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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
1ST SOURCE CORP COM 336901103 8,939 180,760 SH   DFND 1,5 0 0 180,760
2U INC COM 90214J101 1,206 18,700 SH   DFND 1 18,700 0 0
2U INC COM 90214J101 376,484 5,836,053 SH   DFND 1,5 514,820 0 5,321,233
2U INC COM 90214J101 14,199 220,100 SH   DFND 6 220,100 0 0
2U INC COM 90214J101 5,068 78,558 SH   DFND 7 78,558 0 0
2U INC COM 90214J101 90,245 1,398,935 SH   DFND 11 1,398,935 0 0
3M CO COM 88579Y101 596 2,534 SH   DFND 1 2,534 0 0
3M CO COM 88579Y101 1,965,851 8,352,172 SH   DFND 1,5 1,209,962 0 7,142,210
3M CO COM 88579Y101 74,314 315,733 SH   DFND 3 315,733 0 0
3M CO COM 88579Y101 1,940 8,244 SH   DFND 6 8,244 0 0
3M CO COM 88579Y101 7,551 32,083 SH   DFND 7 28,983 0 3,100
58 COM INC SPON ADR REP A 31680Q104 503,837 7,039,775 SH   DFND 1,5 178,762 0 6,861,013
58 COM INC SPON ADR REP A 31680Q104 108,217 1,512,051 SH   DFND 1,9 46,901 0 1,465,150
58 COM INC SPON ADR REP A 31680Q104 4,830 67,487 SH   DFND 7 67,487 0 0
AAR CORP COM 000361105 7,269 185,000 SH   DFND 1,5 0 0 185,000
AARONS INC COM PAR $0.50 002535300 171,699 4,308,639 SH   DFND 1,5 11,421 0 4,297,218
ABB LTD SPONSORED ADR 000375204 3,220 120,073 SH   DFND 3 120,073 0 0
ABBOTT LABS COM 002824100 652,124 11,426,737 SH   DFND 1,5 386,014 0 11,040,723
ABBOTT LABS COM 002824100 46,274 810,821 SH   DFND 3 810,821 0 0
ABBOTT LABS COM 002824100 1,438 25,200 SH   DFND 7 25,200 0 0
ABBVIE INC COM 00287Y109 1,364,169 14,105,771 SH   DFND 1,5 1,410,151 0 12,695,620
ABBVIE INC COM 00287Y109 72,474 749,396 SH   DFND 3 749,396 0 0
ABBVIE INC COM 00287Y109 4,793 49,564 SH   DFND 7 49,564 0 0
ABEONA THERAPEUTICS INC COM 00289Y107 60,921 3,843,591 SH   DFND 1,5 0 0 3,843,591
ABEONA THERAPEUTICS INC COM 00289Y107 951 60,000 SH   DFND 7 60,000 0 0
ABERCROMBIE & FITCH CO CL A 002896207 103,551 5,940,978 SH   DFND 1,5 656,491 0 5,284,487
ABIOMED INC COM 003654100 49,951 266,533 SH   DFND 1,5 100 0 266,433
ABIOMED INC COM 003654100 250 1,333 SH   DFND 3 1,333 0 0
ABLYNX NV SPONSORED ADR 00372Y105 32,588 1,304,035 SH   DFND 1,5 0 0 1,304,035
ABLYNX NV SPONSORED ADR 00372Y105 1,624 65,000 SH   DFND 7 65,000 0 0
ABM INDS INC COM 000957100 47,136 1,249,623 SH   DFND 6 1,249,623 0 0
ABM INDS INC COM 000957100 13,898 368,441 SH   DFND 7 334,141 0 34,300
ABRAXAS PETE CORP COM 003830106 1,469 597,100 SH   DFND 1,5 0 0 597,100
AC IMMUNE SA SHS H00263105 52,844 4,128,452 SH   DFND 1,5 24,050 0 4,104,402
AC IMMUNE SA SHS H00263105 472 36,900 SH   DFND 6 36,900 0 0
AC IMMUNE SA SHS H00263105 768 60,000 SH   DFND 7 60,000 0 0
AC IMMUNE SA SHS H00263105 15,874 1,240,187 SH   DFND 11 1,240,187 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 24,878 686,670 SH   DFND 1,5 0 0 686,670
ACACIA COMMUNICATIONS INC COM 00401C108 7,612 210,100 SH   DFND 1,9 0 0 210,100
ACACIA RESH CORP ACACIA TCH COM 003881307 247 60,900 SH   DFND 1,5 0 0 60,900
ACADIA HEALTHCARE COMPANY IN COM 00404A109 26,567 814,200 SH   DFND 1,5 42,400 0 771,800
ACADIA HEALTHCARE COMPANY IN COM 00404A109 21,233 650,730 SH   DFND 6 650,730 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 8,102 248,300 SH   DFND 7 208,200 0 40,100
ACADIA PHARMACEUTICALS INC COM 004225108 560,568 18,617,345 SH   DFND 1,5 4,231,675 0 14,385,670
ACADIA PHARMACEUTICALS INC COM 004225108 406 13,500 SH   DFND 6 13,500 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 105,501 3,856,017 SH   DFND 1 3,856,017 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 211,539 7,731,699 SH   DFND 1,5 35,070 0 7,696,629
ACADIA RLTY TR COM SH BEN INT 004239109 5,726 209,300 SH   DFND 6 209,300 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 1,757 64,200 SH   DFND 7 0 0 64,200
ACCELERATE DIAGNOSTICS INC COM 00430H102 4,599 175,525 SH   DFND 6 175,525 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 1,755 67,000 SH   DFND 7 67,000 0 0
ACCELERON PHARMA INC COM 00434H108 155,888 3,673,144 SH   DFND 1,5 5,657 0 3,667,487
ACCELERON PHARMA INC COM 00434H108 24,266 571,775 SH   DFND 6 571,775 0 0
ACCELERON PHARMA INC COM 00434H108 6,748 159,000 SH   DFND 7 159,000 0 0
ACCELERON PHARMA INC COM 00434H108 29,813 702,468 SH   DFND 11 702,468 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 536,057 3,501,583 SH   DFND 1,5 333,889 0 3,167,694
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 45,915 299,919 SH   DFND 3 299,919 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 2,085 13,621 SH   DFND 6 13,621 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 12,508 81,706 SH   DFND 7 51,588 0 30,118
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 32,088 209,600 SH   DFND 11 209,600 0 0
ACCESS NATL CORP COM 004337101 1,567 56,270 SH   DFND 1,5 825 0 55,445
ACHAOGEN INC COM 004449104 34,190 3,183,457 SH   DFND 1,5 19,843 0 3,163,614
ACHAOGEN INC COM 004449104 15,207 1,415,926 SH   DFND 6 1,415,926 0 0
ACHAOGEN INC COM 004449104 4,596 427,910 SH   DFND 7 374,110 0 53,800
ACHILLION PHARMACEUTICALS IN COM 00448Q201 4,179 1,451,164 SH   DFND 1,5 683 0 1,450,481
ACLARIS THERAPEUTICS INC COM 00461U105 37,505 1,520,885 SH   DFND 1,5 4,900 0 1,515,985
ACLARIS THERAPEUTICS INC COM 00461U105 7,681 311,474 SH   DFND 4 311,474 0 0
ACLARIS THERAPEUTICS INC COM 00461U105 12,135 492,100 SH   DFND 6 492,100 0 0
ACLARIS THERAPEUTICS INC COM 00461U105 8,513 345,200 SH   DFND 7 279,800 0 65,400
ACME UTD CORP COM 004816104 1,521 65,000 SH   DFND 11 65,000 0 0
ACNB CORP COM 000868109 3,880 131,291 SH   DFND 1,5 15,106 0 116,185
ACORDA THERAPEUTICS INC COM 00484M106 125,166 5,835,268 SH   DFND 1,5 446 0 5,834,822
ACTIVISION BLIZZARD INC COM 00507V109 214 3,376 SH   DFND 1 3,376 0 0
ACTIVISION BLIZZARD INC COM 00507V109 5,895,579 93,107,698 SH   DFND 1,5 11,365,738 0 81,741,960
ACTIVISION BLIZZARD INC COM 00507V109 175,879 2,777,629 SH   DFND 1,9 0 0 2,777,629
ACTIVISION BLIZZARD INC COM 00507V109 15,118 238,754 SH   DFND 3 238,754 0 0
ACTIVISION BLIZZARD INC COM 00507V109 30,599 483,245 SH   DFND 6 483,245 0 0
ACTIVISION BLIZZARD INC COM 00507V109 10,449 165,021 SH   DFND 7 165,021 0 0
ACTUA CORP COM 005094107 76,570 4,908,352 SH   DFND 1,5 1,522,700 0 3,385,652
ACUITY BRANDS INC COM 00508Y102 205,265 1,166,277 SH   DFND 1,5 100 0 1,166,177
ACUITY BRANDS INC COM 00508Y102 670 3,804 SH   DFND 3 3,804 0 0
ACUITY BRANDS INC COM 00508Y102 5,069 28,800 SH   DFND 6 28,800 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 51,832 1,529,404 SH   DFND 1,5 2,900 0 1,526,504
ADAMS RES & ENERGY INC COM NEW 006351308 8,292 190,614 SH   DFND 1,5 42,256 0 148,358
ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 20,391 3,052,476 SH   DFND 1,5 0 0 3,052,476
ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 10,546 1,578,783 SH   DFND 4 1,578,783 0 0
ADDUS HOMECARE CORP COM 006739106 18,587 534,100 SH   DFND 6 534,100 0 0
ADDUS HOMECARE CORP COM 006739106 6,344 182,308 SH   DFND 7 182,308 0 0
ADECOAGRO S A COM L00849106 1,691 163,500 SH   DFND 1,5 0 0 163,500
ADIENT PLC ORD SHS G0084W101 57,645 732,468 SH   DFND 1,5 89,215 0 643,253
ADMA BIOLOGICS INC COM 000899104 894 278,600 SH   DFND 1,5 0 0 278,600
ADOBE SYS INC COM 00724F101 1,725 9,841 SH   DFND 1 9,841 0 0
ADOBE SYS INC COM 00724F101 5,958,953 34,004,528 SH   DFND 1,5 3,477,003 0 30,527,525
ADOBE SYS INC COM 00724F101 87,669 500,282 SH   DFND 1,9 314 0 499,968
ADOBE SYS INC COM 00724F101 56,496 322,391 SH   DFND 3 322,391 0 0
ADOBE SYS INC COM 00724F101 39,323 224,396 SH   DFND 6 224,396 0 0
ADOBE SYS INC COM 00724F101 89,323 509,720 SH   DFND 7 374,983 0 134,737
ADOBE SYS INC COM 00724F101 7,253 41,390 SH   DFND 11 41,390 0 0
ADTALEM GLOBAL ED INC COM 00737L103 73,773 1,754,423 SH   DFND 1,5 144,810 0 1,609,613
ADTALEM GLOBAL ED INC COM 00737L103 16,025 381,100 SH   DFND 6 381,100 0 0
ADTALEM GLOBAL ED INC COM 00737L103 1,030 24,500 SH   DFND 7 24,500 0 0
ADTALEM GLOBAL ED INC COM 00737L103 10,513 250,000 SH   DFND 11 250,000 0 0
ADTRAN INC COM 00738A106 6,977 360,582 SH   DFND 1,5 23,709 0 336,873
ADURO BIOTECH INC COM 00739L101 16,068 2,142,459 SH   DFND 1,5 0 0 2,142,459
ADVANCE AUTO PARTS INC COM 00751Y106 15,392 154,400 SH   DFND 1,5 0 0 154,400
ADVANCE AUTO PARTS INC COM 00751Y106 2,068 20,746 SH   DFND 3 20,746 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 36,766 368,800 SH   DFND 11 368,800 0 0
ADVANCED ACCELERATOR APPLIC SPONSORED ADS 00790T100 42,307 518,336 SH   DFND 1,5 217 0 518,119
ADVANCED ACCELERATOR APPLIC SPONSORED ADS 00790T100 299,954 3,675,000 SH   DFND 11 3,675,000 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 81,068 3,386,300 SH   DFND 1,5 0 0 3,386,300
ADVANCED DISP SVCS INC DEL COM 00790X101 45,117 1,884,580 SH   DFND 6 1,884,580 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 13,783 575,741 SH   DFND 7 526,541 0 49,200
ADVANCED ENERGY INDS COM 007973100 694 10,280 SH   DFND 1,5 100 0 10,180
ADVANCED MICRO DEVICES INC COM 007903107 71,067 6,913,152 SH   DFND 1,5 1,282,300 0 5,630,852
ADVANCED MICRO DEVICES INC COM 007903107 94,166 9,160,088 SH   DFND 1,9 0 0 9,160,088
ADVANCED MICRO DEVICES INC COM 007903107 376 36,600 SH   DFND 6 36,600 0 0
ADVANCED MICRO DEVICES INC COM 007903107 5,374 522,800 SH   DFND 7 522,800 0 0
ADVANCED MICRO DEVICES INC COM 007903107 200,173 19,472,126 SH   DFND 11 19,472,126 0 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 5,568 859,300 SH   DFND 1,5 0 0 859,300
ADVANTAGE OIL & GAS LTD COM 00765F101 3,179 740,000 SH   DFND 1,5 0 0 740,000
ADVANTAGE OIL & GAS LTD COM 00765F101 247 57,500 SH   DFND 6 57,500 0 0
ADVANTAGE OIL & GAS LTD COM 00765F101 494 115,100 SH   DFND 7 73,000 0 42,100
ADVAXIS INC COM NEW 007624208 1,540 542,230 SH   DFND 1,5 250 0 541,980
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 1,925 550,086 SH   DFND 1,5 0 0 550,086
AECOM COM 00766T100 862,378 23,213,395 SH   DFND 1,5 1,092,804 0 22,120,591
AECOM COM 00766T100 5,885 158,400 SH   DFND 11 158,400 0 0
AEGEAN MARINE PETE NETWORK I NOTE 4.000%11/0 Y0020QAA9 57 60,000 PRN   DFND   0 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 5,759 1,339,391 SH   DFND 6 1,339,391 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 2,119 492,728 SH   DFND 7 492,728 0 0
AERCAP HOLDINGS NV SHS N00985106 11,942 226,991 SH   DFND 1 226,991 0 0
AERCAP HOLDINGS NV SHS N00985106 255,530 4,857,069 SH   DFND 1,5 322,782 0 4,534,287
AERCAP HOLDINGS NV SHS N00985106 1,554 29,534 SH   DFND 3 29,534 0 0
AERCAP HOLDINGS NV SHS N00985106 3,172 60,300 SH   DFND 6 60,300 0 0
AERCAP HOLDINGS NV SHS N00985106 581 11,047 SH   DFND 7 11,047 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 20,148 337,198 SH   DFND 1,5 0 0 337,198
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 20,536 14,910,000 PRN   DFND 1,5 0 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 50,912 1,631,788 SH   DFND 1,5 41,045 0 1,590,743
AES CORP COM 00130H105 308 28,400 SH   DFND 1 28,400 0 0
AES CORP COM 00130H105 437,447 40,392,172 SH   DFND 1,5 530,081 0 39,862,091
AES CORP COM 00130H105 3,076 283,981 SH   DFND 3 283,981 0 0
AES CORP COM 00130H105 7,417 684,858 SH   DFND 6 684,858 0 0
AES CORP COM 00130H105 23,069 2,130,100 SH   DFND 7 1,023,300 0 1,106,800
AETNA INC NEW COM 00817Y108 1,663,110 9,219,523 SH   DFND 1,5 780,829 0 8,438,694
AETNA INC NEW COM 00817Y108 27,221 150,900 SH   DFND 3 150,900 0 0
AETNA INC NEW COM 00817Y108 9,056 50,200 SH   DFND 6 50,200 0 0
AETNA INC NEW COM 00817Y108 4,575 25,361 SH   DFND 7 10,000 0 15,361
AFFILIATED MANAGERS GROUP COM 008252108 231,021 1,125,560 SH   DFND 1,5 122 0 1,125,438
AFFILIATED MANAGERS GROUP COM 008252108 8,949 43,602 SH   DFND 3 43,602 0 0
AFFILIATED MANAGERS GROUP COM 008252108 3,736 18,200 SH   DFND 7 18,200 0 0
AFLAC INC COM 001055102 574,596 6,545,859 SH   DFND 1,5 496,685 0 6,049,174
AFLAC INC COM 001055102 28,283 322,206 SH   DFND 3 322,206 0 0
AFLAC INC COM 001055102 5,938 67,651 SH   DFND 6 50,007 0 17,644
AFLAC INC COM 001055102 12,044 137,202 SH   DFND 7 137,202 0 0
AG MTG INVT TR INC COM 001228105 5,409 284,520 SH   DFND 1,5 320 0 284,200
AGCO CORP COM 001084102 142,894 2,000,474 SH   DFND 1,5 993 0 1,999,481
AGENUS INC COM NEW 00847G705 3,555 1,090,578 SH   DFND 1,5 0 0 1,090,578
AGILENT TECHNOLOGIES INC COM 00846U101 987,406 14,744,008 SH   DFND 1,5 415,908 0 14,328,100
AGILENT TECHNOLOGIES INC COM 00846U101 4,389 65,533 SH   DFND 3 65,533 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 17,274 257,930 SH   DFND 6 257,930 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 41,076 613,350 SH   DFND 7 509,550 0 103,800
AGILENT TECHNOLOGIES INC COM 00846U101 26,433 394,700 SH   DFND 11 394,700 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 417,464 7,302,143 SH   DFND 1,5 1,417,875 0 5,884,268
AGIOS PHARMACEUTICALS INC COM 00847X104 434 7,600 SH   DFND 6 7,600 0 0
AGNC INVT CORP COM 00123Q104 135,985 6,735,264 SH   DFND 1,5 2,741 0 6,732,523
AGNC INVT CORP COM 00123Q104 2,477 122,662 SH   DFND 3 122,662 0 0
AGNC INVT CORP COM 00123Q104 9,677 479,300 SH   DFND 6 479,300 0 0
AGNC INVT CORP COM 00123Q104 4,997 247,508 SH   DFND 7 239,608 0 7,900
AGNICO EAGLE MINES LTD COM 008474108 114,601 2,481,971 SH   DFND 1,5 0 0 2,481,971
AGNICO EAGLE MINES LTD COM 008474108 9,468 205,052 SH   DFND 6 139,852 0 65,200
AGNICO EAGLE MINES LTD COM 008474108 13,490 292,155 SH   DFND 7 236,255 0 55,900
AGNICO EAGLE MINES LTD COM 008474108 356,772 7,726,792 SH   DFND 11 6,687,592 0 1,039,200
AGNICO EAGLE MINES LTD COM 008474108 286 6,200 SH   DFND   6,200 0 0
AGREE REALTY CORP COM 008492100 11,480 223,173 SH   DFND 1,5 25,000 0 198,173
AGREE REALTY CORP COM 008492100 7,865 152,887 SH   DFND 6 152,887 0 0
AGREE REALTY CORP COM 008492100 3,355 65,223 SH   DFND 7 19,123 0 46,100
AGRIUM INC COM 008916108 156,766 1,362,949 SH   DFND 1,5 1,536 0 1,361,413
AGRIUM INC COM 008916108 1,225 10,650 SH   DFND 7 10,650 0 0
AGRIUM INC COM 008916108 174,499 1,517,117 SH   DFND 11 984,187 0 532,930
AGRIUM INC COM 008916108 506 4,401 SH   DFND   4,401 0 0
AGROFRESH SOLUTIONS COM 00856G109 2,908 392,967 SH   DFND 1,5 0 0 392,967
AIMMUNE THERAPEUTICS INC COM 00900T107 82,569 2,183,216 SH   DFND 1,5 15,543 0 2,167,673
AIMMUNE THERAPEUTICS INC COM 00900T107 379 10,024 SH   DFND 3 10,024 0 0
AIMMUNE THERAPEUTICS INC COM 00900T107 10,605 280,400 SH   DFND 6 280,400 0 0
AIMMUNE THERAPEUTICS INC COM 00900T107 3,646 96,400 SH   DFND 7 96,400 0 0
AIR LEASE CORP CL A 00912X302 195,558 4,066,502 SH   DFND 1,5 192,079 0 3,874,423
AIR LEASE CORP CL A 00912X302 6,406 133,203 SH   DFND 3 133,203 0 0
AIR PRODS & CHEMS INC COM 009158106 387,530 2,361,835 SH   DFND 1,5 275,967 0 2,085,868
AIR PRODS & CHEMS INC COM 009158106 22,426 136,678 SH   DFND 3 136,678 0 0
AIR T INC COM 009207101 5,702 231,314 SH   DFND 1,5 27,493 0 203,821
AIR TRANSPORT SERVICES GRP I COM 00922R105 48,069 2,077,327 SH   DFND 1,5 0 0 2,077,327
AIR TRANSPORT SERVICES GRP I COM 00922R105 13,065 564,609 SH   DFND 6 564,609 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 4,897 211,646 SH   DFND 7 211,646 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 30,404 30,215,000 PRN   DFND 1,5 0 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 582,564 8,957,018 SH   DFND 1,5 417,485 0 8,539,533
AKAMAI TECHNOLOGIES INC COM 00971T101 91,984 1,414,270 SH   DFND 1,9 0 0 1,414,270
AKAMAI TECHNOLOGIES INC COM 00971T101 585 8,988 SH   DFND 3 8,988 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 3,967 61,000 SH   DFND 6 61,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 4,911 75,500 SH   DFND 7 75,500 0 0
AKCEA THERAPEUTICS INC COM 00972L107 172,149 9,916,444 SH   DFND 1,5 2,199,078 0 7,717,366
AKCEA THERAPEUTICS INC COM 00972L107 1,125 64,800 SH   DFND 6 64,800 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 12,106 814,155 SH   DFND 1,5 0 0 814,155
AKORN INC COM 009728106 3,552 110,214 SH   DFND 1,5 12,224 0 97,990
AKORN INC COM 009728106 370,903 11,508,000 SH   DFND 11 11,508,000 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 31,342 4,810,312 SH   DFND 1,5 0 0 4,810,312
ALAMOS GOLD INC NEW COM CL A 011532108 2,993 459,400 SH   DFND 6 168,700 0 290,700
ALAMOS GOLD INC NEW COM CL A 011532108 1,612 247,434 SH   DFND 7 247,434 0 0
ALARM COM HLDGS INC COM 011642105 11,496 304,539 SH   DFND 1,5 16,800 0 287,739
ALASKA AIR GROUP INC COM 011659109 68,145 927,011 SH   DFND 1,5 0 0 927,011
ALASKA AIR GROUP INC COM 011659109 1,461 19,872 SH   DFND 3 19,872 0 0
ALASKA AIR GROUP INC COM 011659109 12,886 175,290 SH   DFND 6 175,290 0 0
ALASKA AIR GROUP INC COM 011659109 4,267 58,050 SH   DFND 7 58,050 0 0
ALBEMARLE CORP COM 012653101 61,017 477,102 SH   DFND 1,5 0 0 477,102
ALBEMARLE CORP COM 012653101 1,130 8,835 SH   DFND 3 8,835 0 0
ALBEMARLE CORP COM 012653101 12,311 96,260 SH   DFND 6 96,260 0 0
ALBEMARLE CORP COM 012653101 20,306 158,780 SH   DFND 7 152,780 0 6,000
ALCOA CORP COM 013872106 66,125 1,227,489 SH   DFND 1,5 36,207 0 1,191,282
ALDER BIOPHARMACEUTICALS INC COM 014339105 20,075 1,753,239 SH   DFND 1,5 0 0 1,753,239
ALDEYRA THERAPEUTICS INC COM 01438T106 10,957 1,611,311 SH   DFND 1,5 0 0 1,611,311
ALEXANDRIA REAL ESTATE EQ IN PFD CONV SER D 015271505 8,395 227,000 SH   DFND 1,5 9,000 0 218,000
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 3,449 26,408 SH   DFND 3 26,408 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 387 3,236 SH   DFND 1 3,236 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 1,993,059 16,665,765 SH   DFND 1,5 1,001,910 0 15,663,855
ALEXION PHARMACEUTICALS INC COM 015351109 8,316 69,540 SH   DFND 3 69,540 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 42,486 355,263 SH   DFND 6 349,276 0 5,987
ALEXION PHARMACEUTICALS INC COM 015351109 69,400 580,320 SH   DFND 7 419,451 0 160,869
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,846 10,708 SH   DFND 1 10,708 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 3,193,122 18,518,367 SH   DFND 1,5 1,801,663 0 16,716,704
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,441,823 8,361,785 SH   DFND 1,9 167,752 0 8,194,033
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 84,373 489,316 SH   DFND 1,10 10,116 0 479,200
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 37,202 215,752 SH   DFND 3 215,752 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 43,918 254,700 SH   DFND 6 254,700 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 95,576 554,291 SH   DFND 7 554,291 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 8,622 50,000 SH   DFND 11 50,000 0 0
ALIGN TECHNOLOGY INC COM 016255101 94,837 426,830 SH   DFND 1,5 84,010 0 342,820
ALIGN TECHNOLOGY INC COM 016255101 984 4,427 SH   DFND 3 4,427 0 0
ALIGN TECHNOLOGY INC COM 016255101 1,155 5,200 SH   DFND 7 5,200 0 0
ALKERMES PLC SHS G01767105 1,220,620 22,302,568 SH   DFND 1,5 5,864,870 0 16,437,698
ALKERMES PLC SHS G01767105 4,663 85,200 SH   DFND 6 85,200 0 0
ALLEGHANY CORP DEL COM 017175100 4,397 7,377 SH   DFND 3 7,377 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 15,448 8,350,000 PRN   DFND 1,5 0 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 7,109 294,500 SH   DFND 1,5 0 0 294,500
ALLEGIANCE BANCSHARES INC COM 01748H107 44,548 1,183,217 SH   DFND 1,5 300 0 1,182,917
ALLEGIANT TRAVEL CO COM 01748X102 283,753 1,833,624 SH   DFND 1,5 83,600 0 1,750,024
ALLEGIANT TRAVEL CO COM 01748X102 13,162 85,054 SH   DFND 6 85,054 0 0
ALLEGIANT TRAVEL CO COM 01748X102 975 6,300 SH   DFND 7 6,300 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 313,492 3,940,318 SH   DFND 1,5 153 0 3,940,165
ALLEGION PUB LTD CO ORD SHS G0176J109 2,113 26,556 SH   DFND 3 26,556 0 0
ALLENA PHARMACEUTICALS INC COM 018119107 24,651 2,631,252 SH   DFND 1,5 0 0 2,631,252
ALLERGAN PLC SHS G0177J108 427 2,613 SH   DFND 1 2,613 0 0
ALLERGAN PLC 5.5% CNV PFD A G0177J116 16,421 28,100 SH   DFND 1 28,100 0 0
ALLERGAN PLC SHS G0177J108 1,537,817 9,401,010 SH   DFND 1,5 180,507 0 9,220,503
ALLERGAN PLC 5.5% CNV PFD A G0177J116 98,773 169,024 SH   DFND 1,5 86,369 0 82,655
ALLERGAN PLC SHS G0177J108 16,971 103,748 SH   DFND 3 103,748 0 0
ALLERGAN PLC SHS G0177J108 28,809 176,114 SH   DFND 6 176,114 0 0
ALLERGAN PLC SHS G0177J108 35,263 215,570 SH   DFND 7 101,949 0 113,621
ALLERGAN PLC SHS G0177J108 13,430 82,100 SH   DFND 11 82,100 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 298,340 1,176,976 SH   DFND 1,5 48,861 0 1,128,115
ALLIANCE DATA SYSTEMS CORP COM 018581108 3,829 15,104 SH   DFND 3 15,104 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 12,274 48,421 SH   DFND 6 48,421 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 17,480 68,961 SH   DFND 7 43,961 0 25,000
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 18,373 733,452 SH   DFND 1,5 0 0 733,452
ALLIANT ENERGY CORP COM 018802108 217,236 5,098,250 SH   DFND 1,5 245,644 0 4,852,606
ALLIANT ENERGY CORP COM 018802108 1,418 33,288 SH   DFND 3 33,288 0 0
ALLIANT ENERGY CORP COM 018802108 13,496 316,730 SH   DFND 6 316,730 0 0
ALLIANT ENERGY CORP COM 018802108 3,816 89,552 SH   DFND 7 89,552 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 603 13,992 SH   DFND 1 13,992 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 898,612 20,863,986 SH   DFND 1,5 242,274 0 20,621,712
ALLISON TRANSMISSION HLDGS I COM 01973R101 247 5,737 SH   DFND 3 5,737 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 4,773 110,818 SH   DFND 6 110,818 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 4,275 99,267 SH   DFND 7 99,267 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 7,335 170,295 SH   DFND 11 170,295 0 0
ALLOT COMMUNICATIONS LTD SHS M0854Q105 10,407 1,952,500 SH   DFND 11 1,952,500 0 0
ALLSTATE CORP COM 020002101 388,191 3,707,298 SH   DFND 1,5 60 0 3,707,238
ALLSTATE CORP COM 020002101 38,433 367,041 SH   DFND 3 367,041 0 0
ALLSTATE CORP COM 020002101 10,213 97,540 SH   DFND 6 97,540 0 0
ALLSTATE CORP COM 020002101 6,882 65,721 SH   DFND 7 58,721 0 7,000
ALLY FINL INC COM 02005N100 172,172 5,904,379 SH   DFND 1,5 12,524 0 5,891,855
ALLY FINL INC COM 02005N100 15,207 521,507 SH   DFND 3 521,507 0 0
ALMOST FAMILY INC COM 020409108 32,840 593,307 SH   DFND 1,5 59,133 0 534,174
ALMOST FAMILY INC COM 020409108 18,161 328,121 SH   DFND 6 328,121 0 0
ALMOST FAMILY INC COM 020409108 4,772 86,218 SH   DFND 7 86,218 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1,876,989 14,773,621 SH   DFND 1,5 3,165,328 0 11,608,293
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 9,656 76,000 SH   DFND 6 76,000 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 3,303 26,000 SH   DFND 7 26,000 0 0
ALON USA PARTNERS LP UT LTDPART INT 02052T109 405 23,700 SH   DFND 1,5 0 0 23,700
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 9,727 594,570 SH   DFND 1,5 0 0 594,570
ALPHABET INC CAP STK CL A 02079K305 2,605 2,473 SH   DFND 1 2,473 0 0
ALPHABET INC CAP STK CL C 02079K107 5,688 5,436 SH   DFND 1 5,436 0 0
ALPHABET INC CAP STK CL A 02079K305 16,295,579 15,469,507 SH   DFND 1,5 1,714,101 0 13,755,406
ALPHABET INC CAP STK CL C 02079K107 12,302,441 11,756,920 SH   DFND 1,5 1,174,586 0 10,582,334
ALPHABET INC CAP STK CL C 02079K107 396,499 378,917 SH   DFND 1,9 0 0 378,917
ALPHABET INC CAP STK CL A 02079K305 508,653 482,868 SH   DFND 1,9 97 0 482,771
ALPHABET INC CAP STK CL C 02079K107 1,779 1,700 SH   DFND 1,10 0 0 1,700
ALPHABET INC CAP STK CL C 02079K107 153,768 146,950 SH   DFND 3 146,950 0 0
ALPHABET INC CAP STK CL A 02079K305 222,315 211,045 SH   DFND 3 211,045 0 0
ALPHABET INC CAP STK CL C 02079K107 48,246 46,107 SH   DFND 6 46,107 0 0
ALPHABET INC CAP STK CL A 02079K305 222,527 211,246 SH   DFND 6 209,830 0 1,416
ALPHABET INC CAP STK CL C 02079K107 120,521 115,177 SH   DFND 7 60,612 0 54,565
ALPHABET INC CAP STK CL A 02079K305 226,222 214,754 SH   DFND 7 158,989 0 55,765
ALPHABET INC CAP STK CL C 02079K107 211,876 202,481 SH   DFND 11 202,481 0 0
ALPHABET INC CAP STK CL A 02079K305 60,837 57,753 SH   DFND 11 57,753 0 0
ALPS ETF TR ALERIAN MLP 00162Q866 38,818 3,597,562 SH   DFND 3 3,597,562 0 0
ALTABA INC COM 021346101 94,738 1,356,300 SH   DFND 1,5 71,200 0 1,285,100
ALTABA INC COM 021346101 1,016 14,551 SH   DFND 3 14,551 0 0
ALTABA INC COM 021346101 6,056 86,700 SH   DFND 7 86,700 0 0
ALTAIR ENGR INC COM CL A 021369103 8,067 337,260 SH   DFND 1,5 7,100 0 330,160
ALTAIR ENGR INC COM CL A 021369103 1,320 55,200 SH   DFND 1,9 0 0 55,200
ALTICE USA INC CL A 02156K103 59,361 2,796,100 SH   DFND 1,5 0 0 2,796,100
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 65,899 5,556,416 SH   DFND 1,5 0 0 5,556,416
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 3,301 278,300 SH   DFND 7 278,300 0 0
ALTRIA GROUP INC COM 02209S103 699 9,789 SH   DFND 1 9,789 0 0
ALTRIA GROUP INC COM 02209S103 1,506,599 21,097,867 SH   DFND 1,5 1,726,982 0 19,370,885
ALTRIA GROUP INC COM 02209S103 217,002 3,038,819 SH   DFND 3 3,038,819 0 0
ALTRIA GROUP INC COM 02209S103 35,162 492,392 SH   DFND 6 474,619 0 17,773
ALTRIA GROUP INC COM 02209S103 106,677 1,493,872 SH   DFND 7 1,008,115 0 485,757
AMAG PHARMACEUTICALS INC COM 00163U106 21,772 1,643,154 SH   DFND 1,5 300 0 1,642,854
AMARIN CORP PLC SPONS ADR NEW 023111206 14,560 3,630,820 SH   DFND 1,5 0 0 3,630,820
AMAZON COM INC COM 023135106 5,210 4,455 SH   DFND 1 4,455 0 0
AMAZON COM INC COM 023135106 19,688,832 16,835,688 SH   DFND 1,5 2,001,038 0 14,834,650
AMAZON COM INC COM 023135106 77,138 65,960 SH   DFND 1,9 31 0 65,929
AMAZON COM INC COM 023135106 1,871 1,600 SH   DFND 1,10 0 0 1,600
AMAZON COM INC COM 023135106 253,806 217,027 SH   DFND 3 217,027 0 0
AMAZON COM INC COM 023135106 139,496 119,281 SH   DFND 6 119,281 0 0
AMAZON COM INC COM 023135106 164,492 140,655 SH   DFND 7 126,987 0 13,668
AMAZON COM INC COM 023135106 132,419 113,230 SH   DFND 11 113,230 0 0
AMBAC FINL GROUP INC COM NEW 023139884 35,799 2,240,260 SH   DFND 1,5 0 0 2,240,260
AMBEV SA SPONSORED ADR 02319V103 125,007 19,351,000 SH   DFND 1,5 759,300 0 18,591,700
AMC NETWORKS INC CL A 00164V103 5,462 101,000 SH   DFND 1 101,000 0 0
AMC NETWORKS INC CL A 00164V103 84,757 1,567,260 SH   DFND 1,5 66,000 0 1,501,260
AMCON DISTRG CO COM NEW 02341Q205 525 5,848 SH   DFND 1,5 5,348 0 500
AMDOCS LTD SHS G02602103 1,046,931 15,988,562 SH   DFND 1,5 1,129,364 0 14,859,198
AMDOCS LTD SHS G02602103 5,946 90,803 SH   DFND 1,12 9,876 0 80,927
AMDOCS LTD SHS G02602103 279 4,266 SH   DFND 3 4,266 0 0
AMDOCS LTD SHS G02602103 5,018 76,628 SH   DFND 6 76,628 0 0
AMDOCS LTD SHS G02602103 482 7,356 SH   DFND 7 7,356 0 0
AMEDISYS INC COM 023436108 38,448 729,424 SH   DFND 1,5 0 0 729,424
AMEDISYS INC COM 023436108 10,236 194,200 SH   DFND 6 194,200 0 0
AMEDISYS INC COM 023436108 3,966 75,250 SH   DFND 7 75,250 0 0
AMERCO COM 023586100 4,724 12,500 SH   DFND 1,5 0 0 12,500
AMEREN CORP COM 023608102 37,534 636,284 SH   DFND 1,5 36 0 636,248
AMEREN CORP COM 023608102 4,041 68,498 SH   DFND 3 68,498 0 0
AMEREN CORP COM 023608102 1,684 28,555 SH   DFND 6 28,555 0 0
AMEREN CORP COM 023608102 5,431 92,072 SH   DFND 7 89,472 0 2,600
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 24,257 1,414,400 SH   DFND 1,5 54,800 0 1,359,600
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 456 26,571 SH   DFND 3 26,571 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 203 3,900 SH   DFND 1 3,900 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 1,005,735 19,329,911 SH   DFND 1,5 181,340 0 19,148,571
AMERICAN AIRLS GROUP INC COM 02376R102 9,497 182,526 SH   DFND 3 182,526 0 0
AMERICAN ASSETS TR INC COM 024013104 47,440 1,240,583 SH   DFND 1 1,240,583 0 0
AMERICAN ASSETS TR INC COM 024013104 29,055 759,802 SH   DFND 1,5 24,000 0 735,802
AMERICAN ASSETS TR INC COM 024013104 5,537 144,800 SH   DFND 6 144,800 0 0
AMERICAN ASSETS TR INC COM 024013104 1,736 45,400 SH   DFND 7 0 0 45,400
AMERICAN AXLE & MFG HLDGS IN COM 024061103 51,724 3,037,256 SH   DFND 1,5 0 0 3,037,256
AMERICAN CAMPUS CMNTYS INC COM 024835100 51,592 1,257,412 SH   DFND 1 1,257,412 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 31,124 758,567 SH   DFND 1,5 224 0 758,343
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 422 22,473 SH   DFND 3 22,473 0 0
AMERICAN ELEC PWR INC COM 025537101 30,899 419,988 SH   DFND 3 419,988 0 0
AMERICAN ELEC PWR INC COM 025537101 6,597 89,671 SH   DFND 6 89,671 0 0
AMERICAN ELEC PWR INC COM 025537101 18,300 248,740 SH   DFND 7 248,740 0 0
AMERICAN EXPRESS CO COM 025816109 48,314 486,497 SH   DFND 1,5 141,049 0 345,448
AMERICAN EXPRESS CO COM 025816109 41,515 418,038 SH   DFND 3 418,038 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 122,857 5,625,300 SH   DFND 1 5,625,300 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 269,687 12,348,307 SH   DFND 1,5 308,573 0 12,039,734
AMERICAN HOMES 4 RENT CL A 02665T306 942 43,129 SH   DFND 3 43,129 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 18,233 834,867 SH   DFND 6 834,867 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 9,535 436,600 SH   DFND 7 179,100 0 257,500
AMERICAN INTL GROUP INC COM NEW 026874784 516,857 8,675,003 SH   DFND 1,5 227,477 0 8,447,526
AMERICAN INTL GROUP INC COM NEW 026874784 15,334 257,372 SH   DFND 3 257,372 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 2,622 44,000 SH   DFND 7 44,000 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 23,484 937,486 SH   DFND 1,5 179,197 0 758,289
AMERICAN RENAL ASSOCIATES HO COM 029227105 11,087 637,171 SH   DFND 1,5 0 0 637,171
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 31,821 30,988,000 PRN   DFND 1,5 0 0 0
AMERICAN STS WTR CO COM 029899101 268 4,630 SH   DFND 3 4,630 0 0
AMERICAN TOWER CORP NEW COM 03027X100 1,061 7,434 SH   DFND 1 7,434 0 0
AMERICAN TOWER CORP NEW COM 03027X100 2,088,571 14,639,172 SH   DFND 1,5 907,753 0 13,731,419
AMERICAN TOWER CORP NEW DEP PFD CONV SE 03027X407 51,596 409,900 SH   DFND 1,5 123,200 0 286,700
AMERICAN TOWER CORP NEW COM 03027X100 74,607 522,938 SH   DFND 3 522,938 0 0
AMERICAN TOWER CORP NEW COM 03027X100 6,404 44,890 SH   DFND 6 44,890 0 0
AMERICAN TOWER CORP NEW COM 03027X100 27,534 192,988 SH   DFND 7 122,510 0 70,478
AMERICAN WOODMARK CORP COM 030506109 24,123 185,203 SH   DFND 6 185,203 0 0
AMERICAN WOODMARK CORP COM 030506109 10,867 83,429 SH   DFND 7 69,429 0 14,000
AMERICAN WTR WKS CO INC NEW COM 030420103 6,331 69,195 SH   DFND 3 69,195 0 0
AMERIGAS PARTNERS L P UNIT L P INT 030975106 28,857 624,200 SH   DFND 1,5 0 0 624,200
AMERIPRISE FINL INC COM 03076C106 62,427 368,368 SH   DFND 1,5 0 0 368,368
AMERIPRISE FINL INC COM 03076C106 12,059 71,155 SH   DFND 3 71,155 0 0
AMERISAFE INC COM 03071H100 61,600 1,000,000 SH   DFND 1,5 0 0 1,000,000
AMERISOURCEBERGEN CORP COM 03073E105 226,609 2,467,968 SH   DFND 1,5 11,709 0 2,456,259
AMERISOURCEBERGEN CORP COM 03073E105 7,336 79,896 SH   DFND 3 79,896 0 0
AMERISOURCEBERGEN CORP COM 03073E105 4,371 47,600 SH   DFND 6 47,600 0 0
AMERISOURCEBERGEN CORP COM 03073E105 13,259 144,400 SH   DFND 11 144,400 0 0
AMETEK INC NEW COM 031100100 385 5,308 SH   DFND 1 5,308 0 0
AMETEK INC NEW COM 031100100 820,104 11,316,461 SH   DFND 1,5 517,400 0 10,799,061
AMETEK INC NEW COM 031100100 3,135 43,255 SH   DFND 3 43,255 0 0
AMETEK INC NEW COM 031100100 8,883 122,580 SH   DFND 6 122,580 0 0
AMETEK INC NEW COM 031100100 14,842 204,800 SH   DFND 7 110,800 0 94,000
AMGEN INC COM 031162100 623 3,580 SH   DFND 1 3,580 0 0
AMGEN INC COM 031162100 8,630,115 49,626,881 SH   DFND 1,5 2,502,956 0 47,123,925
AMGEN INC COM 031162100 195,649 1,125,064 SH   DFND 3 1,125,064 0 0
AMGEN INC COM 031162100 70,788 407,061 SH   DFND 6 394,696 0 12,365
AMGEN INC COM 031162100 90,469 520,238 SH   DFND 7 260,991 0 259,247
AMGEN INC COM 031162100 34,780 200,000 SH   DFND 11 200,000 0 0
AMICUS THERAPEUTICS INC COM 03152W109 218,965 15,216,501 SH   DFND 1,5 93,300 0 15,123,201
AMICUS THERAPEUTICS INC COM 03152W109 31,460 2,186,249 SH   DFND 6 2,186,249 0 0
AMICUS THERAPEUTICS INC COM 03152W109 8,357 580,781 SH   DFND 7 528,081 0 52,700
AMIRA NATURE FOODS LTD SHS G0335L102 13,862 3,324,162 SH   DFND 1,5 458,535 0 2,865,627
AMKOR TECHNOLOGY INC COM 031652100 5,224 519,800 SH   DFND 1,5 0 0 519,800
AMN HEALTHCARE SERVICES INC COM 001744101 34,859 707,800 SH   DFND 1,5 500 0 707,300
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 2,855 148,408 SH   DFND 1,5 2,908 0 145,500
AMPHENOL CORP NEW CL A 032095101 3,302,626 37,615,329 SH   DFND 1,5 3,950,807 0 33,664,522
AMPHENOL CORP NEW CL A 032095101 13,203 150,377 SH   DFND 3 150,377 0 0
AMPHENOL CORP NEW CL A 032095101 4,951 56,390 SH   DFND 7 53,190 0 3,200
AMPLIFY SNACK BRANDS COM 03211L102 89,887 7,484,386 SH   DFND 11 7,484,386 0 0
AMTRUST FINL SVCS INC COM 032359309 669 66,400 SH   DFND 1,5 0 0 66,400
AMYRIS INC NOTE 9.500% 4/1 03236MAG6 13,395 19,136,000 PRN   DFND 1,5 0 0 0
AMYRIS INC COM NEW 03236M200 1,615 430,554 SH   DFND 1,5 0 0 430,554
AMYRIS INC COM NEW 03236M200 205 54,736 SH   DFND 6 54,736 0 0
ANADARKO PETE CORP COM 032511107 1,093,423 20,384,475 SH   DFND 1,5 412,806 0 19,971,669
ANADARKO PETE CORP COM 032511107 26,080 486,204 SH   DFND 3 486,204 0 0
ANADARKO PETE CORP COM 032511107 18,322 341,580 SH   DFND 6 314,984 0 26,596
ANADARKO PETE CORP COM 032511107 31,260 582,772 SH   DFND 7 211,648 0 371,124
ANALOG DEVICES INC COM 032654105 828,332 9,303,970 SH   DFND 1,5 248,565 0 9,055,405
ANALOG DEVICES INC COM 032654105 16,216 182,144 SH   DFND 3 182,144 0 0
ANALOG DEVICES INC COM 032654105 6,006 67,462 SH   DFND 6 67,462 0 0
ANALOG DEVICES INC COM 032654105 5,447 61,185 SH   DFND 7 61,185 0 0
ANAPTYSBIO INC COM 032724106 331,263 3,288,953 SH   DFND 1,5 78,855 0 3,210,098
ANAPTYSBIO INC COM 032724106 504 5,000 SH   DFND 6 5,000 0 0
ANAPTYSBIO INC COM 032724106 3,022 30,000 SH   DFND 7 30,000 0 0
ANDEAVOR COM 03349M105 301,019 2,632,662 SH   DFND 1,5 178,536 0 2,454,126
ANDEAVOR COM 03349M105 6,391 55,896 SH   DFND 3 55,896 0 0
ANDEAVOR COM 03349M105 4,368 38,200 SH   DFND 7 38,200 0 0
ANDERSONS INC COM 034164103 6,345 203,700 SH   DFND 6 203,700 0 0
ANDERSONS INC COM 034164103 2,389 76,700 SH   DFND 7 76,700 0 0
ANGIODYNAMICS INC COM 03475V101 9,978 600,000 SH   DFND 1,5 0 0 600,000
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 37,766 3,706,208 SH   DFND 1,5 0 0 3,706,208
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 576 5,161 SH   DFND 3 5,161 0 0
ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182CAA1 13,284 11,570,000 PRN   DFND 1,5 0 0 0
ANNALY CAP MGMT INC COM 035710409 353,072 29,694,885 SH   DFND 1,5 1,959,802 0 27,735,083
ANNALY CAP MGMT INC COM 035710409 2,565 215,734 SH   DFND 3 215,734 0 0
ANNALY CAP MGMT INC COM 035710409 8,425 708,600 SH   DFND 6 708,600 0 0
ANSYS INC COM 03662Q105 909,646 6,163,334 SH   DFND 1,5 660,590 0 5,502,744
ANSYS INC COM 03662Q105 1,616 10,949 SH   DFND 3 10,949 0 0
ANTARES PHARMA INC COM 036642106 3,710 1,864,400 SH   DFND 6 1,864,400 0 0
ANTARES PHARMA INC COM 036642106 1,426 716,500 SH   DFND 7 716,500 0 0
ANTHEM INC COM 036752103 2,028,465 9,015,001 SH   DFND 1,5 1,641,077 0 7,373,924
ANTHEM INC UNIT 05/01/20188 036752202 83,928 1,498,708 SH   DFND 1,5 473,300 0 1,025,408
ANTHEM INC COM 036752103 27,139 120,611 SH   DFND 3 120,611 0 0
ANTHEM INC COM 036752103 15,487 68,826 SH   DFND 6 68,826 0 0
ANTHEM INC COM 036752103 17,285 76,818 SH   DFND 7 15,286 0 61,532
ANTHEM INC COM 036752103 24,099 107,100 SH   DFND 11 107,100 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 7,359 1,352,800 SH   DFND 1,5 0 0 1,352,800
AON PLC SHS CL A G0408V102 94,274 703,536 SH   DFND 1,5 35,800 0 667,736
AON PLC SHS CL A G0408V102 1,182 8,820 SH   DFND 1,10 0 0 8,820
AON PLC SHS CL A G0408V102 15,653 116,814 SH   DFND 3 116,814 0 0
APACHE CORP COM 037411105 342,915 8,122,088 SH   DFND 1,5 22,075 0 8,100,013
APACHE CORP COM 037411105 69,623 1,649,062 SH   DFND 3 1,649,062 0 0
APACHE CORP COM 037411105 11,557 273,723 SH   DFND 6 273,723 0 0
APACHE CORP COM 037411105 14,471 342,750 SH   DFND 7 0 0 342,750
APARTMENT INVT & MGMT CO CL A 03748R101 172,103 3,937,380 SH   DFND 1 3,937,380 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 251,371 5,750,880 SH   DFND 1,5 145,888 0 5,604,992
APARTMENT INVT & MGMT CO CL A 03748R101 1,287 29,452 SH   DFND 3 29,452 0 0
APELLIS PHARMACEUTICALS INC COM 03753U106 6,595 303,917 SH   DFND 4 303,917 0 0
APOGEE ENTERPRISES INC COM 037598109 40,537 886,450 SH   DFND 1,5 350 0 886,100
APOLLO GLOBAL MGMT LLC CL A SHS 037612306 275,049 8,217,775 SH   DFND 1,5 737 0 8,217,038
APPLE INC COM 037833100 4,923 29,091 SH   DFND 1 29,091 0 0
APPLE INC COM 037833100 18,269,738 107,958,036 SH   DFND 1,5 12,719,126 0 95,238,910
APPLE INC COM 037833100 1,166,901 6,895,356 SH   DFND 1,9 1,032 0 6,894,324
APPLE INC COM 037833100 542,647 3,206,564 SH   DFND 3 3,206,564 0 0
APPLE INC COM 037833100 258,239 1,525,967 SH   DFND 6 1,519,515 0 6,452
APPLE INC COM 037833100 353,574 2,089,312 SH   DFND 7 1,462,045 0 627,267
APPLE INC COM 037833100 3,402 20,100 SH   DFND 11 20,100 0 0
APPLIED GENETIC TECHNOL CORP COM 03820J100 1,046 290,530 SH   DFND 1,5 800 0 289,730
APPLIED INDL TECHNOLOGIES IN COM 03820C105 21,115 310,060 SH   DFND 6 310,060 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 13,111 192,529 SH   DFND 7 168,229 0 24,300
APPLIED MATLS INC COM 038222105 999,569 19,553,377 SH   DFND 1,5 2,131,159 0 17,422,218
APPLIED MATLS INC COM 038222105 33,495 655,219 SH   DFND 3 655,219 0 0
APPLIED MATLS INC COM 038222105 6,479 126,750 SH   DFND 11 126,750 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 7,496 198,200 SH   DFND 1,9 0 0 198,200
APPTIO INC CL A 03835C108 57,273 2,435,066 SH   DFND 1,5 788,400 0 1,646,666
APTARGROUP INC COM 038336103 49,545 574,230 SH   DFND 1,5 31,900 0 542,330
APTEVO THERAPEUTICS INC COM 03835L108 596 140,660 SH   DFND 1,5 0 0 140,660
APTIV PLC SHS G6095L109 7,554 89,051 SH   DFND 1 89,051 0 0
APTIV PLC SHS G6095L109 502,933 5,928,720 SH   DFND 1,5 311,999 0 5,616,721
APTIV PLC SHS G6095L109 19,594 230,982 SH   DFND 3 230,982 0 0
APTIV PLC SHS G6095L109 6,360 74,973 SH   DFND 6 65,573 0 9,400
APTIV PLC SHS G6095L109 23,814 280,725 SH   DFND 7 280,725 0 0
AQUA AMERICA INC COM 03836W103 557 14,203 SH   DFND 3 14,203 0 0
AQUAVENTURE HLDGS LTD SHS G0443N107 21,580 1,390,465 SH   DFND 1,5 5,146 0 1,385,319
AQUAVENTURE HLDGS LTD SHS G0443N107 171 11,000 SH   DFND 6 11,000 0 0
ARADIGM CORP COM PAR 038505400 1,131 168,740 SH   DFND 1,5 0 0 168,740
ARAMARK COM 03852U106 516,043 12,074,003 SH   DFND 1,5 752,700 0 11,321,303
ARAMARK COM 03852U106 41,592 973,138 SH   DFND 6 973,138 0 0
ARAMARK COM 03852U106 6,320 147,866 SH   DFND 7 147,866 0 0
ARBOR RLTY TR INC NOTE 5.375%11/1 038923AB4 5,072 5,000,000 PRN   DFND 1,5 0 0 0
ARBOR RLTY TR INC COM 038923108 18,396 2,129,194 SH   DFND 1,5 0 0 2,129,194
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 84,782 2,624,002 SH   DFND 1,5 289,409 0 2,334,593
ARCH CAP GROUP LTD ORD G0450A105 202,932 2,235,675 SH   DFND 1,5 159,642 0 2,076,033
ARCH CAP GROUP LTD ORD G0450A105 2,933 32,317 SH   DFND 3 32,317 0 0
ARCH CAP GROUP LTD ORD G0450A105 13,783 151,840 SH   DFND 6 145,655 0 6,185
ARCH CAP GROUP LTD ORD G0450A105 19,846 218,640 SH   DFND 7 218,640 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 3,996 99,700 SH   DFND 1,5 2,500 0 97,200
ARCHER DANIELS MIDLAND CO COM 039483102 3,364 83,923 SH   DFND 3 83,923 0 0
ARCHROCK INC COM 03957W106 11,684 1,112,807 SH   DFND 1,5 0 0 1,112,807
ARCONIC INC COM 03965L100 2,790 102,401 SH   DFND 1,5 1 0 102,400
ARCONIC INC COM 03965L100 1,096 40,223 SH   DFND 3 40,223 0 0
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 745 71,995 SH   DFND 1,10 48,942 0 23,053
ARDELYX INC COM 039697107 11,477 1,738,906 SH   DFND 1,5 0 0 1,738,906
ARDMORE SHIPPING CORP COM Y0207T100 7,014 876,713 SH   DFND 1,5 0 0 876,713
ARDMORE SHIPPING CORP COM Y0207T100 9,625 1,203,135 SH   DFND 6 1,203,135 0 0
ARDMORE SHIPPING CORP COM Y0207T100 3,687 460,822 SH   DFND 7 460,822 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 108,766 3,201,816 SH   DFND 1,5 5,000 0 3,196,816
ARENA PHARMACEUTICALS INC COM NEW 040047607 435 12,800 SH   DFND 6 12,800 0 0
ARES CAP CORP COM 04010L103 39,620 2,520,361 SH   DFND 1,5 913 0 2,519,448
ARES CAP CORP NOTE 4.375% 1/1 04010LAM5 11 11,000 PRN   DFND 1,5 0 0 0
ARES MGMT L P COM UNIT RP IN 04014Y101 23,608 1,180,401 SH   DFND 1,5 0 0 1,180,401
ARGAN INC COM 04010E109 26,844 596,525 SH   DFND 1,5 7,625 0 588,900
ARGENX SE SPONSORED ADR 04016X101 94,144 1,491,031 SH   DFND 1,5 0 0 1,491,031
ARGO GROUP INTL HLDGS LTD COM G0464B107 39,553 641,579 SH   DFND 1,5 430 0 641,149
ARISTA NETWORKS INC COM 040413106 717,981 3,047,717 SH   DFND 1,5 374,385 0 2,673,332
ARISTA NETWORKS INC COM 040413106 645 2,737 SH   DFND 3 2,737 0 0
ARISTA NETWORKS INC COM 040413106 2,544 10,800 SH   DFND 6 10,800 0 0
ARISTA NETWORKS INC COM 040413106 5,324 22,600 SH   DFND 11 22,600 0 0
ARK RESTAURANTS CORP COM 040712101 5,605 207,448 SH   DFND 1,5 23,660 0 183,788
ARMADA HOFFLER PPTYS INC COM 04208T108 22,047 1,419,640 SH   DFND 6 1,419,640 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 8,392 540,354 SH   DFND 7 540,354 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 24,220 400,000 SH   DFND 11 400,000 0 0
ARRAY BIOPHARMA INC COM 04269X105 283,929 22,181,936 SH   DFND 1,5 3,428,700 0 18,753,236
ARRIS INTL INC SHS G0551A103 3,550 138,200 SH   DFND 1,5 229 0 137,971
ARROW ELECTRS INC COM 042735100 10,394 129,265 SH   DFND 1,5 265 0 129,000
ARROW ELECTRS INC COM 042735100 4,542 56,489 SH   DFND 3 56,489 0 0
ARROW ELECTRS INC COM 042735100 2,152 26,762 SH   DFND 7 26,762 0 0
ARSANIS INC COM 042873109 19,764 1,548,900 SH   DFND 1,5 213,800 0 1,335,100
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 142,899 3,567,124 SH   DFND 1,5 10,449 0 3,556,675
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 525 13,100 SH   DFND 6 13,100 0 0
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 2,003 50,000 SH   DFND 7 50,000 0 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 3,142 322,900 SH   DFND 1 322,900 0 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 3,376 347,013 SH   DFND 1,5 92 0 346,921
ASHFORD HOSPITALITY PRIME IN PFD CV SER B 044102507 2,321 115,684 SH   DFND 1,5 0 0 115,684
ASHLAND GLOBAL HLDGS INC COM 044186104 86,607 1,216,384 SH   DFND 1,5 106 0 1,216,278
ASHLAND GLOBAL HLDGS INC COM 044186104 279 3,923 SH   DFND 3 3,923 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 38,751 544,255 SH   DFND 6 544,255 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 15,139 212,628 SH   DFND 7 191,428 0 21,200
ASML HOLDING N V N Y REGISTRY SHS N07059210 573 3,296 SH   DFND 1 3,296 0 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 424,261 2,440,808 SH   DFND 1,5 482,000 0 1,958,808
ASML HOLDING N V N Y REGISTRY SHS N07059210 31,966 183,904 SH   DFND 1,9 204 0 183,700
ASML HOLDING N V N Y REGISTRY SHS N07059210 465 2,678 SH   DFND 3 2,678 0 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 800 4,600 SH   DFND 6 4,600 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 3,171 78,100 SH   DFND 1,5 0 0 78,100
ASPEN TECHNOLOGY INC COM 045327103 166,765 2,519,103 SH   DFND 1,5 195,204 0 2,323,899
ASPEN TECHNOLOGY INC COM 045327103 5,025 75,900 SH   DFND 1,9 0 0 75,900
ASSOCIATED BANC CORP COM 045487105 236,445 9,308,869 SH   DFND 1,5 26,891 0 9,281,978
ASSOCIATED BANC CORP COM 045487105 5,996 236,082 SH   DFND 1,12 26,500 0 209,582
ASSURANT INC COM 04621X108 345,556 3,426,777 SH   DFND 1,5 362,915 0 3,063,862
ASSURANT INC COM 04621X108 1,434 14,218 SH   DFND 3 14,218 0 0
ASSURANT INC COM 04621X108 35,476 351,800 SH   DFND 6 351,800 0 0
ASSURANT INC COM 04621X108 8,400 83,300 SH   DFND 7 83,300 0 0
ASSURED GUARANTY LTD COM G0585R106 2,743 81,000 SH   DFND 1,5 0 0 81,000
ASTERIAS BIOTHERAPEUTICS INC COM SER A 04624N107 1,603 712,651 SH   DFND 1,5 0 0 712,651
ASTRAZENECA PLC SPONSORED ADR 046353108 591 17,039 SH   DFND 1 17,039 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 375,493 10,821,132 SH   DFND 1,5 261,925 0 10,559,207
ASTRAZENECA PLC SPONSORED ADR 046353108 995 28,676 SH   DFND 3 28,676 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 14,970 431,420 SH   DFND 6 372,927 0 58,493
ASTRAZENECA PLC SPONSORED ADR 046353108 39,356 1,134,192 SH   DFND 7 961,852 0 172,340
ASTRAZENECA PLC SPONSORED ADR 046353108 8,896 256,380 SH   DFND 11 256,380 0 0
ASTRONICS CORP COM 046433108 88,863 2,142,825 SH   DFND 1,5 1,275 0 2,141,550
ASTRONICS CORP COM 046433108 3,724 89,799 SH   DFND 1,12 9,800 0 79,999
ASTRONICS CORP COM 046433108 14,638 352,983 SH   DFND 6 352,983 0 0
ASTRONICS CORP COM 046433108 4,878 117,617 SH   DFND 7 117,617 0 0
ASURE SOFTWARE INC COM 04649U102 1,268 89,790 SH   DFND 6 89,790 0 0
AT&T INC COM 00206R102 1,178,822 30,319,504 SH   DFND 1,5 1,041,507 0 29,277,997
AT&T INC COM 00206R102 196,316 5,049,287 SH   DFND 3 5,049,287 0 0
AT&T INC COM 00206R102 13,694 352,224 SH   DFND 6 264,607 0 87,617
AT&T INC COM 00206R102 45,394 1,167,544 SH   DFND 7 1,167,544 0 0
ATARA BIOTHERAPEUTICS INC COM 046513107 33,193 1,833,868 SH   DFND 1,5 0 0 1,833,868
ATHENAHEALTH INC COM 04685W103 629,370 4,730,686 SH   DFND 1,5 557,872 0 4,172,814
ATHENAHEALTH INC COM 04685W103 43,032 323,450 SH   DFND 1,9 0 0 323,450
ATHENAHEALTH INC COM 04685W103 506 3,800 SH   DFND 6 3,800 0 0
ATHENAHEALTH INC COM 04685W103 4,816 36,200 SH   DFND 7 36,200 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 29,493 502,857 SH   DFND 1,5 300 0 502,557
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 23,894 407,401 SH   DFND 6 407,401 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 6,205 105,800 SH   DFND 7 105,800 0 0
ATLASSIAN CORP PLC CL A G06242104 328,770 7,222,546 SH   DFND 1,5 881,244 0 6,341,302
ATLASSIAN CORP PLC CL A G06242104 209 4,600 SH   DFND 6 4,600 0 0
ATMOS ENERGY CORP COM 049560105 153,760 1,790,197 SH   DFND 1,5 68,458 0 1,721,739
ATMOS ENERGY CORP COM 049560105 356 4,149 SH   DFND 3 4,149 0 0
ATMOS ENERGY CORP COM 049560105 28,925 336,770 SH   DFND 6 336,770 0 0
ATMOS ENERGY CORP COM 049560105 10,631 123,779 SH   DFND 7 112,779 0 11,000
ATMOS ENERGY CORP COM 049560105 25,441 296,200 SH   DFND 11 296,200 0 0
ATN INTL INC COM 00215F107 12,137 219,628 SH   DFND 1,5 281 0 219,347
ATRICURE INC COM 04963C209 92,750 5,085,000 SH   DFND 1,5 140,000 0 4,945,000
ATRICURE INC COM 04963C209 1,541 84,500 SH   DFND 7 84,500 0 0
ATRION CORP COM 049904105 12,826 20,339 SH   DFND 1,5 11,568 0 8,771
ATYR PHARMA INC COM 002120103 15,623 4,463,752 SH   DFND 1,5 560,702 0 3,903,050
AUDENTES THERAPEUTICS INC COM 05070R104 136,926 4,381,633 SH   DFND 1,5 0 0 4,381,633
AUDENTES THERAPEUTICS INC COM 05070R104 938 30,000 SH   DFND 7 30,000 0 0
AURINIA PHARMACEUTICALS INC COM 05156V102 18,187 4,014,781 SH   DFND 6 4,014,781 0 0
AURINIA PHARMACEUTICALS INC COM 05156V102 3,577 789,700 SH   DFND 7 789,700 0 0
AUTODESK INC COM 052769106 1,954,024 18,639,935 SH   DFND 1,5 761,218 0 17,878,717
AUTODESK INC COM 052769106 397,933 3,795,982 SH   DFND 1,9 138 0 3,795,844
AUTODESK INC COM 052769106 16,439 156,819 SH   DFND 3 156,819 0 0
AUTODESK INC COM 052769106 2,390 22,800 SH   DFND 6 22,800 0 0
AUTODESK INC COM 052769106 20,138 192,100 SH   DFND 7 192,100 0 0
AUTOLIV INC COM 052800109 224,653 1,767,805 SH   DFND 1,5 63,900 0 1,703,905
AUTOLIV INC COM 052800109 2,999 23,600 SH   DFND 6 23,600 0 0
AUTOLIV INC COM 052800109 14,627 115,100 SH   DFND 7 78,700 0 36,400
AUTOMATIC DATA PROCESSING IN COM 053015103 24,584 209,781 SH   DFND 1,5 10,951 0 198,830
AUTOMATIC DATA PROCESSING IN COM 053015103 44,939 383,474 SH   DFND 3 383,474 0 0
AUTONATION INC COM 05329W102 27,666 538,981 SH   DFND 1,5 100,000 0 438,981
AUTONATION INC COM 05329W102 7,457 145,268 SH   DFND 3 145,268 0 0
AUTOZONE INC COM 053332102 1,037,271 1,458,132 SH   DFND 1,5 143,803 0 1,314,329
AUTOZONE INC COM 053332102 22,055 31,003 SH   DFND 3 31,003 0 0
AUTOZONE INC COM 053332102 11,513 16,184 SH   DFND 6 16,184 0 0
AUTOZONE INC COM 053332102 8,591 12,076 SH   DFND 7 11,576 0 500
AUTOZONE INC COM 053332102 61,818 86,900 SH   DFND 11 86,900 0 0
AVALONBAY CMNTYS INC COM 053484101 292,658 1,640,365 SH   DFND 1 1,640,365 0 0
AVALONBAY CMNTYS INC COM 053484101 536,133 3,005,060 SH   DFND 1,5 84,749 0 2,920,311
AVALONBAY CMNTYS INC COM 053484101 8,569 48,032 SH   DFND 3 48,032 0 0
AVALONBAY CMNTYS INC COM 053484101 49,267 276,146 SH   DFND 6 276,146 0 0
AVALONBAY CMNTYS INC COM 053484101 18,828 105,530 SH   DFND 7 22,205 0 83,325
AVALONBAY CMNTYS INC COM 053484101 6,351 35,600 SH   DFND 11 35,600 0 0
AVANGRID INC COM 05351W103 128,897 2,548,374 SH   DFND 1,5 0 0 2,548,374
AVANGRID INC COM 05351W103 4,891 96,700 SH   DFND 7 96,700 0 0
AVERY DENNISON CORP COM 053611109 119,903 1,043,904 SH   DFND 1,5 343 0 1,043,561
AVERY DENNISON CORP COM 053611109 5,867 51,076 SH   DFND 3 51,076 0 0
AVERY DENNISON CORP COM 053611109 442 3,849 SH   DFND 6 3,849 0 0
AVERY DENNISON CORP COM 053611109 2,605 22,679 SH   DFND 7 17,679 0 5,000
AVEXIS INC COM 05366U100 481,232 4,348,354 SH   DFND 1,5 1,048,185 0 3,300,169
AVEXIS INC COM 05366U100 38,641 349,158 SH   DFND 6 349,158 0 0
AVEXIS INC COM 05366U100 10,951 98,950 SH   DFND 7 98,950 0 0
AVIS BUDGET GROUP COM 053774105 306,225 6,978,694 SH   DFND 1,5 68,839 0 6,909,855
AVIS BUDGET GROUP COM 053774105 17,583 400,700 SH   DFND 6 400,700 0 0
AVIS BUDGET GROUP COM 053774105 6,516 148,500 SH   DFND 7 148,500 0 0
AVISTA CORP COM 05379B107 28,139 546,500 SH   DFND 11 546,500 0 0
AVNET INC COM 053807103 129,000 3,255,921 SH   DFND 1,5 0 0 3,255,921
AVON PRODS INC COM 054303102 87,466 40,681,831 SH   DFND 1,5 500 0 40,681,331
AVX CORP NEW COM 002444107 4,952 286,266 SH   DFND 1,5 71,655 0 214,611
AXALTA COATING SYS LTD COM G0750C108 134,635 4,160,532 SH   DFND 1,5 50,782 0 4,109,750
AXALTA COATING SYS LTD COM G0750C108 6,389 197,449 SH   DFND 1,12 14,300 0 183,149
AXALTA COATING SYS LTD COM G0750C108 5,200 160,700 SH   DFND 11 160,700 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 158,811 3,159,796 SH   DFND 1,5 412,372 0 2,747,424
AXOGEN INC COM 05463X106 2,572 90,900 SH   DFND 1,5 4,900 0 86,000
AXOGEN INC COM 05463X106 23,210 820,138 SH   DFND 6 820,138 0 0
AXOGEN INC COM 05463X106 12,864 454,557 SH   DFND 7 392,857 0 61,700
AXON ENTERPRISE INC COM 05464C101 190,765 7,198,675 SH   DFND 1,5 4,228 0 7,194,447
AXON ENTERPRISE INC COM 05464C101 8,846 333,800 SH   DFND 6 333,800 0 0
AXON ENTERPRISE INC COM 05464C101 3,350 126,400 SH   DFND 7 126,400 0 0
AXOVANT SCIENCES LTD COM G0750W104 5,643 1,070,715 SH   DFND 1,5 0 0 1,070,715
AXSOME THERAPEUTICS INC COM 05464T104 6,753 1,205,812 SH   DFND 1,5 0 0 1,205,812
AZUL S A SPONSR ADR PFD 05501U106 85,189 3,574,864 SH   DFND 1,5 406,800 0 3,168,064
AZUL S A SPONSR ADR PFD 05501U106 2,433 102,110 SH   DFND 6 102,110 0 0
AZUL S A SPONSR ADR PFD 05501U106 2,977 124,919 SH   DFND 7 124,919 0 0
AZZ INC COM 002474104 95,224 1,863,484 SH   DFND 1,5 148,091 0 1,715,393
AZZ INC COM 002474104 340 6,662 SH   DFND 7 6,662 0 0
B & G FOODS INC NEW COM 05508R106 63,693 1,812,029 SH   DFND 1,5 0 0 1,812,029
B & G FOODS INC NEW COM 05508R106 3,325 94,595 SH   DFND 3 94,595 0 0
B2GOLD CORP COM 11777Q209 434,631 140,807,038 SH   DFND 1,5 8,168,179 0 132,638,859
BAIDU INC SPON ADR REP A 056752108 143,446 612,467 SH   DFND 1,5 76,916 0 535,551
BAIDU INC SPON ADR REP A 056752108 591 2,525 SH   DFND 3 2,525 0 0
BAIDU INC SPON ADR REP A 056752108 8,877 37,900 SH   DFND 6 37,900 0 0
BAIDU INC SPON ADR REP A 056752108 15,552 66,400 SH   DFND 7 66,400 0 0
BAKER HUGHES A GE CO CL A 05722G100 1,042,131 32,937,146 SH   DFND 1,5 1,291,454 0 31,645,692
BAKER HUGHES A GE CO CL A 05722G100 1,875 59,261 SH   DFND 3 59,261 0 0
BAKER HUGHES A GE CO CL A 05722G100 15,009 474,379 SH   DFND 6 474,379 0 0
BAKER HUGHES A GE CO CL A 05722G100 8,194 258,980 SH   DFND 7 61,838 0 197,142
BALL CORP COM 058498106 223 5,896 SH   DFND 1 5,896 0 0
BALL CORP COM 058498106 309,042 8,164,903 SH   DFND 1,5 234,203 0 7,930,700
BALL CORP COM 058498106 3,829 101,155 SH   DFND 3 101,155 0 0
BALL CORP COM 058498106 5,279 139,466 SH   DFND 6 139,466 0 0
BALL CORP COM 058498106 4,975 131,440 SH   DFND 11 131,440 0 0
BANCFIRST CORP COM 05945F103 63,273 1,237,007 SH   DFND 1,5 0 0 1,237,007
BANCO BRADESCO S A SP ADR PFD NEW 059460303 104 10,175 SH   DFND 1,5 10,175 0 0
BANCO MACRO SA SPON ADR B 05961W105 63,534 548,271 SH   DFND 1,5 41,204 0 507,067
BANCO MACRO SA SPON ADR B 05961W105 3,637 31,386 SH   DFND 1,10 21,744 0 9,642
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 43,559 1,392,997 SH   DFND 1,5 196,200 0 1,196,797
BANCO SANTANDER SA ADR 05964H105 96 14,610 SH   DFND 3 14,610 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 1,517 38,256 SH   DFND 1,10 0 0 38,256
BANK AMER CORP COM 060505104 21,400 724,947 SH   DFND 1 724,947 0 0
BANK AMER CORP COM 060505104 9,703,294 328,702,387 SH   DFND 1,5 20,083,809 0 308,618,578
BANK AMER CORP 7.25%CNV PFD L 060505682 41,540 31,470 SH   DFND 1,5 10,269 0 21,201
BANK AMER CORP COM 060505104 377,433 12,785,657 SH   DFND 3 12,785,657 0 0
BANK AMER CORP COM 060505104 80,167 2,715,701 SH   DFND 6 2,715,701 0 0
BANK AMER CORP 7.25%CNV PFD L 060505682 1,386 1,050 SH   DFND 6 0 0 1,050
BANK AMER CORP COM 060505104 191,246 6,478,508 SH   DFND 7 2,525,053 0 3,953,455
BANK AMER CORP COM 060505104 59,020 1,999,310 SH   DFND 11 1,999,310 0 0
BANK HAWAII CORP COM 062540109 32,409 378,172 SH   DFND 1,5 0 0 378,172
BANK MONTREAL QUE COM 063671101 32,042 400,400 SH   DFND 1,5 0 0 400,400
BANK MONTREAL QUE COM 063671101 3,489 43,600 SH   DFND 7 43,600 0 0
BANK MONTREAL QUE COM 063671101 66,988 837,100 SH   DFND 11 837,100 0 0
BANK N S HALIFAX COM 064149107 101,587 1,574,150 SH   DFND 1,5 0 0 1,574,150
BANK N S HALIFAX COM 064149107 212 3,283 SH   DFND 3 3,283 0 0
BANK N S HALIFAX COM 064149107 20,699 320,750 SH   DFND 6 191,050 0 129,700
BANK N S HALIFAX COM 064149107 45,639 707,200 SH   DFND 7 593,200 0 114,000
BANK N S HALIFAX COM 064149107 607,059 9,406,713 SH   DFND 11 8,344,493 0 1,062,220
BANK N S HALIFAX COM 064149107 1,742 27,001 SH   DFND   27,001 0 0
BANK NEW YORK MELLON CORP COM 064058100 331,120 6,147,792 SH   DFND 1,5 720,038 0 5,427,754
BANK NEW YORK MELLON CORP COM 064058100 32,781 608,626 SH   DFND 3 608,626 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 5,485 151,134 SH   DFND 1,5 1,834 0 149,300
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 65,214 1,797,018 SH   DFND 6 1,797,018 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 13,423 369,871 SH   DFND 7 369,871 0 0
BANK OF THE OZARKS COM 063904106 228,220 4,710,414 SH   DFND 1,5 1,039 0 4,709,375
BANK OF THE OZARKS COM 063904106 47,883 988,300 SH   DFND 6 988,300 0 0
BANK OF THE OZARKS COM 063904106 5,073 104,709 SH   DFND 7 104,709 0 0
BANKUNITED INC COM 06652K103 28,284 694,596 SH   DFND 1,5 0 0 694,596
BANKUNITED INC COM 06652K103 97,408 2,392,140 SH   DFND 6 2,371,415 0 20,725
BANKUNITED INC COM 06652K103 27,616 678,194 SH   DFND 7 609,094 0 69,100
BANNER CORP COM NEW 06652V208 60,726 1,101,697 SH   DFND 1,5 350 0 1,101,347
BANNER CORP COM NEW 06652V208 18,577 337,032 SH   DFND 6 337,032 0 0
