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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
1ST SOURCE CORP COM 336901103 6,009 112,460 SH   DFND 1,5 0 0 112,460
2U INC COM 90214J101 1,345 16,100 SH   DFND 1 16,100 0 0
2U INC COM 90214J101 391,549 4,685,838 SH   DFND 1,5 597,163 0 4,088,675
2U INC COM 90214J101 15,935 190,700 SH   DFND 6 190,700 0 0
2U INC COM 90214J101 4,725 56,548 SH   DFND 7 56,548 0 0
3-D SYS CORP DEL COM NEW 88554D205 9,070 656,751 SH   DFND 1,5 128,768 0 527,983
3M CO COM 88579Y101 1,064,182 5,409,628 SH   DFND 1,5 855,697 0 4,553,931
3M CO COM 88579Y101 61,350 311,866 SH   DFND 3 311,866 0 0
3M CO COM 88579Y101 3,027 15,389 SH   DFND 7 15,389 0 0
58 COM INC SPON ADR REP A 31680Q104 180,870 2,608,452 SH   DFND 1,5 165,762 0 2,442,690
58 COM INC SPON ADR REP A 31680Q104 35,322 509,406 SH   DFND 1,9 17,503 0 491,903
58 COM INC SPON ADR REP A 31680Q104 5,679 81,900 SH   DFND 6 81,900 0 0
58 COM INC SPON ADR REP A 31680Q104 2,363 34,080 SH   DFND 7 34,080 0 0
8X8 INC NEW COM 282914100 22,376 1,116,031 SH   DFND 1,5 0 0 1,116,031
AARONS INC COM PAR $0.50 002535300 179,804 4,138,185 SH   DFND 1,5 9,707 0 4,128,478
ABB LTD SPONSORED ADR 000375204 2,378 109,252 SH   DFND 3 109,252 0 0
ABBOTT LABS COM 002824100 551,796 9,047,314 SH   DFND 1,5 410,867 0 8,636,447
ABBOTT LABS COM 002824100 54,871 899,666 SH   DFND 3 899,666 0 0
ABBOTT LABS COM 002824100 2,915 47,800 SH   DFND 7 47,800 0 0
ABBVIE INC COM 00287Y109 586,886 6,334,442 SH   DFND 1,5 1,019,069 0 5,315,373
ABBVIE INC COM 00287Y109 69,991 755,433 SH   DFND 3 755,433 0 0
ABBVIE INC COM 00287Y109 3,992 43,084 SH   DFND 7 43,084 0 0
ABEONA THERAPEUTICS INC COM 00289Y107 110,661 6,916,307 SH   DFND 1,5 0 0 6,916,307
ABEONA THERAPEUTICS INC COM 00289Y107 2,848 178,000 SH   DFND 7 178,000 0 0
ABERCROMBIE & FITCH CO CL A 002896207 87,324 3,567,143 SH   DFND 1,5 443,824 0 3,123,319
ABIOMED INC COM 003654100 280,900 686,713 SH   DFND 1,5 55,560 0 631,153
ABIOMED INC COM 003654100 534 1,305 SH   DFND 3 1,305 0 0
ABIOMED INC COM 003654100 1,554 3,800 SH   DFND 7 3,800 0 0
ABM INDS INC COM 000957100 2,083 71,400 SH   DFND 1,5 1,110 0 70,290
ABM INDS INC COM 000957100 77,627 2,660,280 SH   DFND 6 2,660,280 0 0
ABM INDS INC COM 000957100 12,450 426,668 SH   DFND 7 394,768 0 31,900
ABRAXAS PETE CORP COM 003830106 901 311,600 SH   DFND 1,5 0 0 311,600
AC IMMUNE SA SHS H00263105 36,142 3,886,249 SH   DFND 1,5 31,054 0 3,855,195
AC IMMUNE SA SHS H00263105 343 36,900 SH   DFND 6 36,900 0 0
AC IMMUNE SA SHS H00263105 1,116 120,000 SH   DFND 7 120,000 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 85,798 2,464,739 SH   DFND 1,5 27,539 0 2,437,200
ACACIA COMMUNICATIONS INC COM 00401C108 6,743 193,700 SH   DFND 1,9 0 0 193,700
ACACIA COMMUNICATIONS INC COM 00401C108 526 15,100 SH   DFND 6 15,100 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 651 18,700 SH   DFND 7 18,700 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 253 61,062 SH   DFND 1,5 162 0 60,900
ACADIA HEALTHCARE COMPANY IN COM 00404A109 33,256 812,900 SH   DFND 1,5 41,100 0 771,800
ACADIA HEALTHCARE COMPANY IN COM 00404A109 8,669 211,900 SH   DFND 6 211,900 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 4,586 112,100 SH   DFND 7 74,800 0 37,300
ACADIA PHARMACEUTICALS INC COM 004225108 285,708 18,710,395 SH   DFND 1,5 4,700,581 0 14,009,814
ACADIA PHARMACEUTICALS INC COM 004225108 206 13,500 SH   DFND 6 13,500 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 81,180 2,966,017 SH   DFND 1 2,966,017 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 223,130 8,152,359 SH   DFND 1,5 79,439 0 8,072,920
ACADIA RLTY TR COM SH BEN INT 004239109 11,319 413,570 SH   DFND 6 413,570 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 4,490 164,066 SH   DFND 7 0 0 164,066
ACCELERATE DIAGNOSTICS INC COM 00430H102 8,191 367,300 SH   DFND 6 367,300 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 2,658 119,200 SH   DFND 7 119,200 0 0
ACCELERON PHARMA INC COM 00434H108 176,057 3,628,550 SH   DFND 1,5 53,245 0 3,575,305
ACCELERON PHARMA INC COM 00434H108 32,362 666,973 SH   DFND 6 666,973 0 0
ACCELERON PHARMA INC COM 00434H108 5,352 110,300 SH   DFND 7 110,300 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 679,213 4,151,924 SH   DFND 1,5 387,822 0 3,764,102
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 51,775 316,492 SH   DFND 3 316,492 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 2,878 17,595 SH   DFND 6 17,595 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 17,761 108,572 SH   DFND 7 62,054 0 46,518
ACCESS NATL CORP COM 004337101 2,215 77,462 SH   DFND 1,5 0 0 77,462
ACELRX PHARMACEUTICALS INC COM 00444T100 1,008 298,644 SH   DFND 1,5 0 0 298,644
ACETO CORP NOTE 2.000%11/0 004446AD2 13 17,000 PRN   DFND   0 0 0
ACHAOGEN INC COM 004449104 14,002 1,616,895 SH   DFND 1,5 23,692 0 1,593,203
ACHAOGEN INC COM 004449104 230 26,515 SH   DFND 3 26,515 0 0
ACHAOGEN INC COM 004449104 260 29,985 SH   DFND 6 29,985 0 0
ACLARIS THERAPEUTICS INC COM 00461U105 43,367 2,171,594 SH   DFND 1,5 6,454 0 2,165,140
ACLARIS THERAPEUTICS INC COM 00461U105 308 15,440 SH   DFND 3 15,440 0 0
ACLARIS THERAPEUTICS INC COM 00461U105 4,225 211,570 SH   DFND 4 211,570 0 0
ACLARIS THERAPEUTICS INC COM 00461U105 12,004 601,081 SH   DFND 6 601,081 0 0
ACLARIS THERAPEUTICS INC COM 00461U105 7,111 356,100 SH   DFND 7 295,200 0 60,900
ACNB CORP COM 000868109 4,515 132,591 SH   DFND 1,5 16,338 0 116,253
ACORDA THERAPEUTICS INC COM 00484M106 174,427 6,077,586 SH   DFND 1,5 21,489 0 6,056,097
ACORDA THERAPEUTICS INC NOTE 1.750% 6/1 00484MAA4 7,683 7,950,000 PRN   DFND 1,5 0 0 0
ACORDA THERAPEUTICS INC COM 00484M106 3,157 110,000 SH   DFND 7 110,000 0 0
ACTIVISION BLIZZARD INC COM 00507V109 703 9,207 SH   DFND 1 9,207 0 0
ACTIVISION BLIZZARD INC COM 00507V109 6,463,674 84,691,750 SH   DFND 1,5 11,134,783 0 73,556,967
ACTIVISION BLIZZARD INC COM 00507V109 412,413 5,403,740 SH   DFND 1,9 1,111 0 5,402,629
ACTIVISION BLIZZARD INC COM 00507V109 27,001 353,787 SH   DFND 3 353,787 0 0
ACTIVISION BLIZZARD INC COM 00507V109 47,858 627,064 SH   DFND 6 627,064 0 0
ACTIVISION BLIZZARD INC COM 00507V109 94,322 1,235,869 SH   DFND 7 1,141,769 0 94,100
ACUITY BRANDS INC COM 00508Y102 240,013 2,071,400 SH   DFND 1,5 1,757 0 2,069,643
ACUITY BRANDS INC COM 00508Y102 30,641 264,445 SH   DFND 3 264,445 0 0
ACUITY BRANDS INC COM 00508Y102 7,091 61,200 SH   DFND 6 61,200 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 27,734 1,073,702 SH   DFND 1,5 7,900 0 1,065,802
ADAMS RES & ENERGY INC COM NEW 006351308 8,371 194,684 SH   DFND 1,5 43,856 0 150,828
ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 21,907 1,845,590 SH   DFND 1,5 0 0 1,845,590
ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 18,740 1,578,783 SH   DFND 4 1,578,783 0 0
ADDUS HOMECARE CORP COM 006739106 23,254 406,183 SH   DFND 1,5 56 0 406,127
ADDUS HOMECARE CORP COM 006739106 19,058 332,899 SH   DFND 6 332,899 0 0
ADDUS HOMECARE CORP COM 006739106 5,520 96,421 SH   DFND 7 96,421 0 0
ADECOAGRO S A COM L00849106 1,363 171,400 SH   DFND 1,5 1,900 0 169,500
ADIENT PLC ORD SHS G0084W101 36,555 743,148 SH   DFND 1,5 74,483 0 668,665
ADIENT PLC ORD SHS G0084W101 826 16,800 SH   DFND 7 0 0 16,800
ADOBE SYS INC COM 00724F101 2,530 10,375 SH   DFND 1 10,375 0 0
ADOBE SYS INC COM 00724F101 8,335,123 34,186,960 SH   DFND 1,5 4,063,665 0 30,123,295
ADOBE SYS INC COM 00724F101 481,577 1,975,214 SH   DFND 1,9 346 0 1,974,868
ADOBE SYS INC COM 00724F101 86,981 356,757 SH   DFND 3 356,757 0 0
ADOBE SYS INC COM 00724F101 48,200 197,695 SH   DFND 6 197,695 0 0
ADOBE SYS INC COM 00724F101 141,782 581,528 SH   DFND 7 431,971 0 149,557
ADT INC COM 00090Q103 8,662 1,001,333 SH   DFND 1,5 5,763 0 995,570
ADT INC COM 00090Q103 888 102,700 SH   DFND 6 102,700 0 0
ADT INC COM 00090Q103 1,453 168,000 SH   DFND 7 168,000 0 0
ADTALEM GLOBAL ED INC COM 00737L103 12,815 266,421 SH   DFND 1,5 6,621 0 259,800
ADTALEM GLOBAL ED INC COM 00737L103 19,803 411,700 SH   DFND 6 411,700 0 0
ADTALEM GLOBAL ED INC COM 00737L103 226 4,700 SH   DFND 7 4,700 0 0
ADTRAN INC COM 00738A106 4,161 280,207 SH   DFND 1,5 227 0 279,980
ADURO BIOTECH INC COM 00739L101 22,847 3,263,888 SH   DFND 1,5 0 0 3,263,888
ADVANCE AUTO PARTS INC COM 00751Y106 9,771 72,006 SH   DFND 1,5 8 0 71,998
ADVANCE AUTO PARTS INC COM 00751Y106 3,803 28,024 SH   DFND 3 28,024 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 105,272 4,248,269 SH   DFND 1,5 1,608 0 4,246,661
ADVANCED DISP SVCS INC DEL COM 00790X101 55,539 2,241,280 SH   DFND 6 2,241,280 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 13,789 556,445 SH   DFND 7 501,845 0 54,600
ADVANCED ENERGY INDS COM 007973100 1,796 30,910 SH   DFND 1,5 100 0 30,810
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 17,778 8,950,000 PRN   DFND 1,5 0 0 0
ADVANCED MICRO DEVICES INC COM 007903107 538,920 35,951,995 SH   DFND 1,5 5,234,606 0 30,717,389
ADVANCED MICRO DEVICES INC COM 007903107 166,753 11,124,288 SH   DFND 1,9 0 0 11,124,288
ADVANCED MICRO DEVICES INC COM 007903107 207 13,778 SH   DFND 3 13,778 0 0
ADVANCED MICRO DEVICES INC COM 007903107 1,848 123,300 SH   DFND 6 123,300 0 0
ADVANCED MICRO DEVICES INC COM 007903107 10,760 717,800 SH   DFND 7 717,800 0 0
ADVANTAGE OIL & GAS LTD COM 00765F101 2,492 797,200 SH   DFND 1,5 0 0 797,200
ADVANTAGE OIL & GAS LTD COM 00765F101 180 57,500 SH   DFND 6 57,500 0 0
ADVANTAGE OIL & GAS LTD COM 00765F101 330 105,700 SH   DFND 7 66,500 0 39,200
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 5,711 1,077,502 SH   DFND 1,5 0 0 1,077,502
AECOM COM 00766T100 783,016 23,706,198 SH   DFND 1,5 1,286,665 0 22,419,533
AERCAP HOLDINGS NV SHS N00985106 9,719 179,491 SH   DFND 1 179,491 0 0
AERCAP HOLDINGS NV SHS N00985106 151,119 2,790,754 SH   DFND 1,5 169,608 0 2,621,146
AERCAP HOLDINGS NV SHS N00985106 356 6,570 SH   DFND 3 6,570 0 0
AERCAP HOLDINGS NV SHS N00985106 428 7,900 SH   DFND 6 7,900 0 0
AERCAP HOLDINGS NV SHS N00985106 5,201 96,047 SH   DFND 7 47,747 0 48,300
AERIE PHARMACEUTICALS INC COM 00771V108 74,011 1,095,652 SH   DFND 1,5 0 0 1,095,652
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 8,388 6,460,000 PRN   DFND 1,5 0 0 0
AERPIO PHARMACEUTICALS INC COM 00810B105 3,648 879,100 SH   DFND 1,5 0 0 879,100
AES CORP COM 00130H105 551 41,100 SH   DFND 1 41,100 0 0
AES CORP COM 00130H105 591,942 44,141,825 SH   DFND 1,5 784,341 0 43,357,484
AES CORP COM 00130H105 3,403 253,762 SH   DFND 3 253,762 0 0
AES CORP COM 00130H105 9,633 718,340 SH   DFND 6 718,340 0 0
AES CORP COM 00130H105 33,245 2,479,100 SH   DFND 7 1,280,100 0 1,199,000
AETNA INC NEW COM 00817Y108 1,348,223 7,347,263 SH   DFND 1,5 680,114 0 6,667,149
AETNA INC NEW COM 00817Y108 28,984 157,948 SH   DFND 3 157,948 0 0
AETNA INC NEW COM 00817Y108 9,940 54,169 SH   DFND 6 54,169 0 0
AETNA INC NEW COM 00817Y108 32,132 175,107 SH   DFND 7 14,907 0 160,200
AFFILIATED MANAGERS GROUP COM 008252108 80,716 542,920 SH   DFND 1,5 0 0 542,920
AFFILIATED MANAGERS GROUP COM 008252108 5,260 35,383 SH   DFND 3 35,383 0 0
AFFILIATED MANAGERS GROUP COM 008252108 1,293 8,700 SH   DFND 7 8,700 0 0
AFLAC INC COM 001055102 539,238 12,534,590 SH   DFND 1,5 710,177 0 11,824,413
AFLAC INC COM 001055102 27,521 639,719 SH   DFND 3 639,719 0 0
AFLAC INC COM 001055102 8,644 200,940 SH   DFND 7 4,640 0 196,300
AGCO CORP COM 001084102 87,181 1,435,779 SH   DFND 1,5 1,643 0 1,434,136
AGENUS INC COM NEW 00847G705 1,960 863,541 SH   DFND 1,5 0 0 863,541
AGILENT TECHNOLOGIES INC COM 00846U101 494,163 7,990,990 SH   DFND 1,5 168,926 0 7,822,064
AGILENT TECHNOLOGIES INC COM 00846U101 3,818 61,739 SH   DFND 3 61,739 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 8,519 137,758 SH   DFND 6 137,758 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 36,269 586,503 SH   DFND 7 525,603 0 60,900
AGIOS PHARMACEUTICALS INC COM 00847X104 726,588 8,626,243 SH   DFND 1,5 1,788,870 0 6,837,373
AGIOS PHARMACEUTICALS INC COM 00847X104 1,230 14,600 SH   DFND 6 14,600 0 0
AGNC INVT CORP COM 00123Q104 74,766 4,021,843 SH   DFND 1,5 12,000 0 4,009,843
AGNC INVT CORP COM 00123Q104 6,708 360,823 SH   DFND 3 360,823 0 0
AGNC INVT CORP COM 00123Q104 7,490 402,900 SH   DFND 6 402,900 0 0
AGNC INVT CORP COM 00123Q104 14,723 791,960 SH   DFND 7 292,160 0 499,800
AGNICO EAGLE MINES LTD COM 008474108 140,263 3,059,501 SH   DFND 1,5 0 0 3,059,501
AGNICO EAGLE MINES LTD COM 008474108 13,296 290,030 SH   DFND 6 149,644 0 140,386
AGNICO EAGLE MINES LTD COM 008474108 15,461 337,241 SH   DFND 7 268,941 0 68,300
AGREE REALTY CORP COM 008492100 12,568 238,162 SH   DFND 1,5 22,289 0 215,873
AGREE REALTY CORP COM 008492100 6,215 117,774 SH   DFND 6 117,774 0 0
AGREE REALTY CORP COM 008492100 3,934 74,555 SH   DFND 7 28,655 0 45,900
AIMMUNE THERAPEUTICS INC COM 00900T107 60,340 2,243,971 SH   DFND 1,5 22,882 0 2,221,089
AIMMUNE THERAPEUTICS INC COM 00900T107 5,910 219,800 SH   DFND 6 219,800 0 0
AIMMUNE THERAPEUTICS INC COM 00900T107 1,630 60,600 SH   DFND 7 60,600 0 0
AIR LEASE CORP CL A 00912X302 139,896 3,333,231 SH   DFND 1,5 227,853 0 3,105,378
AIR LEASE CORP CL A 00912X302 6,594 157,117 SH   DFND 3 157,117 0 0
AIR PRODS & CHEMS INC COM 009158106 673,135 4,322,449 SH   DFND 1,5 369,719 0 3,952,730
AIR PRODS & CHEMS INC COM 009158106 20,976 134,695 SH   DFND 3 134,695 0 0
AIR T INC COM 009207101 7,826 233,614 SH   DFND 1,5 29,656 0 203,958
AIR TRANSPORT SERVICES GRP I COM 00922R105 42,046 1,861,278 SH   DFND 1,5 9,300 0 1,851,978
AIR TRANSPORT SERVICES GRP I COM 00922R105 20,111 890,269 SH   DFND 6 890,269 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 6,613 292,746 SH   DFND 7 292,746 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 7,207 7,192,000 PRN   DFND 1,5 0 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 525,592 7,177,277 SH   DFND 1,5 283,586 0 6,893,691
AKAMAI TECHNOLOGIES INC COM 00971T101 1,480 20,214 SH   DFND 3 20,214 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 8,378 114,400 SH   DFND 6 114,400 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 17,751 242,400 SH   DFND 7 136,500 0 105,900
AKCEA THERAPEUTICS INC COM 00972L107 293,781 12,390,583 SH   DFND 1,5 3,145,088 0 9,245,495
AKCEA THERAPEUTICS INC COM 00972L107 1,536 64,800 SH   DFND 6 64,800 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 8,125 814,155 SH   DFND 1,5 0 0 814,155
AKORN INC COM 009728106 23,297 1,404,303 SH   DFND 1,5 13,642 0 1,390,661
ALAMOS GOLD INC NEW COM CL A 011532108 27,632 4,849,912 SH   DFND 1,5 0 0 4,849,912
ALAMOS GOLD INC NEW COM CL A 011532108 1,049 184,115 SH   DFND 6 72,715 0 111,400
ALAMOS GOLD INC NEW COM CL A 011532108 946 166,000 SH   DFND 7 92,000 0 74,000
ALASKA AIR GROUP INC COM 011659109 43,947 727,719 SH   DFND 1,5 0 0 727,719
ALASKA AIR GROUP INC COM 011659109 3,366 55,730 SH   DFND 3 55,730 0 0
ALASKA AIR GROUP INC COM 011659109 10,479 173,520 SH   DFND 6 173,520 0 0
ALASKA AIR GROUP INC COM 011659109 15,264 252,760 SH   DFND 7 56,960 0 195,800
ALBEMARLE CORP COM 012653101 1,234 13,083 SH   DFND 3 13,083 0 0
ALBIREO PHARMA INC COM 01345P106 22,284 627,732 SH   DFND 1,5 0 0 627,732
ALCOA CORP COM 013872106 34,434 734,522 SH   DFND 1,5 5,641 0 728,881
ALDER BIOPHARMACEUTICALS INC COM 014339105 37,945 2,401,565 SH   DFND 1,5 0 0 2,401,565
ALDER BIOPHARMACEUTICALS INC NOTE 2.500% 2/0 014339AA3 5,350 5,150,000 PRN   DFND 1,5 0 0 0
ALDEYRA THERAPEUTICS INC COM 01438T106 12,810 1,611,311 SH   DFND 1,5 0 0 1,611,311
ALEXANDRIA REAL ESTATE EQ IN PFD CONV SER D 015271505 8,021 227,000 SH   DFND 1,5 9,000 0 218,000
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 3,100 24,571 SH   DFND 3 24,571 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 1,215 9,786 SH   DFND 1 9,786 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 2,259,951 18,203,388 SH   DFND 1,5 1,069,882 0 17,133,506
ALEXION PHARMACEUTICALS INC COM 015351109 18,219 146,748 SH   DFND 3 146,748 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 47,544 382,954 SH   DFND 6 382,954 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 95,936 772,741 SH   DFND 7 461,700 0 311,041
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,658 8,936 SH   DFND 1 8,936 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 2,835,984 15,285,853 SH   DFND 1,5 1,599,404 0 13,686,449
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,460,321 7,871,080 SH   DFND 1,9 138,352 0 7,732,728
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 94,772 510,816 SH   DFND 1,10 15,316 0 495,500
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 39,833 214,696 SH   DFND 3 214,696 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 89,630 483,100 SH   DFND 6 465,300 0 17,800
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 106,410 573,548 SH   DFND 7 573,548 0 0
ALIGN TECHNOLOGY INC COM 016255101 566,903 1,656,933 SH   DFND 1,5 141,052 0 1,515,881
ALIGN TECHNOLOGY INC COM 016255101 2,934 8,577 SH   DFND 3 8,577 0 0
ALIGN TECHNOLOGY INC COM 016255101 1,574 4,600 SH   DFND 6 4,600 0 0
ALIGN TECHNOLOGY INC COM 016255101 12,112 35,400 SH   DFND 7 35,400 0 0
ALKERMES PLC SHS G01767105 953,117 23,156,390 SH   DFND 1,5 6,427,501 0 16,728,889
ALKERMES PLC SHS G01767105 4,083 99,200 SH   DFND 6 99,200 0 0
ALLEGHANY CORP DEL COM 017175100 3,816 6,637 SH   DFND 3 6,637 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 11,657 6,150,000 PRN   DFND 1,5 0 0 0
ALLEGIANCE BANCSHARES INC COM 01748H107 47,465 1,094,917 SH   DFND 1,5 0 0 1,094,917
ALLEGIANT TRAVEL CO COM 01748X102 264,889 1,906,360 SH   DFND 1,5 86,013 0 1,820,347
ALLEGIANT TRAVEL CO COM 01748X102 15,737 113,254 SH   DFND 6 113,254 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 143,031 1,848,906 SH   DFND 1,5 55 0 1,848,851
ALLEGION PUB LTD CO ORD SHS G0176J109 1,829 23,645 SH   DFND 3 23,645 0 0
ALLENA PHARMACEUTICALS INC COM 018119107 24,311 1,865,777 SH   DFND 1,5 0 0 1,865,777
ALLERGAN PLC SHS G0177J108 17,130 102,745 SH   DFND 1 102,745 0 0
ALLERGAN PLC SHS G0177J108 866,473 5,197,175 SH   DFND 1,5 254,738 0 4,942,437
ALLERGAN PLC SHS G0177J108 26,599 159,544 SH   DFND 3 159,544 0 0
ALLERGAN PLC SHS G0177J108 22,385 134,270 SH   DFND 6 134,270 0 0
ALLERGAN PLC SHS G0177J108 48,488 290,834 SH   DFND 7 82,085 0 208,749
ALLIANCE DATA SYSTEMS CORP COM 018581108 566,473 2,429,128 SH   DFND 1,5 45,573 0 2,383,555
ALLIANCE DATA SYSTEMS CORP COM 018581108 6,515 27,937 SH   DFND 3 27,937 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 6,165 26,435 SH   DFND 6 26,435 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 26,140 112,091 SH   DFND 7 87,091 0 25,000
ALLIANCE RES PARTNER L P UT LTD PART 01877R108 15,342 836,100 SH   DFND 1,5 0 0 836,100
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 21,119 739,729 SH   DFND 1,5 0 0 739,729
ALLIANT ENERGY CORP COM 018802108 187,820 4,438,100 SH   DFND 1,5 261,900 0 4,176,200
ALLIANT ENERGY CORP COM 018802108 2,115 49,980 SH   DFND 3 49,980 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 563 13,906 SH   DFND 1 13,906 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 821,047 20,277,783 SH   DFND 1,5 243,593 0 20,034,190
ALLISON TRANSMISSION HLDGS I COM 01973R101 3,935 97,175 SH   DFND 6 97,175 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 8,874 219,169 SH   DFND 7 120,869 0 98,300
ALLSTATE CORP COM 020002101 308,349 3,378,423 SH   DFND 1,5 8,510 0 3,369,913
ALLSTATE CORP COM 020002101 32,888 360,336 SH   DFND 3 360,336 0 0
ALLSTATE CORP COM 020002101 8,595 94,170 SH   DFND 6 94,170 0 0
ALLSTATE CORP COM 020002101 24,085 263,885 SH   DFND 7 140,085 0 123,800
ALLY FINL INC COM 02005N100 16,434 625,594 SH   DFND 1,5 69,192 0 556,402
ALLY FINL INC COM 02005N100 13,475 512,955 SH   DFND 3 512,955 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1,471,777 14,943,417 SH   DFND 1,5 3,505,289 0 11,438,128
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 7,958 80,800 SH   DFND 6 80,800 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 5,333 54,144 SH   DFND 7 54,144 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 12,719 893,200 SH   DFND 1,5 0 0 893,200
ALPHABET INC CAP STK CL A 02079K305 2,928 2,593 SH   DFND 1 2,593 0 0
ALPHABET INC CAP STK CL C 02079K107 4,560 4,087 SH   DFND 1 4,087 0 0
ALPHABET INC CAP STK CL C 02079K107 12,061,009 10,810,746 SH   DFND 1,5 1,222,106 0 9,588,640
ALPHABET INC CAP STK CL A 02079K305 16,670,249 14,763,015 SH   DFND 1,5 1,945,309 0 12,817,706
ALPHABET INC CAP STK CL A 02079K305 202,441 179,280 SH   DFND 1,9 109 0 179,171
ALPHABET INC CAP STK CL C 02079K107 212,216 190,217 SH   DFND 1,9 0 0 190,217
ALPHABET INC CAP STK CL C 02079K107 178,022 159,568 SH   DFND 3 159,568 0 0
ALPHABET INC CAP STK CL A 02079K305 223,636 198,050 SH   DFND 3 198,050 0 0
ALPHABET INC CAP STK CL A 02079K305 237,480 210,310 SH   DFND 6 210,310 0 0
ALPHABET INC CAP STK CL C 02079K107 40,438 36,246 SH   DFND 6 36,246 0 0
ALPHABET INC CAP STK CL C 02079K107 121,206 108,642 SH   DFND 7 63,352 0 45,290
ALPHABET INC CAP STK CL A 02079K305 251,573 222,791 SH   DFND 7 155,706 0 67,085
ALPS ETF TR ALERIAN MLP 00162Q866 35,236 3,488,683 SH   DFND 3 3,488,683 0 0
ALTABA INC COM 021346101 117,341 1,602,800 SH   DFND 1,5 84,800 0 1,518,000
ALTABA INC COM 021346101 941 12,849 SH   DFND 3 12,849 0 0
ALTABA INC COM 021346101 11,670 159,400 SH   DFND 7 159,400 0 0
ALTAIR ENGR INC COM CL A 021369103 6,798 198,876 SH   DFND 1,5 7,950 0 190,926
ALTAIR ENGR INC COM CL A 021369103 260 7,600 SH   DFND 6 7,600 0 0
ALTERYX INC COM CL A 02156B103 687 18,000 SH   DFND 1,5 0 0 18,000
ALTICE USA INC CL A 02156K103 27,142 1,590,997 SH   DFND 1,5 0 0 1,590,997
ALTRIA GROUP INC COM 02209S103 1,772,053 31,203,615 SH   DFND 1,5 2,594,043 0 28,609,572
ALTRIA GROUP INC COM 02209S103 218,488 3,847,299 SH   DFND 3 3,847,299 0 0
ALTRIA GROUP INC COM 02209S103 38,767 682,640 SH   DFND 6 682,640 0 0
ALTRIA GROUP INC COM 02209S103 86,906 1,530,304 SH   DFND 7 170,141 0 1,360,163
AMAG PHARMACEUTICALS INC COM 00163U106 38,832 1,991,368 SH   DFND 1,5 300 0 1,991,068
AMARIN CORP PLC SPONS ADR NEW 023111206 16,486 5,335,221 SH   DFND 1,5 0 0 5,335,221
AMAZON COM INC COM 023135106 7,018 4,129 SH   DFND 1 4,129 0 0
AMAZON COM INC COM 023135106 28,203,503 16,592,248 SH   DFND 1,5 2,229,439 0 14,362,809
AMAZON COM INC COM 023135106 116,207 68,365 SH   DFND 1,9 36 0 68,329
AMAZON COM INC COM 023135106 1,190 700 SH   DFND 1,10 0 0 700
AMAZON COM INC COM 023135106 405,852 238,764 SH   DFND 3 238,764 0 0
AMAZON COM INC COM 023135106 220,938 129,979 SH   DFND 6 129,979 0 0
AMAZON COM INC COM 023135106 358,727 211,041 SH   DFND 7 190,473 0 20,568
AMBAC FINL GROUP INC COM NEW 023139884 40,896 2,060,260 SH   DFND 1,5 0 0 2,060,260
AMBEV SA SPONSORED ADR 02319V103 59,305 12,808,900 SH   DFND 1,5 434,000 0 12,374,900
AMC ENTMT HLDGS INC CL A COM 00165C104 2,095 131,769 SH   DFND 3 131,769 0 0
AMC NETWORKS INC CL A 00164V103 36,945 593,972 SH   DFND 1,5 66,572 0 527,400
AMC NETWORKS INC CL A 00164V103 7,193 115,649 SH   DFND 3 115,649 0 0
AMC NETWORKS INC CL A 00164V103 473 7,600 SH   DFND 7 0 0 7,600
AMDOCS LTD SHS G02602103 1,051,610 15,887,749 SH   DFND 1,5 1,243,695 0 14,644,054
AMDOCS LTD SHS G02602103 6,045 91,327 SH   DFND 1,11 10,717 0 80,610
AMDOCS LTD SHS G02602103 744 11,245 SH   DFND 3 11,245 0 0
AMDOCS LTD SHS G02602103 6,873 103,831 SH   DFND 6 103,831 0 0
AMDOCS LTD SHS G02602103 13,450 203,201 SH   DFND 7 10,401 0 192,800
AMEDISYS INC COM 023436108 26,351 308,345 SH   DFND 1,5 0 0 308,345
AMEDISYS INC COM 023436108 25,245 295,400 SH   DFND 6 295,400 0 0
AMEDISYS INC COM 023436108 8,482 99,250 SH   DFND 7 99,250 0 0
AMERCO COM 023586100 2,279 6,400 SH   DFND 1,5 0 0 6,400
AMEREN CORP COM 023608102 47,032 772,914 SH   DFND 1,5 0 0 772,914
AMEREN CORP COM 023608102 4,667 76,696 SH   DFND 3 76,696 0 0
AMEREN CORP COM 023608102 2,197 36,100 SH   DFND 6 36,100 0 0
AMEREN CORP COM 023608102 4,898 80,495 SH   DFND 7 77,895 0 2,600
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 27,021 1,621,900 SH   DFND 1,5 61,500 0 1,560,400
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 435 26,090 SH   DFND 3 26,090 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 459,373 12,101,492 SH   DFND 1,5 129,957 0 11,971,535
AMERICAN AIRLS GROUP INC COM 02376R102 11,996 316,027 SH   DFND 3 316,027 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 638 16,800 SH   DFND 6 16,800 0 0
AMERICAN ASSETS TR INC COM 024013104 29,889 780,583 SH   DFND 1 780,583 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 32,575 2,093,541 SH   DFND 1,5 0 0 2,093,541
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 492 21,145 SH   DFND 3 21,145 0 0
AMERICAN ELEC PWR INC COM 025537101 127,489 1,841,000 SH   DFND 1,5 0 0 1,841,000
AMERICAN ELEC PWR INC COM 025537101 21,158 305,533 SH   DFND 3 305,533 0 0
AMERICAN ELEC PWR INC COM 025537101 2,347 33,887 SH   DFND 6 33,887 0 0
AMERICAN ELEC PWR INC COM 025537101 4,825 69,675 SH   DFND 7 67,175 0 2,500
AMERICAN EXPRESS CO COM 025816109 895,149 9,134,170 SH   DFND 1,5 1,193,202 0 7,940,968
AMERICAN EXPRESS CO COM 025816109 43,350 442,349 SH   DFND 3 442,349 0 0
AMERICAN EXPRESS CO COM 025816109 897 9,150 SH   DFND 6 9,150 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 90,066 4,060,700 SH   DFND 1 4,060,700 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 157,639 7,107,278 SH   DFND 1,5 248,515 0 6,858,763
AMERICAN HOMES 4 RENT CL A 02665T306 842 37,972 SH   DFND 3 37,972 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 7,992 360,345 SH   DFND 6 360,345 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 7,547 340,270 SH   DFND 7 200,370 0 139,900
AMERICAN INTL GROUP INC COM NEW 026874784 1,094,749 20,647,848 SH   DFND 1,5 413,096 0 20,234,752
AMERICAN INTL GROUP INC COM NEW 026874784 20,912 394,424 SH   DFND 3 394,424 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 6,032 113,773 SH   DFND 6 113,773 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 77,700 1,465,490 SH   DFND 7 1,465,490 0 0
AMERICAN NATL INS CO COM 028591105 16,756 140,113 SH   DFND 1,5 0 0 140,113
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 6,729 6,660,000 PRN   DFND 1,5 0 0 0
AMERICAN STS WTR CO COM 029899101 268 4,688 SH   DFND 3 4,688 0 0
AMERICAN TOWER CORP NEW COM 03027X100 683 4,737 SH   DFND 1 4,737 0 0
AMERICAN TOWER CORP NEW COM 03027X100 1,913,111 13,269,827 SH   DFND 1,5 881,191 0 12,388,636
AMERICAN TOWER CORP NEW COM 03027X100 74,939 519,796 SH   DFND 3 519,796 0 0
AMERICAN TOWER CORP NEW COM 03027X100 10,957 76,004 SH   DFND 6 76,004 0 0
AMERICAN TOWER CORP NEW COM 03027X100 53,834 373,403 SH   DFND 7 236,548 0 136,855
AMERICAN WOODMARK CORPORATIO COM 030506109 2,673 29,200 SH   DFND 1,5 0 0 29,200
AMERICAN WOODMARK CORPORATIO COM 030506109 22,780 248,823 SH   DFND 6 248,823 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 7,729 84,429 SH   DFND 7 73,529 0 10,900
AMERICAN WTR WKS CO INC NEW COM 030420103 3,313 38,798 SH   DFND 3 38,798 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 2,083 24,400 SH   DFND 7 24,400 0 0
AMERICOLD RLTY TR COM 03064D108 69,341 3,148,980 SH   DFND 1,5 23,893 0 3,125,087
AMERICOLD RLTY TR COM 03064D108 3,975 180,500 SH   DFND 6 180,500 0 0
AMERICOLD RLTY TR COM 03064D108 1,616 73,400 SH   DFND 7 0 0 73,400
AMERIGAS PARTNERS L P UNIT L P INT 030975106 11,551 273,600 SH   DFND 1,5 0 0 273,600
AMERIPRISE FINL INC COM 03076C106 278,851 1,993,498 SH   DFND 1,5 2,038 0 1,991,460
AMERIPRISE FINL INC COM 03076C106 12,010 85,857 SH   DFND 3 85,857 0 0
AMERISAFE INC COM 03071H100 57,750 1,000,000 SH   DFND 1,5 0 0 1,000,000
AMERISOURCEBERGEN CORP COM 03073E105 317,633 3,725,028 SH   DFND 1,5 6,197 0 3,718,831
AMERISOURCEBERGEN CORP COM 03073E105 52,005 609,888 SH   DFND 3 609,888 0 0
AMERISOURCEBERGEN CORP COM 03073E105 10,667 125,100 SH   DFND 6 125,100 0 0
AMETEK INC NEW COM 031100100 470 6,509 SH   DFND 1 6,509 0 0
AMETEK INC NEW COM 031100100 590,063 8,177,146 SH   DFND 1,5 698,788 0 7,478,358
AMETEK INC NEW COM 031100100 3,485 48,290 SH   DFND 3 48,290 0 0
AMETEK INC NEW COM 031100100 4,846 67,162 SH   DFND 6 67,162 0 0
AMETEK INC NEW COM 031100100 17,102 237,000 SH   DFND 7 126,600 0 110,400
AMGEN INC COM 031162100 703 3,807 SH   DFND 1 3,807 0 0
AMGEN INC COM 031162100 6,334,438 34,316,255 SH   DFND 1,5 2,458,694 0 31,857,561
AMGEN INC COM 031162100 166,471 901,840 SH   DFND 3 901,840 0 0
AMGEN INC COM 031162100 60,469 327,584 SH   DFND 6 327,584 0 0
AMGEN INC COM 031162100 153,353 830,777 SH   DFND 7 207,569 0 623,208
AMICUS THERAPEUTICS INC COM 03152W109 177,254 11,347,901 SH   DFND 1,5 117,600 0 11,230,301
AMICUS THERAPEUTICS INC COM 03152W109 27,583 1,765,894 SH   DFND 6 1,765,894 0 0
AMICUS THERAPEUTICS INC COM 03152W109 5,631 360,500 SH   DFND 7 360,500 0 0
AMIRA NATURE FOODS LTD SHS G0335L102 7,380 3,324,162 SH   DFND 1,5 458,535 0 2,865,627
AMKOR TECHNOLOGY INC COM 031652100 245 28,500 SH   DFND 1,5 3,775 0 24,725
AMKOR TECHNOLOGY INC COM 031652100 2,519 293,298 SH   DFND 3 293,298 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 60,165 1,026,700 SH   DFND 1,5 0 0 1,026,700
AMNEAL PHARMACEUTICALS INC COM STK CL A 03168L105 123,855 7,547,527 SH   DFND 1,5 249,700 0 7,297,827
AMNEAL PHARMACEUTICALS INC COM STK CL A 03168L105 3,072 187,200 SH   DFND 6 187,200 0 0
AMNEAL PHARMACEUTICALS INC COM STK CL A 03168L105 3,424 208,676 SH   DFND 7 208,676 0 0
AMPHENOL CORP NEW CL A 032095101 3,342,408 38,352,354 SH   DFND 1,5 4,384,380 0 33,967,974
AMPHENOL CORP NEW CL A 032095101 15,280 175,331 SH   DFND 3 175,331 0 0
AMPHENOL CORP NEW CL A 032095101 1,487 17,057 SH   DFND 7 10,957 0 6,100
AMTRUST FINL SVCS INC COM 032359309 813 55,800 SH   DFND 1,5 0 0 55,800
AMYRIS INC COM NEW 03236M200 2,178 340,867 SH   DFND 1,5 1,714 0 339,153
AMYRIS INC COM NEW 03236M200 350 54,736 SH   DFND 6 54,736 0 0
ANADARKO PETE CORP COM 032511107 736 10,051 SH   DFND 1 10,051 0 0
ANADARKO PETE CORP COM 032511107 1,629,265 22,242,522 SH   DFND 1,5 488,356 0 21,754,166
ANADARKO PETE CORP COM 032511107 40,524 553,230 SH   DFND 3 553,230 0 0
ANADARKO PETE CORP COM 032511107 24,487 334,293 SH   DFND 6 334,293 0 0
ANADARKO PETE CORP COM 032511107 59,293 809,466 SH   DFND 7 342,951 0 466,515
ANALOG DEVICES INC COM 032654105 850,145 8,863,060 SH   DFND 1,5 280,525 0 8,582,535
ANALOG DEVICES INC COM 032654105 20,629 215,069 SH   DFND 3 215,069 0 0
ANALOG DEVICES INC COM 032654105 5,185 54,060 SH   DFND 6 54,060 0 0
ANALOG DEVICES INC COM 032654105 4,174 43,515 SH   DFND 7 43,515 0 0
ANAPTYSBIO INC COM 032724106 245,582 3,456,949 SH   DFND 1,5 291,990 0 3,164,959
ANAPTYSBIO INC COM 032724106 781 11,000 SH   DFND 6 11,000 0 0
ANAPTYSBIO INC COM 032724106 4,021 56,600 SH   DFND 7 56,600 0 0
ANDEAVOR COM 03349M105 372,988 2,843,330 SH   DFND 1,5 176,080 0 2,667,250
ANDEAVOR COM 03349M105 14,673 111,852 SH   DFND 3 111,852 0 0
ANDEAVOR COM 03349M105 2,217 16,900 SH   DFND 6 16,900 0 0
ANDEAVOR COM 03349M105 5,851 44,600 SH   DFND 7 44,600 0 0
ANGI HOMESERVICES INC COM CL A 00183L102 147,360 9,581,270 SH   DFND 1,5 133,824 0 9,447,446
ANGI HOMESERVICES INC COM CL A 00183L102 1,819 118,300 SH   DFND 6 118,300 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 29,063 3,540,008 SH   DFND 1,5 0 0 3,540,008
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 24,607 244,210 SH   DFND 1,5 8,962 0 235,248
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 1,103 10,944 SH   DFND 3 10,944 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 1,914 19,000 SH   DFND 6 19,000 0 0
ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182CAA1 12,258 10,870,000 PRN   DFND 1,5 0 0 0
ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182CAA1 14 12,000 PRN   DFND   0 0 0
ANNALY CAP MGMT INC COM 035710409 247,475 24,050,007 SH   DFND 1,5 2,189,737 0 21,860,270
ANNALY CAP MGMT INC COM 035710409 9,310 904,754 SH   DFND 3 904,754 0 0
ANNALY CAP MGMT INC COM 035710409 6,015 584,500 SH   DFND 6 584,500 0 0
ANNALY CAP MGMT INC COM 035710409 9,503 923,500 SH   DFND 7 0 0 923,500
ANSYS INC COM 03662Q105 902,401 5,180,856 SH   DFND 1,5 629,535 0 4,551,321
ANSYS INC COM 03662Q105 2,611 14,988 SH   DFND 3 14,988 0 0
ANTARES PHARMA INC COM 036642106 7,104 2,753,600 SH   DFND 6 2,753,600 0 0
ANTARES PHARMA INC COM 036642106 2,289 887,200 SH   DFND 7 887,200 0 0
ANTHEM INC COM 036752103 2,222,319 9,336,296 SH   DFND 1,5 1,307,949 0 8,028,347
ANTHEM INC NOTE 2.750%10/1 94973VBG1 7,189 2,200,000 PRN   DFND 1,5 0 0 0
ANTHEM INC COM 036752103 31,589 132,709 SH   DFND 3 132,709 0 0
ANTHEM INC COM 036752103 19,239 80,827 SH   DFND 6 80,827 0 0
ANTHEM INC COM 036752103 84,812 356,308 SH   DFND 7 18,683 0 337,625
ANWORTH MORTGAGE ASSET CP COM 037347101 3,506 705,516 SH   DFND 1,5 0 0 705,516
AON PLC SHS CL A G0408V102 50,830 370,560 SH   DFND 1,5 66,600 0 303,960
AON PLC SHS CL A G0408V102 16,162 117,828 SH   DFND 3 117,828 0 0
AON PLC SHS CL A G0408V102 1,303 9,500 SH   DFND 7 0 0 9,500
APACHE CORP COM 037411105 27,291 583,762 SH   DFND 1,5 98 0 583,664
APACHE CORP COM 037411105 14,646 313,279 SH   DFND 3 313,279 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 51,144 1,209,080 SH   DFND 1 1,209,080 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 210,443 4,975,002 SH   DFND 1,5 89,981 0 4,885,021
APARTMENT INVT & MGMT CO CL A 03748R101 2,599 61,452 SH   DFND 3 61,452 0 0
APELLIS PHARMACEUTICALS INC COM 03753U106 22,863 1,039,223 SH   DFND 1,5 0 0 1,039,223
APELLIS PHARMACEUTICALS INC COM 03753U106 6,686 303,917 SH   DFND 4 303,917 0 0
APERGY CORP COM 03755L104 140,853 3,373,729 SH   DFND 1,5 5,900 0 3,367,829
APERGY CORP COM 03755L104 469 11,235 SH   DFND 3 11,235 0 0
APERGY CORP COM 03755L104 19,511 467,328 SH   DFND 6 467,328 0 0
APERGY CORP COM 03755L104 3,378 80,900 SH   DFND 7 80,900 0 0
APOGEE ENTERPRISES INC COM 037598109 6,962 144,540 SH   DFND 1,5 0 0 144,540
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 26 26,000 PRN   DFND   0 0 0
APOLLO GLOBAL MGMT LLC CL A SHS 037612306 358,455 11,247,406 SH   DFND 1,5 0 0 11,247,406
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 32,985 1,844,810 SH   DFND 1,5 0 0 1,844,810
APPLE INC COM 037833100 3,509 18,957 SH   DFND 1 18,957 0 0
APPLE INC COM 037833100 17,586,905 95,007,861 SH   DFND 1,5 12,536,021 0 82,471,840
APPLE INC COM 037833100 349,192 1,886,405 SH   DFND 1,9 281 0 1,886,124
APPLE INC COM 037833100 620,875 3,354,088 SH   DFND 3 3,354,088 0 0
APPLE INC COM 037833100 244,182 1,319,117 SH   DFND 6 1,319,117 0 0
APPLE INC COM 037833100 382,412 2,065,865 SH   DFND 7 1,076,499 0 989,366
APPLIED GENETIC TECHNOL CORP COM 03820J100 133 35,911 SH   DFND 1,5 217 0 35,694
APPLIED INDL TECHNOLOGIES IN COM 03820C105 17,579 250,595 SH   DFND 1,5 95 0 250,500
APPLIED INDL TECHNOLOGIES IN COM 03820C105 32,159 458,437 SH   DFND 6 458,437 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 14,046 200,229 SH   DFND 7 177,629 0 22,600
APPLIED MATLS INC COM 038222105 336,110 7,276,681 SH   DFND 1,5 276,856 0 6,999,825
APPLIED MATLS INC COM 038222105 30,589 662,235 SH   DFND 3 662,235 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 3,363 74,900 SH   DFND 1,9 0 0 74,900
APPTIO INC CL A 03835C108 85,074 2,350,116 SH   DFND 1,5 868,465 0 1,481,651
APTARGROUP INC COM 038336103 64,469 690,396 SH   DFND 1,5 0 0 690,396
APTIV PLC SHS G6095L109 8,114 88,551 SH   DFND 1 88,551 0 0
APTIV PLC SHS G6095L109 299,749 3,271,303 SH   DFND 1,5 210,510 0 3,060,793
APTIV PLC SHS G6095L109 17,606 192,146 SH   DFND 3 192,146 0 0
APTIV PLC SHS G6095L109 3,932 42,907 SH   DFND 6 42,907 0 0
APTIV PLC SHS G6095L109 28,273 308,557 SH   DFND 7 308,557 0 0
AQUA AMERICA INC COM 03836W103 481 13,681 SH   DFND 3 13,681 0 0
AQUAVENTURE HLDGS LTD SHS G0443N107 243 15,628 SH   DFND 1,5 15,628 0 0
ARADIGM CORP COM PAR 038505400 245 168,740 SH   DFND 1,5 0 0 168,740
ARAMARK COM 03852U106 447,806 12,070,253 SH   DFND 1,5 819,400 0 11,250,853
ARAMARK COM 03852U106 44,155 1,190,168 SH   DFND 6 1,190,168 0 0
ARAMARK COM 03852U106 25,443 685,797 SH   DFND 7 144,176 0 541,621
ARBOR RLTY TR INC NOTE 5.375%11/1 038923AB4 5,542 5,000,000 PRN   DFND 1,5 0 0 0
ARBOR RLTY TR INC COM 038923108 9,343 895,794 SH   DFND 1,5 0 0 895,794
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 81,332 2,825,987 SH   DFND 1,5 384,955 0 2,441,032
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L203 1,997 69,400 SH   DFND 7 0 0 69,400
ARCH CAP GROUP LTD ORD G0450A105 163,293 6,171,325 SH   DFND 1,5 527,625 0 5,643,700
ARCH CAP GROUP LTD ORD G0450A105 2,400 90,701 SH   DFND 3 90,701 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 31,954 697,231 SH   DFND 1,5 6,311 0 690,920
ARCHER DANIELS MIDLAND CO COM 039483102 13,063 285,040 SH   DFND 3 285,040 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 6,596 143,920 SH   DFND 7 140,320 0 3,600
ARCHROCK INC COM 03957W106 6,883 573,600 SH   DFND 1,5 0 0 573,600
ARCONIC INC COM 03965L100 455 26,722 SH   DFND 3 26,722 0 0
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 635 91,331 SH   DFND 1,10 63,161 0 28,170
ARDMORE SHIPPING CORP COM Y0207T100 10,224 1,246,800 SH   DFND 6 1,246,800 0 0
ARDMORE SHIPPING CORP COM Y0207T100 3,384 412,722 SH   DFND 7 412,722 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 197,445 4,528,549 SH   DFND 1,5 264,923 0 4,263,626
ARENA PHARMACEUTICALS INC COM NEW 040047607 1,401 32,125 SH   DFND 6 32,125 0 0
ARES CAP CORP COM 04010L103 16,223 986,229 SH   DFND 1,5 27,236 0 958,993
ARES CAP CORP COM 04010L103 438 26,600 SH   DFND 7 0 0 26,600
ARES MGMT LP COM SHS REG INT 04014Y101 55,279 2,670,476 SH   DFND 1,5 0 0 2,670,476
ARGAN INC COM 04010E109 4,878 119,125 SH   DFND 1,5 125 0 119,000
ARGENX SE SPONSORED ADR 04016X101 226,309 2,731,227 SH   DFND 1,5 52,529 0 2,678,698
ARGENX SE SPONSORED ADR 04016X101 20,347 245,561 SH   DFND 6 245,561 0 0
ARGENX SE SPONSORED ADR 04016X101 9,744 117,600 SH   DFND 7 117,600 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 54,883 943,824 SH   DFND 1,5 0 0 943,824
ARISTA NETWORKS INC COM 040413106 711,567 2,763,475 SH   DFND 1,5 463,568 0 2,299,907
ARISTA NETWORKS INC COM 040413106 849 3,296 SH   DFND 3 3,296 0 0
ARISTA NETWORKS INC COM 040413106 3,708 14,400 SH   DFND 6 14,400 0 0
ARK RESTAURANTS CORP COM 040712101 4,851 190,548 SH   DFND 1,5 23,565 0 166,983
ARMADA HOFFLER PPTYS INC COM 04208T108 24,893 1,670,640 SH   DFND 6 1,670,640 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 8,305 557,354 SH   DFND 7 557,354 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 3,185 50,400 SH   DFND 1,5 0 0 50,400
ARMSTRONG WORLD INDS INC NEW COM 04247X102 32,293 510,970 SH   DFND 6 510,970 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 6,845 108,300 SH   DFND 7 108,300 0 0
ARRAY BIOPHARMA INC COM 04269X105 409,271 24,390,396 SH   DFND 1,5 3,988,460 0 20,401,936
ARRIS INTL INC SHS G0551A103 4,266 174,523 SH   DFND 1,5 200 0 174,323
ARROW ELECTRS INC COM 042735100 3,859 51,260 SH   DFND 3 51,260 0 0
ARROW ELECTRS INC COM 042735100 1,932 25,662 SH   DFND 7 25,662 0 0
ARSANIS INC COM 042873109 4,024 1,108,450 SH   DFND 1,5 160,869 0 947,581
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 208,724 3,137,756 SH   DFND 1,5 19,530 0 3,118,226
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 361 5,426 SH   DFND 3 5,426 0 0
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 6,526 98,112 SH   DFND 6 98,112 0 0
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 6,552 98,500 SH   DFND 7 73,700 0 24,800
ASGN INC COM 00191U102 117,721 1,505,580 SH   DFND 1,5 144 0 1,505,436
ASHLAND GLOBAL HLDGS INC COM 044186104 70,493 901,678 SH   DFND 1,5 0 0 901,678
ASHLAND GLOBAL HLDGS INC COM 044186104 47,814 611,585 SH   DFND 6 611,585 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 16,416 209,976 SH   DFND 7 190,176 0 19,800
ASML HOLDING N V N Y REGISTRY SHS N07059210 634 3,201 SH   DFND 1 3,201 0 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 534,320 2,698,995 SH   DFND 1,5 517,482 0 2,181,513
ASML HOLDING N V N Y REGISTRY SHS N07059210 34,287 173,192 SH   DFND 1,9 92 0 173,100
ASML HOLDING N V N Y REGISTRY SHS N07059210 681 3,439 SH   DFND 3 3,439 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 86,100 2,115,483 SH   DFND 1,5 67,670 0 2,047,813
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 10,125 248,760 SH   DFND 6 248,760 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 18,542 455,576 SH   DFND 7 175,000 0 280,576
ASPEN TECHNOLOGY INC COM 045327103 204,782 2,208,130 SH   DFND 1,5 354,860 0 1,853,270
ASSEMBLY BIOSCIENCES INC COM 045396108 3,180 81,100 SH   DFND 1,5 0 0 81,100
ASSOCIATED BANC CORP COM 045487105 86,048 3,151,944 SH   DFND 1,5 10,666 0 3,141,278
ASSOCIATED BANC CORP COM 045487105 3,476 127,309 SH   DFND 1,11 15,258 0 112,051
ASSURANT INC COM 04621X108 345,570 3,339,168 SH   DFND 1,5 385,583 0 2,953,585
ASSURANT INC COM 04621X108 7,420 71,695 SH   DFND 3 71,695 0 0
ASSURANT INC COM 04621X108 48,268 466,400 SH   DFND 6 466,400 0 0
ASSURANT INC COM 04621X108 7,759 74,978 SH   DFND 7 74,978 0 0
ASSURED GUARANTY LTD COM G0585R106 2,383 66,700 SH   DFND 1,5 0 0 66,700
ASTRAZENECA PLC SPONSORED ADR 046353108 989 28,159 SH   DFND 1 28,159 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 631,611 17,989,499 SH   DFND 1,5 673,589 0 17,315,910
ASTRAZENECA PLC SPONSORED ADR 046353108 22,912 652,588 SH   DFND 3 652,588 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 11,633 331,321 SH   DFND 6 331,321 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 43,593 1,241,614 SH   DFND 7 844,031 0 397,583
ASTRONICS CORP COM 046433108 68,417 1,902,053 SH   DFND 1,5 0 0 1,902,053
ASTRONICS CORP COM 046433108 3,252 90,414 SH   DFND 1,11 10,632 0 79,782
ASTRONICS CORP COM 046433108 13,492 375,083 SH   DFND 6 375,083 0 0
ASTRONICS CORP COM 046433108 3,749 104,217 SH   DFND 7 104,217 0 0
ASTRONOVA INC COM 04638F108 864 45,823 SH   DFND 1,5 0 0 45,823
ASURE SOFTWARE INC COM 04649U102 1,616 101,290 SH   DFND 6 101,290 0 0
AT HOME GROUP INC COM 04650Y100 411 10,500 SH   DFND 1,5 0 0 10,500
AT&T INC COM 00206R102 1,149,332 35,793,588 SH   DFND 1,5 453,906 0 35,339,682
AT&T INC COM 00206R102 191,456 5,962,496 SH   DFND 3 5,962,496 0 0
