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 CONSTITUTION BANCORP COM 31986N102 73 3,399 SH   DFND 9 3,399 0 0
1ST SOURCE CORP COM 336901103 156 3,089 SH   DFND 9 3,089 0 0
2U INC COM 90214J101 9,544 113,580 SH   SOLE 5 113,580 0 0
3M CO COM 88579Y101 5,795 26,400 SH   DFND 2 0 26,400 0
3M CO COM 88579Y101 1,032 4,700 SH   DFND 2 4,700 0 0
3M CO COM 88579Y101 9,269 42,226 SH   SOLE 5 42,226 0 0
51JOB INC SP ADR REP COM 316827104 3,898 45,300 SH   DFND 2 0 45,300 0
51JOB INC SP ADR REP COM 316827104 1,317 15,302 SH   SOLE 5 15,302 0 0
58 COM INC SPON ADR REP A 31680Q104 583 7,300 SH   DFND 2 7,300 0 0
58 COM INC SPON ADR REP A 31680Q104 7,187 90,000 SH   SOLE 5 90,000 0 0
AAC HLDGS INC COM 000307108 144 12,500 SH   DFND 9 12,500 0 0
AAON INC COM PAR $0.004 000360206 34,605 887,304 SH   SOLE 5 885,905 0 1,399
AAR CORP COM 000361105 322 7,300 SH   DFND 9 7,300 0 0
AARONS INC COM PAR $0.50 002535300 126 2,700 SH   DFND 9 2,700 0 0
ABAXIS INC COM 002567105 85 1,200 SH   DFND 9 1,200 0 0
ABB LTD SPONSORED ADR 000375204 92,296 3,887,765 SH   SOLE 5 2,594,322 0 1,293,443
ABBOTT LABS COM 002824100 72 1,200 SH   DFND 9 1,200 0 0
ABBOTT LABS COM 002824100 737 12,300 SH   DFND 2 0 12,300 0
ABBOTT LABS COM 002824100 857 14,300 SH   DFND 2 14,300 0 0
ABBOTT LABS COM 002824100 726,328 12,121,607 SH   SOLE 5 11,750,250 0 371,356
ABBVIE INC COM 00287Y109 1,106 11,810 SH   OTR 7 0 0 11,810
ABBVIE INC COM 00287Y109 577 6,100 SH   DFND 9 6,100 0 0
ABBVIE INC COM 00287Y109 842 8,900 SH   DFND 2 0 8,900 0
ABBVIE INC COM 00287Y109 1,344 14,200 SH   DFND 2 14,200 0 0
ABBVIE INC COM 00287Y109 36,756 388,340 SH   SOLE 5 388,340 0 0
ABERCROMBIE & FITCH CO CL A 002896207 276 11,400 SH   DFND 9 11,400 0 0
ABIOMED INC COM 003654100 38,948 133,846 SH   SOLE 5 53,363 78,343 2,140
ABM INDS INC COM 000957100 44,908 1,341,326 SH   SOLE 5 1,339,784 0 1,542
ABRAXAS PETE CORP COM 003830106 224 100,900 SH   DFND 9 100,900 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 504 20,500 SH   DFND 2 20,500 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,150 7,560 SH   OTR 7 0 0 7,560
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 4,881 31,800 SH   DFND 2 0 31,800 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 752 4,900 SH   DFND 2 4,900 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 31,528 205,396 SH   SOLE 5 205,396 0 0
ACCO BRANDS CORP COM 00081T108 1,832 146,000 SH   SOLE 5 146,000 0 0
ACETO CORP COM 004446100 52 6,900 SH   DFND 9 6,900 0 0
ACORDA THERAPEUTICS INC COM 00484M106 43 1,800 SH   DFND 9 1,800 0 0
ACTIVISION BLIZZARD INC COM 00507V109 216 3,200 SH   DFND 2 0 3,200 0
ACTIVISION BLIZZARD INC COM 00507V109 398 5,900 SH   DFND 2 5,900 0 0
ACTIVISION BLIZZARD INC COM 00507V109 5,002 74,144 SH   SOLE 5 74,144 0 0
ACUITY BRANDS INC COM 00508Y102 292 2,100 SH   DFND 2 0 2,100 0
ACUITY BRANDS INC COM 00508Y102 14 100 SH   DFND 2 100 0 0
ACUITY BRANDS INC COM 00508Y102 6,536 46,955 SH   SOLE 5 46,955 0 0
ACXIOM CORP COM 005125109 2,234 98,361 SH   SOLE 5 98,361 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 27,841 1,164,898 SH   SOLE 5 1,163,288 0 1,610
ADOBE SYS INC COM 00724F101 238 1,100 SH   DFND 2 0 1,100 0
ADOBE SYS INC COM 00724F101 799 3,700 SH   DFND 2 3,700 0 0
ADOBE SYS INC COM 00724F101 38,348 177,472 SH   SOLE 5 177,042 0 430
ADT INC COM 00090Q103 147 18,600 SH   DFND 9 18,600 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 83 700 SH   DFND 2 700 0 0
ADVANCED ENERGY INDS COM 007973100 96 1,500 SH   DFND 9 1,500 0 0
ADVANCED ENERGY INDS COM 007973100 971 15,200 SH   SOLE 5 15,200 0 0
ADVANCED MICRO DEVICES INC COM 007903107 129 12,800 SH   DFND 2 0 12,800 0
ADVANCED MICRO DEVICES INC COM 007903107 62 6,200 SH   DFND 2 6,200 0 0
ADVANCED MICRO DEVICES INC COM 007903107 3,618 360,000 SH   SOLE 5 360,000 0 0
ADVANSIX INC COM 00773T101 83 2,400 SH   DFND 9 2,400 0 0
AECOM COM 00766T100 8,032 225,434 SH   SOLE 5 225,434 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 24 10,559 SH   DFND 9 10,559 0 0
AEGION CORP COM 00770F104 21 900 SH   DFND 9 900 0 0
AERCAP HOLDINGS NV SHS N00985106 284 5,600 SH   DFND 2 0 5,600 0
AERCAP HOLDINGS NV SHS N00985106 46 900 SH   DFND 2 900 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 3,553 65,499 SH   SOLE 5 65,499 0 0
AEROCENTURY CORP COM 007737109 28 1,600 SH   DFND 9 1,600 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 428 15,300 SH   SOLE 5 15,300 0 0
AES CORP COM 00130H105 699 61,500 SH   DFND 9 61,500 0 0
AES CORP COM 00130H105 312 27,400 SH   DFND 2 0 27,400 0
AES CORP COM 00130H105 61 5,400 SH   DFND 2 5,400 0 0
AES CORP COM 00130H105 1,106 97,300 SH   SOLE 5 97,300 0 0
AETNA INC NEW COM 00817Y108 811 4,800 SH   DFND 2 0 4,800 0
AETNA INC NEW COM 00817Y108 524 3,100 SH   DFND 2 3,100 0 0
AETNA INC NEW COM 00817Y108 7,267 43,000 SH   SOLE 5 43,000 0 0
AFFILIATED MANAGERS GROUP COM 008252108 133 700 SH   DFND 2 0 700 0
AFFILIATED MANAGERS GROUP COM 008252108 95 500 SH   DFND 2 500 0 0
AFFILIATED MANAGERS GROUP COM 008252108 23,026 121,457 SH   SOLE 5 52,100 67,505 1,852
AFLAC INC COM 001055102 79 1,800 SH   DFND 9 1,800 0 0
AFLAC INC COM 001055102 700 16,000 SH   DFND 2 0 16,000 0
AFLAC INC COM 001055102 298 6,800 SH   DFND 2 6,800 0 0
AFLAC INC COM 001055102 76 1,740 SH   SOLE 5 1,740 0 0
AGCO CORP COM 001084102 71 1,100 SH   DFND 9 1,100 0 0
AGCO CORP COM 001084102 253 3,900 SH   DFND 2 0 3,900 0
AGCO CORP COM 001084102 32 500 SH   DFND 2 500 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 20 300 SH   DFND 9 300 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 194 2,900 SH   DFND 2 0 2,900 0
AGILENT TECHNOLOGIES INC COM 00846U101 174 2,600 SH   DFND 2 2,600 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 7,532 112,592 SH   SOLE 5 112,592 0 0
AGNC INVT CORP COM 00123Q104 386 20,400 SH   DFND 2 0 20,400 0
AGNC INVT CORP COM 00123Q104 235 12,400 SH   DFND 2 12,400 0 0
AGREE REALTY CORP COM 008492100 346 7,200 SH   DFND 2 7,200 0 0
AGROFRESH SOLUTIONS COM 00856G109 40 5,500 SH   DFND 9 5,500 0 0
AIR PRODS & CHEMS INC COM 009158106 239 1,500 SH   DFND 2 0 1,500 0
AIR PRODS & CHEMS INC COM 009158106 254 1,600 SH   DFND 2 1,600 0 0
AIR PRODS & CHEMS INC COM 009158106 9,442 59,370 SH   SOLE 5 59,370 0 0
AIRCASTLE LTD COM G0129K104 1,106 55,700 SH   SOLE 5 55,700 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 4,948 4,800,000 PRN   OTR 7 0 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 170 2,400 SH   DFND 9 2,400 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 163 2,300 SH   DFND 2 0 2,300 0
AKAMAI TECHNOLOGIES INC COM 00971T101 106 1,500 SH   DFND 2 1,500 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 22,139 311,900 SH   SOLE 5 311,900 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 37 3,900 SH   DFND 9 3,900 0 0
ALAMO GROUP INC COM 011311107 66 600 SH   DFND 9 600 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 1 113 SH   SOLE 5 0 0 113
ALARM COM HLDGS INC COM 011642105 23 600 SH   DFND 9 600 0 0
ALASKA AIR GROUP INC COM 011659109 2,702 43,602 SH   SOLE 5 43,602 0 0
ALASKA COMMUNICATIONS SYS GR COM 01167P101 31 17,032 SH   DFND 9 17,032 0 0
ALBANY INTL CORP CL A 012348108 2,702 43,087 SH   SOLE 5 43,087 0 0
ALBEMARLE CORP COM 012653101 278 3,000 SH   DFND 2 0 3,000 0
ALBEMARLE CORP COM 012653101 223 2,400 SH   DFND 2 2,400 0 0
ALBEMARLE CORP COM 012653101 3,534 38,109 SH   SOLE 5 38,109 0 0
ALCOA CORP COM 013872106 279 6,200 SH   DFND 9 6,200 0 0
ALCOA CORP COM 013872106 1 33 SH   DFND 2 33 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 953 75,000 SH   SOLE 5 75,000 0 0
ALEXANDERS INC COM 014752109 267 700 SH   DFND 2 700 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 3,097 24,800 SH   DFND 2 24,800 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 20,076 160,751 SH   SOLE 5 160,751 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 33 300 SH   DFND 9 300 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 212 1,900 SH   DFND 2 1,900 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 27,101 243,149 SH   SOLE 5 243,149 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 5,182 28,236 SH   OTR 7 0 0 28,236
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 257 1,400 SH   DFND 2 0 1,400 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 29,513 160,800 SH   DFND 2 160,800 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 376,014 2,048,624 SH   SOLE 5 2,044,151 3,959 514
ALIGN TECHNOLOGY INC COM 016255101 603 2,400 SH   DFND 2 0 2,400 0
ALIGN TECHNOLOGY INC COM 016255101 126 500 SH   DFND 2 500 0 0
ALIGN TECHNOLOGY INC COM 016255101 233 929 SH   SOLE 5 929 0 0
ALKERMES PLC SHS G01767105 58 1,000 SH   DFND 2 0 1,000 0
ALKERMES PLC SHS G01767105 70 1,200 SH   DFND 2 1,200 0 0
ALKERMES PLC SHS G01767105 4,921 84,910 SH   SOLE 5 84,891 0 19
ALLEGHANY CORP DEL COM 017175100 123 200 SH   DFND 2 0 200 0
ALLEGHANY CORP DEL COM 017175100 61 100 SH   DFND 2 100 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 109 4,600 SH   DFND 9 4,600 0 0
ALLERGAN PLC SHS G0177J108 707 4,200 SH   DFND 2 0 4,200 0
ALLERGAN PLC SHS G0177J108 471 2,800 SH   DFND 2 2,800 0 0
ALLERGAN PLC SHS G0177J108 127,477 757,484 SH   SOLE 5 200,395 549,823 7,266
ALLETE INC COM NEW 018522300 556 7,700 SH   DFND 2 7,700 0 0
ALLETE INC COM NEW 018522300 47,622 659,129 SH   SOLE 5 656,744 0 2,385
ALLIANCE DATA SYSTEMS CORP COM 018581108 170 800 SH   DFND 2 0 800 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 106 500 SH   DFND 2 500 0 0
ALLIANT ENERGY CORP COM 018802108 65 1,600 SH   DFND 2 0 1,600 0
ALLIANT ENERGY CORP COM 018802108 1,671 40,900 SH   DFND 2 40,900 0 0
ALLIANT ENERGY CORP COM 018802108 4,194 102,632 SH   SOLE 5 102,632 0 0
ALLIED MOTION TECHNOLOGIES I COM 019330109 390 9,800 SH   DFND 9 9,800 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 743 19,010 SH   OTR 7 0 0 19,010
ALLISON TRANSMISSION HLDGS I COM 01973R101 6,364 162,933 SH   SOLE 5 162,933 0 0
ALLOT COMMUNICATIONS LTD SHS M0854Q105 40 7,300 SH   DFND 9 7,300 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 273 22,100 SH   DFND 9 22,100 0 0
ALLSTATE CORP COM 020002101 1,018 10,740 SH   OTR 7 0 0 10,740
ALLSTATE CORP COM 020002101 730 7,700 SH   DFND 2 0 7,700 0
ALLSTATE CORP COM 020002101 275 2,900 SH   DFND 2 2,900 0 0
ALLSTATE CORP COM 020002101 678,033 7,152,247 SH   SOLE 5 6,912,627 0 239,619
ALLY FINL INC COM 02005N100 413 15,200 SH   DFND 9 15,200 0 0
ALLY FINL INC COM 02005N100 375 13,800 SH   DFND 2 0 13,800 0
ALLY FINL INC COM 02005N100 81 3,000 SH   DFND 2 3,000 0 0
ALLY FINL INC COM 02005N100 1,081 39,800 SH   SOLE 5 39,800 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 5,107 42,884 SH   SOLE 5 42,884 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 159 10,317 SH   DFND 9 10,317 0 0
ALPHABET INC CAP STK CL A 02079K305 664 640 SH   OTR 7 0 0 640
ALPHABET INC CAP STK CL C 02079K107 671 650 SH   OTR 7 0 0 650
ALPHABET INC CAP STK CL A 02079K305 9,438 9,100 SH   DFND 2 0 9,100 0
ALPHABET INC CAP STK CL A 02079K107 9,905 9,600 SH   DFND 2 0 9,600 0
ALPHABET INC CAP STK CL A 02079K305 2,593 2,500 SH   DFND 2 2,500 0 0
ALPHABET INC CAP STK CL A 02079K107 2,683 2,600 SH   DFND 2 2,600 0 0
ALPHABET INC CAP STK CL C 02079K107 140,310 135,952 SH   SOLE 5 64,385 70,668 899
ALPHABET INC CAP STK CL A 02079K305 244,758 235,993 SH   SOLE 5 93,442 140,764 1,787
ALTABA INC COM 021346101 305 4,122 SH   DFND 2 0 4,122 0
ALTABA INC COM 021346101 178 2,400 SH   DFND 2 2,400 0 0
ALTABA INC COM 021346101 59,589 804,818 SH   SOLE 5 804,818 0 0
ALTIMMUNE INC COM 02155H101 245 210,908 SH   DFND 9 210,908 0 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 8 297 SH   DFND 9 297 0 0
ALTRA INDL MOTION CORP COM 02208R106 54,155 1,178,556 SH   SOLE 5 1,174,098 0 4,458
ALTRIA GROUP INC COM 02209S103 5,885 94,433 SH   SOLE 5 94,433 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 278 13,800 SH   DFND 9 13,800 0 0
AMAZON COM INC COM 023135106 955 660 SH   OTR 7 0 0 660
AMAZON COM INC COM 023135106 1,592 1,100 SH   DFND 2 0 1,100 0
AMAZON COM INC COM 023135106 5,210 3,600 SH   DFND 2 3,600 0 0
AMAZON COM INC COM 023135106 136,774 94,500 SH   SOLE 5 94,379 0 121
AMC NETWORKS INC CL A 00164V103 367 7,100 SH   DFND 9 7,100 0 0
AMC NETWORKS INC CL A 00164V103 982 19,000 SH   SOLE 5 19,000 0 0
AMDOCS LTD SHS G02602103 20 300 SH   DFND 9 300 0 0
AMDOCS LTD SHS G02602103 3,899 58,432 SH   SOLE 5 58,432 0 0
AMERCO COM 023586100 104 300 SH   DFND 2 0 300 0
AMERCO COM 023586100 35 100 SH   DFND 2 100 0 0
AMEREN CORP COM 023608102 227 4,000 SH   DFND 2 0 4,000 0
AMEREN CORP COM 023608102 2,554 45,100 SH   DFND 2 45,100 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 53,361 2,795,145 SH   SOLE 5 2,795,145 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 244 4,700 SH   DFND 2 0 4,700 0
AMERICAN AIRLS GROUP INC COM 02376R102 78 1,500 SH   DFND 2 1,500 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 9,455 181,971 SH   SOLE 5 181,971 0 0
AMERICAN ASSETS TR INC COM 024013104 368 11,000 SH   DFND 2 11,000 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 1,240 32,100 SH   DFND 2 32,100 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 213 10,700 SH   DFND 9 10,700 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 17,001 853,041 SH   SOLE 5 851,963 0 1,078
AMERICAN ELEC PWR INC COM 025537101 46,470 677,500 SH   DFND 4 592,300 54,400 30,800
AMERICAN ELEC PWR INC COM 025537101 2,538 37,000 SH   DFND 4 0 16,300 20,700
AMERICAN ELEC PWR INC COM 025537101 309 4,500 SH   DFND 2 0 4,500 0
AMERICAN ELEC PWR INC COM 025537101 18,458 269,100 SH   DFND 2 269,100 0 0
AMERICAN ELEC PWR INC COM 025537101 8,185 119,335 SH   SOLE 5 119,335 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 261 8,900 SH   DFND 9 8,900 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 103,564 3,527,397 SH   SOLE 5 3,516,080 0 11,317
AMERICAN EXPRESS CO COM 025816109 918 9,880 SH   OTR 7 0 0 9,880
AMERICAN EXPRESS CO COM 025816109 1,231 13,200 SH   DFND 2 0 13,200 0
AMERICAN EXPRESS CO COM 025816109 569 6,100 SH   DFND 2 6,100 0 0
AMERICAN EXPRESS CO COM 025816109 31,102 333,427 SH   SOLE 5 333,427 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 24,015 213,995 SH   SOLE 5 213,995 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 1,199 59,700 SH   DFND 2 59,700 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 1,315 65,470 SH   SOLE 5 65,470 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 44 800 SH   DFND 9 800 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 1,328 24,400 SH   DFND 2 0 24,400 0
AMERICAN INTL GROUP INC COM NEW 026874784 430 7,900 SH   DFND 2 7,900 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 662 15,405 SH   DFND 9 15,405 0 0
AMERICAN RENAL ASSOCIATES HO COM 029227105 20 1,052 SH   DFND 9 1,052 0 0
AMERICAN SOFTWARE INC CL A 029683109 81 6,243 SH   DFND 9 6,243 0 0
AMERICAN STS WTR CO COM 029899101 265 5,000 SH   DFND 2 5,000 0 0
AMERICAN TOWER CORP NEW COM 03027X100 39,329 270,600 SH   DFND 4 270,600 0 0
AMERICAN TOWER CORP NEW COM 03027X100 247 1,700 SH   DFND 2 0 1,700 0
AMERICAN TOWER CORP NEW COM 03027X100 11,831 81,400 SH   DFND 2 81,400 0 0
AMERICAN TOWER CORP NEW COM 03027X100 16,521 113,672 SH   SOLE 5 113,672 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 45,857 465,792 SH   SOLE 5 465,792 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 148 1,800 SH   DFND 2 0 1,800 0
AMERICAN WTR WKS CO INC NEW COM 030420103 2,645 32,200 SH   DFND 2 32,200 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 4,796 58,400 SH   SOLE 5 58,400 0 0
AMERICAS CAR MART INC COM 03062T105 413 8,186 SH   DFND 9 8,186 0 0
AMERIPRISE FINL INC COM 03076C106 601 4,060 SH   OTR 7 0 0 4,060
AMERIPRISE FINL INC COM 03076C106 178 1,200 SH   DFND 9 1,200 0 0
AMERIPRISE FINL INC COM 03076C106 370 2,500 SH   DFND 2 0 2,500 0
AMERIPRISE FINL INC COM 03076C106 192 1,300 SH   DFND 2 1,300 0 0
AMERIPRISE FINL INC COM 03076C106 8,021 54,215 SH   SOLE 5 54,215 0 0
AMERISOURCEBERGEN CORP COM 03073E105 302 3,500 SH   DFND 9 3,500 0 0
AMERISOURCEBERGEN CORP COM 03073E105 612 7,100 SH   DFND 2 0 7,100 0
AMERISOURCEBERGEN CORP COM 03073E105 112 1,300 SH   DFND 2 1,300 0 0
AMETEK INC NEW COM 031100100 160 2,100 SH   DFND 2 0 2,100 0
AMETEK INC NEW COM 031100100 122 1,600 SH   DFND 2 1,600 0 0
AMETEK INC NEW COM 031100100 6,452 84,928 SH   SOLE 5 84,928 0 0
AMGEN INC COM 031162100 1,198 7,030 SH   OTR 7 0 0 7,030
AMGEN INC COM 031162100 460 2,700 SH   DFND 9 2,700 0 0
AMGEN INC COM 031162100 4,842 28,400 SH   DFND 2 0 28,400 0
AMGEN INC COM 031162100 1,040 6,100 SH   DFND 2 6,100 0 0
AMGEN INC COM 031162100 19,322 113,340 SH   SOLE 5 113,340 0 0
AMKOR TECHNOLOGY INC COM 031652100 795 78,500 SH   DFND 9 78,500 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 165 2,900 SH   DFND 9 2,900 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 34,454 607,124 SH   SOLE 5 607,124 0 0
AMPHENOL CORP NEW CL A 032095101 853 9,900 SH   DFND 2 0 9,900 0
AMPHENOL CORP NEW CL A 032095101 215 2,500 SH   DFND 2 2,500 0 0
AMPHENOL CORP NEW CL A 032095101 3 33 SH   SOLE 5 33 0 0
AMTECH SYS INC COM PAR $0.01N 032332504 610 83,296 SH   DFND 9 83,296 0 0
ANADARKO PETE CORP COM 032511107 163 2,700 SH   DFND 2 0 2,700 0
ANADARKO PETE CORP COM 032511107 133 2,200 SH   DFND 2 2,200 0 0
ANALOG DEVICES INC COM 032654105 223 2,449 SH   DFND 2 0 2,449 0
ANALOG DEVICES INC COM 032654105 246 2,700 SH   DFND 2 2,700 0 0
ANALOG DEVICES INC COM 032654105 5,463 59,942 SH   SOLE 5 59,942 0 0
ANALOGIC CORP COM PAR $0.05 032657207 432 4,509 SH   DFND 9 4,509 0 0
ANDEAVOR COM 03349M105 593 5,900 SH   DFND 2 0 5,900 0
ANDEAVOR COM 03349M105 141 1,400 SH   DFND 2 1,400 0 0
ANDEAVOR COM 03349M105 57,580 572,559 SH   SOLE 5 570,735 0 1,824
ANGIODYNAMICS INC COM 03475V101 298 17,300 SH   DFND 9 17,300 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 4,175 439,881 SH   SOLE 5 439,881 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 17,585 159,950 SH   SOLE 5 159,950 0 0
ANIXTER INTL INC COM 035290105 36,928 487,493 SH   SOLE 5 486,871 0 622
ANNALY CAP MGMT INC COM 035710409 584 55,960 SH   OTR 7 0 0 55,960
ANNALY CAP MGMT INC COM 035710409 281 26,900 SH   DFND 2 0 26,900 0
ANNALY CAP MGMT INC COM 035710409 135 12,900 SH   DFND 2 12,900 0 0
ANNALY CAP MGMT INC COM 035710409 2,037 195,260 SH   SOLE 5 195,260 0 0
ANSYS INC COM 03662Q105 94 600 SH   DFND 9 600 0 0
ANSYS INC COM 03662Q105 423 2,700 SH   DFND 2 0 2,700 0
ANSYS INC COM 03662Q105 110 700 SH   DFND 2 700 0 0
ANSYS INC COM 03662Q105 135 860 SH   SOLE 5 860 0 0
ANTERO RES CORP COM 03674X106 83 4,200 SH   DFND 9 4,200 0 0
ANTERO RES CORP COM 03674X106 2 100 SH   DFND 2 100 0 0
ANTHEM INC COM 036752103 639 2,910 SH   OTR 7 0 0 2,910
ANTHEM INC COM 036752103 1,077 4,900 SH   DFND 2 0 4,900 0
ANTHEM INC COM 036752103 549 2,500 SH   DFND 2 2,500 0 0
ANTHEM INC COM 036752103 21,006 95,610 SH   SOLE 5 95,610 0 0
AON PLC SHS CL A G0408V102 239 1,700 SH   DFND 2 0 1,700 0
AON PLC SHS CL A G0408V102 295 2,100 SH   DFND 2 2,100 0 0
AON PLC SHS CL A G0408V102 13,386 95,390 SH   SOLE 5 95,390 0 0
APACHE CORP COM 037411105 89 2,300 SH   DFND 2 0 2,300 0
APACHE CORP COM 037411105 42 1,100 SH   DFND 2 1,100 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 1,549 38,000 SH   DFND 2 38,000 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 25,205 618,525 SH   SOLE 5 618,496 0 29
APOLLO COML REAL EST FIN INC COM 03762U105 1,395 77,600 SH   SOLE 5 77,600 0 0
APOLLO INVT CORP COM 03761U106 446 85,442 SH   DFND 9 85,442 0 0
APPFOLIO INC COM CL A 03783C100 323 7,898 SH   DFND 9 7,898 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 1,061 60,400 SH   DFND 2 60,400 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 23 1,288 SH   SOLE 5 1,288 0 0
APPLE INC COM 037833100 4,290 25,570 SH   OTR 7 0 0 25,570
APPLE INC COM 037833100 24,110 143,700 SH   DFND 2 0 143,700 0
APPLE INC COM 037833100 7,097 42,300 SH   DFND 2 42,300 0 0
APPLE INC COM 037833100 68,538 408,498 SH   SOLE 5 408,498 0 0
APPLIED GENETIC TECHNOL CORP COM 03820J100 39 10,058 SH   DFND 9 10,058 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 139 1,900 SH   DFND 9 1,900 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 44,988 617,125 SH   SOLE 5 616,301 0 824
APPLIED MATLS INC COM 038222105 620 11,150 SH   OTR 7 0 0 11,150
APPLIED MATLS INC COM 038222105 267 4,800 SH   DFND 9 4,800 0 0
APPLIED MATLS INC COM 038222105 2,413 43,400 SH   DFND 2 0 43,400 0
APPLIED MATLS INC COM 038222105 517 9,300 SH   DFND 2 9,300 0 0
APPLIED MATLS INC COM 038222105 153,910 2,767,660 SH   SOLE 5 489,604 2,249,088 28,968
APPTIO INC CL A 03835C108 536 18,900 SH   DFND 9 18,900 0 0
APPTIO INC CL A 03835C108 11,922 420,677 SH   SOLE 5 419,807 0 870
APTEVO THERAPEUTICS INC COM 03835L108 267 81,600 SH   DFND 9 81,600 0 0
APTIV PLC SHS G6095L109 909 10,700 SH   DFND 2 0 10,700 0
APTIV PLC SHS G6095L109 178 2,100 SH   DFND 2 2,100 0 0
AQUA AMERICA INC COM 03836W103 1,100 32,300 SH   DFND 2 32,300 0 0
ARALEZ PHARMACEUTICALS INC COM 03852X100 105 69,667 SH   SOLE 5 69,667 0 0
ARAMARK COM 03852U106 388 9,800 SH   DFND 2 0 9,800 0
ARAMARK COM 03852U106 245 6,200 SH   DFND 2 6,200 0 0
ARAMARK COM 03852U106 13,545 342,383 SH   SOLE 5 342,343 0 40
ARCBEST CORP COM 03937C105 330 10,300 SH   DFND 9 10,300 0 0
ARCH CAP GROUP LTD ORD G0450A105 214 2,500 SH   DFND 2 0 2,500 0
ARCH CAP GROUP LTD ORD G0450A105 94 1,100 SH   DFND 2 1,100 0 0
ARCH COAL INC CL A 039380407 432 4,700 SH   DFND 9 4,700 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 108 2,500 SH   DFND 9 2,500 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 924 21,300 SH   DFND 2 0 21,300 0
ARCHER DANIELS MIDLAND CO COM 039483102 195 4,500 SH   DFND 2 4,500 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 696,873 16,068,088 SH   SOLE 5 15,598,481 0 469,607
ARCHROCK INC COM 03957W106 320 36,540 SH   DFND 9 36,540 0 0
ARCONIC INC COM 03965L100 253 11,000 SH   DFND 2 0 11,000 0
ARCONIC INC COM 03965L100 90 3,900 SH   DFND 2 3,900 0 0
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 54,871 5,996,736 SH   SOLE 5 5,996,736 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 18,529 469,100 SH   SOLE 5 469,100 0 0
ARES CAP CORP NOTE 3.750% 2/0 04010LAT0 4,090 4,000,000 PRN   OTR 7 0 0 0
ARES CAP CORP COM 04010L103 163 10,300 SH   DFND 9 10,300 0 0
ARES CAP CORP COM 04010L103 889 56,000 SH   SOLE 5 56,000 0 0
ARES MGMT LP COM SHS REG INT 04014Y101 43 2,000 SH   DFND 9 2,000 0 0
ARES MGMT LP COM SHS REG INT 04014Y101 331 15,467 SH   SOLE 5 15,467 0 0
ARGAN INC COM 04010E109 146 3,400 SH   DFND 9 3,400 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 2,891 50,352 SH   SOLE 5 50,352 0 0
ARISTA NETWORKS INC COM 040413106 255 1,000 SH   DFND 9 1,000 0 0
ARISTA NETWORKS INC COM 040413106 102 400 SH   DFND 2 400 0 0
ARISTA NETWORKS INC COM 040413106 139,209 545,275 SH   SOLE 5 229,916 310,776 4,583
ARLINGTON ASSET INVT CORP CL A NEW 041356205 12 1,100 SH   DFND 9 1,100 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 13,830 1,010,209 SH   SOLE 5 1,008,890 0 1,319
ARMSTRONG FLOORING INC COM 04238R106 235 17,332 SH   DFND 9 17,332 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 23 400 SH   DFND 9 400 0 0
ARRAY BIOPHARMA INC COM 04269X105 13,086 801,825 SH   SOLE 5 801,825 0 0
ARRIS INTL INC SHS G0551A103 106 4,000 SH   DFND 9 4,000 0 0
ARROW ELECTRS INC COM 042735100 31 400 SH   DFND 9 400 0 0
ARROW ELECTRS INC COM 042735100 254 3,300 SH   DFND 2 0 3,300 0
ARROW ELECTRS INC COM 042735100 54 700 SH   DFND 2 700 0 0
ARROW ELECTRS INC COM 042735100 886 11,500 SH   SOLE 5 11,500 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 365 5,400 SH   DFND 9 5,400 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 27,617 409,137 SH   SOLE 5 407,521 0 1,616
ASHFORD HOSPITALITY PRIME INC COM 044102101 129 13,250 SH   SOLE 5 13,250 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 198 30,600 SH   DFND 2 30,600 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 355 55,000 SH   SOLE 5 55,000 0 0
ASHFORD INC COM 044104107 60 632 SH   SOLE 5 632 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 35 500 SH   DFND 2 500 0 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 87,083 438,574 SH   SOLE 5 106,119 327,839 4,616
ASPEN TECHNOLOGY INC COM 045327103 24 300 SH   DFND 9 300 0 0
ASSURANT INC COM 04621X108 192 2,100 SH   DFND 2 0 2,100 0
ASSURANT INC COM 04621X108 46 500 SH   DFND 2 500 0 0
ASSURANT INC COM 04621X108 1,362 14,900 SH   SOLE 5 14,900 0 0
ASSURED GUARANTY LTD COM G0585R106 1,245 34,400 SH   SOLE 5 34,400 0 0
ASTEC INDS INC COM 046224101 55 1,000 SH   DFND 9 1,000 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 12,380 354,023 SH   SOLE 5 354,023 0 0
AT HOME GROUP INC COM 04650Y100 1,878 58,617 SH   SOLE 5 58,617 0 0
AT&T INC COM 00206R102 1,054 30,000 SH   OTR 7 0 0 30,000
AT&T INC COM 00206R102 667 18,700 SH   DFND 9 18,700 0 0
AT&T INC COM 00206R102 4,692 131,600 SH   DFND 2 0 131,600 0
AT&T INC COM 00206R102 1,704 47,800 SH   DFND 2 47,800 0 0
AT&T INC COM 00206R102 694,599 19,483,840 SH   SOLE 5 18,897,747 0 586,092
ATENTO S A SHS L0427L105 564 72,350 SH   DFND 9 72,350 0 0
ATHENAHEALTH INC COM 04685W103 86 600 SH   DFND 9 600 0 0
ATHENAHEALTH INC COM 04685W103 16,612 116,141 SH   SOLE 5 23,293 90,780 2,068
ATHENE HLDG LTD CL A G0684D107 57 1,200 SH   DFND 9 1,200 0 0
ATKORE INTL GROUP INC COM 047649108 1,032 52,000 SH   DFND 9 52,000 0 0
ATKORE INTL GROUP INC COM 047649108 35,896 1,808,373 SH   SOLE 5 1,800,783 0 7,590
ATLANTIC PWR CORP COM NEW 04878Q863 352 167,390 SH   DFND 9 167,390 0 0
ATLANTICA YIELD PLC SHS G0751N103 427 21,800 SH   DFND 9 21,800 0 0
ATLANTICA YIELD PLC SHS G0751N103 8,099 413,657 SH   SOLE 5 413,657 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 199 3,300 SH   DFND 9 3,300 0 0
ATLASSIAN CORP PLC CL A G06242104 16 300 SH   DFND 9 300 0 0
ATLASSIAN CORP PLC CL A G06242104 2,244 41,612 SH   SOLE 5 41,612 0 0
ATMOS ENERGY CORP COM 049560105 6,840 81,200 SH   DFND 4 81,200 0 0
ATMOS ENERGY CORP COM 049560105 76 900 SH   DFND 2 0 900 0
ATMOS ENERGY CORP COM 049560105 1,702 20,200 SH   DFND 2 20,200 0 0
ATN INTL INC COM 00215F107 35,607 597,232 SH   SOLE 5 596,515 0 717
ATRICURE INC COM 04963C209 1,999 97,414 SH   SOLE 5 97,414 0 0
AUDIOCODES LTD ORD M15342104 750 104,925 SH   DFND 9 104,925 0 0
AUTODESK INC COM 052769106 50 400 SH   DFND 2 400 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 67,371 783,927 SH   DFND 9 331,740 118,303 333,884
AUTOHOME INC SP ADR RP CL A 05278C107 16,236 188,917 SH   DFND 2 72,096 116,821 0
AUTOLIV INC COM 052800109 248 1,700 SH   DFND 2 0 1,700 0
AUTOLIV INC COM 052800109 102 700 SH   DFND 2 700 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 2,440 21,500 SH   DFND 2 0 21,500 0
AUTOMATIC DATA PROCESSING IN COM 053015103 488 4,300 SH   DFND 2 4,300 0 0
AUTONATION INC COM 05329W102 477 10,200 SH   DFND 9 10,200 0 0
AUTONATION INC COM 05329W102 42 900 SH   DFND 2 0 900 0
AUTOWEB INC COM 05335B100 374 125,446 SH   DFND 9 125,446 0 0
AUTOZONE INC COM 053332102 259 400 SH   DFND 2 0 400 0
AUTOZONE INC COM 053332102 130 200 SH   DFND 2 200 0 0
AV HOMES INC COM 00234P102 11 600 SH   DFND 9 600 0 0
AVALONBAY CMNTYS INC COM 053484101 132 800 SH   DFND 2 0 800 0
AVALONBAY CMNTYS INC COM 053484101 5,894 35,837 SH   DFND 2 35,837 0 0
AVALONBAY CMNTYS INC COM 053484101 26,918 163,673 SH   SOLE 5 163,673 0 0
AVANGRID INC COM 05351W103 481 9,400 SH   DFND 2 9,400 0 0
AVAYA HLDGS CORP COM 05351X101 49 2,200 SH   DFND 9 2,200 0 0
AVERY DENNISON CORP COM 053611109 631 5,940 SH   OTR 7 0 0 5,940
AVERY DENNISON CORP COM 053611109 32 300 SH   DFND 9 300 0 0
AVERY DENNISON CORP COM 053611109 361 3,400 SH   DFND 2 0 3,400 0
AVERY DENNISON CORP COM 053611109 64 600 SH   DFND 2 600 0 0
AVERY DENNISON CORP COM 053611109 631 5,940 SH   SOLE 5 5,940 0 0
AVID TECHNOLOGY INC COM 05367P100 44 9,700 SH   DFND 9 9,700 0 0
AVISTA CORP COM 05379B107 313 6,100 SH   DFND 2 6,100 0 0
AVNET INC COM 053807103 184 4,400 SH   DFND 2 0 4,400 0
AVNET INC COM 053807103 42 1,000 SH   DFND 2 1,000 0 0
AVNET INC COM 053807103 9,836 235,528 SH   SOLE 5 235,528 0 0
AVON PRODS INC COM 054303102 257 90,400 SH   DFND 9 90,400 0 0
AVON PRODS INC COM 054303102 685 241,200 SH   SOLE 5 241,200 0 0
AXALTA COATING SYS LTD COM G0750C108 42 1,400 SH   DFND 2 1,400 0 0
AXALTA COATING SYS LTD COM G0750C108 7,517 248,994 SH   SOLE 5 248,994 0 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208 54 2,200 SH   DFND 9 2,200 0 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208 1,726 70,150 SH   SOLE 5 70,150 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 98 1,700 SH   DFND 2 0 1,700 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 35 600 SH   DFND 2 600 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 950 16,500 SH   SOLE 5 16,500 0 0
AZUL S A SPONSR ADR PFD 05501U106 5,559 159,937 SH   SOLE 5 159,937 0 0
BAIDU INC SPON ADR REP A 056752108 360 1,614 SH   OTR 7 0 0 1,614
BAIDU INC SPON ADR REP A 056752108 5,312 23,800 SH   DFND 2 23,800 0 0
BAIDU INC SPON ADR REP A 056752108 157,391 705,174 SH   SOLE 5 695,829 9,345 0
BAKER HUGHES A GE CO CL A 05722G100 355 12,800 SH   DFND 2 0 12,800 0
BAKER HUGHES A GE CO CL A 05722G100 156 5,600 SH   DFND 2 5,600 0 0
BALCHEM CORP COM 057665200 30,055 367,649 SH   SOLE 5 367,189 0 460
BALL CORP COM 058498106 127 3,200 SH   DFND 2 0 3,200 0
BALL CORP COM 058498106 107 2,700 SH   DFND 2 2,700 0 0
BANCFIRST CORP COM 05945F103 174 3,274 SH   DFND 9 3,274 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 60,085 5,057,417 SH   SOLE 5 5,057,417 0 0
BANCO MACRO SA SPON ADR B 05961W105 2,495 23,098 SH   SOLE 5 23,098 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 60,096 4,999,600 SH   SOLE 5 4,999,600 0 0
BANCO SANTANDER S A SPONSORED ADR B 05969B103 64,625 9,013,127 SH   SOLE 5 9,013,127 0 0
BANCO SANTANDER SA ADR 05964H105 50,939 7,776,890 SH   SOLE 5 5,061,557 0 2,715,333
BANCOLOMBIA S A SPON ADR PREF 05968L102 4,199 99,940 SH   SOLE 5 99,940 0 0
BANCORP INC DEL COM 05969A105 173 16,000 SH   DFND 9 16,000 0 0
BANK AMER CORP COM 060505104 165 5,500 SH   DFND 9 5,500 0 0
BANK AMER CORP COM 060505104 6,547 218,300 SH   DFND 2 0 218,300 0
BANK AMER CORP COM 060505104 2,486 82,900 SH   DFND 2 82,900 0 0
BANK AMER CORP COM 060505104 28,319 944,287 SH   SOLE 5 944,287 0 0
BANK HAWAII CORP COM 062540109 88,760 1,068,113 SH   SOLE 5 1,064,180 0 3,933
BANK N S HALIFAX COM 064149107 844 13,860 SH   OTR 7 0 0 13,860
BANK N S HALIFAX COM 064149107 854 13,860 SH   SOLE 5 13,860 0 0
BANK NEW YORK MELLON CORP COM 064058100 1,335 25,900 SH   DFND 2 0 25,900 0
BANK NEW YORK MELLON CORP COM 064058100 613 11,900 SH   DFND 2 11,900 0 0
BANK NEW YORK MELLON CORP COM 064058100 665,091 12,906,876 SH   SOLE 5 12,483,302 0 423,574
BANK OF MARIN BANCORP COM 063425102 118 1,707 SH   DFND 9 1,707 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 489 10,900 SH   DFND 9 10,900 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 16,214 361,280 SH   SOLE 5 359,916 0 1,364
BANKUNITED INC COM 06652K103 1,367 34,200 SH   SOLE 5 34,200 0 0
BANKWELL FINL GROUP INC COM 06654A103 22 687 SH   DFND 9 687 0 0
BARCLAYS BK PLC IPATH S&P500 VIX 06746L422 18 390 SH   SOLE 5 390 0 0
BARNES & NOBLE ED INC COM 06777U101 52 7,500 SH   DFND 9 7,500 0 0
BARNES GROUP INC COM 067806109 106,743 1,782,316 SH   SOLE 5 1,777,582 0 4,734
BARRETT BUSINESS SERVICES IN COM 068463108 104 1,260 SH   DFND 9 1,260 0 0
BASIC ENERGY SVCS INC NEW COM NEW 06985P209 52 3,600 SH   DFND 9 3,600 0 0
BASSETT FURNITURE INDS INC COM 070203104 142 4,664 SH   DFND 9 4,664 0 0
BAXTER INTL INC COM 071813109 176 2,700 SH   DFND 9 2,700 0 0
BAXTER INTL INC COM 071813109 416 6,400 SH   DFND 2 0 6,400 0
BAXTER INTL INC COM 071813109 241 3,700 SH   DFND 2 3,700 0 0
BB&T CORP COM 054937107 652 12,520 SH   OTR 7 0 0 12,520
BB&T CORP COM 054937107 31 600 SH   DFND 9 600 0 0
BB&T CORP COM 054937107 1,082 20,800 SH   DFND 2 0 20,800 0
BB&T CORP COM 054937107 416 8,000 SH   DFND 2 8,000 0 0
BB&T CORP COM 054937107 706,986 13,585,433 SH   SOLE 5 13,128,530 0 456,903
BCB BANCORP INC COM 055298103 25 1,600 SH   DFND 9 1,600 0 0
BCE INC COM NEW 05534B760 562 13,090 SH   OTR 7 0 0 13,090