BANNER CORP COM NEW 06652V208 5,436 98,619 SH   DFND 7 98,619 0 0
BAR HBR BANKSHARES COM 066849100 4,061 150,359 SH   DFND 1,5 105,714 0 44,645
BARCLAYS BK PLC DJUBS CMDT ETN36 06738C778 3,597 147,353 SH   DFND 1,5 0 0 147,353
BARRICK GOLD CORP COM 067901108 109,151 7,546,939 SH   DFND 1,5 0 0 7,546,939
BARRICK GOLD CORP COM 067901108 8,814 609,400 SH   DFND 1,10 0 0 609,400
BARRICK GOLD CORP COM 067901108 2,790 192,899 SH   DFND 3 192,899 0 0
BAXTER INTL INC COM 071813109 604,042 9,344,706 SH   DFND 1,5 1,034,037 0 8,310,669
BAXTER INTL INC COM 071813109 18,891 292,253 SH   DFND 3 292,253 0 0
BAXTER INTL INC COM 071813109 763 11,800 SH   DFND 11 11,800 0 0
BAYTEX ENERGY CORP COM 07317Q105 2,701 900,409 SH   DFND 1,5 300,000 0 600,409
BAZAARVOICE INC COM 073271108 7,723 1,417,100 SH   DFND 1,5 0 0 1,417,100
BB&T CORP COM 054937107 13,484 271,200 SH   DFND 1,5 0 0 271,200
BB&T CORP COM 054937107 15,637 314,503 SH   DFND 3 314,503 0 0
BBVA BANCO FRANCES S A SPONSORED ADR 07329M100 1,756 69,700 SH   DFND 1,5 2,500 0 67,200
BBVA BANCO FRANCES S A SPONSORED ADR 07329M100 1,786 70,868 SH   DFND 1,10 48,300 0 22,568
BCE INC COM NEW 05534B760 4,736 98,594 SH   DFND 1,5 94 0 98,500
BCE INC COM NEW 05534B760 297 6,174 SH   DFND 3 6,174 0 0
BCE INC COM NEW 05534B760 1,999 41,608 SH   DFND 6 41,608 0 0
BCE INC COM NEW 05534B760 29,244 608,815 SH   DFND 7 605,515 0 3,300
BCE INC COM NEW 05534B760 490,263 10,206,377 SH   DFND 11 9,424,047 0 782,330
BECTON DICKINSON & CO COM 075887109 1,681 7,855 SH   DFND 1 7,855 0 0
BECTON DICKINSON & CO PFD SHS CONV A 075887208 97,976 1,684,300 SH   DFND 1,5 295,500 0 1,388,800
BECTON DICKINSON & CO COM 075887109 2,582,242 12,063,171 SH   DFND 1,5 386,493 0 11,676,678
BECTON DICKINSON & CO COM 075887109 29,441 137,536 SH   DFND 3 137,536 0 0
BECTON DICKINSON & CO COM 075887109 30,246 141,295 SH   DFND 6 133,352 0 7,943
BECTON DICKINSON & CO PFD SHS CONV A 075887208 2,196 37,756 SH   DFND 7 0 0 37,756
BECTON DICKINSON & CO COM 075887109 112,374 524,966 SH   DFND 7 467,042 0 57,924
BED BATH & BEYOND INC COM 075896100 297,170 13,513,873 SH   DFND 1,5 3,224,008 0 10,289,865
BED BATH & BEYOND INC COM 075896100 38,636 1,757,000 SH   DFND 11 1,757,000 0 0
BEIGENE LTD SPONSORED ADR 07725L102 412,348 4,219,688 SH   DFND 1,5 1,040,957 0 3,178,731
BEIGENE LTD SPONSORED ADR 07725L102 24,147 247,100 SH   DFND 1,9 0 0 247,100
BEIGENE LTD SPONSORED ADR 07725L102 371 3,800 SH   DFND 6 3,800 0 0
BEIGENE LTD SPONSORED ADR 07725L102 3,713 38,000 SH   DFND 7 38,000 0 0
BEL FUSE INC CL A 077347201 2,204 100,951 SH   DFND 1,5 11,151 0 89,800
BELDEN INC COM 077454106 72,927 945,015 SH   DFND 1,5 23 0 944,992
BELLEROPHON THERAPEUTICS INC COM 078771102 2,084 807,770 SH   DFND 1,5 0 0 807,770
BELLICUM PHARMACEUTICALS INC COM 079481107 22,114 2,629,542 SH   DFND 1,5 0 0 2,629,542
BEMIS INC COM 081437105 33,807 707,407 SH   DFND 1,5 0 0 707,407
BEMIS INC COM 081437105 253 5,287 SH   DFND 3 5,287 0 0
BENCHMARK ELECTRS INC COM 08160H101 4,070 139,850 SH   DFND 1,5 150 0 139,700
BENEFICIAL BANCORP INC COM 08171T102 60,268 3,663,724 SH   DFND 1,5 0 0 3,663,724
BENEFICIAL BANCORP INC COM 08171T102 14,014 851,900 SH   DFND 6 851,900 0 0
BENEFICIAL BANCORP INC COM 08171T102 5,459 331,874 SH   DFND 7 331,874 0 0
BENEFITFOCUS INC COM 08180D106 121,052 4,483,394 SH   DFND 1,5 100,000 0 4,383,394
BENEFITFOCUS INC COM 08180D106 3,167 117,289 SH   DFND 1,9 0 0 117,289
BENEFITFOCUS INC COM 08180D106 2,430 90,000 SH   DFND 7 90,000 0 0
BERKLEY W R CORP COM 084423102 221 3,083 SH   DFND 3 3,083 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 8,694,087 29,214 SH   DFND 1,5 3,700 0 25,514
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 2,628,935 13,262,711 SH   DFND 1,5 83,053 0 13,179,658
BERKSHIRE HATHAWAY INC DEL CL A 084670108 298 1 SH   DFND 3 1 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 174,568 880,680 SH   DFND 3 880,680 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 46,067 232,401 SH   DFND 6 221,516 0 10,885
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 44,613 225,068 SH   DFND 7 161,868 0 63,200
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 86,460 436,180 SH   DFND 11 436,180 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 16,375 447,403 SH   DFND 6 447,403 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 4,480 122,402 SH   DFND 7 122,402 0 0
BERRY GLOBAL GROUP INC COM 08579W103 170,160 2,900,288 SH   DFND 1,5 26,240 0 2,874,048
BEST BUY INC COM 086516101 1,773,520 25,902,148 SH   DFND 1,5 2,616,929 0 23,285,219
BEST BUY INC COM 086516101 1,389 20,288 SH   DFND 3 20,288 0 0
BEST INC SPONSORED ADS 08653C106 21,223 2,363,400 SH   DFND 1,9 0 0 2,363,400
BGC PARTNERS INC CL A 05541T101 13,170 871,600 SH   DFND 1,5 0 0 871,600
BGC PARTNERS INC CL A 05541T101 3,381 223,790 SH   DFND 7 223,790 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 8,868 192,823 SH   DFND 1,5 523 0 192,300
BHP BILLITON LTD SPONSORED ADR 088606108 409 8,901 SH   DFND 3 8,901 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 299 6,500 SH   DFND 6 6,500 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 1,067 23,200 SH   DFND 7 0 0 23,200
BIG LOTS INC COM 089302103 5,393 96,055 SH   DFND 1,5 55 0 96,000
BIO RAD LABS INC CL A 090572207 20,859 87,396 SH   DFND 1,5 0 0 87,396
BIO RAD LABS INC CL A 090572207 10,516 44,061 SH   DFND 6 44,061 0 0
BIO RAD LABS INC CL A 090572207 3,016 12,638 SH   DFND 7 12,638 0 0
BIOCRYST PHARMACEUTICALS COM 09058V103 15,342 3,124,676 SH   DFND 1,5 0 0 3,124,676
BIOGEN INC COM 09062X103 1,017 3,193 SH   DFND 1 3,193 0 0
BIOGEN INC COM 09062X103 2,762,061 8,670,187 SH   DFND 1,5 445,123 0 8,225,064
BIOGEN INC COM 09062X103 33,351 104,690 SH   DFND 3 104,690 0 0
BIOGEN INC COM 09062X103 32,464 101,905 SH   DFND 6 96,914 0 4,991
BIOGEN INC COM 09062X103 67,678 212,444 SH   DFND 7 161,148 0 51,296
BIOHAVEN PHARMACTL HLDG CO L COM G11196105 27,938 1,035,523 SH   DFND 1,5 0 0 1,035,523
BIOMARIN PHARMACEUTICAL INC COM 09061G101 483,267 5,419,613 SH   DFND 1,5 22,377 0 5,397,236
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 15,492 15,550,000 PRN   DFND 1,5 0 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 26,638 22,491,000 PRN   DFND 1,5 0 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 423 4,740 SH   DFND 3 4,740 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 28,360 318,045 SH   DFND 6 318,045 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 20,325 227,935 SH   DFND 7 168,035 0 59,900
BIOSCRIP INC COM 09069N108 11,204 3,850,300 SH   DFND 6 3,850,300 0 0
BIOSCRIP INC COM 09069N108 4,293 1,475,100 SH   DFND 7 1,475,100 0 0
BIOTIME INC *W EXP 10/01/201 09066L162 4 30,115 SH   DFND 1,5 0 0 30,115
BIOVERATIV INC COM 09075E100 136,708 2,535,389 SH   DFND 1,5 212,116 0 2,323,273
BLACK BOX CORP DEL COM 091826107 6,413 1,806,547 SH   DFND 1,5 227,502 0 1,579,045
BLACK HILLS CORP COM 092113109 1,836 30,552 SH   DFND 1,5 0 0 30,552
BLACK KNIGHT INC COM 09215C105 131,122 2,969,925 SH   DFND 1,5 424,591 0 2,545,334
BLACK STONE MINERALS L P COM UNIT 09225M101 31,690 1,766,427 SH   DFND 1,5 0 0 1,766,427
BLACKBAUD INC COM 09227Q100 7,435 78,687 SH   DFND 1,5 459 0 78,228
BLACKBERRY LTD COM 09228F103 49,061 4,392,201 SH   DFND 1,5 1,441,000 0 2,951,201
BLACKBERRY LTD COM 09228F103 2,391 214,100 SH   DFND 7 178,700 0 35,400
BLACKBERRY LTD COM 09228F103 58,383 5,227,000 SH   DFND 11 4,929,800 0 297,200
BLACKBERRY LTD COM 09228F103 194 17,400 SH   DFND   17,400 0 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 48,527 1,361,194 SH   DFND 1,5 450 0 1,360,744
BLACKROCK INC COM 09247X101 1,806,500 3,516,576 SH   DFND 1,5 374,493 0 3,142,083
BLACKROCK INC COM 09247X101 34,525 67,206 SH   DFND 3 67,206 0 0
BLACKROCK INC COM 09247X101 10,438 20,319 SH   DFND 6 20,319 0 0
BLACKROCK INC COM 09247X101 30,258 58,900 SH   DFND 7 43,100 0 15,800
BLACKROCK INC COM 09247X101 37,758 73,500 SH   DFND 11 73,500 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 1,131,158 35,326,618 SH   DFND 1,5 1,853 0 35,324,765
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 20,288 20,000,000 PRN   DFND 1,5 0 0 0
BLOCK H & R INC COM 093671105 42,673 1,627,500 SH   DFND 1,5 0 0 1,627,500
BLOCK H & R INC COM 093671105 934 35,618 SH   DFND 3 35,618 0 0
BLUE APRON HLDGS INC CL A 09523Q101 15,496 3,845,245 SH   DFND 1,5 711,376 0 3,133,869
BLUE BIRD CORP COM 095306106 6,368 320,000 SH   DFND 11 320,000 0 0
BLUE BUFFALO PET PRODS INC COM 09531U102 39,804 1,213,920 SH   DFND 1,5 280 0 1,213,640
BLUE HILLS BANCORP INC COM 095573101 35,868 1,784,482 SH   DFND 6 1,784,482 0 0
BLUE HILLS BANCORP INC COM 095573101 10,395 517,155 SH   DFND 7 487,036 0 30,119
BLUEBIRD BIO INC COM 09609G100 1,303,839 7,320,827 SH   DFND 1,5 1,673,921 0 5,646,906
BLUEBIRD BIO INC COM 09609G100 2,956 16,600 SH   DFND 6 16,600 0 0
BLUEBIRD BIO INC COM 09609G100 3,028 17,000 SH   DFND 7 17,000 0 0
BLUEBIRD BIO INC COM 09609G100 1,193 6,700 SH   DFND 11 6,700 0 0
BLUEGREEN VACATIONS CORP COM 09629F108 67,973 3,722,510 SH   DFND 1,5 243,002 0 3,479,508
BLUEGREEN VACATIONS CORP COM 09629F108 12,399 679,000 SH   DFND 6 679,000 0 0
BLUEGREEN VACATIONS CORP COM 09629F108 3,453 189,100 SH   DFND 7 189,100 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 386,310 5,122,800 SH   DFND 1,5 97,504 0 5,025,296
BLUEPRINT MEDICINES CORP COM 09627Y109 70,526 935,239 SH   DFND 6 935,239 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 24,382 323,320 SH   DFND 7 310,220 0 13,100
BLUEPRINT MEDICINES CORP COM 09627Y109 3,740 49,600 SH   DFND 11 49,600 0 0
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 193,275 14,970,922 SH   DFND 1,5 1,175 0 14,969,747
BOEING CO COM 097023105 1,663,664 5,641,259 SH   DFND 1,5 604,330 0 5,036,929
BOEING CO COM 097023105 95,677 324,428 SH   DFND 3 324,428 0 0
BOEING CO COM 097023105 30,151 102,239 SH   DFND 6 96,934 0 5,305
BOEING CO COM 097023105 118,383 401,420 SH   DFND 7 362,801 0 38,619
BOFI HLDG INC COM 05566U108 1,453 48,600 SH   DFND 1,5 0 0 48,600
BOJANGLES INC COM 097488100 4,522 383,221 SH   DFND 1,5 12,924 0 370,297
BOJANGLES INC COM 097488100 5,126 434,400 SH   DFND 6 434,400 0 0
BOJANGLES INC COM 097488100 2,635 223,328 SH   DFND 7 168,028 0 55,300
BOK FINL CORP COM NEW 05561Q201 138,487 1,500,075 SH   DFND 1,5 0 0 1,500,075
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 209,868 5,504,000 SH   DFND 1,5 0 0 5,504,000
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 49,588 1,300,500 SH   DFND 6 1,300,500 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 5,827 152,830 SH   DFND 7 152,830 0 0
BORGWARNER INC COM 099724106 62,312 1,219,642 SH   DFND 1,5 0 0 1,219,642
BORGWARNER INC COM 099724106 5,037 98,591 SH   DFND 3 98,591 0 0
BORGWARNER INC COM 099724106 216 4,220 SH   DFND 6 4,220 0 0
BORGWARNER INC COM 099724106 3,318 64,936 SH   DFND 7 64,936 0 0
BOSTON BEER INC CL A 100557107 3,058 16,000 SH   DFND 1,5 16,000 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 61,996 4,012,680 SH   DFND 1,5 26,565 0 3,986,115
BOSTON PRIVATE FINL HLDGS IN COM 101119105 32,488 2,102,771 SH   DFND 6 2,102,771 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 12,379 801,204 SH   DFND 7 652,104 0 149,100
BOSTON PROPERTIES INC COM 101121101 369,194 2,839,300 SH   DFND 1 2,839,300 0 0
BOSTON PROPERTIES INC COM 101121101 597,663 4,596,344 SH   DFND 1,5 126,600 0 4,469,744
BOSTON PROPERTIES INC COM 101121101 9,488 72,968 SH   DFND 3 72,968 0 0
BOSTON PROPERTIES INC COM 101121101 48,917 376,194 SH   DFND 6 376,194 0 0
BOSTON PROPERTIES INC COM 101121101 45,347 348,740 SH   DFND 7 253,298 0 95,442
BOSTON PROPERTIES INC COM 101121101 20,856 160,390 SH   DFND 11 160,390 0 0
BOSTON SCIENTIFIC CORP COM 101137107 1,113 44,905 SH   DFND 1 44,905 0 0
BOSTON SCIENTIFIC CORP COM 101137107 3,802,332 153,381,689 SH   DFND 1,5 7,055,809 0 146,325,880
BOSTON SCIENTIFIC CORP COM 101137107 5,242 211,448 SH   DFND 1,12 23,000 0 188,448
BOSTON SCIENTIFIC CORP COM 101137107 3,866 155,936 SH   DFND 3 155,936 0 0
BOSTON SCIENTIFIC CORP COM 101137107 34,800 1,403,812 SH   DFND 6 1,403,812 0 0
BOSTON SCIENTIFIC CORP COM 101137107 51,324 2,070,354 SH   DFND 7 1,267,354 0 803,000
BOSTON SCIENTIFIC CORP COM 101137107 6,138 247,600 SH   DFND 11 247,600 0 0
BOX INC CL A 10316T104 119,993 5,681,500 SH   DFND 1,5 0 0 5,681,500
BOYD GAMING CORP COM 103304101 319 9,100 SH   DFND 1 9,100 0 0
BOYD GAMING CORP COM 103304101 140,363 4,004,640 SH   DFND 1,5 500 0 4,004,140
BOYD GAMING CORP COM 103304101 12,359 352,600 SH   DFND 6 352,600 0 0
BOYD GAMING CORP COM 103304101 831 23,700 SH   DFND 7 23,700 0 0
BP PLC SPONSORED ADR 055622104 29,460 700,931 SH   DFND 1,5 0 0 700,931
BP PLC SPONSORED ADR 055622104 1,765 42,004 SH   DFND 3 42,004 0 0
BP PLC SPONSORED ADR 055622104 282 6,700 SH   DFND 6 6,700 0 0
BP PLC SPONSORED ADR 055622104 5,463 129,977 SH   DFND 7 977 0 129,000
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 159,715 8,780,400 SH   DFND 1 8,780,400 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 143,611 7,895,064 SH   DFND 1,5 219,461 0 7,675,603
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 20,982 1,153,489 SH   DFND 6 1,075,483 0 78,006
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 8,264 454,329 SH   DFND 7 454,329 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 13,444 143,021 SH   DFND 1,5 0 0 143,021
BRIGHTHOUSE FINL INC COM 10922N103 36,631 624,683 SH   DFND 1,5 47,847 0 576,836
BRIGHTHOUSE FINL INC COM 10922N103 763 13,020 SH   DFND 3 13,020 0 0
BRINKER INTL INC COM 109641100 18,435 474,632 SH   DFND 1,5 105,802 0 368,830
BRINKS CO COM 109696104 29,522 375,127 SH   DFND 1,5 200 0 374,927
BRISTOL MYERS SQUIBB CO COM 110122108 361 5,894 SH   DFND 1 5,894 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 1,380,732 22,531,535 SH   DFND 1,5 1,757,237 0 20,774,298
BRISTOL MYERS SQUIBB CO COM 110122108 69,228 1,129,706 SH   DFND 3 1,129,706 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 22,779 371,714 SH   DFND 6 335,593 0 36,121
BRISTOL MYERS SQUIBB CO COM 110122108 79,074 1,290,375 SH   DFND 7 1,064,170 0 226,205
BRISTOW GROUP INC COM 110394103 8,649 642,116 SH   DFND 1,5 68,823 0 573,293
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 282 4,205 SH   DFND 1 4,205 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 2,021,648 30,178,360 SH   DFND 1,5 1,917,866 0 28,260,494
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 30,789 459,600 SH   DFND 1,10 9,600 0 450,000
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 84,505 1,261,455 SH   DFND 3 1,261,455 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 27,412 409,200 SH   DFND 6 409,200 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 25,844 385,794 SH   DFND 7 188,309 0 197,485
BRIXMOR PPTY GROUP INC COM 11120U105 132,611 7,106,704 SH   DFND 1 7,106,704 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 70,166 3,760,244 SH   DFND 1,5 140,690 0 3,619,554
BROADCOM LTD SHS Y09827109 898 3,496 SH   DFND 1 3,496 0 0
BROADCOM LTD SHS Y09827109 3,282,508 12,777,375 SH   DFND 1,5 877,779 0 11,899,596
BROADCOM LTD SHS Y09827109 56,645 220,496 SH   DFND 1,9 0 0 220,496
BROADCOM LTD SHS Y09827109 53,844 209,592 SH   DFND 3 209,592 0 0
BROADCOM LTD SHS Y09827109 62,455 243,111 SH   DFND 6 238,615 0 4,496
BROADCOM LTD SHS Y09827109 56,551 220,127 SH   DFND 7 184,627 0 35,500
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 6,998 77,257 SH   DFND 1,5 0 0 77,257
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 1,281 14,140 SH   DFND 3 14,140 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 46,498 513,335 SH   DFND 11 513,335 0 0
BROADSOFT INC NOTE 1.000% 9/0 11133BAD4 7,184 4,850,000 PRN   DFND 1,5 0 0 0
BROADSOFT INC COM 11133B409 190,311 3,466,500 SH   DFND 11 3,466,500 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 27,656 27,743,000 PRN   DFND 1,5 0 0 0
BROOKDALE SR LIVING INC COM 112463104 6,271 646,500 SH   DFND 1,5 0 0 646,500
BROOKDALE SR LIVING INC COM 112463104 3,420 352,600 SH   DFND 6 352,600 0 0
BROOKDALE SR LIVING INC COM 112463104 1,344 138,600 SH   DFND 7 138,600 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 158,969 3,651,753 SH   DFND 1,5 106,768 0 3,544,985
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 369 8,485 SH   DFND 3 8,485 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 23,203 533,014 SH   DFND 6 330,614 0 202,400
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 34,795 799,301 SH   DFND 7 654,901 0 144,400
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 939,725 21,586,889 SH   DFND 11 17,557,335 0 4,029,554
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 1,537 35,301 SH   DFND   35,301 0 0
BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 1,709 38,110 SH   DFND 7 38,110 0 0
BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 25,986 579,365 SH   DFND 11 579,365 0 0
BROOKFIELD PPTY PARTNERS L P UNIT LTD PARTN G16249107 166,481 7,514,049 SH   DFND 11 7,086,149 0 427,900
BROOKFIELD RENEWABLE PARTNER PARTNERSHIP UNIT G16258108 48,899 1,403,000 SH   DFND 11 1,403,000 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 10,893 693,800 SH   DFND 6 693,800 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 4,129 263,000 SH   DFND 7 263,000 0 0
BROWN & BROWN INC COM 115236101 7,909 153,700 SH   DFND 1,5 0 0 153,700
BROWN & BROWN INC COM 115236101 22,074 428,960 SH   DFND 6 428,960 0 0
BROWN & BROWN INC COM 115236101 6,356 123,508 SH   DFND 7 123,508 0 0
BROWN FORMAN CORP CL B 115637209 26,019 378,904 SH   DFND 1,5 202 0 378,702
BROWN FORMAN CORP CL B 115637209 1,055 15,370 SH   DFND 3 15,370 0 0
BRUKER CORP COM 116794108 245,026 7,139,452 SH   DFND 1,5 260,690 0 6,878,762
BRUKER CORP COM 116794108 14,570 424,540 SH   DFND 6 424,540 0 0
BRUKER CORP COM 116794108 6,844 199,406 SH   DFND 7 162,406 0 37,000
BRUNSWICK CORP COM 117043109 40,702 737,096 SH   DFND 1,5 0 0 737,096
BRUNSWICK CORP COM 117043109 32,222 583,516 SH   DFND 6 583,516 0 0
BRUNSWICK CORP COM 117043109 17,079 309,290 SH   DFND 7 250,690 0 58,600
BT GROUP PLC ADR 05577E101 5,819 319,400 SH   DFND 1,5 0 0 319,400
BUCKLE INC COM 118440106 173,996 7,326,149 SH   DFND 1,5 1,925,259 0 5,400,890
BUILDERS FIRSTSOURCE INC COM 12008R107 18,946 869,495 SH   DFND 6 869,495 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 9,275 425,656 SH   DFND 7 340,856 0 84,800
BUNGE LIMITED COM G16962105 176,645 2,633,348 SH   DFND 1,5 29,147 0 2,604,201
BUNGE LIMITED COM G16962105 4,291 63,962 SH   DFND 6 63,962 0 0
BUNGE LIMITED COM G16962105 7,157 106,700 SH   DFND 7 35,800 0 70,900
BURLINGTON STORES INC COM 122017106 230,555 1,873,970 SH   DFND 1,5 28,779 0 1,845,191
BURLINGTON STORES INC COM 122017106 6,193 50,340 SH   DFND 1,12 5,600 0 44,740
BURLINGTON STORES INC COM 122017106 18,114 147,234 SH   DFND 6 147,234 0 0
BURLINGTON STORES INC COM 122017106 4,667 37,930 SH   DFND 7 37,930 0 0
BWX TECHNOLOGIES INC COM 05605H100 49,114 811,937 SH   DFND 1,5 0 0 811,937
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 385,269 4,324,487 SH   DFND 1,5 106,604 0 4,217,883
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 52,119 585,017 SH   DFND 3 585,017 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 5,853 65,700 SH   DFND 6 65,700 0 0
C&J ENERGY SVCS INC NEW COM 12674R100 34,552 1,032,321 SH   DFND 1,5 0 0 1,032,321
C&J ENERGY SVCS INC NEW COM 12674R100 271 8,100 SH   DFND 7 8,100 0 0
CA INC COM 12673P105 48,200 1,448,309 SH   DFND 1,5 9 0 1,448,300
CA INC COM 12673P105 1,389 41,736 SH   DFND 3 41,736 0 0
CABLE ONE INC COM 12685J105 356 506 SH   DFND 3 506 0 0
CABOT CORP COM 127055101 31,002 503,367 SH   DFND 1,5 3,559 0 499,808
CABOT OIL & GAS CORP COM 127097103 469 16,400 SH   DFND 1 16,400 0 0
CABOT OIL & GAS CORP COM 127097103 890,838 31,148,179 SH   DFND 1,5 1,382,154 0 29,766,025
CABOT OIL & GAS CORP COM 127097103 2,509 87,728 SH   DFND 3 87,728 0 0
CABOT OIL & GAS CORP COM 127097103 8,342 291,661 SH   DFND 6 291,661 0 0
CABOT OIL & GAS CORP COM 127097103 5,308 185,607 SH   DFND 7 185,607 0 0
CACI INTL INC CL A 127190304 143,523 1,084,421 SH   DFND 1,5 4,714 0 1,079,707
CADENCE BANCORPORATION CL A 12739A100 5,782 213,200 SH   DFND 1,5 0 0 213,200
CADENCE DESIGN SYSTEM INC COM 127387108 447 10,690 SH   DFND 3 10,690 0 0
CAE INC COM 124765108 3,390 182,500 SH   DFND 1,5 0 0 182,500
CAE INC COM 124765108 57,642 3,103,030 SH   DFND 11 3,103,030 0 0
CAESARS ENTMT CORP COM 127686103 30,002 2,371,714 SH   DFND 1,5 48,600 0 2,323,114
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 41,060 21,200,000 PRN   DFND 1,5 0 0 0
CAESARS ENTMT CORP COM 127686103 155 12,238 SH   DFND 3 12,238 0 0
CAESARS ENTMT CORP COM 127686103 21,050 1,664,039 SH   DFND 6 1,664,039 0 0
CAESARS ENTMT CORP COM 127686103 4,688 370,605 SH   DFND 7 370,605 0 0
CALATLANTIC GROUP INC COM 128195104 218,158 3,868,741 SH   DFND 1,5 175 0 3,868,566
CALATLANTIC GROUP INC COM 128195104 5,255 93,198 SH   DFND 6 93,198 0 0
CALATLANTIC GROUP INC COM 128195104 8,151 144,548 SH   DFND 7 86,878 0 57,670
CALGON CARBON CORP COM 129603106 101,452 4,763,000 SH   DFND 11 4,763,000 0 0
CALITHERA BIOSCIENCES INC COM 13089P101 5,684 680,710 SH   DFND 1,5 0 0 680,710
CALIX INC COM 13100M509 851 143,061 SH   DFND 1,5 0 0 143,061
CALLAWAY GOLF CO COM 131193104 50,543 3,628,333 SH   DFND 1,5 1,219,900 0 2,408,433
CALLIDUS SOFTWARE INC COM 13123E500 35,095 1,224,963 SH   DFND 1,9 0 0 1,224,963
CALLIDUS SOFTWARE INC COM 13123E500 60,587 2,114,728 SH   DFND 6 2,114,728 0 0
CALLIDUS SOFTWARE INC COM 13123E500 19,604 684,275 SH   DFND 7 607,675 0 76,600
CALLON PETE CO DEL COM 13123X102 77,113 6,346,755 SH   DFND 1,5 0 0 6,346,755
CALLON PETE CO DEL COM 13123X102 49,045 4,036,652 SH   DFND 6 4,036,652 0 0
CALLON PETE CO DEL COM 13123X102 17,289 1,422,988 SH   DFND 7 1,251,288 0 171,700
CALPINE CORP COM NEW 131347304 3,567 235,724 SH   DFND 1,5 546 0 235,178
CALYXT INC COM 13173L107 74,383 3,376,444 SH   DFND 1,5 911,244 0 2,465,200
CAMBREX CORP COM 132011107 206 4,293 SH   DFND 1,5 1,293 0 3,000
CAMBREX CORP COM 132011107 13,253 276,100 SH   DFND 6 276,100 0 0
CAMBREX CORP COM 132011107 5,146 107,200 SH   DFND 7 107,200 0 0
CAMBRIDGE BANCORP COM 132152109 805 10,003 SH   DFND 1,5 5,000 0 5,003
CAMDEN NATL CORP COM 133034108 19,479 462,346 SH   DFND 1,5 7,716 0 454,630
CAMDEN NATL CORP COM 133034108 30,013 712,396 SH   DFND 6 712,396 0 0
CAMDEN NATL CORP COM 133034108 9,275 220,150 SH   DFND 7 220,150 0 0
CAMDEN PPTY TR SH BEN INT 133131102 103,963 1,129,300 SH   DFND 1 1,129,300 0 0
CAMDEN PPTY TR SH BEN INT 133131102 69,997 760,336 SH   DFND 1,5 24,885 0 735,451
CAMECO CORP COM 13321L108 628 68,000 SH   DFND 1,5 0 0 68,000
CAMECO CORP COM 13321L108 553 59,900 SH   DFND 11 59,900 0 0
CAMPBELL SOUP CO COM 134429109 229,509 4,770,498 SH   DFND 1,5 77,400 0 4,693,098
CAMPBELL SOUP CO COM 134429109 3,620 75,234 SH   DFND 3 75,234 0 0
CAMPBELL SOUP CO COM 134429109 7,241 150,500 SH   DFND 6 150,500 0 0
CAMPBELL SOUP CO COM 134429109 548 11,400 SH   DFND 7 11,400 0 0
CAMPING WORLD HLDGS INC CL A 13462K109 25,805 576,900 SH   DFND 1,5 0 0 576,900
CANADA GOOSE HOLDINGS INC SHS SUB VTG 135086106 13,733 434,718 SH   DFND 1,5 8,000 0 426,718
CANADA GOOSE HOLDINGS INC SHS SUB VTG 135086106 676 21,390 SH   DFND 6 21,390 0 0
CANADA GOOSE HOLDINGS INC SHS SUB VTG 135086106 2,676 84,700 SH   DFND 7 71,700 0 13,000
CANADA GOOSE HOLDINGS INC SHS SUB VTG 135086106 154,376 4,886,692 SH   DFND 11 4,434,065 0 452,627
CANADA GOOSE HOLDINGS INC SHS SUB VTG 135086106 240 7,600 SH   DFND   7,600 0 0
CANADIAN NAT RES LTD COM 136385101 388,327 10,866,582 SH   DFND 1,5 951,313 0 9,915,269
CANADIAN NAT RES LTD COM 136385101 4,561 127,629 SH   DFND 3 127,629 0 0
CANADIAN NAT RES LTD COM 136385101 342 9,566 SH   DFND 6 9,566 0 0
CANADIAN NAT RES LTD COM 136385101 14,377 402,320 SH   DFND 7 345,920 0 56,400
CANADIAN NAT RES LTD COM 136385101 614,246 17,188,508 SH   DFND 11 14,218,575 0 2,969,933
CANADIAN NAT RES LTD COM 136385101 1,362 38,101 SH   DFND   38,101 0 0
CANADIAN NATL RY CO COM 136375102 129,123 1,565,916 SH   DFND 1,5 0 0 1,565,916
CANADIAN NATL RY CO COM 136375102 657 7,969 SH   DFND 3 7,969 0 0
CANADIAN NATL RY CO COM 136375102 11,631 141,050 SH   DFND 6 72,450 0 68,600
CANADIAN NATL RY CO COM 136375102 41,164 499,210 SH   DFND 7 435,510 0 63,700
CANADIAN NATL RY CO COM 136375102 967,579 11,734,167 SH   DFND 11 10,006,047 0 1,728,120
CANADIAN NATL RY CO COM 136375102 1,427 17,301 SH   DFND   17,301 0 0
CANADIAN PAC RY LTD COM 13645T100 217,610 1,191,047 SH   DFND 1,5 18,500 0 1,172,547
CANADIAN PAC RY LTD COM 13645T100 365 2,000 SH   DFND 3 2,000 0 0
CANADIAN PAC RY LTD COM 13645T100 256 1,400 SH   DFND 6 1,400 0 0
CANADIAN PAC RY LTD COM 13645T100 13,867 75,900 SH   DFND 7 67,100 0 8,800
CANADIAN PAC RY LTD COM 13645T100 432,746 2,368,552 SH   DFND 11 2,034,545 0 334,007
CANADIAN PAC RY LTD COM 13645T100 3,051 16,700 SH   DFND   16,700 0 0
CANNAE HLDGS INC COM 13765N107 8,992 527,992 SH   DFND 1,5 0 0 527,992
CANNAE HLDGS INC COM 13765N107 331 19,416 SH   DFND 3 19,416 0 0
CANNAE HLDGS INC COM 13765N107 1,717 100,800 SH   DFND 6 100,800 0 0
CANTEL MEDICAL CORP COM 138098108 94,781 921,368 SH   DFND 1,5 1,342 0 920,026
CAPITAL ONE FINL CORP COM 14040H105 356 3,576 SH   DFND 1 3,576 0 0
CAPITAL ONE FINL CORP COM 14040H105 2,115,565 21,244,880 SH   DFND 1,5 253,311 0 20,991,569
CAPITAL ONE FINL CORP COM 14040H105 37,029 371,855 SH   DFND 3 371,855 0 0
CAPITAL ONE FINL CORP COM 14040H105 29,910 300,363 SH   DFND 6 274,276 0 26,087
CAPITAL ONE FINL CORP COM 14040H105 94,220 946,174 SH   DFND 7 839,074 0 107,100
CAPITAL SR LIVING CORP COM 140475104 3,355 248,703 SH   DFND 1,5 0 0 248,703
CAPITAL SR LIVING CORP COM 140475104 7,420 550,000 SH   DFND 6 550,000 0 0
CAPITAL SR LIVING CORP COM 140475104 2,763 204,800 SH   DFND 7 204,800 0 0
CARA THERAPEUTICS INC COM 140755109 10,717 875,612 SH   DFND 1,5 0 0 875,612
CARBO CERAMICS INC COM 140781105 35,869 3,523,443 SH   DFND 1,5 1,160,000 0 2,363,443
CARBONITE INC COM 141337105 8,941 356,200 SH   DFND 1,5 0 0 356,200
CARDINAL HEALTH INC COM 14149Y108 511,022 8,340,488 SH   DFND 1,5 293 0 8,340,195
CARDINAL HEALTH INC COM 14149Y108 82,522 1,346,851 SH   DFND 3 1,346,851 0 0
CARDINAL HEALTH INC COM 14149Y108 9,607 156,800 SH   DFND 6 156,800 0 0
CARDINAL HEALTH INC COM 14149Y108 7,938 129,552 SH   DFND 7 37,400 0 92,152
CARDINAL HEALTH INC COM 14149Y108 22,012 359,270 SH   DFND 11 359,270 0 0
CARDTRONICS PLC SHS CL A G1991C105 44,646 2,410,690 SH   DFND 1,5 1,975 0 2,408,715
CARETRUST REIT INC COM 14174T107 139,274 8,309,903 SH   DFND 1,5 86,572 0 8,223,331
CARETRUST REIT INC COM 14174T107 8,733 521,055 SH   DFND 6 521,055 0 0
CARETRUST REIT INC COM 14174T107 2,745 163,800 SH   DFND 7 0 0 163,800
CARGURUS INC COM CL A 141788109 105,042 3,614,462 SH   DFND 1,5 202,461 0 3,412,001
CARGURUS INC COM CL A 141788109 953 31,800 SH   DFND 6 31,800 0 0
CARGURUS INC COM CL A 141788109 4,443 148,200 SH   DFND 11 148,200 0 0
CARLISLE COS INC COM 142339100 47,126 414,662 SH   DFND 1,5 0 0 414,662
CARLISLE COS INC COM 142339100 21,652 190,519 SH   DFND 6 190,519 0 0
CARLISLE COS INC COM 142339100 7,405 65,156 SH   DFND 7 52,756 0 12,400
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 24,771 1,081,700 SH   DFND 1,5 0 0 1,081,700
CARMAX INC COM 143130102 20,938 326,500 SH   DFND 1,5 108,031 0 218,469
CARMAX INC COM 143130102 2,242 34,966 SH   DFND 3 34,966 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 127,453 1,920,340 SH   DFND 1,5 12,058 0 1,908,282
CARNIVAL CORP UNIT 99/99/9999 143658300 9,834 148,167 SH   DFND 3 148,167 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 229 3,453 SH   DFND 6 3,453 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 4,018 60,543 SH   DFND 7 60,543 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 2,391 46,900 SH   DFND 1,5 0 0 46,900
CARPENTER TECHNOLOGY CORP COM 144285103 1,168 22,900 SH   DFND 6 22,900 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 658 12,900 SH   DFND 7 3,200 0 9,700
CARRIAGE SVCS INC COM 143905107 30,366 1,181,094 SH   DFND 1,5 0 0 1,181,094
CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 10,299 8,268,000 PRN   DFND 1,5 0 0 0
CARRIAGE SVCS INC COM 143905107 20,154 783,898 SH   DFND 6 783,898 0 0
CARRIAGE SVCS INC COM 143905107 3,467 134,859 SH   DFND 7 134,859 0 0
CARRIZO OIL & GAS INC COM 144577103 1,228 57,702 SH   DFND 1,5 0 0 57,702
CARROLS RESTAURANT GROUP INC COM 14574X104 8,970 738,250 SH   DFND 6 738,250 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 3,420 281,446 SH   DFND 7 281,446 0 0
CARS COM INC COM 14575E105 23,657 820,286 SH   DFND 1,5 113,359 0 706,927
CARS COM INC COM 14575E105 8,364 290,000 SH   DFND 11 290,000 0 0
CARTER INC COM 146229109 125,662 1,069,558 SH   DFND 1,5 0 0 1,069,558
CARTER INC COM 146229109 16,314 138,858 SH   DFND 6 138,858 0 0
CARTER INC COM 146229109 6,178 52,585 SH   DFND 7 52,585 0 0
CARVANA CO CL A 146869102 37,345 1,953,182 SH   DFND 1,5 0 0 1,953,182
CASA SYS INC COM 14713L102 4,232 238,300 SH   DFND 1,5 0 0 238,300
CASA SYS INC COM 14713L102 1,771 99,700 SH   DFND 1,12 0 0 99,700
CASTLIGHT HEALTH INC CL B 14862Q100 42,246 11,265,486 SH   DFND 1,5 1,596,521 0 9,668,965
CASTLIGHT HEALTH INC CL B 14862Q100 729 194,300 SH   DFND 6 194,300 0 0
CASTLIGHT HEALTH INC CL B 14862Q100 2,438 650,000 SH   DFND 7 650,000 0 0
CATALENT INC COM 148806102 121,186 2,950,001 SH   DFND 1,5 146,605 0 2,803,396
CATALENT INC COM 148806102 22,025 536,140 SH   DFND 6 536,140 0 0
CATALENT INC COM 148806102 7,633 185,805 SH   DFND 7 185,805 0 0
CATALYST PHARMACEUTICALS INC COM 14888U101 1,173 300,000 SH   DFND 1,5 0 0 300,000
CATERPILLAR INC DEL COM 149123101 1,465 9,300 SH   DFND 1 9,300 0 0
CATERPILLAR INC DEL COM 149123101 2,378,492 15,093,868 SH   DFND 1,5 1,649,332 0 13,444,536
CATERPILLAR INC DEL COM 149123101 61,032 387,306 SH   DFND 3 387,306 0 0
CATERPILLAR INC DEL COM 149123101 23,253 147,566 SH   DFND 6 147,566 0 0
CATERPILLAR INC DEL COM 149123101 10,773 68,365 SH   DFND 7 68,365 0 0
CATHAY GEN BANCORP COM 149150104 32,152 762,434 SH   DFND 1,5 96,314 0 666,120
CAVCO INDS INC DEL COM 149568107 110,952 727,080 SH   DFND 1,5 705 0 726,375
CAVCO INDS INC DEL COM 149568107 534 3,500 SH   DFND 6 3,500 0 0
CAVCO INDS INC DEL COM 149568107 549 3,600 SH   DFND 7 3,600 0 0
CAVIUM INC COM 14964U108 429,446 5,122,824 SH   DFND 1,5 1,286,300 0 3,836,524
CAVIUM INC COM 14964U108 10,939 130,491 SH   DFND 1,9 0 0 130,491
CAVIUM INC COM 14964U108 86,694 1,034,167 SH   DFND 6 1,034,167 0 0
CAVIUM INC COM 14964U108 32,666 389,669 SH   DFND 7 339,669 0 50,000
CBIZ INC COM 124805102 12,872 833,171 SH   DFND 1,5 6,767 0 826,404
CBIZ INC COM 124805102 3,057 197,863 SH   DFND 1,12 22,300 0 175,563
CBIZ INC COM 124805102 33,001 2,136,012 SH   DFND 6 2,136,012 0 0
CBIZ INC COM 124805102 11,854 767,218 SH   DFND 7 661,818 0 105,400
CBL & ASSOC PPTYS INC COM 124830100 2,135 377,238 SH   DFND 1,5 400 0 376,838
CBOE GLOBAL MARKETS INC COM 12503M108 1,976 15,863 SH   DFND 1 15,863 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 794,192 6,374,445 SH   DFND 1,5 221,897 0 6,152,548
CBOE GLOBAL MARKETS INC COM 12503M108 1,251 10,045 SH   DFND 3 10,045 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 38,869 311,979 SH   DFND 6 311,979 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 53,220 427,158 SH   DFND 7 375,858 0 51,300
CBRE GROUP INC CL A 12504L109 541,307 12,498,436 SH   DFND 1,5 14,172 0 12,484,264
CBRE GROUP INC CL A 12504L109 3,513 81,109 SH   DFND 3 81,109 0 0
CBRE GROUP INC CL A 12504L109 8,770 202,500 SH   DFND 6 202,500 0 0
CBRE GROUP INC CL A 12504L109 5,019 115,886 SH   DFND 7 115,886 0 0
CBS CORP NEW CL B 124857202 195,398 3,311,827 SH   DFND 1,5 0 0 3,311,827
CBS CORP NEW CL B 124857202 18,602 315,290 SH   DFND 3 315,290 0 0
CBS CORP NEW CL B 124857202 9,932 168,341 SH   DFND 6 168,341 0 0
CDK GLOBAL INC COM 12508E101 171,480 2,405,720 SH   DFND 1,5 238,215 0 2,167,505
CDK GLOBAL INC COM 12508E101 538 7,551 SH   DFND 3 7,551 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 2,337 23,970 SH   DFND 7 23,970 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 38,056 390,370 SH   DFND 11 390,370 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 12,683 130,100 SH   DFND   130,100 0 0
CDW CORP COM 12514G108 14,836 213,500 SH   DFND 1 213,500 0 0
CDW CORP COM 12514G108 645,715 9,292,196 SH   DFND 1,5 812,493 0 8,479,703
CDW CORP COM 12514G108 5,377 77,377 SH   DFND 1,12 8,720 0 68,657
CDW CORP COM 12514G108 61,791 889,200 SH   DFND 11 889,200 0 0
CEDAR FAIR L P DEPOSITRY UNIT 150185106 354,156 5,449,385 SH   DFND 1,5 0 0 5,449,385
CEDAR REALTY TRUST INC COM NEW 150602209 30,616 5,035,493 SH   DFND 1,5 139,234 0 4,896,259
CEDAR REALTY TRUST INC COM NEW 150602209 5,146 846,416 SH   DFND 6 846,416 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 1,606 264,108 SH   DFND 7 0 0 264,108
CELADON GROUP INC COM 150838100 3,866 604,000 SH   DFND 1,5 0 0 604,000
CELANESE CORP DEL COM SER A 150870103 182,929 1,708,336 SH   DFND 1,5 27 0 1,708,309
CELANESE CORP DEL COM SER A 150870103 1,546 14,441 SH   DFND 3 14,441 0 0
CELANESE CORP DEL COM SER A 150870103 5,557 51,900 SH   DFND 11 51,900 0 0
CELESTICA INC SUB VTG SHS 15101Q108 16,817 1,604,200 SH   DFND 1,5 0 0 1,604,200
CELGENE CORP COM 151020104 1,263,875 12,110,724 SH   DFND 1,5 976,575 0 11,134,149
CELGENE CORP COM 151020104 32,124 307,822 SH   DFND 3 307,822 0 0
CELGENE CORP COM 151020104 9,501 91,040 SH   DFND 6 91,040 0 0
CELLDEX THERAPEUTICS INC NEW COM 15117B103 21,649 7,622,752 SH   DFND 1,5 1,056,312 0 6,566,440
CELLECTIS S A SPONSORED ADS 15117K103 103,605 3,554,218 SH   DFND 1,5 439,916 0 3,114,302
CELLECTIS S A SPONSORED ADS 15117K103 1,035 35,500 SH   DFND 7 35,500 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 497 66,300 SH   DFND 1,5 0 0 66,300
CEMEX SAB DE CV SPON ADR NEW 151290889 2,471 329,422 SH   DFND 6 329,422 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 4,230 563,944 SH   DFND 7 563,944 0 0
CENOVUS ENERGY INC COM 15135U109 558,391 61,140,947 SH   DFND 1,5 2,872,918 0 58,268,029
CENOVUS ENERGY INC COM 15135U109 32,833 3,595,000 SH   DFND 1,10 77,000 0 3,518,000
CENOVUS ENERGY INC COM 15135U109 21,370 2,339,886 SH   DFND 6 1,895,186 0 444,700
CENOVUS ENERGY INC COM 15135U109 10,144 1,110,700 SH   DFND 7 849,700 0 261,000
CENOVUS ENERGY INC COM 15135U109 358,343 39,236,653 SH   DFND 11 35,330,653 0 3,906,000
CENOVUS ENERGY INC COM 15135U109 375 41,104 SH   DFND   41,104 0 0
CENTENE CORP DEL COM 15135B101 60,484 599,565 SH   DFND 1,5 5,474 0 594,091
CENTENE CORP DEL COM 15135B101 2,761 27,371 SH   DFND 3 27,371 0 0
CENTENE CORP DEL COM 15135B101 1,523 15,100 SH   DFND 7 15,100 0 0
CENTENNIAL RESOURCE DEV INC CL A 15136A102 559,880 28,276,753 SH   DFND 1,5 2,673,968 0 25,602,785
CENTENNIAL RESOURCE DEV INC CL A 15136A102 11,581 584,900 SH   DFND 6 584,900 0 0
CENTENNIAL RESOURCE DEV INC CL A 15136A102 12,158 614,042 SH   DFND 7 518,342 0 95,700
CENTENNIAL RESOURCE DEV INC CL A 15136A102 22,991 1,161,156 SH   DFND 11 1,161,156 0 0
CENTERPOINT ENERGY INC COM 15189T107 189,344 6,676,442 SH   DFND 1,5 266,936 0 6,409,506
CENTERPOINT ENERGY INC COM 15189T107 1,797 63,377 SH   DFND 3 63,377 0 0
CENTERPOINT ENERGY INC COM 15189T107 4,586 161,700 SH   DFND 7 161,700 0 0
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 2,530 544,012 SH   DFND 1,10 219,412 0 324,600
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 57,784 1,532,316 SH   DFND 1,5 357 0 1,531,959
CENTRAL GARDEN & PET CO COM 153527106 18,018 462,951 SH   DFND 1,5 0 0 462,951
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 3,944 104,584 SH   DFND 1,12 11,700 0 92,884
CENTRAL PAC FINL CORP COM NEW 154760409 5,253 176,107 SH   DFND 1,5 19,808 0 156,299
CENTRAL VALLEY CMNTY BANCORP COM 155685100 2,895 143,464 SH   DFND 1,5 13,883 0 129,581
CENTURYLINK INC COM 156700106 51,879 3,110,280 SH   DFND 1,5 218 0 3,110,062
CENTURYLINK INC COM 156700106 4,660 279,377 SH   DFND 3 279,377 0 0
CENTURYLINK INC COM 156700106 683 40,972 SH   DFND 6 556 0 40,416
CENTURYLINK INC COM 156700106 194 11,637 SH   DFND 7 11,637 0 0
CERNER CORP COM 156782104 955,675 14,181,258 SH   DFND 1,5 436,021 0 13,745,237
CERNER CORP COM 156782104 13,372 198,421 SH   DFND 3 198,421 0 0
CERNER CORP COM 156782104 733 10,879 SH   DFND 6 10,879 0 0
CERNER CORP COM 156782104 8,904 132,125 SH   DFND 7 130,025 0 2,100
CERNER CORP COM 156782104 7,608 112,900 SH   DFND 11 112,900 0 0
CF INDS HLDGS INC COM 125269100 928 21,811 SH   DFND 1 21,811 0 0
CF INDS HLDGS INC COM 125269100 895,491 21,050,567 SH   DFND 1,5 1,017,239 0 20,033,328
CF INDS HLDGS INC COM 125269100 4,648 109,263 SH   DFND 3 109,263 0 0
CF INDS HLDGS INC COM 125269100 19,926 468,398 SH   DFND 6 468,398 0 0
CF INDS HLDGS INC COM 125269100 21,364 502,198 SH   DFND 7 298,598 0 203,600
CHANGYOU COM LTD ADS REP CL A 15911M107 1,749 48,000 SH   DFND 1,5 0 0 48,000
CHARLES RIV LABS INTL INC COM 159864107 115,129 1,051,885 SH   DFND 1,5 178 0 1,051,707
CHARLES RIV LABS INTL INC COM 159864107 34,158 312,087 SH   DFND 6 312,087 0 0
CHARLES RIV LABS INTL INC COM 159864107 5,923 54,113 SH   DFND 7 54,113 0 0
CHARLES RIV LABS INTL INC COM 159864107 173,130 1,581,821 SH   DFND 11 1,581,821 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 9,441 28,103 SH   DFND 1 28,103 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 987,671 2,939,846 SH   DFND 1,5 185,999 0 2,753,847
CHARTER COMMUNICATIONS INC N CL A 16119P108 30,971 92,186 SH   DFND 3 92,186 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 4,844 14,418 SH   DFND 6 14,418 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 14,495 43,145 SH   DFND 7 19,568 0 23,577
CHARTER COMMUNICATIONS INC N CL A 16119P108 25,399 75,600 SH   DFND 11 75,600 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 203 605 SH   DFND   605 0 0
CHASE CORP COM 16150R104 158,687 1,316,904 SH   DFND 1,5 128,930 0 1,187,974
CHECK POINT SOFTWARE TECH LT ORD M22465104 232,967 2,248,286 SH   DFND 1,5 322,514 0 1,925,772
CHECK POINT SOFTWARE TECH LT ORD M22465104 2,369 22,860 SH   DFND 7 22,860 0 0
CHEETAH MOBILE INC ADR 163075104 760 62,900 SH   DFND 1,5 0 0 62,900
CHEGG INC COM 163092109 57,801 3,541,729 SH   DFND 1,5 326,121 0 3,215,608
CHEGG INC COM 163092109 619 37,900 SH   DFND 6 37,900 0 0
CHEMED CORP NEW COM 16359R103 166,407 684,747 SH   DFND 1,5 41,630 0 643,117
CHEMED CORP NEW COM 16359R103 4,292 17,660 SH   DFND 11 17,660 0 0
CHEMICAL FINL CORP COM 163731102 15,501 289,900 SH   DFND 6 289,900 0 0
CHEMICAL FINL CORP COM 163731102 5,758 107,678 SH   DFND 7 107,678 0 0
CHEMOURS CO COM 163851108 464 9,261 SH   DFND 1 9,261 0 0
CHEMOURS CO COM 163851108 1,005,515 20,086,201 SH   DFND 1,5 145,275 0 19,940,926
CHEMOURS CO COM 163851108 2,535 50,641 SH   DFND 3 50,641 0 0
CHEMOURS CO COM 163851108 6,997 139,772 SH   DFND 6 139,772 0 0
CHEMOURS CO COM 163851108 1,186 23,700 SH   DFND 7 23,700 0 0
CHENIERE ENERGY INC COM NEW 16411R208 870 16,168 SH   DFND 1 16,168 0 0
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CHENIERE ENERGY INC COM NEW 16411R208 1,491 27,700 SH   DFND 7 27,700 0 0
CHENIERE ENERGY PTNRS LP HLD COM REP LLC IN 16411W108 47,173 1,703,626 SH   DFND 1,5 0 0 1,703,626
CHENIERE ENERGY PTNRS LP HLD COM REP LLC IN 16411W108 784 28,300 SH   DFND 7 28,300 0 0
CHESAPEAKE ENERGY CORP COM 165167107 16,830 4,250,000 SH   DFND 1,5 0 0 4,250,000
CHESAPEAKE ENERGY CORP COM 165167107 2,171 548,324 SH   DFND 3 548,324 0 0
CHEVRON CORP NEW COM 166764100 3,741,144 29,883,726 SH   DFND 1,5 1,097,374 0 28,786,352
CHEVRON CORP NEW COM 166764100 305,407 2,439,550 SH   DFND 3 2,439,550 0 0
CHEVRON CORP NEW COM 166764100 77,655 620,301 SH   DFND 6 589,587 0 30,714
CHEVRON CORP NEW COM 166764100 149,655 1,195,422 SH   DFND 7 563,888 0 631,534
CHEVRON CORP NEW COM 166764100 23,874 190,700 SH   DFND 11 190,700 0 0
CHIASMA INC COM 16706W102 4,608 2,710,391 SH   DFND 1,5 40,400 0 2,669,991
CHICOS FAS INC COM 168615102 9,681 1,097,669 SH   DFND 1,5 123,467 0 974,202
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CHILDRENS PL INC COM 168905107 1,497 10,300 SH   DFND 6 10,300 0 0
CHIMERA INVT CORP COM NEW 16934Q208 19,114 1,034,300 SH   DFND 1,5 0 0 1,034,300
CHIMERA INVT CORP COM NEW 16934Q208 1,144 61,900 SH   DFND 7 61,900 0 0
CHIMERIX INC COM 16934W106 31,894 6,888,577 SH   DFND 1,5 1,506,426 0 5,382,151
CHINA BIOLOGIC PRODS HLDGS I COM G21515104 24,500 311,033 SH   DFND 1,5 7,500 0 303,533
CHINA LODGING GROUP LTD SPONSORED ADR 16949N109 103,975 719,900 SH   DFND 1,5 238,000 0 481,900
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 52,790 1,044,524 SH   DFND 1,5 36,975 0 1,007,549
CHINA ONLINE ED GROUP SPONSORED ADR 16954L105 210 16,821 SH   DFND 1,9 0 0 16,821
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 51,866 3,833,372 SH   DFND 1,5 155,652 0 3,677,720
CHIPMOS TECHNOLOGIES INC SPONSORED ADR 16965P103 8,456 479,109 SH   DFND 1,9 0 0 479,109
CHIPOTLE MEXICAN GRILL INC COM 169656105 381,526 1,320,023 SH   DFND 1,5 150,655 0 1,169,368
CHIPOTLE MEXICAN GRILL INC COM 169656105 5,393 18,657 SH   DFND 3 18,657 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 12,077 41,783 SH   DFND 6 41,783 0 0
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CHUBB LIMITED COM H1467J104 579 3,960 SH   DFND 1 3,960 0 0
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CHUBB LIMITED COM H1467J104 146,061 999,525 SH   DFND 3 999,525 0 0
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CHUBB LIMITED COM H1467J104 32,238 220,615 SH   DFND 7 144,215 0 76,400
CHUBB LIMITED COM H1467J104 1,798 12,304 SH   DFND 11 12,304 0 0
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 1,836 51,800 SH   DFND 1,5 0 0 51,800
CHURCH & DWIGHT INC COM 171340102 112,886 2,250,077 SH   DFND 1,5 530,131 0 1,719,946
CHURCH & DWIGHT INC COM 171340102 1,603 31,950 SH   DFND 3 31,950 0 0
CHURCHILL DOWNS INC COM 171484108 136,610 587,064 SH   DFND 1,5 30,729 0 556,335
CIDARA THERAPEUTICS INC COM 171757107 10,007 1,471,553 SH   DFND 1,5 0 0 1,471,553
CIENA CORP COM NEW 171779309 784 37,450 SH   DFND 1,5 0 0 37,450
CIENA CORP COM NEW 171779309 28,762 1,374,200 SH   DFND 6 1,374,200 0 0
CIENA CORP COM NEW 171779309 6,804 325,100 SH   DFND 7 325,100 0 0
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CIGNA CORPORATION COM 125509109 32,779 161,400 SH   DFND 11 161,400 0 0
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CIMPRESS N V SHS EURO N20146101 267,298 2,229,716 SH   DFND 1,5 0 0 2,229,716
CINCINNATI BELL INC NEW COM NEW 171871502 24,200 1,160,672 SH   DFND 1,5 0 0 1,160,672
CINCINNATI FINL CORP COM 172062101 2,739 36,534 SH   DFND 3 36,534 0 0
CINEMARK HOLDINGS INC COM 17243V102 430,918 12,375,602 SH   DFND 1,5 3,150 0 12,372,452
CINEMARK HOLDINGS INC COM 17243V102 1,156 33,196 SH   DFND 3 33,196 0 0
CINEMARK HOLDINGS INC COM 17243V102 47,447 1,362,646 SH   DFND 6 1,330,646 0 32,000
CINEMARK HOLDINGS INC COM 17243V102 23,517 675,387 SH   DFND 7 452,187 0 223,200
CINER RES LP COM UNIT LTD 172464109 10,477 415,425 SH   DFND 1,5 0 0 415,425
CINTAS CORP COM 172908105 322,051 2,066,684 SH   DFND 1,5 163,743 0 1,902,941
CINTAS CORP COM 172908105 5,160 33,114 SH   DFND 3 33,114 0 0
CIRRUS LOGIC INC COM 172755100 178,692 3,445,656 SH   DFND 1,5 812,258 0 2,633,398
CISCO SYS INC COM 17275R102 2,824,460 73,745,695 SH   DFND 1,5 3,019,758 0 70,725,937
CISCO SYS INC COM 17275R102 272,891 7,125,080 SH   DFND 3 7,125,080 0 0
CISCO SYS INC COM 17275R102 42,976 1,122,077 SH   DFND 6 1,122,077 0 0
CISCO SYS INC COM 17275R102 57,260 1,495,039 SH   DFND 7 225,699 0 1,269,340
CIT GROUP INC COM NEW 125581801 303,612 6,167,206 SH   DFND 1,5 120 0 6,167,086
CITIGROUP INC COM NEW 172967424 2,166 29,111 SH   DFND 1 29,111 0 0
CITIGROUP INC COM NEW 172967424 7,379,163 99,168,963 SH   DFND 1,5 6,703,385 0 92,465,578
CITIGROUP INC COM NEW 172967424 213,488 2,869,073 SH   DFND 3 2,869,073 0 0
CITIGROUP INC COM NEW 172967424 81,768 1,098,878 SH   DFND 6 1,038,534 0 60,344
CITIGROUP INC COM NEW 172967424 189,473 2,546,337 SH   DFND 7 1,366,226 0 1,180,111
CITIZENS FINL GROUP INC COM 174610105 55,509 1,322,266 SH   DFND 1,5 914 0 1,321,352
CITIZENS FINL GROUP INC COM 174610105 3,694 87,996 SH   DFND 3 87,996 0 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 22,882 17,695,000 PRN   DFND 1,5 0 0 0
CITRIX SYS INC COM 177376100 1,185,589 13,472,604 SH   DFND 1,5 126,246 0 13,346,358
CITRIX SYS INC COM 177376100 232,566 2,642,800 SH   DFND 1,9 0 0 2,642,800
CITRIX SYS INC COM 177376100 1,158 13,156 SH   DFND 3 13,156 0 0
CITRIX SYS INC COM 177376100 14,023 159,356 SH   DFND 7 159,356 0 0
CITY HLDG CO COM 177835105 43,888 650,485 SH   DFND 1,5 0 0 650,485
CIVEO CORP CDA COM 17878Y108 47,023 17,224,436 SH   DFND 1,5 1,603,620 0 15,620,816
CIVITAS SOLUTIONS INC COM 17887R102 80,171 4,688,346 SH   DFND 1,5 0 0 4,688,346
CIVITAS SOLUTIONS INC COM 17887R102 11,179 653,771 SH   DFND 6 653,771 0 0
CIVITAS SOLUTIONS INC COM 17887R102 4,141 242,140 SH   DFND 7 242,140 0 0
CLEARSIDE BIOMEDICAL INC COM 185063104 3,741 534,447 SH   DFND 1,5 0 0 534,447
CLEMENTIA PHARMACEUTICALS IN COM 185575107 9,490 500,000 SH   DFND 1,5 0 0 500,000
CLEVELAND CLIFFS INC COM 185899101 33,247 4,611,206 SH   DFND 1,5 905,897 0 3,705,309
CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 34,164 31,200,000 PRN   DFND 1,5 0 0 0
CLOROX CO DEL COM 189054109 11,999 80,669 SH   DFND 3 80,669 0 0
CLOUDERA INC COM 18914U100 50,338 3,047,084 SH   DFND 1,5 85,482 0 2,961,602
CLOVIS ONCOLOGY INC COM 189464100 117,313 1,725,191 SH   DFND 1,5 0 0 1,725,191
CLOVIS ONCOLOGY INC COM 189464100 26,817 394,361 SH   DFND 6 394,361 0 0
CLOVIS ONCOLOGY INC COM 189464100 7,214 106,090 SH   DFND 7 106,090 0 0
CME GROUP INC COM CL A 12572Q105 846 5,793 SH   DFND 1 5,793 0 0
CME GROUP INC COM CL A 12572Q105 558,429 3,823,547 SH   DFND 1,5 123,429 0 3,700,118
CME GROUP INC COM CL A 12572Q105 19,156 131,161 SH   DFND 3 131,161 0 0
CME GROUP INC COM CL A 12572Q105 14,093 96,497 SH   DFND 6 75,897 0 20,600
CME GROUP INC COM CL A 12572Q105 34,790 238,205 SH   DFND 7 238,205 0 0
CME GROUP INC COM CL A 12572Q105 42,945 294,040 SH   DFND 11 294,040 0 0
CMS ENERGY CORP COM 125896100 74,248 1,569,721 SH   DFND 1,5 42,570 0 1,527,151
CMS ENERGY CORP COM 125896100 2,545 53,808 SH   DFND 3 53,808 0 0
CMS ENERGY CORP COM 125896100 1,966 41,564 SH   DFND 6 41,564 0 0
CMS ENERGY CORP COM 125896100 4,741 100,243 SH   DFND 7 96,943 0 3,300
CMS ENERGY CORP COM 125896100 98,366 2,079,630 SH   DFND 11 2,079,630 0 0
CNH INDL N V SHS N20944109 149 11,100 SH   DFND 1,5 11,100 0 0
CNH INDL N V SHS N20944109 26,284 1,961,118 SH   DFND 6 1,696,551 0 264,567
CNH INDL N V SHS N20944109 26,112 1,948,285 SH   DFND 7 765,457 0 1,182,828
CNO FINL GROUP INC COM 12621E103 8,715 352,983 SH   DFND 1,5 22,035 0 330,948
CNOOC LTD SPONSORED ADR 126132109 3,862 26,900 SH   DFND 1,5 600 0 26,300
CNX RESOURCES CORPORATION COM 12653C108 745 50,920 SH   DFND 3 50,920 0 0
COBIZ FINANCIAL INC COM 190897108 31,300 1,565,764 SH   DFND 1,5 1,817 0 1,563,947
COCA COLA BOTTLING CO CONS COM 191098102 49,229 228,697 SH   DFND 1,5 0 0 228,697
COCA COLA BOTTLING CO CONS COM 191098102 3,919 18,205 SH   DFND 6 18,205 0 0
COCA COLA BOTTLING CO CONS COM 191098102 269 1,249 SH   DFND 7 1,249 0 0
COCA COLA BOTTLING CO CONS COM 191098102 51,794 240,612 SH   DFND 11 240,612 0 0
COCA COLA CO COM 191216100 2,362,070 51,483,651 SH   DFND 1,5 4,768,353 0 46,715,298
COCA COLA CO COM 191216100 191,742 4,179,204 SH   DFND 3 4,179,204 0 0
COCA COLA CO COM 191216100 23,385 509,710 SH   DFND 6 509,710 0 0
COCA COLA CO COM 191216100 53,557 1,167,321 SH   DFND 7 217,371 0 949,950
COCA COLA EUROPEAN PARTNERS SHS G25839104 231,985 5,821,463 SH   DFND 1,5 343,477 0 5,477,986
COCA COLA EUROPEAN PARTNERS SHS G25839104 1,005 25,210 SH   DFND 1,10 0 0 25,210
COCA COLA EUROPEAN PARTNERS SHS G25839104 1,596 40,043 SH   DFND 3 40,043 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 23,883 599,216 SH   DFND 6 458,416 0 140,800
COCA COLA EUROPEAN PARTNERS SHS G25839104 30,662 769,228 SH   DFND 7 439,459 0 329,769
CODEXIS INC COM 192005106 6,922 828,974 SH   DFND 1,5 153,200 0 675,774
CODORUS VY BANCORP INC COM 192025104 20,810 755,904 SH   DFND 1,5 85,189 0 670,715
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 41,474 915,548 SH   DFND 1,5 0 0 915,548
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 37,965 838,074 SH   DFND 6 838,074 0 0
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COGNEX CORP COM 192422103 6,073 99,300 SH   DFND 1,5 32,190 0 67,110
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COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 400 5,633 SH   DFND 1 5,633 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,364,499 19,212,882 SH   DFND 1,5 627,846 0 18,585,036
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 273,135 3,845,886 SH   DFND 1,9 19,131 0 3,826,755
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COHEN & STEERS INC COM 19247A100 5,079 107,400 SH   DFND 1,5 0 0 107,400
COHERUS BIOSCIENCES INC COM 19249H103 58,437 6,640,573 SH   DFND 1,5 1,563,584 0 5,076,989
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COLFAX CORP COM 194014106 80,606 2,034,477 SH   DFND 1,5 400 0 2,034,077
COLFAX CORP COM 194014106 21,584 544,769 SH   DFND 6 530,787 0 13,982
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COLGATE PALMOLIVE CO COM 194162103 355 4,700 SH   DFND 1 4,700 0 0
COLGATE PALMOLIVE CO COM 194162103 1,323,466 17,540,970 SH   DFND 1,5 1,856,844 0 15,684,126
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COLGATE PALMOLIVE CO COM 194162103 56,468 748,418 SH   DFND 7 739,418 0 9,000
COLLECTORS UNIVERSE INC COM NEW 19421R200 6,502 227,031 SH   DFND 1,5 1,413 0 225,618
COLLEGIUM PHARMACEUTICAL INC COM 19459J104 8,169 442,500 SH   DFND 1,5 23,700 0 418,800
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COLONY CAP INC NOTE 5.000% 4/1 19624RAA4 30,344 29,478,000 PRN   DFND 1,5 0 0 0
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COLONY NORTHSTAR INC CL A COM 19625W104 279,114 24,462,233 SH   DFND 1,5 221,371 0 24,240,862
COLONY NORTHSTAR INC CL A COM 19625W104 16,555 1,450,879 SH   DFND 6 1,450,879 0 0
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COLUMBIA BKG SYS INC COM 197236102 61,197 1,408,764 SH   DFND 1,5 0 0 1,408,764
COLUMBIA SPORTSWEAR CO COM 198516106 14,139 196,699 SH   DFND 1,5 0 0 196,699
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COMCAST CORP NEW CL A 20030N101 303 7,577 SH   DFND 1 7,577 0 0
COMCAST CORP NEW CL A 20030N101 3,411,167 85,172,716 SH   DFND 1,5 7,209,639 0 77,963,077
COMCAST CORP NEW CL A 20030N101 266,280 6,648,682 SH   DFND 3 6,648,682 0 0
COMCAST CORP NEW CL A 20030N101 55,711 1,391,027 SH   DFND 6 1,372,249 0 18,778
COMCAST CORP NEW CL A 20030N101 169,518 4,232,647 SH   DFND 7 2,461,802 0 1,770,845
COMCAST CORP NEW CL A 20030N101 2,104 52,526 SH   DFND 11 52,526 0 0
COMERICA INC COM 200340107 121,276 1,397,023 SH   DFND 1,5 58,391 0 1,338,632
COMERICA INC COM 200340107 25,304 291,487 SH   DFND 3 291,487 0 0
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COMMSCOPE HLDG CO INC COM 20337X109 233,335 6,167,997 SH   DFND 1,5 32,131 0 6,135,866
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COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 49,367 6,470,067 SH   DFND 1,5 265,509 0 6,204,558
COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 77,511 2,620,400 SH   DFND 1,5 98,500 0 2,521,900
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 114,356 8,121,854 SH   DFND 1,5 437,237 0 7,684,617
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 2,439 173,246 SH   DFND 1,10 118,056 0 55,190
COMPASS MINERALS INTL INC COM 20451N101 69,279 958,877 SH   DFND 1,5 0 0 958,877
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CONAGRA BRANDS INC COM 205887102 124,880 3,315,112 SH   DFND 1,5 712 0 3,314,400
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CONE MIDSTREAM PARTNERS LP COM UNIT REPST 206812109 397 23,700 SH   DFND 1,5 0 0 23,700
CONNECTONE BANCORP INC NEW COM 20786W107 47,717 1,853,076 SH   DFND 1,5 0 0 1,853,076
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CONOCOPHILLIPS COM 20825C104 2,791,802 50,861,760 SH   DFND 1,5 1,703,985 0 49,157,775
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CONOCOPHILLIPS COM 20825C104 77,477 1,411,503 SH   DFND 7 302,045 0 1,109,458
CONSOL ENERGY INC NEW COM 20854L108 2,342 59,278 SH   DFND 1,5 7,851 0 51,427
CONSOLIDATED COMM HLDGS INC COM 209034107 7,405 607,502 SH   DFND 1,5 0 0 607,502
CONSOLIDATED EDISON INC COM 209115104 16,745 197,113 SH   DFND 3 197,113 0 0
CONSOLIDATED TOMOKA LD CO COM 210226106 11,364 178,959 SH   DFND 1,5 0 0 178,959
CONSTELLATION BRANDS INC CL A 21036P108 646 2,828 SH   DFND 1 2,828 0 0
CONSTELLATION BRANDS INC CL A 21036P108 1,150,036 5,031,441 SH   DFND 1,5 329,643 0 4,701,798
CONSTELLATION BRANDS INC CL A 21036P108 17,583 76,925 SH   DFND 3 76,925 0 0
CONSTELLATION BRANDS INC CL A 21036P108 24,812 108,551 SH   DFND 6 102,856 0 5,695
CONSTELLATION BRANDS INC CL A 21036P108 82,325 360,176 SH   DFND 7 335,276 0 24,900
CONSTELLATION BRANDS INC CL A 21036P108 2,057 9,000 SH   DFND 11 9,000 0 0
CONTANGO OIL & GAS COMPANY COM NEW 21075N204 12,751 2,707,262 SH   DFND 1,5 455,356 0 2,251,906
CONTINENTAL BLDG PRODS INC COM 211171103 21,597 767,224 SH   DFND 1,5 152,166 0 615,058
CONTINENTAL BLDG PRODS INC COM 211171103 3,390 120,418 SH   DFND 1,12 13,100 0 107,318
CONTINENTAL RESOURCES INC COM 212015101 655,493 12,374,789 SH   DFND 1,5 1,065,577 0 11,309,212
CONTINENTAL RESOURCES INC COM 212015101 3,177 59,977 SH   DFND 3 59,977 0 0
CONTINENTAL RESOURCES INC COM 212015101 6,488 122,491 SH   DFND 6 122,491 0 0
CONTINENTAL RESOURCES INC COM 212015101 3,316 62,600 SH   DFND 7 62,600 0 0
COOPER COS INC COM NEW 216648402 30,699 140,897 SH   DFND 1,5 75 0 140,822
COOPER COS INC COM NEW 216648402 2,130 9,774 SH   DFND 3 9,774 0 0
COOPER COS INC COM NEW 216648402 1,765 8,100 SH   DFND 6 8,100 0 0
COOPER COS INC COM NEW 216648402 4,434 20,350 SH   DFND 7 17,850 0 2,500
COOPER COS INC COM NEW 216648402 56,125 257,597 SH   DFND 11 257,597 0 0
COOPER STD HLDGS INC COM 21676P103 3,263 26,633 SH   DFND 6 26,633 0 0
COOPER STD HLDGS INC COM 21676P103 1,292 10,546 SH   DFND 7 10,546 0 0
COOPER TIRE & RUBR CO COM 216831107 45,942 1,299,643 SH   DFND 1,5 81,277 0 1,218,366
COPA HOLDINGS SA CL A P31076105 195,918 1,461,419 SH   DFND 1,5 51,110 0 1,410,309
COPA HOLDINGS SA CL A P31076105 5,878 43,847 SH   DFND 6 43,847 0 0
COPA HOLDINGS SA CL A P31076105 6,390 47,664 SH   DFND 7 47,664 0 0
COPART INC COM 217204106 159,089 3,683,463 SH   DFND 1,5 5,062 0 3,678,401
COPART INC COM 217204106 275 6,359 SH   DFND 3 6,359 0 0
COPART INC COM 217204106 6,621 153,300 SH   DFND 6 153,300 0 0
COPART INC COM 217204106 3,979 92,131 SH   DFND 7 92,131 0 0