AT&T INC COM 00206R102 14,061 437,893 SH   DFND 6 437,893 0 0
AT&T INC COM 00206R102 73,302 2,282,838 SH   DFND 7 1,578,797 0 704,041
ATARA BIOTHERAPEUTICS INC COM 046513107 211,042 5,742,636 SH   DFND 1,5 14,207 0 5,728,429
ATARA BIOTHERAPEUTICS INC COM 046513107 8,948 243,491 SH   DFND 6 243,491 0 0
ATARA BIOTHERAPEUTICS INC COM 046513107 5,450 148,300 SH   DFND 7 148,300 0 0
ATHENAHEALTH INC COM 04685W103 323,357 2,031,905 SH   DFND 1,5 483,067 0 1,548,838
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 35,387 493,539 SH   DFND 1,5 0 0 493,539
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 33,613 468,801 SH   DFND 6 468,801 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 6,783 94,600 SH   DFND 7 94,600 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 38 31,000 PRN   DFND   0 0 0
ATLASSIAN CORP PLC CL A G06242104 554,026 8,861,573 SH   DFND 1,5 1,196,585 0 7,664,988
ATLASSIAN CORP PLC CL A G06242104 8,682 138,869 SH   DFND 1,9 0 0 138,869
ATMOS ENERGY CORP COM 049560105 138,843 1,540,301 SH   DFND 1,5 65,600 0 1,474,701
ATMOS ENERGY CORP COM 049560105 312 3,465 SH   DFND 3 3,465 0 0
ATMOS ENERGY CORP COM 049560105 18,320 203,242 SH   DFND 6 203,242 0 0
ATMOS ENERGY CORP COM 049560105 32,569 361,312 SH   DFND 7 136,998 0 224,314
ATN INTL INC COM 00215F107 47,066 891,910 SH   DFND 1,5 0 0 891,910
ATRICURE INC COM 04963C209 137,173 5,071,107 SH   DFND 1,5 128,000 0 4,943,107
ATRICURE INC COM 04963C209 4,991 184,500 SH   DFND 7 184,500 0 0
ATRION CORP COM 049904105 9,082 15,151 SH   DFND 1,5 9,769 0 5,382
ATYR PHARMA INC COM 002120103 4,072 4,474,309 SH   DFND 1,5 591,115 0 3,883,194
AUDENTES THERAPEUTICS INC COM 05070R104 165,520 4,331,844 SH   DFND 1,5 2,700 0 4,329,144
AURINIA PHARMACEUTICALS INC COM 05156V102 22,669 4,026,409 SH   DFND 6 4,026,409 0 0
AURINIA PHARMACEUTICALS INC COM 05156V102 3,147 558,900 SH   DFND 7 558,900 0 0
AUTODESK INC COM 052769106 355 2,711 SH   DFND 1 2,711 0 0
AUTODESK INC COM 052769106 1,131,421 8,630,870 SH   DFND 1,5 1,094,068 0 7,536,802
AUTODESK INC COM 052769106 323,643 2,468,859 SH   DFND 1,9 115 0 2,468,744
AUTODESK INC COM 052769106 26,663 203,396 SH   DFND 3 203,396 0 0
AUTODESK INC COM 052769106 48,897 373,000 SH   DFND 7 373,000 0 0
AUTOLIV INC COM 052800109 232,546 1,623,699 SH   DFND 1,5 67,622 0 1,556,077
AUTOLIV INC COM 052800109 22,371 156,200 SH   DFND 6 156,200 0 0
AUTOLIV INC COM 052800109 14,823 103,500 SH   DFND 7 72,200 0 31,300
AUTOMATIC DATA PROCESSING IN COM 053015103 45,546 339,540 SH   DFND 1,5 14,151 0 325,389
AUTOMATIC DATA PROCESSING IN COM 053015103 55,980 417,328 SH   DFND 3 417,328 0 0
AUTONATION INC COM 05329W102 34,577 711,755 SH   DFND 1,5 190,937 0 520,818
AUTONATION INC COM 05329W102 4,861 100,056 SH   DFND 3 100,056 0 0
AUTONATION INC COM 05329W102 1,870 38,500 SH   DFND 7 0 0 38,500
AUTOZONE INC COM 053332102 850,741 1,268,003 SH   DFND 1,5 134,676 0 1,133,327
AUTOZONE INC COM 053332102 21,289 31,731 SH   DFND 3 31,731 0 0
AUTOZONE INC COM 053332102 2,531 3,772 SH   DFND 6 3,772 0 0
AUTOZONE INC COM 053332102 7,512 11,197 SH   DFND 7 9,697 0 1,500
AVALARA INC COM 05338G106 11,645 218,203 SH   DFND 1,5 44,442 0 173,761
AVALONBAY CMNTYS INC COM 053484101 224,551 1,306,365 SH   DFND 1 1,306,365 0 0
AVALONBAY CMNTYS INC COM 053484101 376,012 2,187,515 SH   DFND 1,5 86,844 0 2,100,671
AVALONBAY CMNTYS INC COM 053484101 12,448 72,421 SH   DFND 3 72,421 0 0
AVALONBAY CMNTYS INC COM 053484101 39,692 230,916 SH   DFND 6 230,916 0 0
AVALONBAY CMNTYS INC COM 053484101 22,788 132,571 SH   DFND 7 45,846 0 86,725
AVANGRID INC COM 05351W103 56,746 1,072,088 SH   DFND 1,5 0 0 1,072,088
AVANGRID INC COM 05351W103 4,870 92,000 SH   DFND 7 92,000 0 0
AVERY DENNISON CORP COM 053611109 67,613 662,228 SH   DFND 1,5 43 0 662,185
AVERY DENNISON CORP COM 053611109 4,751 46,537 SH   DFND 3 46,537 0 0
AVERY DENNISON CORP COM 053611109 495 4,851 SH   DFND 6 4,851 0 0
AVERY DENNISON CORP COM 053611109 3,791 37,132 SH   DFND 7 21,832 0 15,300
AVIS BUDGET GROUP COM 053774105 12,820 394,452 SH   DFND 1,5 39 0 394,413
AVIS BUDGET GROUP COM 053774105 17,297 532,200 SH   DFND 6 532,200 0 0
AVIS BUDGET GROUP COM 053774105 5,551 170,800 SH   DFND 7 170,800 0 0
AVISTA CORP COM 05379B107 5,582 106,000 SH   DFND 1,5 0 0 106,000
AVNET INC COM 053807103 124,265 2,897,287 SH   DFND 1,5 0 0 2,897,287
AVON PRODS INC COM 054303102 42,026 25,941,760 SH   DFND 1,5 500 0 25,941,260
AVROBIO INC COM 05455M100 14,280 500,000 SH   DFND 1,5 0 0 500,000
AVX CORP NEW COM 002444107 3,774 240,872 SH   DFND 1,5 30,067 0 210,805
AXA EQUITABLE HLDGS INC COM 054561105 54,662 2,652,200 SH   DFND 1,5 326,311 0 2,325,889
AXA EQUITABLE HLDGS INC COM 054561105 13,397 650,000 SH   DFND 7 0 0 650,000
AXALTA COATING SYS LTD COM G0750C108 106,415 3,510,886 SH   DFND 1,5 55,020 0 3,455,866
AXALTA COATING SYS LTD COM G0750C108 6,438 212,402 SH   DFND 1,11 15,496 0 196,906
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 219,369 3,944,064 SH   DFND 1,5 386,702 0 3,557,362
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 1,357 24,400 SH   DFND 6 24,400 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 2,210 39,738 SH   DFND 7 39,738 0 0
AXOGEN INC COM 05463X106 4,568 90,900 SH   DFND 1,5 4,900 0 86,000
AXOGEN INC COM 05463X106 25,243 502,344 SH   DFND 6 502,344 0 0
AXOGEN INC COM 05463X106 26,896 535,241 SH   DFND 7 281,670 0 253,571
AXON ENTERPRISE INC COM 05464C101 10,696 169,300 SH   DFND 1,5 0 0 169,300
AXSOME THERAPEUTICS INC COM 05464T104 3,142 981,950 SH   DFND 1,5 0 0 981,950
AZUL S A SPONSR ADR PFD 05501U106 65,989 4,033,560 SH   DFND 1,5 424,916 0 3,608,644
AZUL S A SPONSR ADR PFD 05501U106 5,721 349,677 SH   DFND 6 349,677 0 0
AZUL S A SPONSR ADR PFD 05501U106 6,623 404,819 SH   DFND 7 404,819 0 0
AZZ INC COM 002474104 60,143 1,384,184 SH   DFND 1,5 169,738 0 1,214,446
AZZ INC COM 002474104 289 6,662 SH   DFND 7 6,662 0 0
B & G FOODS INC NEW COM 05508R106 8,244 275,720 SH   DFND 1,5 0 0 275,720
B2GOLD CORP COM 11777Q209 377,638 145,589,893 SH   DFND 1,5 11,752,807 0 133,837,086
BAIDU INC SPON ADR REP A 056752108 130,689 537,815 SH   DFND 1,5 78,700 0 459,115
BAIDU INC SPON ADR REP A 056752108 459 1,888 SH   DFND 3 1,888 0 0
BAIDU INC SPON ADR REP A 056752108 9,185 37,800 SH   DFND 6 37,800 0 0
BAIDU INC SPON ADR REP A 056752108 10,668 43,900 SH   DFND 7 43,900 0 0
BAKER HUGHES A GE CO CL A 05722G100 260 7,880 SH   DFND 1 7,880 0 0
BAKER HUGHES A GE CO CL A 05722G100 1,074,010 32,516,212 SH   DFND 1,5 1,427,760 0 31,088,452
BAKER HUGHES A GE CO CL A 05722G100 9,690 293,367 SH   DFND 3 293,367 0 0
BAKER HUGHES A GE CO CL A 05722G100 24,766 749,810 SH   DFND 6 749,810 0 0
BAKER HUGHES A GE CO CL A 05722G100 39,841 1,206,217 SH   DFND 7 156,352 0 1,049,865
BALL CORP COM 058498106 111,674 3,141,319 SH   DFND 1,5 130,283 0 3,011,036
BALL CORP COM 058498106 2,757 77,564 SH   DFND 3 77,564 0 0
BALL CORP COM 058498106 6,727 189,224 SH   DFND 6 189,224 0 0
BALL CORP COM 058498106 10,797 303,700 SH   DFND 7 0 0 303,700
BANCFIRST CORP COM 05945F103 59,642 1,007,474 SH   DFND 1,5 0 0 1,007,474
BANCFIRST CORP COM 05945F103 4,664 78,792 SH   DFND 1,11 9,387 0 69,405
BANCO MACRO SA SPON ADR B 05961W105 8,319 141,499 SH   DFND 1,5 0 0 141,499
BANCO MACRO SA SPON ADR B 05961W105 2,044 34,760 SH   DFND 1,10 24,160 0 10,600
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 67,538 2,148,837 SH   DFND 1,5 201,900 0 1,946,937
BANCO SANTANDER SA ADR 05964H105 66 12,298 SH   DFND 3 12,298 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 683 14,300 SH   DFND 1,5 0 0 14,300
BANCOLOMBIA S A SPON ADR PREF 05968L102 1,765 36,933 SH   DFND 1,10 0 0 36,933
BANCOLOMBIA S A SPON ADR PREF 05968L102 2,964 62,030 SH   DFND 6 62,030 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 3,464 72,502 SH   DFND 7 72,502 0 0
BANDWIDTH INC COM CL A 05988J103 1,823 48,000 SH   DFND 1,5 0 0 48,000
BANK AMER CORP COM 060505104 19,168 679,942 SH   DFND 1 679,942 0 0
BANK AMER CORP 7.25%CNV PFD L 060505682 41,120 32,870 SH   DFND 1,5 9,069 0 23,801
BANK AMER CORP COM 060505104 9,156,193 324,802,870 SH   DFND 1,5 24,920,841 0 299,882,029
BANK AMER CORP COM 060505104 339,490 12,042,924 SH   DFND 3 12,042,924 0 0
BANK AMER CORP 7.25%CNV PFD L 060505682 1,439 1,150 SH   DFND 6 0 0 1,150
BANK AMER CORP COM 060505104 95,622 3,392,069 SH   DFND 6 3,392,069 0 0
BANK AMER CORP COM 060505104 292,771 10,385,622 SH   DFND 7 4,730,622 0 5,655,000
BANK MONTREAL QUE COM 063671101 32,434 419,600 SH   DFND 1,5 0 0 419,600
BANK MONTREAL QUE COM 063671101 10,303 133,288 SH   DFND 6 0 0 133,288
BANK MONTREAL QUE COM 063671101 4,607 59,600 SH   DFND 7 59,600 0 0
BANK N S HALIFAX COM 064149107 87,025 1,536,900 SH   DFND 1,5 0 0 1,536,900
BANK N S HALIFAX COM 064149107 24,181 427,056 SH   DFND 6 211,900 0 215,156
BANK N S HALIFAX COM 064149107 18,068 319,099 SH   DFND 7 260,599 0 58,500
BANK NEW YORK MELLON CORP COM 064058100 950,995 17,633,868 SH   DFND 1,5 2,091,273 0 15,542,595
BANK NEW YORK MELLON CORP COM 064058100 40,443 749,925 SH   DFND 3 749,925 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 4,846 106,000 SH   DFND 1,5 0 0 106,000
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 36,779 804,436 SH   DFND 6 804,436 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 7,972 174,355 SH   DFND 7 174,355 0 0
BANK OF THE OZARKS COM 063904106 236,647 5,254,149 SH   DFND 1,5 14,529 0 5,239,620
BANK OF THE OZARKS COM 063904106 52,890 1,174,294 SH   DFND 6 1,174,294 0 0
BANK OF THE OZARKS COM 063904106 3,469 77,028 SH   DFND 7 77,028 0 0
BANKUNITED INC COM 06652K103 26,985 660,596 SH   DFND 1,5 0 0 660,596
BANKUNITED INC COM 06652K103 56,997 1,395,265 SH   DFND 6 1,395,265 0 0
BANKUNITED INC COM 06652K103 40,354 987,870 SH   DFND 7 529,029 0 458,841
BANNER CORP COM NEW 06652V208 51,518 856,783 SH   DFND 1,5 0 0 856,783
BAOZUN INC SPONSORED ADR 06684L103 39,460 721,386 SH   DFND 1,5 104,300 0 617,086
BAR HBR BANKSHARES COM 066849100 4,544 150,000 SH   DFND 1,5 0 0 150,000
BARRICK GOLD CORP COM 067901108 94,172 7,168,669 SH   DFND 1,5 0 0 7,168,669
BARRICK GOLD CORP COM 067901108 6,903 525,500 SH   DFND 1,10 0 0 525,500
BARRICK GOLD CORP COM 067901108 1,457 110,946 SH   DFND 3 110,946 0 0
BAXTER INTL INC COM 071813109 517 7,000 SH   DFND 1 7,000 0 0
BAXTER INTL INC COM 071813109 2,064,742 27,962,379 SH   DFND 1,5 2,006,494 0 25,955,885
BAXTER INTL INC COM 071813109 23,985 324,825 SH   DFND 3 324,825 0 0
BAXTER INTL INC COM 071813109 502 6,800 SH   DFND 6 6,800 0 0
BAXTER INTL INC COM 071813109 24,812 336,023 SH   DFND 7 334,423 0 1,600
BAYCOM CORP COM 07272M107 3,279 132,482 SH   DFND 1,5 0 0 132,482
BAYTEX ENERGY CORP COM 07317Q105 9,309 2,800,409 SH   DFND 1,5 300,000 0 2,500,409
BAYTEX ENERGY CORP COM 07317Q105 5,210 1,567,400 SH   DFND 7 0 0 1,567,400
BB&T CORP COM 054937107 5,473 108,500 SH   DFND 1,5 0 0 108,500
BB&T CORP COM 054937107 17,774 352,369 SH   DFND 3 352,369 0 0
BBVA BANCO FRANCES S A SPONSORED ADR 07329M100 840 67,929 SH   DFND 1,5 1,029 0 66,900
BBVA BANCO FRANCES S A SPONSORED ADR 07329M100 1,271 102,820 SH   DFND 1,10 71,486 0 31,334
BCE INC COM NEW 05534B760 3,811 94,100 SH   DFND 1,5 0 0 94,100
BCE INC COM NEW 05534B760 417 10,308 SH   DFND 6 10,308 0 0
BCE INC COM NEW 05534B760 29,220 721,535 SH   DFND 7 721,535 0 0
BECTON DICKINSON & CO COM 075887109 2,673 11,156 SH   DFND 1 11,156 0 0
BECTON DICKINSON & CO PFD SHS CONV A 075887208 103,701 1,678,900 SH   DFND 1,5 297,500 0 1,381,400
BECTON DICKINSON & CO COM 075887109 3,848,783 16,066,051 SH   DFND 1,5 614,795 0 15,451,256
BECTON DICKINSON & CO COM 075887109 40,432 168,775 SH   DFND 3 168,775 0 0
BECTON DICKINSON & CO COM 075887109 27,788 115,995 SH   DFND 6 115,995 0 0
BECTON DICKINSON & CO PFD SHS CONV A 075887208 2,332 37,756 SH   DFND 7 0 0 37,756
BECTON DICKINSON & CO COM 075887109 149,883 625,661 SH   DFND 7 556,537 0 69,124
BED BATH & BEYOND INC COM 075896100 271,429 13,622,522 SH   DFND 1,5 1,691,049 0 11,931,473
BED BATH & BEYOND INC COM 075896100 4,906 246,200 SH   DFND 7 0 0 246,200
BEIGENE LTD SPONSORED ADR 07725L102 783,735 5,098,129 SH   DFND 1,5 1,384,337 0 3,713,792
BEIGENE LTD SPONSORED ADR 07725L102 33,467 217,700 SH   DFND 1,9 0 0 217,700
BEIGENE LTD SPONSORED ADR 07725L102 1,261 8,200 SH   DFND 6 8,200 0 0
BEIGENE LTD SPONSORED ADR 07725L102 7,994 52,000 SH   DFND 7 52,000 0 0
BEL FUSE INC CL A 077347201 2,184 102,051 SH   DFND 1,5 12,104 0 89,947
BELDEN INC COM 077454106 10,380 169,823 SH   DFND 1,5 23 0 169,800
BELLEROPHON THERAPEUTICS INC COM 078771102 1,567 647,671 SH   DFND 1,5 0 0 647,671
BELLICUM PHARMACEUTICALS INC COM 079481107 13,664 1,851,555 SH   DFND 1,5 0 0 1,851,555
BEMIS INC COM 081437105 1,853 43,890 SH   DFND 1,5 0 0 43,890
BENEFICIAL BANCORP INC COM 08171T102 105,523 6,513,787 SH   DFND 1,5 0 0 6,513,787
BENEFITFOCUS INC COM 08180D106 141,456 4,210,000 SH   DFND 1,5 70,000 0 4,140,000
BENEFITFOCUS INC COM 08180D106 6,216 185,000 SH   DFND 7 185,000 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 8,255,029 29,269 SH   DFND 1,5 4,143 0 25,126
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 2,491,295 13,347,413 SH   DFND 1,5 118,513 0 13,228,900
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 169,046 905,682 SH   DFND 3 905,682 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 282 1 SH   DFND 3 1 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 59,237 317,371 SH   DFND 6 317,371 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 78,650 421,378 SH   DFND 7 126,878 0 294,500
BERKSHIRE HILLS BANCORP INC COM 084680107 12,655 311,700 SH   DFND 6 311,700 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 4,040 99,500 SH   DFND 7 99,500 0 0
BERRY GLOBAL GROUP INC COM 08579W103 20,385 443,731 SH   DFND 1,5 12,667 0 431,064
BEST BUY INC COM 086516101 1,672,965 22,431,818 SH   DFND 1,5 2,365,091 0 20,066,727
BEST BUY INC COM 086516101 1,579 21,176 SH   DFND 3 21,176 0 0
BEST BUY INC COM 086516101 2,394 32,100 SH   DFND 7 0 0 32,100
BEST INC SPONSORED ADS 08653C106 26,849 2,197,100 SH   DFND 1,9 0 0 2,197,100
BEST INC SPONSORED ADS 08653C106 2,321 189,900 SH   DFND 7 189,900 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 92,673 1,853,089 SH   DFND 1,5 14,365 0 1,838,724
BHP BILLITON LTD SPONSORED ADR 088606108 347 6,940 SH   DFND 3 6,940 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 3,181 63,600 SH   DFND 6 63,600 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 15,112 302,186 SH   DFND 7 0 0 302,186
BIG LOTS INC COM 089302103 12,758 305,360 SH   DFND 1,5 20,607 0 284,753
BIO RAD LABS INC CL A 090572207 8,091 28,040 SH   DFND 1,5 0 0 28,040
BIO RAD LABS INC CL A 090572207 15,149 52,502 SH   DFND 6 52,502 0 0
BIO RAD LABS INC CL A 090572207 16,519 57,251 SH   DFND 7 16,305 0 40,946
BIOCRYST PHARMACEUTICALS COM 09058V103 25,319 4,418,631 SH   DFND 1,5 0 0 4,418,631
BIOGEN INC COM 09062X103 762 2,626 SH   DFND 1 2,626 0 0
BIOGEN INC COM 09062X103 1,482,784 5,108,821 SH   DFND 1,5 396,315 0 4,712,506
BIOGEN INC COM 09062X103 36,075 124,292 SH   DFND 3 124,292 0 0
BIOGEN INC COM 09062X103 2,828 9,743 SH   DFND 6 9,743 0 0
BIOGEN INC COM 09062X103 29,788 102,633 SH   DFND 7 41,484 0 61,149
BIOHAVEN PHARMACTL HLDG CO L COM G11196105 53,513 1,354,064 SH   DFND 1,5 0 0 1,354,064
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 12,717 10,735,000 PRN   DFND 1,5 0 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 10,506 10,400,000 PRN   DFND 1,5 0 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 192,074 2,039,006 SH   DFND 1,5 9,000 0 2,030,006
BIOMARIN PHARMACEUTICAL INC COM 09061G101 1,132 12,018 SH   DFND 3 12,018 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 992 10,526 SH   DFND 6 10,526 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 4,593 48,754 SH   DFND 7 41,354 0 7,400
BIOSCRIP INC COM 09069N108 12,457 4,251,600 SH   DFND 6 4,251,600 0 0
BIOSCRIP INC COM 09069N108 3,931 1,341,600 SH   DFND 7 1,341,600 0 0
BIOTIME INC *W EXP 10/01/201 09066L162 2 30,115 SH   DFND 1,5 0 0 30,115
BIOXCEL THERAPEUTICS INC COM 09075P105 15,333 1,666,666 SH   DFND 1,5 0 0 1,666,666
BJS WHSL CLUB HLDGS INC COM 05550J101 372 15,709 SH   DFND 1 15,709 0 0
BJS WHSL CLUB HLDGS INC COM 05550J101 197,102 8,334,111 SH   DFND 1,5 678,210 0 7,655,901
BJS WHSL CLUB HLDGS INC COM 05550J101 2,628 111,100 SH   DFND 6 111,100 0 0
BLACK BOX CORP DEL COM 091826107 2,325 1,147,947 SH   DFND 1,5 148,786 0 999,161
BLACK KNIGHT INC COM 09215C105 556 10,374 SH   DFND 1 10,374 0 0
BLACK KNIGHT INC COM 09215C105 513,034 9,580,459 SH   DFND 1,5 757,331 0 8,823,128
BLACK KNIGHT INC COM 09215C105 399 7,460 SH   DFND 3 7,460 0 0
BLACK KNIGHT INC COM 09215C105 8,643 161,400 SH   DFND 6 161,400 0 0
BLACK KNIGHT INC COM 09215C105 3,492 65,215 SH   DFND 7 65,215 0 0
BLACK STONE MINERALS L P COM UNIT 09225M101 20,711 1,120,100 SH   DFND 1,5 0 0 1,120,100
BLACKBERRY LTD COM 09228F103 40,554 4,202,501 SH   DFND 1,5 1,495,279 0 2,707,222
BLACKLINE INC COM 09239B109 50,591 1,164,894 SH   DFND 1,5 3,898 0 1,160,996
BLACKROCK CAPITAL INVESTMENT NOTE 5.000% 6/1 092533AC2 26 26,000 PRN   DFND   0 0 0
BLACKROCK INC COM 09247X101 1,804,476 3,615,894 SH   DFND 1,5 401,406 0 3,214,488
BLACKROCK INC COM 09247X101 35,696 71,529 SH   DFND 3 71,529 0 0
BLACKROCK INC COM 09247X101 11,706 23,457 SH   DFND 6 23,457 0 0
BLACKROCK INC COM 09247X101 35,038 70,210 SH   DFND 7 56,810 0 13,400
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 687,991 21,386,117 SH   DFND 1,5 1,575 0 21,384,542
BLACKSTONE MTG TR INC NOTE 4.750% 3/1 09257WAC4 5,330 5,500,000 PRN   DFND 1,5 0 0 0
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BLOCK H & R INC COM 093671105 47,791 2,097,918 SH   DFND 1,5 0 0 2,097,918
BLOCK H & R INC COM 093671105 600 26,326 SH   DFND 3 26,326 0 0
BLUE BIRD CORP COM 095306106 224 10,000 SH   DFND 1,5 0 0 10,000
BLUE HILLS BANCORP INC COM 095573101 41,894 1,887,136 SH   DFND 6 1,887,136 0 0
BLUE HILLS BANCORP INC COM 095573101 10,743 483,912 SH   DFND 7 454,793 0 29,119
BLUEBIRD BIO INC COM 09609G100 1,170,375 7,456,990 SH   DFND 1,5 1,904,761 0 5,552,229
BLUEBIRD BIO INC COM 09609G100 3,594 22,900 SH   DFND 6 22,900 0 0
BLUEBIRD BIO INC COM 09609G100 5,964 38,000 SH   DFND 7 38,000 0 0
BLUEGREEN VACATIONS CORP COM 09629F108 121,228 5,093,632 SH   DFND 1,5 511,996 0 4,581,636
BLUEGREEN VACATIONS CORP COM 09629F108 6,251 262,662 SH   DFND 1,11 31,807 0 230,855
BLUEGREEN VACATIONS CORP COM 09629F108 23,628 992,770 SH   DFND 6 992,770 0 0
BLUEGREEN VACATIONS CORP COM 09629F108 5,460 229,400 SH   DFND 7 229,400 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 335,889 5,291,252 SH   DFND 1,5 232,517 0 5,058,735
BLUEPRINT MEDICINES CORP COM 09627Y109 53,243 838,738 SH   DFND 6 838,738 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 28,287 445,610 SH   DFND 7 297,550 0 148,060
BMC STK HLDGS INC COM 05591B109 1,106 53,045 SH   DFND 1,5 0 0 53,045
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 181,055 15,581,331 SH   DFND 1,5 110 0 15,581,221
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 1,490 128,200 SH   DFND 7 128,200 0 0
BOEING CO COM 097023105 2,209,223 6,584,670 SH   DFND 1,5 852,722 0 5,731,948
BOEING CO COM 097023105 109,066 325,076 SH   DFND 3 325,076 0 0
BOEING CO COM 097023105 23,293 69,426 SH   DFND 6 69,426 0 0
BOEING CO COM 097023105 146,447 436,490 SH   DFND 7 435,484 0 1,006
BOFI HLDG INC COM 05566U108 1,996 48,800 SH   DFND 1,5 0 0 48,800
BOJANGLES INC COM 097488100 4,222 293,173 SH   DFND 1,5 73 0 293,100
BOJANGLES INC COM 097488100 749 52,028 SH   DFND 7 528 0 51,500
BOK FINL CORP COM NEW 05561Q201 68,833 732,188 SH   DFND 1,5 3,000 0 729,188
BOOKING HLDGS INC COM 09857L108 853 421 SH   DFND 1 421 0 0
BOOKING HLDGS INC COM 09857L108 2,783,762 1,373,280 SH   DFND 1,5 167,292 0 1,205,988
BOOKING HLDGS INC COM 09857L108 70,508 34,783 SH   DFND 3 34,783 0 0
BOOKING HLDGS INC COM 09857L108 26,316 12,982 SH   DFND 6 12,982 0 0
BOOKING HLDGS INC COM 09857L108 14,619 7,212 SH   DFND 7 4,512 0 2,700
BOOT BARN HLDGS INC COM 099406100 15,745 758,806 SH   DFND 1,5 353,886 0 404,920
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 87,956 2,011,346 SH   DFND 1,5 0 0 2,011,346
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 52,245 1,194,707 SH   DFND 6 1,194,707 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 4,954 113,297 SH   DFND 7 113,297 0 0
BORGWARNER INC COM 099724106 45,479 1,053,730 SH   DFND 1,5 0 0 1,053,730
BORGWARNER INC COM 099724106 4,705 109,021 SH   DFND 3 109,021 0 0
BOSTON BEER INC CL A 100557107 216 721 SH   DFND 7 721 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 67,360 4,236,473 SH   DFND 1,5 28,614 0 4,207,859
BOSTON PRIVATE FINL HLDGS IN COM 101119105 29,631 1,863,611 SH   DFND 6 1,863,611 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 22,476 1,413,589 SH   DFND 7 595,189 0 818,400
BOSTON PROPERTIES INC COM 101121101 293,571 2,340,700 SH   DFND 1 2,340,700 0 0
BOSTON PROPERTIES INC COM 101121101 484,530 3,863,257 SH   DFND 1,5 156,006 0 3,707,251
BOSTON PROPERTIES INC COM 101121101 7,879 62,819 SH   DFND 3 62,819 0 0
BOSTON PROPERTIES INC COM 101121101 42,039 335,182 SH   DFND 6 335,182 0 0
BOSTON PROPERTIES INC COM 101121101 46,410 370,039 SH   DFND 7 254,797 0 115,242
BOSTON SCIENTIFIC CORP COM 101137107 1,354 41,407 SH   DFND 1 41,407 0 0
BOSTON SCIENTIFIC CORP COM 101137107 4,933,926 150,884,594 SH   DFND 1,5 7,523,840 0 143,360,754
BOSTON SCIENTIFIC CORP COM 101137107 6,962 212,897 SH   DFND 1,11 24,960 0 187,937
BOSTON SCIENTIFIC CORP COM 101137107 13,584 415,413 SH   DFND 3 415,413 0 0
BOSTON SCIENTIFIC CORP COM 101137107 59,110 1,807,655 SH   DFND 6 1,807,655 0 0
BOSTON SCIENTIFIC CORP COM 101137107 106,618 3,260,486 SH   DFND 7 2,300,765 0 959,721
BOX INC CL A 10316T104 6,193 247,800 SH   DFND 6 247,800 0 0
BOYD GAMING CORP COM 103304101 315 9,100 SH   DFND 1 9,100 0 0
BOYD GAMING CORP COM 103304101 148,406 4,281,778 SH   DFND 1,5 13,622 0 4,268,156
BOYD GAMING CORP COM 103304101 13,816 398,610 SH   DFND 6 398,610 0 0
BP PLC SPONSORED ADR 055622104 551,120 12,070,081 SH   DFND 1,5 145,309 0 11,924,772
BP PLC SPONSORED ADR 055622104 115,641 2,532,659 SH   DFND 3 2,532,659 0 0
BP PLC SPONSORED ADR 055622104 18,943 414,862 SH   DFND 6 414,862 0 0
BP PLC SPONSORED ADR 055622104 49,588 1,086,024 SH   DFND 7 0 0 1,086,024
BRAEMAR HOTELS & RESORTS INC COM 10482B101 12,281 1,075,400 SH   DFND 1 1,075,400 0 0
BRAEMAR HOTELS & RESORTS INC COM 10482B101 12,099 1,059,452 SH   DFND 1,5 67,216 0 992,236
BRAEMAR HOTELS & RESORTS INC 5.5 CUM CV PFD B 10482B200 2,197 115,684 SH   DFND 1,5 0 0 115,684
BRAEMAR HOTELS & RESORTS INC COM 10482B101 481 42,152 SH   DFND 6 42,152 0 0
BRAEMAR HOTELS & RESORTS INC COM 10482B101 195 17,056 SH   DFND 7 0 0 17,056
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 108,991 6,456,800 SH   DFND 1 6,456,800 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 113,981 6,752,447 SH   DFND 1,5 234,922 0 6,517,525
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 18,020 1,067,514 SH   DFND 6 1,067,514 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 27,727 1,642,580 SH   DFND 7 447,033 0 1,195,547
BRASKEM S A SP ADR PFD A 105532105 9,623 370,100 SH   DFND 1,5 0 0 370,100
BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 12,496 982,406 SH   DFND 6 982,406 0 0
BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 4,096 321,989 SH   DFND 7 321,989 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 34,615 337,637 SH   DFND 1,5 0 0 337,637
BRIGHTHOUSE FINL INC COM 10922N103 41,683 1,040,255 SH   DFND 1,5 92,904 0 947,351
BRIGHTHOUSE FINL INC COM 10922N103 342 8,541 SH   DFND 3 8,541 0 0
BRIGHTSPHERE INVESTMNT GRP P SHS G1644T109 133,774 9,381,097 SH   DFND 1,5 30,403 0 9,350,694
BRIGHTSPHERE INVESTMNT GRP P SHS G1644T109 18,077 1,267,676 SH   DFND 6 1,267,676 0 0
BRIGHTSPHERE INVESTMNT GRP P SHS G1644T109 2,478 173,765 SH   DFND 7 173,765 0 0
BRINKER INTL INC COM 109641100 19,110 401,477 SH   DFND 1,5 94,770 0 306,707
BRINKS CO COM 109696104 62,195 779,872 SH   DFND 1,5 202 0 779,670
BRISTOL MYERS SQUIBB CO COM 110122108 599,262 10,828,727 SH   DFND 1,5 1,051,148 0 9,777,579
BRISTOL MYERS SQUIBB CO COM 110122108 37,510 677,812 SH   DFND 3 677,812 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 11,393 205,881 SH   DFND 6 205,881 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 48,039 868,069 SH   DFND 7 768,291 0 99,778
BRISTOW GROUP INC COM 110394103 30,453 2,158,286 SH   DFND 1,5 261,978 0 1,896,308
BRISTOW GROUP INC COM 110394103 1,071 75,900 SH   DFND 7 0 0 75,900
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 230 4,558 SH   DFND 1 4,558 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 1,459,997 28,939,478 SH   DFND 1,5 1,528,873 0 27,410,605
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 23,187 459,600 SH   DFND 1,10 13,600 0 446,000
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 91,278 1,809,269 SH   DFND 3 1,809,269 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 31,405 622,500 SH   DFND 6 622,500 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 46,982 931,260 SH   DFND 7 775 0 930,485
BRIXMOR PPTY GROUP INC COM 11120U105 60,883 3,493,004 SH   DFND 1 3,493,004 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 66,693 3,826,352 SH   DFND 1,5 759 0 3,825,593
BROADCOM INC COM 11135F101 413 1,703 SH   DFND 1 1,703 0 0
BROADCOM INC COM 11135F101 2,315,586 9,543,297 SH   DFND 1,5 559,960 0 8,983,337
BROADCOM INC COM 11135F101 237,884 980,400 SH   DFND 1,9 0 0 980,400
BROADCOM INC COM 11135F101 59,898 246,860 SH   DFND 3 246,860 0 0
BROADCOM INC COM 11135F101 69,903 288,093 SH   DFND 6 288,093 0 0
BROADCOM INC COM 11135F101 84,876 349,802 SH   DFND 7 310,502 0 39,300
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BROADRIDGE FINL SOLUTIONS IN COM 11133T103 1,356 11,783 SH   DFND 3 11,783 0 0
BROOKDALE SR LIVING INC COM 112463104 11,938 1,313,300 SH   DFND 1,5 0 0 1,313,300
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 85,973 2,119,352 SH   DFND 1,5 152 0 2,119,200
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 461 11,369 SH   DFND 3 11,369 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 22,177 546,693 SH   DFND 6 220,904 0 325,789
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 7,609 187,571 SH   DFND 7 121,171 0 66,400
BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 1,394 36,340 SH   DFND 7 36,340 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 14,056 755,700 SH   DFND 6 755,700 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 4,455 239,500 SH   DFND 7 239,500 0 0
BROWN & BROWN INC COM 115236101 6,231 224,700 SH   DFND 1,5 0 0 224,700
BROWN & BROWN INC COM 115236101 28,282 1,019,909 SH   DFND 6 1,019,909 0 0
BROWN & BROWN INC COM 115236101 40,039 1,443,892 SH   DFND 7 294,730 0 1,149,162
BROWN FORMAN CORP CL B 115637209 39,419 804,310 SH   DFND 1,5 0 0 804,310
BROWN FORMAN CORP CL B 115637209 949 19,361 SH   DFND 3 19,361 0 0
BRUKER CORP COM 116794108 197,652 6,806,209 SH   DFND 1,5 283,947 0 6,522,262
BRUKER CORP COM 116794108 12,842 442,230 SH   DFND 6 442,230 0 0
BRUKER CORP COM 116794108 5,285 182,006 SH   DFND 7 147,606 0 34,400
BRUNSWICK CORP COM 117043109 94,844 1,470,904 SH   DFND 1,5 8,926 0 1,461,978
BRUNSWICK CORP COM 117043109 1,885 29,235 SH   DFND 3 29,235 0 0
BRUNSWICK CORP COM 117043109 36,202 561,439 SH   DFND 6 561,439 0 0
BRUNSWICK CORP COM 117043109 41,431 642,547 SH   DFND 7 344,255 0 298,292
BT GROUP PLC ADR 05577E101 5,512 381,200 SH   DFND 1,5 0 0 381,200
BUCKLE INC COM 118440106 197,896 7,356,732 SH   DFND 1,5 2,006,487 0 5,350,245
BUILDERS FIRSTSOURCE INC COM 12008R107 5,653 309,096 SH   DFND 1,5 172,074 0 137,022
BUILDERS FIRSTSOURCE INC COM 12008R107 19,579 1,070,460 SH   DFND 6 1,070,460 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 8,202 448,456 SH   DFND 7 369,556 0 78,900
BUNGE LIMITED COM G16962105 167,923 2,408,885 SH   DFND 1,5 67,530 0 2,341,355
BUNGE LIMITED COM G16962105 6,961 99,860 SH   DFND 6 99,860 0 0
BUNGE LIMITED COM G16962105 17,053 244,631 SH   DFND 7 130,931 0 113,700
BURLINGTON STORES INC COM 122017106 461,330 3,064,706 SH   DFND 1,5 142,933 0 2,921,773
BURLINGTON STORES INC COM 122017106 6,767 44,957 SH   DFND 1,11 5,359 0 39,598
BURLINGTON STORES INC COM 122017106 520 3,454 SH   DFND 3 3,454 0 0
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BURLINGTON STORES INC COM 122017106 26,896 178,675 SH   DFND 7 35,960 0 142,715
BWX TECHNOLOGIES INC COM 05605H100 41,819 671,029 SH   DFND 1,5 0 0 671,029
BWX TECHNOLOGIES INC COM 05605H100 206 3,313 SH   DFND 3 3,313 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 214,012 2,558,119 SH   DFND 1,5 24,736 0 2,533,383
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 27,219 325,354 SH   DFND 3 325,354 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 4,936 59,000 SH   DFND 6 59,000 0 0
C&J ENERGY SVCS INC NEW COM 12674R100 20,919 886,394 SH   DFND 1,5 43 0 886,351
C&J ENERGY SVCS INC NEW COM 12674R100 389 16,500 SH   DFND 7 16,500 0 0
CA INC COM 12673P105 77,435 2,172,100 SH   DFND 1,5 0 0 2,172,100
CA INC COM 12673P105 1,884 52,860 SH   DFND 3 52,860 0 0
CA INC COM 12673P105 2,103 59,000 SH   DFND 7 59,000 0 0
CABLE ONE INC COM 12685J105 25,368 34,595 SH   DFND 1,5 0 0 34,595
CABLE ONE INC COM 12685J105 365 498 SH   DFND 3 498 0 0
CABOT CORP COM 127055101 81,075 1,312,528 SH   DFND 1,5 10,556 0 1,301,972
CABOT CORP COM 127055101 914 14,800 SH   DFND 6 14,800 0 0
CABOT CORP COM 127055101 457 7,400 SH   DFND 7 0 0 7,400
CABOT OIL & GAS CORP COM 127097103 467,585 19,646,420 SH   DFND 1,5 1,273,526 0 18,372,894
CABOT OIL & GAS CORP COM 127097103 633 26,603 SH   DFND 3 26,603 0 0
CABOT OIL & GAS CORP COM 127097103 9,321 391,651 SH   DFND 6 391,651 0 0
CABOT OIL & GAS CORP COM 127097103 7,995 335,908 SH   DFND 7 335,908 0 0
CACI INTL INC CL A 127190304 13,012 77,199 SH   DFND 1,5 9,419 0 67,780
CACTUS INC CL A 127203107 18,360 543,357 SH   DFND 1,5 55 0 543,302
CACTUS INC CL A 127203107 11,776 348,500 SH   DFND 6 348,500 0 0
CACTUS INC CL A 127203107 5,234 154,900 SH   DFND 7 154,900 0 0
CADENCE BANCORPORATION CL A 12739A100 69,071 2,392,476 SH   DFND 1,5 0 0 2,392,476
CADENCE DESIGN SYSTEM INC COM 127387108 274 6,324 SH   DFND 3 6,324 0 0
CAE INC COM 124765108 27,429 1,320,400 SH   DFND 1,5 0 0 1,320,400
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 29,988 17,650,000 PRN   DFND 1,5 0 0 0
CAESARS ENTMT CORP COM 127686103 52,954 4,948,970 SH   DFND 1,5 135,284 0 4,813,686
CAESARS ENTMT CORP COM 127686103 2,135 199,500 SH   DFND 6 199,500 0 0
CAESARSTONE LTD ORD SHS M20598104 151 10,000 SH   DFND 1,5 0 0 10,000
CALAMP CORP NOTE 1.625% 5/1 128126AB5 19 18,000 PRN   DFND   0 0 0
CALIFORNIA RES CORP COM NEW 13057Q206 26,802 589,843 SH   DFND 1,5 50,269 0 539,574
CALIFORNIA RES CORP COM NEW 13057Q206 1,186 26,100 SH   DFND 7 26,100 0 0
CALIX INC COM 13100M509 433 55,461 SH   DFND 1,5 0 0 55,461
CALLAWAY GOLF CO COM 131193104 73,716 3,885,900 SH   DFND 1,5 1,384,236 0 2,501,664
CALLON PETE CO DEL COM 13123X102 3,244 302,057 SH   DFND 1,5 457 0 301,600
CALLON PETE CO DEL COM 13123X102 9,678 901,150 SH   DFND 6 901,150 0 0
CALLON PETE CO DEL COM 13123X102 16,558 1,541,687 SH   DFND 7 398,586 0 1,143,101
CALYXT INC COM 13173L107 89,603 4,799,299 SH   DFND 1,5 1,204,774 0 3,594,525
CAMBREX CORP COM 132011107 20,136 385,000 SH   DFND 6 385,000 0 0
CAMBREX CORP COM 132011107 6,689 127,900 SH   DFND 7 127,900 0 0
CAMBRIDGE BANCORP COM 132152109 433 5,003 SH   DFND 1,5 0 0 5,003
CAMDEN NATL CORP COM 133034108 22,272 487,247 SH   DFND 1,5 32,057 0 455,190
CAMDEN NATL CORP COM 133034108 33,155 725,334 SH   DFND 6 725,334 0 0
CAMDEN NATL CORP COM 133034108 8,541 186,856 SH   DFND 7 186,856 0 0
CAMDEN PPTY TR SH BEN INT 133131102 93,800 1,029,300 SH   DFND 1 1,029,300 0 0
CAMDEN PPTY TR SH BEN INT 133131102 66,592 730,731 SH   DFND 1,5 41,023 0 689,708
CAMPBELL SOUP CO COM 134429109 82,714 2,040,312 SH   DFND 1,5 1,306 0 2,039,006
CAMPBELL SOUP CO COM 134429109 21,263 524,488 SH   DFND 3 524,488 0 0
CAMPBELL SOUP CO COM 134429109 1,828 45,100 SH   DFND 6 45,100 0 0
CANADA GOOSE HOLDINGS INC SHS SUB VTG 135086106 209,566 3,563,188 SH   DFND 1,5 898,711 0 2,664,477
CANADA GOOSE HOLDINGS INC SHS SUB VTG 135086106 3,995 67,927 SH   DFND 6 33,800 0 34,127
CANADIAN NAT RES LTD COM 136385101 611,633 16,946,606 SH   DFND 1,5 1,693,890 0 15,252,716
CANADIAN NAT RES LTD COM 136385101 3,812 105,624 SH   DFND 3 105,624 0 0
CANADIAN NAT RES LTD COM 136385101 7,918 219,389 SH   DFND 6 576 0 218,813
CANADIAN NAT RES LTD COM 136385101 4,946 137,040 SH   DFND 7 137,040 0 0
CANADIAN NATL RY CO COM 136375102 210,629 2,575,131 SH   DFND 1,5 44,100 0 2,531,031
CANADIAN NATL RY CO COM 136375102 692 8,462 SH   DFND 3 8,462 0 0
CANADIAN NATL RY CO COM 136375102 16,087 196,681 SH   DFND 6 90,300 0 106,381
CANADIAN NATL RY CO COM 136375102 20,986 256,570 SH   DFND 7 256,570 0 0
CANADIAN PAC RY LTD COM 13645T100 209,407 1,142,688 SH   DFND 1,5 18,500 0 1,124,188
CANADIAN PAC RY LTD COM 13645T100 354 1,931 SH   DFND 3 1,931 0 0
CANADIAN PAC RY LTD COM 13645T100 12,149 66,292 SH   DFND 6 38,000 0 28,292
CANADIAN PAC RY LTD COM 13645T100 2,877 15,700 SH   DFND 7 15,700 0 0
CANNAE HLDGS INC COM 13765N107 22,086 1,190,638 SH   DFND 1,5 4,900 0 1,185,738
CANNAE HLDGS INC COM 13765N107 415 22,395 SH   DFND 3 22,395 0 0
CANNAE HLDGS INC COM 13765N107 2,133 115,000 SH   DFND 6 115,000 0 0
CANNAE HLDGS INC COM 13765N107 3,899 210,200 SH   DFND 7 0 0 210,200
CANTEL MEDICAL CORP COM 138098108 28,298 287,700 SH   DFND 1,5 0 0 287,700
CAPITAL ONE FINL CORP COM 14040H105 339 3,692 SH   DFND 1 3,692 0 0
CAPITAL ONE FINL CORP COM 14040H105 1,603,026 17,443,159 SH   DFND 1,5 420,053 0 17,023,106
CAPITAL ONE FINL CORP COM 14040H105 38,533 419,293 SH   DFND 3 419,293 0 0
CAPITAL ONE FINL CORP COM 14040H105 18,809 204,672 SH   DFND 6 204,672 0 0
CAPITAL ONE FINL CORP COM 14040H105 120,230 1,308,270 SH   DFND 7 1,049,670 0 258,600
CARA THERAPEUTICS INC COM 140755109 13,247 691,735 SH   DFND 1,5 0 0 691,735
CARBO CERAMICS INC COM 140781105 32,442 3,537,867 SH   DFND 1,5 141,922 0 3,395,945
CARBO CERAMICS INC COM 140781105 1,234 134,600 SH   DFND 7 0 0 134,600
CARBON BLACK INC COM 14081R103 6,062 233,150 SH   DFND 1,5 50,576 0 182,574
CARBONITE INC NOTE 2.500% 4/0 141337AB1 9,532 6,430,000 PRN   DFND 1,5 0 0 0
CARBONITE INC COM 141337105 49,610 1,421,494 SH   DFND 1,5 32,081 0 1,389,413
CARDINAL HEALTH INC COM 14149Y108 327,707 6,711,174 SH   DFND 1,5 6,294 0 6,704,880
CARDINAL HEALTH INC COM 14149Y108 61,876 1,267,168 SH   DFND 3 1,267,168 0 0
CARDINAL HEALTH INC COM 14149Y108 11,382 233,100 SH   DFND 6 233,100 0 0
CARDINAL HEALTH INC COM 14149Y108 9,679 198,221 SH   DFND 7 0 0 198,221
CARDIOVASCULAR SYS INC DEL COM 141619106 12,499 386,500 SH   DFND 6 386,500 0 0
CARDIOVASCULAR SYS INC DEL COM 141619106 4,191 129,600 SH   DFND 7 129,600 0 0
CARDLYTICS INC COM 14161W105 41,218 1,894,196 SH   DFND 1,5 0 0 1,894,196
CARDTRONICS PLC SHS CL A G1991C105 8,606 355,930 SH   DFND 1,5 69,500 0 286,430
CARE COM INC COM 141633107 7,886 377,700 SH   DFND 1,5 0 0 377,700
CAREER EDUCATION CORP COM 141665109 27,152 1,679,172 SH   DFND 1,5 0 0 1,679,172
CARETRUST REIT INC COM 14174T107 163,345 9,787,006 SH   DFND 1,5 73,474 0 9,713,532
CARETRUST REIT INC COM 14174T107 6,469 387,575 SH   DFND 6 387,575 0 0
CARETRUST REIT INC COM 14174T107 2,522 151,100 SH   DFND 7 0 0 151,100
CARGURUS INC COM CL A 141788109 344,899 9,928,000 SH   DFND 1,5 464,736 0 9,463,264
CARGURUS INC COM CL A 141788109 1,879 54,100 SH   DFND 6 54,100 0 0
CARLISLE COS INC COM 142339100 7,549 69,700 SH   DFND 1,5 0 0 69,700
CARLISLE COS INC COM 142339100 13,903 128,359 SH   DFND 6 128,359 0 0
CARLISLE COS INC COM 142339100 20,712 191,226 SH   DFND 7 37,986 0 153,240
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 14,667 688,592 SH   DFND 1,5 0 0 688,592
CARMAX INC COM 143130102 1,274 17,478 SH   DFND 1,5 0 0 17,478
CARMAX INC COM 143130102 2,078 28,519 SH   DFND 3 28,519 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 151,756 2,647,989 SH   DFND 1,5 209,638 0 2,438,351
CARNIVAL CORP UNIT 99/99/9999 143658300 7,379 128,762 SH   DFND 3 128,762 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 6,753 117,840 SH   DFND 7 117,840 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 237 4,500 SH   DFND 6 4,500 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 647 12,300 SH   DFND 7 3,200 0 9,100
CARRIAGE SVCS INC COM 143905107 29,768 1,212,559 SH   DFND 1,5 0 0 1,212,559
CARRIAGE SVCS INC COM 143905107 25,160 1,024,864 SH   DFND 6 1,024,864 0 0
CARRIAGE SVCS INC COM 143905107 3,706 150,950 SH   DFND 7 150,950 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 11,478 772,950 SH   DFND 6 772,950 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 3,908 263,146 SH   DFND 7 263,146 0 0
CARS COM INC COM 14575E105 26,077 918,525 SH   DFND 1,5 153,599 0 764,926
CARTER INC COM 146229109 53,572 494,250 SH   DFND 1,5 0 0 494,250
CARTER INC COM 146229109 21,938 202,398 SH   DFND 6 202,398 0 0
CARTER INC COM 146229109 7,561 69,754 SH   DFND 7 69,754 0 0
CARVANA CO CL A 146869102 47,362 1,138,505 SH   DFND 1,5 13,800 0 1,124,705
CARVANA CO CL A 146869102 305 7,331 SH   DFND 3 7,331 0 0
CARVANA CO CL A 146869102 661 15,900 SH   DFND 6 15,900 0 0
CASA SYS INC COM 14713L102 3,324 203,545 SH   DFND 1,5 1,374 0 202,171
CASEYS GEN STORES INC COM 147528103 15,209 144,740 SH   DFND 1,5 0 0 144,740
CASS INFORMATION SYS INC COM 14808P109 9,404 136,642 SH   DFND 1,5 0 0 136,642
CASTLIGHT HEALTH INC CL B 14862Q100 49,737 11,702,881 SH   DFND 1,5 1,665,723 0 10,037,158
CASTLIGHT HEALTH INC CL B 14862Q100 842 198,000 SH   DFND 6 198,000 0 0
CASTLIGHT HEALTH INC CL B 14862Q100 3,060 720,000 SH   DFND 7 720,000 0 0
CATALENT INC COM 148806102 126,870 3,028,648 SH   DFND 1,5 158,005 0 2,870,643
CATALENT INC COM 148806102 24,625 587,840 SH   DFND 6 587,840 0 0
CATALENT INC COM 148806102 6,925 165,305 SH   DFND 7 165,305 0 0
CATERPILLAR INC DEL COM 149123101 271 2,000 SH   DFND 1 2,000 0 0
CATERPILLAR INC DEL COM 149123101 583,886 4,303,719 SH   DFND 1,5 936,055 0 3,367,664
CATERPILLAR INC DEL COM 149123101 52,161 384,468 SH   DFND 3 384,468 0 0
CATHAY GEN BANCORP COM 149150104 30,645 756,847 SH   DFND 1,5 92,966 0 663,881
CAVCO INDS INC DEL COM 149568107 132,916 640,098 SH   DFND 1,5 0 0 640,098
CAVIUM INC COM 14964U108 143,341 1,657,127 SH   DFND 1,5 2,900 0 1,654,227
CAVIUM INC COM 14964U108 9,108 105,300 SH   DFND 1,9 0 0 105,300
CAVIUM INC COM 14964U108 75,057 867,706 SH   DFND 6 867,706 0 0
CAVIUM INC COM 14964U108 33,649 389,010 SH   DFND 7 203,819 0 185,191
CBIZ INC COM 124805102 99,976 4,346,798 SH   DFND 1,5 0 0 4,346,798
CBIZ INC COM 124805102 42,845 1,862,837 SH   DFND 6 1,862,837 0 0
CBIZ INC COM 124805102 12,568 546,417 SH   DFND 7 471,217 0 75,200
CBOE GLOBAL MARKETS INC COM 12503M108 389,329 3,741,034 SH   DFND 1,5 11,100 0 3,729,934
CBOE GLOBAL MARKETS INC COM 12503M108 861 8,269 SH   DFND 3 8,269 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 21,317 204,834 SH   DFND 6 204,834 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 48,700 467,955 SH   DFND 7 262,232 0 205,723
CBRE GROUP INC CL A 12504L109 442,662 9,272,351 SH   DFND 1,5 71,494 0 9,200,857
CBRE GROUP INC CL A 12504L109 4,458 93,377 SH   DFND 3 93,377 0 0
CBRE GROUP INC CL A 12504L109 13,410 280,900 SH   DFND 6 280,900 0 0
CBRE GROUP INC CL A 12504L109 27,951 585,486 SH   DFND 7 156,786 0 428,700
CBS CORP NEW CL B 124857202 50,742 902,557 SH   DFND 1,5 0 0 902,557
CBS CORP NEW CL B 124857202 15,235 270,985 SH   DFND 3 270,985 0 0
CDK GLOBAL INC COM 12508E101 184,532 2,836,775 SH   DFND 1,5 289,816 0 2,546,959
CDK GLOBAL INC COM 12508E101 606 9,313 SH   DFND 3 9,313 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 2,849 32,750 SH   DFND 7 32,750 0 0
CDW CORP COM 12514G108 12,684 157,000 SH   DFND 1 157,000 0 0
CDW CORP COM 12514G108 378,217 4,681,482 SH   DFND 1,5 410,805 0 4,270,677
CDW CORP COM 12514G108 5,720 70,807 SH   DFND 1,11 8,527 0 62,280
CDW CORP COM 12514G108 202 2,502 SH   DFND 3 2,502 0 0
CEDAR FAIR L P DEPOSITRY UNIT 150185106 351,584 5,579,816 SH   DFND 1,5 0 0 5,579,816
CEDAR REALTY TRUST INC COM NEW 150602209 16,523 3,500,591 SH   DFND 1,5 127,983 0 3,372,608
CEDAR REALTY TRUST INC COM NEW 150602209 3,258 690,316 SH   DFND 6 690,316 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 1,970 417,308 SH   DFND 7 151,600 0 265,708
CELANESE CORP DEL COM SER A 150870103 151,285 1,362,189 SH   DFND 1,5 29 0 1,362,160
CELANESE CORP DEL COM SER A 150870103 2,891 26,031 SH   DFND 3 26,031 0 0
CELGENE CORP COM 151020104 633,268 7,973,653 SH   DFND 1,5 699,604 0 7,274,049
CELGENE CORP COM 151020104 13,275 167,155 SH   DFND 3 167,155 0 0
CELGENE CORP COM 151020104 619 7,793 SH   DFND 6 7,793 0 0
CELGENE CORP COM 151020104 905 11,400 SH   DFND 7 0 0 11,400
CELLECTIS S A SPONSORED ADS 15117K103 116,730 4,126,210 SH   DFND 1,5 569,953 0 3,556,257
CELLECTIS S A SPONSORED ADS 15117K103 277 9,800 SH   DFND 6 9,800 0 0
CELLECTIS S A SPONSORED ADS 15117K103 2,942 104,000 SH   DFND 7 104,000 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 4,317 658,142 SH   DFND 6 658,142 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 4,984 759,784 SH   DFND 7 759,784 0 0
CENOVUS ENERGY INC COM 15135U109 809,231 77,938,152 SH   DFND 1,5 3,177,073 0 74,761,079
CENOVUS ENERGY INC COM 15135U109 37,327 3,595,000 SH   DFND 1,10 108,500 0 3,486,500
CENOVUS ENERGY INC COM 15135U109 33,684 3,244,163 SH   DFND 3 3,244,163 0 0
CENOVUS ENERGY INC COM 15135U109 39,953 3,847,944 SH   DFND 6 3,098,188 0 749,756
CENOVUS ENERGY INC COM 15135U109 39,734 3,826,800 SH   DFND 7 213,000 0 3,613,800
CENTENE CORP DEL COM 15135B101 88,479 718,115 SH   DFND 1,5 21,620 0 696,495
CENTENE CORP DEL COM 15135B101 4,136 33,567 SH   DFND 3 33,567 0 0
CENTENE CORP DEL COM 15135B101 5,631 45,700 SH   DFND 7 35,500 0 10,200
CENTENNIAL RESOURCE DEV INC CL A 15136A102 534,918 29,618,950 SH   DFND 1,5 3,556,277 0 26,062,673
CENTENNIAL RESOURCE DEV INC CL A 15136A102 14,243 788,673 SH   DFND 6 788,673 0 0