BCE INC COM NEW 05534B760 2,396 55,669 SH   SOLE 5 55,669 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 855 53,598 SH   DFND 9 53,598 0 0
BECTON DICKINSON & CO COM 075887109 325 1,500 SH   DFND 2 0 1,500 0
BECTON DICKINSON & CO COM 075887109 478 2,204 SH   DFND 2 2,204 0 0
BECTON DICKINSON & CO COM 075887109 23,289 107,470 SH   SOLE 5 107,470 0 0
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BED BATH & BEYOND INC COM 075896100 495 23,600 SH   SOLE 5 23,600 0 0
BEIGENE LTD SPONSORED ADR 07725L102 151 900 SH   DFND 9 900 0 0
BELDEN INC COM 077454106 21 300 SH   DFND 9 300 0 0
BELDEN INC COM 077454106 40,892 593,151 SH   SOLE 5 592,412 0 739
BENCHMARK ELECTRS INC COM 08160H101 39 1,300 SH   DFND 9 1,300 0 0
BENEFITFOCUS INC COM 08180D106 1,268 51,974 SH   SOLE 5 51,974 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 3,990 20,000 SH   DFND 2 0 20,000 0
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BERKSHIRE HILLS BANCORP INC COM 084680107 1,674 44,099 SH   SOLE 5 44,099 0 0
BERRY GLOBAL GROUP INC COM 08579W103 153,119 2,793,641 SH   SOLE 5 2,783,890 0 9,751
BEST BUY INC COM 086516101 189 2,700 SH   DFND 9 2,700 0 0
BEST BUY INC COM 086516101 1,365 19,500 SH   DFND 2 0 19,500 0
BEST BUY INC COM 086516101 343 4,900 SH   DFND 2 4,900 0 0
BGC PARTNERS INC CL A 05541T101 665 49,440 SH   OTR 7 0 0 49,440
BGC PARTNERS INC CL A 05541T101 377 28,000 SH   DFND 9 28,000 0 0
BGC PARTNERS INC CL A 05541T101 665 49,440 SH   SOLE 5 49,440 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 2,866 64,505 SH   SOLE 5 64,505 0 0
BIG LOTS INC COM 089302103 30 700 SH   DFND 9 700 0 0
BIO TECHNE CORP COM 09073M104 29,709 196,693 SH   SOLE 5 65,962 126,952 3,779
BIOGEN INC COM 09062X103 786 2,870 SH   OTR 7 0 0 2,870
BIOGEN INC COM 09062X103 329 1,200 SH   DFND 9 1,200 0 0
BIOGEN INC COM 09062X103 2,875 10,500 SH   DFND 2 0 10,500 0
BIOGEN INC COM 09062X103 630 2,300 SH   DFND 2 2,300 0 0
BIOGEN INC COM 09062X103 185,949 679,092 SH   SOLE 5 189,963 483,175 5,954
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 2,822 3,000,000 PRN   OTR 7 0 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 16 200 SH   DFND 2 0 200 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 122 1,500 SH   DFND 2 1,500 0 0
BIOTELEMETRY INC COM 090672106 39,131 1,260,257 SH   SOLE 5 1,260,257 0 0
BITAUTO HLDGS LTD SPONSORED ADS 091727107 9,784 462,600 SH   SOLE 5 462,600 0 0
BJS RESTAURANTS INC COM 09180C106 364 8,100 SH   DFND 9 8,100 0 0
BLACK BOX CORP DEL COM 091826107 40 19,978 SH   DFND 9 19,978 0 0
BLACK HILLS CORP COM 092113109 407 7,500 SH   DFND 2 7,500 0 0
BLACK HILLS CORP COM 092113109 55,749 1,026,684 SH   SOLE 5 1,022,803 0 3,881
BLACK KNIGHT INC COM 09215C105 36 766 SH   DFND 2 766 0 0
BLACKBAUD INC COM 09227Q100 19,749 193,979 SH   SOLE 5 51,853 138,041 4,085
BLACKROCK CAPITAL INVESTMENT COM 092533108 396 65,700 SH   DFND 9 65,700 0 0
BLACKROCK INC COM 09247X101 596 1,100 SH   DFND 2 0 1,100 0
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BLACKROCK INC COM 09247X101 41,222 76,094 SH   SOLE 5 76,094 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 1,645 51,490 SH   SOLE 5 51,490 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 1,304 41,500 SH   SOLE 5 41,500 0 0
BLOCK H & R INC COM 093671105 330 13,000 SH   DFND 9 13,000 0 0
BLOCK H & R INC COM 093671105 71 2,800 SH   DFND 2 0 2,800 0
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BLOCK H & R INC COM 093671105 3 118 SH   SOLE 5 118 0 0
BLOOMIN BRANDS INC COM 094235108 289 11,900 SH   DFND 9 11,900 0 0
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BLUCORA INC COM 095229100 117 4,765 SH   DFND 9 4,765 0 0
BLUE BIRD CORP COM 095306106 145 6,120 SH   DFND 9 6,120 0 0
BLUE HILLS BANCORP INC COM 095573101 707 33,897 SH   DFND 9 33,897 0 0
BOEING CO COM 097023105 361 1,100 SH   DFND 9 1,100 0 0
BOEING CO COM 097023105 1,836 5,600 SH   DFND 2 0 5,600 0
BOEING CO COM 097023105 1,672 5,100 SH   DFND 2 5,100 0 0
BOEING CO COM 097023105 36,796 112,224 SH   SOLE 5 93,327 18,897 0
BOINGO WIRELESS INC COM 09739C102 341 13,777 SH   DFND 9 13,777 0 0
BOISE CASCADE CO DEL COM 09739D100 97 2,500 SH   DFND 9 2,500 0 0
BOISE CASCADE CO DEL COM 09739D100 45,182 1,170,521 SH   SOLE 5 1,168,951 0 1,570
BONANZA CREEK ENERGY INC COM NEW 097793400 543 19,600 SH   DFND 9 19,600 0 0
BOOKING HLDGS INC COM 09857L108 3,745 1,800 SH   DFND 2 0 1,800 0
BOOKING HLDGS INC COM 09857L108 832 400 SH   DFND 2 400 0 0
BOOKING HLDGS INC COM 09857L108 43,068 20,702 SH   SOLE 5 20,702 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 771 19,920 SH   OTR 7 0 0 19,920
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 85 2,200 SH   DFND 9 2,200 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 4,405 113,769 SH   SOLE 5 113,769 0 0
BORGWARNER INC COM 099724106 733 14,600 SH   DFND 2 0 14,600 0
BORGWARNER INC COM 099724106 246 4,900 SH   DFND 2 4,900 0 0
BORGWARNER INC COM 099724106 28,204 561,503 SH   SOLE 5 561,481 0 22
BOSTON BEER INC CL A 100557107 113 600 SH   DFND 9 600 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 49,632 3,297,798 SH   SOLE 5 3,284,820 0 12,978
BOSTON PROPERTIES INC COM 101121101 160 1,300 SH   DFND 2 0 1,300 0
BOSTON PROPERTIES INC COM 101121101 4,892 39,700 SH   DFND 2 39,700 0 0
BOSTON PROPERTIES INC COM 101121101 14,329 116,288 SH   SOLE 5 116,288 0 0
BOSTON SCIENTIFIC CORP COM 101137107 322 11,800 SH   DFND 2 0 11,800 0
BOSTON SCIENTIFIC CORP COM 101137107 292 10,700 SH   DFND 2 10,700 0 0
BOSTON SCIENTIFIC CORP COM 101137107 13,660 500,000 SH   SOLE 5 500,000 0 0
BOTTOMLINE TECH DEL INC COM 101388106 105 2,700 SH   DFND 9 2,700 0 0
BOX INC CL A 10316T104 2,161 105,139 SH   SOLE 5 105,139 0 0
BP PLC SPONSORED ADR 055622104 98,864 2,438,684 SH   SOLE 5 1,579,113 0 859,571
BRADY CORP CL A 104674106 33 900 SH   DFND 9 900 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 815 51,300 SH   DFND 2 51,300 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 89,048 5,607,567 SH   SOLE 5 5,591,822 0 15,745
BRASKEM S A SP ADR PFD A 105532105 4,928 170,000 SH   SOLE 5 170,000 0 0
BRF SA SPONSORED ADR 10552T107 59,974 8,666,530 SH   SOLE 5 8,666,530 0 0
BRIDGEPOINT ED INC COM 10807M105 42 6,304 SH   DFND 9 6,304 0 0
BRIGGS & STRATTON CORP COM 109043109 308 14,399 SH   DFND 9 14,399 0 0
BRIGGS & STRATTON CORP COM 109043109 850 39,700 SH   SOLE 5 39,700 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 14,816 148,575 SH   SOLE 5 148,575 0 0
BRIGHTCOVE INC COM 10921T101 99 14,283 SH   DFND 9 14,283 0 0
BRIGHTHOUSE FINL INC COM 10922N103 383 7,445 SH   DFND 2 0 7,445 0
BRIGHTHOUSE FINL INC COM 10922N103 31 600 SH   DFND 2 600 0 0
BRIGHTSPHERE INVESTMNT GRP P SHS G1644T109 288 18,300 SH   DFND 9 18,300 0 0
BRINKER INTL INC COM 109641100 152 4,200 SH   DFND 9 4,200 0 0
BRINKER INTL INC COM 109641100 1,199 33,200 SH   SOLE 5 33,200 0 0
BRINKS CO COM 109696104 178 2,500 SH   DFND 9 2,500 0 0
BRINKS CO COM 109696104 7,720 108,204 SH   SOLE 5 108,204 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 76 1,200 SH   DFND 9 1,200 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 3,770 59,600 SH   DFND 2 0 59,600 0
BRISTOL MYERS SQUIBB CO COM 110122108 816 12,900 SH   DFND 2 12,900 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 7,590 120,000 SH   SOLE 5 120,000 0 0
BRISTOW GROUP INC COM 110394103 163 12,500 SH   DFND 9 12,500 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 6,975 120,900 SH   SOLE 5 120,900 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 1,312 86,000 SH   DFND 2 86,000 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 12,698 832,641 SH   SOLE 5 832,574 0 67
BROADCOM LTD SHS Y09827109 306 1,300 SH   DFND 2 0 1,300 0
BROADCOM LTD SHS Y09827109 801 3,400 SH   DFND 2 3,400 0 0
BROADCOM LTD SHS Y09827109 24,737 104,975 SH   SOLE 5 104,975 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 516 4,703 SH   DFND 2 0 4,703 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 88 800 SH   DFND 2 800 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 18,017 164,250 SH   SOLE 5 164,250 0 0
BROADWIND ENERGY INC COM NEW 11161T207 11 5,012 SH   DFND 9 5,012 0 0
BROOKDALE SR LIVING INC COM 112463104 44 6,500 SH   DFND 9 6,500 0 0
BROOKDALE SR LIVING INC COM 112463104 41,944 6,250,924 SH   SOLE 5 6,250,924 0 0
BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 3,714 89,200 SH   SOLE 5 89,200 0 0
BROOKS AUTOMATION INC COM 114340102 32,943 1,216,525 SH   SOLE 5 1,214,939 0 1,586
BROWN FORMAN CORP CL B 115637209 86 1,575 SH   DFND 9 1,575 0 0
BROWN FORMAN CORP CL B 115637209 313 5,750 SH   DFND 2 0 5,750 0
BROWN FORMAN CORP CL B 115637209 27 500 SH   DFND 2 500 0 0
BRUKER CORP COM 116794108 269 9,000 SH   DFND 9 9,000 0 0
BRYN MAWR BK CORP COM 117665109 13 300 SH   DFND 9 300 0 0
BRYN MAWR BK CORP COM 117665109 17,553 399,377 SH   SOLE 5 398,886 0 491
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 4,330 115,800 SH   DFND 4 0 0 115,800
BUCKLE INC COM 118440106 439 19,800 SH   DFND 9 19,800 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 577 29,100 SH   DFND 9 29,100 0 0
BUNGE LIMITED COM G16962105 133 1,800 SH   DFND 9 1,800 0 0
BUNGE LIMITED COM G16962105 266 3,600 SH   DFND 2 0 3,600 0
BUNGE LIMITED COM G16962105 15 200 SH   DFND 2 200 0 0
BUNGE LIMITED COM G16962105 1,516 20,500 SH   SOLE 5 20,500 0 0
BURLINGTON STORES INC COM 122017106 55,498 416,807 SH   SOLE 5 416,199 0 608
BWX TECHNOLOGIES INC COM 05605H100 3,902 61,415 SH   SOLE 5 61,402 0 13
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 337 3,600 SH   DFND 2 0 3,600 0
C&J ENERGY SVCS INC NEW COM 12674R100 129 5,000 SH   DFND 9 5,000 0 0
CA INC COM 12673P105 693 20,450 SH   OTR 7 0 0 20,450
CA INC COM 12673P105 149 4,400 SH   DFND 2 0 4,400 0
CA INC COM 12673P105 85 2,500 SH   DFND 2 2,500 0 0
CA INC COM 12673P105 690,994 20,383,319 SH   SOLE 5 19,759,899 0 623,419
CABLE ONE INC COM 12685J105 63,836 92,905 SH   SOLE 5 92,594 0 311
CABOT CORP COM 127055101 128 2,300 SH   DFND 9 2,300 0 0
CABOT CORP COM 127055101 1,471 26,400 SH   SOLE 5 26,400 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 45 420 SH   DFND 9 420 0 0
CABOT OIL & GAS CORP COM 127097103 101 4,200 SH   DFND 2 0 4,200 0
CABOT OIL & GAS CORP COM 127097103 103 4,300 SH   DFND 2 4,300 0 0
CACI INTL INC CL A 127190304 227 1,500 SH   DFND 9 1,500 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 653 17,750 SH   OTR 7 0 0 17,750
CADENCE DESIGN SYSTEM INC COM 127387108 496 13,500 SH   DFND 2 0 13,500 0
CADENCE DESIGN SYSTEM INC COM 127387108 191 5,200 SH   DFND 2 5,200 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 3,596 97,793 SH   SOLE 5 97,793 0 0
CAESARS ENTMT CORP COM 127686103 4,659 414,161 SH   SOLE 5 414,161 0 0
CAI INTERNATIONAL INC COM 12477X106 219 10,300 SH   DFND 9 10,300 0 0
CAL MAINE FOODS INC COM NEW 128030202 219 5,000 SH   DFND 9 5,000 0 0
CALADRIUS BIOSCIENCES INC COM NEW 128058203 233 39,851 SH   DFND 9 39,851 0 0
CALAMP CORP COM 128126109 213 9,300 SH   DFND 9 9,300 0 0
CALIFORNIA WTR SVC GROUP COM 130788102 253 6,800 SH   DFND 2 6,800 0 0
CALITHERA BIOSCIENCES INC COM 13089P101 18 2,800 SH   DFND 9 2,800 0 0
CALLIDUS SOFTWARE INC COM 13123E500 71,885 1,999,570 SH   SOLE 5 1,997,357 0 2,213
CAMBREX CORP COM 132011107 8,144 155,714 SH   SOLE 5 20,494 131,612 3,608
CAMDEN PPTY TR SH BEN INT 133131102 2,172 25,800 SH   DFND 2 25,800 0 0
CAMDEN PPTY TR SH BEN INT 133131102 15,507 184,209 SH   SOLE 5 184,209 0 0
CAMPBELL SOUP CO COM 134429109 670 15,590 SH   OTR 7 0 0 15,590
CAMPBELL SOUP CO COM 134429109 308 7,100 SH   DFND 2 0 7,100 0
CAMPBELL SOUP CO COM 134429109 61 1,400 SH   DFND 2 1,400 0 0
CAMPBELL SOUP CO COM 134429109 675 15,590 SH   SOLE 5 15,590 0 0
CANADA GOOSE HOLDINGS INC SHS SUB VTG 135086106 23,214 694,612 SH   SOLE 5 694,612 0 0
CANADIAN NATL RY CO COM 136375102 672 9,210 SH   OTR 7 0 0 9,210
CANADIAN NATL RY CO COM 136375102 4,428 60,562 SH   SOLE 5 60,562 0 0
CANON INC SPONSORED ADR 138006309 62,865 1,724,703 SH   SOLE 5 1,171,563 0 553,139
CANTEL MEDICAL CORP COM 138098108 100 900 SH   DFND 9 900 0 0
CAPITAL CITY BK GROUP INC COM 139674105 214 8,639 SH   DFND 9 8,639 0 0
CAPITAL ONE FINL CORP COM 14040H105 1,380 14,400 SH   DFND 2 0 14,400 0
CAPITAL ONE FINL CORP COM 14040H105 374 3,900 SH   DFND 2 3,900 0 0
CAPITAL ONE FINL CORP COM 14040H105 5,420 56,563 SH   SOLE 5 56,563 0 0
CAPITAL SOUTHWEST CORP COM 140501107 49 2,900 SH   DFND 9 2,900 0 0
CAPSTONE TURBINE CORP COM NEW 14067D409 214 186,579 SH   DFND 9 186,579 0 0
CARBONITE INC COM 141337105 464 16,100 SH   DFND 9 16,100 0 0
CARDINAL HEALTH INC COM 14149Y108 1,247 19,900 SH   DFND 2 0 19,900 0
CARDINAL HEALTH INC COM 14149Y108 169 2,700 SH   DFND 2 2,700 0 0
CARDINAL HEALTH INC COM 14149Y108 655,247 10,453,838 SH   SOLE 5 10,135,864 0 317,974
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 2,048 2,200,000 PRN   OTR 7 0 0 0
CARE COM INC COM 141633107 886 54,442 SH   DFND 9 54,442 0 0
CARE COM INC COM 141633107 234 14,396 SH   SOLE 5 14,396 0 0
CAREDX INC COM 14167L103 630 79,000 SH   DFND 9 79,000 0 0
CARETRUST REIT INC COM 14174T107 177 13,200 SH   DFND 2 13,200 0 0
CARGURUS INC COM CL A 141788109 761 19,770 SH   SOLE 5 0 19,770 0
CARNIVAL CORP UNIT 99/99/9999 143658300 380 5,800 SH   DFND 9 5,800 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 334 5,100 SH   DFND 2 0 5,100 0
CARNIVAL CORP UNIT 99/99/9999 143658300 190 2,900 SH   DFND 2 2,900 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 6,778 103,352 SH   SOLE 5 103,352 0 0
CAROLINA FINL CORP NEW COM 143873107 39 1,000 SH   DFND 9 1,000 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 1,788 40,525 SH   SOLE 5 40,525 0 0
CARRIAGE SVCS INC COM 143905107 838 30,300 SH   SOLE 5 30,300 0 0
CARRIZO OIL & GAS INC COM 144577103 32,381 2,023,812 SH   SOLE 5 2,021,237 0 2,575
CARS COM INC COM 14575E105 23,105 815,565 SH   SOLE 5 102,992 694,271 18,302
CARTER INC COM 146229109 42 400 SH   DFND 9 400 0 0
CASELLA WASTE SYS INC CL A 147448104 140 6,000 SH   DFND 9 6,000 0 0
CASELLA WASTE SYS INC CL A 147448104 37,724 1,613,519 SH   SOLE 5 1,611,307 0 2,212
CASEYS GEN STORES INC COM 147528103 13,216 120,399 SH   SOLE 5 120,387 0 12
CATALENT INC COM 148806102 77,063 1,876,831 SH   SOLE 5 1,872,498 0 4,333
CATERPILLAR INC DEL COM 149123101 1,164 7,900 SH   DFND 2 0 7,900 0
CATERPILLAR INC DEL COM 149123101 752 5,100 SH   DFND 2 5,100 0 0
CATERPILLAR INC DEL COM 149123101 18,757 127,270 SH   SOLE 5 127,270 0 0
CATHAY GEN BANCORP COM 149150104 178 4,450 SH   DFND 9 4,450 0 0
CB FINL SVCS INC COM 12479G101 49 1,600 SH   DFND 9 1,600 0 0
CBIZ INC COM 124805102 96 5,261 SH   DFND 9 5,261 0 0
CBL & ASSOC PPTYS INC COM 124830100 153 36,600 SH   DFND 2 36,600 0 0
CBL & ASSOC PPTYS INC COM 124830100 266 63,700 SH   SOLE 5 63,700 0 0
CBRE GROUP INC CL A 12504L109 944 19,990 SH   OTR 7 0 0 19,990
CBRE GROUP INC CL A 12504L109 146 3,100 SH   DFND 9 3,100 0 0
CBRE GROUP INC CL A 12504L109 203 4,300 SH   DFND 2 0 4,300 0
CBRE GROUP INC CL A 12504L109 127 2,700 SH   DFND 2 2,700 0 0
CBRE GROUP INC CL A 12504L109 944 19,990 SH   SOLE 5 19,990 0 0
CBS CORP NEW CL B 124857202 786 15,300 SH   DFND 2 0 15,300 0
CBS CORP NEW CL B 124857202 170 3,300 SH   DFND 2 3,300 0 0
CBS CORP NEW CL B 124857202 6,233 121,285 SH   SOLE 5 121,285 0 0
CDK GLOBAL INC COM 12508E101 171 2,700 SH   DFND 2 0 2,700 0
CDK GLOBAL INC COM 12508E101 108 1,700 SH   DFND 2 1,700 0 0
CDW CORP COM 12514G108 239 3,400 SH   DFND 2 0 3,400 0
CDW CORP COM 12514G108 134 1,900 SH   DFND 2 1,900 0 0
CELADON GROUP INC COM 150838100 325 87,972 SH   DFND 9 87,972 0 0
CELANESE CORP DEL COM SER A 150870103 481 4,800 SH   DFND 2 0 4,800 0
CELANESE CORP DEL COM SER A 150870103 120 1,200 SH   DFND 2 1,200 0 0
CELANESE CORP DEL COM SER A 150870103 13,850 138,207 SH   SOLE 5 138,207 0 0
CELGENE CORP COM 151020104 876 9,820 SH   OTR 7 0 0 9,820
CELGENE CORP COM 151020104 312 3,500 SH   DFND 9 3,500 0 0
CELGENE CORP COM 151020104 437 4,900 SH   DFND 2 0 4,900 0
CELGENE CORP COM 151020104 660 7,400 SH   DFND 2 7,400 0 0
CELGENE CORP COM 151020104 28,015 314,038 SH   SOLE 5 314,038 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 31,236 4,718,295 SH   SOLE 5 4,718,295 0 0
CEMTREX INC COM PAR $.001 15130G303 204 71,587 SH   DFND 9 71,587 0 0
CENTENE CORP DEL COM 15135B101 331 3,100 SH   DFND 2 0 3,100 0
CENTENE CORP DEL COM 15135B101 182 1,700 SH   DFND 2 1,700 0 0
CENTENE CORP DEL COM 15135B101 6,625 61,988 SH   SOLE 5 61,988 0 0
CENTENNIAL RESOURCE DEV INC CL A 15136A102 4,566 248,831 SH   SOLE 5 108,303 140,528 0
CENTERPOINT ENERGY INC COM 15189T107 45 1,655 SH   DFND 9 1,655 0 0
CENTERPOINT ENERGY INC COM 15189T107 381 13,900 SH   DFND 2 0 13,900 0
CENTERPOINT ENERGY INC COM 15189T107 2,262 82,543 SH   DFND 2 82,543 0 0
CENTERPOINT ENERGY INC COM 15189T107 1,343 49,000 SH   SOLE 5 49,000 0 0
CENTERSTATE BK CORP COM 15201P109 93 3,500 SH   DFND 9 3,500 0 0
CENTERSTATE BK CORP COM 15201P109 27,607 1,040,612 SH   SOLE 5 1,039,333 0 1,279
CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR 15234Q207 484 76,200 SH   SOLE 5 76,200 0 0
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 425 101,074 SH   DFND 9 101,074 0 0
CENTRAL GARDEN & PET CO COM 153527106 196 4,553 SH   DFND 9 4,553 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 2,868 72,409 SH   SOLE 5 72,409 0 0
CENTRAL PAC FINL CORP COM NEW 154760409 47 1,638 SH   DFND 9 1,638 0 0
CENTRAL PAC FINL CORP COM NEW 154760409 973 34,200 SH   SOLE 5 34,200 0 0
CENTURY ALUM CO COM 156431108 179 10,800 SH   DFND 9 10,800 0 0
CENTURY CASINOS INC COM 156492100 384 51,506 SH   DFND 9 51,506 0 0
CENTURY CMNTYS INC COM 156504300 268 8,962 SH   SOLE 5 8,962 0 0
CENTURYLINK INC COM 156700106 281 17,100 SH   DFND 2 0 17,100 0
CENTURYLINK INC COM 156700106 77 4,700 SH   DFND 2 4,700 0 0
CERAGON NETWORKS LTD ORD M22013102 478 177,840 SH   DFND 9 177,840 0 0
CERNER CORP COM 156782104 615 10,600 SH   DFND 2 0 10,600 0
CERNER CORP COM 156782104 157 2,700 SH   DFND 2 2,700 0 0
CERUS CORP COM 157085101 986 179,899 SH   SOLE 5 179,899 0 0
CF INDS HLDGS INC COM 125269100 68 1,800 SH   DFND 9 1,800 0 0
CF INDS HLDGS INC COM 125269100 230 6,100 SH   DFND 2 0 6,100 0
CF INDS HLDGS INC COM 125269100 49 1,300 SH   DFND 2 1,300 0 0
CHANGYOU COM LTD ADS REP CL A 15911M107 2,510 90,000 SH   SOLE 5 90,000 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 840 2,700 SH   DFND 2 0 2,700 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 529 1,700 SH   DFND 2 1,700 0 0
CHATHAM LODGING TR COM 16208T102 170 8,900 SH   DFND 2 8,900 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 805 8,100 SH   DFND 2 0 8,100 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 258 2,600 SH   DFND 2 2,600 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 3,775 38,000 SH   SOLE 5 38,000 0 0
CHEESECAKE FACTORY INC COM 163072101 78,754 1,633,220 SH   SOLE 5 1,629,213 0 4,007
CHEFS WHSE INC COM 163086101 48 2,099 SH   DFND 9 2,099 0 0
CHEGG INC COM 163092109 4,190 202,795 SH   SOLE 5 202,795 0 0
CHEMED CORP NEW COM 16359R103 47 172 SH   DFND 9 172 0 0
CHEMICAL FINL CORP COM 163731102 5,229 95,617 SH   SOLE 5 95,617 0 0
CHEMOURS CO COM 163851108 2,745 56,362 SH   SOLE 5 56,362 0 0
CHEMUNG FINL CORP COM 164024101 238 5,116 SH   DFND 9 5,116 0 0
CHENIERE ENERGY INC COM NEW 16411R208 123,083 2,302,767 SH   DFND 4 2,085,467 140,100 77,200
CHENIERE ENERGY INC COM NEW 16411R208 4,998 93,500 SH   DFND 4 0 40,400 53,100
CHENIERE ENERGY INC COM NEW 16411R208 25,157 470,665 SH   DFND 2 470,665 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 381 13,700 SH   DFND 2 13,700 0 0
CHEVRON CORP NEW COM 166764100 3,866 33,900 SH   DFND 2 0 33,900 0
CHEVRON CORP NEW COM 166764100 1,859 16,300 SH   DFND 2 16,300 0 0
CHEVRON CORP NEW COM 166764100 698,191 6,122,332 SH   SOLE 5 5,937,026 0 185,306
CHICAGO BRIDGE & IRON CO N V COM 167250109 420 29,200 SH   SOLE 5 29,200 0 0
CHILDRENS PL INC COM 168905107 960 7,100 SH   SOLE 5 7,100 0 0
CHINA AUTOMOTIVE SYS INC COM 16936R105 195 42,707 SH   DFND 9 42,707 0 0
CHINA BIOLOGIC PRODS HLDGS I COM G21515104 37,033 457,200 SH   DFND 9 188,900 70,000 198,300
CHINA BIOLOGIC PRODS HLDGS I COM G21515104 10,359 127,887 SH   DFND 2 29,200 98,687 0
CHINA LODGING GROUP LTD SPONSORED ADR 16949N109 34,210 259,734 SH   DFND 9 100,000 60,934 98,800
CHINA LODGING GROUP LTD SPONSORED ADR 16949N109 6,156 46,738 SH   DFND 2 38,438 8,300 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 158,783 3,470,674 SH   SOLE 5 2,841,687 0 628,986
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 4,786 54,094 SH   SOLE 5 54,094 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 65 200 SH   DFND 2 0 200 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 8,239 25,500 SH   SOLE 5 25,500 0 0
CHOICE HOTELS INTL INC COM 169905106 216 2,700 SH   DFND 9 2,700 0 0
CHOICE HOTELS INTL INC COM 169905106 70,087 874,446 SH   SOLE 5 871,373 0 3,073
CHUBB LIMITED COM H1467J104 1,080 7,900 SH   DFND 2 0 7,900 0
CHUBB LIMITED COM H1467J104 602 4,400 SH   DFND 2 4,400 0 0
CHUBB LIMITED COM H1467J104 35,225 257,547 SH   SOLE 5 257,547 0 0
CHURCH & DWIGHT INC COM 171340102 403 8,000 SH   DFND 2 0 8,000 0
CHURCH & DWIGHT INC COM 171340102 96 1,900 SH   DFND 2 1,900 0 0
CHUYS HLDGS INC COM 171604101 23,380 892,362 SH   SOLE 5 891,006 0 1,356
CIENA CORP COM NEW 171779309 3,723 143,749 SH   SOLE 5 143,749 0 0
CIGNA CORPORATION COM 125509109 780 4,650 SH   OTR 7 0 0 4,650
CIGNA CORPORATION COM 125509109 520 3,100 SH   DFND 2 0 3,100 0
CIGNA CORPORATION COM 125509109 386 2,300 SH   DFND 2 2,300 0 0
CIGNA CORPORATION COM 125509109 24,082 143,568 SH   SOLE 5 143,568 0 0
CIMAREX ENERGY CO COM 171798101 122 1,300 SH   DFND 2 0 1,300 0
CIMAREX ENERGY CO COM 171798101 65 700 SH   DFND 2 700 0 0
CINCINNATI FINL CORP COM 172062101 245 3,300 SH   DFND 2 0 3,300 0
CINCINNATI FINL CORP COM 172062101 97 1,300 SH   DFND 2 1,300 0 0
CINEMARK HOLDINGS INC COM 17243V102 49,966 1,326,425 SH   SOLE 5 1,322,143 0 4,282
CINTAS CORP COM 172908105 51 300 SH   DFND 2 0 300 0
CINTAS CORP COM 172908105 102 600 SH   DFND 2 600 0 0
CINTAS CORP COM 172908105 442 2,591 SH   SOLE 5 2,591 0 0
CIRRUS LOGIC INC COM 172755100 31,961 786,643 SH   SOLE 5 783,616 0 3,027
CISCO SYS INC COM 17275R102 1,719 40,390 SH   OTR 7 0 0 40,390
CISCO SYS INC COM 17275R102 202 4,700 SH   DFND 9 4,700 0 0
CISCO SYS INC COM 17275R102 2,561 59,700 SH   DFND 2 0 59,700 0
CISCO SYS INC COM 17275R102 1,746 40,700 SH   DFND 2 40,700 0 0
CISCO SYS INC COM 17275R102 742,162 17,303,851 SH   SOLE 5 16,804,604 0 499,246
CIT GROUP INC COM NEW 125581801 556 10,800 SH   DFND 9 10,800 0 0
CIT GROUP INC COM NEW 125581801 294 5,700 SH   DFND 2 0 5,700 0
CIT GROUP INC COM NEW 125581801 82 1,600 SH   DFND 2 1,600 0 0
CIT GROUP INC COM NEW 125581801 3,183 61,800 SH   SOLE 5 61,800 0 0
CITI TRENDS INC COM 17306X102 179 5,788 SH   DFND 9 5,788 0 0
CITIGROUP INC COM NEW 172967424 371 5,500 SH   DFND 9 5,500 0 0
CITIGROUP INC COM NEW 172967424 5,582 82,700 SH   DFND 2 0 82,700 0
CITIGROUP INC COM NEW 172967424 1,445 21,400 SH   DFND 2 21,400 0 0
CITIGROUP INC COM NEW 172967424 16,159 239,387 SH   SOLE 5 239,387 0 0
CITIZENS FINL GROUP INC COM 174610105 631 15,030 SH   OTR 7 0 0 15,030
CITIZENS FINL GROUP INC COM 174610105 344 8,200 SH   DFND 9 8,200 0 0
CITIZENS FINL GROUP INC COM 174610105 596 14,200 SH   DFND 2 0 14,200 0
CITIZENS FINL GROUP INC COM 174610105 172 4,100 SH   DFND 2 4,100 0 0
CITIZENS FINL GROUP INC COM 174610105 631 15,030 SH   SOLE 5 15,030 0 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 1,725 1,300,000 PRN   OTR 7 0 0 0
CITRIX SYS INC COM 177376100 111 1,200 SH   DFND 9 1,200 0 0
CITRIX SYS INC COM 177376100 501 5,400 SH   DFND 2 0 5,400 0
CITRIX SYS INC COM 177376100 111 1,200 SH   DFND 2 1,200 0 0
CITRIX SYS INC COM 177376100 3,522 37,950 SH   SOLE 5 37,950 0 0
CITY HLDG CO COM 177835105 23,691 345,555 SH   SOLE 5 345,007 0 548
CITY OFFICE REIT INC COM 178587101 477 41,300 SH   SOLE 5 41,300 0 0
CIVEO CORP CDA COM 17878Y108 14 3,700 SH   DFND 9 3,700 0 0
CIVISTA BANCSHARES INC COM NO PAR 178867107 29 1,250 SH   DFND 9 1,250 0 0
CIVITAS SOLUTIONS INC COM 17887R102 29 1,913 SH   DFND 9 1,913 0 0
CLEARWATER PAPER CORP COM 18538R103 993 25,400 SH   SOLE 5 25,400 0 0
CLOROX CO DEL COM 189054109 13 100 SH   DFND 2 0 100 0
CLOROX CO DEL COM 189054109 40 300 SH   DFND 2 300 0 0
CLOUD PEAK ENERGY INC COM 18911Q102 153 52,700 SH   DFND 9 52,700 0 0
CLOUDERA INC COM 18914U100 2,077 96,243 SH   SOLE 5 96,243 0 0
CLOVIS ONCOLOGY INC COM 189464100 32,518 615,870 SH   SOLE 5 615,013 0 857
CM FIN INC COM 12574Q103 64 7,844 SH   DFND 9 7,844 0 0
CME GROUP INC COM CL A 12572Q105 598 3,700 SH   DFND 2 0 3,700 0
CME GROUP INC COM CL A 12572Q105 453 2,800 SH   DFND 2 2,800 0 0
CME GROUP INC COM CL A 12572Q105 115,362 713,258 SH   SOLE 5 122,016 583,870 7,372
CMS ENERGY CORP COM 125896100 159 3,500 SH   DFND 2 0 3,500 0
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CNB FINL CORP PA COM 126128107 30 1,021 SH   DFND 9 1,021 0 0
CNH INDL N V SHS N20944109 74 6,000 SH   DFND 9 6,000 0 0
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CNX RESOURCES CORPORATION COM 12653C108 427 27,700 SH   DFND 9 27,700 0 0
COBIZ FINANCIAL INC COM 190897108 22,762 1,161,324 SH   SOLE 5 1,159,756 0 1,568
COCA COLA CO COM 191216100 1,307 30,100 SH   DFND 2 0 30,100 0
COCA COLA CO COM 191216100 1,420 32,700 SH   DFND 2 32,700 0 0
COCA COLA CO COM 191216100 13,087 301,341 SH   SOLE 5 301,341 0 0
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COGNEX CORP COM 192422103 2,257 43,418 SH   SOLE 5 41,752 0 1,666
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COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 64 800 SH   DFND 9 800 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 483 6,000 SH   DFND 2 0 6,000 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 386 4,800 SH   DFND 2 4,800 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 3,310 41,118 SH   SOLE 5 41,118 0 0
COHERENT INC COM 192479103 56 300 SH   DFND 9 300 0 0
COHERENT INC COM 192479103 937 5,000 SH   SOLE 5 5,000 0 0
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COHU INC COM 192576106 170 7,451 SH   DFND 9 7,451 0 0
COLGATE PALMOLIVE CO COM 194162103 323 4,500 SH   DFND 2 0 4,500 0
COLGATE PALMOLIVE CO COM 194162103 495 6,900 SH   DFND 2 6,900 0 0
COLLEGIUM PHARMACEUTICAL INC COM 19459J104 60,164 2,354,758 SH   SOLE 5 2,354,758 0 0
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COLUMBUS MCKINNON CORP N Y COM 199333105 35,860 1,000,555 SH   SOLE 5 999,163 0 1,392
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COMCAST CORP NEW CL A 20030N101 2,197 64,300 SH   DFND 2 0 64,300 0
COMCAST CORP NEW CL A 20030N101 1,336 39,100 SH   DFND 2 39,100 0 0
COMCAST CORP NEW CL A 20030N101 49,410 1,446,017 SH   SOLE 5 1,446,017 0 0
COMERICA INC COM 200340107 201 2,100 SH   DFND 9 2,100 0 0
COMERICA INC COM 200340107 326 3,400 SH   DFND 2 0 3,400 0
COMERICA INC COM 200340107 182 1,900 SH   DFND 2 1,900 0 0
COMERICA INC COM 200340107 35,921 374,455 SH   SOLE 5 374,455 0 0
COMFORT SYS USA INC COM 199908104 2,330 56,488 SH   SOLE 5 56,488 0 0
COMMERCIAL METALS CO COM 201723103 260 12,700 SH   DFND 9 12,700 0 0
COMMERCIAL VEH GROUP INC COM 202608105 21 2,716 SH   DFND 9 2,716 0 0
COMMSCOPE HLDG CO INC COM 20337X109 85,834 2,147,449 SH   SOLE 5 2,139,619 0 7,830
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COMMUNITY BK SYS INC COM 203607106 63,195 1,179,900 SH   SOLE 5 1,175,254 0 4,646
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COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 46,243 2,289,237 SH   SOLE 5 2,289,237 0 0
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COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 96 6,300 SH   DFND 2 6,300 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 69,612 4,570,583 SH   SOLE 5 4,570,583 0 0
COMPUTER PROGRAMS & SYS INC COM 205306103 138 4,743 SH   DFND 9 4,743 0 0
COMPUTER TASK GROUP INC COM 205477102 274 33,505 SH   DFND 9 33,505 0 0
COMSTOCK RES INC COM 205768302 212 29,000 SH   DFND 9 29,000 0 0
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CONAGRA BRANDS INC COM 205887102 151 4,100 SH   DFND 2 4,100 0 0
CONATUS PHARMACEUTICALS INC COM 20600T108 70 11,900 SH   DFND 9 11,900 0 0
CONCERT PHARMACEUTICALS INC COM 206022105 595 26,000 SH   DFND 9 26,000 0 0
CONCHO RES INC COM 20605P101 150 1,000 SH   DFND 2 0 1,000 0
CONCHO RES INC COM 20605P101 150 1,000 SH   DFND 2 1,000 0 0
CONMED CORP COM 207410101 50,397 795,781 SH   SOLE 5 794,759 0 1,022
CONNS INC COM 208242107 347 10,200 SH   DFND 9 10,200 0 0
CONOCOPHILLIPS COM 20825C104 101 1,700 SH   DFND 9 1,700 0 0
CONOCOPHILLIPS COM 20825C104 1,091 18,400 SH   DFND 2 0 18,400 0
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CONOCOPHILLIPS COM 20825C104 760,588 12,828,261 SH   SOLE 5 12,408,136 0 420,125
CONSOL ENERGY INC NEW COM 20854L108 328 11,325 SH   DFND 9 11,325 0 0
CONSOLIDATED COMM HLDGS INC COM 209034107 60 5,500 SH   DFND 9 5,500 0 0
CONSOLIDATED EDISON INC COM 209115104 603 7,740 SH   OTR 7 0 0 7,740
CONSOLIDATED EDISON INC COM 209115104 148 1,900 SH   DFND 2 0 1,900 0
CONSOLIDATED EDISON INC COM 209115104 4,240 54,400 SH   DFND 2 54,400 0 0
CONSOLIDATED EDISON INC COM 209115104 603 7,740 SH   SOLE 5 7,740 0 0
CONSOLIDATED WATER CO INC ORD G23773107 307 21,086 SH   DFND 9 21,086 0 0
CONSTELLATION BRANDS INC CL A 21036P108 68 300 SH   DFND 2 0 300 0
CONSTELLATION BRANDS INC CL A 21036P108 251 1,100 SH   DFND 2 1,100 0 0
CONSTELLIUM NV CL A N22035104 485 44,683 SH   DFND 9 44,683 0 0
CONSUMER PORTFOLIO SVCS INC COM 210502100 65 17,343 SH   DFND 9 17,343 0 0
CONTAINER STORE GROUP INC COM 210751103 335 61,500 SH   DFND 9 61,500 0 0
CONTANGO OIL & GAS COMPANY COM NEW 21075N204 55 15,355 SH   DFND 9 15,355 0 0
CONTINENTAL BLDG PRODS INC COM 211171103 263 9,200 SH   DFND 9 9,200 0 0
CONTINENTAL BLDG PRODS INC COM 211171103 68,975 2,415,926 SH   SOLE 5 2,412,954 0 2,972
CONTINENTAL RESOURCES INC COM 212015101 6 100 SH   DFND 2 100 0 0
CONTROL4 CORP COM 21240D107 13 596 SH   DFND 9 596 0 0
CONVERGYS CORP COM 212485106 18,779 830,195 SH   SOLE 5 829,135 0 1,060
COOPER COS INC COM NEW 216648402 114 500 SH   DFND 2 0 500 0
COOPER COS INC COM NEW 216648402 114 500 SH   DFND 2 500 0 0
COOPER COS INC COM NEW 216648402 2,685 11,735 SH   SOLE 5 11,735 0 0
COOPER STD HLDGS INC COM 21676P103 2,125 17,300 SH   SOLE 5 17,300 0 0
COPA HOLDINGS SA CL A P31076105 412 3,200 SH   DFND 9 3,200 0 0
COPART INC COM 217204106 3,928 77,116 SH   SOLE 5 77,116 0 0
CORE LABORATORIES N V COM N22717107 14,496 133,949 SH   SOLE 5 63,985 68,004 1,960
CORE MARK HOLDING CO INC COM 218681104 21,936 1,031,805 SH   SOLE 5 1,027,747 0 4,058
CORESITE RLTY CORP COM 21870Q105 988 9,854 SH   SOLE 5 9,854 0 0
CORNERSTONE ONDEMAND INC COM 21925Y103 1,853 47,375 SH   SOLE 5 47,375 0 0
CORNING INC COM 219350105 491 17,600 SH   DFND 2 0 17,600 0
CORNING INC COM 219350105 234 8,400 SH   DFND 2 8,400 0 0
CORPORATE CAP TR INC COM 219880101 172 10,200 SH   DFND 9 10,200 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 860 33,300 SH   DFND 2 33,300 0 0
COSAN LTD SHS A G25343107 357 34,400 SH   DFND 9 34,400 0 0
COSTAMARE INC SHS Y1771G102 154 24,755 SH   DFND 9 24,755 0 0
COSTAR GROUP INC COM 22160N109 4,967 13,696 SH   SOLE 5 13,696 0 0
COSTCO WHSL CORP NEW COM 22160K105 3,863 20,500 SH   DFND 2 0 20,500 0
COSTCO WHSL CORP NEW COM 22160K105 735 3,900 SH   DFND 2 3,900 0 0
COSTCO WHSL CORP NEW COM 22160K105 13,766 73,057 SH   SOLE 5 73,057 0 0
COTY INC COM CL A 222070203 3,339 182,415 SH   SOLE 5 182,415 0 0
COUPA SOFTWARE INC COM 22266L106 41 900 SH   DFND 9 900 0 0
COUSINS PPTYS INC COM 222795106 956 110,100 SH   DFND 2 110,100 0 0
COUSINS PPTYS INC COM 222795106 188 21,650 SH   SOLE 5 21,650 0 0
COVENANT TRANSN GROUP INC CL A 22284P105 1,059 35,510 SH   DFND 9 35,510 0 0
CRA INTL INC COM 12618T105 745 14,255 SH   DFND 9 14,255 0 0
CRANE CO COM 224399105 139 1,500 SH   DFND 9 1,500 0 0
CRANE CO COM 224399105 779 8,400 SH   SOLE 5 8,400 0 0
CRAWFORD & CO CL B 224633107 36 4,370 SH   DFND 9 4,370 0 0
CRAWFORD & CO CL B 224633206 50 6,190 SH   DFND 9 6,190 0 0
CREDICORP LTD COM G2519Y108 658 2,900 SH   DFND 9 2,900 0 0
CREDICORP LTD COM G2519Y108 1,476 6,500 SH   DFND 2 6,500 0 0
CREDICORP LTD COM G2519Y108 1,684 7,415 SH   SOLE 5 7,415 0 0
