTURING CO COM 607828100 3 200 SH   DFND 16 0 0 200
MODUSLINK GLOBAL SOLUTIONS I COM 60786L206 27 18,200 SH   DFND 16 0 0 18,200
MOELIS & CO - CLASS A COM 60786M105 18,773 553,767 SH   DFND 2 0 519,467 34,300
MOELIS & CO - CLASS A COM 60786M105 15 438 SH   DFND 16 0 0 438
MOHAWK INDUSTRIES INC COM 608190104 97,735 489,449 SH   DFND 2 0 488,039 1,410
MOHAWK INDUSTRIES INC COM 608190104 363 1,815 SH   DFND 02,03 0 1,815 0
MOHAWK INDUSTRIES INC COM 608190104 747 3,742 SH   DFND 10 0 3,742 0
MOHAWK INDUSTRIES INC COM 608190104 1,674 8,397 SH   DFND 16 0 6,140 2,257
MOLINA HEALTHCARE INC COM 60855R100 21,968 404,864 SH   DFND 2 0 404,864 0
MOLINA HEALTHCARE INC COM 60855R100 175 3,224 SH   DFND 16 0 2,030 1,194
MOLINA HEALTHCARE INC CONV BND 60855RAD2 5,343 4,700,000 PRN   DFND 2 0 0 4,700,000
MOLSON COORS BREWING CO -B COM 60871R209 93,794 963,865 SH   DFND 2 0 962,890 975
MOLSON COORS BREWING CO -B COM 60871R209 359 3,688 SH   DFND 02,03 0 3,688 0
MOLSON COORS BREWING CO -B COM 60871R209 10,544 108,345 SH   DFND 10 0 108,345 0
MOLSON COORS BREWING CO -B COM 60871R209 4,561 46,885 SH   DFND 16 0 42,887 3,998
MOMENTA PHARMACEUTICALS INC COM 60877T100 4,865 323,192 SH   DFND 2 0 323,192 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 5 300 SH   DFND 16 0 0 300
MONARCH CASINO & RESORT INC COM 609027107 3,244 125,850 SH   DFND 2 0 125,850 0
MONDELEZ INTERNATIONAL INC-A COM 609207105 88,814 2,002,585 SH   DFND 2 0 2,002,585 0
MONDELEZ INTERNATIONAL INC-A COM 609207105 774 17,458 SH   DFND 02,03 0 17,458 0
MONDELEZ INTERNATIONAL INC-A COM 609207105 15,730 354,839 SH   DFND 10 0 354,839 0
MONDELEZ INTERNATIONAL INC-A COM 609207105 6,127 138,599 SH   DFND 16 0 42,419 96,180
MONOGRAM RESIDENTIAL TRUST I COM 60979P105 9 860 SH   DFND 2 0 860 0
MONOGRAM RESIDENTIAL TRUST I COM 60979P105 1,449 133,929 SH   DFND 16 0 0 133,929
MONOLITHIC POWER SYSTEMS INC COM 609839105 15,638 190,877 SH   DFND 2 0 190,877 0
MONOLITHIC POWER SYSTEMS INC COM 609839105 64 787 SH   DFND 02,03 0 787 0
MONOLITHIC POWER SYSTEMS INC COM 609839105 323 3,944 SH   DFND 16 0 1,635 2,309
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 4,104 206,771 SH   DFND 2 0 206,771 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 4 193 SH   DFND 16 0 0 193
MONRO MUFFLER BRAKE INC COM 610236101 14,604 255,316 SH   DFND 2 0 255,316 0
MONRO MUFFLER BRAKE INC COM 610236101 16 285 SH   DFND 16 0 0 285
MONSANTO CO COM 61166W101 176,503 1,677,609 SH   DFND 2 0 1,579,857 97,752
MONSANTO CO COM 61166W101 2,508 23,846 SH   DFND 02,03 0 23,846 0
MONSANTO CO COM 61166W101 4,468 42,382 SH   DFND 16 0 16,840 25,542
MONSTER BEVERAGE CORP COM 61174X109 452,876 10,213,700 SH   DFND 2 0 9,180,654 1,033,046
MONSTER BEVERAGE CORP COM 61174X109 9,254 208,722 SH   DFND 02,03 0 208,722 0
MONSTER BEVERAGE CORP COM 61174X109 3,097 69,818 SH   DFND 16 0 63,527 6,291
MOODY'S CORP COM 615369105 27,894 295,902 SH   DFND 2 0 295,902 0
MOODY'S CORP COM 615369105 178 1,885 SH   DFND 02,03 0 1,885 0
MOODY'S CORP COM 615369105 98 1,033 SH   DFND 16 0 166 867
MOOG INC-CLASS A COM 615394202 12,418 189,081 SH   DFND 2 0 18,908 0
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MS 4 PRF 61747S504 2,115 91,969 SH   DFND 16 0 0 91,969
MS 7 1/8 PRF 61762V200 270 9,592 SH   DFND 16 0 0 9,592
MS BASKET NOTE 12.32 03/09/2017 PRF 61765M280 4,028 4,121 SH   DFND 2 0 0 4,121
MOSAIC CO/THE COM 61945C103 9,178 312,926 SH   DFND 2 0 312,926 0
MOSAIC CO/THE COM 61945C103 116 3,960 SH   DFND 02,03 0 3,960 0
MOSAIC CO/THE COM 61945C103 1,614 54,416 SH   DFND 16 0 0 54,416
MOTORCAR PARTS OF AMERICA IN COM 620071100 34,924 1,297,354 SH   DFND 2 0 1,297,354 0
MOTORCAR PARTS OF AMERICA IN COM 620071100 2 85 SH   DFND 16 0 0 85
MOTOROLA SOLUTIONS INC COM 620076307 20,800 250,748 SH   DFND 2 0 250,748 0
MOTOROLA SOLUTIONS INC COM 620076307 156 1,880 SH   DFND 02,03 0 1,880 0
MOTOROLA SOLUTIONS INC COM 620076307 1,192 14,384 SH   DFND 16 0 10,982 3,402
MOVADO GROUP INC COM 624580106 10,067 350,108 SH   DFND 2 0 350,108 0
MOVADO GROUP INC COM 624580106 10 341 SH   DFND 16 0 0 341
MUELLER INDUSTRIES INC COM 624756102 31,301 783,315 SH   DFND 2 0 783,315 0
MUELLER INDUSTRIES INC COM 624756102 16 400 SH   DFND 16 0 0 400
MUELLER WATER PRODUCTS INC-A COM 624758108 3,261 245,008 SH   DFND 2 0 245,008 0
MUELLER WATER PRODUCTS INC-A COM 624758108 152 11,398 SH   DFND 16 0 8,253 3,145
MULTI-COLOR CORP COM 625383104 5,728 73,808 SH   DFND 2 0 73,808 0
MUENCHENER RUECK-UNSPON ADR ADR 626188106 314 16,685 SH   DFND 2 0 0 16,685
MUENCHENER RUECK-UNSPON ADR ADR 626188106 333 17,677 SH   DFND 16 0 0 17,677
MURATA MANUFACTUR-UNSPON ADR ADR 626425102 123 3,673 SH   DFND 2 0 0 3,673
MURATA MANUFACTUR-UNSPON ADR ADR 626425102 209 6,240 SH   DFND 16 0 0 6,240
MURPHY OIL CORP COM 626717102 6,088 195,599 SH   DFND 2 0 195,599 0
MURPHY OIL CORP COM 626717102 57 1,832 SH   DFND 02,03 0 1,832 0
MURPHY OIL CORP COM 626717102 12 400 SH   DFND 16 0 0 400
MURPHY USA INC COM 626755102 9,630 156,654 SH   DFND 2 0 156,654 0
MURPHY USA INC COM 626755102 12 198 SH   DFND 16 0 0 198
MYERS INDUSTRIES INC COM 628464109 1,570 109,769 SH   DFND 2 0 109,769 0
N B T BANCORP INC COM 628778102 9,549 228,005 SH   DFND 2 0 228,005 0
N B T BANCORP INC COM 628778102 4 104 SH   DFND 16 0 0 104
NCI BUILDING SYSTEMS INC COM 628852204 3,683 235,230 SH   DFND 2 0 235,230 0
NCI BUILDING SYSTEMS INC COM 628852204 8 500 SH   DFND 16 0 0 500
NCR CORPORATION COM 62886E108 19,914 490,968 SH   DFND 2 0 490,968 0
NCR CORPORATION COM 62886E108 16 386 SH   DFND 16 0 0 386
NIC INC COM 62914B100 15,006 627,920 SH   DFND 2 0 627,920 0
NMI HOLDINGS INC-CLASS A COM 629209305 1 90 SH   DFND 2 0 90 0
NMI HOLDINGS INC-CLASS A COM 629209305 152 14,261 SH   DFND 16 0 0 14,261
NN INC COM 629337106 1,198 62,855 SH   DFND 2 0 62,855 0
NRG ENERGY INC COM 629377508 2,606 212,603 SH   DFND 2 0 212,603 0
NRG ENERGY INC COM 629377508 44 3,570 SH   DFND 02,03 0 3,570 0
NRG ENERGY INC COM 629377508 118 9,603 SH   DFND 16 0 0 9,603
NTT DOCOMO INC-SPON ADR ADR 62942M201 540 23,747 SH   DFND 2 0 0 23,747
NTT DOCOMO INC-SPON ADR ADR 62942M201 13 588 SH   DFND 16 0 0 588
NRG YIELD INC-CLASS A COM 62942X306 11,432 744,315 SH   DFND 2 0 744,315 0
NRG YIELD INC-CLASS A COM 62942X306 261 16,995 SH   DFND 16 0 7,936 9,059
NRG YIELD INC-CLASS C COM 62942X405 1,222 77,370 SH   DFND 2 0 774 0
NRG YIELD INC-CLASS C COM 62942X405 634 40,127 SH   DFND 16 0 0 40,127
NRG YIELD INC CONV BND 62942XAD0 6,720 7,000,000 PRN   DFND 2 0 0 7,000,000
NVE CORP COM 629445206 2,386 33,415 SH   DFND 2 0 33,415 0
NVE CORP COM 629445206 21 300 SH   DFND 16 0 0 300
NVR INC COM 62944T105 26,068 15,619 SH   DFND 2 0 15,619 0
NVR INC COM 62944T105 970 582 SH   DFND 16 0 508 74
NXP SEMICONDUCTORS NV CONV BND 62952QAB6 3,405 3,000,000 PRN   DFND 2 0 0 3,000,000
NANOMETRICS INC COM 630077105 4,552 181,677 SH   DFND 2 0 181,677 0
NANOMETRICS INC COM 630077105 15 600 SH   DFND 16 0 0 600
NASDAQ INC COM 631103108 25,124 374,321 SH   DFND 2 0 374,321 0
NASDAQ INC COM 631103108 86 1,288 SH   DFND 02,03 0 1,288 0
NASDAQ INC COM 631103108 50 747 SH   DFND 16 0 0 747
NASPERS LTD-N SHS SPON ADR ADR 631512100 659 45,044 SH   DFND 2 0 0 45,044
NATIONAL AUSTRALIA BK-SP ADR ADR 632525408 1,078 97,788 SH   DFND 2 0 0 97,788
NATIONAL AUSTRALIA BK-SP ADR ADR 632525408 3 230 SH   DFND 16 0 0 230
NATIONAL BANK HOLD-CL A COM 633707104 13,820 433,347 SH   DFND 2 0 433,347 0
NATIONAL FUEL GAS CO COM 636180101 14,468 255,245 SH   DFND 2 0 255,245 0
NATIONAL FUEL GAS CO COM 636180101 2,364 41,749 SH   DFND 16 0 32,026 9,723
NATIONAL GENERAL HLDGS COM 636220303 22,325 893,351 SH   DFND 2 0 893,351 0
NATIONAL GENERAL HLDGS COM 636220303 10,816 432,802 SH   DFND 10 0 432,802 0
NATIONAL GRID PLC-SP ADR ADR 636274300 494 8,464 SH   DFND 2 0 0 8,464
NATIONAL GRID PLC-SP ADR ADR 636274300 126,910 2,179,912 SH   DFND 16 0 0 2,179,912
SIAM COMMERCIAL BANK P-NVDR GDR 636317299 1,107 260,000 SH   DFND 2 0 0 260,000
NATL HEALTH INVESTORS INC COM 63633D104 3,738 50,399 SH   DFND 2 0 50,399 0
NATL HEALTH INVESTORS INC COM 63633D104 285 3,848 SH   DFND 16 0 0 3,848
NATIONAL INSTRUMENTS CORP COM 636518102 10,377 336,713 SH   DFND 2 0 336,713 0
NATIONAL OILWELL VARCO INC COM 637071101 8,252 220,405 SH   DFND 2 0 220,405 0
NATIONAL OILWELL VARCO INC COM 637071101 160 4,269 SH   DFND 02,03 0 4,269 0
NATIONAL OILWELL VARCO INC COM 637071101 1,064 28,415 SH   DFND 16 0 1,850 26,565
NATIONAL PRESTO INDS INC COM 637215104 3,081 28,957 SH   DFND 2 0 28,957 0
NATIONAL RESEARCH CORP-A COM 637372202 1,115 58,675 SH   DFND 2 0 587 0
NATIONAL RESEARCH CORP-CL B COM 637372301 1,135 27,230 SH   DFND 2 0 27,230 0
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NATIONAL RETAIL PROPERTIES COM 637417106 1,497 33,915 SH   DFND 16 0 0 33,915
NATIONAL STORAGE AFFILIATES COM 637870106 5,845 264,842 SH   DFND 2 0 264,842 0
NATIONAL STORAGE AFFILIATES COM 637870106 3 150 SH   DFND 16 0 0 150
NATIONAL WESTERN LIFE GROU-A COM 638517102 13,518 43,495 SH   DFND 2 0 43,495 0
NATURAL GAS SERVICES GROUP COM 63886Q109 5,271 163,962 SH   DFND 2 0 163,962 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 1,705 143,420 SH   DFND 2 0 143,420 0
NAVIGATORS GROUP INC COM 638904102 16,432 139,556 SH   DFND 2 0 139,556 0
NATUS MEDICAL INC COM 639050103 18,620 535,057 SH   DFND 2 0 535,057 0
NATUS MEDICAL INC COM 639050103 804 23,113 SH   DFND 16 0 0 23,113
NAUTILUS INC COM 63910B102 7,675 414,818 SH   DFND 2 0 414,818 0
NAVISTAR INTERNATIONAL CORP CONV BND 63934EAS7 31,886 32,290,000 PRN   DFND 2 0 0 32,290,000
NAVIGANT CONSULTING INC COM 63935N107 7,643 291,923 SH   DFND 2 0 291,923 0
NAVIGANT CONSULTING INC COM 63935N107 24 914 SH   DFND 16 0 0 914
NAVIDEA BIOPHARMACEUTICALS I COM 63937X103 8 13,100 SH   DFND 16 0 0 13,100
NAVIENT CORP COM 63938C108 74,246 4,518,900 SH   DFND 2 0 4,054,800 464,100
NAVIENT CORP COM 63938C108 56 3,425 SH   DFND 02,03 0 3,425 0
NAVIENT CORP COM 63938C108 315 19,147 SH   DFND 16 0 4,203 14,944
NEENAH PAPER INC COM 640079109 32,831 385,341 SH   DFND 2 0 350,641 34,700
NEENAH PAPER INC COM 640079109 232 2,723 SH   DFND 16 0 1,801 922
NEFF CORP-CLASS A COM 640094207 19,350 1,372,401 SH   DFND 2 0 1,276,701 95,700
NEFF CORP-CLASS A COM 640094207 42 3,000 SH   DFND 16 0 0 3,000
NEKTAR THERAPEUTICS COM 640268108 9,413 767,145 SH   DFND 2 0 767,145 0
NEKTAR THERAPEUTICS COM 640268108 5 397 SH   DFND 16 0 0 397
NELNET INC-CL A COM 64031N108 9,159 180,503 SH   DFND 2 0 180,503 0
NEOGEN CORP COM 640491106 18,356 278,128 SH   DFND 2 0 278,128 0
NEOGEN CORP COM 640491106 2 30 SH   DFND 16 0 0 30
NESTLE SA-SPONS ADR ADR 641069406 2,541 35,417 SH   DFND 2 0 0 35,417
NESTLE SA-SPONS ADR ADR 641069406 3,613 50,666 SH   DFND 16 0 0 50,666
NETAPP INC COM 64110D104 11,288 320,041 SH   DFND 2 0 320,041 0
NETAPP INC COM 64110D104 110 3,112 SH   DFND 02,03 0 3,112 0
NETAPP INC COM 64110D104 66 1,874 SH   DFND 16 0 0 1,874
NETFLIX INC COM 64110L106 40,102 323,921 SH   DFND 2 0 323,921 0
NETFLIX INC COM 64110L106 601 4,855 SH   DFND 02,03 0 4,855 0
NETFLIX INC COM 64110L106 8,541 68,985 SH   DFND 16 0 4,287 64,698
NETEASE INC-ADR ADR 64110W102 21,921 101,799 SH   DFND 2 2,150 2,501,850 1,639
NETEASE INC-ADR ADR 64110W102 3,583 16,639 SH   DFND 02,10 0 415,975 0
NETEASE INC-ADR ADR 64110W102 3,725 17,299 SH   DFND 10 0 369,650 2,513
NETEASE INC-ADR ADR 64110W102 1,987 9,228 SH   DFND 16 0 27,900 8,112
NETGEAR INC COM 64111Q104 12,383 227,809 SH   DFND 2 0 227,809 0
NETSCOUT SYSTEMS INC COM 64115T104 11,040 350,436 SH   DFND 2 0 350,436 0
NETSCOUT SYSTEMS INC COM 64115T104 10 333 SH   DFND 16 0 0 333
NEUSTAR INC-CLASS A COM 64126X201 6,681 200,020 SH   DFND 2 0 200,020 0
NEUSTAR INC-CLASS A COM 64126X201 490 14,694 SH   DFND 16 0 13,916 778
NEUBERGER BERMAN HIGH YIELD COM 64128C106 121 10,398 SH   DFND 16 0 0 10,398
NEVRO CORP COM 64157F103 3,624 49,886 SH   DFND 2 0 49,886 0
NEVRO CORP COM 64157F103 5 71 SH   DFND 16 0 0 71
NEVRO CORP CONV BND 64157FAA1 2,125 2,000,000 PRN   DFND 2 0 0 2,000,000
NEUBERGER BERMAN REAL ESTATE COM 64190A103 119 22,189 SH   DFND 16 0 0 22,189
NEW GOLD INC COM 644535106 326 93,225 SH   DFND 16 0 0 93,225
NEW JERSEY RESOURCES CORP COM 646025106 41,489 1,168,646 SH   DFND 2 0 1,088,946 79,700
NEW JERSEY RESOURCES CORP COM 646025106 161 4,547 SH   DFND 16 0 0 4,547
NEW MEDIA INVESTMENT GROUP COM 64704V106 4,249 265,746 SH   DFND 2 0 265,746 0
NEW MEDIA INVESTMENT GROUP COM 64704V106 6 344 SH   DFND 16 0 0 344
NEW ORIENTAL EDUCATIO-SP ADR ADR 647581107 15,670 372,226 SH   DFND 2 2,784 362,556 6,886
NEW ORIENTAL EDUCATIO-SP ADR ADR 647581107 2,963 70,387 SH   DFND 02,10 0 70,387 0
NEW ORIENTAL EDUCATIO-SP ADR ADR 647581107 1,872 44,467 SH   DFND 10 0 44,467 0
NEW ORIENTAL EDUCATIO-SP ADR ADR 647581107 6 147 SH   DFND 16 0 0 147
NEW RESIDENTIAL INVESTMENT COM 64828T201 44 2,723 SH   DFND 2 0 2,723 0
NEW RESIDENTIAL INVESTMENT COM 64828T201 232 14,728 SH   DFND 16 0 0 14,728
NEW WORLD GOLD CORP COM 649285103 0 2,110,000 SH   DFND 16 0 0 2,110,000
NEW YORK COMMUNITY BANCORP COM 649445103 20,621 1,296,192 SH   DFND 2 0 1,296,192 0
NEW YORK COMMUNITY BANCORP COM 649445103 6,325 397,110 SH   DFND 16 0 332,751 64,359
NEW YORK COMMUNITY BANCORP OPT 649445103 490 30,800 SH Call DFND 2 0 30,800 0
NEW YORK MORTGAGE TRUST INC COM 649604501 2 255 SH   DFND 2 0 255 0
NEW YORK MORTGAGE TRUST INC COM 649604501 93 14,118 SH   DFND 16 0 0 14,118
NEW YORK REIT INC COM 64976L109 12 1,215 SH   DFND 2 0 1,215 0
NEW YORK REIT INC COM 64976L109 507 50,111 SH   DFND 16 0 0 50,111
NEW YORK TIMES CO-A COM 650111107 11,985 901,060 SH   DFND 2 0 901,060 0
NEW YORK TIMES CO-A COM 650111107 4 329 SH   DFND 16 0 0 329
NEWCREST MINING LTD-SPON ADR ADR 651191108 161 11,211 SH   DFND 2 0 0 11,211
NEWCREST MINING LTD-SPON ADR ADR 651191108 177 12,324 SH   DFND 16 0 0 12,324
NEWELL BRANDS INC COM 651229106 230,552 5,163,520 SH   DFND 2 0 4,964,439 199,081
NEWELL BRANDS INC COM 651229106 1,948 43,616 SH   DFND 02,03 0 43,616 0
NEWELL BRANDS INC COM 651229106 4,471 100,147 SH   DFND 10 0 100,147 0
NEWELL BRANDS INC COM 651229106 4,369 97,804 SH   DFND 16 0 75,319 22,485
NEWFIELD EXPLORATION CO COM 651290108 51,671 1,275,812 SH   DFND 2 0 1,271,286 4,526
NEWFIELD EXPLORATION CO COM 651290108 248 6,128 SH   DFND 02,03 0 6,128 0
NEWFIELD EXPLORATION CO COM 651290108 15,329 378,504 SH   DFND 10 0 378,504 0
NEWFIELD EXPLORATION CO COM 651290108 236 5,835 SH   DFND 16 0 4,797 1,038
NEWMARKET CORP COM 651587107 24,544 57,897 SH   DFND 2 0 57,897 0
NEWMARKET CORP COM 651587107 195 461 SH   DFND 16 0 389 72
NEWMONT MINING CORP COM 651639106 137,622 4,039,371 SH   DFND 2 0 2,746,271 1,293,100
NEWMONT MINING CORP COM 651639106 204 5,997 SH   DFND 02,03 0 5,997 0
NEWMONT MINING CORP COM 651639106 2,150 63,112 SH   DFND 10 0 63,112 0
NEWMONT MINING CORP COM 651639106 725 21,276 SH   DFND 16 0 0 21,276
NEWPARK RESOURCES INC COM 651718504 3,974 529,884 SH   DFND 2 0 529,884 0
NEWS CORP - CLASS A COM 65249B109 112,000 9,773,058 SH   DFND 2 0 0 9,773,058
NEWS CORP - CLASS A COM 65249B109 49 4,317 SH   DFND 02,03 0 0 4,317
NEWS CORP - CLASS A COM 65249B109 7 618 SH   DFND 16 0 0 618
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NEWS CORP - CLASS B COM 65249B208 16 1,350 SH   DFND 02,03 0 1,350 0
NEWS CORP - CLASS B COM 65249B208 1 50 SH   DFND 16 0 0 50
NEXSTAR BROADCASTING GROUP-A COM 65336K103 4,035 63,741 SH   DFND 2 0 63,741 0
NEXSTAR BROADCASTING GROUP-A COM 65336K103 6 100 SH   DFND 16 0 0 100
NEXTERA ENERGY INC COM 65339F101 324,130 2,713,269 SH   DFND 2 0 2,398,054 315,215
NEXTERA ENERGY INC COM 65339F101 672 5,626 SH   DFND 02,03 0 5,626 0
NEXTERA ENERGY INC COM 65339F101 2,935 24,567 SH   DFND 10 0 24,567 0
NEXTERA ENERGY INC COM 65339F101 14,035 117,570 SH   DFND 16 0 66,114 51,456
NEE 6.123 09/01/19 CONV PRF 65339F820 15,634 319,200 SH   DFND 2 0 0 319,200
NEE 6.123 09/01/19 CONV PRF 65339F820 20 400 SH   DFND 16 0 0 400
NEE 6.371 09/01/18 CONV PRF 65339F846 8,588 150,000 SH   DFND 2 0 0 150,000
NEE 5 1/8 11/15/72 PRF 65339K803 226 10,273 SH   DFND 16 0 0 10,273
NEXPOINT CREDIT STRATEGIES COM 65340G205 423 18,581 SH   DFND 16 0 0 18,581
NEXTERA ENERGY PARTNERS LP LP 65341B106 379 14,867 SH   DFND 16 0 12,831 2,036
NEXPOINT RESIDENTIAL COM 65341D102 12 523 SH   DFND 2 0 523 0
NEXPOINT RESIDENTIAL COM 65341D102 310 13,895 SH   DFND 16 0 0 13,895
NICE LTD - SPON ADR ADR 653656108 3,061 44,521 SH   DFND 2 0 0 44,521
NICE LTD - SPON ADR ADR 653656108 117 1,709 SH   DFND 16 0 0 1,709
NIDEC CORPORATION-SPON ADR ADR 654090109 335 15,619 SH   DFND 2 0 0 15,619
NIKE INC -CL B COM 654106103 461,053 9,069,563 SH   DFND 2 0 7,970,015 1,099,548
NIKE INC -CL B COM 654106103 11,909 234,282 SH   DFND 02,03 0 234,282 0
NIKE INC -CL B COM 654106103 47,651 937,471 SH   DFND 10 0 937,471 0
NIKE INC -CL B COM 654106103 36,392 717,492 SH   DFND 16 0 47,797 669,695
NINTENDO CO LTD-UNSPONS ADR ADR 654445303 311 11,996 SH   DFND 2 0 0 11,996
NINTENDO CO LTD-UNSPONS ADR ADR 654445303 4 142 SH   DFND 16 0 0 142
NIPPON TELEGRAPH & TELE-ADR ADR 654624105 700 16,651 SH   DFND 2 0 0 16,651
NIPPON TELEGRAPH & TELE-ADR ADR 654624105 1,001 23,781 SH   DFND 16 0 0 23,781
NISOURCE INC COM 65473P105 5,582 252,080 SH   DFND 2 0 252,080 0
NISOURCE INC COM 65473P105 81 3,650 SH   DFND 02,03 0 3,650 0
NISOURCE INC COM 65473P105 1,587 71,703 SH   DFND 16 0 48,392 23,310
NISSAN MOTOR CO LTD-SPON ADR ADR 654744408 602 30,116 SH   DFND 2 0 0 30,116
NISSAN MOTOR CO LTD-SPON ADR ADR 654744408 383 19,192 SH   DFND 16 0 0 19,192
NOAH HOLDINGS LTD-SPON ADS ADR 65487X102 509 23,232 SH   DFND 2 0 23,232 0
NOKIA CORP-SPON ADR ADR 654902204 108 22,446 SH   DFND 2 0 0 22,446
NOKIA CORP-SPON ADR ADR 654902204 81 16,796 SH   DFND 16 0 0 16,796
NOBLE ENERGY INC COM 655044105 263,578 6,925,271 SH   DFND 2 0 6,567,611 357,660
NOBLE ENERGY INC COM 655044105 3,185 83,684 SH   DFND 02,03 0 83,684 0
NOBLE ENERGY INC COM 655044105 341 8,753 SH   DFND 16 0 5,784 2,969
NOMURA HOLDINGS INC-SPON ADR ADR 65535H208 274 46,514 SH   DFND 2 0 0 46,514
NOMURA HOLDINGS INC-SPON ADR ADR 65535H208 0 8 SH   DFND 16 0 0 8
NORDEA BANK AB-SPON ADR ADR 65557A206 627 56,554 SH   DFND 2 0 0 56,554
NORDEA BANK AB-SPON ADR ADR 65557A206 620 55,915 SH   DFND 16 0 0 55,915
NORDSON CORP COM 655663102 18,984 169,414 SH   DFND 2 0 169,414 0
NORDSON CORP COM 655663102 2,779 24,997 SH   DFND 16 0 0 24,997
NORDSTROM INC COM 655664100 17,616 367,532 SH   DFND 2 0 365,777 1,755
NORDSTROM INC COM 655664100 63 1,317 SH   DFND 02,03 0 1,317 0
NORDSTROM INC COM 655664100 1,325 27,640 SH   DFND 16 0 11,337 16,303
NORFOLK SOUTHERN CORP COM 655844108 82,285 761,403 SH   DFND 2 0 760,528 875
NORFOLK SOUTHERN CORP COM 655844108 511 4,724 SH   DFND 02,03 0 4,724 0
NORFOLK SOUTHERN CORP COM 655844108 62,343 576,887 SH   DFND 10 0 559,722 17,165
NORFOLK SOUTHERN CORP COM 655844108 2,926 27,079 SH   DFND 16 0 1,649 25,430
NORSK HYDRO AS-SPONS ADR ADR 656531605 63 13,322 SH   DFND 2 0 0 13,322
NORSK HYDRO AS-SPONS ADR ADR 656531605 37 7,795 SH   DFND 16 0 0 7,795
NORTHERN OIL AND GAS INC COM 665531109 594 216,050 SH   DFND 2 0 216,050 0
NORTHERN TRUST CORP COM 665859104 182,108 2,044,760 SH   DFND 2 0 2,029,356 15,404
NORTHERN TRUST CORP COM 665859104 549 6,159 SH   DFND 02,03 0 6,159 0
NORTHERN TRUST CORP COM 665859104 1,399 15,707 SH   DFND 16 0 14,368 1,339
NORTHFIELD BANCORP INC COM 66611T108 4,492 224,907 SH   DFND 2 0 224,907 0
NORTHFIELD BANCORP INC COM 66611T108 4 200 SH   DFND 16 0 0 200
NORTHRIM BANCORP INC COM 666762109 8,140 257,563 SH   DFND 2 0 257,563 0
NORTHROP GRUMMAN CORP COM 666807102 94,431 406,012 SH   DFND 2 0 406,012 0
NORTHROP GRUMMAN CORP COM 666807102 462 1,988 SH   DFND 02,03 0 1,988 0
NORTHROP GRUMMAN CORP COM 666807102 6,500 27,954 SH   DFND 16 0 7,512 20,442
NORTHSTAR REALTY FINANCE COM 66704R803 370 24,376 SH   DFND 2 0 24,376 0
NORTHSTAR REALTY FINANCE COM 66704R803 93 6,142 SH   DFND 16 0 0 6,142
NORTHWEST BANCSHARES INC COM 667340103 11,343 629,114 SH   DFND 2 0 629,114 0
NORTHWEST BANCSHARES INC COM 667340103 69 3,836 SH   DFND 16 0 0 3,836
NORTHWEST NATURAL GAS CO COM 667655104 13,237 221,362 SH   DFND 2 0 221,362 0
NORTHWEST NATURAL GAS CO COM 667655104 244 4,078 SH   DFND 16 0 556 3,522
NORTHWEST PIPE CO COM 667746101 5,760 334,518 SH   DFND 2 0 334,518 0
NORTHWESTERN CORP COM 668074305 7,089 124,654 SH   DFND 2 0 124,654 0
NORTHWESTERN CORP COM 668074305 7 131 SH   DFND 16 0 0 131
NOVARTIS AG-SPONSORED ADR ADR 66987V109 85,497 1,173,772 SH   DFND 2 0 0 1,173,772
NOVARTIS AG-SPONSORED ADR ADR 66987V109 16,547 227,221 SH   DFND 16 0 0 227,221
NOVAVAX INC CONV BND 670002AA2 4,805 11,640,000 PRN   DFND 2 0 0 11,640,000
NOVO-NORDISK A/S-SPONS ADR ADR 670100205 115,018 3,207,420 SH   DFND 2 0 0 3,207,420
NOVO-NORDISK A/S-SPONS ADR ADR 670100205 61,607 1,719,200 SH   DFND 16 0 0 1,719,200
NOVO RESOURCES CORP COM 67010B102 9 15,000 SH   DFND 16 0 0 15,000
NOW INC COM 67011P100 5,798 283,261 SH   DFND 2 0 283,261 0
NOW INC COM 67011P100 31 1,512 SH   DFND 16 0 1 1,511
NU SKIN ENTERPRISES INC - A COM 67018T105 15,504 324,516 SH   DFND 2 0 321,516 3,000
NU SKIN ENTERPRISES INC - A COM 67018T105 12 260 SH   DFND 16 0 0 260
NUANCE COMMUNICATIONS INC COM 67020Y100 147,917 9,927,415 SH   DFND 2 0 9,821,511 105,904
NUANCE COMMUNICATIONS INC COM 67020Y100 52 3,500 SH   DFND 02,03 0 3,500 0
NUANCE COMMUNICATIONS INC COM 67020Y100 11,385 764,610 SH   DFND 10 0 764,610 0
NUANCE COMMUNICATIONS INC COM 67020Y100 106 7,162 SH   DFND 16 0 23 7,139
NUANCE COMMUNICATIONS INC CONV BND 67020YAK6 6,625 7,320,000 PRN   DFND 2 0 0 7,320,000
NUCOR CORP COM 670346105 19,126 320,811 SH   DFND 2 0 320,811 0
NUCOR CORP COM 670346105 214 3,597 SH   DFND 02,03 0 3,597 0
NUCOR CORP COM 670346105 73,301 1,231,136 SH   DFND 10 0 1,211,123 20,013
NUCOR CORP COM 670346105 107,784 1,811,765 SH   DFND 16 0 386 1,811,379
NUSTAR ENERGY LP LP 67058H102 665 13,347 SH   DFND 16 0 0 13,347
NUTANIX INC - A COM 67059N108 1,062 40,000 SH   DFND 2 0 40,000 0
NUTANIX INC - A COM 67059N108 1,346 50,716 SH   DFND 10 0 50,716 0
NUTANIX INC - A COM 67059N108 16 600 SH   DFND 16 0 0 600
NUVEEN NORTH CAROLINA QUALIT COM 67060P100 326 25,224 SH   DFND 16 0 0 25,224
NUTRACEUTICAL INTL CORP COM 67060Y101 2,332 66,726 SH   DFND 2 0 66,726 0
NUVEEN SEL TX-FR INC PORT 3 COM 67063X100 187 13,202 SH   DFND 16 0 0 13,202
NUVEEN NEW YORK AMT-FREE QUA COM 670656107 148 11,528 SH   DFND 16 0 0 11,528
NUVEEN AMT-FR QU MUNI INC FD COM 670657105 1,008 75,572 SH   DFND 16 0 0 75,572
NVIDIA CORP COM 67066G104 372,403 3,488,888 SH   DFND 2 0 3,324,856 164,032
NVIDIA CORP COM 67066G104 4,329 40,562 SH   DFND 02,03 0 40,562 0
NVIDIA CORP COM 67066G104 5,963 55,644 SH   DFND 16 0 3,960 51,684
NUVEEN CALIFORNIA QUALITY MU COM 67066Y105 174 12,337 SH   DFND 16 0 0 12,337
NUVEEN INTERMEDIATE DURATION COM 670671106 644 50,700 SH   DFND 16 0 0 50,700
NUTRISYSTEM INC COM 67069D108 9,496 274,061 SH   DFND 2 0 274,061 0
NUTRISYSTEM INC COM 67069D108 10 276 SH   DFND 16 0 0 276
NUVEEN FLT RATE INC OPP FD COM 6706EN100 685 56,163 SH   DFND 16 0 0 56,163
NUVEEN S&P500 BUY-WRT INC FD COM 6706ER101 1,766 137,317 SH   DFND 16 0 0 137,317
NUVEEN S&P500 DYN OVERWRT FD COM 6706EW100 1,142 72,791 SH   DFND 16 0 0 72,791
NUVASIVE INC COM 670704105 11,750 174,425 SH   DFND 2 0 174,425 0
NUVASIVE INC COM 670704105 217 3,226 SH   DFND 16 0 0 3,226
NUVEEN FLOAT RATE INC FD COM 67072T108 415 35,589 SH   DFND 2 0 35,589 0
NUVEEN FLOAT RATE INC FD COM 67072T108 874 74,900 SH   DFND 16 0 0 74,900
NXSTAGE MEDICAL INC COM 67072V103 4,482 170,997 SH   DFND 2 0 170,997 0
NXSTAGE MEDICAL INC COM 67072V103 23 870 SH   DFND 16 0 29 841
NUVEEN MORT OPP TERM FD COM 670735109 3,589 149,087 SH   DFND 16 0 0 149,087
NUVEEN PFD INC OPP FD COM 67073B106 867 88,076 SH   DFND 16 0 0 88,076
NUVEEN CREDIT STRAT INC FD COM 67073D102 1,062 120,017 SH   DFND 16 0 0 120,017
NUVEEN A-C ENERGY MLP OPP FD COM 67075E108 232 23,039 SH   DFND 16 0 0 23,039
NUVEEN DOW30 DYN OVERWRT FD COM 67075F105 1,899 120,816 SH   DFND 16 0 0 120,816
NUVEEN GLOBAL H-I FD COM 67075G103 209 13,094 SH   DFND 16 0 0 13,094
NUVEEN MULTI-MKT INC FD COM 67075J107 166 22,732 SH   DFND 16 0 0 22,732
OGE ENERGY CORP COM 670837103 18,173 543,284 SH   DFND 2 0 543,284 0
OGE ENERGY CORP COM 670837103 638 19,096 SH   DFND 16 0 15,451 3,645
O'REILLY AUTOMOTIVE INC COM 67103H107 74,887 268,981 SH   DFND 2 0 268,041 940
O'REILLY AUTOMOTIVE INC COM 67103H107 298 1,072 SH   DFND 02,03 0 1,072 0
O'REILLY AUTOMOTIVE INC COM 67103H107 2,795 10,037 SH   DFND 16 0 4,641 5,396
OFG BANCORP COM 67103X102 9,081 693,090 SH   DFND 2 0 693,090 0
OSI SYSTEMS INC COM 671044105 17,360 228,044 SH   DFND 2 0 228,044 0
OSI SYSTEMS INC COM 671044105 109 1,430 SH   DFND 16 0 1,285 145
OASIS PETROLEUM INC COM 674215108 25,352 1,674,374 SH   DFND 2 0 1,546,874 127,500
OASIS PETROLEUM INC CONV BND 674215AJ7 1,738 1,250,000 PRN   DFND 2 0 0 1,250,000
OCCIDENTAL PETROLEUM CORP COM 674599105 356,150 4,999,239 SH   DFND 2 0 4,987,190 12,049
OCCIDENTAL PETROLEUM CORP COM 674599105 839 11,787 SH   DFND 02,03 0 11,787 0
OCCIDENTAL PETROLEUM CORP COM 674599105 241,620 3,392,102 SH   DFND 10 0 3,376,121 15,981
OCCIDENTAL PETROLEUM CORP COM 674599105 16,380 229,694 SH   DFND 16 0 183,909 45,785
OCEANEERING INTL INC COM 675232102 31,262 1,108,220 SH   DFND 2 0 1,104,870 3,350
OCEANEERING INTL INC COM 675232102 156 5,525 SH   DFND 02,03 0 5,525 0
OCEANEERING INTL INC COM 675232102 9,274 328,761 SH   DFND 10 0 328,761 0
OCEANEERING INTL INC COM 675232102 49 1,757 SH   DFND 16 0 10 1,747
OCEANFIRST FINANCIAL CORP COM 675234108 1,505 50,091 SH   DFND 2 0 50,091 0
OCEANFIRST FINANCIAL CORP COM 675234108 27 900 SH   DFND 16 0 0 900
OCLARO INC COM 67555N206 40,202 4,491,922 SH   DFND 2 0 4,210,728 281,194
OCLARO INC COM 67555N206 2 275 SH   DFND 16 0 0 275
OFFICE DEPOT INC COM 676220106 6,175 1,366,315 SH   DFND 2 0 1,366,315 0
OFFICE DEPOT INC COM 676220106 18 4,081 SH   DFND 16 0 0 4,081
LUKOIL PJSC-SPON ADR ADR 677862997 35,007 623,816 SH   DFND 2 0 0 623,816
LUKOIL PJSC-SPON ADR ADR 677862997 10,541 187,832 SH   DFND 02,10 0 0 187,832
OIL STATES INTERNATIONAL INC COM 678026105 5,254 134,737 SH   DFND 2 0 134,737 0
OIL STATES INTERNATIONAL INC COM 678026105 5 135 SH   DFND 16 0 0 135
OILSANDS QUEST INC COM 678046103 0 38,050 SH   DFND 16 0 0 38,050
OLD DOMINION FREIGHT LINE COM 679580100 27,499 320,542 SH   DFND 2 0 320,542 0
OLD DOMINION FREIGHT LINE COM 679580100 197 2,298 SH   DFND 16 0 281 2,017
OLD NATIONAL BANCORP COM 680033107 16,654 917,564 SH   DFND 2 0 917,564 0
OLD NATIONAL BANCORP COM 680033107 52 2,852 SH   DFND 16 0 0 2,852
OLD REPUBLIC INTL CORP COM 680223104 13,201 694,807 SH   DFND 2 0 694,807 0
OLD REPUBLIC INTL CORP COM 680223104 104 5,477 SH   DFND 16 0 310 5,167
OLIN CORP COM 680665205 52,751 2,059,733 SH   DFND 2 0 1,983,333 76,400
OLIN CORP COM 680665205 86 3,378 SH   DFND 16 0 80 3,298
OLLIE'S BARGAIN OUTLET HOLDI COM 681116109 8,683 305,190 SH   DFND 2 0 305,190 0
OLLIE'S BARGAIN OUTLET HOLDI COM 681116109 2,252 79,982 SH   DFND 16 0 0 79,982
OLYMPIC STEEL INC COM 68162K106 2,981 123,082 SH   DFND 2 0 123,082 0
OMNICOM GROUP COM 681919106 37,918 445,303 SH   DFND 2 0 445,303 0
OMNICOM GROUP COM 681919106 227 2,669 SH   DFND 02,03 0 2,669 0
OMNICOM GROUP COM 681919106 2,518 29,584 SH   DFND 16 0 20,192 9,392
OMEGA HEALTHCARE INVESTORS COM 681936100 30,548 977,237 SH   DFND 2 0 977,237 0
OMEGA HEALTHCARE INVESTORS COM 681936100 17,178 550,398 SH   DFND 16 0 229,917 320,481
OMEGA PROTEIN CORP COM 68210P107 1,489 59,442 SH   DFND 2 0 59,442 0
OMEGA PROTEIN CORP COM 68210P107 365 14,597 SH   DFND 16 0 13,916 681
OMNOVA SOLUTIONS INC COM 682129101 875 87,487 SH   DFND 2 0 87,487 0
OMNOVA SOLUTIONS INC COM 682129101 0 45 SH   DFND 16 0 0 45
OMNICELL INC COM 68213N109 11,825 348,833 SH   DFND 2 0 348,833 0
ON ASSIGNMENT INC COM 682159108 18,541 419,860 SH   DFND 2 0 419,860 0
ON ASSIGNMENT INC COM 682159108 10 217 SH   DFND 16 0 217 0
ON SEMICONDUCTOR CORP COM 682189105 203,678 15,962,110 SH   DFND 2 0 15,870,210 91,900
ON SEMICONDUCTOR CORP COM 682189105 106 8,275 SH   DFND 02,03 0 8,275 0
ON SEMICONDUCTOR CORP COM 682189105 40,553 3,178,185 SH   DFND 10 0 3,178,185 0
ON SEMICONDUCTOR CORP COM 682189105 236 18,514 SH   DFND 16 0 5,972 12,542
ONE GAS INC COM 68235P108 21,893 342,297 SH   DFND 2 0 316,697 25,600
ONE GAS INC COM 68235P108 1,063 16,620 SH   DFND 16 0 1,522 15,098
ONEOK INC COM 682680103 7,136 124,281 SH   DFND 2 0 124,281 0
ONEOK INC COM 682680103 136 2,376 SH   DFND 02,03 0 2,376 0
ONEOK INC COM 682680103 2,208 38,450 SH   DFND 16 0 20,843 17,607
ONEOK PARTNERS LP LP 68268N103 1,611 37,456 SH   DFND 16 0 0 37,456