CENTENNIAL RESOURCE DEV INC CL A 15136A102 13,537 749,550 SH   DFND 7 657,050 0 92,500
CENTERPOINT ENERGY INC COM 15189T107 72,835 2,628,463 SH   DFND 1,5 233,568 0 2,394,895
CENTERPOINT ENERGY INC COM 15189T107 9,196 331,872 SH   DFND 3 331,872 0 0
CENTERPOINT ENERGY INC COM 15189T107 1,599 57,700 SH   DFND 7 57,700 0 0
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 2,313 557,312 SH   DFND 1,10 223,241 0 334,071
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 28,005 691,987 SH   DFND 1,5 0 0 691,987
CENTRAL GARDEN & PET CO COM 153527106 42,826 984,953 SH   DFND 1,5 0 0 984,953
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 4,261 105,279 SH   DFND 1,11 12,666 0 92,613
CENTRAL PAC FINL CORP COM NEW 154760409 5,099 177,976 SH   DFND 1,5 22,062 0 155,914
CENTRAL PUERTO S A SPONSORED ADR 155038201 13,705 1,384,360 SH   DFND 1,5 46,600 0 1,337,760
CENTRAL PUERTO S A SPONSORED ADR 155038201 3,829 386,780 SH   DFND 6 386,780 0 0
CENTRAL PUERTO S A SPONSORED ADR 155038201 4,355 439,890 SH   DFND 7 439,890 0 0
CENTRAL VALLEY CMNTY BANCORP COM 155685100 529 25,017 SH   DFND 1,5 0 0 25,017
CENTURYLINK INC COM 156700106 9,193 493,188 SH   DFND 1,5 0 0 493,188
CENTURYLINK INC COM 156700106 13,417 719,774 SH   DFND 3 719,774 0 0
CERIDIAN HCM HLDG INC COM 15677J108 25,021 753,873 SH   DFND 1,5 88,210 0 665,663
CERIDIAN HCM HLDG INC COM 15677J108 1,540 46,400 SH   DFND 1,9 0 0 46,400
CERNER CORP COM 156782104 150,684 2,520,229 SH   DFND 1,5 259,189 0 2,261,040
CERNER CORP COM 156782104 10,951 183,159 SH   DFND 3 183,159 0 0
CF INDS HLDGS INC COM 125269100 598 13,468 SH   DFND 1 13,468 0 0
CF INDS HLDGS INC COM 125269100 648,929 14,615,521 SH   DFND 1,5 1,217,134 0 13,398,387
CF INDS HLDGS INC COM 125269100 5,536 124,678 SH   DFND 3 124,678 0 0
CF INDS HLDGS INC COM 125269100 23,257 523,799 SH   DFND 6 523,799 0 0
CF INDS HLDGS INC COM 125269100 25,494 574,187 SH   DFND 7 348,987 0 225,200
CHARAH SOLUTIONS INC COM 15957P105 7,658 700,000 SH   DFND 1,5 0 0 700,000
CHARLES RIV LABS INTL INC COM 159864107 122,794 1,093,838 SH   DFND 1,5 53 0 1,093,785
CHARLES RIV LABS INTL INC COM 159864107 15,378 136,987 SH   DFND 6 136,987 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 7,763 26,475 SH   DFND 1 26,475 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 580,671 1,980,394 SH   DFND 1,5 83,988 0 1,896,406
CHARTER COMMUNICATIONS INC N CL A 16119P108 30,115 102,707 SH   DFND 3 102,707 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 3,527 12,028 SH   DFND 6 12,028 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 8,678 29,597 SH   DFND 7 30 0 29,567
CHASE CORP COM 16150R104 144,658 1,233,758 SH   DFND 1,5 109,416 0 1,124,342
CHASE CORP COM 16150R104 2,534 21,610 SH   DFND 1,11 2,624 0 18,986
CHECK POINT SOFTWARE TECH LT ORD M22465104 221,545 2,268,066 SH   DFND 1,5 233,901 0 2,034,165
CHECK POINT SOFTWARE TECH LT ORD M22465104 3,064 31,369 SH   DFND 7 31,369 0 0
CHEGG INC COM 163092109 174,450 6,277,421 SH   DFND 1,5 756,546 0 5,520,875
CHEGG INC COM 163092109 1,214 43,700 SH   DFND 6 43,700 0 0
CHEMED CORP NEW COM 16359R103 158,408 492,242 SH   DFND 1,5 46,111 0 446,131
CHEMICAL FINL CORP COM 163731102 19,802 355,700 SH   DFND 6 355,700 0 0
CHEMICAL FINL CORP COM 163731102 6,346 113,986 SH   DFND 7 113,986 0 0
CHEMOURS CO COM 163851108 510 11,497 SH   DFND 1 11,497 0 0
CHEMOURS CO COM 163851108 1,014,319 22,865,619 SH   DFND 1,5 123,605 0 22,742,014
CHEMOURS CO COM 163851108 4,661 105,064 SH   DFND 3 105,064 0 0
CHEMOURS CO COM 163851108 19,829 447,007 SH   DFND 6 447,007 0 0
CHEMOURS CO COM 163851108 22,089 497,942 SH   DFND 7 210,638 0 287,304
CHENIERE ENERGY INC COM NEW 16411R208 1,076 16,502 SH   DFND 1 16,502 0 0
CHENIERE ENERGY INC COM NEW 16411R208 940,947 14,433,912 SH   DFND 1,5 480,619 0 13,953,293
CHENIERE ENERGY INC COM NEW 16411R208 249 3,814 SH   DFND 3 3,814 0 0
CHENIERE ENERGY INC COM NEW 16411R208 3,214 49,300 SH   DFND 7 49,300 0 0
CHENIERE ENERGY PTNRS LP HLD COM REP LLC IN 16411W108 52,261 1,661,726 SH   DFND 1,5 0 0 1,661,726
CHENIERE ENERGY PTNRS LP HLD COM REP LLC IN 16411W108 2,208 70,200 SH   DFND 7 70,200 0 0
CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167CY1 54,082 53,215,000 PRN   DFND 1,5 0 0 0
CHESAPEAKE ENERGY CORP COM 165167107 830 158,403 SH   DFND 1,5 122,703 0 35,700
CHESAPEAKE ENERGY CORP COM 165167107 986 188,108 SH   DFND 3 188,108 0 0
CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167CY1 1,179 1,160,000 PRN   DFND 6 0 0 0
CHEVRON CORP NEW COM 166764100 3,753,731 29,690,190 SH   DFND 1,5 1,355,036 0 28,335,154
CHEVRON CORP NEW COM 166764100 355,110 2,808,748 SH   DFND 3 2,808,748 0 0
CHEVRON CORP NEW COM 166764100 98,349 777,891 SH   DFND 6 777,891 0 0
CHEVRON CORP NEW COM 166764100 270,581 2,140,168 SH   DFND 7 681,875 0 1,458,293
CHIASMA INC COM 16706W102 4,066 2,710,391 SH   DFND 1,5 40,400 0 2,669,991
CHICOS FAS INC COM 168615102 6,631 814,618 SH   DFND 1,5 143,453 0 671,165
CHICOS FAS INC COM 168615102 1,783 219,038 SH   DFND 7 219,038 0 0
CHILDRENS PL INC COM 168905107 95,310 788,989 SH   DFND 1,5 17 0 788,972
CHILDRENS PL INC COM 168905107 4,486 37,139 SH   DFND 1,11 4,441 0 32,698
CHILDRENS PL INC COM 168905107 444 3,672 SH   DFND 3 3,672 0 0
CHIMERA INVT CORP COM NEW 16934Q208 27,722 1,516,500 SH   DFND 1,5 0 0 1,516,500
CHIMERA INVT CORP COM NEW 16934Q208 1,442 78,900 SH   DFND 7 78,900 0 0
CHIMERIX INC COM 16934W106 23,449 4,926,279 SH   DFND 1,5 929,919 0 3,996,360
CHINA BIOLOGIC PRODS HLDGS I COM G21515104 23,253 234,100 SH   DFND 1,9 7,500 0 226,600
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 4,013 90,400 SH   DFND 1,5 0 0 90,400
CHINA ONLINE ED GROUP SPONSORED ADR 16954L105 165 15,383 SH   DFND 1,9 0 0 15,383
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 4,492 50,000 SH   DFND 1,5 0 0 50,000
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 656 7,300 SH   DFND 7 0 0 7,300
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 72,707 5,811,872 SH   DFND 1,5 208,652 0 5,603,220
CHIPMOS TECHNOLOGIES INC SPONSORED ADR 16965P103 7,090 468,609 SH   DFND 1,9 0 0 468,609
CHIPOTLE MEXICAN GRILL INC COM 169656105 431 1,000 SH   DFND 1 1,000 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 667,055 1,546,363 SH   DFND 1,5 263,370 0 1,282,993
CHIPOTLE MEXICAN GRILL INC COM 169656105 16,591 38,462 SH   DFND 3 38,462 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 14,918 34,583 SH   DFND 6 34,583 0 0
CHUBB LIMITED COM H1467J104 1,648,856 12,981,070 SH   DFND 1,5 950,387 0 12,030,683
CHUBB LIMITED COM H1467J104 116,087 913,923 SH   DFND 3 913,923 0 0
CHUBB LIMITED COM H1467J104 15,227 119,877 SH   DFND 6 119,877 0 0
CHUBB LIMITED COM H1467J104 30,143 237,307 SH   DFND 7 46,807 0 190,500
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 463 12,900 SH   DFND 1,5 0 0 12,900
CHURCH & DWIGHT INC COM 171340102 143,253 2,694,759 SH   DFND 1,5 549,925 0 2,144,834
CHURCH & DWIGHT INC COM 171340102 3,399 63,940 SH   DFND 3 63,940 0 0
CHURCHILL DOWNS INC COM 171484108 103,983 350,700 SH   DFND 1,5 17,700 0 333,000
CIDARA THERAPEUTICS INC COM 171757107 7,652 1,471,553 SH   DFND 1,5 0 0 1,471,553
CIENA CORP COM NEW 171779309 867 32,718 SH   DFND 1,5 128 0 32,590
CIENA CORP COM NEW 171779309 12,733 480,300 SH   DFND 6 480,300 0 0
CIENA CORP COM NEW 171779309 4,144 156,300 SH   DFND 7 156,300 0 0
CIGNA CORPORATION COM 125509109 1,135,269 6,680,019 SH   DFND 1,5 18,015 0 6,662,004
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CIT GROUP INC COM NEW 125581801 159,706 3,168,147 SH   DFND 1,5 0 0 3,168,147
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CNX MIDSTREAM PARTNERS LP COM UNIT REPST 12654A101 1,094 56,400 SH   DFND 1,5 0 0 56,400
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CODEXIS INC COM 192005106 7,452 517,500 SH   DFND 1,5 0 0 517,500
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COSTCO WHSL CORP NEW COM 22160K105 2,120,217 10,145,548 SH   DFND 1,5 1,292,837 0 8,852,711
COSTCO WHSL CORP NEW COM 22160K105 51,842 248,070 SH   DFND 3 248,070 0 0
COSTCO WHSL CORP NEW COM 22160K105 19,879 95,122 SH   DFND 6 95,122 0 0
COSTCO WHSL CORP NEW COM 22160K105 17,169 82,155 SH   DFND 7 58,689 0 23,466
COTIVITI HLDGS INC COM 22164K101 12,356 279,981 SH   DFND 1,5 0 0 279,981
COTT CORP QUE COM 22163N106 21,081 1,273,791 SH   DFND 1,5 0 0 1,273,791
COTT CORP QUE COM 22163N106 3,915 236,336 SH   DFND 6 46,236 0 190,100
COTT CORP QUE COM 22163N106 5,602 338,158 SH   DFND 7 161,358 0 176,800
COTY INC COM CL A 222070203 719,063 50,997,369 SH   DFND 1,5 6,680,834 0 44,316,535
COTY INC COM CL A 222070203 195 13,840 SH   DFND 3 13,840 0 0
COTY INC COM CL A 222070203 9,030 640,429 SH   DFND 6 640,429 0 0
COTY INC COM CL A 222070203 44,789 3,176,528 SH   DFND 7 2,966,228 0 210,300
COUPA SOFTWARE INC COM 22266L106 110,439 1,774,407 SH   DFND 1,5 157,749 0 1,616,658
COUSINS PPTYS INC COM 222795106 38,032 3,924,854 SH   DFND 1 3,924,854 0 0
COUSINS PPTYS INC COM 222795106 90,730 9,363,218 SH   DFND 1,5 618,730 0 8,744,488
COUSINS PPTYS INC COM 222795106 765 78,990 SH   DFND 7 78,990 0 0
COVIA HLDGS CORP COM 22305A103 3,901 210,200 SH   DFND 1,5 25,640 0 184,560
COWEN INC CL A NEW 223622606 6,786 489,949 SH   DFND 1,5 58,416 0 431,533
COWEN INC CL A NEW 223622606 13,545 978,000 SH   DFND 6 978,000 0 0
COWEN INC CL A NEW 223622606 7,923 572,081 SH   DFND 7 501,631 0 70,450
CRANE CO COM 224399105 96,382 1,202,822 SH   DFND 1,5 17 0 1,202,805
CRANE CO COM 224399105 228 2,851 SH   DFND 3 2,851 0 0
CRAY INC COM NEW 225223304 573 23,289 SH   DFND 1,5 0 0 23,289
CRAY INC COM NEW 225223304 14,258 579,580 SH   DFND 6 579,580 0 0
CRAY INC COM NEW 225223304 4,585 186,400 SH   DFND 7 186,400 0 0
CREDICORP LTD COM G2519Y108 344,732 1,531,324 SH   DFND 1,5 150,814 0 1,380,510
CREDICORP LTD COM G2519Y108 4,106 18,240 SH   DFND 1,10 12,651 0 5,589
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CREE INC COM 225447101 157,995 3,800,694 SH   DFND 1,5 1,190,987 0 2,609,707
CREE INC COM 225447101 44,343 1,066,700 SH   DFND 1,9 0 0 1,066,700
CREE INC COM 225447101 8,035 193,300 SH   DFND 7 193,300 0 0
CRESTWOOD EQUITY PARTNERS LP UNIT LTD PARTNER 226344208 8,731 275,000 SH   DFND 1,5 0 0 275,000
CRH PLC ADR 12626K203 346,315 9,796,738 SH   DFND 1,5 432,500 0 9,364,238
CRH PLC ADR 12626K203 30,484 862,344 SH   DFND 6 862,344 0 0
CRH PLC ADR 12626K203 12,945 366,200 SH   DFND 7 366,200 0 0
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 11,629 197,908 SH   DFND 1,5 0 0 197,908
CRITEO S A SPONS ADS 226718104 49,364 1,502,700 SH   DFND 1,5 0 0 1,502,700
CROSS TIMBERS RTY TR TR UNIT 22757R109 2,101 144,991 SH   DFND 1,5 144,991 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 13,098 121,478 SH   DFND 1,5 24,643 0 96,835
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 22,299 20,780 SH   DFND 1,5 5,600 0 15,180
CROWN CASTLE INTL CORP NEW COM 22822V101 25,462 236,157 SH   DFND 3 236,157 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 790 7,323 SH   DFND 7 0 0 7,323
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 236 220 SH   DFND 7 220 0 0
CROWN HOLDINGS INC COM 228368106 152,660 3,410,639 SH   DFND 1,5 18,900 0 3,391,739
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CSX CORP COM 126408103 458 7,177 SH   DFND 1 7,177 0 0
CSX CORP COM 126408103 1,273,972 19,974,477 SH   DFND 1,5 1,317,842 0 18,656,635
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CSX CORP COM 126408103 73,077 1,145,762 SH   DFND 7 919,566 0 226,196
CTI BIOPHARMA CORP COM NEW 12648L601 6,972 1,400,000 SH   DFND 1,5 0 0 1,400,000
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 96,375 2,023,402 SH   DFND 1,5 717,885 0 1,305,517
CTS CORP COM 126501105 42,393 1,177,574 SH   DFND 1,5 33,186 0 1,144,388
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CVR REFNG LP COMUNIT REP LT 12663P107 13,068 584,717 SH   DFND 1,5 0 0 584,717
CVS HEALTH CORP COM 126650100 387 6,020 SH   DFND 1 6,020 0 0
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CYBERARK SOFTWARE LTD SHS M2682V108 4,470 71,004 SH   DFND 1,5 0 0 71,004
CYMABAY THERAPEUTICS INC COM 23257D103 20,217 1,506,475 SH   DFND 1,5 7,600 0 1,498,875
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CYTOMX THERAPEUTICS INC COM 23284F105 578 25,263 SH   DFND 6 25,263 0 0
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D R HORTON INC COM 23331A109 520,152 12,686,633 SH   DFND 1,5 1,300,899 0 11,385,734
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DAVITA INC COM 23918K108 111,616 1,607,379 SH   DFND 1,5 0 0 1,607,379
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DBV TECHNOLOGIES S A SPONSORED ADR 23306J101 24,486 1,269,359 SH   DFND 1,5 64,547 0 1,204,812
DBV TECHNOLOGIES S A SPONSORED ADR 23306J101 275 14,273 SH   DFND 3 14,273 0 0
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DCT INDUSTRIAL TRUST INC COM NEW 233153204 128,887 1,931,465 SH   DFND 1 1,931,465 0 0
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DDR CORP COM 23317H854 62,474 3,490,187 SH   DFND 1,5 63,766 0 3,426,421
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DDR CORP COM 23317H854 3,640 203,370 SH   DFND 7 70,750 0 132,620
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DECIPHERA PHARMACEUTICALS IN COM 24344T101 248 6,300 SH   DFND 6 6,300 0 0
DECKERS OUTDOOR CORP COM 243537107 79,397 703,314 SH   DFND 1,5 40,614 0 662,700
DEERE & CO COM 244199105 475 3,400 SH   DFND 1 3,400 0 0
DEERE & CO COM 244199105 1,337,147 9,564,711 SH   DFND 1,5 1,147,273 0 8,417,438
DEERE & CO COM 244199105 31,377 224,439 SH   DFND 3 224,439 0 0
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DEL FRISCOS RESTAURANT GROUP COM 245077102 9,161 727,100 SH   DFND 1,5 27,500 0 699,600
DELEK US HLDGS INC NEW COM 24665A103 386,804 7,709,867 SH   DFND 1,5 38,702 0 7,671,165
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DELL TECHNOLOGIES INC COM CL V 24703L103 446,172 5,275,148 SH   DFND 1,5 140,859 0 5,134,289
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DELPHI TECHNOLOGIES PLC SHS G2709G107 93,429 2,055,197 SH   DFND 1,5 0 0 2,055,197
DELPHI TECHNOLOGIES PLC SHS G2709G107 20,449 449,823 SH   DFND 6 449,823 0 0
DELPHI TECHNOLOGIES PLC SHS G2709G107 25,748 566,392 SH   DFND 7 342,910 0 223,482
DELTA AIR LINES INC DEL COM NEW 247361702 208 4,200 SH   DFND 1 4,200 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 388,681 7,845,811 SH   DFND 1,5 597,781 0 7,248,030
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DELUXE CORP COM 248019101 127,080 1,919,341 SH   DFND 1,5 120 0 1,919,221
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DENALI THERAPEUTICS INC COM 24823R105 64,559 4,233,366 SH   DFND 1,5 682,661 0 3,550,705
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DENBURY RES INC COM NEW 247916208 103,564 21,531,034 SH   DFND 1,5 2,714,921 0 18,816,113
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DENBURY RES INC COM NEW 247916208 380 79,100 SH   DFND 7 79,100 0 0
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DENTSPLY SIRONA INC COM 24906P109 35,213 804,500 SH   DFND 1,5 0 0 804,500
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DERMIRA INC NOTE 3.000% 5/1 24983LAB0 6,873 8,350,000 PRN   DFND 1,5 0 0 0
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DESPEGAR COM CORP ORD SHS G27358103 4,427 211,133 SH   DFND 1,9 8,000 0 203,133
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DEVON ENERGY CORP NEW COM 25179M103 496,998 11,305,690 SH   DFND 1,5 186,421 0 11,119,269
DEVON ENERGY CORP NEW COM 25179M103 11,991 272,763 SH   DFND 3 272,763 0 0
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DEXCOM INC COM 252131107 669,222 7,045,928 SH   DFND 1,5 757,908 0 6,288,020
DEXCOM INC COM 252131107 1,425 15,000 SH   DFND 6 15,000 0 0
DEXCOM INC COM 252131107 3,609 38,000 SH   DFND 7 38,000 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 1,197 255,226 SH   DFND 1,5 199,100 0 56,126
DIAGEO P L C SPON ADR NEW 25243Q205 5,577 38,727 SH   DFND 3 38,727 0 0
DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 15,167 78,007 SH   DFND 1,5 23,904 0 54,103
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DIAMONDBACK ENERGY INC COM 25278X109 1,286,900 9,781,106 SH   DFND 1,5 931,742 0 8,849,364
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DIAMONDROCK HOSPITALITY CO COM 252784301 85,452 6,958,600 SH   DFND 1 6,958,600 0 0
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DICERNA PHARMACEUTICALS INC COM 253031108 17,688 1,443,911 SH   DFND 1,5 18,600 0 1,425,311
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DISH NETWORK CORP CL A 25470M109 743 22,100 SH   DFND 7 22,100 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 116 120,000 PRN   DFND   0 0 0
DISNEY WALT CO COM DISNEY 254687106 264 2,521 SH   DFND 1 2,521 0 0
DISNEY WALT CO COM DISNEY 254687106 2,290,736 21,856,080 SH   DFND 1,5 1,297,328 0 20,558,752
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DISNEY WALT CO COM DISNEY 254687106 198,544 1,894,324 SH   DFND 7 1,074,611 0 819,713
DOCUSIGN INC COM 256163106 157,708 3,232,609 SH   DFND 1,5 130,415 0 3,102,194
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DOLBY LABORATORIES INC COM 25659T107 153,019 2,480,454 SH   DFND 1,5 246,170 0 2,234,284
DOLLAR GEN CORP NEW COM 256677105 489,661 4,966,138 SH   DFND 1,5 250,121 0 4,716,017
DOLLAR GEN CORP NEW COM 256677105 11,997 121,672 SH   DFND 3 121,672 0 0
DOLLAR GEN CORP NEW COM 256677105 12,976 131,600 SH   DFND 6 131,600 0 0
DOLLAR GEN CORP NEW COM 256677105 28,331 287,333 SH   DFND 7 95,033 0 192,300
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DOMINION ENERGY INC UNIT 08/15/2019 25746U836 20,739 448,800 SH   DFND 1,5 141,800 0 307,000
DOMINION ENERGY INC COM 25746U109 236,133 3,463,377 SH   DFND 1,5 0 0 3,463,377
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DOMINION ENERGY MIDSTRM PRTN COM UT REP LTD 257454108 1,733 127,406 SH   DFND 1,5 0 0 127,406
DOMINOS PIZZA INC COM 25754A201 333,682 1,182,556 SH   DFND 1,5 105,748 0 1,076,808
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DOMTAR CORP COM NEW 257559203 1,456 30,500 SH   DFND 7 30,500 0 0
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DORMAN PRODUCTS INC COM 258278100 53,036 776,400 SH   DFND 1,5 0 0 776,400
DOUGLAS DYNAMICS INC COM 25960R105 28,755 599,069 SH   DFND 6 599,069 0 0
DOUGLAS DYNAMICS INC COM 25960R105 7,608 158,492 SH   DFND 7 158,492 0 0
DOUGLAS EMMETT INC COM 25960P109 82,787 2,060,400 SH   DFND 1 2,060,400 0 0
DOUGLAS EMMETT INC COM 25960P109 210,059 5,227,952 SH   DFND 1,5 85,026 0 5,142,926
DOUGLAS EMMETT INC COM 25960P109 37,456 932,194 SH   DFND 6 932,194 0 0
DOUGLAS EMMETT INC COM 25960P109 38,584 960,267 SH   DFND 7 181,591 0 778,676
DOVA PHARMACEUTICALS INC COM 25985T102 65,692 2,195,582 SH   DFND 1,5 27,035 0 2,168,547
DOVA PHARMACEUTICALS INC COM 25985T102 521 17,400 SH   DFND 6 17,400 0 0
DOVER CORP COM 260003108 3,677 50,230 SH   DFND 1,5 0 0 50,230
DOVER CORP COM 260003108 7,523 102,767 SH   DFND 3 102,767 0 0
DOWDUPONT INC COM 26078J100 2,139 32,452 SH   DFND 1 32,452 0 0
DOWDUPONT INC COM 26078J100 4,612,288 69,967,963 SH   DFND 1,5 5,038,695 0 64,929,268
DOWDUPONT INC COM 26078J100 81,167 1,231,289 SH   DFND 3 1,231,289 0 0
DOWDUPONT INC COM 26078J100 28,978 439,601 SH   DFND 6 439,601 0 0
DOWDUPONT INC COM 26078J100 55,594 843,361 SH   DFND 7 134,202 0 709,159
DR PEPPER SNAPPLE GROUP INC COM 26138E109 1,001,651 8,210,256 SH   DFND 1,5 1,460,896 0 6,749,360
DR PEPPER SNAPPLE GROUP INC COM 26138E109 13,957 114,404 SH   DFND 3 114,404 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 9,518 78,015 SH   DFND 6 78,015 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 2,050 16,800 SH   DFND 7 16,800 0 0
DRIL-QUIP INC COM 262037104 136,086 2,647,595 SH   DFND 1,5 31,789 0 2,615,806
DRIL-QUIP INC COM 262037104 3,346 65,100 SH   DFND 6 65,100 0 0
DRIL-QUIP INC COM 262037104 7,040 136,968 SH   DFND 7 12,668 0 124,300
DRIVE SHACK INC COM 262077100 57,516 7,450,258 SH   DFND 1,5 1,124,000 0 6,326,258
DRIVE SHACK INC COM 262077100 829 107,400 SH   DFND 6 107,400 0 0
DROPBOX INC CL A 26210C104 75,870 2,340,209 SH   DFND 1,5 357,454 0 1,982,755
DROPBOX INC CL A 26210C104 363 11,200 SH   DFND 6 11,200 0 0
DSW INC CL A 23334L102 11,711 453,561 SH   DFND 1,5 213,634 0 239,927
DTE ENERGY CO COM 233331107 15,446 149,046 SH   DFND 3 149,046 0 0
DTE ENERGY CO COM 233331107 1,979 19,100 SH   DFND 6 19,100 0 0
DTE ENERGY CO COM 233331107 4,134 39,894 SH   DFND 7 38,494 0 1,400
DUKE ENERGY CORP NEW COM NEW 26441C204 275,320 3,481,540 SH   DFND 1,5 156,204 0 3,325,336
DUKE ENERGY CORP NEW COM NEW 26441C204 86,821 1,097,888 SH   DFND 3 1,097,888 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 3,060 38,700 SH   DFND 7 38,700 0 0
DUKE REALTY CORP COM NEW 264411505 314,649 10,838,751 SH   DFND 1 10,838,751 0 0
DUKE REALTY CORP COM NEW 264411505 273,958 9,437,065 SH   DFND 1,5 504,860 0 8,932,205
DUKE REALTY CORP COM NEW 264411505 5,562 191,593 SH   DFND 3 191,593 0 0
DUKE REALTY CORP COM NEW 264411505 22,656 780,422 SH   DFND 6 780,422 0 0
DUKE REALTY CORP COM NEW 264411505 8,940 307,950 SH   DFND 7 2,150 0 305,800
DULUTH HLDGS INC COM CL B 26443V101 19,993 840,403 SH   DFND 1,5 0 0 840,403
DULUTH HLDGS INC COM CL B 26443V101 15,361 645,711 SH   DFND 6 645,711 0 0
DULUTH HLDGS INC COM CL B 26443V101 5,051 212,300 SH   DFND 7 212,300 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 138,521 1,129,398 SH   DFND 1,5 5,612 0 1,123,786
DUN & BRADSTREET CORP DEL NE COM 26483E100 3,275 26,704 SH   DFND 3 26,704 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 1,484 12,100 SH   DFND 6 12,100 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 2,343 19,100 SH   DFND 7 0 0 19,100
DUNKIN BRANDS GROUP INC COM 265504100 398,933 5,775,776 SH   DFND 1,5 194,057 0 5,581,719
DUNKIN BRANDS GROUP INC COM 265504100 53,985 781,594 SH   DFND 3 781,594 0 0
DUNKIN BRANDS GROUP INC COM 265504100 2,749 39,800 SH   DFND 6 39,800 0 0
DXC TECHNOLOGY CO COM 23355L106 304,482 3,777,225 SH   DFND 1,5 26,087 0 3,751,138
DXC TECHNOLOGY CO COM 23355L106 56,733 703,800 SH   DFND 1,9 0 0 703,800
DXC TECHNOLOGY CO COM 23355L106 4,399 54,570 SH   DFND 1,11 6,600 0 47,970
DXC TECHNOLOGY CO COM 23355L106 10,501 130,264 SH   DFND 3 130,264 0 0
DXC TECHNOLOGY CO COM 23355L106 12,387 153,664 SH   DFND 7 153,664 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 9,230 7,970,000 PRN   DFND 1,5 0 0 0
DYCOM INDS INC COM 267475101 46,342 490,340 SH   DFND 1,5 0 0 490,340
DYNAGAS LNG PARTNERS LP COM UNIT LTD PT Y2188B108 6,411 783,700 SH   DFND 1,5 0 0 783,700
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 25,006 1,639,717 SH   DFND 1,5 0 0 1,639,717
DYNEX CAP INC COM NEW 26817Q506 9,484 1,452,386 SH   DFND 1,5 0 0 1,452,386
E L F BEAUTY INC COM 26856L103 50,220 3,295,300 SH   DFND 1,5 53,842 0 3,241,458
E L F BEAUTY INC COM 26856L103 7,510 492,800 SH   DFND 6 492,800 0 0
E L F BEAUTY INC COM 26856L103 2,463 161,600 SH   DFND 7 161,600 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 870,365 14,230,946 SH   DFND 1,5 446,630 0 13,784,316
E TRADE FINANCIAL CORP COM NEW 269246401 1,468 23,997 SH   DFND 3 23,997 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 14,986 245,028 SH   DFND 6 245,028 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 49,741 813,295 SH   DFND 7 571,777 0 241,518
EAGLE BANCORP INC MD COM 268948106 240 3,923 SH   DFND 3 3,923 0 0
EAGLE MATERIALS INC COM 26969P108 451 4,298 SH   DFND 1 4,298 0 0
EAGLE MATERIALS INC COM 26969P108 282,541 2,691,631 SH   DFND 1,5 125 0 2,691,506
EAGLE MATERIALS INC COM 26969P108 44,599 424,875 SH   DFND 6 424,875 0 0
EAGLE MATERIALS INC COM 26969P108 61,610 586,925 SH   DFND 7 288,774 0 298,151
EAGLE PHARMACEUTICALS INC COM 269796108 21,829 288,509 SH   DFND 1,5 17 0 288,492
EAST WEST BANCORP INC COM 27579R104 78,609 1,205,660 SH   DFND 1,5 0 0 1,205,660
EAST WEST BANCORP INC COM 27579R104 231 3,545 SH   DFND 3 3,545 0 0
EAST WEST BANCORP INC COM 27579R104 5,635 86,420 SH   DFND 6 86,420 0 0
EAST WEST BANCORP INC COM 27579R104 9,884 151,588 SH   DFND 7 54,068 0 97,520
EASTMAN CHEM CO COM 277432100 151,246 1,513,063 SH   DFND 1,5 72,360 0 1,440,703
EASTMAN CHEM CO COM 277432100 17,495 175,022 SH   DFND 3 175,022 0 0
EATON CORP PLC SHS G29183103 303,623 4,062,385 SH   DFND 1,5 808,139 0 3,254,246
EATON CORP PLC SHS G29183103 18,445 246,793 SH   DFND 3 246,793 0 0
EATON CORP PLC SHS G29183103 2,123 28,400 SH   DFND 7 17,000 0 11,400
EATON VANCE CORP COM NON VTG 278265103 8,585 164,500 SH   DFND 1,5 0 0 164,500
EATON VANCE CORP COM NON VTG 278265103 430 8,235 SH   DFND 3 8,235 0 0
EBAY INC COM 278642103 504,619 13,916,693 SH   DFND 1,5 2,006,855 0 11,909,838
EBAY INC COM 278642103 45,648 1,258,900 SH   DFND 1,9 0 0 1,258,900
EBAY INC COM 278642103 16,878 465,477 SH   DFND 3 465,477 0 0
EBAY INC COM 278642103 12,240 337,554 SH   DFND 6 337,554 0 0
EBAY INC COM 278642103 37,450 1,032,825 SH   DFND 7 528,525 0 504,300
EBIX INC COM NEW 278715206 197,404 2,588,905 SH   DFND 1,5 263,304 0 2,325,601
EBIX INC COM NEW 278715206 79,714 1,045,436 SH   DFND 6 1,045,436 0 0
EBIX INC COM NEW 278715206 8,334 109,300 SH   DFND 7 109,300 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 4,589 156,900 SH   DFND 1,5 0 0 156,900
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 20 19,000 PRN   DFND   0 0 0
ECHOSTAR CORP CL A 278768106 1,963 44,220 SH   DFND 1,5 0 0 44,220
ECOLAB INC COM 278865100 29,188 207,999 SH   DFND 1,5 30,376 0 177,623
ECOLAB INC COM 278865100 13,807 98,388 SH   DFND 3 98,388 0 0
ECOLAB INC COM 278865100 2,623 18,690 SH   DFND 7 18,690 0 0
EDGEWELL PERS CARE CO COM 28035Q102 72,289 1,432,593 SH   DFND 1,5 35,732 0 1,396,861
EDISON INTL COM 281020107 57,968 916,200 SH   DFND 1,5 0 0 916,200
EDISON INTL COM 281020107 10,218 161,501 SH   DFND 3 161,501 0 0
EDISON INTL COM 281020107 5,074 80,200 SH   DFND 7 80,200 0 0
EDITAS MEDICINE INC COM 28106W103 101,293 2,827,040 SH   DFND 1,5 554,568 0 2,272,472
EDITAS MEDICINE INC COM 28106W103 1,197 33,420 SH   DFND 3 33,420 0 0
EDITAS MEDICINE INC COM 28106W103 1,208 33,724 SH   DFND 6 33,724 0 0
EDUCATION RLTY TR INC COM NEW 28140H203 13,629 328,400 SH   DFND 6 328,400 0 0
EDUCATION RLTY TR INC COM NEW 28140H203 4,470 107,700 SH   DFND 7 107,700 0 0
EDUCATIONAL DEV CORP COM 281479105 3,093 164,961 SH   DFND 1,5 300 0 164,661
EDWARDS LIFESCIENCES CORP COM 28176E108 378 2,600 SH   DFND 1 2,600 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 952,845 6,545,611 SH   DFND 1,5 499,998 0 6,045,613
EDWARDS LIFESCIENCES CORP COM 28176E108 18,901 129,839 SH   DFND 3 129,839 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 509 3,500 SH   DFND 6 3,500 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 4,823 33,134 SH   DFND 7 33,134 0 0
EL PASO ELEC CO COM NEW 283677854 118,516 2,005,343 SH   DFND 1,5 0 0 2,005,343
ELBIT SYS LTD ORD M3760D101 76,915 648,114 SH   DFND 1,5 2,606 0 645,508
ELBIT SYS LTD ORD M3760D101 1,969 16,728 SH   DFND 6 16,728 0 0
ELBIT SYS LTD ORD M3760D101 2,358 20,089 SH   DFND 7 20,089 0 0
ELDORADO GOLD CORP NEW COM 284902103 8,001 7,908,235 SH   DFND 1,5 2,300 0 7,905,935
ELDORADO RESORTS INC COM 28470R102 6,182 158,100 SH   DFND 1 158,100 0 0
ELDORADO RESORTS INC COM 28470R102 361,332 9,241,227 SH   DFND 1,5 426,562 0 8,814,665
ELDORADO RESORTS INC COM 28470R102 25,818 660,312 SH   DFND 6 660,312 0 0
ELDORADO RESORTS INC COM 28470R102 14,083 360,183 SH   DFND 7 130,412 0 229,771
ELECTRONIC ARTS INC COM 285512109 1,176 8,339 SH   DFND 1 8,339 0 0
ELECTRONIC ARTS INC COM 285512109 2,819,595 19,994,293 SH   DFND 1,5 2,582,010 0 17,412,283
ELECTRONIC ARTS INC COM 285512109 397,030 2,815,415 SH   DFND 1,9 0 0 2,815,415
ELECTRONIC ARTS INC COM 285512109 18,465 130,938 SH   DFND 3 130,938 0 0
ELECTRONIC ARTS INC COM 285512109 13,651 96,800 SH   DFND 6 96,800 0 0
ELECTRONIC ARTS INC COM 285512109 40,091 284,294 SH   DFND 7 284,294 0 0
ELLIE MAE INC COM 28849P100 7,810 75,214 SH   DFND 1,5 3,200 0 72,014
ELLIE MAE INC COM 28849P100 65,004 626,000 SH   DFND 1,9 0 0 626,000
ELLIE MAE INC COM 28849P100 45,522 438,382 SH   DFND 6 438,382 0 0
ELLIE MAE INC COM 28849P100 43,623 420,099 SH   DFND 7 145,496 0 274,603
ELLINGTON FINANCIAL LLC COM 288522303 27,776 1,779,384 SH   DFND 1,5 0 0 1,779,384
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 4,170 382,600 SH   DFND 1,5 0 0 382,600
EMBRAER S A SP ADR REP 4 COM 29082A107 6,010 241,350 SH   DFND 1,5 0 0 241,350
EMCOR GROUP INC COM 29084Q100 168,468 2,211,453 SH   DFND 1,5 65,781 0 2,145,672
EMCOR GROUP INC COM 29084Q100 4,915 64,524 SH   DFND 1,11 7,671 0 56,853
EMCOR GROUP INC COM 29084Q100 320 4,200 SH   DFND 6 4,200 0 0
EMCOR GROUP INC COM 29084Q100 6,059 79,537 SH   DFND 7 59,767 0 19,770
EMERALD EXPOSITIONS EVENTS I COM 29103B100 144,145 6,997,336 SH   DFND 1,5 0 0 6,997,336
EMERALD EXPOSITIONS EVENTS I COM 29103B100 3,175 154,149 SH   DFND 1,11 18,455 0 135,694
EMERGENT BIOSOLUTIONS INC COM 29089Q105 14,668 290,507 SH   DFND 1,5 20 0 290,487
EMERSON ELEC CO COM 291011104 505 7,300 SH   DFND 1 7,300 0 0
EMERSON ELEC CO COM 291011104 145,490 2,104,281 SH   DFND 1,5 254,997 0 1,849,284
EMERSON ELEC CO COM 291011104 29,332 424,240 SH   DFND 3 424,240 0 0
EMERSON ELEC CO COM 291011104 4,654 67,316 SH   DFND 6 67,316 0 0
EMERSON ELEC CO COM 291011104 57,221 827,611 SH   DFND 7 827,611 0 0
EMPIRE ST RLTY TR INC CL A 292104106 12,394 724,800 SH   DFND 1,5 0 0 724,800
EMPIRE ST RLTY TR INC CL A 292104106 12,679 741,450 SH   DFND 6 741,450 0 0
EMPIRE ST RLTY TR INC CL A 292104106 17,898 1,046,656 SH   DFND 7 210,430 0 836,226
EMPLOYERS HOLDINGS INC COM 292218104 52,800 1,313,437 SH   DFND 1,5 13,784 0 1,299,653
EMPLOYERS HOLDINGS INC COM 292218104 10,267 255,400 SH   DFND 6 255,400 0 0
EMPLOYERS HOLDINGS INC COM 292218104 4,380 108,943 SH   DFND 7 90,443 0 18,500
ENANTA PHARMACEUTICALS INC COM 29251M106 39,764 343,092 SH   DFND 1,5 0 0 343,092
ENBRIDGE INC COM 29250N105 81,713 2,285,619 SH   DFND 1,5 919 0 2,284,700
ENBRIDGE INC COM 29250N105 4,965 138,887 SH   DFND 3 138,887 0 0
ENBRIDGE INC COM 29250N105 13,233 370,140 SH   DFND 7 370,140 0 0
ENCANA CORP COM 292505104 520,955 39,891,074 SH   DFND 1,5 1,551,926 0 38,339,148
ENCANA CORP COM 292505104 12,587 963,740 SH   DFND 6 562,940 0 400,800
ENCANA CORP COM 292505104 14,684 1,124,300 SH   DFND 7 979,300 0 145,000
ENCOMPASS HEALTH CORP COM 29261A100 91,675 1,353,739 SH   DFND 1,5 100 0 1,353,639
ENCOMPASS HEALTH CORP COM 29261A100 204 3,014 SH   DFND 3 3,014 0 0
ENCORE CAP GROUP INC COM 292554102 21,691 592,639 SH   DFND 1,5 301 0 592,338
ENCORE CAP GROUP INC COM 292554102 21,057 575,335 SH   DFND 6 575,335 0 0
ENCORE CAP GROUP INC COM 292554102 4,931 134,734 SH   DFND 7 134,734 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 30 33,000 PRN   DFND   0 0 0
ENDOCYTE INC COM 29269A102 12,313 892,230 SH   DFND 1,5 0 0 892,230
ENEL AMERICAS S A SPONSORED ADR 29274F104 2,097 238,060 SH   DFND 1,5 0 0 238,060
ENEL CHILE S A SPONSORED ADR 29278D105 716 146,630 SH   DFND 1,5 0 0 146,630
ENEL GENERACION CHILE S A SPONSORED ADR 29244T101 1,016 50,790 SH   DFND 1,5 0 0 50,790
ENERGEN CORP COM 29265N108 34,235 470,126 SH   DFND 1,5 0 0 470,126
ENERGEN CORP COM 29265N108 292 4,015 SH   DFND 3 4,015 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 242 3,841 SH   DFND 1 3,841 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 123,546 1,962,300 SH   DFND 1,5 0 0 1,962,300
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 1,078 62,500 SH   DFND 1,5 0 0 62,500
ENERGY TRANSFER PARTNERS LP UNIT LTD PRT INT 29278N103 27,022 1,419,230 SH   DFND 1,5 30 0 1,419,200
ENERPLUS CORP COM 292766102 3,270 259,310 SH   DFND 7 259,310 0 0
ENERSYS COM 29275Y102 15,341 205,528 SH   DFND 1,5 28 0 205,500
ENGILITY HLDGS INC NEW COM 29286C107 96,222 3,140,407 SH   DFND 1,5 371,163 0 2,769,244
ENPRO INDS INC COM 29355X107 35,372 505,675 SH   DFND 6 505,675 0 0
ENPRO INDS INC COM 29355X107 7,906 113,030 SH   DFND 7 98,430 0 14,600
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 39,244 42,260,000 PRN   DFND 1,5 0 0 0
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 279 300,000 PRN   DFND 7 0 0 0
ENSCO PLC SHS CLASS A G3157S106 241,497 33,264,019 SH   DFND 1,5 4,621,895 0 28,642,124
ENSCO PLC SHS CLASS A G3157S106 763 105,060 SH   DFND 6 105,060 0 0
ENSCO PLC SHS CLASS A G3157S106 7,452 1,026,400 SH   DFND 7 0 0 1,026,400
ENSTAR GROUP LIMITED SHS G3075P101 269 1,300 SH   DFND 1 1,300 0 0
ENSTAR GROUP LIMITED SHS G3075P101 243,182 1,173,092 SH   DFND 1,5 3,745 0 1,169,347
ENSTAR GROUP LIMITED SHS G3075P101 5,603 27,030 SH   DFND 6 27,030 0 0
ENSTAR GROUP LIMITED SHS G3075P101 664 3,203 SH   DFND 7 3,203 0 0
ENTEGRA FINL CORP COM 29363J108 15,428 526,560 SH   DFND 6 526,560 0 0
ENTEGRA FINL CORP COM 29363J108 2,640 90,108 SH   DFND 7 90,108 0 0
ENTEGRIS INC COM 29362U104 120,555 3,556,201 SH   DFND 1,5 46,138 0 3,510,063
ENTEGRIS INC COM 29362U104 1,892 55,800 SH   DFND 1,9 0 0 55,800
ENTERCOM COMMUNICATIONS CORP CL A 293639100 89,203 11,815,016 SH   DFND 1,5 30,669 0 11,784,347
ENTERCOM COMMUNICATIONS CORP CL A 293639100 896 118,734 SH   DFND 3 118,734 0 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 4,466 591,500 SH   DFND 6 591,500 0 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 7,348 973,300 SH   DFND 7 0 0 973,300
ENTERGY CORP NEW COM 29364G103 149,854 1,854,863 SH   DFND 1,5 0 0 1,854,863
ENTERGY CORP NEW COM 29364G103 19,368 239,738 SH   DFND 3 239,738 0 0
ENTERGY CORP NEW COM 29364G103 7,136 88,332 SH   DFND 6 88,332 0 0
ENTERGY CORP NEW COM 29364G103 32,528 402,621 SH   DFND 7 402,621 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 315,940 11,418,160 SH   DFND 1,5 7,603 0 11,410,557
ENTERPRISE PRODS PARTNERS L COM 293792107 2,903 104,900 SH   DFND 7 104,900 0 0
ENVESTNET INC COM 29404K106 61,566 1,120,400 SH   DFND   1,120,400 0 0
ENVISION HEALTHCARE CORP COM 29414D100 52,122 1,184,329 SH   DFND 1,5 0 0 1,184,329
ENVISION HEALTHCARE CORP COM 29414D100 3,501 79,545 SH   DFND 3 79,545 0 0
ENVISION HEALTHCARE CORP COM 29414D100 30,424 691,288 SH   DFND 6 691,288 0 0
ENVISION HEALTHCARE CORP COM 29414D100 25,278 574,369 SH   DFND 7 166,571 0 407,798
EOG RES INC COM 26875P101 1,120 9,000 SH   DFND 1 9,000 0 0
EOG RES INC COM 26875P101 3,077,827 24,735,413 SH   DFND 1,5 2,987,532 0 21,747,881
EOG RES INC COM 26875P101 40,103 322,293 SH   DFND 3 322,293 0 0
EOG RES INC COM 26875P101 17,286 138,919 SH   DFND 6 138,919 0 0
EOG RES INC COM 26875P101 62,779 504,534 SH   DFND 7 438,034 0 66,500
EPAM SYS INC COM 29414B104 489,603 3,937,935 SH   DFND 1,5 142,404 0 3,795,531
EPAM SYS INC COM 29414B104 40,175 323,136 SH   DFND 6 323,136 0 0
EPAM SYS INC COM 29414B104 18,894 151,964 SH   DFND 7 108,064 0 43,900
EPIZYME INC COM 29428V104 82,288 6,072,913 SH   DFND 1,5 20,158 0 6,052,755
EPIZYME INC COM 29428V104 329 24,300 SH   DFND 6 24,300 0 0
EPLUS INC COM 294268107 91,733 974,848 SH   DFND 1,5 14,628 0 960,220
EPR PPTYS COM SH BEN INT 26884U109 13,851 213,782 SH   DFND 1,5 0 0 213,782
EQT CORP COM 26884L109 179,864 3,259,581 SH   DFND 1,5 19 0 3,259,562
EQT CORP COM 26884L109 3,865 70,035 SH   DFND 3 70,035 0 0
EQT GP HLDGS LP COM UNIT REP 26885J103 8,482 360,800 SH   DFND 1,5 0 0 360,800
EQT MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 387 7,500 SH   DFND 1,5 0 0 7,500
EQUIFAX INC COM 294429105 41,302 330,124 SH   DFND 1,5 1,746 0 328,378
EQUIFAX INC COM 294429105 6,633 53,020 SH   DFND 3 53,020 0 0
EQUIFAX INC COM 294429105 813 6,500 SH   DFND 6 6,500 0 0
EQUINIX INC COM PAR $0.001 29444U700 364,531 847,963 SH   DFND 1 847,963 0 0
EQUINIX INC COM PAR $0.001 29444U700 653,367 1,519,846 SH   DFND 1,5 33,021 0 1,486,825
EQUINIX INC COM PAR $0.001 29444U700 52,178 121,375 SH   DFND 3 121,375 0 0
EQUINIX INC COM PAR $0.001 29444U700 57,113 132,854 SH   DFND 6 132,854 0 0
EQUINIX INC COM PAR $0.001 29444U700 53,093 123,504 SH   DFND 7 46,132 0 77,372
EQUINOR ASA SPONSORED ADR 29446M102 117,167 4,436,473 SH   DFND 1,5 7,464 0 4,429,009
EQUINOR ASA SPONSORED ADR 29446M102 25,819 977,641 SH   DFND 3 977,641 0 0
EQUINOR ASA SPONSORED ADR 29446M102 6,943 262,900 SH   DFND 6 262,900 0 0
EQUINOR ASA SPONSORED ADR 29446M102 16,620 629,291 SH   DFND 7 0 0 629,291
EQUITY BANCSHARES INC COM CL A 29460X109 17,745 427,799 SH   DFND 6 427,799 0 0
EQUITY BANCSHARES INC COM CL A 29460X109 4,390 105,832 SH   DFND 7 105,832 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 57,877 1,837,380 SH   DFND 1,5 0 0 1,837,380
EQUITY COMWLTH CUM PFD S D 6.5% 294628201 813 31,237 SH   DFND 1,5 0 0 31,237
EQUITY LIFESTYLE PPTYS INC COM 29472R108 206,375 2,245,645 SH   DFND 1 2,245,645 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 621,966 6,767,853 SH   DFND 1,5 138,525 0 6,629,328
EQUITY LIFESTYLE PPTYS INC COM 29472R108 16,895 183,845 SH   DFND 6 183,845 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 13,824 150,423 SH   DFND 7 78,027 0 72,396
EQUITY RESIDENTIAL SH BEN INT 29476L107 216,107 3,393,100 SH   DFND 1 3,393,100 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 416,627 6,541,476 SH   DFND 1,5 206,128 0 6,335,348
EQUITY RESIDENTIAL SH BEN INT 29476L107 7,597 119,283 SH   DFND 3 119,283 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 27,744 435,606 SH   DFND 6 435,606 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 10,907 171,254 SH   DFND 7 0 0 171,254
ERICSSON ADR B SEK 10 294821608 14,685 1,914,610 SH   DFND 1,5 0 0 1,914,610
ERICSSON ADR B SEK 10 294821608 20,981 2,735,500 SH   DFND 1,9 0 0 2,735,500
ESPERION THERAPEUTICS INC NE COM 29664W105 36,172 922,979 SH   DFND 1,5 0 0 922,979
ESSENDANT INC COM 296689102 27,428 2,074,703 SH   DFND 1,5 260,724 0 1,813,979
ESSENT GROUP LTD COM G3198U102 151,642 4,233,451 SH   DFND 1,5 100 0 4,233,351
ESSENT GROUP LTD COM G3198U102 55,146 1,539,537 SH   DFND 6 1,539,537 0 0
ESSENT GROUP LTD COM G3198U102 40,159 1,121,146 SH   DFND 7 453,085 0 668,061
ESSEX PPTY TR INC COM 297178105 124,962 522,700 SH   DFND 1 522,700 0 0
ESSEX PPTY TR INC COM 297178105 296,342 1,239,562 SH   DFND 1,5 51,539 0 1,188,023
ESSEX PPTY TR INC COM 297178105 7,141 29,871 SH   DFND 3 29,871 0 0
ESSEX PPTY TR INC COM 297178105 23,704 99,149 SH   DFND 6 99,149 0 0
ESSEX PPTY TR INC COM 297178105 10,596 44,323 SH   DFND 7 5,210 0 39,113
ESTERLINE TECHNOLOGIES CORP COM 297425100 1,134 15,371 SH   DFND 3 15,371 0 0
ETSY INC COM 29786A106 18,370 435,400 SH   DFND 1,5 140,111 0 295,289
EURONAV NV ANTWERPEN SHS B38564108 19,033 2,068,753 SH   DFND 1,5 458 0 2,068,295
EURONAV NV ANTWERPEN SHS B38564108 11,491 1,251,110 SH   DFND 6 743,510 0 507,600
EURONAV NV ANTWERPEN SHS B38564108 9,529 1,037,281 SH   DFND 7 809,681 0 227,600
EURONET WORLDWIDE INC COM 298736109 99,198 1,184,168 SH   DFND 1,5 0 0 1,184,168
EURONET WORLDWIDE INC COM 298736109 12,968 154,800 SH   DFND 6 154,800 0 0
EURONET WORLDWIDE INC COM 298736109 4,264 50,900 SH   DFND 7 50,900 0 0
EVELO BIOSCIENCES INC COM 299734103 36,832 3,311,107 SH   DFND 1,5 1,161,427 0 2,149,680
EVERBRIDGE INC COM 29978A104 76,298 1,608,992 SH   DFND 1,5 0 0 1,608,992
EVERBRIDGE INC NOTE 1.500%11/0 29978AAA2 6,597 4,400,000 PRN   DFND 1,5 0 0 0
EVERBRIDGE INC COM 29978A104 26,674 562,500 SH   DFND 6 562,500 0 0
EVERBRIDGE INC COM 29978A104 5,349 112,800 SH   DFND 7 112,800 0 0
EVEREST RE GROUP LTD COM G3223R108 791 3,430 SH   DFND 1,5 30 0 3,400
EVEREST RE GROUP LTD COM G3223R108 9,283 40,277 SH   DFND 3 40,277 0 0
EVERGY INC COM 30034W106 397,022 7,070,733 SH   DFND 1,5 0 0 7,070,733
EVERGY INC COM 30034W106 1,537 27,365 SH   DFND 3 27,365 0 0
EVERGY INC COM 30034W106 17,451 310,786 SH   DFND 6 310,786 0 0
EVERGY INC COM 30034W106 21,276 378,922 SH   DFND 7 376,022 0 2,900
EVERSOURCE ENERGY COM 30040W108 120,724 2,059,781 SH   DFND 1,5 579 0 2,059,202
EVERSOURCE ENERGY COM 30040W108 5,999 102,353 SH   DFND 3 102,353 0 0
EVERSOURCE ENERGY COM 30040W108 369 6,300 SH   DFND 7 6,300 0 0
EVERTEC INC COM 30040P103 127,498 5,835,135 SH   DFND 1,5 628,189 0 5,206,946
EVERTEC INC COM 30040P103 14,757 675,400 SH   DFND 6 675,400 0 0
EVERTEC INC COM 30040P103 4,737 216,796 SH   DFND 7 216,796 0 0
EVO PMTS INC CL A COM 26927E104 632 30,700 SH   DFND 1,5 0 0 30,700
EVOLENT HEALTH INC CL A 30050B101 15,026 713,829 SH   DFND 1,5 13,384 0 700,445
EVOLENT HEALTH INC CL A 30050B101 470 22,343 SH   DFND 3 22,343 0 0
EVOLENT HEALTH INC CL A 30050B101 14,493 688,510 SH   DFND 6 688,510 0 0
EVOLENT HEALTH INC CL A 30050B101 4,553 216,300 SH   DFND 7 216,300 0 0
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 31,109 1,517,535 SH   DFND 1,5 30,384 0 1,487,151
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 3,891 189,800 SH   DFND 6 189,800 0 0
EXACT SCIENCES CORP DBCV 1.000% 1/1 30063PAA3 5,364 5,100,000 PRN   DFND 1,5 0 0 0
EXACT SCIENCES CORP COM 30063P105 134,329 2,246,682 SH   DFND 1,5 127,083 0 2,119,599
EXELIXIS INC COM 30161Q104 620,992 28,856,504 SH   DFND 1,5 8,368,914 0 20,487,590
EXELIXIS INC COM 30161Q104 1,219 56,630 SH   DFND 3 56,630 0 0
EXELIXIS INC COM 30161Q104 2,713 126,068 SH   DFND 6 126,068 0 0
EXELIXIS INC COM 30161Q104 325 15,100 SH   DFND 7 15,100 0 0
EXELON CORP COM 30161N101 1,800,932 42,275,402 SH   DFND 1,5 1,578,042 0 40,697,360
EXELON CORP COM 30161N101 146,302 3,434,317 SH   DFND 3 3,434,317 0 0
EXELON CORP COM 30161N101 37,296 875,490 SH   DFND 6 875,490 0 0
EXELON CORP COM 30161N101 95,826 2,249,448 SH   DFND 7 776,358 0 1,473,090
EXLSERVICE HOLDINGS INC COM 302081104 124,797 2,204,510 SH   DFND 1,5 26,217 0 2,178,293
EXLSERVICE HOLDINGS INC COM 302081104 42,320 747,571 SH   DFND 6 747,571 0 0
EXLSERVICE HOLDINGS INC COM 302081104 11,809 208,611 SH   DFND 7 184,811 0 23,800
EXPEDIA GROUP INC COM NEW 30212P303 104,866 872,500 SH   DFND 1,5 210,682 0 661,818
EXPEDIA GROUP INC COM NEW 30212P303 3,822 31,798 SH   DFND 3 31,798 0 0
EXPEDIA GROUP INC COM NEW 30212P303 294 2,443 SH   DFND 6 2,443 0 0
EXPEDIA GROUP INC COM NEW 30212P303 746 6,209 SH   DFND 7 6,209 0 0
EXPEDITORS INTL WASH INC COM 302130109 171,820 2,350,472 SH   DFND 1,5 222,321 0 2,128,151