CREDIT SUISSE GROUP SPONSORED ADR 225401108 5,087 302,984 SH   SOLE 5 302,984 0 0
CREE INC COM 225447101 4,104 101,814 SH   SOLE 5 101,814 0 0
CRESUD S A C I F Y A SPONSORED ADR 226406106 49,244 2,443,663 SH   SOLE 5 2,443,663 0 0
CRITEO S A SPONS ADS 226718104 1,205 46,617 SH   SOLE 5 46,617 0 0
CROCS INC COM 227046109 692 42,600 SH   DFND 9 42,600 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 66,993 611,190 SH   DFND 4 573,690 24,300 13,200
CROWN CASTLE INTL CORP NEW COM 22822V101 1,776 16,200 SH   DFND 4 0 7,100 9,100
CROWN CASTLE INTL CORP NEW COM 22822V101 296 2,700 SH   DFND 2 0 2,700 0
CROWN CASTLE INTL CORP NEW COM 22822V101 17,112 156,114 SH   DFND 2 156,114 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 208,250 1,899,917 SH   SOLE 5 680,439 1,202,558 16,919
CROWN CRAFTS INC COM 228309100 94 16,113 SH   DFND 9 16,113 0 0
CROWN HOLDINGS INC COM 228368106 157 3,100 SH   DFND 2 0 3,100 0
CROWN HOLDINGS INC COM 228368106 81 1,600 SH   DFND 2 1,600 0 0
CROWN HOLDINGS INC COM 228368106 2,984 58,791 SH   SOLE 5 58,791 0 0
CRYOLIFE INC COM 228903100 38,204 1,905,433 SH   SOLE 5 1,902,826 0 2,607
CSG SYS INTL INC COM 126349109 824 18,200 SH   SOLE 5 18,200 0 0
CSS INDS INC COM 125906107 180 10,287 SH   DFND 9 10,287 0 0
CSX CORP COM 126408103 641 11,500 SH   DFND 2 0 11,500 0
CSX CORP COM 126408103 3,114 55,900 SH   DFND 2 55,900 0 0
CSX CORP COM 126408103 5,696 102,250 SH   SOLE 5 102,250 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 3,232 3,000,000 PRN   OTR 7 0 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 215 4,612 SH   OTR 7 0 0 4,612
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 5,893 126,400 SH   DFND 2 126,400 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 61,083 1,310,211 SH   SOLE 5 1,310,211 0 0
CUBESMART COM 229663109 1,176 41,700 SH   DFND 2 41,700 0 0
CUBESMART COM 229663109 15,403 546,192 SH   SOLE 5 546,192 0 0
CUMMINS INC COM 231021106 827 5,100 SH   OTR 7 0 0 5,100
CUMMINS INC COM 231021106 113 700 SH   DFND 9 700 0 0
CUMMINS INC COM 231021106 1,183 7,300 SH   DFND 2 0 7,300 0
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CUMMINS INC COM 231021106 827 5,100 SH   SOLE 5 5,100 0 0
CURTISS WRIGHT CORP COM 231561101 5,076 37,580 SH   SOLE 5 37,580 0 0
CUSTOMERS BANCORP INC COM 23204G100 1,099 37,700 SH   SOLE 5 37,700 0 0
CUTERA INC COM 232109108 482 9,594 SH   DFND 9 9,594 0 0
CVR ENERGY INC COM 12662P108 12 400 SH   DFND 9 400 0 0
CVS HEALTH CORP COM 126650100 754 12,120 SH   OTR 7 0 0 12,120
CVS HEALTH CORP COM 126650100 81 1,300 SH   DFND 9 1,300 0 0
CVS HEALTH CORP COM 126650100 2,028 32,600 SH   DFND 2 0 32,600 0
CVS HEALTH CORP COM 126650100 747 12,000 SH   DFND 2 12,000 0 0
CVS HEALTH CORP COM 126650100 612,110 9,839,419 SH   SOLE 5 9,519,832 0 319,586
CYBERARK SOFTWARE LTD SHS M2682V108 1,641 32,169 SH   SOLE 5 32,169 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 159 9,400 SH   DFND 9 9,400 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 3,084 181,837 SH   SOLE 5 181,837 0 0
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D R HORTON INC COM 23331A109 127 2,900 SH   DFND 2 2,900 0 0
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DAKTRONICS INC COM 234264109 22 2,503 SH   DFND 9 2,503 0 0
DANA INCORPORATED COM 235825205 160 6,200 SH   DFND 9 6,200 0 0
DANAHER CORP DEL COM 235851102 715 7,300 SH   DFND 2 0 7,300 0
DANAHER CORP DEL COM 235851102 548 5,600 SH   DFND 2 5,600 0 0
DANAHER CORP DEL COM 235851102 19,427 198,422 SH   SOLE 5 198,422 0 0
DARDEN RESTAURANTS INC COM 237194105 401 4,700 SH   DFND 2 0 4,700 0
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DATAWATCH CORP COM NEW 237917208 194 22,389 SH   DFND 9 22,389 0 0
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DAVITA INC COM 23918K108 277 4,200 SH   DFND 9 4,200 0 0
DAVITA INC COM 23918K108 158 2,400 SH   DFND 2 0 2,400 0
DAVITA INC COM 23918K108 92 1,400 SH   DFND 2 1,400 0 0
DAVITA INC COM 23918K108 8,836 134,000 SH   SOLE 5 134,000 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 1,239 22,000 SH   DFND 2 22,000 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 16,541 293,597 SH   SOLE 5 293,584 0 13
DDR CORP COM 23317H102 759 103,500 SH   DFND 2 103,500 0 0
DDR CORP COM 23317H102 879 119,950 SH   SOLE 5 119,950 0 0
DEAN FOODS CO NEW COM NEW 242370203 256 29,700 SH   DFND 9 29,700 0 0
DEAN FOODS CO NEW COM NEW 242370203 3,770 437,300 SH   SOLE 5 437,300 0 0
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DEERE & CO COM 244199105 870 5,600 SH   DFND 2 0 5,600 0
DEERE & CO COM 244199105 388 2,500 SH   DFND 2 2,500 0 0
DEERE & CO COM 244199105 10,888 70,103 SH   SOLE 5 70,103 0 0
DEL FRISCOS RESTAURANT GROUP COM 245077102 252 16,512 SH   DFND 9 16,512 0 0
DEL FRISCOS RESTAURANT GROUP COM 245077102 17,463 1,145,123 SH   SOLE 5 1,142,987 0 2,136
DELEK US HLDGS INC NEW COM 24665A103 212 5,200 SH   DFND 9 5,200 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 220 3,000 SH   DFND 2 0 3,000 0
DELL TECHNOLOGIES INC COM CL V 24703L103 183 2,500 SH   DFND 2 2,500 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 49 900 SH   DFND 9 900 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 285 5,200 SH   DFND 2 0 5,200 0
DELTA AIR LINES INC DEL COM NEW 247361702 104 1,900 SH   DFND 2 1,900 0 0
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DELUXE CORP COM 248019101 46,144 623,489 SH   SOLE 5 621,326 0 2,163
DENBURY RES INC COM NEW 247916208 438 159,800 SH   DFND 9 159,800 0 0
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DENTSPLY SIRONA INC COM 24906P109 120,525 2,395,582 SH   SOLE 5 612,255 1,760,505 22,822
DEPOMED INC COM 249908104 176 26,700 SH   DFND 9 26,700 0 0
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DHI GROUP INC COM 23331S100 295 184,619 SH   DFND 9 184,619 0 0
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DICKS SPORTING GOODS INC COM 253393102 522 14,900 SH   DFND 9 14,900 0 0
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DIGIRAD CORP COM 253827109 211 135,888 SH   DFND 9 135,888 0 0
DIGITAL RLTY TR INC COM 253868103 263 2,500 SH   DFND 2 0 2,500 0
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DINE BRANDS GLOBAL INC COM 254423106 157 2,400 SH   DFND 9 2,400 0 0
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DIPLOMAT PHARMACY INC COM 25456K101 30 1,500 SH   DFND 9 1,500 0 0
DISCOVER FINL SVCS COM 254709108 662 9,200 SH   DFND 2 0 9,200 0
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DISCOVER FINL SVCS COM 254709108 11,063 153,805 SH   SOLE 5 153,805 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F302 291 14,900 SH   DFND 9 14,900 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 484 22,600 SH   DFND 9 22,600 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F302 86 4,428 SH   DFND 2 0 4,428 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 13 600 SH   DFND 2 0 600 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F302 30 1,523 SH   DFND 2 1,523 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 15 700 SH   DFND 2 700 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 264 13,547 SH   SOLE 5 13,547 0 0
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DISNEY WALT CO COM DISNEY 254687106 6,267 62,400 SH   DFND 2 0 62,400 0
DISNEY WALT CO COM DISNEY 254687106 1,235 12,300 SH   DFND 2 12,300 0 0
DISNEY WALT CO COM DISNEY 254687106 43,373 431,832 SH   SOLE 5 431,832 0 0
DIVERSIFIED RSTRNT HLDGS INC COM 25532M105 85 63,265 SH   DFND 9 63,265 0 0
DOLLAR GEN CORP NEW COM 256677105 271 2,900 SH   DFND 9 2,900 0 0
DOLLAR GEN CORP NEW COM 256677105 1,216 13,000 SH   DFND 2 0 13,000 0
DOLLAR GEN CORP NEW COM 256677105 243 2,600 SH   DFND 2 2,600 0 0
DOLLAR GEN CORP NEW COM 256677105 148,887 1,591,527 SH   SOLE 5 317,415 1,257,200 16,912
DOLLAR TREE INC COM 256746108 199 2,100 SH   DFND 2 0 2,100 0
DOLLAR TREE INC COM 256746108 180 1,900 SH   DFND 2 1,900 0 0
DOLLAR TREE INC COM 256746108 651,188 6,861,833 SH   SOLE 5 6,619,767 0 242,066
DOMINION ENERGY INC COM 25746U109 13,183 195,500 SH   DFND 4 167,900 18,600 9,000
DOMINION ENERGY INC COM 25746U109 789 11,700 SH   DFND 4 0 4,500 7,200
DOMINION ENERGY INC COM 25746U109 398 5,900 SH   DFND 2 0 5,900 0
DOMINION ENERGY INC COM 25746U109 11,679 173,200 SH   DFND 2 173,200 0 0
DOMINOS PIZZA INC COM 25754A201 23 100 SH   DFND 2 0 100 0
DOMINOS PIZZA INC COM 25754A201 117 500 SH   DFND 2 500 0 0
DOMINOS PIZZA INC COM 25754A201 106,501 455,989 SH   SOLE 5 79,938 371,223 4,828
DOMTAR CORP COM NEW 257559203 106 2,500 SH   DFND 9 2,500 0 0
DOMTAR CORP COM NEW 257559203 1,936 45,500 SH   SOLE 5 45,500 0 0
DONEGAL GROUP INC CL A 257701201 272 17,217 SH   DFND 9 17,217 0 0
DOUGLAS EMMETT INC COM 25960P109 1,606 43,700 SH   DFND 2 43,700 0 0
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DOVER CORP COM 260003108 422 4,300 SH   DFND 2 0 4,300 0
DOVER CORP COM 260003108 304 3,100 SH   DFND 2 3,100 0 0
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DOWDUPONT INC COM 26078J100 1,395 21,900 SH   DFND 2 21,900 0 0
DOWDUPONT INC COM 26078J100 643,169 10,095,111 SH   SOLE 5 9,762,108 0 333,002
DR PEPPER SNAPPLE GROUP INC COM 26138E109 651 5,500 SH   DFND 2 0 5,500 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 71 600 SH   DFND 2 600 0 0
DRIL-QUIP INC COM 262037104 32,617 728,053 SH   SOLE 5 725,361 0 2,692
DROPBOX INC CL A 26210C104 282 9,020 SH   SOLE 5 9,020 0 0
DSW INC CL A 23334L102 11 500 SH   DFND 9 500 0 0
DTE ENERGY CO COM 233331107 303 2,900 SH   DFND 2 0 2,900 0
DTE ENERGY CO COM 233331107 3,285 31,462 SH   DFND 2 31,462 0 0
DTE ENERGY CO COM 233331107 6,682 64,003 SH   SOLE 5 64,003 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 899 11,600 SH   DFND 2 0 11,600 0
DUKE ENERGY CORP NEW COM NEW 26441C204 9,656 124,644 SH   DFND 2 124,644 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 11,749 151,661 SH   SOLE 5 151,661 0 0
DUKE REALTY CORP COM NEW 264411505 74 2,800 SH   DFND 2 0 2,800 0
DUKE REALTY CORP COM NEW 264411505 2,301 86,900 SH   DFND 2 86,900 0 0
DUKE REALTY CORP COM NEW 264411505 16,892 637,907 SH   SOLE 5 637,907 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 35 300 SH   DFND 9 300 0 0
DUNKIN BRANDS GROUP INC COM 265504100 20,521 343,795 SH   SOLE 5 38,890 298,017 6,888
DXC TECHNOLOGY CO COM 23355L106 80 800 SH   DFND 9 800 0 0
DXC TECHNOLOGY CO COM 23355L106 192 1,906 SH   DFND 2 0 1,906 0
DXC TECHNOLOGY CO COM 23355L106 261 2,600 SH   DFND 2 2,600 0 0
DXC TECHNOLOGY CO COM 23355L106 3,904 38,838 SH   SOLE 5 38,838 0 0
DXP ENTERPRISES INC NEW COM NEW 233377407 60 1,530 SH   DFND 9 1,530 0 0
DYCOM INDS INC COM 267475101 1,415 13,147 SH   SOLE 5 13,147 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 183 3,300 SH   DFND 2 0 3,300 0
E TRADE FINANCIAL CORP COM NEW 269246401 122 2,200 SH   DFND 2 2,200 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 46,359 836,660 SH   SOLE 5 836,660 0 0
EAGLE BANCORP INC MD COM 268948106 215 3,600 SH   DFND 9 3,600 0 0
EAGLE MATERIALS INC COM 26969P108 4,833 46,900 SH   SOLE 5 46,900 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 16 300 SH   DFND 9 300 0 0
EAST WEST BANCORP INC COM 27579R104 38 600 SH   DFND 9 600 0 0
EAST WEST BANCORP INC COM 27579R104 239,974 3,837,133 SH   SOLE 5 3,824,557 0 12,576
EASTERLY GOVT PPTYS INC COM 27616P103 186 9,100 SH   DFND 2 9,100 0 0
EASTERLY GOVT PPTYS INC COM 27616P103 3,594 176,185 SH   SOLE 5 176,185 0 0
EASTGROUP PPTY INC COM 277276101 703 8,500 SH   DFND 2 8,500 0 0
EASTGROUP PPTY INC COM 277276101 32,155 389,003 SH   SOLE 5 388,405 0 598
EASTMAN CHEM CO COM 277432100 338 3,200 SH   DFND 2 0 3,200 0
EASTMAN CHEM CO COM 277432100 116 1,100 SH   DFND 2 1,100 0 0
EASTMAN CHEM CO COM 277432100 20,708 196,134 SH   SOLE 5 196,120 0 14
EATON CORP PLC SHS G29183103 24 300 SH   DFND 9 300 0 0
EATON CORP PLC SHS G29183103 639 8,000 SH   DFND 2 0 8,000 0
EATON CORP PLC SHS G29183103 408 5,100 SH   DFND 2 5,100 0 0
EATON CORP PLC SHS G29183103 8,359 104,599 SH   SOLE 5 104,599 0 0
EATON VANCE CORP COM NON VTG 278265103 239 4,300 SH   DFND 2 0 4,300 0
EATON VANCE CORP COM NON VTG 278265103 45 800 SH   DFND 2 800 0 0
EBAY INC COM 278642103 157 3,900 SH   DFND 9 3,900 0 0
EBAY INC COM 278642103 765 19,000 SH   DFND 2 0 19,000 0
EBAY INC COM 278642103 386 9,600 SH   DFND 2 9,600 0 0
EBAY INC COM 278642103 189,105 4,699,425 SH   SOLE 5 1,160,205 3,493,345 45,875
ECHO GLOBAL LOGISTICS INC COM 27875T101 293 10,600 SH   DFND 9 10,600 0 0
ECHOSTAR CORP CL A 278768106 354 6,700 SH   DFND 9 6,700 0 0
ECLIPSE RES CORP COM 27890G100 68 47,300 SH   DFND 9 47,300 0 0
ECOLAB INC COM 278865100 96 700 SH   DFND 2 0 700 0
ECOLAB INC COM 278865100 247 1,800 SH   DFND 2 1,800 0 0
ECOLAB INC COM 278865100 15,571 113,600 SH   SOLE 5 113,600 0 0
EDGEWELL PERS CARE CO COM 28035Q102 29 600 SH   DFND 2 600 0 0
EDGEWELL PERS CARE CO COM 28035Q102 983 20,125 SH   SOLE 5 20,125 0 0
EDISON INTL COM 281020107 43,575 684,500 SH   DFND 4 610,500 32,900 41,100
EDISON INTL COM 281020107 1,420 22,300 SH   DFND 4 0 9,800 12,500
EDISON INTL COM 281020107 140 2,200 SH   DFND 2 0 2,200 0
EDISON INTL COM 281020107 10,058 158,000 SH   DFND 2 158,000 0 0
EDISON INTL COM 281020107 557,224 8,753,131 SH   SOLE 5 8,490,311 0 262,820
EDUCATION RLTY TR INC COM NEW 28140H203 475 14,500 SH   DFND 2 14,500 0 0
EDUCATION RLTY TR INC COM NEW 28140H203 32,716 998,951 SH   SOLE 5 994,907 0 4,044
EDWARDS LIFESCIENCES CORP COM 28176E108 84 600 SH   DFND 9 600 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 837 6,000 SH   DFND 2 0 6,000 0
EDWARDS LIFESCIENCES CORP COM 28176E108 112 800 SH   DFND 2 800 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 6,796 48,713 SH   SOLE 5 48,713 0 0
EGAIN CORP COM NEW 28225C806 853 107,254 SH   DFND 9 107,254 0 0
EL PASO ELEC CO COM NEW 283677854 291 5,700 SH   DFND 2 5,700 0 0
EL PASO ELEC CO COM NEW 283677854 57,877 1,134,852 SH   SOLE 5 1,130,797 0 4,055
EL PASO ENERGY CAP TR I PFD CV TR SECS 283678209 14,849 310,409 SH   SOLE 5 233,927 0 76,482
ELBIT SYS LTD ORD M3760D101 102 850 SH   SOLE 5 850 0 0
ELDORADO RESORTS INC COM 28470R102 50 1,500 SH   DFND 9 1,500 0 0
ELDORADO RESORTS INC COM 28470R102 2,242 67,944 SH   SOLE 5 67,944 0 0
ELECTRO SCIENTIFIC INDS COM 285229100 281 14,522 SH   DFND 9 14,522 0 0
ELECTRONIC ARTS INC COM 285512109 194 1,600 SH   DFND 2 0 1,600 0
ELECTRONIC ARTS INC COM 285512109 255 2,100 SH   DFND 2 2,100 0 0
ELECTRONIC ARTS INC COM 285512109 140,323 1,157,400 SH   SOLE 5 270,962 874,909 11,529
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 3,397 3,500,000 PRN   OTR 7 0 0 0
EMBRAER S A SP ADR REP 4 COM 29082A107 17,699 680,743 SH   SOLE 5 680,743 0 0
EMCOR GROUP INC COM 29084Q100 312 4,000 SH   DFND 9 4,000 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 37 700 SH   DFND 9 700 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 1,551 29,460 SH   SOLE 5 29,460 0 0
EMERSON ELEC CO COM 291011104 826 12,100 SH   DFND 2 0 12,100 0
EMERSON ELEC CO COM 291011104 553 8,100 SH   DFND 2 8,100 0 0
EMPIRE ST RLTY TR INC CL A 292104106 645 38,400 SH   DFND 2 38,400 0 0
EMPIRE ST RLTY TR INC CL A 292104106 53 3,175 SH   SOLE 5 3,175 0 0
ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X103 22,462 2,457,581 SH   DFND 4 2,286,000 171,581 0
ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X103 735 80,461 SH   DFND 4 0 0 80,461
ENBRIDGE ENERGY PARTNERS L P COM 29250R106 10,693 1,109,229 SH   DFND 4 654,829 35,200 419,200
ENBRIDGE ENERGY PARTNERS L P COM 29250R106 531 55,100 SH   DFND 4 0 55,100 0
ENBRIDGE ENERGY PARTNERS L P COM 29250R106 5,710 592,300 SH   DFND 2 592,300 0 0
ENBRIDGE INC COM 29250N105 2,511 79,802 SH   DFND 4 79,802 0 0
ENCOMPASS HEALTH CORP COM 29261A100 417 7,300 SH   DFND 9 7,300 0 0
ENCOMPASS HEALTH CORP COM 29261A100 53,682 938,997 SH   SOLE 5 937,781 0 1,216
ENCORE WIRE CORP COM 292562105 174 3,067 SH   DFND 9 3,067 0 0
ENDO INTL PLC SHS G30401106 231 38,900 SH   DFND 9 38,900 0 0
ENERGEN CORP COM 29265N108 82 1,300 SH   DFND 9 1,300 0 0
ENERGEN CORP COM 29265N108 7,376 117,342 SH   SOLE 5 117,342 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 143 2,400 SH   DFND 9 2,400 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 4,201 70,504 SH   SOLE 5 70,504 0 0
ENERPLUS CORP COM 292766102 4,910 436,800 SH   SOLE 5 436,800 0 0
ENERSYS COM 29275Y102 14 200 SH   DFND 9 200 0 0
ENERSYS COM 29275Y102 0 0 SH   SOLE 5 0 0 0
ENI S P A SPONSORED ADR 26874R108 101,814 2,881,800 SH   SOLE 5 1,866,533 0 1,015,266
ENNIS INC COM 293389102 902 45,800 SH   SOLE 5 45,800 0 0
ENPHASE ENERGY INC COM 29355A107 53 11,600 SH   DFND 9 11,600 0 0
ENPRO INDS INC COM 29355X107 45,959 593,935 SH   SOLE 5 591,603 0 2,332
ENSIGN GROUP INC COM 29358P101 213 8,100 SH   DFND 9 8,100 0 0
ENTEGRA FINL CORP COM 29363J108 140 4,826 SH   DFND 9 4,826 0 0
ENTEGRIS INC COM 29362U104 216 6,200 SH   DFND 9 6,200 0 0
ENTERGY CORP NEW COM 29364G103 95 1,200 SH   DFND 2 0 1,200 0
ENTERGY CORP NEW COM 29364G103 2,450 31,100 SH   DFND 2 31,100 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 16,683 681,510 SH   DFND 4 346,856 19,100 315,554
ENTERPRISE PRODS PARTNERS L COM 293792107 733 29,962 SH   DFND 4 0 29,962 0
ENTERPRISE PRODS PARTNERS L COM 293792107 8,303 339,156 SH   DFND 2 339,156 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 2,387 97,522 SH   SOLE 5 97,522 0 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 646 137,385 SH   DFND 9 137,385 0 0
ENVESTNET INC COM 29404K106 275 4,800 SH   DFND 9 4,800 0 0
ENVISION HEALTHCARE CORP COM 29414D100 223 5,800 SH   DFND 2 0 5,800 0
ENVISION HEALTHCARE CORP COM 29414D100 35 900 SH   DFND 2 900 0 0
EOG RES INC COM 26875P101 568 5,400 SH   DFND 2 0 5,400 0
EOG RES INC COM 26875P101 526 5,000 SH   DFND 2 5,000 0 0
EOG RES INC COM 26875P101 30,875 293,293 SH   SOLE 5 293,293 0 0
EP ENERGY CORP CL A 268785102 29 22,000 SH   DFND 9 22,000 0 0
EPAM SYS INC COM 29414B104 41,684 363,992 SH   SOLE 5 363,992 0 0
EPIZYME INC COM 29428V104 4,298 242,121 SH   SOLE 5 242,121 0 0
EPLUS INC COM 294268107 47 600 SH   DFND 9 600 0 0
EPR PPTYS COM SH BEN INT 26884U109 1,003 18,100 SH   DFND 2 18,100 0 0
EPR PPTYS COM SH BEN INT 26884U109 5,587 100,848 SH   SOLE 5 100,827 0 21
EQT CORP COM 26884L109 138 2,900 SH   DFND 2 0 2,900 0
EQT CORP COM 26884L109 67 1,400 SH   DFND 2 1,400 0 0
EQUIFAX INC COM 294429105 106 900 SH   DFND 2 0 900 0
EQUIFAX INC COM 294429105 106 900 SH   DFND 2 900 0 0
EQUIFAX INC COM 294429105 10,270 87,174 SH   SOLE 5 87,174 0 0
EQUINIX INC COM PAR $0.001 29444U700 84 200 SH   DFND 2 0 200 0
EQUINIX INC COM PAR $0.001 29444U700 251 600 SH   DFND 2 600 0 0
EQUINIX INC COM PAR $0.001 29444U700 132,520 316,924 SH   SOLE 5 157,458 157,236 2,230
EQUITY COMWLTH COM SH BEN INT 294628102 27,411 893,729 SH   SOLE 5 189,905 688,360 15,464
EQUITY LIFESTYLE PPTYS INC COM 29472R108 1,764 20,100 SH   DFND 2 20,100 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 25,268 287,889 SH   SOLE 5 287,889 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 290 4,700 SH   DFND 2 0 4,700 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 5,761 93,500 SH   DFND 2 93,500 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 725,031 11,766,171 SH   SOLE 5 11,432,985 0 333,186
ERA GROUP INC COM 26885G109 38 4,100 SH   DFND 9 4,100 0 0
ESCO TECHNOLOGIES INC COM 296315104 35,034 598,361 SH   SOLE 5 597,591 0 770
ESPERION THERAPEUTICS INC NE COM 29664W105 3,744 51,759 SH   SOLE 5 51,759 0 0
ESSENDANT INC COM 296689102 115 14,800 SH   DFND 9 14,800 0 0
ESSENT GROUP LTD COM G3198U102 55,723 1,309,270 SH   SOLE 5 1,307,665 0 1,605
ESSEX PPTY TR INC COM 297178105 4,116 17,100 SH   DFND 2 17,100 0 0
ESSEX PPTY TR INC COM 297178105 23,777 98,789 SH   SOLE 5 98,789 0 0
ETSY INC COM 29786A106 631 22,500 SH   DFND 9 22,500 0 0
EURONAV NV ANTWERPEN SHS B38564108 14 1,700 SH   DFND 9 1,700 0 0
EUROSEAS LTD SHS NEW Y23592309 81 37,630 SH   DFND 9 37,630 0 0
EVERCORE INC CLASS A 29977A105 157 1,800 SH   DFND 9 1,800 0 0
EVERCORE INC CLASS A 29977A105 42,935 492,374 SH   SOLE 5 491,771 0 603
EVEREST RE GROUP LTD COM G3223R108 103 400 SH   DFND 2 0 400 0
EVEREST RE GROUP LTD COM G3223R108 26 100 SH   DFND 2 100 0 0
EVEREST RE GROUP LTD COM G3223R108 13,003 50,629 SH   SOLE 5 50,629 0 0
EVERI HLDGS INC COM 30034T103 380 57,839 SH   DFND 9 57,839 0 0
EVERSOURCE ENERGY COM 30040W108 283 4,800 SH   DFND 2 0 4,800 0
EVERSOURCE ENERGY COM 30040W108 3,376 57,300 SH   DFND 2 57,300 0 0
EVINE LIVE INC CL A 300487105 284 278,134 SH   DFND 9 278,134 0 0
EVOLENT HEALTH INC CL A 30050B101 2,303 161,622 SH   SOLE 5 118,751 42,871 0
EVOLUTION PETROLEUM CORP COM 30049A107 130 16,190 SH   DFND 9 16,190 0 0
EXACT SCIENCES CORP COM 30063P105 38,821 962,593 SH   SOLE 5 961,322 0 1,271
EXELIXIS INC COM 30161Q104 16 700 SH   DFND 9 700 0 0
EXELIXIS INC COM 30161Q104 43,986 1,985,824 SH   SOLE 5 1,984,051 0 1,773
EXELON CORP COM 30161N101 82 2,100 SH   DFND 9 2,100 0 0
EXELON CORP COM 30161N101 882 22,600 SH   DFND 2 0 22,600 0
EXELON CORP COM 30161N101 261 6,700 SH   DFND 2 6,700 0 0
EXLSERVICE HOLDINGS INC COM 302081104 41,716 747,996 SH   SOLE 5 746,999 0 997
EXPEDIA GROUP INC COM NEW 30212P303 110 1,000 SH   DFND 2 0 1,000 0
EXPEDIA GROUP INC COM NEW 30212P303 132 1,200 SH   DFND 2 1,200 0 0
EXPEDITORS INTL WASH INC COM 302130109 525 8,300 SH   DFND 2 0 8,300 0
EXPEDITORS INTL WASH INC COM 302130109 108 1,700 SH   DFND 2 1,700 0 0
EXPEDITORS INTL WASH INC COM 302130109 13,345 210,814 SH   SOLE 5 23,942 182,655 4,217
EXPONENT INC COM 30214U102 108 1,378 SH   DFND 9 1,378 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 966 13,980 SH   OTR 7 0 0 13,980
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,250 18,100 SH   DFND 2 0 18,100 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 332 4,800 SH   DFND 2 4,800 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 655,422 9,487,863 SH   SOLE 5 9,173,449 0 314,414
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 2,546 128,784 SH   SOLE 5 128,784 0 0
EXTERRAN CORP COM 30227H106 24 900 SH   DFND 9 900 0 0
EXTRA SPACE STORAGE INC COM 30225T102 122 1,400 SH   DFND 2 0 1,400 0
EXTRA SPACE STORAGE INC COM 30225T102 2,577 29,500 SH   DFND 2 29,500 0 0
EXTRA SPACE STORAGE INC COM 30225T102 17,703 202,641 SH   SOLE 5 202,641 0 0
EXTREME NETWORKS INC COM 30226D106 643 58,079 SH   DFND 9 58,079 0 0
EXXON MOBIL CORP COM 30231G102 1,901 25,480 SH   OTR 7 0 0 25,480
EXXON MOBIL CORP COM 30231G102 6,155 82,500 SH   DFND 2 0 82,500 0
EXXON MOBIL CORP COM 30231G102 2,611 35,000 SH   DFND 2 35,000 0 0
EXXON MOBIL CORP COM 30231G102 18,352 245,968 SH   SOLE 5 245,968 0 0
EZCORP INC CL A NON VTG 302301106 12 900 SH   DFND 9 900 0 0
F M C CORP COM NEW 302491303 283 3,700 SH   DFND 2 0 3,700 0
F M C CORP COM NEW 302491303 207 2,700 SH   DFND 2 2,700 0 0
F5 NETWORKS INC COM 315616102 448 3,100 SH   DFND 9 3,100 0 0
F5 NETWORKS INC COM 315616102 578 4,000 SH   DFND 2 0 4,000 0
F5 NETWORKS INC COM 315616102 116 800 SH   DFND 2 800 0 0
F5 NETWORKS INC COM 315616102 3 20 SH   SOLE 5 20 0 0
FACEBOOK INC CL A 30303M102 689 4,310 SH   OTR 7 0 0 4,310
FACEBOOK INC CL A 30303M102 48 300 SH   DFND 9 300 0 0
FACEBOOK INC CL A 30303M102 1,007 6,300 SH   DFND 2 0 6,300 0
FACEBOOK INC CL A 30303M102 3,196 20,000 SH   DFND 2 20,000 0 0
FACEBOOK INC CL A 30303M102 67,267 420,974 SH   SOLE 5 420,654 0 320
FAMOUS DAVES AMER INC COM 307068106 120 16,869 SH   DFND 9 16,869 0 0
FARMERS CAP BK CORP COM 309562106 203 5,077 SH   DFND 9 5,077 0 0
FASTENAL CO COM 311900104 644 11,800 SH   DFND 2 0 11,800 0
FASTENAL CO COM 311900104 131 2,400 SH   DFND 2 2,400 0 0
FCB FINL HLDGS INC CL A 30255G103 29,266 572,729 SH   SOLE 5 572,012 0 717
FEDERAL AGRIC MTG CORP CL C 313148306 939 10,791 SH   DFND 9 10,791 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 93 800 SH   DFND 2 0 800 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 2,160 18,600 SH   DFND 2 18,600 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 467 4,025 SH   SOLE 5 4,025 0 0
FEDERAL SIGNAL CORP COM 313855108 34,641 1,573,161 SH   SOLE 5 1,571,317 0 1,844
FEDERATED NATL HLDG CO COM 31422T101 54 3,400 SH   DFND 9 3,400 0 0
FEDEX CORP COM 31428X106 384 1,600 SH   DFND 9 1,600 0 0
FEDEX CORP COM 31428X106 1,177 4,900 SH   DFND 2 0 4,900 0
FEDEX CORP COM 31428X106 672 2,800 SH   DFND 2 2,800 0 0
FEDEX CORP COM 31428X106 185,111 770,942 SH   SOLE 5 123,606 639,858 7,478
FERRARI N V COM N3167Y103 4,776 39,625 SH   SOLE 5 39,625 0 0
FERROGLOBE PLC SHS G33856108 396 36,900 SH   DFND 9 36,900 0 0
FERROGLOBE PLC SHS G33856108 2,037 189,798 SH   SOLE 5 189,798 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 731 35,600 SH   DFND 9 35,600 0 0
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 0 23 SH   SOLE 5 23 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 156 3,900 SH   DFND 9 3,900 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 152 3,800 SH   DFND 2 0 3,800 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 96 2,400 SH   DFND 2 2,400 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 289 3,000 SH   DFND 2 0 3,000 0
FIDELITY NATL INFORMATION SV COM 31620M106 212 2,200 SH   DFND 2 2,200 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 13,584 141,057 SH   SOLE 5 141,057 0 0
FIDUS INVT CORP COM 316500107 115 8,898 SH   DFND 9 8,898 0 0
FIFTH THIRD BANCORP COM 316773100 816 25,700 SH   OTR 7 0 0 25,700
FIFTH THIRD BANCORP COM 316773100 16 500 SH   DFND 9 500 0 0
FIFTH THIRD BANCORP COM 316773100 749 23,600 SH   DFND 2 0 23,600 0
FIFTH THIRD BANCORP COM 316773100 191 6,000 SH   DFND 2 6,000 0 0
FIFTH THIRD BANCORP COM 316773100 816 25,700 SH   SOLE 5 25,700 0 0
FINISAR CORP NOTE 0.500%12/1 31787AAP6 2,701 3,000,000 PRN   OTR 7 0 0 0
FINJAN HLDGS INC COM NEW 31788H303 278 85,500 SH   DFND 9 85,500 0 0
FIRST AMERN FINL CORP COM 31847R102 147 2,500 SH   DFND 9 2,500 0 0
FIRST BANCORP N C COM 318910106 24,989 700,965 SH   SOLE 5 700,022 0 943
FIRST BANCORP P R COM NEW 318672706 345 57,300 SH   DFND 9 57,300 0 0
FIRST BANK WILLIAMSTOWN NJ COM 31931U102 230 15,973 SH   DFND 9 15,973 0 0
FIRST BUSEY CORP COM NEW 319383204 1,343 45,200 SH   SOLE 5 45,200 0 0
FIRST CMNTY BANCSHARES INC N COM 31983A103 33 1,100 SH   DFND 9 1,100 0 0
FIRST CONN BANCORP INC MD COM 319850103 90 3,500 SH   DFND 9 3,500 0 0
FIRST DATA CORP NEW COM CL A 32008D106 22 1,400 SH   DFND 9 1,400 0 0
FIRST FINANCIAL NORTHWEST IN COM 32022K102 235 14,000 SH   DFND 9 14,000 0 0
FIRST FINL BANCORP OH COM 320209109 273 9,300 SH   DFND 9 9,300 0 0
FIRST FINL BANCORP OH COM 320209109 80,462 2,741,468 SH   SOLE 5 2,731,113 0 10,355
FIRST FINL CORP IND COM 320218100 142 3,402 SH   DFND 9 3,402 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 883 30,200 SH   DFND 2 30,200 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 46,836 1,602,325 SH   SOLE 5 1,600,426 0 1,899
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 98,813 2,498,439 SH   SOLE 5 2,492,271 0 6,168
FIRST MIDWEST BANCORP DEL COM 320867104 67,327 2,737,995 SH   SOLE 5 2,727,364 0 10,631
FIRST REP BK SAN FRANCISCO C COM 33616C100 46 500 SH   DFND 2 0 500 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 83 900 SH   DFND 2 900 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 3,322 35,866 SH   SOLE 5 35,866 0 0
FIRST SAVINGS FINL GROUP INC COM 33621E109 178 2,551 SH   DFND 9 2,551 0 0
FIRST SOLAR INC COM 336433107 135 1,900 SH   DFND 9 1,900 0 0
FIRST SOLAR INC COM 336433107 3,737 52,648 SH   SOLE 5 52,648 0 0
FIRSTENERGY CORP COM 337932107 201 5,900 SH   DFND 2 0 5,900 0
FIRSTENERGY CORP COM 337932107 2,654 78,043 SH   DFND 2 78,043 0 0
FISERV INC COM 337738108 1,098 15,400 SH   DFND 2 0 15,400 0
FISERV INC COM 337738108 257 3,600 SH   DFND 2 3,600 0 0
FISERV INC COM 337738108 18,628 261,232 SH   SOLE 5 261,232 0 0
FIVE BELOW INC COM 33829M101 39,530 538,996 SH   SOLE 5 537,734 0 1,262
FIVE STAR SENIOR LIVING INC COM 33832D106 58 44,370 SH   DFND 9 44,370 0 0
FIVE9 INC COM 338307101 122 4,100 SH   DFND 9 4,100 0 0
FIVE9 INC COM 338307101 4,222 141,726 SH   SOLE 5 141,726 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 103 2,900 SH   DFND 9 2,900 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 182 900 SH   DFND 2 0 900 0
FLEETCOR TECHNOLOGIES INC COM 339041105 142 700 SH   DFND 2 700 0 0
FLEX LTD ORD Y2573F102 100 6,100 SH   DFND 9 6,100 0 0
FLEX LTD ORD Y2573F102 251 15,400 SH   DFND 2 0 15,400 0
FLEX LTD ORD Y2573F102 65 4,000 SH   DFND 2 4,000 0 0
FLEX LTD ORD Y2573F102 8,244 504,824 SH   SOLE 5 504,824 0 0
FLEXION THERAPEUTICS INC COM 33938J106 1,194 53,284 SH   SOLE 5 53,284 0 0
FLIR SYS INC COM 302445101 35 700 SH   DFND 2 0 700 0
FLIR SYS INC COM 302445101 55 1,100 SH   DFND 2 1,100 0 0
FLIR SYS INC COM 302445101 7,890 157,771 SH   SOLE 5 157,771 0 0
FLOOR & DECOR HLDGS INC CL A 339750101 3,028 58,088 SH   SOLE 5 58,088 0 0
FLOWERS FOODS INC COM 343498101 337 15,400 SH   DFND 9 15,400 0 0
FLOWSERVE CORP COM 34354P105 65 1,500 SH   DFND 2 0 1,500 0
FLOWSERVE CORP COM 34354P105 43 1,000 SH   DFND 2 1,000 0 0
FLUOR CORP NEW COM 343412102 63 1,100 SH   DFND 9 1,100 0 0
FLUOR CORP NEW COM 343412102 189 3,300 SH   DFND 2 0 3,300 0
FLUOR CORP NEW COM 343412102 63 1,100 SH   DFND 2 1,100 0 0
FLUSHING FINL CORP COM 343873105 49 1,800 SH   DFND 9 1,800 0 0
FLWS/1-800 FLOWERS CL A 68243Q106 818 69,290 SH   DFND 9 69,290 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 39,334 430,191 SH   SOLE 5 430,191 0 0
FOOT LOCKER INC COM 344849104 477 10,560 SH   OTR 7 0 0 10,560
FOOT LOCKER INC COM 344849104 128 2,800 SH   DFND 9 2,800 0 0
FOOT LOCKER INC COM 344849104 481 10,560 SH   SOLE 5 10,560 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 2,118 191,200 SH   DFND 2 0 191,200 0
FORD MTR CO DEL COM PAR $0.01 345370860 512 46,200 SH   DFND 2 46,200 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 8,798 794,033 SH   SOLE 5 794,033 0 0
FOREST CITY RLTY TR INC COM CL A 345605109 1,177 58,100 SH   DFND 2 58,100 0 0
FORMFACTOR INC COM 346375108 26 1,900 SH   DFND 9 1,900 0 0
FORMFACTOR INC COM 346375108 2,234 163,684 SH   SOLE 5 163,684 0 0
FORRESTER RESH INC COM 346563109 46 1,100 SH   DFND 9 1,100 0 0
FORTINET INC COM 34959E109 59 1,100 SH   DFND 2 1,100 0 0
FORTIVE CORP COM 34959J108 899 11,600 SH   DFND 2 0 11,600 0
FORTIVE CORP COM 34959J108 186 2,400 SH   DFND 2 2,400 0 0
FORTIVE CORP COM 34959J108 7,895 101,851 SH   SOLE 5 101,851 0 0
FORTRESS BIOTECH INC COM 34960Q109 213 46,882 SH   DFND 9 46,882 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 171 2,900 SH   DFND 2 0 2,900 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 12 200 SH   DFND 2 200 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 3,948 67,044 SH   SOLE 5 67,044 0 0
FORWARD AIR CORP COM 349853101 74 1,400 SH   DFND 9 1,400 0 0
FOSSIL GROUP INC COM 34988V106 291 22,900 SH   DFND 9 22,900 0 0
FOUNDATION BLDG MATLS INC COM 350392106 321 21,499 SH   DFND 9 21,499 0 0
FOUNDATION MEDICINE INC COM 350465100 7,902 100,344 SH   SOLE 5 100,344 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 559 24,200 SH   DFND 2 24,200 0 0
FOX FACTORY HLDG CORP COM 35138V102 2,057 58,935 SH   SOLE 5 58,935 0 0
FRANKLIN COVEY CO COM 353469109 100 3,700 SH   DFND 9 3,700 0 0
FRANKLIN RES INC COM 354613101 486 14,000 SH   DFND 2 0 14,000 0
FRANKLIN RES INC COM 354613101 97 2,800 SH   DFND 2 2,800 0 0
FRANKLIN RES INC COM 354613101 2,188 63,081 SH   SOLE 5 63,081 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 98 11,700 SH   DFND 2 11,700 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 787 93,612 SH   SOLE 5 93,612 0 0
FREEPORT-MCMORAN INC CL B 35671D857 578 32,970 SH   OTR 7 0 0 32,970
FREEPORT-MCMORAN INC CL B 35671D857 276 15,700 SH   DFND 9 15,700 0 0
FREEPORT-MCMORAN INC CL B 35671D857 323 18,400 SH   DFND 2 0 18,400 0
FREEPORT-MCMORAN INC CL B 35671D857 199 11,300 SH   DFND 2 11,300 0 0
FREEPORT-MCMORAN INC CL B 35671D857 579 32,970 SH   SOLE 5 32,970 0 0
FS INVT CORP COM 302635107 342 47,241 SH   DFND 9 47,241 0 0
FTI CONSULTING INC COM 302941109 363 7,500 SH   DFND 9 7,500 0 0
FULL HOUSE RESORTS INC COM 359678109 148 46,227 SH   DFND 9 46,227 0 0
FULLER H B CO COM 359694106 82,059 1,650,091 SH   SOLE 5 1,643,834 0 6,257
FULTON FINL CORP PA COM 360271100 28 1,600 SH   DFND 9 1,600 0 0