OOMA INC COM 683416101 6,191 687,900 SH   DFND 2 0 685,000 2,900
OPEN TEXT CORP COM 683715106 3,743 60,549 SH   DFND 2 0 60,549 0
OPEN TEXT CORP COM 683715106 28 453 SH   DFND 16 0 0 453
OPKO HEALTH INC COM 68375N103 59 6,356 SH   DFND 2 0 6,356 0
OPKO HEALTH INC COM 68375N103 459 49,332 SH   DFND 16 0 0 49,332
OPPENHEIMER LARGE CAP REVENU COM 68386C104 6,565 151,319 SH   DFND 16 0 0 151,319
OPPENHEIMER MID CAP REVENUE COM 68386C203 2,076 38,439 SH   DFND 16 0 0 38,439
OPPENHEIMER SMALL CAP REVENU COM 68386C302 4,792 71,468 SH   DFND 16 0 0 71,468
OPPENHEIMER ULTRA DIVIDEND R COM 68386C401 29,240 854,447 SH   DFND 16 0 0 854,447
ORACLE CORP COM 68389X105 295,407 7,682,913 SH   DFND 2 0 7,658,133 24,780
ORACLE CORP COM 68389X105 1,303 33,881 SH   DFND 02,03 0 33,881 0
ORACLE CORP COM 68389X105 66,747 1,737,497 SH   DFND 16 0 15,357 1,722,140
OPUS BANK COM 684000102 24,750 823,611 SH   DFND 2 0 823,611 0
ORANGE-SPON ADR ADR 684060106 239 15,782 SH   DFND 2 0 0 15,782
ORANGE-SPON ADR ADR 684060106 940 62,312 SH   DFND 16 0 0 62,312
ORASURE TECHNOLOGIES INC COM 68554V108 5,810 661,684 SH   DFND 2 0 661,684 0
ORASURE TECHNOLOGIES INC COM 68554V108 35 3,964 SH   DFND 16 0 0 3,964
ORBITAL ATK INC COM 68557N103 28,274 322,285 SH   DFND 2 0 322,285 0
ORBITAL ATK INC COM 68557N103 1,559 17,770 SH   DFND 16 0 8,729 9,041
ORCHIDS PAPER PRODUCTS CO COM 68572N104 1,807 69,026 SH   DFND 2 0 69,026 0
ORCHIDS PAPER PRODUCTS CO COM 68572N104 30 1,153 SH   DFND 16 0 0 1,153
ORGANOVO HOLDINGS INC COM 68620A104 64 18,769 SH   DFND 16 0 0 18,769
ORION GROUP HOLDINGS INC COM 68628V308 1,404 141,120 SH   DFND 2 0 141,120 0
ORIX - SPONSORED ADR ADR 686330101 342 4,388 SH   DFND 2 0 0 4,388
ORIX - SPONSORED ADR ADR 686330101 560 7,194 SH   DFND 16 0 0 7,194
ORKLA ASA-SPON ADR ADR 686331109 213 23,607 SH   DFND 2 0 0 23,607
ORKLA ASA-SPON ADR ADR 686331109 1 113 SH   DFND 16 0 0 113
ORITANI FINANCIAL CORP COM 68633D103 3,596 191,780 SH   DFND 2 0 191,780 0
ORITANI FINANCIAL CORP COM 68633D103 4 200 SH   DFND 16 0 0 200
ORMAT TECHNOLOGIES INC COM 686688102 5,124 95,544 SH   DFND 2 0 95,544 0
ORMAT TECHNOLOGIES INC COM 686688102 239 4,471 SH   DFND 16 0 3,811 660
OSHKOSH CORP COM 688239201 62,549 968,138 SH   DFND 2 0 928,678 39,460
OSHKOSH CORP COM 688239201 109 1,682 SH   DFND 16 0 0 1,682
OTSUKA HOLDINGS CO LTD ADR 689164101 305 13,921 SH   DFND 2 0 0 13,921
OTSUKA HOLDINGS CO LTD ADR 689164101 9 410 SH   DFND 16 0 0 410
OTTER TAIL CORP COM 689648103 114 2,788 SH   DFND 2 0 2,788 0
OTTER TAIL CORP COM 689648103 179 4,395 SH   DFND 16 0 0 4,395
OUTFRONT MEDIA INC COM 69007J106 17,411 700,091 SH   DFND 2 0 696,175 3,916
OUTFRONT MEDIA INC COM 69007J106 127 5,110 SH   DFND 02,03 0 5,110 0
OUTFRONT MEDIA INC COM 69007J106 15,375 618,242 SH   DFND 10 0 618,242 0
OUTFRONT MEDIA INC COM 69007J106 2 91 SH   DFND 16 0 0 91
OWENS & MINOR INC COM 690732102 5,528 156,640 SH   DFND 2 0 156,640 0
OWENS & MINOR INC COM 690732102 812 22,997 SH   DFND 16 0 6,592 16,405
OWENS CORNING COM 690742101 27,402 531,393 SH   DFND 2 0 531,393 0
OWENS CORNING COM 690742101 382 7,415 SH   DFND 16 0 6,036 1,379
OWENS-ILLINOIS INC COM 690768403 28,298 1,625,349 SH   DFND 2 0 1,625,349 0
OWENS-ILLINOIS INC COM 690768403 189 10,846 SH   DFND 16 0 0 10,846
OXFORD INDUSTRIES INC COM 691497309 4,500 74,839 SH   DFND 2 0 74,839 0
PBF ENERGY INC-CLASS A COM 69318G106 29,874 1,071,456 SH   DFND 2 0 1,012,156 59,300
PBF ENERGY INC-CLASS A COM 69318G106 9,103 326,755 SH   DFND 10 0 326,755 0
PBF ENERGY INC-CLASS A COM 69318G106 4,955 177,817 SH   DFND 16 0 166,584 11,233
PC CONNECTION INC COM 69318J100 9 320 SH   DFND 2 0 320 0
PC CONNECTION INC COM 69318J100 345 12,274 SH   DFND 16 0 0 12,274
PBF LOGISTICS LP LP 69318Q104 1,001 54,999 SH   DFND 2 0 54,999 0
PBF LOGISTICS LP LP 69318Q104 22 1,200 SH   DFND 16 0 0 1,200
PDC ENERGY INC COM 69327R101 80,045 1,102,827 SH   DFND 2 0 1,069,227 33,600
PDC ENERGY INC COM 69327R101 100 1,388 SH   DFND 16 0 942 446
P G & E CORP COM 69331C108 225,147 3,704,354 SH   DFND 2 0 3,694,922 9,432
P G & E CORP COM 69331C108 437 7,183 SH   DFND 02,03 0 7,183 0
P G & E CORP COM 69331C108 93,748 1,542,411 SH   DFND 10 0 1,542,411 0
P G & E CORP COM 69331C108 1,729 28,452 SH   DFND 16 0 7,892 20,560
PICO HOLDINGS INC COM 693366205 8,759 578,154 SH   DFND 2 0 578,154 0
PICO HOLDINGS INC COM 693366205 2 100 SH   DFND 16 0 0 100
PGT INNOVATIONS INC COM 69336V101 2,790 243,685 SH   DFND 2 0 243,685 0
LUKOIL PJSC-SPON ADR ADR 69343P105 247 4,274 SH   DFND 2 0 0 4,274
LUKOIL PJSC-SPON ADR ADR 69343P105 2,626 46,664 SH   DFND 10 0 0 46,664
LUKOIL PJSC-SPON ADR ADR 69343P105 214 3,813 SH   DFND 16 0 0 3,813
PLDT INC-SPON ADR ADR 69344D408 114 4,133 SH   DFND 2 0 0 4,133
PLDT INC-SPON ADR ADR 69344D408 3,202 116,300 SH   DFND 10 0 0 116,300
PNC FINANCIAL SERVICES GROUP COM 693475105 325,237 2,780,730 SH   DFND 2 0 2,768,011 12,719
PNC FINANCIAL SERVICES GROUP COM 693475105 744 6,355 SH   DFND 02,03 0 6,355 0
PNC FINANCIAL SERVICES GROUP COM 693475105 13,762 117,667 SH   DFND 10 0 117,667 0
PNC FINANCIAL SERVICES GROUP COM 693475105 1,900 16,250 SH   DFND 16 0 4,902 11,348
POSCO- SPON ADR ADR 693483109 549 10,438 SH   DFND 2 0 0 10,438
POSCO- SPON ADR ADR 693483109 117 2,224 SH   DFND 16 0 0 2,224
PNM RESOURCES INC COM 69349H107 10,683 311,436 SH   DFND 2 0 311,436 0
PNM RESOURCES INC COM 69349H107 19,245 561,090 SH   DFND 10 0 561,090 0
PNM RESOURCES INC COM 69349H107 32 945 SH   DFND 16 0 0 945
PPG INDUSTRIES INC COM 693506107 96,561 1,019,011 SH   DFND 2 0 1,018,118 893
PPG INDUSTRIES INC COM 693506107 427 4,505 SH   DFND 02,03 0 4,505 0
PPG INDUSTRIES INC COM 693506107 3,783 39,924 SH   DFND 02,10 0 39,924 0
PPG INDUSTRIES INC COM 693506107 2,143 22,620 SH   DFND 10 0 22,620 0
PPG INDUSTRIES INC COM 693506107 1,996 21,059 SH   DFND 16 0 6,797 14,262
PPL CORP COM 69351T106 77,170 2,265,463 SH   DFND 2 0 2,265,463 0
PPL CORP COM 69351T106 329 9,645 SH   DFND 02,03 0 9,645 0
PPL CORP COM 69351T106 14,244 418,123 SH   DFND 16 0 354,214 63,909
PRA HEALTH SCIENCES INC COM 69354M108 11,673 211,749 SH   DFND 2 0 211,749 0
PRA HEALTH SCIENCES INC COM 69354M108 0 9 SH   DFND 16 0 0 9
PRA GROUP INC COM 69354N106 9,168 234,468 SH   DFND 2 0 234,468 0
PRA GROUP INC COM 69354N106 52 1,336 SH   DFND 02,03 0 1,336 0
PRA GROUP INC COM 69354N106 6 156 SH   DFND 16 0 0 156
PS BUSINESS PARKS INC/CA COM 69360J107 56,984 489,050 SH   DFND 2 0 467,450 21,600
PTT PCL-NVDR GDR 693653990 1,600 154,000 SH   DFND 2 0 0 154,000
PVH CORP COM 693656100 195,017 2,161,102 SH   DFND 2 0 2,039,164 121,938
PVH CORP COM 693656100 2,122 23,521 SH   DFND 02,03 0 23,521 0
PVH CORP COM 693656100 8,547 94,705 SH   DFND 10 0 94,705 0
PVH CORP COM 693656100 1,805 20,029 SH   DFND 16 0 16,484 3,545
PTC THERAPEUTICS INC COM 69366J200 2,826 259,023 SH   DFND 2 0 259,023 0
PTC THERAPEUTICS INC CONV BND 69366JAB7 8,875 14,900,000 PRN   DFND 2 0 0 14,900,000
BANK MANDIRI TBK-UNSPON ADR ADR 69367U105 183 21,658 SH   DFND 2 0 0 21,658
BANK MANDIRI TBK-UNSPON ADR ADR 69367U105 8 951 SH   DFND 16 0 0 951
PTC INC COM 69370C100 23,407 505,898 SH   DFND 2 0 505,898 0
PTC INC COM 69370C100 19,296 417,226 SH   DFND 10 0 417,226 0
PTC INC COM 69370C100 751 16,213 SH   DFND 16 0 15,376 837
PACCAR INC COM 693718108 12,627 196,640 SH   DFND 2 0 196,640 0
PACCAR INC COM 693718108 253 3,965 SH   DFND 02,03 0 3,965 0
PACCAR INC COM 693718108 1,161 18,165 SH   DFND 16 0 0 18,165
PACER TRENDPILOT 750 ETF COM 69374H105 414 17,369 SH   DFND 16 0 0 17,369
PACER TRENDPILOT 450 ETF COM 69374H204 343 12,899 SH   DFND 16 0 0 12,899
PACIFIC BIOSCIENCES OF CALIF COM 69404D108 1,742 458,483 SH   DFND 2 0 458,483 0
PACIFIC BIOSCIENCES OF CALIF COM 69404D108 51 13,522 SH   DFND 16 0 0 13,522
PACIFIC PREMIER BANCORP INC COM 69478X105 1,285 36,358 SH   DFND 2 0 36,358 0
PACIFIC PREMIER BANCORP INC COM 69478X105 3 90 SH   DFND 16 0 0 90
PACIRA PHARMACEUTICALS INC COM 695127100 985 30,494 SH   DFND 2 0 30,494 0
PACIRA PHARMACEUTICALS INC COM 695127100 21 645 SH   DFND 02,03 0 645 0
PACIRA PHARMACEUTICALS INC COM 695127100 21 678 SH   DFND 16 0 13 665
PACKAGING CORP OF AMERICA COM 695156109 48,575 572,626 SH   DFND 2 0 571,526 1,100
PACKAGING CORP OF AMERICA COM 695156109 146 1,725 SH   DFND 02,03 0 1,725 0
PACKAGING CORP OF AMERICA COM 695156109 950 11,231 SH   DFND 16 0 1,191 10,040
PACWEST BANCORP COM 695263103 61,065 1,121,707 SH   DFND 2 0 1,121,707 0
PACWEST BANCORP COM 695263103 30 550 SH   DFND 02,03 0 550 0
PACWEST BANCORP COM 695263103 96,220 1,767,469 SH   DFND 10 0 1,722,660 44,809
PACWEST BANCORP COM 695263103 2,123 39,022 SH   DFND 16 0 33,916 5,106
PALO ALTO NETWORKS INC COM 697435105 495,195 3,959,960 SH   DFND 2 0 3,601,160 358,800
PALO ALTO NETWORKS INC COM 697435105 8,652 69,191 SH   DFND 02,03 0 69,191 0
PALO ALTO NETWORKS INC COM 697435105 10,426 83,764 SH   DFND 16 0 21,258 62,506
PALO ALTO NETWORKS INC CONV BND 697435AB1 4,984 3,930,000 PRN   DFND 2 0 0 3,930,000
PAMPA ENERGIA SA-SPON ADR ADR 697660207 17 478 SH   DFND 2 0 0 478
PAMPA ENERGIA SA-SPON ADR ADR 697660207 107 3,074 SH   DFND 02,10 0 0 3,074
PAMPA ENERGIA SA-SPON ADR ADR 697660207 4,284 123,175 SH   DFND 10 0 0 123,175
PAN AMERICAN SILVER CORP COM 697900108 1,094 72,600 SH   DFND 2 0 72,600 0
PAN AMERICAN SILVER CORP COM 697900108 191 12,696 SH   DFND 16 0 0 12,696
PANASONIC CORP-SPON ADR ADR 69832A205 461 45,395 SH   DFND 2 0 0 45,395
PANASONIC CORP-SPON ADR ADR 69832A205 6 604 SH   DFND 16 0 0 604
PANDORA A/S-UNSP ADR ADR 698341104 24 728 SH   DFND 2 0 0 728
PANDORA A/S-UNSP ADR ADR 698341104 207 6,347 SH   DFND 16 0 0 6,347
PANDORA MEDIA INC COM 698354107 1,323 101,487 SH   DFND 2 0 101,487 0
PANDORA MEDIA INC COM 698354107 58 4,463 SH   DFND 16 0 0 4,463
PANDORA MEDIA INC CONV BND 698354AB3 3,675 3,580,000 PRN   DFND 2 0 0 3,580,000
PANERA BREAD COMPANY-CLASS A COM 69840W108 11,647 56,793 SH   DFND 2 0 56,793 0
PANERA BREAD COMPANY-CLASS A COM 69840W108 9,974 48,634 SH   DFND 10 0 48,634 0
PANERA BREAD COMPANY-CLASS A COM 69840W108 1,500 7,314 SH   DFND 16 0 5,269 2,045
PAPA JOHN'S INTL INC COM 698813102 20,666 241,469 SH   DFND 2 0 241,469 0
PAPA JOHN'S INTL INC COM 698813102 187 2,184 SH   DFND 16 0 1,797 387
PAREXEL INTERNATIONAL CORP COM 699462107 27,264 414,863 SH   DFND 2 0 393,263 21,600
PAREXEL INTERNATIONAL CORP COM 699462107 1,658 25,245 SH   DFND 16 0 11,328 13,917
PARK ELECTROCHEMICAL CORP COM 700416209 3,363 180,351 SH   DFND 2 0 180,351 0
PARK HOTELS & RESORTS INC-WI COM 700517105 1,871 62,572 SH   DFND 2 0 0 62,572
PARK NATIONAL CORP COM 700658107 2,292 19,157 SH   DFND 2 0 19,157 0
PARK NATIONAL CORP COM 700658107 33 276 SH   DFND 16 0 0 276
PARKER HANNIFIN CORP COM 701094104 130,672 933,379 SH   DFND 2 0 928,950 4,429
PARKER HANNIFIN CORP COM 701094104 259 1,846 SH   DFND 02,03 0 1,846 0
PARKER HANNIFIN CORP COM 701094104 473 3,377 SH   DFND 16 0 0 3,377
PARKS! AMERICA INC COM 701455107 41 371,000 SH   DFND 16 0 0 371,000
PARKWAY INC COM 70156Q107 7,685 345,389 SH   DFND 2 0 345,389 0
PARKWAY INC COM 70156Q107 3 149 SH   DFND 16 0 0 149
PARSLEY ENERGY INC-CLASS A COM 701877102 4,412 125,205 SH   DFND 2 0 125,205 0
PARSLEY ENERGY INC-CLASS A COM 701877102 890 25,251 SH   DFND 16 0 23,079 2,172
PATRICK INDUSTRIES INC COM 703343103 6,703 87,848 SH   DFND 2 0 87,848 0
PATRICK INDUSTRIES INC COM 703343103 212 2,774 SH   DFND 16 0 0 2,774
PATTERN ENERGY GROUP INC COM 70338P100 4,505 237,078 SH   DFND 2 0 237,078 0
PATTERN ENERGY GROUP INC COM 70338P100 36,941 1,945,356 SH   DFND 10 0 1,945,356 0
PATTERN ENERGY GROUP INC COM 70338P100 1,202 63,338 SH   DFND 16 0 16,309 47,029
PATTERN ENERGY GROUP INC CONV BND 70338PAB6 5,130 5,320,000 PRN   DFND 2 0 0 5,320,000
PATTERSON COS INC COM 703395103 1,163 28,365 SH   DFND 2 0 28,365 0
PATTERSON COS INC COM 703395103 39 941 SH   DFND 02,03 0 941 0
PATTERSON COS INC COM 703395103 427 10,410 SH   DFND 16 0 7,537 2,873
PATTERSON-UTI ENERGY INC COM 703481101 71,943 2,672,460 SH   DFND 2 0 2,566,585 105,875
PATTERSON-UTI ENERGY INC COM 703481101 155 5,750 SH   DFND 02,03 0 5,750 0
PATTERSON-UTI ENERGY INC COM 703481101 718 26,673 SH   DFND 16 0 1,789 24,884
PAYCHEX INC COM 704326107 39,192 643,772 SH   DFND 2 0 641,552 2,220
PAYCHEX INC COM 704326107 221 3,635 SH   DFND 02,03 0 3,635 0
PAYCHEX INC COM 704326107 38,546 633,157 SH   DFND 10 0 633,157 0
PAYCHEX INC COM 704326107 130,914 2,143,043 SH   DFND 16 0 132,951 2,010,092
PAYCOM SOFTWARE INC COM 70432V102 11,351 249,527 SH   DFND 2 0 249,527 0
PAYCOM SOFTWARE INC COM 70432V102 598 13,140 SH   DFND 16 0 0 13,140
PAYLOCITY HOLDING CORP COM 70438V106 1,121 37,370 SH   DFND 2 0 37,370 0
PAYLOCITY HOLDING CORP COM 70438V106 2 73 SH   DFND 16 0 0 73
PAYPAL HOLDINGS INC COM 70450Y103 40,256 1,019,932 SH   DFND 2 0 1,019,932 0
PAYPAL HOLDINGS INC COM 70450Y103 501 12,685 SH   DFND 02,03 0 12,685 0
PAYPAL HOLDINGS INC COM 70450Y103 7,341 186,043 SH   DFND 16 0 72,622 113,421
PEARSON PLC-SPONSORED ADR ADR 705015105 1,387 138,882 SH   DFND 2 0 0 138,882
PEARSON PLC-SPONSORED ADR ADR 705015105 16 1,636 SH   DFND 16 0 0 1,636
PEBBLEBROOK HOTEL TRUST COM 70509V100 5,029 168,983 SH   DFND 2 0 168,983 0
PEBBLEBROOK HOTEL TRUST COM 70509V100 24 803 SH   DFND 16 0 28 775
PEGASYSTEMS INC COM 705573103 3,363 93,419 SH   DFND 2 0 93,419 0
PEGASYSTEMS INC COM 705573103 6 164 SH   DFND 16 0 44 120
PEMBINA PIPELINE CORP COM 706327103 319 10,181 SH   DFND 16 0 7,315 2,866
PENGROWTH ENERGY CORP COM 70706P104 22 15,312 SH   DFND 16 0 0 15,312
PENN WEST PETROLEUM LTD COM 707887105 27 15,215 SH   DFND 16 0 0 15,215
PENNANTPARK INVESTMENT CORP COM 708062104 86 11,283 SH   DFND 16 0 0 11,283
J.C. PENNEY CO INC COM 708160106 6,598 793,940 SH   DFND 2 0 793,940 0
J.C. PENNEY CO INC COM 708160106 499 60,060 SH   DFND 16 0 37,502 22,558
PENN REAL ESTATE INVEST TST COM 709102107 7,355 387,904 SH   DFND 2 0 387,904 0
PENN REAL ESTATE INVEST TST COM 709102107 1 39 SH   DFND 16 0 0 39
PENNYMAC MORTGAGE INVESTMENT COM 70931T103 1 80 SH   DFND 2 0 80 0
PENNYMAC MORTGAGE INVESTMENT COM 70931T103 226 13,804 SH   DFND 16 0 0 13,804
PENNYMAC FINANCIAL SERVICE-A COM 70932B101 3 210 SH   DFND 2 0 210 0
PENNYMAC FINANCIAL SERVICE-A COM 70932B101 460 27,714 SH   DFND 16 0 26,337 1,377
PENSKE AUTOMOTIVE GROUP INC COM 70959W103 10,127 195,366 SH   DFND 2 0 195,366 0
PENSKE AUTOMOTIVE GROUP INC COM 70959W103 100 1,936 SH   DFND 16 0 0 1,936
PEOPLE'S UNITED FINANCIAL COM 712704105 2,808 145,045 SH   DFND 2 0 145,045 0
PEOPLE'S UNITED FINANCIAL COM 712704105 68 3,522 SH   DFND 02,03 0 3,522 0
PEOPLE'S UNITED FINANCIAL COM 712704105 729 37,645 SH   DFND 16 0 109 37,536
PEPSICO INC COM 713448108 1,107,522 10,583,582 SH   DFND 2 0 9,324,854 1,258,728
PEPSICO INC COM 713448108 7,161 68,443 SH   DFND 02,03 0 68,443 0
PEPSICO INC COM 713448108 7,834 74,876 SH   DFND 02,10 0 74,876 0
PEPSICO INC COM 713448108 159,529 1,524,120 SH   DFND 10 0 1,506,338 17,782
PEPSICO INC COM 713448108 83,708 798,462 SH   DFND 16 0 129,882 668,580
PEREGRINE PHARMACEUTICALS COM 713661304 4 13,388 SH   DFND 16 0 0 13,388
PERFICIENT INC COM 71375U101 3,142 179,654 SH   DFND 2 0 179,654 0
PERFORMANCE FOOD GROUP CO COM 71377A103 15,929 663,689 SH   DFND 2 0 616,189 47,500
PERKINELMER INC COM 714046109 35,600 682,656 SH   DFND 2 0 680,606 2,050
PERKINELMER INC COM 714046109 245 4,693 SH   DFND 02,03 0 4,693 0
PERKINELMER INC COM 714046109 9,002 172,585 SH   DFND 10 0 172,585 0
PERKINELMER INC COM 714046109 943 18,074 SH   DFND 16 0 15,338 2,736
PERNOD-RICARD SA-UNSPON ADR ADR 714264207 122 5,673 SH   DFND 2 0 0 5,673
PERNOD-RICARD SA-UNSPON ADR ADR 714264207 562 26,038 SH   DFND 16 0 0 26,038
PERSIMMON PLC-UNSPON ADR ADR 715318101 8 193 SH   DFND 2 0 0 193
PERSIMMON PLC-UNSPON ADR ADR 715318101 197 4,518 SH   DFND 16 0 0 4,518
TELEKOMUNIK INDONESIA-SP ADR ADR 715684106 1,940 66,510 SH   DFND 2 0 0 66,510
TELEKOMUNIK INDONESIA-SP ADR ADR 715684106 19 636 SH   DFND 16 0 0 636
PETMED EXPRESS INC COM 716382106 2,409 104,444 SH   DFND 2 0 104,444 0
PETMED EXPRESS INC COM 716382106 1,052 45,612 SH   DFND 16 0 0 45,612
PETROCHINA CO LTD -ADR ADR 71646E100 326 4,423 SH   DFND 2 0 0 4,423
PETROCHINA CO LTD -ADR ADR 71646E100 47 638 SH   DFND 16 0 0 638
PETROLEO BRASIL-SP PREF ADR ADR 71654V101 151 17,092 SH   DFND 2 0 0 17,092
PETROLEO BRASIL-SP PREF ADR ADR 71654V101 77 8,767 SH   DFND 02,10 0 0 8,767
PETROLEO BRASIL-SP PREF ADR ADR 71654V101 19,515 2,215,059 SH   DFND 10 0 0 2,215,059
PETROLEO BRASIL-SP PREF ADR ADR 71654V101 9 991 SH   DFND 16 0 0 991
PETROLEO BRASILEIRO-SPON ADR ADR 71654V408 18,126 1,792,855 SH   DFND 2 0 0 1,792,855
PETROLEO BRASILEIRO-SPON ADR ADR 71654V408 5,431 537,208 SH   DFND 02,10 0 0 537,208
PETROLEO BRASILEIRO-SPON ADR ADR 71654V408 575 56,311 SH   DFND 16 0 0 56,311
PFIZER INC COM 717081103 1,629,182 50,159,421 SH   DFND 2 0 45,438,955 4,720,466
PFIZER INC COM 717081103 9,254 284,923 SH   DFND 02,03 0 284,923 0
PFIZER INC COM 717081103 355,399 10,938,693 SH   DFND 10 0 10,898,782 39,911
PFIZER INC COM 717081103 50,464 1,553,900 SH   DFND 16 0 671,437 882,463
PHARMERICA CORP COM 71714F104 21,777 865,871 SH   DFND 2 0 865,871 0
PHARMERICA CORP COM 71714F104 96 3,799 SH   DFND 16 0 0 3,799
PHARMACYTE BIOTECH INC COM 71715X104 6 40,000 SH   DFND 16 0 0 40,000
PHIBRO ANIMAL HEALTH CORP-A COM 71742Q106 5,761 196,630 SH   DFND 2 0 196,630 0
PHILIP MORRIS INTERNATIONAL COM 718172109 1,958,872 21,408,581 SH   DFND 2 0 20,557,957 850,624
PHILIP MORRIS INTERNATIONAL COM 718172109 11,528 126,004 SH   DFND 02,03 0 126,004 0
PHILIP MORRIS INTERNATIONAL COM 718172109 51,884 566,995 SH   DFND 10 0 566,995 0
PHILIP MORRIS INTERNATIONAL COM 718172109 41,659 455,255 SH   DFND 16 0 233,656 221,599
PHILLIPS 66 COM 718546104 41,567 481,050 SH   DFND 2 0 481,050 0
PHILLIPS 66 COM 718546104 432 5,004 SH   DFND 02,03 0 5,004 0
PHILLIPS 66 COM 718546104 5,810 67,232 SH   DFND 10 0 67,232 0
PHILLIPS 66 COM 718546104 9,857 114,091 SH   DFND 16 0 49,599 64,492
PHILLIPS 66 PARTNERS LP LP 718549207 195 4,000 SH   DFND 2 0 4,000 0
PHILLIPS 66 PARTNERS LP LP 718549207 117 2,398 SH   DFND 16 0 0 2,398
PHOTRONICS INC COM 719405102 5,524 488,860 SH   DFND 2 0 488,860 0
PHOTRONICS INC COM 719405102 11 1,000 SH   DFND 16 0 0 1,000
PHYSICIANS REALTY TRUST COM 71943U104 8,944 471,719 SH   DFND 2 0 414,019 57,700
PHYSICIANS REALTY TRUST COM 71943U104 523 27,588 SH   DFND 16 0 25,527 2,061
PIEDMONT OFFICE REALTY TRU-A COM 720190206 169 7,990 SH   DFND 2 0 7,990 0
PIEDMONT OFFICE REALTY TRU-A COM 720190206 71 3,378 SH   DFND 16 0 0 3,378
PIER 1 IMPORTS INC COM 720279108 8,432 987,563 SH   DFND 2 0 987,563 0
PIER 1 IMPORTS INC COM 720279108 339 39,701 SH   DFND 16 0 0 39,701
PILGRIM'S PRIDE CORP COM 72147K108 10,647 560,710 SH   DFND 2 0 557,460 3,250
PILGRIM'S PRIDE CORP COM 72147K108 46 2,427 SH   DFND 16 0 0 2,427
PIMCO CORPORATE & INCOME STR COM 72200U100 415 28,098 SH   DFND 16 0 0 28,098
PIMCO MUNICIPAL INCOME FD II COM 72200W106 292 23,914 SH   DFND 16 0 0 23,914
PIMCO STRATEGIC INCOME FUND COM 72200X104 262 29,814 SH   DFND 16 0 0 29,814
PIMCO GLOBAL STOCKSPLUS & IN COM 722011103 457 32,496 SH   DFND 16 0 0 32,496
PIMCO HIGH INCOME FUND COM 722014107 1,215 132,465 SH   DFND 16 0 0 132,465
PIMCO MUNI INCOME FUND III COM 72201A103 138 12,122 SH   DFND 16 0 0 12,122
PIMCO CORPORATE & INCOME OPP COM 72201B101 763 53,332 SH   DFND 16 0 0 53,332
PIMCO INCOME STRATEGY FD II COM 72201J104 221 23,246 SH   DFND 16 0 0 23,246
PIMCO 15 YR US TIPS INDX COM 72201R304 212 3,266 SH   DFND 16 0 0 3,266
PIMCO BROAD US TIPS INDEX COM 72201R403 260 4,519 SH   DFND 16 0 0 4,519
PIMCO 0-5 YEAR H/Y CORP BOND COM 72201R783 20,565 206,104 SH   DFND 16 0 0 206,104
PIMCO INV GRADE CORP BD ETF COM 72201R817 1,218 11,910 SH   DFND 16 0 0 11,910
PING AN INSURANCE-ADR ADR 72341E304 162 16,286 SH   DFND 2 0 0 16,286
PING AN INSURANCE-ADR ADR 72341E304 3 338 SH   DFND 16 0 0 338
PINNACLE FINANCIAL PARTNERS COM 72346Q104 15,103 217,927 SH   DFND 2 0 217,927 0
PINNACLE FINANCIAL PARTNERS COM 72346Q104 22 317 SH   DFND 16 0 0 317
PINNACLE WEST CAPITAL COM 723484101 82,780 1,060,904 SH   DFND 2 0 1,057,404 3,500
PINNACLE WEST CAPITAL COM 723484101 476 6,108 SH   DFND 02,03 0 6,108 0
PINNACLE WEST CAPITAL COM 723484101 864 11,067 SH   DFND 16 0 0 11,067
PINNACLE FOODS INC COM 72348P104 843 15,769 SH   DFND 2 0 15,769 0
PINNACLE FOODS INC COM 72348P104 19,322 361,222 SH   DFND 10 0 361,222 0
PINNACLE FOODS INC COM 72348P104 1,374 25,725 SH   DFND 16 0 21,896 3,829
PINNACLE ENTERTAINMENT INC COM 72348Y105 1,229 84,835 SH   DFND 2 0 84,835 0
PINNACLE ENTERTAINMENT INC COM 72348Y105 1 100 SH   DFND 16 0 0 100
PIONEER ENERGY SERVICES CORP COM 723664108 6,472 944,705 SH   DFND 2 0 944,705 0
PIONEER FLOATING RATE TRUST COM 72369J102 466 39,219 SH   DFND 16 0 0 39,219
PIONEER NATURAL RESOURCES CO COM 723787107 21,506 119,427 SH   DFND 2 0 119,427 0
PIONEER NATURAL RESOURCES CO COM 723787107 346 1,923 SH   DFND 02,03 0 1,923 0
PIONEER NATURAL RESOURCES CO COM 723787107 28,188 156,828 SH   DFND 16 0 12,980 143,848
PIPER JAFFRAY COS COM 724078100 13,181 181,790 SH   DFND 2 0 181,790 0
PIPER JAFFRAY COS COM 724078100 7 94 SH   DFND 16 0 0 94
PITNEY BOWES INC COM 724479100 931 61,386 SH   DFND 2 0 61,386 0
PITNEY BOWES INC COM 724479100 32 2,096 SH   DFND 02,03 0 2,096 0
PITNEY BOWES INC COM 724479100 318 20,963 SH   DFND 16 0 2,192 18,771
PBI 6.7 03/07/43 PRF 724479506 293 11,456 SH   DFND 16 0 0 11,456
PLAINS ALL AMER PIPELINE LP LP 726503105 404 12,500 SH   DFND 2 0 12,500 0
PLAINS ALL AMER PIPELINE LP LP 726503105 2,314 71,652 SH   DFND 16 0 0 71,652
PLAINS GP HOLDINGS LP-CL A LP 72651A207 1,504 43,373 SH   DFND 2 0 43,373 0
PLAINS GP HOLDINGS LP-CL A LP 72651A207 764 22,019 SH   DFND 16 0 21,680 339
PLANET FITNESS INC - CL A COM 72703H101 5,829 289,980 SH   DFND 2 0 289,980 0
PLANET FITNESS INC - CL A COM 72703H101 12 600 SH   DFND 16 0 0 600
PLANTRONICS INC COM 727493108 13,362 244,000 SH   DFND 2 0 244,000 0
PLANTRONICS INC COM 727493108 6 108 SH   DFND 16 0 0 108
PLEXUS CORP COM 729132100 16,307 301,761 SH   DFND 2 0 301,761 0
POLARIS INDUSTRIES INC COM 731068102 12,999 157,784 SH   DFND 2 0 157,784 0
POLARIS INDUSTRIES INC COM 731068102 28 343 SH   DFND 02,03 0 343 0
POLARIS INDUSTRIES INC COM 731068102 2,229 33,790 SH   DFND 16 0 21,334 12,456
POLYONE CORPORATION COM 73179P106 11,948 372,877 SH   DFND 2 0 372,877 0
POLYONE CORPORATION COM 73179P106 58 1,808 SH   DFND 16 0 0 1,808
POLYMET MINING CORP COM 731916102 27 36,243 SH   DFND 16 0 0 36,243
POOL CORP COM 73278L105 13,897 133,195 SH   DFND 2 0 133,195 0
POOL CORP COM 73278L105 17,926 171,837 SH   DFND 10 0 171,837 0
POOL CORP COM 73278L105 338 3,236 SH   DFND 16 0 3,192 44
POPEYES LOUISIANA KITCHEN IN COM 732872106 6,538 108,104 SH   DFND 2 0 108,104 0
POPULAR INC COM 733174700 10,199 232,713 SH   DFND 2 0 232,713 0
POPULAR INC COM 733174700 1 32 SH   DFND 16 0 0 32
PORTLAND GENERAL ELECTRIC CO COM 736508847 65,999 1,523,018 SH   DFND 2 0 1,517,543 5,475
PORTLAND GENERAL ELECTRIC CO COM 736508847 401 9,250 SH   DFND 02,03 0 9,250 0
PORTLAND GENERAL ELECTRIC CO COM 736508847 284 6,544 SH   DFND 16 0 4,748 1,796
POST HOLDINGS INC COM 737446104 20,240 251,778 SH   DFND 2 0 251,778 0
POST HOLDINGS INC COM 737446104 168 2,086 SH   DFND 16 0 0 2,086
POST 2 1/2 CONV PRF 737446807 5,470 36,000 SH   DFND 2 0 0 36,000
POTASH CORP OF SASKATCHEWAN COM 73755L107 53 2,940 SH   DFND 2 0 2,940 0
POTASH CORP OF SASKATCHEWAN COM 73755L107 3,829 211,650 SH   DFND 16 0 29,972 181,678
POTLATCH CORP COM 737630103 9,751 234,128 SH   DFND 2 0 234,128 0
POWELL INDUSTRIES INC COM 739128106 2,185 56,057 SH   DFND 2 0 56,057 0
POWELL INDUSTRIES INC COM 739128106 1,358 34,818 SH   DFND 16 0 0 34,818
POWER INTEGRATIONS INC COM 739276103 12,264 180,750 SH   DFND 2 0 180,750 0
POWER INTEGRATIONS INC COM 739276103 172 2,529 SH   DFND 16 0 2,428 101
POWERSHARES QQQ TRUST SERIES COM 73935A104 0 1 SH   DFND 2 0 1 0
POWERSHARES QQQ TRUST SERIES COM 73935A104 159,039 1,344,043 SH   DFND 16 0 0 1,344,043
POWERSHARES DB COMMODITY IND COM 73935S105 6,257 389,171 SH   DFND 16 0 0 389,171
POWERSHARES DYNAMIC MKT PORT COM 73935X104 2,448 30,314 SH   DFND 16 0 0 30,314
POWERSHARES NASDAQ INTERNET COM 73935X146 457 5,533 SH   DFND 16 0 0 5,533
POWERSHARES DWA MOMENTUM POR COM 73935X153 23,668 562,943 SH   DFND 16 0 0 562,943
POWERSHARES WILDERH PROGR EN COM 73935X161 358 13,861 SH   DFND 16 0 0 13,861
POWERSHARES GLB LIST PRIV EQ COM 73935X195 232 20,909 SH   DFND 16 0 0 20,909
POWERSHARES FINANCIAL PREFRD COM 73935X229 3,995 222,445 SH   DFND 16 0 0 222,445
POWERSHARES BUYBACK ACHVERS COM 73935X286 3,954 78,433 SH   DFND 16 0 0 78,433
POWERSHARES H/Y EQ DVD ACHIE COM 73935X302 2,135 126,093 SH   DFND 16 0 0 126,093
POWERSHARES DWA TECHNOLOGY M COM 73935X344 2,494 62,483 SH   DFND 16 0 0 62,483
POWERSHARES DWA INDUSTRIALS COM 73935X369 2,227 44,580 SH   DFND 16 0 0 44,580
POWERSHARES DWA FINANCIAL MO COM 73935X377 1,741 56,819 SH   DFND 16 0 0 56,819
POWERSHARES DWA ENERGY MOMEN COM 73935X385 1,837 42,222 SH   DFND 16 0 0 42,222
POWERSHARES DWA CONSUMER STA COM 73935X393 913 17,035 SH   DFND 16 0 0 17,035
POWERSHARES GLD DRG CHINA COM 73935X401 419 14,643 SH   DFND 16 0 0 14,643
POWERSHARES DWA CONSUMER CYC COM 73935X419 508 12,047 SH   DFND 16 0 0 12,047
POWERSHARES DWA BASIC MATERI COM 73935X427 8,235 139,072 SH   DFND 16 0 0 139,072
POWERSHARES RUSSELL TOP 200 COM 73935X450 1,428 33,151 SH   DFND 16 0 0 33,151
POWERSHARES WILDERH CLEAN EN COM 73935X500 67 18,325 SH   DFND 16 0 0 18,325
POWERSHARES FTSE RAFI US1500 COM 73935X567 47 408 SH   DFND 2 0 408 0
POWERSHARES FTSE RAFI US1500 COM 73935X567 15,310 132,432 SH   DFND 16 0 0 132,432
POWERSHARES WATER RESOURCES COM 73935X575 369 14,996 SH   DFND 16 0 0 14,996
POWERSHARES FTSE RAFI US 1K COM 73935X583 47 475 SH   DFND 2 0 475 0
POWERSHARES FTSE RAFI US 1K COM 73935X583 69,733 699,883 SH   DFND 16 0 0 699,883
POWERSHARES DWA UTILITIES MO COM 73935X591 1,014 39,590 SH   DFND 16 0 0 39,590
POWERSHARES DYN L CAP GROWTH COM 73935X609 3,811 119,606 SH   DFND 16 0 0 119,606
POWERSHARES DYN BLDG & CONST COM 73935X666 438 15,713 SH   DFND 16 0 0 15,713
POWERSHARES S&P 500 QUALITY COM 73935X682 5,103 196,537 SH   DFND 16 0 0 196,537
POWERSHARES AERO & DEFENSE COM 73935X690 3,790 90,810 SH   DFND 16 0 0 90,810
POWERSHARES DYN L/C VALUE COM 73935X708 23 680 SH   DFND 2 0 680 0
POWERSHARES DYN L/C VALUE COM 73935X708 7,735 229,476 SH   DFND 16 0 0 229,476
POWERSHARES INTER DVD ACHIEV COM 73935X716 4,686 325,436 SH   DFND 16 0 0 325,436
POWERSHARES DVD ACHIEVERS PT COM 73935X732 645 28,191 SH   DFND 16 0 0 28,191
POWERSHARES DYN SOFTWARE COM 73935X773 607 12,861 SH   DFND 16 0 0 12,861
POWERSHARES DYN SEMICONDUCT COM 73935X781 240 6,641 SH   DFND 16 0 0 6,641
POWERSHARES DYN PHARMACEUTIC COM 73935X799 3,765 67,254 SH   DFND 16 0 0 67,254
POWERSHARES DYN MEDIA PORT COM 73935X823 280 10,683 SH   DFND 16 0 0 10,683
POWERSHARES DYN FOOD&BEVERAG COM 73935X849 1,478 44,153 SH   DFND 16 0 0 44,153
POWERSHARES DB ENERGY FUND COM 73936B101 139 10,074 SH   DFND 16 0 0 10,074
POWERSHARES DB PREC METALS F COM 73936B200 417 11,963 SH   DFND 16 0 0 11,963
POWERSHARES DB AGRICULTURE F COM 73936B408 532 26,619 SH   DFND 16 0 0 26,619
POWERSHARES DB OIL FUND COM 73936B507 1,546 159,727 SH   DFND 16 0 0 159,727
POWERSHARES DB BASE METALS F COM 73936B705 157 10,490 SH   DFND 16 0 0 10,490
POWERSHARES DB US DOL IND BU COM 73936D107 15,990 608,098 SH   DFND 16 0 0 608,098
POWERSHARES S&P 500 BUYWRITE COM 73936G308 218 10,229 SH   DFND 16 0 0 10,229
POWERSHARES DWA DEVELOPED MA COM 73936Q108 959 45,485 SH   DFND 16 0 0 45,485
POWERSHARES DWA EMERGING MAR COM 73936Q207 589 40,558 SH   DFND 16 0 0 40,558
POWERSHARES GLOBAL SHORT TER COM 73936Q710 300 12,269 SH   DFND 16 0 0 12,269
POWERSHARES SENIOR LOAN COM 73936Q769 46,413 2,001,793 SH   DFND 16 0 0 2,001,793
POWERSHARES KBW PROPERTY & C COM 73936Q777 960 17,257 SH   DFND 16 0 0 17,257
POWERSHARES KBW PREM YD REIT COM 73936Q819 313 8,328 SH   DFND 16 0 0 8,328
POWERSHARES INT CORP BOND COM 73936Q835 439 17,914 SH   DFND 16 0 0 17,914
POWERSHARES CEF INCOME COMPO COM 73936Q843 975 43,511 SH   DFND 16 0 289 43,222
POWERSHARES GLBL GOLD PR-MTL COM 73936Q876 587 34,495 SH   DFND 16 0 0 34,495
POWERSHARES NATIONAL AMT-FRE COM 73936T474 7,848 315,304 SH   DFND 16 0 0 315,304
POWERSHARES 1-30 LADDERED TP COM 73936T524 254 7,970 SH   DFND 16 0 0 7,970
POWERSHARES FDMNL H/Y CORP B COM 73936T557 1,137 48,431 SH   DFND 16 0 0 48,431
POWERSHARES PREFERRED PORTFO COM 73936T565 64,470 4,544,629 SH   DFND 16 0 0 4,544,629