CORBUS PHARMACEUTICALS HLDGS COM 21833P103 14,892 2,097,504 SH   DFND 1,5 0 0 2,097,504
CORCEPT THERAPEUTICS INC COM 218352102 6,382 353,395 SH   DFND 1,5 0 0 353,395
CORE MARK HOLDING CO INC COM 218681104 17,815 564,122 SH   DFND 6 564,122 0 0
CORE MARK HOLDING CO INC COM 218681104 5,166 163,600 SH   DFND 7 163,600 0 0
CORE MOLDING TECHNOLOGIES IN COM 218683100 13,278 611,904 SH   DFND 1,5 121,755 0 490,149
CORECIVIC INC COM 21871N101 37,890 1,684,000 SH   DFND 1 1,684,000 0 0
CORECIVIC INC COM 21871N101 84,159 3,740,411 SH   DFND 1,5 642,213 0 3,098,198
CORECIVIC INC COM 21871N101 16,711 742,700 SH   DFND 6 742,700 0 0
CORECIVIC INC COM 21871N101 6,001 266,700 SH   DFND 7 133,300 0 133,400
CORELOGIC INC COM 21871D103 12,813 277,275 SH   DFND 1,5 507 0 276,768
CORESITE RLTY CORP COM 21870Q105 199,973 1,755,688 SH   DFND 1,5 13,911 0 1,741,777
CORESITE RLTY CORP COM 21870Q105 33,972 298,264 SH   DFND 3 298,264 0 0
CORESITE RLTY CORP COM 21870Q105 54,023 474,306 SH   DFND 6 474,306 0 0
CORESITE RLTY CORP COM 21870Q105 17,839 156,617 SH   DFND 7 131,217 0 25,400
CORINDUS VASCULAR ROBOTICS I COM 218730109 6,379 6,315,800 SH   DFND 1,5 0 0 6,315,800
CORNERSTONE ONDEMAND INC COM 21925Y103 23,439 663,429 SH   DFND 6 663,429 0 0
CORNERSTONE ONDEMAND INC COM 21925Y103 9,335 264,210 SH   DFND 7 230,410 0 33,800
CORNING INC COM 219350105 11,260 351,981 SH   DFND 1,5 30,210 0 321,771
CORNING INC COM 219350105 12,349 386,013 SH   DFND 3 386,013 0 0
CORNING INC COM 219350105 12,437 388,771 SH   DFND 6 354,547 0 34,224
CORNING INC COM 219350105 31,406 981,730 SH   DFND 7 981,730 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 153,750 5,265,400 SH   DFND 1,5 60,800 0 5,204,600
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 3,894 133,360 SH   DFND 1,12 14,600 0 118,760
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 10,816 370,400 SH   DFND 6 370,400 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 4,900 167,800 SH   DFND 7 55,900 0 111,900
CORVEL CORP COM 221006109 1,465 27,700 SH   DFND 7 4,600 0 23,100
CORVUS PHARMACEUTICALS INC COM 221015100 13,216 1,275,650 SH   DFND 1,5 0 0 1,275,650
COSTAR GROUP INC COM 22160N109 23,874 80,399 SH   DFND 1,5 5,353 0 75,046
COSTCO WHSL CORP NEW COM 22160K105 1,468,436 7,889,725 SH   DFND 1,5 911,597 0 6,978,128
COSTCO WHSL CORP NEW COM 22160K105 40,852 219,494 SH   DFND 3 219,494 0 0
COSTCO WHSL CORP NEW COM 22160K105 15,754 84,647 SH   DFND 6 84,647 0 0
COSTCO WHSL CORP NEW COM 22160K105 7,131 38,314 SH   DFND 7 21,048 0 17,266
COTIVITI HLDGS INC COM 22164K101 79,087 2,455,357 SH   DFND 1,5 2,065 0 2,453,292
COTT CORP QUE COM 22163N106 66,407 3,980,360 SH   DFND 1,5 476 0 3,979,884
COTT CORP QUE COM 22163N106 8,139 487,636 SH   DFND 6 46,236 0 441,400
COTT CORP QUE COM 22163N106 5,154 308,768 SH   DFND 7 234,568 0 74,200
COTY INC COM CL A 222070203 1,006,694 50,613,079 SH   DFND 1,5 7,053,600 0 43,559,479
COTY INC COM CL A 222070203 696 34,989 SH   DFND 3 34,989 0 0
COTY INC COM CL A 222070203 16,161 812,519 SH   DFND 6 761,414 0 51,105
COTY INC COM CL A 222070203 44,456 2,235,103 SH   DFND 7 2,024,803 0 210,300
COUNTERPATH CORP COM PAR 22228P302 907 284,450 SH   DFND 11 284,450 0 0
COUPA SOFTWARE INC COM 22266L106 10,786 345,497 SH   DFND 1,5 0 0 345,497
COUSINS PPTYS INC COM 222795106 44,029 4,759,854 SH   DFND 1 4,759,854 0 0
COUSINS PPTYS INC COM 222795106 87,979 9,511,228 SH   DFND 1,5 690,082 0 8,821,146
COUSINS PPTYS INC COM 222795106 535 57,830 SH   DFND 7 57,830 0 0
COWEN INC CL A NEW 223622606 13,699 1,003,571 SH   DFND 1,5 20,147 0 983,424
COWEN INC CL A NEW 223622606 10,856 795,300 SH   DFND 6 795,300 0 0
COWEN INC CL A NEW 223622606 7,169 525,210 SH   DFND 7 449,560 0 75,650
CRANE CO COM 224399105 86,577 970,381 SH   DFND 1,5 97 0 970,284
CRANE CO COM 224399105 260 2,911 SH   DFND 3 2,911 0 0
CRAY INC COM NEW 225223304 792 32,729 SH   DFND 1,5 0 0 32,729
CREDICORP LTD COM G2519Y108 306,630 1,478,235 SH   DFND 1,5 148,974 0 1,329,261
CREDICORP LTD COM G2519Y108 3,348 16,140 SH   DFND 1,10 11,015 0 5,125
CREDICORP LTD COM G2519Y108 4,902 23,630 SH   DFND 6 23,630 0 0
CREDICORP LTD COM G2519Y108 8,716 42,020 SH   DFND 7 42,020 0 0
CREDIT ACCEP CORP MICH COM 225310101 2,839 8,775 SH   DFND 1,5 0 0 8,775
CREE INC COM 225447101 100,648 2,709,966 SH   DFND 1,5 661,357 0 2,048,609
CREE INC COM 225447101 113,411 3,053,600 SH   DFND 1,9 0 0 3,053,600
CREE INC COM 225447101 4,806 129,400 SH   DFND 7 129,400 0 0
CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER 226344208 7,095 275,000 SH   DFND 1,5 0 0 275,000
CRH PLC ADR 12626K203 350,554 9,713,316 SH   DFND 1,5 380,200 0 9,333,116
CRH PLC ADR 12626K203 277 7,667 SH   DFND 3 7,667 0 0
CRH PLC ADR 12626K203 12,646 350,400 SH   DFND 7 350,400 0 0
CRITEO S A SPONS ADS 226718104 14,405 553,400 SH   DFND 1,5 51,700 0 501,700
CROSS TIMBERS RTY TR TR UNIT 22757R109 1,733 118,181 SH   DFND 1,5 87,585 0 30,596
CROWN CASTLE INTL CORP NEW COM 22822V101 111,688 1,006,112 SH   DFND 1,5 121,570 0 884,542
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 45,581 40,380 SH   DFND 1,5 7,100 0 33,280
CROWN CASTLE INTL CORP NEW COM 22822V101 34,124 307,397 SH   DFND 3 307,397 0 0
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 248 220 SH   DFND 7 220 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 435 3,923 SH   DFND 7 0 0 3,923
CROWN HOLDINGS INC COM 228368106 5,918 105,200 SH   DFND 1,5 0 0 105,200
CROWN HOLDINGS INC COM 228368106 1,394 24,784 SH   DFND 3 24,784 0 0
CROWN HOLDINGS INC COM 228368106 2,690 47,826 SH   DFND 7 47,826 0 0
CSG SYS INTL INC COM 126349109 38,675 882,582 SH   DFND 11 882,582 0 0
CSI COMPRESSCO LP COM UNIT 12637A103 8,064 1,474,181 SH   DFND 1,5 0 0 1,474,181
CSRA INC COM 12650T104 349,623 11,685,270 SH   DFND 1,5 663,854 0 11,021,416
CSRA INC COM 12650T104 1,517 50,700 SH   DFND 1,9 0 0 50,700
CSRA INC COM 12650T104 200 6,697 SH   DFND 3 6,697 0 0
CSRA INC COM 12650T104 51,602 1,724,659 SH   DFND 6 1,724,659 0 0
CSRA INC COM 12650T104 12,410 414,766 SH   DFND 7 376,066 0 38,700
CSX CORP COM 126408103 549 9,972 SH   DFND 1 9,972 0 0
CSX CORP COM 126408103 1,511,724 27,480,887 SH   DFND 1,5 1,245,521 0 26,235,366
CSX CORP COM 126408103 23,158 420,973 SH   DFND 3 420,973 0 0
CSX CORP COM 126408103 21,099 383,540 SH   DFND 6 373,021 0 10,519
CSX CORP COM 126408103 54,293 986,969 SH   DFND 7 671,342 0 315,627
CSX CORP COM 126408103 38,067 692,000 SH   DFND 11 692,000 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 102,988 2,335,327 SH   DFND 1,5 763,427 0 1,571,900
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 4,384 99,400 SH   DFND 1,9 0 0 99,400
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 2,108 47,800 SH   DFND 1,12 0 0 47,800
CTS CORP COM 126501105 8,231 319,639 SH   DFND 1,5 35,500 0 284,139
CTS CORP COM 126501105 3,421 132,847 SH   DFND 1,12 14,500 0 118,347
CUBESMART COM 229663109 16,454 568,955 SH   DFND 1,5 0 0 568,955
CUBESMART COM 229663109 8,083 279,500 SH   DFND 6 279,500 0 0
CUBESMART COM 229663109 4,034 139,500 SH   DFND 7 101,400 0 38,100
CULLEN FROST BANKERS INC COM 229899109 395,694 4,180,607 SH   DFND 1,5 32,329 0 4,148,278
CULLEN FROST BANKERS INC COM 229899109 6,223 65,746 SH   DFND 3 65,746 0 0
CUMMINS INC COM 231021106 326,592 1,848,914 SH   DFND 1,5 188,090 0 1,660,824
CUMMINS INC COM 231021106 26,164 148,119 SH   DFND 3 148,119 0 0
CUMMINS INC COM 231021106 4,693 26,567 SH   DFND 6 26,567 0 0
CUMMINS INC COM 231021106 18,508 104,779 SH   DFND 7 53,679 0 51,100
CURIS INC COM 231269101 5,044 7,206,044 SH   DFND 1,5 0 0 7,206,044
CURTISS WRIGHT CORP COM 231561101 1,499 12,300 SH   DFND 1,5 0 0 12,300
CVB FINL CORP COM 126600105 190,499 8,085,698 SH   DFND 1,5 564 0 8,085,134
CVB FINL CORP COM 126600105 1,637 69,500 SH   DFND 6 69,500 0 0
CVB FINL CORP COM 126600105 1,908 80,999 SH   DFND 7 22,999 0 58,000
CVR PARTNERS LP COM 126633106 3,471 1,058,200 SH   DFND 1,5 0 0 1,058,200
CVR REFNG LP COMUNIT REP LT 12663P107 448 27,073 SH   DFND 1,5 0 0 27,073
CVS HEALTH CORP COM 126650100 2,186,293 30,155,767 SH   DFND 1,5 645,258 0 29,510,509
CVS HEALTH CORP COM 126650100 140,077 1,932,097 SH   DFND 3 1,932,097 0 0
CVS HEALTH CORP COM 126650100 33,191 457,807 SH   DFND 6 457,807 0 0
CVS HEALTH CORP COM 126650100 42,012 579,470 SH   DFND 7 168,465 0 411,005
CVS HEALTH CORP COM 126650100 84,923 1,171,350 SH   DFND 11 1,171,350 0 0
CYMABAY THERAPEUTICS INC COM 23257D103 18,802 2,043,720 SH   DFND 1,5 0 0 2,043,720
CYMABAY THERAPEUTICS INC COM 23257D103 2,611 283,800 SH   DFND 6 283,800 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 81,534 5,350,003 SH   DFND 1,5 417,120 0 4,932,883
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 5,775 4,400,000 PRN   DFND 1,5 0 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 1,349 88,500 SH   DFND 6 88,500 0 0
CYTOKINETICS INC COM NEW 23282W605 18,888 2,317,552 SH   DFND 1,5 0 0 2,317,552
CYTOMX THERAPEUTICS INC COM 23284F105 120,241 5,695,931 SH   DFND 1,5 673,075 0 5,022,856
CYTOMX THERAPEUTICS INC COM 23284F105 533 25,263 SH   DFND 6 25,263 0 0
CYTOMX THERAPEUTICS INC COM 23284F105 847 40,100 SH   DFND 7 40,100 0 0
D R HORTON INC COM 23331A109 637,165 12,476,303 SH   DFND 1,5 1,143,084 0 11,333,219
D R HORTON INC COM 23331A109 4,821 94,397 SH   DFND 3 94,397 0 0
D R HORTON INC COM 23331A109 1,910 37,400 SH   DFND 6 37,400 0 0
DANA INCORPORATED COM 235825205 832 26,000 SH   DFND 1,5 0 0 26,000
DANAHER CORP DEL COM 235851102 823 8,869 SH   DFND 1 8,869 0 0
DANAHER CORP DEL COM 235851102 1,651,904 17,796,859 SH   DFND 1,5 1,354,182 0 16,442,677
DANAHER CORP DEL COM 235851102 31,471 339,054 SH   DFND 3 339,054 0 0
DANAHER CORP DEL COM 235851102 39,750 428,247 SH   DFND 6 393,050 0 35,197
DANAHER CORP DEL COM 235851102 99,205 1,068,793 SH   DFND 7 925,648 0 143,145
DANAHER CORP DEL COM 235851102 46,837 504,600 SH   DFND 11 504,600 0 0
DAQO NEW ENERGY CORP SPNSRD ADR NEW 23703Q203 1,159 19,500 SH   DFND 1,5 0 0 19,500
DARDEN RESTAURANTS INC COM 237194105 51,430 535,620 SH   DFND 1,5 222 0 535,398
DARDEN RESTAURANTS INC COM 237194105 9,617 100,154 SH   DFND 3 100,154 0 0
DARDEN RESTAURANTS INC COM 237194105 1,790 18,644 SH   DFND 6 18,644 0 0
DARDEN RESTAURANTS INC COM 237194105 3,620 37,704 SH   DFND 7 34,004 0 3,700
DARLING INGREDIENTS INC COM 237266101 285 15,700 SH   DFND 1 15,700 0 0
DARLING INGREDIENTS INC COM 237266101 219,910 12,129,624 SH   DFND 1,5 19,021 0 12,110,603
DARLING INGREDIENTS INC COM 237266101 34,300 1,891,901 SH   DFND 6 1,891,901 0 0
DARLING INGREDIENTS INC COM 237266101 6,929 382,200 SH   DFND 7 382,200 0 0
DAVE & BUSTERS ENTMT INC COM 238337109 635 11,514 SH   DFND 1,5 300 0 11,214
DAVE & BUSTERS ENTMT INC COM 238337109 1,441 26,115 SH   DFND 3 26,115 0 0
DAVE & BUSTERS ENTMT INC COM 238337109 13,540 245,421 SH   DFND 6 245,421 0 0
DAVE & BUSTERS ENTMT INC COM 238337109 3,012 54,600 SH   DFND 7 54,600 0 0
DAVITA INC COM 23918K108 183,699 2,542,545 SH   DFND 1,5 0 0 2,542,545
DAVITA INC COM 23918K108 3,252 45,012 SH   DFND 3 45,012 0 0
DAVITA INC COM 23918K108 258 3,567 SH   DFND 7 3,567 0 0
DAVITA INC COM 23918K108 1,250 17,300 SH   DFND 11 17,300 0 0
DBV TECHNOLOGIES S A SPONSORED ADR 23306J101 39,649 1,611,759 SH   DFND 1,5 65,646 0 1,546,113
DBV TECHNOLOGIES S A SPONSORED ADR 23306J101 11,469 466,220 SH   DFND 6 466,220 0 0
DBV TECHNOLOGIES S A SPONSORED ADR 23306J101 4,963 201,754 SH   DFND 7 174,854 0 26,900
DCP MIDSTREAM LP COM UT LTD PTN 23311P100 12,325 339,251 SH   DFND 1,5 0 0 339,251
DCT INDUSTRIAL TRUST INC COM NEW 233153204 217,484 3,699,965 SH   DFND 1 3,699,965 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 270,848 4,607,824 SH   DFND 1,5 217,546 0 4,390,278
DCT INDUSTRIAL TRUST INC COM NEW 233153204 35,603 605,691 SH   DFND 6 577,942 0 27,749
DCT INDUSTRIAL TRUST INC COM NEW 233153204 15,395 261,901 SH   DFND 7 88,503 0 173,398
DDR CORP COM 23317H102 71,824 8,016,043 SH   DFND 1,5 125,200 0 7,890,843
DDR CORP COM 23317H102 6,780 756,700 SH   DFND 6 756,700 0 0
DDR CORP COM 23317H102 2,730 304,640 SH   DFND 7 67,300 0 237,340
DEAN FOODS CO NEW COM NEW 242370203 18,632 1,611,770 SH   DFND 1,5 766,264 0 845,506
DECKERS OUTDOOR CORP COM 243537107 57,423 715,548 SH   DFND 1,5 240,000 0 475,548
DEERE & CO COM 244199105 1,155,583 7,383,446 SH   DFND 1,5 822,363 0 6,561,083
DEERE & CO COM 244199105 31,737 202,782 SH   DFND 3 202,782 0 0
DEERE & CO COM 244199105 6,339 40,505 SH   DFND 6 40,505 0 0
DEERE & CO COM 244199105 1,561 9,976 SH   DFND 7 9,976 0 0
DEL TACO RESTAURANTS INC COM 245496104 14,170 1,169,162 SH   DFND 1,5 319,303 0 849,859
DEL TACO RESTAURANTS INC COM 245496104 209 17,229 SH   DFND 3 17,229 0 0
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DELEK US HLDGS INC NEW COM 24665A103 164,307 4,702,556 SH   DFND 1,5 0 0 4,702,556
DELEK US HLDGS INC NEW COM 24665A103 21,884 626,340 SH   DFND 6 626,340 0 0
DELEK US HLDGS INC NEW COM 24665A103 10,260 293,639 SH   DFND 7 293,639 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 347,689 4,277,675 SH   DFND 1,5 282,212 0 3,995,463
DELL TECHNOLOGIES INC COM CL V 24703L103 83,993 1,033,381 SH   DFND 1,9 0 0 1,033,381
DELL TECHNOLOGIES INC COM CL V 24703L103 428 5,268 SH   DFND 3 5,268 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 2,658 32,700 SH   DFND 6 32,700 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 3,041 37,418 SH   DFND 7 37,418 0 0
DELPHI TECHNOLOGIES PLC SHS G2709G107 170,706 3,253,409 SH   DFND 1,5 25,188 0 3,228,221
DELPHI TECHNOLOGIES PLC SHS G2709G107 2,513 47,902 SH   DFND 3 47,902 0 0
DELPHI TECHNOLOGIES PLC SHS G2709G107 10,175 193,912 SH   DFND 6 179,274 0 14,638
DELPHI TECHNOLOGIES PLC SHS G2709G107 10,277 195,858 SH   DFND 7 195,858 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 353 6,300 SH   DFND 1 6,300 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 560,723 10,012,909 SH   DFND 1,5 546,588 0 9,466,321
DELTA AIR LINES INC DEL COM NEW 247361702 24,690 440,886 SH   DFND 3 440,886 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 6,938 123,900 SH   DFND 6 123,900 0 0
DELUXE CORP COM 248019101 140,215 1,824,766 SH   DFND 1,5 34,360 0 1,790,406
DELUXE CORP COM 248019101 81,548 1,061,268 SH   DFND 6 1,051,588 0 9,680
DELUXE CORP COM 248019101 33,063 430,283 SH   DFND 7 336,183 0 94,100
DENALI THERAPEUTICS INC COM 24823R105 68,672 4,390,762 SH   DFND 1,5 770,700 0 3,620,062
DENALI THERAPEUTICS INC COM 24823R105 76,480 4,889,994 SH   DFND 4 4,889,994 0 0
DENALI THERAPEUTICS INC COM 24823R105 996 63,700 SH   DFND 6 63,700 0 0
DENBURY RES INC COM NEW 247916208 38,205 17,287,514 SH   DFND 1,5 2,713,255 0 14,574,259
DENBURY RES INC COM NEW 247916208 37 16,882 SH   DFND 3 16,882 0 0
DENNYS CORP COM 24869P104 12,212 922,370 SH   DFND 6 922,370 0 0
DENNYS CORP COM 24869P104 4,977 375,920 SH   DFND 7 375,920 0 0
DENTSPLY SIRONA INC COM 24906P109 253,744 3,854,540 SH   DFND 1,5 100,000 0 3,754,540
DENTSPLY SIRONA INC COM 24906P109 2,507 38,086 SH   DFND 3 38,086 0 0
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DERMIRA INC COM 24983L104 64,959 2,335,831 SH   DFND 1,5 9,552 0 2,326,279
DERMIRA INC COM 24983L104 246 8,846 SH   DFND 3 8,846 0 0
DERMIRA INC COM 24983L104 476 17,100 SH   DFND 6 17,100 0 0
DESCARTES SYS GROUP INC COM 249906108 19,170 674,234 SH   DFND 1,5 0 0 674,234
DESPEGAR COM CORP ORD SHS G27358103 49,220 1,791,124 SH   DFND 1,5 156,830 0 1,634,294
DESPEGAR COM CORP ORD SHS G27358103 31,393 1,142,400 SH   DFND 1,9 43,600 0 1,098,800
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DESPEGAR COM CORP ORD SHS G27358103 16,217 590,124 SH   DFND 11 590,124 0 0
DEVON ENERGY CORP NEW COM 25179M103 426,826 10,309,814 SH   DFND 1,5 1,527 0 10,308,287
DEVON ENERGY CORP NEW COM 25179M103 14,240 343,951 SH   DFND 3 343,951 0 0
DEVON ENERGY CORP NEW COM 25179M103 5,432 131,200 SH   DFND 7 131,200 0 0
DEXCOM INC COM 252131107 364,728 6,355,250 SH   DFND 1,5 464,750 0 5,890,500
DEXCOM INC COM 252131107 2,640 46,000 SH   DFND 7 46,000 0 0
DIAGEO P L C SPON ADR NEW 25243Q205 6,012 41,171 SH   DFND 3 41,171 0 0
DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 22,835 110,495 SH   DFND 1,5 43,004 0 67,491
DIAMOND OFFSHORE DRILLING IN COM 25271C102 23,794 1,279,957 SH   DFND 1,5 147,808 0 1,132,149
DIAMONDBACK ENERGY INC COM 25278X109 240 1,900 SH   DFND 1 1,900 0 0
DIAMONDBACK ENERGY INC COM 25278X109 1,317,426 10,435,061 SH   DFND 1,5 740,219 0 9,694,842
DIAMONDBACK ENERGY INC COM 25278X109 2,344 18,569 SH   DFND 3 18,569 0 0
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DIAMONDROCK HOSPITALITY CO COM 252784301 89,401 7,918,600 SH   DFND 1 7,918,600 0 0
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DICERNA PHARMACEUTICALS INC COM 253031108 15,423 1,708,011 SH   DFND 1,5 18,600 0 1,689,411
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DIGITAL RLTY TR INC COM 253868103 265,065 2,327,169 SH   DFND 1 2,327,169 0 0
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DIME CMNTY BANCSHARES COM 253922108 467 22,300 SH   DFND 1,5 0 0 22,300
DINEEQUITY INC COM 254423106 136,881 2,698,220 SH   DFND 1,5 0 0 2,698,220
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DISH NETWORK CORP CL A 25470M109 67,765 1,419,160 SH   DFND 1,5 0 0 1,419,160
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DISNEY WALT CO COM DISNEY 254687106 2,270,729 21,121,098 SH   DFND 1,5 1,404,360 0 19,716,738
DISNEY WALT CO COM DISNEY 254687106 133,296 1,239,849 SH   DFND 3 1,239,849 0 0
DISNEY WALT CO COM DISNEY 254687106 25,525 237,424 SH   DFND 6 220,630 0 16,794
DISNEY WALT CO COM DISNEY 254687106 98,593 917,059 SH   DFND 7 711,471 0 205,588
DOLBY LABORATORIES INC COM 25659T107 87,065 1,404,276 SH   DFND 1,5 142,671 0 1,261,605
DOLLAR GEN CORP NEW COM 256677105 461,643 4,963,373 SH   DFND 1,5 205,204 0 4,758,169
DOLLAR GEN CORP NEW COM 256677105 11,150 119,879 SH   DFND 3 119,879 0 0
DOLLAR GEN CORP NEW COM 256677105 1,776 19,100 SH   DFND 6 19,100 0 0
DOLLAR GEN CORP NEW COM 256677105 4,517 48,561 SH   DFND 7 42,361 0 6,200
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DOLLAR TREE INC COM 256746108 1,648,228 15,359,500 SH   DFND 1,5 1,020,515 0 14,338,985
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DOMINION ENERGY INC COM 25746U109 283,837 3,501,562 SH   DFND 1,5 50 0 3,501,512
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DOMINOS PIZZA INC COM 25754A201 114,368 605,249 SH   DFND 1,5 93,621 0 511,628
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DOMTAR CORP COM NEW 257559203 461 9,300 SH   DFND 7 9,300 0 0
DONALDSON INC COM 257651109 84,497 1,726,200 SH   DFND 1,5 67,200 0 1,659,000
DONALDSON INC COM 257651109 284 5,801 SH   DFND 3 5,801 0 0
DONNELLEY FINL SOLUTIONS INC COM 25787G100 54,428 2,792,609 SH   DFND 1,5 111,344 0 2,681,265
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DORMAN PRODUCTS INC COM 258278100 39,606 647,800 SH   DFND 1,5 0 0 647,800
DOUGLAS DYNAMICS INC COM 25960R105 9,442 249,800 SH   DFND 6 249,800 0 0
DOUGLAS DYNAMICS INC COM 25960R105 3,179 84,100 SH   DFND 7 84,100 0 0
DOUGLAS EMMETT INC COM 25960P109 125,529 3,057,200 SH   DFND 1 3,057,200 0 0
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DOVA PHARMACEUTICALS INC COM 25985T102 53,983 1,874,425 SH   DFND 1,5 19,300 0 1,855,125
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DOVER CORP COM 260003108 10,787 106,811 SH   DFND 3 106,811 0 0
DOWDUPONT INC COM 26078J100 1,794 25,185 SH   DFND 1 25,185 0 0
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DR PEPPER SNAPPLE GROUP INC COM 26138E109 283,004 2,915,762 SH   DFND 1,5 302,049 0 2,613,713
DR PEPPER SNAPPLE GROUP INC COM 26138E109 7,171 73,879 SH   DFND 3 73,879 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 3,406 35,088 SH   DFND 6 35,088 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 4,417 45,513 SH   DFND 7 38,213 0 7,300
DRIL-QUIP INC COM 262037104 226,767 4,754,019 SH   DFND 1,5 1,185 0 4,752,834
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DRIL-QUIP INC COM 262037104 3,005 63,000 SH   DFND 6 63,000 0 0
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DSW INC CL A 23334L102 122,527 5,722,905 SH   DFND 1,5 1,173,913 0 4,548,992
DTE ENERGY CO COM 233331107 19,949 182,252 SH   DFND 3 182,252 0 0
DTE ENERGY CO COM 233331107 1,660 15,162 SH   DFND 6 15,162 0 0
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DUKE ENERGY CORP NEW COM NEW 26441C204 222,179 2,641,530 SH   DFND 1,5 197,330 0 2,444,200
DUKE ENERGY CORP NEW COM NEW 26441C204 91,472 1,087,523 SH   DFND 3 1,087,523 0 0
DUKE REALTY CORP COM NEW 264411505 381,181 14,008,843 SH   DFND 1 14,008,843 0 0
DUKE REALTY CORP COM NEW 264411505 328,477 12,071,912 SH   DFND 1,5 655,264 0 11,416,648
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DUKE REALTY CORP COM NEW 264411505 12,269 450,886 SH   DFND 7 159,786 0 291,100
DULUTH HLDGS INC COM CL B 26443V101 8,394 470,271 SH   DFND 1,5 0 0 470,271
DUN & BRADSTREET CORP DEL NE COM 26483E100 331,344 2,798,280 SH   DFND 1,5 0 0 2,798,280
DUN & BRADSTREET CORP DEL NE COM 26483E100 5,160 43,575 SH   DFND 3 43,575 0 0
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DUNKIN BRANDS GROUP INC COM 265504100 300,797 4,665,688 SH   DFND 1,5 451,683 0 4,214,005
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DXC TECHNOLOGY CO COM 23355L106 147,762 1,557,029 SH   DFND 1,5 18,816 0 1,538,213
DXC TECHNOLOGY CO COM 23355L106 87,659 923,700 SH   DFND 1,9 0 0 923,700
DXC TECHNOLOGY CO COM 23355L106 5,138 54,141 SH   DFND 1,12 6,100 0 48,041
DXC TECHNOLOGY CO COM 23355L106 14,453 152,299 SH   DFND 3 152,299 0 0
DXC TECHNOLOGY CO COM 23355L106 287 3,024 SH   DFND 6 3,024 0 0
DXC TECHNOLOGY CO COM 23355L106 9,503 100,141 SH   DFND 7 100,141 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 13,650 10,470,000 PRN   DFND 1,5 0 0 0
DYCOM INDS INC COM 267475101 58,757 527,300 SH   DFND 1,5 137 0 527,163
DYCOM INDS INC COM 267475101 253 2,274 SH   DFND 3 2,274 0 0
DYNAGAS LNG PARTNERS LP COM UNIT LTD PT Y2188B108 1,346 123,900 SH   DFND 1,5 0 0 123,900
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 42,489 2,272,117 SH   DFND 1,5 0 0 2,272,117
DYNEGY INC NEW DEL UNIT 07/01/20191 26817R405 9,793 124,200 SH   DFND 1 124,200 0 0
DYNEGY INC NEW DEL COM 26817R108 85,777 7,238,593 SH   DFND 1,5 574,518 0 6,664,075
DYNEGY INC NEW DEL UNIT 07/01/20191 26817R405 56,173 712,400 SH   DFND 1,5 311,700 0 400,700
DYNEGY INC NEW DEL COM 26817R108 4,234 357,339 SH   DFND 6 357,339 0 0
DYNEGY INC NEW DEL UNIT 07/01/20191 26817R405 1,577 20,000 SH   DFND 6 0 0 20,000
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DYNEX CAP INC COM NEW 26817Q506 10,336 1,474,486 SH   DFND 1,5 0 0 1,474,486
E L F BEAUTY INC COM 26856L103 67,537 3,027,200 SH   DFND 1,5 36,500 0 2,990,700
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EAGLE BANCORP INC MD COM 268948106 281 4,856 SH   DFND 3 4,856 0 0
EAGLE MATERIALS INC COM 26969P108 1,114 9,830 SH   DFND 1 9,830 0 0
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EAGLE PHARMACEUTICALS INC COM 269796108 17,147 320,992 SH   DFND 1,5 0 0 320,992
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EATON CORP PLC SHS G29183103 303,543 3,841,826 SH   DFND 1,5 440,636 0 3,401,190
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EDGEWELL PERS CARE CO COM 28035Q102 84,026 1,414,817 SH   DFND 1,5 14,266 0 1,400,551
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EDITAS MEDICINE INC COM 28106W103 109,089 3,549,923 SH   DFND 1,5 623,832 0 2,926,091
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EDWARDS LIFESCIENCES CORP COM 28176E108 75,438 669,308 SH   DFND 1,5 49,421 0 619,887
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EGAIN CORP COM NEW 28225C806 595 113,400 SH   DFND 1,9 0 0 113,400
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EL PASO ELEC CO COM NEW 283677854 105,294 1,902,337 SH   DFND 1,5 0 0 1,902,337
EL POLLO LOCO HLDGS INC COM 268603107 1,133 114,403 SH   DFND 1,5 14,736 0 99,667
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ELDORADO GOLD CORP NEW COM 284902103 13,042 9,007,835 SH   DFND 1,5 2,300 0 9,005,535
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ELDORADO RESORTS INC COM 28470R102 351 10,600 SH   DFND 1 10,600 0 0
ELDORADO RESORTS INC COM 28470R102 230,064 6,940,086 SH   DFND 1,5 66,097 0 6,873,989
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ELECTRONIC ARTS INC COM 285512109 2,485,838 23,661,126 SH   DFND 1,5 2,594,032 0 21,067,094
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EMCOR GROUP INC COM 29084Q100 256,475 3,137,314 SH   DFND 1,5 66,917 0 3,070,397
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EMERGENT BIOSOLUTIONS INC COM 29089Q105 5,754 123,822 SH   DFND 1,5 0 0 123,822
EMERSON ELEC CO COM 291011104 49,900 716,026 SH   DFND 1,5 244,726 0 471,300
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EMPLOYERS HOLDINGS INC COM 292218104 96,198 2,166,622 SH   DFND 1,5 94,211 0 2,072,411
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ENCORE CAP GROUP INC COM 292554102 15,498 368,117 SH   DFND 1,5 4,834 0 363,283
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ENDO INTL PLC SHS G30401106 8,569 1,105,700 SH   DFND 1,5 0 0 1,105,700
ENDOCYTE INC COM 29269A102 8,995 2,101,715 SH   DFND 1,5 710,200 0 1,391,515
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ENEL AMERICAS S A SPONSORED ADR 29274F104 2,300 205,920 SH   DFND 1,5 0 0 205,920
ENEL GENERACION CHILE S A SPONSORED ADR 29244T101 1,038 38,590 SH   DFND 1,5 0 0 38,590
ENERGEN CORP COM 29265N108 37,917 658,625 SH   DFND 1,5 0 0 658,625
ENERGEN CORP COM 29265N108 319 5,533 SH   DFND 3 5,533 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 47,258 984,951 SH   DFND 1,5 851 0 984,100
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 8,089 468,652 SH   DFND 1,5 2,552 0 466,100
ENERGY TRANSFER PARTNERS LP UNIT LTD PRT INT 29278N103 6,643 370,689 SH   DFND 1,5 339 0 370,350
ENERPLUS CORP COM 292766102 4,552 464,800 SH   DFND 7 464,800 0 0
ENERSYS COM 29275Y102 1,539 22,108 SH   DFND 1,5 28 0 22,080
ENGILITY HLDGS INC NEW COM 29286C107 84,757 2,987,556 SH   DFND 1,5 311,150 0 2,676,406
ENPRO INDS INC COM 29355X107 4,993 53,400 SH   DFND 6 53,400 0 0
ENPRO INDS INC COM 29355X107 1,908 20,400 SH   DFND 7 20,400 0 0
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 49,904 56,230,000 PRN   DFND 1,5 0 0 0
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 266 300,000 PRN   DFND 7 0 0 0
ENSCO PLC SHS CLASS A G3157S106 183,047 30,972,453 SH   DFND 1,5 4,175,659 0 26,796,794
ENSCO PLC SHS CLASS A G3157S106 531 89,860 SH   DFND 6 89,860 0 0
ENSIGN GROUP INC COM 29358P101 5,065 228,174 SH   DFND 1,5 25,642 0 202,532
ENSTAR GROUP LIMITED SHS G3075P101 381 1,900 SH   DFND 1 1,900 0 0
ENSTAR GROUP LIMITED SHS G3075P101 189,486 943,892 SH   DFND 1,5 365 0 943,527
ENSTAR GROUP LIMITED SHS G3075P101 5,065 25,229 SH   DFND 6 25,229 0 0
ENSTAR GROUP LIMITED SHS G3075P101 815 4,058 SH   DFND 7 4,058 0 0
ENTEGRA FINL CORP COM 29363J108 15,210 520,015 SH   DFND 6 520,015 0 0
ENTEGRA FINL CORP COM 29363J108 2,814 96,190 SH   DFND 7 96,190 0 0
ENTEGRIS INC COM 29362U104 142,396 4,676,387 SH   DFND 1,5 70,541 0 4,605,846
ENTEGRIS INC COM 29362U104 1,699 55,800 SH   DFND 1,9 0 0 55,800
ENTEGRIS INC COM 29362U104 666 21,878 SH   DFND 6 21,878 0 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 31,856 2,949,590 SH   DFND 1,5 0 0 2,949,590
ENTERCOM COMMUNICATIONS CORP CL A 293639100 403 37,300 SH   DFND 6 37,300 0 0
ENTERGY CORP NEW COM 29364G103 56,033 688,446 SH   DFND 3 688,446 0 0
ENTERGY CORP NEW COM 29364G103 10,917 134,131 SH   DFND 6 116,031 0 18,100
ENTERGY CORP NEW COM 29364G103 28,045 344,576 SH   DFND 7 336,776 0 7,800
ENTERPRISE PRODS PARTNERS L COM 293792107 178,689 6,740,449 SH   DFND 1,5 3,980 0 6,736,469
ENTERPRISE PRODS PARTNERS L COM 293792107 1,538 58,000 SH   DFND 7 58,000 0 0
ENVESTNET INC COM 29404K106 55,852 1,120,400 SH   DFND   1,120,400 0 0
ENVISION HEALTHCARE CORP COM 29414D100 93,596 2,708,206 SH   DFND 1,5 999 0 2,707,207
ENVISION HEALTHCARE CORP COM 29414D100 1,156 33,447 SH   DFND 3 33,447 0 0
ENVISION HEALTHCARE CORP COM 29414D100 12,604 364,704 SH   DFND 6 352,162 0 12,542
ENVISION HEALTHCARE CORP COM 29414D100 6,504 188,183 SH   DFND 7 158,183 0 30,000
EOG RES INC COM 26875P101 237 2,200 SH   DFND 1 2,200 0 0
EOG RES INC COM 26875P101 1,965,781 18,216,859 SH   DFND 1,5 1,766,288 0 16,450,571
EOG RES INC COM 26875P101 31,749 294,221 SH   DFND 3 294,221 0 0
EOG RES INC COM 26875P101 23,718 219,791 SH   DFND 6 190,416 0 29,375
EOG RES INC COM 26875P101 62,834 582,286 SH   DFND 7 496,186 0 86,100
EOG RES INC COM 26875P101 147,924 1,370,812 SH   DFND 11 1,370,812 0 0
EPAM SYS INC COM 29414B104 462,692 4,306,919 SH   DFND 1,5 112,434 0 4,194,485
EPAM SYS INC COM 29414B104 43,811 407,812 SH   DFND 6 407,812 0 0
EPAM SYS INC COM 29414B104 20,053 186,664 SH   DFND 7 163,764 0 22,900
EPIZYME INC COM 29428V104 94,212 7,506,894 SH   DFND 1,5 18,300 0 7,488,594
EPIZYME INC COM 29428V104 305 24,300 SH   DFND 6 24,300 0 0
EPLUS INC COM 294268107 81,893 1,089,008 SH   DFND 1,5 4,567 0 1,084,441
EQT CORP COM 26884L109 176,393 3,098,969 SH   DFND 1,5 562 0 3,098,407
EQT CORP COM 26884L109 4,780 83,969 SH   DFND 3 83,969 0 0
EQT CORP COM 26884L109 722 12,685 SH   DFND 7 12,685 0 0
EQT GP HLDGS LP COM UNIT REP 26885J103 4,073 151,400 SH   DFND 1,5 0 0 151,400
EQT MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 548 7,500 SH   DFND 1,5 0 0 7,500
EQUIFAX INC COM 294429105 97,748 828,936 SH   DFND 1,5 40,350 0 788,586
EQUIFAX INC COM 294429105 5,954 50,495 SH   DFND 3 50,495 0 0
EQUIFAX INC COM 294429105 271 2,300 SH   DFND 6 2,300 0 0
EQUINIX INC COM PAR $0.001 29444U700 471,089 1,039,427 SH   DFND 1 1,039,427 0 0
EQUINIX INC COM PAR $0.001 29444U700 728,209 1,606,746 SH   DFND 1,5 28,059 0 1,578,687
EQUINIX INC COM PAR $0.001 29444U700 40,376 89,088 SH   DFND 3 89,088 0 0
EQUINIX INC COM PAR $0.001 29444U700 69,793 153,993 SH   DFND 6 153,993 0 0
EQUINIX INC COM PAR $0.001 29444U700 32,313 71,297 SH   DFND 7 20,986 0 50,311
EQUITY COMWLTH COM SH BEN INT 294628102 2,137 70,044 SH   DFND 1,5 24 0 70,020
EQUITY COMWLTH CUM PFD S D 6.5% 294628201 824 31,237 SH   DFND 1,5 0 0 31,237
EQUITY LIFESTYLE PPTYS INC COM 29472R108 243,794 2,738,645 SH   DFND 1 2,738,645 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 682,705 7,669,115 SH   DFND 1,5 132,130 0 7,536,985
EQUITY LIFESTYLE PPTYS INC COM 29472R108 45,436 510,400 SH   DFND 6 510,400 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 24,768 278,226 SH   DFND 7 134,330 0 143,896
EQUITY RESIDENTIAL SH BEN INT 29476L107 104,270 1,635,100 SH   DFND 1 1,635,100 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 247,801 3,885,858 SH   DFND 1,5 87,609 0 3,798,249
EQUITY RESIDENTIAL SH BEN INT 29476L107 10,195 159,875 SH   DFND 3 159,875 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 11,784 184,796 SH   DFND 6 184,796 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 3,581 56,154 SH   DFND 7 0 0 56,154
EQUITY RESIDENTIAL SH BEN INT 29476L107 6,232 97,720 SH   DFND 11 97,720 0 0
ERICSSON ADR B SEK 10 294821608 13,874 2,076,950 SH   DFND 1,5 0 0 2,076,950
ESPERION THERAPEUTICS INC NE COM 29664W105 82,628 1,254,988 SH   DFND 1,5 0 0 1,254,988
ESSENDANT INC COM 296689102 24,421 2,634,455 SH   DFND 1,5 443,930 0 2,190,525
ESSENT GROUP LTD COM G3198U102 247,074 5,690,318 SH   DFND 1,5 341 0 5,689,977
ESSENT GROUP LTD COM G3198U102 56,944 1,311,468 SH   DFND 6 1,311,468 0 0
ESSENT GROUP LTD COM G3198U102 16,490 379,782 SH   DFND 7 341,682 0 38,100
ESSEX PPTY TR INC COM 297178105 186,965 774,600 SH   DFND 1 774,600 0 0
ESSEX PPTY TR INC COM 297178105 421,990 1,748,310 SH   DFND 1,5 55,764 0 1,692,546
ESSEX PPTY TR INC COM 297178105 6,452 26,732 SH   DFND 3 26,732 0 0
ESSEX PPTY TR INC COM 297178105 32,769 135,761 SH   DFND 6 135,761 0 0
ESSEX PPTY TR INC COM 297178105 10,988 45,523 SH   DFND 7 3,810 0 41,713
ETSY INC COM 29786A106 7,693 376,200 SH   DFND 1,5 134,900 0 241,300
EURONAV NV ANTWERPEN SHS B38564108 16,747 1,816,416 SH   DFND 6 1,434,516 0 381,900
EURONAV NV ANTWERPEN SHS B38564108 12,342 1,338,636 SH   DFND 7 999,153 0 339,483
EURONET WORLDWIDE INC COM 298736109 231,541 2,747,613 SH   DFND 1,5 9,413 0 2,738,200
EURONET WORLDWIDE INC COM 298736109 5,021 59,586 SH   DFND 1,12 6,700 0 52,886
EURONET WORLDWIDE INC COM 298736109 10,806 128,230 SH   DFND 6 128,230 0 0
EURONET WORLDWIDE INC COM 298736109 7,622 90,453 SH   DFND 7 90,453 0 0
EURONET WORLDWIDE INC COM 298736109 87,345 1,036,486 SH   DFND 11 1,036,486 0 0
EVERBRIDGE INC NOTE 1.500%11/0 29978AAA2 2,764 2,500,000 PRN   DFND 1,5 0 0 0
EVERBRIDGE INC COM 29978A104 26,064 876,988 SH   DFND 1,5 0 0 876,988
EVERBRIDGE INC COM 29978A104 5,947 200,100 SH   DFND 6 200,100 0 0
EVERBRIDGE INC COM 29978A104 398 13,400 SH   DFND 7 13,400 0 0
EVEREST RE GROUP LTD COM G3223R108 1,795 8,112 SH   DFND 3 8,112 0 0
EVERSOURCE ENERGY COM 30040W108 8,569 135,631 SH   DFND 3 135,631 0 0
EVERSOURCE ENERGY COM 30040W108 654 10,347 SH   DFND 6 10,347 0 0
EVERSOURCE ENERGY COM 30040W108 2,095 33,166 SH   DFND 7 30,666 0 2,500
EVERTEC INC COM 30040P103 56,322 4,126,129 SH   DFND 1,5 743,602 0 3,382,527
EVERTEC INC COM 30040P103 12,281 899,700 SH   DFND 6 899,700 0 0
EVERTEC INC COM 30040P103 4,677 342,647 SH   DFND 7 342,647 0 0
EVOLENT HEALTH INC CL A 30050B101 14,494 1,178,365 SH   DFND 1,5 12,864 0 1,165,501
EVOLENT HEALTH INC CL A 30050B101 6,265 509,310 SH   DFND 6 509,310 0 0
EVOLENT HEALTH INC CL A 30050B101 2,339 190,200 SH   DFND 7 190,200 0 0
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 36,159 1,525,043 SH   DFND 1,5 27,000 0 1,498,043
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 707 29,815 SH   DFND 6 29,815 0 0
EXACT SCIENCES CORP COM 30063P105 149,063 2,837,127 SH   DFND 1,5 60,838 0 2,776,289
EXACT SCIENCES CORP COM 30063P105 221 4,210 SH   DFND 3 4,210 0 0
EXACT SCIENCES CORP COM 30063P105 1,109 21,100 SH   DFND 6 21,100 0 0
EXACTECH INC COM 30064E109 4,013 81,152 SH   DFND 1,5 40,283 0 40,869
EXELIXIS INC COM 30161Q104 1,092,031 35,922,072 SH   DFND 1,5 9,296,363 0 26,625,709
EXELIXIS INC COM 30161Q104 2,603 85,620 SH   DFND 3 85,620 0 0
EXELIXIS INC COM 30161Q104 10,767 354,168 SH   DFND 6 354,168 0 0
EXELIXIS INC COM 30161Q104 2,359 77,600 SH   DFND 7 77,600 0 0
EXELON CORP COM 30161N101 2,143,863 54,398,954 SH   DFND 1,5 2,216,335 0 52,182,619
EXELON CORP COM 30161N101 150,472 3,818,109 SH   DFND 3 3,818,109 0 0
EXELON CORP COM 30161N101 33,369 846,702 SH   DFND 6 779,140 0 67,562
EXELON CORP COM 30161N101 50,402 1,278,915 SH   DFND 7 662,198 0 616,717
EXLSERVICE HOLDINGS INC COM 302081104 120,445 1,995,779 SH   DFND 1,5 23,630 0 1,972,149
EXLSERVICE HOLDINGS INC COM 302081104 51,372 851,236 SH   DFND 6 851,236 0 0
EXLSERVICE HOLDINGS INC COM 302081104 14,422 238,976 SH   DFND 7 213,376 0 25,600
EXLSERVICE HOLDINGS INC COM 302081104 30,175 500,000 SH   DFND 11 500,000 0 0
EXPEDIA INC DEL COM NEW 30212P303 178,232 1,488,118 SH   DFND 1,5 415,118 0 1,073,000
EXPEDIA INC DEL COM NEW 30212P303 1,450 12,104 SH   DFND 3 12,104 0 0
EXPEDIA INC DEL COM NEW 30212P303 2,098 17,513 SH   DFND 6 17,513 0 0
EXPEDIA INC DEL COM NEW 30212P303 744 6,209 SH   DFND 7 6,209 0 0
EXPEDITORS INTL WASH INC COM 302130109 124,307 1,921,582 SH   DFND 1,5 27,968 0 1,893,614
EXPEDITORS INTL WASH INC COM 302130109 10,406 160,858 SH   DFND 3 160,858 0 0
EXPEDITORS INTL WASH INC COM 302130109 1,818 28,100 SH   DFND 6 28,100 0 0
EXPEDITORS INTL WASH INC COM 302130109 4,909 75,879 SH   DFND 7 65,079 0 10,800
EXPONENT INC COM 30214U102 32,111 451,627 SH   DFND 1,5 0 0 451,627
EXPRESS SCRIPTS HLDG CO COM 30219G108 71,641 959,824 SH   DFND 1,5 844 0 958,980
EXPRESS SCRIPTS HLDG CO COM 30219G108 16,735 224,205 SH   DFND 3 224,205 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,727 23,133 SH   DFND 6 23,133 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 3,759 50,368 SH   DFND 7 0 0 50,368
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 7,140 375,800 SH   DFND 1 375,800 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 60,732 3,196,400 SH   DFND 1,5 528,500 0 2,667,900
EXTRA SPACE STORAGE INC COM 30225T102 229,564 2,625,083 SH   DFND 1 2,625,083 0 0
EXTRA SPACE STORAGE INC COM 30225T102 583,707 6,674,754 SH   DFND 1,5 133,470 0 6,541,284
EXTRA SPACE STORAGE INC COM 30225T102 2,558 29,252 SH   DFND 3 29,252 0 0
EXTRA SPACE STORAGE INC COM 30225T102 41,693 476,765 SH   DFND 6 464,782 0 11,983
EXTRA SPACE STORAGE INC COM 30225T102 36,744 420,173 SH   DFND 7 200,444 0 219,729
EXTRACTION OIL AND GAS INC COM 30227M105 456 31,883 SH   DFND 1 31,883 0 0
EXTRACTION OIL AND GAS INC COM 30227M105 84,741 5,921,798 SH   DFND 1,5 7,871 0 5,913,927
EXTRACTION OIL AND GAS INC COM 30227M105 38,849 2,714,803 SH   DFND 6 2,714,803 0 0
EXTRACTION OIL AND GAS INC COM 30227M105 13,629 952,381 SH   DFND 7 886,823 0 65,558
EXTREME NETWORKS INC COM 30226D106 7,512 600,036 SH   DFND 6 600,036 0 0
EXTREME NETWORKS INC COM 30226D106 5,917 472,626 SH   DFND 7 384,826 0 87,800
EXXON MOBIL CORP COM 30231G102 883,567 10,563,923 SH   DFND 1,5 258,293 0 10,305,630
EXXON MOBIL CORP COM 30231G102 114,608 1,370,259 SH   DFND 3 1,370,259 0 0
EXXON MOBIL CORP COM 30231G102 10,486 125,367 SH   DFND 6 100,368 0 24,999
EXXON MOBIL CORP COM 30231G102 19,486 232,978 SH   DFND 7 179,846 0 53,132
F M C CORP COM NEW 302491303 872,374 9,215,865 SH   DFND 1,5 438,912 0 8,776,953
F M C CORP COM NEW 302491303 4,534 47,895 SH   DFND 3 47,895 0 0
F M C CORP COM NEW 302491303 8,406 88,799 SH   DFND 6 88,799 0 0
F M C CORP COM NEW 302491303 2,845 30,050 SH   DFND 7 30,050 0 0
F5 NETWORKS INC COM 315616102 320,787 2,444,647 SH   DFND 1,5 59,137 0 2,385,510
F5 NETWORKS INC COM 315616102 1,861 14,185 SH   DFND 3 14,185 0 0
F5 NETWORKS INC COM 315616102 7,650 58,300 SH   DFND 6 58,300 0 0
F5 NETWORKS INC COM 315616102 4,547 34,652 SH   DFND 7 33,152 0 1,500
FABRINET SHS G3323L100 55,124 1,920,700 SH   DFND 1,5 88,152 0 1,832,548
FABRINET SHS G3323L100 1,248 43,500 SH   DFND 6 43,500 0 0
FACEBOOK INC CL A 30303M102 3,114 17,647 SH   DFND 1 17,647 0 0
FACEBOOK INC CL A 30303M102 20,628,839 116,903,768 SH   DFND 1,5 13,626,682 0 103,277,086
FACEBOOK INC CL A 30303M102 391,884 2,220,810 SH   DFND 1,9 361 0 2,220,449
FACEBOOK INC CL A 30303M102 216,669 1,227,867 SH   DFND 3 1,227,867 0 0
FACEBOOK INC CL A 30303M102 98,073 555,780 SH   DFND 6 555,780 0 0
FACEBOOK INC CL A 30303M102 95,656 542,082 SH   DFND 7 405,385 0 136,697
FACEBOOK INC CL A 30303M102 29,769 168,700 SH   DFND 11 168,700 0 0
FACTSET RESH SYS INC COM 303075105 13,700 71,074 SH   DFND 1,5 150 0 70,924
FACTSET RESH SYS INC COM 303075105 3,961 20,550 SH   DFND 3 20,550 0 0
FAIR ISAAC CORP COM 303250104 58,078 379,100 SH   DFND 1,5 0 0 379,100
FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 1,082 206,800 SH   DFND 1,5 0 0 206,800
FASTENAL CO COM 311900104 92,794 1,696,722 SH   DFND 1,5 37,886 0 1,658,836
FASTENAL CO COM 311900104 39,624 724,519 SH   DFND 3 724,519 0 0
FASTENAL CO COM 311900104 268 4,900 SH   DFND 6 4,900 0 0
FATE THERAPEUTICS INC COM 31189P102 48,035 7,861,643 SH   DFND 1,5 936,936 0 6,924,707
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 7,362 55,436 SH   DFND 3 55,436 0 0
FEDERAL SIGNAL CORP COM 313855108 24,453 1,217,170 SH   DFND 6 1,217,170 0 0
FEDERAL SIGNAL CORP COM 313855108 7,859 391,209 SH   DFND 7 391,209 0 0
FEDERATED INVS INC PA CL B 314211103 214,246 5,938,076 SH   DFND 1,5 0 0 5,938,076
FEDERATED INVS INC PA CL B 314211103 220 6,091 SH   DFND 3 6,091 0 0
FEDERATED NATL HLDG CO COM 31422T101 1,281 77,336 SH   DFND 1,5 300 0 77,036
FEDEX CORP COM 31428X106 783,893 3,141,351 SH   DFND 1,5 301,063 0 2,840,288
FEDEX CORP COM 31428X106 38,973 156,179 SH   DFND 3 156,179 0 0
FEDEX CORP COM 31428X106 14,151 56,708 SH   DFND 6 53,420 0 3,288
FEDEX CORP COM 31428X106 43,245 173,299 SH   DFND 7 134,251 0 39,048
FERRARI N V COM N3167Y103 28,184 268,660 SH   DFND 1,5 65 0 268,595
FERRARI N V COM N3167Y103 1,259 12,000 SH   DFND 6 0 0 12,000
FERRARI N V COM N3167Y103 1,679 16,000 SH   DFND 7 16,000 0 0
FERRO CORP COM 315405100 19,363 820,805 SH   DFND 6 820,805 0 0
FERRO CORP COM 315405100 4,494 190,521 SH   DFND 7 190,521 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 356,862 19,999,926 SH   DFND 1,5 895,592 0 19,104,334
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 13,497 756,566 SH   DFND 3 756,566 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 279 15,578 SH   DFND 7 15,578 0 0
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 80,352 5,466,100 SH   DFND 1,5 234,700 0 5,231,400
FIBROGEN INC COM 31572Q808 320,560 6,762,859 SH   DFND 1,5 335,612 0 6,427,247
FIBROGEN INC COM 31572Q808 777 16,400 SH   DFND 6 16,400 0 0
FIDELITY MSCI FINLS IDX 316092501 610 14,955 SH   DFND 3 14,955 0 0
FIDELITY MSCI INDL INDX 316092709 396 10,220 SH   DFND 3 10,220 0 0
FIDELITY MSCI INFO TECH I 316092808 1,129 22,590 SH   DFND 3 22,590 0 0
FIDELITY MSCI MATLS INDEX 316092881 215 6,131 SH   DFND 3 6,131 0 0
FIDELITY MSCI CONSM DIS 316092204 253 6,472 SH   DFND 3 6,472 0 0
FIDELITY MSCI HLTH CARE I 316092600 742 18,559 SH   DFND 3 18,559 0 0
FIDELITY CONSMR STAPLES 316092303 296 8,638 SH   DFND 3 8,638 0 0
FIDELITY COMWLTH TR NDQ CP IDX TRK 315912808 5,410 19,957 SH   DFND 3 19,957 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 15,597 5,100,000 PRN   DFND 1,5 0 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 441,764 11,257,990 SH   DFND 1,5 305,179 0 10,952,811
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 755 19,240 SH   DFND 3 19,240 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 7,010 178,636 SH   DFND 6 156,803 0 21,833
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 4,511 114,966 SH   DFND 7 100,766 0 14,200
FIDELITY NATL INFORMATION SV COM 31620M106 356,411 3,787,984 SH   DFND 1,5 36,900 0 3,751,084
FIDELITY NATL INFORMATION SV COM 31620M106 34,519 366,876 SH   DFND 1,9 0 0 366,876
FIDELITY NATL INFORMATION SV COM 31620M106 11,863 126,079 SH   DFND 3 126,079 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 26,083 277,218 SH   DFND 6 267,953 0 9,265
FIDELITY NATL INFORMATION SV COM 31620M106 49,074 521,560 SH   DFND 7 439,760 0 81,800
FIFTH THIRD BANCORP COM 316773100 3,286 108,300 SH   DFND 1,5 7,000 0 101,300
FIFTH THIRD BANCORP COM 316773100 22,469 740,575 SH   DFND 3 740,575 0 0
FINANCIAL INSTNS INC COM 317585404 3,374 108,500 SH   DFND 6 108,500 0 0
FINANCIAL INSTNS INC COM 317585404 1,400 45,000 SH   DFND 7 45,000 0 0
FINISAR CORP COM NEW 31787A507 12,647 621,450 SH   DFND 1,5 800 0 620,650
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 34,138 37,360,000 PRN   DFND 1,5 0 0 0
FIRST AMERN FINL CORP COM 31847R102 527,602 9,414,739 SH   DFND 1,5 213,209 0 9,201,530
FIRST AMERN FINL CORP COM 31847R102 5,061 90,302 SH   DFND 1,12 10,200 0 80,102
FIRST AMERN FINL CORP COM 31847R102 4,552 81,223 SH   DFND 6 81,223 0 0
FIRST AMERN FINL CORP COM 31847R102 605 10,791 SH   DFND 7 10,791 0 0
FIRST BANCORP P R COM NEW 318672706 35,799 7,019,314 SH   DFND 1,5 115,680 0 6,903,634
FIRST CMNTY BANCSHARES INC N COM 31983A103 577 20,100 SH   DFND 1,5 20,100 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 19,507 1,362,200 SH   DFND 1,5 200 0 1,362,000
FIRST CONN BANCORP INC MD COM 319850103 3,852 147,300 SH   DFND 6 147,300 0 0
FIRST CONN BANCORP INC MD COM 319850103 1,517 58,000 SH   DFND 7 58,000 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 483,575 1,199,938 SH   DFND 1,5 2,109 0 1,197,829
FIRST CTZNS BANCSHARES INC N CL A 31946M103 48,571 120,523 SH   DFND 6 120,523 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 12,126 30,090 SH   DFND 7 30,090 0 0
FIRST DATA CORP NEW COM CL A 32008D106 190 11,392 SH   DFND 1 11,392 0 0
FIRST DATA CORP NEW COM CL A 32008D106 552,559 33,067,578 SH   DFND 1,5 2,415,420 0 30,652,158
FIRST DATA CORP NEW COM CL A 32008D106 1,183 70,800 SH   DFND 7 70,800 0 0
FIRST FNDTN INC COM 32026V104 25,558 1,378,529 SH   DFND 6 1,378,529 0 0
FIRST FNDTN INC COM 32026V104 6,069 327,358 SH   DFND 7 327,358 0 0
FIRST HAWAIIAN INC COM 32051X108 96,014 3,290,416 SH   DFND 1,5 116 0 3,290,300
FIRST MERCHANTS CORP COM 320817109 51,733 1,229,985 SH   DFND 1,5 0 0 1,229,985
FIRST MIDWEST BANCORP DEL COM 320867104 21,448 893,300 SH   DFND 6 893,300 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 5,501 229,133 SH   DFND 7 229,133 0 0
FIRST NORTHWEST BANCORP COM 335834107 14,255 874,546 SH   DFND 6 874,546 0 0
FIRST NORTHWEST BANCORP COM 335834107 3,094 189,843 SH   DFND 7 189,843 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 316 3,652 SH   DFND 1 3,652 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 350,875 4,049,807 SH   DFND 1,5 122,807 0 3,927,000
FIRST REP BK SAN FRANCISCO C COM 33616C100 234 2,702 SH   DFND 3 2,702 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 1,031 11,900 SH   DFND 6 11,900 0 0
FIRST SOLAR INC COM 336433107 70,825 1,048,954 SH   DFND 1,5 118,468 0 930,486
FIRSTCASH INC COM 33767D105 27,147 402,473 SH   DFND 1,5 897 0 401,576
FIRSTCASH INC COM 33767D105 38,761 574,668 SH   DFND 6 574,668 0 0
FIRSTCASH INC COM 33767D105 12,969 192,278 SH   DFND 7 176,278 0 16,000
FIRSTENERGY CORP COM 337932107 141,527 4,622,042 SH   DFND 1,5 435 0 4,621,607
FIRSTENERGY CORP COM 337932107 1,162 37,945 SH   DFND 3 37,945 0 0
FIRSTENERGY CORP COM 337932107 2,615 85,400 SH   DFND 7 85,400 0 0
FIRSTSERVICE CORP NEW SUB VTG SH 33767E103 1,091 15,590 SH   DFND 7 13,590 0 2,000
FIRSTSERVICE CORP NEW SUB VTG SH 33767E103 21,979 314,200 SH   DFND 11 278,500 0 35,700
FISERV INC COM 337738108 587,324 4,478,948 SH   DFND 1,5 363,819 0 4,115,129
FISERV INC COM 337738108 25,738 196,278 SH   DFND 1,9 0 0 196,278
FISERV INC COM 337738108 19,283 147,052 SH   DFND 3 147,052 0 0
FISERV INC COM 337738108 750 5,721 SH   DFND 7 5,721 0 0
FIVE BELOW INC COM 33829M101 91,186 1,374,947 SH   DFND 1,5 63,775 0 1,311,172
FIVE OAKS INVT CORP COM 33830W106 2,269 567,153 SH   DFND 1,5 0 0 567,153
FIVE POINT HOLDINGS LLC COM CL A 33833Q106 63,598 4,510,529 SH   DFND 1,5 511,103 0 3,999,426
FIVE PRIME THERAPEUTICS INC COM 33830X104 95,122 4,339,506 SH   DFND 1,5 701,307 0 3,638,199
FIVE9 INC COM 338307101 56,752 2,281,020 SH   DFND 1,5 0 0 2,281,020
FIVE9 INC COM 338307101 3,772 151,600 SH   DFND 6 151,600 0 0
FIVE9 INC COM 338307101 254 10,200 SH   DFND 7 10,200 0 0
FLANIGANS ENTERPRISES INC COM 338517105 3,362 146,161 SH   DFND 1,5 60,008 0 86,153
FLEETCOR TECHNOLOGIES INC COM 339041105 644,550 3,349,529 SH   DFND 1,5 37,649 0 3,311,880
FLEETCOR TECHNOLOGIES INC COM 339041105 114,092 592,900 SH   DFND 1,9 200 0 592,700
FLEETCOR TECHNOLOGIES INC COM 339041105 2,540 13,200 SH   DFND 6 13,200 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 3,733 19,400 SH   DFND 7 19,400 0 0
FLEX LTD ORD Y2573F102 14,927 829,714 SH   DFND 1,5 1,614 0 828,100
FLEX LTD ORD Y2573F102 7,413 412,066 SH   DFND 3 412,066 0 0
FLEXION THERAPEUTICS INC COM 33938J106 6,092 243,300 SH   DFND 1,5 9,800 0 233,500
FLEXSHARES TR MORNSTAR UPSTR 33939L407 455,576 13,685,081 SH   DFND 3 13,685,081 0 0
FLIR SYS INC COM 302445101 19,098 409,662 SH   DFND 1,5 0 0 409,662
FLIR SYS INC COM 302445101 548 11,764 SH   DFND 3 11,764 0 0
FLOOR & DECOR HLDGS INC CL A 339750101 32,729 672,321 SH   DFND 1,5 13,900 0 658,421
FLOOR & DECOR HLDGS INC CL A 339750101 651 13,371 SH   DFND 3 13,371 0 0
FLOOR & DECOR HLDGS INC CL A 339750101 1,891 38,850 SH   DFND 6 38,850 0 0
FLOWSERVE CORP COM 34354P105 284,374 6,749,919 SH   DFND 1,5 115,812 0 6,634,107
FLOWSERVE CORP COM 34354P105 847 20,108 SH   DFND 3 20,108 0 0
FLOWSERVE CORP COM 34354P105 21,895 519,694 SH   DFND 6 519,694 0 0
FLOWSERVE CORP COM 34354P105 4,128 97,980 SH   DFND 7 97,980 0 0
FLUOR CORP NEW COM 343412102 313,100 6,061,965 SH   DFND 1,5 59,265 0 6,002,700
FLUOR CORP NEW COM 343412102 4,387 84,938 SH   DFND 3 84,938 0 0
FLUOR CORP NEW COM 343412102 1,441 27,900 SH   DFND 7 27,900 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 11,521 892,400 SH   DFND 6 892,400 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 5,365 415,559 SH   DFND 7 329,159 0 86,400
FNB CORP PA COM 302520101 68,224 4,936,600 SH   DFND 1,5 206,900 0 4,729,700
FNB CORP PA COM 302520101 105,325 7,621,183 SH   DFND 6 7,532,245 0 88,938
FNB CORP PA COM 302520101 34,975 2,530,728 SH   DFND 7 2,028,128 0 502,600
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 80,833 860,836 SH   DFND 1,5 34,600 0 826,236
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 3,052 32,500 SH   DFND 7 32,500 0 0
FOOT LOCKER INC COM 344849104 59,171 1,262,172 SH   DFND 1,5 82 0 1,262,090
FOOT LOCKER INC COM 344849104 4,159 88,726 SH   DFND 3 88,726 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 18,188 1,456,220 SH   DFND 1,5 415,789 0 1,040,431
FORD MTR CO DEL COM PAR $0.01 345370860 7,216 577,754 SH   DFND 3 577,754 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 1,220 97,700 SH   DFND 7 97,700 0 0
FOREST CITY RLTY TR INC COM CL A 345605109 9,071 376,377 SH   DFND 1 376,377 0 0
FOREST CITY RLTY TR INC COM CL A 345605109 60,224 2,498,906 SH   DFND 1,5 201 0 2,498,705
FORTERRA INC COM 34960W106 17,737 1,597,900 SH   DFND 1,5 195,500 0 1,402,400
FORTINET INC COM 34959E109 8,029 183,775 SH   DFND 1,5 75 0 183,700
FORTIS INC COM 349553107 6,373 173,733 SH   DFND 1,5 43 0 173,690
FORTIS INC COM 349553107 481 13,104 SH   DFND 6 13,104 0 0
FORTIS INC COM 349553107 15,645 426,496 SH   DFND 7 426,496 0 0
FORTIS INC COM 349553107 384,261 10,475,300 SH   DFND 11 9,132,500 0 1,342,800
FORTIVE CORP COM 34959J108 413 5,707 SH   DFND 1 5,707 0 0
FORTIVE CORP COM 34959J108 1,375,476 19,011,422 SH   DFND 1,5 1,465,660 0 17,545,762
FORTIVE CORP COM 34959J108 6,172 85,314 SH   DFND 3 85,314 0 0
FORTIVE CORP COM 34959J108 15,491 214,117 SH   DFND 6 203,011 0 11,106
FORTIVE CORP COM 34959J108 82,849 1,145,119 SH   DFND 7 1,089,605 0 55,514
FORTIVE CORP COM 34959J108 13,671 188,950 SH   DFND 11 188,950 0 0
FORTRESS TRANS INFRST INVS L COM REP LTD LIAB 34960P101 25,776 1,293,315 SH   DFND 1,5 0 0 1,293,315
FORTUNE BRANDS HOME & SEC IN COM 34964C106 252,942 3,695,815 SH   DFND 1,5 201,824 0 3,493,991
FORTUNE BRANDS HOME & SEC IN COM 34964C106 2,053 30,000 SH   DFND 3 30,000 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 30,010 438,484 SH   DFND 6 427,840 0 10,644
FORTUNE BRANDS HOME & SEC IN COM 34964C106 58,707 857,782 SH   DFND 7 857,782 0 0
FORWARD AIR CORP COM 349853101 12,067 210,085 SH   DFND 1,5 91 0 209,994
FOSSIL GROUP INC COM 34988V106 56,559 7,279,095 SH   DFND 1,5 617,242 0 6,661,853
FOUNDATION MEDICINE INC COM 350465100 5,236 76,768 SH   DFND 1,5 0 0 76,768
FOUR CORNERS PPTY TR INC COM 35086T109 63,181 2,458,404 SH   DFND 1,5 50,976 0 2,407,428
FOUR CORNERS PPTY TR INC COM 35086T109 4,687 182,368 SH   DFND 1,12 19,900 0 162,468
FOUR CORNERS PPTY TR INC COM 35086T109 6,546 254,700 SH   DFND 6 254,700 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 1,992 77,500 SH   DFND 7 0 0 77,500
FOX FACTORY HLDG CORP COM 35138V102 12,450 320,464 SH   DFND 1,5 0 0 320,464
FRANCESCAS HLDGS CORP COM 351793104 856 117,063 SH   DFND 1,5 15,011 0 102,052
FRANCO NEVADA CORP COM 351858105 792,247 9,912,950 SH   DFND 1,5 810,559 0 9,102,391
FRANCO NEVADA CORP COM 351858105 10,019 125,362 SH   DFND 6 88,262 0 37,100
FRANCO NEVADA CORP COM 351858105 25,002 312,840 SH   DFND 7 277,040 0 35,800
FRANCO NEVADA CORP COM 351858105 444,848 5,566,138 SH   DFND 11 4,681,744 0 884,394
FRANCO NEVADA CORP COM 351858105 719 9,001 SH   DFND   9,001 0 0
FRANKLIN ELEC INC COM 353514102 4,457 97,102 SH   DFND 6 97,102 0 0
FRANKLIN ELEC INC COM 353514102 1,558 33,947 SH   DFND 7 33,947 0 0
FRANKLIN RES INC COM 354613101 206,293 4,760,964 SH   DFND 1,5 360,193 0 4,400,771
FRANKLIN RES INC COM 354613101 3,965 91,518 SH   DFND 3 91,518 0 0
FRANKS INTL N V COM N33462107 37,621 5,657,353 SH   DFND 1,5 184 0 5,657,169
FRANKS INTL N V COM N33462107 426 64,055 SH   DFND 7 64,055 0 0
FREEPORT-MCMORAN INC CL B 35671D857 452,060 23,842,853 SH   DFND 1,5 562,035 0 23,280,818
FREEPORT-MCMORAN INC CL B 35671D857 52,022 2,743,800 SH   DFND 1,10 41,600 0 2,702,200
FREEPORT-MCMORAN INC CL B 35671D857 7,893 416,284 SH   DFND 3 416,284 0 0
FREEPORT-MCMORAN INC CL B 35671D857 11,247 593,189 SH   DFND 6 593,189 0 0
FREEPORT-MCMORAN INC CL B 35671D857 18,863 994,872 SH   DFND 7 430,572 0 564,300
FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 30,411 578,700 SH   DFND 1,5 0 0 578,700
FRESH DEL MONTE PRODUCE INC ORD G36738105 355,637 7,460,400 SH   DFND 1,5 1,227,065 0 6,233,335
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 3,624 536,053 SH   DFND 1,5 8 0 536,045
FTD COS INC COM 30281V108 1,477 205,489 SH   DFND 11 205,489 0 0
FULLER H B CO COM 359694106 34,695 644,053 SH   DFND 1,5 0 0 644,053
G-III APPAREL GROUP LTD COM 36237H101 125,742 3,408,572 SH   DFND 1,5 14,035 0 3,394,537
G-III APPAREL GROUP LTD COM 36237H101 4,597 124,600 SH   DFND 3 124,600 0 0
G-III APPAREL GROUP LTD COM 36237H101 5,035 136,479 SH   DFND 6 136,479 0 0
G-III APPAREL GROUP LTD COM 36237H101 242 6,572 SH   DFND 7 6,572 0 0
G1 THERAPEUTICS INC COM 3621LQ109 80,920 4,078,644 SH   DFND 1,5 20,400 0 4,058,244
G1 THERAPEUTICS INC COM 3621LQ109 556 28,000 SH   DFND 7 28,000 0 0
GAIA INC NEW CL A 36269P104 12,836 1,035,126 SH   DFND 1,5 0 0 1,035,126
GALAPAGOS NV SPON ADR 36315X101 235,431 2,510,992 SH   DFND 1,5 539,700 0 1,971,292
GALLAGHER ARTHUR J & CO COM 363576109 34,025 537,688 SH   DFND 1,5 88 0 537,600
GALLAGHER ARTHUR J & CO COM 363576109 910 14,376 SH   DFND 3 14,376 0 0
GAMCO INVESTORS INC CL A COM 361438104 2,967 100,060 SH   DFND 1,5 100,060 0 0
GAMESTOP CORP NEW CL A 36467W109 247,620 13,794,972 SH   DFND 1,5 1,651,683 0 12,143,289
GAMESTOP CORP NEW CL A 36467W109 25,136 1,400,314 SH   DFND 11 1,400,314 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 167,109 4,516,469 SH   DFND 1 4,516,469 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 72,243 1,952,511 SH   DFND 1,5 118,200 0 1,834,311
GAMING & LEISURE PPTYS INC COM 36467J108 8,962 242,229 SH   DFND 6 242,229 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 3,761 101,658 SH   DFND 7 29,558 0 72,100
GANNETT CO INC COM 36473H104 14,980 1,292,459 SH   DFND 1,5 234,988 0 1,057,471
GAP INC DEL COM 364760108 69,508 2,040,758 SH   DFND 1,5 471 0 2,040,287
GAP INC DEL COM 364760108 457 13,421 SH   DFND 3 13,421 0 0
GARDNER DENVER HLDGS INC COM 36555P107 211,061 6,220,489 SH   DFND 1,5 395,854 0 5,824,635
GARMIN LTD SHS H2906T109 1,344 22,565 SH   DFND 3 22,565 0 0
GARTNER INC COM 366651107 639 5,185 SH   DFND 3 5,185 0 0
GASLOG LTD SHS G37585109 137,258 6,168,908 SH   DFND 1,5 174,711 0 5,994,197
GASLOG LTD SHS G37585109 3,054 137,277 SH   DFND 3 137,277 0 0
GASLOG LTD SHS G37585109 3,591 161,400 SH   DFND 6 161,400 0 0
GASLOG PARTNERS LP UNIT LTD PTNRP Y2687W108 99,908 4,036,678 SH   DFND 1,5 0 0 4,036,678