FUSION TELECOMM INTL INC COM NEW 36113B400 205 63,439 SH   DFND 9 63,439 0 0
GALAPAGOS NV SPON ADR 36315X101 867 8,695 SH   SOLE 5 8,695 0 0
GALLAGHER ARTHUR J & CO COM 363576109 55 800 SH   DFND 2 0 800 0
GALLAGHER ARTHUR J & CO COM 363576109 89 1,300 SH   DFND 2 1,300 0 0
GALLAGHER ARTHUR J & CO COM 363576109 26,128 380,157 SH   SOLE 5 380,138 0 19
GAMING & LEISURE PPTYS INC COM 36467J108 1,827 54,600 SH   DFND 2 54,600 0 0
GANNETT CO INC COM 36473H104 259 26,000 SH   DFND 9 26,000 0 0
GAP INC DEL COM 364760108 156 5,000 SH   DFND 9 5,000 0 0
GAP INC DEL COM 364760108 446 14,300 SH   DFND 2 0 14,300 0
GAP INC DEL COM 364760108 66 2,100 SH   DFND 2 2,100 0 0
GARDNER DENVER HLDGS INC COM 36555P107 2,579 84,071 SH   SOLE 5 84,071 0 0
GARMIN LTD SHS H2906T109 283 4,800 SH   DFND 2 0 4,800 0
GARMIN LTD SHS H2906T109 53 900 SH   DFND 2 900 0 0
GARTNER INC COM 366651107 47 400 SH   DFND 2 0 400 0
GARTNER INC COM 366651107 94 800 SH   DFND 2 800 0 0
GARTNER INC COM 366651107 18,510 157,374 SH   SOLE 5 157,361 0 13
GASLOG LTD SHS G37585109 1,320 80,269 SH   SOLE 5 80,269 0 0
GATX CORP COM 361448103 1,397 20,400 SH   SOLE 5 20,400 0 0
GAZIT GLOBE LTD SHS M4793C102 127 12,972 SH   DFND 9 12,972 0 0
GENCO SHIPPING & TRADING LTD SHS Y2685T131 210 14,800 SH   DFND 9 14,800 0 0
GENERAC HLDGS INC COM 368736104 312 6,800 SH   DFND 9 6,800 0 0
GENERAL DYNAMICS CORP COM 369550108 2,585 11,700 SH   DFND 2 0 11,700 0
GENERAL DYNAMICS CORP COM 369550108 530 2,400 SH   DFND 2 2,400 0 0
GENERAL DYNAMICS CORP COM 369550108 68 307 SH   SOLE 5 72 0 235
GENERAL ELECTRIC CO COM 369604103 2,031 150,700 SH   DFND 2 0 150,700 0
GENERAL ELECTRIC CO COM 369604103 945 70,100 SH   DFND 2 70,100 0 0
GENERAL MLS INC COM 370334104 682 15,310 SH   OTR 7 0 0 15,310
GENERAL MLS INC COM 370334104 50 1,100 SH   DFND 9 1,100 0 0
GENERAL MLS INC COM 370334104 1,131 25,100 SH   DFND 2 0 25,100 0
GENERAL MLS INC COM 370334104 216 4,800 SH   DFND 2 4,800 0 0
GENERAL MLS INC COM 370334104 14,823 328,956 SH   SOLE 5 328,956 0 0
GENERAL MTRS CO COM 37045V100 1,970 54,200 SH   DFND 2 0 54,200 0
GENERAL MTRS CO COM 37045V100 494 13,600 SH   DFND 2 13,600 0 0
GENESEE & WYO INC CL A 371559105 269 3,800 SH   DFND 2 3,800 0 0
GENESEE & WYO INC CL A 371559105 8,273 116,870 SH   SOLE 5 116,852 0 18
GENESIS HEALTHCARE INC CL A COM 37185X106 374 247,667 SH   DFND 9 247,667 0 0
GENOMIC HEALTH INC COM 37244C101 1,189 38,000 SH   SOLE 5 38,000 0 0
GENPACT LIMITED SHS G3922B107 128 4,000 SH   DFND 2 4,000 0 0
GENPACT LIMITED SHS G3922B107 2,118 66,200 SH   SOLE 5 66,200 0 0
GENUINE PARTS CO COM 372460105 647 7,200 SH   DFND 2 0 7,200 0
GENUINE PARTS CO COM 372460105 99 1,100 SH   DFND 2 1,100 0 0
GEOPARK LTD USD SHS G38327105 1,571 126,673 SH   DFND 9 126,673 0 0
GERDAU S A SPON ADR REP PFD 373737105 2,134 457,900 SH   SOLE 5 457,900 0 0
GETTY RLTY CORP NEW COM 374297109 237 9,400 SH   DFND 2 9,400 0 0
GETTY RLTY CORP NEW COM 374297109 1,125 44,591 SH   SOLE 5 44,591 0 0
GGP INC COM 36174X101 166 8,100 SH   DFND 2 0 8,100 0
GGP INC COM 36174X101 3,149 153,900 SH   DFND 2 153,900 0 0
GGP INC COM 36174X101 9,531 465,831 SH   SOLE 5 465,831 0 0
GIBRALTAR INDS INC COM 374689107 2,231 65,900 SH   SOLE 5 65,900 0 0
G-III APPAREL GROUP LTD COM 36237H101 7,971 211,541 SH   SOLE 5 211,541 0 0
GILEAD SCIENCES INC COM 375558103 850 11,270 SH   OTR 7 0 0 11,270
GILEAD SCIENCES INC COM 375558103 347 4,600 SH   DFND 9 4,600 0 0
GILEAD SCIENCES INC COM 375558103 5,247 69,600 SH   DFND 2 0 69,600 0
GILEAD SCIENCES INC COM 375558103 769 10,200 SH   DFND 2 10,200 0 0
GILEAD SCIENCES INC COM 375558103 21,849 289,807 SH   SOLE 5 289,807 0 0
GLADSTONE CAPITAL CORP COM 376535100 606 70,504 SH   DFND 9 70,504 0 0
GLADSTONE INVT CORP COM 376546107 560 55,400 SH   DFND 9 55,400 0 0
GLAUKOS CORP COM 377322102 1,413 45,830 SH   SOLE 5 45,830 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 95,801 2,452,044 SH   SOLE 5 1,695,850 0 756,194
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 1,243 25,737 SH   SOLE 5 25,737 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 172 5,154 SH   DFND 9 5,154 0 0
GLOBAL CORD BLOOD CORPORATIO SHS G39342103 42 4,100 SH   DFND 9 4,100 0 0
GLOBAL NET LEASE INC COM NEW 379378201 292 17,300 SH   DFND 2 17,300 0 0
GLOBAL PMTS INC COM 37940X102 223 2,000 SH   DFND 2 0 2,000 0
GLOBAL PMTS INC COM 37940X102 145 1,300 SH   DFND 2 1,300 0 0
GLOBAL PMTS INC COM 37940X102 1,347 12,078 SH   SOLE 5 12,078 0 0
GLOBUS MED INC CL A 379577208 279 5,600 SH   DFND 9 5,600 0 0
GLU MOBILE INC COM 379890106 351 93,200 SH   DFND 9 93,200 0 0
GLYCOMIMETICS INC COM 38000Q102 1,229 75,749 SH   SOLE 5 75,749 0 0
GMS INC COM 36251C103 419 13,700 SH   DFND 9 13,700 0 0
GNC HLDGS INC COM CL A 36191G107 19 4,900 SH   DFND 9 4,900 0 0
GOL LINHAS AEREAS INTLG S A SPON ADR PFD NEW 38045R206 36,350 2,798,320 SH   SOLE 5 2,798,320 0 0
GOLDEN ENTMT INC COM 381013101 909 39,143 SH   SOLE 5 39,143 0 0
GOLDEN STAR RES LTD CDA COM 38119T104 722 1,230,829 SH   DFND 9 1,230,829 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 50 200 SH   DFND 9 200 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 2,191 8,700 SH   DFND 2 0 8,700 0
GOLDMAN SACHS GROUP INC COM 38141G104 730 2,900 SH   DFND 2 2,900 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 19,552 77,631 SH   SOLE 5 77,631 0 0
GOLUB CAP BDC INC COM 38173M102 245 13,700 SH   DFND 9 13,700 0 0
GOOD TIMES RESTAURANTS INC COM PAR $.001NEW 382140879 111 36,461 SH   DFND 9 36,461 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 311 11,700 SH   DFND 2 0 11,700 0
GOODYEAR TIRE & RUBR CO COM 382550101 61 2,300 SH   DFND 2 2,300 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 1,861 70,000 SH   SOLE 5 70,000 0 0
GORMAN RUPP CO COM 383082104 15 500 SH   DFND 9 500 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 291 21,300 SH   DFND 2 21,300 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 515 37,700 SH   SOLE 5 37,700 0 0
GRACE W R & CO DEL NEW COM 38388F108 49 800 SH   DFND 2 0 800 0
GRACE W R & CO DEL NEW COM 38388F108 37 600 SH   DFND 2 600 0 0
GRACE W R & CO DEL NEW COM 38388F108 5,805 94,800 SH   SOLE 5 94,800 0 0
GRACO INC COM 384109104 18,799 411,187 SH   SOLE 5 149,333 254,450 7,404
GRAINGER W W INC COM 384802104 889 3,150 SH   OTR 7 0 0 3,150
GRAINGER W W INC COM 384802104 593 2,100 SH   DFND 2 0 2,100 0
GRAINGER W W INC COM 384802104 141 500 SH   DFND 2 500 0 0
GRAINGER W W INC COM 384802104 18,333 64,950 SH   SOLE 5 64,950 0 0
GRAMERCY PPTY TR COM NEW 385002308 928 42,700 SH   DFND 2 42,700 0 0
GRAMERCY PPTY TR COM NEW 385002308 36,325 1,671,545 SH   SOLE 5 1,669,497 0 2,048
GRAN TIERRA ENERGY INC COM 38500T101 716 256,483 SH   DFND 9 256,483 0 0
GRANITE CONSTR INC COM 387328107 112 2,000 SH   DFND 9 2,000 0 0
GRANITE CONSTR INC COM 387328107 43,330 775,684 SH   SOLE 5 774,832 0 852
GRAPHIC PACKAGING HLDG CO COM 388689101 14 900 SH   DFND 9 900 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 7,993 520,695 SH   SOLE 5 520,695 0 0
GRAY TELEVISION INC COM 389375106 43 3,400 SH   DFND 9 3,400 0 0
GREAT PLAINS ENERGY INC COM 391164100 1,332 41,900 SH   DFND 2 41,900 0 0
GREAT SOUTHN BANCORP INC COM 390905107 45 900 SH   DFND 9 900 0 0
GREAT WESTN BANCORP INC COM 391416104 145,184 3,605,263 SH   SOLE 5 3,595,357 0 9,906
GREEN BANCORP INC COM 39260X100 309 13,900 SH   DFND 9 13,900 0 0
GREEN BRICK PARTNERS INC COM 392709101 60 5,504 SH   DFND 9 5,504 0 0
GREEN DOT CORP CL A 39304D102 2,548 39,713 SH   SOLE 5 39,713 0 0
GREENBRIER COS INC COM 393657101 161 3,200 SH   DFND 9 3,200 0 0
GREIF INC CL A 397624107 258 4,934 SH   DFND 9 4,934 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 8 134 SH   SOLE 5 71 0 63
GROUPON INC COM 399473107 353 81,400 SH   DFND 9 81,400 0 0
GRUBHUB INC COM 400110102 89,167 878,748 SH   SOLE 5 877,745 0 1,003
GRUPO SUPERVIELLE S A SPONSORED ADR 40054A108 5,633 185,631 SH   SOLE 5 185,631 0 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 83,913 5,257,616 SH   SOLE 5 5,257,616 0 0
GUARANTY BANCORP DEL COM NEW 40075T607 62 2,200 SH   DFND 9 2,200 0 0
GUESS INC COM 401617105 255 12,300 SH   DFND 9 12,300 0 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 1,965 2,000,000 PRN   OTR 7 0 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 5,040 62,352 SH   SOLE 5 62,339 0 13
H & E EQUIPMENT SERVICES INC COM 404030108 547 14,200 SH   DFND 9 14,200 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 70,912 1,842,347 SH   SOLE 5 1,836,438 0 5,909
HAEMONETICS CORP COM 405024100 358 4,900 SH   DFND 9 4,900 0 0
HAEMONETICS CORP COM 405024100 45,391 620,435 SH   SOLE 5 618,111 0 2,324
HALCON RES CORP COM PAR NEW 40537Q605 79 16,300 SH   DFND 9 16,300 0 0
HALLADOR ENERGY COMPANY COM 40609P105 54 7,905 SH   DFND 9 7,905 0 0
HALLIBURTON CO COM 406216101 268 5,700 SH   DFND 2 0 5,700 0
HALLIBURTON CO COM 406216101 211 4,500 SH   DFND 2 4,500 0 0
HALLIBURTON CO COM 406216101 658,959 14,038,329 SH   SOLE 5 13,604,400 0 433,929
HALOZYME THERAPEUTICS INC COM 40637H109 9,795 500,000 SH   SOLE 5 500,000 0 0
HALYARD HEALTH INC COM 40650V100 18 400 SH   DFND 9 400 0 0
HALYARD HEALTH INC COM 40650V100 48,529 1,053,143 SH   SOLE 5 1,049,195 0 3,948
HAMILTON BEACH BRANDS HLDG C COM CL A 40701T104 74 3,500 SH   DFND 9 3,500 0 0
HANCOCK HLDG CO COM 410120109 62 1,200 SH   DFND 9 1,200 0 0
HANCOCK HLDG CO COM 410120109 140,044 2,708,768 SH   SOLE 5 2,699,274 0 9,494
HANESBRANDS INC COM 410345102 502 27,250 SH   OTR 7 0 0 27,250
HANESBRANDS INC COM 410345102 234 12,700 SH   DFND 2 0 12,700 0
HANESBRANDS INC COM 410345102 55 3,000 SH   DFND 2 3,000 0 0
HANESBRANDS INC COM 410345102 6,339 344,134 SH   SOLE 5 344,134 0 0
HANMI FINL CORP COM NEW 410495204 1,473 47,900 SH   SOLE 5 47,900 0 0
HANOVER INS GROUP INC COM 410867105 89,336 757,792 SH   SOLE 5 754,927 0 2,865
HARLEY DAVIDSON INC COM 412822108 163 3,800 SH   DFND 2 0 3,800 0
HARLEY DAVIDSON INC COM 412822108 73 1,700 SH   DFND 2 1,700 0 0
HARLEY DAVIDSON INC COM 412822108 2,256 52,601 SH   SOLE 5 52,601 0 0
HARRIS CORP DEL COM 413875105 274 1,700 SH   DFND 2 0 1,700 0
HARRIS CORP DEL COM 413875105 194 1,200 SH   DFND 2 1,200 0 0
HARSCO CORP COM 415864107 266 12,900 SH   DFND 9 12,900 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 433 8,400 SH   DFND 2 0 8,400 0
HARTFORD FINL SVCS GROUP INC COM 416515104 165 3,200 SH   DFND 2 3,200 0 0
HARVARD BIOSCIENCE INC COM 416906105 552 110,407 SH   DFND 9 110,407 0 0
HASBRO INC COM 418056107 312 3,700 SH   DFND 2 0 3,700 0
HASBRO INC COM 418056107 76 900 SH   DFND 2 900 0 0
HASBRO INC COM 418056107 5,202 61,707 SH   SOLE 5 61,707 0 0
HAVERTY FURNITURE INC COM 419596101 13 626 SH   DFND 9 626 0 0
HAVERTY FURNITURE INC COM 419596101 885 43,900 SH   SOLE 5 43,900 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 488 14,200 SH   DFND 2 14,200 0 0
HAWAIIAN HOLDINGS INC COM 419879101 147 3,800 SH   DFND 9 3,800 0 0
HAWAIIAN HOLDINGS INC COM 419879101 19,181 495,626 SH   SOLE 5 495,234 0 392
HCA HEALTHCARE INC COM 40412C101 272 2,800 SH   DFND 9 2,800 0 0
HCA HEALTHCARE INC COM 40412C101 524 5,400 SH   DFND 2 0 5,400 0
HCA HEALTHCARE INC COM 40412C101 243 2,500 SH   DFND 2 2,500 0 0
HCA HEALTHCARE INC COM 40412C101 3 31 SH   SOLE 5 31 0 0
HCI GROUP INC COM 40416E103 660 17,300 SH   SOLE 5 17,300 0 0
HCP INC COM 40414L109 153 6,600 SH   DFND 2 0 6,600 0
HCP INC COM 40414L109 2,878 123,900 SH   DFND 2 123,900 0 0
HCP INC COM 40414L109 12,893 555,032 SH   SOLE 5 555,032 0 0
HD SUPPLY HLDGS INC COM 40416M105 118 3,100 SH   DFND 9 3,100 0 0
HD SUPPLY HLDGS INC COM 40416M105 9,000 237,204 SH   SOLE 5 237,204 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 608 6,151 SH   OTR 7 0 0 6,151
HDFC BANK LTD ADR REPS 3 SHS 40415F101 8,278 83,770 SH   SOLE 5 83,770 0 0
HEALTH INS INNOVATIONS INC COM CL A 42225K106 480 16,600 SH   DFND 9 16,600 0 0
HEALTHCARE RLTY TR COM 421946104 837 30,200 SH   DFND 2 30,200 0 0
HEALTHCARE RLTY TR COM 421946104 53,837 1,942,855 SH   SOLE 5 1,936,932 0 5,923
HEALTHCARE TR AMER INC CL A NEW 42225P501 1,545 58,400 SH   DFND 2 58,400 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 180 6,798 SH   SOLE 5 6,798 0 0
HEALTHEQUITY INC COM 42226A107 4,667 77,094 SH   SOLE 5 77,094 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 485 15,513 SH   DFND 9 15,513 0 0
HELEN OF TROY CORP LTD COM G4388N106 2,807 32,260 SH   SOLE 5 32,260 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 25,698 4,438,267 SH   SOLE 5 4,422,082 0 16,185
HELMERICH & PAYNE INC COM 423452101 40 600 SH   DFND 2 0 600 0
HELMERICH & PAYNE INC COM 423452101 40 600 SH   DFND 2 600 0 0
HELMERICH & PAYNE INC COM 423452101 3,741 56,200 SH   SOLE 5 56,200 0 0
HENNESSY ADVISORS INC COM 425885100 66 3,398 SH   DFND 9 3,398 0 0
HENRY JACK & ASSOC INC COM 426281101 375 3,100 SH   DFND 2 0 3,100 0
HENRY JACK & ASSOC INC COM 426281101 60 500 SH   DFND 2 500 0 0
HERBALIFE LTD COM USD SHS G4412G101 283 2,900 SH   DFND 9 2,900 0 0
HERC HLDGS INC COM 42704L104 110 1,700 SH   DFND 9 1,700 0 0
HERCULES CAPITAL INC DBCV 4.375% 2/0 427096AF9 3,040 3,000,000 PRN   OTR 7 0 0 0
HERCULES CAPITAL INC COM 427096508 82 6,800 SH   DFND 9 6,800 0 0
HERITAGE COMMERCE CORP COM 426927109 232 14,100 SH   DFND 9 14,100 0 0
HERITAGE CRYSTAL CLEAN INC COM 42726M106 739 31,382 SH   DFND 9 31,382 0 0
HERITAGE FINL CORP WASH COM 42722X106 578 18,900 SH   DFND 9 18,900 0 0
HERITAGE INS HLDGS INC COM 42727J102 73 4,800 SH   DFND 9 4,800 0 0
HERITAGE INS HLDGS INC COM 42727J102 490 32,300 SH   SOLE 5 32,300 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 166 9,300 SH   DFND 2 9,300 0 0
HERSHEY CO COM 427866108 89 900 SH   DFND 2 0 900 0
HERSHEY CO COM 427866108 109 1,100 SH   DFND 2 1,100 0 0
HERSHEY CO COM 427866108 3,989 40,307 SH   SOLE 5 40,307 0 0
HESS CORP COM 42809H107 10 200 SH   DFND 2 0 200 0
HESS CORP COM 42809H107 106 2,100 SH   DFND 2 2,100 0 0
HESS CORP COM 42809H107 9,511 187,900 SH   SOLE 5 187,900 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 426 24,300 SH   DFND 9 24,300 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 1,179 67,200 SH   DFND 2 0 67,200 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 239 13,600 SH   DFND 2 13,600 0 0
HIBBETT SPORTS INC COM 428567101 654 27,300 SH   DFND 9 27,300 0 0
HIGHPOINT RES CORP COM 43114K108 210 41,357 SH   DFND 9 41,357 0 0
HIGHWOODS PPTYS INC COM 431284108 1,214 27,700 SH   DFND 2 27,700 0 0
HIGHWOODS PPTYS INC COM 431284108 72,111 1,645,620 SH   SOLE 5 1,640,261 0 5,359
HILL ROM HLDGS INC COM 431475102 252 2,900 SH   DFND 9 2,900 0 0
HILL ROM HLDGS INC COM 431475102 4,630 53,221 SH   SOLE 5 53,221 0 0
HILLENBRAND INC COM 431571108 197 4,300 SH   DFND 9 4,300 0 0
HILTON GRAND VACATIONS INC COM 43283X105 628 14,600 SH   OTR 7 0 0 14,600
HILTON GRAND VACATIONS INC COM 43283X105 245 5,700 SH   DFND 9 5,700 0 0
HILTON GRAND VACATIONS INC COM 43283X105 628 14,600 SH   SOLE 5 14,600 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 136 1,733 SH   DFND 2 0 1,733 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 118 1,500 SH   DFND 2 1,500 0 0
HMS HLDGS CORP COM 40425J101 30 1,800 SH   DFND 9 1,800 0 0
HOEGH LNG PARTNERS LP COM UNIT LTD Y3262R100 74 4,553 SH   DFND 9 4,553 0 0
HOLLYFRONTIER CORP COM 436106108 127 2,600 SH   DFND 9 2,600 0 0
HOLLYFRONTIER CORP COM 436106108 357 7,300 SH   DFND 2 0 7,300 0
HOLLYFRONTIER CORP COM 436106108 59 1,200 SH   DFND 2 1,200 0 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 176 7,100 SH   DFND 9 7,100 0 0
HOLOGIC INC COM 436440101 105 2,800 SH   DFND 2 0 2,800 0
HOLOGIC INC COM 436440101 105 2,800 SH   DFND 2 2,800 0 0
HOLOGIC INC COM 436440101 3 79 SH   SOLE 5 79 0 0
HOME BANCORP INC COM 43689E107 129 2,997 SH   DFND 9 2,997 0 0
HOME BANCSHARES INC COM 436893200 5,058 221,750 SH   SOLE 5 221,750 0 0
HOME DEPOT INC COM 437076102 1,501 8,420 SH   OTR 7 0 0 8,420
HOME DEPOT INC COM 437076102 1,658 9,300 SH   DFND 2 0 9,300 0
HOME DEPOT INC COM 437076102 1,765 9,900 SH   DFND 2 9,900 0 0
HOME DEPOT INC COM 437076102 47,013 263,764 SH   SOLE 5 263,764 0 0
HOMETRUST BANCSHARES INC COM 437872104 53 2,032 SH   DFND 9 2,032 0 0
HONDA MOTOR LTD AMERN SHS 438128308 116,635 3,358,335 SH   SOLE 5 2,182,625 0 1,175,710
HONEYWELL INTL INC COM 438516106 4,017 27,800 SH   DFND 2 0 27,800 0
HONEYWELL INTL INC COM 438516106 795 5,500 SH   DFND 2 5,500 0 0
HONEYWELL INTL INC COM 438516106 44,770 309,809 SH   SOLE 5 309,809 0 0
HOPE BANCORP INC COM 43940T109 39,918 2,194,511 SH   SOLE 5 2,191,561 0 2,950
HOPFED BANCORP INC COM 439734104 39 2,671 SH   DFND 9 2,671 0 0
HORIZON PHARMA PLC SHS G4617B105 415 29,200 SH   DFND 9 29,200 0 0
HORIZON TECHNOLOGY FIN CORP COM 44045A102 495 47,606 SH   DFND 9 47,606 0 0
HORMEL FOODS CORP COM 440452100 378 11,000 SH   DFND 2 0 11,000 0
HORMEL FOODS CORP COM 440452100 86 2,500 SH   DFND 2 2,500 0 0
HORTONWORKS INC COM 440894103 275 13,500 SH   DFND 9 13,500 0 0
HORTONWORKS INC COM 440894103 1,418 69,636 SH   SOLE 5 69,636 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 978 38,600 SH   DFND 2 38,600 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 3,256 128,500 SH   SOLE 5 128,500 0 0
HOST HOTELS & RESORTS INC COM 44107P104 720 38,600 SH   OTR 7 0 0 38,600
HOST HOTELS & RESORTS INC COM 44107P104 404 21,700 SH   DFND 2 0 21,700 0
HOST HOTELS & RESORTS INC COM 44107P104 3,873 207,800 SH   DFND 2 207,800 0 0
HOST HOTELS & RESORTS INC COM 44107P104 25,799 1,384,064 SH   SOLE 5 1,384,064 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 190 27,276 SH   DFND 9 27,276 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 667 95,958 SH   SOLE 5 95,958 0 0
HOULIHAN LOKEY INC CL A 441593100 94 2,100 SH   DFND 9 2,100 0 0
HOULIHAN LOKEY INC CL A 441593100 15,268 342,324 SH   SOLE 5 341,829 0 495
HOVNANIAN ENTERPRISES INC CL A 442487203 73 39,659 SH   DFND 9 39,659 0 0
HP INC COM 40434L105 178 8,100 SH   DFND 9 8,100 0 0
HP INC COM 40434L105 1,348 61,500 SH   DFND 2 0 61,500 0
HP INC COM 40434L105 316 14,400 SH   DFND 2 14,400 0 0
HTG MOLECULAR DIAGNOSTICS IN COM 40434H104 19 5,301 SH   DFND 9 5,301 0 0
HUB GROUP INC CL A 443320106 1,338 31,966 SH   SOLE 5 31,966 0 0
HUBBELL INC COM 443510607 511 4,200 SH   DFND 9 4,200 0 0
HUBBELL INC COM 443510607 3,552 29,165 SH   SOLE 5 29,165 0 0
HUDSON PAC PPTYS INC COM 444097109 1,252 38,500 SH   DFND 2 38,500 0 0
HUDSON PAC PPTYS INC COM 444097109 3,874 119,075 SH   SOLE 5 119,075 0 0
HUMANA INC COM 444859102 618 2,300 SH   DFND 2 0 2,300 0
HUMANA INC COM 444859102 296 1,100 SH   DFND 2 1,100 0 0
HUNT J B TRANS SVCS INC COM 445658107 387 3,300 SH   DFND 2 0 3,300 0
HUNT J B TRANS SVCS INC COM 445658107 82 700 SH   DFND 2 700 0 0
HUNT J B TRANS SVCS INC COM 445658107 6,700 57,188 SH   SOLE 5 57,188 0 0
HUNTINGTON BANCSHARES INC COM 446150104 33 2,200 SH   DFND 9 2,200 0 0
HUNTINGTON BANCSHARES INC COM 446150104 311 20,600 SH   DFND 2 0 20,600 0
HUNTINGTON BANCSHARES INC COM 446150104 107 7,100 SH   DFND 2 7,100 0 0
HUNTINGTON BANCSHARES INC COM 446150104 12,428 823,040 SH   SOLE 5 823,040 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 155 600 SH   DFND 9 600 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 438 1,700 SH   DFND 2 0 1,700 0
HUNTINGTON INGALLS INDS INC COM 446413106 77 300 SH   DFND 2 300 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 4,851 18,820 SH   SOLE 5 18,819 0 0
HUNTSMAN CORP COM 447011107 246 8,400 SH   DFND 9 8,400 0 0
HUNTSMAN CORP COM 447011107 7,914 270,559 SH   SOLE 5 270,500 0 59
HYSTER YALE MATLS HANDLING I CL A 449172105 629 8,994 SH   DFND 9 8,994 0 0
IAC INTERACTIVECORP COM 44919P508 5,168 33,045 SH   SOLE 5 33,045 0 0
ICF INTL INC COM 44925C103 516 8,824 SH   DFND 9 8,824 0 0
ICF INTL INC COM 44925C103 681 11,647 SH   SOLE 5 11,647 0 0
ICICI BK LTD ADR 45104G104 1,693 191,336 SH   OTR 7 0 0 191,336
ICICI BK LTD ADR 45104G104 26,532 2,997,716 SH   SOLE 5 2,997,716 0 0
ICON PLC SHS G4705A100 20,957 177,395 SH   SOLE 5 177,386 0 9
IDACORP INC COM 451107106 715 8,100 SH   DFND 2 8,100 0 0
IDACORP INC COM 451107106 12,956 146,775 SH   SOLE 5 146,775 0 0
IDEXX LABS INC COM 45168D104 345 1,800 SH   DFND 2 0 1,800 0
IDEXX LABS INC COM 45168D104 172 900 SH   DFND 2 900 0 0
IDEXX LABS INC COM 45168D104 3,873 20,236 SH   SOLE 5 20,236 0 0
IHS MARKIT LTD SHS G47567105 212 4,400 SH   DFND 2 0 4,400 0
IHS MARKIT LTD SHS G47567105 140 2,900 SH   DFND 2 2,900 0 0
IHS MARKIT LTD SHS G47567105 2,539 52,638 SH   SOLE 5 0 52,638 0
II VI INC COM 902104108 35,024 856,336 SH   SOLE 5 855,239 0 1,097
ILLINOIS TOOL WKS INC COM 452308109 2,178 13,900 SH   DFND 2 0 13,900 0
ILLINOIS TOOL WKS INC COM 452308109 611 3,900 SH   DFND 2 3,900 0 0
ILLINOIS TOOL WKS INC COM 452308109 11,210 71,554 SH   SOLE 5 71,554 0 0
ILLUMINA INC NOTE 6/1 452327AF6 6,092 5,500,000 PRN   OTR 7 0 0 0
ILLUMINA INC COM 452327109 95 400 SH   DFND 2 0 400 0
ILLUMINA INC COM 452327109 260 1,100 SH   DFND 2 1,100 0 0
ILLUMINA INC COM 452327109 94,388 399,237 SH   SOLE 5 70,103 324,921 4,213
IMMUNOGEN INC COM 45253H101 11,888 1,130,000 SH   SOLE 5 1,130,000 0 0
IMPAX LABORATORIES INC COM 45256B101 167 8,600 SH   DFND 9 8,600 0 0
IMPERVA INC COM 45321L100 13 300 SH   DFND 9 300 0 0
INCYTE CORP COM 45337C102 33 400 SH   DFND 2 400 0 0
INCYTE CORP COM 45337C102 8,983 107,800 SH   SOLE 5 107,800 0 0
INDEPENDENCE RLTY TR INC COM 45378A106 134 14,582 SH   SOLE 5 14,582 0 0
INDEPENDENT BANK CORP MASS COM 453836108 46,040 643,465 SH   SOLE 5 641,787 0 1,678
INDEPENDENT BANK CORP MICH COM NEW 453838609 544 23,760 SH   DFND 9 23,760 0 0
INDEPENDENT BK GROUP INC COM 45384B106 35,852 507,104 SH   SOLE 5 506,464 0 640
INFINITY PPTY & CAS CORP COM 45665Q103 52,097 440,005 SH   SOLE 5 438,532 0 1,473
INFORMATION SERVICES GROUP I COM 45675Y104 25 5,909 SH   DFND 9 5,909 0 0
INFOSYS LTD SPONSORED ADR 456788108 982 55,000 SH   OTR 7 0 0 55,000
INFOSYS LTD SPONSORED ADR 456788108 1,694 94,873 SH   SOLE 5 94,873 0 0
INFRAREIT INC COM 45685L100 225 11,600 SH   DFND 2 11,600 0 0
INFRAREIT INC COM 45685L100 1,127 58,000 SH   SOLE 5 58,000 0 0
ING GROEP N V SPONSORED ADR 456837103 8 448 SH   SOLE 5 217 0 231
INGERSOLL-RAND PLC SHS G47791101 154 1,800 SH   DFND 9 1,800 0 0
INGERSOLL-RAND PLC SHS G47791101 291 3,400 SH   DFND 2 0 3,400 0
INGERSOLL-RAND PLC SHS G47791101 188 2,200 SH   DFND 2 2,200 0 0
INGERSOLL-RAND PLC SHS G47791101 10,070 117,764 SH   SOLE 5 117,764 0 0
INGLES MKTS INC CL A 457030104 95 2,800 SH   DFND 9 2,800 0 0
INGLES MKTS INC CL A 457030104 1,198 35,400 SH   SOLE 5 35,400 0 0
INGREDION INC COM 457187102 474 3,680 SH   OTR 7 0 0 3,680
INGREDION INC COM 457187102 103 800 SH   DFND 2 0 800 0
INGREDION INC COM 457187102 64 500 SH   DFND 2 500 0 0
INGREDION INC COM 457187102 1,673 12,980 SH   SOLE 5 12,980 0 0
INNOVATIVE SOLUTIONS & SUPPO COM 45769N105 20 5,738 SH   DFND 9 5,738 0 0
INOGEN INC COM 45780L104 430 3,500 SH   DFND 9 3,500 0 0
INOGEN INC COM 45780L104 2,137 17,394 SH   SOLE 5 17,394 0 0
INOVALON HLDGS INC COM CL A 45781D101 414 39,084 SH   DFND 9 39,084 0 0
INSPERITY INC COM 45778Q107 90 1,300 SH   DFND 9 1,300 0 0
INSPIRED ENTMT INC Common 45782N108 16,631 3,023,750 PRN   SOLE 1 3,023,750 0 0
INSTALLED BLDG PRODS INC COM 45780R101 2,187 36,425 SH   SOLE 5 36,425 0 0
INSULET CORP COM 45784P101 3,794 43,770 SH   SOLE 5 43,770 0 0
INTEGER HLDGS CORP COM 45826H109 339 6,000 SH   DFND 9 6,000 0 0
INTEGER HLDGS CORP COM 45826H109 1,363 24,100 SH   SOLE 5 24,100 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 2,258 40,805 SH   SOLE 5 40,805 0 0
INTEL CORP COM 458140100 1,494 28,680 SH   OTR 7 0 0 28,680
INTEL CORP COM 458140100 240 4,600 SH   DFND 9 4,600 0 0
INTEL CORP COM 458140100 10,609 203,700 SH   DFND 2 0 203,700 0
INTEL CORP COM 458140100 2,156 41,400 SH   DFND 2 41,400 0 0
INTEL CORP COM 458140100 768,528 14,756,673 SH   SOLE 5 14,307,351 0 449,322
INTER PARFUMS INC COM 458334109 2,796 59,296 SH   SOLE 5 59,296 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 596 9,680 SH   SOLE 5 9,680 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 334 4,600 SH   DFND 2 0 4,600 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 334 4,600 SH   DFND 2 4,600 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 189,518 2,613,315 SH   SOLE 5 760,385 1,828,371 24,559
INTERDIGITAL INC COM 45867G101 44 600 SH   DFND 9 600 0 0
INTERFACE INC COM 458665304 60 2,400 SH   DFND 9 2,400 0 0
INTERFACE INC COM 458665304 1,068 42,370 SH   SOLE 5 42,370 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,341 8,740 SH   OTR 7 0 0 8,740
INTERNATIONAL BUSINESS MACHS COM 459200101 6,705 43,700 SH   DFND 2 0 43,700 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,089 7,100 SH   DFND 2 7,100 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 15,271 99,532 SH   SOLE 5 99,532 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 370 2,700 SH   DFND 2 0 2,700 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 68 500 SH   DFND 2 500 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 123 4,600 SH   DFND 9 4,600 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 2,982 111,577 SH   SOLE 5 111,577 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 616 13,963 SH   DFND 9 13,963 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 63,746 1,445,496 SH   SOLE 5 1,441,697 0 3,799
INTERPUBLIC GROUP COS INC COM 460690100 71 3,100 SH   DFND 9 3,100 0 0
INTERPUBLIC GROUP COS INC COM 460690100 408 17,700 SH   DFND 2 0 17,700 0
INTERPUBLIC GROUP COS INC COM 460690100 60 2,600 SH   DFND 2 2,600 0 0
INTERPUBLIC GROUP COS INC COM 460690100 10,365 450,068 SH   SOLE 5 450,029 0 39
INTERXION HOLDING N.V SHS N47279109 43,805 705,273 SH   SOLE 5 704,324 0 949
INTEST CORP COM 461147100 142 21,392 SH   DFND 9 21,392 0 0
INTL PAPER CO COM 460146103 369 6,900 SH   DFND 2 0 6,900 0
INTL PAPER CO COM 460146103 160 3,000 SH   DFND 2 3,000 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 1,174 55,779 SH   SOLE 5 55,779 0 0
INTREXON CORP COM 46122T102 611 39,870 SH   SOLE 5 39,870 0 0
INTUIT COM 461202103 1,872 10,800 SH   DFND 2 0 10,800 0
INTUIT COM 461202103 312 1,800 SH   DFND 2 1,800 0 0
INTUIT COM 461202103 13,807 79,649 SH   SOLE 5 79,649 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 124 300 SH   DFND 9 300 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 1,486 3,600 SH   DFND 2 0 3,600 0
INTUITIVE SURGICAL INC COM NEW 46120E602 435 1,053 SH   DFND 2 1,053 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 12,922 31,300 SH   SOLE 5 31,300 0 0
INVESCO LTD SHS G491BT108 173 5,400 SH   DFND 2 0 5,400 0
INVESCO LTD SHS G491BT108 102 3,200 SH   DFND 2 3,200 0 0
INVESCO LTD SHS G491BT108 7,973 249,094 SH   SOLE 5 249,094 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 206 39,600 SH   DFND 2 39,600 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 53 10,260 SH   SOLE 5 10,260 0 0
INVITATION HOMES INC COM 46187W107 1,626 71,221 SH   DFND 2 71,221 0 0
INVITATION HOMES INC COM 46187W107 22,057 966,141 SH   SOLE 5 966,141 0 0
ION GEOPHYSICAL CORP COM NEW 462044207 716 26,424 SH   DFND 9 26,424 0 0
IPG PHOTONICS CORP COM 44980X109 303 1,300 SH   DFND 2 0 1,300 0
IPG PHOTONICS CORP COM 44980X109 8,512 36,474 SH   SOLE 5 24,651 11,236 587
IQVIA HLDGS INC COM 46266C105 59 600 SH   DFND 2 0 600 0
IQVIA HLDGS INC COM 46266C105 118 1,200 SH   DFND 2 1,200 0 0
IQVIA HLDGS INC COM 46266C105 168,642 1,718,802 SH   SOLE 5 315,092 1,385,412 18,298
IRADIMED CORP COM 46266A109 203 14,404 SH   DFND 9 14,404 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 683 10,850 SH   SOLE 5 10,850 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 1,087 96,600 SH   SOLE 5 96,600 0 0
IRON MTN INC NEW COM 46284V101 72 2,200 SH   DFND 2 0 2,200 0
IRON MTN INC NEW COM 46284V101 66 2,000 SH   DFND 2 2,000 0 0
IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 48,246 2,039,944 SH   SOLE 5 2,039,944 0 0
IRSA PROPIEDADES COMERCIALES SPONSORED ADR 463588103 100 2,254 SH   SOLE 5 2,254 0 0
ISHARES INC MSCI TURKEY ETF 464286715 653 15,400 SH   DFND 2 15,400 0 0
ISHARES INC MSCI BRAZIL ETF 464286400 13,464 300,000 SH   SOLE 5 300,000 0 0
ISHARES INC MSCI TURKEY ETF 464286715 19,058 449,275 SH   SOLE 5 449,275 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 4 84 SH   DFND 2 84 0 0
ISHARES TR MSCI EAFE ETF 464287465 706 10,131 SH   SOLE 5 6,158 0 3,973
ISHARES TR RUS 1000 GRW ETF 464287614 5,261 38,660 SH   SOLE 5 38,660 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 12,127 99,500 SH   SOLE 5 99,500 0 0
ISHARES TR EAFE GRWTH ETF 464288885 290 3,605 SH   SOLE 5 3,605 0 0
ISRAEL CHEMICALS LTD SHS M5920A109 184 43,455 SH   DFND 9 43,455 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 136,613 8,757,033 SH   SOLE 5 8,757,033 0 0
ITT INC COM 45073V108 129,087 2,635,499 SH   SOLE 5 2,626,793 0 8,706
IZEA INC COM 46603N301 78 21,256 SH   DFND 9 21,256 0 0
J & J SNACK FOODS CORP COM 466032109 91,682 671,370 SH   SOLE 5 669,556 0 1,814
J JILL INC COM 46620W102 83 18,700 SH   DFND 9 18,700 0 0
J2 GLOBAL INC COM 48123V102 67,528 855,657 SH   SOLE 5 604,858 245,115 5,684
JABIL INC COM 466313103 368 12,800 SH   DFND 9 12,800 0 0
JABIL INC COM 466313103 1,256 43,700 SH   SOLE 5 43,700 0 0
JACK IN THE BOX INC COM 466367109 39,150 458,809 SH   SOLE 5 458,287 0 522
JACOBS ENGR GROUP INC DEL COM 469814107 207 3,500 SH   DFND 2 0 3,500 0
JACOBS ENGR GROUP INC DEL COM 469814107 65 1,100 SH   DFND 2 1,100 0 0
JASON INDS INC COM 471172106 333 107,184 SH   DFND 9 107,184 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 2,620 2,500,000 PRN   OTR 7 0 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 166 1,100 SH   DFND 9 1,100 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 15 100 SH   DFND 2 0 100 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 75 500 SH   DFND 2 500 0 0
JBG SMITH PPTYS COM 46590V100 796 23,621 SH   DFND 2 23,621 0 0
JBG SMITH PPTYS COM 46590V100 96 2,852 SH   SOLE 5 2,852 0 0
JD COM INC SPON ADR CL A 47215P106 259 6,388 SH   OTR 7 0 0 6,388
JD COM INC SPON ADR CL A 47215P106 4,349 107,400 SH   DFND 2 107,400 0 0
JD COM INC SPON ADR CL A 47215P106 137,418 3,393,818 SH   SOLE 5 3,393,818 0 0
JELD-WEN HLDG INC COM 47580P103 1,110 36,255 SH   SOLE 5 36,255 0 0
JETBLUE AIRWAYS CORP COM 477143101 1,660 81,700 SH   SOLE 5 81,700 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 1,658 14,623 SH   SOLE 5 14,623 0 0
JOHNSON & JOHNSON COM 478160104 1,979 15,440 SH   OTR 7 0 0 15,440
JOHNSON & JOHNSON COM 478160104 13,827 107,900 SH   DFND 2 0 107,900 0
JOHNSON & JOHNSON COM 478160104 2,896 22,600 SH   DFND 2 22,600 0 0
JOHNSON & JOHNSON COM 478160104 697,377 5,441,884 SH   SOLE 5 5,281,831 0 160,053
JOHNSON CTLS INTL PLC SHS G51502105 236 6,700 SH   DFND 2 0 6,700 0
JOHNSON CTLS INTL PLC SHS G51502105 282 8,000 SH   DFND 2 8,000 0 0
JOHNSON CTLS INTL PLC SHS G51502105 15,204 431,397 SH   SOLE 5 431,397 0 0
JOHNSON OUTDOORS INC CL A 479167108 329 5,306 SH   DFND 9 5,306 0 0
JOINT CORP COM 47973J102 18 2,600 SH   DFND 9 2,600 0 0
JONES LANG LASALLE INC COM 48020Q107 105 600 SH   DFND 9 600 0 0
JONES LANG LASALLE INC COM 48020Q107 244 1,400 SH   DFND 2 0 1,400 0
JPMORGAN CHASE & CO COM 46625H100 1,029 9,400 SH   OTR 7 0 0 9,400
JPMORGAN CHASE & CO COM 46625H100 242 2,200 SH   DFND 9 2,200 0 0
JPMORGAN CHASE & CO COM 46625H100 8,776 79,800 SH   DFND 2 0 79,800 0
JPMORGAN CHASE & CO COM 46625H100 3,321 30,200 SH   DFND 2 30,200 0 0
JPMORGAN CHASE & CO COM 46625H100 84,983 772,779 SH   SOLE 5 772,779 0 0
JUNIPER NETWORKS INC COM 48203R104 187 7,700 SH   DFND 2 0 7,700 0
JUNIPER NETWORKS INC COM 48203R104 131 5,400 SH   DFND 2 5,400 0 0
JUNIPER NETWORKS INC COM 48203R104 1,959 80,500 SH   SOLE 5 80,500 0 0
JUNIPER PHARMACEUTICALS INC COM 48203L107 687 67,695 SH   DFND 9 67,695 0 0
K12 INC COM 48273U102 65 4,612 SH   DFND 9 4,612 0 0
K2M GROUP HLDGS INC COM 48273J107 965 50,913 SH   SOLE 5 50,913 0 0
KADANT INC COM 48282T104 49,148 520,083 SH   SOLE 5 519,462 0 621
KAISER ALUMINUM CORP COM PAR $0.01 483007704 182 1,800 SH   DFND 9 1,800 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 49,062 486,245 SH   SOLE 5 485,658 0 587
KAMADA LTD SHS M6240T109 127 27,696 SH   DFND 9 27,696 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 11 100 SH   DFND 2 0 100 0
KANSAS CITY SOUTHERN COM NEW 485170302 824 7,500 SH   DFND 2 7,500 0 0