POWERSHARES EM MKT SOVR DEBT COM 73936T573 125,194 4,447,447 SH   DFND 16 0 0 4,447,447
POWERSHARES FTSE RAFI EM MKT COM 73936T763 10 575 SH   DFND 2 0 575 0
POWERSHARES FTSE RAFI EM MKT COM 73936T763 2,630 144,923 SH   DFND 16 0 0 144,923
POWERSHARES FTSE RAFI DV S-M COM 73936T771 1,790 66,301 SH   DFND 16 0 0 66,301
POWERSHARES FTSE RAFI DEV EX COM 73936T789 23 621 SH   DFND 2 0 621 0
POWERSHARES FTSE RAFI DEV EX COM 73936T789 6,669 177,669 SH   DFND 16 0 0 177,669
POWERSHARES BUILD AMRICA BND COM 73937B407 7,401 249,696 SH   DFND 16 0 0 249,696
POWERSHARES RUSSEL 1000 EQUA COM 73937B571 1,159 43,076 SH   DFND 16 0 0 43,076
POWERSHARES LADDERRITE 0-5 Y COM 73937B589 207 8,346 SH   DFND 16 0 0 8,346
POWERSHARES VARIABLE RATE PR COM 73937B597 1,126 45,763 SH   DFND 16 0 0 45,763
POWERSHARES S&P SC CONS STAP COM 73937B605 1,844 26,698 SH   DFND 16 0 0 26,698
POWERSHARES INTERNATIONAL BU COM 73937B621 756 26,737 SH   DFND 16 0 0 26,737
POWERSHARES S&P SMALLCAP LOW COM 73937B639 13,800 316,018 SH   DFND 16 0 0 316,018
POWERSHARES S&P MIDCAP LOW V COM 73937B647 17,112 419,714 SH   DFND 16 0 0 419,714
POWERSHARES S&P 500 HIGH DIV COM 73937B654 12,503 319,108 SH   DFND 16 0 0 319,108
POWERSHARES S&P INT DEV LOW COM 73937B688 4,289 155,483 SH   DFND 16 0 0 155,483
POWERSHARES KBW REGIONAL BAN COM 73937B712 7,409 132,599 SH   DFND 16 0 0 132,599
POWERSHARES KBW BANK COM 73937B746 226 4,781 SH   DFND 16 0 0 4,781
POWERSHARES FNDMNL INVST GRA COM 73937B761 642 25,463 SH   DFND 16 0 0 25,463
POWERSHARES S&P 500 LOW VOLA COM 73937B779 127,365 3,054,577 SH   DFND 16 0 0 3,054,577
POWERSHARES S&P SC FINANCIAL COM 73937B803 301 5,758 SH   DFND 16 0 0 5,758
POWERSHARES S&P 500 HIGH BET COM 73937B829 2,145 58,644 SH   DFND 16 0 0 58,644
POWERSHARES S&P SC INFO TECH COM 73937B860 2,273 32,628 SH   DFND 16 0 0 32,628
POWERSHARES S&P SC HEALTH CA COM 73937B886 1,317 18,036 SH   DFND 16 0 0 18,036
PRAXAIR INC COM 74005P104 30,439 259,754 SH   DFND 2 0 259,754 0
PRAXAIR INC COM 74005P104 378 3,229 SH   DFND 02,03 0 3,229 0
PRAXAIR INC COM 74005P104 383 3,270 SH   DFND 10 0 3,270 0
PRAXAIR INC COM 74005P104 1,960 16,729 SH   DFND 16 0 9,645 7,084
PRECISION DRILLING CORP COM 74022D308 5,882 1,079,247 SH   DFND 2 0 1,079,247 0
PRECISION DRILLING CORP COM 74022D308 1 121 SH   DFND 16 0 0 121
PREFERRED BANK/LOS ANGELES COM 740367404 2,481 47,314 SH   DFND 2 0 47,314 0
PREFERRED APARTMENT COMMUN-A COM 74039L103 30 1,994 SH   DFND 2 0 1,994 0
PREFERRED APARTMENT COMMUN-A COM 74039L103 349 23,387 SH   DFND 16 0 0 23,387
PRESTIGE BRANDS HOLDINGS INC COM 74112D101 7,238 138,921 SH   DFND 2 0 138,921 0
PRESTIGE BRANDS HOLDINGS INC COM 74112D101 137 2,642 SH   DFND 16 0 196 2,446
PRETIUM RESOURCES INC COM 74139C102 264 32,010 SH   DFND 16 0 0 32,010
T ROWE PRICE GROUP INC COM 74144T108 390,139 5,183,793 SH   DFND 2 0 4,139,832 1,043,961
T ROWE PRICE GROUP INC COM 74144T108 253 3,353 SH   DFND 02,03 0 3,353 0
T ROWE PRICE GROUP INC COM 74144T108 2,030 26,962 SH   DFND 16 0 686 26,276
PRICELINE GROUP INC/THE COM 741503403 587,630 400,824 SH   DFND 2 0 363,087 37,737
PRICELINE GROUP INC/THE COM 741503403 10,783 7,355 SH   DFND 02,03 0 7,355 0
PRICELINE GROUP INC/THE COM 741503403 40,998 27,960 SH   DFND 10 0 27,960 0
PRICELINE GROUP INC/THE COM 741503403 11,586 7,915 SH   DFND 16 0 5,679 2,236
PRICELINE GROUP INC/THE CONV BND 741503AQ9 7,620 4,840,000 PRN   DFND 2 0 0 4,840,000
PRICELINE GROUP INC/THE CONV BND 741503AQ9 6 4,000 PRN   DFND 16 0 0 4,000
PRICESMART INC COM 741511109 7,463 89,375 SH   DFND 2 0 89,375 0
PRIMORIS SERVICES CORP COM 74164F103 4,939 216,792 SH   DFND 2 0 216,792 0
PRIMERICA INC COM 74164M108 9,366 135,454 SH   DFND 2 0 135,454 0
PRIMERICA INC COM 74164M108 849 12,309 SH   DFND 16 0 10,642 1,667
PRINCIPAL FINANCIAL GROUP COM 74251V102 86,766 1,499,548 SH   DFND 2 0 1,499,148 400
PRINCIPAL FINANCIAL GROUP COM 74251V102 243 4,206 SH   DFND 02,03 0 4,206 0
PRINCIPAL FINANCIAL GROUP COM 74251V102 1,055 18,240 SH   DFND 16 0 9,991 8,249
PRINCIPAL REAL ESTATE INCOME COM 74255X104 1,018 63,789 SH   DFND 16 0 0 63,789
PROASSURANCE CORP COM 74267C106 15,048 267,464 SH   DFND 2 0 267,464 0
PROASSURANCE CORP COM 74267C106 293 5,226 SH   DFND 16 0 238 4,988
PROCTER & GAMBLE CO/THE COM 742718109 564,379 6,712,411 SH   DFND 2 0 6,699,065 13,346
PROCTER & GAMBLE CO/THE COM 742718109 2,736 32,548 SH   DFND 02,03 0 32,548 0
PROCTER & GAMBLE CO/THE COM 742718109 3,505 41,629 SH   DFND 10 0 41,629 0
PROCTER & GAMBLE CO/THE COM 742718109 68,400 810,640 SH   DFND 16 0 394,439 416,201
PRIVATEBANCORP INC COM 742962103 11,181 206,338 SH   DFND 2 0 206,338 0
PROGRESS SOFTWARE CORP COM 743312100 11,712 366,751 SH   DFND 2 0 366,751 0
PROGRESS SOFTWARE CORP COM 743312100 125 3,821 SH   DFND 16 0 0 3,821
PROGRESSIVE CORP COM 743315103 25,544 719,594 SH   DFND 2 0 719,594 0
PROGRESSIVE CORP COM 743315103 233 6,557 SH   DFND 02,03 0 6,557 0
PROGRESSIVE CORP COM 743315103 744 21,015 SH   DFND 16 0 12,497 8,518
PROLOGIS INC COM 74340W103 83,643 1,584,470 SH   DFND 2 0 1,581,095 3,375
PROLOGIS INC COM 74340W103 620 11,746 SH   DFND 02,03 0 11,746 0
PROLOGIS INC COM 74340W103 26,994 511,347 SH   DFND 10 0 496,909 14,438
PROLOGIS INC COM 74340W103 55,367 1,047,969 SH   DFND 16 0 23,835 1,024,134
PROOFPOINT INC COM 743424103 6,754 95,599 SH   DFND 2 0 95,599 0
PROOFPOINT INC COM 743424103 355 5,029 SH   DFND 16 0 85 4,944
PROOFPOINT INC CONV BND 743424AD5 5,195 4,600,000 PRN   DFND 2 0 0 4,600,000
PROS HOLDINGS INC COM 74346Y103 7,049 327,539 SH   DFND 2 0 327,539 0
PRSHR MRNGSTR ALT SOL ETF COM 74347B813 217 5,618 SH   DFND 16 0 0 5,618
PROSHARES LARGE CAP CORE PLU COM 74347R248 879 15,911 SH   DFND 16 0 0 15,911
PROSHARES S&P 500 DIVIDEND A COM 74348A467 17,392 322,868 SH   DFND 16 0 0 322,868
PROSPECT CAPITAL CORP COM 74348T102 564 67,547 SH   DFND 16 0 307 67,240
PROSPECT CAPITAL CORP CONV BND 74348TAL6 10 10,000 PRN   DFND 16 0 0 10,000
PROSPECT CAPITAL CORP CONV BND 74348TAM4 26 25,000 PRN   DFND 16 0 0 25,000
PROSPERITY BANCSHARES INC COM 743606105 57,998 807,975 SH   DFND 2 0 769,075 38,900
PROSPERITY BANCSHARES INC COM 743606105 2 21 SH   DFND 16 0 0 21
PROTO LABS INC COM 743713109 8,666 168,750 SH   DFND 2 0 168,750 0
PROTO LABS INC COM 743713109 73 1,428 SH   DFND 16 0 63 1,365
PROVIDENCE SERVICE CORP COM 743815102 2,433 63,965 SH   DFND 2 0 63,965 0
PROVIDENT FINANCIAL HLDGS COM 743868101 3,396 167,925 SH   DFND 2 0 167,925 0
PROVIDENT FINANCIAL SERVICES COM 74386T105 12,902 455,936 SH   DFND 2 0 455,936 0
PRUDENTIAL FINANCIAL INC COM 744320102 397,183 3,816,858 SH   DFND 2 0 2,971,663 845,195
PRUDENTIAL FINANCIAL INC COM 744320102 506 4,858 SH   DFND 02,03 0 4,858 0
PRUDENTIAL FINANCIAL INC COM 744320102 4,645 44,639 SH   DFND 16 0 560 44,079
PRU 5 3/4 12/15/52 PRF 744320607 637 25,730 SH   DFND 16 0 0 25,730
PRU 5.7 03/15/53 PRF 744320706 1,021 41,280 SH   DFND 16 0 0 41,280
PRUDENTIAL PLC-ADR ADR 74435K204 695 17,475 SH   DFND 2 0 0 17,475
PRUDENTIAL PLC-ADR ADR 74435K204 5,687 142,980 SH   DFND 16 0 0 142,980
PUBLIC SERVICE ENTERPRISE GP COM 744573106 118,616 2,703,229 SH   DFND 2 0 2,422,859 280,370
PUBLIC SERVICE ENTERPRISE GP COM 744573106 251 5,714 SH   DFND 02,03 0 5,714 0
PUBLIC SERVICE ENTERPRISE GP COM 744573106 1,179 26,873 SH   DFND 16 0 3,115 23,758
PUBLIC STORAGE COM 74460D109 196,567 879,505 SH   DFND 2 0 874,437 5,068
PUBLIC STORAGE COM 74460D109 441 1,974 SH   DFND 02,03 0 1,974 0
PUBLIC STORAGE COM 74460D109 24,638 110,316 SH   DFND 10 0 110,316 0
PUBLIC STORAGE COM 74460D109 2,029 9,081 SH   DFND 16 0 3,728 5,352
PSA 5.9 PRF 74460W206 292 11,814 SH   DFND 16 0 0 11,814
PUBLIC STORAGE PRF 74460W602 210 8,933 SH   DFND 16 0 0 8,933
PSA 4.9 PRF 74460W719 341 16,140 SH   DFND 16 0 0 16,140
PSA 5 3/8 PRF 74460W800 1,171 51,822 SH   DFND 16 0 0 51,822
PUBLICIS GROUPE-ADR ADR 74463M106 109 6,354 SH   DFND 2 0 0 6,354
PUBLICIS GROUPE-ADR ADR 74463M106 347 20,204 SH   DFND 16 0 0 20,204
PULTEGROUP INC COM 745867101 4,687 254,681 SH   DFND 2 0 254,681 0
PULTEGROUP INC COM 745867101 62 3,369 SH   DFND 02,03 0 3,369 0
PULTEGROUP INC COM 745867101 112 6,094 SH   DFND 16 0 1,900 4,194
PUMA BIOTECHNOLOGY INC COM 74587V107 11,944 389,044 SH   DFND 2 0 389,044 0
PUMA BIOTECHNOLOGY INC COM 74587V107 4 139 SH   DFND 02,03 0 139 0
PURE STORAGE INC - CLASS A COM 74624M102 225 19,850 SH   DFND 16 0 0 19,850
PUTNAM MANAGED MUNI INCM TRS COM 746823103 1,371 193,933 SH   DFND 16 0 0 193,933
PUTNAM MUNI OPPORTUNITIES TR COM 746922103 222 18,595 SH   DFND 16 0 0 18,595
QBE INSURANCE GROUP-SPN ADR ADR 74728G605 135 15,029 SH   DFND 2 0 0 15,029
QUAD GRAPHICS INC COM 747301109 7,303 271,735 SH   DFND 2 0 271,735 0
QUAD GRAPHICS INC COM 747301109 68 2,521 SH   DFND 16 0 0 2,521
QUAKER CHEMICAL CORP COM 747316107 9,258 72,368 SH   DFND 2 0 72,368 0
QUAKER CHEMICAL CORP COM 747316107 193 1,510 SH   DFND 16 0 1,467 43
PZENA INVESTMENT MANAGM-CL A COM 74731Q103 2,743 246,835 SH   DFND 2 0 246,835 0
QEP RESOURCES INC COM 74733V100 19,749 1,072,756 SH   DFND 2 0 1,068,856 3,900
QEP RESOURCES INC COM 74733V100 63 3,428 SH   DFND 16 0 1,193 2,235
QTS REALTY TRUST INC-CL A COM 74736A103 13,111 264,043 SH   DFND 2 0 264,043 0
QTS REALTY TRUST INC-CL A COM 74736A103 111 2,228 SH   DFND 16 0 0 2,228
QORVO INC COM 74736K101 314,319 5,960,874 SH   DFND 2 0 5,899,354 61,520
QORVO INC COM 74736K101 76 1,440 SH   DFND 02,03 0 1,440 0
QORVO INC COM 74736K101 10,553 200,137 SH   DFND 10 0 200,137 0
QORVO INC COM 74736K101 273 5,166 SH   DFND 16 0 543 4,623
Q2 HOLDINGS INC COM 74736L109 7,019 243,308 SH   DFND 2 0 243,308 0
QUALCOMM INC COM 747525103 1,136,658 17,433,447 SH   DFND 2 0 15,224,697 2,208,750
QUALCOMM INC COM 747525103 3,566 54,686 SH   DFND 02,03 0 54,686 0
QUALCOMM INC COM 747525103 8,732 133,917 SH   DFND 10 0 133,917 0
QUALCOMM INC COM 747525103 73,377 1,125,809 SH   DFND 16 0 105,969 1,019,840
QUALITY CARE PROPERTIES COM 747545101 4,636 299,049 SH   DFND 2 0 299,049 0
QUALITY CARE PROPERTIES COM 747545101 5 352 SH   DFND 10 0 352 0
QUALITY CARE PROPERTIES COM 747545101 155 10,000 SH   DFND 16 0 36 9,964
QUALITY SYSTEMS INC COM 747582104 3,025 230,090 SH   DFND 2 0 230,090 0
QUALITY SYSTEMS INC COM 747582104 221 16,838 SH   DFND 16 0 0 16,838
QUALYS INC COM 74758T303 10,852 342,898 SH   DFND 2 0 342,898 0
QUALYS INC COM 74758T303 7 225 SH   DFND 16 0 0 225
QUANEX BUILDING PRODUCTS COM 747619104 6,934 341,589 SH   DFND 2 0 341,589 0
QUANTA SERVICES INC COM 74762E102 20,991 602,327 SH   DFND 2 0 602,327 0
QUANTA SERVICES INC COM 74762E102 59 1,707 SH   DFND 02,03 0 1,707 0
QUANTA SERVICES INC COM 74762E102 186 5,332 SH   DFND 16 0 0 5,332
QUANTUM ENERGY INC COM 747645208 2 10,000 SH   DFND 16 0 0 10,000
QUANTENNA COMMUNICATIONS INC COM 74766D100 801 44,202 SH   DFND 2 0 44,202 0
QUEST DIAGNOSTICS INC COM 74834L100 21,001 228,532 SH   DFND 2 0 228,532 0
QUEST DIAGNOSTICS INC COM 74834L100 144 1,564 SH   DFND 02,03 0 1,564 0
QUEST DIAGNOSTICS INC COM 74834L100 2,868 31,206 SH   DFND 16 0 20,079 11,127
QUINSTREET INC COM 74874Q100 678 180,294 SH   DFND 2 0 180,294 0
QUINTILES IMS HOLDINGS INC COM 74876Y101 5,999 78,872 SH   DFND 2 0 78,872 0
QUINTILES IMS HOLDINGS INC COM 74876Y101 1,739 22,869 SH   DFND 10 0 22,869 0
QUINTILES IMS HOLDINGS INC COM 74876Y101 3,544 46,614 SH   DFND 16 0 24,741 21,873
QUORUM HEALTH CORP COM 74909E106 1,066 146,648 SH   DFND 2 0 146,648 0
QUORUM HEALTH CORP COM 74909E106 5 753 SH   DFND 16 0 0 753
CTL 6 7/8 10/01/54 PRF 74913G105 289 11,934 SH   DFND 16 0 0 11,934
CTL 7 1/2 09/15/51 PRF 74913G303 1,722 68,757 SH   DFND 16 0 0 68,757
CTL 7 04/01/52 PRF 74913G402 224 9,079 SH   DFND 16 0 0 9,079
CTL 7 07/01/52 PRF 74913G501 631 25,702 SH   DFND 16 0 0 25,702
CTL 6 1/8 06/01/53 PRF 74913G600 548 24,140 SH   DFND 16 0 0 24,140
RAM CAPITAL LLC LP 749200994 0 3,654,271 SH   DFND 02,05 0 0 3,654,271
RAIT FINANCIAL TRUST COM 749227609 268 79,640 SH   DFND 2 0 79,640 0
RA PHARMACEUTICALS INC COM 74933V108 3,012 198,270 SH   DFND 2 0 198,270 0
RA PHARMACEUTICALS INC COM 74933V108 15 500 SH   DFND 16 0 0 500
RLI CORP COM 749607107 12,141 192,319 SH   DFND 2 0 192,319 0
RLI CORP COM 749607107 79 1,247 SH   DFND 16 0 0 1,247
RLJ LODGING TRUST COM 74965L101 7,436 303,718 SH   DFND 2 0 303,718 0
RLJ LODGING TRUST COM 74965L101 0 14 SH   DFND 16 0 0 14
RESTORATION HARDWARE HOLDING COM 74967X103 7,271 236,865 SH   DFND 2 0 236,865 0
RPM INTERNATIONAL INC COM 749685103 18,611 345,711 SH   DFND 2 0 345,711 0
RPM INTERNATIONAL INC COM 749685103 59 1,096 SH   DFND 02,03 0 1,096 0
RPM INTERNATIONAL INC COM 749685103 1,612 29,940 SH   DFND 16 0 14,529 15,411
RSA INSURANCE GROUP PLC-ADR ADR 74971A206 82 11,269 SH   DFND 2 0 0 11,269
RPX CORP COM 74972G103 7,416 686,630 SH   DFND 2 0 686,630 0
RPX CORP COM 74972G103 166 15,350 SH   DFND 16 0 0 15,350
RTI SURGICAL INC COM 74975N105 2 480 SH   DFND 2 0 480 0
RTI SURGICAL INC COM 74975N105 114 34,112 SH   DFND 16 0 0 34,112
RWT HOLDINGS INC CONV BND 749772AB5 5,279 5,240,000 PRN   DFND 2 0 0 5,240,000
RSP PERMIAN INC COM 74978Q105 31,044 695,712 SH   DFND 2 0 642,212 53,500
RSP PERMIAN INC COM 74978Q105 59 1,335 SH   DFND 16 0 1,310 25
RADIAN GROUP INC COM 750236101 32,774 1,822,738 SH   DFND 2 0 1,822,738 0
RADIAN GROUP INC COM 750236101 701 38,934 SH   DFND 16 0 36,456 2,478
RADIUS HEALTH INC COM 750469207 1,184 31,126 SH   DFND 2 0 31,126 0
RADIUS HEALTH INC COM 750469207 13 340 SH   DFND 16 0 0 340
RAMBUS INC COM 750917106 7,598 551,773 SH   DFND 2 0 551,773 0
RAMBUS INC COM 750917106 4 317 SH   DFND 16 0 0 317
RALPH LAUREN CORP COM 751212101 3,275 36,226 SH   DFND 2 0 36,226 0
RALPH LAUREN CORP COM 751212101 58 639 SH   DFND 02,03 0 639 0
RALPH LAUREN CORP COM 751212101 138 1,524 SH   DFND 16 0 1,181 343
RAMCO-GERSHENSON PROPERTIES COM 751452202 7,224 435,597 SH   DFND 2 0 435,597 0
RANDGOLD RESOURCES LTD-ADR ADR 752344309 194 2,541 SH   DFND 2 0 0 2,541
RANDGOLD RESOURCES LTD-ADR ADR 752344309 152 1,993 SH   DFND 16 0 0 1,993
RANGE RESOURCES CORP COM 75281A109 6,598 192,006 SH   DFND 2 0 192,006 0
RANGE RESOURCES CORP COM 75281A109 73 2,122 SH   DFND 02,03 0 2,122 0
RANGE RESOURCES CORP COM 75281A109 165 4,810 SH   DFND 16 0 0 4,810
RAVEN INDUSTRIES INC COM 754212108 9,155 363,265 SH   DFND 2 0 363,265 0
RAVEN INDUSTRIES INC COM 754212108 25 1,004 SH   DFND 16 0 0 1,004
RAYMOND JAMES FINANCIAL INC COM 754730109 24,999 360,836 SH   DFND 2 0 360,836 0
RAYMOND JAMES FINANCIAL INC COM 754730109 254 3,660 SH   DFND 16 0 2,810 850
RJF 6.9 03/15/42 PRF 754730208 266 10,486 SH   DFND 16 0 0 10,486
RAYONIER INC COM 754907103 8,562 321,870 SH   DFND 2 0 321,870 0
RAYONIER INC COM 754907103 1,256 47,213 SH   DFND 10 0 47,213 0
RAYONIER INC COM 754907103 143 5,347 SH   DFND 16 0 2,319 3,028
RAYONIER ADVANCED MATERIALS COM 75508B104 11,911 770,348 SH   DFND 2 0 770,348 0
RAYONIER ADVANCED MATERIALS COM 75508B104 7 433 SH   DFND 16 0 0 433
RAYTHEON COMPANY COM 755111507 62,709 441,395 SH   DFND 2 0 440,350 1,045
RAYTHEON COMPANY COM 755111507 471 3,315 SH   DFND 02,03 0 3,315 0
RAYTHEON COMPANY COM 755111507 10,446 73,481 SH   DFND 16 0 20,179 53,302
RE/MAX HOLDINGS INC-CL A COM 75524W108 4,936 88,142 SH   DFND 2 0 88,142 0
RE/MAX HOLDINGS INC-CL A COM 75524W108 44 779 SH   DFND 16 0 0 779
REALOGY HOLDINGS CORP COM 75605Y106 2,726 105,929 SH   DFND 2 0 105,929 0
REALOGY HOLDINGS CORP COM 75605Y106 14 529 SH   DFND 16 0 0 529
REALPAGE INC COM 75606N109 1,312 43,744 SH   DFND 2 0 43,744 0
REALTY INCOME CORP COM 756109104 4,719 82,020 SH   DFND 2 0 82,020 0
REALTY INCOME CORP COM 756109104 168 2,920 SH   DFND 02,03 0 2,920 0
REALTY INCOME CORP COM 756109104 32 562 SH   DFND 10 0 562 0
REALTY INCOME CORP COM 756109104 103,946 1,821,527 SH   DFND 16 0 63,437 1,758,090
RECKITT BENCKISER-SPON ADR ADR 756255204 493 29,367 SH   DFND 2 0 0 29,367
RECKITT BENCKISER-SPON ADR ADR 756255204 20 1,191 SH   DFND 16 0 0 1,191
RED ELECTRICA COR-UNSPON ADR ADR 756568101 369 39,153 SH   DFND 2 0 0 39,153
RED ELECTRICA COR-UNSPON ADR ADR 756568101 1,235 132,442 SH   DFND 16 0 0 132,442
RED HAT INC COM 756577102 119,088 1,708,572 SH   DFND 2 0 1,706,606 1,966
RED HAT INC COM 756577102 142 2,033 SH   DFND 02,03 0 2,033 0
RED HAT INC COM 756577102 2,353 33,751 SH   DFND 16 0 30,868 2,883
RED HAT INC CONV BND 756577AD4 4,936 4,230,000 PRN   DFND 2 0 0 4,230,000
RED ROBIN GOURMET BURGERS COM 75689M101 4,979 88,289 SH   DFND 2 0 88,289 0
RED ROCK RESORTS INC-CLASS A COM 75700L108 3,199 137,979 SH   DFND 2 0 137,979 0
REDWOOD TRUST INC COM 758075402 1,928 126,636 SH   DFND 2 0 126,636 0
REDWOOD TRUST INC COM 758075402 5 341 SH   DFND 16 0 0 341
REGAL BELOIT CORP COM 758750103 11,451 165,352 SH   DFND 2 0 165,352 0
REGAL BELOIT CORP COM 758750103 363 5,244 SH   DFND 16 0 4,736 508
REGAL ENTERTAINMENT GROUP-A COM 758766109 8,538 414,458 SH   DFND 2 0 414,458 0
REGAL ENTERTAINMENT GROUP-A COM 758766109 65,667 3,189,232 SH   DFND 10 0 3,189,232 0
REGAL ENTERTAINMENT GROUP-A COM 758766109 962 46,786 SH   DFND 16 0 41,691 5,096
REGENCY CENTERS CORP COM 758849103 24,649 357,484 SH   DFND 2 0 357,484 0
REGENCY CENTERS CORP COM 758849103 570 8,259 SH   DFND 16 0 7,086 1,172
REGENERON PHARMACEUTICALS COM 75886F107 128,432 349,865 SH   DFND 2 0 349,865 0
REGENERON PHARMACEUTICALS COM 75886F107 312 850 SH   DFND 02,03 0 850 0
REGENERON PHARMACEUTICALS COM 75886F107 773 2,105 SH   DFND 16 0 0 2,105
REGENECA INC COM 75887R100 0 85,000 SH   DFND 16 0 0 85,000
REGIS CORP COM 758932107 2,548 175,481 SH   DFND 2 0 175,481 0
REGIS CORP COM 758932107 50 3,376 SH   DFND 16 0 0 3,376
REGENXBIO INC COM 75901B107 1,035 55,808 SH   DFND 2 0 55,808 0
REGIONS FINANCIAL CORP COM 7591EP100 18,331 1,275,192 SH   DFND 2 0 1,275,192 0
REGIONS FINANCIAL CORP COM 7591EP100 200 13,910 SH   DFND 02,03 0 13,910 0
REGIONS FINANCIAL CORP COM 7591EP100 817 56,895 SH   DFND 16 0 4,434 52,461
REINSURANCE GROUP OF AMERICA COM 759351604 41,898 332,979 SH   DFND 2 0 331,129 1,850
REINSURANCE GROUP OF AMERICA COM 759351604 1,745 13,862 SH   DFND 16 0 12,116 1,746
RELIANCE STEEL & ALUMINUM COM 759509102 26,625 334,740 SH   DFND 2 0 334,740 0
RELIANCE STEEL & ALUMINUM COM 759509102 991 12,510 SH   DFND 16 0 10,521 1,989
RELX PLC - SPON ADR ADR 759530108 409 22,747 SH   DFND 2 0 0 22,747
RELX PLC - SPON ADR ADR 759530108 2,321 129,202 SH   DFND 16 0 0 129,202
RELX NV - SPON ADR ADR 75955B102 320 19,102 SH   DFND 2 0 0 19,102
RELX NV - SPON ADR ADR 75955B102 2,384 142,400 SH   DFND 16 0 0 142,400
RENAULT SA-UNSP ADR ADR 759673403 71 4,007 SH   DFND 2 0 0 4,007
RENAULT SA-UNSP ADR ADR 759673403 195 10,940 SH   DFND 16 0 0 10,940
RENASANT CORP COM 75970E107 33,449 792,217 SH   DFND 2 0 704,017 88,200
REPLIGEN CORP COM 759916109 13,627 442,171 SH   DFND 2 0 442,171 0
REPLIGEN CORP COM 759916109 81 2,614 SH   DFND 16 0 0 2,614
RENT-A-CENTER INC COM 76009N100 3,426 304,542 SH   DFND 2 0 304,542 0
RENT-A-CENTER INC COM 76009N100 4 368 SH   DFND 16 0 0 368
REPSOL SA-SPONSORED ADR ADR 76026T205 319 22,155 SH   DFND 2 0 0 22,155
REPSOL SA-SPONSORED ADR ADR 76026T205 13 925 SH   DFND 16 0 0 925
REPUBLIC SERVICES INC COM 760759100 73,674 1,291,251 SH   DFND 2 0 1,287,126 4,125
REPUBLIC SERVICES INC COM 760759100 550 9,635 SH   DFND 02,03 0 9,635 0
REPUBLIC SERVICES INC COM 760759100 994 17,430 SH   DFND 16 0 1,211 16,219
RESMED INC COM 761152107 22,586 364,010 SH   DFND 2 0 364,010 0
RESMED INC COM 761152107 541 8,715 SH   DFND 16 0 0 8,715
RESOLUTE ENERGY CORP COM 76116A306 1,495 36,286 SH   DFND 2 0 36,286 0
RESOLUTE ENERGY CORP COM 76116A306 4 100 SH   DFND 16 0 0 100
RESOURCE CAPITAL CORP COM 76120W708 3,777 453,322 SH   DFND 2 0 453,322 0
RESOURCE CAPITAL CORP COM 76120W708 0 50 SH   DFND 16 0 0 50
RESOURCES CONNECTION INC COM 76122Q105 5,544 287,984 SH   DFND 2 0 287,984 0
RETROPHIN INC COM 761299106 566 29,900 SH   DFND 2 0 29,900 0
RETROPHIN INC COM 761299106 9 500 SH   DFND 16 0 0 500
RESTAURANT BRANDS INTERN COM 76131D103 349 7,323 SH   DFND 2 0 7,323 0
RESTAURANT BRANDS INTERN COM 76131D103 40 846 SH   DFND 02,03 0 846 0
RESTAURANT BRANDS INTERN COM 76131D103 28 578 SH   DFND 16 0 16 562
RETAIL OPPORTUNITY INVESTMEN COM 76131N101 14,608 691,307 SH   DFND 2 0 691,307 0
RETAIL OPPORTUNITY INVESTMEN COM 76131N101 233 11,036 SH   DFND 16 0 8,840 2,196
RETAIL PROPERTIES OF AME - A COM 76131V202 14,483 944,760 SH   DFND 2 0 943,160 1,600
RETAIL PROPERTIES OF AME - A COM 76131V202 555 35,425 SH   DFND 16 0 0 35,425
RETAILMENOT INC COM 76132B106 5,617 603,995 SH   DFND 2 0 603,995 0
RETAILMENOT INC COM 76132B106 1 100 SH   DFND 16 0 0 100
REVANCE THERAPEUTICS INC COM 761330109 469 22,679 SH   DFND 2 0 22,679 0
REX AMERICAN RESOURCES CORP COM 761624105 11,830 119,787 SH   DFND 2 0 119,787 0
REX AMERICAN RESOURCES CORP COM 761624105 27 276 SH   DFND 16 0 0 276
REXNORD CORP COM 76169B102 2,250 114,845 SH   DFND 2 0 114,845 0
RXN 5 3/4 11/15/19 CONV PRF 76169B201 9,433 192,500 SH   DFND 2 0 0 192,500
REYNOLDS AMERICAN INC COM 761713106 61,527 1,096,845 SH   DFND 2 0 1,096,845 0
REYNOLDS AMERICAN INC COM 761713106 556 9,922 SH   DFND 02,03 0 9,922 0
REYNOLDS AMERICAN INC COM 761713106 154,498 2,756,920 SH   DFND 10 0 2,744,602 12,318
REYNOLDS AMERICAN INC COM 761713106 6,755 120,477 SH   DFND 16 0 40,999 79,478
RHODES COMPANIES COM 762356XX6 0 109,053 SH   DFND 2 0 0 109,053
RICE ENERGY INC COM 762760106 15,993 749,072 SH   DFND 2 0 749,072 0
RICE ENERGY INC COM 762760106 24 1,105 SH   DFND 16 0 646 459
RINGCENTRAL INC-CLASS A COM 76680R206 2,118 102,810 SH   DFND 2 0 102,810 0
RINGCENTRAL INC-CLASS A COM 76680R206 8 387 SH   DFND 16 0 0 387
RING ENERGY INC COM 76680V108 1,255 96,606 SH   DFND 2 0 96,606 0
RIO TINTO PLC-SPON ADR ADR 767204100 4,218 109,676 SH   DFND 2 0 0 109,676
RIO TINTO PLC-SPON ADR ADR 767204100 674 17,504 SH   DFND 16 0 0 17,504
RITCHIE BROS AUCTIONEERS COM 767744105 1,747 51,385 SH   DFND 2 0 51,385 0
RITCHIE BROS AUCTIONEERS COM 767744105 22,512 662,105 SH   DFND 10 0 662,105 0
RITCHIE BROS AUCTIONEERS COM 767744105 250 7,363 SH   DFND 16 0 5,474 1,889
RITE AID CORP COM 767754104 638 77,362 SH   DFND 2 0 77,362 0
RITE AID CORP COM 767754104 2,580 313,095 SH   DFND 16 0 0 313,095
ROADRUNNER TRANSPORTATION SY COM 76973Q105 1,580 152,107 SH   DFND 2 0 152,107 0
ROBERT HALF INTL INC COM 770323103 3,982 81,629 SH   DFND 2 0 81,629 0
ROBERT HALF INTL INC COM 770323103 71 1,454 SH   DFND 02,03 0 1,454 0
ROBERT HALF INTL INC COM 770323103 228 4,683 SH   DFND 16 0 3,074 1,609
ROCHE HOLDINGS LTD-SPONS ADR ADR 771195104 1,473 51,635 SH   DFND 2 0 0 51,635
ROCHE HOLDINGS LTD-SPONS ADR ADR 771195104 2,283 80,415 SH   DFND 16 0 0 80,415
ROCK CREEK PHARMACEUTICALS I COM 772081204 0 13,106 SH   DFND 16 0 0 13,106
ROCKWELL AUTOMATION INC COM 773903109 35,528 264,347 SH   DFND 2 0 262,948 1,399
ROCKWELL AUTOMATION INC COM 773903109 195 1,451 SH   DFND 02,03 0 1,451 0
ROCKWELL AUTOMATION INC COM 773903109 2,962 22,054 SH   DFND 16 0 19,111 2,943
ROCKWELL COLLINS INC COM 774341101 3,840 41,399 SH   DFND 2 0 41,399 0
ROCKWELL COLLINS INC COM 774341101 137 1,475 SH   DFND 02,03 0 1,475 0
ROCKWELL COLLINS INC COM 774341101 1,599 17,455 SH   DFND 16 0 11,243 6,212
ROCKWELL COLLINS INC OPT 774341101 714 7,700 SH Call DFND 2 0 7,700 0
ROGERS CORP COM 775133101 29,728 387,050 SH   DFND 2 0 365,450 21,600
ROGERS CORP COM 775133101 2 22 SH   DFND 16 0 0 22
ROLLINS INC COM 775711104 12,282 363,609 SH   DFND 2 0 363,609 0
ROLLINS INC COM 775711104 9 253 SH   DFND 16 0 0 253
ROLLS-ROYCE HOLDINGS-SP ADR ADR 775781206 140 16,775 SH   DFND 2 0 0 16,775
ROPER TECHNOLOGIES INC COM 776696106 40,241 219,798 SH   DFND 2 0 219,072 726
ROPER TECHNOLOGIES INC COM 776696106 210 1,146 SH   DFND 02,03 0 1,146 0
ROPER TECHNOLOGIES INC COM 776696106 713 3,902 SH   DFND 16 0 2,715 1,187
ROSS STORES INC COM 778296103 257,693 3,928,209 SH   DFND 2 0 2,991,034 937,175
ROSS STORES INC COM 778296103 294 4,484 SH   DFND 02,03 0 4,484 0
ROSS STORES INC COM 778296103 3,514 53,608 SH   DFND 16 0 41,694 11,914
ROYAL BANK OF CANADA COM 780087102 1,527 22,552 SH   DFND 2 0 22,552 0
ROYAL BANK OF CANADA COM 780087102 801 11,833 SH   DFND 16 0 3,978 7,855
ROYAL BANK OF SCOT-SPON ADR ADR 780097689 2,155 389,615 SH   DFND 2 0 0 389,615
ROYAL BANK OF SCOT-SPON ADR ADR 780097689 1 100 SH   DFND 16 0 0 100
RBC MAND EXCH NOTE 14.67 HES PRF 78012R888 33,591 587,358 SH   DFND 2 0 0 587,358
RBC MAND EXCH NOTE 14.67 HES PRF 78012R888 37 647 SH   DFND 02,03 0 0 647
RBC BASKET NOTE 14.43 05/05/2017 PRF 78013P105 4,095 4,052 SH   DFND 2 0 0 4,052
KONINKLIJKE DSM NV-SPONS ADR ADR 780249108 147 9,819 SH   DFND 2 0 0 9,819
KONINKLIJKE DSM NV-SPONS ADR ADR 780249108 268 17,917 SH   DFND 16 0 0 17,917
ROYAL DUTCH SHELL-SPON ADR-B ADR 780259107 42,301 729,695 SH   DFND 2 0 0 729,695
ROYAL DUTCH SHELL-SPON ADR-B ADR 780259107 9,328 160,947 SH   DFND 16 0 0 160,947
ROYAL DUTCH SHELL-SPON ADR-A ADR 780259206 79,762 1,466,749 SH   DFND 2 0 0 1,466,749
ROYAL DUTCH SHELL-SPON ADR-A ADR 780259206 10,051 184,867 SH   DFND 16 0 0 184,867
ROYAL GOLD INC COM 780287108 12,390 195,574 SH   DFND 2 0 195,574 0
ROYAL GOLD INC COM 780287108 86 1,350 SH   DFND 16 0 0 1,350
KONINKLIJKE KPN NV - SP ADR ADR 780641205 22 7,403 SH   DFND 2 0 0 7,403
KONINKLIJKE KPN NV - SP ADR ADR 780641205 723 241,072 SH   DFND 16 0 0 241,072
ROYCE VALUE TRUST COM 780910105 1,025 76,546 SH   DFND 16 0 0 76,546
ROYCE MICRO-CAP TRUST INC COM 780915104 249 30,466 SH   DFND 16 0 0 30,466
RUBY TUESDAY INC COM 781182100 974 301,395 SH   DFND 2 0 301,395 0
RUDOLPH TECHNOLOGIES INC COM 781270103 7,460 319,500 SH   DFND 2 0 319,072 428
RUSH ENTERPRISES INC-CL A COM 781846209 1,578 49,494 SH   DFND 2 0 2,475 0
RUTH'S HOSPITALITY GROUP INC COM 783332109 9,524 520,378 SH   DFND 2 0 520,378 0
RYANAIR HOLDINGS PLC-SP ADR ADR 783513203 2,652 31,849 SH   DFND 2 0 0 31,849
RYANAIR HOLDINGS PLC-SP ADR ADR 783513203 9,814 117,873 SH   DFND 02,10 0 0 117,873
RYANAIR HOLDINGS PLC-SP ADR ADR 783513203 97,242 1,167,934 SH   DFND 10 0 0 1,167,934
RYANAIR HOLDINGS PLC-SP ADR ADR 783513203 1,979 23,770 SH   DFND 16 0 0 23,770
RYDER SYSTEM INC COM 783549108 4,657 62,584 SH   DFND 2 0 62,584 0
RYDER SYSTEM INC COM 783549108 45 604 SH   DFND 02,03 0 604 0
RYDER SYSTEM INC COM 783549108 119 1,600 SH   DFND 16 0 363 1,237
GUGGENHEIM S&P 500 EQUAL WEI COM 78355W106 147 1,700 SH   DFND 2 0 1,700 0
GUGGENHEIM S&P 500 EQUAL WEI COM 78355W106 67,752 780,840 SH   DFND 16 0 0 780,840
GUGGENHEIM S&P 500 TP 50 ETF COM 78355W205 1,223 7,763 SH   DFND 16 0 0 7,763
GUGGENHEIM S&P 500 PURE VALU COM 78355W304 11,495 199,555 SH   DFND 16 0 0 199,555
GUGGENHEIM S&P 500 PURE GROW COM 78355W403 16,453 196,729 SH   DFND 16 0 0 196,729
GUGGENHEIM S&P MIDCAP 400 PU COM 78355W601 620 4,810 SH   DFND 16 0 0 4,810
GUGGENHEIM S&P SMALLCAP 600 COM 78355W809 3,101 32,048 SH   DFND 16 0 0 32,048
GUGG S&P 500 EQ WGT TECH COM 78355W817 29,984 276,330 SH   DFND 16 0 0 276,330
GUGG S&P 500 EQ WGT MATERIAL COM 78355W825 5,257 57,719 SH   DFND 16 0 0 57,719
GUGG S&P 500 EQ WGT HEALTH COM 78355W841 207 1,415 SH   DFND 16 0 0 1,415
GUGG S&P 500 EQ WGT ENERGY COM 78355W866 518 8,094 SH   DFND 16 0 0 8,094
GUGG S&P 500 EQ WGT STAPLES COM 78355W874 4,155 34,782 SH   DFND 16 0 0 34,782
RYERSON HOLDING CORP COM 783754104 404 30,308 SH   DFND 2 0 30,308 0
CALATLANTIC GROUP INC CONV BND 783764AQ6 4,330 3,620,000 PRN   DFND 2 0 0 3,620,000
RYMAN HOSPITALITY PROPERTIES COM 78377T107 8,889 140,979 SH   DFND 2 0 140,979 0
RYMAN HOSPITALITY PROPERTIES COM 78377T107 1,153 18,329 SH   DFND 16 0 17,738 591
S & T BANCORP INC COM 783859101 7,029 180,063 SH   DFND 2 0 180,063 0
S & T BANCORP INC COM 783859101 78 2,000 SH   DFND 16 0 0 2,000
SBA COMMUNICATIONS CORP-CL A COM 78388J106 42,883 415,298 SH   DFND 2 0 414,173 1,125
SBA COMMUNICATIONS CORP-CL A COM 78388J106 199 1,925 SH   DFND 02,03 0 1,925 0
SBA COMMUNICATIONS CORP-CL A COM 78388J106 1,210 11,715 SH   DFND 16 0 9,452 2,263
RYOHIN KEIKAKU CO -UNSP ADR ADR 78392U105 10 260 SH   DFND 2 0 0 260
RYOHIN KEIKAKU CO -UNSP ADR ADR 78392U105 3,327 84,582 SH   DFND 16 0 0 84,582
EIX 5 5/8 PRF 78406T201 288 12,368 SH   DFND 16 0 0 12,368
S&P GLOBAL INC COM 78409V104 407,125 3,785,789 SH   DFND 2 0 3,013,054 772,735
S&P GLOBAL INC COM 78409V104 1,402 13,040 SH   DFND 02,03 0 13,040 0
S&P GLOBAL INC COM 78409V104 10,485 97,496 SH   DFND 02,10 0 97,496 0
S&P GLOBAL INC COM 78409V104 5,991 55,733 SH   DFND 10 0 55,733 0
S&P GLOBAL INC COM 78409V104 2,402 22,363 SH   DFND 16 0 18,437 3,926
SEI INVESTMENTS COMPANY COM 784117103 119,949 2,429,957 SH   DFND 2 0 2,429,957 0
SEI INVESTMENTS COMPANY COM 784117103 1,144 23,226 SH   DFND 16 0 20,757 2,469
SFX ENTERTAINMENT INC COM 784178303 1 63,023 SH   DFND 16 0 0 63,023