GASLOG PARTNERS LP UNIT LTD PTNRP Y2687W108 443 17,900 SH   DFND 7 17,900 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 33,613 1,053,700 SH   DFND 1,5 0 0 1,053,700
GDS HLDGS LTD SPONSORED ADR 36165L108 26,443 1,173,700 SH   DFND 1,5 0 0 1,173,700
GDS HLDGS LTD SPONSORED ADR 36165L108 36,602 1,624,574 SH   DFND 1,9 0 0 1,624,574
GDS HLDGS LTD SPONSORED ADR 36165L108 2,199 97,600 SH   DFND 7 97,600 0 0
GENER8 MARITIME INC COM Y26889108 40,258 6,081,319 SH   DFND 1,5 0 0 6,081,319
GENER8 MARITIME INC COM Y26889108 1,006 152,000 SH   DFND 7 152,000 0 0
GENERAC HLDGS INC COM 368736104 162,808 3,287,723 SH   DFND 1,5 57,712 0 3,230,011
GENERAC HLDGS INC COM 368736104 33,659 679,700 SH   DFND 11 679,700 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 28,173 26,688,000 PRN   DFND 1,5 0 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 222 210,000 PRN   DFND 7 0 0 0
GENERAL COMMUNICATION INC CL A 369385109 27,829 713,192 SH   DFND 1,5 0 0 713,192
GENERAL DYNAMICS CORP COM 369550108 411 2,020 SH   DFND 1 2,020 0 0
GENERAL DYNAMICS CORP COM 369550108 1,395,563 6,859,487 SH   DFND 1,5 286,059 0 6,573,428
GENERAL DYNAMICS CORP COM 369550108 78,521 385,949 SH   DFND 3 385,949 0 0
GENERAL DYNAMICS CORP COM 369550108 10,844 53,302 SH   DFND 6 53,302 0 0
GENERAL DYNAMICS CORP COM 369550108 33,172 163,045 SH   DFND 7 94,788 0 68,257
GENERAL ELECTRIC CO COM 369604103 554 31,736 SH   DFND 1 31,736 0 0
GENERAL ELECTRIC CO COM 369604103 1,246,530 71,434,368 SH   DFND 1,5 269,040 0 71,165,328
GENERAL ELECTRIC CO COM 369604103 152,091 8,715,835 SH   DFND 3 8,715,835 0 0
GENERAL ELECTRIC CO COM 369604103 26,402 1,512,990 SH   DFND 6 1,512,990 0 0
GENERAL ELECTRIC CO COM 369604103 57,293 3,283,240 SH   DFND 7 777,140 0 2,506,100
GENERAL ELECTRIC CO COM 369604103 2,124 121,700 SH   DFND 11 121,700 0 0
GENERAL MLS INC COM 370334104 48,642 820,408 SH   DFND 1,5 88,208 0 732,200
GENERAL MLS INC COM 370334104 14,017 236,417 SH   DFND 3 236,417 0 0
GENERAL MLS INC COM 370334104 1,364 23,000 SH   DFND 6 23,000 0 0
GENERAL MLS INC COM 370334104 5,640 95,131 SH   DFND 7 75,131 0 20,000
GENERAL MTRS CO COM 37045V100 5,835 142,348 SH   DFND 1 142,348 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V126 864 37,028 SH   DFND 1 37,028 0 0
GENERAL MTRS CO COM 37045V100 434,334 10,596,092 SH   DFND 1,5 1,443,704 0 9,152,388
GENERAL MTRS CO *W EXP 07/10/201 37045V126 6,046 259,037 SH   DFND 1,5 43,816 0 215,221
GENERAL MTRS CO COM 37045V100 35,750 872,168 SH   DFND 3 872,168 0 0
GENERAL MTRS CO COM 37045V100 4,671 113,945 SH   DFND 7 28,700 0 85,245
GENESCO INC COM 371532102 35,291 1,085,878 SH   DFND 1,5 91,617 0 994,261
GENESEE & WYO INC CL A 371559105 453,283 5,757,437 SH   DFND 1,5 92,900 0 5,664,537
GENESEE & WYO INC CL A 371559105 28,039 356,146 SH   DFND 6 356,146 0 0
GENESEE & WYO INC CL A 371559105 6,682 84,869 SH   DFND 7 84,869 0 0
GENMARK DIAGNOSTICS INC COM 372309104 32,898 7,889,259 SH   DFND 1,5 1,200,212 0 6,689,047
GENMARK DIAGNOSTICS INC COM 372309104 1,376 330,000 SH   DFND 7 330,000 0 0
GENOCEA BIOSCIENCES INC COM 372427104 494 425,523 SH   DFND 1,5 0 0 425,523
GENOCEA BIOSCIENCES INC COM 372427104 66 57,200 SH   DFND 6 57,200 0 0
GENOMIC HEALTH INC COM 37244C101 5,847 170,954 SH   DFND 1,5 0 0 170,954
GENPACT LIMITED SHS G3922B107 255,701 8,056,116 SH   DFND 1,5 254 0 8,055,862
GENPACT LIMITED SHS G3922B107 4,914 154,836 SH   DFND 1,12 16,900 0 137,936
GENPACT LIMITED SHS G3922B107 69,534 2,190,737 SH   DFND 6 2,190,737 0 0
GENPACT LIMITED SHS G3922B107 8,465 266,697 SH   DFND 7 266,697 0 0
GENTEX CORP COM 371901109 208,349 9,945,069 SH   DFND 1,5 626,486 0 9,318,583
GENTEX CORP COM 371901109 211 10,082 SH   DFND 3 10,082 0 0
GENUINE PARTS CO COM 372460105 89,254 939,416 SH   DFND 1,5 116 0 939,300
GENUINE PARTS CO COM 372460105 14,338 150,907 SH   DFND 3 150,907 0 0
GENWORTH FINL INC COM CL A 37247D106 47,069 15,134,644 SH   DFND 1,5 1,068,725 0 14,065,919
GEOSPACE TECHNOLOGIES CORP COM 37364X109 25,635 1,976,470 SH   DFND 1,5 167,233 0 1,809,237
GERDAU S A SPON ADR REP PFD 373737105 2,538 682,200 SH   DFND 1,5 0 0 682,200
GERMAN AMERN BANCORP INC COM 373865104 29,684 840,197 SH   DFND 1,5 0 0 840,197
GERON CORP COM 374163103 35,531 19,739,475 SH   DFND 1,5 0 0 19,739,475
GGP INC COM 36174X101 228,113 9,752,577 SH   DFND 1 9,752,577 0 0
GGP INC COM 36174X101 308,556 13,191,804 SH   DFND 1,5 305,498 0 12,886,306
GGP INC COM 36174X101 1,564 66,885 SH   DFND 3 66,885 0 0
GGP INC COM 36174X101 11,267 481,689 SH   DFND 6 481,689 0 0
GGP INC COM 36174X101 5,667 242,300 SH   DFND 7 94,700 0 147,600
GGP INC COM 36174X101 230,424 9,851,400 SH   DFND 11 9,851,400 0 0
GIBRALTAR INDS INC COM 374689107 7,225 218,945 SH   DFND 1,5 2,717 0 216,228
GIBRALTAR INDS INC COM 374689107 4,187 126,884 SH   DFND 1,12 14,000 0 112,884
GIBRALTAR INDS INC COM 374689107 26,481 802,455 SH   DFND 6 802,455 0 0
GIBRALTAR INDS INC COM 374689107 13,823 418,872 SH   DFND 7 381,172 0 37,700
GILDAN ACTIVEWEAR INC COM 375916103 287,729 8,906,053 SH   DFND 1,5 1,056,400 0 7,849,653
GILDAN ACTIVEWEAR INC COM 375916103 6,770 209,560 SH   DFND 11 209,560 0 0
GILEAD SCIENCES INC COM 375558103 1,522,123 21,246,828 SH   DFND 1,5 3,902,100 0 17,344,728
GILEAD SCIENCES INC COM 375558103 42,989 600,065 SH   DFND 3 600,065 0 0
GILEAD SCIENCES INC COM 375558103 7,788 108,712 SH   DFND 6 108,712 0 0
GILEAD SCIENCES INC COM 375558103 7,897 110,227 SH   DFND 7 41,523 0 68,704
GILEAD SCIENCES INC COM 375558103 147,184 2,054,500 SH   DFND 11 2,054,500 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 548,777 15,471,593 SH   DFND 1,5 101 0 15,471,492
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 101,385 2,858,345 SH   DFND 3 2,858,345 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 18,930 533,690 SH   DFND 6 533,690 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 28,982 817,083 SH   DFND 7 0 0 817,083
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 192,166 4,883,499 SH   DFND 1,5 636,691 0 4,246,808
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 927 23,551 SH   DFND 3 23,551 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 21,317 541,734 SH   DFND 6 541,734 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 5,323 135,269 SH   DFND 7 135,269 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 11,875 358,761 SH   DFND 1,5 31,239 0 327,522
GLOBAL PMTS INC COM 37940X102 330 3,295 SH   DFND 1 3,295 0 0
GLOBAL PMTS INC COM 37940X102 809,696 8,077,573 SH   DFND 1,5 339,273 0 7,738,300
GLOBAL PMTS INC COM 37940X102 50,950 508,279 SH   DFND 1,9 123 0 508,156
GLOBAL PMTS INC COM 37940X102 1,670 16,664 SH   DFND 3 16,664 0 0
GLOBAL PMTS INC COM 37940X102 5,593 55,800 SH   DFND 6 55,800 0 0
GLOBAL PMTS INC COM 37940X102 15,928 158,900 SH   DFND 7 68,500 0 90,400
GLOBAL PMTS INC COM 37940X102 22,634 225,800 SH   DFND 11 225,800 0 0
GLOBALSTAR INC COM 378973408 6,572 5,016,760 SH   DFND 1,5 0 0 5,016,760
GLOBANT S A COM L44385109 6,720 144,630 SH   DFND 1,5 1,600 0 143,030
GLYCOMIMETICS INC COM 38000Q102 27,103 1,614,217 SH   DFND 1,5 0 0 1,614,217
GLYCOMIMETICS INC COM 38000Q102 17,090 1,017,866 SH   DFND 6 1,017,866 0 0
GLYCOMIMETICS INC COM 38000Q102 3,469 206,600 SH   DFND 7 206,600 0 0
GMS INC COM 36251C103 31,079 825,700 SH   DFND 1,5 700 0 825,000
GNC HLDGS INC COM CL A 36191G107 26,466 7,172,255 SH   DFND 1,5 339,158 0 6,833,097
GODADDY INC CL A 380237107 331 6,579 SH   DFND 1 6,579 0 0
GODADDY INC CL A 380237107 516,947 10,281,370 SH   DFND 1,5 609,653 0 9,671,717
GODADDY INC CL A 380237107 51,533 1,024,916 SH   DFND 1,9 816 0 1,024,100
GODADDY INC CL A 380237107 789 15,700 SH   DFND 6 15,700 0 0
GODADDY INC CL A 380237107 3,208 63,800 SH   DFND 7 63,800 0 0
GOGO INC NOTE 3.750% 3/0 38046CAB5 21,301 23,360,000 PRN   DFND 1,5 0 0 0
GOGO INC COM 38046C109 77,498 6,870,362 SH   DFND 1,5 145,858 0 6,724,504
GOGO INC COM 38046C109 195 17,319 SH   DFND 3 17,319 0 0
GOGO INC COM 38046C109 32,164 2,851,407 SH   DFND 6 2,851,407 0 0
GOGO INC COM 38046C109 13,031 1,155,226 SH   DFND 7 1,095,126 0 60,100
GOLAR LNG LTD BERMUDA SHS G9456A100 299,422 10,044,331 SH   DFND 1,5 350,898 0 9,693,433
GOLAR LNG LTD BERMUDA SHS G9456A100 1,104 37,034 SH   DFND 6 37,034 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 796 26,700 SH   DFND 7 26,700 0 0
GOLAR LNG PARTNERS LP COM UNIT LPI Y2745C102 102,832 4,510,160 SH   DFND 1,5 0 0 4,510,160
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 14,252 3,314,426 SH   DFND 1,5 0 0 3,314,426
GOLD STD VENTURES CORP COM 380738104 6,687 3,820,700 SH   DFND 1,5 0 0 3,820,700
GOLDCORP INC NEW COM 380956409 41,529 3,256,510 SH   DFND 1,5 0 0 3,256,510
GOLDCORP INC NEW COM 380956409 344 26,999 SH   DFND 3 26,999 0 0
GOLDCORP INC NEW COM 380956409 256 20,100 SH   DFND 11 20,100 0 0
GOLDEN ENTMT INC COM 381013101 466 14,266 SH   DFND 1,5 0 0 14,266
GOLDMAN SACHS GROUP INC COM 38141G104 1,479,019 5,805,540 SH   DFND 1,5 46,566 0 5,758,974
GOLDMAN SACHS GROUP INC COM 38141G104 59,973 235,411 SH   DFND 3 235,411 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 26,730 104,923 SH   DFND 6 95,901 0 9,022
GOLDMAN SACHS GROUP INC COM 38141G104 25,495 100,074 SH   DFND 7 65,834 0 34,240
GOODRICH PETE CORP COM PAR 382410843 2,449 224,475 SH   DFND 1,5 0 0 224,475
GOODYEAR TIRE & RUBR CO COM 382550101 39,428 1,220,300 SH   DFND 1,5 0 0 1,220,300
GOODYEAR TIRE & RUBR CO COM 382550101 880 27,250 SH   DFND 3 27,250 0 0
GRACE W R & CO DEL NEW COM 38388F108 57,943 826,222 SH   DFND 1,5 0 0 826,222
GRACE W R & CO DEL NEW COM 38388F108 1,900 27,088 SH   DFND 6 27,088 0 0
GRACE W R & CO DEL NEW COM 38388F108 885 12,621 SH   DFND 7 10,321 0 2,300
GRACO INC COM 384109104 36,628 810,000 SH   DFND 1,5 0 0 810,000
GRAHAM HLDGS CO COM 384637104 53,946 96,617 SH   DFND 1,5 13 0 96,604
GRAHAM HLDGS CO COM 384637104 713 1,277 SH   DFND 3 1,277 0 0
GRAINGER W W INC COM 384802104 51,094 216,270 SH   DFND 1,5 70 0 216,200
GRAINGER W W INC COM 384802104 15,557 65,851 SH   DFND 3 65,851 0 0
GRAINGER W W INC COM 384802104 663 2,808 SH   DFND 7 2,808 0 0
GRAMERCY PPTY TR COM NEW 385002308 125,141 4,693,971 SH   DFND 1 4,693,971 0 0
GRAMERCY PPTY TR COM NEW 385002308 67,608 2,535,950 SH   DFND 1,5 205,743 0 2,330,207
GRAMERCY PPTY TR COM NEW 385002308 16,978 636,847 SH   DFND 6 636,847 0 0
GRAMERCY PPTY TR COM NEW 385002308 3,297 123,682 SH   DFND 7 19,616 0 104,066
GRANA Y MONTERO S A A SPONSORED ADR 38500P208 263 92,333 SH   DFND 1,10 62,000 0 30,333
GRAND CANYON ED INC COM 38526M106 207 2,317 SH   DFND 1 2,317 0 0
GRAND CANYON ED INC COM 38526M106 249,294 2,784,477 SH   DFND 1,5 1,988 0 2,782,489
GRAND CANYON ED INC COM 38526M106 34,067 380,514 SH   DFND 6 380,514 0 0
GRAND CANYON ED INC COM 38526M106 9,872 110,260 SH   DFND 7 110,260 0 0
GRAND CANYON ED INC COM 38526M106 80,577 900,000 SH   DFND 11 900,000 0 0
GRANITE CONSTR INC COM 387328107 3,582 56,473 SH   DFND 1,5 873 0 55,600
GRANITE PT MTG TR INC COM 38741L107 251 14,128 SH   DFND 1,5 0 0 14,128
GRANITE PT MTG TR INC NOTE 5.625%12/0 38741LAB3 7,960 8,000,000 PRN   DFND 1,5 0 0 0
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 2,314 59,061 SH   DFND 7 59,061 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 256 16,600 SH   DFND 1 16,600 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 481,258 31,149,414 SH   DFND 1,5 1,508 0 31,147,906
GRAPHIC PACKAGING HLDG CO COM 388689101 517 33,468 SH   DFND 3 33,468 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 49,195 3,184,170 SH   DFND 6 3,184,170 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 8,778 568,140 SH   DFND 7 568,140 0 0
GRAY TELEVISION INC COM 389375106 263 15,700 SH   DFND 1 15,700 0 0
GRAY TELEVISION INC COM 389375106 93,388 5,575,430 SH   DFND 1,5 222 0 5,575,208
GREAT AJAX CORP COM 38983D300 24,409 1,766,188 SH   DFND 1,5 0 0 1,766,188
GREAT PLAINS ENERGY INC COM 391164100 230,800 7,158,808 SH   DFND 1,5 200 0 7,158,608
GREAT PLAINS ENERGY INC COM 391164100 46,480 1,441,696 SH   DFND 6 1,441,696 0 0
GREAT PLAINS ENERGY INC COM 391164100 8,664 268,724 SH   DFND 7 268,724 0 0
GREAT WESTN BANCORP INC COM 391416104 43,247 1,086,611 SH   DFND 1,5 0 0 1,086,611
GREAT WESTN BANCORP INC COM 391416104 48,081 1,208,076 SH   DFND 6 1,208,076 0 0
GREAT WESTN BANCORP INC COM 391416104 13,843 347,826 SH   DFND 7 295,826 0 52,000
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 6,671 331,870 SH   DFND 1,5 0 0 331,870
GREIF INC CL A 397624107 6,652 109,801 SH   DFND 1,5 101 0 109,700
GRIFOLS S A SP ADR REP B NVT 398438408 94,552 4,125,288 SH   DFND 1,5 4,150 0 4,121,138
GRIFOLS S A SP ADR REP B NVT 398438408 61,508 2,683,611 SH   DFND 1,10 55,200 0 2,628,411
GROUPE CGI INC CL A SUB VTG 39945C109 57,597 1,060,020 SH   DFND 1,5 0 0 1,060,020
GROUPE CGI INC CL A SUB VTG 39945C109 11,016 202,739 SH   DFND 6 125,939 0 76,800
GROUPE CGI INC CL A SUB VTG 39945C109 19,125 351,978 SH   DFND 7 319,078 0 32,900
GROUPE CGI INC CL A SUB VTG 39945C109 740,819 13,634,107 SH   DFND 11 11,673,895 0 1,960,212
GROUPE CGI INC CL A SUB VTG 39945C109 641 11,800 SH   DFND   11,800 0 0
GROUPON INC COM 399473107 333,609 65,413,574 SH   DFND 1,5 7,643,983 0 57,769,591
GRUBHUB INC COM 400110102 59,344 826,522 SH   DFND 1,5 1,211 0 825,311
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 4,507 68,438 SH   DFND 1,10 46,638 0 21,800
GRUPO SUPERVIELLE S A SPONSORED ADR 40054A108 22,905 781,216 SH   DFND 1,5 37,284 0 743,932
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 23,770 1,273,144 SH   DFND 1,5 0 0 1,273,144
GTX INC DEL COM NEW 40052B207 634 49,906 SH   DFND 1,5 0 0 49,906
GUESS INC COM 401617105 208,317 12,341,055 SH   DFND 1,5 1,331,069 0 11,009,986
GULFMARK OFFSHORE INC COM 402629505 250 8,763 SH   DFND 1,5 1,019 0 7,744
GULFMARK OFFSHORE INC *W EXP 11/14/202 402629117 69 95,172 SH   DFND 1,5 11,198 0 83,974
GULFPORT ENERGY CORP COM NEW 402635304 3,234 253,482 SH   DFND 1,5 582 0 252,900
GW PHARMACEUTICALS PLC ADS 36197T103 91,339 691,909 SH   DFND 1,5 17,612 0 674,297
GW PHARMACEUTICALS PLC ADS 36197T103 585 4,431 SH   DFND 3 4,431 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 1,025 7,765 SH   DFND 6 7,765 0 0
HAEMONETICS CORP COM 405024100 416 7,163 SH   DFND 3 7,163 0 0
HAEMONETICS CORP COM 405024100 1,284 22,100 SH   DFND 6 22,100 0 0
HAIN CELESTIAL GROUP INC COM 405217100 307,656 7,257,746 SH   DFND 1,5 483,114 0 6,774,632
HAIN CELESTIAL GROUP INC COM 405217100 331 7,808 SH   DFND 3 7,808 0 0
HAIN CELESTIAL GROUP INC COM 405217100 2,645 62,400 SH   DFND 6 62,400 0 0
HALLIBURTON CO COM 406216101 601,916 12,316,686 SH   DFND 1,5 316,221 0 12,000,465
HALLIBURTON CO COM 406216101 15,598 319,180 SH   DFND 3 319,180 0 0
HALLIBURTON CO COM 406216101 3,465 70,904 SH   DFND 6 70,904 0 0
HALLIBURTON CO COM 406216101 11,118 227,511 SH   DFND 7 227,511 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 65,861 3,250,781 SH   DFND 1,5 0 0 3,250,781
HAMILTON BEACH BRANDS HLDG C COM CL A 40701T104 11,294 439,640 SH   DFND 1,5 27,650 0 411,990
HAMILTON BEACH BRANDS HLDG C COM CL A 40701T104 349 13,600 SH   DFND 6 13,600 0 0
HAMILTON LANE INC CL A 407497106 9,385 265,200 SH   DFND 1,5 0 0 265,200
HANESBRANDS INC COM 410345102 10,617 507,743 SH   DFND 1,5 0 0 507,743
HANESBRANDS INC COM 410345102 398 19,027 SH   DFND 3 19,027 0 0
HANESBRANDS INC COM 410345102 196,188 9,382,500 SH   DFND 11 9,382,500 0 0
HANMI FINL CORP COM NEW 410495204 24,074 793,207 SH   DFND 1,5 0 0 793,207
HANMI FINL CORP COM NEW 410495204 34,328 1,131,084 SH   DFND 6 1,131,084 0 0
HANMI FINL CORP COM NEW 410495204 11,514 379,373 SH   DFND 7 319,373 0 60,000
HANOVER INS GROUP INC COM 410867105 3,588 33,200 SH   DFND 1,5 0 0 33,200
HARLEY DAVIDSON INC COM 412822108 3,175 62,403 SH   DFND 1,5 55,000 0 7,403
HARLEY DAVIDSON INC COM 412822108 10,117 198,842 SH   DFND 3 198,842 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 2,731 1,460,400 SH   DFND 1,5 0 0 1,460,400
HARRIS CORP DEL COM 413875105 188,815 1,332,968 SH   DFND 1,5 82 0 1,332,886
HARRIS CORP DEL COM 413875105 10,335 72,959 SH   DFND 3 72,959 0 0
HARRIS CORP DEL COM 413875105 6,219 43,906 SH   DFND 6 43,906 0 0
HARTE-HANKS INC COM 416196103 841 886,882 SH   DFND 1,5 102,141 0 784,741
HARTFORD FINL SVCS GROUP INC COM 416515104 579,893 10,303,708 SH   DFND 1,5 411,157 0 9,892,551
HARTFORD FINL SVCS GROUP INC COM 416515104 9,803 174,187 SH   DFND 3 174,187 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 12,020 213,578 SH   DFND 6 170,591 0 42,987
HARTFORD FINL SVCS GROUP INC COM 416515104 42,491 754,987 SH   DFND 7 754,987 0 0
HASBRO INC COM 418056107 4,313 47,450 SH   DFND 3 47,450 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 36,678 1,014,599 SH   DFND 1,5 0 0 1,014,599
HAWAIIAN HOLDINGS INC COM 419879101 9,118 228,800 SH   DFND 1,5 0 0 228,800
HCA HEALTHCARE INC COM 40412C101 14,731 167,700 SH   DFND 1 167,700 0 0
HCA HEALTHCARE INC COM 40412C101 336,057 3,825,788 SH   DFND 1,5 324,398 0 3,501,390
HCA HEALTHCARE INC COM 40412C101 21,229 241,682 SH   DFND 3 241,682 0 0
HCA HEALTHCARE INC COM 40412C101 224 2,550 SH   DFND 6 2,550 0 0
HCA HEALTHCARE INC COM 40412C101 5,652 64,340 SH   DFND 7 64,340 0 0
HCA HEALTHCARE INC COM 40412C101 12,842 146,200 SH   DFND 11 146,200 0 0
HCP INC COM 40414L109 2,234 85,641 SH   DFND 3 85,641 0 0
HD SUPPLY HLDGS INC COM 40416M105 412 10,300 SH   DFND 1 10,300 0 0
HD SUPPLY HLDGS INC COM 40416M105 643,733 16,081,260 SH   DFND 1,5 87,991 0 15,993,269
HD SUPPLY HLDGS INC COM 40416M105 5,408 135,100 SH   DFND 6 135,100 0 0
HD SUPPLY HLDGS INC COM 40416M105 364 9,100 SH   DFND 7 9,100 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 1,454,031 14,301,480 SH   DFND 1,5 1,991,572 0 12,309,908
HDFC BANK LTD ADR REPS 3 SHS 40415F101 75,742 744,977 SH   DFND 1,10 15,600 0 729,377
HDFC BANK LTD ADR REPS 3 SHS 40415F101 708 6,965 SH   DFND 3 6,965 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 3,792 37,300 SH   DFND 6 37,300 0 0
HEALTHCARE RLTY TR COM 421946104 247,911 7,718,264 SH   DFND 1,5 189,476 0 7,528,788
HEALTHCARE RLTY TR COM 421946104 4,062 126,475 SH   DFND 1,12 13,900 0 112,575
HEALTHCARE RLTY TR COM 421946104 36,774 1,144,900 SH   DFND 6 1,144,900 0 0
HEALTHCARE RLTY TR COM 421946104 12,223 380,549 SH   DFND 7 156,149 0 224,400
HEALTHCARE SVCS GRP INC COM 421906108 16,600 314,878 SH   DFND 1,5 0 0 314,878
HEALTHCARE TR AMER INC CL A NEW 42225P501 169,453 5,640,900 SH   DFND 1,5 183,100 0 5,457,800
HEALTHCARE TR AMER INC CL A NEW 42225P501 3,677 122,400 SH   DFND 7 122,400 0 0
HEALTHEQUITY INC COM 42226A107 105,185 2,254,277 SH   DFND 1,5 272,263 0 1,982,014
HEALTHSOUTH CORP COM NEW 421924309 95,537 1,933,560 SH   DFND 1,5 2,140 0 1,931,420
HEALTHSTREAM INC COM 42222N103 19,455 840,010 SH   DFND 1,5 98,300 0 741,710
HEARTLAND FINL USA INC COM 42234Q102 9,180 171,107 SH   DFND 1,5 0 0 171,107
HEICO CORP NEW CL A 422806208 168,894 2,136,546 SH   DFND 1,5 16,425 0 2,120,121
HEICO CORP NEW COM 422806109 43,732 463,512 SH   DFND 1,5 2,172 0 461,340
HEICO CORP NEW CL A 422806208 34,721 439,224 SH   DFND 6 439,224 0 0
HEICO CORP NEW CL A 422806208 10,742 135,883 SH   DFND 7 135,883 0 0
HELEN OF TROY CORP LTD COM G4388N106 326,456 3,388,231 SH   DFND 1,5 360,250 0 3,027,981
HELEN OF TROY CORP LTD COM G4388N106 45,714 474,460 SH   DFND 6 474,460 0 0
HELEN OF TROY CORP LTD COM G4388N106 7,602 78,895 SH   DFND 7 78,895 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 6,733 892,929 SH   DFND 1,5 0 0 892,929
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 13,237 1,755,550 SH   DFND 6 1,755,550 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 5,144 682,268 SH   DFND 7 682,268 0 0
HELMERICH & PAYNE INC COM 423452101 8,338 128,987 SH   DFND 3 128,987 0 0
HENRY JACK & ASSOC INC COM 426281101 12,710 108,668 SH   DFND 1,5 168 0 108,500
HENRY JACK & ASSOC INC COM 426281101 382 3,267 SH   DFND 3 3,267 0 0
HENRY JACK & ASSOC INC COM 426281101 1,775 15,180 SH   DFND 6 15,180 0 0
HENRY JACK & ASSOC INC COM 426281101 4,724 40,389 SH   DFND 7 34,289 0 6,100
HERBALIFE LTD COM USD SHS G4412G101 360,433 5,322,408 SH   DFND 1,5 874,113 0 4,448,295
HERBALIFE LTD COM USD SHS G4412G101 2,234 32,987 SH   DFND 3 32,987 0 0
HERBALIFE LTD COM USD SHS G4412G101 26,379 389,525 SH   DFND 6 378,826 0 10,699
HERBALIFE LTD COM USD SHS G4412G101 23,521 347,323 SH   DFND 7 347,323 0 0
HERON THERAPEUTICS INC COM 427746102 173,255 9,572,109 SH   DFND 1,5 1,469,142 0 8,102,967
HERON THERAPEUTICS INC COM 427746102 903 49,900 SH   DFND 7 49,900 0 0
HERSHEY CO COM 427866108 102,712 904,872 SH   DFND 1,5 163,700 0 741,172
HERSHEY CO COM 427866108 8,980 79,113 SH   DFND 3 79,113 0 0
HERSHEY CO COM 427866108 1,776 15,649 SH   DFND 6 15,649 0 0
HERSHEY CO COM 427866108 5,747 50,626 SH   DFND 7 44,626 0 6,000
HERTZ GLOBAL HLDGS INC COM 42806J106 4,767 215,700 SH   DFND 1,5 0 0 215,700
HESS CORP COM 42809H107 32,990 694,965 SH   DFND 1,5 58,400 0 636,565
HESS CORP COM 42809H107 6,386 134,525 SH   DFND 3 134,525 0 0
HESS CORP COM 42809H107 10,499 221,163 SH   DFND 6 201,499 0 19,664
HESS CORP COM 42809H107 14,910 314,090 SH   DFND 7 314,090 0 0
HESS MIDSTREAM PARTNERS LP UNIT LTD PR INT 428104103 51,923 2,621,047 SH   DFND 1,5 0 0 2,621,047
HEWLETT PACKARD ENTERPRISE C COM 42824C109 251,543 17,516,904 SH   DFND 1,5 772,617 0 16,744,287
HEWLETT PACKARD ENTERPRISE C COM 42824C109 9,527 663,447 SH   DFND 3 663,447 0 0
HEXCEL CORP NEW COM 428291108 122,759 1,984,780 SH   DFND 1,5 0 0 1,984,780
HFF INC CL A 40418F108 487 10,007 SH   DFND 1,5 0 0 10,007
HI-CRUSH PARTNERS LP COM UNIT LTD 428337109 1,914 178,900 SH   DFND 1,5 0 0 178,900
HIBBETT SPORTS INC COM 428567101 26,047 1,276,792 SH   DFND 1,5 250,000 0 1,026,792
HIGHWOODS PPTYS INC COM 431284108 75,702 1,486,975 SH   DFND 1 1,486,975 0 0
HIGHWOODS PPTYS INC COM 431284108 139,316 2,736,511 SH   DFND 1,5 70,211 0 2,666,300
HIGHWOODS PPTYS INC COM 431284108 21,560 423,500 SH   DFND 6 423,500 0 0
HIGHWOODS PPTYS INC COM 431284108 8,052 158,170 SH   DFND 7 26,970 0 131,200
HILL ROM HLDGS INC COM 431475102 248,168 2,944,214 SH   DFND 1,5 803 0 2,943,411
HILLTOP HOLDINGS INC COM 432748101 125,881 4,969,658 SH   DFND 1,5 2,137 0 4,967,521
HILTON GRAND VACATIONS INC COM 43283X105 82,313 1,962,177 SH   DFND 1,5 67 0 1,962,110
HILTON GRAND VACATIONS INC COM 43283X105 30,170 719,180 SH   DFND 6 719,180 0 0
HILTON GRAND VACATIONS INC COM 43283X105 10,257 244,510 SH   DFND 7 244,510 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 550,356 6,891,513 SH   DFND 1,5 678,322 0 6,213,191
HILTON WORLDWIDE HLDGS INC COM 43300A203 1,152 14,425 SH   DFND 3 14,425 0 0
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 16,252 1,559,649 SH   DFND 1,5 18,400 0 1,541,249
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 156,034 14,974,436 SH   DFND 1,9 0 0 14,974,436
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 6,954 667,400 SH   DFND 7 667,400 0 0
HINGHAM INSTN SVGS MASS COM 433323102 2,920 14,107 SH   DFND 1,5 4,000 0 10,107
HISTOGENICS CORP COM 43358V109 3,546 1,729,620 SH   DFND 1,5 0 0 1,729,620
HMS HLDGS CORP COM 40425J101 2,067 121,931 SH   DFND 1,5 14,580 0 107,351
HNI CORP COM 404251100 2,129 55,200 SH   DFND 1,5 0 0 55,200
HOEGH LNG PARTNERS LP COM UNIT LTD Y3262R100 22,271 1,194,154 SH   DFND 1,5 0 0 1,194,154
HOEGH LNG PARTNERS LP COM UNIT LTD Y3262R100 14,572 781,355 SH   DFND 1,10 15,900 0 765,455
HOLLYFRONTIER CORP COM 436106108 82,366 1,608,078 SH   DFND 1,5 14,609 0 1,593,469
HOLLYFRONTIER CORP COM 436106108 2,602 50,800 SH   DFND 7 50,800 0 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 1,527 68,571 SH   DFND 1,5 0 0 68,571
HOLOGIC INC COM 436440101 40,482 946,949 SH   DFND 1,5 200 0 946,749
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 18,131 13,156,000 PRN   DFND 1,5 0 0 0
HOLOGIC INC COM 436440101 714 16,699 SH   DFND 3 16,699 0 0
HOLOGIC INC COM 436440101 12,953 303,000 SH   DFND 11 303,000 0 0
HOME BANCORP INC COM 43689E107 6,385 147,740 SH   DFND 1,5 1,211 0 146,529
HOME BANCSHARES INC COM 436893200 73,235 3,149,900 SH   DFND 1,5 1,400 0 3,148,500
HOME DEPOT INC COM 437076102 1,193 6,297 SH   DFND 1 6,297 0 0
HOME DEPOT INC COM 437076102 5,349,643 28,225,837 SH   DFND 1,5 2,309,247 0 25,916,590
HOME DEPOT INC COM 437076102 122,700 647,390 SH   DFND 3 647,390 0 0
HOME DEPOT INC COM 437076102 74,695 394,104 SH   DFND 6 394,104 0 0
HOME DEPOT INC COM 437076102 107,242 565,833 SH   DFND 7 474,533 0 91,300
HONDA MOTOR LTD AMERN SHS 438128308 5,361 157,295 SH   DFND 1,5 0 0 157,295
HONEYWELL INTL INC COM 438516106 598 3,900 SH   DFND 1 3,900 0 0
HONEYWELL INTL INC COM 438516106 1,070,766 6,982,045 SH   DFND 1,5 685,729 0 6,296,316
HONEYWELL INTL INC COM 438516106 71,905 468,864 SH   DFND 3 468,864 0 0
HONEYWELL INTL INC COM 438516106 19,612 127,884 SH   DFND 6 127,884 0 0
HONEYWELL INTL INC COM 438516106 22,193 144,710 SH   DFND 7 72,610 0 72,100
HOPE BANCORP INC COM 43940T109 27,509 1,507,354 SH   DFND 1,5 103,221 0 1,404,133
HORIZON PHARMA PLC SHS G4617B105 9,853 674,896 SH   DFND 1,5 0 0 674,896
HORMEL FOODS CORP COM 440452100 1,517 41,679 SH   DFND 3 41,679 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1,436 48,100 SH   DFND 7 48,100 0 0
HOST HOTELS & RESORTS INC COM 44107P104 222,419 11,204,990 SH   DFND 1 11,204,990 0 0
HOST HOTELS & RESORTS INC COM 44107P104 216,273 10,895,378 SH   DFND 1,5 388,906 0 10,506,472
HOST HOTELS & RESORTS INC COM 44107P104 314 15,837 SH   DFND 3 15,837 0 0
HOST HOTELS & RESORTS INC COM 44107P104 23,635 1,190,700 SH   DFND 6 1,128,000 0 62,700
HOST HOTELS & RESORTS INC COM 44107P104 18,467 930,337 SH   DFND 7 663,050 0 267,287
HOSTESS BRANDS INC CL A 44109J106 53,392 3,605,134 SH   DFND 1,5 0 0 3,605,134
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 113,524 12,206,930 SH   DFND 1,5 172,800 0 12,034,130
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 851 91,500 SH   DFND 6 91,500 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 2,508 269,668 SH   DFND 7 180,168 0 89,500
HOULIHAN LOKEY INC CL A 441593100 11,044 243,100 SH   DFND 1,5 0 0 243,100
HOUSTON WIRE & CABLE CO COM 44244K109 10,401 1,444,555 SH   DFND 1,5 13,564 0 1,430,991
HOWARD HUGHES CORP COM 44267D107 23,196 176,707 SH   DFND 1,5 0 0 176,707
HOWARD HUGHES CORP COM 44267D107 1,470 11,200 SH   DFND 6 11,200 0 0
HOWARD HUGHES CORP COM 44267D107 2,198 16,741 SH   DFND 7 3,541 0 13,200
HP INC COM 40434L105 433,840 20,649,235 SH   DFND 1,5 1,741,114 0 18,908,121
HP INC COM 40434L105 5,202 247,587 SH   DFND 1,12 27,800 0 219,787
HP INC COM 40434L105 12,226 581,918 SH   DFND 3 581,918 0 0
HP INC COM 40434L105 318 15,149 SH   DFND 6 15,149 0 0
HP INC COM 40434L105 7,297 347,311 SH   DFND 7 347,311 0 0
HSBC HLDGS PLC SPON ADR NEW 404280406 165,998 3,214,523 SH   DFND 1,5 0 0 3,214,523
HSBC HLDGS PLC SPON ADR NEW 404280406 408 7,891 SH   DFND 3 7,891 0 0
HSN INC COM 404303109 5,671 140,535 SH   DFND 6 140,535 0 0
HSN INC COM 404303109 2,207 54,700 SH   DFND 7 54,700 0 0
HTG MOLECULAR DIAGNOSTICS IN COM 40434H104 1,367 673,461 SH   DFND 1,5 0 0 673,461
HUB GROUP INC CL A 443320106 22,805 476,092 SH   DFND 1,5 77,176 0 398,916
HUB GROUP INC CL A 443320106 11,090 231,520 SH   DFND 6 231,520 0 0
HUB GROUP INC CL A 443320106 9,207 192,214 SH   DFND 7 150,114 0 42,100
HUBBELL INC COM 443510607 113,475 838,447 SH   DFND 1,5 0 0 838,447
HUBBELL INC COM 443510607 451 3,329 SH   DFND 3 3,329 0 0
HUBBELL INC COM 443510607 3,302 24,400 SH   DFND 6 24,400 0 0
HUBSPOT INC COM 443573100 491,065 5,555,031 SH   DFND 1,5 1,158,771 0 4,396,260
HUBSPOT INC COM 443573100 4,296 48,600 SH   DFND 1,9 0 0 48,600
HUDBAY MINERALS INC COM 443628102 5,544 626,100 SH   DFND 1,5 0 0 626,100
HUDBAY MINERALS INC COM 443628102 164,178 18,541,980 SH   DFND 11 18,541,980 0 0
HUDSON PAC PPTYS INC COM 444097109 118,070 3,447,300 SH   DFND 1 3,447,300 0 0
HUDSON PAC PPTYS INC COM 444097109 180,751 5,277,415 SH   DFND 1,5 195,504 0 5,081,911
HUDSON PAC PPTYS INC COM 444097109 20,788 606,946 SH   DFND 6 606,946 0 0
HUDSON PAC PPTYS INC COM 444097109 6,394 186,700 SH   DFND 7 0 0 186,700
HUDSON TECHNOLOGIES INC COM 444144109 14,568 2,400,000 SH   DFND 11 2,400,000 0 0
HUGOTON RTY TR TEX UNIT BEN INT 444717102 70 50,000 SH   DFND 1,5 50,000 0 0
HUMANA INC COM 444859102 929 3,745 SH   DFND 1 3,745 0 0
HUMANA INC COM 444859102 2,129,870 8,585,762 SH   DFND 1,5 355,426 0 8,230,336
HUMANA INC COM 444859102 17,888 72,111 SH   DFND 3 72,111 0 0
HUMANA INC COM 444859102 32,574 131,310 SH   DFND 6 121,121 0 10,189
HUMANA INC COM 444859102 83,660 337,242 SH   DFND 7 290,854 0 46,388
HUMANA INC COM 444859102 19,027 76,700 SH   DFND 11 76,700 0 0
HUNT J B TRANS SVCS INC COM 445658107 682 5,932 SH   DFND 1 5,932 0 0
HUNT J B TRANS SVCS INC COM 445658107 451,798 3,929,362 SH   DFND 1,5 32,082 0 3,897,280
HUNT J B TRANS SVCS INC COM 445658107 2,082 18,105 SH   DFND 3 18,105 0 0
HUNT J B TRANS SVCS INC COM 445658107 13,040 113,410 SH   DFND 6 113,410 0 0
HUNTINGTON BANCSHARES INC COM 446150104 394 27,088 SH   DFND 1 27,088 0 0
HUNTINGTON BANCSHARES INC COM 446150104 1,334,858 91,679,779 SH   DFND 1,5 784,016 0 90,895,763
HUNTINGTON BANCSHARES INC COM 446150104 938 64,417 SH   DFND 3 64,417 0 0
HUNTINGTON BANCSHARES INC COM 446150104 21,835 1,499,684 SH   DFND 6 1,401,608 0 98,076
HUNTINGTON BANCSHARES INC COM 446150104 55,108 3,784,899 SH   DFND 7 3,355,399 0 429,500
HUNTINGTON INGALLS INDS INC COM 446413106 212 900 SH   DFND 1 900 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 754,053 3,199,208 SH   DFND 1,5 13,906 0 3,185,302
HUNTINGTON INGALLS INDS INC COM 446413106 394 1,673 SH   DFND 3 1,673 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 636 2,700 SH   DFND 6 2,700 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 1,179 5,000 SH   DFND 7 5,000 0 0
HUNTSMAN CORP COM 447011107 50,899 1,528,951 SH   DFND 1,5 32,701 0 1,496,250
HUNTSMAN CORP COM 447011107 4,224 126,877 SH   DFND 3 126,877 0 0
HURCO COMPANIES INC COM 447324104 7,459 176,765 SH   DFND 1,5 68,911 0 107,854
HURON CONSULTING GROUP INC NOTE 1.25% 10/0 447462AB8 9 10,000 SH   DFND 1,5 0 0 0
HURON CONSULTING GROUP INC COM 447462102 47,455 1,173,166 SH   DFND 11 1,173,166 0 0
HYATT HOTELS CORP COM CL A 448579102 22,153 301,240 SH   DFND 1,5 103,300 0 197,940
HYSTER YALE MATLS HANDLING I CL A 449172105 22,120 259,744 SH   DFND 1,5 29,186 0 230,558
IAC INTERACTIVECORP COM 44919P508 13,012 106,410 SH   DFND 1,5 1,355 0 105,055
IAMGOLD CORP COM 450913108 9,450 1,620,550 SH   DFND 1,5 1,550 0 1,619,000
IBERIABANK CORP COM 450828108 56,808 733,000 SH   DFND 6 733,000 0 0
IBERIABANK CORP COM 450828108 12,433 160,422 SH   DFND 7 147,822 0 12,600
ICF INTL INC COM 44925C103 54,886 1,045,448 SH   DFND 1,5 44,320 0 1,001,128
ICF INTL INC COM 44925C103 56,064 1,067,880 SH   DFND 6 1,067,880 0 0
ICF INTL INC COM 44925C103 17,057 324,899 SH   DFND 7 298,999 0 25,900
ICICI BK LTD ADR 45104G104 103,828 10,670,930 SH   DFND 1,5 465,640 0 10,205,290
ICON PLC SHS G4705A100 218,085 1,944,582 SH   DFND 1,5 172,254 0 1,772,328
ICU MED INC COM 44930G107 23,989 111,058 SH   DFND 1,5 350 0 110,708
IDACORP INC COM 451107106 294,523 3,223,761 SH   DFND 1,5 136,060 0 3,087,701
IDERA PHARMACEUTICALS INC COM NEW 45168K306 6,909 3,274,462 SH   DFND 1,5 0 0 3,274,462
IDEX CORP COM 45167R104 110,558 837,753 SH   DFND 1,5 13,724 0 824,029
IDEX CORP COM 45167R104 34,337 260,190 SH   DFND 6 256,695 0 3,495
IDEX CORP COM 45167R104 11,229 85,088 SH   DFND 7 85,088 0 0
IDEXX LABS INC COM 45168D104 1,156 7,391 SH   DFND 3 7,391 0 0
IDEXX LABS INC COM 45168D104 1,048 6,700 SH   DFND 7 6,700 0 0
IHS MARKIT LTD SHS G47567105 718 15,903 SH   DFND 1 15,903 0 0
IHS MARKIT LTD SHS G47567105 689,037 15,261,071 SH   DFND 1,5 557,368 0 14,703,703
IHS MARKIT LTD SHS G47567105 4,798 106,263 SH   DFND 6 106,263 0 0
IHS MARKIT LTD SHS G47567105 8,321 184,300 SH   DFND 11 184,300 0 0
II VI INC COM 902104108 12,184 259,518 SH   DFND 1,5 500 0 259,018
ILG INC COM 44967H101 16,643 584,392 SH   DFND 1,5 36,800 0 547,592
ILLINOIS TOOL WKS INC COM 452308109 515,890 3,091,939 SH   DFND 1,5 474,857 0 2,617,082
ILLINOIS TOOL WKS INC COM 452308109 27,982 167,706 SH   DFND 3 167,706 0 0
ILLUMINA INC COM 452327109 57,625 263,742 SH   DFND 1,5 33,700 0 230,042
ILLUMINA INC NOTE 6/1 452327AF6 12 11,000 PRN   DFND 1,5 0 0 0
ILLUMINA INC COM 452327109 18,584 85,059 SH   DFND 3 85,059 0 0
IMAGE SENSING SYS INC COM 45244C104 230 76,661 SH   DFND 1,5 8,423 0 68,238
IMMUNE DESIGN CORP COM 45252L103 4,621 1,184,892 SH   DFND 1,5 400 0 1,184,492
IMMUNOGEN INC COM 45253H101 35,930 5,605,285 SH   DFND 1,5 0 0 5,605,285
IMMUNOMEDICS INC COM 452907108 77,252 4,780,451 SH   DFND 1,5 0 0 4,780,451
IMPAX LABORATORIES INC COM 45256B101 3,743 224,800 SH   DFND 1,5 0 0 224,800
IMPERIAL OIL LTD COM NEW 453038408 422,434 13,535,545 SH   DFND 1,5 1,474,900 0 12,060,645
IMPERIAL OIL LTD COM NEW 453038408 5,882 188,467 SH   DFND 6 188,467 0 0
IMPERIAL OIL LTD COM NEW 453038408 18,658 597,833 SH   DFND 7 232,420 0 365,413
IMPERIAL OIL LTD COM NEW 453038408 267,057 8,557,000 SH   DFND 11 8,557,000 0 0
INCYTE CORP COM 45337C102 186,402 1,968,138 SH   DFND 1,5 0 0 1,968,138
INCYTE CORP COM 45337C102 1,258 13,283 SH   DFND 3 13,283 0 0
INCYTE CORP COM 45337C102 218 2,300 SH   DFND 7 2,300 0 0
INDEPENDENCE CONTRACT DRIL I COM 453415309 6,815 1,712,283 SH   DFND 1,5 0 0 1,712,283
INDEPENDENT BANK CORP MASS COM 453836108 46,598 667,121 SH   DFND 1,5 0 0 667,121
INDEPENDENT BANK CORP MICH COM NEW 453838609 2,576 115,256 SH   DFND 6 115,256 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 1,906 85,271 SH   DFND 7 26,271 0 59,000
INFINERA CORPORATION COM 45667G103 141,786 22,399,083 SH   DFND 1,5 6,825,200 0 15,573,883
INFINITY PHARMACEUTICALS INC COM 45665G303 7,284 3,588,249 SH   DFND 1,5 0 0 3,588,249
INFOSYS LTD SPONSORED ADR 456788108 1,784 110,000 SH   DFND 1,5 110,000 0 0
INFRAREIT INC COM 45685L100 6,377 343,201 SH   DFND 1,5 0 0 343,201
INGERSOLL-RAND PLC SHS G47791101 250 2,800 SH   DFND 1 2,800 0 0
INGERSOLL-RAND PLC SHS G47791101 420,224 4,711,563 SH   DFND 1,5 163,626 0 4,547,937
INGERSOLL-RAND PLC SHS G47791101 6,430 72,093 SH   DFND 3 72,093 0 0
INGERSOLL-RAND PLC SHS G47791101 19,298 216,369 SH   DFND 6 192,216 0 24,153
INGERSOLL-RAND PLC SHS G47791101 89,852 1,007,423 SH   DFND 7 898,218 0 109,205
INGEVITY CORP COM 45688C107 17,955 254,788 SH   DFND 1,5 0 0 254,788
INGREDION INC COM 457187102 155,212 1,110,244 SH   DFND 1,5 1,048 0 1,109,196
INGREDION INC COM 457187102 3,792 27,121 SH   DFND 1,12 3,100 0 24,021
INGREDION INC COM 457187102 663 4,741 SH   DFND 3 4,741 0 0
INGREDION INC COM 457187102 2,197 15,712 SH   DFND 6 15,712 0 0
INGREDION INC COM 457187102 9,186 65,710 SH   DFND 7 60,410 0 5,300
INNERWORKINGS INC COM 45773Y105 5,257 524,091 SH   DFND 6 524,091 0 0
INNERWORKINGS INC COM 45773Y105 1,993 198,740 SH   DFND 7 198,740 0 0
INNOSPEC INC COM 45768S105 130,299 1,845,600 SH   DFND 1,5 119,304 0 1,726,296
INNOSPEC INC COM 45768S105 41,677 590,325 SH   DFND 6 590,325 0 0
INNOSPEC INC COM 45768S105 16,796 237,907 SH   DFND 7 237,907 0 0
INNOVIVA INC COM 45781M101 195,708 13,791,936 SH   DFND 1,5 453 0 13,791,483
INOGEN INC COM 45780L104 41,607 349,407 SH   DFND 1,5 10,200 0 339,207
INOVALON HLDGS INC COM CL A 45781D101 6,966 464,394 SH   DFND 1,5 1,494 0 462,900
INPHI CORP COM 45772F107 124,878 3,411,956 SH   DFND 1,5 238,400 0 3,173,556
INPHI CORP COM 45772F107 41,846 1,143,336 SH   DFND 1,9 0 0 1,143,336
INPHI CORP COM 45772F107 50,693 1,385,055 SH   DFND 6 1,385,055 0 0
INPHI CORP COM 45772F107 16,032 438,027 SH   DFND 7 410,627 0 27,400
INSIGHT ENTERPRISES INC COM 45765U103 2,233 58,318 SH   DFND 1,5 6,893 0 51,425
INSMED INC COM PAR $.01 457669307 333 10,672 SH   DFND 1 10,672 0 0
INSMED INC COM PAR $.01 457669307 351,635 11,277,579 SH   DFND 1,5 171,967 0 11,105,612
INSMED INC COM PAR $.01 457669307 1,571 50,400 SH   DFND 6 50,400 0 0
INSMED INC COM PAR $.01 457669307 4,677 150,000 SH   DFND 7 150,000 0 0
INSTALLED BLDG PRODS INC COM 45780R101 9,111 119,967 SH   DFND 6 119,967 0 0
INSTALLED BLDG PRODS INC COM 45780R101 3,573 47,038 SH   DFND 7 47,038 0 0
INSTRUCTURE INC COM 45781U103 26,844 811,003 SH   DFND 1,5 0 0 811,003
INSULET CORP COM 45784P101 589,325 8,540,942 SH   DFND 1,5 1,249,800 0 7,291,142
INSULET CORP COM 45784P101 749 10,855 SH   DFND 6 10,855 0 0
INSULET CORP COM 45784P101 3,312 48,000 SH   DFND 7 48,000 0 0
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 1,671 173,684 SH   DFND 1,5 0 0 173,684
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 447,302 9,346,048 SH   DFND 1,5 206,700 0 9,139,348
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 11,221 234,448 SH   DFND 6 234,448 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 3,975 83,062 SH   DFND 7 83,062 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 133,243 4,481,775 SH   DFND 1,5 51,861 0 4,429,914
INTEGRATED DEVICE TECHNOLOGY COM 458118106 6,558 220,600 SH   DFND 1,9 0 0 220,600
INTEGRATED DEVICE TECHNOLOGY COM 458118106 5,342 179,698 SH   DFND 1,12 19,600 0 160,098
INTEL CORP COM 458140100 798,232 17,292,723 SH   DFND 1,5 158,178 0 17,134,545
INTEL CORP SDCV 3.250% 8/0 458140AF7 114,983 51,765,000 PRN   DFND 1,5 0 0 0
INTEL CORP COM 458140100 94,628 2,049,993 SH   DFND 3 2,049,993 0 0
INTEL CORP COM 458140100 31,226 676,475 SH   DFND 6 587,518 0 88,957
INTEL CORP COM 458140100 82,750 1,792,682 SH   DFND 7 1,585,682 0 207,000
INTEL CORP COM 458140100 9,241 200,200 SH   DFND 11 200,200 0 0
INTELLIA THERAPEUTICS INC COM 45826J105 58,813 3,060,012 SH   DFND 1,5 554,667 0 2,505,345
INTELLIA THERAPEUTICS INC COM 45826J105 457 23,800 SH   DFND 3 23,800 0 0
INTELLIA THERAPEUTICS INC COM 45826J105 661 34,368 SH   DFND 6 34,368 0 0
INTELLIA THERAPEUTICS INC COM 45826J105 22,457 1,168,398 SH   DFND 11 1,168,398 0 0
INTER PARFUMS INC COM 458334109 21,182 487,500 SH   DFND 1,5 0 0 487,500
INTERACTIVE BROKERS GROUP IN COM 45841N107 965 16,291 SH   DFND 6 16,291 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 4,291 72,473 SH   DFND 7 46,673 0 25,800
INTERACTIVE BROKERS GROUP IN COM 45841N107 23,696 400,200 SH   DFND 11 400,200 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 212,705 3,640,957 SH   DFND 1,5 119,793 0 3,521,164
INTERCEPT PHARMACEUTICALS IN COM 45845P108 3,432 58,743 SH   DFND 6 58,743 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 3,832 65,600 SH   DFND 7 20,000 0 45,600
INTERCONTINENTAL EXCHANGE IN COM 45866F104 427,698 6,061,481 SH   DFND 1,5 276,325 0 5,785,156
INTERCONTINENTAL EXCHANGE IN COM 45866F104 24,805 351,542 SH   DFND 3 351,542 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 9,014 127,750 SH   DFND 7 127,750 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 2,011 28,500 SH   DFND 11 28,500 0 0
INTERCONTINENTAL HOTELS GROU SPONSORED ADR 45857P707 348,334 5,484,710 SH   DFND 1,5 204,911 0 5,279,799
INTERCONTINENTAL HOTELS GROU SPONSORED ADR 45857P707 12,327 194,089 SH   DFND 7 194,089 0 0
INTERDIGITAL INC COM 45867G101 4,385 57,588 SH   DFND 1,5 9,193 0 48,395
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 13,338 11,185,000 PRN   DFND 1,5 0 0 0
INTERFACE INC COM 458665304 94,353 3,751,625 SH   DFND 1,5 6,260 0 3,745,365
INTERFACE INC COM 458665304 5,473 217,611 SH   DFND 1,12 23,700 0 193,911
INTERNATIONAL BUSINESS MACHS COM 459200101 328,562 2,141,585 SH   DFND 1,5 150,670 0 1,990,915
INTERNATIONAL BUSINESS MACHS COM 459200101 89,925 586,137 SH   DFND 3 586,137 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 12,446 81,121 SH   DFND 6 75,008 0 6,113
INTERNATIONAL BUSINESS MACHS COM 459200101 31,972 208,398 SH   DFND 7 208,398 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 27,920 182,950 SH   DFND 1,5 50 0 182,900
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 3,358 22,003 SH   DFND 3 22,003 0 0
INTERNATIONAL SEAWAYS INC COM Y41053102 8,903 482,291 SH   DFND 1,5 87,459 0 394,832
INTERPUBLIC GROUP COS INC COM 460690100 527,478 26,164,570 SH   DFND 1,5 915 0 26,163,655
INTERPUBLIC GROUP COS INC COM 460690100 58,845 2,918,914 SH   DFND 3 2,918,914 0 0
INTERPUBLIC GROUP COS INC COM 460690100 15,201 754,000 SH   DFND 6 754,000 0 0
INTERPUBLIC GROUP COS INC COM 460690100 6,747 334,660 SH   DFND 7 91,760 0 242,900
INTERSECT ENT INC COM 46071F103 4,863 150,096 SH   DFND 1,5 3,500 0 146,596
INTERSECT ENT INC COM 46071F103 24,525 756,958 SH   DFND 6 756,958 0 0
INTERSECT ENT INC COM 46071F103 12,862 396,982 SH   DFND 7 340,982 0 56,000
INTERXION HOLDING N.V SHS N47279109 32,885 558,033 SH   DFND 1,5 0 0 558,033
INTL PAPER CO COM 460146103 14,747 254,514 SH   DFND 3 254,514 0 0
INTL PAPER CO COM 460146103 4,221 72,843 SH   DFND 7 72,843 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 118,543 8,186,643 SH   DFND 1,5 2,247,982 0 5,938,661
INTREPID POTASH INC COM 46121Y102 21,879 4,596,521 SH   DFND 1,5 8,300 0 4,588,221
INTREPID POTASH INC COM 46121Y102 3,072 645,395 SH   DFND 6 645,395 0 0
INTREXON CORP COM 46122T102 43,384 3,766,001 SH   DFND 1,5 598,935 0 3,167,066
INTREXON CORP COM 46122T102 119 10,300 SH   DFND 6 10,300 0 0
INTUIT COM 461202103 591 3,743 SH   DFND 1 3,743 0 0
INTUIT COM 461202103 867,037 5,495,228 SH   DFND 1,5 653,592 0 4,841,636
INTUIT COM 461202103 23,786 150,752 SH   DFND 3 150,752 0 0
INTUIT COM 461202103 6,346 40,222 SH   DFND 6 40,222 0 0
INTUIT COM 461202103 21,756 137,889 SH   DFND 7 99,889 0 38,000
INTUIT COM 461202103 5,530 35,050 SH   DFND 11 35,050 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 866 2,374 SH   DFND 1 2,374 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 2,070,998 5,674,901 SH   DFND 1,5 463,130 0 5,211,771
INTUITIVE SURGICAL INC COM NEW 46120E602 26,247 71,922 SH   DFND 3 71,922 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 15,983 43,796 SH   DFND 6 43,796 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 24,771 67,876 SH   DFND 7 49,776 0 18,100
INTUITIVE SURGICAL INC COM NEW 46120E602 34,921 95,690 SH   DFND 11 95,690 0 0
INVESCO LTD SHS G491BT108 229,776 6,288,350 SH   DFND 1,5 30,004 0 6,258,346
INVESCO LTD SHS G491BT108 1,134 31,036 SH   DFND 3 31,036 0 0
INVESCO LTD SHS G491BT108 295 8,070 SH   DFND 6 8,070 0 0
INVESCO LTD SHS G491BT108 4,924 134,747 SH   DFND 7 134,747 0 0
INVESCO LTD SHS G491BT108 8,125 222,350 SH   DFND 11 222,350 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 47,194 2,646,872 SH   DFND 1,5 166 0 2,646,706
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 24,017 1,247,621 SH   DFND 1,5 0 0 1,247,621
INVESTORS BANCORP INC NEW COM 46146L101 70,159 5,054,694 SH   DFND 1,5 161,500 0 4,893,194
INVESTORS BANCORP INC NEW COM 46146L101 2,990 215,434 SH   DFND 7 215,434 0 0
INVESTORS TITLE CO COM 461804106 2,013 10,148 SH   DFND 1,5 91 0 10,057
INVITAE CORP COM 46185L103 870 95,808 SH   DFND 1,5 95,808 0 0
INVITATION HOMES INC COM 46187W107 5,560 235,900 SH   DFND 1 235,900 0 0
INVITATION HOMES INC COM 46187W107 17,453 740,460 SH   DFND 1,5 130 0 740,330
INVUITY INC COM NEW 46187J205 4,796 773,602 SH   DFND 1,5 19,689 0 753,913
INVUITY INC COM NEW 46187J205 288 46,400 SH   DFND 6 46,400 0 0
IONIS PHARMACEUTICALS INC COM 462222100 941,149 18,710,725 SH   DFND 1,5 4,690,296 0 14,020,429
IONIS PHARMACEUTICALS INC COM 462222100 433 8,600 SH   DFND 6 8,600 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 14,384 1,798,028 SH   DFND 1,5 21,500 0 1,776,528
IPG PHOTONICS CORP COM 44980X109 24,962 116,572 SH   DFND 1,5 12,799 0 103,773
IPG PHOTONICS CORP COM 44980X109 329 1,536 SH   DFND 3 1,536 0 0
IQVIA HLDGS INC COM 46266C105 71,140 726,657 SH   DFND 1,5 141,700 0 584,957
IQVIA HLDGS INC COM 46266C105 1,086 11,091 SH   DFND 3 11,091 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 94,856 1,692,353 SH   DFND 1,5 18,100 0 1,674,253
IRHYTHM TECHNOLOGIES INC COM 450056106 203 3,627 SH   DFND 3 3,627 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 16,985 303,030 SH   DFND 6 303,030 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 3,968 70,800 SH   DFND 7 70,800 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 50,786 4,303,938 SH   DFND 1,5 99,000 0 4,204,938
IROBOT CORP COM 462726100 7,417 96,707 SH   DFND 1,5 0 0 96,707
IRON MTN INC NEW COM 46284V101 1,197 31,722 SH   DFND 3 31,722 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 263,553 17,581,930 SH   DFND 1,5 3,339,352 0 14,242,578
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 959 64,003 SH   DFND 6 64,003 0 0
IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 2,395 80,910 SH   DFND 1,5 3,600 0 77,310
IRSA PROPIEDADES COMERCIALES SPONSORED ADR 463588103 33,842 598,980 SH   DFND 1,5 83,100 0 515,880
ISHARES GOLD TRUST ISHARES 464285105 3,286 262,677 SH   DFND 3 262,677 0 0
ISHARES INC CORE MSCI EMKT 46434G103 178,311 3,133,763 SH   DFND 1,5 0 0 3,133,763
ISHARES INC MSCI MEXICO ETF 464286822 11,977 243,000 SH   DFND 1,5 0 0 243,000
ISHARES INC MSCI BRAZIL ETF 464286400 29,723 734,800 SH   DFND 1,5 0 0 734,800
ISHARES INC MSCI JPN ETF NEW 46434G822 329,873 5,504,307 SH   DFND 1,5 112,553 0 5,391,754
ISHARES INC MSCI SPAIN ETF 464286764 138,617 4,229,999 SH   DFND 3 4,229,999 0 0
ISHARES INC MSCI STH KOR ETF 464286772 116,126 1,549,799 SH   DFND 3 1,549,799 0 0
ISHARES INC CORE MSCI EMKT 46434G103 1,623,286 28,528,759 SH   DFND 3 28,528,759 0 0
ISHARES INC MSCI PAC JP ETF 464286665 221 4,614 SH   DFND 3 4,614 0 0
ISHARES INC MSCI JPN ETF NEW 46434G822 978,864 16,333,461 SH   DFND 3 16,333,461 0 0
ISHARES INC MIN VOL EMRG MKT 464286533 455 7,482 SH   DFND 3 7,482 0 0
ISHARES INC MSCI AUST ETF 464286103 192,629 8,313,724 SH   DFND 3 8,313,724 0 0
ISHARES INC MSCI ITALY ETF 46434G830 106,843 3,509,952 SH   DFND 3 3,509,952 0 0
ISHARES INC MSCI HONG KG ETF 464286871 207 8,199 SH   DFND 3 8,199 0 0
ISHARES INC MSCI EURZONE ETF 464286608 260,508 6,005,265 SH   DFND 3 6,005,265 0 0
ISHARES INC MSCI CDA ETF 464286509 322 10,870 SH   DFND 3 10,870 0 0
ISHARES INC MSCI CDA ETF 464286509 554 18,698 SH   DFND 6 0 0 18,698
ISHARES INC MIN VOL EMRG MKT 464286533 2,100 34,562 SH   DFND 6 23,707 0 10,855
ISHARES INC MSCI STH KOR ETF 464286772 4,933 65,840 SH   DFND 7 65,840 0 0
ISHARES INC MSCI SWEDEN ETF 464286756 14,118 416,457 SH   DFND 7 416,457 0 0
ISHARES INC MIN VOL EMRG MKT 464286533 15,526 255,531 SH   DFND 7 255,531 0 0
ISHARES INC MSCI TAIWAN ETF 46434G772 2,934 81,040 SH   DFND 7 81,040 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 48,498 3,033,000 SH   DFND 11 3,033,000 0 0
ISHARES TR CORE S&P MCP ETF 464287507 3,720 19,600 SH   DFND 1,5 19,600 0 0
ISHARES TR MSCI EAFE ETF 464287465 303,513 4,316,781 SH   DFND 1,5 474,607 0 3,842,174
ISHARES TR RUS 2000 VAL ETF 464287630 3,672 29,200 SH   DFND 1,5 29,200 0 0
ISHARES TR NA TEC SFTWR ETF 464287515 217 1,406 SH   DFND 1,5 1,406 0 0
ISHARES TR EAFE SML CP ETF 464288273 3,773 58,500 SH   DFND 1,5 58,500 0 0
ISHARES TR 20 YR TR BD ETF 464287432 722,125 5,692,297 SH   DFND 1,5 594,184 0 5,098,113
ISHARES TR CORE MSCI EAFE 46432F842 3,754 56,800 SH   DFND 1,5 56,800 0 0
ISHARES TR BARCLAYS 7 10 YR 464287440 7,022 66,519 SH   DFND 1,5 0 0 66,519
ISHARES TR CORE S&P500 ETF 464287200 1,316,285 4,895,983 SH   DFND 1,5 73,411 0 4,822,572
ISHARES TR CORE US AGGBD ET 464287226 15,601 142,699 SH   DFND 1,5 0 0 142,699
ISHARES TR RUS 2000 GRW ETF 464287648 26,941 144,300 SH   DFND 1,5 0 0 144,300
ISHARES TR 3 7 YR TREAS BD 464288661 7,187 58,835 SH   DFND 1,5 1,289 0 57,546
ISHARES TR CORE S&P TTL STK 464287150 5,415 88,571 SH   DFND 1,5 88,571 0 0
ISHARES TR TIPS BD ETF 464287176 312,522 2,739,501 SH   DFND 1,5 1,288,314 0 1,451,187
ISHARES TR U.S. FINLS ETF 464287788 80,643 675,232 SH   DFND 3 675,232 0 0
ISHARES TR CORE S&P SCP ETF 464287804 1,130,931 14,723,747 SH   DFND 3 14,723,747 0 0
ISHARES TR RUS TP200 VL ETF 464289420 206 3,920 SH   DFND 3 3,920 0 0
ISHARES TR US INDUSTRIALS 464287754 529 3,580 SH   DFND 3 3,580 0 0
ISHARES TR MIN VOL EAFE ETF 46429B689 587 8,049 SH   DFND 3 8,049 0 0
ISHARES TR CORE S&P500 ETF 464287200 381,301 1,418,266 SH   DFND 3 1,418,266 0 0
ISHARES TR CORE MSCI EAFE 46432F842 8,438 127,675 SH   DFND 3 127,675 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 272,507 5,783,256 SH   DFND 3 5,783,256 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 247 4,852 SH   DFND 3 4,852 0 0
ISHARES TR U.S. TECH ETF 464287721 645 3,960 SH   DFND 3 3,960 0 0
ISHARES TR EAFE VALUE ETF 464288877 688 12,457 SH   DFND 3 12,457 0 0
ISHARES TR S&P 500 VAL ETF 464287408 207,606 1,817,276 SH   DFND 3 1,817,276 0 0
ISHARES TR US AER DEF ETF 464288760 698 3,713 SH   DFND 3 3,713 0 0
ISHARES TR TIPS BD ETF 464287176 414,154 3,630,384 SH   DFND 3 3,630,384 0 0
ISHARES TR CORE US AGGBD ET 464287226 507,443 4,641,390 SH   DFND 3 4,641,390 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 484,867 5,438,776 SH   DFND 3 5,438,776 0 0
ISHARES TR MSCI CHINA ETF 46429B671 278,652 4,187,742 SH   DFND 3 4,187,742 0 0
ISHARES TR S&P 500 GRWT ETF 464287309 155,278 1,016,419 SH   DFND 3 1,016,419 0 0
ISHARES TR CORE DIV GRWTH 46434V621 604 17,290 SH   DFND 3 17,290 0 0
ISHARES TR MRNGSTR LG-CP ET 464287127 356 2,233 SH   DFND 3 2,233 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 3,366,573 27,075,542 SH   DFND 3 27,075,542 0 0
ISHARES TR MIN VOL USA ETF 46429B697 23,101 437,676 SH   DFND 3 437,676 0 0
ISHARES TR RUS MD CP GR ETF 464287481 193,290 1,602,206 SH   DFND 3 1,602,206 0 0
ISHARES TR RUS TP200 GR ETF 464289438 267 3,635 SH   DFND 3 3,635 0 0
ISHARES TR MSCI EAFE ETF 464287465 408,746 5,813,478 SH   DFND 3 5,813,478 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 1,881,536 13,970,421 SH   DFND 3 13,970,421 0 0
ISHARES TR MSCI ACWI EX US 464288240 610 12,216 SH   DFND 3 12,216 0 0
ISHARES TR USA MOMENTUM FCT 46432F396 592 5,741 SH   DFND 3 5,741 0 0
ISHARES TR EAFE GRWTH ETF 464288885 259,613 3,215,421 SH   DFND 3 3,215,421 0 0
ISHARES TR PHLX SEMICND ETF 464287523 294 1,730 SH   DFND 3 1,730 0 0
ISHARES TR MSCI ACWI ETF 464288257 927 12,852 SH   DFND 3 12,852 0 0
ISHARES TR U.S. MED DVC ETF 464288810 333 1,921 SH   DFND 3 1,921 0 0
ISHARES TR US HLTHCARE ETF 464287762 388 2,209 SH   DFND 3 2,209 0 0
ISHARES TR CORE S&P MCP ETF 464287507 74,166 390,802 SH   DFND 3 390,802 0 0
ISHARES TR S&P SML 600 GWT 464287887 216,075 1,269,907 SH   DFND 3 1,269,907 0 0
ISHARES TR CORE HIGH DV ETF 46429B663 217,005 2,407,422 SH   DFND 3 2,407,422 0 0
ISHARES TR US REGNL BKS ETF 464288778 221 4,439 SH   DFND 3 4,439 0 0
ISHARES TR RUS 2000 GRW ETF 464287648 93,085 498,580 SH   DFND 3 498,580 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 20,429 133,993 SH   DFND 3 133,993 0 0
ISHARES TR EAFE SML CP ETF 464288273 588,352 9,121,738 SH   DFND 3 9,121,738 0 0
ISHARES TR EUROPE ETF 464287861 77,814 1,646,501 SH   DFND 3 1,646,501 0 0
ISHARES TR RUS 1000 ETF 464287622 838,223 5,640,423 SH   DFND 3 5,640,423 0 0
ISHARES TR DOW JONES US ETF 464287846 1,011 7,566 SH   DFND 3 7,566 0 0
ISHARES TR S&P US PFD STK 464288687 380,092 9,984,025 SH   DFND 3 9,984,025 0 0
ISHARES TR U.S. CNSM SV ETF 464287580 220 1,227 SH   DFND 3 1,227 0 0
ISHARES TR SELECT DIVID ETF 464287168 6,029 61,174 SH   DFND 3 61,174 0 0
ISHARES TR IBOXX INV CP ETF 464287242 352,888 2,902,995 SH   DFND 3 2,902,995 0 0
ISHARES TR 1 3 YR CR BD ETF 464288646 410,989 3,931,404 SH   DFND 3 3,931,404 0 0
ISHARES TR IBOXX HI YD ETF 464288513 101,890 1,167,660 SH   DFND 3 1,167,660 0 0
ISHARES TR CORE S&P US GWT 464287671 41,031 759,420 SH   DFND 3 759,420 0 0
ISHARES TR U.S. REAL ES ETF 464287739 46,759 577,198 SH   DFND 3 577,198 0 0
ISHARES TR CUR HD EURZN ETF 46434V639 210,525 7,062,226 SH   DFND 3 7,062,226 0 0
ISHARES TR CORE MSCI EURO 46434V738 758 15,103 SH   DFND 3 15,103 0 0
ISHARES TR CORE S&P TTL STK 464287150 8,233 134,657 SH   DFND 3 134,657 0 0
ISHARES TR NASDAQ BIOTECH 464287556 1,123 10,520 SH   DFND 3 10,520 0 0
ISHARES TR RUS MID CAP ETF 464287499 41,783 200,756 SH   DFND 3 200,756 0 0
ISHARES TR SP SMCP600VL ETF 464287879 224,827 1,464,005 SH   DFND 3 1,464,005 0 0
ISHARES TR CORE MSCI TOTAL 46432F834 514 8,145 SH   DFND 3 8,145 0 0
ISHARES TR MRNGSTR LG-CP GR 464287119 313 1,993 SH   DFND 3 1,993 0 0
ISHARES TR RUSSELL 3000 ETF 464287689 1,897 11,995 SH   DFND 3 11,995 0 0
ISHARES TR S&P 100 ETF 464287101 24,608 207,419 SH   DFND 3 207,419 0 0
ISHARES TR S&P MC 400VL ETF 464287705 2,715 16,955 SH   DFND 3 16,955 0 0
ISHARES TR CORE S&P US VLU 464287663 3,052 54,886 SH   DFND 3 54,886 0 0
ISHARES TR GLOBAL TECH ETF 464287291 276 1,792 SH   DFND 3 1,792 0 0
ISHARES TR N AMER TECH ETF 464287549 466 2,742 SH   DFND 3 2,742 0 0
ISHARES TR NATIONAL MUN ETF 464288414 140,335 1,267,251 SH   DFND 3 1,267,251 0 0
ISHARES TR 0-5YR HI YL CP 46434V407 119,677 2,539,300 SH   DFND 3 2,539,300 0 0
ISHARES TR U.S. CNSM GD ETF 464287812 271 2,142 SH   DFND 3 2,142 0 0
ISHARES TR GLB INFRASTR ETF 464288372 208 4,600 SH   DFND 3 4,600 0 0
ISHARES TR GLOBAL 100 ETF 464287572 288 3,106 SH   DFND 3 3,106 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 364 7,893 SH   DFND 3 7,893 0 0
ISHARES TR INTL DEV RE ETF 464288489 46,056 1,535,213 SH   DFND 3 1,535,213 0 0
ISHARES TR USA QUALITY FCTR 46432F339 732 8,828 SH   DFND 3 8,828 0 0
ISHARES TR U.S. FIN SVC ETF 464287770 337 2,585 SH   DFND 3 2,585 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 9,969 79,275 SH   DFND 3 79,275 0 0
ISHARES TR INTL SEL DIV ETF 464288448 285 8,429 SH   DFND 3 8,429 0 0
ISHARES TR S&P MC 400GR ETF 464287606 11,824 54,786 SH   DFND 3 54,786 0 0
ISHARES TR CORE US AGGBD ET 464287226 69,614 636,737 SH   DFND 6 419,177 0 217,560
ISHARES TR JPMORGAN USD EMG 464288281 3,540 30,491 SH   DFND 6 6,527 0 23,964
ISHARES TR MSCI EAFE ETF 464287465 3,952 56,211 SH   DFND 6 1,163 0 55,048
ISHARES TR 20 YR TR BD ETF 464287432 454 3,579 SH   DFND 6 0 0 3,579
ISHARES TR MIN VOL EAFE ETF 46429B689 11,451 156,909 SH   DFND 6 106,561 0 50,348
ISHARES TR MSCI EMG MKT ETF 464287234 604 12,810 SH   DFND 6 0 0 12,810
ISHARES TR MIN VOL USA ETF 46429B697 20,476 387,947 SH   DFND 6 160,922 0 227,025
ISHARES TR RUSSELL 2000 ETF 464287655 2,177 14,281 SH   DFND 6 0 0 14,281
ISHARES TR EAFE SML CP ETF 464288273 3,668 56,868 SH   DFND 6 25,328 0 31,540
ISHARES TR MIN VOL EAFE ETF 46429B689 691 9,465 SH   DFND 7 9,465 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 1,133 7,431 SH   DFND 7 7,431 0 0
ISHARES TR MSCI INDIA ETF 46429B598 32,367 897,340 SH   DFND 7 897,340 0 0
ISHARES TR CORE MSCI EAFE 46432F842 96,271 1,456,669 SH   DFND 7 1,456,669 0 0
ISHARES TR 20 YR TR BD ETF 464287432 415 3,268 SH   DFND 7 3,268 0 0
ISHARES TR CORE S&P TTL STK 464287150 19,499 318,920 SH   DFND 7 318,920 0 0
ISHARES TR CORE US AGGBD ET 464287226 1,673 15,300 SH   DFND 7 15,300 0 0
ISHARES TR MIN VOL USA ETF 46429B697 1,838 34,817 SH   DFND 7 34,817 0 0
ISTAR INC COM 45031U101 76,987 6,812,995 SH   DFND 1,5 0 0 6,812,995
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 169 12,994 SH   DFND 1 12,994 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 289,748 22,288,319 SH   DFND 1,5 673,633 0 21,614,686