KAR AUCTION SVCS INC COM 48238T109 22 400 SH   DFND 9 400 0 0
KAR AUCTION SVCS INC COM 48238T109 2,100 38,745 SH   SOLE 5 38,745 0 0
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 43,716 754,460 SH   SOLE 5 754,460 0 0
KB HOME COM 48666K109 444 15,600 SH   DFND 9 15,600 0 0
KB HOME COM 48666K109 1,440 50,600 SH   SOLE 5 50,600 0 0
KBR INC COM 48242W106 11 700 SH   DFND 9 700 0 0
KBR INC COM 48242W106 6,821 421,300 SH   SOLE 5 421,300 0 0
KEANE GROUP INC COM 48669A108 432 29,200 SH   DFND 9 29,200 0 0
KEANE GROUP INC COM 48669A108 22,845 1,543,567 SH   SOLE 5 1,541,315 0 2,252
KELLOGG CO COM 487836108 156 2,400 SH   DFND 2 2,400 0 0
KELLY SVCS INC CL A 488152208 177 6,100 SH   DFND 9 6,100 0 0
KEMET CORP COM NEW 488360207 20 1,110 SH   DFND 9 1,110 0 0
KEMPER CORP DEL COM 488401100 86 1,500 SH   DFND 9 1,500 0 0
KENNAMETAL INC COM 489170100 104 2,600 SH   DFND 9 2,600 0 0
KENNAMETAL INC COM 489170100 1,910 47,571 SH   SOLE 5 47,571 0 0
KENNEDY-WILSON HLDGS INC COM 489398107 449 25,800 SH   DFND 2 25,800 0 0
KEYCORP NEW COM 493267108 340 17,400 SH   DFND 2 0 17,400 0
KEYCORP NEW COM 493267108 145 7,400 SH   DFND 2 7,400 0 0
KEYCORP NEW COM 493267108 21,366 1,092,911 SH   SOLE 5 1,092,911 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 8,017 153,025 SH   SOLE 5 153,025 0 0
KEYW HLDG CORP COM 493723100 10,714 1,363,127 SH   SOLE 5 1,360,723 0 2,404
KFORCE INC COM 493732101 477 17,637 SH   DFND 9 17,637 0 0
KFORCE INC COM 493732101 41,104 1,519,562 SH   SOLE 5 1,517,250 0 2,312
KILROY RLTY CORP COM 49427F108 1,547 21,800 SH   DFND 2 21,800 0 0
KILROY RLTY CORP COM 49427F108 3,066 43,207 SH   SOLE 5 43,207 0 0
KIMBERLY CLARK CORP COM 494368103 900 8,170 SH   OTR 7 0 0 8,170
KIMBERLY CLARK CORP COM 494368103 2,159 19,600 SH   DFND 2 0 19,600 0
KIMBERLY CLARK CORP COM 494368103 341 3,100 SH   DFND 2 3,100 0 0
KIMBERLY CLARK CORP COM 494368103 12,604 114,444 SH   SOLE 5 114,444 0 0
KIMCO RLTY CORP COM 49446R109 19 1,300 SH   DFND 2 0 1,300 0
KIMCO RLTY CORP COM 49446R109 1,536 106,700 SH   DFND 2 106,700 0 0
KIMCO RLTY CORP COM 49446R109 5,473 380,070 SH   SOLE 5 380,070 0 0
KINDER MORGAN INC DEL COM 49456B101 523 34,740 SH   OTR 7 0 0 34,740
KINDER MORGAN INC DEL COM 49456B101 84,947 5,640,600 SH   DFND 4 5,005,500 296,500 338,600
KINDER MORGAN INC DEL COM 49456B101 2,977 197,700 SH   DFND 4 0 83,500 114,200
KINDER MORGAN INC DEL COM 49456B101 645 42,800 SH   DFND 2 0 42,800 0
KINDER MORGAN INC DEL COM 49456B101 20,444 1,357,500 SH   DFND 2 1,357,500 0 0
KINDER MORGAN INC DEL COM 49456B101 2,172 144,249 SH   SOLE 5 34,740 109,509 0
KINGSTONE COS INC COM 496719105 18 1,100 SH   DFND 9 1,100 0 0
KINROSS GOLD CORP COM NO PAR 496902404 555 140,570 SH   OTR 7 0 0 140,570
KINROSS GOLD CORP COM NO PAR 496902404 555 140,570 SH   SOLE 5 140,570 0 0
KIRBY CORP COM 497266106 33,195 431,380 SH   SOLE 5 429,680 0 1,700
KIRKLANDS INC COM 497498105 212 21,893 SH   DFND 9 21,893 0 0
KITE RLTY GROUP TR COM NEW 49803T300 324 21,300 SH   DFND 2 21,300 0 0
KITE RLTY GROUP TR COM NEW 49803T300 40,814 2,679,847 SH   SOLE 5 2,676,890 0 2,957
KLA-TENCOR CORP COM 482480100 349 3,200 SH   DFND 9 3,200 0 0
KLA-TENCOR CORP COM 482480100 545 5,000 SH   DFND 2 0 5,000 0
KLA-TENCOR CORP COM 482480100 153 1,400 SH   DFND 2 1,400 0 0
KLX INC COM 482539103 234 3,300 SH   DFND 9 3,300 0 0
KLX INC COM 482539103 97,372 1,370,280 SH   SOLE 5 1,366,723 0 3,557
KMG CHEMICALS INC COM 482564101 1,307 21,799 SH   SOLE 5 21,799 0 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 44,747 972,338 SH   SOLE 5 970,762 0 1,576
KNOLL INC COM NEW 498904200 119 5,900 SH   DFND 9 5,900 0 0
KNOLL INC COM NEW 498904200 38,984 1,930,859 SH   SOLE 5 1,923,655 0 7,204
KOHLS CORP COM 500255104 380 5,800 SH   DFND 9 5,800 0 0
KOHLS CORP COM 500255104 498 7,600 SH   DFND 2 0 7,600 0
KOHLS CORP COM 500255104 131 2,000 SH   DFND 2 2,000 0 0
KOHLS CORP COM 500255104 2,365 36,100 SH   SOLE 5 36,100 0 0
KONA GRILL INC COM 50047H201 65 33,997 SH   DFND 9 33,997 0 0
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 7 191 SH   SOLE 5 99 0 92
KOPPERS HOLDINGS INC COM 50060P106 169 4,100 SH   DFND 9 4,100 0 0
KORN FERRY INTL COM NEW 500643200 186 3,600 SH   DFND 9 3,600 0 0
KORN FERRY INTL COM NEW 500643200 1,457 28,244 SH   SOLE 5 28,244 0 0
KRAFT HEINZ CO COM 500754106 498 8,000 SH   DFND 2 0 8,000 0
KRAFT HEINZ CO COM 500754106 442 7,100 SH   DFND 2 7,100 0 0
KRAFT HEINZ CO COM 500754106 4,956 79,564 SH   SOLE 5 79,563 0 0
KRATON CORPORATION COM 50077C106 186 3,900 SH   DFND 9 3,900 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 1,392 135,238 SH   SOLE 5 135,238 0 0
KROGER CO COM 501044101 1,118 46,700 SH   DFND 2 0 46,700 0
KROGER CO COM 501044101 225 9,400 SH   DFND 2 9,400 0 0
KRONOS WORLDWIDE INC COM 50105F105 848 37,500 SH   SOLE 5 37,500 0 0
KULICKE & SOFFA INDS INC COM 501242101 925 36,977 SH   DFND 9 36,977 0 0
L BRANDS INC COM 501797104 118 3,100 SH   DFND 2 0 3,100 0
L BRANDS INC COM 501797104 76 2,000 SH   DFND 2 2,000 0 0
L3 TECHNOLOGIES INC COM 502413107 250 1,200 SH   DFND 2 0 1,200 0
L3 TECHNOLOGIES INC COM 502413107 104 500 SH   DFND 2 500 0 0
LA Z BOY INC COM 505336107 177 5,900 SH   DFND 9 5,900 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 210 1,300 SH   DFND 2 0 1,300 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 129 800 SH   DFND 2 800 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 8,653 53,498 SH   SOLE 5 53,498 0 0
LAKELAND FINL CORP COM 511656100 171 3,700 SH   DFND 9 3,700 0 0
LAKELAND INDS INC COM 511795106 246 18,993 SH   DFND 9 18,993 0 0
LAM RESEARCH CORP COM 512807108 652 3,210 SH   OTR 7 0 0 3,210
LAM RESEARCH CORP COM 512807108 386 1,900 SH   DFND 9 1,900 0 0
LAM RESEARCH CORP COM 512807108 264 1,300 SH   DFND 2 0 1,300 0
LAM RESEARCH CORP COM 512807108 305 1,500 SH   DFND 2 1,500 0 0
LAM RESEARCH CORP COM 512807108 5,777 28,436 SH   SOLE 5 27,811 0 625
LANNET INC COM 516012101 454 28,300 SH   DFND 9 28,300 0 0
LANNET INC COM 516012101 709 44,200 SH   SOLE 5 44,200 0 0
LANTHEUS HLDGS INC COM 516544103 320 20,116 SH   DFND 9 20,116 0 0
LANTRONIX INC COM NEW 516548203 40 19,427 SH   DFND 9 19,427 0 0
LAREDO PETROLEUM INC COM 516806106 30 3,400 SH   DFND 9 3,400 0 0
LAREDO PETROLEUM INC COM 516806106 833 95,600 SH   SOLE 5 95,600 0 0
LAS VEGAS SANDS CORP COM 517834107 295 4,100 SH   DFND 9 4,100 0 0
LAS VEGAS SANDS CORP COM 517834107 1,100 15,300 SH   DFND 2 0 15,300 0
LAS VEGAS SANDS CORP COM 517834107 259 3,600 SH   DFND 2 3,600 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 641 22,100 SH   DFND 2 22,100 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 963 33,192 SH   SOLE 5 32,070 0 1,122
LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 4,529 294,290 SH   SOLE 5 294,290 0 0
LAUDER ESTEE COS INC CL A 518439104 60 400 SH   DFND 9 400 0 0
LAUDER ESTEE COS INC CL A 518439104 1,213 8,100 SH   DFND 2 0 8,100 0
LAUDER ESTEE COS INC CL A 518439104 269 1,800 SH   DFND 2 1,800 0 0
LAZARD LTD SHS A G54050102 515 9,800 SH   DFND 9 9,800 0 0
LAZARD LTD SHS A G54050102 10,694 203,457 SH   SOLE 5 203,426 0 31
LEAR CORP COM NEW 521865204 298 1,600 SH   DFND 9 1,600 0 0
LEAR CORP COM NEW 521865204 707 3,800 SH   DFND 2 0 3,800 0
LEAR CORP COM NEW 521865204 130 700 SH   DFND 2 700 0 0
LEAR CORP COM NEW 521865204 2,177 11,700 SH   SOLE 5 11,700 0 0
LEE ENTERPRISES INC COM 523768109 24 12,436 SH   DFND 9 12,436 0 0
LEGG MASON INC COM 524901105 42,953 1,056,660 SH   SOLE 5 1,052,670 0 3,990
LEGGETT & PLATT INC COM 524660107 253 5,700 SH   DFND 2 0 5,700 0
LEGGETT & PLATT INC COM 524660107 44 1,000 SH   DFND 2 1,000 0 0
LEIDOS HLDGS INC COM 525327102 26 400 SH   DFND 9 400 0 0
LENDINGTREE INC NEW COM 52603B107 62,933 191,780 SH   SOLE 5 126,355 63,422 2,003
LENNAR CORP CL B 526057302 3 68 SH   DFND 9 68 0 0
LENNAR CORP CL B 526057302 212 3,600 SH   DFND 2 0 3,600 0
LENNAR CORP CL B 526057302 90 1,530 SH   DFND 2 1,530 0 0
LENNOX INTL INC COM 526107107 9,971 48,791 SH   SOLE 5 48,791 0 0
LEUCADIA NATL CORP COM 527288104 43 1,900 SH   DFND 2 0 1,900 0
LEUCADIA NATL CORP COM 527288104 9 400 SH   DFND 2 400 0 0
LEXINGTON REALTY TRUST COM 529043101 644 81,800 SH   DFND 2 81,800 0 0
LEXINGTON REALTY TRUST COM 529043101 43,872 5,574,616 SH   SOLE 5 5,553,658 0 20,958
LG DISPLAY CO LTD SPONS ADR REP 50186V102 3,121 257,809 SH   SOLE 5 257,809 0 0
LGI HOMES INC COM 50187T106 48,932 693,382 SH   SOLE 5 693,382 0 0
LHC GROUP INC COM 50187A107 18 287 SH   DFND 9 287 0 0
LIBBEY INC COM 529898108 99 20,337 SH   DFND 9 20,337 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 43 500 SH   DFND 2 0 500 0
LIBERTY EXPEDIA HOLDINGS SER A COM 53046P109 306 7,800 SH   DFND 9 7,800 0 0
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U104 125 4,000 SH   DFND 2 0 4,000 0
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U120 313 10,300 SH   DFND 2 0 10,300 0
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U104 63 2,000 SH   DFND 2 2,000 0 0
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U120 152 5,000 SH   DFND 2 5,000 0 0
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 21 1,078 SH   DFND 2 1,078 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 31,616 1,009,759 SH   SOLE 5 162,822 837,132 9,805
LIBERTY GLOBAL PLC SHS CL C G5480U120 131,905 4,334,690 SH   SOLE 5 750,131 3,541,021 43,538
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 389 15,440 SH   OTR 7 0 0 15,440
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 24,049 955,450 SH   SOLE 5 900,855 0 54,595
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229409 148 3,600 SH   DFND 2 0 3,600 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 106 2,600 SH   DFND 2 2,600 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229409 111 2,700 SH   DFND 2 2,700 0 0
LIBERTY PPTY TR SH BEN INT 531172104 1,681 42,300 SH   DFND 2 42,300 0 0
LIBERTY PPTY TR SH BEN INT 531172104 5,238 131,834 SH   SOLE 5 131,834 0 0
LIBERTY TAX INC CL A 53128T102 532 52,650 SH   DFND 9 52,650 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 10 900 SH   DFND 9 900 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 20,902 1,944,357 SH   SOLE 5 138,008 1,782,026 24,323
LIFE STORAGE INC COM 53223X107 810 9,700 SH   DFND 2 9,700 0 0
LIFE STORAGE INC COM 53223X107 51,059 611,339 SH   SOLE 5 609,137 0 2,202
LIFEPOINT HEALTH INC COM 53219L109 216 4,600 SH   DFND 9 4,600 0 0
LIFEPOINT HEALTH INC COM 53219L109 1,170 24,900 SH   SOLE 5 24,900 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 63,941 387,143 SH   SOLE 5 386,742 0 401
LILLY ELI & CO COM 532457108 101 1,300 SH   DFND 9 1,300 0 0
LILLY ELI & CO COM 532457108 518 6,700 SH   DFND 2 0 6,700 0
LILLY ELI & CO COM 532457108 619 8,000 SH   DFND 2 8,000 0 0
LILLY ELI & CO COM 532457108 20,715 267,744 SH   SOLE 5 267,743 0 0
LIMBACH HLDGS INC COM 53263P105 219 17,906 SH   DFND 9 17,906 0 0
LINCOLN EDL SVCS CORP COM 533535100 16 8,200 SH   DFND 9 8,200 0 0
LINCOLN ELEC HLDGS INC COM 533900106 49 550 SH   DFND 9 550 0 0
LINCOLN ELEC HLDGS INC COM 533900106 9,368 104,149 SH   SOLE 5 104,135 0 14
LINCOLN NATL CORP IND COM 534187109 139 1,900 SH   DFND 9 1,900 0 0
LINCOLN NATL CORP IND COM 534187109 395 5,400 SH   DFND 2 0 5,400 0
LINCOLN NATL CORP IND COM 534187109 139 1,900 SH   DFND 2 1,900 0 0
LINE CORP SPONSORED ADR 53567X101 32,299 827,957 SH   SOLE 5 827,957 0 0
LIONS GATE ENTMNT CORP CL A VTG 535919401 713 27,610 SH   SOLE 5 27,610 0 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 978 40,598 SH   SOLE 5 40,598 0 0
LIQUIDITY SERVICES INC COM 53635B107 11 1,689 SH   DFND 9 1,689 0 0
LITTELFUSE INC COM 537008104 4,220 20,272 SH   SOLE 5 20,272 0 0
LIVANOVA PLC SHS G5509L101 133 1,500 SH   DFND 9 1,500 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 3 69 SH   SOLE 5 69 0 0
LKQ CORP COM 501889208 95 2,500 SH   DFND 2 0 2,500 0
LKQ CORP COM 501889208 4 100 SH   DFND 2 100 0 0
LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 112,465 30,232,534 SH   SOLE 5 19,641,521 0 10,591,013
LOCKHEED MARTIN CORP COM 539830109 203 600 SH   DFND 9 600 0 0
LOCKHEED MARTIN CORP COM 539830109 1,014 3,000 SH   DFND 2 0 3,000 0
LOCKHEED MARTIN CORP COM 539830109 845 2,500 SH   DFND 2 2,500 0 0
LOCKHEED MARTIN CORP COM 539830109 12,078 35,742 SH   SOLE 5 35,742 0 0
LOEWS CORP COM 540424108 303 6,100 SH   DFND 2 0 6,100 0
LOEWS CORP COM 540424108 109 2,200 SH   DFND 2 2,200 0 0
LOGITECH INTL S A SHS H50430232 17,383 474,941 SH   SOLE 5 102,915 362,922 9,104
LOGMEIN INC COM 54142L109 32 274 SH   DFND 2 274 0 0
LOGMEIN INC COM 54142L109 20,786 179,888 SH   SOLE 5 179,263 0 625
LOMA NEGRA CORP SPONSORED ADS 54150E104 2,335 109,456 SH   SOLE 5 109,456 0 0
LORAL SPACE & COMMUNICATNS I COM 543881106 275 6,600 SH   DFND 2 6,600 0 0
LOUISIANA PAC CORP COM 546347105 86 3,000 SH   DFND 9 3,000 0 0
LOWES COS INC COM 548661107 894 10,190 SH   OTR 7 0 0 10,190
LOWES COS INC COM 548661107 3,036 34,600 SH   DFND 2 0 34,600 0
LOWES COS INC COM 548661107 641 7,300 SH   DFND 2 7,300 0 0
LOWES COS INC COM 548661107 654,863 7,462,822 SH   SOLE 5 7,213,132 0 249,690
LOXO ONCOLOGY INC COM 548862101 7,868 68,200 SH   SOLE 5 68,200 0 0
LPL FINL HLDGS INC COM 50212V100 275 4,500 SH   DFND 9 4,500 0 0
LSC COMMUNICATIONS INC COM 50218P107 159 9,100 SH   DFND 9 9,100 0 0
LSI INDS INC COM 50216C108 173 21,380 SH   DFND 9 21,380 0 0
LTC PPTYS INC COM 502175102 555 14,600 SH   DFND 2 14,600 0 0
LTC PPTYS INC COM 502175102 56 1,475 SH   SOLE 5 1,475 0 0
LULULEMON ATHLETICA INC COM 550021109 80 900 SH   DFND 9 900 0 0
LULULEMON ATHLETICA INC COM 550021109 339 3,800 SH   DFND 2 0 3,800 0
LULULEMON ATHLETICA INC COM 550021109 71 800 SH   DFND 2 800 0 0
LULULEMON ATHLETICA INC COM 550021109 2,650 29,735 SH   SOLE 5 29,735 0 0
LUMENTUM HLDGS INC COM 55024U109 4,903 76,848 SH   SOLE 5 75,973 0 875
LUMINEX CORP DEL COM 55027E102 44 2,100 SH   DFND 9 2,100 0 0
LYON WILLIAM HOMES CL A NEW 552074700 484 17,600 SH   DFND 9 17,600 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 412 3,900 SH   DFND 9 3,900 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2,198 20,800 SH   DFND 2 0 20,800 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 285 2,700 SH   DFND 2 2,700 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 661 6,250 SH   SOLE 5 6,250 0 0
M & T BK CORP COM 55261F104 111 600 SH   DFND 9 600 0 0
M & T BK CORP COM 55261F104 498 2,700 SH   DFND 2 0 2,700 0
M & T BK CORP COM 55261F104 221 1,200 SH   DFND 2 1,200 0 0
M D C HLDGS INC COM 552676108 507 18,163 SH   DFND 9 18,163 0 0
M D C HLDGS INC COM 552676108 801 28,700 SH   SOLE 5 28,700 0 0
M/I HOMES INC COM 55305B101 87 2,721 SH   DFND 9 2,721 0 0
MACERICH CO COM 554382101 95 1,700 SH   DFND 2 0 1,700 0
MACERICH CO COM 554382101 1,949 34,800 SH   DFND 2 34,800 0 0
MACERICH CO COM 554382101 422 7,538 SH   SOLE 5 7,538 0 0
MACK CALI RLTY CORP COM 554489104 376 22,500 SH   DFND 2 22,500 0 0
MACK CALI RLTY CORP COM 554489104 31,753 1,900,226 SH   SOLE 5 1,897,945 0 2,281
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 12,558 756,445 SH   SOLE 5 755,618 0 827
MACQUARIE INFRASTRUCTURE COR Membership interest 55608B105 1,425 38,576 PRN   SOLE 1 38,576 0 0
MACQUARIE INFRASTRUCTURE COR Membership interest 55608B105 206,884 5,602,057 PRN   SOLE 1 5,602,057 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 2,194 59,400 SH   DFND 2 59,400 0 0
MACROGENICS INC COM 556099109 2,013 80,000 SH   SOLE 5 80,000 0 0
MACYS INC COM 55616P104 309 10,400 SH   DFND 9 10,400 0 0
MACYS INC COM 55616P104 488 16,400 SH   DFND 2 0 16,400 0
MACYS INC COM 55616P104 65 2,200 SH   DFND 2 2,200 0 0
MADDEN STEVEN LTD COM 556269108 123,573 2,814,865 SH   SOLE 5 2,808,334 0 6,531
MAGELLAN HEALTH INC COM NEW 559079207 129 1,200 SH   DFND 9 1,200 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 11,631 199,334 SH   DFND 4 119,934 6,100 73,300
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 604 10,350 SH   DFND 4 0 10,350 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 6,804 116,608 SH   DFND 2 116,608 0 0
MAGIC SOFTWARE ENTERPRISES L ORD 559166103 483 56,875 SH   DFND 9 56,875 0 0
MAGICJACK VOCALTEC LTD SHS M6787E101 737 87,700 SH   SOLE 5 87,700 0 0
MAIN STREET CAPITAL CORP COM 56035L104 36,155 979,812 SH   SOLE 5 975,750 0 4,062
MAINSOURCE FINANCIAL GP INC COM 56062Y102 29,663 729,706 SH   SOLE 5 728,824 0 882
MALIBU BOATS INC COM CL A 56117J100 38,670 1,164,408 SH   SOLE 5 1,162,737 0 1,671
MALLINCKRODT PUB LTD CO SHS G5785G107 19 1,300 SH   DFND 9 1,300 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 152 10,522 SH   DFND 2 0 10,522 0
MALLINCKRODT PUB LTD CO SHS G5785G107 56 3,900 SH   DFND 2 3,900 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 594 41,000 SH   SOLE 5 41,000 0 0
MAMMOTH ENERGY SVCS INC COM 56155L108 95 2,957 SH   DFND 9 2,957 0 0
MANHATTAN ASSOCS INC COM 562750109 25 600 SH   DFND 9 600 0 0
MANNING & NAPIER INC CL A 56382Q102 97 27,708 SH   DFND 9 27,708 0 0
MANPOWERGROUP INC COM 56418H100 334 2,900 SH   DFND 9 2,900 0 0
MANPOWERGROUP INC COM 56418H100 414 3,600 SH   DFND 2 0 3,600 0
MANPOWERGROUP INC COM 56418H100 58 500 SH   DFND 2 500 0 0
MANPOWERGROUP INC COM 56418H100 4,846 42,100 SH   SOLE 5 42,100 0 0
MANTECH INTL CORP CL A 564563104 222 4,009 SH   DFND 9 4,009 0 0
MANULIFE FINL CORP COM 56501R106 699 37,720 SH   OTR 7 0 0 37,720
MANULIFE FINL CORP COM 56501R106 700 37,720 SH   SOLE 5 37,720 0 0
MARATHON OIL CORP COM 565849106 279 17,300 SH   DFND 9 17,300 0 0
MARATHON OIL CORP COM 565849106 273 16,900 SH   DFND 2 0 16,900 0
MARATHON OIL CORP COM 565849106 116 7,200 SH   DFND 2 7,200 0 0
MARATHON OIL CORP COM 565849106 706,405 43,794,504 SH   SOLE 5 42,383,036 0 1,411,468
MARATHON PETE CORP COM 56585A102 175 2,400 SH   DFND 9 2,400 0 0
MARATHON PETE CORP COM 56585A102 1,228 16,800 SH   DFND 2 0 16,800 0
MARATHON PETE CORP COM 56585A102 336 4,600 SH   DFND 2 4,600 0 0
MARATHON PETE CORP COM 56585A102 6,872 93,994 SH   SOLE 5 93,994 0 0
MARCHEX INC CL B 56624R108 232 84,979 SH   DFND 9 84,979 0 0
MARCUS & MILLICHAP INC COM 566324109 664 18,400 SH   DFND 9 18,400 0 0
MARCUS CORP COM 566330106 926 30,500 SH   SOLE 5 30,500 0 0
MARINE PRODS CORP COM 568427108 17 1,200 SH   DFND 9 1,200 0 0
MARINEMAX INC COM 567908108 33,592 1,727,082 SH   SOLE 5 1,727,082 0 0
MARKEL CORP COM 570535104 234 200 SH   DFND 2 0 200 0
MARKEL CORP COM 570535104 82 70 SH   DFND 2 70 0 0
MARRIOTT INTL INC NEW CL A 571903202 299 2,200 SH   DFND 2 0 2,200 0
MARRIOTT INTL INC NEW CL A 571903202 354 2,600 SH   DFND 2 2,600 0 0
MARRIOTT INTL INC NEW CL A 571903202 8,813 64,814 SH   SOLE 5 64,814 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 40 300 SH   DFND 9 300 0 0
MARSH & MCLENNAN COS INC COM 571748102 1,602 19,400 SH   DFND 2 0 19,400 0
MARSH & MCLENNAN COS INC COM 571748102 347 4,200 SH   DFND 2 4,200 0 0
MARSH & MCLENNAN COS INC COM 571748102 645,664 7,817,700 SH   SOLE 5 7,540,231 0 277,468
MARTEN TRANS LTD COM 573075108 285 12,500 SH   DFND 9 12,500 0 0
MARTIN MARIETTA MATLS INC COM 573284106 62 300 SH   DFND 2 0 300 0
MARTIN MARIETTA MATLS INC COM 573284106 104 500 SH   DFND 2 500 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 57 2,700 SH   DFND 9 2,700 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 168 8,000 SH   DFND 2 0 8,000 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 76 3,600 SH   DFND 2 3,600 0 0
MASCO CORP COM 574599106 133 3,300 SH   DFND 2 0 3,300 0
MASCO CORP COM 574599106 109 2,700 SH   DFND 2 2,700 0 0
MASONITE INTL CORP NEW COM 575385109 1,367 22,282 SH   SOLE 5 22,282 0 0
MASTEC INC COM 576323109 24 500 SH   DFND 9 500 0 0
MASTEC INC COM 576323109 141,808 3,013,984 SH   SOLE 5 3,003,421 0 10,563
MASTERCARD INCORPORATED CL A 57636Q104 1,014 5,800 SH   OTR 7 0 0 5,800
MASTERCARD INCORPORATED CL A 57636Q104 7,287 41,600 SH   DFND 2 0 41,600 0
MASTERCARD INCORPORATED CL A 57636Q104 1,419 8,100 SH   DFND 2 8,100 0 0
MASTERCARD INCORPORATED CL A 57636Q104 279,123 1,593,532 SH   SOLE 5 381,897 1,195,616 16,018
MATCH GROUP INC COM 57665R106 187 4,200 SH   DFND 9 4,200 0 0
MATCH GROUP INC COM 57665R106 56,473 1,270,779 SH   SOLE 5 1,270,779 0 0
MATERION CORP COM 576690101 349 6,831 SH   DFND 9 6,831 0 0
MATRIX SVC CO COM 576853105 200 14,597 SH   DFND 9 14,597 0 0
MATSON INC COM 57686G105 17 600 SH   DFND 9 600 0 0
MATTEL INC COM 577081102 85 6,500 SH   DFND 2 0 6,500 0
MATTEL INC COM 577081102 36 2,700 SH   DFND 2 2,700 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 680 11,300 SH   DFND 2 0 11,300 0
MAXIM INTEGRATED PRODS INC COM 57772K101 247 4,100 SH   DFND 2 4,100 0 0
MAXIMUS INC COM 577933104 60 900 SH   DFND 9 900 0 0
MAXLINEAR INC COM 57776J100 79,423 3,491,116 SH   SOLE 5 3,482,584 0 8,532
MCBC HLDGS INC COM 55276F107 267 10,600 SH   DFND 9 10,600 0 0
MCCLATCHY CO CL A NEW 579489303 112 12,100 SH   DFND 9 12,100 0 0
MCCORMICK & CO INC COM NON VTG 579780206 234 2,200 SH   DFND 2 0 2,200 0
MCCORMICK & CO INC COM NON VTG 579780206 21 200 SH   DFND 2 200 0 0
MCCORMICK & CO INC COM NON VTG 579780206 9,747 91,620 SH   SOLE 5 91,620 0 0
MCDERMOTT INTL INC COM 580037109 364 59,700 SH   DFND 9 59,700 0 0
MCDERMOTT INTL INC COM 580037109 853 140,000 SH   SOLE 5 140,000 0 0
MCDONALDS CORP COM 580135101 657 4,200 SH   DFND 2 0 4,200 0
MCDONALDS CORP COM 580135101 876 5,600 SH   DFND 2 5,600 0 0
MCDONALDS CORP COM 580135101 4 26 SH   SOLE 5 26 0 0
MCGRATH RENTCORP COM 580589109 243 4,535 SH   DFND 9 4,535 0 0
MCKESSON CORP COM 58155Q103 268 1,900 SH   DFND 9 1,900 0 0
MCKESSON CORP COM 58155Q103 2,451 17,400 SH   DFND 2 0 17,400 0
MCKESSON CORP COM 58155Q103 268 1,900 SH   DFND 2 1,900 0 0
MCKESSON CORP COM 58155Q103 18,158 128,900 SH   SOLE 5 128,900 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 1,130 86,900 SH   DFND 2 86,900 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 2,042 157,100 SH   SOLE 5 157,100 0 0
MEDICAL TRANSCRIPTION BLG CO COM 58464J105 209 62,900 SH   DFND 9 62,900 0 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 3,366 2,900,000 PRN   OTR 7 0 0 0
MEDICINES CO COM 584688105 37,881 1,150,008 SH   SOLE 5 1,148,622 0 1,386
MEDIDATA SOLUTIONS INC COM 58471A105 1,599 25,455 SH   SOLE 5 25,455 0 0
MEDIFAST INC COM 58470H101 422 4,517 SH   DFND 9 4,517 0 0
MEDPACE HLDGS INC COM 58506Q109 119 3,400 SH   DFND 9 3,400 0 0
MEDTRONIC PLC SHS G5960L103 1,468 18,300 SH   DFND 2 0 18,300 0
MEDTRONIC PLC SHS G5960L103 906 11,300 SH   DFND 2 11,300 0 0
MEDTRONIC PLC SHS G5960L103 24,635 307,087 SH   SOLE 5 307,087 0 0
MEET GROUP INC COM 58513U101 126 60,100 SH   DFND 9 60,100 0 0
MELCO RESORT ENTERTAINMENT L ADR 585464100 7,409 255,642 SH   SOLE 5 255,642 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 583 8,000 SH   DFND 9 8,000 0 0
MERCADOLIBRE INC COM 58733R102 535 1,500 SH   DFND 2 0 1,500 0
MERCADOLIBRE INC COM 58733R102 143 400 SH   DFND 2 400 0 0
MERCADOLIBRE INC COM 58733R102 779 2,186 SH   SOLE 5 0 2,186 0
MERCANTILE BANK CORP COM 587376104 208 6,266 SH   DFND 9 6,266 0 0
MERCER INTL INC COM 588056101 765 61,426 SH   DFND 9 61,426 0 0
MERCHANTS BANCORP IND COM 58844R108 88 4,090 SH   DFND 9 4,090 0 0
MERCK & CO INC COM 58933Y105 1,242 22,800 SH   DFND 2 0 22,800 0
MERCK & CO INC COM 58933Y105 1,236 22,700 SH   DFND 2 22,700 0 0
MERCK & CO INC COM 58933Y105 668,958 12,281,212 SH   SOLE 5 11,889,503 0 391,708
MERCURY SYS INC COM 589378108 568 11,750 SH   SOLE 5 11,750 0 0
MEREDITH CORP COM 589433101 55,426 1,030,225 SH   SOLE 5 1,026,703 0 3,522
MERIDIAN BANCORP INC MD COM 58958U103 10 515 SH   DFND 9 515 0 0
MERIT MED SYS INC COM 589889104 281 6,200 SH   DFND 9 6,200 0 0
MERIT MED SYS INC COM 589889104 46,047 1,015,356 SH   SOLE 5 1,013,948 0 1,408
MERITAGE HOMES CORP COM 59001A102 95 2,100 SH   DFND 9 2,100 0 0
MERITAGE HOMES CORP COM 59001A102 70,974 1,568,491 SH   SOLE 5 1,562,292 0 6,199
MERITOR INC COM 59001K100 524 25,500 SH   DFND 9 25,500 0 0
MERRIMACK PHARMACEUTICALS IN COM NEW 590328209 144 17,830 SH   DFND 9 17,830 0 0
METHODE ELECTRS INC COM 591520200 2,534 64,800 SH   SOLE 5 64,800 0 0
METLIFE INC COM 59156R108 1,358 29,600 SH   DFND 2 0 29,600 0
METLIFE INC COM 59156R108 505 11,000 SH   DFND 2 11,000 0 0
METLIFE INC COM 59156R108 8,209 178,895 SH   SOLE 5 178,895 0 0
METROPOLITAN BK HLDG CORP COM 591774104 55 1,300 SH   DFND 9 1,300 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 575 1,000 SH   DFND 2 0 1,000 0
METTLER TOLEDO INTERNATIONAL COM 592688105 58 100 SH   DFND 2 100 0 0
MGE ENERGY INC COM 55277P104 320 5,700 SH   DFND 2 5,700 0 0
MGIC INVT CORP WIS COM 552848103 408 31,400 SH   DFND 9 31,400 0 0
MGIC INVT CORP WIS COM 552848103 61,031 4,694,678 SH   SOLE 5 4,689,326 0 5,352
MGM GROWTH PPTYS LLC CL A COM 55303A105 11,270 424,633 SH   SOLE 5 424,633 0 0
MGM RESORTS INTERNATIONAL COM 552953101 137 3,900 SH   DFND 2 0 3,900 0
MGM RESORTS INTERNATIONAL COM 552953101 126 3,600 SH   DFND 2 3,600 0 0
MGM RESORTS INTERNATIONAL COM 552953101 3,458 98,748 SH   SOLE 5 97,036 0 1,712
MGP INGREDIENTS INC NEW COM 55303J106 36 400 SH   DFND 9 400 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 180 2,900 SH   DFND 9 2,900 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 546 8,800 SH   DFND 2 0 8,800 0
MICHAEL KORS HLDGS LTD SHS G60754101 99 1,600 SH   DFND 2 1,600 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 931 15,000 SH   SOLE 5 15,000 0 0
MICHAELS COS INC COM 59408Q106 130 6,600 SH   DFND 9 6,600 0 0
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 6 397 SH   DFND 9 397 0 0
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 115 8,225 SH   DFND 2 0 8,225 0
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 32 2,293 SH   DFND 2 2,293 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 91 1,000 SH   DFND 2 0 1,000 0
MICROCHIP TECHNOLOGY INC COM 595017104 137 1,500 SH   DFND 2 1,500 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 2,133 1,200,000 PRN   OTR 7 0 0 0
MICRON TECHNOLOGY INC COM 595112103 302 5,800 SH   DFND 9 5,800 0 0
MICRON TECHNOLOGY INC COM 595112103 594 11,400 SH   DFND 2 0 11,400 0
MICRON TECHNOLOGY INC COM 595112103 469 9,000 SH   DFND 2 9,000 0 0
MICRON TECHNOLOGY INC COM 595112103 94,577 1,813,912 SH   SOLE 5 1,813,912 0 0
MICROSEMI CORP COM 595137100 12,840 198,393 SH   SOLE 5 198,377 0 16
MICROSOFT CORP COM 594918104 3,186 34,910 SH   OTR 7 0 0 34,910
MICROSOFT CORP COM 594918104 100 1,100 SH   DFND 9 1,100 0 0
MICROSOFT CORP COM 594918104 21,229 232,600 SH   DFND 2 0 232,600 0
MICROSOFT CORP COM 594918104 5,504 60,300 SH   DFND 2 60,300 0 0
MICROSOFT CORP COM 594918104 457,741 5,015,241 SH   SOLE 5 2,006,763 2,963,789 44,689
MID AMER APT CMNTYS INC COM 59522J103 73 800 SH   DFND 2 0 800 0
MID AMER APT CMNTYS INC COM 59522J103 2,710 29,700 SH   DFND 2 29,700 0 0
MID AMER APT CMNTYS INC COM 59522J103 459 5,020 SH   SOLE 5 5,020 0 0
MIDDLEBY CORP COM 596278101 25 200 SH   DFND 2 0 200 0
MIDDLEBY CORP COM 596278101 50 400 SH   DFND 2 400 0 0
MIDDLEBY CORP COM 596278101 5,918 47,810 SH   SOLE 5 47,810 0 0
MIDWESTONE FINL GROUP INC NE COM 598511103 13 390 SH   DFND 9 390 0 0
MILLER HERMAN INC COM 600544100 195 6,100 SH   DFND 9 6,100 0 0
MILLER HERMAN INC COM 600544100 1,482 46,400 SH   SOLE 5 46,400 0 0
MIMECAST LTD ORD SHS G14838109 7,384 208,419 SH   SOLE 5 208,419 0 0
MIMEDX GROUP INC COM 602496101 444 63,700 SH   DFND 9 63,700 0 0
MINDBODY INC COM CL A 60255W105 12 300 SH   DFND 9 300 0 0
MINERALS TECHNOLOGIES INC COM 603158106 83,510 1,247,346 SH   SOLE 5 1,244,779 0 2,567
MIRAGEN THERAPEUTICS INC COM 60463E103 30 4,300 SH   DFND 9 4,300 0 0
MIRATI THERAPEUTICS INC COM 60468T105 6,865 223,630 SH   SOLE 5 223,630 0 0
MITCHAM INDS INC COM 606501104 28 8,530 SH   DFND 9 8,530 0 0
MITEL NETWORKS CORP COM 60671Q104 311 33,500 SH   DFND 9 33,500 0 0
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADS 606822104 6 906 SH   SOLE 5 235 0 671
MKS INSTRUMENT INC COM 55306N104 220 1,900 SH   DFND 9 1,900 0 0
MKS INSTRUMENT INC COM 55306N104 43,564 376,685 SH   SOLE 5 376,685 0 0
MOBILE MINI INC COM 60740F105 116 2,672 SH   DFND 9 2,672 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 1,082 95,000 SH   OTR 7 0 0 95,000
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 515 45,200 SH   DFND 2 45,200 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 39,186 3,440,278 SH   SOLE 5 3,440,142 0 136
MOBILEIRON INC COM NEW 60739U204 62 12,605 SH   DFND 9 12,605 0 0
MODINE MFG CO COM 607828100 510 24,100 SH   DFND 9 24,100 0 0
MOELIS & CO CL A 60786M105 331 6,500 SH   DFND 9 6,500 0 0
MOHAWK INDS INC COM 608190104 186 800 SH   DFND 2 0 800 0
MOHAWK INDS INC COM 608190104 116 500 SH   DFND 2 500 0 0
MOHAWK INDS INC COM 608190104 5,748 24,752 SH   SOLE 5 24,752 0 0
MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 1,436 1,000,000 PRN   OTR 7 0 0 0
MOLINA HEALTHCARE INC COM 60855R100 203 2,500 SH   DFND 9 2,500 0 0
MOLSON COORS BREWING CO CL B 60871R209 98 1,300 SH   DFND 2 0 1,300 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 2,051 113,000 SH   SOLE 5 113,000 0 0
MOMO INC ADR 60879B107 1,009 27,000 SH   OTR 7 0 0 27,000
MOMO INC ADR 60879B107 38,098 1,019,200 SH   DFND 9 404,200 207,500 407,500
MOMO INC ADR 60879B107 1,734 46,400 SH   DFND 2 5,700 40,700 0
MOMO INC ADR 60879B107 1,010 27,000 SH   SOLE 5 27,000 0 0
MONDELEZ INTL INC CL A 609207105 772 18,500 SH   DFND 2 0 18,500 0
MONDELEZ INTL INC CL A 609207105 513 12,300 SH   DFND 2 12,300 0 0
MONDELEZ INTL INC CL A 609207105 678,902 16,268,908 SH   SOLE 5 15,794,578 0 474,329
MONEYGRAM INTL INC COM NEW 60935Y208 124 14,400 SH   DFND 9 14,400 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 177 11,800 SH   DFND 2 11,800 0 0
MONOLITHIC PWR SYS INC COM 609839105 22,147 191,300 SH   SOLE 5 191,300 0 0
MONRO INC COM 610236101 1,482 27,640 SH   SOLE 5 27,640 0 0
MONSANTO CO NEW COM 61166W101 1,774 15,200 SH   DFND 2 0 15,200 0
MONSANTO CO NEW COM 61166W101 455 3,900 SH   DFND 2 3,900 0 0
MONSANTO CO NEW COM 61166W101 2,750 23,570 SH   SOLE 5 23,570 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 492 8,600 SH   DFND 2 0 8,600 0
MONSTER BEVERAGE CORP NEW COM 61174X109 97 1,700 SH   DFND 2 1,700 0 0
MOODYS CORP COM 615369105 177 1,100 SH   DFND 2 0 1,100 0
MOODYS CORP COM 615369105 226 1,400 SH   DFND 2 1,400 0 0
MOODYS CORP COM 615369105 5,195 32,210 SH   SOLE 5 32,210 0 0
MOOG INC CL A 615394202 15 178 SH   DFND 9 178 0 0
MOOG INC CL A 615394202 1,615 19,600 SH   SOLE 5 19,600 0 0
MORGAN STANLEY COM NEW 617446448 81 1,500 SH   DFND 9 1,500 0 0
MORGAN STANLEY COM NEW 617446448 1,327 24,600 SH   DFND 2 0 24,600 0
MORGAN STANLEY COM NEW 617446448 669 12,400 SH   DFND 2 12,400 0 0
MORGAN STANLEY COM NEW 617446448 20,617 382,075 SH   SOLE 5 379,689 0 2,386
MOSAIC CO NEW COM 61945C103 180 7,400 SH   DFND 2 0 7,400 0
MOSAIC CO NEW COM 61945C103 75 3,100 SH   DFND 2 3,100 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 295 2,800 SH   DFND 9 2,800 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 126 1,200 SH   DFND 2 0 1,200 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 137 1,300 SH   DFND 2 1,300 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 0 1 SH   SOLE 5 0 0 0
MOVADO GROUP INC COM 624580106 692 18,009 SH   DFND 9 18,009 0 0
MSCI INC COM 55354G100 194 1,300 SH   DFND 9 1,300 0 0
MSCI INC COM 55354G100 389 2,600 SH   DFND 2 0 2,600 0
MSCI INC COM 55354G100 90 600 SH   DFND 2 600 0 0
MSCI INC COM 55354G100 12,581 84,169 SH   SOLE 5 20,456 61,920 1,793
MURPHY OIL CORP COM 626717102 457 17,700 SH   DFND 9 17,700 0 0
MURPHY USA INC COM 626755102 1,201 16,500 SH   SOLE 5 16,500 0 0
MUTUALFIRST FINL INC COM 62845B104 213 5,884 SH   DFND 9 5,884 0 0
MVC CAPITAL INC COM 553829102 574 57,819 SH   DFND 9 57,819 0 0
MYERS INDS INC COM 628464109 565 26,707 SH   DFND 9 26,707 0 0
MYLAN N V SHS EURO N59465109 29 700 SH   DFND 9 700 0 0
MYLAN N V SHS EURO N59465109 416 10,100 SH   DFND 2 0 10,100 0
MYLAN N V SHS EURO N59465109 161 3,900 SH   DFND 2 3,900 0 0
MYLAN N V SHS EURO N59465109 12,956 314,703 SH   SOLE 5 314,703 0 0
MYR GROUP INC DEL COM 55405W104 30,881 1,001,977 SH   SOLE 5 1,000,654 0 1,323
MYRIAD GENETICS INC COM 62855J104 328 11,100 SH   DFND 9 11,100 0 0
MYRIAD GENETICS INC COM 62855J104 3,989 135,000 SH   SOLE 5 135,000 0 0
NANOMETRICS INC COM 630077105 1,325 49,265 SH   SOLE 5 49,265 0 0
NASDAQ INC COM 631103108 250 2,900 SH   DFND 2 0 2,900 0