SJW GROUP COM 784305104 8,162 145,784 SH   DFND 2 0 145,784 0
SJW GROUP COM 784305104 160 2,852 SH   DFND 16 0 0 2,852
SK TELECOM CO LTD-SPON ADR ADR 78440P108 114 5,433 SH   DFND 2 0 0 5,433
SK TELECOM CO LTD-SPON ADR ADR 78440P108 146 6,998 SH   DFND 02,10 0 0 6,998
SK TELECOM CO LTD-SPON ADR ADR 78440P108 5,935 283,951 SH   DFND 10 0 0 283,951
SK TELECOM CO LTD-SPON ADR ADR 78440P108 211 10,087 SH   DFND 16 0 0 10,087
SL GREEN REALTY CORP COM 78440X101 84,284 783,511 SH   DFND 2 0 781,811 1,700
SL GREEN REALTY CORP COM 78440X101 455 4,225 SH   DFND 02,03 0 4,225 0
SL GREEN REALTY CORP COM 78440X101 38 349 SH   DFND 10 0 349 0
SL GREEN REALTY CORP COM 78440X101 1,122 10,435 SH   DFND 16 0 9,654 781
SLM CORP COM 78442P106 66,408 6,026,066 SH   DFND 2 0 5,798,796 227,270
SLM CORP COM 78442P106 1,066 96,660 SH   DFND 16 0 90,865 5,795
SLM CORPORATION PRF 78442P304 625 28,196 SH   DFND 16 0 0 28,196
SMC CORP-SPONSORED ADR ADR 78445W306 126 10,675 SH   DFND 2 0 0 10,675
SMC CORP-SPONSORED ADR ADR 78445W306 639 54,129 SH   DFND 16 0 0 54,129
SM ENERGY CO COM 78454L100 49,316 1,430,287 SH   DFND 2 0 1,366,587 63,700
SM ENERGY CO COM 78454L100 24 700 SH   DFND 16 0 0 700
SM ENERGY CO CONV BND 78454LAM2 3,471 3,000,000 PRN   DFND 2 0 0 3,000,000
SPDR S&P 500 ETF TRUST COM 78462F103 1,147,434 5,133,237 SH   DFND 2 0 5,132,999 238
SPDR S&P 500 ETF TRUST COM 78462F103 1,085,966 4,857,382 SH   DFND 16 0 0 4,857,382
SPX CORP COM 784635104 9,485 399,904 SH   DFND 2 0 399,904 0
SPX CORP COM 784635104 450 18,958 SH   DFND 16 0 0 18,958
SPS COMMERCE INC COM 78463M107 26,587 380,426 SH   DFND 2 0 380,426 0
SPDR GOLD SHARES COM 78463V107 51 463 SH   DFND 2 0 463 0
SPDR GOLD SHARES COM 78463V107 35,260 321,727 SH   DFND 16 0 0 321,727
SPDR MSCI ACWI LOW CARBON COM 78463X194 222 3,126 SH   DFND 16 0 0 3,126
SPDR EURO STOXX 50 ETF COM 78463X202 1,680 50,221 SH   DFND 16 0 0 50,221
SPDR S&P EMERGING ASIA PACIF COM 78463X301 228 3,031 SH   DFND 16 0 0 3,031
SPDR S&P CHINA ETF COM 78463X400 241 3,340 SH   DFND 16 0 0 3,340
SPDR MSCI EMERGING MARKETS S COM 78463X426 4,686 93,350 SH   DFND 16 0 0 93,350
SPDR MSCI EAFE STRATEGICFACT COM 78463X434 60,721 1,131,652 SH   DFND 16 0 0 1,131,652
SPDR S&P GLOBAL DIVIDEND ETF COM 78463X459 2,500 40,456 SH   DFND 16 0 0 40,456
SPDR S&P GL NAT RESOURCES COM 78463X541 1,586 38,588 SH   DFND 16 0 0 38,588
SPDR S&P INTL UTILITIES SECT COM 78463X632 290 19,551 SH   DFND 16 0 0 19,551
SPDR DJ GLOBAL REAL ESTATE E COM 78463X749 3,293 70,266 SH   DFND 16 0 0 70,266
SPDR S&P INTER DVD ETF COM 78463X772 932 25,840 SH   DFND 16 0 0 25,840
SPDR MSCI ACWI EX-US COM 78463X848 58,990 1,877,837 SH   DFND 16 0 0 1,877,837
SPDR DJ INTERNATIONAL REAL E COM 78463X863 1,236 34,245 SH   DFND 16 0 0 34,245
SPDR S&P INTL SMALL CAP COM 78463X871 642 22,170 SH   DFND 16 0 0 22,170
SPDR MORGAN STANLEY TECHNOLO COM 78464A102 1,154 19,060 SH   DFND 16 0 0 19,060
SPDR BBG BARC INTL CORP BOND COM 78464A151 537 17,397 SH   DFND 16 0 0 17,397
SPDR S&P 600 SMALL CAP GROWT COM 78464A201 6,432 30,938 SH   DFND 16 0 0 30,938
SPDR NUVEEN S&P HIGH YIELD M COM 78464A284 4,144 74,040 SH   DFND 16 0 0 74,040
SPDR WELLS FARGO PREFERRED COM 78464A292 1,790 42,724 SH   DFND 16 0 0 42,724
SPDR S&P 600 SMALL CAP VALUE COM 78464A300 3,694 31,038 SH   DFND 16 0 0 31,038
SPDR BBG BARC CONVERTIBLE COM 78464A359 1,251 27,414 SH   DFND 2 0 27,414 0
SPDR BBG BARC CONVERTIBLE COM 78464A359 76,118 1,667,480 SH   DFND 16 0 0 1,667,480
SPDR BBG BARC LT CORPORATE COM 78464A367 3,426 85,935 SH   DFND 2 0 85,935 0
SPDR BBG BARC LT CORPORATE COM 78464A367 35 889 SH   DFND 16 0 0 889
SPDR BBG BARC INT CORP BOND COM 78464A375 5,093 150,236 SH   DFND 16 0 0 150,236
SPDR BBG BARC MBS BOND ETF COM 78464A383 354 13,463 SH   DFND 16 0 0 13,463
SPDR S&P 500 GROWTH ETF COM 78464A409 2,914 27,668 SH   DFND 16 0 0 27,668
SPDR BBG BARC HIGH YIELD BND COM 78464A417 189,551 5,207,465 SH   DFND 16 0 0 5,207,465
SPDR BBG BARC ST CORPORATE COM 78464A474 7,885 262,034 SH   DFND 16 0 0 262,034
SPDR CITI INTERNATIONAL GOVE COM 78464A490 269 5,165 SH   DFND 16 0 0 5,165
SPDR S&P 500 VALUE ETF COM 78464A508 248 2,266 SH   DFND 16 0 0 2,266
SPDR BBG BARC INTL TREASURY COM 78464A516 1,105 42,525 SH   DFND 16 0 0 42,525
SPDR S&P HEALTH CARE SER ETF COM 78464A573 229 4,360 SH   DFND 16 0 0 4,360
SPDR S&P SOFTWARE & SER ETF COM 78464A599 458 8,404 SH   DFND 16 0 0 8,404
SPDR DOW JONES REIT ETF COM 78464A607 435 4,660 SH   DFND 2 0 4,660 0
SPDR DOW JONES REIT ETF COM 78464A607 19,239 206,078 SH   DFND 16 0 0 206,078
SPDR S&P AEROSPACE & DEF ETF COM 78464A631 2,456 38,785 SH   DFND 16 0 0 38,785
SPDR BBG BARC AGGREGATE BOND COM 78464A649 22,154 389,342 SH   DFND 16 0 0 389,342
SPDR BBG BARC TIPS ETF COM 78464A656 780 13,873 SH   DFND 16 0 0 13,873
SPDR BBG BARC IT TREASURY COM 78464A672 4,197 70,350 SH   DFND 16 0 0 70,350
SPDR BBG BARC 1-3 MONTH TBIL COM 78464A680 64,026 1,401,438 SH   DFND 16 0 720 1,400,718
SPDR S&P REGIONAL BANKING COM 78464A698 9,644 189,943 SH   DFND 16 0 0 189,943
SPDR S&P OIL & GAS EXP & PR COM 78464A730 1,379 33,314 SH   DFND 2 0 33,314 0
SPDR S&P OIL & GAS EXP & PR COM 78464A730 632 15,261 SH   DFND 16 0 0 15,261
SPDR S&P METALS & MINING ETF COM 78464A755 7,453 245,086 SH   DFND 16 0 0 245,086
SPDR S&P DIVIDEND ETF COM 78464A763 156,335 1,828,767 SH   DFND 16 0 0 1,828,767
SPDR S&P CAPITAL MARKETS ETF COM 78464A771 441 9,822 SH   DFND 16 0 0 9,822
SPDR S&P INSURANCE ETF COM 78464A789 248 2,986 SH   DFND 16 0 0 2,986
SPDR S&P BANK ETF COM 78464A797 1,496 34,420 SH   DFND 16 0 0 34,420
SPDR S&P 600 SMALL CAP ETF COM 78464A813 11,038 91,505 SH   DFND 16 0 0 91,505
SPDR S&P 400 MID CAPGROWTH E COM 78464A821 8,599 64,689 SH   DFND 16 0 0 64,689
SPDR S&P SEMICONDUCTOR ETF COM 78464A862 1,496 26,658 SH   DFND 16 0 0 26,658
SPDR S&P BIOTECH ETF COM 78464A870 3,548 60,151 SH   DFND 16 0 0 60,151
SPDR S&P HOMEBUILDERS ETF COM 78464A888 1,558 46,029 SH   DFND 2 0 46,029 0
SPDR S&P HOMEBUILDERS ETF COM 78464A888 287 8,490 SH   DFND 16 0 0 8,490
SS&C TECHNOLOGIES HOLDINGS COM 78467J100 347 12,130 SH   DFND 2 0 12,130 0
SS&C TECHNOLOGIES HOLDINGS COM 78467J100 830 29,023 SH   DFND 10 0 29,023 0
SS&C TECHNOLOGIES HOLDINGS COM 78467J100 5 180 SH   DFND 16 0 0 180
SSE PLC-SPN ADR ADR 78467K107 200 10,495 SH   DFND 2 0 0 10,495
SSE PLC-SPN ADR ADR 78467K107 198 10,388 SH   DFND 16 0 0 10,388
SPDR BLACKSTONE/GSO SEN LOAN COM 78467V608 5,766 121,414 SH   DFND 2 0 121,414 0
SPDR BLACKSTONE/GSO SEN LOAN COM 78467V608 110 2,306 SH   DFND 16 0 0 2,306
SPDR DJIA TRUST COM 78467X109 41,665 211,295 SH   DFND 16 0 0 211,295
SPDR S&P MIDCAP 400 ETF TRST COM 78467Y107 38,865 128,905 SH   DFND 16 0 0 128,905
SPDR BBG BARC ST TREASURY COM 78468R101 1,714 57,046 SH   DFND 16 0 0 57,046
SPDR BBG BARC IG FLOATING RT COM 78468R200 1,400 45,716 SH   DFND 16 0 0 45,716
SPDR BBG BARC ST HIGH YIELD COM 78468R408 166,092 6,166,322 SH   DFND 16 0 0 6,166,322
SPDR BOFA MERRILL LYNCH CROS COM 78468R606 257 9,941 SH   DFND 16 0 0 9,941
SPDR NUV BBG BARC MUNI BOND COM 78468R721 6,193 130,555 SH   DFND 16 0 0 130,555
SPDR NUVEEN BBG BARC ST MUNI COM 78468R739 19,656 411,024 SH   DFND 16 0 0 411,024
SPDR SSGA US SMALL CAP LOW COM 78468R887 15,042 160,404 SH   DFND 16 0 0 160,404
SP PLUS CORP COM 78469C103 3,189 113,286 SH   DFND 2 0 113,286 0
SPX FLOW INC COM 78469X107 7,485 233,481 SH   DFND 2 0 233,481 0
SPX FLOW INC COM 78469X107 5 169 SH   DFND 16 0 0 169
SVB FINANCIAL GROUP COM 78486Q101 28,322 164,993 SH   DFND 2 0 164,993 0
SVB FINANCIAL GROUP COM 78486Q101 3,754 21,869 SH   DFND 10 0 21,869 0
SVB FINANCIAL GROUP COM 78486Q101 1,406 8,190 SH   DFND 16 0 7,189 1,001
SABRA HEALTH CARE REIT INC COM 78573L106 8,262 338,301 SH   DFND 2 0 338,301 0
SABRA HEALTH CARE REIT INC COM 78573L106 376 15,399 SH   DFND 16 0 7,118 8,281
SABRE CORP COM 78573M104 3,453 138,426 SH   DFND 2 0 138,426 0
SABRE CORP COM 78573M104 27,680 1,109,374 SH   DFND 10 0 1,109,374 0
SABRE CORP COM 78573M104 1,280 51,295 SH   DFND 16 0 48,652 2,643
SAFETY INSURANCE GROUP INC COM 78648T100 5,275 71,574 SH   DFND 2 0 71,574 0
SAFETY INSURANCE GROUP INC COM 78648T100 11 153 SH   DFND 16 0 0 153
SAFRAN SA-UNSPON ADR ADR 786584102 178 9,825 SH   DFND 2 0 0 9,825
SAFRAN SA-UNSPON ADR ADR 786584102 10 557 SH   DFND 16 0 0 557
SAGE THERAPEUTICS INC COM 78667J108 3,024 59,242 SH   DFND 2 0 59,242 0
SAIA INC COM 78709Y105 5,640 127,745 SH   DFND 2 0 127,745 0
SAIA INC COM 78709Y105 14 312 SH   DFND 16 0 0 312
ST JUDE MEDICAL INC COM 790849103 49,550 617,903 SH   DFND 2 0 617,903 0
ST JUDE MEDICAL INC COM 790849103 259 3,226 SH   DFND 02,03 0 3,226 0
ST JUDE MEDICAL INC COM 790849103 3,213 40,087 SH   DFND 16 0 35,250 4,837
SALESFORCE.COM INC COM 79466L302 561,911 8,207,910 SH   DFND 2 0 7,519,919 687,991
SALESFORCE.COM INC COM 79466L302 9,668 141,216 SH   DFND 02,03 0 141,216 0
SALESFORCE.COM INC COM 79466L302 6,485 94,795 SH   DFND 16 0 54,520 40,275
SALESFORCE COM INC CONV BND 79466LAD6 6,998 6,010,000 PRN   DFND 2 0 0 6,010,000
SALESFORCE COM INC CONV BND 79466LAD6 9 8,000 PRN   DFND 16 0 0 8,000
SALIENT MIDSTREAM & MLP FUND COM 79471V105 322 23,734 SH   DFND 16 0 0 23,734
SALLY BEAUTY HOLDINGS INC COM 79546E104 9,820 371,689 SH   DFND 2 0 371,689 0
SALLY BEAUTY HOLDINGS INC COM 79546E104 29 1,105 SH   DFND 16 0 0 1,105
SAMPO OYJ-A SHS-UNSP ADR ADR 79588J102 234 10,445 SH   DFND 2 0 0 10,445
SAMPO OYJ-A SHS-UNSP ADR ADR 79588J102 4,802 214,635 SH   DFND 16 0 0 214,635
SAMSONITE INTERNAT-UNSP ADR ADR 79604U107 338 23,973 SH   DFND 16 0 0 23,973
SANCHEZ ENERGY CORP COM 79970Y105 4,237 469,227 SH   DFND 2 0 469,227 0
SANCHEZ ENERGY CORP COM 79970Y105 5 500 SH   DFND 16 0 0 500
SANDERSON FARMS INC COM 800013104 24,836 263,543 SH   DFND 2 0 263,543 0
SANDERSON FARMS INC COM 800013104 761 7,748 SH   DFND 16 0 7,145 603
SANDISK CORP CONV BND 80004CAD3 18 11,000 PRN   DFND 16 0 0 11,000
SANDY SPRING BANCORP INC COM 800363103 37,437 936,150 SH   DFND 2 0 845,150 91,000
SANLAM LTD-SPONSORED ADR ADR 80104Q208 144 15,745 SH   DFND 2 0 0 15,745
SANLAM LTD-SPONSORED ADR ADR 80104Q208 1,241 135,733 SH   DFND 16 0 0 135,733
SANMINA CORP COM 801056102 26,038 710,444 SH   DFND 2 0 710,444 0
SANMINA CORP COM 801056102 113 3,084 SH   DFND 16 0 2,340 744
SANOFI-ADR ADR 80105N105 1,921 47,501 SH   DFND 2 0 0 47,501
SANOFI-ADR ADR 80105N105 16,692 411,491 SH   DFND 16 0 0 411,491
SANTEN PHARMACEUTICAL-UN ADR ADR 80287P100 427 34,842 SH   DFND 16 0 0 34,842
SAP SE-SPONSORED ADR ADR 803054204 1,137 13,158 SH   DFND 2 0 0 13,158
SAP SE-SPONSORED ADR ADR 803054204 14,589 168,909 SH   DFND 16 0 0 168,909
SAREPTA THERAPEUTICS INC COM 803607100 39 1,436 SH   DFND 2 0 1,436 0
SAREPTA THERAPEUTICS INC COM 803607100 389 14,175 SH   DFND 16 0 0 14,175
SASOL LTD-SPONSORED ADR ADR 803866300 352 12,325 SH   DFND 2 0 0 12,325
SASOL LTD-SPONSORED ADR ADR 803866300 33 1,171 SH   DFND 16 0 0 1,171
SAUL CENTERS INC COM 804395101 5,335 80,094 SH   DFND 2 0 80,094 0
SAUL CENTERS INC COM 804395101 379 5,688 SH   DFND 16 0 5,400 288
SCANA CORP COM 80589M102 4,887 66,519 SH   DFND 2 0 60,519 6,000
SCANA CORP COM 80589M102 119 1,620 SH   DFND 02,03 0 1,620 0
SCANA CORP COM 80589M102 747 10,203 SH   DFND 16 0 5 10,198
SCANSOURCE INC COM 806037107 10,741 266,175 SH   DFND 2 0 266,175 0
HENRY SCHEIN INC COM 806407102 36,886 243,132 SH   DFND 2 0 242,124 1,008
HENRY SCHEIN INC COM 806407102 138 910 SH   DFND 02,03 0 910 0
HENRY SCHEIN INC COM 806407102 136 894 SH   DFND 16 0 0 894
SCHLUMBERGER LTD COM 806857108 694,038 8,266,171 SH   DFND 2 0 8,029,963 236,208
SCHLUMBERGER LTD COM 806857108 4,925 58,662 SH   DFND 02,03 0 58,662 0
SCHLUMBERGER LTD COM 806857108 57,528 683,139 SH   DFND 16 0 60,609 622,530
SCHNEIDER ELECT SE-UNSP ADR ADR 80687P106 688 49,795 SH   DFND 2 0 0 49,795
SCHNEIDER ELECT SE-UNSP ADR ADR 80687P106 526 38,071 SH   DFND 16 0 0 38,071
SCHNITZER STEEL INDS INC-A COM 806882106 9,171 356,867 SH   DFND 2 0 356,867 0
SCHOLASTIC CORP COM 807066105 6,818 143,580 SH   DFND 2 0 0 143,580
SCHOLASTIC CORP COM 807066105 4 85 SH   DFND 16 0 0 85
SCHULMAN (A.) INC COM 808194104 9,701 290,017 SH   DFND 2 0 290,017 0
SCHULMAN (A.) INC COM 808194104 8 250 SH   DFND 16 0 0 250
SHLM 6 CONV PRF 808194302 10,535 12,075 SH   DFND 2 0 0 12,075
SCHWAB (CHARLES) CORP COM 808513105 333,120 8,439,732 SH   DFND 2 0 7,329,483 1,110,249
SCHWAB (CHARLES) CORP COM 808513105 9,481 240,199 SH   DFND 02,03 0 240,199 0
SCHWAB (CHARLES) CORP COM 808513105 11,435 289,714 SH   DFND 02,10 0 289,714 0
SCHWAB (CHARLES) CORP COM 808513105 84,225 2,133,908 SH   DFND 10 0 2,133,908 0
SCHWAB (CHARLES) CORP COM 808513105 8,441 213,954 SH   DFND 16 0 134,711 79,244
SCHWAB US BROAD MARKET ETF COM 808524102 1,069 19,737 SH   DFND 16 0 0 19,737
SCHWAB US LARGE-CAP ETF COM 808524201 8,364 156,873 SH   DFND 16 0 0 156,873
SCHWAB U.S. LARGE-CAP GROWTH COM 808524300 6,165 110,431 SH   DFND 16 0 0 110,431
SCHWAB US LARGE-CAP VALUE COM 808524409 916 19,044 SH   DFND 16 0 0 19,044
SCHWAB US MID CAP ETF COM 808524508 3,985 88,272 SH   DFND 16 0 0 88,272
SCHWAB US SMALL-CAP ETF COM 808524607 11,629 188,985 SH   DFND 16 0 0 188,985
SCHWAB EMERGING MARKETS EQUI COM 808524706 1,255 58,197 SH   DFND 16 0 0 58,197
SCHWAB FUNDAMENTAL INTL L/C COM 808524755 266 10,587 SH   DFND 16 0 0 10,587
SCHWAB FUNDAMENTAL SMALL CAP COM 808524763 239 7,009 SH   DFND 16 0 0 7,009
SCHWAB FUNDAMENTAL LARGE CAP COM 808524771 5,373 165,240 SH   DFND 16 0 0 165,240
SCHWAB FUNDAMENTAL BROAD MKT COM 808524789 738 22,689 SH   DFND 16 0 0 22,689
SCHWAB US DVD EQUITY ETF COM 808524797 15,334 351,909 SH   DFND 16 0 0 351,909
SCHWAB INTL EQUITY ETF COM 808524805 1,153 41,625 SH   DFND 16 0 0 41,625
SCHWAB US AGGREGATE BOND ETF COM 808524839 33,446 650,623 SH   DFND 16 0 0 650,623
SCHWAB US REIT ETF COM 808524847 12,972 316,870 SH   DFND 16 0 0 316,870
SCHWAB SHORT-TERM US TREAS COM 808524862 2,294 45,503 SH   DFND 16 0 0 45,503
SCHWAB U.S. TIPS ETF COM 808524870 221 4,031 SH   DFND 16 0 0 4,031
SCHWEITZER-MAUDUIT INTL INC COM 808541106 7,220 158,580 SH   DFND 2 0 158,580 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 12 272 SH   DFND 16 0 0 272
SCIENCE APPLICATIONS INTE COM 808625107 38,143 449,809 SH   DFND 2 0 417,309 32,500
SCIENCE APPLICATIONS INTE COM 808625107 75 888 SH   DFND 16 0 0 888
SCICLONE PHARMACEUTICALS INC COM 80862K104 2,983 276,147 SH   DFND 2 0 276,147 0
SCIENTIFIC GAMES CORP-A COM 80874P109 3,565 254,636 SH   DFND 2 0 254,636 0
SCORPIO TANKERS INC CONV BND 80918TAA7 3,918 4,790,000 PRN   DFND 2 0 0 4,790,000
SCOTTS MIRACLE-GRO CO-CL A COM 810186106 18,214 190,617 SH   DFND 2 0 190,617 0
SCOTTS MIRACLE-GRO CO-CL A COM 810186106 171 1,799 SH   DFND 16 0 1,240 559
EW SCRIPPS CO/THE-A COM 811054402 5,517 285,397 SH   DFND 2 0 0 285,397
EW SCRIPPS CO/THE-A COM 811054402 4 200 SH   DFND 16 0 0 200
SCRIPPS NETWORKS INTER-CL A COM 811065101 4,500 63,055 SH   DFND 2 0 0 63,055
SCRIPPS NETWORKS INTER-CL A COM 811065101 77 1,073 SH   DFND 02,03 0 0 1,073
SCRIPPS NETWORKS INTER-CL A COM 811065101 397 5,558 SH   DFND 16 0 0 5,558
SCYNEXIS INC COM 811292101 33 10,200 SH   DFND 16 0 0 10,200
SEACHANGE INTERNATIONAL INC COM 811699107 896 389,582 SH   DFND 2 0 389,582 0
SEACHANGE INTERNATIONAL INC COM 811699107 4 1,550 SH   DFND 16 0 0 1,550
SEACOAST BANKING CORP/FL COM 811707801 1,970 89,281 SH   DFND 2 0 89,281 0
SEACOAST BANKING CORP/FL COM 811707801 1 23 SH   DFND 16 0 0 23
SEACOR HOLDINGS INC COM 811904101 5,956 83,568 SH   DFND 2 0 83,568 0
SEALED AIR CORP COM 81211K100 35,631 785,909 SH   DFND 2 0 783,509 2,400
SEALED AIR CORP COM 81211K100 285 6,278 SH   DFND 02,03 0 6,278 0
SEALED AIR CORP COM 81211K100 1,006 22,197 SH   DFND 16 0 1,677 20,520
SEATTLE GENETICS INC COM 812578102 1,175 22,265 SH   DFND 2 0 22,265 0
SEATTLE GENETICS INC COM 812578102 37 703 SH   DFND 16 0 0 703
SECOM LTD -UNSPONSORED ADR ADR 813113206 258 14,143 SH   DFND 2 0 0 14,143
SECOM LTD -UNSPONSORED ADR ADR 813113206 214 11,740 SH   DFND 16 0 0 11,740
MATERIALS SELECT SECTOR SPDR COM 81369Y100 1,354 27,240 SH   DFND 2 0 27,240 0
MATERIALS SELECT SECTOR SPDR COM 81369Y100 132,162 2,659,099 SH   DFND 16 0 0 2,659,099
HEALTH CARE SELECT SECTOR COM 81369Y209 99,631 1,447,279 SH   DFND 16 0 0 1,447,279
CONSUMER STAPLES SPDR COM 81369Y308 1,186 22,931 SH   DFND 2 0 22,931 0
CONSUMER STAPLES SPDR COM 81369Y308 41,152 795,675 SH   DFND 16 0 0 795,675
CONSUMER DISCRETIONARY SELT COM 81369Y407 61,532 757,218 SH   DFND 16 0 0 757,218
ENERGY SELECT SECTOR SPDR COM 81369Y506 1,408 18,697 SH   DFND 2 0 18,697 0
ENERGY SELECT SECTOR SPDR COM 81369Y506 58,014 770,588 SH   DFND 16 0 0 770,588
FINANCIAL SELECT SECTOR SPDR COM 81369Y605 3 136 SH   DFND 2 0 136 0
FINANCIAL SELECT SECTOR SPDR COM 81369Y605 197,538 8,497,950 SH   DFND 16 0 0 8,497,950
INDUSTRIAL SELECT SECT SPDR COM 81369Y704 136,153 2,187,955 SH   DFND 16 0 0 2,187,955
TECHNOLOGY SELECT SECT SPDR COM 81369Y803 422 8,729 SH   DFND 2 0 8,729 0
TECHNOLOGY SELECT SECT SPDR COM 81369Y803 196,901 4,068,931 SH   DFND 16 0 0 4,068,931
REAL ESTATE SELECT SECT SPDR COM 81369Y860 1 18 SH   DFND 2 0 0 18
REAL ESTATE SELECT SECT SPDR COM 81369Y860 28,920 942,179 SH   DFND 16 0 0 942,179
UTILITIES SELECT SECTOR SPDR COM 81369Y886 5,728 117,671 SH   DFND 16 0 0 117,671
SEIKO EPSON CORP-UNSPON ADR ADR 81603X108 263 25,066 SH   DFND 2 0 0 25,066
SEIKO EPSON CORP-UNSPON ADR ADR 81603X108 10 927 SH   DFND 16 0 0 927
SELECT COMFORT CORPORATION COM 81616X103 8,477 374,785 SH   DFND 2 0 374,785 0
SELECT COMFORT CORPORATION COM 81616X103 7 300 SH   DFND 16 0 0 300
SELECT INCOME REIT COM 81618T100 6,067 240,768 SH   DFND 2 0 240,768 0
SELECT INCOME REIT COM 81618T100 3,137 125,883 SH   DFND 16 0 166 125,717
SELECT MEDICAL HOLDINGS CORP COM 81619Q105 7,250 547,147 SH   DFND 2 0 547,147 0
SELECTIVE INSURANCE GROUP COM 816300107 14,844 344,801 SH   DFND 2 0 344,801 0
SELECTIVE INSURANCE GROUP COM 816300107 4 104 SH   DFND 16 0 0 104
SEMGROUP CORP-CLASS A COM 81663A105 622 14,893 SH   DFND 2 0 14,893 0
SEMGROUP CORP-CLASS A COM 81663A105 26 633 SH   DFND 16 0 0 633
SEMTECH CORP COM 816850101 18,121 574,370 SH   DFND 2 0 574,370 0
SEMTECH CORP COM 816850101 184 5,824 SH   DFND 16 0 0 5,824
SEMPRA ENERGY COM 816851109 68,952 684,742 SH   DFND 2 0 680,431 4,311
SEMPRA ENERGY COM 816851109 313 3,115 SH   DFND 02,03 0 3,115 0
SEMPRA ENERGY COM 816851109 1,845 18,325 SH   DFND 16 0 7,100 11,225
SENDTEC INC COM 81688A106 0 27,000 SH   DFND 16 0 0 27,000
SENECA FOODS CORP - CL A COM 817070501 1,308 32,673 SH   DFND 2 0 1,634 0
SENIOR HOUSING PROP TRUST COM 81721M109 12,391 654,574 SH   DFND 2 0 654,574 0
SENIOR HOUSING PROP TRUST COM 81721M109 1,454 76,774 SH   DFND 16 0 23,386 53,388
SENSIENT TECHNOLOGIES CORP COM 81725T100 9,473 120,546 SH   DFND 2 0 120,546 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 3 35 SH   DFND 16 0 0 35
SEQUENTIAL BRANDS GROUP INC COM 81734P107 5,325 1,137,827 SH   DFND 2 0 1,004,227 133,600
SEQUENTIAL BRANDS GROUP INC COM 81734P107 1 257 SH   DFND 16 0 0 257
SERVICE CORP INTERNATIONAL COM 817565104 23,225 817,758 SH   DFND 2 0 817,758 0
SERVICE CORP INTERNATIONAL COM 817565104 4,367 153,764 SH   DFND 10 0 153,764 0
SERVICE CORP INTERNATIONAL COM 817565104 2,090 73,614 SH   DFND 16 0 5,402 68,212
SERVICEMASTER GLOBAL HOLDING COM 81761R109 24,531 651,225 SH   DFND 2 0 649,150 2,075
SERVICEMASTER GLOBAL HOLDING COM 81761R109 134 3,550 SH   DFND 02,03 0 3,550 0
SERVICEMASTER GLOBAL HOLDING COM 81761R109 23,642 627,780 SH   DFND 10 0 627,780 0
SERVICEMASTER GLOBAL HOLDING COM 81761R109 602 15,976 SH   DFND 16 0 11,970 4,006
SERVICENOW INC COM 81762P102 396,892 5,338,887 SH   DFND 2 0 4,757,631 581,256
SERVICENOW INC COM 81762P102 7,928 106,642 SH   DFND 02,03 0 106,642 0
SERVICENOW INC COM 81762P102 1,916 25,768 SH   DFND 16 0 24,328 1,440
SERVICENOW INC CONV BND 81762PAB8 3,525 3,000,000 PRN   DFND 2 0 0 3,000,000
SERVICESOURCE INTERNATIONAL COM 81763U100 5,593 984,743 SH   DFND 2 0 984,743 0
SERVISFIRST BANCSHARES INC COM 81768T108 8,219 219,530 SH   DFND 2 0 219,530 0
SES GDR 817712995 20,282 920,750 SH   DFND 2 0 920,750 0
SEVEN & I HOLDINGS-UNSPN ADR ADR 81783H105 358 18,891 SH   DFND 2 0 0 18,891
SEVEN & I HOLDINGS-UNSPN ADR ADR 81783H105 1,483 78,260 SH   DFND 16 0 0 78,260
SGS SA-UNSPONSORED ADR ADR 818800104 131 6,484 SH   DFND 2 0 0 6,484
SGS SA-UNSPONSORED ADR ADR 818800104 503 24,849 SH   DFND 16 0 0 24,849
SHAKE SHACK INC - CLASS A COM 819047101 343 9,580 SH   DFND 16 0 0 9,580
SHELL MIDSTREAM PARTNERS LP LP 822634101 2,933 100,820 SH   DFND 2 0 0 100,820
SHELL MIDSTREAM PARTNERS LP LP 822634101 7 250 SH   DFND 16 0 0 250
SHENANDOAH TELECOMMUNICATION COM 82312B106 5,975 218,828 SH   DFND 2 0 218,828 0
SHERWIN-WILLIAMS CO/THE COM 824348106 690,733 2,570,255 SH   DFND 2 0 2,329,158 241,097
SHERWIN-WILLIAMS CO/THE COM 824348106 13,205 49,139 SH   DFND 02,03 0 49,139 0
SHERWIN-WILLIAMS CO/THE COM 824348106 36,434 135,426 SH   DFND 10 0 135,426 0
SHERWIN-WILLIAMS CO/THE COM 824348106 8,556 31,841 SH   DFND 16 0 26,714 5,127
SHIN-ETSU CHEM-UNSPON ADR ADR 824551105 440 22,775 SH   DFND 2 0 0 22,775
SHIN-ETSU CHEM-UNSPON ADR ADR 824551105 5 254 SH   DFND 16 0 0 254
SHIRE PLC-ADR ADR 82481R106 213,222 1,251,452 SH   DFND 2 0 0 1,251,452
SHIRE PLC-ADR ADR 82481R106 5,938 34,850 SH   DFND 02,03 0 0 34,850
SHIRE PLC-ADR ADR 82481R106 7,571 44,439 SH   DFND 16 0 0 44,439
SHOE CARNIVAL INC COM 824889109 1,794 66,525 SH   DFND 2 0 66,525 0
SHOPIFY INC - CLASS A COM 82509L107 6,493 151,452 SH   DFND 2 0 151,452 0
SHOPIFY INC - CLASS A COM 82509L107 577 13,457 SH   DFND 16 0 4,050 9,407
SHOPRITE HOLDINGS-SPN ADR ADR 82510E209 163 13,070 SH   DFND 2 0 0 13,070
SHOPRITE HOLDINGS-SPN ADR ADR 82510E209 2 181 SH   DFND 16 0 0 181
SHUTTERSTOCK INC COM 825690100 5,123 107,820 SH   DFND 2 0 107,820 0
SHUTTERSTOCK INC COM 825690100 27 565 SH   DFND 16 0 0 565
SIEMENS AG-SPONS ADR ADR 826197501 1,441 11,775 SH   DFND 2 0 0 11,775
SIEMENS AG-SPONS ADR ADR 826197501 1,780 14,540 SH   DFND 16 0 0 14,540
SIERRA BANCORP COM 82620P102 3,253 122,308 SH   DFND 2 0 122,308 0
SIENTRA INC COM 82621J105 4,759 558,539 SH   DFND 2 0 558,539 0
SIENTRA INC COM 82621J105 7 875 SH   DFND 16 0 0 875
SIGNATURE BANK COM 82669G104 51,123 340,371 SH   DFND 2 0 339,297 1,074
SIGNATURE BANK COM 82669G104 83 550 SH   DFND 02,03 0 550 0
SIGNATURE BANK COM 82669G104 1,461 9,723 SH   DFND 16 0 8,239 1,484
SILICON LABORATORIES INC COM 826919102 13,301 204,632 SH   DFND 2 0 204,632 0
SILICON LABORATORIES INC COM 826919102 72 1,112 SH   DFND 16 0 0 1,112
SILGAN HOLDINGS INC COM 827048109 5,129 100,211 SH   DFND 2 0 100,211 0
SILICON MOTION TECHNOL-ADR ADR 82706C108 27 646 SH   DFND 2 0 2,584 0
SILICON MOTION TECHNOL-ADR ADR 82706C108 1,999 47,061 SH   DFND 16 0 0 47,061
SILICONWARE PRECISION-SP ADR ADR 827084864 82 11,185 SH   DFND 2 0 0 11,185
SILICONWARE PRECISION-SP ADR ADR 827084864 2 261 SH   DFND 16 0 0 261
SILVER BAY REALTY TRUST CORP COM 82735Q102 1,203 70,220 SH   DFND 2 0 70,220 0
SILVER BAY REALTY TRUST CORP COM 82735Q102 116 6,742 SH   DFND 16 0 0 6,742
SILVER SPRING NETWORKS INC COM 82817Q103 4,368 328,199 SH   DFND 2 0 328,199 0
SILVER WHEATON CORP COM 828336107 1,906 98,685 SH   DFND 2 0 98,685 0
SILVER WHEATON CORP COM 828336107 258 13,353 SH   DFND 16 0 0 13,353
SIMMONS FIRST NATL CORP-CL A COM 828730200 10,342 166,402 SH   DFND 2 0 166,402 0
SIMMONS FIRST NATL CORP-CL A COM 828730200 303 4,870 SH   DFND 16 0 0 4,870
SIMON PROPERTY GROUP INC COM 828806109 326,924 1,840,079 SH   DFND 2 0 1,680,685 159,394
SIMON PROPERTY GROUP INC COM 828806109 667 3,751 SH   DFND 02,03 0 3,751 0
SIMON PROPERTY GROUP INC COM 828806109 295 1,660 SH   DFND 10 0 1,660 0
SIMON PROPERTY GROUP INC COM 828806109 88,700 505,114 SH   DFND 16 0 17,694 487,420
SIMPSON MANUFACTURING CO INC COM 829073105 28,249 645,685 SH   DFND 2 0 645,685 0
SIMPSON MANUFACTURING CO INC COM 829073105 17 392 SH   DFND 16 0 0 392
SINCLAIR BROADCAST GROUP -A COM 829226109 3,522 105,595 SH   DFND 2 0 105,595 0
SINCLAIR BROADCAST GROUP -A COM 829226109 182 5,447 SH   DFND 16 0 4,465 982
SINOFRESH HEALTHCARE INC COM 82935D109 0 23,000 SH   DFND 16 0 0 23,000
SINOPEC SHANGHAI-SPONS ADR ADR 82935M109 32 599 SH   DFND 2 0 0 599
SINOPEC SHANGHAI-SPONS ADR ADR 82935M109 200 3,696 SH   DFND 16 0 0 3,696
SIRIUS XM HOLDINGS INC COM 82968B103 417 93,689 SH   DFND 2 0 93,689 0
SIRIUS XM HOLDINGS INC COM 82968B103 577 129,571 SH   DFND 16 0 0 129,571
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 7,315 210,630 SH   DFND 2 0 210,630 0
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 40,258 671,421 SH   DFND 2 0 669,779 1,642
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 95 1,585 SH   DFND 02,03 0 1,585 0
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 93,465 1,558,796 SH   DFND 10 0 1,558,796 0
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 8,130 135,759 SH   DFND 16 0 134,360 1,399
SKECHERS USA INC-CL A COM 830566105 17,084 694,999 SH   DFND 2 0 694,999 0
SKECHERS USA INC-CL A COM 830566105 19 774 SH   DFND 02,03 0 774 0
SKECHERS USA INC-CL A COM 830566105 1,335 54,327 SH   DFND 16 0 0 54,327
SKY PLC-SPN ADR ADR 83084V106 351 7,165 SH   DFND 2 0 0 7,165
SKY PLC-SPN ADR ADR 83084V106 14 287 SH   DFND 16 0 0 287
SKYWEST INC COM 830879102 35,705 979,481 SH   DFND 2 0 906,681 72,800
SKYWEST INC COM 830879102 161 4,415 SH   DFND 16 0 0 4,415
SKYWORKS SOLUTIONS INC COM 83088M102 240,261 3,218,069 SH   DFND 2 0 3,190,935 27,134
SKYWORKS SOLUTIONS INC COM 83088M102 194 2,591 SH   DFND 02,03 0 2,591 0
SKYWORKS SOLUTIONS INC COM 83088M102 2,462 32,977 SH   DFND 16 0 18,297 14,680
SMITH & WESSON HOLDING CORP COM 831756101 387 18,365 SH   DFND 16 0 0 18,365
SMITH & NEPHEW PLC -SPON ADR ADR 83175M205 283 9,420 SH   DFND 2 0 0 9,420
SMITH & NEPHEW PLC -SPON ADR ADR 83175M205 652 21,710 SH   DFND 16 0 0 21,710
SMITH (A.O.) CORP COM 831865209 41,370 873,691 SH   DFND 2 0 87,106 2,631
SMITH (A.O.) CORP COM 831865209 2,364 49,934 SH   DFND 16 0 2,062 29,318
JM SMUCKER CO/THE COM 832696405 82,096 641,057 SH   DFND 2 0 588,054 53,003
JM SMUCKER CO/THE COM 832696405 486 3,794 SH   DFND 02,03 0 3,794 0
JM SMUCKER CO/THE COM 832696405 1,458 11,388 SH   DFND 16 0 22 11,366
SNAP-ON INC COM 833034101 29,428 171,830 SH   DFND 2 0 171,021 809
SNAP-ON INC COM 833034101 112 654 SH   DFND 02,03 0 654 0
SNAP-ON INC COM 833034101 3,844 22,470 SH   DFND 16 0 15,562 6,908
SNYDERS-LANCE INC COM 833551104 9,960 259,771 SH   DFND 2 0 259,771 0
SNYDERS-LANCE INC COM 833551104 8 206 SH   DFND 16 0 0 206
SOCIAL MEDIA VENTURES INC COM 833626104 0 250,000 SH   DFND 16 0 0 250,000
SOCIETE GENERALE-SPONS ADR ADR 83364L109 553 56,348 SH   DFND 2 0 0 56,348
SOCIETE GENERALE-SPONS ADR ADR 83364L109 12 1,191 SH   DFND 16 0 0 1,191
SOG MAND EXCH NOTE 18.76 CF PRF 83368L246 28,216 970,290 SH   DFND 2 0 0 970,290
SOG MAND EXCH NOTE 18.76 CF PRF 83368L246 31 1,068 SH   DFND 02,03 0 0 1,068
SOCGEN BASKET NOTE 12.68 1/10/2017 PRF 83368XBB4 3,112 3,200 SH   DFND 2 0 0 3,200
SODEXO-SPONSORED ADR ADR 833792104 20 860 SH   DFND 2 0 0 860
SODEXO-SPONSORED ADR ADR 833792104 571 24,862 SH   DFND 16 0 0 24,862
SOFTBANK GROUP CORP-UNSP ADR ADR 83404D109 854 25,869 SH   DFND 2 0 0 25,869
SOFTBANK GROUP CORP-UNSP ADR ADR 83404D109 2,087 63,207 SH   DFND 16 0 0 63,207
SONIC CORP COM 835451105 12,166 458,916 SH   DFND 2 0 458,916 0
SONIC CORP COM 835451105 39 1,477 SH   DFND 02,03 0 1,477 0
SONIC CORP COM 835451105 23 868 SH   DFND 16 0 0 868
SONIC AUTOMOTIVE INC-CLASS A COM 83545G102 3,329 145,380 SH   DFND 2 0 145,380 0
SONIC AUTOMOTIVE INC-CLASS A COM 83545G102 12 540 SH   DFND 16 0 0 540
SONIC HEALTHCARE-UNSP ADR ADR 83546A104 154 10,031 SH   DFND 2 0 0 10,031
SONIC HEALTHCARE-UNSP ADR ADR 83546A104 1 39 SH   DFND 16 0 0 39
SONOCO PRODUCTS CO COM 835495102 93,383 1,772,065 SH   DFND 2 0 1,760,189 11,876
SONOCO PRODUCTS CO COM 835495102 40 750 SH   DFND 02,03 0 750 0
SONOCO PRODUCTS CO COM 835495102 57,069 1,081,790 SH   DFND 16 0 9,046 1,072,744
SONY CORP-SPONSORED ADR ADR 835699307 617 22,009 SH   DFND 2 0 0 22,009
SONY CORP-SPONSORED ADR ADR 835699307 6,333 226,250 SH   DFND 16 0 0 226,250
SONOVA HOLDING-UNSPON ADR ADR 83569C102 7 283 SH   DFND 2 0 0 283
SONOVA HOLDING-UNSPON ADR ADR 83569C102 373 15,474 SH   DFND 16 0 0 15,474
SOTHEBY'S COM 835898107 8,336 209,140 SH   DFND 2 0 209,140 0
SOTHEBY'S COM 835898107 11 280 SH   DFND 16 0 0 280
SOUTH AMERICAN MINERALS COM 836303107 0 15,000 SH   DFND 16 0 0 15,000
SOUTH JERSEY INDUSTRIES COM 838518108 48,840 1,449,679 SH   DFND 2 0 1,363,979 85,700
SOUTH JERSEY INDUSTRIES COM 838518108 212 6,281 SH   DFND 16 0 2,545 3,736
SOUTH STATE CORP COM 840441109 73 830 SH   DFND 2 0 830 0