ITRON INC COM 465741106 14,922 218,800 SH   DFND 1,5 0 0 218,800
ITRON INC COM 465741106 2,094 30,700 SH   DFND 6 30,700 0 0
ITT INC COM 45073V108 223,750 4,192,434 SH   DFND 1,5 34,378 0 4,158,056
ITT INC COM 45073V108 62,191 1,165,289 SH   DFND 6 1,156,177 0 9,112
ITT INC COM 45073V108 27,901 522,784 SH   DFND 7 414,984 0 107,800
ITURAN LOCATION AND CONTROL SHS M6158M104 42,345 1,238,159 SH   DFND 1,5 0 0 1,238,159
J & J SNACK FOODS CORP COM 466032109 23,640 155,700 SH   DFND 1,5 0 0 155,700
J2 GLOBAL INC COM 48123V102 429,965 5,730,578 SH   DFND 1,5 14,894 0 5,715,684
J2 GLOBAL INC COM 48123V102 5,527 73,662 SH   DFND 1,12 8,200 0 65,462
J2 GLOBAL INC COM 48123V102 24,548 327,174 SH   DFND 6 327,174 0 0
J2 GLOBAL INC COM 48123V102 1,651 22,000 SH   DFND 7 22,000 0 0
J2 GLOBAL INC COM 48123V102 60,077 800,700 SH   DFND 11 800,700 0 0
JA SOLAR HOLDINGS CO LTD SPON ADR REP5ORD 466090206 533 71,500 SH   DFND 1,5 0 0 71,500
JABIL INC COM 466313103 537,572 20,478,924 SH   DFND 1,5 68,162 0 20,410,762
JABIL INC COM 466313103 3,031 115,473 SH   DFND 1,12 12,900 0 102,573
JABIL INC COM 466313103 230 8,770 SH   DFND 6 8,770 0 0
JABIL INC COM 466313103 4,071 155,104 SH   DFND 7 155,104 0 0
JACK IN THE BOX INC COM 466367109 19,360 197,334 SH   DFND 1,5 0 0 197,334
JACK IN THE BOX INC COM 466367109 20,741 211,404 SH   DFND 6 211,404 0 0
JACK IN THE BOX INC COM 466367109 5,399 55,028 SH   DFND 7 55,028 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 541 8,200 SH   DFND 1 8,200 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 260,747 3,953,113 SH   DFND 1,5 410,212 0 3,542,901
JACOBS ENGR GROUP INC DEL COM 469814107 3,633 55,075 SH   DFND 1,12 5,900 0 49,175
JACOBS ENGR GROUP INC DEL COM 469814107 5,381 81,580 SH   DFND 3 81,580 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 7,961 120,700 SH   DFND 11 120,700 0 0
JAGGED PEAK ENERGY INC COM 47009K107 6,066 384,400 SH   DFND 1,5 0 0 384,400
JAGGED PEAK ENERGY INC COM 47009K107 172 10,900 SH   DFND 7 10,900 0 0
JAMES RIV GROUP LTD COM G5005R107 73,498 1,836,985 SH   DFND 1,5 10,824 0 1,826,161
JAMES RIV GROUP LTD COM G5005R107 5,470 136,712 SH   DFND 1,12 15,336 0 121,376
JAMES RIV GROUP LTD COM G5005R107 22,273 556,675 SH   DFND 6 556,675 0 0
JAMES RIV GROUP LTD COM G5005R107 5,253 131,300 SH   DFND 7 131,300 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 17,162 17,130,000 PRN   DFND 1,5 0 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 283 2,100 SH   DFND 1 2,100 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 913,733 6,785,988 SH   DFND 1,5 304,770 0 6,481,218
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 347 2,574 SH   DFND 3 2,574 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 10,372 77,030 SH   DFND 6 77,030 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 2,451 18,200 SH   DFND 7 18,200 0 0
JBG SMITH PPTYS COM 46590V100 61,879 1,781,727 SH   DFND 1,5 341,093 0 1,440,634
JD COM INC SPON ADR CL A 47215P106 273 6,600 SH   DFND 1 6,600 0 0
JD COM INC SPON ADR CL A 47215P106 1,049,373 25,334,945 SH   DFND 1,5 3,935,265 0 21,399,680
JD COM INC SPON ADR CL A 47215P106 364,006 8,788,179 SH   DFND 1,9 301,538 0 8,486,641
JD COM INC SPON ADR CL A 47215P106 1,953 47,151 SH   DFND 3 47,151 0 0
JD COM INC SPON ADR CL A 47215P106 22,798 550,410 SH   DFND 6 550,410 0 0
JD COM INC SPON ADR CL A 47215P106 16,235 391,970 SH   DFND 7 391,970 0 0
JELD-WEN HLDG INC COM 47580P103 222,264 5,645,506 SH   DFND 1,5 662,137 0 4,983,369
JETBLUE AIRWAYS CORP COM 477143101 667,086 29,860,607 SH   DFND 1,5 4,618,900 0 25,241,707
JETBLUE AIRWAYS CORP COM 477143101 345 15,425 SH   DFND 3 15,425 0 0
JETBLUE AIRWAYS CORP COM 477143101 1,428 63,900 SH   DFND 6 63,900 0 0
JIANPU TECHNOLOGY INC ADR 47738D101 27,515 4,246,100 SH   DFND 1,9 0 0 4,246,100
JMP GROUP LLC COM 46629U107 2,838 506,700 SH   DFND 1,5 0 0 506,700
JOHN BEAN TECHNOLOGIES CORP COM 477839104 62,461 563,726 SH   DFND 1,5 0 0 563,726
JOHNSON & JOHNSON COM 478160104 536 3,834 SH   DFND 1 3,834 0 0
JOHNSON & JOHNSON COM 478160104 2,882,473 20,630,357 SH   DFND 1,5 976,173 0 19,654,184
JOHNSON & JOHNSON COM 478160104 434,502 3,109,806 SH   DFND 3 3,109,806 0 0
JOHNSON & JOHNSON COM 478160104 28,594 204,649 SH   DFND 6 204,649 0 0
JOHNSON & JOHNSON COM 478160104 53,481 382,770 SH   DFND 7 33,385 0 349,385
JOHNSON & JOHNSON COM 478160104 27,944 200,000 SH   DFND 11 200,000 0 0
JOHNSON CTLS INTL PLC SHS G51502105 119,860 3,145,116 SH   DFND 1,5 335 0 3,144,781
JOHNSON CTLS INTL PLC SHS G51502105 4,021 105,519 SH   DFND 3 105,519 0 0
JOHNSON OUTDOORS INC CL A 479167108 14,815 238,609 SH   DFND 1,5 60 0 238,549
JOHNSON OUTDOORS INC CL A 479167108 6,222 100,210 SH   DFND 11 100,210 0 0
JONES LANG LASALLE INC COM 48020Q107 73,846 495,846 SH   DFND 1,5 0 0 495,846
JONES LANG LASALLE INC COM 48020Q107 423 2,841 SH   DFND 3 2,841 0 0
JOUNCE THERAPEUTICS INC COM 481116101 33,512 2,628,390 SH   DFND 1,5 289,610 0 2,338,780
JPMORGAN CHASE & CO COM 46625H100 2,886 26,985 SH   DFND 1 26,985 0 0
JPMORGAN CHASE & CO COM 46625H100 8,966,601 83,847,024 SH   DFND 1,5 6,334,502 0 77,512,522
JPMORGAN CHASE & CO COM 46625H100 451,834 4,225,116 SH   DFND 3 4,225,116 0 0
JPMORGAN CHASE & CO COM 46625H100 133,000 1,243,685 SH   DFND 6 1,181,347 0 62,338
JPMORGAN CHASE & CO COM 46625H100 184,491 1,725,185 SH   DFND 7 795,413 0 929,772
JPMORGAN CHASE & CO COM 46625H100 15,025 140,500 SH   DFND 11 140,500 0 0
JUNIPER NETWORKS INC COM 48203R104 183,341 6,433,032 SH   DFND 1,5 155,199 0 6,277,833
JUNIPER NETWORKS INC COM 48203R104 542 19,003 SH   DFND 3 19,003 0 0
JUNIPER NETWORKS INC COM 48203R104 2,024 71,000 SH   DFND 6 71,000 0 0
JUNIPER NETWORKS INC COM 48203R104 4,945 173,500 SH   DFND 7 58,100 0 115,400
JUNO THERAPEUTICS INC COM 48205A109 125,087 2,736,527 SH   DFND 1,5 98,963 0 2,637,564
KAISER ALUMINUM CORP COM PAR $0.01 483007704 14,294 133,778 SH   DFND 6 133,778 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 8,770 82,073 SH   DFND 7 73,773 0 8,300
KALA PHARMACEUTICALS INC COM 483119103 11,094 600,000 SH   DFND 1,5 0 0 600,000
KAMAN CORP COM 483548103 54,396 924,480 SH   DFND 1,5 0 0 924,480
KANSAS CITY SOUTHERN COM NEW 485170302 8,965 85,200 SH   DFND 1,5 0 0 85,200
KANSAS CITY SOUTHERN COM NEW 485170302 2,197 20,884 SH   DFND 3 20,884 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 24,257 1,069,063 SH   DFND 1,5 10,264 0 1,058,799
KAPSTONE PAPER & PACKAGING C COM 48562P103 23,711 1,044,982 SH   DFND 6 1,044,982 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 5,283 232,838 SH   DFND 7 232,838 0 0
KAR AUCTION SVCS INC COM 48238T109 388,579 7,693,116 SH   DFND 1,5 311,317 0 7,381,799
KAR AUCTION SVCS INC COM 48238T109 41,001 811,745 SH   DFND 3 811,745 0 0
KAR AUCTION SVCS INC COM 48238T109 19,436 384,797 SH   DFND 6 384,797 0 0
KAR AUCTION SVCS INC COM 48238T109 8,288 164,090 SH   DFND 7 150,990 0 13,100
KARYOPHARM THERAPEUTICS INC COM 48576U106 38,237 3,983,042 SH   DFND 1,5 0 0 3,983,042
KB HOME NOTE 1.375% 2/0 48666KAS8 122 100,000 PRN   DFND 1,5 0 0 0
KB HOME COM 48666K109 13,404 419,539 SH   DFND 1,5 0 0 419,539
KB HOME COM 48666K109 2,371 74,200 SH   DFND 6 74,200 0 0
KBR INC COM 48242W106 611 30,800 SH   DFND 1 30,800 0 0
KBR INC COM 48242W106 332,665 16,775,865 SH   DFND 1,5 134,680 0 16,641,185
KBR INC COM 48242W106 22,270 1,123,028 SH   DFND 6 1,123,028 0 0
KBR INC COM 48242W106 6,944 350,200 SH   DFND 7 350,200 0 0
KEANE GROUP INC COM 48669A108 5,501 289,400 SH   DFND 1,5 7,000 0 282,400
KEARNY FINL CORP MD COM 48716P108 16,478 1,140,341 SH   DFND 6 1,140,341 0 0
KEARNY FINL CORP MD COM 48716P108 6,549 453,198 SH   DFND 7 453,198 0 0
KELLOGG CO COM 487836108 338,645 4,981,532 SH   DFND 1,5 61,539 0 4,919,993
KELLOGG CO COM 487836108 61,916 910,804 SH   DFND 3 910,804 0 0
KELLOGG CO COM 487836108 17,094 251,458 SH   DFND 6 251,458 0 0
KELLOGG CO COM 487836108 8,081 118,867 SH   DFND 7 108,567 0 10,300
KERYX BIOPHARMACEUTICALS INC COM 492515101 7,867 1,691,764 SH   DFND 1,5 0 0 1,691,764
KEY ENERGY SVCS INC DEL COM 49309J103 526 44,605 SH   DFND 1,5 0 0 44,605
KEYCORP NEW COM 493267108 212 10,498 SH   DFND 1 10,498 0 0
KEYCORP NEW COM 493267108 198,584 9,845,493 SH   DFND 1,5 370,469 0 9,475,024
KEYCORP NEW COM 493267108 5,524 273,889 SH   DFND 1,12 30,700 0 243,189
KEYCORP NEW COM 493267108 9,831 487,383 SH   DFND 3 487,383 0 0
KEYCORP NEW COM 493267108 10,911 540,972 SH   DFND 6 430,728 0 110,244
KEYCORP NEW COM 493267108 31,221 1,547,873 SH   DFND 7 1,547,873 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 254,181 6,110,119 SH   DFND 1,5 548,506 0 5,561,613
KEYSIGHT TECHNOLOGIES INC COM 49338L103 313 7,521 SH   DFND 3 7,521 0 0
KEYW HLDG CORP COM 493723100 43,838 7,468,096 SH   DFND 1,5 818,741 0 6,649,355
KIMBELL RTY PARTNERS LP UNIT 49435R102 16,158 994,365 SH   DFND 1,5 0 0 994,365
KIMBERLY CLARK CORP COM 494368103 320,925 2,659,748 SH   DFND 1,5 238,081 0 2,421,667
KIMBERLY CLARK CORP COM 494368103 63,600 527,097 SH   DFND 3 527,097 0 0
KIMBERLY CLARK CORP COM 494368103 2,087 17,300 SH   DFND 6 17,300 0 0
KIMBERLY CLARK CORP COM 494368103 2,378 19,706 SH   DFND 7 206 0 19,500
KIMCO RLTY CORP COM 49446R109 129,700 7,145,990 SH   DFND 1 7,145,990 0 0
KIMCO RLTY CORP COM 49446R109 73,446 4,046,624 SH   DFND 1,5 171,395 0 3,875,229
KIMCO RLTY CORP COM 49446R109 3,527 194,338 SH   DFND 3 194,338 0 0
KINDER MORGAN INC DEL PFD SER A 49456B200 17,990 478,700 SH   DFND 1,5 149,600 0 329,100
KINDER MORGAN INC DEL COM 49456B101 379,861 21,021,625 SH   DFND 1,5 792,703 0 20,228,922
KINDER MORGAN INC DEL COM 49456B101 77,848 4,308,148 SH   DFND 3 4,308,148 0 0
KINDER MORGAN INC DEL COM 49456B101 11,694 647,176 SH   DFND 6 647,176 0 0
KINDER MORGAN INC DEL COM 49456B101 18,733 1,036,706 SH   DFND 7 60,500 0 976,206
KINROSS GOLD CORP COM NO PAR 496902404 17,597 4,081,091 SH   DFND 1,5 1,200 0 4,079,891
KINROSS GOLD CORP COM NO PAR 496902404 865 200,652 SH   DFND 3 200,652 0 0
KIRKLAND LAKE GOLD LTD COM 49741E100 78,037 5,090,413 SH   DFND 1,5 478,822 0 4,611,591
KITE RLTY GROUP TR COM NEW 49803T300 33,508 1,709,567 SH   DFND 1 1,709,567 0 0
KITE RLTY GROUP TR COM NEW 49803T300 18,104 923,686 SH   DFND 1,5 276 0 923,410
KKR & CO L P DEL COM UNITS 48248M102 710,469 33,735,482 SH   DFND 1,5 0 0 33,735,482
KKR REAL ESTATE FIN TR INC COM 48251K100 32,038 1,601,100 SH   DFND 1,5 225,156 0 1,375,944
KLA-TENCOR CORP COM 482480100 183,370 1,745,221 SH   DFND 1,5 254,864 0 1,490,357
KLA-TENCOR CORP COM 482480100 63,221 601,700 SH   DFND 1,9 0 0 601,700
KLA-TENCOR CORP COM 482480100 8,054 76,652 SH   DFND 3 76,652 0 0
KLA-TENCOR CORP COM 482480100 4,829 45,963 SH   DFND 7 45,963 0 0
KLONDEX MNS LTD COM 498696103 4,758 1,834,478 SH   DFND 1,5 0 0 1,834,478
KLX INC COM 482539103 87,423 1,280,920 SH   DFND 1,5 0 0 1,280,920
KLX INC COM 482539103 25,792 377,900 SH   DFND 6 377,900 0 0
KLX INC COM 482539103 6,811 99,800 SH   DFND 7 99,800 0 0
KMG CHEMICALS INC COM 482564101 16,339 247,267 SH   DFND 1,5 300 0 246,967
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 72,275 1,653,141 SH   DFND 1,5 9,200 0 1,643,941
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 2,558 58,508 SH   DFND 6 58,508 0 0
KNOLL INC COM NEW 498904200 86,173 3,740,128 SH   DFND 1,5 3,345 0 3,736,783
KOHLS CORP COM 500255104 3,074 56,680 SH   DFND 3 56,680 0 0
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 2,251 59,546 SH   DFND 1,5 33 0 59,513
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 3,983 105,381 SH   DFND 3 105,381 0 0
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 821 21,727 SH   DFND 6 21,727 0 0
KOPIN CORP COM 500600101 32 10,076 SH   DFND 3 10,076 0 0
KOSMOS ENERGY LTD SHS G5315B107 1,076 157,100 SH   DFND 7 157,100 0 0
KRAFT HEINZ CO COM 500754106 554,656 7,132,916 SH   DFND 1,5 516,024 0 6,616,892
KRAFT HEINZ CO COM 500754106 24,407 313,876 SH   DFND 3 313,876 0 0
KRAFT HEINZ CO COM 500754106 876 11,260 SH   DFND 6 11,260 0 0
KRAFT HEINZ CO COM 500754106 17,209 221,314 SH   DFND 7 213,014 0 8,300
KRATON CORPORATION COM 50077C106 11,857 246,148 SH   DFND 1,5 0 0 246,148
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 3,656 345,200 SH   DFND 1,5 85,500 0 259,700
KROGER CO COM 501044101 703,065 25,612,560 SH   DFND 1,5 919,091 0 24,693,469
KROGER CO COM 501044101 82,674 3,011,809 SH   DFND 3 3,011,809 0 0
KROGER CO COM 501044101 4,096 149,200 SH   DFND 6 149,200 0 0
KROGER CO COM 501044101 5,036 183,472 SH   DFND 7 0 0 183,472
KRYSTAL BIOTECH INC COM 501147102 12,624 1,200,000 SH   DFND 1,5 0 0 1,200,000
KT CORP SPONSORED ADR 48268K101 9,491 608,012 SH   DFND 1,5 25,700 0 582,312
KULICKE & SOFFA INDS INC COM 501242101 2,231 91,682 SH   DFND 1,5 81,717 0 9,965
KURA ONCOLOGY INC COM 50127T109 31,842 2,081,171 SH   DFND 1,5 0 0 2,081,171
L BRANDS INC COM 501797104 387,571 6,435,915 SH   DFND 1,5 339,263 0 6,096,652
L BRANDS INC COM 501797104 78,346 1,300,998 SH   DFND 3 1,300,998 0 0
L BRANDS INC COM 501797104 6,973 115,793 SH   DFND 6 115,793 0 0
L BRANDS INC COM 501797104 1,650 27,400 SH   DFND 7 27,400 0 0
L3 TECHNOLOGIES INC COM 502413107 13,245 66,943 SH   DFND 3 66,943 0 0
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 106,467 3,308,486 SH   DFND 1,5 4,800 0 3,303,686
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 428 13,300 SH   DFND 6 13,300 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 149,300 935,991 SH   DFND 1,5 62,097 0 873,894
LABORATORY CORP AMER HLDGS COM NEW 50540R409 10,870 68,144 SH   DFND 3 68,144 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,755 11,000 SH   DFND 6 11,000 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 4,809 30,150 SH   DFND 7 26,750 0 3,400
LADDER CAP CORP CL A 505743104 22,960 1,684,490 SH   DFND 1,5 0 0 1,684,490
LADDER CAP CORP CL A 505743104 7,909 580,300 SH   DFND 6 580,300 0 0
LADDER CAP CORP CL A 505743104 3,026 222,000 SH   DFND 7 222,000 0 0
LAKELAND FINL CORP COM 511656100 75,161 1,550,029 SH   DFND 1,5 55,281 0 1,494,748
LAM RESEARCH CORP COM 512807108 841,079 4,569,342 SH   DFND 1,5 465,718 0 4,103,624
LAM RESEARCH CORP COM 512807108 65,122 353,787 SH   DFND 1,9 0 0 353,787
LAM RESEARCH CORP COM 512807108 20,905 113,569 SH   DFND 3 113,569 0 0
LAM RESEARCH CORP COM 512807108 5,522 30,000 SH   DFND 6 30,000 0 0
LAM RESEARCH CORP COM 512807108 4,841 26,300 SH   DFND 7 26,300 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 33,929 457,015 SH   DFND 1,5 0 0 457,015
LAMAR ADVERTISING CO NEW CL A 512816109 16,490 222,120 SH   DFND 6 222,120 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 4,708 63,420 SH   DFND 7 63,420 0 0
LAMB WESTON HLDGS INC COM 513272104 129,465 2,293,449 SH   DFND 1,5 485,234 0 1,808,215
LAMB WESTON HLDGS INC COM 513272104 869 15,402 SH   DFND 3 15,402 0 0
LAMB WESTON HLDGS INC COM 513272104 987 17,492 SH   DFND 6 17,492 0 0
LANDSTAR SYS INC COM 515098101 89,928 863,864 SH   DFND 1,5 2,225 0 861,639
LANDSTAR SYS INC COM 515098101 254 2,438 SH   DFND 3 2,438 0 0
LANDSTAR SYS INC COM 515098101 28,340 272,235 SH   DFND 6 272,235 0 0
LANDSTAR SYS INC COM 515098101 9,371 90,023 SH   DFND 7 85,423 0 4,600
LANNET INC COM 516012101 1,494 64,400 SH   DFND 1,5 0 0 64,400
LAS VEGAS SANDS CORP COM 517834107 417 6,000 SH   DFND 1 6,000 0 0
LAS VEGAS SANDS CORP COM 517834107 583,765 8,400,701 SH   DFND 1,5 626,737 0 7,773,964
LAS VEGAS SANDS CORP COM 517834107 658 9,472 SH   DFND 3 9,472 0 0
LAS VEGAS SANDS CORP COM 517834107 7,119 102,440 SH   DFND 6 102,440 0 0
LAS VEGAS SANDS CORP COM 517834107 17,744 255,353 SH   DFND 7 166,353 0 89,000
LATTICE SEMICONDUCTOR CORP COM 518415104 14,966 2,589,200 SH   DFND 1,5 0 0 2,589,200
LAUDER ESTEE COS INC CL A 518439104 853 6,701 SH   DFND 1 6,701 0 0
LAUDER ESTEE COS INC CL A 518439104 2,162,772 16,997,578 SH   DFND 1,5 1,365,175 0 15,632,403
LAUDER ESTEE COS INC CL A 518439104 25,195 198,015 SH   DFND 3 198,015 0 0
LAUDER ESTEE COS INC CL A 518439104 3,502 27,523 SH   DFND 6 27,523 0 0
LAUDER ESTEE COS INC CL A 518439104 4,313 33,896 SH   DFND 7 17,940 0 15,956
LAUREATE EDUCATION INC CL A 518613203 12,764 941,303 SH   DFND 1,5 5,000 0 936,303
LAUREATE EDUCATION INC CL A 518613203 24,919 1,837,650 SH   DFND 6 1,837,650 0 0
LAUREATE EDUCATION INC CL A 518613203 5,824 429,500 SH   DFND 7 429,500 0 0
LAZARD LTD SHS A G54050102 94,887 1,807,366 SH   DFND 1,5 45,295 0 1,762,071
LAZARD LTD SHS A G54050102 10,064 191,690 SH   DFND 6 191,690 0 0
LAZARD LTD SHS A G54050102 367 6,990 SH   DFND 7 6,990 0 0
LCNB CORP COM 50181P100 3,713 181,554 SH   DFND 1,5 19,873 0 161,681
LCNB CORP COM 50181P100 5,197 254,142 SH   DFND 1,12 27,655 0 226,487
LEAP THERAPEUTICS INC COM 52187K101 213 34,100 SH   DFND 1,5 0 0 34,100
LEAR CORP COM NEW 521865204 170,327 964,151 SH   DFND 1,5 6,166 0 957,985
LEAR CORP COM NEW 521865204 3,635 20,579 SH   DFND 3 20,579 0 0
LEGACY RESVS LP UNIT LP INT 524707304 14,618 9,079,404 SH   DFND 1,5 0 0 9,079,404
LEGG MASON INC COM 524901105 171,447 4,084,015 SH   DFND 1,5 11,521 0 4,072,494
LEGG MASON INC COM 524901105 1,543 36,745 SH   DFND 3 36,745 0 0
LEGGETT & PLATT INC COM 524660107 1,599 33,494 SH   DFND 3 33,494 0 0
LEIDOS HLDGS INC COM 525327102 698,519 10,818,016 SH   DFND 1,5 348,481 0 10,469,535
LEIDOS HLDGS INC COM 525327102 398 6,165 SH   DFND 3 6,165 0 0
LEIDOS HLDGS INC COM 525327102 3,558 55,100 SH   DFND 6 55,100 0 0
LEIDOS HLDGS INC COM 525327102 9,387 145,378 SH   DFND 7 56,178 0 89,200
LENDINGCLUB CORP COM 52603A109 334 80,800 SH   DFND 1,5 0 0 80,800
LENNAR CORP CL A 526057104 266 4,200 SH   DFND 1 4,200 0 0
LENNAR CORP CL A 526057104 531,150 8,398,958 SH   DFND 1,5 368,488 0 8,030,470
LENNAR CORP CL B 526057302 3,622 70,082 SH   DFND 1,5 955 0 69,127
LENNAR CORP CL A 526057104 7,299 115,414 SH   DFND 3 115,414 0 0
LENNAR CORP CL A 526057104 1,781 28,158 SH   DFND 6 626 0 27,532
LENNAR CORP CL A 526057104 367 5,800 SH   DFND 7 5,800 0 0
LENNAR CORP CL A 526057104 46,918 741,900 SH   DFND 11 741,900 0 0
LENNOX INTL INC COM 526107107 16,367 78,590 SH   DFND 1,5 203 0 78,387
LENNOX INTL INC COM 526107107 295 1,417 SH   DFND 3 1,417 0 0
LEUCADIA NATL CORP COM 527288104 2,909 109,803 SH   DFND 1,5 12,216 0 97,587
LEUCADIA NATL CORP COM 527288104 1,522 57,448 SH   DFND 3 57,448 0 0
LEXICON PHARMACEUTICALS INC COM NEW 528872302 156,481 15,838,169 SH   DFND 1,5 4,383,295 0 11,454,874
LEXINGTON REALTY TRUST PFD CONV SER C 529043309 28,442 553,961 SH   DFND 1,5 0 0 553,961
LEXINGTON REALTY TRUST COM 529043101 46,057 4,772,796 SH   DFND 1,5 0 0 4,772,796
LGI HOMES INC COM 50187T106 97,590 1,300,680 SH   DFND 1,5 2,200 0 1,298,480
LHC GROUP INC COM 50187A107 36,597 597,499 SH   DFND 1,5 35,400 0 562,099
LHC GROUP INC COM 50187A107 5,611 91,600 SH   DFND 6 91,600 0 0
LHC GROUP INC COM 50187A107 2,334 38,100 SH   DFND 7 38,100 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 157,664 1,851,386 SH   DFND 1,5 120 0 1,851,266
LIBERTY BROADBAND CORP COM SER A 530307107 41,567 488,739 SH   DFND 1,5 0 0 488,739
LIBERTY BROADBAND CORP COM SER C 530307305 457 5,364 SH   DFND 3 5,364 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 3,015 35,400 SH   DFND 6 35,400 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 10,108 118,700 SH   DFND 7 47,200 0 71,500
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 3,794 190,767 SH   DFND 1,5 0 0 190,767
LIBERTY GLOBAL PLC SHS CL A G5480U104 280,517 7,826,936 SH   DFND 1,5 927,129 0 6,899,807
LIBERTY GLOBAL PLC SHS CL C G5480U120 93,648 2,767,372 SH   DFND 1,5 0 0 2,767,372
LIBERTY GLOBAL PLC LILAC SHS CL A G5480U138 2,154 106,878 SH   DFND 1,5 100,000 0 6,878
LIBERTY GLOBAL PLC SHS CL C G5480U120 2,030 60,000 SH   DFND 1,10 0 0 60,000
LIBERTY GLOBAL PLC SHS CL A G5480U104 9,831 274,294 SH   DFND 1,10 0 0 274,294
LIBERTY INTERACTIVE CORP LBT VEN COM A NE 53071M856 47,696 879,359 SH   DFND 1,5 18 0 879,341
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 194,097 7,948,293 SH   DFND 1,5 139,582 0 7,808,711
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 8,559 350,476 SH   DFND 3 350,476 0 0
LIBERTY INTERACTIVE CORP LBT VEN COM A NE 53071M856 1,428 26,329 SH   DFND 3 26,329 0 0
LIBERTY INTERACTIVE CORP LBT VEN COM A NE 53071M856 10,744 198,090 SH   DFND 6 198,090 0 0
LIBERTY INTERACTIVE CORP LBT VEN COM A NE 53071M856 4,114 75,850 SH   DFND 7 75,850 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 39,808 70,174,641 PRN   DFND 1,5 0 0 0
LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 67,435 2,060,977 SH   DFND 1,5 95,550 0 1,965,427
LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 367,417 10,755,764 SH   DFND 1,5 1,252,894 0 9,502,870
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 277,097 6,986,818 SH   DFND 1,5 850,128 0 6,136,690
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 24,529 618,494 SH   DFND 1,5 0 0 618,494
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 58,197 50,575,000 PRN   DFND 1,5 0 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 1,486 37,470 SH   DFND 3 37,470 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 275 6,924 SH   DFND 3 6,924 0 0
LIBERTY PPTY TR SH BEN INT 531172104 16,783 390,200 SH   DFND 6 390,200 0 0
LIBERTY PPTY TR SH BEN INT 531172104 4,844 112,619 SH   DFND 7 112,619 0 0
LIFE STORAGE INC COM 53223X107 115,791 1,300,000 SH   DFND 1,5 0 0 1,300,000
LIFEWAY FOODS INC COM 531914109 1,603 200,319 SH   DFND 1,5 20,130 0 180,189
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 58,864 429,884 SH   DFND 1,5 0 0 429,884
LILIS ENERGY INC COM NEW 532403201 6,539 1,279,672 SH   DFND 1,5 0 0 1,279,672
LILIS ENERGY INC COM NEW 532403201 419 81,900 SH   DFND 7 81,900 0 0
LILLY ELI & CO COM 532457108 40,895 484,190 SH   DFND 3 484,190 0 0
LINCOLN ELEC HLDGS INC COM 533900106 24,168 263,900 SH   DFND 1,5 0 0 263,900
LINCOLN NATL CORP IND COM 534187109 470,463 6,120,236 SH   DFND 1,5 699,834 0 5,420,402
LINCOLN NATL CORP IND COM 534187109 14,856 193,266 SH   DFND 3 193,266 0 0
LIONS GATE ENTMNT CORP CL A VTG 535919401 51,846 1,533,446 SH   DFND 1,5 61,750 0 1,471,696
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 370,334 11,667,728 SH   DFND 1,5 64,714 0 11,603,014
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 5,524 174,044 SH   DFND 1,12 19,100 0 154,944
LIONS GATE ENTMNT CORP CL A VTG 535919401 217 6,432 SH   DFND 3 6,432 0 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 3,131 98,638 SH   DFND 3 98,638 0 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 15,731 495,630 SH   DFND 6 475,889 0 19,741
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 1,864 58,741 SH   DFND 7 58,741 0 0
LIQUIDITY SERVICES INC COM 53635B107 1,614 332,884 SH   DFND 1,5 37,646 0 295,238
LITHIA MTRS INC CL A 536797103 20,548 180,900 SH   DFND 6 180,900 0 0
LITHIA MTRS INC CL A 536797103 6,763 59,540 SH   DFND 7 59,540 0 0
LIVANOVA PLC SHS G5509L101 301,030 3,766,644 SH   DFND 1,5 65,219 0 3,701,425
LIVANOVA PLC SHS G5509L101 62,123 777,319 SH   DFND 1,10 15,700 0 761,619
LIVANOVA PLC SHS G5509L101 21,977 274,984 SH   DFND 1,12 600 0 274,384
LIVE NATION ENTERTAINMENT IN DBCV 2.500% 5/1 538034AJ8 32,537 25,210,000 PRN   DFND 1,5 0 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 208,525 4,898,412 SH   DFND 1,5 181,721 0 4,716,691
LIVE NATION ENTERTAINMENT IN COM 538034109 570 13,400 SH   DFND 6 13,400 0 0
LKQ CORP COM 501889208 86,897 2,136,648 SH   DFND 1,5 50 0 2,136,598
LKQ CORP COM 501889208 526 12,946 SH   DFND 3 12,946 0 0
LKQ CORP COM 501889208 3,229 79,400 SH   DFND 6 79,400 0 0
LKQ CORP COM 501889208 37,644 925,600 SH   DFND 11 925,600 0 0
LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 221 59,004 SH   DFND 3 59,004 0 0
LOCKHEED MARTIN CORP COM 539830109 593,101 1,847,379 SH   DFND 1,5 296,664 0 1,550,715
LOCKHEED MARTIN CORP COM 539830109 47,005 146,411 SH   DFND 3 146,411 0 0
LOCKHEED MARTIN CORP COM 539830109 14,249 44,384 SH   DFND 6 39,782 0 4,602
LOCKHEED MARTIN CORP COM 539830109 78,821 245,511 SH   DFND 7 245,511 0 0
LOEWS CORP COM 540424108 3,772 75,400 SH   DFND 1,5 0 0 75,400
LOEWS CORP COM 540424108 10,612 212,121 SH   DFND 3 212,121 0 0
LOGMEIN INC COM 54142L109 485,660 4,241,571 SH   DFND 1,5 367,713 0 3,873,858
LOGMEIN INC COM 54142L109 127,136 1,110,362 SH   DFND 1,9 0 0 1,110,362
LOGMEIN INC COM 54142L109 34,223 298,892 SH   DFND 6 298,892 0 0
LOGMEIN INC COM 54142L109 22,513 196,623 SH   DFND 7 196,623 0 0
LOMA NEGRA CORP SPONSORED ADS 54150E104 66,515 2,886,919 SH   DFND 1,5 242,400 0 2,644,519
LOMA NEGRA CORP SPONSORED ADS 54150E104 27,261 1,183,185 SH   DFND 1,10 1,173,600 0 9,585
LOMA NEGRA CORP SPONSORED ADS 54150E104 218 9,478 SH   DFND 3 9,478 0 0
LOMA NEGRA CORP SPONSORED ADS 54150E104 707 30,700 SH   DFND 6 30,700 0 0
LOMA NEGRA CORP SPONSORED ADS 54150E104 8,064 350,000 SH   DFND 11 350,000 0 0
LOUISIANA PAC CORP COM 546347105 17,698 673,942 SH   DFND 1,5 14,299 0 659,643
LOWES COS INC COM 548661107 955 10,279 SH   DFND 1 10,279 0 0
LOWES COS INC COM 548661107 1,262,028 13,578,959 SH   DFND 1,5 348,033 0 13,230,926
LOWES COS INC COM 548661107 131,972 1,419,967 SH   DFND 3 1,419,967 0 0
LOWES COS INC COM 548661107 24,450 263,070 SH   DFND 6 263,070 0 0
LOWES COS INC COM 548661107 34,100 366,905 SH   DFND 7 597 0 366,308
LOXO ONCOLOGY INC COM 548862101 246,282 2,925,654 SH   DFND 1,5 0 0 2,925,654
LOXO ONCOLOGY INC COM 548862101 70,723 840,140 SH   DFND 6 840,140 0 0
LOXO ONCOLOGY INC COM 548862101 18,711 222,273 SH   DFND 7 222,273 0 0
LOXO ONCOLOGY INC COM 548862101 42,305 502,558 SH   DFND 11 502,558 0 0
LPL FINL HLDGS INC COM 50212V100 103,185 1,805,827 SH   DFND 1,5 479 0 1,805,348
LPL FINL HLDGS INC COM 50212V100 423 7,400 SH   DFND 7 7,400 0 0
LSB INDS INC COM 502160104 4,049 462,200 SH   DFND 1,5 0 0 462,200
LULULEMON ATHLETICA INC COM 550021109 1,474,928 18,767,369 SH   DFND 1,5 4,896,986 0 13,870,383
LULULEMON ATHLETICA INC COM 550021109 5,692 72,423 SH   DFND 6 72,423 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 390 12,435 SH   DFND 3 12,435 0 0
LUMENTUM HLDGS INC COM 55024U109 25,939 530,444 SH   DFND 1,5 8,100 0 522,344
LUMENTUM HLDGS INC COM 55024U109 13,125 268,400 SH   DFND 6 268,400 0 0
LUMENTUM HLDGS INC COM 55024U109 7,706 157,590 SH   DFND 7 133,490 0 24,100
LUXFER HOLDINGS PLC SHS G5698W116 14,993 948,905 SH   DFND 1,5 5,000 0 943,905
LUXFER HOLDINGS PLC SHS G5698W116 21,199 1,341,727 SH   DFND 1,12 46,675 0 1,295,052
LUXOFT HLDG INC ORD SHS CL A G57279104 97,345 1,747,672 SH   DFND 1,5 12,921 0 1,734,751
LUXOFT HLDG INC ORD SHS CL A G57279104 16,974 304,737 SH   DFND 6 304,737 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 6,291 112,945 SH   DFND 7 112,945 0 0
LYON WILLIAM HOMES CL A NEW 552074700 17,174 590,574 SH   DFND 1,5 182,728 0 407,846
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 19,969 181,010 SH   DFND 1 181,010 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 3,452,052 31,291,260 SH   DFND 1,5 1,556,830 0 29,734,430
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 132,811 1,203,871 SH   DFND 3 1,203,871 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 49,392 447,712 SH   DFND 6 434,312 0 13,400
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 97,931 887,700 SH   DFND 7 592,566 0 295,134
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 8,495 77,000 SH   DFND 11 77,000 0 0
M & T BK CORP COM 55261F104 620,475 3,628,719 SH   DFND 1,5 345,802 0 3,282,917
M & T BK CORP COM 55261F104 25,499 149,128 SH   DFND 3 149,128 0 0
M & T BK CORP COM 55261F104 1,044 6,105 SH   DFND 6 6,105 0 0
M & T BK CORP COM 55261F104 1,807 10,566 SH   DFND 7 10,566 0 0
M D C HLDGS INC COM 552676108 3,386 106,205 SH   DFND 3 106,205 0 0
M/I HOMES INC COM 55305B101 5,585 162,362 SH   DFND 1,5 13,202 0 149,160
M/I HOMES INC NOTE 3.000% 3/0 55292PAB1 14,726 13,495,000 PRN   DFND 1,5 0 0 0
MACERICH CO COM 554382101 120,217 1,830,348 SH   DFND 1,5 36,702 0 1,793,646
MACERICH CO COM 554382101 13,138 200,024 SH   DFND 3 200,024 0 0
MACERICH CO COM 554382101 14,509 220,900 SH   DFND 6 220,900 0 0
MACERICH CO COM 554382101 4,486 68,300 SH   DFND 7 0 0 68,300
MACK CALI RLTY CORP COM 554489104 17,125 794,300 SH   DFND 6 794,300 0 0
MACK CALI RLTY CORP COM 554489104 6,317 293,000 SH   DFND 7 293,000 0 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 70,695 2,172,550 SH   DFND 1,5 650 0 2,171,900
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 103,709 3,187,117 SH   DFND 1,9 0 0 3,187,117
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 4,455 136,900 SH   DFND 7 136,900 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 7,986 124,400 SH   DFND 1,5 0 0 124,400
MACROGENICS INC COM 556099109 69,151 3,639,537 SH   DFND 1,5 147,000 0 3,492,537
MACYS INC COM 55616P104 129,737 5,150,322 SH   DFND 1,5 316,810 0 4,833,512
MACYS INC COM 55616P104 7,037 279,351 SH   DFND 3 279,351 0 0
MACYS INC COM 55616P104 713 28,300 SH   DFND 6 28,300 0 0
MADDEN STEVEN LTD COM 556269108 85,539 1,831,671 SH   DFND 1,5 88,843 0 1,742,828
MADDEN STEVEN LTD COM 556269108 6,380 136,606 SH   DFND 1,12 15,372 0 121,234
MADDEN STEVEN LTD COM 556269108 30,011 642,642 SH   DFND 6 642,642 0 0
MADDEN STEVEN LTD COM 556269108 10,724 229,628 SH   DFND 7 200,028 0 29,600
MADISON SQUARE GARDEN CO NEW CL A 55825T103 79,879 378,845 SH   DFND 1,5 54,666 0 324,179
MADISON SQUARE GARDEN CO NEW CL A 55825T103 228 1,083 SH   DFND 3 1,083 0 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 65,825 717,125 SH   DFND 1,5 0 0 717,125
MAG SILVER CORP COM 55903Q104 5,540 448,700 SH   DFND 1,5 0 0 448,700
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 6,027 84,957 SH   DFND 1,5 1,007 0 83,950
MAGNA INTL INC COM 559222401 117,861 2,079,600 SH   DFND 1,5 128,500 0 1,951,100
MAGNA INTL INC COM 559222401 227 3,997 SH   DFND 3 3,997 0 0
MAGNA INTL INC COM 559222401 44,017 776,700 SH   DFND 11 776,700 0 0
MAGNA INTL INC COM 559222401 1,275 22,500 SH   DFND   22,500 0 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 3,146 316,198 SH   DFND 1,5 0 0 316,198
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 27,525 922,096 SH   DFND 1,9 35,800 0 886,296
MALIBU BOATS INC COM CL A 56117J100 300 10,100 SH   DFND 1,5 0 0 10,100
MALLINCKRODT PUB LTD CO SHS G5785G107 131,845 5,844,184 SH   DFND 1,5 3,568 0 5,840,616
MALLINCKRODT PUB LTD CO SHS G5785G107 1,241 55,000 SH   DFND 7 55,000 0 0
MANITOWOC CO INC COM NEW 563571405 27,502 699,094 SH   DFND 1,5 0 0 699,094
MANNKIND CORP COM NEW 56400P706 4,179 1,801,400 SH   DFND 1,5 0 0 1,801,400
MANPOWERGROUP INC COM 56418H100 126,754 1,005,103 SH   DFND 1,5 65,361 0 939,742
MANULIFE FINL CORP COM 56501R106 128,847 6,176,970 SH   DFND 1,5 0 0 6,176,970
MANULIFE FINL CORP COM 56501R106 355 17,000 SH   DFND 6 17,000 0 0
MANULIFE FINL CORP COM 56501R106 15,281 732,580 SH   DFND 7 626,380 0 106,200
MANULIFE FINL CORP COM 56501R106 618,966 29,673,524 SH   DFND 11 28,304,706 0 1,368,818
MANULIFE FINL CORP COM 56501R106 1,473 70,600 SH   DFND   70,600 0 0
MARATHON OIL CORP COM 565849106 160,575 9,484,629 SH   DFND 1,5 637,807 0 8,846,822
MARATHON OIL CORP COM 565849106 5,126 302,803 SH   DFND 3 302,803 0 0
MARATHON OIL CORP COM 565849106 899 53,100 SH   DFND 7 53,100 0 0
MARATHON PETE CORP COM 56585A102 193,439 2,931,782 SH   DFND 1,5 46,996 0 2,884,786
MARATHON PETE CORP COM 56585A102 23,700 359,203 SH   DFND 3 359,203 0 0
MARATHON PETE CORP COM 56585A102 8,625 130,725 SH   DFND 6 111,325 0 19,400
MARATHON PETE CORP COM 56585A102 22,116 335,193 SH   DFND 7 335,193 0 0
MARKEL CORP COM 570535104 4,118 3,615 SH   DFND 1,5 15 0 3,600
MARKEL CORP COM 570535104 844 741 SH   DFND 3 741 0 0
MARKETAXESS HLDGS INC COM 57060D108 14,972 74,213 SH   DFND 1,5 0 0 74,213
MARKETAXESS HLDGS INC COM 57060D108 1,311 6,500 SH   DFND 7 6,500 0 0
MARKETAXESS HLDGS INC COM 57060D108 4,398 21,800 SH   DFND 11 21,800 0 0
MARRIOTT INTL INC NEW CL A 571903202 1,849,499 13,626,306 SH   DFND 1,5 1,127,555 0 12,498,751
MARRIOTT INTL INC NEW CL A 571903202 23,565 173,620 SH   DFND 3 173,620 0 0
MARRIOTT INTL INC NEW CL A 571903202 13,437 98,996 SH   DFND 6 98,996 0 0
MARRIOTT INTL INC NEW CL A 571903202 29,643 218,400 SH   DFND 7 210,200 0 8,200
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 172,415 1,275,162 SH   DFND 1,5 200 0 1,274,962
MARSH & MCLENNAN COS INC COM 571748102 595,326 7,314,487 SH   DFND 1,5 378,223 0 6,936,264
MARSH & MCLENNAN COS INC COM 571748102 48,910 600,932 SH   DFND 3 600,932 0 0
MARSH & MCLENNAN COS INC COM 571748102 1,917 23,551 SH   DFND 6 23,551 0 0
MARSH & MCLENNAN COS INC COM 571748102 20,093 246,875 SH   DFND 7 140,355 0 106,520
MARTEN TRANS LTD COM 573075108 15,464 761,757 SH   DFND 1,5 0 0 761,757
MARTEN TRANS LTD COM 573075108 5,130 252,700 SH   DFND 6 252,700 0 0
MARTEN TRANS LTD COM 573075108 1,939 95,500 SH   DFND 7 95,500 0 0
MARTIN MARIETTA MATLS INC COM 573284106 203,897 922,444 SH   DFND 1,5 31,600 0 890,844
MARTIN MARIETTA MATLS INC COM 573284106 3,458 15,646 SH   DFND 3 15,646 0 0
MARTIN MARIETTA MATLS INC COM 573284106 17,197 77,800 SH   DFND 7 77,800 0 0
MARTIN MARIETTA MATLS INC COM 573284106 5,681 25,700 SH   DFND 11 25,700 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 486,174 22,644,352 SH   DFND 1,5 892,667 0 21,751,685
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 46,579 2,169,496 SH   DFND 1,9 0 0 2,169,496
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 649 30,233 SH   DFND 3 30,233 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 39,827 1,854,993 SH   DFND 6 1,813,396 0 41,597
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 24,163 1,125,430 SH   DFND 7 804,630 0 320,800
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 20,276 944,400 SH   DFND 11 944,400 0 0
MASCO CORP COM 574599106 1,011,590 23,022,075 SH   DFND 1,5 2,090,659 0 20,931,416
MASCO CORP COM 574599106 2,734 62,222 SH   DFND 3 62,222 0 0
MASCO CORP COM 574599106 2,387 54,334 SH   DFND 6 54,334 0 0
MASIMO CORP COM 574795100 2,205 25,998 SH   DFND 1,5 2,972 0 23,026
MASONITE INTL CORP NEW COM 575385109 3,997 53,900 SH   DFND 1,5 0 0 53,900
MASTERCARD INCORPORATED CL A 57636Q104 1,297 8,572 SH   DFND 1 8,572 0 0
MASTERCARD INCORPORATED CL A 57636Q104 5,413,716 35,767,152 SH   DFND 1,5 3,915,357 0 31,851,795
MASTERCARD INCORPORATED CL A 57636Q104 78,629 519,484 SH   DFND 3 519,484 0 0
MASTERCARD INCORPORATED CL A 57636Q104 43,759 289,104 SH   DFND 6 289,104 0 0
MASTERCARD INCORPORATED CL A 57636Q104 56,149 370,961 SH   DFND 7 192,877 0 178,084
MASTERCARD INCORPORATED CL A 57636Q104 42,463 280,540 SH   DFND 11 280,540 0 0
MATADOR RES CO COM 576485205 6,154 197,700 SH   DFND 1,5 0 0 197,700
MATCH GROUP INC COM 57665R106 41,417 1,322,792 SH   DFND 1,5 192,400 0 1,130,392
MATCH GROUP INC COM 57665R106 222 7,100 SH   DFND 6 7,100 0 0
MATCH GROUP INC COM 57665R106 899 28,700 SH   DFND 7 28,700 0 0
MATRIX SVC CO COM 576853105 425 23,900 SH   DFND 1,5 0 0 23,900
MATSON INC COM 57686G105 2,375 79,600 SH   DFND 1,5 0 0 79,600
MATTEL INC COM 577081102 279,387 18,165,592 SH   DFND 1,5 881,958 0 17,283,634
MATTEL INC COM 577081102 2,219 144,274 SH   DFND 3 144,274 0 0
MATTHEWS INTL CORP CL A 577128101 27,175 514,685 SH   DFND 1,5 932 0 513,753
MAXAR TECHNOLOGIES LTD COM 57778L103 6,176 95,940 SH   DFND 11 95,940 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 265,880 5,085,685 SH   DFND 1,5 93,272 0 4,992,413
MAXIM INTEGRATED PRODS INC COM 57772K101 58,803 1,124,768 SH   DFND 3 1,124,768 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 1,171 22,400 SH   DFND 7 22,400 0 0
MAXIMUS INC COM 577933104 151,927 2,122,475 SH   DFND 1,5 26,596 0 2,095,879
MAXIMUS INC COM 577933104 5,111 71,400 SH   DFND 1,12 8,000 0 63,400
MAXIMUS INC COM 577933104 19,751 275,936 SH   DFND 6 275,936 0 0
MAXIMUS INC COM 577933104 4,993 69,754 SH   DFND 7 69,754 0 0
MAXIMUS INC COM 577933104 101,178 1,413,500 SH   DFND 11 1,413,500 0 0
MAXLINEAR INC COM 57776J100 50,807 1,923,055 SH   DFND 1,5 1,000 0 1,922,055
MAXLINEAR INC COM 57776J100 4,016 152,000 SH   DFND 6 152,000 0 0
MAXLINEAR INC COM 57776J100 269 10,200 SH   DFND 7 10,200 0 0
MBIA INC COM 55262C100 520 71,083 SH   DFND 1,5 883 0 70,200
MCCORMICK & CO INC COM NON VTG 579780206 6,672 65,465 SH   DFND 3 65,465 0 0
MCDONALDS CORP COM 580135101 358 2,080 SH   DFND 1 2,080 0 0
MCDONALDS CORP COM 580135101 2,293,787 13,326,675 SH   DFND 1,5 1,637,401 0 11,689,274
MCDONALDS CORP COM 580135101 70,043 406,941 SH   DFND 3 406,941 0 0
MCDONALDS CORP COM 580135101 31,019 180,219 SH   DFND 6 180,219 0 0
MCDONALDS CORP COM 580135101 26,092 151,590 SH   DFND 7 99,490 0 52,100
MCEWEN MNG INC COM 58039P107 2,500 1,096,410 SH   DFND 1,5 0 0 1,096,410
MCKESSON CORP COM 58155Q103 941,985 6,040,300 SH   DFND 1,5 67,374 0 5,972,926
MCKESSON CORP COM 58155Q103 13,529 86,752 SH   DFND 3 86,752 0 0
MCKESSON CORP COM 58155Q103 15,470 99,200 SH   DFND 6 99,200 0 0
MCKESSON CORP COM 58155Q103 18,055 115,774 SH   DFND 7 8,189 0 107,585
MDC PARTNERS INC CL A SUB VTG 552697104 98 10,000 SH   DFND 1 10,000 0 5,892,412
MDC PARTNERS INC CL A SUB VTG 552697104 57,451 5,892,412 SH   DFND 1,5 0 0 5,892,412
MDC PARTNERS INC CL A SUB VTG 552697104 9,585 983,100 SH   DFND 1,10 0 0 983,100
MDU RES GROUP INC COM 552690109 10,834 403,038 SH   DFND 1,5 83 0 402,955
MEDICAL PPTYS TRUST INC COM 58463J304 14,439 1,047,800 SH   DFND 6 1,047,800 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 6,584 477,800 SH   DFND 7 477,800 0 0
MEDICINES CO COM 584688105 296,642 10,850,094 SH   DFND 1,5 1,502,176 0 9,347,918
MEDICINES CO COM 584688105 670 24,500 SH   DFND 6 24,500 0 0
MEDICINES CO COM 584688105 1,640 60,000 SH   DFND 7 60,000 0 0
MEDICINOVA INC COM NEW 58468P206 7,656 1,183,300 SH   DFND 1,5 0 0 1,183,300
MEDIDATA SOLUTIONS INC COM 58471A105 174,227 2,749,364 SH   DFND 1,5 164,999 0 2,584,365
MEDNAX INC COM 58502B106 133,402 2,496,302 SH   DFND 1,5 95,380 0 2,400,922
MEDNAX INC COM 58502B106 480 8,984 SH   DFND 7 8,984 0 0
MEDNAX INC COM 58502B106 73,251 1,370,715 SH   DFND 11 1,370,715 0 0
MEDTRONIC PLC SHS G5960L103 1,119,725 13,866,562 SH   DFND 1,5 765,037 0 13,101,525
MEDTRONIC PLC SHS G5960L103 1,428 17,680 SH   DFND 1,10 0 0 17,680
MEDTRONIC PLC SHS G5960L103 105,700 1,308,983 SH   DFND 3 1,308,983 0 0
MEDTRONIC PLC SHS G5960L103 9,824 121,665 SH   DFND 6 121,665 0 0
MEDTRONIC PLC SHS G5960L103 21,888 271,057 SH   DFND 7 122,937 0 148,120
MELCO RESORT ENTERTAINMENT L ADR 585464100 11,334 390,300 SH   DFND 1 390,300 0 0
MELCO RESORT ENTERTAINMENT L ADR 585464100 190,651 6,565,102 SH   DFND 1,5 575,449 0 5,989,653
MELCO RESORT ENTERTAINMENT L ADR 585464100 11,616 400,000 SH   DFND 1,9 0 0 400,000
MELCO RESORT ENTERTAINMENT L ADR 585464100 349 12,004 SH   DFND 3 12,004 0 0
MELCO RESORT ENTERTAINMENT L ADR 585464100 43,810 1,508,600 SH   DFND 6 1,408,500 0 100,100
MELCO RESORT ENTERTAINMENT L ADR 585464100 46,638 1,606,000 SH   DFND 7 694,300 0 911,700
MELINTA THERAPEUTICS INC COM 58549G100 15,634 989,509 SH   DFND 1,5 0 0 989,509
MELLANOX TECHNOLOGIES LTD SHS M51363113 27,556 425,898 SH   DFND 1,5 24,900 0 400,998
MELLANOX TECHNOLOGIES LTD SHS M51363113 4,063 62,800 SH   DFND 7 62,800 0 0
MERCADOLIBRE INC COM 58733R102 32,599 103,600 SH   DFND 1,9 4,000 0 99,600
MERCADOLIBRE INC COM 58733R102 12,311 39,125 SH   DFND 3 39,125 0 0
MERCADOLIBRE INC COM 58733R102 4,846 15,400 SH   DFND 7 15,400 0 0
MERCK & CO INC COM 58933Y105 269,535 4,790,031 SH   DFND 1,5 317,474 0 4,472,557
MERCK & CO INC COM 58933Y105 53,257 946,452 SH   DFND 3 946,452 0 0
MERCK & CO INC COM 58933Y105 6,605 117,386 SH   DFND 6 87,367 0 30,019
MERCK & CO INC COM 58933Y105 7,496 133,214 SH   DFND 7 133,214 0 0
MERCURY SYS INC COM 589378108 9,222 179,600 SH   DFND 6 179,600 0 0
MERCURY SYS INC COM 589378108 3,548 69,100 SH   DFND 7 69,100 0 0
MERIDIAN BANCORP INC MD COM 58958U103 48,656 2,361,924 SH   DFND 1,5 2,266 0 2,359,658
MERIDIAN BANCORP INC MD COM 58958U103 5,198 252,351 SH   DFND 1,12 28,647 0 223,704
MERIDIAN BK PAOLI PA COM 58958P104 3,556 177,983 SH   DFND 1,5 20,021 0 157,962
MERIT MED SYS INC COM 589889104 18,253 422,513 SH   DFND 6 422,513 0 0
MERIT MED SYS INC COM 589889104 6,774 156,810 SH   DFND 7 156,810 0 0
MERITAGE HOMES CORP COM 59001A102 187,582 3,663,704 SH   DFND 1,5 0 0 3,663,704
MERITOR INC COM 59001K100 8,352 356,000 SH   DFND 6 356,000 0 0
MERITOR INC COM 59001K100 3,123 133,100 SH   DFND 7 133,100 0 0
MERRIMACK PHARMACEUTICALS IN COM NEW 590328209 16,162 1,576,816 SH   DFND 1,5 361,733 0 1,215,083
MERRIMACK PHARMACEUTICALS IN COM NEW 590328209 201 19,607 SH   DFND 3 19,607 0 0
MERSANA THERAPEUTICS INC COM 59045L106 2,382 144,983 SH   DFND 4 144,983 0 0
MERSANA THERAPEUTICS INC COM 59045L106 1,995 121,423 SH   DFND   121,423 0 0
MESA LABS INC COM 59064R109 33,882 272,580 SH   DFND 1,5 32,679 0 239,901
METHANEX CORP COM 59151K108 21,270 351,057 SH   DFND 1,5 157 0 350,900
METHANEX CORP COM 59151K108 2,464 40,667 SH   DFND 3 40,667 0 0
METHANEX CORP COM 59151K108 5,453 90,000 SH   DFND 7 75,200 0 14,800
METHANEX CORP COM 59151K108 183,901 3,035,229 SH   DFND 11 2,900,100 0 135,129
METHANEX CORP COM 59151K108 509 8,400 SH   DFND   8,400 0 0
METHODE ELECTRS INC COM 591520200 6,455 160,968 SH   DFND 1,5 68 0 160,900
METLIFE INC COM 59156R108 1,288,052 25,475,712 SH   DFND 1,5 1,032,767 0 24,442,945
METLIFE INC COM 59156R108 43,267 855,760 SH   DFND 3 855,760 0 0
METLIFE INC COM 59156R108 10,035 198,478 SH   DFND 6 198,478 0 0
METLIFE INC COM 59156R108 30,852 610,200 SH   DFND 7 311,000 0 299,200
METTLER TOLEDO INTERNATIONAL COM 592688105 1,539,956 2,485,724 SH   DFND 1,5 283,672 0 2,202,052
METTLER TOLEDO INTERNATIONAL COM 592688105 5,815 9,386 SH   DFND 3 9,386 0 0
MFA FINL INC COM 55272X102 241,140 30,446,931 SH   DFND 1,5 48,367 0 30,398,564
MFA FINL INC COM 55272X102 298 37,619 SH   DFND 3 37,619 0 0
MFA FINL INC COM 55272X102 6,162 778,000 SH   DFND 6 778,000 0 0
MFA FINL INC COM 55272X102 1,077 136,006 SH   DFND 7 136,006 0 0
MGIC INVT CORP WIS COM 552848103 181,199 12,841,893 SH   DFND 1,5 956,829 0 11,885,064
MGIC INVT CORP WIS COM 552848103 40,884 2,897,500 SH   DFND 6 2,897,500 0 0
MGIC INVT CORP WIS COM 552848103 7,443 527,510 SH   DFND 7 527,510 0 0
MGM RESORTS INTERNATIONAL COM 552953101 240 7,200 SH   DFND 1 7,200 0 0
MGM RESORTS INTERNATIONAL COM 552953101 229,476 6,872,590 SH   DFND 1,5 64,558 0 6,808,032
MGM RESORTS INTERNATIONAL COM 552953101 9,767 292,506 SH   DFND 3 292,506 0 0
MGM RESORTS INTERNATIONAL COM 552953101 5,433 162,700 SH   DFND 6 162,700 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 363,666 5,777,056 SH   DFND 1,5 998,941 0 4,778,115
MICHAEL KORS HLDGS LTD SHS G60754101 2,974 47,246 SH   DFND 3 47,246 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 4,501 71,500 SH   DFND 6 71,500 0 0
MICHAELS COS INC COM 59408Q106 6,125 253,197 SH   DFND 1,5 317 0 252,880
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 65,952 1,963,439 SH   DFND 1,5 134,600 0 1,828,839
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 1,174 34,960 SH   DFND 3 34,960 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 141,170 1,606,397 SH   DFND 1,5 0 0 1,606,397
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 25,520 14,990,000 PRN   DFND 1,5 0 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 11,177 127,183 SH   DFND 3 127,183 0 0
MICRON TECHNOLOGY INC COM 595112103 617 15,000 SH   DFND 1 15,000 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 20,542 5,475,000 PRN   DFND 1,5 0 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 79,587 55,197,000 PRN   DFND 1,5 0 0 0
MICRON TECHNOLOGY INC NOTE 1.625% 2/1 595112AU7 15,983 4,260,000 PRN   DFND 1,5 0 0 0
MICRON TECHNOLOGY INC COM 595112103 1,132,251 27,535,292 SH   DFND 1,5 1,017,381 0 26,517,911
MICRON TECHNOLOGY INC COM 595112103 60,263 1,465,533 SH   DFND 1,9 0 0 1,465,533
MICRON TECHNOLOGY INC COM 595112103 25,082 609,977 SH   DFND 3 609,977 0 0
MICRON TECHNOLOGY INC COM 595112103 27,202 661,536 SH   DFND 6 642,189 0 19,347
MICRON TECHNOLOGY INC COM 595112103 47,148 1,146,596 SH   DFND 7 1,146,596 0 0
MICRON TECHNOLOGY INC COM 595112103 5,889 143,220 SH   DFND 11 143,220 0 0
MICROSEMI CORP COM 595137100 107,396 2,079,300 SH   DFND 1,5 500 0 2,078,800
MICROSOFT CORP COM 594918104 4,778 55,857 SH   DFND 1 55,857 0 0
MICROSOFT CORP COM 594918104 14,209,351 166,113,528 SH   DFND 1,5 16,040,974 0 150,072,554
MICROSOFT CORP COM 594918104 632,661 7,396,078 SH   DFND 1,9 423 0 7,395,655
MICROSOFT CORP COM 594918104 598,203 6,993,258 SH   DFND 3 6,993,258 0 0
MICROSOFT CORP COM 594918104 152,080 1,777,878 SH   DFND 6 1,777,878 0 0
MICROSOFT CORP COM 594918104 217,430 2,541,857 SH   DFND 7 1,149,236 0 1,392,621
MICROSOFT CORP COM 594918104 274,897 3,213,667 SH   DFND 11 3,213,667 0 0
MID AMER APT CMNTYS INC COM 59522J103 205,292 2,041,485 SH   DFND 1,5 40,965 0 2,000,520
MID AMER APT CMNTYS INC COM 59522J103 4,849 48,224 SH   DFND 3 48,224 0 0
MID AMER APT CMNTYS INC COM 59522J103 24,841 247,024 SH   DFND 6 247,024 0 0
MID AMER APT CMNTYS INC COM 59522J103 7,660 76,175 SH   DFND 7 0 0 76,175
MIDDLEBY CORP COM 596278101 73,342 543,473 SH   DFND 1,5 360 0 543,113
MIDDLEFIELD BANC CORP COM NEW 596304204 241 5,000 SH   DFND 1,5 5,000 0 0
MIDLAND STS BANCORP INC ILL COM 597742105 21,441 660,140 SH   DFND 6 660,140 0 0
MIDLAND STS BANCORP INC ILL COM 597742105 6,406 197,236 SH   DFND 7 197,236 0 0
MIDSTATES PETE CO INC COM PAR 59804T407 13,979 843,131 SH   DFND 1,5 1,000 0 842,131
MILACRON HLDGS CORP COM 59870L106 24,848 1,298,209 SH   DFND 1,5 0 0 1,298,209
MILLER INDS INC TENN COM NEW 600551204 2,902 112,490 SH   DFND 1,5 12,910 0 99,580
MIMECAST LTD ORD SHS G14838109 8,277 288,700 SH   DFND 6 288,700 0 0
MIMECAST LTD ORD SHS G14838109 556 19,400 SH   DFND 7 19,400 0 0
MIMEDX GROUP INC COM 602496101 725 57,477 SH   DFND 1,5 0 0 57,477
MINDBODY INC COM CL A 60255W105 195,145 6,408,703 SH   DFND 1,5 2,022 0 6,406,681
MINERALS TECHNOLOGIES INC COM 603158106 1,548 22,490 SH   DFND 1,5 0 0 22,490
MINERVA NEUROSCIENCES INC COM 603380106 28,312 4,679,744 SH   DFND 1,5 0 0 4,679,744
MIRAGEN THERAPEUTICS INC COM 60463E103 32,593 3,124,888 SH   DFND 1,5 0 0 3,124,888
MITEL NETWORKS CORP COM 60671Q104 3,138 381,320 SH   DFND 1,5 0 0 381,320
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 13,712 1,345,670 SH   DFND 1,5 55,070 0 1,290,600
MOBILEIRON INC COM NEW 60739U204 366 93,929 SH   DFND 1,5 0 0 93,929
MOELIS & CO CL A 60786M105 7,891 162,700 SH   DFND 1,5 0 0 162,700
MOELIS & CO CL A 60786M105 2,522 52,000 SH   DFND 7 52,000 0 0
MOHAWK INDS INC COM 608190104 986,371 3,575,104 SH   DFND 1,5 225,159 0 3,349,945
MOHAWK INDS INC COM 608190104 5,382 19,509 SH   DFND 3 19,509 0 0
MOHAWK INDS INC COM 608190104 22,215 80,518 SH   DFND 6 80,518 0 0
MOHAWK INDS INC COM 608190104 41,702 151,150 SH   DFND 7 151,150 0 0
MOLECULAR TEMPLATES INC COM 608550109 359 35,794 SH   DFND 1,5 0 0 35,794
MOLINA HEALTHCARE INC COM 60855R100 44,381 578,784 SH   DFND 1,5 71 0 578,713
MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 11,705 8,540,000 PRN   DFND 1,5 0 0 0
MOLSON COORS BREWING CO CL B 60871R209 668,996 8,151,528 SH   DFND 1,5 480,532 0 7,670,996
MOLSON COORS BREWING CO CL B 60871R209 62,032 755,838 SH   DFND 3 755,838 0 0
MOLSON COORS BREWING CO CL B 60871R209 20,988 255,727 SH   DFND 6 236,641 0 19,086
MOLSON COORS BREWING CO CL B 60871R209 57,663 702,602 SH   DFND 7 611,302 0 91,300
MOLSON COORS BREWING CO CL B 60871R209 12,261 149,400 SH   DFND 11 149,400 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 158,187 11,339,559 SH   DFND 1,5 3,215,049 0 8,124,510
MOMENTA PHARMACEUTICALS INC COM 60877T100 1,590 114,000 SH   DFND 7 114,000 0 0
MONARCH CASINO & RESORT INC COM 609027107 1,918 42,783 SH   DFND 1,5 4,750 0 38,033
MONDELEZ INTL INC CL A 609207105 752,739 17,587,354 SH   DFND 1,5 709,189 0 16,878,165
MONDELEZ INTL INC CL A 609207105 29,211 682,489 SH   DFND 3 682,489 0 0
MONDELEZ INTL INC CL A 609207105 20,136 470,476 SH   DFND 6 437,593 0 32,883
MONDELEZ INTL INC CL A 609207105 55,250 1,290,880 SH   DFND 7 1,174,780 0 116,100
MONGODB INC CL A 60937P106 3,747 126,233 SH   DFND 1,5 6,338 0 119,895
MONGODB INC CL A 60937P106 311 10,484 SH   DFND 3 10,484 0 0
MONOLITHIC PWR SYS INC COM 609839105 43,217 384,630 SH   DFND 1,5 4,030 0 380,600
MONOLITHIC PWR SYS INC COM 609839105 45,387 403,939 SH   DFND 1,9 0 0 403,939
MONOLITHIC PWR SYS INC COM 609839105 66,540 592,204 SH   DFND 6 592,204 0 0
MONOLITHIC PWR SYS INC COM 609839105 33,315 296,501 SH   DFND 7 274,001 0 22,500
MONOLITHIC PWR SYS INC COM 609839105 46,900 417,410 SH   DFND 11 417,410 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 42,640 1,769,281 SH   DFND 1,5 56,179 0 1,713,102
MONRO INC COM 610236101 48,838 857,554 SH   DFND 11 857,554 0 0
MONSANTO CO NEW COM 61166W101 767,759 6,574,401 SH   DFND 1,5 487,700 0 6,086,701
MONSANTO CO NEW COM 61166W101 35,489 303,900 SH   DFND 1,10 6,400 0 297,500
MONSANTO CO NEW COM 61166W101 34,053 291,603 SH   DFND 3 291,603 0 0
MONSANTO CO NEW COM 61166W101 22,068 188,970 SH   DFND 6 188,970 0 0
MONSANTO CO NEW COM 61166W101 20,193 172,916 SH   DFND 7 31,034 0 141,882
MONSANTO CO NEW COM 61166W101 389,812 3,338,000 SH   DFND 11 3,338,000 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 266 4,200 SH   DFND 1 4,200 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 2,500,148 39,503,050 SH   DFND 1,5 5,770,588 0 33,732,462
MONSTER BEVERAGE CORP NEW COM 61174X109 25,640 405,126 SH   DFND 3 405,126 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 26,598 420,261 SH   DFND 6 420,261 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 68,760 1,086,422 SH   DFND 7 951,407 0 135,015
MOODYS CORP COM 615369105 345,224 2,338,757 SH   DFND 1,5 67,201 0 2,271,556
MOODYS CORP COM 615369105 11,397 77,210 SH   DFND 3 77,210 0 0
MOODYS CORP COM 615369105 4,369 29,600 SH   DFND 7 29,600 0 0
MOODYS CORP COM 615369105 35,774 242,352 SH   DFND 11 242,352 0 0
MOOG INC CL A 615394202 270,918 3,119,383 SH   DFND 1,5 51,535 0 3,067,848
MOOG INC CL A 615394202 19,807 228,059 SH   DFND 6 228,059 0 0
MOOG INC CL A 615394202 4,638 53,400 SH   DFND 7 53,400 0 0
MORGAN STANLEY COM NEW 617446448 1,399 26,656 SH   DFND 1 26,656 0 0
MORGAN STANLEY COM NEW 617446448 1,951,075 37,184,573 SH   DFND 1,5 2,371,445 0 34,813,128
MORGAN STANLEY COM NEW 617446448 106,900 2,037,356 SH   DFND 3 2,037,356 0 0
MORGAN STANLEY COM NEW 617446448 21,744 414,417 SH   DFND 6 414,417 0 0
MORGAN STANLEY COM NEW 617446448 28,786 548,616 SH   DFND 7 85,686 0 462,930
MORGAN STANLEY COM NEW 617446448 40,769 777,000 SH   DFND 11 777,000 0 0
MORNINGSTAR INC COM 617700109 11,002 113,460 SH   DFND 1,5 225 0 113,235
MOSAIC CO NEW COM 61945C103 166,951 6,506,257 SH   DFND 1,5 167,796 0 6,338,461
MOSAIC CO NEW COM 61945C103 415 16,158 SH   DFND 3 16,158 0 0
MOSAIC CO NEW COM 61945C103 1,393 54,300 SH   DFND 7 54,300 0 0
MOTORCAR PTS AMER INC COM 620071100 5,736 229,520 SH   DFND 6 229,520 0 0
MOTORCAR PTS AMER INC COM 620071100 2,044 81,800 SH   DFND 7 81,800 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 5,285 58,506 SH   DFND 1,5 0 0 58,506
MOTOROLA SOLUTIONS INC COM NEW 620076307 5,322 58,916 SH   DFND 3 58,916 0 0
MOVADO GROUP INC COM 624580106 4,382 136,098 SH   DFND 1,5 136,098 0 0
MPLX LP COM UNIT REP LTD 55336V100 6,569 185,200 SH   DFND 1,5 0 0 185,200
MRC GLOBAL INC COM 55345K103 74,175 4,383,842 SH   DFND 1,5 68,816 0 4,315,026
MRC GLOBAL INC COM 55345K103 662 39,100 SH   DFND 6 39,100 0 0
MRC GLOBAL INC COM 55345K103 2,541 150,202 SH   DFND 7 110,602 0 39,600
MSC INDL DIRECT INC CL A 553530106 146,066 1,511,127 SH   DFND 1,5 170 0 1,510,957
MSCI INC COM 55354G100 1,419 11,210 SH   DFND 1 11,210 0 0
MSCI INC COM 55354G100 977,286 7,723,141 SH   DFND 1,5 583,679 0 7,139,462
MSCI INC COM 55354G100 458 3,617 SH   DFND 6 3,617 0 0
MSCI INC COM 55354G100 7,196 56,864 SH   DFND 7 56,864 0 0
MSG NETWORK INC CL A 553573106 11,895 587,394 SH   DFND 1,5 191,324 0 396,070
MUELLER INDS INC COM 624756102 146,399 4,132,056 SH   DFND 1,5 0 0 4,132,056
MULTI COLOR CORP COM 625383104 3,293 44,000 SH   DFND 1,5 0 0 44,000
MULTI COLOR CORP COM 625383104 102,764 1,372,928 SH   DFND 6 1,366,716 0 6,212
MULTI COLOR CORP COM 625383104 25,087 335,160 SH   DFND 7 310,460 0 24,700
MURPHY OIL CORP COM 626717102 378,149 12,178,699 SH   DFND 1,5 2,276,481 0 9,902,218
MURPHY OIL CORP COM 626717102 3,084 99,324 SH   DFND 3 99,324 0 0
MURPHY OIL CORP COM 626717102 413 13,300 SH   DFND 7 13,300 0 0
MURPHY USA INC COM 626755102 42,348 526,981 SH   DFND 1,5 0 0 526,981
MYLAN N V SHS EURO N59465109 106,061 2,506,771 SH   DFND 1,5 430 0 2,506,341
MYLAN N V SHS EURO N59465109 6,657 157,342 SH   DFND 3 157,342 0 0
MYLAN N V SHS EURO N59465109 12,778 302,000 SH   DFND 11 302,000 0 0
MYOKARDIA INC COM 62857M105 107,505 2,553,556 SH   DFND 1,5 158,907 0 2,394,649
MYOKARDIA INC COM 62857M105 1,061 25,200 SH   DFND 7 25,200 0 0
MYOS RENS TECHNOLOGY INC COM 62857P108 108 80,000 SH   DFND 1,5 0 0 80,000
MYRIAD GENETICS INC COM 62855J104 1,453 42,300 SH   DFND 1,5 0 0 42,300
NABORS INDUSTRIES LTD SHS G6359F103 176,412 25,828,934 SH   DFND 1,5 1,077 0 25,827,857
NABORS INDUSTRIES LTD SHS G6359F103 134 19,661 SH   DFND 3 19,661 0 0
NABORS INDUSTRIES LTD SHS G6359F103 1,086 159,052 SH   DFND 7 159,052 0 0
NACCO INDS INC CL A 629579103 12,772 339,221 SH   DFND 1,5 26,750 0 312,471
NANOMETRICS INC COM 630077105 41,631 1,670,566 SH   DFND 1,5 44,305 0 1,626,261
NANOMETRICS INC COM 630077105 2,679 107,497 SH   DFND 1,9 0 0 107,497
NANTHEALTH INC COM 630104107 510 167,065 SH   DFND 1,5 1,628 0 165,437
NANTKWEST INC COM 63016Q102 5,698 1,269,150 SH   DFND 1,5 97,624 0 1,171,526
NASDAQ INC COM 631103108 66,489 865,400 SH   DFND 1,5 55,500 0 809,900
NASDAQ INC COM 631103108 1,029 13,395 SH   DFND 3 13,395 0 0
NASDAQ INC COM 631103108 2,082 27,100 SH   DFND 6 27,100 0 0
NATIONAL FUEL GAS CO N J COM 636180101 10,682 194,540 SH   DFND 1,5 429 0 194,111
NATIONAL FUEL GAS CO N J COM 636180101 1,120 20,400 SH   DFND 7 20,400 0 0
NATIONAL GRID PLC SPONSORED ADR NE 636274409 498 8,466 SH   DFND 3 8,466 0 0
NATIONAL HEALTH INVS INC COM 63633D104 60,606 804,000 SH   DFND 1 804,000 0 0
NATIONAL INSTRS CORP COM 636518102 554 13,300 SH   DFND 1,5 0 0 13,300
NATIONAL OILWELL VARCO INC COM 637071101 217,565 6,040,106 SH   DFND 1,5 73,438 0 5,966,668
NATIONAL OILWELL VARCO INC COM 637071101 3,616 100,386 SH   DFND 3 100,386 0 0
NATIONAL OILWELL VARCO INC COM 637071101 5,346 148,430 SH   DFND 6 148,430 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 165,868 3,845,759 SH   DFND 1,5 96,700 0 3,749,059
NATIONAL RETAIL PPTYS INC COM 637417106 22,527 522,300 SH   DFND 6 522,300 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 14,715 341,179 SH   DFND 7 155,579 0 185,600
NATIONAL VISION HLDGS INC COM 63845R107 138,386 3,407,674 SH   DFND 1,5 367,949 0 3,039,725
NATIONAL WESTN LIFE GROUP IN CL A 638517102 67,666 204,417 SH   DFND 1,5 44,187 0 160,230