EXPEDITORS INTL WASH INC COM 302130109 13,314 182,137 SH   DFND 3 182,137 0 0
EXPEDITORS INTL WASH INC COM 302130109 2,887 39,500 SH   DFND 6 39,500 0 0
EXPEDITORS INTL WASH INC COM 302130109 7,431 101,651 SH   DFND 7 73,751 0 27,900
EXPONENT INC COM 30214U102 48,296 999,918 SH   DFND 1,5 0 0 999,918
EXPRESS SCRIPTS HLDG CO COM 30219G108 88,526 1,146,561 SH   DFND 1,5 211 0 1,146,350
EXPRESS SCRIPTS HLDG CO COM 30219G108 21,100 273,279 SH   DFND 3 273,279 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 5,422 250,900 SH   DFND 1 250,900 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 8,084 374,100 SH   DFND 1,5 316,700 0 57,400
EXTRA SPACE STORAGE INC COM 30225T102 198,940 1,993,183 SH   DFND 1 1,993,183 0 0
EXTRA SPACE STORAGE INC COM 30225T102 221,897 2,223,195 SH   DFND 1,5 82,315 0 2,140,880
EXTRA SPACE STORAGE INC COM 30225T102 2,664 26,693 SH   DFND 3 26,693 0 0
EXTRA SPACE STORAGE INC COM 30225T102 9,115 91,325 SH   DFND 6 91,325 0 0
EXTRA SPACE STORAGE INC COM 30225T102 20,224 202,624 SH   DFND 7 77,495 0 125,129
EXTRACTION OIL AND GAS INC COM 30227M105 107,893 7,344,632 SH   DFND 1,5 56,927 0 7,287,705
EXTRACTION OIL AND GAS INC COM 30227M105 57,010 3,880,855 SH   DFND 6 3,880,855 0 0
EXTRACTION OIL AND GAS INC COM 30227M105 31,547 2,147,509 SH   DFND 7 1,100,346 0 1,047,163
EXTREME NETWORKS INC COM 30226D106 284 35,700 SH   DFND 1,5 0 0 35,700
EXTREME NETWORKS INC COM 30226D106 20,793 2,612,200 SH   DFND 6 2,612,200 0 0
EXTREME NETWORKS INC COM 30226D106 5,837 733,300 SH   DFND 7 671,200 0 62,100
EXXON MOBIL CORP COM 30231G102 2,169,413 26,222,805 SH   DFND 1,5 256,142 0 25,966,663
EXXON MOBIL CORP COM 30231G102 349,624 4,226,080 SH   DFND 3 4,226,080 0 0
EXXON MOBIL CORP COM 30231G102 90,520 1,094,164 SH   DFND 6 1,094,164 0 0
EXXON MOBIL CORP COM 30231G102 199,569 2,412,292 SH   DFND 7 303,792 0 2,108,500
F M C CORP COM NEW 302491303 528,630 5,925,683 SH   DFND 1,5 188,584 0 5,737,099
F M C CORP COM NEW 302491303 3,726 41,763 SH   DFND 3 41,763 0 0
F M C CORP COM NEW 302491303 2,759 30,924 SH   DFND 6 30,924 0 0
F M C CORP COM NEW 302491303 1,652 18,520 SH   DFND 7 18,520 0 0
F5 NETWORKS INC COM 315616102 291,417 1,689,864 SH   DFND 1,5 23,041 0 1,666,823
F5 NETWORKS INC COM 315616102 5,616 32,567 SH   DFND 3 32,567 0 0
F5 NETWORKS INC COM 315616102 13,442 77,946 SH   DFND 6 77,946 0 0
F5 NETWORKS INC COM 315616102 29,548 171,341 SH   DFND 7 76,741 0 94,600
FABRINET SHS G3323L100 61,996 1,680,560 SH   DFND 1,5 154,058 0 1,526,502
FABRINET SHS G3323L100 457 12,400 SH   DFND 7 0 0 12,400
FACEBOOK INC CL A 30303M102 3,434 17,670 SH   DFND 1 17,670 0 0
FACEBOOK INC CL A 30303M102 23,130,385 119,032,444 SH   DFND 1,5 15,391,409 0 103,641,035
FACEBOOK INC CL A 30303M102 112,568 579,293 SH   DFND 1,9 544 0 578,749
FACEBOOK INC CL A 30303M102 264,898 1,363,206 SH   DFND 3 1,363,206 0 0
FACEBOOK INC CL A 30303M102 127,605 656,676 SH   DFND 6 656,676 0 0
FACEBOOK INC CL A 30303M102 92,014 473,517 SH   DFND 7 381,717 0 91,800
FACTSET RESH SYS INC COM 303075105 8,306 41,928 SH   DFND 1,5 0 0 41,928
FACTSET RESH SYS INC COM 303075105 5,099 25,742 SH   DFND 3 25,742 0 0
FAIR ISAAC CORP COM 303250104 49,763 257,411 SH   DFND 1,5 11 0 257,400
FASTENAL CO COM 311900104 75,620 1,571,155 SH   DFND 1,5 155 0 1,571,000
FASTENAL CO COM 311900104 33,453 695,056 SH   DFND 3 695,056 0 0
FASTENAL CO COM 311900104 481 10,000 SH   DFND 6 10,000 0 0
FATE THERAPEUTICS INC COM 31189P102 75,137 6,625,806 SH   DFND 1,5 1,153,754 0 5,472,052
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 6,784 53,604 SH   DFND 3 53,604 0 0
FEDERAL SIGNAL CORP COM 313855108 27,767 1,192,240 SH   DFND 6 1,192,240 0 0
FEDERAL SIGNAL CORP COM 313855108 8,349 358,500 SH   DFND 7 358,500 0 0
FEDERATED INVS INC PA CL B 314211103 958 41,100 SH   DFND 1,5 0 0 41,100
FEDEX CORP COM 31428X106 938,783 4,134,517 SH   DFND 1,5 371,380 0 3,763,137
FEDEX CORP COM 31428X106 38,473 169,441 SH   DFND 3 169,441 0 0
FEDEX CORP COM 31428X106 7,519 33,115 SH   DFND 6 33,115 0 0
FEDEX CORP COM 31428X106 55,825 245,859 SH   DFND 7 194,514 0 51,345
FERRARI N V COM N3167Y103 33,543 246,960 SH   DFND 1,5 65 0 246,895
FERRARI N V COM N3167Y103 1,633 12,000 SH   DFND 6 0 0 12,000
FERRO CORP COM 315405100 12,452 597,200 SH   DFND 1,5 0 0 597,200
FERRO CORP COM 315405100 20,727 994,105 SH   DFND 6 994,105 0 0
FERRO CORP COM 315405100 3,831 183,760 SH   DFND 7 183,760 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 314,774 16,651,092 SH   DFND 1,5 808,659 0 15,842,433
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 13,175 697,465 SH   DFND 3 697,465 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 2,948 154,945 SH   DFND 7 33,145 0 121,800
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 97,415 5,240,200 SH   DFND 1,5 166,600 0 5,073,600
FIBROGEN INC COM 31572Q808 525,942 8,401,628 SH   DFND 1,5 447,070 0 7,954,558
FIBROGEN INC COM 31572Q808 1,183 18,900 SH   DFND 6 18,900 0 0
FIBROGEN INC COM 31572Q808 2,692 43,000 SH   DFND 7 43,000 0 0
FIDELITY MSCI CONSM DIS 316092204 630 14,716 SH   DFND 3 14,716 0 0
FIDELITY MSCI MATLS INDEX 316092881 291 8,641 SH   DFND 3 8,641 0 0
FIDELITY MSCI HLTH CARE I 316092600 902 21,832 SH   DFND 3 21,832 0 0
FIDELITY MSCI INDL INDX 316092709 635 17,124 SH   DFND 3 17,124 0 0
FIDELITY MSCI INFO TECH I 316092808 2,012 36,403 SH   DFND 3 36,403 0 0
FIDELITY MSCI FINLS IDX 316092501 1,344 34,273 SH   DFND 3 34,273 0 0
FIDELITY HIGH DIVID ETF 316092840 221 7,548 SH   DFND 3 7,548 0 0
FIDELITY COMWLTH TR NDQ CP IDX TRK 315912808 5,814 19,710 SH   DFND 3 19,710 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 405,133 10,769,097 SH   DFND 1,5 342,233 0 10,426,864
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 6,748 2,300,000 PRN   DFND 1,5 0 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 742 19,720 SH   DFND 3 19,720 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 7,479 198,807 SH   DFND 6 198,807 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 15,043 399,862 SH   DFND 7 111,862 0 288,000
FIDELITY NATL INFORMATION SV COM 31620M106 321 3,023 SH   DFND 1 3,023 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 356,165 3,359,100 SH   DFND 1,5 35,300 0 3,323,800
FIDELITY NATL INFORMATION SV COM 31620M106 15,276 144,069 SH   DFND 3 144,069 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 8,779 82,797 SH   DFND 6 82,797 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 26,075 245,921 SH   DFND 7 228,021 0 17,900
FIFTH THIRD BANCORP COM 316773100 10,180 354,700 SH   DFND 1,5 20,000 0 334,700
FIFTH THIRD BANCORP COM 316773100 21,088 734,782 SH   DFND 3 734,782 0 0
FINISAR CORP COM NEW 31787A507 53,771 2,987,300 SH   DFND 1,5 0 0 2,987,300
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 14,121 15,460,000 PRN   DFND 1,5 0 0 0
FIRST AMERN FINL CORP COM 31847R102 348,022 6,728,954 SH   DFND 1,5 151,419 0 6,577,535
FIRST AMERN FINL CORP COM 31847R102 4,700 90,867 SH   DFND 1,11 11,032 0 79,835
FIRST AMERN FINL CORP COM 31847R102 690 13,341 SH   DFND 3 13,341 0 0
FIRST AMERN FINL CORP COM 31847R102 5,731 110,802 SH   DFND 6 110,802 0 0
FIRST BANCORP P R COM NEW 318672706 60,116 7,858,278 SH   DFND 1,5 964,141 0 6,894,137
FIRST CMNTY BANCSHARES INC N COM 31983A103 651 20,446 SH   DFND 1,5 20,446 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 21,128 1,362,200 SH   DFND 1,5 200 0 1,362,000
FIRST CTZNS BANCSHARES INC N CL A 31946M103 414,738 1,028,361 SH   DFND 1,5 6,377 0 1,021,984
FIRST CTZNS BANCSHARES INC N CL A 31946M103 49,583 122,943 SH   DFND 6 122,943 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 26,607 65,973 SH   DFND 7 24,600 0 41,373
FIRST DATA CORP NEW COM CL A 32008D106 223 10,636 SH   DFND 1 10,636 0 0
FIRST DATA CORP NEW COM CL A 32008D106 406,589 19,426,157 SH   DFND 1,5 1,061,639 0 18,364,518
FIRST DATA CORP NEW COM CL A 32008D106 1,787 85,400 SH   DFND 7 85,400 0 0
FIRST FNDTN INC COM 32026V104 47,905 2,583,868 SH   DFND 6 2,583,868 0 0
FIRST FNDTN INC COM 32026V104 25,669 1,384,546 SH   DFND 7 776,573 0 607,973
FIRST HAWAIIAN INC COM 32051X108 264,346 9,109,111 SH   DFND 1,5 281,680 0 8,827,431
FIRST HORIZON NATL CORP COM 320517105 211,775 11,870,772 SH   DFND 1,5 284 0 11,870,488
FIRST HORIZON NATL CORP COM 320517105 10,886 610,200 SH   DFND 7 610,200 0 0
FIRST MERCHANTS CORP COM 320817109 48,864 1,053,107 SH   DFND 1,5 0 0 1,053,107
FIRST NORTHWEST BANCORP COM 335834107 13,753 861,164 SH   DFND 6 861,164 0 0
FIRST NORTHWEST BANCORP COM 335834107 2,826 176,943 SH   DFND 7 176,943 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 329 3,400 SH   DFND 1 3,400 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 295,566 3,053,681 SH   DFND 1,5 114,081 0 2,939,600
FIRST REP BK SAN FRANCISCO C COM 33616C100 242 2,504 SH   DFND 3 2,504 0 0
FIRST TR EXCHANGE TRADED FD DJ INTERNT IDX 33733E302 509 3,700 SH   DFND 3 3,700 0 0
FIRSTCASH INC COM 33767D105 20,941 233,069 SH   DFND 1,5 30,262 0 202,807
FIRSTCASH INC COM 33767D105 239 2,659 SH   DFND 1,10 1,867 0 792
FIRSTENERGY CORP COM 337932107 311,116 8,663,760 SH   DFND 1,5 0 0 8,663,760
FIRSTENERGY CORP COM 337932107 4,436 123,529 SH   DFND 3 123,529 0 0
FIRSTENERGY CORP COM 337932107 2,262 63,000 SH   DFND 6 63,000 0 0
FIRSTENERGY CORP COM 337932107 15,628 435,200 SH   DFND 7 435,200 0 0
FIRSTSERVICE CORP NEW SUB VTG SH 33767E103 602 7,916 SH   DFND 6 1,616 0 6,300
FIRSTSERVICE CORP NEW SUB VTG SH 33767E103 439 5,775 SH   DFND 7 5,775 0 0
FISERV INC COM 337738108 526,579 7,107,294 SH   DFND 1,5 707,248 0 6,400,046
FISERV INC COM 337738108 22,700 306,384 SH   DFND 3 306,384 0 0
FIVE BELOW INC COM 33829M101 218,496 2,236,170 SH   DFND 1,5 33,799 0 2,202,371
FIVE BELOW INC COM 33829M101 349 3,573 SH   DFND 3 3,573 0 0
FIVE BELOW INC COM 33829M101 3,733 38,200 SH   DFND 6 38,200 0 0
FIVE POINT HOLDINGS LLC COM CL A 33833Q106 34,748 3,088,677 SH   DFND 1,5 371,720 0 2,716,957
FIVE PRIME THERAPEUTICS INC COM 33830X104 83,498 5,281,363 SH   DFND 1,5 873,328 0 4,408,035
FIVE9 INC COM 338307101 75,402 2,181,149 SH   DFND 1,5 68,700 0 2,112,449
FLANIGANS ENTERPRISES INC COM 338517105 4,052 147,060 SH   DFND 1,5 52,029 0 95,031
FLEETCOR TECHNOLOGIES INC COM 339041105 792,879 3,763,965 SH   DFND 1,5 182,460 0 3,581,505
FLEETCOR TECHNOLOGIES INC COM 339041105 150,994 716,800 SH   DFND 1,9 200 0 716,600
FLEETCOR TECHNOLOGIES INC COM 339041105 255 1,212 SH   DFND 3 1,212 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 4,255 20,200 SH   DFND 6 20,200 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 15,651 74,300 SH   DFND 7 74,300 0 0
FLEX LTD ORD Y2573F102 23,860 1,691,000 SH   DFND 1,5 0 0 1,691,000
FLEX LTD ORD Y2573F102 6,043 428,263 SH   DFND 3 428,263 0 0
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 22,553 18,500,000 PRN   DFND 1,5 0 0 0
FLEXION THERAPEUTICS INC COM 33938J106 3,399 131,500 SH   DFND 1,5 7,000 0 124,500
FLEXSHARES TR MORNSTAR UPSTR 33939L407 503,348 14,852,413 SH   DFND 3 14,852,413 0 0
FLEXSTEEL INDS INC COM 339382103 1,736 43,521 SH   DFND 1,5 4,136 0 39,385
FLIR SYS INC COM 302445101 17,228 331,500 SH   DFND 1,5 47,072 0 284,428
FLIR SYS INC COM 302445101 635 12,209 SH   DFND 3 12,209 0 0
FLOOR & DECOR HLDGS INC CL A 339750101 29,519 598,396 SH   DFND 1,5 16,420 0 581,976
FLOOR & DECOR HLDGS INC CL A 339750101 660 13,373 SH   DFND 3 13,373 0 0
FLOOR & DECOR HLDGS INC CL A 339750101 1,724 34,950 SH   DFND 6 34,950 0 0
FLOWSERVE CORP COM 34354P105 313,004 7,747,636 SH   DFND 1,5 80,785 0 7,666,851
FLOWSERVE CORP COM 34354P105 20,352 503,768 SH   DFND 3 503,768 0 0
FLOWSERVE CORP COM 34354P105 24,628 609,604 SH   DFND 6 609,604 0 0
FLOWSERVE CORP COM 34354P105 19,269 476,947 SH   DFND 7 95,920 0 381,027
FLUOR CORP NEW COM 343412102 274,482 5,626,943 SH   DFND 1,5 359,289 0 5,267,654
FLUOR CORP NEW COM 343412102 3,436 70,434 SH   DFND 3 70,434 0 0
FLUOR CORP NEW COM 343412102 1,644 33,700 SH   DFND 7 33,700 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 11,807 838,000 SH   DFND 6 838,000 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 5,342 379,168 SH   DFND 7 298,668 0 80,500
FNB CORP PA COM 302520101 55,893 4,164,900 SH   DFND 1,5 196,700 0 3,968,200
FNB CORP PA COM 302520101 6,069 452,263 SH   DFND 3 452,263 0 0
FNB CORP PA COM 302520101 107,674 8,023,400 SH   DFND 6 8,023,400 0 0
FNB CORP PA COM 302520101 55,648 4,146,627 SH   DFND 7 1,773,582 0 2,373,045
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 49,953 569,002 SH   DFND 1,5 26,014 0 542,988
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 4,662 53,100 SH   DFND 6 53,100 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 1,931 22,000 SH   DFND 7 22,000 0 0
FOOT LOCKER INC COM 344849104 6,228 118,282 SH   DFND 1,5 82 0 118,200
FOOT LOCKER INC COM 344849104 10,501 199,445 SH   DFND 3 199,445 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 2,993 270,331 SH   DFND 1,5 0 0 270,331
FORD MTR CO DEL COM PAR $0.01 345370860 19,173 1,732,014 SH   DFND 3 1,732,014 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 1,377 124,400 SH   DFND 7 124,400 0 0
FORTINET INC COM 34959E109 2,252 36,075 SH   DFND 1,5 75 0 36,000
FORTIS INC COM 349553107 429 13,432 SH   DFND 6 13,432 0 0
FORTIS INC COM 349553107 17,123 535,730 SH   DFND 7 535,730 0 0
FORTIVE CORP COM 34959J108 638 8,277 SH   DFND 1 8,277 0 0
FORTIVE CORP COM 34959J108 1,699,491 22,039,829 SH   DFND 1,5 2,469,317 0 19,570,512
FORTIVE CORP COM 34959J108 7,132 92,492 SH   DFND 3 92,492 0 0
FORTIVE CORP COM 34959J108 13,246 171,775 SH   DFND 6 171,775 0 0
FORTIVE CORP COM 34959J108 111,261 1,442,890 SH   DFND 7 1,387,376 0 55,514
FORTRESS TRANS INFRST INVS L COM REP LTD LIAB 34960P101 63,652 3,522,550 SH   DFND 1,5 0 0 3,522,550
FORTUNE BRANDS HOME & SEC IN COM 34964C106 27,188 506,389 SH   DFND 1,5 0 0 506,389
FORTUNE BRANDS HOME & SEC IN COM 34964C106 2,731 50,861 SH   DFND 3 50,861 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 19,397 361,278 SH   DFND 6 361,278 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 68,371 1,273,439 SH   DFND 7 937,630 0 335,809
FORTY SEVEN INC COM 34983P104 5,333 333,300 SH   DFND 1,5 0 0 333,300
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 8,451 684,300 SH   DFND 1,5 0 0 684,300
FORWARD AIR CORP COM 349853101 7,668 129,785 SH   DFND 1,5 91 0 129,694
FOSSIL GROUP INC COM 34988V106 197,897 7,364,970 SH   DFND 1,5 664,546 0 6,700,424
FOSSIL GROUP INC COM 34988V106 559 20,800 SH   DFND 7 0 0 20,800
FOSTER L B CO COM 350060109 4,610 200,860 SH   DFND 1,5 197 0 200,663
FOUNDATION MEDICINE INC COM 350465100 20,386 149,130 SH   DFND 1,5 0 0 149,130
FOUR CORNERS PPTY TR INC COM 35086T109 92,344 3,749,246 SH   DFND 1,5 60,464 0 3,688,782
FOUR CORNERS PPTY TR INC COM 35086T109 4,523 183,644 SH   DFND 1,11 21,590 0 162,054
FOUR CORNERS PPTY TR INC COM 35086T109 6,465 262,500 SH   DFND 6 262,500 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 2,537 103,000 SH   DFND 7 0 0 103,000
FOX FACTORY HLDG CORP COM 35138V102 37,771 811,400 SH   DFND 1,5 0 0 811,400
FRANCESCAS HLDGS CORP COM 351793104 2,745 363,596 SH   DFND 1,5 47,306 0 316,290
FRANCO NEVADA CORP COM 351858105 819,916 11,234,007 SH   DFND 1,5 888,667 0 10,345,340
FRANCO NEVADA CORP COM 351858105 22,052 302,145 SH   DFND 6 226,821 0 75,324
FRANCO NEVADA CORP COM 351858105 25,971 355,834 SH   DFND 7 320,734 0 35,100
FRANKLIN RES INC COM 354613101 55,875 1,743,381 SH   DFND 1,5 372,498 0 1,370,883
FRANKLIN RES INC COM 354613101 2,442 76,186 SH   DFND 3 76,186 0 0
FRANKS INTL N V COM N33462107 23,735 3,042,895 SH   DFND 1,5 12 0 3,042,883
FREEPORT-MCMORAN INC CL B 35671D857 388,240 22,493,604 SH   DFND 1,5 1,241,340 0 21,252,264
FREEPORT-MCMORAN INC CL B 35671D857 22,205 1,286,500 SH   DFND 1,10 0 0 1,286,500
FREEPORT-MCMORAN INC CL B 35671D857 7,247 419,849 SH   DFND 3 419,849 0 0
FREEPORT-MCMORAN INC CL B 35671D857 8,035 465,550 SH   DFND 6 465,550 0 0
FREEPORT-MCMORAN INC CL B 35671D857 16,050 929,874 SH   DFND 7 505,474 0 424,400
FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 30,029 596,400 SH   DFND 1,5 0 0 596,400
FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 279 5,550 SH   DFND 3 5,550 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 325,759 7,312,200 SH   DFND 1,5 1,111,595 0 6,200,605
FRONT YD RESIDENTIAL CORP COM 35904G107 30,109 2,889,542 SH   DFND 1,5 0 0 2,889,542
FRONT YD RESIDENTIAL CORP COM 35904G107 5,592 536,700 SH   DFND 7 536,700 0 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 4,434 827,245 SH   DFND 1,5 0 0 827,245
FRP HLDGS INC COM 30292L107 3,158 48,767 SH   DFND 1,5 0 0 48,767
FTI CONSULTING INC COM 302941109 180,353 2,982,035 SH   DFND 1,5 340,701 0 2,641,334
FTS INTERNATIONAL INC COM 30283W104 1,433 100,600 SH   DFND 1,5 100,600 0 0
FULLER H B CO COM 359694106 29,967 558,253 SH   DFND 1,5 0 0 558,253
FUSION CONNECT INC COM 36116X102 1,491 378,378 SH   DFND 4 378,378 0 0
G-III APPAREL GROUP LTD COM 36237H101 114,417 2,576,966 SH   DFND 1,5 10,900 0 2,566,066
G-III APPAREL GROUP LTD COM 36237H101 5,319 119,801 SH   DFND 3 119,801 0 0
G1 THERAPEUTICS INC COM 3621LQ109 209,422 4,818,732 SH   DFND 1,5 225,003 0 4,593,729
G1 THERAPEUTICS INC COM 3621LQ109 3,651 84,000 SH   DFND 7 84,000 0 0
GAIA INC NEW CL A 36269P104 24,244 1,197,253 SH   DFND 1,5 0 0 1,197,253
GAIN CAP HLDGS INC COM 36268W100 4,814 637,600 SH   DFND 1,5 0 0 637,600
GALAPAGOS NV SPON ADR 36315X101 73,963 802,378 SH   DFND 1,5 0 0 802,378
GALLAGHER ARTHUR J & CO COM 363576109 17,358 265,900 SH   DFND 1,5 0 0 265,900
GALLAGHER ARTHUR J & CO COM 363576109 1,086 16,634 SH   DFND 3 16,634 0 0
GAMCO INVESTORS INC CL A COM 361438104 3,507 131,060 SH   DFND 1,5 16,449 0 114,611
GAMESTOP CORP NEW CL A 36467W109 204,836 14,058,735 SH   DFND 1,5 1,797,901 0 12,260,834
GAMESTOP CORP NEW CL A 36467W109 2,423 166,300 SH   DFND 7 0 0 166,300
GAMING & LEISURE PPTYS INC COM 36467J108 102,441 2,861,469 SH   DFND 1 2,861,469 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 77,794 2,173,016 SH   DFND 1,5 101,756 0 2,071,260
GAMING & LEISURE PPTYS INC COM 36467J108 7,078 197,713 SH   DFND 6 197,713 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 4,778 133,468 SH   DFND 7 55,268 0 78,200
GANNETT CO INC COM 36473H104 18,798 1,756,866 SH   DFND 1,5 668,902 0 1,087,964
GAP INC DEL COM 364760108 11,191 345,500 SH   DFND 1,5 0 0 345,500
GAP INC DEL COM 364760108 413 12,752 SH   DFND 3 12,752 0 0
GARDNER DENVER HLDGS INC COM 36555P107 326 11,101 SH   DFND 1 11,101 0 0
GARDNER DENVER HLDGS INC COM 36555P107 397,917 13,539,185 SH   DFND 1,5 565,920 0 12,973,265
GARDNER DENVER HLDGS INC COM 36555P107 776 26,395 SH   DFND 7 26,395 0 0
GARMIN LTD SHS H2906T109 1,224 20,068 SH   DFND 3 20,068 0 0
GARTNER INC COM 366651107 57,665 433,900 SH   DFND 1,5 0 0 433,900
GARTNER INC COM 366651107 2,231 16,784 SH   DFND 3 16,784 0 0
GASLOG LTD SHS G37585109 113,468 5,940,741 SH   DFND 1,5 249,511 0 5,691,230
GASLOG LTD SHS G37585109 616 32,254 SH   DFND 3 32,254 0 0
GASLOG LTD SHS G37585109 3,698 193,600 SH   DFND 6 193,600 0 0
GASLOG LTD SHS G37585109 3,488 182,600 SH   DFND 7 0 0 182,600
GASLOG PARTNERS LP UNIT LTD PTNRP Y2687W108 85,086 3,567,528 SH   DFND 1,5 118 0 3,567,410
GASLOG PARTNERS LP UNIT LTD PTNRP Y2687W108 10,092 423,150 SH   DFND 7 19,150 0 404,000
GCI LIBERTY INC COM CLASS A 36164V305 75,548 1,675,867 SH   DFND 1,5 0 0 1,675,867
GCI LIBERTY INC COM CLASS A 36164V305 249 5,521 SH   DFND 3 5,521 0 0
GCI LIBERTY INC COM CLASS A 36164V305 10,361 229,840 SH   DFND 6 229,840 0 0
GCI LIBERTY INC COM CLASS A 36164V305 14,904 330,608 SH   DFND 7 71,480 0 259,128
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 14,932 515,795 SH   DFND 1,5 0 0 515,795
GDS HLDGS LTD SPONSORED ADR 36165L108 119,478 2,980,247 SH   DFND 1,5 7,525 0 2,972,722
GDS HLDGS LTD SPONSORED ADR 36165L108 758 18,917 SH   DFND 1,9 217 0 18,700
GDS HLDGS LTD SPONSORED ADR 36165L108 337 8,400 SH   DFND 6 8,400 0 0
GENERAC HLDGS INC COM 368736104 158,924 3,072,185 SH   DFND 1,5 160,327 0 2,911,858
GENERAL DYNAMICS CORP COM 369550108 1,295,097 6,947,571 SH   DFND 1,5 197,146 0 6,750,425
GENERAL DYNAMICS CORP COM 369550108 98,659 529,256 SH   DFND 3 529,256 0 0
GENERAL DYNAMICS CORP COM 369550108 15,725 84,357 SH   DFND 6 84,357 0 0
GENERAL DYNAMICS CORP COM 369550108 30,524 163,745 SH   DFND 7 70,430 0 93,315
GENERAL ELECTRIC CO COM 369604103 717 52,649 SH   DFND 1 52,649 0 0
GENERAL ELECTRIC CO COM 369604103 2,524,627 185,497,938 SH   DFND 1,5 8,345,945 0 177,151,993
GENERAL ELECTRIC CO COM 369604103 157,124 11,544,780 SH   DFND 3 11,544,780 0 0
GENERAL ELECTRIC CO COM 369604103 41,295 3,034,158 SH   DFND 6 3,034,158 0 0
GENERAL ELECTRIC CO COM 369604103 75,765 5,566,886 SH   DFND 7 123,000 0 5,443,886
GENERAL MLS INC COM 370334104 50,890 1,149,800 SH   DFND 1,5 0 0 1,149,800
GENERAL MLS INC COM 370334104 14,277 322,569 SH   DFND 3 322,569 0 0
GENERAL MLS INC COM 370334104 497 11,218 SH   DFND 6 11,218 0 0
GENERAL MLS INC COM 370334104 3,521 79,546 SH   DFND 7 49,146 0 30,400
GENERAL MTRS CO *W EXP 07/10/201 37045V126 835 37,028 SH   DFND 1 37,028 0 0
GENERAL MTRS CO COM 37045V100 5,548 140,823 SH   DFND 1 140,823 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V126 5,841 259,037 SH   DFND 1,5 43,816 0 215,221
GENERAL MTRS CO COM 37045V100 202,898 5,149,693 SH   DFND 1,5 785,112 0 4,364,581
GENERAL MTRS CO COM 37045V100 31,446 798,122 SH   DFND 3 798,122 0 0
GENERAL MTRS CO COM 37045V100 9,686 245,845 SH   DFND 7 36,500 0 209,345
GENESCO INC COM 371532102 40,778 1,027,156 SH   DFND 1,5 90,899 0 936,257
GENESEE & WYO INC CL A 371559105 392,285 4,823,971 SH   DFND 1,5 31,208 0 4,792,763
GENESEE & WYO INC CL A 371559105 18,905 232,473 SH   DFND 6 232,473 0 0
GENESEE & WYO INC CL A 371559105 21,512 264,534 SH   DFND 7 53,169 0 211,365
GENMARK DIAGNOSTICS INC COM 372309104 49,977 7,833,399 SH   DFND 1,5 1,218,127 0 6,615,272
GENMARK DIAGNOSTICS INC COM 372309104 3,053 478,461 SH   DFND 7 478,461 0 0
GENOMIC HEALTH INC COM 37244C101 6,696 132,861 SH   DFND 1,5 0 0 132,861
GENPACT LIMITED SHS G3922B107 224,928 7,774,902 SH   DFND 1,5 682 0 7,774,220
GENPACT LIMITED SHS G3922B107 4,511 155,938 SH   DFND 1,11 18,335 0 137,603
GENPACT LIMITED SHS G3922B107 53,747 1,857,840 SH   DFND 6 1,857,840 0 0
GENPACT LIMITED SHS G3922B107 721 24,907 SH   DFND 7 24,907 0 0
GENTEX CORP COM 371901109 249,586 10,842,148 SH   DFND 1,5 1,026,873 0 9,815,275
GENTEX CORP COM 371901109 207 8,993 SH   DFND 3 8,993 0 0
GENTEX CORP COM 371901109 875 38,000 SH   DFND 7 0 0 38,000
GENUINE PARTS CO COM 372460105 863 9,400 SH   DFND 1,5 0 0 9,400
GENUINE PARTS CO COM 372460105 15,277 166,436 SH   DFND 3 166,436 0 0
GENWORTH FINL INC COM CL A 37247D106 68,198 15,155,117 SH   DFND 1,5 1,146,246 0 14,008,871
GENWORTH FINL INC COM CL A 37247D106 1,107 245,900 SH   DFND 7 0 0 245,900
GEOPARK LTD USD SHS G38327105 5,798 280,900 SH   DFND 1,5 0 0 280,900
GEOPARK LTD USD SHS G38327105 411 19,900 SH   DFND 7 19,900 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 27,953 1,988,107 SH   DFND 1,5 180,156 0 1,807,951
GEOSPACE TECHNOLOGIES CORP COM 37364X109 471 33,500 SH   DFND 7 0 0 33,500
GERDAU S A SPON ADR REP PFD 373737105 1,509 426,300 SH   DFND 1,5 0 0 426,300
GERMAN AMERN BANCORP INC COM 373865104 11,144 310,842 SH   DFND 1,5 0 0 310,842
GERON CORP COM 374163103 53,386 15,564,393 SH   DFND 1,5 0 0 15,564,393
GGP INC COM 36174X101 11,083 542,488 SH   DFND 1,5 88 0 542,400
GGP INC COM 36174X101 211 10,325 SH   DFND 3 10,325 0 0
GGP INC COM 36174X101 1,461 71,500 SH   DFND 7 71,500 0 0
GIBRALTAR INDS INC COM 374689107 25,590 682,400 SH   DFND 1,5 0 0 682,400
GIBRALTAR INDS INC COM 374689107 4,791 127,759 SH   DFND 1,11 15,174 0 112,585
GIBRALTAR INDS INC COM 374689107 24,341 649,085 SH   DFND 6 649,085 0 0
GIBRALTAR INDS INC COM 374689107 12,773 340,601 SH   DFND 7 305,501 0 35,100
GILDAN ACTIVEWEAR INC COM 375916103 240,216 8,528,222 SH   DFND 1,5 1,117,086 0 7,411,136
GILEAD SCIENCES INC COM 375558103 1,344,588 18,980,626 SH   DFND 1,5 2,063,911 0 16,916,715
GILEAD SCIENCES INC COM 375558103 30,497 430,504 SH   DFND 3 430,504 0 0
GILEAD SCIENCES INC COM 375558103 816 11,521 SH   DFND 6 11,521 0 0
GILEAD SCIENCES INC COM 375558103 11,646 164,403 SH   DFND 7 32,303 0 132,100
GLAUKOS CORP COM 377322102 29,041 714,580 SH   DFND 6 714,580 0 0
GLAUKOS CORP COM 377322102 13,882 341,582 SH   DFND 7 290,182 0 51,400
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 559,932 13,890,641 SH   DFND 1,5 163,929 0 13,726,712
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 111,039 2,754,616 SH   DFND 3 2,754,616 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 29,051 720,690 SH   DFND 6 720,690 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 55,934 1,387,606 SH   DFND 7 0 0 1,387,606
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 221,255 4,895,014 SH   DFND 1,5 733,269 0 4,161,745
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 1,155 25,548 SH   DFND 3 25,548 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 48,635 1,075,994 SH   DFND 6 1,075,994 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 20,504 453,638 SH   DFND 7 221,578 0 232,060
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 12,034 383,873 SH   DFND 1,5 32,558 0 351,315
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 884 28,200 SH   DFND 7 0 0 28,200
GLOBAL PMTS INC COM 37940X102 284 2,547 SH   DFND 1 2,547 0 0
GLOBAL PMTS INC COM 37940X102 1,014,543 9,099,853 SH   DFND 1,5 619,165 0 8,480,688
GLOBAL PMTS INC COM 37940X102 52,213 468,323 SH   DFND 1,9 367 0 467,956
GLOBAL PMTS INC COM 37940X102 2,330 20,903 SH   DFND 3 20,903 0 0
GLOBAL PMTS INC COM 37940X102 3,222 28,900 SH   DFND 6 28,900 0 0
GLOBAL PMTS INC COM 37940X102 10,268 92,100 SH   DFND 7 38,500 0 53,600
GLOBALSTAR INC COM 378973408 3,006 6,136,460 SH   DFND 1,5 0 0 6,136,460
GLOBUS MED INC CL A 379577208 46,806 927,582 SH   DFND 1,5 0 0 927,582
GLYCOMIMETICS INC COM 38000Q102 39,970 2,477,963 SH   DFND 1,5 0 0 2,477,963
GLYCOMIMETICS INC COM 38000Q102 16,300 1,010,533 SH   DFND 6 1,010,533 0 0
GLYCOMIMETICS INC COM 38000Q102 4,389 272,100 SH   DFND 7 272,100 0 0
GMS INC COM 36251C103 30,739 1,134,700 SH   DFND 1,5 0 0 1,134,700
GNC HLDGS INC COM CL A 36191G107 25,555 7,259,946 SH   DFND 1,5 299,110 0 6,960,836
GNC HLDGS INC COM CL A 36191G107 1,925 547,000 SH   DFND 7 0 0 547,000
GODADDY INC CL A 380237107 310 4,389 SH   DFND 1 4,389 0 0
GODADDY INC CL A 380237107 801,542 11,353,291 SH   DFND 1,5 671,978 0 10,681,313
GODADDY INC CL A 380237107 109,356 1,548,956 SH   DFND 1,9 1,156 0 1,547,800
GODADDY INC CL A 380237107 843 11,942 SH   DFND 3 11,942 0 0
GODADDY INC CL A 380237107 3,149 44,600 SH   DFND 6 44,600 0 0
GODADDY INC CL A 380237107 9,545 135,200 SH   DFND 7 135,200 0 0
GOGO INC COM 38046C109 19,432 3,998,300 SH   DFND 1,5 107,497 0 3,890,803
GOGO INC NOTE 3.750% 3/0 38046CAB5 5,506 6,310,000 PRN   DFND 1,5 0 0 0
GOGO INC COM 38046C109 90 18,499 SH   DFND 3 18,499 0 0
GOGO INC COM 38046C109 718 147,800 SH   DFND 6 147,800 0 0
GOGO INC COM 38046C109 1,332 274,149 SH   DFND 7 218,149 0 56,000
GOLAR LNG LTD BERMUDA SHS G9456A100 294,727 10,004,327 SH   DFND 1,5 350,898 0 9,653,429
GOLAR LNG LTD BERMUDA SHS G9456A100 1,084 36,800 SH   DFND 6 36,800 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 2,083 70,700 SH   DFND 7 70,700 0 0
GOLAR LNG PARTNERS LP COM UNIT LPI Y2745C102 95,861 6,200,560 SH   DFND 1,5 0 0 6,200,560
GOLAR LNG PARTNERS LP COM UNIT LPI Y2745C102 10,666 689,900 SH   DFND 7 1,100 0 688,800
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 12,059 3,377,926 SH   DFND 1,5 0 0 3,377,926
GOLD STD VENTURES CORP COM 380738104 5,521 4,009,800 SH   DFND 1,5 0 0 4,009,800
GOLDCORP INC NEW COM 380956409 49,505 3,605,610 SH   DFND 1,5 0 0 3,605,610
GOLDEN ENTMT INC COM 381013101 24,257 898,753 SH   DFND 1,5 0 0 898,753
GOLDMAN SACHS GROUP INC COM 38141G104 393 1,783 SH   DFND 1 1,783 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,128,137 5,114,645 SH   DFND 1,5 35,396 0 5,079,249
GOLDMAN SACHS GROUP INC COM 38141G104 50,050 226,912 SH   DFND 3 226,912 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 26,078 118,231 SH   DFND 6 118,231 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 66,952 303,540 SH   DFND 7 154,829 0 148,711
GOODRICH PETE CORP COM PAR 382410843 2,777 224,475 SH   DFND 1,5 0 0 224,475
GOODYEAR TIRE & RUBR CO COM 382550101 228 9,800 SH   DFND 1,5 0 0 9,800
GOODYEAR TIRE & RUBR CO COM 382550101 3,122 134,050 SH   DFND 3 134,050 0 0
GRACE W R & CO DEL NEW COM 38388F108 24,157 329,517 SH   DFND 1,5 1,005 0 328,512
GRACE W R & CO DEL NEW COM 38388F108 2,676 36,500 SH   DFND 6 36,500 0 0
GRACE W R & CO DEL NEW COM 38388F108 566 7,726 SH   DFND 7 7,726 0 0
GRACO INC COM 384109104 203 4,481 SH   DFND 3 4,481 0 0
GRAHAM HLDGS CO COM 384637104 8,733 14,900 SH   DFND 1,5 0 0 14,900
GRAHAM HLDGS CO COM 384637104 705 1,202 SH   DFND 3 1,202 0 0
GRAINGER W W INC COM 384802104 403,778 1,309,266 SH   DFND 1,5 161,844 0 1,147,422
GRAINGER W W INC COM 384802104 22,614 73,328 SH   DFND 3 73,328 0 0
GRAINGER W W INC COM 384802104 1,275 4,135 SH   DFND 7 4,135 0 0
GRAMERCY PPTY TR COM NEW 385002308 8,209 300,471 SH   DFND 1 300,471 0 0
GRAMERCY PPTY TR COM NEW 385002308 18,708 684,771 SH   DFND 1,5 24 0 684,747
GRAN TIERRA ENERGY INC COM 38500T101 14,173 4,108,034 SH   DFND 1,5 734 0 4,107,300
GRAN TIERRA ENERGY INC COM 38500T101 1,039 301,300 SH   DFND 7 301,300 0 0
GRAND CANYON ED INC COM 38526M106 290 2,602 SH   DFND 1 2,602 0 0
GRAND CANYON ED INC COM 38526M106 236,660 2,120,417 SH   DFND 1,5 2,496 0 2,117,921
GRAND CANYON ED INC COM 38526M106 38,548 345,379 SH   DFND 6 345,379 0 0
GRAND CANYON ED INC COM 38526M106 9,921 88,887 SH   DFND 7 88,887 0 0
GRANITE CONSTR INC COM 387328107 3,262 58,600 SH   DFND 1,5 0 0 58,600
GRANITE PT MTG TR INC NOTE 5.625%12/0 38741LAB3 9,660 9,500,000 PRN   DFND 1,5 0 0 0
GRANITE PT MTG TR INC COM 38741L107 259 14,128 SH   DFND 1,5 0 0 14,128
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 2,747 67,360 SH   DFND 7 67,360 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 278,072 19,164,161 SH   DFND 1,5 20,871 0 19,143,290
GRAPHIC PACKAGING HLDG CO COM 388689101 281 19,396 SH   DFND 3 19,396 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 52,794 3,638,470 SH   DFND 6 3,638,470 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 19,384 1,335,940 SH   DFND 7 452,140 0 883,800
GRAY TELEVISION INC COM 389375106 248 15,700 SH   DFND 1 15,700 0 0
GRAY TELEVISION INC COM 389375106 57,611 3,646,297 SH   DFND 1,5 0 0 3,646,297
GREAT AJAX CORP COM 38983D300 23,958 1,831,688 SH   DFND 1,5 0 0 1,831,688
GREAT WESTN BANCORP INC COM 391416104 21,750 517,972 SH   DFND 1,5 0 0 517,972
GREAT WESTN BANCORP INC COM 391416104 61,183 1,457,096 SH   DFND 6 1,457,096 0 0
GREAT WESTN BANCORP INC COM 391416104 28,106 669,345 SH   DFND 7 331,259 0 338,086
GREEN DOT CORP CL A 39304D102 30,061 409,600 SH   DFND 1,5 0 0 409,600
GREENBRIER COS INC NOTE 2.875% 2/0 393657AK7 8,113 7,050,000 PRN   DFND 1,5 0 0 0
GREENBRIER COS INC COM 393657101 1,051 19,924 SH   DFND 3 19,924 0 0
GREENHILL & CO INC COM 395259104 4,735 166,735 SH   DFND 1,5 27,535 0 139,200
GREENSKY INC CL A 39572G100 10,027 474,105 SH   DFND 1,5 18,688 0 455,417
GREENSKY INC CL A 39572G100 450 21,300 SH   DFND 6 21,300 0 0
GREENTREE HOSPITALTY GROUP L SPONSORED ADS 39579V100 1,123 62,100 SH   DFND 1,5 0 0 62,100
GREIF INC CL A 397624107 5,273 99,701 SH   DFND 1,5 101 0 99,600
GRIFOLS S A SP ADR REP B NVT 398438408 83,475 3,882,543 SH   DFND 1,5 4,215 0 3,878,328
GRIFOLS S A SP ADR REP B NVT 398438408 70,542 3,281,011 SH   DFND 1,10 99,500 0 3,181,511
GROUPE CGI INC CL A SUB VTG 39945C109 53,326 841,500 SH   DFND 1,5 0 0 841,500
GROUPE CGI INC CL A SUB VTG 39945C109 15,158 239,204 SH   DFND 6 102,398 0 136,806
GROUPE CGI INC CL A SUB VTG 39945C109 19,070 300,926 SH   DFND 7 271,426 0 29,500
GROUPON INC COM 399473107 119,126 27,703,674 SH   DFND 1,5 3,462,977 0 24,240,697
GRUBHUB INC COM 400110102 141,768 1,351,327 SH   DFND 1,5 206,105 0 1,145,222
GRUBHUB INC COM 400110102 1,112 10,600 SH   DFND 6 10,600 0 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 18,667 566,000 SH   DFND 1,5 19,300 0 546,700
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 2,445 74,138 SH   DFND 1,10 51,482 0 22,656
GRUPO SUPERVIELLE S A SPONSORED ADR 40054A108 15,636 1,477,916 SH   DFND 1,5 56,384 0 1,421,532
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 15,208 802,550 SH   DFND 1,5 0 0 802,550
GTX INC DEL COM NEW 40052B207 12,986 848,206 SH   DFND 1,5 0 0 848,206
GUARANTY BANCORP DEL COM NEW 40075T607 268 9,009 SH   DFND 1,5 9,009 0 0
GUESS INC COM 401617105 259,159 12,110,255 SH   DFND 1,5 1,101,614 0 11,008,641
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 6,294 6,200,000 PRN   DFND 1,5 0 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 2,939 33,100 SH   DFND 1,5 0 0 33,100
GULF ISLAND FABRICATION INC COM 402307102 644 71,600 SH   DFND 1,5 8,582 0 63,018
GULFMARK OFFSHORE INC COM 402629505 2,527 75,445 SH   DFND 1,5 0 0 75,445
GULFMARK OFFSHORE INC *W EXP 11/14/202 402629117 211 95,172 SH   DFND 1,5 11,198 0 83,974
GULFPORT ENERGY CORP COM NEW 402635304 2,282 181,524 SH   DFND 1,5 24 0 181,500
GW PHARMACEUTICALS PLC ADS 36197T103 8,997 64,476 SH   DFND 1,5 0 0 64,476
HACKETT GROUP INC COM 404609109 9,420 586,213 SH   DFND 1,5 275 0 585,938
HAEMONETICS CORP COM 405024100 628 7,000 SH   DFND 1,5 0 0 7,000
HAEMONETICS CORP COM 405024100 446 4,971 SH   DFND 3 4,971 0 0
HAIN CELESTIAL GROUP INC COM 405217100 76,358 2,562,353 SH   DFND 1,5 102,996 0 2,459,357
HALLIBURTON CO COM 406216101 363,403 8,064,873 SH   DFND 1,5 338,355 0 7,726,518
HALLIBURTON CO COM 406216101 16,117 357,670 SH   DFND 3 357,670 0 0
HALLIBURTON CO COM 406216101 5,738 127,335 SH   DFND 6 127,335 0 0
HALLIBURTON CO COM 406216101 29,762 660,504 SH   DFND 7 660,504 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 41,723 2,473,181 SH   DFND 1,5 0 0 2,473,181
HAMILTON BEACH BRANDS HLDG C COM CL A 40701T104 9,892 340,521 SH   DFND 1,5 28,736 0 311,785
HAMILTON BEACH BRANDS HLDG C COM CL A 40701T104 456 15,700 SH   DFND 7 0 0 15,700
HAMILTON LANE INC CL A 407497106 97,076 2,023,676 SH   DFND 1,5 0 0 2,023,676
HAMILTON LANE INC CL A 407497106 5,294 110,367 SH   DFND 1,11 13,221 0 97,146
HANESBRANDS INC COM 410345102 40,682 1,847,500 SH   DFND 1,5 0 0 1,847,500
HANESBRANDS INC COM 410345102 342 15,520 SH   DFND 3 15,520 0 0
HANMI FINL CORP COM NEW 410495204 27,486 969,537 SH   DFND 1,5 7,729 0 961,808
HANMI FINL CORP COM NEW 410495204 27,606 973,769 SH   DFND 6 973,769 0 0
HANMI FINL CORP COM NEW 410495204 13,172 464,609 SH   DFND 7 234,795 0 229,814
HANOVER INS GROUP INC COM 410867105 3,264 27,300 SH   DFND 1,5 0 0 27,300
HARLEY DAVIDSON INC COM 412822108 3,180 75,575 SH   DFND 1,5 25,472 0 50,103
HARLEY DAVIDSON INC COM 412822108 5,154 122,488 SH   DFND 3 122,488 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 2,263 1,450,400 SH   DFND 1,5 0 0 1,450,400
HARRIS CORP DEL COM 413875105 148,352 1,026,376 SH   DFND 1,5 44,912 0 981,464
HARRIS CORP DEL COM 413875105 11,172 77,292 SH   DFND 3 77,292 0 0
HARRIS CORP DEL COM 413875105 9,262 64,080 SH   DFND 6 64,080 0 0
HARRIS CORP DEL COM 413875105 17,982 124,410 SH   DFND 7 38,810 0 85,600
HARTE-HANKS INC COM 416196202 984 88,688 SH   DFND 1,5 11,047 0 77,641
HARTFORD FINL SVCS GROUP INC COM 416515104 485,287 9,491,239 SH   DFND 1,5 322,296 0 9,168,943
HARTFORD FINL SVCS GROUP INC COM 416515104 8,692 170,003 SH   DFND 3 170,003 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 4,207 82,280 SH   DFND 6 82,280 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 38,478 752,549 SH   DFND 7 752,549 0 0
HASBRO INC COM 418056107 6,603 71,531 SH   DFND 3 71,531 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 42,284 1,232,764 SH   DFND 1,5 0 0 1,232,764
HAWAIIAN HOLDINGS INC COM 419879101 3,182 88,500 SH   DFND 1,5 0 0 88,500
HCA HEALTHCARE INC COM 40412C101 10,609 103,400 SH   DFND 1 103,400 0 0
HCA HEALTHCARE INC COM 40412C101 507,947 4,950,750 SH   DFND 1,5 215,804 0 4,734,946
HCA HEALTHCARE INC COM 40412C101 29,321 285,783 SH   DFND 3 285,783 0 0
HCA HEALTHCARE INC COM 40412C101 15,220 148,340 SH   DFND 7 148,340 0 0
HCI GROUP INC NOTE 3.875% 3/1 40416EAB9 18 18,000 PRN   DFND   0 0 0
HCP INC COM 40414L109 10,689 413,999 SH   DFND 3 413,999 0 0
HD SUPPLY HLDGS INC COM 40416M105 287 6,700 SH   DFND 1 6,700 0 0
HD SUPPLY HLDGS INC COM 40416M105 641,742 14,962,502 SH   DFND 1,5 174,773 0 14,787,729
HD SUPPLY HLDGS INC COM 40416M105 15,888 370,440 SH   DFND 6 370,440 0 0
HD SUPPLY HLDGS INC COM 40416M105 27,799 648,150 SH   DFND 7 199,770 0 448,380
HDFC BANK LTD ADR REPS 3 SHS 40415F101 1,298,292 12,362,331 SH   DFND 1,5 1,977,462 0 10,384,869
HDFC BANK LTD ADR REPS 3 SHS 40415F101 80,296 764,577 SH   DFND 1,10 23,700 0 740,877
HDFC BANK LTD ADR REPS 3 SHS 40415F101 695 6,622 SH   DFND 3 6,622 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 4,579 43,600 SH   DFND 6 43,600 0 0
HEALTHCARE RLTY TR COM 421946104 123,678 4,253,022 SH   DFND 1,5 170,501 0 4,082,521
HEALTHCARE RLTY TR COM 421946104 34,253 1,177,900 SH   DFND 6 1,177,900 0 0
HEALTHCARE RLTY TR COM 421946104 12,291 422,649 SH   DFND 7 206,149 0 216,500
HEALTHCARE SVCS GRP INC COM 421906108 35,062 811,800 SH   DFND 1,5 0 0 811,800
HEALTHCARE SVCS GRP INC COM 421906108 39,126 905,910 SH   DFND 6 905,910 0 0
HEALTHCARE SVCS GRP INC COM 421906108 22,127 512,310 SH   DFND 7 188,410 0 323,900
HEALTHCARE TR AMER INC CL A NEW 42225P501 66,233 2,456,700 SH   DFND 1 2,456,700 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 125,104 4,640,352 SH   DFND 1,5 288,800 0 4,351,552
HEALTHCARE TR AMER INC CL A NEW 42225P501 4,284 158,900 SH   DFND 7 158,900 0 0
HEALTHEQUITY INC COM 42226A107 256,132 3,410,542 SH   DFND 1,5 493,209 0 2,917,333
HEARTLAND EXPRESS INC COM 422347104 397 21,404 SH   DFND 1,5 0 0 21,404
HEARTLAND FINL USA INC COM 42234Q102 74,782 1,363,391 SH   DFND 1,5 0 0 1,363,391
HEICO CORP NEW CL A 422806208 211,177 3,464,753 SH   DFND 1,5 17,163 0 3,447,590
HEICO CORP NEW COM 422806109 19,689 269,972 SH   DFND 1,5 0 0 269,972
HEICO CORP NEW COM 422806109 261 3,581 SH   DFND 3 3,581 0 0
HEICO CORP NEW CL A 422806208 25,395 416,646 SH   DFND 6 416,646 0 0
HEICO CORP NEW CL A 422806208 35,336 579,748 SH   DFND 7 113,437 0 466,311
HEICO CORP NEW COM 422806109 538 7,375 SH   DFND 7 7,375 0 0
HELEN OF TROY CORP LTD COM G4388N106 289,062 2,936,132 SH   DFND 1,5 358,752 0 2,577,380
HELEN OF TROY CORP LTD COM G4388N106 52,545 533,721 SH   DFND 6 533,721 0 0
HELEN OF TROY CORP LTD COM G4388N106 6,310 64,093 SH   DFND 7 64,093 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 5,685 682,429 SH   DFND 1,5 0 0 682,429
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 18,944 2,274,150 SH   DFND 6 2,274,150 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 6,143 737,468 SH   DFND 7 737,468 0 0
HELMERICH & PAYNE INC COM 423452101 7,941 124,541 SH   DFND 3 124,541 0 0
HENRY JACK & ASSOC INC COM 426281101 225 1,727 SH   DFND 1,5 127 0 1,600
HENRY JACK & ASSOC INC COM 426281101 462 3,547 SH   DFND 3 3,547 0 0
HENRY JACK & ASSOC INC COM 426281101 2,474 18,982 SH   DFND 6 18,982 0 0
HENRY JACK & ASSOC INC COM 426281101 9,419 72,253 SH   DFND 7 56,053 0 16,200
HERBALIFE NUTRITION LTD COM SHS G4412G101 325,792 6,064,629 SH   DFND 1,5 1,301,626 0 4,763,003
HERBALIFE NUTRITION LTD COM SHS G4412G101 4,419 82,262 SH   DFND 3 82,262 0 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 26,209 487,874 SH   DFND 6 487,874 0 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 55,194 1,027,432 SH   DFND 7 698,350 0 329,082
HERON THERAPEUTICS INC COM 427746102 438,110 11,276,956 SH   DFND 1,5 2,059,567 0 9,217,389
HERON THERAPEUTICS INC COM 427746102 544 14,000 SH   DFND 6 14,000 0 0
HERSHEY CO COM 427866108 401,918 4,318,915 SH   DFND 1,5 247,519 0 4,071,396
HERSHEY CO COM 427866108 45,687 490,942 SH   DFND 3 490,942 0 0
HERSHEY CO COM 427866108 10,518 113,023 SH   DFND 6 113,023 0 0
HERSHEY CO COM 427866108 15,464 166,176 SH   DFND 7 62,976 0 103,200
HERTZ GLOBAL HLDGS INC COM 42806J106 2,470 161,000 SH   DFND 1,5 0 0 161,000
HESKA CORP COM RESTRC NEW 42805E306 29,058 279,967 SH   DFND 6 279,967 0 0
HESKA CORP COM RESTRC NEW 42805E306 18,604 179,244 SH   DFND 7 72,350 0 106,894
HESS CORP COM 42809H107 488 7,300 SH   DFND 1 7,300 0 0
HESS CORP DEP PDF SR A 42809H404 26,536 351,800 SH   DFND 1,5 109,400 0 242,400
HESS CORP COM 42809H107 872,624 13,045,660 SH   DFND 1,5 1,922,508 0 11,123,152
HESS CORP COM 42809H107 13,323 199,174 SH   DFND 3 199,174 0 0
HESS CORP COM 42809H107 5,277 78,886 SH   DFND 6 78,886 0 0
HESS CORP COM 42809H107 18,093 270,495 SH   DFND 7 270,495 0 0
HESS MIDSTREAM PARTNERS LP UNIT LTD PR INT 428104103 30,525 1,549,497 SH   DFND 1,5 0 0 1,549,497
HEWLETT PACKARD ENTERPRISE C COM 42824C109 185,434 12,692,257 SH   DFND 1,5 439,561 0 12,252,696
HEWLETT PACKARD ENTERPRISE C COM 42824C109 9,468 648,083 SH   DFND 3 648,083 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 839 57,400 SH   DFND 7 0 0 57,400
HEXCEL CORP NEW COM 428291108 95,608 1,440,307 SH   DFND 1,5 0 0 1,440,307
HEXCEL CORP NEW COM 428291108 202 3,040 SH   DFND 3 3,040 0 0
HIBBETT SPORTS INC COM 428567101 29,325 1,280,562 SH   DFND 1,5 127,800 0 1,152,762
HIBBETT SPORTS INC COM 428567101 1,292 56,400 SH   DFND 7 0 0 56,400
HIGHWOODS PPTYS INC COM 431284108 62,752 1,236,975 SH   DFND 1 1,236,975 0 0
HIGHWOODS PPTYS INC COM 431284108 100,424 1,979,582 SH   DFND 1,5 60,298 0 1,919,284
HIGHWOODS PPTYS INC COM 431284108 15,919 313,800 SH   DFND 6 313,800 0 0
HIGHWOODS PPTYS INC COM 431284108 8,176 161,170 SH   DFND 7 36,870 0 124,300
HILL ROM HLDGS INC COM 431475102 195,686 2,240,506 SH   DFND 1,5 75 0 2,240,431
HILLTOP HOLDINGS INC COM 432748101 147,216 6,670,431 SH   DFND 1,5 0 0 6,670,431
HILTON GRAND VACATIONS INC COM 43283X105 388,066 11,183,448 SH   DFND 1,5 76,921 0 11,106,527
HILTON GRAND VACATIONS INC COM 43283X105 55,559 1,601,120 SH   DFND 6 1,601,120 0 0
HILTON GRAND VACATIONS INC COM 43283X105 28,483 820,824 SH   DFND 7 342,200 0 478,624