NASDAQ INC COM 631103108 52 600 SH   DFND 2 600 0 0
NASDAQ INC COM 631103108 8,833 102,450 SH   SOLE 5 102,450 0 0
NATERA INC COM 632307104 14,587 1,573,608 SH   SOLE 5 1,571,570 0 2,038
NATIONAL FUEL GAS CO N J COM 636180101 67 1,300 SH   DFND 9 1,300 0 0
NATIONAL GRID PLC SPONSORED ADR NE 636274409 60,881 1,078,860 SH   SOLE 5 747,654 0 331,206
NATIONAL HEALTH INVS INC COM 63633D104 666 9,900 SH   DFND 2 9,900 0 0
NATIONAL HEALTH INVS INC COM 63633D104 114 1,700 SH   SOLE 5 1,700 0 0
NATIONAL OILWELL VARCO INC COM 637071101 158 4,300 SH   DFND 2 0 4,300 0
NATIONAL OILWELL VARCO INC COM 637071101 44 1,200 SH   DFND 2 1,200 0 0
NATIONAL RESH CORP CL B 637372301 92 1,900 SH   DFND 9 1,900 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 1,476 37,600 SH   DFND 2 37,600 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 5,319 135,494 SH   SOLE 5 135,494 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 223 8,900 SH   DFND 2 8,900 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 1,713 68,300 SH   SOLE 5 68,300 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 65 9,100 SH   DFND 9 9,100 0 0
NAVIENT CORPORATION COM 63938C108 34 2,600 SH   DFND 2 2,600 0 0
NAVIGANT CONSULTING INC COM 63935N107 26,075 1,355,265 SH   SOLE 5 1,353,397 0 1,868
NAVIOS MARITIME HOLDINGS INC COM Y62196103 227 252,611 SH   DFND 9 252,611 0 0
NAVIOS MARITIME PARTNERS L P UNIT LPI Y62267102 60 33,573 SH   DFND 9 33,573 0 0
NBT BANCORP INC COM 628778102 52,368 1,475,975 SH   SOLE 5 1,470,393 0 5,582
NCI BUILDING SYS INC COM NEW 628852204 866 48,925 SH   DFND 9 48,925 0 0
NCI BUILDING SYS INC COM NEW 628852204 1,471 83,122 SH   SOLE 5 83,122 0 0
NCR CORP NEW COM 62886E108 37,417 1,187,087 SH   SOLE 5 1,182,393 0 4,694
NEENAH INC COM 640079109 58,893 751,186 SH   SOLE 5 750,266 0 920
NEKTAR THERAPEUTICS COM 640268108 1,645 15,478 SH   SOLE 5 15,478 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 35 3,700 SH   DFND 9 3,700 0 0
NETAPP INC COM 64110D104 99 1,600 SH   DFND 9 1,600 0 0
NETAPP INC COM 64110D104 253 4,100 SH   DFND 2 0 4,100 0
NETAPP INC COM 64110D104 148 2,400 SH   DFND 2 2,400 0 0
NETEASE INC SPONSORED ADR 64110W102 1,094 3,900 SH   OTR 7 0 0 3,900
NETEASE INC SPONSORED ADR 64110W102 1,738 6,200 SH   DFND 2 6,200 0 0
NETEASE INC SPONSORED ADR 64110W102 1,094 3,900 SH   SOLE 5 3,900 0 0
NETFLIX INC COM 64110L106 207 700 SH   DFND 2 0 700 0
NETFLIX INC COM 64110L106 1,063 3,600 SH   DFND 2 3,600 0 0
NETFLIX INC COM 64110L106 11,160 37,785 SH   SOLE 5 37,785 0 0
NETGEAR INC COM 64111Q104 34 600 SH   DFND 9 600 0 0
NETGEAR INC COM 64111Q104 39,328 687,548 SH   SOLE 5 686,680 0 868
NETSCOUT SYS INC COM 64115T104 39,382 1,494,566 SH   SOLE 5 1,488,962 0 5,604
NEUROCRINE BIOSCIENCES INC COM 64125C109 63,953 771,170 SH   SOLE 5 771,154 0 16
NEVRO CORP COM 64157F103 2,610 30,111 SH   SOLE 5 30,111 0 0
NEW MTN FIN CORP COM 647551100 32 2,411 SH   DFND 9 2,411 0 0
NEW MTN FIN CORP COM 647551100 945 71,900 SH   SOLE 5 71,900 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 41,742 476,233 SH   DFND 9 197,778 77,366 201,089
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 1,004 11,458 SH   DFND 2 11,458 0 0
NEW RELIC INC COM 64829B100 504 6,800 SH   DFND 9 6,800 0 0
NEW RELIC INC COM 64829B100 4,209 56,793 SH   SOLE 5 56,793 0 0
NEW SR INVT GROUP INC COM 648691103 166 20,300 SH   DFND 2 20,300 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 112 8,600 SH   DFND 2 0 8,600 0
NEW YORK CMNTY BANCORP INC COM 649445103 50 3,800 SH   DFND 2 3,800 0 0
NEW YORK TIMES CO CL A 650111107 36,661 1,521,188 SH   SOLE 5 125,401 1,373,482 22,305
NEWELL BRANDS INC COM 651229106 110 4,300 SH   DFND 2 0 4,300 0
NEWELL BRANDS INC COM 651229106 71 2,800 SH   DFND 2 2,800 0 0
NEWELL BRANDS INC COM 651229106 1,870 73,389 SH   SOLE 5 73,389 0 0
NEWFIELD EXPL CO COM 651290108 42 1,700 SH   DFND 9 1,700 0 0
NEWFIELD EXPL CO COM 651290108 24 1,000 SH   DFND 2 0 1,000 0
NEWFIELD EXPL CO COM 651290108 37 1,500 SH   DFND 2 1,500 0 0
NEWFIELD EXPL CO COM 651290108 10,063 412,063 SH   SOLE 5 412,063 0 0
NEWMONT MINING CORP COM 651639106 191 4,900 SH   DFND 2 0 4,900 0
NEWMONT MINING CORP COM 651639106 180 4,600 SH   DFND 2 4,600 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 85 10,507 SH   DFND 9 10,507 0 0
NEWS CORP NEW CL A 65249B109 223 14,100 SH   DFND 2 0 14,100 0
NEWS CORP NEW CL A 65249B109 88 5,600 SH   DFND 2 5,600 0 0
NEXA RES S A COM L67359106 336 19,200 SH   DFND 9 19,200 0 0
NEXTERA ENERGY INC COM 65339F101 951 5,820 SH   OTR 7 0 0 5,820
NEXTERA ENERGY INC COM 65339F101 63,094 386,300 SH   DFND 4 331,500 35,100 19,700
NEXTERA ENERGY INC COM 65339F101 3,936 24,100 SH   DFND 4 0 10,400 13,700
NEXTERA ENERGY INC COM 65339F101 621 3,800 SH   DFND 2 0 3,800 0
NEXTERA ENERGY INC COM 65339F101 33,287 203,800 SH   DFND 2 203,800 0 0
NEXTERA ENERGY INC COM 65339F101 6,177 37,820 SH   SOLE 5 37,820 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 331 10,400 SH   DFND 2 0 10,400 0
NIELSEN HLDGS PLC SHS EUR G6518L108 181 5,700 SH   DFND 2 5,700 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 5,314 167,157 SH   SOLE 5 167,157 0 0
NIKE INC CL B 654106103 3,940 59,300 SH   DFND 2 0 59,300 0
NIKE INC CL B 654106103 764 11,500 SH   DFND 2 11,500 0 0
NIKE INC CL B 654106103 16,830 253,315 SH   SOLE 5 253,315 0 0
NISOURCE INC COM 65473P105 378 15,800 SH   DFND 2 0 15,800 0
NISOURCE INC COM 65473P105 1,592 66,600 SH   DFND 2 66,600 0 0
NMI HLDGS INC CL A 629209305 310 18,750 SH   DFND 9 18,750 0 0
NOBILIS HEALTH CORP COM 65500B103 712 431,512 SH   DFND 9 431,512 0 0
NOBLE ENERGY INC COM 655044105 324 10,700 SH   DFND 2 0 10,700 0
NOBLE ENERGY INC COM 655044105 136 4,500 SH   DFND 2 4,500 0 0
NOBLE ENERGY INC COM 655044105 6,313 208,339 SH   SOLE 5 208,339 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 190 12,100 SH   DFND 9 12,100 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 2,533 160,915 SH   SOLE 5 160,915 0 0
NORDSTROM INC COM 655664100 107 2,200 SH   DFND 2 0 2,200 0
NORDSTROM INC COM 655664100 48 1,000 SH   DFND 2 1,000 0 0
NORFOLK SOUTHERN CORP COM 655844108 448 3,300 SH   DFND 2 0 3,300 0
NORFOLK SOUTHERN CORP COM 655844108 2,593 19,100 SH   DFND 2 19,100 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 57 28,700 SH   DFND 9 28,700 0 0
NORTHERN TR CORP COM 665859104 371 3,600 SH   DFND 2 0 3,600 0
NORTHERN TR CORP COM 665859104 165 1,600 SH   DFND 2 1,600 0 0
NORTHRIM BANCORP INC COM 666762109 100 2,908 SH   DFND 9 2,908 0 0
NORTHROP GRUMMAN CORP COM 666807102 2,444 7,000 SH   DFND 2 0 7,000 0
NORTHROP GRUMMAN CORP COM 666807102 454 1,300 SH   DFND 2 1,300 0 0
NORTHROP GRUMMAN CORP COM 666807102 739,967 2,119,520 SH   SOLE 5 2,055,656 0 63,863
NORTHWEST NAT GAS CO COM 667655104 242 4,200 SH   DFND 2 4,200 0 0
NORTHWESTERN CORP COM NEW 668074305 355 6,600 SH   DFND 2 6,600 0 0
NORTHWESTERN CORP COM NEW 668074305 54,764 1,017,927 SH   SOLE 5 1,016,708 0 1,219
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 334 6,300 SH   DFND 2 0 6,300 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 217 4,100 SH   DFND 2 4,100 0 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 7,059 133,261 SH   SOLE 5 133,261 0 0
NOVA MEASURING INSTRUMENTS L COM M7516K103 567 20,900 SH   DFND 9 20,900 0 0
NOVARTIS A G SPONSORED ADR 66987V109 78,960 976,617 SH   SOLE 5 669,054 0 307,563
NOVOCURE LTD ORD SHS G6674U108 1,692 77,603 SH   SOLE 5 77,603 0 0
NRG ENERGY INC COM NEW 629377508 443 14,500 SH   DFND 9 14,500 0 0
NRG YIELD INC CL A NEW 62942X306 21 1,300 SH   DFND 9 1,300 0 0
NTT DOCOMO INC SPONS ADR 62942M201 28,832 1,127,584 SH   SOLE 5 735,219 0 392,364
NU SKIN ENTERPRISES INC CL A 67018T105 184 2,500 SH   DFND 9 2,500 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 2,861 3,000,000 PRN   OTR 7 0 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 43 2,700 SH   DFND 9 2,700 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 1,888 119,842 SH   SOLE 5 119,842 0 0
NUCOR CORP COM 670346105 37 600 SH   DFND 9 600 0 0
NUCOR CORP COM 670346105 263 4,300 SH   DFND 2 0 4,300 0
NUCOR CORP COM 670346105 159 2,600 SH   DFND 2 2,600 0 0
NUCOR CORP COM 670346105 4,689 76,762 SH   SOLE 5 76,762 0 0
NUTANIX INC CL A 67059N108 1,463 29,794 SH   SOLE 5 29,794 0 0
NUTRI SYS INC NEW COM 67069D108 22 800 SH   DFND 9 800 0 0
NUTRIEN LTD COM 67077M108 36,534 773,043 SH   SOLE 5 773,043 0 0
NUVASIVE INC COM 670704105 47 900 SH   DFND 9 900 0 0
NUVASIVE INC COM 670704105 25,640 491,093 SH   SOLE 5 490,438 0 655
NVIDIA CORP COM 67066G104 5,720 24,700 SH   DFND 2 0 24,700 0
NVIDIA CORP COM 67066G104 1,158 5,000 SH   DFND 2 5,000 0 0
NVIDIA CORP COM 67066G104 4,073 17,586 SH   SOLE 5 17,111 0 475
NVR INC COM 62944T105 112 40 SH   DFND 9 40 0 0
NVR INC COM 62944T105 448 160 SH   DFND 2 0 160 0
NVR INC COM 62944T105 168 60 SH   DFND 2 60 0 0
NVR INC COM 62944T105 2,968 1,060 SH   SOLE 5 1,060 0 0
NXP SEMICONDUCTORS N V COM N6596X109 304 2,600 SH   DFND 2 0 2,600 0
NXP SEMICONDUCTORS N V COM N6596X109 335 2,862 SH   DFND 2 2,862 0 0
NXP SEMICONDUCTORS N V COM N6596X109 580 4,960 SH   SOLE 5 4,960 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 792 3,200 SH   DFND 2 0 3,200 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 74 300 SH   DFND 2 300 0 0
OAKTREE SPECIALTY LENDING CO COM 67401P108 74 17,600 SH   DFND 9 17,600 0 0
OAKTREE SPECIALTY LENDING CO COM 67401P108 18 4,293 SH   SOLE 5 4,293 0 0
OASIS PETE INC NEW COM 674215108 119 14,700 SH   DFND 9 14,700 0 0
OASIS PETE INC NEW COM 674215108 37,642 4,647,126 SH   SOLE 5 4,627,911 0 19,215
OBSIDIAN ENERGY LTD COM 674482104 192 195,900 SH   DFND 9 195,900 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 637 9,800 SH   DFND 2 0 9,800 0
OCCIDENTAL PETE CORP DEL COM 674599105 448 6,900 SH   DFND 2 6,900 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 670,260 10,318,046 SH   SOLE 5 9,986,561 0 331,484
OCEANEERING INTL INC COM 675232102 483 26,030 SH   OTR 7 0 0 26,030
OCEANEERING INTL INC COM 675232102 483 26,030 SH   SOLE 5 26,030 0 0
OFFICE DEPOT INC COM 676220106 376 174,900 SH   SOLE 5 174,900 0 0
OFG BANCORP COM 67103X102 444 42,497 SH   DFND 9 42,497 0 0
OGE ENERGY CORP COM 670837103 92 2,800 SH   DFND 2 0 2,800 0
OGE ENERGY CORP COM 670837103 1,445 44,100 SH   DFND 2 44,100 0 0
OGE ENERGY CORP COM 670837103 3,211 98,000 SH   SOLE 5 98,000 0 0
OKTA INC CL A 679295105 805 20,196 SH   SOLE 5 20,196 0 0
OLD DOMINION FGHT LINES INC COM 679580100 338 2,300 SH   DFND 2 0 2,300 0
OLD NATL BANCORP IND COM 680033107 35,029 2,072,738 SH   SOLE 5 2,070,131 0 2,607
OLD REP INTL CORP COM 680223104 275 12,800 SH   DFND 9 12,800 0 0
OLD SECOND BANCORP INC ILL COM 680277100 546 39,296 SH   DFND 9 39,296 0 0
OLIN CORP COM PAR $1 680665205 107,011 3,521,247 SH   SOLE 5 3,508,079 0 13,168
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 1,813 30,068 SH   SOLE 5 28,521 0 1,547
OMEGA HEALTHCARE INVS INC COM 681936100 1,425 52,700 SH   DFND 2 52,700 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 1,149 42,475 SH   SOLE 5 42,475 0 0
OMNICOM GROUP INC COM 681919106 756 10,410 SH   OTR 7 0 0 10,410
OMNICOM GROUP INC COM 681919106 879 12,100 SH   DFND 2 0 12,100 0
OMNICOM GROUP INC COM 681919106 247 3,400 SH   DFND 2 3,400 0 0
OMNICOM GROUP INC COM 681919106 9,908 136,347 SH   SOLE 5 136,347 0 0
OMNOVA SOLUTIONS INC COM 682129101 546 52,028 SH   DFND 9 52,028 0 0
ON ASSIGNMENT INC COM 682159108 58 704 SH   SOLE 5 45 0 659
ON SEMICONDUCTOR SHS 682189105 5,500 10,498 SH   SOLE 5 10,498 0 0
ON SEMICONDUCTOR CORP COM 682189105 462 18,900 SH   DFND 9 18,900 0 0
ON SEMICONDUCTOR CORP COM 682189105 92,678 3,788,976 SH   SOLE 5 3,776,344 0 12,632
ONE GAS INC COM 68235P108 654 9,900 SH   DFND 2 9,900 0 0
ONE LIBERTY PPTYS INC COM 682406103 1,147 51,900 SH   SOLE 5 51,900 0 0
ONEOK INC NEW COM 682680103 649 11,400 SH   DFND 9 11,400 0 0
ONEOK INC NEW COM 682680103 120 2,100 SH   DFND 2 0 2,100 0
ONEOK INC NEW COM 682680103 4,286 75,300 SH   DFND 2 75,300 0 0
OPHTHOTECH CORP COM 683745103 566 206,500 SH   DFND 9 206,500 0 0
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 568 22,042 SH   DFND 9 22,042 0 0
OPTINOSE INC COM 68404V100 538 26,853 SH   SOLE 5 26,853 0 0
ORACLE CORP COM 68389X105 1,044 22,920 SH   OTR 7 0 0 22,920
ORACLE CORP COM 68389X105 1,482 32,400 SH   DFND 2 0 32,400 0
ORACLE CORP COM 68389X105 1,258 27,500 SH   DFND 2 27,500 0 0
ORACLE CORP COM 68389X105 677,410 14,806,783 SH   SOLE 5 14,334,541 0 472,241
ORASURE TECHNOLOGIES INC COM 68554V108 1,346 79,715 SH   SOLE 5 79,715 0 0
ORION ENGINEERED CARBONS S A COM L72967109 591 21,800 SH   DFND 9 21,800 0 0
ORION GROUP HOLDINGS INC COM 68628V308 105 16,000 SH   DFND 9 16,000 0 0
ORRSTOWN FINL SVCS INC COM 687380105 95 3,943 SH   DFND 9 3,943 0 0
ORTHOFIX INTL N V COM N6748L102 509 8,661 SH   DFND 9 8,661 0 0
OSHKOSH CORP COM 688239201 170 2,200 SH   DFND 9 2,200 0 0
OSHKOSH CORP COM 688239201 6,793 87,918 SH   SOLE 5 87,905 0 13
OSI SYSTEMS INC COM 671044105 3,639 55,751 SH   SOLE 5 55,751 0 0
OUTFRONT MEDIA INC COM 69007J106 65,565 3,498,650 SH   SOLE 5 2,986,725 487,958 23,967
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 152 53,500 SH   DFND 9 53,500 0 0
OWENS & MINOR INC NEW COM 690732102 81 5,200 SH   DFND 9 5,200 0 0
OWENS & MINOR INC NEW COM 690732102 501 32,200 SH   SOLE 5 32,200 0 0
OWENS CORNING NEW COM 690742101 64 800 SH   DFND 9 800 0 0
OWENS CORNING NEW COM 690742101 2,517 31,300 SH   SOLE 5 31,300 0 0
OWENS ILL INC COM NEW 690768403 89 4,100 SH   DFND 9 4,100 0 0
OWENS ILL INC COM NEW 690768403 975 45,000 SH   SOLE 5 45,000 0 0
OXFORD INDS INC COM 691497309 449 6,022 SH   DFND 9 6,022 0 0
OXFORD SQUARE CAP CORP COM 69181V107 290 47,398 SH   DFND 9 47,398 0 0
P A M TRANSN SVCS INC COM 693149106 127 3,500 SH   DFND 9 3,500 0 0
PACCAR INC COM 693718108 364 5,500 SH   DFND 2 0 5,500 0
PACCAR INC COM 693718108 212 3,200 SH   DFND 2 3,200 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 80 26,728 SH   DFND 9 26,728 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 48,380 1,553,114 SH   SOLE 5 1,553,114 0 0
PACKAGING CORP AMER COM 695156109 101 900 SH   DFND 9 900 0 0
PACKAGING CORP AMER COM 695156109 214 1,900 SH   DFND 2 0 1,900 0
PACKAGING CORP AMER COM 695156109 147 1,300 SH   DFND 2 1,300 0 0
PACKAGING CORP AMER COM 695156109 1,161 10,300 SH   SOLE 5 10,300 0 0
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 1,141 1,046,906 SH   DFND 9 1,046,906 0 0
PALO ALTO NETWORKS INC COM 697435105 109 600 SH   DFND 9 600 0 0
PALO ALTO NETWORKS INC COM 697435105 54 300 SH   DFND 2 0 300 0
PALO ALTO NETWORKS INC COM 697435105 54 300 SH   DFND 2 300 0 0
PALO ALTO NETWORKS INC COM 697435105 18,626 102,612 SH   SOLE 5 102,612 0 0
PAPA MURPHYS HLDGS INC COM 698814100 86 17,600 SH   DFND 9 17,600 0 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 257 14,952 SH   DFND 9 14,952 0 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 876 51,000 SH   SOLE 5 51,000 0 0
PARAMOUNT GROUP INC COM 69924R108 736 51,700 SH   DFND 2 51,700 0 0
PARK HOTELS RESORTS INC COM 700517105 992 36,732 SH   DFND 2 36,732 0 0
PARK HOTELS RESORTS INC COM 700517105 4,867 180,129 SH   SOLE 5 180,129 0 0
PARK OHIO HLDGS CORP COM 700666100 262 6,739 SH   DFND 9 6,739 0 0
PARKER HANNIFIN CORP COM 701094104 257 1,500 SH   DFND 2 0 1,500 0
PARKER HANNIFIN CORP COM 701094104 171 1,000 SH   DFND 2 1,000 0 0
PARKER HANNIFIN CORP COM 701094104 23,038 134,703 SH   SOLE 5 134,015 0 688
PARSLEY ENERGY INC CL A 701877102 6,219 214,510 SH   SOLE 5 214,468 0 42
PARTY CITY HOLDCO INC COM 702149105 1,475 94,572 SH   SOLE 5 94,572 0 0
PATRICK INDS INC COM 703343103 25 400 SH   DFND 9 400 0 0
PATRICK INDS INC COM 703343103 145 2,346 SH   SOLE 5 2,346 0 0
PATTERSON UTI ENERGY INC COM 703481101 73,377 4,190,577 SH   SOLE 5 4,174,973 0 15,604
PAYCHEX INC COM 704326107 856 13,900 SH   DFND 2 0 13,900 0
PAYCHEX INC COM 704326107 160 2,600 SH   DFND 2 2,600 0 0
PAYCOM SOFTWARE INC COM 70432V102 161 1,500 SH   DFND 9 1,500 0 0
PAYCOM SOFTWARE INC COM 70432V102 60,892 567,022 SH   SOLE 5 407,627 154,576 4,819
PAYLOCITY HLDG CORP COM 70438V106 231 4,500 SH   DFND 9 4,500 0 0
PAYPAL HLDGS INC COM 70450Y103 493 6,500 SH   DFND 2 0 6,500 0
PAYPAL HLDGS INC COM 70450Y103 630 8,300 SH   DFND 2 8,300 0 0
PAYPAL HLDGS INC COM 70450Y103 359,305 4,735,795 SH   SOLE 5 1,185,754 3,502,676 47,365
PBF ENERGY INC CL A 69318G106 210 6,200 SH   DFND 9 6,200 0 0
PBF ENERGY INC CL A 69318G106 1,698 50,100 SH   SOLE 5 50,100 0 0
PC-TEL INC COM 69325Q105 379 52,734 SH   DFND 9 52,734 0 0
PDL BIOPHARMA INC COM 69329Y104 882 299,840 SH   DFND 9 299,840 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 615 17,900 SH   DFND 2 17,900 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 40,089 1,167,067 SH   SOLE 5 1,165,356 0 1,711
PEGASYSTEMS INC COM 705573103 6 100 SH   DFND 9 100 0 0
PENGROWTH ENERGY CORP COM 70706P104 75 117,701 SH   DFND 9 117,701 0 0
PENN NATL GAMING INC COM 707569109 575 21,900 SH   DFND 9 21,900 0 0
PENNANTPARK INVT CORP COM 708062104 457 68,355 SH   DFND 9 68,355 0 0
PENNEY J C INC COM 708160106 12 3,900 SH   DFND 9 3,900 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 371 38,400 SH   DFND 2 38,400 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 279 6,300 SH   DFND 9 6,300 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 873 19,700 SH   SOLE 5 19,700 0 0
PENTAIR PLC SHS G7S00T104 41 600 SH   DFND 2 0 600 0
PENTAIR PLC SHS G7S00T104 109 1,600 SH   DFND 2 1,600 0 0
PENTAIR PLC SHS G7S00T104 3,014 44,240 SH   SOLE 5 44,240 0 0
PEOPLES BANCORP INC COM 709789101 429 12,088 SH   DFND 9 12,088 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 103 5,500 SH   DFND 2 0 5,500 0
PEOPLES UNITED FINANCIAL INC COM 712704105 45 2,400 SH   DFND 2 2,400 0 0
PEOPLES UTAH BANCORP COM 712706209 129 4,000 SH   DFND 9 4,000 0 0
PEPSICO INC COM 713448108 1,048 9,600 SH   OTR 7 0 0 9,600
PEPSICO INC COM 713448108 1,299 11,900 SH   DFND 2 0 11,900 0
PEPSICO INC COM 713448108 1,386 12,700 SH   DFND 2 12,700 0 0
PEPSICO INC COM 713448108 15,711 143,942 SH   SOLE 5 143,942 0 0
PERCEPTRON INC COM 71361F100 95 11,095 SH   DFND 9 11,095 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 307 10,300 SH   DFND 9 10,300 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 2,804 93,925 SH   SOLE 5 93,925 0 0
PERION NETWORK LTD SHS M78673106 323 404,178 SH   DFND 9 404,178 0 0
PERKINELMER INC COM 714046109 4,293 56,700 SH   SOLE 5 56,700 0 0
PERRIGO CO PLC SHS G97822103 25 300 SH   DFND 9 300 0 0
PERRIGO CO PLC SHS G97822103 108 1,300 SH   DFND 2 0 1,300 0
PERRIGO CO PLC SHS G97822103 92 1,100 SH   DFND 2 1,100 0 0
PERRIGO CO PLC SHS G97822103 11,834 142,000 SH   SOLE 5 142,000 0 0
PETIQ INC COM CL A 71639T106 277 10,400 SH   SOLE 5 10,400 0 0
PETMED EXPRESS INC COM 716382106 342 8,200 SH   DFND 9 8,200 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 57,205 4,403,795 SH   SOLE 5 4,403,795 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 43,838 3,100,109 SH   SOLE 5 3,100,109 0 0
PFENEX INC COM 717071104 40 6,648 SH   DFND 9 6,648 0 0
PFIZER INC COM 717081103 355 10,000 SH   DFND 9 10,000 0 0
PFIZER INC COM 717081103 2,250 63,400 SH   DFND 2 0 63,400 0
PFIZER INC COM 717081103 1,782 50,200 SH   DFND 2 50,200 0 0
PFIZER INC COM 717081103 740,746 20,871,967 SH   SOLE 5 20,290,803 0 581,164
PFSWEB INC COM NEW 717098206 309 35,313 SH   DFND 9 35,313 0 0
PG&E CORP COM 69331C108 559 12,730 SH   OTR 7 0 0 12,730
PG&E CORP COM 69331C108 68,680 1,563,400 SH   DFND 4 1,429,900 86,600 46,900
PG&E CORP COM 69331C108 2,495 56,800 SH   DFND 4 0 24,500 32,300
PG&E CORP COM 69331C108 224 5,100 SH   DFND 2 0 5,100 0
PG&E CORP COM 69331C108 16,208 368,940 SH   DFND 2 368,940 0 0
PG&E CORP COM 69331C108 559 12,730 SH   SOLE 5 12,730 0 0
PGT INNOVATIONS INC COM 69336V101 1,717 92,061 SH   SOLE 5 92,061 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 341 8,598 SH   DFND 9 8,598 0 0
PHILIP MORRIS INTL INC COM 718172109 36,522 367,424 SH   SOLE 5 367,424 0 0
PHILLIPS 66 COM 718546104 651 6,790 SH   OTR 7 0 0 6,790
PHILLIPS 66 COM 718546104 86 900 SH   DFND 9 900 0 0
PHILLIPS 66 COM 718546104 1,199 12,500 SH   DFND 2 0 12,500 0
PHILLIPS 66 COM 718546104 259 2,700 SH   DFND 2 2,700 0 0
PHILLIPS 66 COM 718546104 651 6,790 SH   SOLE 5 6,790 0 0
PHOTRONICS INC COM 719405102 212 25,698 SH   DFND 9 25,698 0 0
PHYSICIANS RLTY TR COM 71943U104 942 60,500 SH   DFND 2 60,500 0 0
PHYSICIANS RLTY TR COM 71943U104 2,741 176,075 SH   SOLE 5 176,075 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 679 38,600 SH   DFND 2 38,600 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 1,036 58,900 SH   SOLE 5 58,900 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 550 22,350 SH   OTR 7 0 0 22,350
PILGRIMS PRIDE CORP NEW COM 72147K108 81 3,300 SH   DFND 9 3,300 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 2,013 81,798 SH   SOLE 5 81,798 0 0
PINNACLE FOODS INC DEL COM 72348P104 51,269 947,672 SH   SOLE 5 944,354 0 3,318
PINNACLE WEST CAP CORP COM 723484101 192 2,400 SH   DFND 2 0 2,400 0
PINNACLE WEST CAP CORP COM 723484101 1,684 21,100 SH   DFND 2 21,100 0 0
PIONEER ENERGY SVCS CORP COM 723664108 11,079 4,103,330 SH   SOLE 5 4,096,933 0 6,397
PIONEER NAT RES CO COM 723787107 189 1,100 SH   DFND 2 0 1,100 0
PIONEER NAT RES CO COM 723787107 223 1,300 SH   DFND 2 1,300 0 0
PIONEER NAT RES CO COM 723787107 23,679 137,845 SH   SOLE 5 137,845 0 0
PIONEER PWR SOLUTIONS INC COM NEW 723836300 48 7,543 SH   DFND 9 7,543 0 0
PIPER JAFFRAY COS COM 724078100 75 900 SH   DFND 9 900 0 0
PIPER JAFFRAY COS COM 724078100 822 9,900 SH   SOLE 5 9,900 0 0
PITNEY BOWES INC COM 724479100 493 45,300 SH   SOLE 5 45,300 0 0
PIXELWORKS INC COM NEW 72581M305 188 48,600 SH   DFND 9 48,600 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 507 23,300 SH   DFND 9 23,300 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 222 10,200 SH   DFND 2 0 10,200 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 33 1,500 SH   DFND 2 1,500 0 0
PLANTRONICS INC NEW COM 727493108 109 1,800 SH   DFND 9 1,800 0 0
PLANTRONICS INC NEW COM 727493108 38,459 637,051 SH   SOLE 5 636,219 0 832
PLATFORM SPECIALTY PRODS COR COM 72766Q105 3 276 SH   SOLE 5 276 0 0
PLDT INC SPONSORED ADR 69344D408 1,113 39,214 SH   SOLE 5 39,214 0 0
PLEXUS CORP COM 729132100 18 300 SH   DFND 9 300 0 0
PNC FINL SVCS GROUP INC COM 693475105 1,001 6,650 SH   OTR 7 0 0 6,650
PNC FINL SVCS GROUP INC COM 693475105 45 300 SH   DFND 9 300 0 0
PNC FINL SVCS GROUP INC COM 693475105 1,830 12,100 SH   DFND 2 0 12,100 0
PNC FINL SVCS GROUP INC COM 693475105 590 3,900 SH   DFND 2 3,900 0 0
PNC FINL SVCS GROUP INC COM 693475105 12,835 84,868 SH   SOLE 5 84,868 0 0
PNM RES INC COM 69349H107 421 11,000 SH   DFND 2 11,000 0 0
POINTER TELOCATION LTD SHS M7946T104 87 5,928 SH   DFND 9 5,928 0 0
POLARIS INDS INC COM 731068102 103 900 SH   DFND 9 900 0 0
POLARIS INDS INC COM 731068102 92 800 SH   DFND 2 0 800 0
POLARIS INDS INC COM 731068102 57 500 SH   DFND 2 500 0 0
POLYONE CORP COM 73179P106 51 1,200 SH   DFND 9 1,200 0 0
POLYONE CORP COM 73179P106 3,213 75,564 SH   SOLE 5 75,564 0 0
POPULAR INC COM NEW 733174700 262 6,300 SH   DFND 9 6,300 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 583 14,400 SH   DFND 2 14,400 0 0
POTBELLY CORP COM 73754Y100 144 11,991 SH   DFND 9 11,991 0 0
PPG INDS INC COM 693506107 1,049 9,400 SH   DFND 2 0 9,400 0
PPG INDS INC COM 693506107 257 2,300 SH   DFND 2 2,300 0 0
PPG INDS INC COM 693506107 14,077 126,138 SH   SOLE 5 126,138 0 0
PPL CORP COM 69351T106 487 17,200 SH   DFND 2 0 17,200 0
PPL CORP COM 69351T106 3,531 124,800 SH   DFND 2 124,800 0 0
PPL CORP COM 69351T106 9,514 336,285 SH   SOLE 5 336,285 0 0
PRAXAIR INC COM 74005P104 476 3,300 SH   DFND 2 0 3,300 0
PRAXAIR INC COM 74005P104 317 2,200 SH   DFND 2 2,200 0 0
PRAXAIR INC COM 74005P104 17,016 117,921 SH   SOLE 5 117,921 0 0
PREFERRED APT CMNTYS INC COM 74039L103 470 33,100 SH   SOLE 5 33,100 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 533 8,303 SH   DFND 9 8,303 0 0
PREMIER INC CL A 74051N102 78 2,500 SH   DFND 9 2,500 0 0
PREMIER INC CL A 74051N102 1,918 61,250 SH   SOLE 5 61,250 0 0
PRESIDIO INC COM 74102M103 19 1,225 SH   DFND 9 1,225 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 29,132 863,942 SH   SOLE 5 862,846 0 1,096
PRGX GLOBAL INC COM NEW 69357C503 89 9,400 SH   DFND 9 9,400 0 0
PRICE T ROWE GROUP INC COM 74144T108 32 300 SH   DFND 9 300 0 0
PRICE T ROWE GROUP INC COM 74144T108 1,134 10,500 SH   DFND 2 0 10,500 0
PRICE T ROWE GROUP INC COM 74144T108 216 2,000 SH   DFND 2 2,000 0 0
PRICE T ROWE GROUP INC COM 74144T108 3,692 34,195 SH   SOLE 5 34,195 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 5,616 4,500,000 PRN   OTR 7 0 0 0
PRIMERICA INC COM 74164M108 58 600 SH   DFND 9 600 0 0
PRIMERICA INC COM 74164M108 47,383 490,505 SH   SOLE 5 489,845 0 660
PRIMORIS SVCS CORP COM 74164F103 673 26,942 SH   DFND 9 26,942 0 0
PRIMORIS SVCS CORP COM 74164F103 45,866 1,836,105 SH   SOLE 5 1,829,412 0 6,693
PRINCIPAL FINL GROUP INC COM 74251V102 588 9,660 SH   OTR 7 0 0 9,660
PRINCIPAL FINL GROUP INC COM 74251V102 37 600 SH   DFND 9 600 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 262 4,300 SH   DFND 2 0 4,300 0
PRINCIPAL FINL GROUP INC COM 74251V102 116 1,900 SH   DFND 2 1,900 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 588 9,660 SH   SOLE 5 9,660 0 0
PROCTER AND GAMBLE CO COM 742718109 7,635 96,300 SH   DFND 2 0 96,300 0
PROCTER AND GAMBLE CO COM 742718109 1,712 21,600 SH   DFND 2 21,600 0 0
PROCTER AND GAMBLE CO COM 742718109 23,641 298,166 SH   SOLE 5 298,166 0 0
PRO-DEX INC COLO COM NEW 74265M205 232 33,820 SH   DFND 9 33,820 0 0
PROFIRE ENERGY INC COM 74316X101 73 26,878 SH   DFND 9 26,878 0 0
PROGRESS SOFTWARE CORP COM 743312100 69 1,800 SH   DFND 9 1,800 0 0
PROGRESSIVE CORP OHIO COM 743315103 832 13,660 SH   OTR 7 0 0 13,660
PROGRESSIVE CORP OHIO COM 743315103 97 1,600 SH   DFND 9 1,600 0 0
PROGRESSIVE CORP OHIO COM 743315103 427 7,000 SH   DFND 2 0 7,000 0
PROGRESSIVE CORP OHIO COM 743315103 280 4,600 SH   DFND 2 4,600 0 0
PROGRESSIVE CORP OHIO COM 743315103 832 13,660 SH   SOLE 5 13,660 0 0
PROLOGIS INC COM 74340W103 346 5,500 SH   DFND 2 0 5,500 0
PROLOGIS INC COM 74340W103 8,756 139,000 SH   DFND 2 139,000 0 0
PROLOGIS INC COM 74340W103 48,990 777,743 SH   SOLE 5 777,743 0 0
PROOFPOINT INC COM 743424103 102,448 901,438 SH   SOLE 5 900,059 0 1,379
PROSHARES TR PSHS ULTSH 20YRS 74347B201 4,439 122,400 SH   SOLE 5 122,400 0 0
PROSHARES TR SHRT HGH YIELD 74347R131 1,178 50,400 SH   SOLE 5 50,400 0 0
PROSPECT CAPITAL CORPORATION NOTE 4.950% 7/1 74348TAR3 2,996 3,000,000 PRN   OTR 7 0 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 1,054 160,841 SH   SOLE 5 160,841 0 0
PROSPERITY BANCSHARES INC COM 743606105 76,146 1,048,404 SH   SOLE 5 1,044,608 0 3,796
PROTAGONIST THERAPEUTICS INC COM 74366E102 47 5,426 SH   DFND 9 5,426 0 0
PROTALIX BIOTHERAPEUTICS INC COM 74365A101 22 41,304 SH   DFND 9 41,304 0 0
PROVIDENCE SVC CORP COM 743815102 357 5,160 SH   DFND 9 5,160 0 0
PRUDENTIAL FINL INC COM 744320102 124 1,200 SH   DFND 9 1,200 0 0
PRUDENTIAL FINL INC COM 744320102 1,098 10,600 SH   DFND 2 0 10,600 0
PRUDENTIAL FINL INC COM 744320102 331 3,200 SH   DFND 2 3,200 0 0
PRUDENTIAL FINL INC COM 744320102 14,597 140,969 SH   SOLE 5 140,969 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 509 4,500 SH   DFND 2 4,500 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 503 4,450 SH   SOLE 5 4,450 0 0
PTC INC COM 69370C100 59,039 756,811 SH   SOLE 5 754,751 0 2,060
PUBLIC STORAGE COM 74460D109 1,062 5,300 SH   DFND 2 0 5,300 0
PUBLIC STORAGE COM 74460D109 7,695 38,400 SH   DFND 2 38,400 0 0
PUBLIC STORAGE COM 74460D109 20,760 103,597 SH   SOLE 5 103,597 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 467 9,300 SH   DFND 2 0 9,300 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 4,426 88,100 SH   DFND 2 88,100 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 20,132 400,707 SH   SOLE 5 400,707 0 0
PULTE GROUP INC COM 745867101 74 2,500 SH   DFND 9 2,500 0 0
PULTE GROUP INC COM 745867101 147 5,000 SH   DFND 2 0 5,000 0
PULTE GROUP INC COM 745867101 21 700 SH   DFND 2 700 0 0
PULTE GROUP INC COM 745867101 1,563 53,000 SH   SOLE 5 53,000 0 0
PURE STORAGE INC CL A 74624M102 104 5,200 SH   DFND 9 5,200 0 0
PURE STORAGE INC CL A 74624M102 2,434 122,017 SH   SOLE 5 122,017 0 0
PVH CORP COM 693656100 61 400 SH   DFND 9 400 0 0
PVH CORP COM 693656100 197 1,300 SH   DFND 2 0 1,300 0
PVH CORP COM 693656100 91 600 SH   DFND 2 600 0 0
PVH CORP COM 693656100 13,085 86,412 SH   SOLE 5 86,412 0 0
PZENA INVESTMENT MGMT INC CLASS A 74731Q103 17 1,500 SH   DFND 9 1,500 0 0
Q2 HLDGS INC COM 74736L109 29,469 646,953 SH   SOLE 5 646,060 0 893
QAD INC CL A 74727D306 236 5,660 SH   DFND 9 5,660 0 0
QCR HOLDINGS INC COM 74727A104 96 2,150 SH   DFND 9 2,150 0 0
QEP RES INC COM 74733V100 1 80 SH   DFND 2 80 0 0
QIWI PLC SPON ADR REP B 74735M108 7,363 385,284 SH   SOLE 5 385,284 0 0
QORVO INC COM 74736K101 49 700 SH   DFND 2 700 0 0
QORVO INC COM 74736K101 4,791 68,000 SH   SOLE 5 68,000 0 0
QTS RLTY TR INC COM CL A 74736A103 406 11,200 SH   DFND 2 11,200 0 0
QTS RLTY TR INC COM CL A 74736A103 1,460 40,311 SH   SOLE 5 40,311 0 0
QUAD / GRAPHICS INC COM CL A 747301109 532 21,000 SH   DFND 9 21,000 0 0
QUAKER CHEM CORP COM 747316107 36,722 247,907 SH   SOLE 5 247,528 0 379
QUALCOMM INC COM 747525103 986 17,800 SH   DFND 2 0 17,800 0
QUALCOMM INC COM 747525103 643 11,600 SH   DFND 2 11,600 0 0
QUALCOMM INC COM 747525103 8,805 158,911 SH   SOLE 5 158,911 0 0
QUALITY CARE PPTYS INC COM 747545101 441 22,700 SH   DFND 2 22,700 0 0
QUALITY SYS INC COM 747582104 56 4,100 SH   DFND 9 4,100 0 0
QUALYS INC COM 74758T303 189 2,600 SH   DFND 9 2,600 0 0
QUANTA SVCS INC COM 74762E102 18,571 540,640 SH   SOLE 5 540,621 0 19
QUEST DIAGNOSTICS INC COM 74834L100 755 7,570 SH   OTR 7 0 0 7,570
QUEST DIAGNOSTICS INC COM 74834L100 30 300 SH   DFND 9 300 0 0
QUEST DIAGNOSTICS INC COM 74834L100 421 4,200 SH   DFND 2 0 4,200 0
QUEST DIAGNOSTICS INC COM 74834L100 271 2,700 SH   DFND 2 2,700 0 0
QUEST DIAGNOSTICS INC COM 74834L100 682,131 6,800,911 SH   SOLE 5 6,584,754 0 216,156
QUIDEL CORP COM 74838J101 451 8,700 SH   DFND 9 8,700 0 0
QUIDEL CORP COM 74838J101 57,126 1,102,615 SH   SOLE 5 1,101,102 0 1,513
QUINSTREET INC COM 74874Q100 978 76,550 SH   DFND 9 76,550 0 0
QUORUM HEALTH CORP COM 74909E106 399 48,800 SH   DFND 9 48,800 0 0
QURATE RETAIL INC QVC GR COM SER A 74915M100 104,629 4,156,882 SH   SOLE 5 15,440 4,141,442 0
RADIAN GROUP INC COM 750236101 141 7,400 SH   DFND 9 7,400 0 0
RADIAN GROUP INC COM 750236101 1,323 69,500 SH   SOLE 5 69,500 0 0
RADNET INC COM 750491102 522 36,237 SH   DFND 9 36,237 0 0
RALPH LAUREN CORP CL A 751212101 648 5,800 SH   DFND 9 5,800 0 0
RALPH LAUREN CORP CL A 751212101 335 3,000 SH   DFND 2 0 3,000 0
RALPH LAUREN CORP CL A 751212101 123 1,100 SH   DFND 2 1,100 0 0
RAMBUS INC DEL COM 750917106 28 2,100 SH   DFND 9 2,100 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 256 20,700 SH   DFND 2 20,700 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 85,301 6,901,413 SH   SOLE 5 6,886,792 0 14,621
RANGE RES CORP COM 75281A109 218 15,000 SH   DFND 2 0 15,000 0
RANGE RES CORP COM 75281A109 92 6,300 SH   DFND 2 6,300 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 80 900 SH   DFND 9 900 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 215 2,400 SH   DFND 2 0 2,400 0
RAYMOND JAMES FINANCIAL INC COM 754730109 107 1,200 SH   DFND 2 1,200 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 26,128 292,228 SH   SOLE 5 292,228 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 66 3,089 SH   DFND 9 3,089 0 0
RAYTHEON CO COM NEW 755111507 2,762 12,800 SH   DFND 2 0 12,800 0
RAYTHEON CO COM NEW 755111507 712 3,300 SH   DFND 2 3,300 0 0
RAYTHEON CO COM NEW 755111507 722,770 3,348,950 SH   SOLE 5 3,246,705 0 102,245
RCI HOSPITALITY HLDGS INC COM 74934Q108 163 5,738 SH   DFND 9 5,738 0 0
REALPAGE INC COM 75606N109 3,172 61,598 SH   SOLE 5 61,598 0 0
REALTY INCOME CORP COM 756109104 124 2,400 SH   DFND 2 0 2,400 0
REALTY INCOME CORP COM 756109104 3,761 72,700 SH   DFND 2 72,700 0 0
RECRO PHARMA INC COM 75629F109 56 5,080 SH   DFND 9 5,080 0 0
RED HAT INC COM 756577102 807 5,400 SH   DFND 2 0 5,400 0