NATIONAL WESTN LIFE GROUP IN CL A 638517102 11,354 34,300 SH   DFND 6 34,300 0 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 4,303 13,000 SH   DFND 7 13,000 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 10,100 545,931 SH   DFND 1,5 15,560 0 530,371
NATURAL ALTERNATIVES INTL IN COM NEW 638842302 2,599 251,725 SH   DFND 1,5 112,671 0 139,054
NATURAL GAS SERVICES GROUP COM 63886Q109 1,597 60,968 SH   DFND 6 60,968 0 0
NATURAL GAS SERVICES GROUP COM 63886Q109 1,371 52,319 SH   DFND 7 51,119 0 1,200
NAVIENT CORPORATION COM 63938C108 7,360 552,541 SH   DFND 1,5 850 0 551,691
NAVIENT CORPORATION COM 63938C108 352 26,424 SH   DFND 3 26,424 0 0
NAVIOS MARITIME HOLDINGS INC COM Y62196103 925 771,100 SH   DFND 1,5 0 0 771,100
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 20,892 19,300,000 PRN   DFND 1,5 0 0 0
NAVISTAR INTL CORP NEW NOTE 4.500%10/1 63934EAQ1 155 150,000 PRN   DFND 1,5 0 0 0
NCR CORP NEW COM 62886E108 26,236 771,882 SH   DFND 1,5 178 0 771,704
NCR CORP NEW COM 62886E108 223 6,574 SH   DFND 3 6,574 0 0
NCS MULTISTAGE HLDGS INC COM 628877102 52,073 3,532,800 SH   DFND 1,5 0 0 3,532,800
NCS MULTISTAGE HLDGS INC COM 628877102 946 64,200 SH   DFND 7 64,200 0 0
NEENAH PAPER INC COM 640079109 39,628 437,158 SH   DFND 1,5 55 0 437,103
NEKTAR THERAPEUTICS COM 640268108 668,593 11,195,462 SH   DFND 1,5 1,317,236 0 9,878,226
NEKTAR THERAPEUTICS COM 640268108 209 3,500 SH   DFND 6 3,500 0 0
NEKTAR THERAPEUTICS COM 640268108 2,628 44,000 SH   DFND 7 44,000 0 0
NELNET INC CL A 64031N108 1,831 33,425 SH   DFND 1,5 33,125 0 300
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 7,081 595,571 SH   DFND 1,5 62,756 0 532,815
NETAPP INC COM 64110D104 84,767 1,532,301 SH   DFND 1,5 253,300 0 1,279,001
NETAPP INC COM 64110D104 761 13,763 SH   DFND 3 13,763 0 0
NETEASE INC SPONSORED ADR 64110W102 715,093 2,072,313 SH   DFND 1,5 411,397 0 1,660,916
NETEASE INC SPONSORED ADR 64110W102 322,429 934,386 SH   DFND 1,9 13,824 0 920,562
NETEASE INC SPONSORED ADR 64110W102 242 701 SH   DFND 3 701 0 0
NETEASE INC SPONSORED ADR 64110W102 9,131 26,460 SH   DFND 6 26,460 0 0
NETEASE INC SPONSORED ADR 64110W102 15,863 45,971 SH   DFND 7 45,971 0 0
NETFLIX INC COM 64110L106 346 1,800 SH   DFND 1 1,800 0 0
NETFLIX INC COM 64110L106 4,553,175 23,719,397 SH   DFND 1,5 2,996,109 0 20,723,288
NETFLIX INC COM 64110L106 127,980 666,700 SH   DFND 1,9 0 0 666,700
NETFLIX INC COM 64110L106 49,577 258,267 SH   DFND 3 258,267 0 0
NETFLIX INC COM 64110L106 17,697 92,193 SH   DFND 6 92,193 0 0
NETFLIX INC COM 64110L106 13,772 71,744 SH   DFND 7 52,744 0 19,000
NETGEAR INC COM 64111Q104 127,811 2,175,499 SH   DFND 1,5 405,187 0 1,770,312
NETGEAR INC COM 64111Q104 237 4,035 SH   DFND 3 4,035 0 0
NETGEAR INC COM 64111Q104 2,750 46,817 SH   DFND 6 46,817 0 0
NETSCOUT SYS INC COM 64115T104 2,484 81,560 SH   DFND 1,5 0 0 81,560
NEUROCRINE BIOSCIENCES INC COM 64125C109 920,238 11,860,265 SH   DFND 1,5 573,138 0 11,287,127
NEUROCRINE BIOSCIENCES INC COM 64125C109 77,227 995,323 SH   DFND 6 995,323 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 32,447 418,180 SH   DFND 7 330,080 0 88,100
NEW GOLD INC CDA COM 644535106 38,629 11,756,995 SH   DFND 1,5 900 0 11,756,095
NEW HOME CO INC COM 645370107 13,541 1,080,679 SH   DFND 1,5 0 0 1,080,679
NEW HOME CO INC COM 645370107 8,280 660,845 SH   DFND 11 660,845 0 0
NEW JERSEY RES COM 646025106 21,431 533,100 SH   DFND 1,5 0 0 533,100
NEW JERSEY RES COM 646025106 28,784 716,028 SH   DFND 6 691,747 0 24,281
NEW JERSEY RES COM 646025106 11,088 275,829 SH   DFND 7 275,829 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 298,029 3,170,521 SH   DFND 1,5 115,898 0 3,054,623
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 75,889 807,335 SH   DFND 1,9 0 0 807,335
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 25,859 275,100 SH   DFND 1,10 5,800 0 269,300
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 935 9,947 SH   DFND 3 9,947 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 14,255 151,650 SH   DFND 6 151,650 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 20,153 214,390 SH   DFND 7 214,390 0 0
NEW RELIC INC COM 64829B100 344,267 5,959,263 SH   DFND 1,5 529,951 0 5,429,312
NEW RELIC INC COM 64829B100 34,419 595,800 SH   DFND 1,9 0 0 595,800
NEW RELIC INC COM 64829B100 2,230 38,600 SH   DFND 7 38,600 0 0
NEW RELIC INC COM 64829B100 47,814 827,660 SH   DFND 11 827,660 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 26,607 1,488,090 SH   DFND 1,5 844 0 1,487,246
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 1,218 68,100 SH   DFND 7 68,100 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 2,454 188,500 SH   DFND 1,5 0 0 188,500
NEW YORK MTG TR INC PFD-C CONV 649604808 9,837 401,558 SH   DFND 1,5 0 0 401,558
NEW YORK TIMES CO CL A 650111107 4,246 229,528 SH   DFND 11 229,528 0 0
NEWELL BRANDS INC COM 651229106 266 8,600 SH   DFND 1 8,600 0 0
NEWELL BRANDS INC COM 651229106 285,154 9,228,289 SH   DFND 1,5 13,094 0 9,215,195
NEWELL BRANDS INC COM 651229106 1,710 55,341 SH   DFND 3 55,341 0 0
NEWELL BRANDS INC COM 651229106 6,296 203,757 SH   DFND 6 173,681 0 30,076
NEWELL BRANDS INC COM 651229106 25,454 823,749 SH   DFND 7 823,749 0 0
NEWFIELD EXPL CO COM 651290108 341,831 10,841,456 SH   DFND 1,5 71,721 0 10,769,735
NEWFIELD EXPL CO COM 651290108 2,835 89,912 SH   DFND 3 89,912 0 0
NEWFIELD EXPL CO COM 651290108 1,589 50,400 SH   DFND 7 50,400 0 0
NEWLINK GENETICS CORP COM 651511107 5,278 650,756 SH   DFND 1,5 0 0 650,756
NEWMARKET CORP COM 651587107 372 936 SH   DFND 3 936 0 0
NEWMONT MINING CORP COM 651639106 194,627 5,187,281 SH   DFND 1,5 12,214 0 5,175,067
NEWMONT MINING CORP COM 651639106 8,121 216,454 SH   DFND 3 216,454 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 42,564 4,949,276 SH   DFND 1,5 0 0 4,949,276
NEWPARK RES INC COM PAR $.01NEW 651718504 1,006 117,000 SH   DFND 7 117,000 0 0
NEWS CORP NEW CL A 65249B109 15,688 967,800 SH   DFND 1,5 0 0 967,800
NEWS CORP NEW CL A 65249B109 6,669 411,412 SH   DFND 3 411,412 0 0
NEWS CORP NEW CL A 65249B109 224 13,840 SH   DFND 6 13,840 0 0
NEWS CORP NEW CL A 65249B109 3,449 212,770 SH   DFND 7 212,770 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 29,635 3,256,597 SH   DFND 1,5 0 0 3,256,597
NEXSTAR MEDIA GROUP INC CL A 65336K103 305 3,900 SH   DFND 1 3,900 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 156,194 1,997,368 SH   DFND 1,5 28,877 0 1,968,491
NEXTERA ENERGY INC UNIT 09/01/2019 65339F820 10,082 178,000 SH   DFND 1,5 62,000 0 116,000
NEXTERA ENERGY INC COM 65339F101 1,094,654 7,008,479 SH   DFND 1,5 161 0 7,008,318
NEXTERA ENERGY INC COM 65339F101 36,852 235,941 SH   DFND 3 235,941 0 0
NEXTERA ENERGY INC COM 65339F101 5,888 37,700 SH   DFND 6 37,700 0 0
NEXTERA ENERGY INC COM 65339F101 32,868 210,439 SH   DFND 7 144,939 0 65,500
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 71,639 1,661,761 SH   DFND 1,5 0 0 1,661,761
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 2,293 53,200 SH   DFND 7 53,200 0 0
NGL ENERGY PARTNERS LP COM UNIT REPST 62913M107 1,234 87,800 SH   DFND 1,5 0 0 87,800
NIC INC COM 62914B100 33,446 2,014,800 SH   DFND 1,5 0 0 2,014,800
NICE LTD SPONSORED ADR 653656108 20,027 217,900 SH   DFND 1,5 0 0 217,900
NICHOLAS FINANCIAL INC COM NEW 65373J209 3,789 430,519 SH   DFND 1,5 49,622 0 380,897
NIELSEN HLDGS PLC SHS EUR G6518L108 254,640 6,995,615 SH   DFND 1,5 271 0 6,995,344
NIELSEN HLDGS PLC SHS EUR G6518L108 31,469 864,525 SH   DFND 3 864,525 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 9,166 251,800 SH   DFND 6 251,800 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 1,477 40,570 SH   DFND 7 40,570 0 0
NIKE INC CL B 654106103 1,168,395 18,679,380 SH   DFND 1,5 2,182,413 0 16,496,967
NIKE INC CL B 654106103 33,996 543,508 SH   DFND 3 543,508 0 0
NIKE INC CL B 654106103 13,927 222,659 SH   DFND 6 222,659 0 0
NIKE INC CL B 654106103 41,051 656,288 SH   DFND 7 656,288 0 0
NISOURCE INC COM 65473P105 4,131 160,943 SH   DFND 1,5 43 0 160,900
NISOURCE INC COM 65473P105 1,408 54,835 SH   DFND 3 54,835 0 0
NISOURCE INC COM 65473P105 1,594 62,100 SH   DFND 6 62,100 0 0
NISOURCE INC COM 65473P105 2,955 115,100 SH   DFND 7 111,100 0 4,000
NMI HLDGS INC CL A 629209305 9,545 561,491 SH   DFND 1,5 1,765 0 559,726
NMI HLDGS INC CL A 629209305 32,025 1,883,806 SH   DFND 6 1,883,806 0 0
NMI HLDGS INC CL A 629209305 7,426 436,834 SH   DFND 7 436,834 0 0
NOBLE CORP PLC SHS USD G65431101 3,719 822,700 SH   DFND 1,5 0 0 822,700
NOBLE ENERGY INC COM 655044105 112,066 3,845,780 SH   DFND 1,5 624,395 0 3,221,385
NOBLE ENERGY INC COM 655044105 3,681 126,328 SH   DFND 3 126,328 0 0
NOBLE ENERGY INC COM 655044105 459 15,747 SH   DFND 6 15,747 0 0
NOBLE ENERGY INC COM 655044105 398 13,649 SH   DFND 7 13,649 0 0
NOBLE MIDSTREAM PARTNERS LP COM UNIT REPST 65506L105 103,274 2,065,476 SH   DFND 1,5 0 0 2,065,476
NOBLE MIDSTREAM PARTNERS LP COM UNIT REPST 65506L105 1,675 33,500 SH   DFND 7 33,500 0 0
NOKIA CORP SPONSORED ADR 654902204 13,941 2,991,683 SH   DFND 1,5 0 0 2,991,683
NOMAD FOODS LTD USD ORD SHS G6564A105 63,478 3,753,855 SH   DFND 1,5 0 0 3,753,855
NORBORD INC COM NEW 65548P403 5,088 150,300 SH   DFND 1,5 150,300 0 0
NORBORD INC COM NEW 65548P403 9,238 272,910 SH   DFND 7 261,510 0 11,400
NORBORD INC COM NEW 65548P403 250,481 7,399,630 SH   DFND 11 6,642,530 0 757,100
NORBORD INC COM NEW 65548P403 284 8,400 SH   DFND   8,400 0 0
NORDSON CORP COM 655663102 20,730 141,600 SH   DFND 1,5 0 0 141,600
NORDSTROM INC COM 655664100 2,195 46,337 SH   DFND 3 46,337 0 0
NORFOLK SOUTHERN CORP COM 655844108 512 3,532 SH   DFND 1 3,532 0 0
NORFOLK SOUTHERN CORP COM 655844108 1,181,210 8,151,901 SH   DFND 1,5 9,129 0 8,142,772
NORFOLK SOUTHERN CORP COM 655844108 17,142 118,305 SH   DFND 3 118,305 0 0
NORFOLK SOUTHERN CORP COM 655844108 13,623 94,020 SH   DFND 6 94,020 0 0
NORFOLK SOUTHERN CORP COM 655844108 30,453 210,165 SH   DFND 7 37,997 0 172,168
NORTHERN DYNASTY MINERALS LT COM NEW 66510M204 50 22,000 SH   DFND   22,000 0 0
NORTHERN TR CORP COM 665859104 935,886 9,369,165 SH   DFND 1,5 67,515 0 9,301,650
NORTHERN TR CORP COM 665859104 86,935 870,305 SH   DFND 3 870,305 0 0
NORTHERN TR CORP COM 665859104 15,596 156,128 SH   DFND 6 156,128 0 0
NORTHERN TR CORP COM 665859104 8,870 88,800 SH   DFND 7 88,800 0 0
NORTHRIM BANCORP INC COM 666762109 6,630 195,863 SH   DFND 1,5 17,737 0 178,126
NORTHROP GRUMMAN CORP COM 666807102 1,105 3,600 SH   DFND 1 3,600 0 0
NORTHROP GRUMMAN CORP COM 666807102 2,368,357 7,716,781 SH   DFND 1,5 321,523 0 7,395,258
NORTHROP GRUMMAN CORP COM 666807102 27,411 89,314 SH   DFND 3 89,314 0 0
NORTHROP GRUMMAN CORP COM 666807102 12,791 41,678 SH   DFND 6 39,875 0 1,803
NORTHROP GRUMMAN CORP COM 666807102 32,161 104,790 SH   DFND 7 67,290 0 37,500
NORTHSTAR REALTY EUROPE CORP COM 66706L101 2,931 218,273 SH   DFND 1,5 0 0 218,273
NORTHWEST BANCSHARES INC MD COM 667340103 489 29,200 SH   DFND 1,5 0 0 29,200
NOVAGOLD RES INC COM NEW 66987E206 95,088 24,195,554 SH   DFND 1,5 2,432,274 0 21,763,280
NOVANTA INC COM 67000B104 39,220 784,391 SH   DFND 1,5 0 0 784,391
NOVANTA INC COM 67000B104 1,510 30,200 SH   DFND 6 30,200 0 0
NOVARTIS A G SPONSORED ADR 66987V109 75,131 894,843 SH   DFND 1,5 12 0 894,831
NOVARTIS A G SPONSORED ADR 66987V109 38,089 453,661 SH   DFND 3 453,661 0 0
NOVARTIS A G SPONSORED ADR 66987V109 3,409 40,604 SH   DFND 7 0 0 40,604
NOVAVAX INC COM 670002104 6,832 5,509,637 SH   DFND 1,5 0 0 5,509,637
NOVELION THERAPEUTICS INC COM NEW 67001K202 2,118 678,977 SH   DFND 1,5 0 0 678,977
NOVO-NORDISK A S ADR 670100205 255,857 4,767,223 SH   DFND 1,5 439,368 0 4,327,855
NOVO-NORDISK A S ADR 670100205 13,897 258,927 SH   DFND 3 258,927 0 0
NOVO-NORDISK A S ADR 670100205 5,544 103,299 SH   DFND 7 103,299 0 0
NOVOCURE LTD ORD SHS G6674U108 162,687 8,053,799 SH   DFND 1,5 1,268,753 0 6,785,046
NOVOCURE LTD ORD SHS G6674U108 250 12,400 SH   DFND 6 12,400 0 0
NRG ENERGY INC COM NEW 629377508 629 22,100 SH   DFND 1 22,100 0 0
NRG ENERGY INC COM NEW 629377508 438,055 15,381,128 SH   DFND 1,5 2,166 0 15,378,962
NRG ENERGY INC COM NEW 629377508 2,256 79,204 SH   DFND 3 79,204 0 0
NRG ENERGY INC COM NEW 629377508 4,916 172,600 SH   DFND 7 172,600 0 0
NRG YIELD INC CL C 62942X405 45,144 2,388,581 SH   DFND 1,5 99,469 0 2,289,112
NRG YIELD INC CL C 62942X405 905 47,900 SH   DFND 7 47,900 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 188 11,500 SH   DFND 1 11,500 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 78,078 4,775,395 SH   DFND 1,5 395 0 4,775,000
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 25,243 26,450,000 PRN   DFND 1,5 0 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 9,491 580,500 SH   DFND 6 580,500 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 3,636 222,400 SH   DFND 7 222,400 0 0
NUCOR CORP COM 670346105 97,533 1,534,017 SH   DFND 1,5 114,713 0 1,419,304
NUCOR CORP COM 670346105 11,493 180,770 SH   DFND 3 180,770 0 0
NUCOR CORP COM 670346105 366 5,757 SH   DFND 7 3,157 0 2,600
NUTANIX INC CL A 67059N108 436,794 12,380,796 SH   DFND 1,5 3,251,702 0 9,129,094
NUTANIX INC CL A 67059N108 50,532 1,432,300 SH   DFND 1,9 0 0 1,432,300
NVIDIA CORP COM 67066G104 8,759,372 45,268,072 SH   DFND 1,5 9,906,855 0 35,361,217
NVIDIA CORP COM 67066G104 408,158 2,109,344 SH   DFND 1,9 94 0 2,109,250
NVIDIA CORP COM 67066G104 65,711 339,591 SH   DFND 3 339,591 0 0
NVIDIA CORP COM 67066G104 49,474 255,681 SH   DFND 6 255,681 0 0
NVIDIA CORP COM 67066G104 25,224 130,358 SH   DFND 7 130,358 0 0
NVIDIA CORP COM 67066G104 9,042 46,730 SH   DFND 11 46,730 0 0
NVR INC COM 62944T105 308,299 87,879 SH   DFND 1,5 3,931 0 83,948
NVR INC COM 62944T105 2,954 842 SH   DFND 3 842 0 0
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 19,779 16,040,000 PRN   DFND 1,5 0 0 0
NXP SEMICONDUCTORS N V COM N6596X109 882 7,536 SH   DFND 3 7,536 0 0
NXP SEMICONDUCTORS N V COM N6596X109 380,601 3,250,500 SH   DFND 11 3,250,500 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 231,943 964,259 SH   DFND 1,5 0 0 964,259
O REILLY AUTOMOTIVE INC NEW COM 67103H107 14,147 58,812 SH   DFND 3 58,812 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 2,381 9,900 SH   DFND 6 9,900 0 0
O2MICRO INTERNATIONAL LTD SPONS ADR 67107W100 498 300,212 SH   DFND 1,5 0 0 300,212
OAKTREE CAP GROUP LLC UNIT CL A 674001201 142,646 3,388,270 SH   DFND 1,5 0 0 3,388,270
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 4,730 4,400,000 PRN   DFND 1,5 0 0 0
OASIS PETE INC NEW COM 674215108 289 34,400 SH   DFND 6 34,400 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 113,671 1,543,186 SH   DFND 1,5 86 0 1,543,100
OCCIDENTAL PETE CORP DEL COM 674599105 32,079 435,504 SH   DFND 3 435,504 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 3,057 41,500 SH   DFND 7 41,500 0 0
OCEANEERING INTL INC COM 675232102 306,073 14,478,367 SH   DFND 1,5 795,519 0 13,682,848
OCEANEERING INTL INC COM 675232102 2,896 137,000 SH   DFND 6 137,000 0 0
OCEANEERING INTL INC COM 675232102 2,670 126,300 SH   DFND 7 58,800 0 67,500
OCLARO INC COM NEW 67555N206 1,159 171,930 SH   DFND 1,5 0 0 171,930
OCULAR THERAPEUTIX INC COM 67576A100 5,182 1,164,499 SH   DFND 1,5 0 0 1,164,499
ODONATE THERAPEUTICS INC COM 676079106 21,250 850,000 SH   DFND 1,5 0 0 850,000
OFFICE DEPOT INC COM 676220106 3,558 1,005,039 SH   DFND 1,5 292,733 0 712,306
OFG BANCORP COM 67103X102 21,334 2,269,606 SH   DFND 1,5 148,280 0 2,121,326
OGE ENERGY CORP COM 670837103 126,476 3,843,093 SH   DFND 1,5 205,708 0 3,637,385
OGE ENERGY CORP COM 670837103 482 14,643 SH   DFND 3 14,643 0 0
OIL STS INTL INC COM 678026105 172,327 6,089,304 SH   DFND 1,5 313,994 0 5,775,310
OKTA INC CL A 679295105 94,090 3,673,956 SH   DFND 1,5 254,296 0 3,419,660
OLD DOMINION FGHT LINES INC COM 679580100 52,107 396,099 SH   DFND 1,5 5,601 0 390,498
OLD DOMINION FGHT LINES INC COM 679580100 28,671 217,947 SH   DFND 6 217,947 0 0
OLD DOMINION FGHT LINES INC COM 679580100 11,894 90,413 SH   DFND 7 90,413 0 0
OLD NATL BANCORP IND COM 680033107 3,445 197,400 SH   DFND 1,5 0 0 197,400
OLIN CORP COM PAR $1 680665205 144,278 4,055,035 SH   DFND 1,5 215,936 0 3,839,099
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 263,908 4,956,012 SH   DFND 1,5 251,021 0 4,704,991
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 320 6,012 SH   DFND 3 6,012 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 847 15,900 SH   DFND 6 15,900 0 0
OM ASSET MGMT PLC SHS G67506108 158,917 9,487,586 SH   DFND 1,5 184 0 9,487,402
OM ASSET MGMT PLC SHS G67506108 20,812 1,242,512 SH   DFND 6 1,242,512 0 0
OM ASSET MGMT PLC SHS G67506108 3,869 230,965 SH   DFND 7 230,965 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 105,060 3,814,831 SH   DFND 1,5 342 0 3,814,489
OMEGA HEALTHCARE INVS INC COM 681936100 20,834 756,513 SH   DFND 3 756,513 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 2,446 88,800 SH   DFND 7 88,800 0 0
OMNICOM GROUP INC COM 681919106 320,633 4,402,491 SH   DFND 1,5 255 0 4,402,236
OMNICOM GROUP INC COM 681919106 8,989 123,421 SH   DFND 3 123,421 0 0
OMNICOM GROUP INC COM 681919106 6,075 83,409 SH   DFND 6 83,409 0 0
OMNICOM GROUP INC COM 681919106 4,244 58,268 SH   DFND 7 58,268 0 0
ON ASSIGNMENT INC COM 682159108 97,124 1,511,191 SH   DFND 1,5 35,200 0 1,475,991
ON DECK CAP INC COM 682163100 8,981 1,564,658 SH   DFND 1,5 0 0 1,564,658
ON DECK CAP INC COM 682163100 420 73,100 SH   DFND 7 73,100 0 0
ON SEMICONDUCTOR CORP COM 682189105 308 14,700 SH   DFND 1 14,700 0 0
ON SEMICONDUCTOR CORP COM 682189105 701,008 33,476,993 SH   DFND 1,5 102,068 0 33,374,925
ON SEMICONDUCTOR CORP COM 682189105 5,834 278,612 SH   DFND 1,12 31,300 0 247,312
ON SEMICONDUCTOR CORP COM 682189105 14,523 693,550 SH   DFND 6 693,550 0 0
ON SEMICONDUCTOR CORP COM 682189105 4,742 226,446 SH   DFND 7 226,446 0 0
ONEMAIN HLDGS INC COM 68268W103 311,024 11,967,078 SH   DFND 1,5 2,019 0 11,965,059
ONEMAIN HLDGS INC COM 68268W103 5,219 200,800 SH   DFND 7 200,800 0 0
ONEOK INC NEW COM 682680103 3,986 74,581 SH   DFND 3 74,581 0 0
OPEN TEXT CORP COM 683715106 35,354 993,946 SH   DFND 1,5 718 0 993,228
OPEN TEXT CORP COM 683715106 10,357 291,184 SH   DFND 1,12 788 0 290,396
OPEN TEXT CORP COM 683715106 292,820 8,232,500 SH   DFND 11 8,232,500 0 0
OPKO HEALTH INC COM 68375N103 2,998 611,881 SH   DFND 1,5 0 0 611,881
OPTINOSE INC COM 68404V100 102,449 5,640,356 SH   DFND 1,5 1,027,317 0 4,613,039
OPTINOSE INC COM 68404V100 603 31,900 SH   DFND 6 31,900 0 0
ORACLE CORP COM 68389X105 1,252,620 26,493,655 SH   DFND 1,5 1,931,779 0 24,561,876
ORACLE CORP COM 68389X105 145,715 3,081,955 SH   DFND 3 3,081,955 0 0
ORACLE CORP COM 68389X105 15,640 330,789 SH   DFND 6 330,789 0 0
ORACLE CORP COM 68389X105 31,527 666,824 SH   DFND 7 256,852 0 409,972
ORACLE CORP COM 68389X105 28,938 612,050 SH   DFND 11 612,050 0 0
ORAGENICS INC COM NEW 684023203 391 1,666,666 SH   DFND 1,5 0 0 1,666,666
ORBCOMM INC COM 68555P100 5,451 535,447 SH   DFND 1,5 0 0 535,447
ORBITAL ATK INC COM 68557N103 75,998 577,933 SH   DFND 1,5 5,000 0 572,933
ORBITAL ATK INC COM 68557N103 317 2,412 SH   DFND 3 2,412 0 0
ORBITAL ATK INC COM 68557N103 441,079 3,354,213 SH   DFND 11 3,354,213 0 0
ORBOTECH LTD ORD M75253100 40,175 799,669 SH   DFND 1,5 500 0 799,169
ORION ENGINEERED CARBONS S A COM L72967109 56,053 2,189,552 SH   DFND 1,5 0 0 2,189,552
ORITANI FINL CORP DEL COM 68633D103 462 28,200 SH   DFND 1,5 0 0 28,200
ORMAT TECHNOLOGIES INC COM 686688102 9,861 154,177 SH   DFND 1,5 0 0 154,177
ORTHOFIX INTL N V COM N6748L102 9,662 176,632 SH   DFND 1,5 0 0 176,632
ORTHOPEDIATRICS CORP COM 68752L100 5,129 267,300 SH   DFND 6 267,300 0 0
ORTHOPEDIATRICS CORP COM 68752L100 2,205 114,900 SH   DFND 7 114,900 0 0
OSHKOSH CORP COM 688239201 42,182 464,098 SH   DFND 1,5 19,965 0 444,133
OSHKOSH CORP COM 688239201 745 8,200 SH   DFND 7 8,200 0 0
OSISKO GOLD ROYALTIES LTD COM 68827L101 14,096 1,220,293 SH   DFND 1,5 0 0 1,220,293
OUTFRONT MEDIA INC COM 69007J106 30,587 1,318,400 SH   DFND 1 1,318,400 0 0
OUTFRONT MEDIA INC COM 69007J106 133,569 5,757,275 SH   DFND 1,5 80,500 0 5,676,775
OUTFRONT MEDIA INC COM 69007J106 11,270 485,769 SH   DFND 6 485,769 0 0
OUTFRONT MEDIA INC COM 69007J106 5,072 218,600 SH   DFND 7 67,400 0 151,200
OVASCIENCE INC COM 69014Q101 5,004 3,574,014 SH   DFND 1,5 238,876 0 3,335,138
OVERSTOCK COM INC DEL COM 690370101 322 5,040 SH   DFND 1,5 140 0 4,900
OVERSTOCK COM INC DEL COM 690370101 100,038 1,565,535 SH   DFND 11 1,565,535 0 0
OVID THERAPEUTICS INC COM 690469101 14,547 1,473,873 SH   DFND 1,5 14,062 0 1,459,811
OWENS & MINOR INC NEW COM 690732102 26,702 1,414,300 SH   DFND 1,5 0 0 1,414,300
OWENS CORNING NEW COM 690742101 57,483 625,225 SH   DFND 1,5 272 0 624,953
OWENS CORNING NEW COM 690742101 255 2,770 SH   DFND 6 2,770 0 0
OWENS CORNING NEW COM 690742101 3,908 42,510 SH   DFND 7 42,510 0 0
OWENS ILL INC COM NEW 690768403 23,035 1,039,022 SH   DFND 1,5 11,627 0 1,027,395
OWENS ILL INC COM NEW 690768403 2,638 118,968 SH   DFND 7 118,968 0 0
OXFORD INDS INC COM 691497309 2,158 28,697 SH   DFND 1,5 3,179 0 25,518
OXFORD INDS INC COM 691497309 14,224 189,180 SH   DFND 6 189,180 0 0
OXFORD INDS INC COM 691497309 5,354 71,200 SH   DFND 7 71,200 0 0
P & F INDS INC CL A NEW 692830508 3,293 387,409 SH   DFND 1,5 54,372 0 333,037
PACCAR INC COM 693718108 249,520 3,510,408 SH   DFND 1,5 310,918 0 3,199,490
PACCAR INC COM 693718108 12,554 176,617 SH   DFND 3 176,617 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 14,239 311,919 SH   DFND 1,5 0 0 311,919
PACKAGING CORP AMER COM 695156109 86,761 719,710 SH   DFND 1,5 10 0 719,700
PACKAGING CORP AMER COM 695156109 3,718 30,844 SH   DFND 3 30,844 0 0
PACKAGING CORP AMER COM 695156109 14,468 120,020 SH   DFND 6 120,020 0 0
PACKAGING CORP AMER COM 695156109 5,489 45,530 SH   DFND 7 45,530 0 0
PACWEST BANCORP DEL COM 695263103 66,373 1,316,918 SH   DFND 1,5 60,382 0 1,256,536
PALO ALTO NETWORKS INC COM 697435105 33,512 231,210 SH   DFND 1,5 44,500 0 186,710
PAMPA ENERGIA S A SPONS ADR LVL I 697660207 3,052 45,368 SH   DFND 1,10 30,930 0 14,438
PAN AMERICAN SILVER CORP COM 697900108 49,203 3,162,137 SH   DFND 1,5 114,837 0 3,047,300
PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 15,037 17,027,000 PRN   DFND 1,5 0 0 0
PANDORA MEDIA INC COM 698354107 3,842 797,194 SH   DFND 1,5 0 0 797,194
PANDORA MEDIA INC COM 698354107 2,104 436,600 SH   DFND 1,9 0 0 436,600
PAPA JOHNS INTL INC COM 698813102 60,911 1,085,561 SH   DFND 1,5 360,561 0 725,000
PAPA JOHNS INTL INC COM 698813102 909 16,200 SH   DFND 6 16,200 0 0
PAPA JOHNS INTL INC COM 698813102 1,196 21,311 SH   DFND 7 6,311 0 15,000
PARAMOUNT GROUP INC COM 69924R108 62,148 3,921,000 SH   DFND 1 3,921,000 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 20,877 1,166,292 SH   DFND 1,5 0 0 1,166,292
PARK CITY GROUP INC COM NEW 700215304 8,023 840,065 SH   DFND 6 840,065 0 0
PARK CITY GROUP INC COM NEW 700215304 1,950 204,228 SH   DFND 7 204,228 0 0
PARK HOTELS RESORTS INC COM 700517105 1,248 43,400 SH   DFND 7 43,400 0 0
PARK OHIO HLDGS CORP COM 700666100 3,189 69,412 SH   DFND 1,5 52 0 69,360
PARKER DRILLING CO COM 701081101 6,700 6,700,193 SH   DFND 1,5 0 0 6,700,193
PARKER HANNIFIN CORP COM 701094104 454,313 2,276,346 SH   DFND 1,5 195,206 0 2,081,140
PARKER HANNIFIN CORP COM 701094104 26,495 132,755 SH   DFND 3 132,755 0 0
PARKER HANNIFIN CORP COM 701094104 539 2,700 SH   DFND 6 2,700 0 0
PARKER HANNIFIN CORP COM 701094104 1,360 6,813 SH   DFND 7 6,813 0 0
PARSLEY ENERGY INC CL A 701877102 338,375 11,493,721 SH   DFND 1,5 20,378 0 11,473,343
PARSLEY ENERGY INC CL A 701877102 1,404 47,700 SH   DFND 6 47,700 0 0
PARSLEY ENERGY INC CL A 701877102 4,022 136,600 SH   DFND 7 136,600 0 0
PARTY CITY HOLDCO INC COM 702149105 20,506 1,469,938 SH   DFND 1,5 0 0 1,469,938
PATRICK INDS INC COM 703343103 3,738 53,825 SH   DFND 1,5 225 0 53,600
PATTERN ENERGY GROUP INC CL A 70338P100 1,246 57,969 SH   DFND 1,5 0 0 57,969
PATTERSON COMPANIES INC COM 703395103 38,420 1,063,387 SH   DFND 1,5 3,926 0 1,059,461
PATTERSON COMPANIES INC COM 703395103 2,907 80,464 SH   DFND 3 80,464 0 0
PAYCHEX INC COM 704326107 473,141 6,949,778 SH   DFND 1,5 195,197 0 6,754,581
PAYCHEX INC COM 704326107 112,606 1,654,026 SH   DFND 3 1,654,026 0 0
PAYCHEX INC COM 704326107 11,532 169,394 SH   DFND 6 169,394 0 0
PAYCHEX INC COM 704326107 2,661 39,085 SH   DFND 7 38,485 0 600
PAYCOM SOFTWARE INC COM 70432V102 375,001 4,668,251 SH   DFND 1,5 310,427 0 4,357,824
PAYCOM SOFTWARE INC COM 70432V102 361 4,494 SH   DFND 3 4,494 0 0
PAYCOM SOFTWARE INC COM 70432V102 44,480 553,720 SH   DFND 6 553,720 0 0
PAYCOM SOFTWARE INC COM 70432V102 15,470 192,580 SH   DFND 7 192,580 0 0
PAYLOCITY HLDG CORP COM 70438V106 44,121 935,553 SH   DFND 1,5 119,953 0 815,600
PAYLOCITY HLDG CORP COM 70438V106 6,029 127,849 SH   DFND 1,9 0 0 127,849
PAYLOCITY HLDG CORP COM 70438V106 1,132 24,000 SH   DFND 7 24,000 0 0
PAYPAL HLDGS INC COM 70450Y103 1,760 23,912 SH   DFND 1 23,912 0 0
PAYPAL HLDGS INC COM 70450Y103 5,585,046 75,863,157 SH   DFND 1,5 8,146,417 0 67,716,740
PAYPAL HLDGS INC COM 70450Y103 213,931 2,905,880 SH   DFND 1,9 880 0 2,905,000
PAYPAL HLDGS INC COM 70450Y103 41,810 567,923 SH   DFND 3 567,923 0 0
PAYPAL HLDGS INC COM 70450Y103 26,691 362,548 SH   DFND 6 362,548 0 0
PAYPAL HLDGS INC COM 70450Y103 23,750 322,599 SH   DFND 7 239,007 0 83,592
PAYPAL HLDGS INC COM 70450Y103 209,270 2,842,574 SH   DFND 11 2,842,574 0 0
PB BANCORP INC COM 70454T100 5,441 506,100 SH   DFND 6 506,100 0 0
PB BANCORP INC COM 70454T100 2,035 189,315 SH   DFND 7 189,315 0 0
PDC ENERGY INC COM 69327R101 223,052 4,327,750 SH   DFND 1,5 289,491 0 4,038,259
PDC ENERGY INC COM 69327R101 1,608 31,205 SH   DFND 6 31,205 0 0
PDC ENERGY INC COM 69327R101 1,149 22,300 SH   DFND 7 22,300 0 0
PDF SOLUTIONS INC COM 693282105 35,336 2,250,722 SH   DFND 1,5 0 0 2,250,722
PDL BIOPHARMA INC COM 69329Y104 416 151,780 SH   DFND 1,5 151,780 0 0
PEGASYSTEMS INC COM 705573103 47,121 999,385 SH   DFND 1,5 19,828 0 979,557
PEMBINA PIPELINE CORP COM 706327103 472 13,048 SH   DFND 6 13,048 0 0
PEMBINA PIPELINE CORP COM 706327103 4,653 128,529 SH   DFND 7 128,529 0 0
PEMBINA PIPELINE CORP COM 706327103 84,413 2,331,499 SH   DFND 11 2,243,509 0 87,990
PENN NATL GAMING INC COM 707569109 16,621 530,500 SH   DFND 1 530,500 0 0
PENN NATL GAMING INC COM 707569109 236,822 7,558,963 SH   DFND 1,5 979,900 0 6,579,063
PENN NATL GAMING INC COM 707569109 244 7,776 SH   DFND 3 7,776 0 0
PENN NATL GAMING INC COM 707569109 2,889 92,200 SH   DFND 6 92,200 0 0
PENNEY J C INC COM 708160106 43,005 13,609,185 SH   DFND 1,5 700 0 13,608,485
PENNEY J C INC COM 708160106 73 23,000 SH   DFND 6 23,000 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 15,457 1,300,000 SH   DFND 1,5 0 0 1,300,000
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 7,094 596,600 SH   DFND 6 596,600 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 3,329 280,000 SH   DFND 7 280,000 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 41,826 42,490,000 PRN   DFND 1,5 0 0 0
PENNYMAC MTG INVT TR COM 70931T103 823 51,200 SH   DFND 7 16,100 0 35,100
PENTAIR PLC SHS G7S00T104 181,908 2,575,869 SH   DFND 1,5 102,892 0 2,472,977
PENTAIR PLC SHS G7S00T104 3,160 44,750 SH   DFND 3 44,750 0 0
PENUMBRA INC COM 70975L107 476,016 5,058,616 SH   DFND 1,5 933,955 0 4,124,661
PENUMBRA INC COM 70975L107 2,729 29,000 SH   DFND 7 29,000 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 1,911 102,195 SH   DFND 3 102,195 0 0
PEPSICO INC COM 713448108 1,129,967 9,422,670 SH   DFND 1,5 758,292 0 8,664,378
PEPSICO INC COM 713448108 79,846 665,831 SH   DFND 3 665,831 0 0
PEPSICO INC COM 713448108 9,791 81,649 SH   DFND 6 81,649 0 0
PEPSICO INC COM 713448108 25,078 209,120 SH   DFND 7 117,297 0 91,823
PEPSICO INC COM 713448108 8,035 67,000 SH   DFND 11 67,000 0 0
PERFICIENT INC COM 71375U101 17,001 891,495 SH   DFND 1,5 36,117 0 855,378
PERFICIENT INC COM 71375U101 9,659 506,500 SH   DFND 6 506,500 0 0
PERFICIENT INC COM 71375U101 3,777 198,077 SH   DFND 7 198,077 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 378,164 11,424,904 SH   DFND 1,5 514,566 0 10,910,338
PERFORMANCE FOOD GROUP CO COM 71377A103 4,081 123,283 SH   DFND 1,12 13,800 0 109,483
PERFORMANCE FOOD GROUP CO COM 71377A103 52,882 1,597,636 SH   DFND 6 1,597,636 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 9,053 273,500 SH   DFND 7 273,500 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 39,635 1,197,422 SH   DFND 11 1,197,422 0 0
PERFORMANT FINL CORP COM 71377E105 3,843 2,328,962 SH   DFND 11 2,328,962 0 0
PERKINELMER INC COM 714046109 41,877 572,710 SH   DFND 1,5 50,000 0 522,710
PERKINELMER INC COM 714046109 2,302 31,479 SH   DFND 3 31,479 0 0
PERMIAN BASIN RTY TR UNIT BEN INT 714236106 1,218 137,338 SH   DFND 1,5 137,338 0 0
PERRIGO CO PLC SHS G97822103 35,666 409,199 SH   DFND 1,5 7,745 0 401,454
PERRIGO CO PLC SHS G97822103 6,615 75,892 SH   DFND 3 75,892 0 0
PETIQ INC COM CL A 71639T106 8,204 375,649 SH   DFND 1,5 0 0 375,649
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 6,111 593,900 SH   DFND 1,5 18,900 0 575,000
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 154,533 15,720,500 SH   DFND 1,5 628,194 0 15,092,306
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 8,870 862,050 SH   DFND 6 862,050 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 8,742 849,557 SH   DFND 7 849,557 0 0
PFIZER INC COM 717081103 697,980 19,270,564 SH   DFND 1,5 399,200 0 18,871,364
PFIZER INC COM 717081103 138,271 3,817,544 SH   DFND 3 3,817,544 0 0
PFIZER INC COM 717081103 11,893 328,344 SH   DFND 6 328,344 0 0
PFIZER INC COM 717081103 610 16,849 SH   DFND 7 16,849 0 0
PG&E CORP COM 69331C108 237,960 5,308,046 SH   DFND 1,5 15,105 0 5,292,941
PG&E CORP COM 69331C108 4,874 108,715 SH   DFND 3 108,715 0 0
PG&E CORP COM 69331C108 494 11,011 SH   DFND 6 11,011 0 0
PG&E CORP COM 69331C108 5,550 123,800 SH   DFND 7 114,500 0 9,300
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 2,376 70,930 SH   DFND 1,5 8,231 0 62,699
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 3,325 99,248 SH   DFND 1,12 10,900 0 88,348
PHILIP MORRIS INTL INC COM 718172109 317 3,000 SH   DFND 1 3,000 0 0
PHILIP MORRIS INTL INC COM 718172109 1,785,401 16,899,209 SH   DFND 1,5 989,035 0 15,910,174
PHILIP MORRIS INTL INC COM 718172109 55,915 529,251 SH   DFND 3 529,251 0 0
PHILIP MORRIS INTL INC COM 718172109 30,760 291,152 SH   DFND 6 278,416 0 12,736
PHILIP MORRIS INTL INC COM 718172109 48,898 462,832 SH   DFND 7 296,032 0 166,800
PHILLIPS 66 COM 718546104 631 6,241 SH   DFND 1 6,241 0 0
PHILLIPS 66 COM 718546104 1,520,981 15,036,881 SH   DFND 1,5 721,369 0 14,315,512
PHILLIPS 66 COM 718546104 28,506 281,822 SH   DFND 3 281,822 0 0
PHILLIPS 66 COM 718546104 16,576 163,874 SH   DFND 6 163,874 0 0
PHILLIPS 66 COM 718546104 28,248 279,267 SH   DFND 7 143,890 0 135,377
PHILLIPS 66 COM 718546104 11,824 116,900 SH   DFND 11 116,900 0 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 2,785 53,200 SH   DFND 1,5 0 0 53,200
PHYSICIANS RLTY TR COM 71943U104 2,065 114,800 SH   DFND 6 114,800 0 0
PHYSICIANS RLTY TR COM 71943U104 4,665 259,313 SH   DFND 7 185,713 0 73,600
PICO HLDGS INC COM NEW 693366205 622 48,568 SH   DFND 1,5 0 0 48,568
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 88,545 4,515,300 SH   DFND 1 4,515,300 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 51,686 2,635,673 SH   DFND 1,5 654 0 2,635,019
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 206 10,492 SH   DFND 3 10,492 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 2,563 130,700 SH   DFND 6 130,700 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 9,112 464,664 SH   DFND 7 361,264 0 103,400
PILGRIMS PRIDE CORP NEW COM 72147K108 9,932 319,780 SH   DFND 1,5 1,641 0 318,139
PILGRIMS PRIDE CORP NEW COM 72147K108 2,690 86,600 SH   DFND 7 86,600 0 0
PIMCO ETF TR ENHNCD LW DUR AC 72201R718 15,027 149,760 SH   DFND 3 149,760 0 0
PIMCO ETF TR ENHAN SHRT MA AC 72201R833 402,071 3,958,946 SH   DFND 3 3,958,946 0 0
PIMCO ETF TR 25YR+ ZERO U S 72201R882 24,590 202,520 SH   DFND 7 202,520 0 0
PIMCO ETF TR 15+ YR US TIPS 72201R304 2,575 37,200 SH   DFND 7 37,200 0 0
PINNACLE ENTMT INC NEW COM 72348Y105 1,581 48,300 SH   DFND 1,5 0 0 48,300
PINNACLE FOODS INC DEL COM 72348P104 5,495 92,392 SH   DFND 1,5 192 0 92,200
PINNACLE WEST CAP CORP COM 723484101 11,529 135,349 SH   DFND 3 135,349 0 0
PINNACLE WEST CAP CORP COM 723484101 12,610 148,034 SH   DFND 6 120,169 0 27,865
PINNACLE WEST CAP CORP COM 723484101 33,477 393,019 SH   DFND 7 391,219 0 1,800
PIONEER ENERGY SVCS CORP COM 723664108 2,781 911,913 SH   DFND 1,5 0 0 911,913
PIONEER NAT RES CO COM 723787107 225 1,300 SH   DFND 1 1,300 0 0
PIONEER NAT RES CO COM 723787107 859,944 4,975,089 SH   DFND 1,5 243,683 0 4,731,406
PIONEER NAT RES CO COM 723787107 15,424 89,231 SH   DFND 3 89,231 0 0
PIONEER NAT RES CO COM 723787107 13,779 79,717 SH   DFND 6 70,608 0 9,109
PIONEER NAT RES CO COM 723787107 31,075 179,781 SH   DFND 7 179,781 0 0
PITNEY BOWES INC COM 724479100 2,571 230,000 SH   DFND 7 230,000 0 0
PJT PARTNERS INC COM CL A 69343T107 31,785 697,049 SH   DFND 1,5 3,500 0 693,549
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 2,369 114,800 SH   DFND 1,5 0 0 114,800
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 24,947 1,136,559 SH   DFND 1,5 0 0 1,136,559
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 2,226 101,400 SH   DFND 7 101,400 0 0
PLANET FITNESS INC CL A 72703H101 412 11,900 SH   DFND 1,5 600 0 11,300
PLANTRONICS INC NEW COM 727493108 1,836 36,434 SH   DFND 1,5 0 0 36,434
PLATFORM SPECIALTY PRODS COR COM 72766Q105 270 27,200 SH   DFND 1 27,200 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 203,190 20,482,847 SH   DFND 1,5 3,154 0 20,479,693
PLATFORM SPECIALTY PRODS COR COM 72766Q105 9,303 937,760 SH   DFND 6 937,760 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 1,714 172,800 SH   DFND 7 172,800 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 910 91,700 SH   DFND   91,700 0 0
PLEXUS CORP COM 729132100 56,129 924,390 SH   DFND 1,5 14,643 0 909,747
PLY GEM HLDGS INC COM 72941W100 762 41,200 SH   DFND 1,5 0 0 41,200
PNC FINL SVCS GROUP INC COM 693475105 1,934,925 13,409,970 SH   DFND 1,5 566,562 0 12,843,408
PNC FINL SVCS GROUP INC COM 693475105 101,778 705,369 SH   DFND 3 705,369 0 0
PNC FINL SVCS GROUP INC COM 693475105 21,822 151,234 SH   DFND 6 151,234 0 0
PNC FINL SVCS GROUP INC COM 693475105 47,075 326,256 SH   DFND 7 143,775 0 182,481
POLARIS INDS INC COM 731068102 210,793 1,700,077 SH   DFND 1,5 46,340 0 1,653,737
POLARIS INDS INC COM 731068102 446 3,600 SH   DFND 6 3,600 0 0
POLYONE CORP COM 73179P106 71,498 1,643,639 SH   DFND 1,5 5,461 0 1,638,178
POOL CORPORATION COM 73278L105 145,496 1,122,221 SH   DFND 1,5 65,544 0 1,056,677
POPULAR INC COM NEW 733174700 132,847 3,743,232 SH   DFND 1,5 0 0 3,743,232
POPULAR INC COM NEW 733174700 1,065 30,000 SH   DFND 7 30,000 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 67,088 1,471,877 SH   DFND 1,5 59 0 1,471,818
PORTLAND GEN ELEC CO COM NEW 736508847 35,363 775,840 SH   DFND 6 775,840 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 10,380 227,737 SH   DFND 7 227,737 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 205,573 4,222,946 SH   DFND 1,5 161,141 0 4,061,805
PORTOLA PHARMACEUTICALS INC COM 737010108 1,086 22,300 SH   DFND 6 22,300 0 0
POST HLDGS INC COM 737446104 344,835 4,352,328 SH   DFND 1,5 16,300 0 4,336,028
POST HLDGS INC COM 737446104 48,839 616,424 SH   DFND 6 601,054 0 15,370
POST HLDGS INC COM 737446104 35,997 454,334 SH   DFND 7 428,334 0 26,000
POTASH CORP SASK INC COM 73755L107 501,555 24,455,175 SH   DFND 1,5 890,803 0 23,564,372
POTASH CORP SASK INC COM 73755L107 11,680 569,500 SH   DFND 1,10 0 0 569,500
POTASH CORP SASK INC COM 73755L107 43,805 2,135,889 SH   DFND 3 2,135,889 0 0
POTASH CORP SASK INC COM 73755L107 25,276 1,232,405 SH   DFND 6 893,905 0 338,500
POTASH CORP SASK INC COM 73755L107 9,857 480,600 SH   DFND 7 337,700 0 142,900
POTASH CORP SASK INC COM 73755L107 26,662 1,300,000 SH   DFND 11 1,300,000 0 0
POTLATCH CORP NEW COM 737630103 82,692 1,657,160 SH   DFND 1,5 152 0 1,657,008
POTLATCH CORP NEW COM 737630103 15,733 315,300 SH   DFND 6 315,300 0 0
POTLATCH CORP NEW COM 737630103 9,040 181,155 SH   DFND 7 154,755 0 26,400
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 568 24,653 SH   DFND 1,5 24,653 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 21,558 138,408 SH   DFND 3 138,408 0 0
PPG INDS INC COM 693506107 85,642 733,109 SH   DFND 1,5 54,243 0 678,866
PPG INDS INC COM 693506107 17,078 146,192 SH   DFND 3 146,192 0 0
PPG INDS INC COM 693506107 357 3,056 SH   DFND 6 3,056 0 0
PPG INDS INC COM 693506107 1,866 15,970 SH   DFND 7 0 0 15,970
PPL CORP COM 69351T106 440,525 14,233,434 SH   DFND 1,5 656,037 0 13,577,397
PPL CORP COM 69351T106 74,562 2,409,112 SH   DFND 3 2,409,112 0 0
PPL CORP COM 69351T106 8,779 283,649 SH   DFND 6 283,649 0 0
PPL CORP COM 69351T106 5,037 162,761 SH   DFND 7 158,061 0 4,700
PQ GROUP HLDGS INC COM 73943T103 17,149 1,042,500 SH   DFND 1,5 0 0 1,042,500
PRA HEALTH SCIENCES INC COM 69354M108 125,531 1,378,405 SH   DFND 1,5 135,720 0 1,242,685
PRAXAIR INC COM 74005P104 158,947 1,027,589 SH   DFND 1,5 117,789 0 909,800
PRAXAIR INC COM 74005P104 27,303 176,510 SH   DFND 3 176,510 0 0
PRAXAIR INC COM 74005P104 1,299 8,400 SH   DFND 7 8,400 0 0
PRECISION DRILLING CORP COM 2010 74022D308 24,430 8,059,880 SH   DFND 1,5 26,300 0 8,033,580
PRECISION DRILLING CORP COM 2010 74022D308 87 28,620 SH   DFND 7 28,620 0 0
PRECISION DRILLING CORP COM 2010 74022D308 67,592 22,299,930 SH   DFND 11 20,970,360 0 1,329,570
PREFERRED BK LOS ANGELES CA COM NEW 740367404 21,543 366,502 SH   DFND 1,5 1,002 0 365,500
PREFORMED LINE PRODS CO COM 740444104 6,049 85,133 SH   DFND 6 85,133 0 0
PREFORMED LINE PRODS CO COM 740444104 1,848 26,010 SH   DFND 7 26,010 0 0
PREMIER INC CL A 74051N102 224,390 7,687,209 SH   DFND 1,5 147,500 0 7,539,709
PREMIER INC CL A 74051N102 4,994 171,073 SH   DFND 1,12 18,706 0 152,367
PREMIER INC CL A 74051N102 1,460 50,000 SH   DFND 7 50,000 0 0
PRESBIA PLC SHS G7234P100 9,734 2,568,278 SH   DFND 1,5 821,590 0 1,746,688
PRESIDIO INC COM 74102M103 328 17,100 SH   DFND 1 17,100 0 0
PRESIDIO INC COM 74102M103 199,856 10,425,454 SH   DFND 1,5 0 0 10,425,454
PRESTIGE BRANDS HLDGS INC COM 74112D101 187,852 4,229,951 SH   DFND 1,5 97,751 0 4,132,200
PRESTIGE BRANDS HLDGS INC COM 74112D101 9,964 224,366 SH   DFND 6 224,366 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 676 15,218 SH   DFND 7 15,218 0 0
PRETIUM RES INC COM 74139C102 22,676 1,987,683 SH   DFND 1,5 0 0 1,987,683
PRGX GLOBAL INC COM NEW 69357C503 132 18,585 SH   DFND 3 18,585 0 0
PRICE T ROWE GROUP INC COM 74144T108 117,072 1,115,717 SH   DFND 1,5 72,900 0 1,042,817
PRICE T ROWE GROUP INC COM 74144T108 11,045 105,264 SH   DFND 3 105,264 0 0
PRICELINE GRP INC COM NEW 741503403 474 273 SH   DFND 1 273 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 21,790 15,804,000 PRN   DFND 1,5 0 0 0
PRICELINE GRP INC COM NEW 741503403 2,063,019 1,187,185 SH   DFND 1,5 148,174 0 1,039,011
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 9,238 7,900,000 PRN   DFND 1,5 0 0 0
PRICELINE GRP INC COM NEW 741503403 55,971 32,209 SH   DFND 3 32,209 0 0
PRICELINE GRP INC COM NEW 741503403 18,910 10,882 SH   DFND 6 10,882 0 0
PRICELINE GRP INC COM NEW 741503403 12,164 7,000 SH   DFND 7 4,300 0 2,700
PRICESMART INC COM 741511109 97,030 1,126,941 SH   DFND 1,5 31,128 0 1,095,813
PRICESMART INC COM 741511109 2,583 30,000 SH   DFND 7 30,000 0 0
PRIMERICA INC COM 74164M108 139,258 1,371,326 SH   DFND 1,5 11,559 0 1,359,767
PRIMERICA INC COM 74164M108 6,301 62,051 SH   DFND 1,12 7,000 0 55,051
PRINCIPAL FINL GROUP INC COM 74251V102 188,163 2,666,709 SH   DFND 1,5 69,897 0 2,596,812
PRINCIPAL FINL GROUP INC COM 74251V102 14,049 199,102 SH   DFND 3 199,102 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 451 6,390 SH   DFND 6 6,390 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 8,943 126,748 SH   DFND 7 126,748 0 0
PROASSURANCE CORP COM 74267C106 103,146 1,804,825 SH   DFND 1,5 407 0 1,804,418
PROASSURANCE CORP COM 74267C106 689 12,056 SH   DFND 7 12,056 0 0
PROCTER AND GAMBLE CO COM 742718109 1,809,447 19,693,589 SH   DFND 1,5 1,154,541 0 18,539,048
PROCTER AND GAMBLE CO COM 742718109 254,453 2,769,408 SH   DFND 3 2,769,408 0 0
PROCTER AND GAMBLE CO COM 742718109 28,038 305,164 SH   DFND 6 279,798 0 25,366
PROCTER AND GAMBLE CO COM 742718109 71,815 781,618 SH   DFND 7 250,679 0 530,939
PROGENICS PHARMACEUTICALS IN COM 743187106 11,038 1,855,156 SH   DFND 1,5 0 0 1,855,156
PROGRESSIVE CORP OHIO COM 743315103 137,329 2,438,363 SH   DFND 1,5 110,062 0 2,328,301
PROGRESSIVE CORP OHIO COM 743315103 7,563 134,279 SH   DFND 3 134,279 0 0
PROGRESSIVE CORP OHIO COM 743315103 1,807 32,076 SH   DFND 6 32,076 0 0
PROGRESSIVE CORP OHIO COM 743315103 3,198 56,783 SH   DFND 7 56,783 0 0
PROLOGIS INC COM 74340W103 554,244 8,591,600 SH   DFND 1 8,591,600 0 0
PROLOGIS INC COM 74340W103 588,718 9,125,993 SH   DFND 1,5 284,106 0 8,841,887
PROLOGIS INC COM 74340W103 7,252 112,419 SH   DFND 3 112,419 0 0
PROLOGIS INC COM 74340W103 24,465 379,243 SH   DFND 6 379,243 0 0
PROLOGIS INC COM 74340W103 16,467 255,267 SH   DFND 7 139,000 0 116,267
PROOFPOINT INC COM 743424103 80,112 902,061 SH   DFND 1,5 231,000 0 671,061
PROOFPOINT INC COM 743424103 4,095 46,110 SH   DFND 11 46,110 0 0
PROPETRO HLDG CORP COM 74347M108 26,141 1,296,700 SH   DFND 1,5 0 0 1,296,700
PROPETRO HLDG CORP COM 74347M108 12,600 625,000 SH   DFND 6 625,000 0 0
PROPETRO HLDG CORP COM 74347M108 5,707 283,100 SH   DFND 7 283,100 0 0
PROQR THRAPEUTICS N V SHS EURO N71542109 767 237,916 SH   DFND 1,5 0 0 237,916
PROS HOLDINGS INC COM 74346Y103 22,857 864,148 SH   DFND 1,5 0 0 864,148
PROSPECT CAPITAL CORPORATION NOTE 5.750% 3/1 74348TAL6 10 10,000 SH   DFND 1,5 0 0 0
PROSPERITY BANCSHARES INC COM 743606105 361,384 5,157,474 SH   DFND 1,5 52,796 0 5,104,678
PROTAGONIST THERAPEUTICS INC COM 74366E102 63,065 3,031,949 SH   DFND 1,5 356,120 0 2,675,829
PROTAGONIST THERAPEUTICS INC COM 74366E102 832 40,000 SH   DFND 7 40,000 0 0
PROTEOSTASIS THERAPEUTICS IN COM 74373B109 4,999 857,500 SH   DFND 1,5 0 0 857,500
PROTHENA CORP PLC SHS G72800108 215,163 5,739,214 SH   DFND 1,5 1,276,396 0 4,462,818
PROTHENA CORP PLC SHS G72800108 862 23,000 SH   DFND 7 23,000 0 0
PROTO LABS INC COM 743713109 1,206 11,708 SH   DFND 1,5 0 0 11,708
PROVIDENCE SVC CORP COM 743815102 5,863 98,800 SH   DFND 1,5 0 0 98,800
PRUDENTIAL FINL INC COM 744320102 35,312 307,110 SH   DFND 1,5 16 0 307,094
PRUDENTIAL FINL INC COM 744320102 83,960 730,218 SH   DFND 3 730,218 0 0
PRUDENTIAL PLC ADR 74435K204 730 14,373 SH   DFND 3 14,373 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 16,175 129,310 SH   DFND 6 129,310 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 4,642 37,110 SH   DFND 7 37,110 0 0
PTC INC COM 69370C100 363,005 5,973,425 SH   DFND 1,5 154,913 0 5,818,512
PTC INC COM 69370C100 213,870 3,519,327 SH   DFND 1,9 0 0 3,519,327
PTC INC COM 69370C100 4,479 73,700 SH   DFND 7 73,700 0 0
PTC THERAPEUTICS INC COM 69366J200 19,318 1,158,154 SH   DFND 1,5 0 0 1,158,154
PUBLIC STORAGE COM 74460D109 261,672 1,252,017 SH   DFND 1 1,252,017 0 0
PUBLIC STORAGE COM 74460D109 561,231 2,685,315 SH   DFND 1,5 91,985 0 2,593,330
PUBLIC STORAGE COM 74460D109 43,410 207,702 SH   DFND 3 207,702 0 0
PUBLIC STORAGE COM 74460D109 40,515 193,851 SH   DFND 6 189,519 0 4,332
PUBLIC STORAGE COM 74460D109 44,845 214,570 SH   DFND 7 160,984 0 53,586
PUBLIC STORAGE COM 74460D109 5,687 27,210 SH   DFND 11 27,210 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 389,451 7,562,162 SH   DFND 1,5 127,231 0 7,434,931
PUBLIC SVC ENTERPRISE GROUP COM 744573106 35,344 686,296 SH   DFND 3 686,296 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,915 37,179 SH   DFND 6 37,179 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 10,937 212,365 SH   DFND 7 198,465 0 13,900
PULTE GROUP INC COM 745867101 157,509 4,737,123 SH   DFND 1,5 52,988 0 4,684,135
PULTE GROUP INC COM 745867101 3,260 98,046 SH   DFND 3 98,046 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 168,851 1,708,154 SH   DFND 1,5 0 0 1,708,154
PURE STORAGE INC CL A 74624M102 102,309 6,450,776 SH   DFND 1,5 2,097,579 0 4,353,197
PVH CORP COM 693656100 809,449 5,899,346 SH   DFND 1,5 58,581 0 5,840,765
PVH CORP COM 693656100 12,363 90,102 SH   DFND 3 90,102 0 0
PVH CORP COM 693656100 17,903 130,478 SH   DFND 6 130,478 0 0
PVH CORP COM 693656100 4,049 29,509 SH   DFND 7 29,509 0 0
PVH CORP COM 693656100 7,025 51,200 SH   DFND 11 51,200 0 0
Q2 HLDGS INC COM 74736L109 2,237 60,692 SH   DFND 1,5 7,636 0 53,056
QCR HOLDINGS INC COM 74727A104 1,071 25,000 SH   DFND 3 25,000 0 0
QEP RES INC COM 74733V100 4,390 458,700 SH   DFND 1,5 0 0 458,700
QORVO INC COM 74736K101 266 4,000 SH   DFND 1 4,000 0 0
QORVO INC COM 74736K101 584,982 8,783,515 SH   DFND 1,5 143,399 0 8,640,116
QORVO INC COM 74736K101 239 3,588 SH   DFND 3 3,588 0 0
QUALCOMM INC COM 747525103 665 10,381 SH   DFND 1 10,381 0 0
QUALCOMM INC COM 747525103 3,819,449 59,660,239 SH   DFND 1,5 2,131,823 0 57,528,416
QUALCOMM INC COM 747525103 397,600 6,210,559 SH   DFND 1,9 1,067 0 6,209,492
QUALCOMM INC COM 747525103 215,986 3,373,725 SH   DFND 3 3,373,725 0 0
QUALCOMM INC COM 747525103 59,122 923,493 SH   DFND 6 912,015 0 11,478
QUALCOMM INC COM 747525103 121,742 1,901,620 SH   DFND 7 977,137 0 924,483
QUALCOMM INC COM 747525103 3,201 50,000 SH   DFND 11 50,000 0 0
QUALITY CARE PPTYS INC COM 747545101 4,347 314,799 SH   DFND 1,5 0 0 314,799
QUANTA SVCS INC COM 74762E102 9,408 240,542 SH   DFND 1,5 7,943 0 232,599
QUANTA SVCS INC COM 74762E102 843 21,551 SH   DFND 3 21,551 0 0
QUANTENNA COMMUNICATIONS INC COM 74766D100 51,139 4,191,750 SH   DFND 1,5 16,500 0 4,175,250
QUANTERIX CORP COM 74766Q101 25,571 1,190,989 SH   DFND 1,5 18,000 0 1,172,989
QUANTERIX CORP COM 74766Q101 262 12,200 SH   DFND 6 12,200 0 0
QUDIAN INC ADR 747798106 426 34,000 SH   DFND 1,5 0 0 34,000
QUEST DIAGNOSTICS INC COM 74834L100 149,137 1,514,240 SH   DFND 1,5 138,965 0 1,375,275
QUEST DIAGNOSTICS INC COM 74834L100 4,307 43,730 SH   DFND 3 43,730 0 0
QUEST DIAGNOSTICS INC COM 74834L100 1,556 15,800 SH   DFND 6 15,800 0 0
QUEST DIAGNOSTICS INC COM 74834L100 3,907 39,668 SH   DFND 7 33,068 0 6,600
R1 RCM INC COM 749397105 3,422 776,002 SH   DFND 1,5 52,800 0 723,202
RADIAN GROUP INC COM 750236101 843 40,880 SH   DFND 1 40,880 0 0
RADIAN GROUP INC COM 750236101 374,775 18,184,150 SH   DFND 1,5 1,252,717 0 16,931,433
RADIAN GROUP INC COM 750236101 8,919 432,744 SH   DFND 6 432,744 0 0
RADIUS HEALTH INC COM NEW 750469207 67,955 2,138,978 SH   DFND 1,5 2,715 0 2,136,263
RADIUS HEALTH INC COM NEW 750469207 21,252 668,934 SH   DFND 6 668,934 0 0
RADIUS HEALTH INC COM NEW 750469207 7,321 230,442 SH   DFND 7 196,442 0 34,000
RADWARE LTD ORD M81873107 890 45,881 SH   DFND 1,5 0 0 45,881
RAIT FINANCIAL TRUST NOTE 4.000%10/0 749227AB0 39,944 43,300,000 PRN   DFND 1,5 0 0 0
RALPH LAUREN CORP CL A 751212101 46,538 448,818 SH   DFND 1,5 18 0 448,800
RALPH LAUREN CORP CL A 751212101 2,628 25,349 SH   DFND 3 25,349 0 0
RANDGOLD RES LTD ADR 752344309 306,784 3,102,277 SH   DFND 1,5 94,129 0 3,008,148
RANDGOLD RES LTD ADR 752344309 42,714 431,930 SH   DFND 11 431,930 0 0
RANGE RES CORP COM 75281A109 19,619 1,150,028 SH   DFND 1,5 728 0 1,149,300
RANGE RES CORP COM 75281A109 795 46,613 SH   DFND 3 46,613 0 0
RANGE RES CORP COM 75281A109 311 18,250 SH   DFND 7 18,250 0 0
RANGER ENERGY SVCS INC COM CL A 75282U104 3,157 342,032 SH   DFND 1,5 0 0 342,032
RAYMOND JAMES FINANCIAL INC COM 754730109 42,705 478,219 SH   DFND 1,5 0 0 478,219
RAYMOND JAMES FINANCIAL INC COM 754730109 487 5,455 SH   DFND 3 5,455 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,340 15,000 SH   DFND 6 15,000 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,871 20,947 SH   DFND 7 6,347 0 14,600
RAYTHEON CO COM NEW 755111507 1,499 7,982 SH   DFND 1 7,982 0 0
RAYTHEON CO COM NEW 755111507 1,286,028 6,846,036 SH   DFND 1,5 245,239 0 6,600,797
RAYTHEON CO COM NEW 755111507 73,407 390,775 SH   DFND 3 390,775 0 0
RAYTHEON CO COM NEW 755111507 4,048 21,550 SH   DFND 6 21,550 0 0
RAYTHEON CO COM NEW 755111507 5,147 27,400 SH   DFND 7 24,700 0 2,700
REALOGY HLDGS CORP COM 75605Y106 299 11,300 SH   DFND 1 11,300 0 0
REALOGY HLDGS CORP COM 75605Y106 271,328 10,238,789 SH   DFND 1,5 198,410 0 10,040,379
REALPAGE INC COM 75606N109 70,007 1,580,292 SH   DFND 1,5 34,557 0 1,545,735
REALPAGE INC COM 75606N109 1,694 38,242 SH   DFND 1,9 0 0 38,242
REALPAGE INC COM 75606N109 13,241 298,900 SH   DFND 6 298,900 0 0
REALPAGE INC COM 75606N109 4,957 111,900 SH   DFND 7 111,900 0 0
REALTY INCOME CORP COM 756109104 2,752 48,256 SH   DFND 3 48,256 0 0
REATA PHARMACEUTICALS INC CL A 75615P103 18,671 659,291 SH   DFND 1,5 0 0 659,291
RED HAT INC COM 756577102 215 1,790 SH   DFND 1 1,790 0 0
RED HAT INC COM 756577102 1,538,224 12,807,863 SH   DFND 1,5 3,098,160 0 9,709,703
RED HAT INC NOTE 0.250%10/0 756577AD4 18,440 11,210,000 PRN   DFND 1,5 0 0 0
RED HAT INC COM 756577102 53,919 448,954 SH   DFND 1,9 154 0 448,800
RED HAT INC COM 756577102 2,867 23,872 SH   DFND 3 23,872 0 0
RED HAT INC COM 756577102 3,639 30,300 SH   DFND 6 30,300 0 0
RED HAT INC COM 756577102 4,167 34,700 SH   DFND 7 34,700 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 885 15,700 SH   DFND 1,5 0 0 15,700
RED ROCK RESORTS INC CL A 75700L108 182,597 5,411,878 SH   DFND 1,5 1,786 0 5,410,092
REDFIN CORP COM 75737F108 90,801 3,025,483 SH   DFND 1,5 42,380 0 2,983,103
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 17,272 17,250,000 PRN   DFND 1,5 0 0 0
REDWOOD TR INC COM 758075402 18,525 1,250,023 SH   DFND 1,5 63,161 0 1,186,862
REDWOOD TR INC COM 758075402 11,617 783,840 SH   DFND 6 783,840 0 0
REDWOOD TR INC COM 758075402 8,076 544,962 SH   DFND 7 446,362 0 98,600
REGAL BELOIT CORP COM 758750103 499,500 6,520,894 SH   DFND 1,5 86,936 0 6,433,958
REGAL BELOIT CORP COM 758750103 534 6,966 SH   DFND 3 6,966 0 0
REGAL BELOIT CORP COM 758750103 5,428 70,859 SH   DFND 6 70,859 0 0
REGAL BELOIT CORP COM 758750103 3,584 46,792 SH   DFND 7 11,892 0 34,900
REGAL ENTMT GROUP CL A 758766109 1,220 53,000 SH   DFND 7 2,200 0 50,800
REGAL ENTMT GROUP CL A 758766109 143,121 6,219,943 SH   DFND 11 6,219,943 0 0
REGENCY CTRS CORP COM 758849103 151,055 2,183,500 SH   DFND 1 2,183,500 0 0
REGENCY CTRS CORP COM 758849103 85,302 1,233,050 SH   DFND 1,5 56,937 0 1,176,113
REGENCY CTRS CORP COM 758849103 5,442 78,670 SH   DFND 3 78,670 0 0
REGENERON PHARMACEUTICALS COM 75886F107 2,072,662 5,512,986 SH   DFND 1,5 710,994 0 4,801,992
REGENERON PHARMACEUTICALS COM 75886F107 18,152 48,281 SH   DFND 3 48,281 0 0
REGENERON PHARMACEUTICALS COM 75886F107 19,292 51,314 SH   DFND 6 51,314 0 0
REGENERON PHARMACEUTICALS COM 75886F107 6,300 16,758 SH   DFND 7 3,004 0 13,754
REGENXBIO INC COM 75901B107 69,546 2,091,594 SH   DFND 1,5 0 0 2,091,594
REGIONS FINL CORP NEW COM 7591EP100 183 10,577 SH   DFND 1 10,577 0 0
REGIONS FINL CORP NEW COM 7591EP100 593,985 34,374,112 SH   DFND 1,5 716,941 0 33,657,171
REGIONS FINL CORP NEW COM 7591EP100 41,219 2,385,341 SH   DFND 3 2,385,341 0 0
REGIONS FINL CORP NEW COM 7591EP100 27,176 1,572,697 SH   DFND 6 1,415,324 0 157,373
REGIONS FINL CORP NEW COM 7591EP100 54,810 3,171,896 SH   DFND 7 3,171,896 0 0
REGULUS THERAPEUTICS INC COM 75915K101 16,217 15,593,272 SH   DFND 1,5 3,357,056 0 12,236,216
REINSURANCE GROUP AMER INC COM NEW 759351604 493,453 3,164,583 SH   DFND 1,5 38,042 0 3,126,541
REINSURANCE GROUP AMER INC COM NEW 759351604 34,761 222,925 SH   DFND 6 213,199 0 9,726
REINSURANCE GROUP AMER INC COM NEW 759351604 18,075 115,916 SH   DFND 7 115,916 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 49,178 573,236 SH   DFND 1,5 50,236 0 523,000
RENAISSANCERE HOLDINGS LTD COM G7496G103 259,505 2,066,287 SH   DFND 1,5 264,123 0 1,802,164
REPLIGEN CORP COM 759916109 32,991 909,355 SH   DFND 1,5 1,842 0 907,513
REPROS THERAPEUTICS INC COM NEW 76028H209 773 1,171,544 SH   DFND 1,5 0 0 1,171,544
REPUBLIC FIRST BANCORP INC COM 760416107 13,843 1,638,200 SH   DFND 1,5 295,300 0 1,342,900
REPUBLIC SVCS INC COM 760759100 2,391 35,371 SH   DFND 3 35,371 0 0
RESMED INC COM 761152107 329 3,883 SH   DFND 1 3,883 0 0
RESMED INC COM 761152107 667,465 7,881,276 SH   DFND 1,5 283,763 0 7,597,513
RESMED INC COM 761152107 5,099 60,207 SH   DFND 1,12 6,600 0 53,607
RESMED INC COM 761152107 313 3,699 SH   DFND 3 3,699 0 0
RESMED INC COM 761152107 1,635 19,300 SH   DFND 6 19,300 0 0
RESMED INC COM 761152107 8,449 99,768 SH   DFND 7 98,568 0 1,200
RESOLUTE ENERGY CORP COM NEW 76116A306 3,548 112,757 SH   DFND 1,5 0 0 112,757
RESOLUTE ENERGY CORP COM NEW 76116A306 3,676 116,800 SH   DFND 6 116,800 0 0
RESOLUTE ENERGY CORP COM NEW 76116A306 1,438 45,700 SH   DFND 7 45,700 0 0
RESOURCE CAP CORP COM NEW 76120W708 2,782 296,948 SH   DFND 1,5 0 0 296,948
RESOURCE CAP CORP NOTE 4.500% 8/1 76120WAC8 5,670 6,000,000 PRN   DFND 1,5 0 0 0
RESOURCE CAP CORP NOTE 6.000%12/0 76120WAA2 7,382 7,300,000 PRN   DFND 1,5 0 0 0
RESOURCE CAP CORP NOTE 8.000% 1/1 76120WAB0 16,562 16,000,000 PRN   DFND 1,5 0 0 0
RESOURCES CONNECTION INC COM 76122Q105 777 50,300 SH   DFND 1,5 50,300 0 0
RESOURCES CONNECTION INC COM 76122Q105 422 27,300 SH   DFND 1,10 0 0 27,300
RESTAURANT BRANDS INTL INC COM 76131D103 16,899 274,910 SH   DFND 1,5 0 0 274,910
RESTAURANT BRANDS INTL INC COM 76131D103 12,428 202,182 SH   DFND 6 125,582 0 76,600
RESTAURANT BRANDS INTL INC COM 76131D103 27,789 452,062 SH   DFND 7 391,618 0 60,444
RESTAURANT BRANDS INTL INC COM 76131D103 788,453 12,826,271 SH   DFND 11 11,357,266 0 1,469,005
RESTAURANT BRANDS INTL INC COM 76131D103 1,088 17,701 SH   DFND   17,701 0 0
RETROPHIN INC COM 761299106 28,226 1,339,645 SH   DFND 1,5 0 0 1,339,645
REV GROUP INC COM 749527107 358 11,000 SH   DFND 1,5 0 0 11,000
REVANCE THERAPEUTICS INC COM 761330109 7,207 201,600 SH   DFND 1,5 0 0 201,600
REXFORD INDL RLTY INC COM 76169C100 53,163 1,823,142 SH   DFND 1,5 42,400 0 1,780,742
REXFORD INDL RLTY INC COM 76169C100 23,538 807,200 SH   DFND 6 807,200 0 0
REXFORD INDL RLTY INC COM 76169C100 13,704 469,961 SH   DFND 7 338,361 0 131,600
REXNORD CORP NEW COM 76169B102 95,549 3,672,123 SH   DFND 1,5 22,063 0 3,650,060
REXNORD CORP NEW COM 76169B102 3,457 132,844 SH   DFND 1,12 14,600 0 118,244
RH COM 74967X103 271,718 3,151,820 SH   DFND 1,5 644,772 0 2,507,048
RH COM 74967X103 3,851 44,671 SH   DFND 6 44,671 0 0
RHYTHM PHARMACEUTICALS INC COM 76243J105 37,854 1,302,600 SH   DFND 1,5 313,200 0 989,400
RIBBON COMMUNICATIONS INC COM 762544104 2,199 284,520 SH   DFND 1,5 0 0 284,520
RICE MIDSTREAM PARTNERS LP UNIT LTD PARTN 762819100 1,262 58,800 SH   DFND 1,5 0 0 58,800
RIGEL PHARMACEUTICALS INC COM NEW 766559603 85,258 21,973,663 SH   DFND 1,5 6,591,746 0 15,381,917
RIGNET INC COM 766582100 39,426 2,637,220 SH   DFND 1,5 10,289 0 2,626,931
RIGNET INC COM 766582100 604 40,400 SH   DFND 7 40,400 0 0