HILTON WORLDWIDE HLDGS INC COM 43300A203 244 3,086 SH   DFND 1 3,086 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 1,151,557 14,547,204 SH   DFND 1,5 1,872,941 0 12,674,263
HILTON WORLDWIDE HLDGS INC COM 43300A203 3,707 46,825 SH   DFND 3 46,825 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 2,222 28,072 SH   DFND 6 28,072 0 0
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 115,020 15,418,218 SH   DFND 1,9 0 0 15,418,218
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 13,330 1,786,900 SH   DFND 7 1,786,900 0 0
HINGHAM INSTN SVGS MASS COM 433323102 2,880 13,107 SH   DFND 1,5 3,000 0 10,107
HISTOGENICS CORP COM 43358V109 4,324 1,729,620 SH   DFND 1,5 0 0 1,729,620
HNI CORP COM 404251100 2,053 55,200 SH   DFND 1,5 0 0 55,200
HOEGH LNG PARTNERS LP COM UNIT LTD Y3262R100 31,490 1,754,306 SH   DFND 1,5 0 0 1,754,306
HOEGH LNG PARTNERS LP COM UNIT LTD Y3262R100 3,978 221,600 SH   DFND 7 0 0 221,600
HOLLYFRONTIER CORP COM 436106108 93,234 1,362,479 SH   DFND 1,5 115 0 1,362,364
HOLLYFRONTIER CORP COM 436106108 580 8,481 SH   DFND 3 8,481 0 0
HOLLYFRONTIER CORP COM 436106108 2,135 31,200 SH   DFND 7 31,200 0 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 1,285 58,046 SH   DFND 1,5 275 0 57,771
HOLOGIC INC COM 436440101 88,559 2,227,901 SH   DFND 1,5 68,447 0 2,159,454
HOLOGIC INC COM 436440101 2,526 63,557 SH   DFND 3 63,557 0 0
HOME BANCORP INC COM 43689E107 1,902 40,849 SH   DFND 1,5 0 0 40,849
HOME BANCSHARES INC COM 436893200 39,135 1,734,700 SH   DFND 1,5 0 0 1,734,700
HOME DEPOT INC COM 437076102 1,705 8,741 SH   DFND 1 8,741 0 0
HOME DEPOT INC COM 437076102 5,349,018 27,416,801 SH   DFND 1,5 2,491,488 0 24,925,313
HOME DEPOT INC COM 437076102 136,664 700,480 SH   DFND 3 700,480 0 0
HOME DEPOT INC COM 437076102 58,095 297,771 SH   DFND 6 297,771 0 0
HOME DEPOT INC COM 437076102 112,011 574,119 SH   DFND 7 550,519 0 23,600
HOMOLOGY MEDICINES INC COM 438083107 66,579 3,329,649 SH   DFND 1,5 736,184 0 2,593,465
HOMOLOGY MEDICINES INC COM 438083107 238 11,666 SH   DFND 3 11,666 0 0
HOMOLOGY MEDICINES INC COM 438083107 375 18,400 SH   DFND 6 18,400 0 0
HONDA MOTOR LTD AMERN SHS 438128308 4,004 136,795 SH   DFND 1,5 0 0 136,795
HONEYWELL INTL INC COM 438516106 734,667 5,100,086 SH   DFND 1,5 744,953 0 4,355,133
HONEYWELL INTL INC COM 438516106 69,630 483,374 SH   DFND 3 483,374 0 0
HONEYWELL INTL INC COM 438516106 7,994 55,496 SH   DFND 6 55,496 0 0
HONEYWELL INTL INC COM 438516106 11,435 79,384 SH   DFND 7 67,684 0 11,700
HOPE BANCORP INC COM 43940T109 26,228 1,470,985 SH   DFND 1,5 127,345 0 1,343,640
HOPE BANCORP INC COM 43940T109 2,420 135,735 SH   DFND 3 135,735 0 0
HORIZON GLOBAL CORP NOTE 2.750% 7/0 44052WAA2 20 29,000 PRN   DFND   0 0 0
HORIZON PHARMA PLC SHS G4617B105 8,020 484,296 SH   DFND 1,5 0 0 484,296
HORMEL FOODS CORP COM 440452100 1,696 45,584 SH   DFND 3 45,584 0 0
HORTONWORKS INC COM 440894103 70,578 3,873,643 SH   DFND 1,5 0 0 3,873,643
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1,639 57,300 SH   DFND 7 57,300 0 0
HOST HOTELS & RESORTS INC COM 44107P104 196,821 9,341,290 SH   DFND 1 9,341,290 0 0
HOST HOTELS & RESORTS INC COM 44107P104 199,099 9,449,422 SH   DFND 1,5 517,035 0 8,932,387
HOST HOTELS & RESORTS INC COM 44107P104 3,317 157,423 SH   DFND 3 157,423 0 0
HOST HOTELS & RESORTS INC COM 44107P104 19,702 935,055 SH   DFND 6 935,055 0 0
HOST HOTELS & RESORTS INC COM 44107P104 16,790 796,850 SH   DFND 7 494,663 0 302,187
HOSTESS BRANDS INC CL A 44109J106 27,729 2,038,900 SH   DFND 1,5 0 0 2,038,900
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 75,510 9,870,537 SH   DFND 1,5 0 0 9,870,537
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 138 18,000 SH   DFND 6 18,000 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 2,016 263,568 SH   DFND 7 180,168 0 83,400
HOULIHAN LOKEY INC CL A 441593100 36,965 721,700 SH   DFND 1,5 0 0 721,700
HOUSTON WIRE & CABLE CO COM 44244K109 12,262 1,442,610 SH   DFND 1,5 10,922 0 1,431,688
HOWARD HUGHES CORP COM 44267D107 73,581 555,325 SH   DFND 1,5 7,947 0 547,378
HOWARD HUGHES CORP COM 44267D107 5,870 44,300 SH   DFND 6 44,300 0 0
HOWARD HUGHES CORP COM 44267D107 4,312 32,541 SH   DFND 7 3,541 0 29,000
HP INC COM 40434L105 622,335 27,427,721 SH   DFND 1,5 2,833,504 0 24,594,217
HP INC COM 40434L105 17,651 777,902 SH   DFND 3 777,902 0 0
HP INC COM 40434L105 16,489 726,699 SH   DFND 7 323,299 0 403,400
HSBC HLDGS PLC SPON ADR NEW 404280406 132,798 2,817,107 SH   DFND 1,5 0 0 2,817,107
HSBC HLDGS PLC SPON ADR NEW 404280406 435 9,221 SH   DFND 3 9,221 0 0
HSBC HLDGS PLC SPON ADR NEW 404280406 14,156 300,300 SH   DFND 6 300,300 0 0
HTG MOLECULAR DIAGNOSTICS IN COM 40434H104 11,371 3,488,045 SH   DFND 1,5 180,000 0 3,308,045
HUAZHU GROUP LTD SPONSORED ADS 44332N106 45,878 1,092,600 SH   DFND 1,5 393,062 0 699,538
HUB GROUP INC CL A 443320106 11,320 227,305 SH   DFND 1,5 52,362 0 174,943
HUB GROUP INC CL A 443320106 10,912 219,120 SH   DFND 6 219,120 0 0
HUB GROUP INC CL A 443320106 8,651 173,714 SH   DFND 7 134,514 0 39,200
HUBBELL INC COM 443510607 172,658 1,632,852 SH   DFND 1,5 814 0 1,632,038
HUBBELL INC COM 443510607 3,130 29,600 SH   DFND 6 29,600 0 0
HUBSPOT INC COM 443573100 553,370 4,412,842 SH   DFND 1,5 1,209,735 0 3,203,107
HUBSPOT INC COM 443573100 5,618 44,800 SH   DFND 1,9 0 0 44,800
HUBSPOT INC COM 443573100 263 2,100 SH   DFND 6 2,100 0 0
HUBSPOT INC COM 443573100 477 3,800 SH   DFND 7 3,800 0 0
HUDBAY MINERALS INC COM 443628102 5,785 1,037,600 SH   DFND 1,5 0 0 1,037,600
HUDSON PAC PPTYS INC COM 444097109 71,845 2,027,800 SH   DFND 1 2,027,800 0 0
HUDSON PAC PPTYS INC COM 444097109 56,688 1,599,988 SH   DFND 1,5 78,550 0 1,521,438
HUDSON PAC PPTYS INC COM 444097109 1,812 51,150 SH   DFND 6 51,150 0 0
HUDSON PAC PPTYS INC COM 444097109 702 19,800 SH   DFND 7 0 0 19,800
HUGOTON RTY TR TEX UNIT BEN INT 444717102 33 50,000 SH   DFND 1,5 50,000 0 0
HUMANA INC COM 444859102 2,063 6,932 SH   DFND 1 6,932 0 0
HUMANA INC COM 444859102 3,462,878 11,634,841 SH   DFND 1,5 603,355 0 11,031,486
HUMANA INC COM 444859102 24,204 81,321 SH   DFND 3 81,321 0 0
HUMANA INC COM 444859102 36,766 123,528 SH   DFND 6 123,528 0 0
HUMANA INC COM 444859102 108,900 365,892 SH   DFND 7 284,938 0 80,954
HUNT COS FIN TR INC COM 44558T100 1,934 567,153 SH   DFND 1,5 0 0 567,153
HUNT J B TRANS SVCS INC COM 445658107 551 4,532 SH   DFND 1 4,532 0 0
HUNT J B TRANS SVCS INC COM 445658107 396,205 3,259,602 SH   DFND 1,5 234,077 0 3,025,525
HUNT J B TRANS SVCS INC COM 445658107 3,017 24,819 SH   DFND 3 24,819 0 0
HUNT J B TRANS SVCS INC COM 445658107 14,295 117,610 SH   DFND 6 117,610 0 0
HUNT J B TRANS SVCS INC COM 445658107 492 4,051 SH   DFND 7 51 0 4,000
HUNTINGTON BANCSHARES INC COM 446150104 430 29,102 SH   DFND 1 29,102 0 0
HUNTINGTON BANCSHARES INC COM 446150104 1,182,423 80,109,972 SH   DFND 1,5 753,169 0 79,356,803
HUNTINGTON BANCSHARES INC COM 446150104 937 63,466 SH   DFND 3 63,466 0 0
HUNTINGTON BANCSHARES INC COM 446150104 14,854 1,006,378 SH   DFND 6 1,006,378 0 0
HUNTINGTON BANCSHARES INC COM 446150104 85,041 5,761,605 SH   DFND 7 4,726,525 0 1,035,080
HUNTINGTON INGALLS INDS INC COM 446413106 818,020 3,773,331 SH   DFND 1,5 41,647 0 3,731,684
HUNTINGTON INGALLS INDS INC COM 446413106 2,025 9,339 SH   DFND 3 9,339 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 2,281 10,524 SH   DFND 6 10,524 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 4,401 20,300 SH   DFND 7 5,700 0 14,600
HUNTSMAN CORP COM 447011107 92,427 3,165,295 SH   DFND 1,5 42,851 0 3,122,444
HUNTSMAN CORP COM 447011107 5,344 183,016 SH   DFND 3 183,016 0 0
HUNTSMAN CORP COM 447011107 4,951 169,550 SH   DFND 7 169,550 0 0
HURCO COMPANIES INC COM 447324104 5,251 117,330 SH   DFND 1,5 59,401 0 57,929
HUYA INC ADS REP SHS A 44852D108 18,527 563,300 SH   DFND 1,5 22,200 0 541,100
HUYA INC ADS REP SHS A 44852D108 835 25,400 SH   DFND 6 25,400 0 0
HYATT HOTELS CORP COM CL A 448579102 35,825 464,360 SH   DFND 1,5 107,557 0 356,803
HYSTER YALE MATLS HANDLING I CL A 449172105 19,188 298,643 SH   DFND 1,5 34,913 0 263,730
IAC INTERACTIVECORP COM 44919P508 97,732 640,908 SH   DFND 1,5 12,813 0 628,095
IAC INTERACTIVECORP COM 44919P508 206 1,351 SH   DFND 3 1,351 0 0
IAC INTERACTIVECORP COM 44919P508 1,403 9,200 SH   DFND 6 9,200 0 0
IAMGOLD CORP COM 450913108 17,669 3,032,450 SH   DFND 1,5 1,550 0 3,030,900
IBERIABANK CORP COM 450828108 74,843 987,377 SH   DFND 6 987,377 0 0
IBERIABANK CORP COM 450828108 27,610 364,248 SH   DFND 7 171,738 0 192,510
ICF INTL INC COM 44925C103 62,450 878,965 SH   DFND 1,5 110,087 0 768,878
ICF INTL INC COM 44925C103 41,151 579,177 SH   DFND 6 579,177 0 0
ICF INTL INC COM 44925C103 17,252 242,819 SH   DFND 7 218,719 0 24,100
ICICI BK LTD ADR 45104G104 94,832 11,809,770 SH   DFND 1,5 455,680 0 11,354,090
ICON PLC SHS G4705A100 211,618 1,596,756 SH   DFND 1,5 112,232 0 1,484,524
ICON PLC SHS G4705A100 477 3,600 SH   DFND 7 0 0 3,600
ICU MED INC COM 44930G107 33,744 114,911 SH   DFND 1,5 0 0 114,911
ICU MED INC COM 44930G107 505 1,719 SH   DFND 3 1,719 0 0
IDACORP INC COM 451107106 258,509 2,802,567 SH   DFND 1,5 150,705 0 2,651,862
IDERA PHARMACEUTICALS INC COM NEW 45168K306 5,176 3,921,470 SH   DFND 1,5 0 0 3,921,470
IDEX CORP COM 45167R104 77,435 567,372 SH   DFND 1,5 15,769 0 551,603
IDEX CORP COM 45167R104 26,673 195,435 SH   DFND 6 195,435 0 0
IDEX CORP COM 45167R104 37,895 277,661 SH   DFND 7 63,823 0 213,838
IDEXX LABS INC COM 45168D104 30,096 138,095 SH   DFND 1,5 8,095 0 130,000
IDEXX LABS INC COM 45168D104 3,444 15,801 SH   DFND 3 15,801 0 0
IDEXX LABS INC COM 45168D104 1,802 8,270 SH   DFND 7 8,270 0 0
IHS MARKIT LTD SHS G47567105 859 16,645 SH   DFND 1 16,645 0 0
IHS MARKIT LTD SHS G47567105 864,605 16,759,165 SH   DFND 1,5 1,058,866 0 15,700,299
IHS MARKIT LTD SHS G47567105 1,379 26,730 SH   DFND 3 26,730 0 0
IHS MARKIT LTD SHS G47567105 6,762 131,072 SH   DFND 6 131,072 0 0
ILLINOIS TOOL WKS INC COM 452308109 87,490 631,515 SH   DFND 1,5 206,241 0 425,274
ILLINOIS TOOL WKS INC COM 452308109 24,217 174,802 SH   DFND 3 174,802 0 0
ILLUMINA INC COM 452327109 38,765 138,798 SH   DFND 1,5 35,160 0 103,638
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 8,558 6,500,000 PRN   DFND 1,5 0 0 0
ILLUMINA INC COM 452327109 24,461 87,582 SH   DFND 3 87,582 0 0
IMAGE SENSING SYS INC COM 45244C104 318 76,661 SH   DFND 1,5 9,148 0 67,513
IMMUNE DESIGN CORP COM 45252L103 5,389 1,184,492 SH   DFND 1,5 0 0 1,184,492
IMMUNOGEN INC COM 45253H101 84,477 8,682,134 SH   DFND 1,5 30,186 0 8,651,948
IMMUNOGEN INC COM 45253H101 215 22,100 SH   DFND 6 22,100 0 0
IMMUNOMEDICS INC COM 452907108 201,057 8,494,182 SH   DFND 1,5 0 0 8,494,182
IMPAX LABORATORIES INC NOTE 2.000% 6/1 45256BAE1 17 17,000 PRN   DFND   0 0 0
IMPERIAL OIL LTD COM NEW 453038408 261,339 7,861,996 SH   DFND 1,5 942,080 0 6,919,916
IMPERIAL OIL LTD COM NEW 453038408 7,319 220,182 SH   DFND 6 220,182 0 0
IMPERIAL OIL LTD COM NEW 453038408 28,175 847,593 SH   DFND 7 320,280 0 527,313
INCYTE CORP COM 45337C102 58,052 866,446 SH   DFND 1,5 0 0 866,446
INCYTE CORP COM 45337C102 4,017 59,957 SH   DFND 3 59,957 0 0
INDEPENDENCE CONTRACT DRIL I COM 453415309 3,718 902,530 SH   DFND 1,5 0 0 902,530
INDEPENDENT BANK CORP MASS COM 453836108 52,525 669,962 SH   DFND 1,5 0 0 669,962
INDEPENDENT BANK CORP MICH COM NEW 453838609 327 12,819 SH   DFND 6 12,819 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 1,971 77,289 SH   DFND 7 22,389 0 54,900
INFINERA CORPORATION COM 45667G103 222,006 22,357,099 SH   DFND 1,5 7,680,204 0 14,676,895
INFRAREIT INC COM 45685L100 44,262 1,996,480 SH   DFND 1,5 0 0 1,996,480
INFRAREIT INC COM 45685L100 479 21,600 SH   DFND 7 21,600 0 0
INGERSOLL-RAND PLC SHS G47791101 296,716 3,306,769 SH   DFND 1,5 55,536 0 3,251,233
INGERSOLL-RAND PLC SHS G47791101 7,677 85,552 SH   DFND 3 85,552 0 0
INGERSOLL-RAND PLC SHS G47791101 6,227 69,396 SH   DFND 6 69,396 0 0
INGERSOLL-RAND PLC SHS G47791101 90,108 1,004,213 SH   DFND 7 1,004,213 0 0
INGEVITY CORP COM 45688C107 70,062 866,464 SH   DFND 1,5 0 0 866,464
INGREDION INC COM 457187102 96,350 870,372 SH   DFND 1,5 850 0 869,522
INGREDION INC COM 457187102 3,019 27,271 SH   DFND 1,11 3,350 0 23,921
INGREDION INC COM 457187102 1,462 13,203 SH   DFND 3 13,203 0 0
INGREDION INC COM 457187102 1,981 17,895 SH   DFND 6 17,895 0 0
INGREDION INC COM 457187102 6,940 62,694 SH   DFND 7 48,994 0 13,700
INNOSPEC INC COM 45768S105 186,954 2,442,253 SH   DFND 1,5 257,047 0 2,185,206
INNOSPEC INC COM 45768S105 3,277 42,803 SH   DFND 1,11 5,147 0 37,656
INNOSPEC INC COM 45768S105 45,973 600,558 SH   DFND 6 600,558 0 0
INNOSPEC INC COM 45768S105 37,141 485,191 SH   DFND 7 212,030 0 273,161
INNOVIVA INC COM 45781M101 37,085 2,687,293 SH   DFND 1,5 450 0 2,686,843
INOGEN INC COM 45780L104 6,391 34,300 SH   DFND 1,5 1,800 0 32,500
INOVALON HLDGS INC COM CL A 45781D101 47,351 4,770,907 SH   DFND 1,5 0 0 4,770,907
INPHI CORP COM 45772F107 98,375 3,016,701 SH   DFND 1,5 116,716 0 2,899,985
INPHI CORP COM 45772F107 21,008 644,207 SH   DFND 1,9 0 0 644,207
INPHI CORP COM 45772F107 37,040 1,135,839 SH   DFND 6 1,135,839 0 0
INPHI CORP COM 45772F107 37,252 1,142,343 SH   DFND 7 429,100 0 713,243
INSIGHT ENTERPRISES INC COM 45765U103 17,753 362,831 SH   DFND 1,5 45,169 0 317,662
INSMED INC COM PAR $.01 457669307 252 10,672 SH   DFND 1 10,672 0 0
INSMED INC COM PAR $.01 457669307 263,385 11,136,798 SH   DFND 1,5 184,635 0 10,952,163
INSMED INC COM PAR $.01 457669307 1,561 66,000 SH   DFND 6 66,000 0 0
INSMED INC COM PAR $.01 457669307 6,622 280,000 SH   DFND 7 280,000 0 0
INSPERITY INC COM 45778Q107 94,437 991,464 SH   DFND 1,5 70 0 991,394
INSPIRE MED SYS INC COM 457730109 11,340 318,000 SH   DFND 1,5 18,000 0 300,000
INSTALLED BLDG PRODS INC COM 45780R101 18,173 321,367 SH   DFND 6 321,367 0 0
INSTALLED BLDG PRODS INC COM 45780R101 5,917 104,638 SH   DFND 7 104,638 0 0
INSTRUCTURE INC COM 45781U103 40,318 947,545 SH   DFND 1,5 10,571 0 936,974
INSULET CORP COM 45784P101 738,191 8,613,666 SH   DFND 1,5 1,371,941 0 7,241,725
INSULET CORP COM 45784P101 1,278 14,915 SH   DFND 6 14,915 0 0
INSULET CORP COM 45784P101 9,624 112,300 SH   DFND 7 112,300 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 665,309 10,329,276 SH   DFND 1,5 247,300 0 10,081,976
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 32,772 508,802 SH   DFND 6 508,802 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 15,461 240,042 SH   DFND 7 240,042 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 65,566 2,056,643 SH   DFND 1,5 50,156 0 2,006,487
INTEGRATED DEVICE TECHNOLOGY COM 458118106 5,768 180,933 SH   DFND 1,11 21,265 0 159,668
INTEL CORP COM 458140100 965 19,417 SH   DFND 1 19,417 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 51,687 21,595,000 PRN   DFND 1,5 0 0 0
INTEL CORP COM 458140100 2,245,597 45,173,941 SH   DFND 1,5 1,901,861 0 43,272,080
INTEL CORP COM 458140100 67,939 1,366,700 SH   DFND 1,9 0 0 1,366,700
INTEL CORP COM 458140100 125,572 2,526,090 SH   DFND 3 2,526,090 0 0
INTEL CORP COM 458140100 35,797 720,124 SH   DFND 6 720,124 0 0
INTEL CORP COM 458140100 103,133 2,074,701 SH   DFND 7 1,656,901 0 417,800
INTELLIA THERAPEUTICS INC COM 45826J105 67,478 2,466,290 SH   DFND 1,5 583,740 0 1,882,550
INTELLIA THERAPEUTICS INC COM 45826J105 624 22,797 SH   DFND 3 22,797 0 0
INTELLIA THERAPEUTICS INC COM 45826J105 1,085 39,668 SH   DFND 6 39,668 0 0
INTER PARFUMS INC COM 458334109 22,812 426,400 SH   DFND 1,5 0 0 426,400
INTERACTIVE BROKERS GROUP IN COM 45841N107 3,483 54,073 SH   DFND 1,5 53,273 0 800
INTERACTIVE BROKERS GROUP IN COM 45841N107 206 3,191 SH   DFND 6 3,191 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 5,338 82,873 SH   DFND 7 58,873 0 24,000
INTERCEPT PHARMACEUTICALS IN COM 45845P108 349,509 4,165,289 SH   DFND 1,5 132,924 0 4,032,365
INTERCEPT PHARMACEUTICALS IN COM 45845P108 7,102 84,643 SH   DFND 6 84,643 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 15,725 187,400 SH   DFND 7 54,700 0 132,700
INTERCONTINENTAL EXCHANGE IN COM 45866F104 188,099 2,557,436 SH   DFND 1,5 241,828 0 2,315,608
INTERCONTINENTAL EXCHANGE IN COM 45866F104 25,505 346,772 SH   DFND 3 346,772 0 0
INTERCONTINENTAL HOTELS GROU SPONSORED ADR 45857P707 278,250 4,439,925 SH   DFND 1,5 190,411 0 4,249,514
INTERCONTINENTAL HOTELS GROU SPONSORED ADR 45857P707 23,180 369,873 SH   DFND 6 369,873 0 0
INTERCONTINENTAL HOTELS GROU SPONSORED ADR 45857P707 10,108 161,289 SH   DFND 7 161,289 0 0
INTERDIGITAL INC COM 45867G101 104,537 1,292,175 SH   DFND 1,5 38,765 0 1,253,410
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 3,930 3,205,000 PRN   DFND 1,5 0 0 0
INTERFACE INC COM 458665304 54,234 2,363,143 SH   DFND 1,5 15,230 0 2,347,913
INTERFACE INC COM 458665304 5,029 219,118 SH   DFND 1,11 25,717 0 193,401
INTERNATIONAL BUSINESS MACHS COM 459200101 450,659 3,225,908 SH   DFND 1,5 160,685 0 3,065,223
INTERNATIONAL BUSINESS MACHS COM 459200101 97,986 701,402 SH   DFND 3 701,402 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,782 12,757 SH   DFND 6 12,757 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 4,820 34,505 SH   DFND 7 0 0 34,505
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,624 13,099 SH   DFND 3 13,099 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 21,512 925,630 SH   DFND 1,5 32,831 0 892,799
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 1,285 55,300 SH   DFND 6 55,300 0 0
INTERNATIONAL SEAWAYS INC COM Y41053102 2,037 88,008 SH   DFND 1,5 8,588 0 79,420
INTERPUBLIC GROUP COS INC COM 460690100 658,678 28,100,616 SH   DFND 1,5 513,157 0 27,587,459
INTERPUBLIC GROUP COS INC COM 460690100 60,294 2,572,276 SH   DFND 3 2,572,276 0 0
INTERPUBLIC GROUP COS INC COM 460690100 21,383 912,251 SH   DFND 6 912,251 0 0
INTERPUBLIC GROUP COS INC COM 460690100 21,540 918,960 SH   DFND 7 660 0 918,300
INTERSECT ENT INC COM 46071F103 5,636 150,496 SH   DFND 1,5 4,558 0 145,938
INTERSECT ENT INC COM 46071F103 13,036 348,090 SH   DFND 6 348,090 0 0
INTERSECT ENT INC COM 46071F103 21,335 569,694 SH   DFND 7 177,576 0 392,118
INTERXION HOLDING N.V SHS N47279109 55,068 882,215 SH   DFND 1,5 1,406 0 880,809
INTERXION HOLDING N.V SHS N47279109 3,002 48,100 SH   DFND 6 48,100 0 0
INTL FCSTONE INC COM 46116V105 16,589 320,816 SH   DFND 1,5 0 0 320,816
INTL PAPER CO COM 460146103 10,416 200,000 SH   DFND 1,5 0 0 200,000
INTL PAPER CO COM 460146103 17,071 327,786 SH   DFND 3 327,786 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 144,973 8,204,457 SH   DFND 1,5 2,422,408 0 5,782,049
INTREPID POTASH INC COM 46121Y102 14,243 3,474,021 SH   DFND 1,5 33,315 0 3,440,706
INTREPID POTASH INC COM 46121Y102 3,205 781,595 SH   DFND 6 781,595 0 0
INTREXON CORP COM 46122T102 69,478 4,984,077 SH   DFND 1,5 564,963 0 4,419,114
INTUIT COM 461202103 1,091 5,342 SH   DFND 1 5,342 0 0
INTUIT COM 461202103 1,877,441 9,189,405 SH   DFND 1,5 960,036 0 8,229,369
INTUIT COM 461202103 172,406 843,864 SH   DFND 1,9 264 0 843,600
INTUIT COM 461202103 34,967 171,150 SH   DFND 3 171,150 0 0
INTUIT COM 461202103 4,197 20,541 SH   DFND 6 20,541 0 0
INTUIT COM 461202103 23,053 112,834 SH   DFND 7 112,834 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 1,379 2,882 SH   DFND 1 2,882 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 3,068,674 6,413,379 SH   DFND 1,5 620,849 0 5,792,530
INTUITIVE SURGICAL INC COM NEW 46120E602 38,935 81,372 SH   DFND 3 81,372 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 23,292 48,679 SH   DFND 6 48,679 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 39,875 83,336 SH   DFND 7 67,236 0 16,100
INVESCO EXCHANGE TRADED FD T S&P500 QUALITY 46137V241 284 9,453 SH   DFND 3 9,453 0 0
INVESCO EXCHANGE TRADED FD T S&P500 EQL WGT 46137V357 713 7,003 SH   DFND 3 7,003 0 0
INVESCO EXCHANGE TRADED FD T DWA MOMENTUM 46137V837 224 4,062 SH   DFND 3 4,062 0 0
INVESCO LTD SHS G491BT108 91,883 3,459,444 SH   DFND 1,5 16,119 0 3,443,325
INVESCO LTD SHS G491BT108 632 23,812 SH   DFND 3 23,812 0 0
INVESCO LTD SHS G491BT108 275 10,340 SH   DFND 7 10,340 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 22,298 1,402,406 SH   DFND 1,5 0 0 1,402,406
INVESCO QQQ TR UNIT SER 1 46090E103 24,997 145,627 SH   DFND 3 145,627 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 22,908 1,095,021 SH   DFND 1,5 0 0 1,095,021
INVESTORS BANCORP INC NEW COM 46146L101 62,245 4,866,700 SH   DFND 1,5 153,800 0 4,712,900
INVESTORS BANCORP INC NEW COM 46146L101 2,855 223,215 SH   DFND 7 223,215 0 0
INVESTORS TITLE CO COM 461804106 5,631 30,492 SH   DFND 1,5 1,117 0 29,375
INVITATION HOMES INC COM 46187W107 424 18,400 SH   DFND 6 18,400 0 0
INVITATION HOMES INC COM 46187W107 2,500 108,400 SH   DFND 7 29,400 0 79,000
INVUITY INC COM NEW 46187J205 3,026 775,802 SH   DFND 1,5 25,299 0 750,503
INVUITY INC COM NEW 46187J205 181 46,400 SH   DFND 6 46,400 0 0
IONIS PHARMACEUTICALS INC COM 462222100 784,207 18,819,457 SH   DFND 1,5 5,000,826 0 13,818,631
IONIS PHARMACEUTICALS INC COM 462222100 358 8,600 SH   DFND 6 8,600 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 24,240 1,893,746 SH   DFND 1,5 21,500 0 1,872,246
IPG PHOTONICS CORP COM 44980X109 90,780 411,457 SH   DFND 1,5 39,323 0 372,134
IPG PHOTONICS CORP COM 44980X109 412 1,867 SH   DFND 3 1,867 0 0
IPG PHOTONICS CORP COM 44980X109 949 4,300 SH   DFND 7 4,300 0 0
IQVIA HLDGS INC COM 46266C105 40,876 409,493 SH   DFND 1,5 58,500 0 350,993
IQVIA HLDGS INC COM 46266C105 2,453 24,574 SH   DFND 3 24,574 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 147,095 1,813,077 SH   DFND 1,5 22,751 0 1,790,326
IRHYTHM TECHNOLOGIES INC COM 450056106 636 7,836 SH   DFND 3 7,836 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 4,196 51,725 SH   DFND 6 51,725 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 18,969 1,178,188 SH   DFND 1,5 0 0 1,178,188
IROBOT CORP COM 462726100 159,565 2,105,907 SH   DFND 1,5 582,872 0 1,523,035
IRON MTN INC NEW COM 46284V101 1,622 46,323 SH   DFND 3 46,323 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 344,072 17,995,391 SH   DFND 1,5 3,588,925 0 14,406,466
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 369 19,306 SH   DFND 3 19,306 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 1,411 73,803 SH   DFND 6 73,803 0 0
IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 5,744 332,194 SH   DFND 1,5 10,380 0 321,814
ISHARES GOLD TRUST ISHARES 464285105 2,995 249,169 SH   DFND 3 249,169 0 0
ISHARES INC MSCI JPN ETF NEW 46434G822 46,969 811,062 SH   DFND 1 811,062 0 0
ISHARES INC MSCI GBL ETF NEW 46434G848 1,868 57,237 SH   DFND 1 57,237 0 0
ISHARES INC MSCI JPN ETF NEW 46434G822 326,516 5,638,337 SH   DFND 1,5 0 0 5,638,337
ISHARES INC CORE MSCI EMKT 46434G103 21,809 415,337 SH   DFND 1,5 0 0 415,337
ISHARES INC MIN VOL EMRG MKT 464286533 635 10,984 SH   DFND 3 10,984 0 0
ISHARES INC MSCI HONG KG ETF 464286871 224 9,249 SH   DFND 3 9,249 0 0
ISHARES INC MSCI EURZONE ETF 464286608 629 15,331 SH   DFND 3 15,331 0 0
ISHARES INC MSCI STH KOR ETF 464286772 101,747 1,502,687 SH   DFND 3 1,502,687 0 0
ISHARES INC MSCI JPN ETF NEW 46434G822 797,986 13,779,759 SH   DFND 3 13,779,759 0 0
ISHARES INC MSCI PAC JP ETF 464286665 209 4,548 SH   DFND 3 4,548 0 0
ISHARES INC MSCI AUST ETF 464286103 130,817 5,785,783 SH   DFND 3 5,785,783 0 0
ISHARES INC CORE MSCI EMKT 46434G103 1,752,180 33,368,496 SH   DFND 3 33,368,496 0 0
ISHARES INC MSCI CDA ETF 464286509 347 12,169 SH   DFND 3 12,169 0 0
ISHARES INC MSCI CDA ETF 464286509 606 21,244 SH   DFND 6 6,000 0 15,244
ISHARES INC MIN VOL EMRG MKT 464286533 3,132 54,147 SH   DFND 6 42,751 0 11,396
ISHARES INC MIN VOL EMRG MKT 464286533 10,834 187,304 SH   DFND 7 187,304 0 0
ISHARES INC MSCI STH KOR ETF 464286772 3,968 58,600 SH   DFND 7 58,600 0 0
ISHARES TR JPMORGAN USD EMG 464288281 10,976 102,800 SH   DFND 1 0 0 102,800
ISHARES TR CORE S&P TTL STK 464287150 10,837 173,338 SH   DFND 1 173,338 0 0
ISHARES TR 20 YR TR BD ETF 464287432 46,034 378,198 SH   DFND 1 378,198 0 0
ISHARES TR TIPS BD ETF 464287176 246,598 2,184,796 SH   DFND 1 2,184,796 0 0
ISHARES TR SHORT TREAS BD 464288679 3,926 35,550 SH   DFND 1 35,550 0 0
ISHARES TR CORE S&P500 ETF 464287200 483,851 1,772,025 SH   DFND 1 1,772,025 0 0
ISHARES TR TIPS BD ETF 464287176 4,782 42,368 SH   DFND 1,5 42,368 0 0
ISHARES TR JPMORGAN USD EMG 464288281 199,205 1,865,739 SH   DFND 1,5 102 0 1,865,637
ISHARES TR MSCI EAFE ETF 464287465 8,506 127,014 SH   DFND 1,5 105 0 126,909
ISHARES TR RUS 1000 VAL ETF 464287598 131,027 1,079,479 SH   DFND 1,5 1,079,479 0 0
ISHARES TR CORE S&P500 ETF 464287200 1,532,580 5,612,817 SH   DFND 1,5 25,543 0 5,587,274
ISHARES TR CORE MSCI EAFE 46432F842 96,211 1,518,247 SH   DFND 1,5 1,518,247 0 0
ISHARES TR CORE US AGGBD ET 464287226 17,557 165,133 SH   DFND 1,5 0 0 165,133
ISHARES TR MSCI EMG MKT ETF 464287234 27,142 626,400 SH   DFND 1,5 0 0 626,400
ISHARES TR 20 YR TR BD ETF 464287432 512,598 4,211,285 SH   DFND 1,5 28,588 0 4,182,697
ISHARES TR RUS 2000 GRW ETF 464287648 96,895 474,208 SH   DFND 1,5 8 0 474,200
ISHARES TR RUS 2000 VAL ETF 464287630 3,767 28,553 SH   DFND 1,5 28,553 0 0
ISHARES TR EAFE SML CP ETF 464288273 63,454 1,011,387 SH   DFND 1,5 54,282 0 957,105
ISHARES TR NA TEC SFTWR ETF 464287515 244 1,333 SH   DFND 1,5 1,333 0 0
ISHARES TR CORE S&P MCP ETF 464287507 3,531 18,128 SH   DFND 1,5 18,128 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 69,777 485,237 SH   DFND 1,5 485,237 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 9,511 219,500 SH   DFND 1,10 219,500 0 0
ISHARES TR MRNGSTR LG-CP ET 464287127 398 2,585 SH   DFND 3 2,585 0 0
ISHARES TR S&P 500 VAL ETF 464287408 187,674 1,704,114 SH   DFND 3 1,704,114 0 0
ISHARES TR CORE MSCI EAFE 46432F842 189,286 2,987,005 SH   DFND 3 2,987,005 0 0
ISHARES TR HDG MSCI EAFE 46434V803 212 7,169 SH   DFND 3 7,169 0 0
ISHARES TR U.S. REAL ES ETF 464287739 44,677 554,443 SH   DFND 3 554,443 0 0
ISHARES TR EAFE GRWTH ETF 464288885 296,115 3,757,808 SH   DFND 3 3,757,808 0 0
ISHARES TR US INDUSTRIALS 464287754 646 4,498 SH   DFND 3 4,498 0 0
ISHARES TR GLB INFRASTR ETF 464288372 214 4,978 SH   DFND 3 4,978 0 0
ISHARES TR GLOBAL 100 ETF 464287572 284 6,213 SH   DFND 3 6,213 0 0
ISHARES TR S&P MC 400VL ETF 464287705 3,299 20,362 SH   DFND 3 20,362 0 0
ISHARES TR RUS MD CP GR ETF 464287481 192,462 1,518,681 SH   DFND 3 1,518,681 0 0
ISHARES TR RUS 2000 GRW ETF 464287648 98,841 483,732 SH   DFND 3 483,732 0 0
ISHARES TR DOW JONES US ETF 464287846 940 6,898 SH   DFND 3 6,898 0 0
ISHARES TR CORE S&P TTL STK 464287150 11,330 181,216 SH   DFND 3 181,216 0 0
ISHARES TR U.S. FIN SVC ETF 464287770 372 2,867 SH   DFND 3 2,867 0 0
ISHARES TR EDGE MSCI USA VL 46432F388 61,017 738,615 SH   DFND 3 738,615 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 20,368 124,371 SH   DFND 3 124,371 0 0
ISHARES TR CORE S&P MCP ETF 464287507 49,971 256,550 SH   DFND 3 256,550 0 0
ISHARES TR MSCI EAFE ETF 464287465 449,764 6,715,900 SH   DFND 3 6,715,900 0 0
ISHARES TR RUSSELL 3000 ETF 464287689 2,177 13,417 SH   DFND 3 13,417 0 0
ISHARES TR CORE HIGH DV ETF 46429B663 158,421 1,863,998 SH   DFND 3 1,863,998 0 0
ISHARES TR NA TEC SFTWR ETF 464287515 340 1,864 SH   DFND 3 1,864 0 0
ISHARES TR CORE MSCI TOTAL 46432F834 1,456 24,217 SH   DFND 3 24,217 0 0
ISHARES TR AGGRES ALLOC ETF 464289859 287 5,370 SH   DFND 3 5,370 0 0
ISHARES TR S&P US PFD STK 464288687 355,991 9,440,228 SH   DFND 3 9,440,228 0 0
ISHARES TR MIN VOL EAFE ETF 46429B689 1,128 15,856 SH   DFND 3 15,856 0 0
ISHARES TR MIN VOL USA ETF 46429B697 41,993 789,936 SH   DFND 3 789,936 0 0
ISHARES TR PHLX SEMICND ETF 464287523 338 1,896 SH   DFND 3 1,896 0 0
ISHARES TR TIPS BD ETF 464287176 886 7,852 SH   DFND 3 7,852 0 0
ISHARES TR CORE S&P SCP ETF 464287804 1,381,932 16,558,012 SH   DFND 3 16,558,012 0 0
ISHARES TR CORE DIV GRWTH 46434V621 92,599 2,701,249 SH   DFND 3 2,701,249 0 0
ISHARES TR EAFE VALUE ETF 464288877 201,290 3,920,333 SH   DFND 3 3,920,333 0 0
ISHARES TR SP SMCP600VL ETF 464287879 272,758 1,670,597 SH   DFND 3 1,670,597 0 0
ISHARES TR CORE S&P US GWT 464287671 41,636 727,904 SH   DFND 3 727,904 0 0
ISHARES TR NASDAQ BIOTECH 464287556 1,330 12,112 SH   DFND 3 12,112 0 0
ISHARES TR U.S. MED DVC ETF 464288810 579 2,883 SH   DFND 3 2,883 0 0
ISHARES TR RUS 1000 ETF 464287622 804,901 5,296,100 SH   DFND 3 5,296,100 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 10,336 78,348 SH   DFND 3 78,348 0 0
ISHARES TR S&P 500 GRWT ETF 464287309 148,434 912,821 SH   DFND 3 912,821 0 0
ISHARES TR MSCI ACWI EX US 464288240 546 11,655 SH   DFND 3 11,655 0 0
ISHARES TR CORE S&P500 ETF 464287200 390,782 1,431,175 SH   DFND 3 1,431,175 0 0
ISHARES TR U.S. TECH ETF 464287721 905 5,077 SH   DFND 3 5,077 0 0
ISHARES TR EAFE SML CP ETF 464288273 431,361 6,875,372 SH   DFND 3 6,875,372 0 0
ISHARES TR MSCI CHINA ETF 46429B671 270,754 4,191,242 SH   DFND 3 4,191,242 0 0
ISHARES TR U.S. FINLS ETF 464287788 72,102 615,261 SH   DFND 3 615,261 0 0
ISHARES TR USA MOMENTUM FCT 46432F396 3,787 34,517 SH   DFND 3 34,517 0 0
ISHARES TR USA QUALITY FCTR 46432F339 46,321 555,070 SH   DFND 3 555,070 0 0
ISHARES TR US HLTHCARE ETF 464287762 388 2,175 SH   DFND 3 2,175 0 0
ISHARES TR NATIONAL MUN ETF 464288414 180,123 1,651,894 SH   DFND 3 1,651,894 0 0
ISHARES TR MSCI ACWI ETF 464288257 910 12,790 SH   DFND 3 12,790 0 0
ISHARES TR 1 3 YR CR BD ETF 464288646 354,408 3,417,626 SH   DFND 3 3,417,626 0 0
ISHARES TR RUS MID CAP ETF 464287499 40,704 191,871 SH   DFND 3 191,871 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 495 11,528 SH   DFND 3 11,528 0 0
ISHARES TR IBOXX HI YD ETF 464288513 95,033 1,116,988 SH   DFND 3 1,116,988 0 0
ISHARES TR S&P SML 600 GWT 464287887 261,327 1,382,978 SH   DFND 3 1,382,978 0 0
ISHARES TR CUR HD EURZN ETF 46434V639 141,289 4,700,239 SH   DFND 3 4,700,239 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 1,468,227 12,096,124 SH   DFND 3 12,096,124 0 0
ISHARES TR 0-5YR HI YL CP 46434V407 112,887 2,421,437 SH   DFND 3 2,421,437 0 0
ISHARES TR CORE MSCI EURO 46434V738 340 7,150 SH   DFND 3 7,150 0 0
ISHARES TR US HOME CONS ETF 464288752 265 6,953 SH   DFND 3 6,953 0 0
ISHARES TR INTL DEV RE ETF 464288489 42,959 1,472,206 SH   DFND 3 1,472,206 0 0
ISHARES TR RUS TP200 GR ETF 464289438 333 4,262 SH   DFND 3 4,262 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 1,933,493 13,445,709 SH   DFND 3 13,445,709 0 0
ISHARES TR S&P MC 400GR ETF 464287606 17,234 76,669 SH   DFND 3 76,669 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 444,632 5,024,660 SH   DFND 3 5,024,660 0 0
ISHARES TR S&P 100 ETF 464287101 24,672 206,288 SH   DFND 3 206,288 0 0
ISHARES TR MRNING SM CP ETF 464288703 238 1,564 SH   DFND 3 1,564 0 0
ISHARES TR N AMER TECH ETF 464287549 536 2,781 SH   DFND 3 2,781 0 0
ISHARES TR MRNGSTR LG-CP GR 464287119 440 2,541 SH   DFND 3 2,541 0 0
ISHARES TR CORE US AGGBD ET 464287226 394,837 3,713,670 SH   DFND 3 3,713,670 0 0
ISHARES TR BARCLAYS 7 10 YR 464287440 547,028 5,336,341 SH   DFND 3 5,336,341 0 0
ISHARES TR U.S. CNSM GD ETF 464287812 273 2,304 SH   DFND 3 2,304 0 0
ISHARES TR CORE S&P US VLU 464287663 3,299 61,463 SH   DFND 3 61,463 0 0
ISHARES TR US AER DEF ETF 464288760 792 4,114 SH   DFND 3 4,114 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 284,890 6,574,889 SH   DFND 3 6,574,889 0 0
ISHARES TR IBOXX INV CP ETF 464287242 218,043 1,903,138 SH   DFND 3 1,903,138 0 0
ISHARES TR SELECT DIVID ETF 464287168 7,506 76,793 SH   DFND 3 76,793 0 0
ISHARES TR INTL SEL DIV ETF 464288448 1,015 31,682 SH   DFND 3 31,682 0 0
ISHARES TR GLOBAL TECH ETF 464287291 328 1,983 SH   DFND 3 1,983 0 0
ISHARES TR CORE MSCI EAFE 46432F842 40,126 633,200 SH   DFND 6 633,200 0 0
ISHARES TR CORE S&P500 ETF 464287200 8,000 29,300 SH   DFND 6 29,300 0 0
ISHARES TR 20 YR TR BD ETF 464287432 475 3,904 SH   DFND 6 0 0 3,904
ISHARES TR EAFE SML CP ETF 464288273 5,255 83,751 SH   DFND 6 59,239 0 24,512
ISHARES TR TIPS BD ETF 464287176 803 7,115 SH   DFND 6 0 0 7,115
ISHARES TR CORE US AGGBD ET 464287226 154,304 1,451,313 SH   DFND 6 1,206,381 0 244,932
ISHARES TR MIN VOL EAFE ETF 46429B689 27,124 381,283 SH   DFND 6 317,203 0 64,080
ISHARES TR MIN VOL USA ETF 46429B697 41,764 785,630 SH   DFND 6 546,040 0 239,590
ISHARES TR RUSSELL 2000 ETF 464287655 1,755 10,719 SH   DFND 6 0 0 10,719
ISHARES TR JPMORGAN USD EMG 464288281 5,277 49,425 SH   DFND 6 35,379 0 14,046
ISHARES TR MSCI EMG MKT ETF 464287234 21,777 502,595 SH   DFND 6 491,000 0 11,595
ISHARES TR MSCI EAFE ETF 464287465 4,128 61,633 SH   DFND 6 5,242 0 56,391
ISHARES TR MSCI INDIA ETF 46429B598 14,210 426,847 SH   DFND 7 426,847 0 0
ISHARES TR CORE MSCI EAFE 46432F842 89,098 1,406,001 SH   DFND 7 1,406,001 0 0
ISHARES TR CORE S&P TTL STK 464287150 12,271 196,271 SH   DFND 7 196,271 0 0
ISHARES TR MIN VOL EAFE ETF 46429B689 840 11,813 SH   DFND 7 11,813 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 6,803 157,000 SH   DFND 7 157,000 0 0
ISHARES TR CORE US AGGBD ET 464287226 2,309 21,721 SH   DFND 7 21,721 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 1,002 6,117 SH   DFND 7 6,117 0 0
ISHARES TR MIN VOL USA ETF 46429B697 2,272 42,736 SH   DFND 7 42,736 0 0
ISTAR INC COM 45031U101 65,963 6,113,367 SH   DFND 1,5 0 0 6,113,367
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 135 12,994 SH   DFND 1 12,994 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 214,478 20,662,619 SH   DFND 1,5 609,083 0 20,053,536
ITRON INC COM 465741106 10,965 182,606 SH   DFND 1,5 1,306 0 181,300
ITRON INC COM 465741106 2,534 42,200 SH   DFND 6 42,200 0 0
ITT INC COM 45073V108 261,814 5,008,882 SH   DFND 1,5 21,004 0 4,987,878
ITT INC COM 45073V108 5,303 101,452 SH   DFND 1,11 12,112 0 89,340
ITT INC COM 45073V108 342 6,536 SH   DFND 3 6,536 0 0
ITT INC COM 45073V108 55,222 1,056,470 SH   DFND 6 1,056,470 0 0
ITT INC COM 45073V108 26,062 498,603 SH   DFND 7 392,603 0 106,000
ITURAN LOCATION AND CONTROL SHS M6158M104 60,327 1,987,713 SH   DFND 1,5 869 0 1,986,844
J & J SNACK FOODS CORP COM 466032109 22,247 145,912 SH   DFND 1,5 0 0 145,912
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 5,473 4,050,000 PRN   DFND 1,5 0 0 0
J2 GLOBAL INC COM 48123V102 397,521 4,589,779 SH   DFND 1,5 20,250 0 4,569,529
J2 GLOBAL INC COM 48123V102 6,424 74,176 SH   DFND 1,11 8,882 0 65,294
J2 GLOBAL INC COM 48123V102 11,446 132,155 SH   DFND 6 132,155 0 0
JABIL INC COM 466313103 225,766 8,162,183 SH   DFND 1,5 209 0 8,161,974
JABIL INC COM 466313103 1,001 36,194 SH   DFND 3 36,194 0 0
JABIL INC COM 466313103 678 24,500 SH   DFND 7 24,500 0 0
JACK IN THE BOX INC COM 466367109 3,795 44,588 SH   DFND 1,5 0 0 44,588
JACK IN THE BOX INC COM 466367109 12,840 150,849 SH   DFND 6 150,849 0 0
JACK IN THE BOX INC COM 466367109 4,213 49,500 SH   DFND 7 49,500 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 258,776 4,075,857 SH   DFND 1,5 6,266 0 4,069,591
JACOBS ENGR GROUP INC DEL COM 469814107 5,261 82,858 SH   DFND 3 82,858 0 0
JAMES RIV GROUP LTD COM G5005R107 16,999 432,655 SH   DFND 6 432,655 0 0
JAMES RIV GROUP LTD COM G5005R107 5,646 143,700 SH   DFND 7 143,700 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 16,013 14,730,000 PRN   DFND 1,5 0 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 706 4,100 SH   DFND 1 4,100 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 1,113,997 6,465,451 SH   DFND 1,5 163,092 0 6,302,359
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 7,371 42,777 SH   DFND 3 42,777 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 18,183 105,530 SH   DFND 6 105,530 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 2,946 17,100 SH   DFND 7 17,100 0 0
JBG SMITH PPTYS COM 46590V100 85,062 2,332,380 SH   DFND 1,5 381,779 0 1,950,601
JD COM INC SPON ADR CL A 47215P106 900,647 23,123,146 SH   DFND 1,5 3,450,552 0 19,672,594
JD COM INC SPON ADR CL A 47215P106 332,662 8,540,745 SH   DFND 1,9 251,242 0 8,289,503
JD COM INC SPON ADR CL A 47215P106 1,822 46,773 SH   DFND 3 46,773 0 0
JD COM INC SPON ADR CL A 47215P106 24,995 641,710 SH   DFND 6 641,710 0 0
JD COM INC SPON ADR CL A 47215P106 12,870 330,420 SH   DFND 7 330,420 0 0
JEFFERIES FINL GROUP INC COM 47233W109 1,280 56,280 SH   DFND 3 56,280 0 0
JELD-WEN HLDG INC COM 47580P103 176,355 6,168,424 SH   DFND 1,5 805,665 0 5,362,759
JETBLUE AIRWAYS CORP COM 477143101 272,656 14,365,419 SH   DFND 1,5 3,205,184 0 11,160,235
JETBLUE AIRWAYS CORP COM 477143101 3,321 174,971 SH   DFND 3 174,971 0 0
JIANPU TECHNOLOGY INC ADR 47738D101 26,118 3,951,300 SH   DFND 1,9 0 0 3,951,300
JIANPU TECHNOLOGY INC ADR 47738D101 1,949 294,800 SH   DFND 7 294,800 0 0
JMP GROUP LLC COM 46629U107 2,721 506,700 SH   DFND 1,5 0 0 506,700
JOHN BEAN TECHNOLOGIES CORP COM 477839104 47,285 531,891 SH   DFND 1,5 0 0 531,891
JOHNSON & JOHNSON COM 478160104 1,874,362 15,447,190 SH   DFND 1,5 618,200 0 14,828,990
JOHNSON & JOHNSON COM 478160104 365,278 3,010,370 SH   DFND 3 3,010,370 0 0
JOHNSON & JOHNSON COM 478160104 21,967 181,038 SH   DFND 6 181,038 0 0
JOHNSON & JOHNSON COM 478160104 92,298 760,655 SH   DFND 7 30,846 0 729,809
JOHNSON CTLS INTL PLC SHS G51502105 128,423 3,839,241 SH   DFND 1,5 94,165 0 3,745,076
JOHNSON CTLS INTL PLC SHS G51502105 5,594 167,249 SH   DFND 3 167,249 0 0
JOHNSON OUTDOORS INC CL A 479167108 32,947 389,762 SH   DFND 1,5 78 0 389,684
JONES LANG LASALLE INC COM 48020Q107 52,443 315,939 SH   DFND 1,5 119 0 315,820
JONES LANG LASALLE INC COM 48020Q107 415 2,503 SH   DFND 3 2,503 0 0
JOUNCE THERAPEUTICS INC COM 481116101 22,538 2,942,332 SH   DFND 1,5 371,578 0 2,570,754
JPMORGAN CHASE & CO COM 46625H100 3,540 33,977 SH   DFND 1 33,977 0 0
JPMORGAN CHASE & CO COM 46625H100 8,698,533 83,479,201 SH   DFND 1,5 7,381,528 0 76,097,673
JPMORGAN CHASE & CO COM 46625H100 404,996 3,886,718 SH   DFND 3 3,886,718 0 0
JPMORGAN CHASE & CO COM 46625H100 125,546 1,204,860 SH   DFND 6 1,204,860 0 0
JPMORGAN CHASE & CO COM 46625H100 271,421 2,604,809 SH   DFND 7 696,526 0 1,908,283
JUNIPER NETWORKS INC COM 48203R104 116,960 4,265,502 SH   DFND 1,5 231,790 0 4,033,712
JUNIPER NETWORKS INC COM 48203R104 4,724 172,294 SH   DFND 3 172,294 0 0
JUNIPER NETWORKS INC COM 48203R104 1,472 53,694 SH   DFND 7 20,594 0 33,100
KAISER ALUMINUM CORP COM PAR $0.01 483007704 14,063 135,078 SH   DFND 6 135,078 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 8,012 76,955 SH   DFND 7 69,255 0 7,700
KALA PHARMACEUTICALS INC COM 483119103 6,305 459,200 SH   DFND 1,5 0 0 459,200
KAMAN CORP COM 483548103 62,578 897,948 SH   DFND 1,5 6,255 0 891,693
KANSAS CITY SOUTHERN COM NEW 485170302 9,155 86,400 SH   DFND 1,5 0 0 86,400
KANSAS CITY SOUTHERN COM NEW 485170302 2,119 20,002 SH   DFND 3 20,002 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 1,395 40,438 SH   DFND 1,5 40,438 0 0
KAR AUCTION SVCS INC COM 48238T109 270,680 4,939,423 SH   DFND 1,5 201,984 0 4,737,439
KAR AUCTION SVCS INC COM 48238T109 6,311 115,160 SH   DFND 3 115,160 0 0
KAR AUCTION SVCS INC COM 48238T109 252 4,590 SH   DFND 6 4,590 0 0
KAR AUCTION SVCS INC COM 48238T109 4,250 77,560 SH   DFND 7 65,360 0 12,200
KARYOPHARM THERAPEUTICS INC COM 48576U106 26,168 1,540,183 SH   DFND 1,5 0 0 1,540,183
KB HOME NOTE 1.375% 2/0 48666KAS8 135 124,000 PRN   DFND   0 0 0
KBR INC COM 48242W106 54,458 3,038,959 SH   DFND 1,5 0 0 3,038,959
KBR INC COM 48242W106 19,965 1,114,100 SH   DFND 6 1,114,100 0 0
KBR INC COM 48242W106 6,387 356,400 SH   DFND 7 356,400 0 0
KEANE GROUP INC COM 48669A108 3,418 250,000 SH   DFND 1,5 0 0 250,000
KEARNY FINL CORP MD COM 48716P108 9,336 694,112 SH   DFND 6 694,112 0 0
KEARNY FINL CORP MD COM 48716P108 3,683 273,846 SH   DFND 7 273,846 0 0
KELLOGG CO COM 487836108 209,216 2,994,367 SH   DFND 1,5 84,315 0 2,910,052
KELLOGG CO COM 487836108 21,652 309,890 SH   DFND 3 309,890 0 0
KELLOGG CO COM 487836108 13,554 193,991 SH   DFND 6 193,991 0 0
KELLOGG CO COM 487836108 28,442 407,072 SH   DFND 7 146,472 0 260,600
KELLY SVCS INC CL A 488152208 6,650 296,211 SH   DFND 1,5 165,016 0 131,195
KEWAUNEE SCIENTIFIC CORP COM 492854104 401 11,150 SH   DFND 1,5 0 0 11,150
KEYCORP NEW COM 493267108 251 12,851 SH   DFND 1 12,851 0 0
KEYCORP NEW COM 493267108 201,935 10,334,463 SH   DFND 1,5 332,451 0 10,002,012
KEYCORP NEW COM 493267108 11,031 564,534 SH   DFND 3 564,534 0 0
KEYCORP NEW COM 493267108 4,487 229,609 SH   DFND 6 229,609 0 0
KEYCORP NEW COM 493267108 26,796 1,371,327 SH   DFND 7 1,371,327 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 309,064 5,235,719 SH   DFND 1,5 584,116 0 4,651,603
KEYSIGHT TECHNOLOGIES INC COM 49338L103 440 7,456 SH   DFND 3 7,456 0 0
KEYW HLDG CORP COM 493723100 65,419 7,484,996 SH   DFND 1,5 835,641 0 6,649,355
KEZAR LIFE SCIENCES INC COM 49372L100 25,995 1,502,576 SH   DFND 1,5 0 0 1,502,576
KIMBELL RTY PARTNERS LP UNIT 49435R102 20,086 899,326 SH   DFND 1,5 0 0 899,326
KIMBERLY CLARK CORP COM 494368103 256,452 2,434,515 SH   DFND 1,5 117,591 0 2,316,924
KIMBERLY CLARK CORP COM 494368103 69,756 662,198 SH   DFND 3 662,198 0 0
KIMBERLY CLARK CORP COM 494368103 3,086 29,300 SH   DFND 6 29,300 0 0
KIMBERLY CLARK CORP COM 494368103 6,334 60,133 SH   DFND 7 17,179 0 42,954
KIMCO RLTY CORP COM 49446R109 80,359 4,729,790 SH   DFND 1 4,729,790 0 0
KIMCO RLTY CORP COM 49446R109 57,132 3,362,667 SH   DFND 1,5 193,848 0 3,168,819
KIMCO RLTY CORP COM 49446R109 9,511 559,778 SH   DFND 3 559,778 0 0
KINDER MORGAN INC DEL COM 49456B101 16,200 916,817 SH   DFND 1,5 37,417 0 879,400
KINDER MORGAN INC DEL PFD SER A 49456B200 4,896 143,100 SH   DFND 1,5 59,500 0 83,600
KINDER MORGAN INC DEL COM 49456B101 10,798 611,092 SH   DFND 3 611,092 0 0
KINDER MORGAN INC DEL COM 49456B101 1,299 73,500 SH   DFND 7 73,500 0 0
KINIKSA PHARMACEUTICALS LTD COM CL A G5269C101 14,565 903,392 SH   DFND 1,5 265,419 0 637,973
KINROSS GOLD CORP COM NO PAR 496902404 20,181 5,359,791 SH   DFND 1,5 1,200 0 5,358,591
KINROSS GOLD CORP COM NO PAR 496902404 153 40,767 SH   DFND 3 40,767 0 0
KINROSS GOLD CORP COM NO PAR 496902404 1,316 349,400 SH   DFND 7 349,400 0 0
KIRBY CORP COM 497266106 3,018 36,100 SH   DFND 1,5 0 0 36,100
KIRKLAND LAKE GOLD LTD COM 49741E100 230,720 10,894,991 SH   DFND 1,5 1,212,167 0 9,682,824
KKR & CO L P DEL COM UNITS 48248M102 686,775 27,636,830 SH   DFND 1,5 0 0 27,636,830