RED HAT INC COM 756577102 284 1,900 SH   DFND 2 1,900 0 0
RED HAT INC COM 756577102 28,858 193,019 SH   SOLE 5 193,019 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 255 4,400 SH   DFND 9 4,400 0 0
REDFIN CORP COM 75737F108 20,805 911,319 SH   SOLE 5 88,440 807,328 15,551
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 2,427 2,500,000 PRN   OTR 7 0 0 0
REGAL BELOIT CORP COM 758750103 169 2,300 SH   DFND 9 2,300 0 0
REGAL BELOIT CORP COM 758750103 851 11,600 SH   SOLE 5 11,600 0 0
REGENCY CTRS CORP COM 758849103 29 500 SH   DFND 2 0 500 0
REGENCY CTRS CORP COM 758849103 2,200 37,300 SH   DFND 2 37,300 0 0
REGENCY CTRS CORP COM 758849103 14,903 252,669 SH   SOLE 5 252,669 0 0
REGENERON PHARMACEUTICALS COM 75886F107 792 2,300 SH   DFND 2 0 2,300 0
REGENERON PHARMACEUTICALS COM 75886F107 207 600 SH   DFND 2 600 0 0
REGENERON PHARMACEUTICALS COM 75886F107 20,333 59,047 SH   SOLE 5 59,047 0 0
REGENXBIO INC COM 75901B107 4,448 149,000 SH   SOLE 5 149,000 0 0
REGIONAL MGMT CORP COM 75902K106 126 3,969 SH   DFND 9 3,969 0 0
REGIONS FINL CORP NEW COM 7591EP100 299 16,100 SH   DFND 9 16,100 0 0
REGIONS FINL CORP NEW COM 7591EP100 661 35,600 SH   DFND 2 0 35,600 0
REGIONS FINL CORP NEW COM 7591EP100 184 9,900 SH   DFND 2 9,900 0 0
REGULUS THERAPEUTICS INC COM 75915K101 14 20,000 SH   SOLE 5 20,000 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 750 4,870 SH   OTR 7 0 0 4,870
REINSURANCE GROUP AMER INC COM NEW 759351604 62 400 SH   DFND 9 400 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 32,837 213,230 SH   SOLE 5 213,218 0 12
RELIANCE STEEL & ALUMINUM CO COM 759509102 103 1,200 SH   DFND 9 1,200 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 9,521 111,042 SH   SOLE 5 111,023 0 19
RENAISSANCERE HOLDINGS LTD COM G7496G103 111 800 SH   DFND 2 0 800 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 42 300 SH   DFND 2 300 0 0
RENASANT CORP COM 75970E107 2,998 70,450 SH   SOLE 5 70,450 0 0
REPLIGEN CORP COM 759916109 35,693 986,534 SH   SOLE 5 985,176 0 1,358
REPUBLIC BANCORP KY CL A 760281204 189 4,931 SH   DFND 9 4,931 0 0
REPUBLIC SVCS INC COM 760759100 225 3,400 SH   DFND 2 0 3,400 0
REPUBLIC SVCS INC COM 760759100 119 1,800 SH   DFND 2 1,800 0 0
RESMED INC COM 761152107 492 5,000 SH   DFND 2 0 5,000 0
RESMED INC COM 761152107 138 1,400 SH   DFND 2 1,400 0 0
RESOLUTE FST PRODS INC COM 76117W109 1,228 147,911 SH   DFND 9 147,911 0 0
RESOURCES CONNECTION INC COM 76122Q105 182 11,224 SH   DFND 9 11,224 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 468 26,500 SH   DFND 2 26,500 0 0
RETAIL PPTYS AMER INC CL A 76131V202 691 59,300 SH   DFND 2 59,300 0 0
RETAIL PPTYS AMER INC CL A 76131V202 13,000 1,114,950 SH   SOLE 5 1,114,950 0 0
RETROPHIN INC COM 761299106 32,199 1,440,014 SH   SOLE 5 1,438,048 0 1,966
REV GROUP INC COM 749527107 1,583 76,259 SH   SOLE 5 76,259 0 0
REXFORD INDL RLTY INC COM 76169C100 610 21,200 SH   DFND 2 21,200 0 0
REXFORD INDL RLTY INC COM 76169C100 3,973 137,987 SH   SOLE 5 137,987 0 0
REXNORD CORP NEW COM 76169B102 416 14,000 SH   DFND 9 14,000 0 0
REXNORD CORP NEW COM 76169B102 20,399 687,288 SH   SOLE 5 685,198 0 2,090
RH COM 74967X103 57 600 SH   DFND 9 600 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 3,186 900,000 SH   SOLE 5 900,000 0 0
RINGCENTRAL INC CL A 76680R206 114 1,800 SH   DFND 9 1,800 0 0
RINGCENTRAL INC CL A 76680R206 9,939 156,519 SH   SOLE 5 154,430 0 2,089
RIO TINTO PLC SPONSORED ADR 767204100 4,781 92,772 SH   SOLE 5 92,718 0 54
RITE AID CORP COM 767754104 4 2,640 SH   DFND 2 2,640 0 0
RLJ LODGING TR COM 74965L101 870 44,771 SH   DFND 2 44,771 0 0
RLJ LODGING TR COM 74965L101 4,236 217,919 SH   SOLE 5 217,919 0 0
RMR GROUP INC CL A 74967R106 512 7,315 SH   DFND 9 7,315 0 0
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 41 16,100 SH   DFND 9 16,100 0 0
ROBERT HALF INTL INC COM 770323103 359 6,200 SH   DFND 2 0 6,200 0
ROBERT HALF INTL INC COM 770323103 69 1,200 SH   DFND 2 1,200 0 0
ROCKWELL AUTOMATION INC COM 773903109 854 4,900 SH   DFND 2 0 4,900 0
ROCKWELL AUTOMATION INC COM 773903109 174 1,000 SH   DFND 2 1,000 0 0
ROCKWELL AUTOMATION INC COM 773903109 7,016 40,275 SH   SOLE 5 39,671 0 604
ROCKWELL COLLINS INC COM 774341101 135 1,000 SH   DFND 2 1,000 0 0
ROCKWELL COLLINS INC COM 774341101 7,549 55,980 SH   SOLE 5 55,980 0 0
ROCKY BRANDS INC COM 774515100 653 30,433 SH   DFND 9 30,433 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 4,053 90,727 SH   SOLE 5 90,727 0 0
ROPER TECHNOLOGIES INC COM 776696106 309 1,100 SH   DFND 2 0 1,100 0
ROPER TECHNOLOGIES INC COM 776696106 225 800 SH   DFND 2 800 0 0
ROPER TECHNOLOGIES INC COM 776696106 18,832 67,091 SH   SOLE 5 67,091 0 0
ROSETTA STONE INC COM 777780107 414 31,517 SH   DFND 9 31,517 0 0
ROSS STORES INC COM 778296103 601 7,710 SH   OTR 7 0 0 7,710
ROSS STORES INC COM 778296103 1,310 16,800 SH   DFND 2 0 16,800 0
ROSS STORES INC COM 778296103 234 3,000 SH   DFND 2 3,000 0 0
ROSS STORES INC COM 778296103 601 7,710 SH   SOLE 5 7,710 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 38,335 3,321,953 SH   SOLE 5 3,308,397 0 13,556
ROYAL BK CDA MONTREAL QUE COM 780087102 4,019 52,034 SH   SOLE 5 52,034 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 736 6,250 SH   OTR 7 0 0 6,250
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 188 1,600 SH   DFND 9 1,600 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 200 1,700 SH   DFND 2 0 1,700 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 165 1,400 SH   DFND 2 1,400 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 4,449 37,786 SH   SOLE 5 36,791 0 995
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 94,292 1,438,908 SH   SOLE 5 988,303 0 450,605
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 925 14,497 SH   SOLE 5 14,497 0 0
RPC INC COM 749660106 432 23,960 SH   OTR 7 0 0 23,960
RPC INC COM 749660106 432 23,960 SH   SOLE 5 23,960 0 0
RPM INTL INC NOTE 2.250%12/1 749685AT0 2,243 2,000,000 PRN   OTR 7 0 0 0
RPM INTL INC COM 749685103 4,014 84,200 SH   SOLE 5 84,200 0 0
RPX CORP COM 74972G103 831 77,692 SH   SOLE 5 77,692 0 0
RSP PERMIAN INC COM 74978Q105 10,054 214,472 SH   SOLE 5 211,459 0 3,013
RTI SURGICAL INC COM 74975N105 391 85,064 SH   DFND 9 85,064 0 0
RUBICON PROJ INC COM 78112V102 179 99,600 SH   DFND 9 99,600 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 54 1,959 SH   DFND 9 1,959 0 0
RUSH ENTERPRISES INC CL A 781846209 786 18,500 SH   DFND 9 18,500 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 48 1,950 SH   DFND 9 1,950 0 0
RYDER SYS INC COM 783549108 211 2,900 SH   DFND 9 2,900 0 0
RYDER SYS INC COM 783549108 2,307 31,700 SH   SOLE 5 31,700 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 860 11,100 SH   DFND 2 11,100 0 0
S & T BANCORP INC COM 783859101 65 1,622 SH   DFND 9 1,622 0 0
S & T BANCORP INC COM 783859101 46,595 1,166,633 SH   SOLE 5 1,162,113 0 4,520
S&P GLOBAL INC COM 78409V104 76 400 SH   DFND 2 0 400 0
S&P GLOBAL INC COM 78409V104 363 1,900 SH   DFND 2 1,900 0 0
S&P GLOBAL INC COM 78409V104 4 20 SH   SOLE 5 20 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 780 44,170 SH   DFND 2 44,170 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 2,096 118,730 SH   SOLE 5 118,730 0 0
SABRE CORP COM 78573M104 79 3,700 SH   DFND 2 0 3,700 0
SABRE CORP COM 78573M104 34 1,600 SH   DFND 2 1,600 0 0
SAFE BULKERS INC COM Y7388L103 183 57,700 SH   DFND 9 57,700 0 0
SAFETY INCOME & GROWTH INC COM 78649D104 1,477 92,400 SH   SOLE 5 92,400 0 0
SAGE THERAPEUTICS INC COM 78667J108 455 2,824 SH   SOLE 5 2,824 0 0
SAIA INC COM 78709Y105 165 2,200 SH   DFND 9 2,200 0 0
SAIA INC COM 78709Y105 42,022 559,171 SH   SOLE 5 556,968 0 2,203
SALEM MEDIA GROUP INC CL A 794093104 104 28,861 SH   DFND 9 28,861 0 0
SALESFORCE COM INC COM 79466L302 70 600 SH   DFND 9 600 0 0
SALESFORCE COM INC COM 79466L302 174 1,500 SH   DFND 2 0 1,500 0
SALESFORCE COM INC COM 79466L302 721 6,200 SH   DFND 2 6,200 0 0
SALESFORCE COM INC COM 79466L302 22,311 191,841 SH   SOLE 5 191,841 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 163 9,900 SH   DFND 9 9,900 0 0
SANDERSON FARMS INC COM 800013104 36 300 SH   DFND 9 300 0 0
SANDERSON FARMS INC COM 800013104 2,071 17,400 SH   SOLE 5 17,400 0 0
SANDY SPRING BANCORP INC COM 800363103 280 7,226 SH   DFND 9 7,226 0 0
SANGAMO THERAPEUTICS INC COM 800677106 638 33,566 SH   SOLE 5 33,566 0 0
SANMINA CORPORATION COM 801056102 1,551 59,300 SH   SOLE 5 59,300 0 0
SANOFI SPONSORED ADR 80105N105 123,284 3,075,939 SH   SOLE 5 2,152,778 0 923,161
SAP SE SPON ADR 803054204 83,937 798,180 SH   SOLE 5 517,959 0 280,221
SARATOGA INVT CORP COM NEW 80349A208 299 14,378 SH   DFND 9 14,378 0 0
SAREPTA THERAPEUTICS INC COM 803607100 5,218 70,423 SH   SOLE 5 70,423 0 0
SAUL CTRS INC COM 804395101 194 3,800 SH   DFND 2 3,800 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 68 400 SH   DFND 2 0 400 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 3,743 21,900 SH   DFND 2 21,900 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 9,431 55,176 SH   SOLE 5 55,176 0 0
SCANA CORP NEW COM 80589M102 101 2,700 SH   DFND 2 0 2,700 0
SCANA CORP NEW COM 80589M102 822 21,900 SH   DFND 2 21,900 0 0
SCHEIN HENRY INC COM 806407102 370 5,500 SH   DFND 2 0 5,500 0
SCHEIN HENRY INC COM 806407102 101 1,500 SH   DFND 2 1,500 0 0
SCHLUMBERGER LTD COM 806857108 1,289 19,900 SH   DFND 2 0 19,900 0
SCHLUMBERGER LTD COM 806857108 738 11,400 SH   DFND 2 11,400 0 0
SCHLUMBERGER LTD COM 806857108 28,910 446,274 SH   SOLE 5 446,274 0 0
SCHNEIDER NATIONAL INC CL B 80689H102 151 5,800 SH   DFND 9 5,800 0 0
SCHNEIDER NATIONAL INC CL B 80689H102 2,328 89,326 SH   SOLE 5 89,326 0 0
SCHNITZER STL INDS CL A 806882106 615 19,000 SH   DFND 9 19,000 0 0
SCHWAB CHARLES CORP NEW COM 808513105 157 3,000 SH   DFND 2 0 3,000 0
SCHWAB CHARLES CORP NEW COM 808513105 360 6,900 SH   DFND 2 6,900 0 0
SCHWAB CHARLES CORP NEW COM 808513105 191,589 3,668,885 SH   SOLE 5 967,805 2,668,005 33,075
SCHWEITZER-MAUDUIT INTL INC COM 808541106 1,280 32,700 SH   SOLE 5 32,700 0 0
SCIENTIFIC GAMES CORP COM 80874P109 270 6,498 SH   DFND 9 6,498 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 37,055 432,129 SH   SOLE 5 430,455 0 1,674
SEACHANGE INTL INC COM 811699107 713 263,052 SH   DFND 9 263,052 0 0
SEACOR HOLDINGS INC COM 811904101 128 2,500 SH   DFND 9 2,500 0 0
SEADRILL LIMITED SHS G7945E105 11 58,600 SH   DFND 9 58,600 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 111 1,900 SH   DFND 9 1,900 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 252 4,300 SH   DFND 2 0 4,300 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 129 2,200 SH   DFND 2 2,200 0 0
SEALED AIR CORP NEW COM 81211K100 359 8,400 SH   DFND 2 0 8,400 0
SEALED AIR CORP NEW COM 81211K100 248 5,800 SH   DFND 2 5,800 0 0
SEASPAN CORP SHS Y75638109 700 104,800 SH   DFND 9 104,800 0 0
SEASPINE HLDGS CORP COM 81255T108 279 27,562 SH   DFND 9 27,562 0 0
SEATTLE GENETICS INC COM 812578102 37 700 SH   DFND 2 700 0 0
SEATTLE GENETICS INC COM 812578102 4,187 80,000 SH   SOLE 5 80,000 0 0
SEI INVESTMENTS CO COM 784117103 622 8,300 SH   DFND 2 0 8,300 0
SEI INVESTMENTS CO COM 784117103 75 1,000 SH   DFND 2 1,000 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 491 25,200 SH   DFND 2 25,200 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 1,730 88,800 SH   SOLE 5 88,800 0 0
SELECT MED HLDGS CORP COM 81619Q105 297 17,200 SH   DFND 9 17,200 0 0
SELECTIVE INS GROUP INC COM 816300107 91 1,500 SH   DFND 9 1,500 0 0
SELECTIVE INS GROUP INC COM 816300107 168,548 2,776,741 SH   SOLE 5 2,768,128 0 8,613
SEMGROUP CORP CL A 81663A105 257 12,000 SH   DFND 2 12,000 0 0
SEMPRA ENERGY COM 816851109 110,958 997,648 SH   DFND 4 863,248 58,300 76,100
SEMPRA ENERGY COM 816851109 4,371 39,300 SH   DFND 4 0 17,100 22,200
SEMPRA ENERGY COM 816851109 133 1,200 SH   DFND 2 0 1,200 0
SEMPRA ENERGY COM 816851109 26,426 237,600 SH   DFND 2 237,600 0 0
SEMPRA ENERGY COM 816851109 7,847 70,551 SH   SOLE 5 70,551 0 0
SEMTECH CORP COM 816850101 51,249 1,312,384 SH   SOLE 5 1,310,714 0 1,670
SENIOR HSG PPTYS TR SH BEN INT 81721M109 863 55,100 SH   DFND 2 55,100 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 1,931 123,300 SH   SOLE 5 123,300 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 394 7,600 SH   DFND 2 0 7,600 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 73 1,400 SH   DFND 2 1,400 0 0
SERITAGE GROWTH PPTYS CL A 81752R100 238 6,700 SH   DFND 2 6,700 0 0
SERVICE CORP INTL COM 817565104 49,309 1,306,542 SH   SOLE 5 1,301,862 0 4,680
SERVICENOW INC COM 81762P102 33 200 SH   DFND 2 0 200 0
SERVICENOW INC COM 81762P102 248 1,500 SH   DFND 2 1,500 0 0
SERVICENOW INC COM 81762P102 17,998 108,782 SH   SOLE 5 106,169 1,767 846
SERVISFIRST BANCSHARES INC COM 81768T108 1,665 40,784 SH   SOLE 5 40,784 0 0
SHAKE SHACK INC CL A 819047101 24,625 591,519 SH   SOLE 5 591,519 0 0
SHERWIN WILLIAMS CO COM 824348106 1,686 4,300 SH   DFND 2 0 4,300 0
SHERWIN WILLIAMS CO COM 824348106 431 1,100 SH   DFND 2 1,100 0 0
SHERWIN WILLIAMS CO COM 824348106 7,028 17,924 SH   SOLE 5 17,924 0 0
SHILOH INDS INC COM 824543102 100 11,500 SH   DFND 9 11,500 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 29 2,062 SH   DFND 9 2,062 0 0
SHIRE PLC SPONSORED ADR 82481R106 5 35 SH   SOLE 5 14 0 21
SHOE CARNIVAL INC COM 824889109 421 17,700 SH   DFND 9 17,700 0 0
SHOE CARNIVAL INC COM 824889109 750 31,500 SH   SOLE 5 31,500 0 0
SHOPIFY INC CL A 82509L107 4,257 34,171 SH   SOLE 5 34,171 0 0
SHORE BANCSHARES INC COM 825107105 16 832 SH   DFND 9 832 0 0
SHUTTERFLY INC COM 82568P304 41 500 SH   DFND 9 500 0 0
SHUTTERSTOCK INC COM 825690100 87 1,800 SH   DFND 9 1,800 0 0
SHUTTERSTOCK INC COM 825690100 6,694 139,023 SH   SOLE 5 19,978 115,535 3,510
SIERRA BANCORP COM 82620P102 214 8,035 SH   DFND 9 8,035 0 0
SIFY TECHNOLOGIES LIMITED SPONSORED ADR 82655M107 188 91,200 SH   SOLE 5 91,200 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 894 6,301 SH   SOLE 5 6,301 0 0
SILICON LABORATORIES INC COM 826919102 30,461 338,829 SH   SOLE 5 338,282 0 547
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 1,606 33,377 SH   SOLE 5 33,377 0 0
SIMON PPTY GROUP INC NEW COM 828806109 262 1,700 SH   DFND 2 0 1,700 0
SIMON PPTY GROUP INC NEW COM 828806109 12,780 82,800 SH   DFND 2 82,800 0 0
SIMON PPTY GROUP INC NEW COM 828806109 57,375 371,710 SH   SOLE 5 371,710 0 0
SIMULATIONS PLUS INC COM 829214105 60 4,081 SH   DFND 9 4,081 0 0
SINA CORP ORD G81477104 6,913 66,300 SH   DFND 9 25,600 17,200 23,500
SINA CORP ORD G81477104 4,233 40,600 SH   DFND 2 37,300 3,300 0
SINA CORP ORD G81477104 297,599 2,854,054 SH   SOLE 5 2,854,054 0 0
SIRIUS XM HLDGS INC COM 82968B103 332 53,200 SH   DFND 2 0 53,200 0
SIRIUS XM HLDGS INC COM 82968B103 243 39,000 SH   DFND 2 39,000 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 10 136 SH   SOLE 5 136 0 0
SJW GROUP COM 784305104 116 2,202 SH   DFND 9 2,202 0 0
SJW GROUP COM 784305104 169 3,200 SH   DFND 2 3,200 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 213,208 8,821,009 SH   SOLE 5 8,821,009 0 0
SKECHERS U S A INC CL A 830566105 218 5,600 SH   DFND 9 5,600 0 0
SKECHERS U S A INC CL A 830566105 5,113 131,474 SH   SOLE 5 131,474 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 462 4,610 SH   OTR 7 0 0 4,610
SKYWORKS SOLUTIONS INC COM 83088M102 732 7,300 SH   DFND 2 0 7,300 0
SKYWORKS SOLUTIONS INC COM 83088M102 130 1,300 SH   DFND 2 1,300 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 462 4,610 SH   SOLE 5 4,610 0 0
SL GREEN RLTY CORP COM 78440X101 77 800 SH   DFND 2 0 800 0
SL GREEN RLTY CORP COM 78440X101 2,169 22,400 SH   DFND 2 22,400 0 0
SL GREEN RLTY CORP COM 78440X101 16,760 173,083 SH   SOLE 5 173,083 0 0
SLEEP NUMBER CORP COM 83125X103 485 13,800 SH   DFND 9 13,800 0 0
SM ENERGY CO COM 78454L100 29 1,600 SH   DFND 9 1,600 0 0
SM ENERGY CO COM 78454L100 59,909 3,322,748 SH   SOLE 5 3,311,543 0 11,205
SMART GLOBAL HLDGS INC SHS G8232Y101 907 18,200 SH   DFND 9 18,200 0 0
SMITH A O COM 831865209 337 5,300 SH   DFND 2 0 5,300 0
SMITH A O COM 831865209 83 1,300 SH   DFND 2 1,300 0 0
SMITH A O COM 831865209 2,898 45,579 SH   SOLE 5 45,579 0 0
SMUCKER J M CO COM NEW 832696405 211 1,700 SH   DFND 2 0 1,700 0
SMUCKER J M CO COM NEW 832696405 124 1,000 SH   DFND 2 1,000 0 0
SMUCKER J M CO COM NEW 832696405 3,321 26,783 SH   SOLE 5 26,783 0 0
SNAP INC CL A 83304A106 1,771 111,600 SH   SOLE 5 111,600 0 0
SNAP ON INC COM 833034101 236 1,600 SH   DFND 2 0 1,600 0
SNAP ON INC COM 833034101 74 500 SH   DFND 2 500 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 31,628 643,495 SH   SOLE 5 643,495 0 0
SOGOU INC ADR REPSTG A 83409V104 10,952 1,327,500 SH   SOLE 5 1,327,500 0 0
SOHU COM INC COM 83408W103 128,025 4,140,431 SH   SOLE 5 4,140,431 0 0
SOLAR CAP LTD COM 83413U100 368 18,115 SH   DFND 9 18,115 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 421 8,000 SH   DFND 9 8,000 0 0
SOLARIS OILFIELD INFRSTR INC COM CL A 83418M103 56 3,400 SH   DFND 9 3,400 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 1,446 76,300 SH   SOLE 5 76,300 0 0
SONIC CORP COM 835451105 43,605 1,728,282 SH   SOLE 5 1,721,054 0 7,228
SORL AUTO PTS INC COM 78461U101 77 11,800 SH   DFND 9 11,800 0 0
SORRENTO THERAPEUTICS INC COM NEW 83587F202 9 1,700 SH   DFND 9 1,700 0 0
SOTHEBYS COM 835898107 31 600 SH   DFND 9 600 0 0
SOUTH JERSEY INDS INC COM 838518108 46,751 1,660,208 SH   SOLE 5 1,658,463 0 1,745
SOUTH ST CORP COM 840441109 2,410 28,250 SH   SOLE 5 28,250 0 0
SOUTHERN CO COM 842587107 911 20,400 SH   DFND 2 0 20,400 0
SOUTHERN CO COM 842587107 8,106 181,500 SH   DFND 2 181,500 0 0
SOUTHERN CO COM 842587107 4,415 98,858 SH   SOLE 5 98,858 0 0
SOUTHERN COPPER CORP COM 84265V105 921 17,000 SH   OTR 7 0 0 17,000
SOUTHERN COPPER CORP COM 84265V105 352 6,500 SH   DFND 2 6,500 0 0
SOUTHERN COPPER CORP COM 84265V105 922 17,000 SH   SOLE 5 17,000 0 0
SOUTHWEST AIRLS CO COM 844741108 615 10,740 SH   OTR 7 0 0 10,740
SOUTHWEST AIRLS CO COM 844741108 636 11,100 SH   DFND 2 0 11,100 0
SOUTHWEST AIRLS CO COM 844741108 252 4,400 SH   DFND 2 4,400 0 0
SOUTHWEST AIRLS CO COM 844741108 13,650 238,302 SH   SOLE 5 238,302 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 52,731 779,695 SH   DFND 4 699,002 38,593 42,100
SOUTHWEST GAS HOLDINGS INC COM 844895102 1,731 25,600 SH   DFND 4 0 11,400 14,200
SOUTHWEST GAS HOLDINGS INC COM 844895102 8,427 124,600 SH   DFND 2 124,600 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 60,160 889,541 SH   SOLE 5 886,281 0 3,260
SOUTHWESTERN ENERGY CO COM 845467109 111 25,700 SH   DFND 9 25,700 0 0
SOUTHWESTERN ENERGY CO COM 845467109 19 4,500 SH   DFND 2 4,500 0 0
SP PLUS CORP COM 78469C103 279 7,826 SH   DFND 9 7,826 0 0
SPARK ENERGY INC CL A COM 846511103 402 33,931 SH   DFND 9 33,931 0 0
SPARK THERAPEUTICS INC COM 84652J103 29,573 444,104 SH   SOLE 5 443,608 0 496
SPARTAN MTRS INC COM 846819100 237 13,800 SH   DFND 9 13,800 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 4,128 32,820 SH   SOLE 5 32,820 0 0
SPDR SERIES TRUST S&P BIOTECH 78464A870 1,105 12,600 SH   SOLE 5 12,600 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 239 2,300 SH   DFND 2 0 2,300 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 135 1,300 SH   DFND 2 1,300 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 7,163 445,170 SH   SOLE 5 444,512 0 658
SPEEDWAY MOTORSPORTS INC COM 847788106 258 14,506 SH   DFND 9 14,506 0 0
SPIRE INC COM 84857L101 643 8,900 SH   DFND 2 8,900 0 0
SPIRE INC COM 84857L101 55,249 764,158 SH   SOLE 5 763,300 0 858
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 435 5,200 SH   DFND 9 5,200 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 18,615 222,406 SH   SOLE 5 222,397 0 9
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 5,168 5,100,000 PRN   OTR 7 0 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 1,082 139,400 SH   DFND 2 139,400 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 3,385 436,179 SH   SOLE 5 436,179 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 12,510 12,311,000 PRN   SOLE 5 8,011,000 0 4,300,000
SPLUNK INC COM 848637104 216 2,200 SH   DFND 9 2,200 0 0
SPLUNK INC COM 848637104 69 700 SH   DFND 2 700 0 0
SPLUNK INC COM 848637104 63,099 641,320 SH   SOLE 5 641,320 0 0
SPRINT CORP COM SER 1 85207U105 16 3,200 SH   DFND 2 3,200 0 0
SPROUTS FMRS MKT INC COM 85208M102 181 7,700 SH   DFND 9 7,700 0 0
SPS COMM INC COM 78463M107 51 792 SH   DFND 9 792 0 0
SPX CORP COM 784635104 2,013 61,990 SH   SOLE 5 61,990 0 0
SQUARE INC CL A 852234103 143 2,900 SH   DFND 2 2,900 0 0
SQUARE INC CL A 852234103 43,939 893,074 SH   SOLE 5 893,074 0 0
SRC ENERGY INC COM 78470V108 53 5,600 SH   DFND 9 5,600 0 0
SRC ENERGY INC COM 78470V108 47,964 5,086,364 SH   SOLE 5 5,080,830 0 5,534
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 16,831 313,780 SH   SOLE 5 313,759 0 21
STAAR SURGICAL CO COM PAR $0.01 852312305 217 14,682 SH   DFND 9 14,682 0 0
STAG INDL INC COM 85254J102 617 25,800 SH   DFND 2 25,800 0 0
STAG INDL INC COM 85254J102 4,316 180,445 SH   SOLE 5 180,445 0 0
STANDARD MTR PRODS INC COM 853666105 25,778 541,892 SH   SOLE 5 539,629 0 2,263
STANLEY BLACK & DECKER INC COM 854502101 460 3,000 SH   DFND 2 0 3,000 0
STANLEY BLACK & DECKER INC COM 854502101 383 2,500 SH   DFND 2 2,500 0 0
STANLEY BLACK & DECKER INC COM 854502101 22,282 145,443 SH   SOLE 5 144,543 0 900
STAR BULK CARRIERS CORP SHS PAR Y8162K204 169 14,500 SH   DFND 9 14,500 0 0
STAR GROUP L P UNIT LTD PARTNR 85512C105 227 24,290 SH   DFND 9 24,290 0 0
STARBUCKS CORP COM 855244109 3,664 63,300 SH   DFND 2 0 63,300 0
STARBUCKS CORP COM 855244109 631 10,900 SH   DFND 2 10,900 0 0
STARBUCKS CORP COM 855244109 9,732 168,106 SH   SOLE 5 168,106 0 0
STARWOOD PPTY TR INC COM 85571B105 1,710 81,600 SH   SOLE 5 81,600 0 0
STATE BK FINL CORP COM 856190103 114 3,800 SH   DFND 9 3,800 0 0
STATE STR CORP COM 857477103 918 9,200 SH   OTR 7 0 0 9,200
STATE STR CORP COM 857477103 858 8,600 SH   DFND 2 0 8,600 0
STATE STR CORP COM 857477103 489 4,900 SH   DFND 2 4,900 0 0
STATE STR CORP COM 857477103 32,600 326,878 SH   SOLE 5 326,878 0 0
STATOIL ASA SPONSORED ADR 85771P102 6,026 254,814 SH   SOLE 5 254,814 0 0
STEALTHGAS INC SHS Y81669106 217 53,917 SH   DFND 9 53,917 0 0
STEEL DYNAMICS INC COM 858119100 203 4,600 SH   DFND 9 4,600 0 0
STEEL DYNAMICS INC COM 858119100 2,670 60,382 SH   SOLE 5 60,382 0 0
STEPAN CO COM 858586100 125 1,500 SH   DFND 9 1,500 0 0
STEPAN CO COM 858586100 2,213 26,600 SH   SOLE 5 26,600 0 0
STERICYCLE INC COM 858912108 88 1,500 SH   DFND 2 0 1,500 0
STERICYCLE INC COM 858912108 41 700 SH   DFND 2 700 0 0
STERIS PLC SHS USD G84720104 131 1,400 SH   DFND 9 1,400 0 0
STERIS PLC SHS USD G84720104 81,404 871,936 SH   SOLE 5 868,880 0 3,056
STERLING BANCORP DEL COM 85917A100 46,650 2,068,737 SH   SOLE 5 2,065,782 0 2,955
STERLING BANCORP INC COM 85917W102 814 60,261 SH   SOLE 5 60,261 0 0
STIFEL FINL CORP COM 860630102 225 3,800 SH   DFND 9 3,800 0 0
STIFEL FINL CORP COM 860630102 138,323 2,335,350 SH   SOLE 5 2,328,660 0 6,690
STONE ENERGY CORP COM PAR 861642403 768 20,700 SH   DFND 9 20,700 0 0
STONERIDGE INC COM 86183P102 121 4,400 SH   DFND 9 4,400 0 0
STORE CAP CORP COM 862121100 1,263 50,900 SH   DFND 2 50,900 0 0
STORE CAP CORP COM 862121100 14,954 602,489 SH   SOLE 5 602,489 0 0
STRATA SKIN SCIENCES INC COM NEW 86272A206 79 70,640 SH   DFND 9 70,640 0 0
STRAYER ED INC COM 863236105 14 134 SH   DFND 9 134 0 0
STRYKER CORP COM 863667101 306 1,900 SH   DFND 2 0 1,900 0
STRYKER CORP COM 863667101 402 2,500 SH   DFND 2 2,500 0 0
STRYKER CORP COM 863667101 16,931 105,215 SH   SOLE 5 105,215 0 0
SUMMER INFANT INC COM 865646103 36 31,599 SH   DFND 9 31,599 0 0
SUMMIT HOTEL PPTYS INC COM 866082100 393 28,900 SH   DFND 2 28,900 0 0
SUMMIT HOTEL PPTYS INC COM 866082100 48,071 3,532,058 SH   SOLE 5 3,518,744 0 13,314
SUMMIT MATLS INC CL A 86614U100 2,548 84,142 SH   SOLE 5 84,142 0 0
SUN CMNTYS INC COM 866674104 1,900 20,800 SH   DFND 2 20,800 0 0
SUN CMNTYS INC COM 866674104 10,025 109,714 SH   SOLE 5 109,714 0 0
SUNCOR ENERGY INC NEW COM 867224107 26,704 773,288 SH   SOLE 5 520,252 0 253,036
SUNSTONE HOTEL INVS INC NEW COM 867892101 1,006 66,100 SH   DFND 2 66,100 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 12,741 837,155 SH   SOLE 5 837,155 0 0
SUNTRUST BKS INC COM 867914103 88 1,300 SH   DFND 9 1,300 0 0
SUNTRUST BKS INC COM 867914103 864 12,700 SH   DFND 2 0 12,700 0
SUNTRUST BKS INC COM 867914103 299 4,400 SH   DFND 2 4,400 0 0
SUNTRUST BKS INC COM 867914103 12,906 189,688 SH   SOLE 5 189,688 0 0
SUPER MICRO COMPUTER INC COM 86800U104 33,802 1,988,379 SH   SOLE 5 1,980,511 0 7,868
SUPERIOR DRILLING PRODS INC COM 868153107 55 33,395 SH   DFND 9 33,395 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 19,065 2,261,561 SH   SOLE 5 2,260,053 0 1,508
SUPERNUS PHARMACEUTICALS INC COM 868459108 3,609 78,795 SH   SOLE 5 76,035 0 2,760
SUPERVALU INC COM NEW 868536301 271 17,800 SH   SOLE 5 17,800 0 0
SURMODICS INC COM 868873100 56 1,459 SH   DFND 9 1,459 0 0
SVB FINL GROUP COM 78486Q101 168 700 SH   DFND 2 0 700 0
SVB FINL GROUP COM 78486Q101 96 400 SH   DFND 2 400 0 0
SVB FINL GROUP COM 78486Q101 9,963 41,510 SH   SOLE 5 41,510 0 0
SYKES ENTERPRISES INC COM 871237103 134 4,626 SH   DFND 9 4,626 0 0
SYMANTEC CORP COM 871503108 269 10,400 SH   DFND 2 0 10,400 0
SYMANTEC CORP COM 871503108 222 8,600 SH   DFND 2 8,600 0 0
SYMANTEC CORP COM 871503108 111,692 4,320,784 SH   SOLE 5 1,294,745 2,988,128 37,911
SYNAPTICS INC COM 87157D109 114 2,500 SH   DFND 9 2,500 0 0
SYNCHRONY FINL COM 87165B103 611 18,210 SH   OTR 7 0 0 18,210
SYNCHRONY FINL COM 87165B103 531 15,848 SH   DFND 2 0 15,848 0
SYNCHRONY FINL COM 87165B103 231 6,900 SH   DFND 2 6,900 0 0
SYNCHRONY FINL COM 87165B103 10,350 308,665 SH   SOLE 5 308,665 0 0
SYNOPSYS INC COM 871607107 67 800 SH   DFND 9 800 0 0
SYNOPSYS INC COM 871607107 50 600 SH   DFND 2 0 600 0
SYNOPSYS INC COM 871607107 100 1,200 SH   DFND 2 1,200 0 0
SYNOPSYS INC COM 871607107 149,719 1,798,645 SH   SOLE 5 1,792,712 0 5,933
SYNOVUS FINL CORP COM NEW 87161C501 424 8,500 SH   DFND 9 8,500 0 0
SYNTEL INC COM 87162H103 23 900 SH   DFND 9 900 0 0
SYSCO CORP COM 871829107 144 2,400 SH   DFND 9 2,400 0 0
SYSCO CORP COM 871829107 192 3,200 SH   DFND 2 0 3,200 0
SYSCO CORP COM 871829107 114 1,900 SH   DFND 2 1,900 0 0
T MOBILE US INC COM 872590104 651 10,660 SH   OTR 7 0 0 10,660
T MOBILE US INC COM 872590104 238 3,900 SH   DFND 9 3,900 0 0
T MOBILE US INC COM 872590104 293 4,800 SH   DFND 2 0 4,800 0
T MOBILE US INC COM 872590104 177 2,900 SH   DFND 2 2,900 0 0
T MOBILE US INC COM 872590104 651 10,660 SH   SOLE 5 10,660 0 0
TABULA RASA HEALTHCARE INC COM 873379101 32 828 SH   DFND 9 828 0 0
TABULA RASA HEALTHCARE INC COM 873379101 1,011 26,066 SH   SOLE 5 26,066 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 2,077 65,323 SH   SOLE 5 65,323 0 0
TAILORED BRANDS INC COM 87403A107 241 9,600 SH   DFND 9 9,600 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 104,777 2,394,346 SH   SOLE 5 1,610,576 0 783,770
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 181,234 1,853,486 SH   SOLE 5 534,610 1,301,401 17,475
TAL ED GROUP SPONSORED ADS 874080104 668 18,000 SH   DFND 2 18,000 0 0
TALEND S A ADS 874224207 1,559 32,398 SH   SOLE 5 32,398 0 0
TALLGRASS ENERGY GP LP SHS CL A 874696107 93 4,900 SH   DFND 9 4,900 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 543 24,700 SH   DFND 2 24,700 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 151 6,850 SH   SOLE 5 6,850 0 0
TARGA RES CORP COM 87612G101 317 7,200 SH   DFND 9 7,200 0 0
TARGA RES CORP COM 87612G101 57 1,300 SH   DFND 2 1,300 0 0
TARGA RES CORP COM 87612G101 2,171 49,332 SH   SOLE 5 49,332 0 0
TARGET CORP COM 87612E110 965 13,900 SH   OTR 7 0 0 13,900
TARGET CORP COM 87612E106 375 5,400 SH   DFND 9 5,400 0 0
TARGET CORP COM 87612E106 2,007 28,900 SH   DFND 2 0 28,900 0
TARGET CORP COM 87612E106 278 4,000 SH   DFND 2 4,000 0 0
TARGET CORP COM 87612E106 9,509 136,965 SH   SOLE 5 136,965 0 0
TATA MTRS LTD SPONSORED ADR 876568502 339 13,202 SH   OTR 7 0 0 13,202
TATA MTRS LTD SPONSORED ADR 876568502 509 19,800 SH   DFND 2 19,800 0 0
TATA MTRS LTD SPONSORED ADR 876568502 6,796 264,414 SH   SOLE 5 264,414 0 0
TAUBMAN CTRS INC COM 876664103 837 14,700 SH   DFND 2 14,700 0 0
TAUBMAN CTRS INC COM 876664103 4,036 70,916 SH   SOLE 5 70,916 0 0
TAYLOR MORRISON HOME CORP CL A 87724P106 612 26,300 SH   DFND 9 26,300 0 0
TCF FINL CORP COM 872275102 3,732 163,600 SH   SOLE 5 163,600 0 0
TCP CAP CORP COM 87238Q103 86 6,057 SH   DFND 9 6,057 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 545 9,200 SH   DFND 2 0 9,200 0
TD AMERITRADE HLDG CORP COM 87236Y108 113 1,900 SH   DFND 2 1,900 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 13,568 229,073 SH   SOLE 5 229,073 0 0
TE CONNECTIVITY LTD REG SHS H84989104 1,419 14,200 SH   DFND 2 0 14,200 0
TE CONNECTIVITY LTD REG SHS H84989104 290 2,900 SH   DFND 2 2,900 0 0
TECH DATA CORP COM 878237106 62,582 735,134 SH   SOLE 5 732,546 0 2,588
TECHNIPFMC PLC COM G87110105 70 2,386 SH   DFND 2 0 2,386 0
TECHNIPFMC PLC COM G87110105 103 3,500 SH   DFND 2 3,500 0 0
TECHTARGET INC COM 87874R100 529 26,603 SH   DFND 9 26,603 0 0
TEEKAY CORPORATION COM Y8564W103 172 21,200 SH   DFND 9 21,200 0 0
TEEKAY TANKERS LTD CL A Y8565N102 88 74,057 SH   DFND 9 74,057 0 0
TEGNA INC COM 87901J105 246 21,600 SH   DFND 9 21,600 0 0
TEGNA INC COM 87901J105 10 912 SH   DFND 2 912 0 0
TELADOC INC COM 87918A105 6,212 154,149 SH   SOLE 5 154,149 0 0
TELARIA INC COM 879181105 383 101,759 SH   DFND 9 101,759 0 0
TELEFLEX INC COM 879369106 28,501 111,776 SH   SOLE 5 111,365 0 411
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 64,523 4,200,572 SH   SOLE 5 4,200,572 0 0
TELEFONICA S A SPONSORED ADR 879382208 66,481 6,735,707 SH   SOLE 5 4,387,155 0 2,348,552
TELEPHONE & DATA SYS INC COM NEW 879433829 151 5,400 SH   DFND 9 5,400 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 78 3,200 SH   DFND 9 3,200 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 5,539 228,412 SH   SOLE 5 228,412 0 0
TENNECO INC COM 880349105 187 3,400 SH   DFND 9 3,400 0 0
TENNECO INC COM 880349105 87,406 1,592,972 SH   SOLE 5 1,589,167 0 3,805
TERADATA CORP DEL COM 88076W103 198 5,000 SH   DFND 9 5,000 0 0
TERADYNE INC COM 880770102 366 8,000 SH   DFND 9 8,000 0 0
TERADYNE INC COM 880770102 115,660 2,530,290 SH   SOLE 5 2,522,636 0 7,654
TEREX CORP NEW COM 880779103 640 17,100 SH   DFND 9 17,100 0 0
TERRAFORM PWR INC COM CL A 88104R209 25 2,300 SH   DFND 9 2,300 0 0
TERRENO RLTY CORP COM 88146M101 473 13,700 SH   DFND 2 13,700 0 0
TERRENO RLTY CORP COM 88146M101 366 10,600 SH   SOLE 5 10,600 0 0
TESARO INC COM 881569107 12,456 217,995 SH   SOLE 5 217,982 0 13
TESLA INC COM 88160R101 27 100 SH   DFND 2 0 100 0
TESLA INC COM 88160R101 319 1,200 SH   DFND 2 1,200 0 0
TESLA INC COM 88160R101 14,677 55,149 SH   SOLE 5 55,149 0 0
TESSCO TECHNOLOGIES INC COM 872386107 404 17,447 SH   DFND 9 17,447 0 0
TETRA TECH INC NEW COM 88162G103 40,241 822,075 SH   SOLE 5 820,971 0 1,104
TETRA TECHNOLOGIES INC DEL COM 88162F105 264 70,400 SH   DFND 9 70,400 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 885 51,800 SH   DFND 2 0 51,800 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 104 6,100 SH   DFND 2 6,100 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 1,709 100,000 SH   SOLE 5 100,000 0 0
TEXAS INSTRS INC COM 882508104 908 8,740 SH   OTR 7 0 0 8,740
TEXAS INSTRS INC COM 882508104 4,582 44,100 SH   DFND 2 0 44,100 0
TEXAS INSTRS INC COM 882508104 831 8,000 SH   DFND 2 8,000 0 0
TEXAS INSTRS INC COM 882508104 36,047 346,973 SH   SOLE 5 346,973 0 0
TEXAS ROADHOUSE INC COM 882681109 127 2,200 SH   DFND 9 2,200 0 0
TEXAS ROADHOUSE INC COM 882681109 33,351 577,202 SH   SOLE 5 573,088 0 4,114
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 470 27,700 SH   DFND 9 27,700 0 0
TEXTRON INC COM 883203101 295 5,000 SH   DFND 2 0 5,000 0
TEXTRON INC COM 883203101 88 1,500 SH   DFND 2 1,500 0 0
TG THERAPEUTICS INC COM 88322Q108 742 52,224 SH   SOLE 5 52,224 0 0
THE ONE GROUP HOSPITALITY IN COM 88338K103 52 19,000 SH   DFND 9 19,000 0 0
THE TRADE DESK INC COM CL A 88339J105 38,738 780,692 SH   SOLE 5 780,692 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 578 2,800 SH   DFND 2 0 2,800 0