SOUTH STATE CORP COM 840441109 242 2,774 SH   DFND 16 0 2,414 360
SOUTHERN CO/THE COM 842587107 16,445 334,311 SH   DFND 2 0 334,311 0
SOUTHERN CO/THE COM 842587107 545 11,079 SH   DFND 02,03 0 11,079 0
SOUTHERN CO/THE COM 842587107 10,638 216,253 SH   DFND 10 0 216,253 0
SOUTHERN CO/THE COM 842587107 113,712 2,321,163 SH   DFND 16 0 236,753 2,084,410
SO 6 1/4 10/15/75 PRF 842587206 537 20,560 SH   DFND 16 0 0 20,560
SO 5 1/4 10/01/76 PRF 842587305 233 10,681 SH   DFND 16 0 0 10,681
SOUTHERN COPPER CORP COM 84265V105 422 13,216 SH   DFND 2 2,660 10,556 0
SOUTHERN COPPER CORP COM 84265V105 413 12,945 SH   DFND 16 0 0 12,945
SOUTHSIDE BANCSHARES INC COM 84470P109 5,431 144,179 SH   DFND 2 0 144,179 0
SOUTHSIDE BANCSHARES INC COM 84470P109 65 1,727 SH   DFND 16 0 0 1,727
SOUTH32 - ADR ADR 84473L105 344 34,745 SH   DFND 2 0 0 34,745
SOUTH32 - ADR ADR 84473L105 14 1,464 SH   DFND 16 0 0 1,464
SOUTHWEST AIRLINES CO COM 844741108 68,348 1,371,125 SH   DFND 2 0 1,369,700 1,425
SOUTHWEST AIRLINES CO COM 844741108 464 9,309 SH   DFND 02,03 0 9,309 0
SOUTHWEST AIRLINES CO COM 844741108 141,627 2,841,618 SH   DFND 10 0 2,815,336 26,282
SOUTHWEST AIRLINES CO COM 844741108 5,443 109,211 SH   DFND 16 0 16,562 92,649
SOUTHWEST GAS CORP COM 844895102 55,023 718,153 SH   DFND 2 0 687,153 31,000
SOUTHWEST GAS CORP COM 844895102 143 1,868 SH   DFND 16 0 0 1,868
SOUTHWESTERN ENERGY CO COM 845467109 7,439 687,616 SH   DFND 2 0 687,616 0
SOUTHWESTERN ENERGY CO COM 845467109 60 5,552 SH   DFND 02,03 0 5,552 0
SOUTHWESTERN ENERGY CO COM 845467109 223 20,632 SH   DFND 16 0 0 20,632
SWN 6 1/4 01/15/18 CONV PRF 845467208 4,712 185,000 SH   DFND 2 0 0 185,000
SPARK NEW ZEALAND-SPON ADR ADR 84652A102 86 7,313 SH   DFND 2 0 0 7,313
SPARK NEW ZEALAND-SPON ADR ADR 84652A102 75 6,429 SH   DFND 16 0 0 6,429
SPARK THERAPEUTICS INC COM 84652J103 11,889 238,240 SH   DFND 2 0 238,240 0
SPARK THERAPEUTICS INC COM 84652J103 25 500 SH   DFND 16 0 0 500
SPARTAN MOTORS INC COM 846819100 1,369 148,035 SH   DFND 2 0 148,035 0
SPARTAN MOTORS INC COM 846819100 95 10,091 SH   DFND 16 0 0 10,091
SPARTANNASH CO COM 847215100 17,721 448,200 SH   DFND 2 0 448,200 0
SPARTANNASH CO COM 847215100 489 12,356 SH   DFND 16 0 0 12,356
SPECIAL DIVERSIFIED OPPORTUN COM 84740Q101 10 11,203 SH   DFND 16 0 0 11,203
SPECTRA ENERGY CORP COM 847560109 59,120 1,438,818 SH   DFND 2 0 1,438,818 0
SPECTRA ENERGY CORP COM 847560109 375 9,109 SH   DFND 02,03 0 9,109 0
SPECTRA ENERGY CORP COM 847560109 7,319 178,123 SH   DFND 16 0 122,790 55,333
SPECTRA ENERGY PARTNERS LP LP 84756N109 8,653 189,027 SH   DFND 16 0 144,258 44,769
SPECTRANETICS CORP COM 84760C107 4,871 198,825 SH   DFND 2 0 198,825 0
SPECTRANETICS CORP COM 84760C107 6 250 SH   DFND 16 0 0 250
THE SPECTRANETICS CORPORATION CONV BND 84760CAA5 3,506 3,400,000 PRN   DFND 2 0 0 3,400,000
SPECTRUM PHARMACEUTICALS INC COM 84763A108 1,552 350,180 SH   DFND 2 0 350,180 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 21 4,800 SH   DFND 16 0 0 4,800
SPECTRUM BRANDS HOLDINGS INC COM 84763R101 39 322 SH   DFND 2 0 322 0
SPECTRUM BRANDS HOLDINGS INC COM 84763R101 323 2,646 SH   DFND 16 0 4 2,642
SPIRIT AEROSYSTEMS HOLD-CL A COM 848574109 25,876 443,451 SH   DFND 2 0 441,088 2,363
SPIRIT AEROSYSTEMS HOLD-CL A COM 848574109 43 740 SH   DFND 16 0 0 740
SPIRIT AIRLINES INC COM 848577102 4,807 83,085 SH   DFND 2 0 83,085 0
SPIRIT AIRLINES INC COM 848577102 67,550 1,167,490 SH   DFND 10 0 1,167,490 0
SPIRIT AIRLINES INC COM 848577102 1,000 17,323 SH   DFND 16 0 11,786 5,537
SPIRE INC COM 84857L101 14,800 229,266 SH   DFND 2 0 229,266 0
SPIRE INC COM 84857L101 1,311 20,341 SH   DFND 16 0 10,208 10,133
SPIRIT REALTY CAPITAL INC COM 84860W102 232 21,126 SH   DFND 2 0 21,126 0
SPIRIT REALTY CAPITAL INC COM 84860W102 693 63,780 SH   DFND 16 0 53,183 10,597
SPLUNK INC COM 848637104 345,177 6,748,448 SH   DFND 2 0 5,897,125 851,323
SPLUNK INC COM 848637104 8,260 161,491 SH   DFND 02,03 0 161,491 0
SPLUNK INC COM 848637104 1,213 23,720 SH   DFND 16 0 22,054 1,666
SPOK HOLDINGS INC COM 84863T106 2,736 131,797 SH   DFND 2 0 131,797 0
SPONGETECH DELIVERY SYSTEMS COM 849109103 0 265,177 SH   DFND 16 0 0 265,177
SPORTSMAN'S WAREHOUSE HOLDIN COM 84920Y106 1,547 164,738 SH   DFND 2 0 164,738 0
SPORTSMAN'S WAREHOUSE HOLDIN COM 84920Y106 1 97 SH   DFND 16 0 0 97
SPROTT PHYSICAL GOLD TRUST COM 85207H104 235 24,995 SH   DFND 16 0 0 24,995
SPRINT CORP COM 85207U105 2,355 279,747 SH   DFND 2 0 279,747 0
SPRINT CORP COM 85207U105 61 7,244 SH   DFND 16 0 0 7,244
SPROTT FOCUS TRUST INC COM 85208J109 86 12,456 SH   DFND 16 0 0 12,456
SPROUTS FARMERS MARKET INC COM 85208M102 14,447 763,575 SH   DFND 2 0 763,575 0
SPROUTS FARMERS MARKET INC COM 85208M102 33 1,758 SH   DFND 02,03 0 1,758 0
SPROUTS FARMERS MARKET INC COM 85208M102 518 27,381 SH   DFND 16 0 350 27,031
SPYGLASS RESOURCES CORP COM 852193101 0 12,589 SH   DFND 16 0 0 12,589
SQUARE INC - A COM 852234103 2,810 206,153 SH   DFND 2 0 206,153 0
SQUARE INC - A COM 852234103 550 40,365 SH   DFND 16 0 0 40,365
STAGE STORES INC COM 85254C305 554 126,797 SH   DFND 2 0 126,797 0
STAG INDUSTRIAL INC COM 85254J102 5,433 227,566 SH   DFND 2 0 227,566 0
STAG INDUSTRIAL INC COM 85254J102 447 18,713 SH   DFND 16 0 8,956 9,757
STAMPS.COM INC COM 852857200 14,853 129,548 SH   DFND 2 0 129,548 0
STAMPS.COM INC COM 852857200 13 115 SH   DFND 16 0 0 115
STANDARD BANK GROUP-SPON ADR ADR 853118206 281 25,437 SH   DFND 2 0 0 25,437
STANDARD MOTOR PRODS COM 853666105 5,362 100,742 SH   DFND 2 0 100,742 0
STANDARD MOTOR PRODS COM 853666105 212 3,979 SH   DFND 16 0 3,979 0
STANDEX INTERNATIONAL CORP COM 854231107 12,874 146,535 SH   DFND 2 0 146,535 0
STANDEX INTERNATIONAL CORP COM 854231107 84 960 SH   DFND 16 0 960 0
STANLEY BLACK & DECKER INC COM 854502101 196,534 1,713,623 SH   DFND 2 0 1,708,745 4,878
STANLEY BLACK & DECKER INC COM 854502101 239 2,081 SH   DFND 02,03 0 2,081 0
STANLEY BLACK & DECKER INC COM 854502101 719 6,271 SH   DFND 16 0 1,151 5,120
SWK 5 3/4 07/25/52 PRF 854502705 274 11,279 SH   DFND 16 0 0 11,279
STAPLES INC COM 855030102 38,188 4,219,371 SH   DFND 2 0 4,219,371 0
STAPLES INC COM 855030102 91 9,955 SH   DFND 02,03 0 9,955 0
STAPLES INC COM 855030102 340 37,566 SH   DFND 16 0 19,739 17,827
STARBUCKS CORP COM 855244109 483,574 8,709,818 SH   DFND 2 0 7,684,134 1,025,684
STARBUCKS CORP COM 855244109 11,890 214,160 SH   DFND 02,03 0 214,160 0
STARBUCKS CORP COM 855244109 96,342 1,735,881 SH   DFND 16 0 153,557 1,582,324
STARWOOD PROPERTY TRUST INC COM 85571B105 27,458 1,250,862 SH   DFND 2 0 1,250,862 0
STARWOOD PROPERTY TRUST INC COM 85571B105 85,253 3,887,505 SH   DFND 10 0 3,887,505 0
STARWOOD PROPERTY TRUST INC COM 85571B105 1,613 73,480 SH   DFND 16 0 8,498 64,982
STARWOOD PROPERTY TRUST INC CONV BND 85571BAA3 7,081 6,500,000 PRN   DFND 2 0 0 6,500,000
STARZ - A COM 85571Q102 3,106 89,648 SH   DFND 2 0 89,648 0
STARWOOD WAYPOINT RESIDENTIAL TRST CONV BND 85571WAB5 3,423 3,140,000 PRN   DFND 2 0 0 3,140,000
STATE NATIONAL COS INC COM 85711T305 22,816 1,646,174 SH   DFND 2 0 1,646,174 0
STATE STREET CORP COM 857477103 32,484 417,546 SH   DFND 2 0 417,546 0
STATE STREET CORP COM 857477103 318 4,096 SH   DFND 02,03 0 4,096 0
STATE STREET CORP COM 857477103 434 5,573 SH   DFND 16 0 973 4,600
STT 5.9 PRF 857477608 8,128 314,150 SH   DFND 2 0 0 314,150
STT 5.9 PRF 857477608 11 435 SH   DFND 02,03 0 0 435
STT 5.9 PRF 857477608 1,097 42,386 SH   DFND 16 0 0 42,386
STT 5.35 PRF 857477855 12,370 494,405 SH   DFND 2 0 0 494,405
STT 5.35 PRF 857477855 15 600 SH   DFND 02,03 0 0 600
STT 5.35 PRF 857477855 1 44 SH   DFND 16 0 0 44
STATOIL ASA-SPON ADR ADR 85771P102 364 19,814 SH   DFND 2 0 0 19,814
STATOIL ASA-SPON ADR ADR 85771P102 1,356 74,427 SH   DFND 16 0 0 74,427
STEEL DYNAMICS INC COM 858119100 99,853 2,806,328 SH   DFND 2 0 2,800,003 6,325
STEEL DYNAMICS INC COM 858119100 370 10,400 SH   DFND 02,03 0 10,400 0
STEEL DYNAMICS INC COM 858119100 9,951 279,614 SH   DFND 10 0 279,614 0
STEEL DYNAMICS INC COM 858119100 1,447 40,662 SH   DFND 16 0 2,310 38,352
STEELCASE INC-CL A COM 858155203 4,754 265,626 SH   DFND 2 0 265,626 0
STEELCASE INC-CL A COM 858155203 182 10,174 SH   DFND 16 0 0 10,174
STEIN MART INC COM 858375108 853 155,626 SH   DFND 2 0 155,626 0
STEPAN CO COM 858586100 14,611 179,320 SH   DFND 2 0 179,320 0
STEPAN CO COM 858586100 505 6,210 SH   DFND 16 0 5,926 284
STEMLINE THERAPEUTICS INC COM 85858C107 27 2,500 SH   DFND 2 0 2,500 0
STEMLINE THERAPEUTICS INC COM 85858C107 406 37,900 SH   DFND 16 0 0 37,900
STERICYCLE INC COM 858912108 58,773 762,917 SH   DFND 2 0 720,787 42,130
STERICYCLE INC COM 858912108 666 8,647 SH   DFND 02,03 0 8,647 0
STERICYCLE INC COM 858912108 368 4,771 SH   DFND 16 0 401 4,370
STERLING BANCORP/DE COM 85917A100 49,176 2,101,464 SH   DFND 2 0 1,931,664 169,800
STERLING BANCORP/DE COM 85917A100 9 370 SH   DFND 16 0 0 370
STEWART INFORMATION SERVICES COM 860372101 5,406 117,324 SH   DFND 2 0 117,324 0
STIFEL FINANCIAL CORP COM 860630102 36,505 730,823 SH   DFND 2 0 688,623 42,200
STIFEL FINANCIAL CORP COM 860630102 166 3,319 SH   DFND 16 0 1,426 1,893
STILLWATER MINING CO COM 86074Q102 9,926 616,155 SH   DFND 2 0 616,155 0
STILLWATER MINING CO COM 86074Q102 25 1,525 SH   DFND 16 0 0 1,525
STMICROELECTRONICS NV-NY SHS COM 861012102 3,108 273,876 SH   DFND 2 0 0 273,876
STMICROELECTRONICS NV-NY SHS COM 861012102 70 6,203 SH   DFND 16 0 0 6,203
STONE HARBOR EMER MKT INC COM 86164T107 390 26,655 SH   DFND 16 0 0 26,655
STORE CAPITAL CORP COM 862121100 23,591 954,744 SH   DFND 2 0 954,744 0
STORE CAPITAL CORP COM 862121100 31 1,241 SH   DFND 02,03 0 1,241 0
STORE CAPITAL CORP COM 862121100 763 30,898 SH   DFND 16 0 28,786 2,112
STRAIGHT PATH COMM- B COM 862578101 968 28,550 SH   DFND 2 0 2,855 0
STRAYER EDUCATION INC COM 863236105 4,208 52,188 SH   DFND 2 0 52,188 0
STRYKER CORP COM 863667101 28,617 238,599 SH   DFND 2 0 238,599 0
STRYKER CORP COM 863667101 421 3,517 SH   DFND 02,03 0 3,517 0
STRYKER CORP COM 863667101 47,405 395,528 SH   DFND 10 0 395,528 0
STRYKER CORP COM 863667101 2,107 17,591 SH   DFND 16 0 4,122 13,469
STURM RUGER & CO INC COM 864159108 8,475 160,829 SH   DFND 2 0 160,829 0
STURM RUGER & CO INC COM 864159108 1,622 30,770 SH   DFND 16 0 0 30,770
SUBSEA 7 SA-SPON ADR ADR 864323100 208 16,523 SH   DFND 2 0 0 16,523
SUBURBAN PROPANE PARTNERS LP LP 864482104 671 22,314 SH   DFND 16 0 0 22,314
SUMITOMO MITSUI-SPONS ADR ADR 86562M209 1,007 131,805 SH   DFND 2 0 0 131,805
SUMITOMO MITSUI-SPONS ADR ADR 86562M209 2,329 304,948 SH   DFND 16 0 0 304,948
SUMITOMO MITSUI TR-SPON ADR ADR 86562X106 39 10,895 SH   DFND 2 0 0 10,895
SUMITOMO MITSUI TR-SPON ADR ADR 86562X106 9 2,535 SH   DFND 16 0 0 2,535
SUMMIT HOTEL PROPERTIES INC COM 866082100 16,099 1,004,250 SH   DFND 2 0 1,004,250 0
SUMMIT HOTEL PROPERTIES INC COM 866082100 9 550 SH   DFND 16 0 0 550
SUMMIT MATERIALS INC -CL A COM 86614U100 21,893 920,274 SH   DFND 2 0 917,363 2,911
SUMMIT MATERIALS INC -CL A COM 86614U100 98 4,127 SH   DFND 02,03 0 4,127 0
SUMMIT MATERIALS INC -CL A COM 86614U100 9,798 411,854 SH   DFND 10 0 411,854 0
SUN COMMUNITIES INC COM 866674104 9,501 123,953 SH   DFND 2 0 123,953 0
SUN COMMUNITIES INC COM 866674104 2,098 27,398 SH   DFND 16 0 23,934 3,464
SUN HUNG KAI PROP LTD-SP ADR ADR 86676H302 185 14,704 SH   DFND 2 0 0 14,704
SUN LIFE FINANCIAL INC COM 866796105 3,774 98,243 SH   DFND 2 0 98,243 0
SUN LIFE FINANCIAL INC COM 866796105 92 2,407 SH   DFND 16 0 0 2,407
SUN HYDRAULICS CORP COM 866942105 4,042 101,113 SH   DFND 2 0 101,113 0
SUNCOR ENERGY INC COM 867224107 136,390 4,172,127 SH   DFND 2 0 4,156,720 15,407
SUNCOR ENERGY INC COM 867224107 59 1,784 SH   DFND 02,03 0 1,784 0
SUNCOR ENERGY INC COM 867224107 3,771 115,349 SH   DFND 02,10 0 115,349 0
SUNCOR ENERGY INC COM 867224107 63,035 1,928,256 SH   DFND 10 0 1,928,256 0
SUNCOR ENERGY INC COM 867224107 3,823 117,037 SH   DFND 16 0 79,290 37,747
SUNCOKE ENERGY INC COM 86722A103 3,982 351,203 SH   DFND 2 0 351,203 0
SUNCOKE ENERGY INC COM 86722A103 21 1,887 SH   DFND 16 0 0 1,887
SUNERGY INC COM 86732G306 1 1,464,555 SH   DFND 16 0 0 1,464,555
SUNEDISON INC COM 86732Y109 1 11,444 SH   DFND 16 0 0 11,444
SUNOCO LOGISTICS PARTNERS LP LP 86764L108 151 6,288 SH   DFND 2 0 6,288 0
SUNOCO LOGISTICS PARTNERS LP LP 86764L108 306 12,722 SH   DFND 16 0 0 12,722
SUNPOWER CORP CONV BND 867652AL3 12,500 17,820,000 PRN   DFND 2 0 0 17,820,000
SUNOCO LP LP 86765K109 581 21,594 SH   DFND 16 0 0 21,594
SUNSTONE HOTEL INVESTORS INC COM 867892101 27,617 1,810,726 SH   DFND 2 0 1,810,726 0
SUNSTONE HOTEL INVESTORS INC COM 867892101 594 38,954 SH   DFND 16 0 35,341 3,613
SUNTRUST BANKS INC COM 867914103 103,430 1,885,670 SH   DFND 2 0 1,882,195 3,475
SUNTRUST BANKS INC COM 867914103 619 11,293 SH   DFND 02,03 0 11,293 0
SUNTRUST BANKS INC COM 867914103 5,944 108,361 SH   DFND 16 0 43,509 64,852
SUPER MICRO COMPUTER INC COM 86800U104 5,729 204,296 SH   DFND 2 0 204,296 0
SUNTORY BEVERAGE & FOOD-UADR ADR 86803T104 91 4,368 SH   DFND 2 0 0 4,368
SUNTORY BEVERAGE & FOOD-UADR ADR 86803T104 211 10,127 SH   DFND 16 0 0 10,127
SUPERIOR ENERGY SERVICES INC COM 868157108 53,789 3,186,545 SH   DFND 2 0 3,181,315 5,230
SUPERIOR ENERGY SERVICES INC COM 868157108 96 5,659 SH   DFND 16 0 0 5,659
SUPERIOR INDUSTRIES INTL COM 868168105 8,227 312,235 SH   DFND 2 0 312,235 0
SUPERIOR INDUSTRIES INTL COM 868168105 5 177 SH   DFND 16 0 0 177
SUPERNUS PHARMACEUTICALS INC COM 868459108 22,651 897,048 SH   DFND 2 0 897,048 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 34 1,333 SH   DFND 16 0 0 1,333
SUPERVALU INC COM 868536103 11,568 2,476,975 SH   DFND 2 0 2,476,975 0
SUPERVALU INC COM 868536103 95 20,285 SH   DFND 16 0 113 20,172
SURGERY PARTNERS INC COM 86881A100 719 45,350 SH   DFND 2 0 45,350 0
SURGICAL CARE AFFILIATES INC COM 86881L106 6,450 139,383 SH   DFND 2 0 139,383 0
SURMODICS INC COM 868873100 1,793 70,618 SH   DFND 2 0 70,618 0
SVENSKA HANDELSB-A-UNSP ADR ADR 86959C103 302 43,692 SH   DFND 2 0 0 43,692
SVENSKA HANDELSB-A-UNSP ADR ADR 86959C103 7 1,014 SH   DFND 16 0 0 1,014
SWEDBANK AB-ADR ADR 870195104 232 9,606 SH   DFND 2 0 0 9,606
SWEDBANK AB-ADR ADR 870195104 1,612 66,818 SH   DFND 16 0 0 66,818
ELEMENTS ROGERS AGRI TOT RET COM 870297603 76 12,100 SH   DFND 16 0 0 12,100
SWIFT TRANSPORTATION CO COM 87074U101 64,720 2,656,800 SH   DFND 2 0 2,537,300 119,500
SWIFT TRANSPORTATION CO COM 87074U101 35 1,438 SH   DFND 02,03 0 1,438 0
SWIFT TRANSPORTATION CO COM 87074U101 337 13,844 SH   DFND 16 0 0 13,844
SWISS RE LTD-SPN ADR ADR 870886108 358 15,048 SH   DFND 2 0 0 15,048
SWISS RE LTD-SPN ADR ADR 870886108 13 539 SH   DFND 16 0 0 539
SWISSCOM AG-SPONSORED ADR ADR 871013108 18 408 SH   DFND 2 0 0 408
SWISSCOM AG-SPONSORED ADR ADR 871013108 261 5,820 SH   DFND 16 0 0 5,820
SYKES ENTERPRISES INC COM 871237103 10,687 370,351 SH   DFND 2 0 370,351 0
SYMANTEC CORP COM 871503108 13,599 569,218 SH   DFND 2 0 569,218 0
SYMANTEC CORP COM 871503108 168 7,050 SH   DFND 02,03 0 7,050 0
SYMANTEC CORP COM 871503108 921 38,548 SH   DFND 16 0 0 38,548
SYMRISE AG-UNSPON ADR ADR 87155N109 27 1,800 SH   DFND 2 0 0 1,800
SYMRISE AG-UNSPON ADR ADR 87155N109 1,863 122,881 SH   DFND 16 0 0 122,881
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 10,881 284,092 SH   DFND 2 0 284,092 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 57 1,489 SH   DFND 02,03 0 1,489 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 23 604 SH   DFND 16 0 0 604
SYNAPTICS INC COM 87157D109 196,853 3,673,961 SH   DFND 2 0 3,636,875 37,086
SYNAPTICS INC COM 87157D109 309 5,768 SH   DFND 16 0 0 5,768
SYNOPSYS INC COM 871607107 266,947 4,535,275 SH   DFND 2 0 4,493,293 41,982
SYNOPSYS INC COM 871607107 620 10,528 SH   DFND 16 0 843 9,685
SYNGENTA AG-ADR ADR 87160A100 4,489 56,783 SH   DFND 2 0 0 56,783
SYNGENTA AG-ADR ADR 87160A100 108 1,364 SH   DFND 16 0 0 1,364
SYNOVUS FINANCIAL CORP COM 87161C501 23,666 576,103 SH   DFND 2 0 576,103 0
SYNOVUS FINANCIAL CORP COM 87161C501 205 4,978 SH   DFND 16 0 0 4,978
SYNNEX CORP COM 87162W100 32,878 271,673 SH   DFND 2 0 249,573 22,100
SYNNEX CORP COM 87162W100 604 4,982 SH   DFND 16 0 0 4,982
SYNERGY PHARMACEUTICALS INC COM 871639308 1,385 227,460 SH   DFND 2 0 227,460 0
SYNERGY PHARMACEUTICALS INC COM 871639308 46 7,500 SH   DFND 16 0 0 7,500
SYNERGY RESOURCES CORP COM 87164P103 15,784 1,771,528 SH   DFND 2 0 1,771,528 0
SYNCHRONY FINANCIAL COM 87165B103 100,306 2,765,497 SH   DFND 2 0 2,754,697 10,800
SYNCHRONY FINANCIAL COM 87165B103 940 25,935 SH   DFND 02,03 0 25,935 0
SYNCHRONY FINANCIAL COM 87165B103 154,705 4,265,361 SH   DFND 10 0 4,182,235 83,126
SYNCHRONY FINANCIAL COM 87165B103 6,833 186,953 SH   DFND 16 0 124,524 62,429
SYSCO CORP COM 871829107 478,377 8,639,682 SH   DFND 2 0 7,043,288 1,596,394
SYSCO CORP COM 871829107 315 5,689 SH   DFND 02,03 0 5,689 0
SYSCO CORP COM 871829107 52,391 946,199 SH   DFND 10 0 946,199 0
SYSCO CORP COM 871829107 7,049 127,298 SH   DFND 16 0 70,999 56,299
TCF FINANCIAL CORP COM 872275102 9,866 503,613 SH   DFND 2 0 503,613 0
TCF FINANCIAL CORP COM 872275102 3 177 SH   DFND 16 0 0 177
TC PIPELINES LP LP 87233Q108 327 5,565 SH   DFND 16 0 0 5,565
TD AMERITRADE HOLDING CORP COM 87236Y108 7,774 178,302 SH   DFND 2 0 178,302 0
TD AMERITRADE HOLDING CORP COM 87236Y108 148 3,388 SH   DFND 16 0 2,355 1,033
TCP CAPITAL CORP COM 87238Q103 227 13,439 SH   DFND 16 0 0 13,439
TCP CAPITAL CORP CONV BND 87238QAC7 3,496 3,500,000 PRN   DFND 2 0 0 3,500,000
TFS FINANCIAL CORP COM 87240R107 1,573 82,631 SH   DFND 2 0 82,631 0
TFS FINANCIAL CORP COM 87240R107 2 100 SH   DFND 16 0 0 100
THK CO LTD-UNSPON ADR ADR 872434105 95 8,598 SH   DFND 2 0 0 8,598
THK CO LTD-UNSPON ADR ADR 872434105 18 1,584 SH   DFND 16 0 0 1,584
TJX COMPANIES INC COM 872540109 295,151 3,928,537 SH   DFND 2 0 3,921,393 7,144
TJX COMPANIES INC COM 872540109 589 7,846 SH   DFND 02,03 0 7,846 0
TJX COMPANIES INC COM 872540109 75,916 1,009,954 SH   DFND 10 0 995,098 14,856
TJX COMPANIES INC COM 872540109 14,612 194,452 SH   DFND 16 0 86,862 107,590
T-MOBILE US INC COM 872590104 14,683 255,302 SH   DFND 2 0 255,302 0
T-MOBILE US INC COM 872590104 1,403 24,397 SH   DFND 16 0 0 24,397
TMUS 5 1/2 12/15/17 CONV PRF 872590203 14,402 152,500 SH   DFND 2 0 0 152,500
TRI POINTE GROUP INC COM 87265H109 4,348 378,764 SH   DFND 2 0 378,764 0
TRI POINTE GROUP INC COM 87265H109 3 266 SH   DFND 16 0 112 154
TTM TECHNOLOGIES COM 87305R109 16,041 1,176,838 SH   DFND 2 0 1,176,838 0
TTM TECHNOLOGIES COM 87305R109 30 2,222 SH   DFND 16 0 0 2,222
TABLEAU SOFTWARE INC-CL A COM 87336U105 29,967 710,975 SH   DFND 2 0 705,143 5,832
TABLEAU SOFTWARE INC-CL A COM 87336U105 7 173 SH   DFND 02,03 0 173 0
TABLEAU SOFTWARE INC-CL A COM 87336U105 81 1,915 SH   DFND 16 0 0 1,915
TAHOE RESOURCES INC COM 873868103 103 10,987 SH   DFND 2 0 10,987 0
TAHOE RESOURCES INC COM 873868103 238 25,290 SH   DFND 16 0 0 25,290
TAIWAN SEMICONDUCTOR-SP ADR ADR 874039100 16,576 576,552 SH   DFND 2 0 0 576,552
TAIWAN SEMICONDUCTOR-SP ADR ADR 874039100 608 21,135 SH   DFND 02,10 0 0 21,135
TAIWAN SEMICONDUCTOR-SP ADR ADR 874039100 19,487 677,810 SH   DFND 10 0 0 677,810
TAIWAN SEMICONDUCTOR-SP ADR ADR 874039100 8,366 291,116 SH   DFND 16 0 0 291,116
TAILORED BRANDS INC COM 87403A107 7,005 274,193 SH   DFND 2 0 274,193 0
TAILORED BRANDS INC COM 87403A107 320 12,505 SH   DFND 16 0 0 12,505
TAKE-TWO INTERACTIVE SOFTWRE COM 874054109 43,337 879,233 SH   DFND 2 0 847,933 31,300
TAKE-TWO INTERACTIVE SOFTWRE COM 874054109 5 93 SH   DFND 16 0 0 93
TAKEDA PHARMACEUTIC-SP ADR ADR 874060205 522 25,123 SH   DFND 2 0 0 25,123
TAKEDA PHARMACEUTIC-SP ADR ADR 874060205 8 405 SH   DFND 16 0 0 405
TAL EDUCATION GROUP- ADR ADR 874080104 234 3,331 SH   DFND 2 0 6,662 0
TAL EDUCATION GROUP- ADR ADR 874080104 33 477 SH   DFND 16 0 0 477
TALEND SA - ADR ADR 874224207 1,362 61,353 SH   DFND 2 0 61,353 0
TALLGRASS ENERGY PARTNERS LP LP 874697105 502 10,586 SH   DFND 16 0 0 10,586
TANGER FACTORY OUTLET CENTER COM 875465106 21,934 613,010 SH   DFND 2 0 613,010 0
TANGER FACTORY OUTLET CENTER COM 875465106 1,825 50,966 SH   DFND 10 0 50,966 0
TANGER FACTORY OUTLET CENTER COM 875465106 381 10,657 SH   DFND 16 0 8,643 2,013
TANGOE INC/CT COM 87582Y108 911 115,560 SH   DFND 2 0 115,560 0
TARGET CORP COM 87612E106 26,567 367,820 SH   DFND 2 0 367,820 0
TARGET CORP COM 87612E106 458 6,345 SH   DFND 02,03 0 6,345 0
TARGET CORP COM 87612E106 114,618 1,588,303 SH   DFND 16 0 107,568 1,480,735
TARGA RESOURCES CORP COM 87612G101 9,884 176,275 SH   DFND 2 0 176,275 0
TARGA RESOURCES CORP COM 87612G101 13 236 SH   DFND 02,03 0 236 0
TARGA RESOURCES CORP COM 87612G101 2,020 36,041 SH   DFND 16 0 9,632 26,409
TASER INTERNATIONAL INC COM 87651B104 11,357 468,503 SH   DFND 2 0 468,503 0
TASER INTERNATIONAL INC COM 87651B104 188 7,746 SH   DFND 16 0 0 7,746
TATA MOTORS LTD-SPON ADR ADR 876568502 27,637 803,609 SH   DFND 2 0 0 803,609
TATA MOTORS LTD-SPON ADR ADR 876568502 15 449 SH   DFND 10 0 0 449
TATA MOTORS LTD-SPON ADR ADR 876568502 500 14,538 SH   DFND 16 0 0 14,538
TAUBMAN CENTERS INC COM 876664103 46,660 631,128 SH   DFND 2 0 629,328 1,800
TAUBMAN CENTERS INC COM 876664103 237 3,200 SH   DFND 02,03 0 3,200 0
TAUBMAN CENTERS INC COM 876664103 37 502 SH   DFND 16 0 0 502
TAYLOR MORRISON HOME CORP-A COM 87724P106 1 50 SH   DFND 2 0 50 0
TAYLOR MORRISON HOME CORP-A COM 87724P106 546 28,390 SH   DFND 16 0 26,727 1,663
TEAM INC COM 878155100 5,803 147,828 SH   DFND 2 0 147,828 0
TEAM INC COM 878155100 4 106 SH   DFND 16 0 0 106
TEAM HEALTH HOLDINGS INC COM 87817A107 8,897 204,778 SH   DFND 2 0 204,778 0
TEAM HEALTH HOLDINGS INC COM 87817A107 37 841 SH   DFND 02,03 0 841 0
TEAM HEALTH HOLDINGS INC COM 87817A107 10 227 SH   DFND 16 0 0 227
TECH DATA CORP COM 878237106 10,300 121,629 SH   DFND 2 0 121,629 0
TECH DATA CORP COM 878237106 27 314 SH   DFND 16 0 0 314
TECK RESOURCES LTD-CLS B COM 878742204 1,653 82,496 SH   DFND 2 0 82,496 0
TECK RESOURCES LTD-CLS B COM 878742204 335 16,715 SH   DFND 16 0 0 16,715
TEGNA INC COM 87901J105 19,017 888,958 SH   DFND 2 0 888,958 0
TEGNA INC COM 87901J105 52 2,423 SH   DFND 02,03 0 2,423 0
TEGNA INC COM 87901J105 114 5,311 SH   DFND 16 0 0 5,311
TEJON RANCH CO COM 879080109 2,524 99,225 SH   DFND 2 0 99,225 0
TEKLA HEALTHCARE OPPORTUNITI COM 879105104 1,255 80,848 SH   DFND 16 0 0 80,848
TEKLA HEALTHCARE INVESTORS COM 87911J103 554 26,220 SH   DFND 16 0 0 26,220
TEKLA LIFE SCIENCES INVESTOR COM 87911K100 251 14,704 SH   DFND 16 0 0 14,704
TEKLA WORLD HEALTHCARE FUND COM 87911L108 139 10,817 SH   DFND 16 0 0 10,817
TELADOC INC COM 87918A105 959 58,107 SH   DFND 2 0 58,107 0
TELADOC INC COM 87918A105 3 155 SH   DFND 16 0 0 155
TELECOM ITALIA SPA-SPON ADR ADR 87927Y102 96 10,833 SH   DFND 2 0 0 10,833
TELECOM ITALIA SPA-SPON ADR ADR 87927Y102 16 1,749 SH   DFND 16 0 0 1,749
TELEDYNE TECHNOLOGIES INC COM 879360105 15,724 127,837 SH   DFND 2 0 127,837 0
TELEDYNE TECHNOLOGIES INC COM 879360105 241 1,956 SH   DFND 16 0 1,737 219
TELEFLEX INC COM 879369106 75,276 467,117 SH   DFND 2 0 466,117 1,000
TELEFLEX INC COM 879369106 274 1,700 SH   DFND 02,03 0 1,700 0
TELEFLEX INC COM 879369106 41 256 SH   DFND 16 0 0 256
TELEFLEX INC CONV BND 879369AA4 26 10,000 PRN   DFND 16 0 0 10,000
TELEFONICA BRASIL-ADR ADR 87936R106 202 14,939 SH   DFND 2 0 0 14,939
TELEFONICA BRASIL-ADR ADR 87936R106 368 27,489 SH   DFND 02,10 0 0 27,489
TELEFONICA BRASIL-ADR ADR 87936R106 14,765 1,104,312 SH   DFND 10 0 0 1,104,312
TELEFONICA BRASIL-ADR ADR 87936R106 15 1,086 SH   DFND 16 0 0 1,086
TELEFONICA SA-SPON ADR ADR 879382208 566 61,573 SH   DFND 2 0 0 61,573
TELEFONICA SA-SPON ADR ADR 879382208 67 7,259 SH   DFND 16 0 0 7,259
TDS 5 7/8 12/01/61 PRF 879433795 272 12,115 SH   DFND 16 0 0 12,115
TELEPHONE AND DATA SYSTEMS COM 879433829 42,941 1,487,386 SH   DFND 2 0 1,487,386 0
TELEPHONE AND DATA SYSTEMS COM 879433829 442 14,806 SH   DFND 16 0 6,544 8,262
TELENOR ASA-ADR ADR 87944W105 49 3,307 SH   DFND 2 0 0 3,307
TELENOR ASA-ADR ADR 87944W105 1,186 79,621 SH   DFND 16 0 0 79,621
TELIA CO - UNSPON ADR ADR 87960M205 197 24,553 SH   DFND 2 0 0 24,553
TELSTRA CORP-ADR ADR 87969N204 387 21,221 SH   DFND 2 0 0 21,221
TELSTRA CORP-ADR ADR 87969N204 58 3,150 SH   DFND 16 0 0 3,150
TELETECH HOLDINGS INC COM 879939106 8,869 290,791 SH   DFND 2 0 290,791 0
TEMPLETON DRAGON FUND INC COM 88018T101 224 13,690 SH   DFND 16 0 0 13,690
TEMPLETON EMERG MKTS INC FD COM 880192109 352 32,298 SH   DFND 16 0 0 32,298
TEMPLETON GLOBAL INCOME FUND COM 880198106 2,955 456,570 SH   DFND 16 0 0 456,570
TEMPUR SEALY INTERNATIONAL I COM 88023U101 20,173 295,430 SH   DFND 2 0 295,430 0
TEMPUR SEALY INTERNATIONAL I COM 88023U101 1,541 22,556 SH   DFND 16 0 20,658 1,898
TENARIS SA-ADR ADR 88031M109 814 22,790 SH   DFND 2 0 0 22,790
TENARIS SA-ADR ADR 88031M109 378 10,601 SH   DFND 16 0 0 10,601
TENCENT HOLDINGS LTD-UNS ADR ADR 88032Q109 1,507 62,214 SH   DFND 2 0 0 62,214
TENCENT HOLDINGS LTD-UNS ADR ADR 88032Q109 1,701 70,334 SH   DFND 16 0 0 70,334
TENET HEALTHCARE CORP COM 88033G407 4,808 323,999 SH   DFND 2 0 323,999 0
TENET HEALTHCARE CORP COM 88033G407 500 30,862 SH   DFND 16 0 0 30,862
TENNANT CO COM 880345103 6,293 88,378 SH   DFND 2 0 88,378 0
TENNANT CO COM 880345103 21 300 SH   DFND 16 0 0 300
TENNECO INC COM 880349105 41,265 660,560 SH   DFND 2 0 624,160 36,400
TENNECO INC COM 880349105 54 879 SH   DFND 16 0 648 231
TVA 3.55 06/01/28 PRF 880591300 1,558 62,918 SH   DFND 16 0 0 62,918
TVA 3.36 05/01/29 PRF 880591409 430 17,521 SH   DFND 16 0 0 17,521
TERADATA CORP COM 88076W103 137,189 5,049,258 SH   DFND 2 0 4,136,022 913,236
TERADATA CORP COM 88076W103 40 1,470 SH   DFND 02,03 0 1,470 0
TERADATA CORP COM 88076W103 35 1,306 SH   DFND 16 0 0 1,306
TERADYNE INC COM 880770102 271,581 10,692,151 SH   DFND 2 0 10,586,567 105,584
TERADYNE INC COM 880770102 360 14,190 SH   DFND 16 0 0 14,190
TERADYNE INC CONV BND 880770AF9 6,338 6,000,000 PRN   DFND 2 0 0 6,000,000
TEREX CORP COM 880779103 19,263 610,914 SH   DFND 2 0 610,914 0
TEREX CORP COM 880779103 196 6,169 SH   DFND 16 0 0 6,169
TERNA SPA-UNSPONSORED ADR ADR 88088L103 142 10,295 SH   DFND 2 0 0 10,295
TERNA SPA-UNSPONSORED ADR ADR 88088L103 2 112 SH   DFND 16 0 0 112
TERNIUM SA-SPONSORED ADR ADR 880890108 54 2,219 SH   DFND 2 0 22,190 0
TERNIUM SA-SPONSORED ADR ADR 880890108 191 7,899 SH   DFND 16 0 0 7,899
TERRA TECH CORP COM 88102J100 6 19,745 SH   DFND 16 0 0 19,745
TESARO INC COM 881569107 9,831 73,103 SH   DFND 2 0 73,103 0
TESARO INC COM 881569107 86 640 SH   DFND 02,03 0 640 0
TESARO INC COM 881569107 10 100 SH   DFND 16 0 0 100
TESARO INC CONV BND 881569AA5 3,485 900,000 PRN   DFND 2 0 0 900,000
TESCO PLC-SPONSORED ADR ADR 881575302 241 31,690 SH   DFND 2 0 0 31,690
TESCO PLC-SPONSORED ADR ADR 881575302 17 2,251 SH   DFND 16 0 0 2,251
TESCO CORP COM 88157K101 1,940 235,127 SH   DFND 2 0 235,127 0
TESCO CORP COM 88157K101 3 405 SH   DFND 16 0 0 405
TESORO CORP COM 881609101 13,669 156,286 SH   DFND 2 0 156,286 0
TESORO CORP COM 881609101 115 1,319 SH   DFND 02,03 0 1,319 0
TESORO CORP COM 881609101 933 10,670 SH   DFND 16 0 399 10,271
TESLA MOTORS INC COM 88160R101 857 4,009 SH   DFND 2 0 4,009 0
TESLA MOTORS INC COM 88160R101 5,260 24,607 SH   DFND 16 0 17 24,590
TESORO LOGISTICS LP LP 88160T107 320 6,298 SH   DFND 2 0 6,298 0
TESORO LOGISTICS LP LP 88160T107 308 6,072 SH   DFND 16 0 0 6,072
TEVA PHARMACEUTICAL-SP ADR ADR 881624209 16,255 448,407 SH   DFND 2 0 0 448,407
TEVA PHARMACEUTICAL-SP ADR ADR 881624209 3,030 83,723 SH   DFND 16 0 0 83,723
TETRA TECHNOLOGIES INC COM 88162F105 13,293 2,647,888 SH   DFND 2 0 2,647,888 0
TETRA TECH INC COM 88162G103 17,964 416,315 SH   DFND 2 0 416,315 0
TETRA TECH INC COM 88162G103 72 1,672 SH   DFND 16 0 0 1,672
TESSERA HOLDING CORP COM 88166T101 17,975 406,669 SH   DFND 2 0 406,669 0
TESSERA HOLDING CORP COM 88166T101 103 2,340 SH   DFND 16 0 0 2,340
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 30,137 384,406 SH   DFND 2 0 384,406 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 60 770 SH   DFND 16 0 0 770
TEXAS INSTRUMENTS INC COM 882508104 253,239 3,470,460 SH   DFND 2 0 3,453,237 17,223
TEXAS INSTRUMENTS INC COM 882508104 903 12,376 SH   DFND 02,03 0 12,376 0
TEXAS INSTRUMENTS INC COM 882508104 3,611 49,479 SH   DFND 16 0 6,417 43,062
TEXAS PACIFIC LAND TRUST COM 882610108 559 1,884 SH   DFND 16 0 0 1,884
TEXAS ROADHOUSE INC COM 882681109 30,405 630,314 SH   DFND 2 0 630,314 0
TEXAS ROADHOUSE INC COM 882681109 81 1,681 SH   DFND 16 0 0 1,681
TEXTRON INC COM 883203101 57,044 1,174,693 SH   DFND 2 0 1,172,318 2,375
TEXTRON INC COM 883203101 354 7,302 SH   DFND 02,03 0 7,302 0
TEXTRON INC COM 883203101 305 6,273 SH   DFND 16 0 1,337 4,936