KLA-TENCOR CORP COM 482480100 104,429 1,018,523 SH   DFND 1,5 230,512 0 788,011
KLA-TENCOR CORP COM 482480100 9,657 94,184 SH   DFND 3 94,184 0 0
KLA-TENCOR CORP COM 482480100 9,853 96,100 SH   DFND 7 96,100 0 0
KLX INC COM 482539103 95,655 1,330,391 SH   DFND 1,5 7,686 0 1,322,705
KMG CHEMICALS INC COM 482564101 25,292 342,806 SH   DFND 1,5 0 0 342,806
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 58,733 1,537,120 SH   DFND 1,5 32,234 0 1,504,886
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 1,682 44,008 SH   DFND 6 44,008 0 0
KNOLL INC COM NEW 498904200 69,706 3,349,636 SH   DFND 1,5 7,556 0 3,342,080
KNOLL INC COM NEW 498904200 3,068 147,441 SH   DFND 3 147,441 0 0
KNOWLES CORP COM 49926D109 9,930 649,003 SH   DFND 1,5 127,200 0 521,803
KOHLS CORP COM 500255104 4,484 61,504 SH   DFND 3 61,504 0 0
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 3,577 84,613 SH   DFND 3 84,613 0 0
KOSMOS ENERGY LTD SHS G5315B107 5,681 687,000 SH   DFND 1,5 4,900 0 682,100
KOSMOS ENERGY LTD SHS G5315B107 1,403 169,600 SH   DFND 6 169,600 0 0
KRAFT HEINZ CO COM 500754106 271 4,319 SH   DFND 1 4,319 0 0
KRAFT HEINZ CO COM 500754106 489,488 7,791,919 SH   DFND 1,5 396,978 0 7,394,941
KRAFT HEINZ CO COM 500754106 22,910 364,694 SH   DFND 3 364,694 0 0
KRAFT HEINZ CO COM 500754106 1,951 31,062 SH   DFND 6 31,062 0 0
KRAFT HEINZ CO COM 500754106 3,947 62,823 SH   DFND 7 43,523 0 19,300
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 62,847 5,460,222 SH   DFND 1,5 518,450 0 4,941,772
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 4,311 374,529 SH   DFND 6 374,529 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 2,431 211,232 SH   DFND 7 211,232 0 0
KROGER CO COM 501044101 289,881 10,189,140 SH   DFND 1,5 1,232,337 0 8,956,803
KROGER CO COM 501044101 31,656 1,112,693 SH   DFND 3 1,112,693 0 0
KROGER CO COM 501044101 1,320 46,400 SH   DFND 6 46,400 0 0
KROGER CO COM 501044101 3,565 125,300 SH   DFND 7 0 0 125,300
KRYSTAL BIOTECH INC COM 501147102 17,844 1,200,000 SH   DFND 1,5 0 0 1,200,000
KT CORP SPONSORED ADR 48268K101 5,151 387,912 SH   DFND 1,5 14,700 0 373,212
KULICKE & SOFFA INDS INC COM 501242101 5,045 211,817 SH   DFND 1,5 115,566 0 96,251
KURA ONCOLOGY INC COM 50127T109 61,269 3,366,419 SH   DFND 1,5 0 0 3,366,419
L BRANDS INC COM 501797104 169,409 4,593,514 SH   DFND 1,5 102,409 0 4,491,105
L BRANDS INC COM 501797104 31,221 846,559 SH   DFND 3 846,559 0 0
L BRANDS INC COM 501797104 5,927 160,700 SH   DFND 6 160,700 0 0
L3 TECHNOLOGIES INC COM 502413107 12,934 67,253 SH   DFND 3 67,253 0 0
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 106,299 3,644,134 SH   DFND 1,5 5,786 0 3,638,348
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 395 13,550 SH   DFND 6 13,550 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 83,170 463,264 SH   DFND 1,5 62,481 0 400,783
LABORATORY CORP AMER HLDGS COM NEW 50540R409 13,692 76,264 SH   DFND 3 76,264 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 2,495 13,900 SH   DFND 6 13,900 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 6,813 37,948 SH   DFND 7 29,648 0 8,300
LAKELAND FINL CORP COM 511656100 40,544 841,334 SH   DFND 1,5 46,628 0 794,706
LAM RESEARCH CORP COM 512807108 274,304 1,586,951 SH   DFND 1,5 2,062 0 1,584,889
LAM RESEARCH CORP COM 512807108 99,734 577,000 SH   DFND 1,9 0 0 577,000
LAM RESEARCH CORP COM 512807108 20,921 121,038 SH   DFND 3 121,038 0 0
LAM RESEARCH CORP COM 512807108 7,778 45,000 SH   DFND 7 45,000 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 16,659 243,880 SH   DFND 6 243,880 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 23,522 344,336 SH   DFND 7 69,220 0 275,116
LAMB WESTON HLDGS INC COM 513272104 121,167 1,768,597 SH   DFND 1,5 531,217 0 1,237,380
LAMB WESTON HLDGS INC COM 513272104 1,060 15,478 SH   DFND 3 15,478 0 0
LANDMARK INFRASTRUCTURE LP 7% CNV PFD UNT C 51508J405 5,821 249,300 SH   DFND 1,5 0 0 249,300
LANDSTAR SYS INC COM 515098101 58,823 538,668 SH   DFND 1,5 25 0 538,643
LANDSTAR SYS INC COM 515098101 209 1,910 SH   DFND 3 1,910 0 0
LANDSTAR SYS INC COM 515098101 29,248 267,840 SH   DFND 6 267,840 0 0
LANDSTAR SYS INC COM 515098101 23,212 212,563 SH   DFND 7 82,393 0 130,170
LAREDO PETROLEUM INC COM 516806106 1,064 110,593 SH   DFND 3 110,593 0 0
LAS VEGAS SANDS CORP COM 517834107 267 3,500 SH   DFND 1 3,500 0 0
LAS VEGAS SANDS CORP COM 517834107 655,863 8,589,087 SH   DFND 1,5 877,578 0 7,711,509
LAS VEGAS SANDS CORP COM 517834107 873 11,436 SH   DFND 3 11,436 0 0
LAS VEGAS SANDS CORP COM 517834107 6,559 85,900 SH   DFND 6 85,900 0 0
LAS VEGAS SANDS CORP COM 517834107 18,613 243,753 SH   DFND 7 154,753 0 89,000
LAUDER ESTEE COS INC CL A 518439104 486 3,404 SH   DFND 1 3,404 0 0
LAUDER ESTEE COS INC CL A 518439104 2,300,773 16,124,278 SH   DFND 1,5 1,718,586 0 14,405,692
LAUDER ESTEE COS INC CL A 518439104 30,647 214,778 SH   DFND 3 214,778 0 0
LAUDER ESTEE COS INC CL A 518439104 4,937 34,600 SH   DFND 6 34,600 0 0
LAUREATE EDUCATION INC CL A 518613203 15,413 1,075,552 SH   DFND 1,5 0 0 1,075,552
LAUREATE EDUCATION INC CL A 518613203 40,459 2,823,377 SH   DFND 6 2,823,377 0 0
LAUREATE EDUCATION INC CL A 518613203 7,538 526,062 SH   DFND 7 526,062 0 0
LAZARD LTD SHS A G54050102 120,507 2,463,844 SH   DFND 1,5 50,816 0 2,413,028
LAZARD LTD SHS A G54050102 587 12,008 SH   DFND 3 12,008 0 0
LAZARD LTD SHS A G54050102 10,869 222,232 SH   DFND 6 222,232 0 0
LAZARD LTD SHS A G54050102 17,206 351,793 SH   DFND 7 102,165 0 249,628
LCNB CORP COM 50181P100 3,351 170,092 SH   DFND 1,5 20,962 0 149,130
LEAP THERAPEUTICS INC COM 52187K101 10,595 1,177,257 SH   DFND 1,5 0 0 1,177,257
LEAR CORP COM NEW 521865204 289,920 1,560,303 SH   DFND 1,5 8,980 0 1,551,323
LEAR CORP COM NEW 521865204 4,950 26,640 SH   DFND 3 26,640 0 0
LEAR CORP COM NEW 521865204 2,333 12,555 SH   DFND 7 12,555 0 0
LEGACY RESVS LP UNIT LP INT 524707304 67,319 9,756,322 SH   DFND 1,5 0 0 9,756,322
LEGG MASON INC COM 524901105 145,163 4,179,755 SH   DFND 1,5 141,723 0 4,038,032
LEGG MASON INC COM 524901105 2,065 59,445 SH   DFND 3 59,445 0 0
LEGGETT & PLATT INC COM 524660107 2,391 53,563 SH   DFND 3 53,563 0 0
LEIDOS HLDGS INC COM 525327102 776,006 13,152,644 SH   DFND 1,5 314,960 0 12,837,684
LEIDOS HLDGS INC COM 525327102 368 6,241 SH   DFND 3 6,241 0 0
LEIDOS HLDGS INC COM 525327102 4,024 68,200 SH   DFND 6 68,200 0 0
LEIDOS HLDGS INC COM 525327102 11,675 197,878 SH   DFND 7 71,678 0 126,200
LENDINGCLUB CORP COM 52603A109 306 80,800 SH   DFND 1,5 0 0 80,800
LENDINGTREE INC NEW COM 52603B107 25,742 120,400 SH   DFND 1,5 0 0 120,400
LENNAR CORP CL A 526057104 252 4,800 SH   DFND 1 4,800 0 0
LENNAR CORP CL B 526057302 3,046 71,362 SH   DFND 1,5 0 0 71,362
LENNAR CORP CL A 526057104 425,983 8,113,964 SH   DFND 1,5 31,923 0 8,082,041
LENNAR CORP CL A 526057104 6,640 126,476 SH   DFND 3 126,476 0 0
LENNAR CORP CL A 526057104 1,652 31,476 SH   DFND 6 31,476 0 0
LENNAR CORP CL A 526057104 18,484 352,070 SH   DFND 7 352,070 0 0
LENNOX INTL INC COM 526107107 6,276 31,357 SH   DFND 1,5 0 0 31,357
LENNOX INTL INC COM 526107107 273 1,364 SH   DFND 3 1,364 0 0
LEXICON PHARMACEUTICALS INC COM NEW 528872302 190,497 15,874,780 SH   DFND 1,5 4,586,630 0 11,288,150
LEXINGTON REALTY TRUST COM 529043101 41,522 4,756,296 SH   DFND 1,5 0 0 4,756,296
LEXINGTON REALTY TRUST PFD CONV SER C 529043309 25,946 546,961 SH   DFND 1,5 0 0 546,961
LGI HOMES INC COM 50187T106 64,209 1,112,235 SH   DFND 1,5 0 0 1,112,235
LHC GROUP INC COM 50187A107 64,563 754,333 SH   DFND 1,5 40,273 0 714,060
LHC GROUP INC COM 50187A107 28,324 330,930 SH   DFND 6 330,930 0 0
LHC GROUP INC COM 50187A107 5,661 66,143 SH   DFND 7 66,143 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 46,656 616,823 SH   DFND 1,5 0 0 616,823
LIBERTY BROADBAND CORP COM SER C 530307305 108,285 1,430,069 SH   DFND 1,5 0 0 1,430,069
LIBERTY BROADBAND CORP COM SER C 530307305 378 4,998 SH   DFND 3 4,998 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 60,062 2,257,134 SH   DFND 1,5 0 0 2,257,134
LIBERTY GLOBAL PLC SHS CL A G5480U104 119,418 4,336,160 SH   DFND 1,5 904 0 4,335,256
LIBERTY GLOBAL PLC SHS CL C G5480U120 1,597 60,000 SH   DFND 1,10 0 0 60,000
LIBERTY GLOBAL PLC SHS CL A G5480U104 5,484 199,124 SH   DFND 1,10 0 0 199,124
LIBERTY GLOBAL PLC SHS CL A G5480U104 10,937 397,116 SH   DFND 6 397,116 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 8,329 302,421 SH   DFND 7 124,321 0 178,100
LIBERTY LATIN AMERICA LTD COM CL A G9001E102 2,044 106,878 SH   DFND 1,5 100,000 0 6,878
LIBERTY LATIN AMERICA LTD COM CL C G9001E128 3,193 164,767 SH   DFND 1,5 0 0 164,767
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 3,273 5,203,641 PRN   DFND 1,5 0 0 0
LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 44,217 1,252,262 SH   DFND 1,5 0 0 1,252,262
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 26,817 595,280 SH   DFND 1,5 0 0 595,280
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 309,085 6,814,047 SH   DFND 1,5 905,342 0 5,908,705
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 27,040 23,120,000 PRN   DFND 1,5 0 0 0
LIBERTY MEDIA CORP DELAWARE DEB 2.250% 9/3 531229AE2 1,996 3,800,000 PRN   DFND 1,5 0 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 415,623 11,193,724 SH   DFND 1,5 1,536,149 0 9,657,575
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 68,617 55,160,000 PRN   DFND 1,5 0 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 308 6,834 SH   DFND 3 6,834 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 1,571 34,628 SH   DFND 3 34,628 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 833 670,000 PRN   DFND 6 0 0 0
LIBERTY OILFIELD SVCS INC COM CL A 53115L104 76,628 4,093,350 SH   DFND 1,5 262,253 0 3,831,097
LIBERTY OILFIELD SVCS INC COM CL A 53115L104 4,321 230,800 SH   DFND 7 130,700 0 100,100
LIBERTY PPTY TR SH BEN INT 531172104 19,114 431,170 SH   DFND 6 431,170 0 0
LIBERTY PPTY TR SH BEN INT 531172104 31,588 712,573 SH   DFND 7 205,039 0 507,534
LIFE STORAGE INC COM 53223X107 121,638 1,250,000 SH   DFND 1,5 0 0 1,250,000
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 91,276 440,584 SH   DFND 1,5 12,200 0 428,384
LILLY ELI & CO COM 532457108 51,346 601,730 SH   DFND 1,5 115 0 601,615
LILLY ELI & CO COM 532457108 50,052 586,571 SH   DFND 3 586,571 0 0
LINCOLN ELEC HLDGS INC COM 533900106 23,590 268,800 SH   DFND 1,5 0 0 268,800
LINCOLN NATL CORP IND COM 534187109 338,915 5,444,419 SH   DFND 1,5 697,375 0 4,747,044
LINCOLN NATL CORP IND COM 534187109 13,999 224,884 SH   DFND 3 224,884 0 0
LINCOLN NATL CORP IND COM 534187109 1,662 26,700 SH   DFND 7 0 0 26,700
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 176,422 7,520,139 SH   DFND 1,5 81,031 0 7,439,108
LIONS GATE ENTMNT CORP CL A VTG 535919401 19,423 782,546 SH   DFND 1,5 64,456 0 718,090
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 9,866 420,559 SH   DFND 6 420,559 0 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 16,328 695,987 SH   DFND 7 387 0 695,600
LITHIA MTRS INC CL A 536797103 21,483 227,166 SH   DFND 6 227,166 0 0
LITHIA MTRS INC CL A 536797103 16,459 174,042 SH   DFND 7 69,530 0 104,512
LIVANOVA PLC SHS G5509L101 370,291 3,709,588 SH   DFND 1,5 116,100 0 3,593,488
LIVANOVA PLC SHS G5509L101 77,273 774,119 SH   DFND 1,10 22,200 0 751,919
LIVANOVA PLC SHS G5509L101 35,905 359,700 SH   DFND 1,11 9,965 0 349,735
LIVE NATION ENTERTAINMENT IN COM 538034109 266,814 5,493,400 SH   DFND 1,5 383,398 0 5,110,002
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 5/1 538034AJ8 26,600 18,810,000 PRN   DFND 1,5 0 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 219 4,510 SH   DFND 3 4,510 0 0
LIVEPERSON INC COM 538146101 35,762 1,694,884 SH   DFND 1,5 0 0 1,694,884
LIVEPERSON INC COM 538146101 32,708 1,550,130 SH   DFND 6 1,550,130 0 0
LIVEPERSON INC COM 538146101 6,142 291,100 SH   DFND 7 291,100 0 0
LIVEXLIVE MEDIA INC COM NEW 53839L208 23,195 4,020,000 SH   DFND 1,5 0 0 4,020,000
LKQ CORP COM 501889208 62,913 1,972,205 SH   DFND 1,5 0 0 1,972,205
LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 124 37,343 SH   DFND 3 37,343 0 0
LOCKHEED MARTIN CORP COM 539830109 544,908 1,844,456 SH   DFND 1,5 314,478 0 1,529,978
LOCKHEED MARTIN CORP COM 539830109 42,926 145,301 SH   DFND 3 145,301 0 0
LOCKHEED MARTIN CORP COM 539830109 6,894 23,334 SH   DFND 6 23,334 0 0
LOCKHEED MARTIN CORP COM 539830109 95,834 324,387 SH   DFND 7 324,387 0 0
LOEWS CORP COM 540424108 2,998 62,100 SH   DFND 1,5 0 0 62,100
LOEWS CORP COM 540424108 10,605 219,652 SH   DFND 3 219,652 0 0
LOGITECH INTL S A SHS H50430232 37,611 855,692 SH   DFND 1,5 90,308 0 765,384
LOGMEIN INC COM 54142L109 339,412 3,287,282 SH   DFND 1,5 315,684 0 2,971,598
LOGMEIN INC COM 54142L109 102,854 996,162 SH   DFND 1,9 0 0 996,162
LOGMEIN INC COM 54142L109 22,322 216,192 SH   DFND 6 216,192 0 0
LOGMEIN INC COM 54142L109 43,857 424,769 SH   DFND 7 215,848 0 208,921
LOMA NEGRA CORP SPONSORED ADS 54150E104 11,539 1,124,702 SH   DFND 1,5 29,084 0 1,095,618
LOMA NEGRA CORP SPONSORED ADS 54150E104 18,589 1,811,836 SH   DFND 1,10 1,799,588 0 12,248
LOMA NEGRA CORP SPONSORED ADS 54150E104 318 31,000 SH   DFND 6 31,000 0 0
LOUISIANA PAC CORP COM 546347105 12,348 453,642 SH   DFND 1,5 15,820 0 437,822
LOWES COS INC COM 548661107 1,050 10,982 SH   DFND 1 10,982 0 0
LOWES COS INC COM 548661107 1,667,042 17,443,154 SH   DFND 1,5 845,596 0 16,597,558
LOWES COS INC COM 548661107 152,870 1,599,565 SH   DFND 3 1,599,565 0 0
LOWES COS INC COM 548661107 44,767 468,422 SH   DFND 6 468,422 0 0
LOWES COS INC COM 548661107 70,825 741,081 SH   DFND 7 75,759 0 665,322
LOXO ONCOLOGY INC COM 548862101 279,309 1,610,037 SH   DFND 1,5 13,300 0 1,596,737
LOXO ONCOLOGY INC COM 548862101 65,234 376,032 SH   DFND 6 376,032 0 0
LOXO ONCOLOGY INC COM 548862101 54,583 314,633 SH   DFND 7 177,469 0 137,164
LPL FINL HLDGS INC COM 50212V100 94,942 1,448,614 SH   DFND 1,5 128 0 1,448,486
LPL FINL HLDGS INC COM 50212V100 518 7,900 SH   DFND 7 7,900 0 0
LULULEMON ATHLETICA INC COM 550021109 2,347,865 18,805,484 SH   DFND 1,5 5,234,273 0 13,571,211
LULULEMON ATHLETICA INC COM 550021109 10,198 81,686 SH   DFND 6 81,686 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 4,994 4,220,000 PRN   DFND 1,5 0 0 0
LUMENTUM HLDGS INC COM 55024U109 5,206 89,920 SH   DFND 1,5 0 0 89,920
LUMENTUM HLDGS INC COM 55024U109 14,568 251,600 SH   DFND 1,9 0 0 251,600
LUMENTUM HLDGS INC COM 55024U109 39,571 683,445 SH   DFND 6 683,445 0 0
LUMENTUM HLDGS INC COM 55024U109 13,183 227,690 SH   DFND 7 205,190 0 22,500
LUXFER HOLDINGS PLC SHS G5698W116 10,016 572,982 SH   DFND 1,5 5,000 0 567,982
LUXFER HOLDINGS PLC SHS G5698W116 28,433 1,626,575 SH   DFND 1,11 50,055 0 1,576,520
LUXOFT HLDG INC ORD SHS CL A G57279104 68,013 1,845,672 SH   DFND 1,5 13,952 0 1,831,720
LUXOFT HLDG INC ORD SHS CL A G57279104 7,146 193,928 SH   DFND 6 193,928 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 6,402 173,734 SH   DFND 7 70,190 0 103,544
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 19,303 175,721 SH   DFND 1 175,721 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2,704,782 24,622,501 SH   DFND 1,5 1,751,091 0 22,871,410
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 115,925 1,055,301 SH   DFND 3 1,055,301 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 47,697 434,205 SH   DFND 6 434,205 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 148,081 1,348,027 SH   DFND 7 788,628 0 559,399
M & T BK CORP COM 55261F104 696,209 4,091,739 SH   DFND 1,5 329,535 0 3,762,204
M & T BK CORP COM 55261F104 23,827 140,036 SH   DFND 3 140,036 0 0
M & T BK CORP COM 55261F104 1,310 7,700 SH   DFND 6 7,700 0 0
M & T BK CORP COM 55261F104 2,093 12,300 SH   DFND 7 12,300 0 0
M D C HLDGS INC COM 552676108 3,954 128,493 SH   DFND 3 128,493 0 0
M/I HOMES INC COM 55305B101 796 30,053 SH   DFND 1,5 3,314 0 26,739
MACERICH CO COM 554382101 92,275 1,623,700 SH   DFND 1 1,623,700 0 0
MACERICH CO COM 554382101 128,830 2,266,939 SH   DFND 1,5 91,958 0 2,174,981
MACERICH CO COM 554382101 4,973 87,514 SH   DFND 3 87,514 0 0
MACERICH CO COM 554382101 7,186 126,446 SH   DFND 6 126,446 0 0
MACERICH CO COM 554382101 5,177 91,100 SH   DFND 7 41,200 0 49,900
MACK CALI RLTY CORP COM 554489104 18,840 929,000 SH   DFND 6 929,000 0 0
MACK CALI RLTY CORP COM 554489104 6,035 297,600 SH   DFND 7 297,600 0 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 121,987 5,294,555 SH   DFND 1,5 0 0 5,294,555
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 78,680 3,414,917 SH   DFND 1,9 0 0 3,414,917
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 10,951 475,300 SH   DFND 7 475,300 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 66,427 1,574,096 SH   DFND 1,5 0 0 1,574,096
MACQUARIE INFRASTRUCTURE COR COM 55608B105 1,511 35,800 SH   DFND 7 35,800 0 0
MACROGENICS INC COM 556099109 62,801 3,041,194 SH   DFND 1,5 152,694 0 2,888,500
MACYS INC COM 55616P104 260,063 6,947,973 SH   DFND 1,5 367,749 0 6,580,224
MACYS INC COM 55616P104 21,099 563,684 SH   DFND 3 563,684 0 0
MACYS INC COM 55616P104 5,375 143,600 SH   DFND 6 143,600 0 0
MACYS INC COM 55616P104 3,178 84,900 SH   DFND 7 59,500 0 25,400
MADDEN STEVEN LTD COM 556269108 60,272 1,135,074 SH   DFND 1,5 15,823 0 1,119,251
MADDEN STEVEN LTD COM 556269108 6,263 117,939 SH   DFND 1,11 14,253 0 103,686
MADDEN STEVEN LTD COM 556269108 38,220 719,776 SH   DFND 6 719,776 0 0
MADDEN STEVEN LTD COM 556269108 10,898 205,228 SH   DFND 7 185,728 0 19,500
MADISON SQUARE GARDEN CO NEW CL A 55825T103 21,992 70,899 SH   DFND 1,5 0 0 70,899
MADISON SQUARE GARDEN CO NEW CL A 55825T103 258 833 SH   DFND 3 833 0 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 17,557 62,774 SH   DFND 1,5 729 0 62,045
MADRIGAL PHARMACEUTICALS INC COM 558868105 224 800 SH   DFND 6 800 0 0
MAG SILVER CORP COM 55903Q104 7,534 697,501 SH   DFND 1,5 0 0 697,501
MAGELLAN HEALTH INC COM NEW 559079207 209,200 2,180,301 SH   DFND 1,5 85 0 2,180,216
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 15,654 226,603 SH   DFND 1,5 703 0 225,900
MAGNA INTL INC COM 559222401 84,884 1,459,500 SH   DFND 1,5 71,100 0 1,388,400
MAGNA INTL INC COM 559222401 309 5,308 SH   DFND 3 5,308 0 0
MAGNA INTL INC COM 559222401 3,630 62,419 SH   DFND 6 0 0 62,419
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 3,241 316,198 SH   DFND 1,5 0 0 316,198
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 19,549 540,765 SH   DFND 1,9 18,469 0 522,296
MALIBU BOATS INC COM CL A 56117J100 415 9,900 SH   DFND 1,5 0 0 9,900
MALLINCKRODT PUB LTD CO SHS G5785G107 43,139 2,311,866 SH   DFND 1,5 0 0 2,311,866
MANHATTAN ASSOCS INC COM 562750109 686 14,600 SH   DFND 7 14,600 0 0
MANNKIND CORP COM NEW 56400P706 3,423 1,801,400 SH   DFND 1,5 0 0 1,801,400
MANPOWERGROUP INC COM 56418H100 12,774 148,433 SH   DFND 1,5 15,488 0 132,945
MANPOWERGROUP INC COM 56418H100 1,418 16,476 SH   DFND 3 16,476 0 0
MANULIFE FINL CORP COM 56501R106 194 10,806 SH   DFND 3 10,806 0 0
MANULIFE FINL CORP COM 56501R106 1,279 71,180 SH   DFND 7 71,180 0 0
MARATHON OIL CORP COM 565849106 115,330 5,528,781 SH   DFND 1,5 894,113 0 4,634,668
MARATHON OIL CORP COM 565849106 6,493 311,259 SH   DFND 3 311,259 0 0
MARATHON OIL CORP COM 565849106 1,733 83,100 SH   DFND 7 0 0 83,100
MARATHON PETE CORP COM 56585A102 582 8,300 SH   DFND 1 8,300 0 0
MARATHON PETE CORP COM 56585A102 182,216 2,597,154 SH   DFND 1,5 43,128 0 2,554,026
MARATHON PETE CORP COM 56585A102 28,995 413,269 SH   DFND 3 413,269 0 0
MARATHON PETE CORP COM 56585A102 1,575 22,451 SH   DFND 6 22,451 0 0
MARATHON PETE CORP COM 56585A102 11,826 168,551 SH   DFND 7 168,551 0 0
MARKEL CORP COM 570535104 3,145 2,900 SH   DFND 1,5 0 0 2,900
MARKEL CORP COM 570535104 800 738 SH   DFND 3 738 0 0
MARKETAXESS HLDGS INC COM 57060D108 33,461 169,112 SH   DFND 1,5 0 0 169,112
MARKETAXESS HLDGS INC COM 57060D108 633 3,200 SH   DFND 7 3,200 0 0
MARRIOTT INTL INC NEW CL A 571903202 1,845,427 14,576,833 SH   DFND 1,5 1,442,465 0 13,134,368
MARRIOTT INTL INC NEW CL A 571903202 22,727 179,520 SH   DFND 3 179,520 0 0
MARRIOTT INTL INC NEW CL A 571903202 7,076 55,895 SH   DFND 6 55,895 0 0
MARRIOTT INTL INC NEW CL A 571903202 28,960 228,755 SH   DFND 7 228,755 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 149,020 1,319,230 SH   DFND 1,5 1,600 0 1,317,630
MARSH & MCLENNAN COS INC COM 571748102 366,782 4,474,583 SH   DFND 1,5 105,388 0 4,369,195
MARSH & MCLENNAN COS INC COM 571748102 47,779 582,884 SH   DFND 3 582,884 0 0
MARSH & MCLENNAN COS INC COM 571748102 12,435 151,701 SH   DFND 6 151,701 0 0
MARSH & MCLENNAN COS INC COM 571748102 52,253 637,468 SH   DFND 7 451,648 0 185,820
MARTEN TRANS LTD COM 573075108 10,707 456,605 SH   DFND 6 456,605 0 0
MARTEN TRANS LTD COM 573075108 3,457 147,400 SH   DFND 7 147,400 0 0
MARTIN MARIETTA MATLS INC COM 573284106 309,939 1,387,809 SH   DFND 1,5 38,310 0 1,349,499
MARTIN MARIETTA MATLS INC COM 573284106 4,995 22,365 SH   DFND 3 22,365 0 0
MARTIN MARIETTA MATLS INC COM 573284106 22,995 102,966 SH   DFND 6 102,966 0 0
MARTIN MARIETTA MATLS INC COM 573284106 71,059 318,180 SH   DFND 7 318,180 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 910,508 42,467,746 SH   DFND 1,5 1,861,802 0 40,605,944
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 164,040 7,651,132 SH   DFND 1,9 2,436 0 7,648,696
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1,568 73,125 SH   DFND 3 73,125 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 45,712 2,132,076 SH   DFND 6 2,132,076 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 74,300 3,465,487 SH   DFND 7 1,486,149 0 1,979,338
MASCO CORP COM 574599106 467,332 12,488,827 SH   DFND 1,5 1,039,930 0 11,448,897
MASCO CORP COM 574599106 2,789 74,521 SH   DFND 3 74,521 0 0
MASCO CORP COM 574599106 1,815 48,492 SH   DFND 6 48,492 0 0
MASCO CORP COM 574599106 3,094 82,686 SH   DFND 7 82,686 0 0
MASIMO CORP COM 574795100 177,918 1,821,994 SH   DFND 1,5 48,000 0 1,773,994
MASTERCARD INCORPORATED CL A 57636Q104 1,824 9,279 SH   DFND 1 9,279 0 0
MASTERCARD INCORPORATED CL A 57636Q104 7,384,165 37,574,625 SH   DFND 1,5 4,750,782 0 32,823,843
MASTERCARD INCORPORATED CL A 57636Q104 115,360 587,013 SH   DFND 3 587,013 0 0
MASTERCARD INCORPORATED CL A 57636Q104 105,625 537,475 SH   DFND 6 537,475 0 0
MASTERCARD INCORPORATED CL A 57636Q104 80,917 411,749 SH   DFND 7 196,255 0 215,494
MATCH GROUP INC COM 57665R106 38,252 987,400 SH   DFND 1,5 182,006 0 805,394
MATCH GROUP INC COM 57665R106 12,823 331,000 SH   DFND 1,9 0 0 331,000
MATCH GROUP INC COM 57665R106 1,352 34,900 SH   DFND 7 34,900 0 0
MATRIX SVC CO COM 576853105 1,749 95,338 SH   DFND 1,5 138 0 95,200
MATSON INC COM 57686G105 5,135 133,800 SH   DFND 1,5 0 0 133,800
MATTEL INC COM 577081102 207,597 12,642,945 SH   DFND 1,5 298,600 0 12,344,345
MATTEL INC COM 577081102 667 40,614 SH   DFND 3 40,614 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 206 3,516 SH   DFND 1 3,516 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 72,327 1,232,993 SH   DFND 1,5 152 0 1,232,841
MAXIM INTEGRATED PRODS INC COM 57772K101 4,580 78,086 SH   DFND 3 78,086 0 0
MAXIMUS INC COM 577933104 83,653 1,346,860 SH   DFND 1,5 37,641 0 1,309,219
MAXIMUS INC COM 577933104 4,465 71,892 SH   DFND 1,11 8,659 0 63,233
MAXIMUS INC COM 577933104 7,767 125,045 SH   DFND 6 125,045 0 0
MAXLINEAR INC COM 57776J100 62,888 4,033,880 SH   DFND 1,5 0 0 4,033,880
MAXLINEAR INC COM 57776J100 2,675 171,600 SH   DFND 6 171,600 0 0
MBIA INC COM 55262C100 533 59,000 SH   DFND 1,5 0 0 59,000
MCCORMICK & CO INC COM NON VTG 579780206 87,257 751,636 SH   DFND 1,5 57,911 0 693,725
MCCORMICK & CO INC COM NON VTG 579780206 7,390 63,657 SH   DFND 3 63,657 0 0
MCCORMICK & CO INC COM NON VTG 579780206 2,482 21,376 SH   DFND 6 21,376 0 0
MCCORMICK & CO INC COM NON VTG 579780206 9,304 80,146 SH   DFND 7 63,346 0 16,800
MCDERMOTT INTL INC COM 580037703 6,944 353,365 SH   DFND 1,5 0 0 353,365
MCDONALDS CORP COM 580135101 800 5,105 SH   DFND 1 5,105 0 0
MCDONALDS CORP COM 580135101 2,850,484 18,191,869 SH   DFND 1,5 1,756,813 0 16,435,056
MCDONALDS CORP COM 580135101 72,818 464,725 SH   DFND 3 464,725 0 0
MCDONALDS CORP COM 580135101 28,182 179,860 SH   DFND 6 179,860 0 0
MCDONALDS CORP COM 580135101 100,657 642,396 SH   DFND 7 550,896 0 91,500
MCEWEN MNG INC COM 58039P107 2,518 1,216,410 SH   DFND 1,5 0 0 1,216,410
MCKESSON CORP COM 58155Q103 514,440 3,856,371 SH   DFND 1,5 73,966 0 3,782,405
MCKESSON CORP COM 58155Q103 13,673 102,497 SH   DFND 3 102,497 0 0
MCKESSON CORP COM 58155Q103 19,577 146,753 SH   DFND 6 146,753 0 0
MCKESSON CORP COM 58155Q103 38,272 286,896 SH   DFND 7 0 0 286,896
MDC PARTNERS INC CL A SUB VTG 552697104 12,616 2,742,564 SH   DFND 1,5 0 0 2,742,564
MDC PARTNERS INC CL A SUB VTG 552697104 6,524 1,418,300 SH   DFND 1,10 0 0 1,418,300
MDU RES GROUP INC COM 552690109 37,394 1,303,820 SH   DFND 1,5 83 0 1,303,737
MEDICAL PPTYS TRUST INC COM 58463J304 19,785 1,409,200 SH   DFND 6 1,409,200 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 7,876 561,000 SH   DFND 7 561,000 0 0
MEDICINES CO COM 584688105 396,840 10,813,090 SH   DFND 1,5 1,535,569 0 9,277,521
MEDICINES CO COM 584688105 899 24,500 SH   DFND 6 24,500 0 0
MEDICINES CO COM 584688105 3,817 104,000 SH   DFND 7 104,000 0 0
MEDICINOVA INC COM NEW 58468P206 5,390 677,118 SH   DFND 1,5 0 0 677,118
MEDIDATA SOLUTIONS INC COM 58471A105 51,969 645,100 SH   DFND 1,5 83,300 0 561,800
MEDNAX INC COM 58502B106 82,040 1,895,556 SH   DFND 1,5 131,149 0 1,764,407
MEDNAX INC COM 58502B106 718 16,600 SH   DFND 6 16,600 0 0
MEDNAX INC COM 58502B106 1,671 38,600 SH   DFND 7 0 0 38,600
MEDTRONIC PLC SHS G5960L103 397,859 4,647,343 SH   DFND 1,5 140,226 0 4,507,117
MEDTRONIC PLC SHS G5960L103 53,396 623,711 SH   DFND 3 623,711 0 0
MEDTRONIC PLC SHS G5960L103 2,901 33,888 SH   DFND 6 33,888 0 0
MEDTRONIC PLC SHS G5960L103 22,228 259,637 SH   DFND 7 110,259 0 149,378
MEIRAGTX HOLDINGS PLC COM G59665102 664 57,975 SH   DFND 4 57,975 0 0
MELCO RESORT ENTERTAINMENT L ADR 585464100 10,816 386,300 SH   DFND 1 386,300 0 0
MELCO RESORT ENTERTAINMENT L ADR 585464100 167,187 5,970,976 SH   DFND 1,5 598,463 0 5,372,513
MELCO RESORT ENTERTAINMENT L ADR 585464100 11,200 400,000 SH   DFND 1,9 0 0 400,000
MELCO RESORT ENTERTAINMENT L ADR 585464100 272 9,707 SH   DFND 3 9,707 0 0
MELCO RESORT ENTERTAINMENT L ADR 585464100 22,820 814,984 SH   DFND 6 711,884 0 103,100
MELCO RESORT ENTERTAINMENT L ADR 585464100 25,628 915,300 SH   DFND 7 470,700 0 444,600
MELINTA THERAPEUTICS INC COM 58549G100 35,816 5,640,305 SH   DFND 1,5 0 0 5,640,305
MELLANOX TECHNOLOGIES LTD SHS M51363113 24,788 294,049 SH   DFND 1,5 21,100 0 272,949
MELLANOX TECHNOLOGIES LTD SHS M51363113 2,554 30,300 SH   DFND 7 30,300 0 0
MENLO THERAPEUTICS INC COM 586858102 9,079 1,118,054 SH   DFND 4 1,118,054 0 0
MERCADOLIBRE INC COM 58733R102 240,606 804,892 SH   DFND 1,5 31,392 0 773,500
MERCADOLIBRE INC COM 58733R102 180,999 605,491 SH   DFND 1,9 10,940 0 594,551
MERCADOLIBRE INC COM 58733R102 7,425 24,838 SH   DFND 3 24,838 0 0
MERCADOLIBRE INC COM 58733R102 5,650 18,900 SH   DFND 7 18,900 0 0
MERCK & CO INC COM 58933Y105 212,757 3,505,065 SH   DFND 1,5 393 0 3,504,672
MERCK & CO INC COM 58933Y105 85,505 1,408,645 SH   DFND 3 1,408,645 0 0
MERCK & CO INC COM 58933Y105 511 8,419 SH   DFND 6 8,419 0 0
MERCK & CO INC COM 58933Y105 6,989 115,133 SH   DFND 7 115,133 0 0
MERCURY SYS INC COM 589378108 14,360 377,300 SH   DFND 6 377,300 0 0
MERCURY SYS INC COM 589378108 4,647 122,100 SH   DFND 7 122,100 0 0
MERIDIAN BANCORP INC MD COM 58958U103 57,950 3,026,109 SH   DFND 1,5 0 0 3,026,109
MERIDIAN BANCORP INC MD COM 58958U103 4,868 254,178 SH   DFND 1,11 30,975 0 223,203
MERIDIAN BK PAOLI PA COM 58958P104 3,259 179,183 SH   DFND 1,5 21,696 0 157,487
MERIT MED SYS INC COM 589889104 23,307 455,213 SH   DFND 6 455,213 0 0
MERIT MED SYS INC COM 589889104 7,665 149,710 SH   DFND 7 149,710 0 0
MERITAGE HOMES CORP COM 59001A102 23,077 525,072 SH   DFND 1,5 3,023 0 522,049
MERITOR INC COM 59001K100 8,000 388,923 SH   DFND 6 388,923 0 0
MERITOR INC COM 59001K100 4,610 224,123 SH   DFND 7 224,123 0 0
MERRIMACK PHARMACEUTICALS IN COM NEW 590328209 241 49,071 SH   DFND 3 49,071 0 0
MERSANA THERAPEUTICS INC COM 59045L106 2,409 134,905 SH   DFND 4 134,905 0 0
MERSANA THERAPEUTICS INC COM 59045L106 2,169 121,423 SH   DFND   121,423 0 0
MESA LABS INC COM 59064R109 45,851 217,220 SH   DFND 1,5 26,999 0 190,221
METHANEX CORP COM 59151K108 2,537 35,881 SH   DFND 3 35,881 0 0
METHANEX CORP COM 59151K108 1,847 26,127 SH   DFND 6 0 0 26,127
METLIFE INC COM 59156R108 1,860,240 42,666,055 SH   DFND 1,5 3,069,598 0 39,596,457
METLIFE INC COM 59156R108 80,934 1,856,284 SH   DFND 3 1,856,284 0 0
METLIFE INC COM 59156R108 12,095 277,400 SH   DFND 6 277,400 0 0
METLIFE INC COM 59156R108 84,506 1,938,210 SH   DFND 7 853,500 0 1,084,710
METTLER TOLEDO INTERNATIONAL COM 592688105 1,322,484 2,285,543 SH   DFND 1,5 285,610 0 1,999,933
METTLER TOLEDO INTERNATIONAL COM 592688105 5,043 8,716 SH   DFND 3 8,716 0 0
MFA FINL INC COM 55272X102 191,470 25,259,891 SH   DFND 1,5 61,580 0 25,198,311
MFA FINL INC COM 55272X102 6,745 889,900 SH   DFND 3 889,900 0 0
MFA FINL INC COM 55272X102 3,746 494,200 SH   DFND 6 494,200 0 0
MFA FINL INC COM 55272X102 7,788 1,027,500 SH   DFND 7 172,500 0 855,000
MGIC INVT CORP WIS COM 552848103 124,443 11,608,500 SH   DFND 1,5 686,704 0 10,921,796
MGIC INVT CORP WIS COM 552848103 289 26,930 SH   DFND 3 26,930 0 0
MGIC INVT CORP WIS COM 552848103 46,900 4,375,000 SH   DFND 6 4,375,000 0 0
MGIC INVT CORP WIS COM 552848103 6,631 618,527 SH   DFND 7 618,527 0 0
MGM RESORTS INTERNATIONAL COM 552953101 71,159 2,451,208 SH   DFND 1,5 30,604 0 2,420,604
MGM RESORTS INTERNATIONAL COM 552953101 3,313 114,110 SH   DFND 3 114,110 0 0
MGM RESORTS INTERNATIONAL COM 552953101 2,427 83,600 SH   DFND 6 83,600 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 290,340 4,359,465 SH   DFND 1,5 551,625 0 3,807,840
MICHAEL KORS HLDGS LTD SHS G60754101 3,242 48,676 SH   DFND 3 48,676 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 5,521 82,900 SH   DFND 6 82,900 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 3,183 47,800 SH   DFND 7 0 0 47,800
MICHAELS COS INC COM 59408Q106 46,089 2,404,202 SH   DFND 1,5 17,872 0 2,386,330
MICHAELS COS INC COM 59408Q106 520 27,100 SH   DFND 6 27,100 0 0
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 24,816 1,436,918 SH   DFND 1,5 508,348 0 928,570
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 3,664 212,167 SH   DFND 3 212,167 0 0
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 250 14,500 SH   DFND 7 0 0 14,500
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 37,915 21,730,000 PRN   DFND 1,5 0 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 63,696 54,780,000 PRN   DFND 1,5 0 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 183,840 2,021,331 SH   DFND 1,5 0 0 2,021,331
MICROCHIP TECHNOLOGY INC COM 595017104 12,873 141,542 SH   DFND 3 141,542 0 0
MICRON TECHNOLOGY INC COM 595112103 252 4,800 SH   DFND 1 4,800 0 0
MICRON TECHNOLOGY INC COM 595112103 1,134,620 21,636,546 SH   DFND 1,5 1,258,963 0 20,377,583
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 60,428 33,555,000 PRN   DFND 1,5 0 0 0
MICRON TECHNOLOGY INC COM 595112103 71,864 1,370,400 SH   DFND 1,9 0 0 1,370,400
MICRON TECHNOLOGY INC COM 595112103 36,587 697,684 SH   DFND 3 697,684 0 0
MICRON TECHNOLOGY INC COM 595112103 18,641 355,472 SH   DFND 6 355,472 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 450 250,000 PRN   DFND 6 0 0 0
MICRON TECHNOLOGY INC COM 595112103 12,466 237,722 SH   DFND 7 237,722 0 0
MICROSOFT CORP COM 594918104 6,947 70,449 SH   DFND 1 70,449 0 0
MICROSOFT CORP COM 594918104 19,574,289 198,502,065 SH   DFND 1,5 20,115,740 0 178,386,325
MICROSOFT CORP COM 594918104 1,791,810 18,170,676 SH   DFND 1,9 621 0 18,170,055
MICROSOFT CORP COM 594918104 671,859 6,813,290 SH   DFND 3 6,813,290 0 0
MICROSOFT CORP COM 594918104 253,678 2,572,540 SH   DFND 6 2,572,540 0 0
MICROSOFT CORP COM 594918104 556,862 5,647,114 SH   DFND 7 3,459,000 0 2,188,114
MID AMER APT CMNTYS INC COM 59522J103 93,957 933,318 SH   DFND 1,5 4 0 933,314
MID AMER APT CMNTYS INC COM 59522J103 8,418 83,622 SH   DFND 3 83,622 0 0
MID AMER APT CMNTYS INC COM 59522J103 2,426 24,100 SH   DFND 7 22,300 0 1,800
MIDDLEBY CORP COM 596278101 18,768 179,736 SH   DFND 1,5 0 0 179,736
MIDLAND STS BANCORP INC ILL COM 597742105 28,890 843,251 SH   DFND 6 843,251 0 0
MIDLAND STS BANCORP INC ILL COM 597742105 7,434 217,002 SH   DFND 7 217,002 0 0
MIDSTATES PETE CO INC COM PAR 59804T407 11,590 851,569 SH   DFND 1,5 0 0 851,569
MILACRON HLDGS CORP COM 59870L106 23,926 1,263,901 SH   DFND 1,5 0 0 1,263,901
MILLER HERMAN INC COM 600544100 1,920 56,632 SH   DFND 3 56,632 0 0
MILLER INDS INC TENN COM NEW 600551204 2,889 113,068 SH   DFND 1,5 13,911 0 99,157
MIMECAST LTD ORD SHS G14838109 7,732 187,635 SH   DFND 1,5 5,588 0 182,047
MIMECAST LTD ORD SHS G14838109 32,402 786,258 SH   DFND 6 786,258 0 0
MIMECAST LTD ORD SHS G14838109 12,561 304,800 SH   DFND 7 259,100 0 45,700
MINDBODY INC COM CL A 60255W105 253,433 6,565,617 SH   DFND 1,5 55,954 0 6,509,663
MINERALS TECHNOLOGIES INC COM 603158106 1,643 21,810 SH   DFND 1,5 0 0 21,810
MINERVA NEUROSCIENCES INC COM 603380106 37,689 4,568,394 SH   DFND 1,5 0 0 4,568,394
MIRAGEN THERAPEUTICS INC COM 60463E103 27,774 4,332,888 SH   DFND 1,5 0 0 4,332,888
MIRATI THERAPEUTICS INC COM 60468T105 96,109 1,949,465 SH   DFND 1,5 1,005 0 1,948,460
MIRATI THERAPEUTICS INC COM 60468T105 1,817 36,850 SH   DFND 6 36,850 0 0
MITEL NETWORKS CORP COM 60671Q104 4,649 423,800 SH   DFND 1,5 0 0 423,800
MITEL NETWORKS CORP COM 60671Q104 3,488 318,690 SH   DFND 7 318,690 0 0
MKS INSTRUMENT INC COM 55306N104 2,038 21,294 SH   DFND 1,5 114 0 21,180
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 2,955 334,700 SH   DFND 1,5 11,600 0 323,100
MODEL N INC COM 607525102 17,315 930,890 SH   DFND 6 930,890 0 0
MODEL N INC COM 607525102 4,198 225,700 SH   DFND 7 225,700 0 0
MOELIS & CO CL A 60786M105 10,340 176,300 SH   DFND 1,5 0 0 176,300
MOELIS & CO CL A 60786M105 2,850 48,600 SH   DFND 7 48,600 0 0
MOHAWK INDS INC COM 608190104 480,275 2,241,449 SH   DFND 1,5 53,183 0 2,188,266
MOHAWK INDS INC COM 608190104 3,181 14,846 SH   DFND 3 14,846 0 0
MOHAWK INDS INC COM 608190104 33,801 157,748 SH   DFND 6 157,748 0 0
MOHAWK INDS INC COM 608190104 76,332 356,241 SH   DFND 7 269,361 0 86,880
MOLINA HEALTHCARE INC COM 60855R100 381,806 3,898,368 SH   DFND 1,5 71 0 3,898,297
MOLINA HEALTHCARE INC COM 60855R100 44,961 459,067 SH   DFND 6 459,067 0 0
MOLINA HEALTHCARE INC COM 60855R100 22,203 226,698 SH   DFND 7 140,898 0 85,800
MOLSON COORS BREWING CO CL B 60871R209 259,895 3,819,734 SH   DFND 1,5 151,461 0 3,668,273
MOLSON COORS BREWING CO CL B 60871R209 19,432 285,595 SH   DFND 3 285,595 0 0
MOLSON COORS BREWING CO CL B 60871R209 6,778 99,624 SH   DFND 6 99,624 0 0
MOLSON COORS BREWING CO CL B 60871R209 48,613 714,480 SH   DFND 7 628,780 0 85,700
MOMENTA PHARMACEUTICALS INC COM 60877T100 235,676 11,524,493 SH   DFND 1,5 3,417,444 0 8,107,049
MOMENTA PHARMACEUTICALS INC COM 60877T100 2,236 109,342 SH   DFND 7 109,342 0 0
MOMO INC ADR 60879B107 43,180 992,652 SH   DFND 1,5 42,396 0 950,256
MOMO INC ADR 60879B107 29,560 679,537 SH   DFND 1,9 24,010 0 655,527
MOMO INC ADR 60879B107 1,727 39,700 SH   DFND 6 39,700 0 0
MONDELEZ INTL INC CL A 609207105 331 8,073 SH   DFND 1 8,073 0 0
MONDELEZ INTL INC CL A 609207105 759,986 18,536,232 SH   DFND 1,5 1,110,131 0 17,426,101
MONDELEZ INTL INC CL A 609207105 22,587 550,911 SH   DFND 3 550,911 0 0
MONDELEZ INTL INC CL A 609207105 14,262 347,859 SH   DFND 6 347,859 0 0
MONDELEZ INTL INC CL A 609207105 77,064 1,879,603 SH   DFND 7 1,572,603 0 307,000
MONGODB INC CL A 60937P106 111,024 2,237,033 SH   DFND 1,5 417,593 0 1,819,440
MONGODB INC CL A 60937P106 1,561 31,452 SH   DFND 1,9 0 0 31,452
MONOLITHIC PWR SYS INC COM 609839105 68,930 515,676 SH   DFND 1,5 10,290 0 505,386
MONOLITHIC PWR SYS INC COM 609839105 31,819 238,039 SH   DFND 1,9 0 0 238,039
MONOLITHIC PWR SYS INC COM 609839105 57,545 430,499 SH   DFND 6 430,499 0 0
MONOLITHIC PWR SYS INC COM 609839105 64,217 480,414 SH   DFND 7 234,721 0 245,693
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 38,481 1,895,630 SH   DFND 1,5 39,479 0 1,856,151
MONRO INC COM 610236101 43,836 754,491 SH   DFND 1,5 0 0 754,491
MONSTER BEVERAGE CORP NEW COM 61174X109 241 4,200 SH   DFND 1 4,200 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 2,146,081 37,453,427 SH   DFND 1,5 6,025,403 0 31,428,024
MONSTER BEVERAGE CORP NEW COM 61174X109 21,189 369,788 SH   DFND 3 369,788 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 20,746 362,065 SH   DFND 6 362,065 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 76,034 1,326,944 SH   DFND 7 1,189,529 0 137,415
MOODYS CORP COM 615369105 377,434 2,212,910 SH   DFND 1,5 79,601 0 2,133,309
MOODYS CORP COM 615369105 15,297 89,687 SH   DFND 3 89,687 0 0
MOODYS CORP COM 615369105 14,770 86,600 SH   DFND 6 86,600 0 0
MOODYS CORP COM 615369105 6,089 35,700 SH   DFND 7 35,700 0 0
MOOG INC CL A 615394202 247,523 3,174,997 SH   DFND 1,5 141 0 3,174,856
MOOG INC CL A 615394202 3,775 48,417 SH   DFND 6 48,417 0 0
MORGAN STANLEY COM NEW 617446448 2,020,795 42,632,808 SH   DFND 1,5 3,823,102 0 38,809,706
MORGAN STANLEY COM NEW 617446448 83,168 1,754,592 SH   DFND 3 1,754,592 0 0
MORGAN STANLEY COM NEW 617446448 22,264 469,696 SH   DFND 6 469,696 0 0
MORGAN STANLEY COM NEW 617446448 45,501 959,942 SH   DFND 7 204,018 0 755,924
MORNINGSTAR INC COM 617700109 95,910 747,835 SH   DFND 1,5 2,181 0 745,654
MORPHOSYS AG SPONSORED ADS 617760202 79,690 2,626,571 SH   DFND 1,5 232,300 0 2,394,271
MORPHOSYS AG SPONSORED ADS 617760202 53,226 1,754,329 SH   DFND 6 1,575,729 0 178,600
MORPHOSYS AG SPONSORED ADS 617760202 21,265 700,900 SH   DFND 7 446,800 0 254,100
MOSAIC CO NEW COM 61945C103 550 19,600 SH   DFND 1 19,600 0 0
MOSAIC CO NEW COM 61945C103 328,526 11,712,149 SH   DFND 1,5 662,424 0 11,049,725
MOSAIC CO NEW COM 61945C103 835 29,772 SH   DFND 3 29,772 0 0
MOSAIC CO NEW COM 61945C103 1,960 69,869 SH   DFND 6 69,869 0 0
MOTORCAR PTS AMER INC COM 620071100 4,526 241,920 SH   DFND 6 241,920 0 0
MOTORCAR PTS AMER INC COM 620071100 1,422 76,000 SH   DFND 7 76,000 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 6,871 59,046 SH   DFND 1,5 0 0 59,046
MOTOROLA SOLUTIONS INC COM NEW 620076307 8,788 75,521 SH   DFND 3 75,521 0 0
MPLX LP COM UNIT REP LTD 55336V100 17,248 505,225 SH   DFND 1,5 0 0 505,225
MRC GLOBAL INC COM 55345K103 87,485 4,037,150 SH   DFND 1,5 88,515 0 3,948,635
MRC GLOBAL INC COM 55345K103 1,537 70,949 SH   DFND 6 70,949 0 0
MRC GLOBAL INC COM 55345K103 17,468 806,093 SH   DFND 7 144,640 0 661,453
MSC INDL DIRECT INC CL A 553530106 52,391 617,455 SH   DFND 1,5 55 0 617,400
MSCI INC COM 55354G100 1,881 11,369 SH   DFND 1 11,369 0 0
MSCI INC COM 55354G100 1,406,440 8,501,723 SH   DFND 1,5 622,879 0 7,878,844
MSCI INC COM 55354G100 2,193 13,254 SH   DFND 3 13,254 0 0
MSCI INC COM 55354G100 20,804 125,755 SH   DFND 6 125,755 0 0
MSCI INC COM 55354G100 10,383 62,764 SH   DFND 7 62,764 0 0
MSG NETWORK INC CL A 553573106 8,384 350,061 SH   DFND 1,5 43,640 0 306,421
MUELLER INDS INC COM 624756102 91,782 3,110,184 SH   DFND 1,5 0 0 3,110,184
MULTI COLOR CORP COM 625383104 96,107 1,486,576 SH   DFND 6 1,486,576 0 0
MULTI COLOR CORP COM 625383104 33,955 525,206 SH   DFND 7 277,438 0 247,768
MURPHY OIL CORP COM 626717102 526,359 15,586,594 SH   DFND 1,5 1,837,643 0 13,748,951
MURPHY OIL CORP COM 626717102 3,023 89,520 SH   DFND 3 89,520 0 0
MURPHY OIL CORP COM 626717102 6,494 192,300 SH   DFND 7 18,600 0 173,700
MURPHY USA INC COM 626755102 34,760 467,900 SH   DFND 1,5 0 0 467,900
MURPHY USA INC COM 626755102 4,162 56,027 SH   DFND 1,11 6,812 0 49,215
MYLAN N V SHS EURO N59465109 320,157 8,858,806 SH   DFND 1,5 25,009 0 8,833,797
MYLAN N V SHS EURO N59465109 4,768 131,919 SH   DFND 3 131,919 0 0
MYLAN N V SHS EURO N59465109 242 6,700 SH   DFND 6 6,700 0 0
MYLAN N V SHS EURO N59465109 6,303 174,415 SH   DFND 7 174,415 0 0
MYOKARDIA INC COM 62857M105 294,420 5,929,912 SH   DFND 1,5 997,219 0 4,932,693
MYOKARDIA INC COM 62857M105 209 4,200 SH   DFND 6 4,200 0 0
MYOKARDIA INC COM 62857M105 2,780 56,000 SH   DFND 7 56,000 0 0
MYOS RENS TECHNOLOGY INC COM 62857P108 119 80,000 SH   DFND 1,5 0 0 80,000
MYRIAD GENETICS INC COM 62855J104 1,581 42,300 SH   DFND 1,5 0 0 42,300
NABORS INDUSTRIES LTD 6% PFD CNV SR A G6359F129 7,495 164,000 SH   DFND 1,5 52,000 0 112,000
NABORS INDUSTRIES LTD SHS G6359F103 117,216 18,286,355 SH   DFND 1,5 1,332 0 18,285,023
NABORS INDUSTRIES LTD 6% PFD CNV SR A G6359F129 366 8,000 SH   DFND 6 0 0 8,000
NABORS INDUSTRIES LTD SHS G6359F103 1,362 212,552 SH   DFND 7 212,552 0 0
NACCO INDS INC CL A 629579103 11,517 341,236 SH   DFND 1,5 28,736 0 312,500
NANOMETRICS INC COM 630077105 44,356 1,252,643 SH   DFND 1,5 29,390 0 1,223,253
NASDAQ INC COM 631103108 148,597 1,628,100 SH   DFND 1,5 102,700 0 1,525,400
NASDAQ INC COM 631103108 1,738 19,039 SH   DFND 3 19,039 0 0
NASDAQ INC COM 631103108 411 4,500 SH   DFND 6 4,500 0 0
NATIONAL BEVERAGE CORP COM 635017106 15,602 145,948 SH   DFND 1,5 0 0 145,948
NATIONAL ENERGY SERVICES REU SHS G6375R107 9,887 947,000 SH   DFND 1,5 0 0 947,000
NATIONAL FUEL GAS CO N J COM 636180101 7,311 138,040 SH   DFND 1,5 429 0 137,611
NATIONAL FUEL GAS CO N J COM 636180101 1,313 24,800 SH   DFND 7 24,800 0 0
NATIONAL HEALTH INVS INC COM 63633D104 51,134 694,000 SH   DFND 1 694,000 0 0
NATIONAL HEALTH INVS INC COM 63633D104 4,777 64,829 SH   DFND 1,5 34,818 0 30,011
NATIONAL OILWELL VARCO INC COM 637071101 173,852 4,005,805 SH   DFND 1,5 44,318 0 3,961,487
NATIONAL OILWELL VARCO INC COM 637071101 6,230 143,548 SH   DFND 3 143,548 0 0
NATIONAL OILWELL VARCO INC COM 637071101 8,260 190,330 SH   DFND 6 190,330 0 0
NATIONAL OILWELL VARCO INC COM 637071101 2,318 53,400 SH   DFND 7 0 0 53,400
NATIONAL RETAIL PPTYS INC COM 637417106 148,870 3,386,491 SH   DFND 1,5 74,904 0 3,311,587