RIMINI STR INC DEL COM 76674Q107 158 20,000 SH   DFND 11 20,000 0 0
RING ENERGY INC COM 76680V108 19,458 1,399,848 SH   DFND 1,5 0 0 1,399,848
RING ENERGY INC COM 76680V108 516 37,100 SH   DFND 7 37,100 0 0
RINGCENTRAL INC CL A 76680R206 253,176 5,230,900 SH   DFND 1,5 327,578 0 4,903,322
RINGCENTRAL INC CL A 76680R206 47,043 971,968 SH   DFND 6 971,968 0 0
RINGCENTRAL INC CL A 76680R206 9,332 192,800 SH   DFND 7 192,800 0 0
RIO TINTO PLC SPONSORED ADR 767204100 212 4,014 SH   DFND 3 4,014 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 23,165 773,600 SH   DFND 1,5 0 0 773,600
RITE AID CORP COM 767754104 20,863 10,590,268 SH   DFND 1,5 0 0 10,590,268
RLJ LODGING TR COM 74965L101 5,710 259,900 SH   DFND 1 259,900 0 0
RLJ LODGING TR CUM CONV PFD A 74965L200 5,495 203,435 SH   DFND 1,5 29,900 0 173,535
RLJ LODGING TR COM 74965L101 9,029 410,956 SH   DFND 1,5 130 0 410,826
RLJ LODGING TR CUM CONV PFD A 74965L200 727 26,900 SH   DFND 6 0 0 26,900
RLJ LODGING TR COM 74965L101 597 27,186 SH   DFND 7 27,186 0 0
RMR GROUP INC CL A 74967R106 20,022 337,633 SH   DFND 1,5 661 0 336,972
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 38,526 4,996,917 SH   DFND 1,5 730,530 0 4,266,387
ROBERT HALF INTL INC COM 770323103 103,873 1,870,243 SH   DFND 1,5 286,456 0 1,583,787
ROBERT HALF INTL INC COM 770323103 1,047 18,856 SH   DFND 3 18,856 0 0
ROBERT HALF INTL INC COM 770323103 2,655 47,800 SH   DFND 7 47,800 0 0
ROCKWELL AUTOMATION INC COM 773903109 1,257 6,400 SH   DFND 1,9 0 0 6,400
ROCKWELL AUTOMATION INC COM 773903109 4,422 22,522 SH   DFND 3 22,522 0 0
ROCKWELL COLLINS INC COM 774341101 195,546 1,441,870 SH   DFND 1,5 24,800 0 1,417,070
ROCKWELL COLLINS INC COM 774341101 4,682 34,521 SH   DFND 3 34,521 0 0
ROCKWELL COLLINS INC COM 774341101 8,211 60,541 SH   DFND 6 60,541 0 0
ROCKWELL COLLINS INC COM 774341101 2,367 17,451 SH   DFND 7 17,451 0 0
ROCKY MTN CHOCOLATE FACTORY COM 77467X101 6,959 589,746 SH   DFND 1,5 127,286 0 462,460
ROGERS COMMUNICATIONS INC CL B 775109200 71,232 1,397,956 SH   DFND 1,5 16 0 1,397,940
ROGERS COMMUNICATIONS INC CL B 775109200 10,916 214,237 SH   DFND 6 134,837 0 79,400
ROGERS COMMUNICATIONS INC CL B 775109200 35,003 686,940 SH   DFND 7 623,940 0 63,000
ROGERS COMMUNICATIONS INC CL B 775109200 1,274,382 25,010,121 SH   DFND 11 22,782,716 0 2,227,405
ROGERS COMMUNICATIONS INC CL B 775109200 1,534 30,100 SH   DFND   30,100 0 0
ROKU INC COM CL A 77543R102 98,936 1,910,694 SH   DFND 1,5 452,115 0 1,458,579
ROKU INC COM CL A 77543R102 635 12,271 SH   DFND 3 12,271 0 0
ROKU INC COM CL A 77543R102 5,069 97,900 SH   DFND 11 97,900 0 0
ROLLINS INC COM 775711104 1,368 29,400 SH   DFND 7 29,400 0 0
ROPER TECHNOLOGIES INC COM 776696106 206,712 798,114 SH   DFND 1,5 58,390 0 739,724
ROPER TECHNOLOGIES INC COM 776696106 10,873 41,982 SH   DFND 3 41,982 0 0
ROPER TECHNOLOGIES INC COM 776696106 1,379 5,323 SH   DFND 6 5,323 0 0
ROPER TECHNOLOGIES INC COM 776696106 2,574 9,940 SH   DFND 7 9,340 0 600
ROSS STORES INC COM 778296103 2,047,569 25,514,883 SH   DFND 1,5 2,424,768 0 23,090,115
ROSS STORES INC COM 778296103 8,098 100,914 SH   DFND 3 100,914 0 0
ROSS STORES INC COM 778296103 7,928 98,787 SH   DFND 6 98,787 0 0
ROSS STORES INC COM 778296103 6,894 85,905 SH   DFND 7 78,205 0 7,700
ROWAN COMPANIES PLC SHS CL A G7665A101 25,846 1,650,472 SH   DFND 1,5 172 0 1,650,300
ROYAL BK CDA MONTREAL QUE COM 780087102 302,917 3,709,365 SH   DFND 1,5 143,056 0 3,566,309
ROYAL BK CDA MONTREAL QUE COM 780087102 40,659 497,895 SH   DFND 1,10 295 0 497,600
ROYAL BK CDA MONTREAL QUE COM 780087102 410 5,018 SH   DFND 3 5,018 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 44,131 540,409 SH   DFND 6 327,209 0 213,200
ROYAL BK CDA MONTREAL QUE COM 780087102 77,949 954,522 SH   DFND 7 792,822 0 161,700
ROYAL BK CDA MONTREAL QUE COM 780087102 1,734,981 21,245,705 SH   DFND 11 17,578,450 0 3,667,255
ROYAL BK CDA MONTREAL QUE COM 780087102 7,742 94,800 SH   DFND   94,800 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 561 4,700 SH   DFND 1 4,700 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 442,642 3,710,946 SH   DFND 1,5 42,155 0 3,668,791
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 5,844 48,992 SH   DFND 3 48,992 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 7,422 62,220 SH   DFND 6 62,220 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 18,680 156,605 SH   DFND 7 99,305 0 57,300
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 755,910 11,331,278 SH   DFND 2 11,331,278 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 7,315 109,660 SH   DFND 3 109,660 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 660 9,671 SH   DFND 3 9,671 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 482 7,230 SH   DFND 6 7,230 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 1,104 16,168 SH   DFND 6 846 0 15,322
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 7,436 111,468 SH   DFND 7 111,468 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 672 9,840 SH   DFND 7 9,840 0 0
ROYAL GOLD INC COM 780287108 38,093 463,867 SH   DFND 1,5 0 0 463,867
RPC INC COM 749660106 1,552 60,800 SH   DFND 7 60,800 0 0
RPM INTL INC COM 749685103 15,763 300,700 SH   DFND 1,5 0 0 300,700
RPM INTL INC COM 749685103 396 7,552 SH   DFND 3 7,552 0 0
RSP PERMIAN INC COM 74978Q105 172,423 4,238,520 SH   DFND 1,5 0 0 4,238,520
RSP PERMIAN INC COM 74978Q105 13,115 322,396 SH   DFND 6 322,396 0 0
RSP PERMIAN INC COM 74978Q105 13,581 333,840 SH   DFND 7 299,840 0 34,000
RTI SURGICAL INC COM 74975N105 382 93,162 SH   DFND 7 34,300 0 58,862
RTW HLDGS INC NOTE 5.625%11/1 749772AB5 49,186 48,820,000 PRN   DFND 1,5 0 0 0
RUBICON TECHNOLOGY INC COM NEW 78112T206 942 117,765 SH   DFND 1,9 0 0 117,765
RUBICON TECHNOLOGY INC COM NEW 78112T206 108 13,440 SH   DFND 7 13,440 0 0
RUSH ENTERPRISES INC CL A 781846209 49,030 964,966 SH   DFND 1,5 111,466 0 853,500
RUSH ENTERPRISES INC CL A 781846209 4,791 94,300 SH   DFND 6 94,300 0 0
RUSH ENTERPRISES INC CL A 781846209 1,839 36,200 SH   DFND 7 36,200 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 2,109 97,405 SH   DFND 1,5 0 0 97,405
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 1,270,007 12,189,340 SH   DFND 1,5 1,631,366 0 10,557,974
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 75,415 723,823 SH   DFND 1,10 8,158 0 715,665
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 12,555 120,500 SH   DFND 6 57,700 0 62,800
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 10,190 97,800 SH   DFND 7 60,600 0 37,200
RYDER SYS INC COM 783549108 3,872 46,000 SH   DFND 1,5 0 0 46,000
RYDER SYS INC COM 783549108 3,151 37,431 SH   DFND 3 37,431 0 0
RYDER SYS INC COM 783549108 741 8,800 SH   DFND 6 8,800 0 0
RYDER SYS INC COM 783549108 2,508 29,800 SH   DFND 7 800 0 29,000
RYERSON HLDG CORP COM 783754104 7,416 713,050 SH   DFND 1,5 150 0 712,900
S&P GLOBAL INC COM 78409V104 335 1,978 SH   DFND 1 1,978 0 0
S&P GLOBAL INC COM 78409V104 1,700,549 10,038,658 SH   DFND 1,5 876,533 0 9,162,125
S&P GLOBAL INC COM 78409V104 2,527 14,920 SH   DFND 1,10 0 0 14,920
S&P GLOBAL INC COM 78409V104 27,234 160,768 SH   DFND 3 160,768 0 0
S&P GLOBAL INC COM 78409V104 9,029 53,300 SH   DFND 7 53,300 0 0
S&P GLOBAL INC COM 78409V104 40,046 236,400 SH   DFND 11 236,400 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 32,031 1,706,500 SH   DFND 1 1,706,500 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 142,735 7,604,429 SH   DFND 1,5 208,658 0 7,395,771
SABRA HEALTH CARE REIT INC COM 78573L106 10,028 534,232 SH   DFND 6 534,232 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 3,074 163,795 SH   DFND 7 802 0 162,993
SABRE CORP COM 78573M104 19,651 958,606 SH   DFND 1,5 6 0 958,600
SAEXPLORATION HLDGS INC COM NEW 78636X204 1,736 788,877 SH   DFND 1,5 0 0 788,877
SAFETY INCOME & GROWTH INC COM 78649D104 25,456 1,446,390 SH   DFND 1,5 14,600 0 1,431,790
SAFETY INCOME & GROWTH INC COM 78649D104 1,408 80,000 SH   DFND 6 80,000 0 0
SAFETY INCOME & GROWTH INC COM 78649D104 429 24,400 SH   DFND 7 0 0 24,400
SAGA COMMUNICATIONS INC CL A NEW 786598300 21,175 523,489 SH   DFND 1,5 101,627 0 421,862
SAGE THERAPEUTICS INC COM 78667J108 1,023,906 6,216,419 SH   DFND 1,5 1,309,556 0 4,906,863
SAGE THERAPEUTICS INC COM 78667J108 3,475 21,100 SH   DFND 6 21,100 0 0
SAIA INC COM 78709Y105 891 12,588 SH   DFND 1,5 0 0 12,588
SAIA INC COM 78709Y105 22,523 318,341 SH   DFND 6 318,341 0 0
SAIA INC COM 78709Y105 6,884 97,300 SH   DFND 7 97,300 0 0
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 15,500 1,068,973 SH   DFND 1,5 169,300 0 899,673
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 1,147 79,100 SH   DFND 1,9 0 0 79,100
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 348 24,000 SH   DFND 6 24,000 0 0
SALESFORCE COM INC COM 79466L302 1,681 16,446 SH   DFND 1 16,446 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 40,861 26,685,000 PRN   DFND 1,5 0 0 0
SALESFORCE COM INC COM 79466L302 8,088,863 79,124,164 SH   DFND 1,5 11,913,408 0 67,210,756
SALESFORCE COM INC COM 79466L302 285,293 2,790,694 SH   DFND 1,9 674 0 2,790,020
SALESFORCE COM INC COM 79466L302 37,825 370,002 SH   DFND 3 370,002 0 0
SALESFORCE COM INC COM 79466L302 64,851 634,362 SH   DFND 6 634,362 0 0
SALESFORCE COM INC COM 79466L302 85,126 832,690 SH   DFND 7 742,843 0 89,847
SALLY BEAUTY HLDGS INC COM 79546E104 150,635 8,029,578 SH   DFND 1,5 375,680 0 7,653,898
SALLY BEAUTY HLDGS INC COM 79546E104 2,034 108,400 SH   DFND 6 108,400 0 0
SANDERSON FARMS INC COM 800013104 4,373 31,512 SH   DFND 1,5 12 0 31,500
SANDSTORM GOLD LTD COM NEW 80013R206 9,270 1,855,475 SH   DFND 1,5 0 0 1,855,475
SANDY SPRING BANCORP INC COM 800363103 308 7,882 SH   DFND 3 7,882 0 0
SANGAMO THERAPEUTICS INC COM 800677106 87,829 5,355,421 SH   DFND 1,5 0 0 5,355,421
SANOFI SPONSORED ADR 80105N105 344,389 8,009,040 SH   DFND 1,5 170,584 0 7,838,456
SANOFI SPONSORED ADR 80105N105 61,080 1,420,473 SH   DFND 3 1,420,473 0 0
SANOFI SPONSORED ADR 80105N105 6,583 153,100 SH   DFND 6 153,100 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 139,733 7,504,432 SH   DFND 1,5 829,811 0 6,674,621
SAP SE SPON ADR 803054204 315,877 2,811,295 SH   DFND 1,5 24,050 0 2,787,245
SAP SE SPON ADR 803054204 1,478 13,151 SH   DFND 3 13,151 0 0
SAP SE SPON ADR 803054204 4,135 36,800 SH   DFND 6 36,800 0 0
SAP SE SPON ADR 803054204 4,669 41,558 SH   DFND 7 0 0 41,558
SAREPTA THERAPEUTICS INC COM 803607100 201,750 3,625,993 SH   DFND 1,5 6,300 0 3,619,693
SAREPTA THERAPEUTICS INC COM 803607100 47,416 852,191 SH   DFND 6 852,191 0 0
SAREPTA THERAPEUTICS INC COM 803607100 19,216 345,370 SH   DFND 7 322,970 0 22,400
SAREPTA THERAPEUTICS INC COM 803607100 36,859 662,463 SH   DFND 11 662,463 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 69,930 428,076 SH   DFND 1,5 210 0 427,866
SBA COMMUNICATIONS CORP NEW CL A 78410G104 1,602 9,808 SH   DFND 3 9,808 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 1,300 7,957 SH   DFND 7 7,957 0 0
SCANA CORP NEW COM 80589M102 37,552 944,002 SH   DFND 1,5 0 0 944,002
SCANA CORP NEW COM 80589M102 4,814 121,003 SH   DFND 3 121,003 0 0
SCANA CORP NEW COM 80589M102 3,839 96,500 SH   DFND 7 96,500 0 0
SCANSOURCE INC COM 806037107 101,803 2,843,656 SH   DFND 1,5 593,648 0 2,250,008
SCHEIN HENRY INC COM 806407102 411,832 5,893,414 SH   DFND 1,5 442,074 0 5,451,340
SCHEIN HENRY INC COM 806407102 1,449 20,731 SH   DFND 3 20,731 0 0
SCHLUMBERGER LTD COM 806857108 1,088 16,142 SH   DFND 1 16,142 0 0
SCHLUMBERGER LTD COM 806857108 671,497 9,964,349 SH   DFND 1,5 428,464 0 9,535,885
SCHLUMBERGER LTD COM 806857108 21,750 322,742 SH   DFND 3 322,742 0 0
SCHLUMBERGER LTD COM 806857108 8,165 121,155 SH   DFND 7 80,088 0 41,067
SCHNEIDER NATIONAL INC CL B 80689H102 1,462 51,200 SH   DFND 1,5 0 0 51,200
SCHWAB CHARLES CORP NEW COM 808513105 1,940 37,766 SH   DFND 1 37,766 0 0
SCHWAB CHARLES CORP NEW COM 808513105 2,594,288 50,502,014 SH   DFND 1,5 6,492,601 0 44,009,413
SCHWAB CHARLES CORP NEW COM 808513105 29,235 569,115 SH   DFND 3 569,115 0 0
SCHWAB CHARLES CORP NEW COM 808513105 14,333 279,012 SH   DFND 6 279,012 0 0
SCHWAB CHARLES CORP NEW COM 808513105 14,645 285,092 SH   DFND 7 17,477 0 267,615
SCHWAB STRATEGIC TR US LCAP GR ETF 808524300 387 5,455 SH   DFND 3 5,455 0 0
SCHWAB STRATEGIC TR US LRG CAP ETF 808524201 3,675 57,393 SH   DFND 3 57,393 0 0
SCHWAB STRATEGIC TR US SML CAP ETF 808524607 233 3,318 SH   DFND 3 3,318 0 0
SCHWAB STRATEGIC TR US LCAP VA ETF 808524409 627 11,438 SH   DFND 3 11,438 0 0
SCHWAB STRATEGIC TR US BRD MKT ETF 808524102 916 14,135 SH   DFND 3 14,135 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 21,207 467,525 SH   DFND 1,5 173 0 467,352
SCIENCE APPLICATNS INTL CP N COM 808625107 146,237 1,909,841 SH   DFND 1,5 70,055 0 1,839,786
SCIENTIFIC GAMES CORP CL A 80874P109 226 4,400 SH   DFND 1 4,400 0 0
SCIENTIFIC GAMES CORP CL A 80874P109 41,543 809,813 SH   DFND 1,5 0 0 809,813
SCORPIO TANKERS INC SHS Y7542C106 65 21,400 SH   DFND 1 21,400 0 0
SCORPIO TANKERS INC SHS Y7542C106 63,877 20,943,285 SH   DFND 1,5 5,704,519 0 15,238,766
SCOTTS MIRACLE GRO CO CL A 810186106 344,484 3,219,776 SH   DFND 1,5 797,138 0 2,422,638
SCOTTS MIRACLE GRO CO CL A 810186106 29,557 276,263 SH   DFND 6 276,263 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 14,933 139,573 SH   DFND 7 106,873 0 32,700
SCPHARMACEUTICALS INC COM 810648105 2,418 200,000 SH   DFND 1,5 0 0 200,000
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 25,579 299,590 SH   DFND 1,5 0 0 299,590
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 6,333 74,172 SH   DFND 3 74,172 0 0
SEA LTD ADR 81141R100 17,042 1,278,500 SH   DFND 1,5 410,100 0 868,400
SEA LTD ADR 81141R100 2,905 217,900 SH   DFND 1,9 0 0 217,900
SEABOARD CORP COM 811543107 289,225 65,584 SH   DFND 1,5 18,413 0 47,171
SEABOARD CORP COM 811543107 4,410 1,000 SH   DFND 6 1,000 0 0
SEABRIDGE GOLD INC COM 811916105 16,973 1,502,039 SH   DFND 1,5 0 0 1,502,039
SEAGATE TECHNOLOGY PLC SHS G7945M107 1,343,992 32,122,182 SH   DFND 1,5 3,576,123 0 28,546,059
SEAGATE TECHNOLOGY PLC SHS G7945M107 2,552 60,994 SH   DFND 3 60,994 0 0
SEALED AIR CORP NEW COM 81211K100 58,241 1,181,368 SH   DFND 1,5 4,373 0 1,176,995
SEALED AIR CORP NEW COM 81211K100 4,711 95,553 SH   DFND 1,12 10,400 0 85,153
SEALED AIR CORP NEW COM 81211K100 2,083 42,257 SH   DFND 3 42,257 0 0
SEATTLE GENETICS INC COM 812578102 342,239 6,396,999 SH   DFND 1,5 1,278,150 0 5,118,849
SEATTLE GENETICS INC COM 812578102 1,530 28,600 SH   DFND 6 28,600 0 0
SECOO HLDG LTD ADR 81367P101 5,758 596,100 SH   DFND 1,9 22,700 0 573,400
SEI INVESTMENTS CO COM 784117103 11,968 166,540 SH   DFND 3 166,540 0 0
SEI INVESTMENTS CO COM 784117103 1,538 21,400 SH   DFND 7 21,400 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 5,721 227,666 SH   DFND 1,5 0 0 227,666
SELECT SECTOR SPDR TR ENERGY 81369Y506 486,046 6,726,343 SH   DFND 1,5 1,448,499 0 5,277,844
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 1,412 24,826 SH   DFND 1,5 65 0 24,761
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 573 10,881 SH   DFND 1,5 9 0 10,872
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 4,458 69,704 SH   DFND 1,5 11 0 69,693
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 2,981 106,812 SH   DFND 1,5 29 0 106,783
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 2,460 24,926 SH   DFND 1,5 5 0 24,921
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 668 11,029 SH   DFND 1,5 11 0 11,018
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 2,122 28,043 SH   DFND 1,5 17 0 28,026
SELECT SECTOR SPDR TR RL EST SEL SEC 81369Y860 751 22,805 SH   DFND 1,5 11 0 22,794
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 2,602 31,474 SH   DFND 1,5 121 0 31,353
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 5,801 90,714 SH   DFND 3 90,714 0 0
SELECT SECTOR SPDR TR RL EST SEL SEC 81369Y860 219 6,639 SH   DFND 3 6,639 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 603,458 21,621,570 SH   DFND 3 21,621,570 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 437,926 6,060,415 SH   DFND 3 6,060,415 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 3,026 36,596 SH   DFND 3 36,596 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 362 5,974 SH   DFND 3 5,974 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 1,290 24,495 SH   DFND 3 24,495 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 2,480 25,131 SH   DFND 3 25,131 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 2,148 28,382 SH   DFND 3 28,382 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 1,246 21,898 SH   DFND 3 21,898 0 0
SELECTA BIOSCIENCES INC COM 816212104 4,110 418,979 SH   DFND 1,5 0 0 418,979
SEMPRA ENERGY COM 816851109 705,460 6,598,021 SH   DFND 1,5 26 0 6,597,995
SEMPRA ENERGY COM 816851109 14,857 138,953 SH   DFND 3 138,953 0 0
SEMPRA ENERGY COM 816851109 1,500 14,029 SH   DFND 6 14,029 0 0
SEMPRA ENERGY COM 816851109 11,213 104,870 SH   DFND 7 104,870 0 0
SEMTECH CORP COM 816850101 307,472 8,990,395 SH   DFND 1,5 384 0 8,990,011
SEMTECH CORP COM 816850101 27,096 792,268 SH   DFND 1,9 0 0 792,268
SEMTECH CORP COM 816850101 3,834 112,100 SH   DFND 6 112,100 0 0
SEMTECH CORP COM 816850101 1,997 58,400 SH   DFND 7 58,400 0 0
SENDGRID INC COM 816883102 7,081 295,397 SH   DFND 1,5 10,500 0 284,897
SENDGRID INC COM 816883102 268 11,200 SH   DFND 6 11,200 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 65,185 3,403,939 SH   DFND 1,5 139 0 3,403,800
SENIOR HSG PPTYS TR SH BEN INT 81721M109 2,278 118,980 SH   DFND 7 118,980 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 462,568 9,050,443 SH   DFND 1,5 6,200 0 9,044,243
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 746 14,600 SH   DFND 6 14,600 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 26,875 367,400 SH   DFND 1,5 0 0 367,400
SEQUANS COMMUNICATIONS S A SPONSORED ADS 817323108 1,825 955,700 SH   DFND 1,5 0 0 955,700
SERES THERAPEUTICS INC COM 81750R102 61,623 6,077,221 SH   DFND 1,5 838,360 0 5,238,861
SERITAGE GROWTH PPTYS CL A 81752R100 2,384 58,922 SH   DFND 1,5 0 0 58,922
SERVICE CORP INTL COM 817565104 263,368 7,057,024 SH   DFND 1,5 43,268 0 7,013,756
SERVICE CORP INTL COM 817565104 6,618 177,336 SH   DFND 1,12 19,300 0 158,036
SERVICE CORP INTL COM 817565104 71,571 1,917,767 SH   DFND 6 1,917,767 0 0
SERVICE CORP INTL COM 817565104 29,106 779,899 SH   DFND 7 733,899 0 46,000
SERVICE CORP INTL COM 817565104 137,039 3,672,000 SH   DFND 11 3,672,000 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 482,614 9,413,182 SH   DFND 1,5 59,751 0 9,353,431
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 100,350 1,957,280 SH   DFND 6 1,957,280 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 24,330 474,545 SH   DFND 7 400,245 0 74,300
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 113,899 2,221,545 SH   DFND 11 2,221,545 0 0
SERVICENOW INC COM 81762P102 104,511 801,530 SH   DFND 1,5 1,030 0 800,500
SERVICENOW INC COM 81762P102 9,258 71,002 SH   DFND 3 71,002 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 26,917 648,600 SH   DFND 1,5 600 0 648,000
SERVOTRONICS INC COM 817732100 1,624 145,907 SH   DFND 1,5 17,230 0 128,677
SHAKE SHACK INC CL A 819047101 107,397 2,486,046 SH   DFND 1,5 438,330 0 2,047,716
SHAKE SHACK INC CL A 819047101 1,860 43,058 SH   DFND 3 43,058 0 0
SHAKE SHACK INC CL A 819047101 2,825 65,400 SH   DFND 6 65,400 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 591 25,881 SH   DFND 6 25,881 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 13,237 579,946 SH   DFND 7 551,646 0 28,300
SHAW COMMUNICATIONS INC CL B CONV 82028K200 130,806 5,731,020 SH   DFND 11 5,488,520 0 242,500
SHAW COMMUNICATIONS INC CL B CONV 82028K200 329 14,400 SH   DFND   14,400 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 13,250 392,002 SH   DFND 1,5 0 0 392,002
SHERWIN WILLIAMS CO COM 824348106 216 526 SH   DFND 1 526 0 0
SHERWIN WILLIAMS CO COM 824348106 1,502,475 3,664,215 SH   DFND 1,5 252,673 0 3,411,542
SHERWIN WILLIAMS CO COM 824348106 28,312 69,046 SH   DFND 3 69,046 0 0
SHERWIN WILLIAMS CO COM 824348106 673 1,642 SH   DFND 6 1,642 0 0
SHERWIN WILLIAMS CO COM 824348106 14,366 35,036 SH   DFND 7 35,036 0 0
SHERWIN WILLIAMS CO COM 824348106 10,046 24,500 SH   DFND 11 24,500 0 0
SHIP FINANCE INTERNATIONAL L NOTE 3.250% 2/0 G81075AE6 4,986 4,310,000 PRN   DFND 1 0 0 0
SHIP FINANCE INTERNATIONAL L NOTE 3.250% 2/0 G81075AE6 8,330 7,200,000 PRN   DFND 1,5 0 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 233 15,007 SH   DFND 1,5 5,000 0 10,007
SHIRE PLC SPONSORED ADR 82481R106 318,635 2,054,120 SH   DFND 1,5 0 0 2,054,120
SHIRE PLC SPONSORED ADR 82481R106 3,222 20,774 SH   DFND 3 20,774 0 0
SHIRE PLC SPONSORED ADR 82481R106 11,940 76,975 SH   DFND 6 69,075 0 7,900
SHIRE PLC SPONSORED ADR 82481R106 11,689 75,352 SH   DFND 7 75,352 0 0
SHOPIFY INC CL A 82509L107 874,914 8,652,404 SH   DFND 1,5 2,270,024 0 6,382,380
SHOPIFY INC CL A 82509L107 1,302 12,891 SH   DFND 1,9 0 0 12,891
SHOPIFY INC CL A 82509L107 370 3,657 SH   DFND 3 3,657 0 0
SHOPIFY INC CL A 82509L107 1,616 15,980 SH   DFND 6 15,980 0 0
SHOPIFY INC CL A 82509L107 5,153 50,957 SH   DFND 7 44,957 0 6,000
SHOPIFY INC CL A 82509L107 229,795 2,272,459 SH   DFND 11 2,064,859 0 207,600
SHOPIFY INC CL A 82509L107 313 3,100 SH   DFND   3,100 0 0
SHUTTERFLY INC NOTE 0.250% 5/1 82568PAB2 2,985 3,000,000 PRN   DFND 1,5 0 0 0
SHUTTERSTOCK INC COM 825690100 28,940 672,552 SH   DFND 1,5 52 0 672,500
SIBANYE STILLWATER SPONSORED ADR 825724206 8,696 1,721,940 SH   DFND 1,5 0 0 1,721,940
SIENNA BIOPHARMACEUTICALS IN COM 82622H108 54,990 3,080,835 SH   DFND 1,5 801,413 0 2,279,422
SIERRA BANCORP COM 82620P102 2,842 107,000 SH   DFND 6 107,000 0 0
SIERRA BANCORP COM 82620P102 1,106 41,653 SH   DFND 7 41,653 0 0
SIERRA ONCOLOGY INC COM 82640U107 637 170,900 SH   DFND 1,5 10,500 0 160,400
SIFCO INDS INC COM 826546103 573 86,203 SH   DFND 1,5 50,178 0 36,025
SIGMATRON INTL INC COM 82661L101 2,238 220,671 SH   DFND 1,5 25,614 0 195,057
SIGNATURE BK NEW YORK N Y COM 82669G104 250,911 1,827,997 SH   DFND 1,5 35,312 0 1,792,685
SIGNATURE BK NEW YORK N Y COM 82669G104 4,241 30,900 SH   DFND 6 30,900 0 0
SIGNET JEWELERS LIMITED SHS G81276100 97,280 1,720,248 SH   DFND 1,5 480 0 1,719,768
SIGNET JEWELERS LIMITED SHS G81276100 885 15,649 SH   DFND 3 15,649 0 0
SILGAN HOLDINGS INC COM 827048109 343,117 11,674,607 SH   DFND 1,5 141,130 0 11,533,477
SILGAN HOLDINGS INC COM 827048109 4,164 141,681 SH   DFND 1,12 15,500 0 126,181
SILGAN HOLDINGS INC COM 827048109 6,875 233,932 SH   DFND 6 233,932 0 0
SILGAN HOLDINGS INC COM 827048109 469 15,969 SH   DFND 7 15,969 0 0
SILICON LABORATORIES INC COM 826919102 542,186 6,140,270 SH   DFND 1,5 2,025,100 0 4,115,170
SILICON LABORATORIES INC COM 826919102 20,777 235,300 SH   DFND 1,9 0 0 235,300
SILICON LABORATORIES INC COM 826919102 812 9,200 SH   DFND 7 9,200 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 747 14,100 SH   DFND 1,5 1,200 0 12,900
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 27,213 513,845 SH   DFND 1,9 0 0 513,845
SILVER SPRING NETWORKS INC COM 82817Q103 25,334 1,560,000 SH   DFND 11 1,560,000 0 0
SIMON PPTY GROUP INC NEW COM 828806109 410,304 2,389,100 SH   DFND 1 2,389,100 0 0
SIMON PPTY GROUP INC NEW COM 828806109 565,831 3,294,697 SH   DFND 1,5 110,080 0 3,184,617
SIMON PPTY GROUP INC NEW COM 828806109 19,333 112,570 SH   DFND 3 112,570 0 0
SIMON PPTY GROUP INC NEW COM 828806109 50,771 295,629 SH   DFND 6 295,629 0 0
SIMON PPTY GROUP INC NEW COM 828806109 21,013 122,356 SH   DFND 7 30,787 0 91,569
SIMON PPTY GROUP INC NEW COM 828806109 27,645 160,970 SH   DFND 11 160,970 0 0
SIMPLY GOOD FOODS CO COM 82900L102 137,192 9,620,730 SH   DFND 1,5 234,920 0 9,385,810
SIMPLY GOOD FOODS CO COM 82900L102 662 46,400 SH   DFND 6 46,400 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 38,855 676,800 SH   DFND 1,5 2,000 0 674,800
SINA CORP ORD G81477104 18,788 187,300 SH   DFND 11 187,300 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 219,557 5,800,714 SH   DFND 1,5 30 0 5,800,684
SINCLAIR BROADCAST GROUP INC CL A 829226109 2,438 64,400 SH   DFND 6 64,400 0 0
SIRIUS XM HLDGS INC COM 82968B103 255,641 47,694,179 SH   DFND 1,5 4,181,565 0 43,512,614
SIRIUS XM HLDGS INC COM 82968B103 284 52,950 SH   DFND 3 52,950 0 0
SIRIUS XM HLDGS INC COM 82968B103 1,168 217,900 SH   DFND 7 217,900 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 103,961 1,355,418 SH   DFND 1,5 600 0 1,354,818
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 74,976 977,526 SH   DFND 11 977,526 0 0
SKECHERS U S A INC CL A 830566105 739,093 19,532,052 SH   DFND 1,5 5,550,047 0 13,982,005
SKECHERS U S A INC CL A 830566105 16,851 445,335 SH   DFND 6 445,335 0 0
SKECHERS U S A INC CL A 830566105 4,216 111,414 SH   DFND 7 111,414 0 0
SKYWEST INC COM 830879102 59,539 1,121,259 SH   DFND 1,5 0 0 1,121,259
SKYWORKS SOLUTIONS INC COM 83088M102 471 4,960 SH   DFND 1 4,960 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 370,512 3,902,175 SH   DFND 1,5 75,872 0 3,826,303
SKYWORKS SOLUTIONS INC COM 83088M102 3,270 34,440 SH   DFND 3 34,440 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 2,763 29,100 SH   DFND 7 29,100 0 0
SL GREEN RLTY CORP COM 78440X101 173,987 1,723,835 SH   DFND 1 1,723,835 0 0
SL GREEN RLTY CORP COM 78440X101 277,105 2,745,520 SH   DFND 1,5 79,371 0 2,666,149
SL GREEN RLTY CORP COM 78440X101 4,200 41,611 SH   DFND 3 41,611 0 0
SL GREEN RLTY CORP COM 78440X101 24,811 245,821 SH   DFND 6 245,821 0 0
SL GREEN RLTY CORP COM 78440X101 7,661 75,900 SH   DFND 7 0 0 75,900
SLEEP NUMBER CORP COM 83125X103 3,180 84,599 SH   DFND 1,5 0 0 84,599
SLM CORP COM 78442P106 108,257 9,580,271 SH   DFND 1,5 0 0 9,580,271
SLM CORP COM 78442P106 467 41,300 SH   DFND 7 41,300 0 0
SM ENERGY CO COM 78454L100 50,607 2,291,986 SH   DFND 1,5 81,386 0 2,210,600
SM ENERGY CO NOTE 1.500% 7/0 78454LAM2 7,251 7,450,000 PRN   DFND 1,5 0 0 0
SMART SAND INC COM 83191H107 18,618 2,149,832 SH   DFND 1,5 27,400 0 2,122,432
SMITH A O COM 831865209 434 7,075 SH   DFND 1 7,075 0 0
SMITH A O COM 831865209 341,134 5,566,813 SH   DFND 1,5 255,175 0 5,311,638
SMUCKER J M CO COM NEW 832696405 922,547 7,425,522 SH   DFND 1,5 143,996 0 7,281,526
SMUCKER J M CO COM NEW 832696405 79,099 636,663 SH   DFND 3 636,663 0 0
SMUCKER J M CO COM NEW 832696405 18,679 150,349 SH   DFND 6 150,349 0 0
SMUCKER J M CO COM NEW 832696405 5,549 44,662 SH   DFND 7 38,562 0 6,100
SNAP INC CL A 83304A106 177,115 12,122,834 SH   DFND 1,5 2,742,704 0 9,380,130
SNAP INC CL A 83304A106 35,426 2,424,800 SH   DFND 1,9 0 0 2,424,800
SNAP INC CL A 83304A106 591 40,437 SH   DFND 3 40,437 0 0
SNAP INC CL A 83304A106 2,085 142,706 SH   DFND 6 142,706 0 0
SNAP INC CL A 83304A106 1,356 92,800 SH   DFND 7 92,800 0 0
SNAP ON INC COM 833034101 305,257 1,751,333 SH   DFND 1,5 191 0 1,751,142
SNAP ON INC COM 833034101 4,938 28,328 SH   DFND 3 28,328 0 0
SNAP ON INC COM 833034101 383 2,200 SH   DFND 6 2,200 0 0
SNAP ON INC COM 833034101 523 3,000 SH   DFND 7 3,000 0 0
SNAP ON INC COM 833034101 147,557 846,570 SH   DFND 11 846,570 0 0
SNYDERS-LANCE INC COM 833551104 17,112 341,700 SH   DFND 1,5 0 0 341,700
SNYDERS-LANCE INC COM 833551104 25,252 504,226 SH   DFND 6 504,226 0 0
SNYDERS-LANCE INC COM 833551104 15,041 300,345 SH   DFND 7 253,673 0 46,672
SNYDERS-LANCE INC COM 833551104 170,083 3,396,225 SH   DFND 11 3,396,225 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 27,025 455,200 SH   DFND 1,5 17,100 0 438,100
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 1,645 27,700 SH   DFND 6 27,700 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 357 6,008 SH   DFND 7 6,008 0 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 141,097 2,005,928 SH   DFND 1,5 113,050 0 1,892,878
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 1,317 18,719 SH   DFND 3 18,719 0 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 5,153 73,252 SH   DFND 6 73,252 0 0
SOGOU INC ADR REPSTG A 83409V104 136 11,740 SH   DFND 1,9 0 0 11,740
SOLARCITY CORP NOTE 2.750%11/0 83416TAA8 31,075 31,310,000 PRN   DFND 1,5 0 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 13,179 14,200,000 PRN   DFND 1,5 0 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 16,908 450,272 SH   DFND 1,5 0 0 450,272
SOLAREDGE TECHNOLOGIES INC COM 83417M104 10,258 273,177 SH   DFND 1,9 0 0 273,177
SOLAREDGE TECHNOLOGIES INC COM 83417M104 379 10,100 SH   DFND 7 10,100 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 3,987 106,170 SH   DFND 11 106,170 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 23,199 1,257,383 SH   DFND 1,5 144,289 0 1,113,094
SONOCO PRODS CO COM 835495102 44,829 843,601 SH   DFND 1,5 100 0 843,501
SONOCO PRODS CO COM 835495102 2,291 43,111 SH   DFND 3 43,111 0 0
SONY CORP SPONSORED ADR 835699307 30,260 673,183 SH   DFND 1,5 94,925 0 578,258
SONY CORP SPONSORED ADR 835699307 1,593 35,447 SH   DFND 3 35,447 0 0
SONY CORP SPONSORED ADR 835699307 1,119 24,900 SH   DFND 6 24,900 0 0
SOUTH JERSEY INDS INC COM 838518108 38,647 1,237,488 SH   DFND 1,5 32,647 0 1,204,841
SOUTH JERSEY INDS INC COM 838518108 29,666 949,920 SH   DFND 6 949,920 0 0
SOUTH JERSEY INDS INC COM 838518108 14,275 457,078 SH   DFND 7 417,478 0 39,600
SOUTHERN CO COM 842587107 181,074 3,765,314 SH   DFND 1,5 368,860 0 3,396,454
SOUTHERN CO COM 842587107 80,351 1,670,851 SH   DFND 3 1,670,851 0 0
SOUTHERN COPPER CORP COM 84265V105 322 6,779 SH   DFND 3 6,779 0 0
SOUTHERN COPPER CORP COM 84265V105 28,907 609,200 SH   DFND 11 609,200 0 0
SOUTHERN MO BANCORP INC COM 843380106 5,410 143,917 SH   DFND 1,5 1,122 0 142,795
SOUTHWEST AIRLS CO COM 844741108 209 3,200 SH   DFND 1 3,200 0 0
SOUTHWEST AIRLS CO COM 844741108 1,909,031 29,167,770 SH   DFND 1,5 3,414,986 0 25,752,784
SOUTHWEST AIRLS CO COM 844741108 19,786 302,308 SH   DFND 3 302,308 0 0
SOUTHWEST AIRLS CO COM 844741108 11,558 176,598 SH   DFND 6 176,598 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 65,229 810,500 SH   DFND 1,5 0 0 810,500
SOUTHWEST GAS HOLDINGS INC COM 844895102 1,543 19,178 SH   DFND 6 19,178 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 3,000 37,275 SH   DFND 7 29,575 0 7,700
SOUTHWESTERN ENERGY CO COM 845467109 1,380 247,376 SH   DFND 1 247,376 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 6,446 541,400 SH   DFND 1 541,400 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 28,327 2,379,200 SH   DFND 1,5 1,418,900 0 960,300
SOUTHWESTERN ENERGY CO COM 845467109 135,529 24,288,328 SH   DFND 1,5 865,664 0 23,422,664
SOUTHWESTERN ENERGY CO COM 845467109 230 41,257 SH   DFND 6 41,257 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 1,142 95,900 SH   DFND 6 95,900 0 0
SP PLUS CORP COM 78469C103 16,700 450,141 SH   DFND 11 450,141 0 0
SPARK THERAPEUTICS INC COM 84652J103 281,392 5,472,416 SH   DFND 1,5 253,300 0 5,219,116
SPARK THERAPEUTICS INC COM 84652J103 2,077 40,400 SH   DFND 6 40,400 0 0
SPARK THERAPEUTICS INC COM 84652J103 1,954 38,000 SH   DFND 7 38,000 0 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 4,049 16,320 SH   DFND 3 16,320 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 10,510 85,000 SH   DFND 1,5 85,000 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 1,109 8,968 SH   DFND 3 8,968 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 872,326 7,054,800 SH   DFND 11 7,054,800 0 0
SPDR INDEX SHS FDS GLB NAT RESRCE 78463X541 107,948 2,199,885 SH   DFND 3 2,199,885 0 0
SPDR INDEX SHS FDS S&P CHINA ETF 78463X400 123,474 1,151,916 SH   DFND 3 1,151,916 0 0
SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 34,993 864,238 SH   DFND 3 864,238 0 0
SPDR INDEX SHS FDS GLB NAT RESRCE 78463X541 25,187 513,286 SH   DFND 7 513,286 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 11,571 43,361 SH   DFND 1,5 43,361 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,415,910 5,305,816 SH   DFND 3 5,305,816 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 10,742 40,255 SH   DFND 6 197 0 40,058
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,962 7,354 SH   DFND 7 7,354 0 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 4,133 11,901 SH   DFND 3 11,901 0 0
SPDR SER TR NUVEEN BRC MUNIC 78468R721 110,906 2,264,767 SH   DFND 3 2,264,767 0 0
SPDR SERIES TRUST BLOMBERG INTL TR 78464A516 7,047 247,862 SH   DFND 1,5 0 0 247,862
SPDR SERIES TRUST S&P METALS MNG 78464A755 1,187 32,648 SH   DFND 1,5 32,648 0 0
SPDR SERIES TRUST S&P TELECOM 78464A540 325 4,761 SH   DFND 1,5 0 0 4,761
SPDR SERIES TRUST CITI INT GVT ETF 78464A490 8,449 146,886 SH   DFND 1,5 0 0 146,886
SPDR SERIES TRUST NUV HGHYLD MUN 78464A284 26,439 475,000 SH   DFND 3 475,000 0 0
SPDR SERIES TRUST S&P BIOTECH 78464A870 2,114 24,909 SH   DFND 3 24,909 0 0
SPDR SERIES TRUST S&P BK ETF 78464A797 363 7,594 SH   DFND 3 7,594 0 0
SPDR SERIES TRUST BLMBRG BRC CNVRT 78464A359 128,995 2,549,313 SH   DFND 3 2,549,313 0 0
SPDR SERIES TRUST S&P DIVID ETF 78464A763 5,471 57,906 SH   DFND 3 57,906 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 414 11,277 SH   DFND 6 0 0 11,277
SPECTRUM BRANDS HLDGS INC COM 84763R101 270 2,400 SH   DFND 1 2,400 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 222,620 1,980,602 SH   DFND 1,5 6,631 0 1,973,971
SPECTRUM BRANDS HLDGS INC COM 84763R101 271 2,407 SH   DFND 3 2,407 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 1,540 13,700 SH   DFND 6 13,700 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 113,651 5,997,400 SH   DFND 1,5 21,300 0 5,976,100
SPECTRUM PHARMACEUTICALS INC COM 84763A108 15,851 836,478 SH   DFND 6 836,478 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 3,824 201,800 SH   DFND 7 201,800 0 0
SPERO THERAPEUTICS INC COM 84833T103 9,400 800,000 SH   DFND 1,5 0 0 800,000
SPIRE INC COM 84857L101 67,086 892,699 SH   DFND 1,5 18,300 0 874,399
SPIRE INC COM 84857L101 5,681 75,600 SH   DFND 6 75,600 0 0
SPIRE INC COM 84857L101 407 5,410 SH   DFND 7 5,410 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 147,456 1,690,039 SH   DFND 1,5 302 0 1,689,737
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1,274 14,600 SH   DFND 7 14,600 0 0
SPIRIT AIRLS INC COM 848577102 251,618 5,610,204 SH   DFND 1,5 82,895 0 5,527,309
SPIRIT AIRLS INC COM 848577102 466 10,397 SH   DFND 3 10,397 0 0
SPIRIT AIRLS INC COM 848577102 31,596 704,485 SH   DFND 6 704,485 0 0
SPIRIT AIRLS INC COM 848577102 5,436 121,200 SH   DFND 7 121,200 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 94,359 10,997,500 SH   DFND 1 10,997,500 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 214,521 25,002,494 SH   DFND 1,5 952,103 0 24,050,391
SPIRIT RLTY CAP INC NEW COM 84860W102 16,791 1,957,042 SH   DFND 3 1,957,042 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 27,268 3,178,140 SH   DFND 6 3,178,140 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 13,002 1,515,400 SH   DFND 7 1,099,900 0 415,500
SPLUNK INC COM 848637104 9,808 118,400 SH   DFND 1,5 1,200 0 117,200
SPLUNK INC COM 848637104 3,721 44,914 SH   DFND 3 44,914 0 0
SPLUNK INC COM 848637104 79,295 957,210 SH   DFND 11 957,210 0 0
SPRINT CORP COM SER 1 85207U105 21,818 3,704,237 SH   DFND 1,5 70 0 3,704,167
SPRINT CORP COM SER 1 85207U105 111 18,807 SH   DFND 6 18,807 0 0
SPROUTS FMRS MKT INC COM 85208M102 28,235 1,159,554 SH   DFND 1,5 90 0 1,159,464
SPS COMM INC COM 78463M107 34,888 718,000 SH   DFND 1,5 0 0 718,000
SPX FLOW INC COM 78469X107 87,492 1,839,997 SH   DFND 1,5 500 0 1,839,497
SQUARE INC CL A 852234103 526,442 15,184,373 SH   DFND 1,5 2,848,480 0 12,335,893
SQUARE INC CL A 852234103 19,342 557,900 SH   DFND 1,9 0 0 557,900
SQUARE INC CL A 852234103 839 24,200 SH   DFND 6 24,200 0 0
SQUARE INC CL A 852234103 1,706 49,200 SH   DFND 7 49,200 0 0
SQUARE INC CL A 852234103 142,409 4,107,543 SH   DFND 11 4,107,543 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 23,845 589,066 SH   DFND 1,9 0 0 589,066
SSGA ACTIVE ETF TR BLKSTN GSOSRLN 78467V608 557 11,800 SH   DFND 1,5 11,800 0 0
SSR MNG INC COM 784730103 11,767 1,338,700 SH   DFND 1,5 0 0 1,338,700
STAMPS COM INC COM NEW 852857200 560 2,977 SH   DFND 1 2,977 0 0
STAMPS COM INC COM NEW 852857200 413,706 2,200,563 SH   DFND 1,5 4,637 0 2,195,926
STAMPS COM INC COM NEW 852857200 1,504 8,000 SH   DFND 6 8,000 0 0
STANDARD MTR PRODS INC COM 853666105 89,072 1,983,341 SH   DFND 1,5 25 0 1,983,316
STANDEX INTL CORP COM 854231107 38,732 380,289 SH   DFND 1,5 589 0 379,700
STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 12,988 106,000 SH   DFND 1,5 33,000 0 73,000
STANLEY BLACK & DECKER INC COM 854502101 12,441 73,314 SH   DFND 3 73,314 0 0
STANLEY FURNITURE CO INC COM NEW 854305208 279 320,297 SH   DFND 1,5 37,434 0 282,863
STANTEC INC COM 85472N109 87,331 3,122,148 SH   DFND 1,5 454,400 0 2,667,748
STANTEC INC COM 85472N109 4,224 151,028 SH   DFND 7 151,028 0 0
STANTEC INC COM 85472N109 53,576 1,915,370 SH   DFND 11 1,915,370 0 0
STAR GROUP L P UNIT LTD PARTNR 85512C105 30,999 2,883,633 SH   DFND 1,5 2,346 0 2,881,287
STARBUCKS CORP COM 855244109 1,267,385 22,068,338 SH   DFND 1,5 2,746,739 0 19,321,599
STARBUCKS CORP COM 855244109 36,822 641,162 SH   DFND 3 641,162 0 0
STARBUCKS CORP COM 855244109 21,335 371,503 SH   DFND 6 371,503 0 0
STARBUCKS CORP COM 855244109 58,333 1,015,721 SH   DFND 7 1,015,721 0 0
STARS GROUP INC COM 85570W100 1,168 50,200 SH   DFND   50,200 0 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 18,293 18,000,000 PRN   DFND 1,5 0 0 0
STARWOOD PPTY TR INC COM 85571B105 1,139 53,328 SH   DFND 7 53,328 0 0
STATE STR CORP COM 857477103 658 6,746 SH   DFND 1 6,746 0 0
STATE STR CORP COM 857477103 1,330,721 13,633,041 SH   DFND 1,5 193,402 0 13,439,639
STATE STR CORP COM 857477103 154,313 1,580,910 SH   DFND 3 1,580,910 0 0
STATE STR CORP COM 857477103 34,071 349,054 SH   DFND 6 349,054 0 0
STATE STR CORP COM 857477103 59,411 608,653 SH   DFND 7 200,865 0 407,788
STATOIL ASA SPONSORED ADR 85771P102 4,627 216,000 SH   DFND 1,5 0 0 216,000
STEALTHGAS INC SHS Y81669106 10,334 2,370,274 SH   DFND 1,5 0 0 2,370,274
STEEL DYNAMICS INC COM 858119100 267,566 6,203,720 SH   DFND 1,5 12,193 0 6,191,527
STEEL DYNAMICS INC COM 858119100 240 5,564 SH   DFND 3 5,564 0 0
STEEL DYNAMICS INC COM 858119100 7,971 184,823 SH   DFND 6 184,823 0 0
STEEL DYNAMICS INC COM 858119100 2,408 55,830 SH   DFND 7 52,330 0 3,500
STEMLINE THERAPEUTICS INC COM 85858C107 28,383 1,819,441 SH   DFND 1,5 0 0 1,819,441
STERICYCLE INC DEP PFD A 1/10 858912207 20,052 377,978 SH   DFND 1,5 0 0 377,978
STERICYCLE INC COM 858912108 108,520 1,596,118 SH   DFND 1,5 57,600 0 1,538,518
STERICYCLE INC COM 858912108 1,492 21,938 SH   DFND 6 21,938 0 0
STERIS PLC SHS USD G84720104 207,467 2,371,869 SH   DFND 1,5 31,677 0 2,340,192
STERIS PLC SHS USD G84720104 17,237 197,060 SH   DFND 6 197,060 0 0
STERIS PLC SHS USD G84720104 5,025 57,445 SH   DFND 7 57,445 0 0
STERIS PLC SHS USD G84720104 51,450 588,200 SH   DFND 11 588,200 0 0
STERLING CONSTRUCTION CO INC COM 859241101 6,903 424,036 SH   DFND 1,5 60,719 0 363,317
STEWART INFORMATION SVCS COR COM 860372101 13,607 321,686 SH   DFND 1,5 62,519 0 259,167
STIFEL FINL CORP COM 860630102 52,574 882,700 SH   DFND 1,5 0 0 882,700
STMICROELECTRONICS N V NY REGISTRY 861012102 732 33,500 SH   DFND 1,5 0 0 33,500
STOCK YDS BANCORP INC COM 861025104 51,512 1,366,357 SH   DFND 1,5 353 0 1,366,004
STORE CAP CORP COM 862121100 554,704 21,302,002 SH   DFND 1,5 90 0 21,301,912
STORE CAP CORP COM 862121100 6,181 237,380 SH   DFND 1,12 24,500 0 212,880
STORE CAP CORP COM 862121100 20,592 790,800 SH   DFND 6 790,800 0 0
STORE CAP CORP COM 862121100 9,700 372,492 SH   DFND 7 372,492 0 0
STORE CAP CORP COM 862121100 1,159 44,500 SH   DFND 11 44,500 0 0
STRAIGHT PATH COMMUNICATNS I CL B 862578101 1,672 9,200 SH   DFND 1,5 0 0 9,200
STRATTEC SEC CORP COM 863111100 17,954 412,264 SH   DFND 1,5 90,634 0 321,630
STRAYER ED INC COM 863236105 47,249 527,451 SH   DFND 1,5 0 0 527,451
STRYKER CORP COM 863667101 407,792 2,633,634 SH   DFND 1,5 226,233 0 2,407,401
STRYKER CORP COM 863667101 27,363 176,715 SH   DFND 3 176,715 0 0
STRYKER CORP COM 863667101 2,181 14,088 SH   DFND 6 14,088 0 0
STRYKER CORP COM 863667101 5,640 36,422 SH   DFND 7 31,922 0 4,500
SUMMIT MATLS INC CL A 86614U100 231,966 7,378,055 SH   DFND 1,5 42,790 0 7,335,265
SUMMIT MATLS INC CL A 86614U100 292 9,303 SH   DFND 3 9,303 0 0
SUMMIT MATLS INC CL A 86614U100 3,327 105,826 SH   DFND 6 105,826 0 0
SUN CMNTYS INC COM 866674104 163,451 1,761,709 SH   DFND 1 1,761,709 0 0
SUN CMNTYS INC COM 866674104 124,789 1,345,003 SH   DFND 1,5 56,082 0 1,288,921
SUN CMNTYS INC COM 866674104 22,139 238,619 SH   DFND 6 238,619 0 0
SUN CMNTYS INC COM 866674104 9,999 107,766 SH   DFND 7 107,766 0 0
SUN LIFE FINL INC COM 866796105 14,398 348,841 SH   DFND 6 212,141 0 136,700
SUN LIFE FINL INC COM 866796105 11,932 289,105 SH   DFND 7 231,805 0 57,300
SUN LIFE FINL INC COM 866796105 366,883 8,889,210 SH   DFND 11 6,614,110 0 2,275,100
SUNCOR ENERGY INC NEW COM 867224107 2,140,867 58,311,354 SH   DFND 1,5 2,959,785 0 55,351,569
SUNCOR ENERGY INC NEW COM 867224107 26,859 731,563 SH   DFND 1,10 15,963 0 715,600
SUNCOR ENERGY INC NEW COM 867224107 159,028 4,331,482 SH   DFND 3 4,331,482 0 0
SUNCOR ENERGY INC NEW COM 867224107 70,505 1,920,365 SH   DFND 6 1,494,249 0 426,116
SUNCOR ENERGY INC NEW COM 867224107 102,943 2,803,876 SH   DFND 7 1,443,516 0 1,360,360
SUNCOR ENERGY INC NEW COM 867224107 1,340,986 36,524,789 SH   DFND 11 31,424,439 0 5,100,350
SUNCOR ENERGY INC NEW COM 867224107 1,439 39,203 SH   DFND   39,203 0 0
SUNOCO LP COM U REP LP 86765K109 1,872 65,903 SH   DFND 1,5 1,853 0 64,050
SUNOPTA INC COM 8676EP108 7,701 993,741 SH   DFND 1,5 205,963 0 787,778
SUNOPTA INC COM 8676EP108 19,422 2,506,100 SH   DFND 6 1,897,000 0 609,100
SUNOPTA INC COM 8676EP108 10,538 1,359,750 SH   DFND 7 1,243,650 0 116,100
SUNRUN INC COM 86771W105 94,506 16,018,020 SH   DFND 1,5 0 0 16,018,020
SUNSTONE HOTEL INVS INC NEW COM 867892101 84,372 5,104,147 SH   DFND 1,5 177,542 0 4,926,605
SUNSTONE HOTEL INVS INC NEW COM 867892101 17,871 1,081,153 SH   DFND 6 1,081,153 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 5,404 326,900 SH   DFND 7 0 0 326,900
SUNTRUST BKS INC COM 867914103 1,637,841 25,357,495 SH   DFND 1,5 808,818 0 24,548,677
SUNTRUST BKS INC COM 867914103 134,493 2,082,261 SH   DFND 3 2,082,261 0 0
SUNTRUST BKS INC COM 867914103 30,873 477,978 SH   DFND 6 477,978 0 0
SUNTRUST BKS INC COM 867914103 8,306 128,600 SH   DFND 7 128,600 0 0
SUPER MICRO COMPUTER INC COM 86800U104 115,423 5,516,035 SH   DFND 1,5 81,877 0 5,434,158
SUPER MICRO COMPUTER INC COM 86800U104 30,028 1,435,016 SH   DFND 6 1,435,016 0 0
SUPER MICRO COMPUTER INC COM 86800U104 7,384 352,862 SH   DFND 7 352,862 0 0
SUPERIOR DRILLING PRODS INC COM 868153107 3,542 2,409,569 SH   DFND 1,5 0 0 2,409,569
SUPERIOR ENERGY SVCS INC COM 868157108 24,369 2,530,578 SH   DFND 1,5 578 0 2,530,000
SUPERNUS PHARMACEUTICALS INC COM 868459108 2,136 53,600 SH   DFND 1,5 0 0 53,600
SUPERVALU INC COM NEW 868536301 234 10,831 SH   DFND 1,5 10,831 0 0
SURGERY PARTNERS INC COM 86881A100 6,980 576,900 SH   DFND 1,5 0 0 576,900
SVB FINL GROUP COM 78486Q101 8,808 37,679 SH   DFND 1,5 1,017 0 36,662
SVB FINL GROUP COM 78486Q101 245 1,049 SH   DFND 3 1,049 0 0
SYMANTEC CORP COM 871503108 141,830 5,054,516 SH   DFND 1,5 0 0 5,054,516
SYMANTEC CORP COM 871503108 1,222 43,564 SH   DFND 3 43,564 0 0
SYNAPTICS INC COM 87157D109 25,130 629,200 SH   DFND 1,5 0 0 629,200
SYNCHRONY FINL COM 87165B103 1,581,617 40,963,929 SH   DFND 1,5 2,145,590 0 38,818,339
SYNCHRONY FINL COM 87165B103 9,946 257,597 SH   DFND 3 257,597 0 0
SYNCHRONY FINL COM 87165B103 10,259 265,700 SH   DFND 6 265,700 0 0
SYNCHRONY FINL COM 87165B103 11,934 309,100 SH   DFND 7 309,100 0 0
SYNDAX PHARMACEUTICALS INC COM 87164F105 6,157 702,844 SH   DFND 1,5 0 0 702,844
SYNNEX CORP COM 87162W100 784,259 5,768,731 SH   DFND 1,5 375,623 0 5,393,108
SYNNEX CORP COM 87162W100 8,565 63,000 SH   DFND 6 63,000 0 0
SYNNEX CORP COM 87162W100 585 4,300 SH   DFND 7 4,300 0 0
SYNOPSYS INC COM 871607107 18,588 218,065 SH   DFND 1,5 16 0 218,049
SYNOPSYS INC COM 871607107 1,231 14,441 SH   DFND 3 14,441 0 0
SYNOVUS FINL CORP COM NEW 87161C501 68,507 1,429,006 SH   DFND 1,5 0 0 1,429,006
SYNOVUS FINL CORP COM NEW 87161C501 216 4,514 SH   DFND 3 4,514 0 0
SYNOVUS FINL CORP COM NEW 87161C501 1,613 33,642 SH   DFND 6 33,642 0 0
SYNOVUS FINL CORP COM NEW 87161C501 4,514 94,155 SH   DFND 7 59,027 0 35,128
SYNTEL INC COM 87162H103 29,972 1,303,700 SH   DFND 1,5 0 0 1,303,700
SYNTEL INC COM 87162H103 19,221 836,048 SH   DFND 11 836,048 0 0
SYROS PHARMACEUTICALS INC COM 87184Q107 38,380 3,944,465 SH   DFND 1,5 700,787 0 3,243,678
SYSCO CORP COM 871829107 251,823 4,146,600 SH   DFND 1,5 121,544 0 4,025,056
SYSCO CORP COM 871829107 20,420 336,249 SH   DFND 3 336,249 0 0
SYSCO CORP COM 871829107 9,357 154,074 SH   DFND 6 154,074 0 0
SYSCO CORP COM 871829107 5,884 96,895 SH   DFND 7 85,195 0 11,700
SYSCO CORP COM 871829107 39,013 642,400 SH   DFND 11 642,400 0 0
T MOBILE US INC COM 872590104 629 9,900 SH   DFND 1 9,900 0 0
T MOBILE US INC COM 872590104 1,677,636 26,415,306 SH   DFND 1,5 2,812,145 0 23,603,161
T MOBILE US INC COM 872590104 429 6,748 SH   DFND 3 6,748 0 0
T MOBILE US INC COM 872590104 10,796 169,983 SH   DFND 6 139,680 0 30,303
T MOBILE US INC COM 872590104 23,973 377,468 SH   DFND 7 245,268 0 132,200
TABLEAU SOFTWARE INC CL A 87336U105 12,125 175,215 SH   DFND 1,5 115 0 175,100
TABLEAU SOFTWARE INC CL A 87336U105 89,197 1,288,978 SH   DFND 1,9 272 0 1,288,706
TABLEAU SOFTWARE INC CL A 87336U105 3,072 44,400 SH   DFND 7 44,400 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 12,344 425,936 SH   DFND 1,5 906 0 425,030
TAHOE RES INC COM 873868103 22,398 4,668,938 SH   DFND 1,5 0 0 4,668,938
TAHOE RES INC COM 873868103 3,389 706,405 SH   DFND 6 318,105 0 388,300
TAHOE RES INC COM 873868103 4,114 857,628 SH   DFND 7 716,228 0 141,400
TAHOE RES INC COM 873868103 1,111 231,700 SH   DFND 11 231,700 0 0
TAILORED BRANDS INC COM 87403A107 5,570 255,145 SH   DFND 1,5 0 0 255,145
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 867,240 21,872,389 SH   DFND 1,5 3,370,189 0 18,502,200
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 13,654 344,375 SH   DFND 1,9 14,052 0 330,323
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 35,589 897,574 SH   DFND 3 897,574 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 13,878 350,000 SH   DFND 11 350,000 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 172,093 1,567,619 SH   DFND 1,5 3,300 0 1,564,319
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 79,356 722,865 SH   DFND 1,9 0 0 722,865
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 361 3,287 SH   DFND 3 3,287 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 27,247 248,196 SH   DFND 6 248,196 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 10,132 92,292 SH   DFND 7 68,192 0 24,100
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 190,071 1,731,385 SH   DFND 11 1,731,385 0 0
TAL ED GROUP SPONSORED ADS 874080104 111,164 3,741,642 SH   DFND 1,9 0 0 3,741,642
TALEND S A ADS 874224207 11,417 304,621 SH   DFND 1,5 9,900 0 294,721
TALEND S A ADS 874224207 495 13,200 SH   DFND 6 13,200 0 0
TALLGRASS ENERGY GP LP SHS CL A 874696107 1,246 48,400 SH   DFND 1,5 0 0 48,400
TAPESTRY INC COM 876030107 290,728 6,573,099 SH   DFND 1,5 169,811 0 6,403,288
TAPESTRY INC COM 876030107 3,541 80,057 SH   DFND 3 80,057 0 0
TAPESTRY INC COM 876030107 17,744 401,170 SH   DFND 6 401,170 0 0
TAPESTRY INC COM 876030107 15,309 346,120 SH   DFND 7 346,120 0 0
TARGA RES CORP COM 87612G101 230 4,750 SH   DFND 1,5 1,050 0 3,700
TARGET CORP COM 87612E106 257,771 3,950,516 SH   DFND 1,5 302,945 0 3,647,571
TARGET CORP COM 87612E106 51,842 794,509 SH   DFND 3 794,509 0 0
TARGET CORP COM 87612E106 5,706 87,441 SH   DFND 6 87,441 0 0
TARGET CORP COM 87612E106 8,605 131,884 SH   DFND 7 0 0 131,884
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 60,711 579,804 SH   DFND 1,5 197,375 0 382,429
TASEKO MINES LTD COM 876511106 32,287 13,804,469 SH   DFND 11 13,804,469 0 0
TAUBMAN CTRS INC COM 876664103 54,480 832,642 SH   DFND 1,5 22,800 0 809,842
TAUBMAN CTRS INC COM 876664103 9,188 140,426 SH   DFND 6 140,426 0 0
TAUBMAN CTRS INC COM 876664103 3,770 57,624 SH   DFND 7 15,390 0 42,234
TAYLOR MORRISON HOME CORP CL A 87724P106 174,431 7,128,366 SH   DFND 1,5 0 0 7,128,366
TAYLOR MORRISON HOME CORP CL A 87724P106 5,586 228,276 SH   DFND 1,12 25,600 0 202,676
TAYLOR MORRISON HOME CORP CL A 87724P106 23,224 949,080 SH   DFND 6 949,080 0 0
TAYLOR MORRISON HOME CORP CL A 87724P106 6,572 268,579 SH   DFND 7 268,579 0 0
TAYLOR MORRISON HOME CORP CL A 87724P106 4,395 179,600 SH   DFND 11 179,600 0 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 2,443 46,000 SH   DFND 1,5 0 0 46,000
TCF FINL CORP COM 872275102 46,008 2,244,278 SH   DFND 1,5 0 0 2,244,278
TD AMERITRADE HLDG CORP COM 87236Y108 977 19,100 SH   DFND 1 19,100 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 698,897 13,669,029 SH   DFND 1,5 239,517 0 13,429,512
TD AMERITRADE HLDG CORP COM 87236Y108 4,657 91,090 SH   DFND 6 91,090 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 3,339 65,300 SH   DFND 7 65,300 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 6,407 125,300 SH   DFND 11 125,300 0 0
TE CONNECTIVITY LTD REG SHS H84989104 476,822 5,017,062 SH   DFND 1,5 315,696 0 4,701,366
TE CONNECTIVITY LTD REG SHS H84989104 38,144 401,348 SH   DFND 3 401,348 0 0
TE CONNECTIVITY LTD REG SHS H84989104 7,233 76,108 SH   DFND 6 76,108 0 0
TEAM INC COM 878155100 557 37,400 SH   DFND 1,5 0 0 37,400
TEAM INC COM 878155100 4,750 318,759 SH   DFND 6 318,759 0 0
TEAM INC COM 878155100 3,334 223,757 SH   DFND 7 190,857 0 32,900
TECH DATA CORP COM 878237106 360,980 3,684,593 SH   DFND 1,5 143 0 3,684,450
TECH DATA CORP COM 878237106 7,471 76,255 SH   DFND 6 76,255 0 0
TECH DATA CORP COM 878237106 514 5,247 SH   DFND 7 5,247 0 0
TECHNIPFMC PLC COM G87110105 48,239 1,540,699 SH   DFND 1,5 162,900 0 1,377,799
TECHNIPFMC PLC COM G87110105 1,175 37,530 SH   DFND 3 37,530 0 0
TECHNIPFMC PLC COM G87110105 765 24,446 SH   DFND 7 24,446 0 0
TECK RESOURCES LTD CL B 878742204 5,127 196,057 SH   DFND 1,5 50,150 0 145,907
TECK RESOURCES LTD CL B 878742204 3,334 127,500 SH   DFND 11 127,500 0 0
TEEKAY CORPORATION COM Y8564W103 80,208 8,605,969 SH   DFND 1,5 0 0 8,605,969
TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 160,228 7,951,781 SH   DFND 1,5 0 0 7,951,781
TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 220 10,900 SH   DFND 7 10,900 0 0
TEEKAY OFFSHORE PARTNERS L P PARTNERSHIP UN Y8565J101 64,004 27,120,342 SH   DFND 1,5 0 0 27,120,342
TEGNA INC COM 87901J105 52,429 3,723,640 SH   DFND 1,5 142,985 0 3,580,655
TEGNA INC COM 87901J105 242 17,173 SH   DFND 3 17,173 0 0
TEJON RANCH CO COM 879080109 10,739 517,269 SH   DFND 1,5 58,286 0 458,983
TELADOC INC COM 87918A105 310,415 8,907,180 SH   DFND 1,5 219,800 0 8,687,380
TELADOC INC COM 87918A105 986 28,300 SH   DFND 6 28,300 0 0
TELADOC INC COM 87918A105 4,879 140,000 SH   DFND 7 140,000 0 0
TELECOM ARGENTINA S A SPON ADR REP B 879273209 53,287 1,454,732 SH   DFND 1,5 152,682 0 1,302,050
TELECOM ARGENTINA S A SPON ADR REP B 879273209 1,874 51,153 SH   DFND 1,10 35,200 0 15,953
TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y102 219 25,400 SH   DFND 1,5 0 0 25,400
TELEDYNE TECHNOLOGIES INC COM 879360105 442,029 2,440,128 SH   DFND 1,5 44,460 0 2,395,668
TELEFLEX INC COM 879369106 6,155 24,736 SH   DFND 1,5 24 0 24,712
TELEFLEX INC COM 879369106 378 1,518 SH   DFND 3 1,518 0 0
TELEFLEX INC COM 879369106 15,106 60,709 SH   DFND 6 60,709 0 0
TELEFLEX INC COM 879369106 6,013 24,168 SH   DFND 7 24,168 0 0
TELEFONICA S A SPONSORED ADR 879382208 5,109 527,797 SH   DFND 1,5 0 0 527,797
TELEPHONE & DATA SYS INC COM NEW 879433829 42,527 1,529,737 SH   DFND 1,5 0 0 1,529,737
TELUS CORP COM 87971M103 67,986 1,794,580 SH   DFND 1,5 0 0 1,794,580
TELUS CORP COM 87971M103 8,097 213,744 SH   DFND 6 154,944 0 58,800
TELUS CORP COM 87971M103 30,600 807,745 SH   DFND 7 777,845 0 29,900
TELUS CORP COM 87971M103 664,251 17,533,896 SH   DFND 11 15,225,896 0 2,308,000
TELUS CORP COM 87971M103 2,523 66,600 SH   DFND   66,600 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 27,025 1,782,671 SH   DFND 1,5 0 0 1,782,671
TENNECO INC COM 880349105 102,942 1,758,491 SH   DFND 1,5 28 0 1,758,463
TENNECO INC COM 880349105 10,244 174,998 SH   DFND 6 174,998 0 0
TENNECO INC COM 880349105 3,176 54,250 SH   DFND 7 54,250 0 0
TERADATA CORP DEL COM 88076W103 5,705 148,342 SH   DFND 1,5 5,042 0 143,300
TERADATA CORP DEL COM 88076W103 590 15,345 SH   DFND 3 15,345 0 0
TERADATA CORP DEL COM 88076W103 212 5,500 SH   DFND 6 5,500 0 0
TERADYNE INC COM 880770102 20,056 479,000 SH   DFND 1,5 0 0 479,000
TERRA NITROGEN CO L P COM UNIT 881005201 415 5,200 SH   DFND 1,5 0 0 5,200
TERRENO RLTY CORP COM 88146M101 15,344 437,655 SH   DFND 1 437,655 0 0
TERRENO RLTY CORP COM 88146M101 116,408 3,320,250 SH   DFND 1,5 31,336 0 3,288,914
TERRENO RLTY CORP COM 88146M101 6,748 192,469 SH   DFND 6 192,469 0 0
TERRENO RLTY CORP COM 88146M101 2,015 57,480 SH   DFND 7 0 0 57,480
TERRITORIAL BANCORP INC COM 88145X108 249 8,063 SH   DFND 6 8,063 0 0
TESARO INC COM 881569107 625,503 7,548,005 SH   DFND 1,5 392,263 0 7,155,742
TESARO INC COM 881569107 30,263 365,186 SH   DFND 6 365,186 0 0
TESARO INC COM 881569107 9,677 116,769 SH   DFND 7 116,769 0 0
TESLA INC COM 88160R101 218 700 SH   DFND 1 700 0 0
TESLA INC COM 88160R101 4,518,083 14,511,267 SH   DFND 1,5 1,928,726 0 12,582,541
TESLA INC NOTE 2.375% 3/1 88160RAD3 7,578 6,515,000 PRN   DFND 1,5 0 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 10,585 9,790,000 PRN   DFND 1,5 0 0 0
TESLA INC COM 88160R101 594,759 1,910,259 SH   DFND 1,9 24 0 1,910,235
TESLA INC COM 88160R101 13,293 42,694 SH   DFND 3 42,694 0 0
TESLA INC COM 88160R101 44,003 141,330 SH   DFND 6 141,330 0 0
TESLA INC COM 88160R101 23,676 76,042 SH   DFND 7 76,042 0 0
TESLA INC COM 88160R101 4,982 16,000 SH   DFND 11 16,000 0 0
TESSCO TECHNOLOGIES INC COM 872386107 639 31,731 SH   DFND 1,5 3,806 0 27,925
TETRA TECHNOLOGIES INC DEL COM 88162F105 26,406 6,184,071 SH   DFND 1,5 0 0 6,184,071
TETRA TECHNOLOGIES INC DEL COM 88162F105 318 74,500 SH   DFND 7 74,500 0 0
TETRAPHASE PHARMACEUTICALS I COM 88165N105 6,232 989,234 SH   DFND 1,5 0 0 989,234
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 10 11,000 PRN   DFND 1,5 0 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 407,706 21,514,833 SH   DFND 1,5 1,220,444 0 20,294,389
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 45,137 2,381,926 SH   DFND 3 2,381,926 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 6,594 347,969 SH   DFND 6 347,969 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 7,872 415,426 SH   DFND 7 0 0 415,426
TEXAS INSTRS INC COM 882508104 1,265,940 12,121,219 SH   DFND 1,5 1,906,331 0 10,214,888