THERMO FISHER SCIENTIFIC INC COM 883556102 203,927 1,445,204 SH   DFND 2 0 1,445,204 0
THERMO FISHER SCIENTIFIC INC COM 883556102 630 4,465 SH   DFND 02,03 0 4,465 0
THERMO FISHER SCIENTIFIC INC COM 883556102 9,339 66,190 SH   DFND 02,10 0 66,190 0
THERMO FISHER SCIENTIFIC INC COM 883556102 167,901 1,189,799 SH   DFND 10 0 1,174,934 14,865
THERMO FISHER SCIENTIFIC INC COM 883556102 9,869 68,932 SH   DFND 16 0 54,099 14,833
THOMSON REUTERS CORP COM 884903105 759 17,338 SH   DFND 2 0 17,338 0
THOMSON REUTERS CORP COM 884903105 694 15,864 SH   DFND 16 0 13,348 2,516
THOR INDUSTRIES INC COM 885160101 20,031 200,180 SH   DFND 2 0 200,180 0
THOR INDUSTRIES INC COM 885160101 2,150 21,484 SH   DFND 16 0 13,013 8,471
3D SYSTEMS CORP COM 88554D205 3,754 282,429 SH   DFND 2 0 282,429 0
3D SYSTEMS CORP COM 88554D205 371 27,965 SH   DFND 16 0 99 27,866
3M CO COM 88579Y101 556,848 3,118,359 SH   DFND 2 0 2,703,907 414,452
3M CO COM 88579Y101 1,296 7,258 SH   DFND 02,03 0 7,258 0
3M CO COM 88579Y101 3,394 18,994 SH   DFND 10 0 18,994 0
3M CO COM 88579Y101 21,972 123,063 SH   DFND 16 0 40,586 82,477
TIDEWATER INC COM 886423102 3,167 928,748 SH   DFND 2 0 928,748 0
TIDEWATER INC COM 886423102 4 1,190 SH   DFND 16 0 0 1,190
TIFFANY & CO COM 886547108 27,682 357,427 SH   DFND 2 0 357,427 0
TIFFANY & CO COM 886547108 94 1,211 SH   DFND 02,03 0 1,211 0
TIFFANY & CO COM 886547108 260 3,357 SH   DFND 16 0 0 3,357
TILE SHOP HLDGS INC COM 88677Q109 3,210 164,170 SH   DFND 2 0 164,170 0
TILLY'S INC-CLASS A SHRS COM 886885102 1 100 SH   DFND 2 0 100 0
TILLY'S INC-CLASS A SHRS COM 886885102 326 24,728 SH   DFND 16 0 0 24,728
TIME INC COM 887228104 4,687 262,580 SH   DFND 2 0 262,580 0
TIME INC COM 887228104 9 521 SH   DFND 16 0 0 521
TIME WARNER INC COM 887317303 243,516 2,522,717 SH   DFND 2 0 2,509,436 13,281
TIME WARNER INC COM 887317303 926 9,589 SH   DFND 02,03 0 9,589 0
TIME WARNER INC COM 887317303 10,220 105,853 SH   DFND 16 0 55,158 50,695
TIMKEN CO COM 887389104 10,664 268,619 SH   DFND 2 0 268,619 0
TIMKEN CO COM 887389104 139 3,493 SH   DFND 16 0 2,816 677
TIMKENSTEEL CORP COM 887399103 8,301 536,245 SH   DFND 2 0 536,245 0
TITAN INTERNATIONAL INC COM 88830M102 8,265 737,390 SH   DFND 2 0 737,390 0
TITAN INTERNATIONAL INC COM 88830M102 8 700 SH   DFND 16 0 0 700
TITAN MEDICAL INC COM 88830X108 7 30,523 SH   DFND 16 0 0 30,523
TIVO CORP COM 88870P106 172,759 8,265,921 SH   DFND 2 0 8,185,462 80,459
TIVO CORP COM 88870P106 146 6,994 SH   DFND 16 0 0 6,994
TOKIO MARINE HOLDINGS-ADR ADR 889094108 363 8,877 SH   DFND 2 0 0 8,877
TOKIO MARINE HOLDINGS-ADR ADR 889094108 2 40 SH   DFND 16 0 0 40
TOKYO ELECTRON LTD-UNSP ADR ADR 889110102 200 8,389 SH   DFND 2 0 0 8,389
TOLL BROTHERS INC COM 889478103 33,274 1,073,333 SH   DFND 2 0 1,073,333 0
TOLL BROTHERS INC COM 889478103 126 4,071 SH   DFND 16 0 0 4,071
TOMPKINS FINANCIAL CORP COM 890110109 5,926 62,679 SH   DFND 2 0 62,679 0
TOOTSIE ROLL INDS COM 890516107 2,064 51,904 SH   DFND 2 0 51,904 0
TOOTSIE ROLL INDS COM 890516107 12 306 SH   DFND 16 0 0 306
TOPBUILD CORP COM 89055F103 6,941 194,983 SH   DFND 2 0 194,983 0
TOPBUILD CORP COM 89055F103 3 74 SH   DFND 16 0 0 74
TORAY INDUSTRIES-UNSPON ADR ADR 890880206 130 8,075 SH   DFND 2 0 0 8,075
TORAY INDUSTRIES-UNSPON ADR ADR 890880206 192 11,883 SH   DFND 16 0 0 11,883
TORCHMARK CORP COM 891027104 3,822 51,820 SH   DFND 2 0 51,820 0
TORCHMARK CORP COM 891027104 92 1,247 SH   DFND 02,03 0 1,247 0
TORCHMARK CORP COM 891027104 141 1,906 SH   DFND 16 0 605 1,301
TORO CO COM 891092108 20,785 371,454 SH   DFND 2 0 371,454 0
TORO CO COM 891092108 1,537 27,468 SH   DFND 16 0 0 27,468
TORONTO-DOMINION BANK COM 891160509 33,240 673,699 SH   DFND 2 0 673,699 0
TORONTO-DOMINION BANK COM 891160509 35 713 SH   DFND 02,03 0 713 0
TORONTO-DOMINION BANK COM 891160509 4,558 92,416 SH   DFND 16 0 65,939 26,477
TORTOISE ENERGY INFRASTRUCTU COM 89147L100 794 25,877 SH   DFND 16 0 0 25,877
TOTAL SA-SPON ADR ADR 89151E109 45,113 885,080 SH   DFND 2 0 0 885,080
TOTAL SA-SPON ADR ADR 89151E109 11,977 234,840 SH   DFND 16 0 0 234,840
TOWER INTERNATIONAL INC COM 891826109 21,289 750,918 SH   DFND 2 0 660,918 90,000
TOWER INTERNATIONAL INC COM 891826109 681 24,064 SH   DFND 16 0 22,595 1,469
TOTAL SYSTEM SERVICES INC COM 891906109 7,040 143,529 SH   DFND 2 0 143,529 0
TOTAL SYSTEM SERVICES INC COM 891906109 92 1,871 SH   DFND 02,03 0 1,871 0
TOTAL SYSTEM SERVICES INC COM 891906109 254 5,174 SH   DFND 16 0 2,744 2,430
TOWNE BANK COM 89214P109 12,053 362,478 SH   DFND 2 0 362,478 0
TOWNE BANK COM 89214P109 57 1,717 SH   DFND 16 0 0 1,717
TOYOTA MOTOR CORP -SPON ADR ADR 892331307 3,382 28,859 SH   DFND 2 0 0 28,859
TOYOTA MOTOR CORP -SPON ADR ADR 892331307 3,284 28,011 SH   DFND 16 0 0 28,011
TRACTOR SUPPLY COMPANY COM 892356106 3,773 49,791 SH   DFND 2 0 49,791 0
TRACTOR SUPPLY COMPANY COM 892356106 112 1,480 SH   DFND 02,03 0 1,480 0
TRACTOR SUPPLY COMPANY COM 892356106 224 2,955 SH   DFND 16 0 0 2,955
TRANSCANADA CORP COM 89353D107 7,938 175,800 SH   DFND 2 0 175,800 0
TRANSCANADA CORP COM 89353D107 898 19,893 SH   DFND 16 0 4,013 15,880
TRANSDIGM GROUP INC COM 893641100 29,992 120,469 SH   DFND 2 0 120,469 0
TRANSDIGM GROUP INC COM 893641100 142 570 SH   DFND 02,03 0 570 0
TRANSDIGM GROUP INC COM 893641100 891 3,583 SH   DFND 16 0 2,444 1,139
TRANSUNION COM 89400J107 17,053 549,917 SH   DFND 10 0 549,917 0
TRAVELCENTERS OF AMERICA LLC COM 894174101 3 430 SH   DFND 2 0 430 0
TRAVELCENTERS OF AMERICA LLC COM 894174101 363 51,164 SH   DFND 16 0 0 51,164
TRAVELERS COS INC/THE COM 89417E109 64,009 522,853 SH   DFND 2 0 522,853 0
TRAVELERS COS INC/THE COM 89417E109 393 3,212 SH   DFND 02,03 0 3,212 0
TRAVELERS COS INC/THE COM 89417E109 6,050 49,437 SH   DFND 16 0 10,555 38,882
TREDEGAR CORP COM 894650100 6,103 254,315 SH   DFND 2 0 254,315 0
TREDEGAR CORP COM 894650100 674 28,078 SH   DFND 16 0 0 28,078
TREASURY WINE ESTATES-ADR ADR 89465J109 121 15,923 SH   DFND 2 0 0 15,923
TREEHOUSE FOODS INC COM 89469A104 15,002 207,794 SH   DFND 2 0 207,794 0
TREEHOUSE FOODS INC COM 89469A104 264 3,654 SH   DFND 16 0 997 2,657
TREX COMPANY INC COM 89531P105 18,862 292,894 SH   DFND 2 0 292,894 0
TREX COMPANY INC COM 89531P105 12,797 198,716 SH   DFND 10 0 198,716 0
TREX COMPANY INC COM 89531P105 1,010 15,697 SH   DFND 16 0 10,113 5,584
TRIANGLE PETROLEUM CORP COM 89600B201 2 9,320 SH   DFND 2 0 9,320 0
TRIANGLE PETROLEUM CORP COM 89600B201 0 928 SH   DFND 16 0 0 928
TRIBUNE MEDIA CO - A COM 896047503 6,118 169,509 SH   DFND 2 0 169,509 0
TRIBUNE MEDIA CO - A COM 896047503 449 12,825 SH   DFND 02,04 0 0 12,825
TRIBUNE MEDIA CO - A COM 896047503 223 6,361 SH   DFND 02,05 0 0 6,361
TRICO BANCSHARES COM 896095106 2,167 63,400 SH   DFND 2 0 63,400 0
TRIMBLE INC COM 896239100 19,517 647,324 SH   DFND 2 0 647,324 0
TRIMBLE INC COM 896239100 15,894 526,982 SH   DFND 10 0 526,982 0
TRIMBLE INC COM 896239100 8 259 SH   DFND 16 0 0 259
TRINA SOLAR LTD-SPON ADR ADR 89628E104 16 1,683 SH   DFND 2 0 84,150 0
TRINA SOLAR LTD-SPON ADR ADR 89628E104 348 37,470 SH   DFND 16 0 0 37,470
TRINITY INDUSTRIES INC COM 896522109 11,352 408,926 SH   DFND 2 0 408,926 0
TRINITY INDUSTRIES INC COM 896522109 2,113 75,874 SH   DFND 16 0 6 75,868
TRIPLE-S MANAGEMENT CORP-B COM 896749108 5,703 275,469 SH   DFND 2 0 275,469 0
TRIUMPH GROUP INC COM 896818101 7,336 276,838 SH   DFND 2 0 276,838 0
TRIUMPH GROUP INC COM 896818101 495 18,676 SH   DFND 16 0 0 18,676
TRIVAGO NV - ADR ADR 89686D105 7,448 633,800 SH   DFND 2 0 608,215 25,585
TRIPADVISOR INC COM 896945201 2,201 47,472 SH   DFND 2 0 47,472 0
TRIPADVISOR INC COM 896945201 60 1,291 SH   DFND 02,03 0 1,291 0
TRIPADVISOR INC COM 896945201 84 1,821 SH   DFND 16 0 0 1,821
TRIUS THERAPEUTICS INC CVR COM 896CVR990 0 186,725 SH   DFND 2 0 0 186,725
TRIUS THERAPEUTICS INC CVR COM 896CVR990 0 1,804 SH   DFND 16 0 0 1,804
TRONC INC COM 89703P107 315 22,714 SH   DFND 2 0 22,714 0
TRONC INC COM 89703P107 26 1,895 SH   DFND 02,04 0 0 1,895
TRONC INC COM 89703P107 13 940 SH   DFND 02,05 0 0 940
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TWENTY-FIRST CENTURY FOX-A COM 90130A101 335 11,964 SH   DFND 02,03 0 0 11,964
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TWITTER INC COM 90184L102 23,883 1,465,209 SH   DFND 2 0 1,465,209 0
TWITTER INC COM 90184L102 1,553 95,264 SH   DFND 16 0 0 95,264
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TWO HARBORS INVESTMENT CORP COM 90187B101 54 6,024 SH   DFND 2 0 6,024 0
TWO HARBORS INVESTMENT CORP COM 90187B101 659 75,612 SH   DFND 16 0 500 75,112
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II-VI INC COM 902104108 54 1,780 SH   DFND 16 0 0 1,780
2U INC COM 90214J101 1,901 63,060 SH   DFND 2 0 63,060 0
2U INC COM 90214J101 73 2,436 SH   DFND 16 0 0 2,436
TYLER TECHNOLOGIES INC COM 902252105 18,116 126,893 SH   DFND 2 0 126,893 0
TYLER TECHNOLOGIES INC COM 902252105 52 363 SH   DFND 02,03 0 363 0
TYLER TECHNOLOGIES INC COM 902252105 110 767 SH   DFND 16 0 0 767
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ETRACS ALERIAN INFRASTRUCTUR COM 902641646 12,109 427,268 SH   DFND 16 0 0 427,268
E-TRACS BLOOMBERG COMMODITY COM 902641679 1,558 98,465 SH   DFND 16 0 0 98,465
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UGI CORP COM 902681105 21,910 475,394 SH   DFND 2 0 475,394 0
UGI CORP COM 902681105 605 13,134 SH   DFND 16 0 6,584 6,550
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UMB FINANCIAL CORP COM 902788108 53,193 689,745 SH   DFND 2 0 651,945 37,800
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USANA HEALTH SCIENCES INC COM 90328M107 14 228 SH   DFND 16 0 0 228
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USG CORP COM 903293405 195 6,758 SH   DFND 16 0 0 6,758
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U.S. PHYSICAL THERAPY INC COM 90337L108 5,279 75,210 SH   DFND 2 0 75,210 0
U.S. PHYSICAL THERAPY INC COM 90337L108 4 64 SH   DFND 16 0 0 64
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US SILICA HOLDINGS INC COM 90346E103 618 10,913 SH   DFND 16 0 4 10,909
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UBIQUITI NETWORKS INC COM 90347A100 1,447 25,054 SH   DFND 16 0 9,550 15,504
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ULTA SALON COSMETICS & FRAGR COM 90384S303 3,471 13,617 SH   DFND 02,03 0 13,617 0
ULTA SALON COSMETICS & FRAGR COM 90384S303 4,848 19,016 SH   DFND 16 0 11,276 7,740
ULTIMATE SOFTWARE GROUP INC COM 90385D107 46,973 257,598 SH   DFND 2 0 256,716 882
ULTIMATE SOFTWARE GROUP INC COM 90385D107 31 168 SH   DFND 02,03 0 168 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 518 2,839 SH   DFND 16 0 0 2,839
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 7,600 108,111 SH   DFND 2 0 108,111 0
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UMPQUA HOLDINGS CORP COM 904214103 111 5,915 SH   DFND 16 0 0 5,915
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UNDER ARMOUR INC-CLASS A COM 904311107 60 2,080 SH   DFND 02,03 0 2,080 0
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UNDER ARMOUR INC-CLASS C COM 904311206 1,064 42,858 SH   DFND 16 0 0 42,858
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UNIBAIL-RODAMCO SE-UNSP ADR ADR 904587102 207 8,708 SH   DFND 16 0 0 8,708
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UNIFI INC COM 904677200 2,542 77,900 SH   DFND 2 0 77,900 0
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UNIFIRST CORP/MA COM 904708104 22 154 SH   DFND 16 0 0 154
UNILEVER PLC-SPONSORED ADR ADR 904767704 652 16,015 SH   DFND 2 0 0 16,015
UNILEVER PLC-SPONSORED ADR ADR 904767704 50,486 1,251,596 SH   DFND 16 0 0 1,251,596
UNILEVER N V -NY SHARES COM 904784709 1,788 43,549 SH   DFND 2 0 43,549 0
UNILEVER N V -NY SHARES COM 904784709 7,849 191,284 SH   DFND 16 0 164,577 26,707
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UNION BANKSHARES CORP COM 90539J109 12 322 SH   DFND 16 0 0 322
UNION PACIFIC CORP COM 907818108 168,329 1,623,545 SH   DFND 2 0 1,469,030 154,515
UNION PACIFIC CORP COM 907818108 966 9,314 SH   DFND 02,03 0 9,314 0
UNION PACIFIC CORP COM 907818108 6,919 66,735 SH   DFND 02,10 0 66,735 0
UNION PACIFIC CORP COM 907818108 67,315 648,952 SH   DFND 10 0 648,952 0
UNION PACIFIC CORP COM 907818108 12,082 116,502 SH   DFND 16 0 59,336 57,166
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UNISYS CORP COM 909214306 0 3 SH   DFND 16 0 0 3
UNIT CORP COM 909218109 7,676 285,691 SH   DFND 2 0 285,691 0
UNITED COMMUNITY BANKS/GA COM 90984P303 15,250 514,844 SH   DFND 2 0 514,844 0
UNITED COMMUNITY BANKS/GA COM 90984P303 18 603 SH   DFND 16 0 0 603
UNITED BANKSHARES INC COM 909907107 18,701 404,335 SH   DFND 2 0 404,335 0
UNITED BANKSHARES INC COM 909907107 125,183 2,687,439 SH   DFND 16 0 1,571 2,685,868
UNITED CONTINENTAL HOLDINGS COM 910047109 289,263 3,969,029 SH   DFND 2 0 3,491,654 477,375
UNITED CONTINENTAL HOLDINGS COM 910047109 653 8,960 SH   DFND 02,03 0 8,960 0
UNITED CONTINENTAL HOLDINGS COM 910047109 1,692 23,204 SH   DFND 16 0 5,646 17,558
UNITED FIRE GROUP INC COM 910340108 16,386 333,228 SH   DFND 2 0 333,228 0
UNITED FIRE GROUP INC COM 910340108 107 2,178 SH   DFND 16 0 1,890 288
UNITED INSURANCE HOLDINGS CO COM 910710102 1,777 117,395 SH   DFND 2 0 117,395 0
UNITED NATURAL FOODS INC COM 911163103 30,081 630,363 SH   DFND 2 0 588,463 41,900
UNITED NATURAL FOODS INC COM 911163103 32 669 SH   DFND 02,03 0 669 0
UNITED NATURAL FOODS INC COM 911163103 606 12,687 SH   DFND 16 0 11,722 965
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UNITED OVERSEAS BANK-SP ADR ADR 911271302 1 29 SH   DFND 16 0 0 29
UNITED PARCEL SERVICE-CL B COM 911312106 522,111 4,554,332 SH   DFND 2 0 4,308,488 245,844
UNITED PARCEL SERVICE-CL B COM 911312106 1,007 8,786 SH   DFND 02,03 0 8,786 0
UNITED PARCEL SERVICE-CL B COM 911312106 81,940 714,134 SH   DFND 10 0 714,134 0
UNITED PARCEL SERVICE-CL B COM 911312106 23,524 205,326 SH   DFND 16 0 131,093 74,233
UNITED RENTALS INC COM 911363109 18,361 173,915 SH   DFND 2 0 173,670 245
UNITED RENTALS INC COM 911363109 101 955 SH   DFND 02,03 0 955 0
UNITED RENTALS INC COM 911363109 35,905 340,029 SH   DFND 10 0 340,029 0
UNITED RENTALS INC COM 911363109 2,973 28,164 SH   DFND 16 0 6,871 21,293
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UNITED STATES COMMODITY INDE COM 911717106 13,828 346,636 SH   DFND 16 0 0 346,636
US NATURAL GAS FUND LP COM 912318201 217 23,285 SH   DFND 16 0 0 23,285
UNITED STATES OIL FUND LP COM 91232N108 1,121 95,634 SH   DFND 16 0 0 95,634
UNITED STATES 12 MONTH OIL COM 91288V103 671 32,885 SH   DFND 16 0 0 32,885
UNITED STATES STEEL CORP COM 912909108 34,663 1,050,078 SH   DFND 2 0 1,018,078 32,000
UNITED STATES STEEL CORP COM 912909108 396 11,992 SH   DFND 16 0 0 11,992
UNITED TECHNOLOGIES CORP COM 913017109 353,933 3,228,795 SH   DFND 2 0 3,058,735 170,060
UNITED TECHNOLOGIES CORP COM 913017109 985 8,979 SH   DFND 02,03 0 8,979 0
UNITED TECHNOLOGIES CORP COM 913017109 19,956 181,960 SH   DFND 16 0 68,206 113,754
UNITED THERAPEUTICS CORP COM 91307C102 21,517 150,011 SH   DFND 2 0 150,011 0
UNITED THERAPEUTICS CORP COM 91307C102 17 117 SH   DFND 02,03 0 117 0
UNITED THERAPEUTICS CORP COM 91307C102 693 4,834 SH   DFND 16 0 0 4,834
UNITEDHEALTH GROUP INC COM 91324P102 286,774 1,791,955 SH   DFND 2 0 1,704,309 87,646
UNITEDHEALTH GROUP INC COM 91324P102 1,757 10,980 SH   DFND 02,03 0 10,980 0
UNITEDHEALTH GROUP INC COM 91324P102 7,598 47,477 SH   DFND 02,10 0 47,477 0
UNITEDHEALTH GROUP INC COM 91324P102 61,485 384,024 SH   DFND 10 0 374,258 9,766
UNITEDHEALTH GROUP INC COM 91324P102 53,285 331,752 SH   DFND 16 0 20,937 310,815
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UNIVERSAL CORP/VA COM 913456109 374 5,874 SH   DFND 16 0 0 5,874
UNIVERSAL DISPLAY CORP COM 91347P105 11,648 206,883 SH   DFND 2 0 200,748 6,135
UNIVERSAL DISPLAY CORP COM 91347P105 4,218 74,916 SH   DFND 02,10 0 74,916 0
UNIVERSAL DISPLAY CORP COM 91347P105 7,421 131,805 SH   DFND 10 0 131,805 0
UNIVERSAL DISPLAY CORP COM 91347P105 649 11,509 SH   DFND 16 0 0 11,509
UNIVERSAL ELECTRONICS INC COM 913483103 5,410 83,813 SH   DFND 2 0 83,813 0
UNIVERSAL ELECTRONICS INC COM 913483103 7 107 SH   DFND 16 0 0 107
UNIVERSAL FOREST PRODUCTS COM 913543104 28,505 278,958 SH   DFND 2 0 278,958 0
UNIVERSAL FOREST PRODUCTS COM 913543104 22 217 SH   DFND 16 0 0 217
UNIVERSAL HEALTH RLTY INCOME COM 91359E105 4,201 64,052 SH   DFND 2 0 64,052 0
UNIVERSAL HEALTH RLTY INCOME COM 91359E105 35 531 SH   DFND 16 0 0 531
UNIVERSAL INSURANCE HOLDINGS COM 91359V107 13,740 483,787 SH   DFND 2 0 483,787 0
UNIVERSAL INSURANCE HOLDINGS COM 91359V107 115 4,063 SH   DFND 16 0 0 4,063
UNIVERSAL STAINLESS & ALLOY COM 913837100 5,423 401,328 SH   DFND 2 0 401,328 0
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UNIVERSAL HEALTH SERVICES-B COM 913903100 1,295 12,170 SH   DFND 16 0 367 8,496
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UNUM GROUP COM 91529Y106 115 2,623 SH   DFND 02,03 0 2,623 0
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URBAN OUTFITTERS INC COM 917047102 86,571 3,039,701 SH   DFND 2 0 2,265,601 774,100
URBAN OUTFITTERS INC COM 917047102 28 999 SH   DFND 02,03 0 999 0
URBAN OUTFITTERS INC COM 917047102 26 929 SH   DFND 16 0 544 385
URBAN EDGE PROPERTIES COM 91704F104 6,685 242,982 SH   DFND 2 0 242,982 0
URBAN EDGE PROPERTIES COM 91704F104 22 815 SH   DFND 16 0 0 815
URSTADT BIDDLE - CLASS A COM 917286205 3,578 148,404 SH   DFND 2 0 7,420 0
URSTADT BIDDLE - CLASS A COM 917286205 7 300 SH   DFND 16 0 0 300
URTHECAST CORP COM 91731X102 14 22,000 SH   DFND 16 0 0 22,000
US ECOLOGY INC COM 91732J102 7,284 148,199 SH   DFND 2 0 148,199 0
US ECOLOGY INC COM 91732J102 10 200 SH   DFND 16 0 0 200
VCA INC COM 918194101 40,901 595,802 SH   DFND 2 0 594,592 1,210
VCA INC COM 918194101 20,459 297,927 SH   DFND 10 0 297,927 0
VCA INC COM 918194101 802 11,675 SH   DFND 16 0 9,642 2,033
VF CORP COM 918204108 64,076 1,201,006 SH   DFND 2 0 1,199,291 1,715
VF CORP COM 918204108 221 4,152 SH   DFND 02,03 0 4,152 0
VF CORP COM 918204108 2,121 39,796 SH   DFND 16 0 7 39,789
VOC ENERGY TRUST COM 91829B103 28 8,910 SH   DFND 2 0 8,910 0
VOC ENERGY TRUST COM 91829B103 14 4,482 SH   DFND 16 0 0 4,482
VTV THERAPEUTICS INC- CL A COM 918385105 784 162,290 SH   DFND 2 0 162,290 0
VWR CORP COM 91843L103 1,162 46,424 SH   DFND 2 0 46,424 0
VWR CORP COM 91843L103 1 26 SH   DFND 16 0 0 26
VAIL RESORTS INC COM 91879Q109 22,144 137,271 SH   DFND 2 0 136,861 410
VAIL RESORTS INC COM 91879Q109 587 3,644 SH   DFND 16 0 65 3,579
VALEANT PHARMACEUTICALS INTE COM 91911K102 14 962 SH   DFND 2 0 962 0
VALEANT PHARMACEUTICALS INTE COM 91911K102 475 32,653 SH   DFND 16 0 0 32,653
VALE SA-SP ADR ADR 91912E105 86 11,222 SH   DFND 2 0 0 11,222
VALE SA-SP ADR ADR 91912E105 328 43,064 SH   DFND 16 0 0 43,064
VALE SA-SP PREF ADR ADR 91912E204 55 7,920 SH   DFND 2 0 0 7,920
VALE SA-SP PREF ADR ADR 91912E204 17,304 2,511,462 SH   DFND 10 0 0 2,511,462
VALE SA-SP PREF ADR ADR 91912E204 2 303 SH   DFND 16 0 0 303
VALEO SA-SPON ADR ADR 919134304 142 4,959 SH   DFND 2 0 0 4,959
VALEO SA-SPON ADR ADR 919134304 3,015 105,463 SH   DFND 16 0 0 105,463
VALERO ENERGY CORP COM 91913Y100 724,288 10,601,353 SH   DFND 2 0 8,856,805 1,744,548
VALERO ENERGY CORP COM 91913Y100 490 7,164 SH   DFND 02,03 0 7,164 0
VALERO ENERGY CORP COM 91913Y100 77,617 1,135,728 SH   DFND 10 0 1,119,541 16,187
VALERO ENERGY CORP COM 91913Y100 9,691 141,901 SH   DFND 16 0 19,339 122,562
VALERO ENERGY PARTNERS LP LP 91914J102 1,484 33,520 SH   DFND 2 0 0 33,520
VALERO ENERGY PARTNERS LP LP 91914J102 39 949 SH   DFND 16 0 0 949
VALLEY NATIONAL BANCORP COM 919794107 11,724 1,007,049 SH   DFND 2 0 1,007,049 0
VALLEY NATIONAL BANCORP COM 919794107 12 1,029 SH   DFND 16 0 0 1,029
VALMONT INDUSTRIES COM 920253101 8,343 59,204 SH   DFND 2 0 59,204 0
VALSPAR CORP/THE COM 920355104 26,019 251,130 SH   DFND 2 0 251,130 0
VALSPAR CORP/THE COM 920355104 319 3,077 SH   DFND 16 0 1,416 1,661
VALVOLINE INC COM 92047W101 8,313 386,627 SH   DFND 2 0 385,020 1,607
VALVOLINE INC COM 92047W101 58 2,698 SH   DFND 02,03 0 2,698 0
VALVOLINE INC COM 92047W101 17,270 802,523 SH   DFND 10 0 802,523 0
VALVOLINE INC COM 92047W101 34 1,578 SH   DFND 16 0 0 1,578
VANECK VECTORS GOLD MINERS E COM 92189F106 5,079 242,776 SH   DFND 2 0 242,776 0
VANECK VECTORS GOLD MINERS E COM 92189F106 3,180 152,226 SH   DFND 16 0 0 152,226
VANECK VECTORS HIGH-YIELD MU COM 92189F361 7,405 261,895 SH   DFND 16 0 0 261,895
VANECK VECTORS SHORT HIGH-YI COM 92189F387 2,303 96,788 SH   DFND 16 0 0 96,788
VANECK VECTORS RUSSIA ETF COM 92189F403 1,899 89,480 SH   DFND 16 0 0 89,480
VANECK VECTORS BDC INCOME ET COM 92189F411 536 29,752 SH   DFND 16 0 0 29,752
VANECK VECTORS PREFERRED SEC COM 92189F429 728 37,684 SH   DFND 16 0 0 37,684
VANECK VECTORS FALLEN ANGEL COM 92189F437 7,225 251,046 SH   DFND 16 0 0 251,046
VANECK VECTORS INTERNATIONAL COM 92189F445 1,004 42,380 SH   DFND 16 0 0 42,380
VANECK VECTORS J.P. MORGAN E COM 92189F494 6,034 342,873 SH   DFND 16 0 0 342,873
VANECK VECTORS AMT-FREE SHOR COM 92189F528 1,976 114,536 SH   DFND 16 0 0 114,536
VANECK VECTORS AMT-FREE LONG COM 92189F536 569 29,410 SH   DFND 16 0 0 29,410
VANECK VECTORS AMT-FREE INTE COM 92189F544 11,895 513,170 SH   DFND 16 0 0 513,170
VANECK VECTORS MORNINGSTAR W COM 92189F643 1,257 36,097 SH   DFND 16 0 0 36,097
VANECK VECTORS PHARMACEUTICA COM 92189F692 411 7,836 SH   DFND 16 0 0 7,836
VANECK VECTORS AGRIBUSINESS COM 92189F700 128 2,500 SH   DFND 2 0 2,500 0
VANECK VECTORS AGRIBUSINESS COM 92189F700 1,870 36,431 SH   DFND 16 0 0 36,431
VANECK VECTORS OIL SERVICES COM 92189F718 672 20,157 SH   DFND 16 0 0 20,157
VANECK VECTORS BIOTECH ETF COM 92189F726 964 8,963 SH   DFND 16 0 0 8,963
VANECK VECTORS RARE EARTH/ST COM 92189F742 254 14,941 SH   DFND 16 0 0 14,941
VANECK VECTORS NATURAL RESOU COM 92189F841 244 7,535 SH   DFND 16 0 0 7,535
VANGUARD DIVIDEND APPREC ETF COM 921908844 2 18 SH   DFND 2 0 18 0
VANGUARD DIVIDEND APPREC ETF COM 921908844 43,848 513,675 SH   DFND 16 0 0 513,675
VANGUARD TOTAL INTL STOCK COM 921909768 8,846 192,818 SH   DFND 16 0 0 192,818
VANGUARD EXTENDED DUR TREAS COM 921910709 3,250 29,713 SH   DFND 16 0 0 29,713
VANGUARD MEGA CAP GROWTH ETF COM 921910816 3,935 45,316 SH   DFND 16 0 0 45,316
VANGUARD MEGA CAP VALUE ETF COM 921910840 930 13,868 SH   DFND 16 0 0 13,868
VANGUARD MEGA CAP ETF COM 921910873 965 12,636 SH   DFND 16 0 0 12,636
VANGUARD S&P 500 GROWTH ETF COM 921932505 3,341 30,621 SH   DFND 16 0 0 30,621
VANGUARD S&P 500 VALUE ETF COM 921932703 430 4,408 SH   DFND 16 0 0 4,408
VANGUARD S&P SMALL-CAP 600 V COM 921932778 237 1,970 SH   DFND 16 0 0 1,970
VANGUARD S&P SMALL-CAP 600 G COM 921932794 291 2,265 SH   DFND 16 0 0 2,265
VANGUARD S&P SMALL-CAP 600 E COM 921932828 13,114 105,394 SH   DFND 16 0 0 105,394
VANGUARD S&P MID-CAP 400 GRO COM 921932869 2,109 18,828 SH   DFND 16 0 0 18,828
VANGUARD S&P MID-CAP 400 ETF COM 921932885 10,878 97,795 SH   DFND 16 0 0 97,795
VANGUARD LONG-TERM BOND ETF COM 921937793 1,874 21,059 SH   DFND 16 0 0 21,059
VANGUARD INTERMEDIATE-TERM B COM 921937819 116,986 1,409,530 SH   DFND 16 0 0 1,409,530
VANGUARD SHORT-TERM BOND ETF COM 921937827 63,984 805,508 SH   DFND 16 0 199,718 605,790
VANGUARD TOTAL BOND MARKET COM 921937835 1,589 19,670 SH   DFND 2 0 19,670 0
VANGUARD TOTAL BOND MARKET COM 921937835 176,315 2,184,730 SH   DFND 16 0 0 2,184,730
VANGUARD FTSE DEVELOPED ETF COM 921943858 184,405 5,047,120 SH   DFND 16 0 0 5,047,120
VANGUARD HIGH DVD YIELD ETF COM 921946406 82,621 1,091,081 SH   DFND 16 0 0 1,091,081
VANGUARD EMERG MKTS GOV BND COM 921946885 657 8,479 SH   DFND 16 0 0 8,479
VANGUARD SHORT-TERM TIPS COM 922020805 3,778 76,857 SH   DFND 16 0 0 76,857
VANGUARD TOTAL INTL BOND ETF COM 92203J407 213,879 3,940,833 SH   DFND 16 0 0 3,940,833
VANGUARD GLBL EX-US REAL EST COM 922042676 8,122 163,849 SH   DFND 16 0 0 163,849
VANGUARD FTSE ALL WO X-US SC COM 922042718 2,788 29,646 SH   DFND 16 0 0 29,646
VANGUARD TOT WORLD STK ETF COM 922042742 8,597 142,811 SH   DFND 16 0 0 142,811
VANGUARD FTSE ALL-WORLD EX-U COM 922042775 7,530 170,436 SH   DFND 16 0 0 170,436
VANGUARD FTSE EMERGING MARKE COM 922042858 109,537 3,066,261 SH   DFND 16 0 0 3,066,261
VANGUARD FTSE PACIFIC ETF COM 922042866 312 5,374 SH   DFND 16 0 0 5,374
VANGUARD FTSE EUROPE ETF COM 922042874 5,100 106,585 SH   DFND 16 0 0 106,585
VANGUARD CONSUMER DISCRE ETF COM 92204A108 1,845 14,336 SH   DFND 16 0 0 14,336
VANGUARD CONSUMER STAPLE ETF COM 92204A207 8,337 62,170 SH   DFND 16 0 0 62,170
VANGUARD ENERGY ETF COM 92204A306 9,995 96,119 SH   DFND 16 0 0 96,119
VANGUARD FINANCIALS ETF COM 92204A405 25,648 432,276 SH   DFND 16 0 0 432,276
VANGUARD HEALTH CARE ETF COM 92204A504 18,852 148,570 SH   DFND 16 0 0 148,570
VANGUARD INDUSTRIALS ETF COM 92204A603 4,330 36,304 SH   DFND 16 0 0 36,304
VANGUARD INFO TECH ETF COM 92204A702 67,037 554,201 SH   DFND 16 0 0 554,201
VANGUARD MATERIALS ETF COM 92204A801 21,600 192,180 SH   DFND 16 0 0 192,180
VANGUARD UTILITIES ETF COM 92204A876 9,903 92,660 SH   DFND 16 0 0 92,660
VANGUARD TELECOM SERVICE ETF COM 92204A884 6,950 69,433 SH   DFND 16 0 0 69,433
VANGUARD NATURAL RESOURCES LP 92205F106 20 29,351 SH   DFND 16 0 0 29,351
VANGUARD SHORT-TERM GOV BND COM 92206C102 2,049 33,639 SH   DFND 16 0 0 33,639
VANGUARD S/T CORP BOND ETF COM 92206C409 407,229 5,125,580 SH   DFND 16 0 602,585 4,522,995
VANGUARD RUSSELL 3000 COM 92206C599 289 2,797 SH   DFND 16 0 0 2,797
VANGUARD RUSSELL 2000 ETF COM 92206C664 1,524 14,106 SH   DFND 16 0 0 14,106
VANGUARD RUSSELL 1000 GROWTH COM 92206C680 4,686 43,575 SH   DFND 16 0 0 43,575
VANGUARD INTERM-TERM GOVT BD COM 92206C706 4,233 66,354 SH   DFND 16 0 0 66,354
VANGUARD RUSSELL 1000 VALUE COM 92206C714 1,511 15,456 SH   DFND 16 0 0 15,456
VANGUARD RUSSELL 1000 COM 92206C730 928 9,048 SH   DFND 16 0 0 9,048
VANGUARD MORTGAGE-BACKED SEC COM 92206C771 3,459 66,158 SH   DFND 2 0 66,158 0
VANGUARD MORTGAGE-BACKED SEC COM 92206C771 42,511 813,079 SH   DFND 16 0 0 813,079
VANGUARD LONG-TERM CORP BOND COM 92206C813 3,943 44,130 SH   DFND 16 0 167 43,963
VANGUARD LONG-TERM GOV BOND COM 92206C847 14,035 190,798 SH   DFND 16 0 0 190,798
VANGUARD INT-TERM CORPORATE COM 92206C870 155,967 1,821,745 SH   DFND 16 0 121,843 1,699,902
VANTIV INC - CL A COM 92210H105 48,188 808,231 SH   DFND 2 0 806,489 1,742
VANTIV INC - CL A COM 92210H105 3,536 59,343 SH   DFND 16 0 42,497 16,846
VARDE INV PARTNER LP LP 922155999 53 82,850 SH   DFND 02,05 0 0 82,850
VARIAN MEDICAL SYSTEMS INC COM 92220P105 84,339 939,395 SH   DFND 2 0 939,395 0
VARIAN MEDICAL SYSTEMS INC COM 92220P105 95 1,056 SH   DFND 02,03 0 1,056 0
VARIAN MEDICAL SYSTEMS INC COM 92220P105 3,375 37,696 SH   DFND 16 0 35,197 2,499
VASCO DATA SECURITY INTL COM 92230Y104 3,851 282,169 SH   DFND 2 0 282,169 0
VASCO DATA SECURITY INTL COM 92230Y104 242 17,744 SH   DFND 16 0 0 17,744
VASCULAR SOLUTIONS INC COM 92231M109 11,890 211,947 SH   DFND 2 0 211,947 0
VECTREN CORP COM 92240G101 14,164 271,592 SH   DFND 2 0 271,592 0
VECTREN CORP COM 92240G101 262 5,028 SH   DFND 16 0 3,242 1,786
VECTOR GROUP LTD COM 92240M108 565 24,861 SH   DFND 2 0 24,861 0
VECTOR GROUP LTD COM 92240M108 118 5,189 SH   DFND 16 0 0 5,189
VECTOR GROUP LTD CONV BND 92240MBC1 14,726 12,820,000 PRN   DFND 2 0 0 12,820,000
VEECO INSTRUMENTS INC COM 922417100 5,930 203,442 SH   DFND 2 0 203,442 0
VEECO INSTRUMENTS INC COM 922417100 8 261 SH   DFND 16 0 0 261
VEEVA SYSTEMS INC-CLASS A COM 922475108 10,610 260,680 SH   DFND 2 0 260,680 0
VEEVA SYSTEMS INC-CLASS A COM 922475108 440 10,801 SH   DFND 16 0 0 10,801
VENTAS INC COM 92276F100 55,529 888,183 SH   DFND 2 0 885,083 3,100
VENTAS INC COM 92276F100 250 4,005 SH   DFND 02,03 0 4,005 0
VENTAS INC COM 92276F100 107 1,718 SH   DFND 10 0 1,718 0
VENTAS INC COM 92276F100 9,009 143,951 SH   DFND 16 0 92,287 51,664
VANGUARD TAX-EXEMPT BOND ETF COM 922907746 9,362 186,305 SH   DFND 16 0 0 186,305
VANGUARD S&P 500 ETF COM 922908363 82 401 SH   DFND 2 0 401 0
VANGUARD S&P 500 ETF COM 922908363 545,562 2,640,591 SH   DFND 16 0 0 2,640,591
VANGUARD MID-CAP VALUE ETF COM 922908512 49,676 511,678 SH   DFND 16 0 0 511,678
VANGUARD MID-CAP GROWTH ETF COM 922908538 9,381 88,749 SH   DFND 16 0 0 88,749
VANGUARD REIT ETF COM 922908553 65,626 795,167 SH   DFND 2 0 795,167 0
VANGUARD REIT ETF COM 922908553 231,921 2,781,745 SH   DFND 16 0 178 2,781,567
VANGUARD SMALL-CAP GRWTH ETF COM 922908595 14,297 106,531 SH   DFND 16 0 0 106,531
VANGUARD SMALL-CAP VALUE ETF COM 922908611 30,940 256,040 SH   DFND 16 0 0 256,040
VANGUARD MID-CAP ETF COM 922908629 138,317 1,051,023 SH   DFND 16 0 0 1,051,023