NATIONAL RETAIL PPTYS INC COM 637417106 19,927 453,300 SH   DFND 6 453,300 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 19,204 436,855 SH   DFND 7 217,855 0 219,000
NATIONAL VISION HLDGS INC COM 63845R107 258,617 7,071,846 SH   DFND 1,5 850,854 0 6,220,992
NATIONAL VISION HLDGS INC COM 63845R107 1,536 42,000 SH   DFND 6 42,000 0 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 64,070 208,522 SH   DFND 1,5 37,038 0 171,484
NATIONAL WESTN LIFE GROUP IN CL A 638517102 10,324 33,600 SH   DFND 6 33,600 0 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 3,472 11,300 SH   DFND 7 11,300 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 10,526 600,482 SH   DFND 1,5 71,192 0 529,290
NATURAL ALTERNATIVES INTL IN COM NEW 638842302 2,519 248,138 SH   DFND 1,5 109,142 0 138,996
NATURAL GAS SERVICES GROUP COM 63886Q109 8,312 352,200 SH   DFND 6 352,200 0 0
NATURAL GAS SERVICES GROUP COM 63886Q109 3,592 152,200 SH   DFND 7 119,300 0 32,900
NAVIENT CORPORATION COM 63938C108 76,117 5,841,703 SH   DFND 1,5 1,790,782 0 4,050,921
NAVIENT CORPORATION COM 63938C108 200 15,344 SH   DFND 3 15,344 0 0
NAVIENT CORPORATION COM 63938C108 822 63,100 SH   DFND 7 0 0 63,100
NAVIOS MARITIME HOLDINGS INC COM Y62196103 657 771,100 SH   DFND 1,5 0 0 771,100
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 12,315 11,950,000 PRN   DFND 1,5 0 0 0
NAVISTAR INTL CORP NEW NOTE 4.500%10/1 63934EAQ1 151 150,000 PRN   DFND   0 0 0
NCR CORP NEW COM 62886E108 28,184 940,102 SH   DFND 1,5 0 0 940,102
NCS MULTISTAGE HLDGS INC COM 628877102 61,411 4,226,528 SH   DFND 1,5 174 0 4,226,354
NCS MULTISTAGE HLDGS INC COM 628877102 1,231 84,700 SH   DFND 7 84,700 0 0
NEENAH INC COM 640079109 34,069 401,525 SH   DFND 1,5 55 0 401,470
NEKTAR THERAPEUTICS COM 640268108 1,213,623 24,854,035 SH   DFND 1,5 3,775,148 0 21,078,887
NEKTAR THERAPEUTICS COM 640268108 22,246 455,580 SH   DFND 6 455,580 0 0
NEKTAR THERAPEUTICS COM 640268108 19,351 396,287 SH   DFND 7 241,420 0 154,867
NELNET INC CL A 64031N108 663 11,352 SH   DFND 1,5 11,052 0 300
NEON THERAPEUTICS INC COM 64050Y100 26,746 2,286,471 SH   DFND 1,5 582,864 0 1,703,607
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 5,038 554,871 SH   DFND 1,5 67,937 0 486,934
NETAPP INC COM 64110D104 99,572 1,267,952 SH   DFND 1,5 237,515 0 1,030,437
NETAPP INC COM 64110D104 1,839 23,416 SH   DFND 3 23,416 0 0
NETEASE INC SPONSORED ADR 64110W102 296,897 1,175,040 SH   DFND 1,5 193,842 0 981,198
NETEASE INC SPONSORED ADR 64110W102 370,666 1,466,998 SH   DFND 1,9 19,936 0 1,447,062
NETEASE INC SPONSORED ADR 64110W102 3,393 13,430 SH   DFND 6 13,430 0 0
NETEASE INC SPONSORED ADR 64110W102 10,976 43,440 SH   DFND 7 43,440 0 0
NETFLIX INC COM 64110L106 744 1,900 SH   DFND 1 1,900 0 0
NETFLIX INC COM 64110L106 10,017,688 25,592,541 SH   DFND 1,5 3,630,483 0 21,962,058
NETFLIX INC COM 64110L106 122,361 312,600 SH   DFND 1,9 0 0 312,600
NETFLIX INC COM 64110L106 111,563 285,014 SH   DFND 3 285,014 0 0
NETFLIX INC COM 64110L106 49,836 127,318 SH   DFND 6 127,318 0 0
NETFLIX INC COM 64110L106 75,168 192,035 SH   DFND 7 173,035 0 19,000
NETGEAR INC COM 64111Q104 291,842 4,669,464 SH   DFND 1,5 1,309,234 0 3,360,230
NETGEAR INC COM 64111Q104 3,756 60,100 SH   DFND 6 60,100 0 0
NETSCOUT SYS INC COM 64115T104 2,624 88,360 SH   DFND 1,5 0 0 88,360
NEUROCRINE BIOSCIENCES INC COM 64125C109 1,177,308 11,983,999 SH   DFND 1,5 648,764 0 11,335,235
NEUROCRINE BIOSCIENCES INC COM 64125C109 81,226 826,814 SH   DFND 6 826,814 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 62,912 640,388 SH   DFND 7 328,520 0 311,868
NEURONETICS INC COM 64131A105 10,169 382,134 SH   DFND 1,5 70,984 0 311,150
NEVRO CORP COM 64157F103 46,553 583,000 SH   DFND 1,5 33,000 0 550,000
NEW GOLD INC CDA COM 644535106 16,793 8,057,195 SH   DFND 1,5 900 0 8,056,295
NEW HOME CO INC COM 645370107 11,915 1,195,082 SH   DFND 1,5 0 0 1,195,082
NEW JERSEY RES COM 646025106 38,651 863,707 SH   DFND 6 863,707 0 0
NEW JERSEY RES COM 646025106 10,702 239,158 SH   DFND 7 239,158 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 294,594 3,112,125 SH   DFND 1,5 133,643 0 2,978,482
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 21,753 229,800 SH   DFND 1,9 0 0 229,800
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 38,650 408,300 SH   DFND 1,10 12,500 0 395,800
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 1,049 11,081 SH   DFND 3 11,081 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 13,786 145,640 SH   DFND 6 145,640 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 10,148 107,200 SH   DFND 7 107,200 0 0
NEW RELIC INC COM 64829B100 546,303 5,430,991 SH   DFND 1,5 728,116 0 4,702,875
NEW RELIC INC COM 64829B100 49,178 488,900 SH   DFND 1,9 0 0 488,900
NEW RELIC INC COM 64829B100 915 9,100 SH   DFND 6 9,100 0 0
NEW RELIC INC COM 64829B100 7,323 72,800 SH   DFND 7 72,800 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 15,358 878,078 SH   DFND 1,5 3,775 0 874,303
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 1,518 86,800 SH   DFND 7 86,800 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 246 22,300 SH   DFND 1,5 0 0 22,300
NEW YORK MTG TR INC PFD-C CONV 649604808 9,718 401,558 SH   DFND 1,5 0 0 401,558
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 28 28,000 PRN   DFND   0 0 0
NEW YORK TIMES CO CL A 650111107 122,142 4,715,899 SH   DFND 1,5 0 0 4,715,899
NEWELL BRANDS INC COM 651229106 222 8,600 SH   DFND 1 8,600 0 0
NEWELL BRANDS INC COM 651229106 176,493 6,843,455 SH   DFND 1,5 272,600 0 6,570,855
NEWELL BRANDS INC COM 651229106 4,755 184,360 SH   DFND 3 184,360 0 0
NEWFIELD EXPL CO COM 651290108 75,158 2,484,563 SH   DFND 1,5 65,473 0 2,419,090
NEWFIELD EXPL CO COM 651290108 2,858 94,467 SH   DFND 3 94,467 0 0
NEWMONT MINING CORP COM 651639106 269,038 7,134,399 SH   DFND 1,5 11,545 0 7,122,854
NEWMONT MINING CORP COM 651639106 8,227 218,168 SH   DFND 3 218,168 0 0
NEWMONT MINING CORP COM 651639106 1,957 51,900 SH   DFND 7 51,900 0 0
NEWS CORP NEW CL A 65249B109 13,886 895,900 SH   DFND 1,5 0 0 895,900
NEWS CORP NEW CL A 65249B109 5,878 379,210 SH   DFND 3 379,210 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 286 3,900 SH   DFND 1 3,900 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 98,794 1,345,967 SH   DFND 1,5 0 0 1,345,967
NEXTERA ENERGY INC UNIT 09/01/2019 65339F820 32,456 570,000 SH   DFND 1,5 179,000 0 391,000
NEXTERA ENERGY INC COM 65339F101 745,854 4,465,387 SH   DFND 1,5 114 0 4,465,273
NEXTERA ENERGY INC COM 65339F101 42,990 257,378 SH   DFND 3 257,378 0 0
NEXTERA ENERGY INC COM 65339F101 2,505 14,999 SH   DFND 6 14,999 0 0
NEXTERA ENERGY INC COM 65339F101 28,688 171,751 SH   DFND 7 160,851 0 10,900
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 56,912 1,219,451 SH   DFND 1,5 0 0 1,219,451
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 3,533 75,700 SH   DFND 7 75,700 0 0
NGL ENERGY PARTNERS LP COM UNIT REPST 62913M107 2,615 209,200 SH   DFND 1,5 0 0 209,200
NIC INC COM 62914B100 36,867 2,370,900 SH   DFND 1,5 0 0 2,370,900
NICE LTD SPONSORED ADR 653656108 32,560 313,769 SH   DFND 1,5 0 0 313,769
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 13,462 10,160,000 PRN   DFND 1,5 0 0 0
NICHOLAS FINANCIAL INC COM NEW 65373J209 3,990 433,743 SH   DFND 1,5 53,631 0 380,112
NIELSEN HLDGS PLC SHS EUR G6518L108 604,172 19,533,542 SH   DFND 1,5 85,818 0 19,447,724
NIELSEN HLDGS PLC SHS EUR G6518L108 39,249 1,268,961 SH   DFND 3 1,268,961 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 10,816 349,700 SH   DFND 6 349,700 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 18,202 588,495 SH   DFND 7 57,395 0 531,100
NIKE INC CL B 654106103 1,179,993 14,809,144 SH   DFND 1,5 2,421,690 0 12,387,454
NIKE INC CL B 654106103 51,913 651,523 SH   DFND 3 651,523 0 0
NIKE INC CL B 654106103 15,963 200,334 SH   DFND 6 200,334 0 0
NINE ENERGY SVC INC COM 65441V101 8,399 253,600 SH   DFND 6 253,600 0 0
NINE ENERGY SVC INC COM 65441V101 2,623 79,206 SH   DFND 7 79,206 0 0
NISOURCE INC COM 65473P105 4,192 159,500 SH   DFND 1,5 0 0 159,500
NISOURCE INC COM 65473P105 1,444 54,941 SH   DFND 3 54,941 0 0
NISOURCE INC COM 65473P105 2,124 80,822 SH   DFND 6 80,822 0 0
NISOURCE INC COM 65473P105 4,605 175,242 SH   DFND 7 171,242 0 4,000
NLIGHT INC COM 65487K100 3,207 97,000 SH   DFND 1,5 0 0 97,000
NMI HLDGS INC CL A 629209305 15,224 934,014 SH   DFND 1,5 0 0 934,014
NMI HLDGS INC CL A 629209305 34,689 2,128,188 SH   DFND 6 2,128,188 0 0
NMI HLDGS INC CL A 629209305 6,090 373,634 SH   DFND 7 373,634 0 0
NOBLE CORP PLC SHS USD G65431101 6,745 1,065,600 SH   DFND 1,5 0 0 1,065,600
NOBLE ENERGY INC COM 655044105 241,486 6,844,854 SH   DFND 1,5 899,078 0 5,945,776
NOBLE ENERGY INC COM 655044105 6,185 175,301 SH   DFND 3 175,301 0 0
NOBLE ENERGY INC COM 655044105 545 15,434 SH   DFND 6 15,434 0 0
NOBLE ENERGY INC COM 655044105 4,756 134,800 SH   DFND 7 134,800 0 0
NOBLE MIDSTREAM PARTNERS LP COM UNIT REPST 65506L105 68,225 1,336,167 SH   DFND 1,5 158 0 1,336,009
NOBLE MIDSTREAM PARTNERS LP COM UNIT REPST 65506L105 1,287 25,200 SH   DFND 7 25,200 0 0
NOKIA CORP SPONSORED ADR 654902204 20,061 3,488,873 SH   DFND 1,5 0 0 3,488,873
NOMAD FOODS LTD USD ORD SHS G6564A105 277,938 14,483,492 SH   DFND 1,5 0 0 14,483,492
NORBORD INC COM NEW 65548P403 5,909 143,686 SH   DFND 1,5 143,686 0 0
NORDSTROM INC COM 655664100 4,955 95,693 SH   DFND 1,5 11,793 0 83,900
NORDSTROM INC COM 655664100 2,200 42,489 SH   DFND 3 42,489 0 0
NORDSTROM INC COM 655664100 1,118 21,600 SH   DFND 7 21,600 0 0
NORFOLK SOUTHERN CORP COM 655844108 654 4,332 SH   DFND 1 4,332 0 0
NORFOLK SOUTHERN CORP COM 655844108 978,919 6,488,491 SH   DFND 1,5 186,118 0 6,302,373
NORFOLK SOUTHERN CORP COM 655844108 22,774 150,952 SH   DFND 3 150,952 0 0
NORFOLK SOUTHERN CORP COM 655844108 15,796 104,702 SH   DFND 6 104,702 0 0
NORFOLK SOUTHERN CORP COM 655844108 43,497 288,310 SH   DFND 7 41,197 0 247,113
NORTHERN TECH INTL CORP COM 665809109 1,096 30,606 SH   DFND 1,5 0 0 30,606
NORTHERN TR CORP COM 665859104 869,870 8,454,366 SH   DFND 1,5 69,660 0 8,384,706
NORTHERN TR CORP COM 665859104 100,707 978,779 SH   DFND 3 978,779 0 0
NORTHERN TR CORP COM 665859104 22,690 220,528 SH   DFND 6 220,528 0 0
NORTHERN TR CORP COM 665859104 12,254 119,100 SH   DFND 7 119,100 0 0
NORTHRIM BANCORP INC COM 666762109 8,709 220,196 SH   DFND 1,5 21,813 0 198,383
NORTHROP GRUMMAN CORP COM 666807102 951 3,091 SH   DFND 1 3,091 0 0
NORTHROP GRUMMAN CORP COM 666807102 2,429,341 7,895,162 SH   DFND 1,5 429,751 0 7,465,411
NORTHROP GRUMMAN CORP COM 666807102 30,805 100,114 SH   DFND 3 100,114 0 0
NORTHROP GRUMMAN CORP COM 666807102 19,614 63,743 SH   DFND 6 63,743 0 0
NORTHROP GRUMMAN CORP COM 666807102 32,400 105,298 SH   DFND 7 64,498 0 40,800
NORTHWEST BANCSHARES INC MD COM 667340103 534 30,700 SH   DFND 1,5 0 0 30,700
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 6,483 137,200 SH   DFND 1,5 0 0 137,200
NOVAGOLD RES INC COM NEW 66987E206 108,301 24,172,788 SH   DFND 1,5 2,620,672 0 21,552,116
NOVANTA INC COM 67000B104 24,292 389,927 SH   DFND 1,5 0 0 389,927
NOVANTA INC COM 67000B104 2,131 34,200 SH   DFND 6 34,200 0 0
NOVARTIS A G SPONSORED ADR 66987V109 45,900 607,630 SH   DFND 1,5 0 0 607,630
NOVARTIS A G SPONSORED ADR 66987V109 38,354 507,736 SH   DFND 3 507,736 0 0
NOVARTIS A G SPONSORED ADR 66987V109 4,803 63,577 SH   DFND 7 0 0 63,577
NOVAVAX INC COM 670002104 5,842 4,359,642 SH   DFND 1,5 0 0 4,359,642
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 2,035 3,500,000 PRN   DFND 1,5 0 0 0
NOVELION THERAPEUTICS INC COM NEW 67001K202 2,499 678,977 SH   DFND 1,5 0 0 678,977
NOVO-NORDISK A S ADR 670100205 80,023 1,735,104 SH   DFND 1,5 342,408 0 1,392,696
NOVO-NORDISK A S ADR 670100205 11,757 254,915 SH   DFND 3 254,915 0 0
NOVO-NORDISK A S ADR 670100205 1,739 37,700 SH   DFND 7 0 0 37,700
NOVOCURE LTD ORD SHS G6674U108 245,696 7,849,721 SH   DFND 1,5 1,522,015 0 6,327,706
NOVOCURE LTD ORD SHS G6674U108 388 12,400 SH   DFND 6 12,400 0 0
NRG ENERGY INC COM NEW 629377508 246 8,000 SH   DFND 1 8,000 0 0
NRG ENERGY INC COM NEW 629377508 333,523 10,863,950 SH   DFND 1,5 65,916 0 10,798,034
NRG ENERGY INC COM NEW 629377508 2,272 73,991 SH   DFND 3 73,991 0 0
NRG ENERGY INC COM NEW 629377508 5,047 164,400 SH   DFND 7 164,400 0 0
NRG YIELD INC CL C 62942X405 12,908 750,453 SH   DFND 1,5 350 0 750,103
NRG YIELD INC CL C 62942X405 824 47,900 SH   DFND 7 47,900 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 160 11,500 SH   DFND 1 11,500 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 6,623 7,400,000 PRN   DFND 1,5 0 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 269,089 19,379,821 SH   DFND 1,5 28,700 0 19,351,121
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 9,819 10,620,000 PRN   DFND 1,5 0 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 10,229 736,700 SH   DFND 6 736,700 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 3,280 236,200 SH   DFND 7 236,200 0 0
NUCOR CORP COM 670346105 151,517 2,424,278 SH   DFND 1,5 144,206 0 2,280,072
NUCOR CORP COM 670346105 13,384 214,147 SH   DFND 3 214,147 0 0
NUTANIX INC CL A 67059N108 837,833 16,246,513 SH   DFND 1,5 4,969,549 0 11,276,964
NUTANIX INC CL A 67059N108 76,380 1,481,100 SH   DFND 1,9 0 0 1,481,100
NUTRIEN LTD COM 67077M108 451 8,300 SH   DFND 1 8,300 0 0
NUTRIEN LTD COM 67077M108 686,978 12,627,879 SH   DFND 1,5 178,609 0 12,449,270
NUTRIEN LTD COM 67077M108 69,689 1,280,987 SH   DFND 3 1,280,987 0 0
NUTRIEN LTD COM 67077M108 40,191 738,772 SH   DFND 6 603,972 0 134,800
NUTRIEN LTD COM 67077M108 8,303 152,620 SH   DFND 7 91,660 0 60,960
NVENT ELECTRIC PLC SHS G6700G107 58,425 2,327,700 SH   DFND 1,5 85,333 0 2,242,367
NVENT ELECTRIC PLC SHS G6700G107 1,067 42,498 SH   DFND 3 42,498 0 0
NVIDIA CORP COM 67066G104 605 2,555 SH   DFND 1 2,555 0 0
NVIDIA CORP COM 67066G104 10,466,696 44,181,917 SH   DFND 1,5 9,873,362 0 34,308,555
NVIDIA CORP COM 67066G104 814,307 3,437,344 SH   DFND 1,9 94 0 3,437,250
NVIDIA CORP COM 67066G104 89,348 377,155 SH   DFND 3 377,155 0 0
NVIDIA CORP COM 67066G104 70,128 296,022 SH   DFND 6 296,022 0 0
NVIDIA CORP COM 67066G104 70,935 299,429 SH   DFND 7 299,429 0 0
NVR INC COM 62944T105 267,976 90,217 SH   DFND 1,5 4,101 0 86,116
NVR INC COM 62944T105 1,497 504 SH   DFND 3 504 0 0
NXP SEMICONDUCTORS N V COM N6596X109 312,435 2,859,295 SH   DFND 1,5 24,112 0 2,835,183
NXP SEMICONDUCTORS N V NOTE 1.000%12/0 62952QAB6 16,891 14,040,000 PRN   DFND 1,5 0 0 0
NXP SEMICONDUCTORS N V COM N6596X109 80,150 733,500 SH   DFND 1,9 0 0 733,500
NXP SEMICONDUCTORS N V COM N6596X109 6,772 61,979 SH   DFND 6 61,979 0 0
NXP SEMICONDUCTORS N V COM N6596X109 1,151 10,534 SH   DFND 7 10,534 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 194,109 709,542 SH   DFND 1,5 27 0 709,515
O REILLY AUTOMOTIVE INC NEW COM 67103H107 18,375 67,168 SH   DFND 3 67,168 0 0
O2MICRO INTERNATIONAL LTD SPONS ADR 67107W100 1,473 800,400 SH   DFND 1,5 0 0 800,400
OAKTREE CAP GROUP LLC UNIT CL A 674001201 182,060 4,478,710 SH   DFND 1,5 0 0 4,478,710
OAKTREE CAP GROUP LLC UNIT CL A 674001201 3,772 92,800 SH   DFND 7 92,800 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 9,601 7,400,000 PRN   DFND 1,5 0 0 0
OBSEVA SA COM H5861P103 27,254 1,800,105 SH   DFND 1,5 0 0 1,800,105
OCCIDENTAL PETE CORP DEL COM 674599105 456,614 5,456,665 SH   DFND 1,5 828,553 0 4,628,112
OCCIDENTAL PETE CORP DEL COM 674599105 39,471 471,687 SH   DFND 3 471,687 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 10,109 120,800 SH   DFND 7 120,800 0 0
OCEANEERING INTL INC COM 675232102 360,364 14,154,133 SH   DFND 1,5 799,428 0 13,354,705
OCEANEERING INTL INC COM 675232102 4,904 192,600 SH   DFND 6 192,600 0 0
OCEANEERING INTL INC COM 675232102 410 16,100 SH   DFND 7 16,100 0 0
OCEANFIRST FINL CORP COM 675234108 20,478 683,500 SH   DFND 6 683,500 0 0
OCEANFIRST FINL CORP COM 675234108 3,806 127,036 SH   DFND 7 127,036 0 0
OCLARO INC COM NEW 67555N206 4,537 508,050 SH   DFND 1,5 0 0 508,050
OCULAR THERAPEUTIX INC COM 67576A100 21,866 3,239,448 SH   DFND 1,5 0 0 3,239,448
ODONATE THERAPEUTICS INC COM 676079106 18,768 850,000 SH   DFND 1,5 0 0 850,000
OFG BANCORP COM 67103X102 35,953 2,558,957 SH   DFND 1,5 233,327 0 2,325,630
OGE ENERGY CORP COM 670837103 111,517 3,167,208 SH   DFND 1,5 215,908 0 2,951,300
OGE ENERGY CORP COM 670837103 334 9,474 SH   DFND 3 9,474 0 0
OIL STS INTL INC COM 678026105 279,860 8,718,371 SH   DFND 1,5 339,916 0 8,378,455
OKTA INC CL A 679295105 338,185 6,714,025 SH   DFND 1,5 896,142 0 5,817,883
OKTA INC CL A 679295105 17,947 356,300 SH   DFND 1,9 0 0 356,300
OKTA INC CL A 679295105 388 7,700 SH   DFND 6 7,700 0 0
OLD DOMINION FGHT LINES INC COM 679580100 17,160 115,200 SH   DFND 1,5 5,300 0 109,900
OLD DOMINION FGHT LINES INC COM 679580100 24,400 163,800 SH   DFND 6 163,800 0 0
OLD DOMINION FGHT LINES INC COM 679580100 35,698 239,645 SH   DFND 7 54,569 0 185,076
OLD NATL BANCORP IND COM 680033107 34,020 1,829,031 SH   DFND 1,5 0 0 1,829,031
OLD REP INTL CORP COM 680223104 35,833 1,799,753 SH   DFND 1,5 0 0 1,799,753
OLD REP INTL CORP COM 680223104 1,632 81,970 SH   DFND 3 81,970 0 0
OLIN CORP COM PAR $1 680665205 364,736 12,699,713 SH   DFND 1,5 533 0 12,699,180
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 258,467 3,565,056 SH   DFND 1,5 160,048 0 3,405,008
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 409 5,639 SH   DFND 3 5,639 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 1,334 18,400 SH   DFND 6 18,400 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 94,106 3,035,666 SH   DFND 1,5 243 0 3,035,423
OMEGA HEALTHCARE INVS INC COM 681936100 29,291 944,886 SH   DFND 3 944,886 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 1,758 56,700 SH   DFND 7 56,700 0 0
OMNICOM GROUP INC COM 681919106 305,490 4,005,378 SH   DFND 1,5 58,990 0 3,946,388
OMNICOM GROUP INC COM 681919106 10,980 143,956 SH   DFND 3 143,956 0 0
OMNICOM GROUP INC COM 681919106 4,589 60,166 SH   DFND 6 60,166 0 0
OMNICOM GROUP INC COM 681919106 9,407 123,337 SH   DFND 7 101,037 0 22,300
ON SEMICONDUCTOR CORP COM 682189105 300 13,500 SH   DFND 1 13,500 0 0
ON SEMICONDUCTOR CORP COM 682189105 438,029 19,699,974 SH   DFND 1,5 30,553 0 19,669,421
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 32,271 25,500,000 PRN   DFND 1,5 0 0 0
ON SEMICONDUCTOR CORP COM 682189105 1,274 57,278 SH   DFND 3 57,278 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 190 150,000 PRN   DFND 6 0 0 0
ON SEMICONDUCTOR CORP COM 682189105 1,563 70,300 SH   DFND 7 70,300 0 0
ONE GAS INC COM 68235P108 20,823 278,605 SH   DFND 6 278,605 0 0
ONE GAS INC COM 68235P108 6,908 92,423 SH   DFND 7 92,423 0 0
ONEMAIN HLDGS INC COM 68268W103 390,960 11,744,062 SH   DFND 1,5 6,529 0 11,737,533
ONEMAIN HLDGS INC COM 68268W103 15,177 455,900 SH   DFND 7 455,900 0 0
ONEOK INC NEW COM 682680103 10,285 147,288 SH   DFND 3 147,288 0 0
OPEN TEXT CORP COM 683715106 33,314 946,528 SH   DFND 1,5 0 0 946,528
OPEN TEXT CORP COM 683715106 13,240 376,184 SH   DFND 1,11 788 0 375,396
OPTINOSE INC COM 68404V100 169,786 6,068,118 SH   DFND 1,5 1,203,908 0 4,864,210
OPTINOSE INC COM 68404V100 1,374 49,090 SH   DFND 6 49,090 0 0
ORACLE CORP COM 68389X105 1,539,402 34,938,773 SH   DFND 1,5 2,030,315 0 32,908,458
ORACLE CORP COM 68389X105 282,817 6,418,917 SH   DFND 1,9 0 0 6,418,917
ORACLE CORP COM 68389X105 192,389 4,366,530 SH   DFND 3 4,366,530 0 0
ORACLE CORP COM 68389X105 17,195 390,253 SH   DFND 6 390,253 0 0
ORACLE CORP COM 68389X105 69,146 1,569,359 SH   DFND 7 505,580 0 1,063,779
ORAGENICS INC COM PAR 684023302 230 166,667 SH   DFND 1,5 0 0 166,667
ORBCOMM INC COM 68555P100 4,564 451,847 SH   DFND 1,5 0 0 451,847
ORION ENGINEERED CARBONS S A COM L72967109 156,770 5,081,678 SH   DFND 1,5 11,251 0 5,070,427
ORION ENGINEERED CARBONS S A COM L72967109 5,552 179,982 SH   DFND 6 179,982 0 0
ORITANI FINL CORP DEL COM 68633D103 480 29,600 SH   DFND 1,5 0 0 29,600
ORTHOPEDIATRICS CORP COM 68752L100 7,758 291,200 SH   DFND 6 291,200 0 0
ORTHOPEDIATRICS CORP COM 68752L100 2,605 97,800 SH   DFND 7 97,800 0 0
OSHKOSH CORP COM 688239201 62,140 883,679 SH   DFND 1,5 307 0 883,372
OSHKOSH CORP COM 688239201 703 10,000 SH   DFND 7 10,000 0 0
OSISKO GOLD ROYALTIES LTD COM 68827L101 11,225 1,185,293 SH   DFND 1,5 0 0 1,185,293
OUTFRONT MEDIA INC COM 69007J106 54,876 2,821,400 SH   DFND 1 2,821,400 0 0
OUTFRONT MEDIA INC COM 69007J106 83,809 4,308,954 SH   DFND 1,5 81,072 0 4,227,882
OUTFRONT MEDIA INC COM 69007J106 255 13,109 SH   DFND 3 13,109 0 0
OUTFRONT MEDIA INC COM 69007J106 8,184 420,769 SH   DFND 6 420,769 0 0
OUTFRONT MEDIA INC COM 69007J106 5,323 273,700 SH   DFND 7 105,900 0 167,800
OVID THERAPEUTICS INC COM 690469101 10,248 1,313,824 SH   DFND 1,5 14,062 0 1,299,762
OWENS CORNING NEW COM 690742101 6,350 100,213 SH   DFND 1,5 0 0 100,213
OWENS CORNING NEW COM 690742101 1,090 17,200 SH   DFND 7 17,200 0 0
OWENS ILL INC COM NEW 690768403 18,320 1,089,850 SH   DFND 1,5 0 0 1,089,850
OWENS ILL INC COM NEW 690768403 357 21,253 SH   DFND 3 21,253 0 0
OXFORD INDS INC COM 691497309 2,418 29,136 SH   DFND 1,5 3,661 0 25,475
OXFORD INDS INC COM 691497309 18,936 228,200 SH   DFND 6 228,200 0 0
OXFORD INDS INC COM 691497309 6,240 75,200 SH   DFND 7 75,200 0 0
P & F INDS INC CL A NEW 692830508 3,396 389,909 SH   DFND 1,5 49,000 0 340,909
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 13,420 515,940 SH   DFND 1,5 18,000 0 497,940
PACCAR INC COM 693718108 282,331 4,556,672 SH   DFND 1,5 327,531 0 4,229,141
PACCAR INC COM 693718108 11,859 191,398 SH   DFND 3 191,398 0 0
PACCAR INC COM 693718108 2,863 46,200 SH   DFND 7 46,200 0 0
PACKAGING CORP AMER COM 695156109 248,389 2,221,926 SH   DFND 1,5 135,459 0 2,086,467
PACKAGING CORP AMER COM 695156109 3,221 28,810 SH   DFND 3 28,810 0 0
PACKAGING CORP AMER COM 695156109 22,329 199,745 SH   DFND 6 199,745 0 0
PACKAGING CORP AMER COM 695156109 67,097 600,207 SH   DFND 7 403,037 0 197,170
PACWEST BANCORP DEL COM 695263103 61,881 1,252,136 SH   DFND 1,5 58,800 0 1,193,336
PAGSEGURO DIGITAL LTD COM CL A G68707101 2,026 73,000 SH   DFND 1,5 0 0 73,000
PALO ALTO NETWORKS INC COM 697435105 28,059 136,560 SH   DFND 1,5 27,021 0 109,539
PALO ALTO NETWORKS INC COM 697435105 36,944 179,800 SH   DFND 1,9 0 0 179,800
PALO ALTO NETWORKS INC COM 697435105 292 1,423 SH   DFND 3 1,423 0 0
PAMPA ENERGIA S A SPONS ADR LVL I 697660207 1,884 52,657 SH   DFND 1,10 36,561 0 16,096
PAN AMERICAN SILVER CORP COM 697900108 61,874 3,456,637 SH   DFND 1,5 113,637 0 3,343,000
PANDORA MEDIA INC COM 698354107 39,609 5,026,577 SH   DFND 1,5 14,098 0 5,012,479
PANDORA MEDIA INC NOTE 1.750%12/0 698354AB3 6,257 6,531,000 PRN   DFND 1,5 0 0 0
PANDORA MEDIA INC COM 698354107 255 32,300 SH   DFND 6 32,300 0 0
PAPA JOHNS INTL INC COM 698813102 29,113 574,000 SH   DFND 1,5 0 0 574,000
PAPA JOHNS INTL INC COM 698813102 1,030 20,311 SH   DFND 7 6,311 0 14,000
PARAMOUNT GROUP INC COM 69924R108 44,290 2,876,000 SH   DFND 1 2,876,000 0 0
PARK CITY GROUP INC COM NEW 700215304 7,287 922,368 SH   DFND 6 922,368 0 0
PARK CITY GROUP INC COM NEW 700215304 1,313 166,228 SH   DFND 7 166,228 0 0
PARK HOTELS RESORTS INC COM 700517105 23,910 780,620 SH   DFND 1 780,620 0 0
PARK HOTELS RESORTS INC COM 700517105 41,525 1,355,708 SH   DFND 1,5 19,610 0 1,336,098
PARK HOTELS RESORTS INC COM 700517105 1,694 55,300 SH   DFND 7 55,300 0 0
PARK OHIO HLDGS CORP COM 700666100 2,369 63,512 SH   DFND 1,5 52 0 63,460
PARKER DRILLING CO COM 701081101 1,561 4,107,844 SH   DFND 1,5 0 0 4,107,844
PARKER HANNIFIN CORP COM 701094104 122,119 783,570 SH   DFND 1,5 42,134 0 741,436
PARKER HANNIFIN CORP COM 701094104 17,503 112,309 SH   DFND 3 112,309 0 0
PARSLEY ENERGY INC CL A 701877102 230 7,600 SH   DFND 1 7,600 0 0
PARSLEY ENERGY INC CL A 701877102 295,349 9,753,921 SH   DFND 1,5 729 0 9,753,192
PARSLEY ENERGY INC CL A 701877102 5,953 196,600 SH   DFND 7 196,600 0 0
PARTY CITY HOLDCO INC COM 702149105 26,190 1,717,400 SH   DFND 1,5 0 0 1,717,400
PATRICK INDS INC COM 703343103 2,968 52,200 SH   DFND 1,5 0 0 52,200
PATTERSON COMPANIES INC COM 703395103 105,444 4,651,269 SH   DFND 1,5 293,383 0 4,357,886
PATTERSON COMPANIES INC COM 703395103 945 41,700 SH   DFND 7 0 0 41,700
PATTERSON UTI ENERGY INC COM 703481101 3,984 221,336 SH   DFND 1,5 36 0 221,300
PAYCHEX INC COM 704326107 434,028 6,350,083 SH   DFND 1,5 180,647 0 6,169,436
PAYCHEX INC COM 704326107 92,820 1,358,012 SH   DFND 3 1,358,012 0 0
PAYCHEX INC COM 704326107 15,242 222,997 SH   DFND 6 222,997 0 0
PAYCHEX INC COM 704326107 3,804 55,658 SH   DFND 7 55,058 0 600
PAYCOM SOFTWARE INC COM 70432V102 399,773 4,045,060 SH   DFND 1,5 559,099 0 3,485,961
PAYCOM SOFTWARE INC COM 70432V102 679 6,873 SH   DFND 3 6,873 0 0
PAYCOM SOFTWARE INC COM 70432V102 36,358 367,886 SH   DFND 6 367,886 0 0
PAYCOM SOFTWARE INC COM 70432V102 32,767 331,545 SH   DFND 7 110,160 0 221,385
PAYLOCITY HLDG CORP COM 70438V106 34,480 585,800 SH   DFND 1,5 130,167 0 455,633
PAYLOCITY HLDG CORP COM 70438V106 1,413 24,000 SH   DFND 7 24,000 0 0
PAYPAL HLDGS INC COM 70450Y103 947 11,367 SH   DFND 1 11,367 0 0
PAYPAL HLDGS INC COM 70450Y103 6,017,373 72,263,401 SH   DFND 1,5 9,701,511 0 62,561,890
PAYPAL HLDGS INC COM 70450Y103 302,427 3,631,880 SH   DFND 1,9 880 0 3,631,000
PAYPAL HLDGS INC COM 70450Y103 51,767 621,673 SH   DFND 3 621,673 0 0
PAYPAL HLDGS INC COM 70450Y103 32,346 388,446 SH   DFND 6 388,446 0 0
PAYPAL HLDGS INC COM 70450Y103 48,291 579,934 SH   DFND 7 565,680 0 14,254
PB BANCORP INC COM 70454T100 5,859 516,200 SH   DFND 6 516,200 0 0
PB BANCORP INC COM 70454T100 1,872 164,958 SH   DFND 7 164,958 0 0
PBF ENERGY INC CL A 69318G106 36,392 867,915 SH   DFND 1,5 594 0 867,321
PBF ENERGY INC CL A 69318G106 6,152 146,711 SH   DFND 3 146,711 0 0
PDC ENERGY INC COM 69327R101 197,617 3,269,104 SH   DFND 1,5 275,829 0 2,993,275
PDC ENERGY INC COM 69327R101 5,785 95,700 SH   DFND 6 95,700 0 0
PDC ENERGY INC COM 69327R101 1,251 20,700 SH   DFND 7 20,700 0 0
PDF SOLUTIONS INC COM 693282105 16,860 1,407,355 SH   DFND 1,5 0 0 1,407,355
PEABODY ENERGY CORP NEW COM 704551100 12,089 265,800 SH   DFND 1,5 0 0 265,800
PEABODY ENERGY CORP NEW COM 704551100 905 19,900 SH   DFND 7 19,900 0 0
PEGASYSTEMS INC COM 705573103 11,695 213,414 SH   DFND 1,5 23,704 0 189,710
PEGASYSTEMS INC COM 705573103 30,491 556,400 SH   DFND 6 556,400 0 0
PEGASYSTEMS INC COM 705573103 9,223 168,300 SH   DFND 7 149,100 0 19,200
PEMBINA PIPELINE CORP COM 706327103 876 25,300 SH   DFND 1,5 0 0 25,300
PEMBINA PIPELINE CORP COM 706327103 452 13,048 SH   DFND 6 13,048 0 0
PEMBINA PIPELINE CORP COM 706327103 8,376 241,843 SH   DFND 7 241,843 0 0
PENN NATL GAMING INC COM 707569109 13,604 405,000 SH   DFND 1 405,000 0 0
PENN NATL GAMING INC COM 707569109 182,249 5,425,707 SH   DFND 1,5 729,360 0 4,696,347
PENN NATL GAMING INC COM 707569109 251 7,475 SH   DFND 3 7,475 0 0
PENN NATL GAMING INC COM 707569109 346 10,300 SH   DFND 6 10,300 0 0
PENN VA CORP NEW COM 70788V102 39,354 463,586 SH   DFND 6 463,586 0 0
PENN VA CORP NEW COM 70788V102 9,939 117,076 SH   DFND 7 107,576 0 9,500
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 8,180 744,300 SH   DFND 1,5 0 0 744,300
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 1,501 136,600 SH   DFND 7 136,600 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 42,484 42,490,000 PRN   DFND 1,5 0 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 28 28,000 PRN   DFND   0 0 0
PENNYMAC MTG INVT TR COM 70931T103 562 29,600 SH   DFND 1,5 3,775 0 25,825
PENNYMAC MTG INVT TR COM 70931T103 927 48,800 SH   DFND 7 16,100 0 32,700
PENSKE AUTOMOTIVE GRP INC COM 70959W103 5,749 122,719 SH   DFND 3 122,719 0 0
PENTAIR PLC SHS G7S00T104 77,148 1,833,367 SH   DFND 1,5 108,767 0 1,724,600
PENTAIR PLC SHS G7S00T104 1,610 38,255 SH   DFND 3 38,255 0 0
PENUMBRA INC COM 70975L107 645,619 4,673,318 SH   DFND 1,5 999,944 0 3,673,374
PENUMBRA INC COM 70975L107 5,581 40,400 SH   DFND 7 40,400 0 0
PEOPLES BANCORP INC COM 709789101 2,375 62,866 SH   DFND 1,5 7,824 0 55,042
PEOPLES UNITED FINANCIAL INC COM 712704105 1,939 107,162 SH   DFND 3 107,162 0 0
PEPSICO INC COM 713448108 986,382 9,060,184 SH   DFND 1,5 826,893 0 8,233,291
PEPSICO INC COM 713448108 67,357 618,689 SH   DFND 3 618,689 0 0
PEPSICO INC COM 713448108 10,647 97,791 SH   DFND 6 97,791 0 0
PEPSICO INC COM 713448108 38,373 352,466 SH   DFND 7 82,843 0 269,623
PERFORMANCE FOOD GROUP CO COM 71377A103 328,764 8,958,140 SH   DFND 1,5 356,781 0 8,601,359
PERFORMANCE FOOD GROUP CO COM 71377A103 4,557 124,181 SH   DFND 1,11 14,938 0 109,243
PERFORMANCE FOOD GROUP CO COM 71377A103 203 5,533 SH   DFND 3 5,533 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 64,503 1,757,582 SH   DFND 6 1,757,582 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 10,595 288,700 SH   DFND 7 288,700 0 0
PERKINELMER INC COM 714046109 52,912 722,551 SH   DFND 1,5 36,000 0 686,551
PERKINELMER INC COM 714046109 2,381 32,520 SH   DFND 3 32,520 0 0
PERMIAN BASIN RTY TR UNIT BEN INT 714236106 3,048 326,689 SH   DFND 1,5 326,689 0 0
PERRIGO CO PLC SHS G97822103 366,006 5,019,976 SH   DFND 1,5 100,935 0 4,919,041
PERRIGO CO PLC SHS G97822103 3,365 46,149 SH   DFND 3 46,149 0 0
PERRIGO CO PLC SHS G97822103 7,583 104,000 SH   DFND 7 104,000 0 0
PERSPECTA INC COM 715347100 13,257 645,101 SH   DFND 1,5 81,826 0 563,275
PERSPECTA INC COM 715347100 7,232 351,900 SH   DFND 1,9 0 0 351,900
PERSPECTA INC COM 715347100 639 31,077 SH   DFND 3 31,077 0 0
PERSPECTA INC COM 715347100 724 35,250 SH   DFND 7 35,250 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 104,965 11,873,900 SH   DFND 1,5 397,594 0 11,476,306
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 13,681 1,364,000 SH   DFND 1,5 2,700 0 1,361,300
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 7,113 709,200 SH   DFND 6 709,200 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 4,937 492,263 SH   DFND 7 492,263 0 0
PFIZER INC COM 717081103 447,641 12,338,496 SH   DFND 1,5 4,309 0 12,334,187
PFIZER INC COM 717081103 176,958 4,877,555 SH   DFND 3 4,877,555 0 0
PFIZER INC COM 717081103 4,203 115,860 SH   DFND 6 115,860 0 0
PFIZER INC COM 717081103 5,497 151,510 SH   DFND 7 15,610 0 135,900
PG&E CORP COM 69331C108 312,161 7,334,600 SH   DFND 1,5 484,528 0 6,850,072
PG&E CORP COM 69331C108 10,984 258,084 SH   DFND 3 258,084 0 0
PG&E CORP COM 69331C108 472 11,100 SH   DFND 6 11,100 0 0
PG&E CORP COM 69331C108 8,823 207,300 SH   DFND 7 118,000 0 89,300
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 3,280 71,229 SH   DFND 1,5 8,778 0 62,451
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 4,599 99,878 SH   DFND 1,11 11,818 0 88,060
PHILIP MORRIS INTL INC COM 718172109 365 4,523 SH   DFND 1 4,523 0 0
PHILIP MORRIS INTL INC COM 718172109 1,318,252 16,327,118 SH   DFND 1,5 1,144,062 0 15,183,056
PHILIP MORRIS INTL INC COM 718172109 48,997 606,849 SH   DFND 3 606,849 0 0
PHILIP MORRIS INTL INC COM 718172109 25,195 312,049 SH   DFND 6 312,049 0 0
PHILIP MORRIS INTL INC COM 718172109 129,005 1,597,781 SH   DFND 7 1,392,981 0 204,800
PHILLIPS 66 COM 718546104 401 3,572 SH   DFND 1 3,572 0 0
PHILLIPS 66 COM 718546104 1,501,033 13,365,092 SH   DFND 1,5 969,695 0 12,395,397
PHILLIPS 66 COM 718546104 36,946 328,963 SH   DFND 3 328,963 0 0
PHILLIPS 66 COM 718546104 22,549 200,776 SH   DFND 6 200,776 0 0
PHILLIPS 66 COM 718546104 56,344 501,684 SH   DFND 7 230,084 0 271,600
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 6,469 126,700 SH   DFND 1,5 0 0 126,700
PHYSICIANS RLTY TR COM 71943U104 360 22,600 SH   DFND 6 22,600 0 0
PHYSICIANS RLTY TR COM 71943U104 4,501 282,353 SH   DFND 7 194,153 0 88,200
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 60,470 3,034,100 SH   DFND 1 3,034,100 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 43,593 2,187,326 SH   DFND 1,5 592 0 2,186,734
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 512 25,700 SH   DFND 6 25,700 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 9,255 464,394 SH   DFND 7 368,094 0 96,300
PILGRIMS PRIDE CORP NEW COM 72147K108 8,736 433,973 SH   DFND 1,5 856 0 433,117
PILGRIMS PRIDE CORP NEW COM 72147K108 2,429 120,670 SH   DFND 3 120,670 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 2,186 108,600 SH   DFND 7 108,600 0 0
PIMCO ETF TR ENHAN SHRT MA AC 72201R833 302,055 2,974,445 SH   DFND 3 2,974,445 0 0
PIMCO ETF TR ENHNCD LW DUR AC 72201R718 14,937 149,760 SH   DFND 3 149,760 0 0
PIMCO ETF TR 25YR+ ZERO U S 72201R882 221 1,920 SH   DFND 6 0 0 1,920
PIMCO ETF TR 15+ YR US TIPS 72201R304 18,491 273,604 SH   DFND 7 273,604 0 0
PIMCO ETF TR 25YR+ ZERO U S 72201R882 23,557 204,334 SH   DFND 7 204,334 0 0
PINNACLE ENTMT INC NEW COM 72348Y105 1,025 30,400 SH   DFND 1,5 0 0 30,400
PINNACLE FINL PARTNERS INC COM 72346Q104 23,509 383,200 SH   DFND 6 383,200 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 4,792 78,110 SH   DFND 7 78,110 0 0
PINNACLE FOODS INC DEL COM 72348P104 5,172 79,500 SH   DFND 1,5 0 0 79,500
PINNACLE WEST CAP CORP COM 723484101 10,897 135,265 SH   DFND 3 135,265 0 0
PINNACLE WEST CAP CORP COM 723484101 8,786 109,059 SH   DFND 6 109,059 0 0
PINNACLE WEST CAP CORP COM 723484101 24,770 307,475 SH   DFND 7 305,675 0 1,800
PIONEER NAT RES CO COM 723787107 322 1,700 SH   DFND 1 1,700 0 0
PIONEER NAT RES CO COM 723787107 1,151,424 6,084,462 SH   DFND 1,5 630,967 0 5,453,495
PIONEER NAT RES CO COM 723787107 19,473 102,903 SH   DFND 3 102,903 0 0
PIONEER NAT RES CO COM 723787107 11,067 58,482 SH   DFND 6 58,482 0 0
PIONEER NAT RES CO COM 723787107 34,726 183,504 SH   DFND 7 183,504 0 0
PITNEY BOWES INC COM 724479100 782 91,200 SH   DFND 1,5 0 0 91,200
PITNEY BOWES INC COM 724479100 805 93,900 SH   DFND 7 93,900 0 0
PIVOTAL SOFTWARE INC COM CL A 72582H107 45,001 1,854,200 SH   DFND 1,5 658,433 0 1,195,767
PIVOTAL SOFTWARE INC COM CL A 72582H107 354 14,600 SH   DFND 1,9 0 0 14,600
PJT PARTNERS INC COM CL A 69343T107 98,864 1,851,734 SH   DFND 1,5 4,758 0 1,846,976
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 12,224 517,079 SH   DFND 1,5 2,379 0 514,700
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 26,659 1,114,963 SH   DFND 1,5 163 0 1,114,800
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 3,756 157,100 SH   DFND 7 157,100 0 0
PLANET FITNESS INC CL A 72703H101 109,483 2,491,643 SH   DFND 1,5 33,360 0 2,458,283
PLANET FITNESS INC CL A 72703H101 1,560 35,500 SH   DFND 6 35,500 0 0
PLANTRONICS INC NEW COM 727493108 3,677 48,224 SH   DFND 1,5 0 0 48,224
PLATFORM SPECIALTY PRODS COR COM 72766Q105 346 29,800 SH   DFND 1 29,800 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 332,164 28,634,829 SH   DFND 1,5 0 0 28,634,829
PLATFORM SPECIALTY PRODS COR COM 72766Q105 22,137 1,908,357 SH   DFND 6 1,908,357 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 4,568 393,800 SH   DFND 7 393,800 0 0
PLAYAGS INC COM 72814N104 11,244 415,354 SH   DFND 1,5 0 0 415,354
PLEXUS CORP COM 729132100 54,786 920,154 SH   DFND 1,5 21,849 0 898,305
PLUMAS BANCORP COM 729273102 2,032 72,045 SH   DFND 1,5 0 0 72,045
PLURALSIGHT INC COM CL A 72941B106 76,204 3,116,708 SH   DFND 1,5 195,203 0 2,921,505
PLURALSIGHT INC COM CL A 72941B106 645 26,400 SH   DFND 6 26,400 0 0
PNC FINL SVCS GROUP INC COM 693475105 1,320,758 9,776,151 SH   DFND 1,5 554,716 0 9,221,435
PNC FINL SVCS GROUP INC COM 693475105 100,740 745,671 SH   DFND 3 745,671 0 0
PNC FINL SVCS GROUP INC COM 693475105 27,668 204,794 SH   DFND 6 204,794 0 0
PNC FINL SVCS GROUP INC COM 693475105 80,773 597,875 SH   DFND 7 159,328 0 438,547
PNM RES INC COM 69349H107 6,898 177,319 SH   DFND 1,5 0 0 177,319
POLARIS INDS INC COM 731068102 159,977 1,309,355 SH   DFND 1,5 0 0 1,309,355
POLARITYTE INC COM 731094108 14,441 613,470 SH   DFND 6 613,470 0 0
POLARITYTE INC COM 731094108 2,761 117,300 SH   DFND 7 117,300 0 0
POLYONE CORP COM 73179P106 6,240 144,380 SH   DFND 1,5 0 0 144,380
POOL CORPORATION COM 73278L105 175,142 1,156,051 SH   DFND 1,5 71,048 0 1,085,003
POPULAR INC COM NEW 733174700 195,703 4,328,761 SH   DFND 1,5 0 0 4,328,761
POPULAR INC COM NEW 733174700 3,076 68,045 SH   DFND 7 68,045 0 0
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 17 18,000 PRN   DFND   0 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 31,959 747,410 SH   DFND 1,5 59 0 747,351
PORTLAND GEN ELEC CO COM NEW 736508847 38,025 889,255 SH   DFND 6 889,255 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 25,922 606,230 SH   DFND 7 237,487 0 368,743
PORTOLA PHARMACEUTICALS INC COM 737010108 74,425 1,970,485 SH   DFND 1,5 31,409 0 1,939,076
PORTOLA PHARMACEUTICALS INC COM 737010108 232 6,132 SH   DFND 3 6,132 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 937 24,800 SH   DFND 6 24,800 0 0
POST HLDGS INC COM 737446104 354,457 4,120,636 SH   DFND 1,5 66,722 0 4,053,914
POST HLDGS INC COM 737446104 53,250 619,045 SH   DFND 6 619,045 0 0
POST HLDGS INC COM 737446104 70,889 824,099 SH   DFND 7 594,742 0 229,357
POTLATCHDELTIC CORPORATION COM 737630103 15,116 297,260 SH   DFND 1,5 152 0 297,108
POTLATCHDELTIC CORPORATION COM 737630103 16,694 328,300 SH   DFND 6 328,300 0 0
POTLATCHDELTIC CORPORATION COM 737630103 9,257 182,055 SH   DFND 7 157,455 0 24,600
PPG INDS INC COM 693506107 63,589 613,020 SH   DFND 1,5 220 0 612,800
PPG INDS INC COM 693506107 12,953 124,877 SH   DFND 3 124,877 0 0
PPL CORP COM 69351T106 1,155,886 40,486,374 SH   DFND 1,5 1,827,254 0 38,659,120
PPL CORP COM 69351T106 94,164 3,298,198 SH   DFND 3 3,298,198 0 0
PPL CORP COM 69351T106 27,871 976,206 SH   DFND 6 976,206 0 0
PPL CORP COM 69351T106 71,826 2,515,793 SH   DFND 7 823,223 0 1,692,570
PRA HEALTH SCIENCES INC COM 69354M108 214,324 2,295,675 SH   DFND 1,5 215,923 0 2,079,752
PRAXAIR INC COM 74005P104 31,097 196,627 SH   DFND 3 196,627 0 0
PRECISION DRILLING CORP COM 2010 74022D308 64,716 19,558,217 SH   DFND 1,5 28,993 0 19,529,224
PRECISION DRILLING CORP COM 2010 74022D308 1,020 308,400 SH   DFND 7 308,400 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 55,076 896,126 SH   DFND 1,5 0 0 896,126
PREFORMED LINE PRODS CO COM 740444104 5,988 67,444 SH   DFND 6 67,444 0 0
PREFORMED LINE PRODS CO COM 740444104 1,312 14,774 SH   DFND 7 14,774 0 0
PREMIER INC CL A 74051N102 165,339 4,544,788 SH   DFND 1,5 136,800 0 4,407,988
PREMIER INC CL A 74051N102 6,265 172,197 SH   DFND 1,11 20,290 0 151,907
PRESBIA PLC SHS G7234P100 5,573 2,568,278 SH   DFND 1,5 857,424 0 1,710,854
PRESIDIO INC COM 74102M103 220 16,800 SH   DFND 1 16,800 0 0
PRESIDIO INC COM 74102M103 142,346 10,866,144 SH   DFND 1,5 0 0 10,866,144
PRESTIGE BRANDS HLDGS INC COM 74112D101 216,237 5,634,100 SH   DFND 1,5 112,800 0 5,521,300
PRESTIGE BRANDS HLDGS INC COM 74112D101 9,446 246,126 SH   DFND 6 246,126 0 0
PRETIUM RES INC COM 74139C102 14,804 2,012,683 SH   DFND 1,5 0 0 2,012,683
PRGX GLOBAL INC COM NEW 69357C503 180 18,585 SH   DFND 3 18,585 0 0
PRICE T ROWE GROUP INC COM 74144T108 186,384 1,605,517 SH   DFND 1,5 263,986 0 1,341,531
PRICE T ROWE GROUP INC COM 74144T108 13,335 114,866 SH   DFND 3 114,866 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 17,921 15,000,000 PRN   DFND 1,5 0 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 28,501 18,410,000 PRN   DFND 1,5 0 0 0
PRICESMART INC COM 741511109 110,888 1,225,285 SH   DFND 1,5 38,828 0 1,186,457
PRICESMART INC COM 741511109 7,168 79,200 SH   DFND 6 79,200 0 0
PRICESMART INC COM 741511109 3,032 33,500 SH   DFND 7 33,500 0 0
PRIMERICA INC COM 74164M108 141,903 1,424,726 SH   DFND 1,5 12,764 0 1,411,962
PRIMERICA INC COM 74164M108 6,816 68,433 SH   DFND 1,11 8,178 0 60,255
PRINCIPAL FINL GROUP INC COM 74251V102 120,216 2,270,371 SH   DFND 1,5 71,677 0 2,198,694
PRINCIPAL FINL GROUP INC COM 74251V102 10,212 192,852 SH   DFND 3 192,852 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 688 13,000 SH   DFND 7 13,000 0 0
PROASSURANCE CORP COM 74267C106 1,364 38,490 SH   DFND 1,5 0 0 38,490
PROCTER AND GAMBLE CO COM 742718109 1,062,427 13,610,384 SH   DFND 1,5 114,148 0 13,496,236
PROCTER AND GAMBLE CO COM 742718109 242,577 3,107,566 SH   DFND 3 3,107,566 0 0
PROCTER AND GAMBLE CO COM 742718109 23,574 301,994 SH   DFND 6 301,994 0 0
PROCTER AND GAMBLE CO COM 742718109 71,710 918,651 SH   DFND 7 142,336 0 776,315
PROFIRE ENERGY INC COM 74316X101 877 259,560 SH   DFND 1,5 1,000 0 258,560
PROGENICS PHARMACEUTICALS IN COM 743187106 11,877 1,477,229 SH   DFND 1,5 0 0 1,477,229
PROGRESS SOFTWARE CORP COM 743312100 2,087 53,766 SH   DFND 7 53,766 0 0
PROGRESSIVE CORP OHIO COM 743315103 183,442 3,101,305 SH   DFND 1,5 65,200 0 3,036,105
PROGRESSIVE CORP OHIO COM 743315103 9,749 164,827 SH   DFND 3 164,827 0 0
PROLOGIS INC COM 74340W103 444,649 6,768,900 SH   DFND 1 6,768,900 0 0
PROLOGIS INC COM 74340W103 541,152 8,237,972 SH   DFND 1,5 283,568 0 7,954,404
PROLOGIS INC COM 74340W103 8,072 122,878 SH   DFND 3 122,878 0 0
PROLOGIS INC COM 74340W103 18,444 280,773 SH   DFND 6 280,773 0 0
PROLOGIS INC COM 74340W103 28,395 432,257 SH   DFND 7 321,790 0 110,467
PROOFPOINT INC COM 743424103 141,270 1,225,131 SH   DFND 1,5 326,052 0 899,079
PROOFPOINT INC COM 743424103 1,822 15,800 SH   DFND 6 15,800 0 0
PROPETRO HLDG CORP COM 74347M108 9,160 584,204 SH   DFND 1,5 104 0 584,100
PROPETRO HLDG CORP COM 74347M108 613 39,100 SH   DFND 7 39,100 0 0
PROQR THRAPEUTICS N V SHS EURO N71542109 1,737 237,916 SH   DFND 1,5 0 0 237,916
PROS HOLDINGS INC COM 74346Y103 27,341 747,635 SH   DFND 1,5 0 0 747,635
PROSPECT CAPITAL CORPORATION NOTE 4.950% 7/1 74348TAR3 16 17,000 PRN   DFND   0 0 0
PROSPERITY BANCSHARES INC COM 743606105 289,153 4,229,850 SH   DFND 1,5 49,800 0 4,180,050
PROTAGONIST THERAPEUTICS INC COM 74366E102 21,374 3,180,583 SH   DFND 1,5 518,385 0 2,662,198
PROTHENA CORP PLC SHS G72800108 81,186 5,568,322 SH   DFND 1,5 1,450,208 0 4,118,114
PROTO LABS INC COM 743713109 1,393 11,708 SH   DFND 1,5 0 0 11,708
PROVIDENCE SVC CORP COM 743815102 7,761 98,800 SH   DFND 1,5 0 0 98,800
PRUDENTIAL FINL INC COM 744320102 53,906 576,469 SH   DFND 1,5 35,846 0 540,623
PRUDENTIAL FINL INC COM 744320102 28,267 302,291 SH   DFND 3 302,291 0 0
PRUDENTIAL FINL INC COM 744320102 4,274 45,710 SH   DFND 7 10 0 45,700