TEXAS INSTRS INC COM 882508104 68,753 658,298 SH   DFND 3 658,298 0 0
TEXAS PAC LD TR SUB CTF PROP I T 882610108 12,952 29,000 SH   DFND 11 29,000 0 0
TEXAS ROADHOUSE INC COM 882681109 34,948 663,400 SH   DFND 1,5 0 0 663,400
TEXTRON INC COM 883203101 87,260 1,541,975 SH   DFND 1,5 0 0 1,541,975
TEXTRON INC COM 883203101 1,994 35,241 SH   DFND 3 35,241 0 0
TFS FINL CORP COM 87240R107 8,662 579,800 SH   DFND 1,5 0 0 579,800
TFS FINL CORP COM 87240R107 4,543 304,060 SH   DFND 6 304,060 0 0
TFS FINL CORP COM 87240R107 1,963 131,402 SH   DFND 7 131,402 0 0
TG THERAPEUTICS INC COM 88322Q108 40,600 4,951,213 SH   DFND 1,5 0 0 4,951,213
THE TRADE DESK INC COM CL A 88339J105 61,511 1,345,080 SH   DFND 1,5 742 0 1,344,338
THERAPEUTICSMD INC COM 88338N107 133,998 22,185,140 SH   DFND 1,5 0 0 22,185,140
THERAPEUTICSMD INC COM 88338N107 4,250 703,700 SH   DFND 6 703,700 0 0
THERAPEUTICSMD INC COM 88338N107 1,087 180,000 SH   DFND 7 180,000 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 219,591 7,873,484 SH   DFND 1,5 550,784 0 7,322,700
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 6,824 6,250,000 PRN   DFND 1,5 0 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 2,231 80,000 SH   DFND 7 80,000 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 49 50,000 PRN   DFND 1,5 0 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 945,653 4,980,266 SH   DFND 1,5 202,585 0 4,777,681
THERMO FISHER SCIENTIFIC INC COM 883556102 41,156 216,747 SH   DFND 3 216,747 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 9,328 49,124 SH   DFND 6 49,124 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 6,055 31,889 SH   DFND 7 31,889 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 971 5,112 SH   DFND 11 5,112 0 0
THIRD PT REINS LTD COM G8827U100 513 35,000 SH   DFND 1,5 0 0 35,000
THOMSON REUTERS CORP COM 884903105 10,499 240,860 SH   DFND 6 149,660 0 91,200
THOMSON REUTERS CORP COM 884903105 15,283 350,626 SH   DFND 7 312,026 0 38,600
THOMSON REUTERS CORP COM 884903105 361,269 8,288,290 SH   DFND 11 7,815,590 0 472,700
THOR INDS INC COM 885160101 27,704 183,812 SH   DFND 1,5 112 0 183,700
TIFFANY & CO NEW COM 886547108 248,773 2,393,200 SH   DFND 1,5 148,100 0 2,245,100
TIFFANY & CO NEW COM 886547108 1,827 17,573 SH   DFND 3 17,573 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 3,084 159,700 SH   DFND 1,5 0 0 159,700
TIME INC NEW COM 887228104 13,409 726,800 SH   DFND 11 726,800 0 0
TIME WARNER INC COM NEW 887317303 835,207 9,130,940 SH   DFND 1,5 39 0 9,130,901
TIME WARNER INC COM NEW 887317303 61,945 677,216 SH   DFND 3 677,216 0 0
TIME WARNER INC COM NEW 887317303 22,915 250,523 SH   DFND 6 236,043 0 14,480
TIME WARNER INC COM NEW 887317303 26,379 288,392 SH   DFND 7 190,285 0 98,107
TIME WARNER INC COM NEW 887317303 10,702 117,000 SH   DFND 11 117,000 0 0
TITAN MACHY INC NOTE 3.750% 5/0 88830RAB7 167 170,000 PRN   DFND 1,5 0 0 0
TITAN MACHY INC COM 88830R101 50,390 2,380,232 SH   DFND 1,5 218,513 0 2,161,719
TIVITY HEALTH INC COM 88870R102 23,960 655,541 SH   DFND 1,5 0 0 655,541
TIVO CORP COM 88870P106 15,649 1,003,128 SH   DFND 1,5 90,450 0 912,678
TIVO CORP COM 88870P106 29,885 1,915,705 SH   DFND 6 1,915,705 0 0
TIVO CORP COM 88870P106 1,859 119,161 SH   DFND 7 119,161 0 0
TJX COS INC NEW COM 872540109 1,698,076 22,208,684 SH   DFND 1,5 1,359,806 0 20,848,878
TJX COS INC NEW COM 872540109 82,259 1,075,843 SH   DFND 3 1,075,843 0 0
TJX COS INC NEW COM 872540109 38,208 499,716 SH   DFND 6 488,816 0 10,900
TJX COS INC NEW COM 872540109 88,447 1,156,779 SH   DFND 7 916,933 0 239,846
TOCAGEN INC COM 888846102 8,147 794,800 SH   DFND 1,5 0 0 794,800
TOLL BROTHERS INC COM 889478103 344,257 7,169,033 SH   DFND 1,5 285,911 0 6,883,122
TOLL BROTHERS INC COM 889478103 10,973 228,513 SH   DFND 6 228,513 0 0
TOLL BROTHERS INC COM 889478103 8,668 180,501 SH   DFND 7 180,501 0 0
TOMPKINS FINANCIAL CORPORATI COM 890110109 47,846 588,154 SH   DFND 1,5 0 0 588,154
TOPBUILD CORP COM 89055F103 122,219 1,613,667 SH   DFND 1,5 0 0 1,613,667
TOPBUILD CORP COM 89055F103 31,780 419,590 SH   DFND 6 419,590 0 0
TOPBUILD CORP COM 89055F103 8,536 112,696 SH   DFND 7 112,696 0 0
TORCHMARK CORP COM 891027104 200,537 2,210,747 SH   DFND 1,5 136,020 0 2,074,727
TORCHMARK CORP COM 891027104 5,638 62,154 SH   DFND 1,12 7,000 0 55,154
TORCHMARK CORP COM 891027104 9,202 101,441 SH   DFND 3 101,441 0 0
TORCHMARK CORP COM 891027104 24,674 272,008 SH   DFND 6 253,388 0 18,620
TORCHMARK CORP COM 891027104 22,299 245,829 SH   DFND 7 245,829 0 0
TORO CO COM 891092108 23,207 355,777 SH   DFND 1,5 166 0 355,611
TORONTO DOMINION BK ONT COM NEW 891160509 444,027 7,578,304 SH   DFND 1,5 329,368 0 7,248,936
TORONTO DOMINION BK ONT COM NEW 891160509 34,927 596,100 SH   DFND 1,10 0 0 596,100
TORONTO DOMINION BK ONT COM NEW 891160509 832 14,196 SH   DFND 3 14,196 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 25,581 436,590 SH   DFND 6 263,690 0 172,900
TORONTO DOMINION BK ONT COM NEW 891160509 77,734 1,326,707 SH   DFND 7 1,161,661 0 165,046
TORONTO DOMINION BK ONT COM NEW 891160509 2,410,967 41,148,477 SH   DFND 11 35,572,941 0 5,575,536
TORONTO DOMINION BK ONT COM NEW 891160509 2,613 44,601 SH   DFND   44,601 0 0
TOTAL S A SPONSORED ADR 89151E109 91,493 1,655,075 SH   DFND 1,5 277,514 0 1,377,561
TOTAL S A SPONSORED ADR 89151E109 23,473 424,629 SH   DFND 3 424,629 0 0
TOTAL SYS SVCS INC COM 891906109 339,735 4,295,552 SH   DFND 1,5 114,288 0 4,181,264
TOTAL SYS SVCS INC COM 891906109 20,501 259,205 SH   DFND 1,9 0 0 259,205
TOTAL SYS SVCS INC COM 891906109 3,508 44,359 SH   DFND 3 44,359 0 0
TOTAL SYS SVCS INC COM 891906109 14,125 178,595 SH   DFND 6 178,595 0 0
TOTAL SYS SVCS INC COM 891906109 4,056 51,282 SH   DFND 7 51,282 0 0
TOTAL SYS SVCS INC COM 891906109 27,927 353,100 SH   DFND 11 353,100 0 0
TOWNEBANK PORTSMOUTH VA COM 89214P109 37,175 1,208,954 SH   DFND 1,5 0 0 1,208,954
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 5,521 43,417 SH   DFND 1,5 0 0 43,417
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 861 6,770 SH   DFND 3 6,770 0 0
TPG SPECIALTY LENDING INC COM 87265K102 30,419 1,536,302 SH   DFND 1,5 362,401 0 1,173,901
TPI COMPOSITES INC COM 87266J104 10,552 515,734 SH   DFND 1,5 0 0 515,734
TRACTOR SUPPLY CO COM 892356106 113,231 1,514,790 SH   DFND 1,5 35,472 0 1,479,318
TRACTOR SUPPLY CO COM 892356106 8,112 108,524 SH   DFND 3 108,524 0 0
TRANSCANADA CORP COM 89353D107 33,712 692,650 SH   DFND 1,5 0 0 692,650
TRANSCANADA CORP COM 89353D107 350 7,191 SH   DFND 3 7,191 0 0
TRANSCANADA CORP COM 89353D107 442 9,079 SH   DFND 6 9,079 0 0
TRANSCANADA CORP COM 89353D107 28,573 587,055 SH   DFND 7 587,055 0 0
TRANSCANADA CORP COM 89353D107 571,595 11,743,950 SH   DFND 11 11,037,910 0 706,040
TRANSDIGM GROUP INC COM 893641100 246,470 897,496 SH   DFND 1,5 23 0 897,473
TRANSDIGM GROUP INC COM 893641100 2,392 8,712 SH   DFND 3 8,712 0 0
TRANSGLOBE ENERGY CORP COM 893662106 38 25,000 SH   DFND 1,5 25,000 0 0
TRANSOCEAN LTD REG SHS H8817H100 264 24,697 SH   DFND 3 24,697 0 0
TRANSUNION COM 89400J107 211 3,832 SH   DFND 1 3,832 0 0
TRANSUNION COM 89400J107 422,099 7,680,114 SH   DFND 1,5 728,353 0 6,951,761
TRAVELERS COMPANIES INC COM 89417E109 1,126,642 8,306,122 SH   DFND 1,5 35,167 0 8,270,955
TRAVELERS COMPANIES INC COM 89417E109 26,440 194,927 SH   DFND 3 194,927 0 0
TRAVELERS COMPANIES INC COM 89417E109 16,323 120,337 SH   DFND 6 120,337 0 0
TRAVELERS COMPANIES INC COM 89417E109 37,518 276,600 SH   DFND 7 199,000 0 77,600
TRAVELPORT WORLDWIDE LTD SHS G9019D104 9,219 705,324 SH   DFND 1,5 0 0 705,324
TREEHOUSE FOODS INC COM 89469A104 202,898 4,102,265 SH   DFND 1,5 347 0 4,101,918
TREEHOUSE FOODS INC COM 89469A104 16,031 324,119 SH   DFND 6 324,119 0 0
TREEHOUSE FOODS INC COM 89469A104 5,583 112,888 SH   DFND 7 94,488 0 18,400
TREVENA INC COM 89532E109 6,475 4,046,856 SH   DFND 1,5 64,705 0 3,982,151
TREVENA INC COM 89532E109 20 12,633 SH   DFND 3 12,633 0 0
TREVENA INC COM 89532E109 249 155,400 SH   DFND 6 155,400 0 0
TREX CO INC COM 89531P105 2,460 22,700 SH   DFND 1,5 200 0 22,500
TREX CO INC COM 89531P105 32,421 299,110 SH   DFND 11 299,110 0 0
TRI POINTE GROUP INC COM 87265H109 147,619 8,237,678 SH   DFND 1,5 1,500 0 8,236,178
TRI POINTE GROUP INC COM 87265H109 7,325 408,780 SH   DFND 11 408,780 0 0
TRIBUNE MEDIA CO CL A 896047503 3,277 77,170 SH   DFND 1,5 0 0 77,170
TRICO BANCSHARES COM 896095106 56,564 1,494,027 SH   DFND 1,5 55,677 0 1,438,350
TRIMAS CORP COM NEW 896215209 394 14,725 SH   DFND 1,5 3,225 0 11,500
TRIMBLE INC COM 896239100 177,487 4,367,300 SH   DFND 1,5 888,700 0 3,478,600
TRIMBLE INC COM 896239100 148,896 3,663,787 SH   DFND 1,9 0 0 3,663,787
TRIMBLE INC COM 896239100 7,319 180,100 SH   DFND 7 180,100 0 0
TRINET GROUP INC COM 896288107 11,209 252,803 SH   DFND 1,5 39,877 0 212,926
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 22,199 14,100,000 PRN   DFND 1,5 0 0 0
TRINSEO S A SHS L9340P101 29,730 409,511 SH   DFND 1,5 42 0 409,469
TRIO TECH INTL COM NEW 896712205 2,033 289,996 SH   DFND 1,5 34,748 0 255,248
TRIPADVISOR INC COM 896945201 30,521 885,683 SH   DFND 1,5 66,400 0 819,283
TRIPLE-S MGMT CORP CL B 896749108 51,385 2,067,800 SH   DFND 1,5 281,388 0 1,786,412
TRIUMPH GROUP INC NEW COM 896818101 413 15,200 SH   DFND 6 15,200 0 0
TRIUMPH GROUP INC NEW COM 896818101 525 19,310 SH   DFND 7 4,710 0 14,600
TRONOX LTD SHS CL A Q9235V101 273,074 13,314,193 SH   DFND 1,5 45,000 0 13,269,193
TRONOX LTD SHS CL A Q9235V101 430 20,974 SH   DFND 3 20,974 0 0
TRONOX LTD SHS CL A Q9235V101 2,176 106,100 SH   DFND 6 106,100 0 0
TRUEBLUE INC COM 89785X101 29,002 1,054,623 SH   DFND 1,5 549,252 0 505,371
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 1,761 450,307 SH   DFND 1,5 0 0 450,307
TTM TECHNOLOGIES INC COM 87305R109 83,850 5,350,958 SH   DFND 1,5 121,446 0 5,229,512
TTM TECHNOLOGIES INC COM 87305R109 5,071 323,598 SH   DFND 1,12 36,700 0 286,898
TUNIU CORP SPONSORED ADS CL 89977P106 2,460 320,762 SH   DFND 1,9 0 0 320,762
TUPPERWARE BRANDS CORP COM 899896104 60,323 962,096 SH   DFND 1,5 144,701 0 817,395
TUPPERWARE BRANDS CORP COM 899896104 540 8,616 SH   DFND 3 8,616 0 0
TUPPERWARE BRANDS CORP COM 899896104 2,528 40,316 SH   DFND 7 40,316 0 0
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 5,410 530,370 SH   DFND 1,5 25,670 0 504,700
TURQUOISE HILL RES LTD COM 900435108 1,424 417,200 SH   DFND 1,5 0 0 417,200
TWENTY FIRST CENTY FOX INC CL A 90130A101 413,992 11,989,344 SH   DFND 1,5 85,400 0 11,903,944
TWENTY FIRST CENTY FOX INC CL B 90130A200 22,832 669,154 SH   DFND 1,5 27,702 0 641,452
TWENTY FIRST CENTY FOX INC CL A 90130A101 13,749 398,174 SH   DFND 3 398,174 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 938 27,504 SH   DFND 3 27,504 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 13,980 404,853 SH   DFND 6 404,853 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 1,073 31,064 SH   DFND 7 31,064 0 0
TWILIO INC CL A 90138F102 152,466 6,460,444 SH   DFND 1,5 121,086 0 6,339,358
TWILIO INC CL A 90138F102 391 16,587 SH   DFND 1,9 0 0 16,587
TWITTER INC NOTE 1.000% 9/1 90184LAD4 70,211 75,344,000 PRN   DFND 1,5 0 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 16,966 17,765,000 PRN   DFND 1,5 0 0 0
TWITTER INC COM 90184L102 107,515 4,477,927 SH   DFND 1,5 1,084,822 0 3,393,105
TWITTER INC NOTE 1.000% 9/1 90184LAD4 6,301 6,762,000 PRN   DFND 6 0 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 2,206 2,310,000 PRN   DFND 6 0 0 0
TWITTER INC COM 90184L102 4,135 172,200 SH   DFND 11 172,200 0 0
TWO HBRS INVT CORP COM NEW 90187B408 13,269 816,051 SH   DFND 1,5 0 0 816,051
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 5,466 5,160,000 PRN   DFND 1,5 0 0 0
TWO HBRS INVT CORP COM NEW 90187B408 941 57,901 SH   DFND 7 57,901 0 0
TYLER TECHNOLOGIES INC COM 902252105 33,153 187,253 SH   DFND 6 187,253 0 0
TYLER TECHNOLOGIES INC COM 902252105 16,111 90,995 SH   DFND 7 84,295 0 6,700
TYSON FOODS INC CL A 902494103 217,411 2,681,764 SH   DFND 1,5 2,664 0 2,679,100
TYSON FOODS INC CL A 902494103 15,413 190,123 SH   DFND 3 190,123 0 0
TYSON FOODS INC CL A 902494103 14,708 181,418 SH   DFND 6 167,224 0 14,194
TYSON FOODS INC CL A 902494103 55,060 679,162 SH   DFND 7 598,462 0 80,700
U S PHYSICAL THERAPY INC COM 90337L108 6,864 95,065 SH   DFND 1,5 965 0 94,100
U S SILICA HLDGS INC COM 90346E103 46,856 1,439,066 SH   DFND 1,5 382,768 0 1,056,298
U S SILICA HLDGS INC COM 90346E103 249 7,657 SH   DFND 3 7,657 0 0
U S SILICA HLDGS INC COM 90346E103 596 18,300 SH   DFND 6 18,300 0 0
UBIQUITI NETWORKS INC COM 90347A100 710 10,000 SH   DFND 1,5 10,000 0 0
UBS GROUP AG SHS H42097107 541,517 29,428,716 SH   DFND 1,5 2,137,859 0 27,290,857
UBS GROUP AG SHS H42097107 62,904 3,416,770 SH   DFND 1,10 71,900 0 3,344,870
UBS GROUP AG SHS H42097107 13,117 712,480 SH   DFND 6 428,610 0 283,870
UBS GROUP AG SHS H42097107 14,453 785,030 SH   DFND 7 487,090 0 297,940
UDR INC COM 902653104 408,468 10,604,049 SH   DFND 1 10,604,049 0 0
UDR INC COM 902653104 241,142 6,260,164 SH   DFND 1,5 307,055 0 5,953,109
UDR INC COM 902653104 1,445 37,525 SH   DFND 3 37,525 0 0
UDR INC COM 902653104 20,872 541,837 SH   DFND 6 541,837 0 0
UDR INC COM 902653104 6,094 158,210 SH   DFND 7 124,010 0 34,200
UFP TECHNOLOGIES INC COM 902673102 3,211 115,487 SH   DFND 1,5 13,614 0 101,873
UGI CORP NEW COM 902681105 242 5,158 SH   DFND 3 5,158 0 0
UGI CORP NEW COM 902681105 1,169 24,900 SH   DFND 7 24,900 0 0
ULTA BEAUTY INC COM 90384S303 172,863 772,885 SH   DFND 1,5 7,275 0 765,610
ULTA BEAUTY INC COM 90384S303 867 3,879 SH   DFND 3 3,879 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 497,305 2,278,813 SH   DFND 1,5 182,735 0 2,096,078
ULTIMATE SOFTWARE GROUP INC COM 90385D107 236,854 1,085,343 SH   DFND 1,9 0 0 1,085,343
ULTIMATE SOFTWARE GROUP INC COM 90385D107 2,012 9,219 SH   DFND 6 9,219 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 168,912 3,641,921 SH   DFND 1,5 455,180 0 3,186,741
UMB FINL CORP COM 902788108 249,177 3,464,646 SH   DFND 1,5 55,900 0 3,408,746
UNDER ARMOUR INC CL C 904311206 10,005 751,124 SH   DFND 1,5 121,148 0 629,976
UNDER ARMOUR INC CL A 904311107 29,147 2,019,893 SH   DFND 1,5 127,193 0 1,892,700
UNDER ARMOUR INC CL A 904311107 260 18,012 SH   DFND 3 18,012 0 0
UNDER ARMOUR INC CL C 904311206 364 27,300 SH   DFND 6 27,300 0 0
UNILEVER N V N Y SHS NEW 904784709 287 5,101 SH   DFND 1 5,101 0 0
UNILEVER N V N Y SHS NEW 904784709 664,385 11,796,601 SH   DFND 1,5 75,412 0 11,721,189
UNILEVER N V N Y SHS NEW 904784709 46,952 833,664 SH   DFND 3 833,664 0 0
UNILEVER N V N Y SHS NEW 904784709 9,743 173,000 SH   DFND 6 173,000 0 0
UNILEVER N V N Y SHS NEW 904784709 6,238 110,755 SH   DFND 7 0 0 110,755
UNILEVER PLC SPON ADR NEW 904767704 4,881 88,197 SH   DFND 3 88,197 0 0
UNION BANKSHARES CORP NEW COM 90539J109 11,108 307,100 SH   DFND 1,5 0 0 307,100
UNION BANKSHARES CORP NEW COM 90539J109 424 11,720 SH   DFND 3 11,720 0 0
UNION BANKSHARES CORP NEW COM 90539J109 16,391 453,159 SH   DFND 6 453,159 0 0
UNION BANKSHARES CORP NEW COM 90539J109 4,105 113,500 SH   DFND 7 113,500 0 0
UNION PAC CORP COM 907818108 1,253,830 9,349,960 SH   DFND 1,5 842,522 0 8,507,438
UNION PAC CORP COM 907818108 160,065 1,193,621 SH   DFND 3 1,193,621 0 0
UNION PAC CORP COM 907818108 25,439 189,703 SH   DFND 6 189,703 0 0
UNION PAC CORP COM 907818108 48,393 360,871 SH   DFND 7 80,200 0 280,671
UNIQURE NV SHS N90064101 42,013 2,144,608 SH   DFND 1,5 208,550 0 1,936,058
UNIQURE NV SHS N90064101 1,175 60,000 SH   DFND 7 60,000 0 0
UNIQURE NV SHS N90064101 17,149 875,400 SH   DFND 11 875,400 0 0
UNISYS CORP COM NEW 909214306 59,882 7,347,467 SH   DFND 1,5 0 0 7,347,467
UNISYS CORP COM NEW 909214306 1,822 223,528 SH   DFND 6 223,528 0 0
UNIT CORP COM 909218109 141,783 6,444,686 SH   DFND 1,5 1,852,742 0 4,591,944
UNITED BANKSHARES INC WEST V COM 909907107 313 8,998 SH   DFND 3 8,998 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 14,747 524,054 SH   DFND 1,5 700 0 523,354
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 17,522 622,667 SH   DFND 6 622,667 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 5,506 195,681 SH   DFND 7 195,681 0 0
UNITED CONTL HLDGS INC COM 910047109 569,592 8,450,913 SH   DFND 1,5 855,895 0 7,595,018
UNITED CONTL HLDGS INC COM 910047109 3,821 56,691 SH   DFND 3 56,691 0 0
UNITED CONTL HLDGS INC COM 910047109 4,570 67,800 SH   DFND 6 67,800 0 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 41,875 17,521,100 SH   DFND 1,5 632,700 0 16,888,400
UNITED NAT FOODS INC COM 911163103 272,227 5,525,203 SH   DFND 1,5 210,819 0 5,314,384
UNITED PARCEL SERVICE INC CL B 911312106 471 3,950 SH   DFND 1 3,950 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,021,331 8,571,808 SH   DFND 1,5 791,847 0 7,779,961
UNITED PARCEL SERVICE INC CL B 911312106 146,768 1,231,789 SH   DFND 3 1,231,789 0 0
UNITED PARCEL SERVICE INC CL B 911312106 18,748 157,352 SH   DFND 6 157,352 0 0
UNITED PARCEL SERVICE INC CL B 911312106 29,213 245,178 SH   DFND 7 34,279 0 210,899
UNITED RENTALS INC COM 911363109 17,414 101,300 SH   DFND 1 101,300 0 0
UNITED RENTALS INC COM 911363109 692,693 4,029,394 SH   DFND 1,5 361,662 0 3,667,732
UNITED RENTALS INC COM 911363109 2,695 15,677 SH   DFND 3 15,677 0 0
UNITED RENTALS INC COM 911363109 6,275 36,500 SH   DFND 6 36,500 0 0
UNITED RENTALS INC COM 911363109 3,387 19,700 SH   DFND 7 19,700 0 0
UNITED STATES CELLULAR CORP COM 911684108 11,364 301,996 SH   DFND 1,5 0 0 301,996
UNITED STATES STL CORP NEW COM 912909108 4,299 122,159 SH   DFND 1,5 904 0 121,255
UNITED TECHNOLOGIES CORP COM 913017109 2,216,709 17,376,416 SH   DFND 1,5 546,906 0 16,829,510
UNITED TECHNOLOGIES CORP COM 913017109 172,974 1,355,915 SH   DFND 3 1,355,915 0 0
UNITED TECHNOLOGIES CORP COM 913017109 65,909 516,651 SH   DFND 6 495,331 0 21,320
UNITED TECHNOLOGIES CORP COM 913017109 139,771 1,095,639 SH   DFND 7 727,015 0 368,624
UNITED TECHNOLOGIES CORP COM 913017109 6,876 53,900 SH   DFND 11 53,900 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 584,939 3,953,626 SH   DFND 1,5 421,573 0 3,532,053
UNITED THERAPEUTICS CORP DEL COM 91307C102 1,849 12,500 SH   DFND 7 12,500 0 0
UNITEDHEALTH GROUP INC COM 91324P102 2,121 9,622 SH   DFND 1 9,622 0 0
UNITEDHEALTH GROUP INC COM 91324P102 12,240,569 55,522,855 SH   DFND 1,5 5,018,933 0 50,503,922
UNITEDHEALTH GROUP INC COM 91324P102 174,201 790,172 SH   DFND 3 790,172 0 0
UNITEDHEALTH GROUP INC COM 91324P102 39,027 177,027 SH   DFND 6 171,563 0 5,464
UNITEDHEALTH GROUP INC COM 91324P102 91,572 415,367 SH   DFND 7 296,266 0 119,101
UNITI GROUP INC COM 91325V108 11,162 627,449 SH   DFND 1,5 0 0 627,449
UNITI GROUP INC COM 91325V108 667 37,500 SH   DFND 7 37,500 0 0
UNIVAR INC COM 91336L107 340,869 11,009,979 SH   DFND 1,5 613,070 0 10,396,909
UNIVAR INC COM 91336L107 29,044 938,100 SH   DFND 6 938,100 0 0
UNIVAR INC COM 91336L107 6,629 214,100 SH   DFND 7 214,100 0 0
UNIVAR INC COM 91336L107 4,235 136,800 SH   DFND 11 136,800 0 0
UNIVERSAL CORP VA COM 913456109 307 5,845 SH   DFND 1,5 5,845 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 21,886 126,765 SH   DFND 1,9 127 0 126,638
UNIVERSAL FST PRODS INC COM 913543104 10,975 291,738 SH   DFND 1,5 522 0 291,216
UNIVERSAL HLTH SVCS INC CL B 913903100 393,287 3,469,667 SH   DFND 1,5 204,890 0 3,264,777
UNIVERSAL HLTH SVCS INC CL B 913903100 3,194 28,181 SH   DFND 3 28,181 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 1,757 15,500 SH   DFND 6 15,500 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 4,208 37,126 SH   DFND 7 35,126 0 2,000
UNIVERSAL INS HLDGS INC COM 91359V107 8,954 327,376 SH   DFND 1,5 77,395 0 249,981
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 35,281 1,485,535 SH   DFND 1,5 158,436 0 1,327,099
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 6,560 276,191 SH   DFND 1,12 29,497 0 246,694
UNIVERSAL STAINLESS & ALLOY COM 913837100 2,157 100,708 SH   DFND 1,5 12,176 0 88,532
UNIVEST CORP PA COM 915271100 8,027 286,169 SH   DFND 1,5 0 0 286,169
UNIVEST CORP PA COM 915271100 18,046 643,357 SH   DFND 6 643,357 0 0
UNIVEST CORP PA COM 915271100 4,468 159,284 SH   DFND 7 159,284 0 0
UNUM GROUP COM 91529Y106 1,063,300 19,371,471 SH   DFND 1,5 2,394,342 0 16,977,129
UNUM GROUP COM 91529Y106 508 9,261 SH   DFND 3 9,261 0 0
UNUM GROUP COM 91529Y106 417 7,590 SH   DFND 6 7,590 0 0
UNUM GROUP COM 91529Y106 6,401 116,624 SH   DFND 7 116,624 0 0
URBAN EDGE PPTYS COM 91704F104 56,557 2,218,800 SH   DFND 1 2,218,800 0 0
URBAN EDGE PPTYS COM 91704F104 147,783 5,797,674 SH   DFND 1,5 223,775 0 5,573,899
URBAN EDGE PPTYS COM 91704F104 24,305 953,529 SH   DFND 6 953,529 0 0
URBAN EDGE PPTYS COM 91704F104 8,154 319,890 SH   DFND 7 27,540 0 292,350
URBAN OUTFITTERS INC COM 917047102 187,897 5,359,308 SH   DFND 1,5 595,917 0 4,763,391
UROGEN PHARMA LTD COM M96088105 25,669 689,830 SH   DFND 1,5 0 0 689,830
URSTADT BIDDLE PPTYS INC PFD-G CV 6.75% 917286809 5,258 200,000 SH   DFND 1,5 0 0 200,000
US BANCORP DEL COM NEW 902973304 2,697,229 50,340,226 SH   DFND 1,5 3,358,070 0 46,982,156
US BANCORP DEL COM NEW 902973304 137,042 2,557,714 SH   DFND 3 2,557,714 0 0
US BANCORP DEL COM NEW 902973304 33,586 626,842 SH   DFND 6 626,842 0 0
US BANCORP DEL COM NEW 902973304 42,058 784,963 SH   DFND 7 110,162 0 674,801
US ECOLOGY INC COM 91732J102 37,643 738,092 SH   DFND 1,5 87,055 0 651,037
US FOODS HLDG CORP COM 912008109 8,519 266,800 SH   DFND 1 266,800 0 0
US FOODS HLDG CORP COM 912008109 759,308 23,780,410 SH   DFND 1,5 1,729,605 0 22,050,805
US FOODS HLDG CORP COM 912008109 305 9,565 SH   DFND 3 9,565 0 0
US FOODS HLDG CORP COM 912008109 54,405 1,703,884 SH   DFND 6 1,703,884 0 0
US FOODS HLDG CORP COM 912008109 17,819 558,052 SH   DFND 7 423,652 0 134,400
US FOODS HLDG CORP COM 912008109 46,142 1,445,100 SH   DFND 11 1,445,100 0 0
USANA HEALTH SCIENCES INC COM 90328M107 114,746 1,549,570 SH   DFND 1,5 623,224 0 926,346
UTAH MED PRODS INC COM 917488108 41,468 509,439 SH   DFND 1,5 122,260 0 387,179
UTAH MED PRODS INC COM 917488108 948 11,650 SH   DFND 1,12 0 0 11,650
V F CORP COM 918204108 88,145 1,191,145 SH   DFND 1,5 377,359 0 813,786
V F CORP COM 918204108 12,072 163,132 SH   DFND 3 163,132 0 0
VAIL RESORTS INC COM 91879Q109 303,728 1,429,508 SH   DFND 1,5 29,935 0 1,399,573
VAIL RESORTS INC COM 91879Q109 646 3,041 SH   DFND 6 3,041 0 0
VAIL RESORTS INC COM 91879Q109 1,254 5,900 SH   DFND 7 5,500 0 400
VALE S A ADR 91912E105 245,510 20,074,440 SH   DFND 1,5 634,246 0 19,440,194
VALE S A ADR 91912E105 4,359 356,417 SH   DFND 6 356,417 0 0
VALE S A ADR 91912E105 7,014 573,473 SH   DFND 7 573,473 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 1,167 56,170 SH   DFND 1,5 70 0 56,100
VALEANT PHARMACEUTICALS INTL COM 91911K102 1,731 83,300 SH   DFND 7 69,400 0 13,900
VALEANT PHARMACEUTICALS INTL COM 91911K102 34,615 1,665,800 SH   DFND 11 1,558,700 0 107,100
VALERO ENERGY CORP NEW COM 91913Y100 764,106 8,313,636 SH   DFND 1,5 426,674 0 7,886,962
VALERO ENERGY CORP NEW COM 91913Y100 75,032 816,365 SH   DFND 3 816,365 0 0
VALERO ENERGY CORP NEW COM 91913Y100 8,088 88,000 SH   DFND 6 88,000 0 0
VALERO ENERGY CORP NEW COM 91913Y100 25,075 272,822 SH   DFND 7 104,300 0 168,522
VALERO ENERGY CORP NEW COM 91913Y100 10,119 110,100 SH   DFND 11 110,100 0 0
VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 1,402 31,498 SH   DFND 1,5 0 0 31,498
VALLEY NATL BANCORP COM 919794107 29,418 2,621,900 SH   DFND 1,5 0 0 2,621,900
VALMONT INDS INC COM 920253101 50,899 306,900 SH   DFND 1,5 0 0 306,900
VALVOLINE INC COM 92047W101 62,862 2,508,446 SH   DFND 1,5 291 0 2,508,155
VALVOLINE INC COM 92047W101 279 11,116 SH   DFND 3 11,116 0 0
VALVOLINE INC COM 92047W101 1,380 55,074 SH   DFND 6 55,074 0 0
VALVOLINE INC COM 92047W101 634 25,283 SH   DFND 7 25,283 0 0
VANDA PHARMACEUTICALS INC COM 921659108 19,934 1,311,471 SH   DFND 1,5 0 0 1,311,471
VANECK VECTORS ETF TR AGRIBUSINESS ETF 92189F700 1,097 17,810 SH   DFND 1,5 17,810 0 0
VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 310 3,806 SH   DFND 3 3,806 0 0
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 48,877 617,914 SH   DFND 6 617,914 0 0
VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 6,974 128,267 SH   DFND 1,5 0 0 128,267
VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 392 7,205 SH   DFND 3 7,205 0 0
VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 74,817 582,281 SH   DFND 3 582,281 0 0
VANGUARD INDEX FDS EXTEND MKT ETF 922908652 1,145 10,183 SH   DFND 3 10,183 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 83,602 565,645 SH   DFND 3 565,645 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 18,816 76,711 SH   DFND 3 76,711 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 596,363 4,220,548 SH   DFND 3 4,220,548 0 0
VANGUARD INDEX FDS SML CP GRW ETF 922908595 5,623 34,738 SH   DFND 3 34,738 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 674,778 6,346,668 SH   DFND 3 6,346,668 0 0
VANGUARD INDEX FDS LARGE CAP ETF 922908637 323,310 2,626,828 SH   DFND 3 2,626,828 0 0
VANGUARD INDEX FDS MID CAP ETF 922908629 6,380 41,010 SH   DFND 3 41,010 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 37,890 276,064 SH   DFND 3 276,064 0 0
VANGUARD INDEX FDS REIT ETF 922908553 788 9,497 SH   DFND 3 9,497 0 0
VANGUARD INDEX FDS SM CP VAL ETF 922908611 109,854 822,448 SH   DFND 3 822,448 0 0
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 25,740 230,704 SH   DFND 3 230,704 0 0
VANGUARD INDEX FDS REIT ETF 922908553 1,461 17,604 SH   DFND 6 0 0 17,604
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 2,733 46,201 SH   DFND 1,5 46,201 0 0
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 355 4,873 SH   DFND 3 4,873 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 41,623 703,687 SH   DFND 3 703,687 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 2,379 43,472 SH   DFND 3 43,472 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 1,470 19,768 SH   DFND 3 19,768 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 4,746 103,371 SH   DFND 3 103,371 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 2,455 53,467 SH   DFND 6 0 0 53,467
VANGUARD SCOTTSDALE FDS VNG RUS3000IDX 92206C599 960 7,806 SH   DFND 3 7,806 0 0
VANGUARD SCOTTSDALE FDS LONG TERM TREAS 92206C847 2,180 27,951 SH   DFND 6 27,951 0 0
VANGUARD SPECIALIZED FUNDS DIV APP ETF 921908844 9,902 97,049 SH   DFND 3 97,049 0 0
VANGUARD STAR FD VG TL INTL STK F 921909768 4,847 85,485 SH   DFND 3 85,485 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 6,923 154,318 SH   DFND 3 154,318 0 0
VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 3,774 44,070 SH   DFND 3 44,070 0 0
VANGUARD WORLD FD MEGA CAP INDEX 921910873 456 4,944 SH   DFND 3 4,944 0 0
VANGUARD WORLD FD MEGA GRWTH IND 921910816 466 4,183 SH   DFND 3 4,183 0 0
VANGUARD WORLD FD MEGA CAP VAL ETF 921910840 290 3,779 SH   DFND 3 3,779 0 0
VANGUARD WORLD FD EXTENDED DUR 921910709 12,161 100,511 SH   DFND 7 100,511 0 0
VANGUARD WORLD FDS INDUSTRIAL ETF 92204A603 389 2,732 SH   DFND 3 2,732 0 0
VANGUARD WORLD FDS UTILITIES ETF 92204A876 357 3,058 SH   DFND 3 3,058 0 0
VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 1,064 6,904 SH   DFND 3 6,904 0 0
VANGUARD WORLD FDS CONSUM DIS ETF 92204A108 482 3,091 SH   DFND 3 3,091 0 0
VANGUARD WORLD FDS FINANCIALS ETF 92204A405 347,678 4,963,996 SH   DFND 3 4,963,996 0 0
VANGUARD WORLD FDS INF TECH ETF 92204A702 2,908 17,656 SH   DFND 3 17,656 0 0
VANGUARD WORLD FDS MATERIALS ETF 92204A801 330 2,417 SH   DFND 3 2,417 0 0
VANGUARD WORLD FDS CONSUM STP ETF 92204A207 615 4,211 SH   DFND 3 4,211 0 0
VANTIV INC CL A 92210H105 157,724 2,144,451 SH   DFND 1,5 172 0 2,144,279
VANTIV INC CL A 92210H105 4,322 58,761 SH   DFND 1,12 6,700 0 52,061
VANTIV INC CL A 92210H105 3,151 42,837 SH   DFND 6 42,837 0 0
VANTIV INC CL A 92210H105 1,520 20,663 SH   DFND 7 20,663 0 0
VAREX IMAGING CORP COM 92214X106 8,924 222,166 SH   DFND 1,5 22,337 0 199,829
VARIAN MED SYS INC COM 92220P105 48,907 440,007 SH   DFND 1,5 10,007 0 430,000
VARIAN MED SYS INC COM 92220P105 12,996 116,924 SH   DFND 3 116,924 0 0
VARONIS SYS INC COM 922280102 18,712 385,420 SH   DFND 1,5 493 0 384,927
VARONIS SYS INC COM 922280102 15,742 324,250 SH   DFND 6 324,250 0 0
VARONIS SYS INC COM 922280102 3,733 76,900 SH   DFND 7 76,900 0 0
VECTOR GROUP LTD FRNT 1/1 92240MAY4 39,741 25,103,000 PRN   DFND 1,5 0 0 0
VECTREN CORP COM 92240G101 444 6,822 SH   DFND 3 6,822 0 0
VECTREN CORP COM 92240G101 6,872 105,688 SH   DFND 6 92,088 0 13,600
VECTREN CORP COM 92240G101 5,809 89,349 SH   DFND 7 89,349 0 0
VEEVA SYS INC CL A COM 922475108 202,376 3,660,934 SH   DFND 1,5 366,914 0 3,294,020
VENTAS INC COM 92276F100 358,435 5,972,919 SH   DFND 1 5,972,919 0 0
VENTAS INC COM 92276F100 563,061 9,382,781 SH   DFND 1,5 402,886 0 8,979,895
VENTAS INC COM 92276F100 33,564 559,311 SH   DFND 3 559,311 0 0
VENTAS INC COM 92276F100 42,473 707,766 SH   DFND 6 707,766 0 0
VENTAS INC COM 92276F100 14,722 245,319 SH   DFND 7 18,174 0 227,145
VEON LTD SPONSORED ADR 91822M106 45,081 11,739,839 SH   DFND 1,5 501,859 0 11,237,980
VEON LTD SPONSORED ADR 91822M106 29,842 7,771,300 SH   DFND 1,10 161,200 0 7,610,100
VERA BRADLEY INC COM 92335C106 11,585 951,186 SH   DFND 1,5 0 0 951,186
VEREIT INC COM 92339V100 188,957 24,256,300 SH   DFND 1 24,256,300 0 0
VEREIT INC COM 92339V100 350,568 45,002,271 SH   DFND 1,5 1,885,585 0 43,116,686
VEREIT INC COM 92339V100 14,570 1,870,299 SH   DFND 6 1,870,299 0 0
VEREIT INC COM 92339V100 6,783 870,776 SH   DFND 7 280,023 0 590,753
VERISIGN INC COM 92343E102 323 2,826 SH   DFND 1 2,826 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 52,118 15,610,000 PRN   DFND 1,5 0 0 0
VERISIGN INC COM 92343E102 205,700 1,797,448 SH   DFND 1,5 851 0 1,796,597
VERISIGN INC COM 92343E102 5,662 49,480 SH   DFND 3 49,480 0 0
VERISIGN INC COM 92343E102 1,545 13,500 SH   DFND 6 13,500 0 0
VERISIGN INC COM 92343E102 1,437 12,554 SH   DFND 7 12,554 0 0
VERISK ANALYTICS INC COM 92345Y106 855 8,909 SH   DFND 3 8,909 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 3,032,396 57,290,690 SH   DFND 1,5 2,552,820 0 54,737,870
VERIZON COMMUNICATIONS INC COM 92343V104 287,938 5,439,976 SH   DFND 3 5,439,976 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 37,593 710,231 SH   DFND 6 710,231 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 88,798 1,677,643 SH   DFND 7 882,375 0 795,268
VERMILLION INC COM NEW 92407M206 9,987 5,174,707 SH   DFND 1,5 0 0 5,174,707
VERSUM MATLS INC COM 92532W103 35,593 940,362 SH   DFND 1,5 38,441 0 901,921
VERTEX PHARMACEUTICALS INC COM 92532F100 353 2,354 SH   DFND 1 2,354 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 2,380,550 15,885,161 SH   DFND 1,5 1,048,922 0 14,836,239
VERTEX PHARMACEUTICALS INC COM 92532F100 27,005 180,201 SH   DFND 3 180,201 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 23,526 156,989 SH   DFND 6 156,989 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 75,998 507,128 SH   DFND 7 383,345 0 123,783
VIACOM INC NEW CL B 92553P201 117,004 3,797,585 SH   DFND 1,5 251,427 0 3,546,158
VIACOM INC NEW CL A 92553P102 38,428 1,101,099 SH   DFND 1,5 300,000 0 801,099
VIACOM INC NEW CL B 92553P201 7,974 258,819 SH   DFND 3 258,819 0 0
VIACOM INC NEW CL B 92553P201 5,944 192,933 SH   DFND 6 192,933 0 0
VIACOM INC NEW CL B 92553P201 4,015 130,321 SH   DFND 7 61,613 0 68,708
VIAD CORP COM NEW 92552R406 28,156 508,237 SH   DFND 1,5 0 0 508,237
VIAD CORP COM NEW 92552R406 1,745 31,500 SH   DFND 6 31,500 0 0
VIASAT INC COM 92552V100 840 11,221 SH   DFND 1,5 0 0 11,221
VIAVI SOLUTIONS INC COM 925550105 4,024 460,430 SH   DFND 1,5 0 0 460,430
VIEWRAY INC COM 92672L107 27,733 2,994,961 SH   DFND 4 2,994,961 0 0
VIEWRAY INC COM 92672L107 11,222 1,211,900 SH   DFND 6 1,211,900 0 0
VIEWRAY INC COM 92672L107 2,899 313,100 SH   DFND 7 313,100 0 0
VILLAGE SUPER MKT INC CL A NEW 927107409 1,500 65,397 SH   DFND 1,5 65,397 0 0
VIPER ENERGY PARTNERS LP COM UNT RP INT 92763M105 67,931 2,911,749 SH   DFND 1,5 0 0 2,911,749
VIPER ENERGY PARTNERS LP COM UNT RP INT 92763M105 1,733 74,300 SH   DFND 7 74,300 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 57,253 4,885,100 SH   DFND 1,5 933,200 0 3,951,900
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 153,301 13,080,292 SH   DFND 1,9 207,000 0 12,873,292
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 79,391 6,774,000 SH   DFND 11 6,774,000 0 0
VIRTU FINL INC CL A 928254101 9,944 543,370 SH   DFND 1,5 0 0 543,370
VIRTU FINL INC CL A 928254101 481 26,300 SH   DFND   26,300 0 0
VIRTUSA CORP COM 92827P102 60,425 1,370,806 SH   DFND 1,5 908 0 1,369,898
VIRTUSA CORP COM 92827P102 65,720 1,490,930 SH   DFND 6 1,490,930 0 0
VIRTUSA CORP COM 92827P102 10,062 228,263 SH   DFND 7 228,263 0 0
VIRTUSA CORP COM 92827P102 24,348 552,370 SH   DFND 11 552,370 0 0
VISA INC COM CL A 92826C839 2,373 20,809 SH   DFND 1 20,809 0 0
VISA INC COM CL A 92826C839 9,174,685 80,465,577 SH   DFND 1,5 7,962,805 0 72,502,772
VISA INC COM CL A 92826C839 137,907 1,209,495 SH   DFND 3 1,209,495 0 0
VISA INC COM CL A 92826C839 86,972 762,780 SH   DFND 6 762,780 0 0
VISA INC COM CL A 92826C839 141,515 1,241,142 SH   DFND 7 798,791 0 442,351
VISA INC COM CL A 92826C839 91,577 803,169 SH   DFND 11 803,169 0 0
VISTA OUTDOOR INC COM 928377100 121,739 8,355,473 SH   DFND 1,5 52,454 0 8,303,019
VISTA OUTDOOR INC COM 928377100 3,128 214,700 SH   DFND 6 214,700 0 0
VISTEON CORP COM NEW 92839U206 55,926 446,905 SH   DFND 1,5 8 0 446,897
VISTRA ENERGY CORP COM 92840M102 119,444 6,519,861 SH   DFND 1,5 2,920 0 6,516,941
VISTRA ENERGY CORP COM 92840M102 2,896 158,100 SH   DFND 7 129,800 0 28,300
VITAL THERAPIES INC COM 92847R104 11,671 1,961,478 SH   DFND 1,5 0 0 1,961,478
VITAMIN SHOPPE INC COM 92849E101 5,862 1,332,370 SH   DFND 1,5 442,204 0 890,166
VIVINT SOLAR INC COM 92854Q106 40,870 10,091,285 SH   DFND 1,5 0 0 10,091,285
VMWARE INC CL A COM 928563402 46,370 370,011 SH   DFND 1,5 9,300 0 360,711
VMWARE INC CL A COM 928563402 2,895 23,100 SH   DFND 6 23,100 0 0
VMWARE INC CL A COM 928563402 3,045 24,300 SH   DFND 7 24,300 0 0
VOC ENERGY TR TR UNIT 91829B103 59 10,000 SH   DFND 1,5 10,000 0 0
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 15,801 495,328 SH   DFND 1,5 25,747 0 469,581
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 539 16,901 SH   DFND 3 16,901 0 0
VONAGE HLDGS CORP COM 92886T201 27,019 2,656,712 SH   DFND 1,5 200 0 2,656,512
VORNADO RLTY TR SH BEN INT 929042109 21,609 276,400 SH   DFND 1,5 0 0 276,400
VORNADO RLTY TR SH BEN INT 929042109 3,284 42,000 SH   DFND 3 42,000 0 0
VOYA FINL INC COM 929089100 87,520 1,769,149 SH   DFND 1,5 192,828 0 1,576,321
VOYAGER THERAPEUTICS INC COM 92915B106 54,565 3,287,051 SH   DFND 1,5 0 0 3,287,051
VSE CORP COM 918284100 78,736 1,625,764 SH   DFND 1,5 299,969 0 1,325,795
VULCAN MATLS CO COM 929160109 12,126 94,461 SH   DFND 1,5 130 0 94,331
VULCAN MATLS CO COM 929160109 2,931 22,831 SH   DFND 3 22,831 0 0
VULCAN MATLS CO COM 929160109 1,117 8,700 SH   DFND 11 8,700 0 0
W P CAREY INC COM 92936U109 102,756 1,491,385 SH   DFND 1 1,491,385 0 0
W P CAREY INC COM 92936U109 34,925 506,888 SH   DFND 1,5 88 0 506,800
WABCO HLDGS INC COM 92927K102 603 4,200 SH   DFND 1 4,200 0 0
WABCO HLDGS INC COM 92927K102 339,276 2,364,290 SH   DFND 1,5 14,555 0 2,349,735
WABCO HLDGS INC COM 92927K102 661 4,605 SH   DFND 3 4,605 0 0
WABCO HLDGS INC COM 92927K102 31,464 219,260 SH   DFND 6 219,260 0 0
WABCO HLDGS INC COM 92927K102 15,944 111,107 SH   DFND 7 111,107 0 0
WABTEC CORP COM 929740108 199,051 2,444,448 SH   DFND 1,5 127,400 0 2,317,048
WABTEC CORP COM 929740108 3,957 48,600 SH   DFND 6 48,600 0 0
WADDELL & REED FINL INC CL A 930059100 88,111 3,944,080 SH   DFND 1,5 851,756 0 3,092,324
WAGEWORKS INC COM 930427109 8,166 131,709 SH   DFND 1,5 0 0 131,709
WAGEWORKS INC COM 930427109 12,533 202,149 SH   DFND 1,9 0 0 202,149
WAGEWORKS INC COM 930427109 1,451 23,400 SH   DFND 6 23,400 0 0
WAGEWORKS INC COM 930427109 1,826 29,455 SH   DFND 7 7,855 0 21,600
WAL-MART STORES INC COM 931142103 2,180 22,074 SH   DFND 1 22,074 0 0
WAL-MART STORES INC COM 931142103 3,114,147 31,535,668 SH   DFND 1,5 1,673,938 0 29,861,730
WAL-MART STORES INC COM 931142103 203,059 2,056,289 SH   DFND 3 2,056,289 0 0
WAL-MART STORES INC COM 931142103 22,448 227,324 SH   DFND 6 227,324 0 0
WAL-MART STORES INC COM 931142103 51,991 526,488 SH   DFND 7 176,791 0 349,697
WALGREENS BOOTS ALLIANCE INC COM 931427108 389,125 5,358,371 SH   DFND 1,5 222,684 0 5,135,687
WALGREENS BOOTS ALLIANCE INC COM 931427108 25,152 346,346 SH   DFND 3 346,346 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 3,631 50,000 SH   DFND 11 50,000 0 0
WARRIOR MET COAL INC COM 93627C101 1,079 42,911 SH   DFND 1 42,911 0 0
WARRIOR MET COAL INC COM 93627C101 106,278 4,225,783 SH   DFND 1,5 357,917 0 3,867,866
WASHINGTON FED INC COM 938824109 198,290 5,789,498 SH   DFND 1,5 0 0 5,789,498
WASHINGTON PRIME GROUP NEW COM 93964W108 32,653 4,586,152 SH   DFND 1,5 17,511 0 4,568,641
WASHINGTON PRIME GROUP NEW COM 93964W108 6,031 847,100 SH   DFND 6 847,100 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 2,234 313,800 SH   DFND 7 313,800 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 83,974 2,698,400 SH   DFND 1,5 98,300 0 2,600,100
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 18,597 597,600 SH   DFND 6 597,600 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 5,707 183,400 SH   DFND 7 0 0 183,400
WASTE CONNECTIONS INC COM 94106B101 117,268 1,653,134 SH   DFND 1,5 32,480 0 1,620,654
WASTE CONNECTIONS INC COM 94106B101 10,824 152,600 SH   DFND 7 126,350 0 26,250
WASTE CONNECTIONS INC COM 94106B101 266,392 3,755,657 SH   DFND 11 3,535,250 0 220,407
WASTE CONNECTIONS INC COM 94106B101 1,135 16,000 SH   DFND   16,000 0 0
WASTE MGMT INC DEL COM 94106L109 45,264 524,500 SH   DFND 1,5 0 0 524,500
WASTE MGMT INC DEL COM 94106L109 13,619 157,805 SH   DFND 3 157,805 0 0
WASTE MGMT INC DEL COM 94106L109 2,017 23,374 SH   DFND 6 23,374 0 0
WASTE MGMT INC DEL COM 94106L109 5,295 61,354 SH   DFND 7 53,154 0 8,200
WATERS CORP COM 941848103 184,915 957,165 SH   DFND 1,5 63,459 0 893,706
WATERS CORP COM 941848103 5,079 26,289 SH   DFND 3 26,289 0 0
WATSCO INC COM 942622200 139,432 819,995 SH   DFND 1,5 5 0 819,990
WATSCO INC COM 942622200 26,195 154,054 SH   DFND 3 154,054 0 0
WAVE LIFE SCIENCES LTD SHS Y95308105 38,914 1,108,649 SH   DFND 1,5 0 0 1,108,649
WAYFAIR INC CL A 94419L101 680,439 8,476,875 SH   DFND 1,5 2,147,754 0 6,329,121
WAYFAIR INC CL A 94419L101 353 4,400 SH   DFND 6 4,400 0 0
WAYSIDE TECHNOLOGY GROUP INC COM 946760105 4,496 269,229 SH   DFND 1,5 158,524 0 110,705
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 15,156 13,985,000 PRN   DFND 1,5 0 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 71,083 17,046,330 SH   DFND 1,5 2,657,317 0 14,389,013
WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 10,275 10,405,000 PRN   DFND 1,5 0 0 0
WEB COM GROUP INC COM 94733A104 43,094 1,976,773 SH   DFND 1,5 80,878 0 1,895,895
WEBSTER FINL CORP CONN COM 947890109 328 5,833 SH   DFND 3 5,833 0 0
WEC ENERGY GROUP INC COM 92939U106 51,577 776,404 SH   DFND 1,5 29 0 776,375
WEC ENERGY GROUP INC COM 92939U106 8,148 122,656 SH   DFND 3 122,656 0 0
WEIBO CORP SPONSORED ADR 948596101 1,031 9,970 SH   DFND 1,9 0 0 9,970
WEIGHT WATCHERS INTL INC NEW COM 948626106 359,417 8,116,916 SH   DFND 1,5 823,064 0 7,293,852
WELLCARE HEALTH PLANS INC COM 94946T106 51,393 255,546 SH   DFND 1,5 10,081 0 245,465
WELLCARE HEALTH PLANS INC COM 94946T106 2,836 14,100 SH   DFND 7 14,100 0 0
WELLS FARGO CO NEW COM 949746101 350 5,768 SH   DFND 1 5,768 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 43,366 33,104 SH   DFND 1,5 9,950 0 23,154
WELLS FARGO CO NEW COM 949746101 7,488,589 123,431,503 SH   DFND 1,5 8,684,027 0 114,747,476
WELLS FARGO CO NEW COM 949746101 305,641 5,037,761 SH   DFND 3 5,037,761 0 0
WELLS FARGO CO NEW COM 949746101 66,123 1,089,881 SH   DFND 6 1,073,324 0 16,557
WELLS FARGO CO NEW COM 949746101 103,935 1,713,115 SH   DFND 7 524,480 0 1,188,635
WELLTOWER INC COM 95040Q104 282,746 4,433,840 SH   DFND 1 4,433,840 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 3,632 60,667 SH   DFND 1,5 33,967 0 26,700
WELLTOWER INC COM 95040Q104 347,817 5,454,249 SH   DFND 1,5 164,539 0 5,289,710
WELLTOWER INC COM 95040Q104 5,279 82,774 SH   DFND 3 82,774 0 0
WELLTOWER INC COM 95040Q104 25,372 397,860 SH   DFND 6 397,860 0 0
WELLTOWER INC COM 95040Q104 20,216 317,017 SH   DFND 7 83,153 0 233,864
WENDYS CO COM 95058W100 240 14,621 SH   DFND 3 14,621 0 0
WESBANCO INC COM 950810101 17,448 429,233 SH   DFND 1,5 0 0 429,233
WESCO INTL INC COM 95082P105 395,643 5,805,468 SH   DFND 1,5 861 0 5,804,607
WEST BANCORPORATION INC CAP STK 95123P106 5,437 216,188 SH   DFND 1,5 600 0 215,588
WEST PHARMACEUTICAL SVSC INC COM 955306105 24,425 247,542 SH   DFND 11 247,542 0 0
WESTAR ENERGY INC COM 95709T100 147,242 2,788,666 SH   DFND 1,5 0 0 2,788,666
WESTAR ENERGY INC COM 95709T100 301 5,704 SH   DFND 3 5,704 0 0
WESTAR ENERGY INC COM 95709T100 1,675 31,716 SH   DFND 6 31,716 0 0
WESTAR ENERGY INC COM 95709T100 3,901 73,886 SH   DFND 7 70,986 0 2,900
WESTERN ALLIANCE BANCORP COM 957638109 21,873 386,312 SH   DFND 6 386,312 0 0
WESTERN ALLIANCE BANCORP COM 957638109 5,769 101,890 SH   DFND 7 101,890 0 0
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 24,688 25,000,000 PRN   DFND 1,5 0 0 0
WESTERN DIGITAL CORP COM 958102105 90,703 1,140,491 SH   DFND 1,5 65,242 0 1,075,249
WESTERN DIGITAL CORP COM 958102105 9,073 114,077 SH   DFND 3 114,077 0 0
WESTERN DIGITAL CORP COM 958102105 328 4,130 SH   DFND 6 4,130 0 0
WESTERN DIGITAL CORP COM 958102105 6,350 79,839 SH   DFND 7 79,839 0 0
WESTERN GAS EQUITY PARTNERS COMUNT LTD PT 95825R103 806 21,700 SH   DFND 1,5 0 0 21,700
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 5,324 110,700 SH   DFND 1,5 0 0 110,700
WESTERN NEW ENG BANCORP INC COM 958892101 11,218 1,029,211 SH   DFND 6 1,029,211 0 0
WESTERN NEW ENG BANCORP INC COM 958892101 3,188 292,500 SH   DFND 7 292,500 0 0
WESTERN UN CO COM 959802109 784,192 41,251,567 SH   DFND 1,5 2,879,954 0 38,371,613
WESTERN UN CO COM 959802109 925 48,664 SH   DFND 3 48,664 0 0
WESTERN UN CO COM 959802109 5,085 267,500 SH   DFND 6 267,500 0 0
WESTLAKE CHEM CORP COM 960413102 619,350 5,813,856 SH   DFND 1,5 236,491 0 5,577,365
WESTLAKE CHEM CORP COM 960413102 1,172 11,000 SH   DFND 6 11,000 0 0
WESTROCK CO COM 96145D105 838,697 13,268,415 SH   DFND 1,5 901,598 0 12,366,817
WESTROCK CO COM 96145D105 32,086 507,608 SH   DFND 3 507,608 0 0
WESTROCK CO COM 96145D105 5,732 90,686 SH   DFND 6 90,686 0 0
WEX INC COM 96208T104 106,244 752,273 SH   DFND 1,5 177 0 752,096
WEX INC COM 96208T104 54,077 382,900 SH   DFND 1,9 0 0 382,900
WEYERHAEUSER CO COM 962166104 9,871 279,959 SH   DFND 1,5 245 0 279,714
WEYERHAEUSER CO COM 962166104 7,733 219,316 SH   DFND 3 219,316 0 0
WGL HLDGS INC COM 92924F106 39,256 457,320 SH   DFND 1,5 0 0 457,320
WGL HLDGS INC COM 92924F106 374 4,356 SH   DFND 3 4,356 0 0
WGL HLDGS INC COM 92924F106 2,507 29,200 SH   DFND 6 29,200 0 0
WHEATON PRECIOUS METALS CORP COM 962879102 61,637 2,787,960 SH   DFND 1,5 0 0 2,787,960
WHEATON PRECIOUS METALS CORP COM 962879102 6,022 272,396 SH   DFND 6 157,296 0 115,100
WHEATON PRECIOUS METALS CORP COM 962879102 12,290 555,910 SH   DFND 7 474,710 0 81,200
WHEATON PRECIOUS METALS CORP COM 962879102 88,055 3,982,900 SH   DFND 11 3,982,900 0 0
WHEELER REAL ESTATE INVT TR PFD CNV SER D 963025606 5,959 295,000 SH   DFND 1,5 0 0 295,000
WHIRLPOOL CORP COM 963320106 45,004 266,862 SH   DFND 1,5 40 0 266,822
WHIRLPOOL CORP COM 963320106 4,359 25,845 SH   DFND 3 25,845 0 0
WHITING PETE CORP NEW COM NEW 966387409 124,401 4,697,927 SH   DFND 1,5 426,735 0 4,271,192
WHITING PETE CORP NEW COM NEW 966387409 622 23,500 SH   DFND 6 23,500 0 0
WILEY JOHN & SONS INC CL A 968223206 21,872 332,649 SH   DFND 1,5 0 0 332,649
WILEY JOHN & SONS INC CL A 968223206 1,043 15,866 SH   DFND 3 15,866 0 0
WILEY JOHN & SONS INC CL A 968223206 6,707 102,000 SH   DFND 6 102,000 0 0
WILEY JOHN & SONS INC CL A 968223206 1,045 15,900 SH   DFND 7 700 0 15,200
WILLIAMS COS INC DEL COM 969457100 3,653 119,807 SH   DFND 1 119,807 0 0
WILLIAMS COS INC DEL COM 969457100 1,782,882 58,474,322 SH   DFND 1,5 2,576,094 0 55,898,228
WILLIAMS COS INC DEL COM 969457100 122,154 4,006,372 SH   DFND 3 4,006,372 0 0
WILLIAMS COS INC DEL COM 969457100 24,928 817,595 SH   DFND 6 817,595 0 0
WILLIAMS COS INC DEL COM 969457100 39,112 1,282,776 SH   DFND 7 213,200 0 1,069,576
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 814,857 21,012,307 SH   DFND 1,5 0 0 21,012,307
WILLIAMS SONOMA INC COM 969904101 256,162 4,954,785 SH   DFND 1,5 405,561 0 4,549,224
WILLIS TOWERS WATSON PUB LTD SHS G96629103 70,301 466,528 SH   DFND 1,5 22,700 0 443,828
WILLIS TOWERS WATSON PUB LTD SHS G96629103 8,191 54,358 SH   DFND 3 54,358 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 15,913 105,600 SH   DFND 11 105,600 0 0
WINDSTREAM HLDGS INC COM NEW 97382A200 4,357 2,355,240 SH   DFND 1,5 0 0 2,355,240
WINGSTOP INC COM 974155103 68,811 1,765,288 SH   DFND 1,5 73,129 0 1,692,159
WINTRUST FINL CORP COM 97650W108 81,623 990,936 SH   DFND 1,5 0 0 990,936
WIPRO LTD SPON ADR 1 SH 97651M109 2,462 450,000 SH   DFND 1,5 450,000 0 0
WIRELESS TELECOM GROUP INC COM 976524108 1,093 449,935 SH   DFND 1,5 51,265 0 398,670
WISDOMTREE INVTS INC COM 97717P104 18,356 1,462,628 SH   DFND 1,5 235,507 0 1,227,121
WISDOMTREE INVTS INC COM 97717P104 7,328 583,940 SH   DFND 6 583,940 0 0
WISDOMTREE INVTS INC COM 97717P104 2,782 221,692 SH   DFND 7 221,692 0 0
WISDOMTREE TR INDIA ERNGS FD 97717W422 10,985 394,575 SH   DFND 1,5 0 0 394,575
WISDOMTREE TR JAPN HEDGE EQT 97717W851 39,662 668,498 SH   DFND 1,5 30,148 0 638,350
WISDOMTREE TR JP SMALLCP DIV 97717W836 3,592 44,661 SH   DFND 3 44,661 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 94,918 1,599,830 SH   DFND 3 1,599,830 0 0
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 254,885 4,000,701 SH   DFND 3 4,000,701 0 0
WISDOMTREE TR EUROPE SMCP DV 97717W869 3,649 51,713 SH   DFND 3 51,713 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 659 11,108 SH   DFND 6 0 0 11,108
WISDOMTREE TR JPN SCAP HDG EQT 97717W521 8,657 187,782 SH   DFND 7 187,782 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 22,366 376,980 SH   DFND 7 376,980 0 0
WIX COM LTD SHS M98068105 147,834 2,568,785 SH   DFND 1,5 404,042 0 2,164,743
WIX COM LTD SHS M98068105 961 16,700 SH   DFND 1,9 0 0 16,700
WMIH CORP COM 92936P100 19 22,189 SH   DFND 1,5 0 0 22,189
WNS HOLDINGS LTD SPON ADR 92932M101 110,229 2,746,793 SH   DFND 1,5 89,600 0 2,657,193
WNS HOLDINGS LTD SPON ADR 92932M101 62,415 1,555,325 SH   DFND 6 1,555,325 0 0
WNS HOLDINGS LTD SPON ADR 92932M101 7,954 198,216 SH   DFND 7 198,216 0 0
WOLVERINE WORLD WIDE INC COM 978097103 47,623 1,493,809 SH   DFND 1,5 17,751 0 1,476,058
WOLVERINE WORLD WIDE INC COM 978097103 35,664 1,118,684 SH   DFND 6 1,118,684 0 0
WOLVERINE WORLD WIDE INC COM 978097103 15,004 470,645 SH   DFND 7 415,145 0 55,500
WOODWARD INC COM 980745103 15,438 201,700 SH   DFND 1,5 0 0 201,700
WORKDAY INC CL A 98138H101 448 4,400 SH   DFND 1 4,400 0 0
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 9,165 6,700,000 PRN   DFND 1,5 0 0 0
WORKDAY INC CL A 98138H101 1,439,758 14,151,345 SH   DFND 1,5 1,276,144 0 12,875,201
WORKDAY INC CL A 98138H101 40,839 401,401 SH   DFND 1,9 150 0 401,251
WORKDAY INC CL A 98138H101 338 3,327 SH   DFND 3 3,327 0 0
WORKDAY INC CL A 98138H101 2,772 27,247 SH   DFND 6 27,247 0 0
WORKDAY INC CL A 98138H101 476 4,680 SH   DFND 7 4,680 0 0
WORKIVA INC COM CL A 98139A105 17,711 827,625 SH   DFND 1,5 0 0 827,625
WORKIVA INC COM CL A 98139A105 456 21,300 SH   DFND 1,9 0 0 21,300
WORLD FUEL SVCS CORP COM 981475106 111,689 3,969,041 SH   DFND 1,5 514,488 0 3,454,553
WORTHINGTON INDS INC COM 981811102 7,404 168,033 SH   DFND 1,5 85,309 0 82,724
WORTHINGTON INDS INC COM 981811102 11,011 249,900 SH   DFND 6 249,900 0 0
WORTHINGTON INDS INC COM 981811102 4,195 95,200 SH   DFND 7 95,200 0 0
WPP PLC NEW ADR 92937A102 1,801 19,884 SH   DFND 3 19,884 0 0
WPX ENERGY INC COM 98212B103 181,400 12,892,660 SH   DFND 1,5 137,669 0 12,754,991
WPX ENERGY INC COM 98212B103 1,444 102,600 SH   DFND 7 102,600 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 330,745 14,898,414 SH   DFND 1,5 240,000 0 14,658,414
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 10,449 470,660 SH   DFND 6 470,660 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 7,729 348,158 SH   DFND 7 348,158 0 0
WSFS FINL CORP COM 929328102 63,018 1,316,995 SH   DFND 1,5 0 0 1,316,995
WYNDHAM WORLDWIDE CORP COM 98310W108 790,461 6,821,968 SH   DFND 1,5 212,205 0 6,609,763
WYNDHAM WORLDWIDE CORP COM 98310W108 7,553 65,187 SH   DFND 3 65,187 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 5,515 47,600 SH   DFND 6 47,600 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 8,904 76,841 SH   DFND 7 34,541 0 42,300
WYNDHAM WORLDWIDE CORP COM 98310W108 23,383 201,800 SH   DFND 11 201,800 0 0
WYNN RESORTS LTD COM 983134107 83,168 493,315 SH   DFND 1,5 0 0 493,315
WYNN RESORTS LTD COM 983134107 4,415 26,186 SH   DFND 3 26,186 0 0
WYNN RESORTS LTD COM 983134107 809 4,800 SH   DFND 7 4,800 0 0
XCEL ENERGY INC COM 98389B100 952,599 19,800,434 SH   DFND 1,5 439,018 0 19,361,416
XCEL ENERGY INC COM 98389B100 5,098 105,961 SH   DFND 3 105,961 0 0
XCEL ENERGY INC COM 98389B100 13,472 280,020 SH   DFND 6 280,020 0 0
XCEL ENERGY INC COM 98389B100 6,025 125,240 SH   DFND 7 122,040 0 3,200
XCEL ENERGY INC COM 98389B100 41,791 868,650 SH   DFND 11 868,650 0 0
XCERRA CORP COM 98400J108 26,831 2,740,700 SH   DFND 1,5 200 0 2,740,500
XENCOR INC COM 98401F105 152,680 6,965,327 SH   DFND 1,5 610,083 0 6,355,244
XENCOR INC COM 98401F105 412 18,800 SH   DFND 6 18,800 0 0
XENCOR INC COM 98401F105 1,315 60,000 SH   DFND 7 60,000 0 0
XEROX CORP COM NEW 984121608 129,519 4,443,188 SH   DFND 1,5 549,965 0 3,893,223
XEROX CORP COM NEW 984121608 403 13,835 SH   DFND 3 13,835 0 0
XEROX CORP COM NEW 984121608 1,230 42,200 SH   DFND 7 42,200 0 0
XILINX INC COM 983919101 34,692 514,571 SH   DFND 1,5 11,500 0 503,071
XILINX INC COM 983919101 2,381 35,311 SH   DFND 3 35,311 0 0
XILINX INC COM 983919101 843 12,500 SH   DFND 6 12,500 0 0
XILINX INC COM 983919101 3,122 46,300 SH   DFND 7 46,300 0 0
XL GROUP LTD COM G98294104 1,794 51,031 SH   DFND 3 51,031 0 0
XPERI CORP COM 98421B100 16,624 681,300 SH   DFND 1,5 0 0 681,300
XPERI CORP COM 98421B100 244 10,000 SH   DFND 1,9 0 0 10,000
XPO LOGISTICS INC COM 983793100 529,559 5,781,839 SH   DFND 1,5 435,563 0 5,346,276
XPO LOGISTICS INC COM 983793100 1,723 18,813 SH   DFND 3 18,813 0 0
XPO LOGISTICS INC COM 983793100 5,239 57,200 SH   DFND 6 57,200 0 0
XUNLEI LTD SPONSORED ADR 98419E108 73,860 4,799,244 SH   DFND 1,9 0 0 4,799,244
XUNLEI LTD SPONSORED ADR 98419E108 2,929 190,300 SH   DFND 7 190,300 0 0
XYLEM INC COM 98419M100 798 11,700 SH   DFND 1 11,700 0 0
XYLEM INC COM 98419M100 309,186 4,533,515 SH   DFND 1,5 725,888 0 3,807,627
XYLEM INC COM 98419M100 1,247 18,285 SH   DFND 3 18,285 0 0
XYLEM INC COM 98419M100 1,928 28,267 SH   DFND 6 28,267 0 0
YAHOO INC NOTE 12/0 984332AF3 52,509 38,950,000 PRN   DFND 1,5 0 0 0
YAMANA GOLD INC COM 98462Y100 7,003 2,245,620 SH   DFND 1,5 0 0 2,245,620
YANDEX N V SHS CLASS A N97284108 241,001 7,358,800 SH   DFND 1,5 643,299 0 6,715,501
YANDEX N V SHS CLASS A N97284108 98,866 3,018,800 SH   DFND 1,9 63,000 0 2,955,800
YANDEX N V SHS CLASS A N97284108 29,459 899,500 SH   DFND 1,10 18,700 0 880,800
YANDEX N V SHS CLASS A N97284108 1,834 56,000 SH   DFND 6 56,000 0 0
YELP INC CL A 985817105 4,257 101,446 SH   DFND 1,5 2,300 0 99,146
YELP INC CL A 985817105 239 5,700 SH   DFND 6 5,700 0 0
YEXT INC COM 98585N106 131,681 10,946,049 SH   DFND 1,5 190 0 10,945,859
YIRENDAI LTD SPONSORED ADR 98585L100 17,853 406,019 SH   DFND 1,5 20,800 0 385,219
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 34,940 1,525,100 SH   DFND 1,5 61,700 0 1,463,400
YRC WORLDWIDE INC COM PAR $.01 984249607 3,208 223,098 SH   DFND 1,5 98 0 223,000
YUM BRANDS INC COM 988498101 190,944 2,339,717 SH   DFND 1,5 661,954 0 1,677,763
YUM BRANDS INC COM 988498101 19,118 234,256 SH   DFND 3 234,256 0 0
YUM BRANDS INC COM 988498101 1,369 16,780 SH   DFND 7 16,780 0 0
YUM CHINA HLDGS INC COM 98850P109 264,522 6,609,756 SH   DFND 1,5 1,373,054 0 5,236,702
YUM CHINA HLDGS INC COM 98850P109 6,247 156,091 SH   DFND 3 156,091 0 0
YUM CHINA HLDGS INC COM 98850P109 2,493 62,301 SH   DFND 6 62,301 0 0
YY INC ADS REPCOM CLA 98426T106 79,543 703,546 SH   DFND 1,5 20,000 0 683,546
ZAFGEN INC COM 98885E103 18,797 4,068,520 SH   DFND 1,5 0 0 4,068,520
ZAGG INC COM 98884U108 5,439 294,800 SH   DFND 6 294,800 0 0
ZAGG INC COM 98884U108 2,105 114,100 SH   DFND 7 114,100 0 0
ZAI LAB LTD ADR 98887Q104 78,303 3,688,324 SH   DFND 1,5 677,500 0 3,010,824
ZAI LAB LTD ADR 98887Q104 2,131 100,400 SH   DFND 1,9 0 0 100,400
ZAI LAB LTD ADR 98887Q104 9,002 424,000 SH   DFND 1,10 8,800 0 415,200
ZAI LAB LTD ADR 98887Q104 293 13,800 SH   DFND 6 13,800 0 0
ZAI LAB LTD ADR 98887Q104 1,062 50,000 SH   DFND 7 50,000 0 0
ZAYO GROUP HLDGS INC COM 98919V105 117,163 3,183,788 SH   DFND 1,5 0 0 3,183,788
ZAYO GROUP HLDGS INC COM 98919V105 6,481 176,103 SH   DFND 6 176,103 0 0
ZAYO GROUP HLDGS INC COM 98919V105 17,675 480,304 SH   DFND 7 480,304 0 0
ZEALAND PHARMA A S SPONSORED ADR 98920Y304 347 25,496 SH   DFND 1,5 0 0 25,496
ZENDESK INC COM 98936J101 459,656 13,583,222 SH   DFND 1,5 1,475,040 0 12,108,182
ZENDESK INC COM 98936J101 51,689 1,527,444 SH   DFND 1,9 0 0 1,527,444
ZENDESK INC COM 98936J101 951 28,100 SH   DFND 6 28,100 0 0
ZENDESK INC COM 98936J101 2,954 87,300 SH   DFND 7 87,300 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 372,035 3,083,078 SH   DFND 1,5 134,007 0 2,949,071
ZIMMER BIOMET HLDGS INC COM 98956P102 9,025 74,790 SH   DFND 3 74,790 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 12,408 102,822 SH   DFND 6 93,922 0 8,900
ZIMMER BIOMET HLDGS INC COM 98956P102 21,546 178,551 SH   DFND 7 178,551 0 0
ZIONS BANCORPORATION COM 989701107 14,379 282,891 SH   DFND 1,5 41 0 282,850
ZIONS BANCORPORATION COM 989701107 9,692 190,682 SH   DFND 3 190,682 0 0
ZOETIS INC CL A 98978V103 3,912 54,304 SH   DFND 1,5 264 0 54,040
ZOETIS INC CL A 98978V103 18,671 259,178 SH   DFND 3 259,178 0 0
ZOETIS INC CL A 98978V103 216 3,000 SH   DFND 7 3,000 0 0
ZOGENIX INC COM NEW 98978L204 62,081 1,550,090 SH   DFND 1,5 20,024 0 1,530,066
ZOGENIX INC COM NEW 98978L204 368 9,200 SH   DFND 6 9,200 0 0
ZTO EXPRESS CAYMAN INC SPONSORED ADR 98980A105 372 23,500 SH   DFND 1,5 0 0 23,500
ZTO EXPRESS CAYMAN INC SPONSORED ADR 98980A105 7,472 471,400 SH   DFND 1,9 0 0 471,400
ZUMIEZ INC COM 989817101 6,839 328,423 SH   DFND 1,5 38,137 0 290,286
ZYNGA INC CL A 98986T108 9,298 2,324,541 SH   DFND 1,5 57,600 0 2,266,941
ZYNGA INC CL A 98986T108 550 137,400 SH   DFND 6 137,400 0 0