VANGUARD LARGE-CAP ETF COM 922908637 2 17 SH   DFND 2 0 17 0
VANGUARD LARGE-CAP ETF COM 922908637 24,729 241,529 SH   DFND 16 0 0 241,529
VANGUARD EXTENDED MARKET ETF COM 922908652 21 219 SH   DFND 2 0 219 0
VANGUARD EXTENDED MARKET ETF COM 922908652 24,084 255,407 SH   DFND 16 0 0 255,407
VANGUARD GROWTH ETF COM 922908736 664 5,958 SH   DFND 2 0 286 5,672
VANGUARD GROWTH ETF COM 922908736 110,786 994,584 SH   DFND 16 0 0 994,584
VANGUARD VALUE ETF COM 922908744 86 928 SH   DFND 2 0 601 327
VANGUARD VALUE ETF COM 922908744 63,427 682,454 SH   DFND 16 0 0 682,454
VANGUARD SMALL-CAP ETF COM 922908751 0 1 SH   DFND 2 0 1 0
VANGUARD SMALL-CAP ETF COM 922908751 158,916 1,230,438 SH   DFND 16 0 0 1,230,438
VANGUARD TOTAL STOCK MKT ETF COM 922908769 299 2,590 SH   DFND 2 0 2,590 0
VANGUARD TOTAL STOCK MKT ETF COM 922908769 119,067 1,032,959 SH   DFND 16 0 0 1,032,959
VEOLIA ENVIRONNEMENT-ADR ADR 92334N103 130 7,682 SH   DFND 2 0 0 7,682
VEOLIA ENVIRONNEMENT-ADR ADR 92334N103 639 37,689 SH   DFND 16 0 0 37,689
VERA BRADLEY INC COM 92335C106 1,140 97,285 SH   DFND 2 0 97,285 0
VEREIT INC COM 92339V100 38,601 4,562,470 SH   DFND 2 0 4,552,245 10,225
VEREIT INC COM 92339V100 148 17,450 SH   DFND 02,03 0 17,450 0
VEREIT INC COM 92339V100 60 7,058 SH   DFND 16 0 0 7,058
VERIFONE SYSTEMS INC COM 92342Y109 13,977 788,319 SH   DFND 2 0 788,319 0
VERIFONE SYSTEMS INC COM 92342Y109 503 28,368 SH   DFND 16 0 0 28,368
VERISIGN INC COM 92343E102 223,712 2,940,871 SH   DFND 2 0 2,197,471 743,400
VERISIGN INC COM 92343E102 78 1,031 SH   DFND 02,03 0 1,031 0
VERISIGN INC COM 92343E102 349 4,587 SH   DFND 16 0 0 4,587
VERISIGN INC CONV BND 92343EAD4 10,015 4,500,000 PRN   DFND 2 0 0 4,500,000
VERISIGN INC CONV BND 92343EAD4 4 2,000 PRN   DFND 16 0 0 2,000
VERIZON COMMUNICATIONS INC COM 92343V104 1,583,574 29,666,121 SH   DFND 2 0 26,684,905 2,981,216
VERIZON COMMUNICATIONS INC COM 92343V104 11,852 222,034 SH   DFND 02,03 0 222,034 0
VERIZON COMMUNICATIONS INC COM 92343V104 6,892 129,094 SH   DFND 10 0 129,094 0
VERIZON COMMUNICATIONS INC COM 92343V104 171,993 3,222,117 SH   DFND 16 0 518,475 2,703,642
VERINT SYSTEMS INC CONV BND 92343XAA8 13 14,000 PRN   DFND 16 0 0 14,000
VERITIV CORP COM 923454102 2,622 48,780 SH   DFND 2 0 48,780 0
VERITIV CORP COM 923454102 10 184 SH   DFND 16 0 0 184
VERISK ANALYTICS INC COM 92345Y106 29,232 360,135 SH   DFND 2 0 360,135 0
VERISK ANALYTICS INC COM 92345Y106 143 1,760 SH   DFND 02,03 0 1,760 0
VERISK ANALYTICS INC COM 92345Y106 1,456 17,926 SH   DFND 16 0 14,279 3,647
VERTEX PHARMACEUTICALS INC COM 92532F100 561,914 7,627,400 SH   DFND 2 0 6,699,010 928,390
VERTEX PHARMACEUTICALS INC COM 92532F100 10,931 148,390 SH   DFND 02,03 0 148,390 0
VERTEX PHARMACEUTICALS INC COM 92532F100 66,448 901,241 SH   DFND 10 0 901,241 0
VERTEX PHARMACEUTICALS INC COM 92532F100 2,182 29,604 SH   DFND 16 0 25,938 3,666
VERSUM MATERIALS INC COM 92532W103 9,796 348,971 SH   DFND 2 0 348,971 0
VERSUM MATERIALS INC COM 92532W103 459 16,362 SH   DFND 16 0 0 16,362
VESTAS WIND SYSTEMS-UNSP ADR ADR 925458101 208 9,564 SH   DFND 2 0 0 9,564
VESTAS WIND SYSTEMS-UNSP ADR ADR 925458101 238 10,935 SH   DFND 16 0 0 10,935
VIAD CORP COM 92552R406 8,850 200,688 SH   DFND 2 0 200,688 0
VIAD CORP COM 92552R406 1 25 SH   DFND 16 0 0 25
VIASAT INC COM 92552V100 9,235 139,462 SH   DFND 2 0 139,462 0
VIASAT INC COM 92552V100 19 285 SH   DFND 16 0 0 285
VIACOM INC-CLASS B COM 92553P201 3,718 105,754 SH   DFND 2 0 0 105,754
VIACOM INC-CLASS B COM 92553P201 138 3,924 SH   DFND 02,03 0 0 3,924
VIACOM INC-CLASS B COM 92553P201 700 19,947 SH   DFND 16 0 0 19,947
VIASPACE INC COM 92554W106 0 195,000 SH   DFND 16 0 0 195,000
VIAVI SOLUTIONS INC COM 925550105 18,504 2,262,130 SH   DFND 2 0 2,262,130 0
VIAVI SOLUTIONS INC COM 925550105 45 5,528 SH   DFND 16 0 0 5,528
VICOR CORP COM 925815102 1,206 79,874 SH   DFND 2 0 79,874 0
VICTORY CEMP US 500 VOLATILI COM 92647N766 3,882 96,266 SH   DFND 16 0 0 96,266
VICTORY CEMP US DISCOVERY EN COM 92647N774 838 20,896 SH   DFND 16 0 0 20,896
VICTORY CEMP US 500 ENHANCED COM 92647N782 5,854 145,515 SH   DFND 16 0 0 145,515
VICTORY CEMP US EQ INCOME EN COM 92647N824 2,476 61,300 SH   DFND 16 0 0 61,300
VINCI S.A.-UNSPONS ADR ADR 927320101 473 27,886 SH   DFND 2 0 0 27,886
VINCI S.A.-UNSPONS ADR ADR 927320101 2,137 125,985 SH   DFND 16 0 0 125,985
VIPER ENERGY PARTNERS LP LP 92763M105 841 52,264 SH   DFND 2 0 52,264 0
VIPSHOP HOLDINGS LTD - ADR ADR 92763W103 24,940 2,265,292 SH   DFND 2 230,910 215,729 32,095
VIPSHOP HOLDINGS LTD - ADR ADR 92763W103 3,596 326,585 SH   DFND 02,10 0 65,317 0
VIPSHOP HOLDINGS LTD - ADR ADR 92763W103 705 64,158 SH   DFND 10 0 12,832 0
VIPSHOP HOLDINGS LTD - ADR ADR 92763W103 44 3,995 SH   DFND 16 0 3 3,978
VIRTU FINANCIAL INC-CLASS A COM 928254101 21,345 1,338,180 SH   DFND 2 0 1,245,480 92,700
VISA INC-CLASS A SHARES COM 92826C839 1,039,022 13,317,446 SH   DFND 2 0 12,721,010 596,436
VISA INC-CLASS A SHARES COM 92826C839 10,619 136,110 SH   DFND 02,03 0 136,110 0
VISA INC-CLASS A SHARES COM 92826C839 16,729 214,422 SH   DFND 02,10 0 214,422 0
VISA INC-CLASS A SHARES COM 92826C839 262,568 3,359,397 SH   DFND 10 0 3,335,727 23,670
VISA INC-CLASS A SHARES COM 92826C839 98,792 1,269,014 SH   DFND 16 0 187,762 1,081,252
VIRTUSA CORP COM 92827P102 3,488 138,880 SH   DFND 2 0 138,880 0
VIRTUSA CORP COM 92827P102 4 163 SH   DFND 16 0 0 163
VIRTUS INVESTMENT PARTNERS COM 92828Q109 3,366 28,517 SH   DFND 2 0 28,517 0
VIRTUS INVESTMENT PARTNERS COM 92828Q109 1 11 SH   DFND 16 0 0 11
VISHAY INTERTECHNOLOGY INC COM 928298108 23,840 1,471,617 SH   DFND 2 0 1,471,617 0
VISHAY INTERTECHNOLOGY INC COM 928298108 88 5,158 SH   DFND 16 0 0 5,158
VISTA OUTDOOR INC COM 928377100 11,949 323,840 SH   DFND 2 0 323,840 0
VISTA OUTDOOR INC COM 928377100 23 618 SH   DFND 16 0 0 618
VISTEON CORP COM 92839U206 2,415 30,061 SH   DFND 2 0 30,061 0
VISTEON CORP COM 92839U206 191 2,386 SH   DFND 16 0 6 2,380
VISTRA ENERGY CORP COM 92840M102 2,131 137,948 SH   DFND 2 0 137,948 0
VISTRA ENERGY CORP COM 92840M102 470 30,425 SH   DFND 02,04 0 0 30,425
VISTRA ENERGY CORP COM 92840M102 657 42,562 SH   DFND 02,05 0 0 42,562
VITAMIN SHOPPE INC COM 92849E101 13,141 553,232 SH   DFND 2 0 553,232 0
VIVENDI SA-UNSPON ADR ADR 92852T201 274 14,483 SH   DFND 2 0 0 14,483
VIVENDI SA-UNSPON ADR ADR 92852T201 209 11,081 SH   DFND 16 0 0 11,081
VMWARE INC-CLASS A COM 928563402 5,719 72,644 SH   DFND 2 0 72,644 0
VMWARE INC-CLASS A COM 928563402 334 4,241 SH   DFND 16 0 0 4,241
VODAFONE GROUP PLC-SP ADR ADR 92857W308 37,620 1,539,365 SH   DFND 2 0 0 1,539,365
VODAFONE GROUP PLC-SP ADR ADR 92857W308 34 1,391 SH   DFND 02,03 0 0 1,391
VODAFONE GROUP PLC-SP ADR ADR 92857W308 26,131 1,068,017 SH   DFND 16 0 0 1,068,017
VOLKSWAGEN AG-SPONS ADR ADR 928662303 119 4,139 SH   DFND 2 0 0 4,139
VOLKSWAGEN AG-SPONS ADR ADR 928662303 302 10,528 SH   DFND 16 0 0 10,528
VONAGE HOLDINGS CORP COM 92886T201 1,222 178,483 SH   DFND 2 0 178,483 0
VONAGE HOLDINGS CORP COM 92886T201 833 121,634 SH   DFND 16 0 0 121,634
WH GROUP LTD-ADR ADR 92890T106 3 198 SH   DFND 2 0 0 198
WH GROUP LTD-ADR ADR 92890T106 197 12,293 SH   DFND 16 0 0 12,293
VORNADO REALTY TRUST COM 929042109 20,591 197,299 SH   DFND 2 0 197,299 0
VORNADO REALTY TRUST COM 929042109 202 1,940 SH   DFND 02,03 0 1,940 0
VORNADO REALTY TRUST COM 929042109 74 710 SH   DFND 10 0 710 0
VORNADO REALTY TRUST COM 929042109 812 7,779 SH   DFND 16 0 5,411 2,369
VOYA FINANCIAL INC COM 929089100 4,091 104,307 SH   DFND 2 0 104,307 0
VOYA FINANCIAL INC COM 929089100 188 4,756 SH   DFND 16 0 0 4,756
VOYA EMERGING MARKETS HIGH I COM 92912P108 1,383 185,595 SH   DFND 16 0 0 185,595
ING GLOBAL EQUITY & PR OPPT COM 92912T100 968 143,341 SH   DFND 16 0 0 143,341
VOYA INFRASTRUCTURE INDUSTRI COM 92912X101 861 67,009 SH   DFND 16 0 0 67,009
VOYA PRIME RATE TRUST COM 92913A100 99 17,838 SH   DFND 16 0 0 17,838
VOYA NATURAL RESOURCES EQUIT COM 92913C106 1,082 169,037 SH   DFND 16 0 0 169,037
VULCAN MATERIALS CO COM 929160109 29,265 233,837 SH   DFND 2 0 233,837 0
VULCAN MATERIALS CO COM 929160109 187 1,494 SH   DFND 02,03 0 1,494 0
VULCAN MATERIALS CO COM 929160109 4,085 32,639 SH   DFND 16 0 5,382 27,257
WD-40 CO COM 929236107 11,422 97,705 SH   DFND 2 0 97,705 0
WD-40 CO COM 929236107 2,962 25,335 SH   DFND 10 0 25,335 0
WD-40 CO COM 929236107 1,426 12,202 SH   DFND 16 0 0 12,202
WCI COMMUNITIES INC COM 92923C807 2,566 109,425 SH   DFND 2 0 109,425 0
WGL HOLDINGS INC COM 92924F106 12,099 158,627 SH   DFND 2 0 158,627 0
WGL HOLDINGS INC COM 92924F106 190 2,491 SH   DFND 16 0 1,491 1,000
WABCO HOLDINGS INC COM 92927K102 1,514 14,267 SH   DFND 2 0 14,267 0
WABCO HOLDINGS INC COM 92927K102 51 476 SH   DFND 02,03 0 476 0
WABCO HOLDINGS INC COM 92927K102 454 4,277 SH   DFND 16 0 3,654 623
WSFS FINANCIAL CORP COM 929328102 30,193 651,428 SH   DFND 2 0 594,428 57,000
WNS HOLDINGS LTD-ADR ADR 92932M101 4,859 176,378 SH   DFND 2 0 176,378 0
WNS HOLDINGS LTD-ADR ADR 92932M101 6 200 SH   DFND 16 0 0 200
WMIH CORP COM 92936P100 117 75,605 SH   DFND 2 0 75,605 0
WMIH CORP COM 92936P100 0 67 SH   DFND 16 0 0 67
WP CAREY INC COM 92936U109 280 4,697 SH   DFND 2 0 4,697 0
WP CAREY INC COM 92936U109 13,765 233,146 SH   DFND 16 0 115,944 117,202
WPP PLC-SPONSORED ADR ADR 92937A102 485 4,387 SH   DFND 2 0 0 4,387
WPP PLC-SPONSORED ADR ADR 92937A102 22 196 SH   DFND 16 0 0 196
WEC ENERGY GROUP INC COM 92939U106 145,409 2,479,346 SH   DFND 2 0 2,467,607 11,739
WEC ENERGY GROUP INC COM 92939U106 651 11,098 SH   DFND 02,03 0 11,098 0
WEC ENERGY GROUP INC COM 92939U106 2,503 42,663 SH   DFND 10 0 42,663 0
WEC ENERGY GROUP INC COM 92939U106 9,103 155,354 SH   DFND 16 0 112,233 43,121
WABASH NATIONAL CORP COM 929566107 22,007 1,391,042 SH   DFND 2 0 1,391,042 0
WABASH NATIONAL CORP COM 929566107 72 4,560 SH   DFND 16 0 0 4,560
WABTEC CORP COM 929740108 20,210 243,435 SH   DFND 2 0 243,435 0
WABTEC CORP COM 929740108 29 344 SH   DFND 02,03 0 344 0
WABTEC CORP COM 929740108 1,586 19,114 SH   DFND 16 0 11,220 7,894
WADDELL & REED FINANCIAL-A COM 930059100 4,661 238,932 SH   DFND 2 0 238,932 0
WADDELL & REED FINANCIAL-A COM 930059100 89 4,587 SH   DFND 16 0 0 4,587
WAGEWORKS INC COM 930427109 28,517 393,338 SH   DFND 2 0 393,338 0
WAGEWORKS INC COM 930427109 5 64 SH   DFND 16 0 0 64
WAL-MART STORES INC COM 931142103 547,423 7,918,294 SH   DFND 2 0 6,447,984 1,470,310
WAL-MART STORES INC COM 931142103 1,238 17,909 SH   DFND 02,03 0 17,909 0
WAL-MART STORES INC COM 931142103 15,927 230,465 SH   DFND 16 0 52,636 177,829
WALGREENS BOOTS ALLIANCE INC COM 931427108 191,386 2,312,495 SH   DFND 2 0 2,150,625 161,870
WALGREENS BOOTS ALLIANCE INC COM 931427108 3,192 38,571 SH   DFND 02,03 0 38,571 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 12,770 154,320 SH   DFND 16 0 56,059 98,261
WALKER & DUNLOP INC COM 93148P102 14,554 466,444 SH   DFND 2 0 466,444 0
WALKER & DUNLOP INC COM 93148P102 632 20,297 SH   DFND 16 0 19,505 792
WALTER INVESTMENT MANAGEMENT CORP CONV BND 93317WAA0 12,628 18,040,000 PRN   DFND 2 0 0 18,040,000
WASHINGTON FEDERAL INC COM 938824109 31,917 929,130 SH   DFND 2 0 929,130 0
WASHINGTON FEDERAL INC COM 938824109 50 1,465 SH   DFND 16 0 0 1,465
WASHINGTON PRIME GROUP INC COM 93964W108 13,505 1,297,316 SH   DFND 2 0 1,297,316 0
WASHINGTON PRIME GROUP INC COM 93964W108 2 159 SH   DFND 16 0 0 159
WASHINGTON REIT COM 939653101 4,944 151,192 SH   DFND 2 0 151,192 0
WASHINGTON REIT COM 939653101 288 8,800 SH   DFND 16 0 0 8,800
WASTE CONNECTIONS INC COM 94106B101 21,415 272,491 SH   DFND 2 0 272,491 0
WASTE CONNECTIONS INC COM 94106B101 69 879 SH   DFND 02,03 0 879 0
WASTE CONNECTIONS INC COM 94106B101 15 194 SH   DFND 16 0 14 180
WASTE MANAGEMENT INC COM 94106L109 167,066 2,356,015 SH   DFND 2 0 2,200,866 155,149
WASTE MANAGEMENT INC COM 94106L109 389 5,485 SH   DFND 02,03 0 5,485 0
WASTE MANAGEMENT INC COM 94106L109 40,976 576,259 SH   DFND 16 0 25,763 550,496
WATERS CORP COM 941848103 13,852 103,077 SH   DFND 2 0 102,714 363
WATERS CORP COM 941848103 123 913 SH   DFND 02,03 0 913 0
WATERS CORP COM 941848103 105 778 SH   DFND 16 0 677 101
WATSCO INC COM 942622200 12,500 84,396 SH   DFND 2 0 84,396 0
WATSCO INC COM 942622200 27,240 183,901 SH   DFND 10 0 183,901 0
WATSCO INC COM 942622200 111 749 SH   DFND 16 0 238 511
WATTS WATER TECHNOLOGIES-A COM 942749102 14,416 221,100 SH   DFND 2 0 221,100 0
WATTS WATER TECHNOLOGIES-A COM 942749102 37 572 SH   DFND 16 0 0 572
WEATHERFORD INTL LTD BERMUDA CONV BND 947075AH0 11,393 10,500,000 PRN   DFND 2 0 0 10,500,000
WEBMD HEALTH CORP COM 94770V102 12,531 252,788 SH   DFND 2 0 252,788 0
WEBMD HEALTH CORP COM 94770V102 12 246 SH   DFND 16 0 0 246
WEBMD HEALTH CORP CONV BND 94770VAL6 6,938 7,400,000 PRN   DFND 2 0 0 7,400,000
WEBSTER FINANCIAL CORP COM 947890109 33,962 625,696 SH   DFND 2 0 625,696 0
WEBSTER FINANCIAL CORP COM 947890109 1,531 28,213 SH   DFND 16 0 0 28,213
WEIBO CORP-SPON ADR ADR 948596101 959 23,605 SH   DFND 2 0 23,605 0
WEIBO CORP-SPON ADR ADR 948596101 822 20,201 SH   DFND 16 0 0 20,201
WEINGARTEN REALTY INVESTORS COM 948741103 28,343 791,888 SH   DFND 2 0 791,888 0
WEINGARTEN REALTY INVESTORS COM 948741103 9 252 SH   DFND 16 0 0 252
WEIS MARKETS INC COM 948849104 3,057 45,742 SH   DFND 2 0 45,742 0
WELLCARE HEALTH PLANS INC COM 94946T106 69,599 507,721 SH   DFND 2 0 506,071 1,650
WELLCARE HEALTH PLANS INC COM 94946T106 734 5,352 SH   DFND 16 0 0 5,352
WELLS FARGO & CO COM 949746101 1,075,809 19,521,049 SH   DFND 2 0 18,448,016 1,073,033
WELLS FARGO & CO COM 949746101 8,097 146,923 SH   DFND 02,03 0 146,923 0
WELLS FARGO & CO COM 949746101 206,406 3,744,675 SH   DFND 10 0 3,718,903 25,772
WELLS FARGO & CO COM 949746101 36,039 653,164 SH   DFND 16 0 139,197 513,967
WFC 6 PRF 949746366 391 15,579 SH   DFND 16 0 0 15,579
WFC 5 1/4 PRF 949746655 466 20,358 SH   DFND 16 0 0 20,358
WFC 5.2 PRF 949746747 1,150 49,721 SH   DFND 16 0 0 49,721
WFC 7 1/2 CONV PRF 949746804 29,393 24,700 SH   DFND 2 0 0 24,700
WFC 7 1/2 CONV PRF 949746804 117 98 SH   DFND 16 0 0 98
WFC 8 PRF 949746879 61 2,321 SH   DFND 2 0 0 2,321
WFC 8 PRF 949746879 2,798 105,868 SH   DFND 16 0 0 105,868
WELLS FARGO INCOME OPPORTUNI COM 94987B105 1,261 148,662 SH   DFND 16 0 0 148,662
WFC 5.7 PRF 94988U714 333 14,079 SH   DFND 16 0 0 14,079
WFC 6 PRF 94988U730 301 12,010 SH   DFND 16 0 0 12,010
WELLTOWER INC COM 95040Q104 74,215 1,108,852 SH   DFND 2 0 1,105,702 3,150
WELLTOWER INC COM 95040Q104 635 9,498 SH   DFND 02,03 0 9,498 0
WELLTOWER INC COM 95040Q104 108 1,617 SH   DFND 10 0 1,617 0
WELLTOWER INC COM 95040Q104 16,862 251,665 SH   DFND 16 0 203,816 47,849
HCN 6 1/2 CONV PRF 95040Q203 7,071 117,500 SH   DFND 2 0 0 117,500
HCN 6 1/2 CONV PRF 95040Q203 6 100 SH   DFND 16 0 0 100
WENDY'S CO/THE COM 95058W100 7,459 551,655 SH   DFND 2 0 551,655 0
WENDY'S CO/THE COM 95058W100 620 45,816 SH   DFND 16 0 2,727 43,089
WERNER ENTERPRISES INC COM 950755108 8,593 318,757 SH   DFND 2 0 318,757 0
WERNER ENTERPRISES INC COM 950755108 65 2,423 SH   DFND 16 0 0 2,423
WESBANCO INC COM 950810101 2,349 54,550 SH   DFND 2 0 54,550 0
WESBANCO INC COM 950810101 238 5,543 SH   DFND 16 0 1,514 4,029
WESCO AIRCRAFT HOLDINGS INC COM 950814103 2,961 198,077 SH   DFND 2 0 198,077 0
WESCO AIRCRAFT HOLDINGS INC COM 950814103 6 399 SH   DFND 16 0 0 399
WESCO INTERNATIONAL INC COM 95082P105 1,975 29,679 SH   DFND 2 0 29,679 0
WESCO INTERNATIONAL INC COM 95082P105 351 5,264 SH   DFND 16 0 4,685 579
WEST PHARMACEUTICAL SERVICES COM 955306105 33,036 389,438 SH   DFND 2 0 389,438 0
WEST PHARMACEUTICAL SERVICES COM 955306105 93 1,093 SH   DFND 16 0 0 1,093
WESTAMERICA BANCORPORATION COM 957090103 10,259 163,024 SH   DFND 2 0 163,024 0
WESTAMERICA BANCORPORATION COM 957090103 200 3,176 SH   DFND 16 0 0 3,176
WESTAR ENERGY INC COM 95709T100 25,737 456,642 SH   DFND 2 0 456,642 0
WESTAR ENERGY INC COM 95709T100 259 4,596 SH   DFND 16 0 0 4,596
WESTERN ALLIANCE BANCORP COM 957638109 26,261 539,102 SH   DFND 2 0 473,102 66,000
WESTERN ALLIANCE BANCORP COM 957638109 206 4,220 SH   DFND 16 0 3,670 550
WESTERN ASSET HIGH INCOME OP COM 95766K109 443 88,741 SH   DFND 16 0 0 88,741
WESTERN ASSET MUNICIPAL PART COM 95766P108 263 17,618 SH   DFND 16 0 0 17,618
WA/CLAY US INFL-LKD SEC&INC COM 95766Q106 133 11,595 SH   DFND 16 0 0 11,595
WESTERN ASSET HIGH YIELD DEF COM 95768B107 366 24,358 SH   DFND 16 0 0 24,358
WESTERN ASSET INV GRA DEF OP COM 95790A101 230 11,287 SH   DFND 16 0 0 11,287
WESTERN DIGITAL CORP COM 958102105 242,681 3,570,909 SH   DFND 2 0 3,544,309 26,600
WESTERN DIGITAL CORP COM 958102105 443 6,526 SH   DFND 02,03 0 6,526 0
WESTERN DIGITAL CORP COM 958102105 5,487 80,734 SH   DFND 16 0 68,814 11,920
WESTERN GAS PARTNERS LP LP 958254104 363 6,171 SH   DFND 2 0 6,171 0
WESTERN GAS PARTNERS LP LP 958254104 731 12,443 SH   DFND 16 0 0 12,443
WESTERN NEW ENGLAND BANCORP COM 958892101 6,959 744,411 SH   DFND 2 0 744,411 0
WESTERN REFINING INC COM 959319104 10,692 282,478 SH   DFND 2 0 282,478 0
WESTERN REFINING INC COM 959319104 16 413 SH   DFND 02,03 0 413 0
WESTERN REFINING INC COM 959319104 1,004 26,560 SH   DFND 16 0 20,759 5,801
WESTERN UNION CO COM 959802109 3,740 172,198 SH   DFND 2 0 172,198 0
WESTERN UNION CO COM 959802109 119 5,484 SH   DFND 02,03 0 5,484 0
WESTERN UNION CO COM 959802109 1,759 81,021 SH   DFND 16 0 63,466 17,555
WESTLAKE CHEMICAL CORP COM 960413102 27,399 489,361 SH   DFND 2 0 486,791 2,570
WESTLAKE CHEMICAL CORP COM 960413102 51 904 SH   DFND 16 0 0 904
WESTPAC BANKING CORP-SP ADR ADR 961214301 1,472 60,907 SH   DFND 2 0 0 60,907
WESTPAC BANKING CORP-SP ADR ADR 961214301 236 10,088 SH   DFND 16 0 0 10,088
WESTROCK CO COM 96145D105 21,976 432,868 SH   DFND 2 0 431,775 1,093
WESTROCK CO COM 96145D105 144 2,838 SH   DFND 02,03 0 2,838 0
WESTROCK CO COM 96145D105 767 15,115 SH   DFND 16 0 8,183 6,932
WESTWOOD HOLDINGS GROUP INC COM 961765104 3,908 65,150 SH   DFND 2 0 65,150 0
WEX INC COM 96208T104 11,625 104,166 SH   DFND 2 0 104,166 0
WEX INC COM 96208T104 116 1,042 SH   DFND 16 0 0 1,042
WEYCO GROUP INC COM 962149100 9 275 SH   DFND 2 0 275 0
WEYCO GROUP INC COM 962149100 200 6,400 SH   DFND 16 0 0 6,400
WEYERHAEUSER CO COM 962166104 20,198 671,279 SH   DFND 2 0 671,279 0
WEYERHAEUSER CO COM 962166104 255 8,458 SH   DFND 02,03 0 8,458 0
WEYERHAEUSER CO COM 962166104 110 3,645 SH   DFND 10 0 3,645 0
WEYERHAEUSER CO COM 962166104 5,279 175,390 SH   DFND 16 0 120,129 55,261
WHIRLPOOL CORP COM 963320106 29,946 164,757 SH   DFND 2 0 164,757 0
WHIRLPOOL CORP COM 963320106 154 849 SH   DFND 02,03 0 849 0
WHIRLPOOL CORP COM 963320106 1,400 7,705 SH   DFND 16 0 971 6,734
WHITEWAVE FOODS CO COM 966244105 49,031 881,872 SH   DFND 2 0 881,872 0
WHITEWAVE FOODS CO COM 966244105 1,657 29,788 SH   DFND 16 0 0 29,788
WHITING PETROLEUM CORP COM 966387102 26,716 2,222,631 SH   DFND 2 0 2,097,631 125,000
WHITING PETROLEUM CORP COM 966387102 9,189 765,091 SH   DFND 10 0 765,091 0
WHITING PETROLEUM CORP COM 966387102 233 19,343 SH   DFND 16 0 0 19,343
WHITING PETROLEUM CORP CONV BND 966387AL6 5,267 6,000,000 PRN   DFND 2 0 0 6,000,000
WHOLE FOODS MARKET INC COM 966837106 4,299 139,774 SH   DFND 2 0 139,774 0
WHOLE FOODS MARKET INC COM 966837106 111 3,601 SH   DFND 02,03 0 3,601 0
WHOLE FOODS MARKET INC COM 966837106 2,642 85,897 SH   DFND 16 0 7,289 78,608
WI-TRON INC COM 96684U104 0 300,000 SH   DFND 16 0 0 300,000
WILDHORSE RESOURCE DEVELOPME COM 96812T102 1,212 83,002 SH   DFND 2 0 83,002 0
WILEY (JOHN) & SONS-CLASS A COM 968223206 6,430 117,967 SH   DFND 2 0 11,797 0
WILEY (JOHN) & SONS-CLASS A COM 968223206 5 87 SH   DFND 16 0 0 87
WILLIAMS COS INC COM 969457100 76,079 2,443,080 SH   DFND 2 0 2,106,076 337,004
WILLIAMS COS INC COM 969457100 240 7,721 SH   DFND 02,03 0 7,721 0
WILLIAMS COS INC COM 969457100 1,763 56,638 SH   DFND 16 0 10,718 45,919
CLAYTON WILLIAMS ENERGY INC COM 969490101 371 3,110 SH   DFND 2 0 3,110 0
WILLIAMS PARTNERS LP LP 96949L105 437 11,482 SH   DFND 2 0 11,482 0
WILLIAMS PARTNERS LP LP 96949L105 1,305 34,303 SH   DFND 16 0 0 34,303
WILLIAMS-SONOMA INC COM 969904101 29,068 600,732 SH   DFND 2 0 598,702 2,030
WILLIAMS-SONOMA INC COM 969904101 80 1,656 SH   DFND 16 0 43 1,613
WINDSTREAM HOLDINGS INC COM 97382A200 3,857 526,322 SH   DFND 2 0 526,322 0
WINDSTREAM HOLDINGS INC COM 97382A200 58 7,870 SH   DFND 16 0 160 7,710
WINGSTOP INC COM 974155103 10,383 350,869 SH   DFND 2 0 350,869 0
WINGSTOP INC COM 974155103 3 111 SH   DFND 16 0 0 111
WINNEBAGO INDUSTRIES COM 974637100 9,800 309,664 SH   DFND 2 0 309,664 0
WINNEBAGO INDUSTRIES COM 974637100 9 291 SH   DFND 16 0 0 291
WINTRUST FINANCIAL CORP COM 97650W108 50,799 699,991 SH   DFND 2 0 661,591 38,400
WINTRUST FINANCIAL CORP COM 97650W108 7 101 SH   DFND 16 0 0 101
WIPRO LTD-ADR ADR 97651M109 151 15,563 SH   DFND 2 0 0 15,563
WIPRO LTD-ADR ADR 97651M109 208 21,424 SH   DFND 16 0 0 21,424
WISDOMTREE INVESTMENTS INC COM 97717P104 3,263 292,934 SH   DFND 2 0 292,934 0
WISDOMTREE INVESTMENTS INC COM 97717P104 53 4,738 SH   DFND 16 0 63 4,675
WISDOMTREE TOTAL DIVIDEND FD COM 97717W109 380 4,673 SH   DFND 16 0 0 4,673
WISDOMTREE HIGH DIVIDEND FD COM 97717W208 651 9,677 SH   DFND 16 0 0 9,677
WISDOMTREE EM SMALL CAP COM 97717W281 228 5,846 SH   DFND 16 0 0 5,846
WISDOMTREE L/C DIVIDEND FUND COM 97717W307 837 10,481 SH   DFND 16 0 0 10,481
WISDOMTREE EMERGING MARKETS COM 97717W315 18,348 491,346 SH   DFND 16 0 0 491,346
WISDOMTREE DVD EX-FIN FUND COM 97717W406 3,745 46,631 SH   DFND 16 0 0 46,631
WISDOMTREE INDIA EARNINGS COM 97717W422 607 30,045 SH   DFND 2 0 0 30,045
WISDOMTREE INDIA EARNINGS COM 97717W422 709 35,074 SH   DFND 16 0 0 35,074
WISDOMTREE MIDCAP DIVIDEND F COM 97717W505 82,570 873,151 SH   DFND 16 0 0 873,151
WISDOMTREE SMALLCAP EARNINGS COM 97717W562 371 3,798 SH   DFND 16 0 0 3,798
WISDOMTREE MIDCAP EARNINGS COM 97717W570 1,225 11,928 SH   DFND 16 0 0 11,928
WISDOMTREE EARNINGS 500 FUND COM 97717W588 399 5,163 SH   DFND 16 0 0 5,163
WISDOMTREE TOTAL EARNINGS COM 97717W596 217 2,722 SH   DFND 16 0 0 2,722
WISDOMTREE SMALLCAP DVD FUND COM 97717W604 3,388 41,190 SH   DFND 16 0 0 41,190
WISDOMTREE INTERNATIONAL EQU COM 97717W703 486 10,473 SH   DFND 16 0 0 10,473
WISDOMTREE INTL S/C DVD FUND COM 97717W760 1,737 28,940 SH   DFND 16 0 0 28,940
WISDOMTREE INTL DVD EX-FIN COM 97717W786 1,598 42,981 SH   DFND 16 0 0 42,981
WISDOMTREE JPN S/C DVD FUND COM 97717W836 1,388 22,416 SH   DFND 16 0 0 22,416
WISDOMTREE GLOBAL EX-US QUAL COM 97717W844 6,106 132,523 SH   DFND 16 0 0 132,523
WISDOMTREE JAPAN HEDGED EQ COM 97717W851 3,483 70,319 SH   DFND 2 0 70,319 0
WISDOMTREE JAPAN HEDGED EQ COM 97717W851 3,330 67,015 SH   DFND 16 0 13,227 53,788
WISDOMTREE EUR S/C DIVIDEND COM 97717W869 6,804 124,601 SH   DFND 16 0 0 124,601
WISDOMTREE GLOBAL HIGH DIVID COM 97717W877 369 8,491 SH   DFND 16 0 0 8,491
WISDOMTREE U.S. QUALITY DIVI COM 97717X669 10,420 313,125 SH   DFND 16 0 0 313,125
WISDOMTREE EUROPE HEDGED EQU COM 97717X701 28,302 494,869 SH   DFND 16 0 0 494,869
WISDOMTREE CONTINUOUS COMMOD COM 97718W108 349 18,032 SH   DFND 16 0 0 18,032
WOLSELEY PLC-ADR ADR 977868306 269 44,329 SH   DFND 2 0 0 44,329
WOLSELEY PLC-ADR ADR 977868306 2,064 340,324 SH   DFND 16 0 0 340,324
WOLTERS KLUWER NV-SPONS ADR ADR 977874205 57 1,568 SH   DFND 2 0 0 1,568
WOLTERS KLUWER NV-SPONS ADR ADR 977874205 3,690 101,749 SH   DFND 16 0 0 101,749
WOLVERINE WORLD WIDE INC COM 978097103 11,066 504,142 SH   DFND 2 0 504,142 0
WOLVERINE WORLD WIDE INC COM 978097103 37 1,699 SH   DFND 16 0 0 1,699
WOODWARD INC COM 980745103 13,661 197,850 SH   DFND 2 0 197,850 0
WOODWARD INC COM 980745103 620 8,968 SH   DFND 16 0 7,396 1,572
WORKDAY INC-CLASS A COM 98138H101 617 9,338 SH   DFND 2 0 9,338 0
WORKDAY INC-CLASS A COM 98138H101 574 8,680 SH   DFND 16 0 6,718 1,962
WORKDAY INC CONV BND 98138HAD3 5,347 4,850,000 PRN   DFND 2 0 0 4,850,000
WORLD ACCEPTANCE CORP COM 981419104 2,861 44,505 SH   DFND 2 0 44,505 0
WORLD FUEL SERVICES CORP COM 981475106 26,349 573,901 SH   DFND 2 0 570,011 3,890
WORLD FUEL SERVICES CORP COM 981475106 59 1,295 SH   DFND 16 0 0 1,295
WORLDPAY GROUP PLC-UNSP ADR ADR 981560105 1,082 109,320 SH   DFND 16 0 0 109,320
WORLD WRESTLING ENTERTAIN-A COM 98156Q108 3,522 191,390 SH   DFND 2 0 191,390 0
WORLD WRESTLING ENTERTAIN-A COM 98156Q108 8 451 SH   DFND 16 0 0 451
WORTHINGTON INDUSTRIES COM 981811102 5,665 119,409 SH   DFND 2 0 119,409 0
WORTHINGTON INDUSTRIES COM 981811102 43 903 SH   DFND 16 0 0 903
WPX ENERGY INC COM 98212B103 62,505 4,289,830 SH   DFND 2 0 4,281,105 8,725
WPX ENERGY INC COM 98212B103 204 14,000 SH   DFND 02,03 0 14,000 0
WPX ENERGY INC COM 98212B103 20 1,391 SH   DFND 16 0 0 1,391
WPX 6 1/4 07/31/18 CONV PRF 98212B202 9,653 147,000 SH   DFND 2 0 0 147,000
WYNDHAM WORLDWIDE CORP COM 98310W108 3,695 48,377 SH   DFND 2 0 48,377 0
WYNDHAM WORLDWIDE CORP COM 98310W108 93 1,217 SH   DFND 02,03 0 1,217 0
WYNDHAM WORLDWIDE CORP COM 98310W108 518 6,793 SH   DFND 16 0 5 6,788
WYNN RESORTS LTD COM 983134107 2,877 33,254 SH   DFND 2 0 33,254 0
WYNN RESORTS LTD COM 983134107 78 897 SH   DFND 02,03 0 897 0
WYNN RESORTS LTD COM 983134107 1,424 16,445 SH   DFND 16 0 11,248 5,197
XO GROUP INC COM 983772104 2,649 136,209 SH   DFND 2 0 136,209 0
XPO LOGISTICS INC COM 983793100 34,889 808,358 SH   DFND 2 0 747,358 61,000
XPO LOGISTICS INC COM 983793100 148 3,427 SH   DFND 16 0 372 3,055
XACTLY CORP COM 98386L101 3,176 288,769 SH   DFND 2 0 288,769 0
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X 5 RETAIL GROUP NV-REGS GDR GDR 98387E205 12,808 394,685 SH   DFND 02,10 0 98,671 0
XCEL ENERGY INC COM 98389B100 135,496 3,328,712 SH   DFND 2 0 3,328,712 0
XCEL ENERGY INC COM 98389B100 314 7,706 SH   DFND 02,03 0 7,706 0
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XILINX INC COM 983919101 173 2,859 SH   DFND 02,03 0 2,859 0
XILINX INC COM 983919101 1,940 32,146 SH   DFND 10 0 32,146 0
XILINX INC COM 983919101 789 13,056 SH   DFND 16 0 4,664 8,392
XILINX INC CONV BND 983919AF8 38 18,000 PRN   DFND 16 0 0 18,000
XCERRA CORP COM 98400J108 6,072 794,608 SH   DFND 2 0 794,608 0
XCERRA CORP COM 98400J108 1 100 SH   DFND 16 0 0 100
XENIA HOTELS & RESORTS INC COM 984017103 70 3,550 SH   DFND 2 0 3,550 0
XENIA HOTELS & RESORTS INC COM 984017103 701 36,090 SH   DFND 16 0 0 36,090
XEROX CORP COM 984121103 7,760 888,294 SH   DFND 2 0 888,294 0
XEROX CORP COM 984121103 84 9,628 SH   DFND 02,03 0 9,628 0
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XYLEM INC COM 98419M100 90,797 1,833,504 SH   DFND 2 0 1,831,129 2,375
XYLEM INC COM 98419M100 295 5,957 SH   DFND 02,03 0 5,957 0
XYLEM INC COM 98419M100 8,766 177,025 SH   DFND 10 0 177,025 0
XYLEM INC COM 98419M100 2,441 49,333 SH   DFND 16 0 0 49,333
XHIBIT CORP COM 98419U102 0 11,000 SH   DFND 16 0 0 11,000
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YY INC-ADR ADR 98426T106 9 219 SH   DFND 16 0 0 219
YAHOO! INC COM 984332106 22,080 571,018 SH   DFND 2 0 571,018 0
YAHOO! INC COM 984332106 384 9,921 SH   DFND 02,03 0 9,921 0
YAHOO! INC COM 984332106 2,203 56,983 SH   DFND 16 0 33,190 23,793
YAHOO! JAPAN CORP-UNSPON ADR ADR 98433V102 135 17,683 SH   DFND 2 0 0 17,683
YAHOO! JAPAN CORP-UNSPON ADR ADR 98433V102 9 1,208 SH   DFND 16 0 0 1,208
YUM! BRANDS INC COM 988498101 153,679 2,426,646 SH   DFND 2 0 2,426,646 0
YUM! BRANDS INC COM 988498101 250 3,940 SH   DFND 02,03 0 3,940 0
YUM! BRANDS INC COM 988498101 1,416 22,354 SH   DFND 10 0 22,354 0
YUM! BRANDS INC COM 988498101 2,141 33,814 SH   DFND 16 0 0 33,814
YUM CHINA HOLDINGS INC COM 98850P109 73,605 2,817,944 SH   DFND 2 0 2,817,944 0
YUM CHINA HOLDINGS INC COM 98850P109 365 13,989 SH   DFND 16 0 0 13,989
ZAGG INC COM 98884U108 8 1,190 SH   DFND 2 0 1,190 0
ZAGG INC COM 98884U108 353 49,839 SH   DFND 16 0 34,707 15,132
ZAP COM 98912M201 0 26,500 SH   DFND 16 0 0 26,500
ZEBRA TECHNOLOGIES CORP-CL A COM 989207105 18,676 217,785 SH   DFND 2 0 217,785 0
ZEBRA TECHNOLOGIES CORP-CL A COM 989207105 23 269 SH   DFND 16 0 0 269
ZELTIQ AESTHETICS INC COM 98933Q108 14,230 326,982 SH   DFND 2 0 326,982 0
ZELTIQ AESTHETICS INC COM 98933Q108 12 266 SH   DFND 16 0 0 266
ZILLOW GROUP INC - A COM 98954M101 249 6,848 SH   DFND 2 0 6,848 0
ZILLOW GROUP INC - C COM 98954M200 585 16,019 SH   DFND 2 0 0 16,019
ZILLOW GROUP INC - C COM 98954M200 885 24,275 SH   DFND 16 0 0 24,275
ZIMMER BIOMET HOLDINGS INC COM 98956P102 439,506 4,258,695 SH   DFND 2 0 4,075,913 182,782
ZIMMER BIOMET HOLDINGS INC COM 98956P102 4,038 39,134 SH   DFND 02,03 0 39,134 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 88,997 862,132 SH   DFND 10 0 846,477 15,655
ZIMMER BIOMET HOLDINGS INC COM 98956P102 5,279 51,200 SH   DFND 16 0 44,785 6,415