THERMO FISHER SCIENTIFIC INC COM 883556102 723 3,500 SH   DFND 2 3,500 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 43,153 209,012 SH   SOLE 5 209,012 0 0
THIRD PT REINS LTD COM G8827U100 38 2,754 SH   DFND 9 2,754 0 0
THL CR INC COM 872438106 202 26,031 SH   DFND 9 26,031 0 0
THOR INDS INC COM 885160101 587 5,100 SH   OTR 7 0 0 5,100
THOR INDS INC COM 885160101 104 900 SH   DFND 9 900 0 0
THOR INDS INC COM 885160101 3,256 28,275 SH   SOLE 5 28,275 0 0
TIDEWATER INC NEW COM 88642R109 242 8,466 SH   DFND 9 8,466 0 0
TIDEWATER INC NEW COM 88642R109 626 21,885 SH   SOLE 5 21,885 0 0
TIER REIT INC COM NEW 88650V208 192 10,400 SH   DFND 2 10,400 0 0
TIFFANY & CO NEW COM 886547108 293 3,000 SH   DFND 2 0 3,000 0
TIFFANY & CO NEW COM 886547108 39 400 SH   DFND 2 400 0 0
TILLYS INC CL A 886885102 697 61,700 SH   DFND 9 61,700 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 78,456 3,620,434 SH   SOLE 5 3,620,434 0 0
TIME WARNER INC COM NEW 887317303 1,097 11,600 SH   DFND 2 0 11,600 0
TIME WARNER INC COM NEW 887317303 605 6,400 SH   DFND 2 6,400 0 0
TIME WARNER INC COM NEW 887317303 1,310 13,853 SH   SOLE 5 13,853 0 0
TIMKEN CO COM 887389104 1,122 24,600 SH   SOLE 5 24,600 0 0
TITAN MACHY INC COM 88830R101 1,107 46,977 SH   DFND 9 46,977 0 0
TIVITY HEALTH INC COM 88870R102 242 6,100 SH   DFND 9 6,100 0 0
TJX COS INC NEW COM 872540109 1,059 12,980 SH   OTR 7 0 0 12,980
TJX COS INC NEW COM 872540109 2,749 33,700 SH   DFND 2 0 33,700 0
TJX COS INC NEW COM 872540109 465 5,700 SH   DFND 2 5,700 0 0
TJX COS INC NEW COM 872540109 1,059 12,980 SH   SOLE 5 12,980 0 0
TOLL BROTHERS INC COM 889478103 381 8,800 SH   DFND 9 8,800 0 0
TOLL BROTHERS INC COM 889478103 48 1,100 SH   DFND 2 0 1,100 0
TOLL BROTHERS INC COM 889478103 56 1,300 SH   DFND 2 1,300 0 0
TOLL BROTHERS INC COM 889478103 6,975 161,278 SH   SOLE 5 161,264 0 14
TOPBUILD CORP COM 89055F103 69 900 SH   DFND 9 900 0 0
TOPBUILD CORP COM 89055F103 2,074 27,106 SH   SOLE 5 27,106 0 0
TORCHMARK CORP COM 891027104 25 300 SH   DFND 9 300 0 0
TORCHMARK CORP COM 891027104 143 1,700 SH   DFND 2 0 1,700 0
TORCHMARK CORP COM 891027104 76 900 SH   DFND 2 900 0 0
TORCHMARK CORP COM 891027104 13,314 158,175 SH   SOLE 5 158,175 0 0
TOTAL S A SPONSORED ADR 89151E109 10,353 179,465 SH   SOLE 5 179,420 0 44
TOTAL SYS SVCS INC COM 891906109 532 6,170 SH   OTR 7 0 0 6,170
TOTAL SYS SVCS INC COM 891906109 60 700 SH   DFND 9 700 0 0
TOTAL SYS SVCS INC COM 891906109 147 1,700 SH   DFND 2 0 1,700 0
TOTAL SYS SVCS INC COM 891906109 173 2,000 SH   DFND 2 2,000 0 0
TOTAL SYS SVCS INC COM 891906109 532 6,170 SH   SOLE 5 6,170 0 0
TOWER INTL INC COM 891826109 781 28,158 SH   DFND 9 28,158 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 151 5,600 SH   DFND 9 5,600 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 61,048 2,268,599 SH   SOLE 5 2,259,913 0 8,686
TOWN SPORTS INTL HLDGS INC COM 89214A102 687 90,438 SH   DFND 9 90,438 0 0
TOWNSQUARE MEDIA INC CL A 892231101 78 9,800 SH   DFND 9 9,800 0 0
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 7 54 SH   SOLE 5 17 0 37
TPG SPECIALTY LENDING INC COM 87265K102 648 36,278 SH   DFND 9 36,278 0 0
TPI COMPOSITES INC COM 87266J104 605 26,954 SH   DFND 9 26,954 0 0
TRACTOR SUPPLY CO COM 892356106 359 5,700 SH   DFND 2 0 5,700 0
TRACTOR SUPPLY CO COM 892356106 69 1,100 SH   DFND 2 1,100 0 0
TRACTOR SUPPLY CO COM 892356106 9,449 149,932 SH   SOLE 5 149,919 0 13
TRANSACT TECHNOLOGIES INC COM 892918103 155 11,853 SH   DFND 9 11,853 0 0
TRANSATLANTIC PETROLEUM LTD SHS NEW G89982113 14 10,620 SH   DFND 9 10,620 0 0
TRANSDIGM GROUP INC COM 893641100 31 100 SH   DFND 2 0 100 0
TRANSDIGM GROUP INC COM 893641100 123 400 SH   DFND 2 400 0 0
TRANSOCEAN LTD REG SHS H8817H100 147 14,800 SH   DFND 9 14,800 0 0
TRANSUNION COM 89400J107 11,234 197,855 SH   SOLE 5 197,855 0 0
TRAVELCENTERS AMER LLC COM 894174101 396 110,129 SH   DFND 9 110,129 0 0
TRAVELERS COMPANIES INC COM 89417E109 667 4,800 SH   DFND 2 0 4,800 0
TRAVELERS COMPANIES INC COM 89417E109 125 900 SH   DFND 2 900 0 0
TRAVELERS COMPANIES INC COM 89417E109 24,208 174,336 SH   SOLE 5 174,336 0 0
TRAVELZOO COM NEW 89421Q205 208 28,646 SH   DFND 9 28,646 0 0
TREX CO INC COM 89531P105 23,772 218,554 SH   SOLE 5 218,554 0 0
TRICO BANCSHARES COM 896095106 8 213 SH   DFND 9 213 0 0
TRICO BANCSHARES COM 896095106 1,682 45,200 SH   SOLE 5 45,200 0 0
TRIMAS CORP COM NEW 896215209 184 7,000 SH   DFND 9 7,000 0 0
TRIMBLE INC COM 896239100 90 2,500 SH   DFND 2 2,500 0 0
TRIMBLE INC COM 896239100 2,693 75,042 SH   SOLE 5 75,042 0 0
TRINET GROUP INC COM 896288107 144 3,100 SH   DFND 9 3,100 0 0
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 1,396 1,025,000 PRN   OTR 7 0 0 0
TRINITY INDS INC COM 896522109 1,645 50,400 SH   SOLE 5 50,400 0 0
TRINSEO S A SHS L9340P101 459 6,200 SH   DFND 9 6,200 0 0
TRINSEO S A SHS L9340P101 106,121 1,433,104 SH   SOLE 5 1,427,872 0 5,232
TRIPADVISOR INC COM 896945201 16 400 SH   DFND 2 0 400 0
TRIPADVISOR INC COM 896945201 49 1,200 SH   DFND 2 1,200 0 0
TRIPADVISOR INC COM 896945201 114,472 2,799,509 SH   SOLE 5 464,414 2,306,886 28,209
TRIPLEPOINT VENTURE GROWTH B COM 89677Y100 15 1,218 SH   DFND 9 1,218 0 0
TRIPLE-S MGMT CORP CL B 896749108 273 10,457 SH   DFND 9 10,457 0 0
TRITON INTL LTD CL A G9078F107 113 3,700 SH   DFND 9 3,700 0 0
TRIUMPH BANCORP INC COM 89679E300 576 13,985 SH   DFND 9 13,985 0 0
TRONC INC COM 89703P107 644 39,232 SH   DFND 9 39,232 0 0
TRUEBLUE INC COM 89785X101 104 4,000 SH   DFND 9 4,000 0 0
TTM TECHNOLOGIES INC COM 87305R109 35,404 2,315,529 SH   SOLE 5 2,306,231 0 9,298
TUPPERWARE BRANDS CORP COM 899896104 121 2,500 SH   DFND 9 2,500 0 0
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 29,104 3,044,340 SH   SOLE 5 3,044,340 0 0
TURTLE BEACH CORP COM 900450107 34 56,307 SH   DFND 9 56,307 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 752 20,500 SH   DFND 2 0 20,500 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 377 10,300 SH   DFND 2 10,300 0 0
TWILIO INC CL A 90138F102 630 16,500 SH   SOLE 5 16,500 0 0
TWITTER INC COM 90184L102 473 16,300 SH   DFND 9 16,300 0 0
TWITTER INC COM 90184L102 41 1,400 SH   DFND 2 0 1,400 0
TWITTER INC COM 90184L102 142 4,900 SH   DFND 2 4,900 0 0
TYLER TECHNOLOGIES INC COM 902252105 10,893 51,634 SH   SOLE 5 51,627 0 7
TYSON FOODS INC CL A 902494103 183 2,500 SH   DFND 9 2,500 0 0
TYSON FOODS INC CL A 902494103 615 8,400 SH   DFND 2 0 8,400 0
TYSON FOODS INC CL A 902494103 337 4,600 SH   DFND 2 4,600 0 0
TYSON FOODS INC CL A 902494103 17,317 236,599 SH   SOLE 5 236,599 0 0
U S CONCRETE INC COM NEW 90333L201 1,576 26,088 SH   SOLE 5 26,088 0 0
U S G CORP COM NEW 903293405 92,226 2,281,700 SH   SOLE 5 2,274,188 0 7,512
U S SILICA HLDGS INC COM 90346E103 20,742 812,770 SH   SOLE 5 812,149 0 621
U.S. AUTO PARTS NETWORK INC COM 90343C100 156 75,991 SH   DFND 9 75,991 0 0
UBIQUITI NETWORKS INC COM 90347A100 14,439 209,876 SH   SOLE 5 27,194 177,964 4,718
UDR INC COM 902653104 142 4,000 SH   DFND 2 0 4,000 0
UDR INC COM 902653104 2,443 68,593 SH   DFND 2 68,593 0 0
UDR INC COM 902653104 26,657 748,362 SH   SOLE 5 748,362 0 0
UGI CORP NEW COM 902681105 67 1,500 SH   DFND 2 0 1,500 0
UGI CORP NEW COM 902681105 62 1,400 SH   DFND 2 1,400 0 0
ULTA BEAUTY INC COM 90384S303 470 2,300 SH   DFND 2 0 2,300 0
ULTA BEAUTY INC COM 90384S303 102 500 SH   DFND 2 500 0 0
ULTA BEAUTY INC COM 90384S303 418 2,045 SH   SOLE 5 2,045 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 1,990 8,165 SH   SOLE 5 8,165 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 662 34,372 SH   DFND 9 34,372 0 0
UMPQUA HLDGS CORP COM 904214103 121,973 5,697,027 SH   SOLE 5 5,680,500 0 16,527
UNDER ARMOUR INC CL C 904311107 38 2,300 SH   DFND 2 0 2,300 0
UNDER ARMOUR INC CL C 904311206 14 1,000 SH   DFND 2 0 1,000 0
UNDER ARMOUR INC CL C 904311107 23 1,400 SH   DFND 2 1,400 0 0
UNDER ARMOUR INC CL C 904311206 20 1,400 SH   DFND 2 1,400 0 0
UNIFI INC COM NEW 904677200 526 14,500 SH   SOLE 5 14,500 0 0
UNIFIRST CORP MASS COM 904708104 97 600 SH   DFND 9 600 0 0
UNIFIRST CORP MASS COM 904708104 46,686 288,811 SH   SOLE 5 287,783 0 1,028
UNILEVER PLC SPON ADR NEW 904767704 0 1 SH   SOLE 5 0 0 0
UNION BANKSHARES CORP NEW COM 90539J109 33 900 SH   DFND 9 900 0 0
UNION PAC CORP COM 907818108 996 7,410 SH   OTR 7 0 0 7,410
UNION PAC CORP COM 907818108 4,181 31,100 SH   DFND 2 0 31,100 0
UNION PAC CORP COM 907818108 7,219 53,700 SH   DFND 2 53,700 0 0
UNION PAC CORP COM 907818108 21,494 159,891 SH   SOLE 5 159,891 0 0
UNIQURE NV SHS N90064101 13,865 590,000 SH   SOLE 5 590,000 0 0
UNISYS CORP COM NEW 909214306 509 47,382 SH   DFND 9 47,382 0 0
UNIT CORP COM 909218109 162 8,200 SH   DFND 9 8,200 0 0
UNITED BANKSHARES INC WEST V COM 909907107 26,546 752,946 SH   SOLE 5 752,039 0 907
UNITED CMNTY FINL CORP OHIO COM 909839102 18 1,794 SH   DFND 9 1,794 0 0
UNITED CONTL HLDGS INC COM 910047109 83 1,200 SH   DFND 9 1,200 0 0
UNITED CONTL HLDGS INC COM 910047109 243 3,500 SH   DFND 2 0 3,500 0
UNITED CONTL HLDGS INC COM 910047109 49 700 SH   DFND 2 700 0 0
UNITED FIRE GROUP INC COM 910340108 72 1,500 SH   DFND 9 1,500 0 0
UNITED NAT FOODS INC COM 911163103 554 12,900 SH   DFND 9 12,900 0 0
UNITED PARCEL SERVICE INC CL B 911312106 743 7,100 SH   DFND 2 0 7,100 0
UNITED PARCEL SERVICE INC CL B 911312106 586 5,600 SH   DFND 2 5,600 0 0
UNITED PARCEL SERVICE INC CL B 911312106 17,765 169,744 SH   SOLE 5 169,744 0 0
UNITED RENTALS INC COM 911363109 829 4,800 SH   OTR 7 0 0 4,800
UNITED RENTALS INC COM 911363109 259 1,500 SH   DFND 2 0 1,500 0
UNITED RENTALS INC COM 911363109 86 500 SH   DFND 2 500 0 0
UNITED RENTALS INC COM 911363109 30,344 175,674 SH   SOLE 5 174,761 0 913
UNITED STATES CELLULAR CORP COM 911684108 356 8,854 SH   DFND 9 8,854 0 0
UNITED STATES STL CORP NEW COM 912909108 144 4,100 SH   DFND 9 4,100 0 0
UNITED TECHNOLOGIES CORP COM 913017109 1,334 10,600 SH   DFND 2 0 10,600 0
UNITED TECHNOLOGIES CORP COM 913017109 843 6,700 SH   DFND 2 6,700 0 0
UNITED TECHNOLOGIES CORP COM 913017109 14,146 112,426 SH   SOLE 5 112,426 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 382 3,400 SH   DFND 9 3,400 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 292 2,600 SH   DFND 2 0 2,600 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 67 600 SH   DFND 2 600 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 966 8,600 SH   SOLE 5 8,600 0 0
UNITEDHEALTH GROUP INC COM 91324P102 1,560 7,290 SH   OTR 7 0 0 7,290
UNITEDHEALTH GROUP INC COM 91324P102 1,926 9,000 SH   DFND 2 0 9,000 0
UNITEDHEALTH GROUP INC COM 91324P102 1,562 7,300 SH   DFND 2 7,300 0 0
UNITEDHEALTH GROUP INC COM 91324P102 140,946 658,628 SH   SOLE 5 314,773 343,855 0
UNITI GROUP INC COM 91325V108 585 36,000 SH   DFND 2 36,000 0 0
UNIVAR INC COM 91336L107 3 102 SH   SOLE 5 102 0 0
UNIVERSAL FST PRODS INC COM 913543104 110 3,400 SH   DFND 9 3,400 0 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 379 6,300 SH   DFND 2 6,300 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 36 300 SH   DFND 9 300 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 225 1,900 SH   DFND 2 0 1,900 0
UNIVERSAL HLTH SVCS INC CL B 913903100 118 1,000 SH   DFND 2 1,000 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 1,317 41,300 SH   SOLE 5 41,300 0 0
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 304 14,358 SH   DFND 9 14,358 0 0
UNIVERSAL TECHNICAL INST INC COM 913915104 33 11,131 SH   DFND 9 11,131 0 0
UNUM GROUP COM 91529Y106 76 1,600 SH   DFND 9 1,600 0 0
UNUM GROUP COM 91529Y106 276 5,800 SH   DFND 2 0 5,800 0
UNUM GROUP COM 91529Y106 105 2,200 SH   DFND 2 2,200 0 0
UNUM GROUP COM 91529Y106 3,604 75,700 SH   SOLE 5 75,700 0 0
URBAN EDGE PPTYS COM 91704F104 515 24,100 SH   DFND 2 24,100 0 0
URBAN EDGE PPTYS COM 91704F104 7,626 357,205 SH   SOLE 5 357,205 0 0
URBAN OUTFITTERS INC COM 917047102 525 14,200 SH   DFND 9 14,200 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 160 8,300 SH   DFND 2 8,300 0 0
US BANCORP DEL COM NEW 902973304 783 15,510 SH   OTR 7 0 0 15,510
US BANCORP DEL COM NEW 902973304 1,545 30,600 SH   DFND 2 0 30,600 0
US BANCORP DEL COM NEW 902973304 641 12,700 SH   DFND 2 12,700 0 0
US BANCORP DEL COM NEW 902973304 28,013 554,714 SH   SOLE 5 554,714 0 0
US ECOLOGY INC COM 91732J102 45,754 858,427 SH   SOLE 5 857,426 0 1,001
US FOODS HLDG CORP COM 912008109 102 3,100 SH   DFND 9 3,100 0 0
US FOODS HLDG CORP COM 912008109 5,489 167,500 SH   SOLE 5 167,500 0 0
USA TRUCK INC COM 902925106 886 34,766 SH   DFND 9 34,766 0 0
USANA HEALTH SCIENCES INC COM 90328M107 131 1,522 SH   DFND 9 1,522 0 0
UTSTARCOM HOLDINGS CORP SHS NEW G9310A114 346 70,345 SH   DFND 9 70,345 0 0
V F CORP COM 918204108 82 1,100 SH   DFND 9 1,100 0 0
V F CORP COM 918204108 1,023 13,800 SH   DFND 2 0 13,800 0
V F CORP COM 918204108 170 2,300 SH   DFND 2 2,300 0 0
V F CORP COM 918204108 5,285 71,300 SH   SOLE 5 71,300 0 0
VAALCO ENERGY INC COM NEW 91851C201 254 295,007 SH   DFND 9 295,007 0 0
VAIL RESORTS INC COM 91879Q109 2,391 10,784 SH   SOLE 5 10,784 0 0
VALE S A ADR 91912E109 1,692 133,000 SH   OTR 7 0 0 133,000
VALE S A ADR 91912E105 20,595 1,619,001 SH   SOLE 5 1,619,001 0 0
VALERO ENERGY CORP NEW COM 91913Y100 911 9,820 SH   OTR 7 0 0 9,820
VALERO ENERGY CORP NEW COM 91913Y100 204 2,200 SH   DFND 9 2,200 0 0
VALERO ENERGY CORP NEW COM 91913Y100 1,494 16,100 SH   DFND 2 0 16,100 0
VALERO ENERGY CORP NEW COM 91913Y100 371 4,000 SH   DFND 2 4,000 0 0
VALERO ENERGY CORP NEW COM 91913Y100 911 9,820 SH   SOLE 5 9,820 0 0
VALHI INC NEW COM 918905100 24 4,033 SH   DFND 9 4,033 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 211 3,130 SH   SOLE 5 3,130 0 0
VALLEY NATL BANCORP COM 919794107 73,034 5,861,439 SH   SOLE 5 5,838,825 0 22,614
VALVOLINE INC COM 92047W101 30 1,372 SH   DFND 2 1,372 0 0
VANDA PHARMACEUTICALS INC COM 921659108 38,400 2,278,947 SH   SOLE 5 2,275,877 0 3,070
VANECK VECTORS ETF TR HIGH YLD MUN ETF 92189F361 4,295 138,600 SH   SOLE 5 138,600 0 0
VANECK VECTORS ETF TR RUSSIA ETF 92189F403 1,235 54,305 SH   SOLE 5 54,305 0 0
VANGUARD SCOTTSDALE FDS VNG RUS1000GRW 92206C680 756 5,420 SH   SOLE 5 5,420 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 68 1,540 SH   SOLE 5 1,540 0 0
VANGUARD WORLD FD MEGA GRWTH IND 921910816 767 6,835 SH   SOLE 5 6,835 0 0
VAREX IMAGING CORP COM 92214X106 19 520 SH   DFND 2 520 0 0
VARIAN MED SYS INC COM 92220P105 37 300 SH   DFND 9 300 0 0
VARIAN MED SYS INC COM 92220P105 478 3,900 SH   DFND 2 0 3,900 0
VARIAN MED SYS INC COM 92220P105 123 1,000 SH   DFND 2 1,000 0 0
VARONIS SYS INC COM 922280102 396 6,539 SH   SOLE 5 0 6,539 0
VASCULAR BIOGENICS LTD COM M96883109 460 200,000 SH   SOLE 5 200,000 0 0
VECTOR GROUP LTD FRNT 4/1 92240MBC1 3,839 3,500,000 PRN   OTR 7 0 0 0
VECTREN CORP COM 92240G101 901 14,100 SH   DFND 2 14,100 0 0
VECTRUS INC COM 92242T101 613 16,454 SH   DFND 9 16,454 0 0
VEDANTA LTD SPONSORED ADR 92242Y100 1,316 74,923 SH   OTR 7 0 0 74,923
VEDANTA LTD SPONSORED ADR 92242Y100 329 18,700 SH   DFND 2 18,700 0 0
VEDANTA LTD SPONSORED ADR 92242Y100 3,272 186,141 SH   SOLE 5 186,141 0 0
VEEVA SYS INC CL A COM 922475108 248 3,400 SH   DFND 9 3,400 0 0
VENATOR MATLS PLC SHS G9329Z100 92 5,100 SH   DFND 9 5,100 0 0
VENATOR MATLS PLC SHS G9329Z100 38,303 2,117,361 SH   SOLE 5 2,111,099 0 6,262
VENTAS INC COM 92276F100 593 11,980 SH   OTR 7 0 0 11,980
VENTAS INC COM 92276F100 154 3,100 SH   DFND 2 0 3,100 0
VENTAS INC COM 92276F100 4,636 93,600 SH   DFND 2 93,600 0 0
VENTAS INC COM 92276F100 1,061 21,430 SH   SOLE 5 21,430 0 0
VEON LTD SPONSORED ADR 91822M106 17,166 6,502,327 SH   SOLE 5 6,502,327 0 0
VERA BRADLEY INC COM 92335C106 325 30,600 SH   DFND 9 30,600 0 0
VEREIT INC COM 92339V100 45 6,500 SH   DFND 2 0 6,500 0
VEREIT INC COM 92339V100 1,737 249,600 SH   DFND 2 249,600 0 0
VEREIT INC COM 92339V100 8,272 1,188,531 SH   SOLE 5 1,188,531 0 0
VERINT SYS INC COM 92343X100 349 8,200 SH   DFND 9 8,200 0 0
VERISIGN INC COM 92343E102 36 300 SH   DFND 2 300 0 0
VERISK ANALYTICS INC COM 92345Y106 416 4,000 SH   DFND 2 0 4,000 0
VERISK ANALYTICS INC COM 92345Y106 125 1,200 SH   DFND 2 1,200 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 689 14,400 SH   DFND 9 14,400 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 3,424 71,600 SH   DFND 2 0 71,600 0
VERIZON COMMUNICATIONS INC COM 92343V104 1,683 35,200 SH   DFND 2 35,200 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 687,147 14,369,445 SH   SOLE 5 13,931,969 0 437,475
VERSO CORP CL A 92531L207 670 39,800 SH   DFND 9 39,800 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 98 600 SH   DFND 9 600 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 407 2,500 SH   DFND 2 2,500 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 28,950 177,632 SH   SOLE 5 177,125 0 507
VIACOM INC NEW CL B 92553P201 422 13,600 SH   DFND 2 0 13,600 0
VIACOM INC NEW CL B 92553P201 93 3,000 SH   DFND 2 3,000 0 0
VIAVI SOLUTIONS INC COM 925550105 27,016 2,779,449 SH   SOLE 5 2,767,667 0 11,782
VICAL INC COM NEW 925602203 159 109,522 SH   DFND 9 109,522 0 0
VICI PPTYS INC COM 925652109 975 53,200 SH   DFND 2 53,200 0 0
VIPSHOP HLDGS LTD NOTE 1.500% 3/1 92763WAA1 1,995 1,850,000 PRN   OTR 7 0 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 665 40,000 SH   DFND 2 40,000 0 0
VIRTU FINL INC CL A 928254101 73 2,200 SH   DFND 9 2,200 0 0
VIRTU FINL INC CL A 928254101 1,796 54,436 SH   SOLE 5 54,436 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 1,816 14,666 SH   SOLE 5 14,666 0 0
VIRTUSA CORP COM 92827P102 359 7,400 SH   DFND 9 7,400 0 0
VISA INC COM CL A 92826C839 7,656 64,000 SH   DFND 2 0 64,000 0
VISA INC COM CL A 92826C839 1,986 16,600 SH   DFND 2 16,600 0 0
VISA INC COM CL A 92826C839 343,878 2,874,756 SH   SOLE 5 929,987 1,919,044 25,725
VISHAY INTERTECHNOLOGY INC COM 928298108 390 20,947 SH   DFND 9 20,947 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 71,533 3,845,859 SH   SOLE 5 3,832,072 0 13,787
VISHAY PRECISION GROUP INC COM 92835K103 446 14,314 SH   DFND 9 14,314 0 0
VISTA OUTDOOR INC COM 928377100 41 2,500 SH   DFND 9 2,500 0 0
VISTRA ENERGY CORP COM 92840M102 329 15,800 SH   DFND 9 15,800 0 0
VITAMIN SHOPPE INC COM 92849E101 74 17,120 SH   DFND 9 17,120 0 0
VMWARE INC CL A COM 928563402 922 7,600 SH   DFND 9 7,600 0 0
VMWARE INC CL A COM 928563402 291 2,400 SH   DFND 2 0 2,400 0
VMWARE INC CL A COM 928563402 61 500 SH   DFND 2 500 0 0
VMWARE INC CL A COM 928563402 16,727 137,934 SH   SOLE 5 137,934 0 0
VOCERA COMMUNICATIONS INC COM 92857F107 901 38,454 SH   SOLE 5 38,454 0 0
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 0 3 SH   SOLE 5 2 0 0
VORNADO RLTY TR SH BEN INT 929042109 404 6,000 SH   DFND 2 0 6,000 0
VORNADO RLTY TR SH BEN INT 929042109 3,143 46,700 SH   DFND 2 46,700 0 0
VORNADO RLTY TR SH BEN INT 929042109 4,603 68,393 SH   SOLE 5 68,393 0 0
VOYA FINL INC COM 929089100 389 7,700 SH   DFND 2 0 7,700 0
VOYA FINL INC COM 929089100 76 1,500 SH   DFND 2 1,500 0 0
VULCAN MATLS CO COM 929160109 57 500 SH   DFND 2 0 500 0
VULCAN MATLS CO COM 929160109 126 1,100 SH   DFND 2 1,100 0 0
W & T OFFSHORE INC COM 92922P106 795 179,559 SH   DFND 9 179,559 0 0
W P CAREY INC COM 92936U109 1,748 28,200 SH   DFND 2 28,200 0 0
W R BERKLEY CORPORATION COM 084423102 8,390 115,400 SH   SOLE 5 115,400 0 0
WABASH NATL CORP COM 929566107 4,552 218,722 SH   SOLE 5 218,722 0 0
WABCO HLDGS INC COM 92927K102 295 2,200 SH   DFND 2 0 2,200 0
WABCO HLDGS INC COM 92927K102 54 400 SH   DFND 2 400 0 0
WABCO HLDGS INC COM 92927K102 1,342 10,021 SH   SOLE 5 10,021 0 0
WABTEC CORP COM 929740108 16 200 SH   DFND 2 0 200 0
WABTEC CORP COM 929740108 57 700 SH   DFND 2 700 0 0
WABTEC CORP COM 929740108 3,922 48,177 SH   SOLE 5 48,177 0 0
WADDELL & REED FINL INC CL A 930059100 774 38,300 SH   DFND 9 38,300 0 0
WAGEWORKS INC COM 930427109 27,914 617,575 SH   SOLE 5 616,618 0 957
WALGREENS BOOTS ALLIANCE INC COM 931427108 790 12,060 SH   OTR 7 0 0 12,060
WALGREENS BOOTS ALLIANCE INC COM 931427108 98 1,500 SH   DFND 9 1,500 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,133 17,300 SH   DFND 2 0 17,300 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 556 8,500 SH   DFND 2 8,500 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 812 12,410 SH   SOLE 5 12,410 0 0
WALKER & DUNLOP INC COM 93148P102 89 1,500 SH   DFND 9 1,500 0 0
WALMART INC COM 931142103 881 9,900 SH   OTR 7 0 0 9,900
WALMART INC COM 931142103 62 700 SH   DFND 9 700 0 0
WALMART INC COM 931142103 6,379 71,700 SH   DFND 2 0 71,700 0
WALMART INC COM 931142103 1,148 12,900 SH   DFND 2 12,900 0 0
WALMART INC COM 931142103 881 9,900 SH   SOLE 5 9,900 0 0
WARRIOR MET COAL INC COM 93627C101 333 11,900 SH   DFND 9 11,900 0 0
WASHINGTON FED INC COM 938824109 1,491 43,100 SH   SOLE 5 43,100 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 514 77,100 SH   DFND 2 77,100 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 592 21,700 SH   DFND 2 21,700 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 56,427 2,066,922 SH   SOLE 5 2,059,939 0 6,983
WASHINGTON TR BANCORP COM 940610108 220 4,100 SH   DFND 9 4,100 0 0
WASTE CONNECTIONS INC COM 94106B101 32 450 SH   DFND 2 0 450 0
WASTE CONNECTIONS INC COM 94106B101 172 2,400 SH   DFND 2 2,400 0 0
WASTE MGMT INC DEL COM 94106L109 664 7,890 SH   OTR 7 0 0 7,890
WASTE MGMT INC DEL COM 94106L109 118 1,400 SH   DFND 9 1,400 0 0
WASTE MGMT INC DEL COM 94106L109 379 4,500 SH   DFND 2 0 4,500 0
WASTE MGMT INC DEL COM 94106L109 261 3,100 SH   DFND 2 3,100 0 0
WASTE MGMT INC DEL COM 94106L109 721,105 8,572,337 SH   SOLE 5 8,293,197 0 279,139
WATERS CORP COM 941848103 397 2,000 SH   DFND 2 0 2,000 0
WATERS CORP COM 941848103 119 600 SH   DFND 2 600 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 117 1,500 SH   DFND 9 1,500 0 0
WAYFAIR INC NOTE 0.375% 9/0 94419LAA9 855 900,000 PRN   OTR 7 0 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 17 7,500 SH   DFND 2 7,500 0 0
WEB COM GROUP INC COM 94733A104 183 10,100 SH   DFND 9 10,100 0 0
WEBSTER FINL CORP CONN COM 947890109 134,024 2,419,204 SH   SOLE 5 2,410,395 0 8,809
WEC ENERGY GROUP INC COM 92939U106 182 2,900 SH   DFND 2 0 2,900 0
WEC ENERGY GROUP INC COM 92939U106 3,595 57,333 SH   DFND 2 57,333 0 0
WEC ENERGY GROUP INC COM 92939U106 8,910 142,100 SH   SOLE 5 142,100 0 0
WEIBO CORP SPONSORED ADR 948596101 294 2,460 SH   DFND 2 2,460 0 0
WEIBO CORP SPONSORED ADR 948596101 81,042 677,927 SH   SOLE 5 677,927 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 306 4,800 SH   DFND 9 4,800 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 64,296 1,009,044 SH   SOLE 5 1,009,044 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 865 30,800 SH   DFND 2 30,800 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 6,711 239,002 SH   SOLE 5 239,002 0 0
WEIS MKTS INC COM 948849104 959 23,400 SH   SOLE 5 23,400 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 645 3,330 SH   OTR 7 0 0 3,330
WELLCARE HEALTH PLANS INC COM 94946T106 11,960 61,767 SH   SOLE 5 61,760 0 7
WELLS FARGO CO NEW COM 949746101 6,384 121,800 SH   DFND 2 0 121,800 0
WELLS FARGO CO NEW COM 949746101 2,091 39,900 SH   DFND 2 39,900 0 0
WELLS FARGO CO NEW COM 949746101 40,639 775,398 SH   SOLE 5 775,398 0 0
WELLTOWER INC COM 95040Q104 414 7,600 SH   DFND 2 0 7,600 0
WELLTOWER INC COM 95040Q104 5,465 100,400 SH   DFND 2 100,400 0 0
WELLTOWER INC COM 95040Q104 10,555 193,923 SH   SOLE 5 193,923 0 0
WERNER ENTERPRISES INC COM 950755108 548 15,000 SH   DFND 9 15,000 0 0
WERNER ENTERPRISES INC COM 950755108 62,696 1,717,695 SH   SOLE 5 1,711,149 0 6,546
WESBANCO INC COM 950810101 63,688 1,505,623 SH   SOLE 5 1,500,018 0 5,605
WESCO INTL INC COM 95082P105 31,029 500,072 SH   SOLE 5 498,138 0 1,934
WEST BANCORPORATION INC CAP STK 95123P106 54 2,100 SH   DFND 9 2,100 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 9,396 106,427 SH   SOLE 5 106,414 0 13
WESTAR ENERGY INC COM 95709T100 131 2,500 SH   DFND 2 0 2,500 0
WESTAR ENERGY INC COM 95709T100 1,467 27,900 SH   DFND 2 27,900 0 0
WESTELL TECHNOLOGIES INC CL A NEW 957541204 294 87,862 SH   DFND 9 87,862 0 0
WESTERN ALLIANCE BANCORP COM 957638109 76 1,300 SH   DFND 9 1,300 0 0
WESTERN ALLIANCE BANCORP COM 957638109 23,907 411,414 SH   SOLE 5 408,685 0 2,729
WESTERN DIGITAL CORP COM 958102105 55 600 SH   DFND 9 600 0 0
WESTERN DIGITAL CORP COM 958102105 434 4,700 SH   DFND 2 0 4,700 0
WESTERN DIGITAL CORP COM 958102105 268 2,900 SH   DFND 2 2,900 0 0
WESTERN DIGITAL CORP COM 958102105 4,263 46,200 SH   SOLE 5 46,200 0 0
WESTERN UN CO COM 959802109 673 35,010 SH   OTR 7 0 0 35,010
WESTERN UN CO COM 959802109 50 2,600 SH   DFND 9 2,600 0 0
WESTERN UN CO COM 959802109 187 9,700 SH   DFND 2 0 9,700 0
WESTERN UN CO COM 959802109 75 3,900 SH   DFND 2 3,900 0 0
WESTERN UN CO COM 959802109 1,662 86,410 SH   SOLE 5 86,410 0 0
WESTLAKE CHEM CORP COM 960413102 300 2,700 SH   DFND 9 2,700 0 0
WESTLAKE CHEM CORP COM 960413102 7,256 65,282 SH   SOLE 5 65,282 0 0
WESTMORELAND COAL CO COM 960878106 98 239,100 SH   DFND 9 239,100 0 0
WESTROCK CO COM 96145D105 289 4,500 SH   DFND 2 0 4,500 0
WESTROCK CO COM 96145D105 116 1,800 SH   DFND 2 1,800 0 0
WESTROCK CO COM 96145D105 9,685 150,923 SH   SOLE 5 150,923 0 0
WEX INC COM 96208T104 2,592 16,549 SH   SOLE 5 16,549 0 0
WEYERHAEUSER CO COM 962166104 217 6,200 SH   DFND 2 0 6,200 0
WEYERHAEUSER CO COM 962166104 207 5,900 SH   DFND 2 5,900 0 0
WHEELER REAL ESTATE INVT TR *W EXP 04/29/201 963025119 2 63,345 SH   SOLE 5 63,345 0 0
WHIRLPOOL CORP COM 963320106 306 2,000 SH   DFND 2 0 2,000 0
WHIRLPOOL CORP COM 963320106 122 800 SH   DFND 2 800 0 0
WHIRLPOOL CORP COM 963320106 5,713 37,312 SH   SOLE 5 37,312 0 0
WHITEHORSE FIN INC COM 96524V106 272 21,887 SH   DFND 9 21,887 0 0
WHITING PETE CORP NEW COM NEW 966387409 25,919 765,917 SH   SOLE 5 763,384 0 2,533
WILLIAMS COS INC DEL COM 969457100 48,070 1,933,628 SH   DFND 4 1,782,928 88,500 62,200
WILLIAMS COS INC DEL COM 969457100 1,452 58,400 SH   DFND 4 0 22,700 35,700
WILLIAMS COS INC DEL COM 969457100 221 8,900 SH   DFND 2 0 8,900 0
WILLIAMS COS INC DEL COM 969457100 10,418 419,086 SH   DFND 2 419,086 0 0
WILLIAMS COS INC DEL COM 969457100 6,372 256,299 SH   SOLE 5 256,299 0 0
WILLIAMS SONOMA INC COM 969904101 32 600 SH   DFND 9 600 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 213 1,400 SH   DFND 2 0 1,400 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 137 900 SH   DFND 2 900 0 0
WINNEBAGO INDS INC COM 974637100 177 4,700 SH   DFND 9 4,700 0 0
WINTRUST FINL CORP COM 97650W108 5,697 66,200 SH   SOLE 5 66,200 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 774 150,000 SH   OTR 7 0 0 150,000
WIPRO LTD SPON ADR 1 SH 97651M109 774 150,000 SH   SOLE 5 150,000 0 0
WIX COM LTD SHS M98068105 28,145 353,798 SH   SOLE 5 39,747 307,025 7,026
WNS HOLDINGS LTD SPON ADR 92932M101 55,175 1,217,188 SH   SOLE 5 1,215,724 0 1,464
WOLVERINE WORLD WIDE INC COM 978097103 52,234 1,807,418 SH   SOLE 5 1,800,373 0 7,045
WOODWARD INC COM 980745103 19,523 272,436 SH   SOLE 5 272,144 0 292
WORKDAY INC CL A 98138H101 102 800 SH   DFND 2 800 0 0
WORKDAY INC CL A 98138H101 6,695 52,668 SH   SOLE 5 52,668 0 0
WORLD FUEL SVCS CORP COM 981475106 150 6,100 SH   DFND 9 6,100 0 0
WORLD FUEL SVCS CORP COM 981475106 0 0 SH   SOLE 5 0 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 371 10,300 SH   DFND 9 10,300 0 0
WORLDPAY INC CL A 981558109 74 900 SH   DFND 2 0 900 0
WORLDPAY INC CL A 981558109 280 3,400 SH   DFND 2 3,400 0 0
WORLDPAY INC CL A 981558109 9,425 114,600 SH   SOLE 5 114,600 0 0
WORTHINGTON INDS INC COM 981811102 44,609 1,039,348 SH   SOLE 5 1,038,097 0 1,251
WPP PLC NEW ADR 92937A102 70,701 888,758 SH   SOLE 5 579,318 0 309,440
WPX ENERGY INC COM 98212B103 3,818 258,320 SH   SOLE 5 258,320 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 34,747 1,751,360 SH   SOLE 5 1,749,145 0 2,215
WSFS FINL CORP COM 929328102 46,685 974,627 SH   SOLE 5 973,489 0 1,138
WYNDHAM WORLDWIDE CORP COM 98310W108 92 800 SH   DFND 2 0 800 0
WYNDHAM WORLDWIDE CORP COM 98310W108 103 900 SH   DFND 2 900 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 1,430 12,500 SH   SOLE 5 12,500 0 0
WYNN RESORTS LTD COM 983134107 164 900 SH   DFND 9 900 0 0
WYNN RESORTS LTD COM 983134107 73 400 SH   DFND 2 0 400 0
WYNN RESORTS LTD COM 983134107 109 600 SH   DFND 2 600 0 0
WYNN RESORTS LTD COM 983134107 7,411 40,642 SH   SOLE 5 40,642 0 0
XCEL ENERGY INC COM 98389B100 396 8,700 SH   DFND 2 0 8,700 0
XCEL ENERGY INC COM 98389B100 4,289 94,300 SH   DFND 2 94,300 0 0
XCEL ENERGY INC COM 98389B100 16,151 355,115 SH   SOLE 5 355,115 0 0
XCERRA CORP COM 98400J108 659 56,600 SH   DFND 9 56,600 0 0
XENCOR INC COM 98401F105 3,873 129,191 SH   SOLE 5 129,191 0 0
XENIA HOTELS & RESORTS INC COM 984017103 716 36,300 SH   DFND 2 36,300 0 0
XENIA HOTELS & RESORTS INC COM 984017103 1,193 60,500 SH   SOLE 5 60,500 0 0
XEROX CORP COM NEW 984121608 199 6,925 SH   DFND 2 0 6,925 0
XEROX CORP COM NEW 984121608 49 1,700 SH   DFND 2 1,700 0 0
XG TECHNOLOGY INC COM PAR 98372A705 67 64,835 SH   DFND 9 64,835 0 0
XILINX INC COM 983919101 686 9,500 SH   DFND 2 0 9,500 0
XILINX INC COM 983919101 101 1,400 SH   DFND 2 1,400 0 0
XILINX INC COM 983919101 3,648 50,505 SH   SOLE 5 50,505 0 0
XL GROUP LTD COM G98294104 166 3,000 SH   DFND 2 0 3,000 0
XL GROUP LTD COM G98294104 28 500 SH   DFND 2 500 0 0
XO GROUP INC COM 983772104 22 1,079 SH   DFND 9 1,079 0 0
XOMA CORP DEL COM NEW 98419J206 548 27,100 SH   DFND 9 27,100 0 0
XOMA CORP DEL COM NEW 98419J206 939 46,410 SH   SOLE 5 46,410 0 0
XPLORE TECHNOLOGIES CORP COM PAR $0.001 983950700 175 53,888 SH   DFND 9 53,888 0 0
XPO LOGISTICS INC COM 983793100 8,380 82,308 SH   SOLE 5 82,291 0 17
XYLEM INC COM 98419M100 146 1,900 SH   DFND 2 0 1,900 0
XYLEM INC COM 98419M100 77 1,000 SH   DFND 2 1,000 0 0
YAHOO INC NOTE 12/0 984332AF3 2,646 1,900,000 PRN   OTR 7 0 0 0
YAMANA GOLD INC COM 98462Y100 0 112 SH   SOLE 5 0 0 112
YANDEX N V SHS CLASS A N97284108 241 6,100 SH   DFND 9 6,100 0 0
YANDEX N V SHS CLASS A N97284108 57,132 1,448,178 SH   SOLE 5 1,448,178 0 0
YATRA ONLINE INC Common G98338109 2,144 324,355 PRN   SOLE 1 324,355 0 0
YATRA ONLINE INC Common G98338109 20,529 3,105,782 PRN   SOLE 1 3,105,782 0 0
YELP INC CL A 985817105 259 6,200 SH   DFND 9 6,200 0 0
YELP INC CL A 985817105 20,107 481,599 SH   SOLE 5 126,242 347,111 8,246
YRC WORLDWIDE INC COM PAR $.01 984249607 109 12,300 SH   DFND 9 12,300 0 0
YUM BRANDS INC COM 988498101 323 3,800 SH   DFND 2 0 3,800 0
YUM BRANDS INC COM 988498101 238 2,800 SH   DFND 2 2,800 0 0
YUM BRANDS INC COM 988498101 6,385 75,000 SH   SOLE 5 75,000 0 0
YUM CHINA HLDGS INC COM 98850P109 1,837 44,263 SH   OTR 7 0 0 44,263
YUM CHINA HLDGS INC COM 98850P109 1,411 34,000 SH   DFND 2 34,000 0 0
YUM CHINA HLDGS INC COM 98850P109 17,190 414,200 SH   SOLE 5 414,200 0 0
YY INC ADS REPCOM CLA 98426T106 842 8,000 SH   OTR 7 0 0 8,000
YY INC ADS REPCOM CLA 98426T106 347 3,300 SH   DFND 2 3,300 0 0
YY INC ADS REPCOM CLA 98426T106 842 8,000 SH   SOLE 5 8,000 0 0
ZAGG INC COM 98884U108 734 60,199 SH   DFND 9 60,199 0 0
ZAYO GROUP HLDGS INC COM 98919V105 102 3,000 SH   DFND 2 3,000 0 0
ZAYO GROUP HLDGS INC COM 98919V105 2,488 72,825 SH   SOLE 5 72,825 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 320 2,300 SH   DFND 9 2,300 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 25,353 182,148 SH   SOLE 5 59,305 120,225 2,618
ZENDESK INC COM 98936J101 191 4,000 SH   DFND 9 4,000 0 0
ZENDESK INC COM 98936J101 6,819 142,438 SH   SOLE 5 142,438 0 0
ZILLOW GROUP INC CL A 98954M101 65 1,200 SH   DFND 9 1,200 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 174 1,600 SH   DFND 2 0 1,600 0
ZIMMER BIOMET HLDGS INC COM 98956P102 196 1,800 SH   DFND 2 1,800 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 23,133 212,150 SH   SOLE 5 212,150 0 0
ZIONS BANCORPORATION COM 989701107 47 900 SH   DFND 9 900 0 0
ZIONS BANCORPORATION COM 989701107 13,702 259,846 SH   SOLE 5 259,846 0 0
ZIX CORP COM 98974P100 64 15,000 SH   DFND 9 15,000 0 0
ZOES KITCHEN INC COM 98979J109 958 66,356 SH   SOLE 5 66,356 0 0
ZOETIS INC CL A 98978V103 468 5,600 SH   DFND 2 0 5,600 0
ZOETIS INC CL A 98978V103 501 6,000 SH   DFND 2 6,000 0 0
ZOETIS INC CL A 98978V103 21,996 263,388 SH   SOLE 5 263,388 0 0
ZUMIEZ INC COM 989817101 332 13,900 SH   DFND 9 13,900 0 0