ZIONS BANCORPORATION COM 989701107 28,336 658,390 SH   DFND 2 0 658,390 0
ZIONS BANCORPORATION COM 989701107 99 2,298 SH   DFND 02,03 0 2,298 0
ZIONS BANCORPORATION COM 989701107 29,785 692,022 SH   DFND 10 0 692,022 0
ZIONS BANCORPORATION COM 989701107 1,023 23,782 SH   DFND 16 0 544 23,238
ZION 6.95 09/15/28 PRF 989701818 4,876 175,122 SH   DFND 16 0 0 175,122
ZOGENIX INC COM 98978L204 1,939 159,582 SH   DFND 2 0 159,582 0
ZOETIS INC COM 98978V103 65,793 1,229,092 SH   DFND 2 0 1,229,092 0
ZOETIS INC COM 98978V103 299 5,580 SH   DFND 02,03 0 5,580 0
ZOETIS INC COM 98978V103 5,274 98,605 SH   DFND 16 0 80,751 17,854
ZOE'S KITCHEN INC COM 98979J109 1,402 58,458 SH   DFND 2 0 58,458 0
ZOE'S KITCHEN INC COM 98979J109 2 100 SH   DFND 16 0 0 100
ZTO EXPRESS CAYMAN INC-ADR ADR 98980A105 362 30,000 SH   DFND 10 0 30,000 0
ZUMIEZ INC COM 989817101 1,896 86,763 SH   DFND 2 0 86,763 0
ZUMIEZ INC COM 989817101 22 984 SH   DFND 16 0 0 984
ZURICH INSURANCE GROUP-ADR ADR 989825104 496 18,008 SH   DFND 2 0 0 18,008
ZURICH INSURANCE GROUP-ADR ADR 989825104 10 368 SH   DFND 16 0 0 368
ZYNGA INC - CL A COM 98986T108 6,581 2,560,360 SH   DFND 2 0 2,525,360 35,000
ZYNGA INC - CL A COM 98986T108 14 5,256 SH   DFND 16 0 0 5,256
OIL GAS OR OTHER MINERALS DEEMED WORTHLESS COM 9O7217193 378 1 SH   DFND 2 0 0 1
OIL GAS OR OTHER MINERALS DEEMED WORTHLESS COM 9O7217227 871 1 SH   DFND 2 0 0 1
AMERICAN INTERNATIONAL GROUP WT 01/19/2021 FRACTIONAL WT ACG874152 0 87,326 SH   DFND 2 0 0 87,326
MAGNIT PJSC-SPON GDR REGS GDR B2QKYZ099 26,796 606,926 SH   DFND 2 606,926 0 0
SBERBANK PJSC -SPONSORED ADR ADR B5SC09192 22,494 1,949,978 SH   DFND 2 52,660 7,517,004 57,562
SBERBANK PJSC -SPONSORED ADR ADR B5SC09192 6,767 587,697 SH   DFND 02,10 0 2,350,788 0
UTGR INC COM BAX39CVC9 448 5,526 SH   DFND 2 0 0 5,526
FEDERAL RESERVE SYSTEM COM BAX41M5Q1 813 16,260 SH   DFND 2 0 0 16,260
SAFEWAY INC PDC CVR COM BAX524Z92 48 386,195 SH   DFND 2 0 0 386,195
SAFEWAY INC CASA LEY CVR COM BAX524ZC5 360 386,195 SH   DFND 2 0 0 386,195
NELSON EDUCATION LTD COM BAX5GUW92 15 167,955 SH   DFND 2 0 0 167,955
MILLENNIUM HEALTH LLC COM BAX5NUSL2 29 16,788 SH   DFND 2 0 0 16,788
RCS CAPITAL CORP COM BAX60X0E5 1,036 71,458 SH   DFND 2 0 0 71,458
DEX MEDIA 7/16 COM BAX63QZ09 45 18,060 SH   DFND 2 0 0 18,060
DEX MEDIA 7/16 COM BAX63QZ09 47 18,867 SH   DFND 02,04 0 0 18,867
DEX MEDIA 7/16 COM BAX63QZ09 37 14,751 SH   DFND 02,05 0 0 14,751
TEMPLAR ENERGY LLC COM BAX64FR92 773 103,114 SH   DFND 2 0 0 103,114
HIBU MIDCO SHARES COM BAX64W607 0 182,648 SH   DFND 2 0 0 182,648
HIBU MIDCO SHARES COM BAX64W607 0 197,144 SH   DFND 02,04 0 0 197,144
HIBU MIDCO SHARES COM BAX64W607 0 243,531 SH   DFND 02,05 0 0 243,531
CS MAND EXCH NOTE 12.25 UAL PRF BAX67A6G7 27,662 427,529 SH   DFND 2 0 0 427,529
CS MAND EXCH NOTE 12.25 UAL PRF BAX67A6G7 30 471 SH   DFND 02,03 0 0 471
BNP BASKET NOTE 14.15 06/06/2017 PRF BAX68NMG0 4,044 4,017 SH   DFND 2 0 0 4,017
ENBRIDGE ENERGY. MANAGEMENT FRACTIONS COM CKC50X106 0 59,265 SH   DFND 2 0 0 59,265
CENGAGE LEARNING INC COM CM2582898 1,397 85,968 SH   DFND 2 0 0 85,968
CENGAGE LEARNING INC COM CM2582898 58 3,546 SH   DFND 02,04 0 0 3,546
CENGAGE LEARNING INC COM CM2582898 230 14,184 SH   DFND 02,05 0 0 14,184
IAP WORLDWIDE SERVICES INC COM CM3801054 2,056 121 SH   DFND 2 0 0 121
SAMSUNG ELECTR-GDR GDR CM5495209 1,169 1,565 SH   DFND 2 0 783 0
ASCENT RESOURCES - SERIES B UNITS COM CT1193414 2,340 10,444,015 SH   DFND 2 0 0 10,444,015
DAIMLER AG-REGISTERED SHARES COM D1668R123 73 987 SH   DFND 2 0 987 0
DAIMLER AG-REGISTERED SHARES COM D1668R123 147 1,988 SH   DFND 16 0 4 1,984
DEUTSCHE BANK AG-REGISTERED COM D18190898 1,450 80,134 SH   DFND 2 0 80,134 0
DEUTSCHE BANK AG-REGISTERED COM D18190898 262 14,459 SH   DFND 16 0 0 14,459
FIRST HORIZON NATIONAL FRACTIONS COM DCA517101 0 134,548 SH   DFND 2 0 134,548 0
FIVE STAR QUAL FRACTIONS COM DDJ32D101 0 23,000 SH   DFND 2 0 0 23,000
ADIENT PLC COM G0084W101 11,713 199,874 SH   DFND 2 0 199,856 18
ADIENT PLC COM G0084W101 401 6,840 SH   DFND 16 0 601 6,239
AIRCASTLE LTD COM G0129K104 1,571 75,338 SH   DFND 2 0 75,338 0
AIRCASTLE LTD COM G0129K104 174 8,370 SH   DFND 16 0 7,676 694
ALKERMES PLC COM G01767105 38,456 691,909 SH   DFND 2 0 513,179 178,730
ALKERMES PLC COM G01767105 51 919 SH   DFND 02,03 0 919 0
ALKERMES PLC COM G01767105 51,364 924,178 SH   DFND 10 0 924,178 0
ALKERMES PLC COM G01767105 384 6,909 SH   DFND 16 0 0 6,909
ALLEGION PLC COM G0176J109 6,767 105,741 SH   DFND 2 0 105,741 0
ALLEGION PLC COM G0176J109 70 1,088 SH   DFND 02,03 0 1,088 0
ALLEGION PLC COM G0176J109 104 1,623 SH   DFND 16 0 10 1,613
ALLERGAN PLC COM G0177J108 189,914 904,308 SH   DFND 2 0 862,303 42,005
ALLERGAN PLC COM G0177J108 3,185 15,166 SH   DFND 02,03 0 15,166 0
ALLERGAN PLC COM G0177J108 28,806 137,051 SH   DFND 10 0 137,051 0
ALLERGAN PLC COM G0177J108 19,938 94,809 SH   DFND 16 0 27,643 67,166
AGN 5 1/2 03/01/18 CONV PRF G0177J116 26,915 35,300 SH   DFND 2 0 0 35,300
AGN 5 1/2 03/01/18 CONV PRF G0177J116 256 336 SH   DFND 16 0 0 336
AMDOCS LTD COM G02602103 14,503 248,975 SH   DFND 2 0 248,975 0
AMDOCS LTD COM G02602103 1,610 27,654 SH   DFND 16 0 24,442 3,212
AMIRA NATURE FOODS LTD COM G0335L102 359 57,800 SH   DFND 16 0 0 57,800
AON PLC COM G0408V102 214,686 1,924,894 SH   DFND 2 0 1,845,564 79,330
AON PLC COM G0408V102 2,298 20,607 SH   DFND 02,03 0 20,607 0
AON PLC COM G0408V102 9,431 84,560 SH   DFND 02,10 0 84,560 0
AON PLC COM G0408V102 62,117 556,884 SH   DFND 10 0 556,884 0
AON PLC COM G0408V102 5,469 49,070 SH   DFND 16 0 45,299 3,770
AQUAVENTURE HOLDINGS LTD COM G0443N107 3,573 145,670 SH   DFND 2 0 145,670 0
ARCH CAPITAL GROUP LTD COM G0450A105 387 4,489 SH   DFND 2 0 4,489 0
ARCH CAPITAL GROUP LTD COM G0450A105 227 2,633 SH   DFND 16 0 2,322 311
ARGO GROUP INTERNATIONAL COM G0464B107 25,163 381,849 SH   DFND 2 0 339,049 42,800
ARGO GROUP INTERNATIONAL COM G0464B107 5 72 SH   DFND 16 0 0 72
ASPEN INSURANCE HOLDINGS LTD COM G05384105 19,537 355,216 SH   DFND 2 0 355,216 0
ASPEN INSURANCE HOLDINGS LTD COM G05384105 64 1,160 SH   DFND 16 0 603 557
ARRIS INTERNATIONAL PLC COM G0551A103 84,268 2,796,777 SH   DFND 2 0 2,772,877 23,900
ARRIS INTERNATIONAL PLC COM G0551A103 27 912 SH   DFND 02,03 0 912 0
ARRIS INTERNATIONAL PLC COM G0551A103 489 16,243 SH   DFND 16 0 13,308 2,935
ASSURED GUARANTY LTD COM G0585R106 14,991 396,885 SH   DFND 2 0 396,885 0
ASSURED GUARANTY LTD COM G0585R106 22 576 SH   DFND 16 0 0 576
ATHENE HOLDING LTD-CLASS A COM G0684D107 28,678 597,596 SH   DFND 2 0 0 597,596
ATHENE HOLDING LTD-CLASS A COM G0684D107 115 2,404 SH   DFND 02,03 0 0 2,404
ATHENE HOLDING LTD-CLASS A COM G0684D107 36,293 755,776 SH   DFND 10 0 0 755,776
AXIS CAPITAL HOLDINGS LTD COM G0692U109 1,211 18,535 SH   DFND 2 0 18,535 0
AXIS CAPITAL HOLDINGS LTD COM G0692U109 283 4,343 SH   DFND 16 0 3,894 449
AXALTA COATING SYSTEMS LTD COM G0750C108 15,009 551,786 SH   DFND 2 0 551,786 0
AXALTA COATING SYSTEMS LTD COM G0750C108 11 400 SH   DFND 16 0 0 400
AXOVANT SCIENCES LTD COM G0750W104 755 60,739 SH   DFND 2 0 60,739 0
ATLANTICA YIELD PLC COM G0751N103 2,452 126,705 SH   DFND 2 0 126,705 0
ATLANTICA YIELD PLC COM G0751N103 12 606 SH   DFND 16 0 0 606
BARCLAYS PLC COM G08036124 167 62,224 SH   DFND 16 0 0 62,224
ACCENTURE PLC-CL A COM G1151C101 98,381 839,938 SH   DFND 2 0 839,938 0
ACCENTURE PLC-CL A COM G1151C101 822 7,015 SH   DFND 02,03 0 7,015 0
ACCENTURE PLC-CL A COM G1151C101 5,668 48,408 SH   DFND 16 0 32,513 15,895
BELMOND LTD-CLASS A COM G1154H107 5,652 423,340 SH   DFND 2 0 42,334 0
MIMECAST LTD COM G14838109 5,352 298,989 SH   DFND 2 0 298,989 0
MIMECAST LTD COM G14838109 495 27,676 SH   DFND 16 0 0 27,676
BUNGE LTD COM G16962105 23,961 331,694 SH   DFND 2 0 331,694 0
BUNGE LTD COM G16962105 169 2,341 SH   DFND 16 0 0 2,341
BUNGE LTD CONV PRF G16962204 19,332 192,500 SH   DFND 2 0 0 192,500
CARDTRONICS PLC - A COM G1991C105 23,416 429,082 SH   DFND 2 0 429,082 0
CARDTRONICS PLC - A COM G1991C105 166 3,049 SH   DFND 16 0 18 3,031
CONSOLIDATED WATER CO-ORD SH COM G23773107 651 60,054 SH   DFND 2 0 60,054 0
CONSOLIDATED WATER CO-ORD SH COM G23773107 77 7,107 SH   DFND 16 0 0 7,107
CREDICORP LTD COM G2519Y108 25,119 159,127 SH   DFND 2 252 154,925 3,950
CREDICORP LTD COM G2519Y108 7,024 44,493 SH   DFND 02,10 0 44,493 0
CREDICORP LTD COM G2519Y108 15,021 95,224 SH   DFND 10 0 76,050 19,174
COCA-COLA EUROPEAN PARTNERS COM G25839104 67,980 2,164,746 SH   DFND 2 0 2,159,311 5,435
COCA-COLA EUROPEAN PARTNERS COM G25839104 132 4,211 SH   DFND 02,03 0 4,211 0
COCA-COLA EUROPEAN PARTNERS COM G25839104 24,369 786,176 SH   DFND 16 0 2,280 783,896
DELPHI AUTOMOTIVE PLC COM G27823106 88,998 1,321,446 SH   DFND 2 0 1,316,699 4,747
DELPHI AUTOMOTIVE PLC COM G27823106 206 3,066 SH   DFND 02,03 0 3,066 0
DELPHI AUTOMOTIVE PLC COM G27823106 471 6,995 SH   DFND 10 0 6,995 0
DELPHI AUTOMOTIVE PLC COM G27823106 1,890 28,073 SH   DFND 16 0 21,224 6,849
EATON CORP PLC COM G29183103 192,277 2,865,941 SH   DFND 2 0 2,716,210 149,731
EATON CORP PLC COM G29183103 2,148 32,024 SH   DFND 02,03 0 32,024 0
EATON CORP PLC COM G29183103 4,000 59,609 SH   DFND 10 0 59,609 0
EATON CORP PLC COM G29183103 9,092 135,648 SH   DFND 16 0 105,346 30,302
ENDURANCE SPECIALTY HOLDINGS COM G30397106 25,166 272,360 SH   DFND 2 0 272,360 0
ENDURANCE SPECIALTY HOLDINGS COM G30397106 2,918 31,588 SH   DFND 16 0 29,841 1,747
ENDO INTERNATIONAL PLC COM G30401106 1,093 66,306 SH   DFND 2 0 66,306 0
ENDO INTERNATIONAL PLC COM G30401106 37 2,240 SH   DFND 02,03 0 2,240 0
ENDO INTERNATIONAL PLC COM G30401106 34 2,047 SH   DFND 16 0 0 2,047
ENSCO PLC-CL A COM G3157S106 8,085 831,770 SH   DFND 2 0 831,770 0
ENSCO PLC-CL A COM G3157S106 81 8,348 SH   DFND 16 0 0 8,348
ESSENT GROUP LTD COM G3198U102 8,540 263,850 SH   DFND 2 0 263,850 0
ESSENT GROUP LTD COM G3198U102 177 5,463 SH   DFND 16 0 0 5,463
EVEREST RE GROUP LTD COM G3223R108 25,322 117,016 SH   DFND 2 0 116,916 100
EVEREST RE GROUP LTD COM G3223R108 440 2,035 SH   DFND 16 0 0 2,035
FABRINET COM G3323L100 27,502 682,413 SH   DFND 2 0 641,913 40,500
FABRINET COM G3323L100 346 8,584 SH   DFND 16 0 0 8,584
FERROGLOBE PLC COM G33856108 13,086 1,208,220 SH   DFND 2 0 1,208,220 0
FRESH DEL MONTE PRODUCE INC COM G36738105 7,831 129,165 SH   DFND 2 0 129,165 0
FRESH DEL MONTE PRODUCE INC COM G36738105 12 200 SH   DFND 16 0 0 200
GENPACT LTD COM G3922B107 63 2,575 SH   DFND 2 0 2,575 0
GENPACT LTD COM G3922B107 321 13,212 SH   DFND 16 0 12,461 751
GLOBAL INDEMNITY LTD COM G3933F105 4,019 105,210 SH   DFND 2 0 105,210 0
GOLDEN OCEAN GROUP LTD COM G39637205 0 10 SH   DFND 2 0 10 0
GOLDEN OCEAN GROUP LTD COM G39637205 251 53,296 SH   DFND 16 0 0 53,296
HELEN OF TROY LTD COM G4388N106 6,142 72,737 SH   DFND 2 0 72,737 0
HELEN OF TROY LTD COM G4388N106 56 658 SH   DFND 16 0 0 658
HERBALIFE LTD COM G4412G101 17,420 361,918 SH   DFND 2 0 360,873 1,045
HERBALIFE LTD COM G4412G101 16 328 SH   DFND 16 0 0 328
HOLLYSYS AUTOMATION TECHNOLO COM G45667105 608 33,205 SH   DFND 2 0 33,205 0
HOLLYSYS AUTOMATION TECHNOLO COM G45667105 3 167 SH   DFND 16 0 0 167
ICON PLC COM G4705A100 1,880 24,996 SH   DFND 2 0 24,996 0
ICON PLC COM G4705A100 3,755 49,931 SH   DFND 16 0 7,763 42,168
ICHOR HOLDINGS LTD COM G4740B105 7,061 652,680 SH   DFND 2 0 647,294 5,386
IHS MARKIT LTD COM G47567105 52,541 1,483,781 SH   DFND 2 0 1,480,813 2,968
IHS MARKIT LTD COM G47567105 73,950 2,088,358 SH   DFND 10 0 2,088,358 0
IHS MARKIT LTD COM G47567105 522 14,739 SH   DFND 16 0 12,838 1,901
INGERSOLL-RAND PLC COM G47791101 358,729 4,780,570 SH   DFND 2 0 4,515,022 265,548
INGERSOLL-RAND PLC COM G47791101 478 6,380 SH   DFND 02,03 0 6,380 0
INGERSOLL-RAND PLC COM G47791101 144,305 1,923,023 SH   DFND 10 0 1,892,556 30,467
INGERSOLL-RAND PLC COM G47791101 1,483 19,768 SH   DFND 16 0 966 18,802
INTERNATIONAL GAME TECHNOLOG COM G4863A108 22,706 889,772 SH   DFND 2 0 882,622 7,150
INTERNATIONAL GAME TECHNOLOG COM G4863A108 110 4,294 SH   DFND 16 0 0 4,294
WEATHERFORD INTERNATIONAL PL COM G48833100 654 131,126 SH   DFND 2 0 131,126 0
WEATHERFORD INTERNATIONAL PL COM G48833100 458 91,806 SH   DFND 16 0 21,586 70,220
INVESCO LTD COM G491BT108 170,468 5,618,549 SH   DFND 2 0 5,466,085 152,464
INVESCO LTD COM G491BT108 1,008 33,223 SH   DFND 02,03 0 33,223 0
INVESCO LTD COM G491BT108 6,092 200,662 SH   DFND 16 0 32,450 168,212
JAZZ PHARMACEUTICALS PLC COM G50871105 27,999 256,801 SH   DFND 2 0 256,189 612
JAZZ PHARMACEUTICALS PLC COM G50871105 20 184 SH   DFND 02,03 0 184 0
JAZZ PHARMACEUTICALS PLC COM G50871105 361 3,307 SH   DFND 16 0 1,852 1,455
JOHNSON CONTROLS INTERNATION COM G51502105 212,976 5,169,811 SH   DFND 2 0 4,938,456 231,355
JOHNSON CONTROLS INTERNATION COM G51502105 2,288 55,561 SH   DFND 02,03 0 55,561 0
JOHNSON CONTROLS INTERNATION COM G51502105 0 6 SH   DFND 02,05 0 0 6
JOHNSON CONTROLS INTERNATION COM G51502105 7,215 175,161 SH   DFND 02,10 0 175,161 0
JOHNSON CONTROLS INTERNATION COM G51502105 104,060 2,526,353 SH   DFND 10 0 2,492,134 34,219
JOHNSON CONTROLS INTERNATION COM G51502105 9,391 228,137 SH   DFND 16 0 156,782 71,355
KOSMOS ENERGY LTD COM G5315B107 982 139,999 SH   DFND 2 0 139,999 0
KOSMOS ENERGY LTD COM G5315B107 2 292 SH   DFND 16 0 142 150
LAZARD LTD-CL A COM G54050102 11,478 279,332 SH   DFND 2 0 279,332 0
LAZARD LTD-CL A COM G54050102 32 774 SH   DFND 02,03 0 774 0
LAZARD LTD-CL A COM G54050102 2,140 52,124 SH   DFND 10 0 52,124 0
LAZARD LTD-CL A COM G54050102 1,300 31,595 SH   DFND 16 0 4,115 27,480
LIBERTY GLOBAL PLC-A COM G5480U104 5,495 179,641 SH   DFND 2 0 179,641 0
LIBERTY GLOBAL PLC-A COM G5480U104 25 826 SH   DFND 16 0 0 826
LIBERTY GLOBAL PLC-SERIES C COM G5480U120 4,243 142,848 SH   DFND 2 0 0 142,848
LIBERTY GLOBAL PLC-SERIES C COM G5480U120 102 3,405 SH   DFND 16 0 0 3,405
LIBERTY GLOBAL PLC LILAC - C COM G5480U153 772 36,471 SH   DFND 2 0 0 36,471
LIBERTY GLOBAL PLC LILAC - C COM G5480U153 1 25 SH   DFND 10 0 0 25
LIBERTY GLOBAL PLC LILAC - C COM G5480U153 14 649 SH   DFND 16 0 0 649
LIVANOVA PLC COM G5509L101 5,653 125,691 SH   DFND 2 0 125,691 0
LIVANOVA PLC COM G5509L101 65 1,441 SH   DFND 16 0 0 1,441
LUXOFT HOLDING INC COM G57279104 11,380 202,477 SH   DFND 2 0 196,489 5,988
LUXOFT HOLDING INC COM G57279104 3,468 61,702 SH   DFND 02,10 0 61,702 0
MAIDEN HOLDINGS LTD COM G5753U112 15,694 899,324 SH   DFND 2 0 899,324 0
MAIDEN HOLDINGS LTD COM G5753U112 12 700 SH   DFND 16 0 0 700
MALLINCKRODT PLC COM G5785G107 18,435 370,042 SH   DFND 2 0 368,476 1,566
MALLINCKRODT PLC COM G5785G107 59 1,194 SH   DFND 02,03 0 1,194 0
MALLINCKRODT PLC COM G5785G107 134 2,689 SH   DFND 16 0 657 2,032
MARVELL TECHNOLOGY GROUP LTD COM G5876H105 12,212 880,431 SH   DFND 2 0 880,431 0
MARVELL TECHNOLOGY GROUP LTD COM G5876H105 52 3,720 SH   DFND 16 0 0 3,720
MEDTRONIC PLC COM G5960L103 544,887 7,649,066 SH   DFND 2 0 7,458,799 190,267
MEDTRONIC PLC COM G5960L103 3,543 49,741 SH   DFND 02,03 0 49,741 0
MEDTRONIC PLC COM G5960L103 0 6 SH   DFND 02,05 0 0 6
MEDTRONIC PLC COM G5960L103 135,635 1,903,672 SH   DFND 10 0 1,885,162 18,510
MEDTRONIC PLC COM G5960L103 13,009 182,744 SH   DFND 16 0 55,841 126,903
MICHAEL KORS HOLDINGS LTD COM G60754101 29,540 687,332 SH   DFND 2 0 686,415 917
MICHAEL KORS HOLDINGS LTD COM G60754101 80 1,860 SH   DFND 02,03 0 1,860 0
MICHAEL KORS HOLDINGS LTD COM G60754101 137 3,193 SH   DFND 16 0 0 3,193
MGM HOLDINGS II INC COM G60991737 6,133 68,207 SH   DFND 2 0 0 68,207
MGM HOLDINGS II INC COM G60991737 3,349 37,251 SH   DFND 02,04 0 0 37,251
MGM HOLDINGS II INC COM G60991737 3,888 43,244 SH   DFND 02,05 0 0 43,244
MONITISE PLC COM G6258F105 22 675,100 SH   DFND 16 0 0 675,100
NABORS INDUSTRIES LTD COM G6359F103 12,396 755,694 SH   DFND 2 0 755,694 0
NABORS INDUSTRIES LTD COM G6359F103 21,938 1,338,528 SH   DFND 10 0 1,338,528 0
NABORS INDUSTRIES LTD COM G6359F103 30 1,802 SH   DFND 16 0 0 1,802
NIELSEN HOLDINGS PLC COM G6518L108 327,096 7,797,324 SH   DFND 2 0 7,357,197 440,127
NIELSEN HOLDINGS PLC COM G6518L108 3,689 87,924 SH   DFND 02,03 0 87,924 0
NIELSEN HOLDINGS PLC COM G6518L108 45,787 1,091,441 SH   DFND 10 0 1,091,441 0
NIELSEN HOLDINGS PLC COM G6518L108 526 12,544 SH   DFND 16 0 10,438 2,106
NOBLE CORP PLC COM G65431101 3,730 630,020 SH   DFND 2 0 630,020 0
NOBLE CORP PLC COM G65431101 30 5,138 SH   DFND 16 0 0 5,138
NOMAD FOODS LTD COM G6564A105 2,481 259,245 SH   DFND 2 0 259,245 0
NORDIC AMERICAN TANKERS LTD COM G65773106 14 1,683 SH   DFND 2 0 1,683 0
NORDIC AMERICAN TANKERS LTD COM G65773106 300 35,735 SH   DFND 16 0 0 35,735
NORD ANGLIA EDUCATION INC COM G6583A102 23,567 1,011,506 SH   DFND 2 0 935,006 76,500
NORD ANGLIA EDUCATION INC COM G6583A102 2 89 SH   DFND 16 0 0 89
NORWEGIAN CRUISE LINE HOLDIN COM G66721104 60,504 1,422,592 SH   DFND 2 0 1,422,592 0
NORWEGIAN CRUISE LINE HOLDIN COM G66721104 192 4,513 SH   DFND 16 0 4,013 500
OM ASSET MANAGEMENT PLC COM G67506108 3,310 228,333 SH   DFND 2 0 228,333 0
PRE 7 1/4 PRF G68603144 386 14,147 SH   DFND 16 0 0 14,147
QUOTIENT LTD COM G73268107 8,167 1,687,077 SH   DFND 2 0 1,687,077 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 15,867 116,479 SH   DFND 2 0 116,479 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 24 175 SH   DFND 16 0 0 175
RENAISSANCERE HOLDINGS LTD PRF G7498P309 292 11,634 SH   DFND 16 0 0 11,634
ROWAN COMPANIES PLC-A COM G7665A101 6,509 344,547 SH   DFND 2 0 344,547 0
ROWAN COMPANIES PLC-A COM G7665A101 68 3,620 SH   DFND 16 0 0 3,620
SEADRILL LTD COM G7945E105 3,887 1,139,480 SH   DFND 2 0 1,139,480 0
SEADRILL LTD COM G7945E105 144 42,323 SH   DFND 16 0 5 42,318
SEAGATE TECHNOLOGY COM G7945M107 90,227 2,363,482 SH   DFND 2 0 2,363,482 0
SEAGATE TECHNOLOGY COM G7945M107 216 5,644 SH   DFND 02,03 0 5,644 0
SEAGATE TECHNOLOGY COM G7945M107 1,814 47,531 SH   DFND 16 0 20,699 26,832
PENTAIR PLC COM G7S00T104 13,751 245,258 SH   DFND 2 0 245,258 0
PENTAIR PLC COM G7S00T104 106 1,889 SH   DFND 02,03 0 1,889 0
PENTAIR PLC COM G7S00T104 0 1 SH   DFND 02,05 0 0 1
PENTAIR PLC COM G7S00T104 572 10,205 SH   DFND 16 0 0 10,205
SHIP FINANCE INTL LTD COM G81075106 59 3,990 SH   DFND 2 0 3,990 0
SHIP FINANCE INTL LTD COM G81075106 94 6,317 SH   DFND 16 0 0 6,317
SHIP FINANCE INTERNATIONAL LTD CONV BND G81075AF3 9,695 9,700,000 PRN   DFND 2 0 0 9,700,000
SIGNET JEWELERS LTD COM G81276100 7,729 81,985 SH   DFND 2 0 81,985 0
SIGNET JEWELERS LTD COM G81276100 110 1,167 SH   DFND 02,03 0 1,167 0
SIGNET JEWELERS LTD COM G81276100 1,286 13,649 SH   DFND 16 0 12,282 1,367
STERIS PLC COM G84720104 15,127 224,464 SH   DFND 2 0 224,464 0
STERIS PLC COM G84720104 321 4,765 SH   DFND 16 0 4,378 387
TEXTAINER GROUP HOLDINGS LTD COM G8766E109 2,127 285,646 SH   DFND 2 0 285,646 0
TEXTAINER GROUP HOLDINGS LTD COM G8766E109 0 1 SH   DFND 16 0 0 1
TRAVELPORT WORLDWIDE LTD COM G9019D104 86,212 6,114,348 SH   DFND 2 0 6,055,440 58,908
TSAKOS ENERGY NAVIGATION LTD COM G9108L108 1 280 SH   DFND 2 0 280 0
TSAKOS ENERGY NAVIGATION LTD COM G9108L108 84 17,895 SH   DFND 16 0 0 17,895
VALIDUS HOLDINGS LTD COM G9319H102 19,225 349,469 SH   DFND 2 0 349,469 0
VALIDUS HOLDINGS LTD COM G9319H102 238 4,329 SH   DFND 16 0 3,989 340
GOLAR LNG LTD COM G9456A100 1,750 76,111 SH   DFND 2 0 76,111 0
GOLAR LNG LTD COM G9456A100 61 2,648 SH   DFND 16 0 53 2,595
WHITE MOUNTAINS INSURANCE GP COM G9618E107 16,547 19,793 SH   DFND 2 0 19,793 0
WHITE MOUNTAINS INSURANCE GP COM G9618E107 33 40 SH   DFND 16 0 0 40
WILLIS TOWERS WATSON PLC COM G96629103 9,284 75,908 SH   DFND 2 0 75,908 0
WILLIS TOWERS WATSON PLC COM G96629103 178 1,458 SH   DFND 02,03 0 1,458 0
WILLIS TOWERS WATSON PLC COM G96629103 62,390 510,229 SH   DFND 10 0 510,229 0
WILLIS TOWERS WATSON PLC COM G96629103 441 3,625 SH   DFND 16 0 2,896 729
PERRIGO CO PLC COM G97822103 3,822 45,922 SH   DFND 2 0 45,922 0
PERRIGO CO PLC COM G97822103 135 1,617 SH   DFND 02,03 0 1,617 0
PERRIGO CO PLC COM G97822103 88 1,047 SH   DFND 16 0 175 872
XL GROUP LTD COM G98294104 15,513 416,057 SH   DFND 2 0 416,057 0
XL GROUP LTD COM G98294104 113 3,044 SH   DFND 02,03 0 3,044 0
XL GROUP LTD COM G98294104 85 2,273 SH   DFND 16 0 622 1,651
ALLIED WORLD ASSURANCE CO COM H01531104 4,163 77,509 SH   DFND 2 0 77,509 0
ALLIED WORLD ASSURANCE CO COM H01531104 98 1,817 SH   DFND 16 0 0 1,817
CHUBB LTD COM H1467J104 352,931 2,670,858 SH   DFND 2 0 2,657,069 13,789
CHUBB LTD COM H1467J104 804 6,090 SH   DFND 02,03 0 6,090 0
CHUBB LTD COM H1467J104 46,549 352,211 SH   DFND 10 0 352,211 0
CHUBB LTD COM H1467J104 74,541 561,980 SH   DFND 16 0 62,777 499,203
GARMIN LTD COM H2906T109 3,240 66,841 SH   DFND 2 0 66,841 0
GARMIN LTD COM H2906T109 63 1,302 SH   DFND 02,03 0 1,302 0
GARMIN LTD COM H2906T109 130 2,673 SH   DFND 16 0 0 2,673
UBS GROUP AG-REG COM H42097107 1,917 122,347 SH   DFND 2 0 122,347 0
UBS GROUP AG-REG COM H42097107 6,653 424,025 SH   DFND 16 0 37,949 386,076
LOGITECH INTERNATIONAL-REG COM H50430232 197 7,938 SH   DFND 2 0 7,938 0
LOGITECH INTERNATIONAL-REG COM H50430232 69 2,770 SH   DFND 16 0 0 2,770
TE CONNECTIVITY LTD COM H84989104 36,135 521,556 SH   DFND 2 0 521,556 0
TE CONNECTIVITY LTD COM H84989104 279 4,021 SH   DFND 02,03 0 4,021 0
TE CONNECTIVITY LTD COM H84989104 0 7 SH   DFND 02,05 0 0 7
TE CONNECTIVITY LTD COM H84989104 42,267 610,112 SH   DFND 10 0 610,112 0
TE CONNECTIVITY LTD COM H84989104 1,202 17,349 SH   DFND 16 0 11,019 6,330
TRANSOCEAN LTD COM H8817H100 3,942 267,463 SH   DFND 2 0 267,463 0
TRANSOCEAN LTD COM H8817H100 65 4,400 SH   DFND 02,03 0 4,400 0
TRANSOCEAN LTD COM H8817H100 722 48,962 SH   DFND 16 0 0 48,962
ADECOAGRO SA COM L00849106 7,392 712,828 SH   DFND 10 0 712,828 0
ATENTO SA COM L0427L105 4,010 527,715 SH   DFND 2 0 516,645 11,070
ATENTO SA COM L0427L105 984 129,515 SH   DFND 02,10 0 129,515 0
GLOBANT SA COM L44385109 8,342 250,155 SH   DFND 2 0 242,800 7,355
GLOBANT SA COM L44385109 1,121 33,617 SH   DFND 02,10 0 33,617 0
GLOBANT SA COM L44385109 10 300 SH   DFND 16 0 0 300
MILLICOM INTL CELLULAR-SDR GDR L6388F995 980 22,938 SH   DFND 2 0 0 22,938
ORION ENGINEERED CARBONS SA COM L72967109 21,992 1,166,765 SH   DFND 2 0 1,084,965 81,800
TRINSEO SA COM L9340P101 10,343 174,418 SH   DFND 2 0 174,418 0
TRINSEO SA COM L9340P101 310 5,231 SH   DFND 16 0 0 5,231
CHECK POINT SOFTWARE TECH COM M22465104 75,128 889,520 SH   DFND 2 0 881,186 8,334
CHECK POINT SOFTWARE TECH COM M22465104 38,506 454,720 SH   DFND 16 0 16,190 438,530
CYBERARK SOFTWARE LTD/ISRAEL COM M2682V108 43,679 959,955 SH   DFND 2 0 949,481 10,474
CYBERARK SOFTWARE LTD/ISRAEL COM M2682V108 156 3,435 SH   DFND 16 0 0 3,435
ELBIT SYSTEMS LTD COM M3760D101 464 4,559 SH   DFND 16 0 3,998 561
MELLANOX TECHNOLOGIES LTD COM M51363113 55,981 1,368,721 SH   DFND 2 0 1,338,721 30,000
MELLANOX TECHNOLOGIES LTD COM M51363113 44 1,067 SH   DFND 16 0 0 1,067
ITURAN LOCATION AND CONTROL COM M6158M104 2,455 92,631 SH   DFND 2 0 92,631 0
MAGICJACK VOCALTEC LTD COM M6787E101 2,426 354,174 SH   DFND 2 0 354,174 0
ORBOTECH LTD COM M75253100 19,931 596,587 SH   DFND 2 0 578,787 17,800
ORBOTECH LTD COM M75253100 40 1,205 SH   DFND 16 0 0 1,205
STRATASYS LTD COM M85548101 3,938 238,162 SH   DFND 2 0 238,162 0
STRATASYS LTD COM M85548101 287 17,372 SH   DFND 16 0 0 17,372
SYNERON MEDICAL LTD COM M87245102 2,793 332,497 SH   DFND 2 0 332,497 0
SYNERON MEDICAL LTD COM M87245102 122 14,000 SH   DFND 16 0 0 14,000
TOWER SEMICONDUCTOR LTD COM M87915274 18,657 980,400 SH   DFND 2 0 937,918 42,482
TOWER SEMICONDUCTOR LTD COM M87915274 23 1,220 SH   DFND 16 0 0 1,220
SODASTREAM INTERNATIONAL LTD COM M9068E105 4,508 114,204 SH   DFND 2 0 114,204 0
SODASTREAM INTERNATIONAL LTD COM M9068E105 358 9,058 SH   DFND 16 0 0 9,058
AERCAP HOLDINGS NV COM N00985106 6,896 165,736 SH   DFND 2 0 165,736 0
AERCAP HOLDINGS NV COM N00985106 1,206 28,983 SH   DFND 16 0 18,384 10,599
ARCADIS NV COM N0605M147 309 21,986 SH   DFND 16 0 0 21,986
ASML HOLDING NV-NY REG SHS COM N07059210 6,688 59,601 SH   DFND 2 0 0 59,601
ASML HOLDING NV-NY REG SHS COM N07059210 889 7,914 SH   DFND 16 0 0 7,914
CNH INDUSTRIAL NV COM N20944109 86 9,915 SH   DFND 2 0 9,915 0
CNH INDUSTRIAL NV COM N20944109 23 2,646 SH   DFND 16 0 0 2,646
CORE LABORATORIES N.V. COM N22717107 3,133 26,109 SH   DFND 2 0 26,109 0
CORE LABORATORIES N.V. COM N22717107 1,248 10,398 SH   DFND 10 0 10,398 0
CORE LABORATORIES N.V. COM N22717107 360 3,002 SH   DFND 16 0 1,974 1,028
FIAT CHRYSLER AUTOMOBILES NV COM N31738102 32 3,528 SH   DFND 2 0 3,528 0
FIAT CHRYSLER AUTOMOBILES NV COM N31738102 246 26,998 SH   DFND 16 0 0 26,998
FRANK'S INTERNATIONAL NV COM N33462107 1,180 95,849 SH   DFND 2 0 95,849 0
FRANK'S INTERNATIONAL NV COM N33462107 401 32,606 SH   DFND 16 0 32,051 555
INTERXION HOLDING NV COM N47279109 6,169 175,901 SH   DFND 2 0 175,901 0
INTERXION HOLDING NV COM N47279109 410 11,697 SH   DFND 16 0 11,001 696
MOBILEYE NV COM N51488117 389,707 10,222,988 SH   DFND 2 0 8,941,738 1,281,250
MOBILEYE NV COM N51488117 9,565 250,912 SH   DFND 02,03 0 250,912 0
MOBILEYE NV COM N51488117 7,436 195,080 SH   DFND 10 0 195,080 0
MOBILEYE NV COM N51488117 1,868 49,023 SH   DFND 16 0 39,148 9,875
LYONDELLBASELL INDU-CL A COM N53745100 378,685 4,414,565 SH   DFND 2 0 3,514,082 900,483
LYONDELLBASELL INDU-CL A COM N53745100 372 4,334 SH   DFND 02,03 0 4,334 0
LYONDELLBASELL INDU-CL A COM N53745100 1,389 16,188 SH   DFND 02,04 0 0 16,188
LYONDELLBASELL INDU-CL A COM N53745100 1,960 22,852 SH   DFND 02,05 0 0 22,852
LYONDELLBASELL INDU-CL A COM N53745100 79,918 931,649 SH   DFND 10 0 931,649 0
LYONDELLBASELL INDU-CL A COM N53745100 13,778 160,722 SH   DFND 16 0 128,162 32,560
MYLAN NV COM N59465109 8,498 222,716 SH   DFND 2 0 222,716 0
MYLAN NV COM N59465109 198 5,197 SH   DFND 02,03 0 5,197 0
MYLAN NV COM N59465109 1,936 50,756 SH   DFND 16 0 7 50,749
NXP SEMICONDUCTORS NV COM N6596X109 342,650 3,496,070 SH   DFND 2 0 3,471,403 24,667
NXP SEMICONDUCTORS NV COM N6596X109 135 1,375 SH   DFND 02,03 0 1,375 0
NXP SEMICONDUCTORS NV COM N6596X109 11,125 112,555 SH   DFND 16 0 41,037 71,517
ORTHOFIX INTERNATIONAL NV COM N6748L102 12,409 342,945 SH   DFND 2 0 342,945 0
PATHEON NV COM N6865W105 20,561 716,166 SH   DFND 2 0 661,766 54,400
PATHEON NV COM N6865W105 14,527 505,640 SH   DFND 10 0 505,640 0
PROSENSA HLDGS CVR COM N71CVR992 0 16,099 SH   DFND 2 0 0 16,099
SENSATA TECHNOLOGIES HOLDING COM N7902X106 37,421 960,758 SH   DFND 2 0 960,758 0
SENSATA TECHNOLOGIES HOLDING COM N7902X106 2,773 71,189 SH   DFND 10 0 71,189 0
SENSATA TECHNOLOGIES HOLDING COM N7902X106 912 23,416 SH   DFND 16 0 21,057 2,359
WRIGHT MEDICAL GROUP NV COM N96617118 26,905 1,170,822 SH   DFND 2 0 1,076,822 94,000
WRIGHT MEDICAL GROUP NV COM N96617118 156 6,799 SH   DFND 16 0 0 6,799
YANDEX NV-A COM N97284108 28,740 1,427,750 SH   DFND 2 0 1,386,476 41,274
YANDEX NV-A COM N97284108 8,500 422,275 SH   DFND 02,10 0 422,275 0
YANDEX NV-A COM N97284108 9,484 471,145 SH   DFND 10 0 471,145 0
YANDEX NV-A COM N97284108 393 19,531 SH   DFND 16 0 0 19,531
BANCO LATINOAMERICANO COME-E COM P16994132 5,787 196,580 SH   DFND 2 0 196,580 0
BANCO LATINOAMERICANO COME-E COM P16994132 41 1,400 SH   DFND 16 0 0 1,400
COPA HOLDINGS SA-CLASS A COM P31076105 524 5,768 SH   DFND 2 0 0 5,768
COPA HOLDINGS SA-CLASS A COM P31076105 87 953 SH   DFND 16 0 0 953
PRIMA BIOMED LTD COM Q7750W108 1 20,000 SH   DFND 16 0 0 20,000
TRONOX LTD-CL A COM Q9235V101 8,397 814,493 SH   DFND 2 0 814,493 0
ALERIS INTERNATIONAL INC COM U01995148 617 20,554 SH   DFND 2 0 0 20,554
ALERIS INTERNATIONAL INC COM U01995148 161 5,356 SH   DFND 02,04 0 0 5,356
MEDIANEWS GROUP COM U58991834 328 13,008 SH   DFND 2 0 0 13,008
MEDIANEWS GROUP COM U58991834 69 2,748 SH   DFND 02,04 0 0 2,748
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 134,348 1,637,451 SH   DFND 2 0 1,548,867 88,584
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1,740 21,215 SH   DFND 02,03 0 21,215 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 2,617 31,891 SH   DFND 16 0 16,698 15,193
VARDE FUND V LP LP VARVLP009 5 30,000,000 SH   DFND 2 0 0 30,000,000
AEGEAN MARINE PETROLEUM NETW COM Y0017S102 16,396 1,615,352 SH   DFND 2 0 1,502,852 112,500
BROADCOM LTD COM Y09827109 1,111,329 6,286,845 SH   DFND 2 0 6,091,612 195,233
BROADCOM LTD COM Y09827109 6,493 36,732 SH   DFND 02,03 0 36,732 0
BROADCOM LTD COM Y09827109 7,527 42,583 SH   DFND 02,10 0 42,583 0
BROADCOM LTD COM Y09827109 178,630 1,010,352 SH   DFND 10 0 995,644 14,708
BROADCOM LTD COM Y09827109 9,417 53,231 SH   DFND 16 0 26,306 26,926
FLEX LTD COM Y2573F102 14,279 993,765 SH   DFND 2 0 993,765 0
FLEX LTD COM Y2573F102 2,722 189,405 SH   DFND 16 0 42,735 146,670
TEEKAY TANKERS LTD-CLASS A COM Y8565N102 123 54,496 SH   DFND 16 0 0 54,496