PRUDENTIAL PLC ADR 74435K204 438 9,581 SH   DFND 3 9,581 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 18,184 141,510 SH   DFND 6 141,510 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 25,652 199,624 SH   DFND 7 40,100 0 159,524
PTC INC COM 69370C100 713,147 7,602,033 SH   DFND 1,5 1,678,441 0 5,923,592
PTC INC COM 69370C100 462,488 4,930,052 SH   DFND 1,9 0 0 4,930,052
PTC INC COM 69370C100 41,267 439,900 SH   DFND 7 439,900 0 0
PTC THERAPEUTICS INC COM 69366J200 43,959 1,303,254 SH   DFND 1,5 0 0 1,303,254
PUBLIC STORAGE COM 74460D109 316,068 1,393,229 SH   DFND 1 1,393,229 0 0
PUBLIC STORAGE COM 74460D109 991,812 4,371,910 SH   DFND 1,5 205,969 0 4,165,941
PUBLIC STORAGE COM 74460D109 79,493 350,407 SH   DFND 3 350,407 0 0
PUBLIC STORAGE COM 74460D109 57,726 254,455 SH   DFND 6 254,455 0 0
PUBLIC STORAGE COM 74460D109 83,136 366,464 SH   DFND 7 256,697 0 109,767
PUBLIC SVC ENTERPRISE GROUP COM 744573106 228,443 4,219,486 SH   DFND 1,5 109,396 0 4,110,090
PUBLIC SVC ENTERPRISE GROUP COM 744573106 12,103 223,559 SH   DFND 3 223,559 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 2,592 47,883 SH   DFND 6 47,883 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 18,307 338,142 SH   DFND 7 302,042 0 36,100
PULTE GROUP INC COM 745867101 76,301 2,653,950 SH   DFND 1,5 15,132 0 2,638,818
PULTE GROUP INC COM 745867101 3,410 118,611 SH   DFND 3 118,611 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 59,991 1,014,210 SH   DFND 1,5 0 0 1,014,210
PUMA BIOTECHNOLOGY INC COM 74587V107 29,024 490,680 SH   DFND 6 490,680 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 12,741 215,404 SH   DFND 7 98,950 0 116,454
PURE STORAGE INC CL A 74624M102 360,940 15,114,725 SH   DFND 1,5 4,749,374 0 10,365,351
PVH CORP COM 693656100 359 2,400 SH   DFND 1 2,400 0 0
PVH CORP COM 693656100 973,041 6,499,069 SH   DFND 1,5 120,612 0 6,378,457
PVH CORP COM 693656100 13,142 87,777 SH   DFND 3 87,777 0 0
PVH CORP COM 693656100 20,358 135,975 SH   DFND 6 135,975 0 0
PVH CORP COM 693656100 22,392 149,557 SH   DFND 7 41,057 0 108,500
QAD INC CL A 74727D306 8,284 165,190 SH   DFND 1,5 0 0 165,190
QAD INC CL B 74727D207 214 5,290 SH   DFND 1,5 0 0 5,290
QEP RES INC COM 74733V100 27,769 2,264,980 SH   DFND 1,5 218,025 0 2,046,955
QEP RES INC COM 74733V100 438 35,700 SH   DFND 7 0 0 35,700
QORVO INC COM 74736K101 232 2,900 SH   DFND 1 2,900 0 0
QORVO INC COM 74736K101 174,078 2,171,364 SH   DFND 1,5 170,940 0 2,000,424
QORVO INC COM 74736K101 41,692 520,047 SH   DFND 1,9 557 0 519,490
QORVO INC COM 74736K101 329 4,107 SH   DFND 3 4,107 0 0
QORVO INC COM 74736K101 3,327 41,500 SH   DFND 7 41,500 0 0
QUALCOMM INC COM 747525103 402 7,161 SH   DFND 1 7,161 0 0
QUALCOMM INC COM 747525103 2,815,520 50,169,638 SH   DFND 1,5 1,628,496 0 48,541,142
QUALCOMM INC COM 747525103 341,674 6,088,275 SH   DFND 1,9 237 0 6,088,038
QUALCOMM INC COM 747525103 166,782 2,971,890 SH   DFND 3 2,971,890 0 0
QUALCOMM INC COM 747525103 46,324 825,446 SH   DFND 6 825,446 0 0
QUALCOMM INC COM 747525103 133,905 2,386,042 SH   DFND 7 863,541 0 1,522,501
QUANTA SVCS INC COM 74762E102 6,637 198,700 SH   DFND 1,5 6,458 0 192,242
QUANTA SVCS INC COM 74762E102 740 22,150 SH   DFND 3 22,150 0 0
QUANTENNA COMMUNICATIONS INC COM 74766D100 45,956 2,957,265 SH   DFND 1,5 16,500 0 2,940,765
QUANTERIX CORP COM 74766Q101 18,786 1,308,190 SH   DFND 1,5 19,492 0 1,288,698
QUANTERIX CORP COM 74766Q101 175 12,200 SH   DFND 6 12,200 0 0
QUEST DIAGNOSTICS INC COM 74834L100 157,681 1,434,245 SH   DFND 1,5 158,019 0 1,276,226
QUEST DIAGNOSTICS INC COM 74834L100 6,866 62,451 SH   DFND 3 62,451 0 0
QUEST DIAGNOSTICS INC COM 74834L100 2,221 20,200 SH   DFND 6 20,200 0 0
QUEST DIAGNOSTICS INC COM 74834L100 6,393 58,153 SH   DFND 7 37,353 0 20,800
QURATE RETAIL INC COM SER A 74915M100 249,937 11,778,370 SH   DFND 1,5 127,111 0 11,651,259
QURATE RETAIL INC COM SER A 74915M100 3,870 182,398 SH   DFND 3 182,398 0 0
QURATE RETAIL INC COM SER A 74915M100 3,213 151,395 SH   DFND 6 151,395 0 0
QURATE RETAIL INC COM SER A 74915M100 8,813 415,300 SH   DFND 7 132,600 0 282,700
R1 RCM INC COM 749397105 6,638 764,702 SH   DFND 1,5 41,500 0 723,202
RA PHARMACEUTICALS INC COM 74933V108 807 81,088 SH   DFND 1,5 0 0 81,088
RADIAN GROUP INC COM 750236101 278,767 17,186,628 SH   DFND 1,5 913,483 0 16,273,145
RADIAN GROUP INC COM 750236101 13,443 828,794 SH   DFND 6 828,794 0 0
RADIUS HEALTH INC COM NEW 750469207 48,878 1,658,578 SH   DFND 1,5 3,489 0 1,655,089
RADIUS HEALTH INC COM NEW 750469207 17,321 587,736 SH   DFND 6 587,736 0 0
RADIUS HEALTH INC COM NEW 750469207 6,463 219,319 SH   DFND 7 187,619 0 31,700
RADNET INC COM 750491102 15,996 1,066,393 SH   DFND 6 1,066,393 0 0
RADNET INC COM 750491102 5,536 369,096 SH   DFND 7 369,096 0 0
RADWARE LTD ORD M81873107 1,382 54,673 SH   DFND 1,5 0 0 54,673
RAFAEL HLDGS INC COM CL B 75062E106 429 46,675 SH   DFND 1,5 9,275 0 37,400
RALPH LAUREN CORP CL A 751212101 82,599 657,009 SH   DFND 1,5 21,012 0 635,997
RALPH LAUREN CORP CL A 751212101 3,011 23,954 SH   DFND 3 23,954 0 0
RANDGOLD RES LTD ADR 752344309 152,028 1,972,089 SH   DFND 1,5 10,461 0 1,961,628
RANGE RES CORP COM 75281A109 2,540 151,802 SH   DFND 1,5 2 0 151,800
RANGE RES CORP COM 75281A109 1,060 63,334 SH   DFND 3 63,334 0 0
RANGER ENERGY SVCS INC COM CL A 75282U104 7,039 767,627 SH   DFND 1,5 0 0 767,627
RAYMOND JAMES FINANCIAL INC COM 754730109 47,518 531,819 SH   DFND 1,5 0 0 531,819
RAYMOND JAMES FINANCIAL INC COM 754730109 1,650 18,466 SH   DFND 3 18,466 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 13,053 146,083 SH   DFND 6 146,083 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 23,532 263,369 SH   DFND 7 125,629 0 137,740
RAYTHEON CO COM NEW 755111507 694 3,593 SH   DFND 1 3,593 0 0
RAYTHEON CO COM NEW 755111507 1,514,602 7,840,365 SH   DFND 1,5 460,938 0 7,379,427
RAYTHEON CO COM NEW 755111507 61,313 317,390 SH   DFND 3 317,390 0 0
RAYTHEON CO COM NEW 755111507 8,626 44,651 SH   DFND 6 44,651 0 0
RAYTHEON CO COM NEW 755111507 7,018 36,331 SH   DFND 7 27,831 0 8,500
REALOGY HLDGS CORP COM 75605Y106 204 8,961 SH   DFND 1 8,961 0 0
REALOGY HLDGS CORP COM 75605Y106 177,327 7,777,506 SH   DFND 1,5 218,591 0 7,558,915
REALPAGE INC COM 75606N109 213,022 3,866,104 SH   DFND 1,5 440,321 0 3,425,783
REALPAGE INC COM 75606N109 1,931 35,042 SH   DFND 1,9 0 0 35,042
REALTY INCOME CORP COM 756109104 6,717 124,866 SH   DFND 3 124,866 0 0
REATA PHARMACEUTICALS INC CL A 75615P103 16,401 468,990 SH   DFND 1,5 0 0 468,990
RED HAT INC COM 756577102 719 5,350 SH   DFND 1 5,350 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 19,058 10,460,000 PRN   DFND 1,5 0 0 0
RED HAT INC COM 756577102 2,066,685 15,380,552 SH   DFND 1,5 3,432,844 0 11,947,708
RED HAT INC COM 756577102 142,878 1,063,315 SH   DFND 1,9 315 0 1,063,000
RED HAT INC COM 756577102 5,681 42,278 SH   DFND 3 42,278 0 0
RED HAT INC COM 756577102 10,642 79,200 SH   DFND 6 79,200 0 0
RED HAT INC COM 756577102 12,671 94,300 SH   DFND 7 94,300 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 401 8,600 SH   DFND 1,5 0 0 8,600
RED ROCK RESORTS INC CL A 75700L108 91,059 2,718,178 SH   DFND 1,5 1,786 0 2,716,392
REDFIN CORP COM 75737F108 2,818 122,060 SH   DFND 1,5 7,160 0 114,900
REDWOOD TR INC NOTE 5.625% 7/1 758075AD7 7,915 8,000,000 PRN   DFND 1,5 0 0 0
REDWOOD TR INC COM 758075402 28,633 1,738,523 SH   DFND 1,5 68,575 0 1,669,948
REDWOOD TR INC COM 758075402 12,771 775,440 SH   DFND 6 775,440 0 0
REDWOOD TR INC COM 758075402 9,359 568,262 SH   DFND 7 422,162 0 146,100
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 25 26,000 PRN   DFND   0 0 0
REGAL BELOIT CORP COM 758750103 466,620 5,704,405 SH   DFND 1,5 70,707 0 5,633,698
REGAL BELOIT CORP COM 758750103 2,180 26,646 SH   DFND 3 26,646 0 0
REGAL BELOIT CORP COM 758750103 3,759 45,959 SH   DFND 6 45,959 0 0
REGAL BELOIT CORP COM 758750103 4,232 51,738 SH   DFND 7 13,638 0 38,100
REGENCY CTRS CORP COM 758849103 124,290 2,002,100 SH   DFND 1 2,002,100 0 0
REGENCY CTRS CORP COM 758849103 82,905 1,335,449 SH   DFND 1,5 87,606 0 1,247,843
REGENCY CTRS CORP COM 758849103 1,970 31,727 SH   DFND 3 31,727 0 0
REGENERON PHARMACEUTICALS COM 75886F107 1,430,481 4,146,443 SH   DFND 1,5 581,326 0 3,565,117
REGENERON PHARMACEUTICALS COM 75886F107 30,157 87,413 SH   DFND 3 87,413 0 0
REGENERON PHARMACEUTICALS COM 75886F107 14,593 42,300 SH   DFND 6 42,300 0 0
REGENERON PHARMACEUTICALS COM 75886F107 4,223 12,241 SH   DFND 7 0 0 12,241
REGENXBIO INC COM 75901B107 116,507 1,623,794 SH   DFND 1,5 0 0 1,623,794
REGIONS FINL CORP NEW COM 7591EP100 189 10,605 SH   DFND 1 10,605 0 0
REGIONS FINL CORP NEW COM 7591EP100 327,393 18,413,575 SH   DFND 1,5 585,238 0 17,828,337
REGIONS FINL CORP NEW COM 7591EP100 8,274 465,369 SH   DFND 3 465,369 0 0
REGIONS FINL CORP NEW COM 7591EP100 7,400 416,188 SH   DFND 6 416,188 0 0
REGIONS FINL CORP NEW COM 7591EP100 35,843 2,015,917 SH   DFND 7 2,015,917 0 0
REGULUS THERAPEUTICS INC COM 75915K101 10,315 15,647,932 SH   DFND 1,5 3,522,619 0 12,125,313
REINSURANCE GROUP AMER INC COM NEW 759351604 313,300 2,347,166 SH   DFND 1,5 37,142 0 2,310,024
REINSURANCE GROUP AMER INC COM NEW 759351604 1,871 14,016 SH   DFND 3 14,016 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 32,553 371,860 SH   DFND 1,5 41,003 0 330,857
RELIANCE STEEL & ALUMINUM CO COM 759509102 906 10,354 SH   DFND 3 10,354 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 1,914 21,870 SH   DFND 7 21,870 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 247,308 2,055,417 SH   DFND 1,5 281,865 0 1,773,552
REPLIGEN CORP COM 759916109 42,689 907,513 SH   DFND 1,5 0 0 907,513
REPUBLIC FIRST BANCORP INC COM 760416107 13,298 1,694,000 SH   DFND 1,5 760,100 0 933,900
REPUBLIC SVCS INC COM 760759100 4,100 59,981 SH   DFND 3 59,981 0 0
RESMED INC COM 761152107 255 2,458 SH   DFND 1 2,458 0 0
RESMED INC COM 761152107 796,554 7,690,227 SH   DFND 1,5 360,729 0 7,329,498
RESMED INC COM 761152107 6,276 60,590 SH   DFND 1,11 7,158 0 53,432
RESMED INC COM 761152107 551 5,324 SH   DFND 3 5,324 0 0
RESMED INC COM 761152107 21,628 208,800 SH   DFND 6 208,800 0 0
RESMED INC COM 761152107 10,866 104,900 SH   DFND 7 104,600 0 300
RESOURCE CAP CORP NOTE 4.500% 8/1 76120WAC8 5,993 6,000,000 PRN   DFND 1,5 0 0 0
RESOURCE CAP CORP NOTE 6.000%12/0 76120WAA2 7,414 7,300,000 PRN   DFND 1,5 0 0 0
RESOURCE CAP CORP NOTE 8.000% 1/1 76120WAB0 16,569 16,000,000 PRN   DFND 1,5 0 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 44,611 739,566 SH   DFND 1,5 15,015 0 724,551
RESTAURANT BRANDS INTL INC COM 76131D103 253 4,200 SH   DFND 3 4,200 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 1,538 25,500 SH   DFND 6 25,500 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 16,192 268,440 SH   DFND 7 268,440 0 0
RESTORBIO INC COM 76133L103 18,065 2,021,144 SH   DFND 1,5 120,425 0 1,900,719
RETAIL PPTYS AMER INC CL A 76131V202 12,780 1,000,011 SH   DFND 1,5 39,911 0 960,100
RETAIL PPTYS AMER INC CL A 76131V202 2,635 206,200 SH   DFND 6 206,200 0 0
RETAIL PPTYS AMER INC CL A 76131V202 1,043 81,600 SH   DFND 7 0 0 81,600
RETROPHIN INC COM 761299106 29,706 1,089,728 SH   DFND 1,5 0 0 1,089,728
REVANCE THERAPEUTICS INC COM 761330109 2,970 108,200 SH   DFND 1,5 0 0 108,200
REXFORD INDL RLTY INC COM 76169C100 191,430 6,098,443 SH   DFND 1,5 47,549 0 6,050,894
REXFORD INDL RLTY INC COM 76169C100 29,456 938,400 SH   DFND 6 938,400 0 0
REXFORD INDL RLTY INC COM 76169C100 16,475 524,861 SH   DFND 7 379,361 0 145,500
REXNORD CORP NEW COM 76169B102 177,400 6,104,613 SH   DFND 1,5 410,265 0 5,694,348
REXNORD CORP NEW COM 76169B102 3,886 133,729 SH   DFND 1,11 15,829 0 117,900
RH COM 74967X103 447,095 3,200,397 SH   DFND 1,5 716,974 0 2,483,423
RH COM 74967X103 6,241 44,671 SH   DFND 6 44,671 0 0
RHYTHM PHARMACEUTICALS INC COM 76243J105 57,069 1,825,634 SH   DFND 1,5 327,121 0 1,498,513
RIBBON COMMUNICATIONS INC COM 762544104 3,288 461,790 SH   DFND 1,5 0 0 461,790
RICE MIDSTREAM PARTNERS LP UNIT LTD PARTN 762819100 2,386 140,200 SH   DFND 1,5 0 0 140,200
RIGEL PHARMACEUTICALS INC COM NEW 766559603 69,440 24,537,044 SH   DFND 1,5 7,627,177 0 16,909,867
RIGNET INC COM 766582100 28,922 2,807,926 SH   DFND 1,5 10,823 0 2,797,103
RIGNET INC COM 766582100 995 96,600 SH   DFND 7 96,600 0 0
RING ENERGY INC COM 76680V108 10,421 825,775 SH   DFND 1,5 227 0 825,548
RING ENERGY INC COM 76680V108 704 55,800 SH   DFND 7 55,800 0 0
RINGCENTRAL INC CL A 76680R206 365,104 5,189,821 SH   DFND 1,5 651,509 0 4,538,312
RINGCENTRAL INC CL A 76680R206 65,963 937,635 SH   DFND 6 937,635 0 0
RINGCENTRAL INC CL A 76680R206 16,746 238,038 SH   DFND 7 208,938 0 29,100
RIO TINTO PLC SPONSORED ADR 767204100 12,082 217,781 SH   DFND 1,5 117,781 0 100,000
RIO TINTO PLC SPONSORED ADR 767204100 251 4,533 SH   DFND 3 4,533 0 0
RIO TINTO PLC SPONSORED ADR 767204100 2,186 39,400 SH   DFND 7 0 0 39,400
RITCHIE BROS AUCTIONEERS COM 767744105 12,006 352,000 SH   DFND 1,5 0 0 352,000
RITE AID CORP COM 767754104 4,351 2,514,871 SH   DFND 1,5 0 0 2,514,871
RLJ LODGING TR COM 74965L101 43,666 1,980,300 SH   DFND 1 1,980,300 0 0
RLJ LODGING TR COM 74965L101 29,944 1,358,006 SH   DFND 1,5 81,298 0 1,276,708
RLJ LODGING TR CUM CONV PFD A 74965L200 5,338 203,435 SH   DFND 1,5 29,900 0 173,535
RLJ LODGING TR CUM CONV PFD A 74965L200 706 26,900 SH   DFND 6 0 0 26,900
RLJ LODGING TR COM 74965L101 599 27,186 SH   DFND 7 27,186 0 0
RMR GROUP INC CL A 74967R106 23,773 303,028 SH   DFND 1,5 94 0 302,934
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 9,990 4,780,117 SH   DFND 1,5 509,354 0 4,270,763
ROBERT HALF INTL INC COM 770323103 116,030 1,782,340 SH   DFND 1,5 183,432 0 1,598,908
ROBERT HALF INTL INC COM 770323103 1,204 18,487 SH   DFND 3 18,487 0 0
ROBERT HALF INTL INC COM 770323103 1,738 26,700 SH   DFND 7 26,700 0 0
ROCKWELL AUTOMATION INC COM 773903109 11,736 70,600 SH   DFND 1,5 0 0 70,600
ROCKWELL AUTOMATION INC COM 773903109 5,256 31,619 SH   DFND 3 31,619 0 0
ROCKWELL COLLINS INC COM 774341101 80,593 598,400 SH   DFND 1,5 0 0 598,400
ROCKWELL COLLINS INC COM 774341101 5,199 38,603 SH   DFND 3 38,603 0 0
ROCKY MTN CHOCOLATE FACTORY COM 77467X101 6,664 582,493 SH   DFND 1,5 121,303 0 461,190
ROGERS COMMUNICATIONS INC CL B 775109200 49,182 1,035,500 SH   DFND 1,5 0 0 1,035,500
ROGERS COMMUNICATIONS INC CL B 775109200 4,382 92,267 SH   DFND 6 9,689 0 82,578
ROGERS COMMUNICATIONS INC CL B 775109200 22,599 475,822 SH   DFND 7 475,822 0 0
ROKU INC COM CL A 77543R102 127,299 2,986,847 SH   DFND 1,5 1,179,960 0 1,806,887
ROLLINS INC COM 775711104 1,877 35,700 SH   DFND 7 35,700 0 0
ROPER TECHNOLOGIES INC COM 776696106 203 736 SH   DFND 1 736 0 0
ROPER TECHNOLOGIES INC COM 776696106 226,599 821,279 SH   DFND 1,5 60,592 0 760,687
ROPER TECHNOLOGIES INC COM 776696106 12,745 46,192 SH   DFND 3 46,192 0 0
ROPER TECHNOLOGIES INC COM 776696106 1,883 6,824 SH   DFND 6 6,824 0 0
ROPER TECHNOLOGIES INC COM 776696106 3,274 11,865 SH   DFND 7 11,265 0 600
ROSS STORES INC COM 778296103 1,930,184 22,775,035 SH   DFND 1,5 2,399,361 0 20,375,674
ROSS STORES INC COM 778296103 36,108 426,053 SH   DFND 3 426,053 0 0
ROSS STORES INC COM 778296103 10,220 120,589 SH   DFND 6 120,589 0 0
ROSS STORES INC COM 778296103 11,953 141,036 SH   DFND 7 117,536 0 23,500
ROWAN COMPANIES PLC SHS CL A G7665A101 35,845 2,209,918 SH   DFND 1,5 108 0 2,209,810
ROYAL BK CDA MONTREAL QUE COM 780087102 237,287 3,151,318 SH   DFND 1,5 132,808 0 3,018,510
ROYAL BK CDA MONTREAL QUE COM 780087102 30,932 410,800 SH   DFND 1,10 0 0 410,800
ROYAL BK CDA MONTREAL QUE COM 780087102 295 3,912 SH   DFND 3 3,912 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 54,983 730,207 SH   DFND 6 303,012 0 427,195
ROYAL BK CDA MONTREAL QUE COM 780087102 31,458 417,778 SH   DFND 7 324,078 0 93,700
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 318 3,068 SH   DFND 1 3,068 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 574,967 5,549,877 SH   DFND 1,5 118,278 0 5,431,599
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 3,339 32,227 SH   DFND 3 32,227 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 8,928 86,180 SH   DFND 6 86,180 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 19,650 189,667 SH   DFND 7 108,167 0 81,500
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 314,115 4,323,682 SH   DFND 1,5 0 0 4,323,682
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 766,254 11,068,232 SH   DFND 2 11,068,232 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 7,638 110,325 SH   DFND 3 110,325 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 1,139 15,684 SH   DFND 3 15,684 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 32,293 444,497 SH   DFND 6 444,497 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 7,374 106,510 SH   DFND 7 106,510 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 247 3,404 SH   DFND 7 3,404 0 0
ROYAL GOLD INC COM 780287108 49,880 537,267 SH   DFND 1,5 0 0 537,267
RPC INC COM 749660106 14,821 1,017,261 SH   DFND 1,5 0 0 1,017,261
RPC INC COM 749660106 1,610 110,500 SH   DFND 7 110,500 0 0
RPM INTL INC COM 749685103 15,921 273,000 SH   DFND 1,5 0 0 273,000
RPM INTL INC COM 749685103 435 7,452 SH   DFND 3 7,452 0 0
RSP PERMIAN INC COM 74978Q105 92,824 2,108,673 SH   DFND 1,5 503 0 2,108,170
RSP PERMIAN INC COM 74978Q105 11,517 261,640 SH   DFND 6 261,640 0 0
RSP PERMIAN INC COM 74978Q105 21,861 496,621 SH   DFND 7 201,510 0 295,111
RTI SURGICAL INC COM 74975N105 410 89,062 SH   DFND 7 34,300 0 54,762
RTW HLDGS INC NOTE 5.625%11/1 749772AB5 48,630 48,130,000 PRN   DFND 1,5 0 0 0
RUBICON TECHNOLOGY INC COM NEW 78112T206 106 13,440 SH   DFND 7 13,440 0 0
RUSH ENTERPRISES INC CL A 781846209 36,825 848,895 SH   DFND 1,5 108,366 0 740,529
RUTHS HOSPITALITY GROUP INC COM 783332109 2,328 82,982 SH   DFND 1,5 0 0 82,982
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 1,172,924 10,268,095 SH   DFND 1,5 1,588,544 0 8,679,551
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 89,218 781,041 SH   DFND 1,10 12,058 0 768,983
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 14,637 128,133 SH   DFND 6 65,633 0 62,500
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 13,742 120,300 SH   DFND 7 82,900 0 37,400
RYDER SYS INC COM 783549108 3,607 50,200 SH   DFND 1,5 0 0 50,200
RYDER SYS INC COM 783549108 2,119 29,483 SH   DFND 3 29,483 0 0
RYDER SYS INC COM 783549108 977 13,600 SH   DFND 7 0 0 13,600
RYERSON HLDG CORP COM 783754104 11,189 1,003,499 SH   DFND 1,5 150 0 1,003,349
S&P GLOBAL INC COM 78409V104 405 1,988 SH   DFND 1 1,988 0 0
S&P GLOBAL INC COM 78409V104 2,104,680 10,322,623 SH   DFND 1,5 878,289 0 9,444,334
S&P GLOBAL INC COM 78409V104 35,665 174,923 SH   DFND 3 174,923 0 0
S&P GLOBAL INC COM 78409V104 28,657 140,550 SH   DFND 6 140,550 0 0
S&P GLOBAL INC COM 78409V104 11,878 58,255 SH   DFND 7 58,255 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 37,082 1,706,500 SH   DFND 1 1,706,500 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 119,639 5,505,723 SH   DFND 1,5 129,211 0 5,376,512
SABRA HEALTH CARE REIT INC COM 78573L106 7,981 367,262 SH   DFND 6 367,262 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 3,149 144,895 SH   DFND 7 802 0 144,093
SABRE CORP COM 78573M104 8,995 365,056 SH   DFND 1,5 356 0 364,700
SAEXPLORATION HLDGS INC COM NEW 78636X204 1,270 788,877 SH   DFND 1,5 0 0 788,877
SAFETY INCOME & GROWTH INC COM 78649D104 16,455 867,426 SH   DFND 1,5 0 0 867,426
SAGA COMMUNICATIONS INC CL A NEW 786598300 19,822 514,845 SH   DFND 1,5 93,371 0 421,474
SAGE THERAPEUTICS INC COM 78667J108 1,085,689 6,935,978 SH   DFND 1,5 1,505,660 0 5,430,318
SAGE THERAPEUTICS INC COM 78667J108 4,179 26,700 SH   DFND 6 26,700 0 0
SAGE THERAPEUTICS INC COM 78667J108 2,301 14,700 SH   DFND 7 14,700 0 0
SAIA INC COM 78709Y105 26,142 323,341 SH   DFND 6 323,341 0 0
SAIA INC COM 78709Y105 6,775 83,800 SH   DFND 7 83,800 0 0
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 15,488 631,116 SH   DFND 1,5 25,447 0 605,669
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 265 10,800 SH   DFND 1,9 0 0 10,800
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 25,055 1,021,000 SH   DFND 6 1,021,000 0 0
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 6,076 247,584 SH   DFND 7 247,584 0 0
SALESFORCE COM INC COM 79466L302 2,562 18,785 SH   DFND 1 18,785 0 0
SALESFORCE COM INC COM 79466L302 11,507,072 84,362,695 SH   DFND 1,5 13,698,675 0 70,664,020
SALESFORCE COM INC COM 79466L302 439,644 3,223,194 SH   DFND 1,9 674 0 3,222,520
SALESFORCE COM INC COM 79466L302 59,123 433,455 SH   DFND 3 433,455 0 0
SALESFORCE COM INC COM 79466L302 85,119 624,040 SH   DFND 6 624,040 0 0
SALESFORCE COM INC COM 79466L302 130,799 958,935 SH   DFND 7 857,888 0 101,047
SALLY BEAUTY HLDGS INC COM 79546E104 227,587 14,197,552 SH   DFND 1,5 392,247 0 13,805,305
SALLY BEAUTY HLDGS INC COM 79546E104 659 41,099 SH   DFND 3 41,099 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 4,942 308,300 SH   DFND 6 308,300 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 8,466 528,112 SH   DFND 7 312 0 527,800
SANDSTORM GOLD LTD COM NEW 80013R206 8,454 1,880,475 SH   DFND 1,5 0 0 1,880,475
SANDY SPRING BANCORP INC COM 800363103 437 10,661 SH   DFND 3 10,661 0 0
SANGAMO THERAPEUTICS INC COM 800677106 47,131 3,319,050 SH   DFND 1,5 0 0 3,319,050
SANMINA CORPORATION COM 801056102 870 29,676 SH   DFND 1,5 3,851 0 25,825
SANOFI SPONSORED ADR 80105N105 247,906 6,196,107 SH   DFND 1,5 366,233 0 5,829,874
SANOFI SPONSORED ADR 80105N105 47,002 1,174,751 SH   DFND 3 1,174,751 0 0
SANOFI SPONSORED ADR 80105N105 8,314 207,800 SH   DFND 6 207,800 0 0
SANOFI SPONSORED ADR 80105N105 14,172 354,200 SH   DFND 7 0 0 354,200
SANTANDER CONSUMER USA HDG I COM 80283M101 209,625 10,980,903 SH   DFND 1,5 1,391,428 0 9,589,475
SANTANDER CONSUMER USA HDG I COM 80283M101 2,390 125,200 SH   DFND 7 0 0 125,200
SAP SE SPON ADR 803054204 178,325 1,541,801 SH   DFND 1,5 3,654 0 1,538,147
SAP SE SPON ADR 803054204 77,836 672,974 SH   DFND 3 672,974 0 0
SAP SE SPON ADR 803054204 8,663 74,900 SH   DFND 6 74,900 0 0
SAP SE SPON ADR 803054204 16,758 144,892 SH   DFND 7 0 0 144,892
SAREPTA THERAPEUTICS INC COM 803607100 1,046,175 7,914,776 SH   DFND 1,5 138,379 0 7,776,397
SAREPTA THERAPEUTICS INC COM 803607100 132,884 1,005,328 SH   DFND 6 1,005,328 0 0
SAREPTA THERAPEUTICS INC COM 803607100 109,680 829,775 SH   DFND 7 499,993 0 329,782
SBA COMMUNICATIONS CORP NEW CL A 78410G104 57,267 346,818 SH   DFND 1,5 92 0 346,726
SBA COMMUNICATIONS CORP NEW CL A 78410G104 1,632 9,886 SH   DFND 3 9,886 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 1,704 10,320 SH   DFND 7 10,320 0 0
SCANA CORP NEW COM 80589M102 51,603 1,339,639 SH   DFND 1,5 50 0 1,339,589
SCANA CORP NEW COM 80589M102 13,551 351,784 SH   DFND 3 351,784 0 0
SCANA CORP NEW COM 80589M102 3,498 90,800 SH   DFND 7 90,800 0 0
SCANSOURCE INC COM 806037107 122,386 3,036,873 SH   DFND 1,5 570,882 0 2,465,991
SCANSOURCE INC COM 806037107 911 22,600 SH   DFND 7 0 0 22,600
SCHEIN HENRY INC COM 806407102 461,038 6,346,892 SH   DFND 1,5 75,521 0 6,271,371
SCHEIN HENRY INC COM 806407102 9,159 126,091 SH   DFND 3 126,091 0 0
SCHEIN HENRY INC COM 806407102 349 4,800 SH   DFND 6 4,800 0 0
SCHEIN HENRY INC COM 806407102 11,259 155,000 SH   DFND 7 155,000 0 0
SCHLUMBERGER LTD COM 806857108 254,805 3,801,351 SH   DFND 1,5 236,027 0 3,565,324
SCHLUMBERGER LTD COM 806857108 36,768 548,532 SH   DFND 3 548,532 0 0
SCHLUMBERGER LTD COM 806857108 5,713 85,228 SH   DFND 7 85,228 0 0
SCHOLAR ROCK HLDG CORP COM 80706P103 53,411 3,708,880 SH   DFND 1,5 575,621 0 3,133,259
SCHOLAR ROCK HLDG CORP COM 80706P103 209 13,400 SH   DFND 6 13,400 0 0
SCHOLAR ROCK HLDG CORP COM 80706P103 1,005 64,400 SH   DFND 7 64,400 0 0
SCHWAB CHARLES CORP NEW COM 808513105 2,401 46,985 SH   DFND 1 46,985 0 0
SCHWAB CHARLES CORP NEW COM 808513105 3,259,222 63,781,251 SH   DFND 1,5 9,049,897 0 54,731,354
SCHWAB CHARLES CORP NEW COM 808513105 31,293 612,388 SH   DFND 3 612,388 0 0
SCHWAB CHARLES CORP NEW COM 808513105 18,134 354,877 SH   DFND 6 354,877 0 0
SCHWAB CHARLES CORP NEW COM 808513105 20,332 397,883 SH   DFND 7 19,203 0 378,680
SCHWAB STRATEGIC TR US LCAP VA ETF 808524409 558 10,521 SH   DFND 3 10,521 0 0
SCHWAB STRATEGIC TR US SML CAP ETF 808524607 232 3,147 SH   DFND 3 3,147 0 0
SCHWAB STRATEGIC TR US LRG CAP ETF 808524201 3,304 50,896 SH   DFND 3 50,896 0 0
SCHWAB STRATEGIC TR US BRD MKT ETF 808524102 1,193 18,078 SH   DFND 3 18,078 0 0
SCHWAB STRATEGIC TR US LCAP GR ETF 808524300 533 7,035 SH   DFND 3 7,035 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 155,194 1,917,637 SH   DFND 1,5 92,308 0 1,825,329
SCIENCE APPLICATNS INTL CP N COM 808625107 4,143 51,196 SH   DFND 1,11 6,156 0 45,040
SCIENTIFIC GAMES CORP COM 80874P109 216 4,400 SH   DFND 1 4,400 0 0
SCIENTIFIC GAMES CORP COM 80874P109 89,180 1,814,441 SH   DFND 1,5 0 0 1,814,441
SCORPIO TANKERS INC SHS Y7542C106 60 21,400 SH   DFND 1 21,400 0 0
SCORPIO TANKERS INC NOTE 3.000% 5/1 80918TAB5 52,937 52,244,000 PRN   DFND 1,5 0 0 0
SCORPIO TANKERS INC SHS Y7542C106 29,137 10,369,191 SH   DFND 1,5 2,173,170 0 8,196,021
SCORPIO TANKERS INC NOTE 3.000% 5/1 80918TAB5 3,040 3,000,000 PRN   DFND 6 0 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 246,760 2,967,288 SH   DFND 1,5 629,376 0 2,337,912
SCOTTS MIRACLE GRO CO CL A 810186106 22,077 265,481 SH   DFND 3 265,481 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 34,374 413,346 SH   DFND 6 413,346 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 18,842 226,573 SH   DFND 7 116,273 0 110,300
SEABOARD CORP COM 811543107 253,437 63,955 SH   DFND 1,5 18,274 0 45,681
SEABOARD CORP COM 811543107 4,755 1,200 SH   DFND 6 1,200 0 0
SEABOARD CORP COM 811543107 6,340 1,600 SH   DFND 7 0 0 1,600
SEABRIDGE GOLD INC COM 811916105 16,822 1,515,539 SH   DFND 1,5 0 0 1,515,539
SEAGATE TECHNOLOGY PLC SHS G7945M107 1,396,126 24,723,328 SH   DFND 1,5 3,081,779 0 21,641,549
SEAGATE TECHNOLOGY PLC SHS G7945M107 4,637 82,107 SH   DFND 3 82,107 0 0
SEALED AIR CORP NEW COM 81211K100 2,780 65,486 SH   DFND 3 65,486 0 0
SEATTLE GENETICS INC COM 812578102 104,824 1,578,910 SH   DFND 1,5 0 0 1,578,910
SEATTLE GENETICS INC COM 812578102 517 7,792 SH   DFND 3 7,792 0 0
SECOO HLDG LTD ADR 81367P101 1,600 198,053 SH   DFND 1,9 5,100 0 192,953
SEI INVESTMENTS CO COM 784117103 11,308 180,863 SH   DFND 3 180,863 0 0
SEI INVESTMENTS CO COM 784117103 1,626 26,000 SH   DFND 7 26,000 0 0
SELECT ENERGY SVCS INC CL A COM 81617J301 1,316 90,600 SH   DFND 1,5 0 0 90,600
SELECT INCOME REIT COM SH BEN INT 81618T100 5,116 227,666 SH   DFND 1,5 0 0 227,666
SELECT SECTOR SPDR TR ENERGY 81369Y506 503,518 6,630,478 SH   DFND 1 6,630,478 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 593 7,808 SH   DFND 1,5 89 0 7,719
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 3,466 31,708 SH   DFND 1,5 5 0 31,703
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 936 16,127 SH   DFND 1,5 11 0 16,116
SELECT SECTOR SPDR TR RL EST SEL SEC 81369Y860 656 20,064 SH   DFND 1,5 11 0 20,053
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 6,894 99,235 SH   DFND 1,5 11 0 99,224
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 3,869 145,499 SH   DFND 1,5 29 0 145,470
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 2,711 37,848 SH   DFND 1,5 17 0 37,831
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 1,716 33,300 SH   DFND 1,5 1,355 0 31,945
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 2,804 33,601 SH   DFND 1,5 121 0 33,480
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 765 14,719 SH   DFND 1,5 9 0 14,710
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 2,930 26,811 SH   DFND 3 26,811 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 874 16,965 SH   DFND 3 16,965 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 514,766 6,778,593 SH   DFND 3 6,778,593 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 3,698 44,306 SH   DFND 3 44,306 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 7,727 111,234 SH   DFND 3 111,234 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 2,602 36,326 SH   DFND 3 36,326 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 1,260 24,241 SH   DFND 3 24,241 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 569 9,794 SH   DFND 3 9,794 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 527,811 19,849,985 SH   DFND 3 19,849,985 0 0
SELECTA BIOSCIENCES INC COM 816212104 3,702 279,423 SH   DFND 1,5 0 0 279,423
SEMPRA ENERGY 6% PFD CONV A 816851406 64,529 619,700 SH   DFND 1,5 200,900 0 418,800
SEMPRA ENERGY COM 816851109 448,908 3,866,234 SH   DFND 1,5 0 0 3,866,234
SEMPRA ENERGY COM 816851109 21,927 188,842 SH   DFND 3 188,842 0 0
SEMPRA ENERGY COM 816851109 2,274 19,583 SH   DFND 6 19,583 0 0
SEMPRA ENERGY COM 816851109 17,043 146,782 SH   DFND 7 131,282 0 15,500
SEMTECH CORP COM 816850101 133,779 2,843,327 SH   DFND 1,5 0 0 2,843,327
SEMTECH CORP COM 816850101 34,510 733,468 SH   DFND 1,9 0 0 733,468
SEMTECH CORP COM 816850101 5,547 117,900 SH   DFND 7 117,900 0 0
SENDGRID INC COM 816883102 24,402 920,140 SH   DFND 1,5 78,398 0 841,742
SENDGRID INC COM 816883102 984 37,100 SH   DFND 6 37,100 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 54,499 3,012,639 SH   DFND 1,5 139 0 3,012,500
SENIOR HSG PPTYS TR SH BEN INT 81721M109 3,392 187,520 SH   DFND 7 187,520 0 0
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 287,569 6,043,904 SH   DFND 1,5 0 0 6,043,904
SERES THERAPEUTICS INC COM 81750R102 52,422 6,095,600 SH   DFND 1,5 875,549 0 5,220,051
SERVICE CORP INTL COM 817565104 162,837 4,549,796 SH   DFND 1,5 54,308 0 4,495,488
SERVICE CORP INTL COM 817565104 66,030 1,844,930 SH   DFND 6 1,844,930 0 0
SERVICE CORP INTL COM 817565104 49,518 1,383,561 SH   DFND 7 562,489 0 821,072
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 239,679 4,030,257 SH   DFND 1,5 28,126 0 4,002,131
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 95,227 1,601,267 SH   DFND 6 1,601,267 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 41,077 690,711 SH   DFND 7 283,901 0 406,810
SERVICENOW INC COM 81762P102 51,511 298,668 SH   DFND 1,5 7,168 0 291,500
SERVICENOW INC NOTE 11/0 81762PAB8 12,692 5,450,000 PRN   DFND 1,5 0 0 0
SERVICENOW INC COM 81762P102 41,108 238,349 SH   DFND 1,9 149 0 238,200
SERVICENOW INC COM 81762P102 8,564 49,654 SH   DFND 3 49,654 0 0
SERVICENOW INC COM 81762P102 5,795 33,600 SH   DFND 7 33,600 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 27,412 656,900 SH   DFND 1,5 0 0 656,900
SERVOTRONICS INC COM 817732100 1,265 138,130 SH   DFND 1,5 16,519 0 121,611
SHAKE SHACK INC CL A 819047101 127,059 1,919,896 SH   DFND 1,5 460,898 0 1,458,998
SHAKE SHACK INC CL A 819047101 3,413 51,577 SH   DFND 3 51,577 0 0
SHAKE SHACK INC CL A 819047101 2,237 33,800 SH   DFND 6 33,800 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 2,278 111,832 SH   DFND 6 22,132 0 89,700
SHAW COMMUNICATIONS INC CL B CONV 82028K200 11,134 546,556 SH   DFND 7 546,556 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 14,786 452,156 SH   DFND 1,5 0 0 452,156
SHERWIN WILLIAMS CO COM 824348106 267 656 SH   DFND 1 656 0 0
SHERWIN WILLIAMS CO COM 824348106 1,234,655 3,029,309 SH   DFND 1,5 246,990 0 2,782,319
SHERWIN WILLIAMS CO COM 824348106 29,100 71,398 SH   DFND 3 71,398 0 0
SHERWIN WILLIAMS CO COM 824348106 22,678 55,642 SH   DFND 6 55,642 0 0
SHERWIN WILLIAMS CO COM 824348106 9,374 23,000 SH   DFND 7 23,000 0 0
SHIP FIN INTL LTD NOTE 4.875% 5/0 824689AG8 7,523 7,300,000 PRN   DFND 1,5 0 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 665 44,453 SH   DFND 1 44,453 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 1,335 89,267 SH   DFND 1,5 79,260 0 10,007
SHIRE PLC SPONSORED ADR 82481R106 164,034 971,767 SH   DFND 1,5 3,300 0 968,467
SHIRE PLC SPONSORED ADR 82481R106 8,798 52,121 SH   DFND 3 52,121 0 0
SHIRE PLC SPONSORED ADR 82481R106 15,664 92,799 SH   DFND 6 92,799 0 0
SHIRE PLC SPONSORED ADR 82481R106 24,059 142,529 SH   DFND 7 5,229 0 137,300
SHOPIFY INC CL A 82509L107 265 1,817 SH   DFND 1 1,817 0 0
SHOPIFY INC CL A 82509L107 1,492,390 10,233,987 SH   DFND 1,5 2,529,766 0 7,704,221
SHOPIFY INC CL A 82509L107 408 2,799 SH   DFND 3 2,799 0 0
SHOPIFY INC CL A 82509L107 5,572 38,213 SH   DFND 6 16,600 0 21,613
SHOPIFY INC CL A 82509L107 1,115 7,645 SH   DFND 7 7,645 0 0
SHOTSPOTTER INC COM 82536T107 18,183 479,371 SH   DFND 1,5 0 0 479,371
SHUTTERSTOCK INC COM 825690100 9,433 198,752 SH   DFND 1,5 52 0 198,700
SIBANYE STILLWATER SPONSORED ADR 825724206 3,198 1,321,660 SH   DFND 1,5 0 0 1,321,660
SIENNA BIOPHARMACEUTICALS IN COM 82622H108 47,239 3,109,860 SH   DFND 1,5 836,444 0 2,273,416
SIERRA BANCORP COM 82620P102 3,290 116,500 SH   DFND 6 116,500 0 0
SIERRA BANCORP COM 82620P102 1,053 37,285 SH   DFND 7 37,285 0 0
SIERRA WIRELESS INC COM 826516106 589 36,800 SH   DFND 1,5 0 0 36,800
SIFCO INDS INC COM 826546103 514 94,376 SH   DFND 1,5 33,351 0 61,025
SIGMATRON INTL INC COM 82661L101 1,450 206,559 SH   DFND 1,5 25,920 0 180,639
SIGNATURE BK NEW YORK N Y COM 82669G104 263,699 2,062,078 SH   DFND 1,5 66,192 0 1,995,886
SIGNATURE BK NEW YORK N Y COM 82669G104 1,714 13,400 SH   DFND 6 13,400 0 0
SIGNET JEWELERS LIMITED SHS G81276100 82,100 1,472,638 SH   DFND 1,5 138 0 1,472,500
SILGAN HOLDINGS INC COM 827048109 346,748 12,923,895 SH   DFND 1,5 130,348 0 12,793,547
SILGAN HOLDINGS INC COM 827048109 7,087 264,132 SH   DFND 6 264,132 0 0
SILGAN HOLDINGS INC COM 827048109 522 19,441 SH   DFND 7 3,241 0 16,200
SILICON LABORATORIES INC COM 826919102 621,520 6,240,160 SH   DFND 1,5 2,163,842 0 4,076,318
SILICON LABORATORIES INC COM 826919102 22,091 221,800 SH   DFND 1,9 0 0 221,800
SILICON LABORATORIES INC COM 826919102 2,261 22,700 SH   DFND 7 22,700 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 841 15,900 SH   DFND 1,9 0 0 15,900
SILVER STD RES INC NOTE 2.875% 2/0 82823LAC0 4,441 4,500,000 PRN   DFND 1,5 0 0 0
SIMON PPTY GROUP INC NEW COM 828806109 460,721 2,707,100 SH   DFND 1 2,707,100 0 0
SIMON PPTY GROUP INC NEW COM 828806109 554,669 3,259,117 SH   DFND 1,5 160,765 0 3,098,352
SIMON PPTY GROUP INC NEW COM 828806109 18,614 109,370 SH   DFND 3 109,370 0 0
SIMON PPTY GROUP INC NEW COM 828806109 43,609 256,237 SH   DFND 6 256,237 0 0
SIMON PPTY GROUP INC NEW COM 828806109 23,577 138,531 SH   DFND 7 27,662 0 110,869
SIMPLY GOOD FOODS CO COM 82900L102 117,193 8,115,847 SH   DFND 1,5 362,432 0 7,753,415
SIMPSON MANUFACTURING CO INC COM 829073105 51,058 821,000 SH   DFND 1,5 0 0 821,000
SINCLAIR BROADCAST GROUP INC CL A 829226109 94,755 2,947,281 SH   DFND 1,5 2,814 0 2,944,467
SINCLAIR BROADCAST GROUP INC CL A 829226109 3,170 98,600 SH   DFND 6 98,600 0 0
SIRIUS XM HLDGS INC COM 82968B103 349,242 51,586,686 SH   DFND 1,5 7,905,720 0 43,680,966
SIRIUS XM HLDGS INC COM 82968B103 439 64,885 SH   DFND 3 64,885 0 0
SIRIUS XM HLDGS INC COM 82968B103 471 69,600 SH   DFND 6 69,600 0 0
SIRIUS XM HLDGS INC COM 82968B103 2,543 375,700 SH   DFND 7 375,700 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 85,055 1,012,916 SH   DFND 1,5 73 0 1,012,843
SIX FLAGS ENTMT CORP NEW COM 83001A102 40,409 576,853 SH   DFND 1,5 3,000 0 573,853
SIX FLAGS ENTMT CORP NEW COM 83001A102 1,008 14,396 SH   DFND 3 14,396 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 497 7,100 SH   DFND 6 7,100 0 0
SKECHERS U S A INC CL A 830566105 594,276 19,802,598 SH   DFND 1,5 5,908,023 0 13,894,575
SKECHERS U S A INC CL A 830566105 13,356 445,035 SH   DFND 6 445,035 0 0
SKECHERS U S A INC CL A 830566105 3,671 122,314 SH   DFND 7 122,314 0 0
SKYLINE CHAMPION CORPORATION COM 830830105 4,871 139,025 SH   DFND 1,5 0 0 139,025
SKYWEST INC COM 830879102 67,588 1,302,271 SH   DFND 1,5 0 0 1,302,271
SKYWORKS SOLUTIONS INC COM 83088M102 228 2,360 SH   DFND 1 2,360 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 105,629 1,092,905 SH   DFND 1,5 78,749 0 1,014,156
SKYWORKS SOLUTIONS INC COM 83088M102 698 7,220 SH   DFND 1,9 320 0 6,900
SKYWORKS SOLUTIONS INC COM 83088M102 5,036 52,104 SH   DFND 3 52,104 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 1,517 15,700 SH   DFND 7 15,700 0 0
SL GREEN RLTY CORP COM 78440X101 151,221 1,504,235 SH   DFND 1 1,504,235 0 0
SL GREEN RLTY CORP COM 78440X101 281,168 2,796,860 SH   DFND 1,5 92,034 0 2,704,826
SL GREEN RLTY CORP COM 78440X101 5,209 51,811 SH   DFND 3 51,811 0 0
SL GREEN RLTY CORP COM 78440X101 20,335 202,275 SH   DFND 6 202,275 0 0
SL GREEN RLTY CORP COM 78440X101 7,992 79,500 SH   DFND 7 0 0 79,500
SLM CORP COM 78442P106 313,472 27,377,501 SH   DFND 1,5 342,900 0 27,034,601
SLM CORP COM 78442P106 9,482 828,092 SH   DFND 7 828,092 0 0
SM ENERGY CO NOTE 1.500% 7/0 78454LAM2 8,731 8,500,000 PRN   DFND 1,5 0 0 0
SM ENERGY CO COM 78454L100 58,811 2,289,246 SH   DFND 1,5 78,646 0 2,210,600
SMART & FINAL STORES INC COM 83190B101 9,822 1,769,752 SH   DFND 1,5 388 0 1,769,364
SMART SAND INC COM 83191H107 14,795 2,786,228 SH   DFND 1,5 3,134 0 2,783,094
SMARTSHEET INC COM CL A 83200N103 8,084 311,300 SH   DFND 1,5 71,033 0 240,267
SMITH A O COM 831865209 193,600 3,273,030 SH   DFND 1,5 165,667 0 3,107,363
SMUCKER J M CO COM NEW 832696405 662,894 6,167,605 SH   DFND 1,5 175,580 0 5,992,025
SMUCKER J M CO COM NEW 832696405 16,638 154,801 SH   DFND 3 154,801 0 0
SMUCKER J M CO COM NEW 832696405 23,648 220,025 SH   DFND 6 220,025 0 0
SMUCKER J M CO COM NEW 832696405 44,259 411,788 SH   DFND 7 90,688 0 321,100
SNAP INC CL A 83304A106 272,831 20,842,709 SH   DFND 1,5 5,289,070 0 15,553,639
SNAP INC CL A 83304A106 44,998 3,437,600 SH   DFND 1,9 0 0 3,437,600
SNAP INC CL A 83304A106 322 24,567 SH   DFND 3 24,567 0 0
SNAP INC CL A 83304A106 6,118 467,406 SH   DFND 6 467,406 0 0
SNAP INC CL A 83304A106 2,573 196,600 SH   DFND 7 196,600 0 0
SNAP ON INC COM 833034101 326,447 2,031,154 SH   DFND 1,5 74 0 2,031,080
SNAP ON INC COM 833034101 4,481 27,880 SH   DFND 3 27,880 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 19,287 401,400 SH   DFND 1,5 13,600 0 387,800
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 141,175 1,655,038 SH   DFND 1,5 44,451 0 1,610,587
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 1,855 21,747 SH   DFND 3 21,747 0 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 5,651 66,252 SH   DFND 6 66,252 0 0
SOHU COM LTD SPONSORED ADS 83410S108 1,052 29,641 SH   DFND 1,9 341 0 29,300
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 87,443 93,976,000 PRN   DFND 1,5 0 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 4,094 4,400,000 PRN   DFND 6 0 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 1,991 2,140,000 PRN   DFND 7 0 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 2,452 51,251 SH   DFND 1,5 51 0 51,200
SOLAREDGE TECHNOLOGIES INC COM 83417M104 206 4,300 SH   DFND 7 4,300 0 0
SOLID BIOSCIENCES INC COM 83422E105 2,161 60,643 SH   DFND 1,5 0 0 60,643
SONIC AUTOMOTIVE INC CL A 83545G102 27,375 1,328,903 SH   DFND 1,5 163,396 0 1,165,507
SONOCO PRODS CO COM 835495102 46,415 884,100 SH   DFND 1,5 100 0 884,000
SONOCO PRODS CO COM 835495102 1,891 36,015 SH   DFND 3 36,015 0 0
SONY CORP SPONSORED ADR 835699307 12,395 241,800 SH   DFND 1,5 85,001 0 156,799
SONY CORP SPONSORED ADR 835699307 1,390 27,126 SH   DFND 3 27,126 0 0
SOUTH JERSEY INDS INC UNIT 99/99/9999 838518116 7,745 140,000 SH   DFND 1,5 46,000 0 94,000
SOUTH JERSEY INDS INC COM 838518108 64,765 1,935,004 SH   DFND 1,5 0 0 1,935,004
SOUTH JERSEY INDS INC COM 838518108 40,319 1,204,623 SH   DFND 6 1,204,623 0 0
SOUTH JERSEY INDS INC COM 838518108 19,608 585,830 SH   DFND 7 548,930 0 36,900
SOUTHERN CO COM 842587107 213,613 4,612,676 SH   DFND 1,5 210,286 0 4,402,390
SOUTHERN CO COM 842587107 97,053 2,095,735 SH   DFND 3 2,095,735 0 0
SOUTHERN CO COM 842587107 565 12,200 SH   DFND 6 12,200 0 0
SOUTHERN COPPER CORP COM 84265V105 395 8,424 SH   DFND 3 8,424 0 0
SOUTHERN MO BANCORP INC COM 843380106 3,294 84,412 SH   DFND 1,5 0 0 84,412
SOUTHWEST AIRLS CO COM 844741108 565,510 11,114,578 SH   DFND 1,5 1,926,658 0 9,187,920
SOUTHWEST AIRLS CO COM 844741108 13,630 267,880 SH   DFND 3 267,880 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 43,768 573,850 SH   DFND 1,5 0 0 573,850
SOUTHWEST GAS HOLDINGS INC COM 844895102 267 3,500 SH   DFND 6 3,500 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 1,562 20,475 SH   DFND 7 5,375 0 15,100
SOUTHWESTERN ENERGY CO COM 845467109 80,669 15,220,558 SH   DFND 1,5 1,641,074 0 13,579,484
SOUTHWESTERN ENERGY CO COM 845467109 1,401 264,300 SH   DFND 7 264,300 0 0
SPARK THERAPEUTICS INC COM 84652J103 454,796 5,495,364 SH   DFND 1,5 628,661 0 4,866,703
SPARK THERAPEUTICS INC COM 84652J103 3,410 41,200 SH   DFND 6 41,200 0 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 5,610 23,111 SH   DFND 3 23,111 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 1,479 12,465 SH   DFND 3 12,465 0 0
SPDR INDEX SHS FDS PORTFOLIO DEVLPD 78463X889 217 7,143 SH   DFND 3 7,143 0 0
SPDR INDEX SHS FDS GLB NAT RESRCE 78463X541 106,570 2,127,990 SH   DFND 3 2,127,990 0 0
SPDR INDEX SHS FDS S&P CHINA ETF 78463X400 120,698 1,151,918 SH   DFND 3 1,151,918 0 0
SPDR INDEX SHS FDS S&P INTL SMLCP 78463X871 202 5,881 SH   DFND 3 5,881 0 0
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 233 6,067 SH   DFND 3 6,067 0 0
SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 31,909 815,256 SH   DFND 3 815,256 0 0
SPDR INDEX SHS FDS GLB NAT RESRCE 78463X541 22,583 450,931 SH   DFND 7 450,931 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 10,399 38,333 SH   DFND 1,5 0 0 38,333
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,445,738 5,329,320 SH   DFND 3 5,329,320 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 9,709 35,790 SH   DFND 6 431 0 35,359
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,980 7,297 SH   DFND 7 7,297 0 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 6,033 16,994 SH   DFND 3 16,994 0 0
SPDR SER TR NUVEEN BRC MUNIC 78468R721 145,817 3,039,117 SH   DFND 3 3,039,117 0 0
SPDR SERIES TRUST S&P TELECOM 78464A540 590 8,160 SH   DFND 1,5 0 0 8,160
SPDR SERIES TRUST BLMBRG BRC CNVRT 78464A359 845 15,946 SH   DFND 3 15,946 0 0
SPDR SERIES TRUST S&P BIOTECH 78464A870 3,807 39,992 SH   DFND 3 39,992 0 0
SPDR SERIES TRUST PORTFOLIO TL STK 78464A805 294 8,641 SH   DFND 3 8,641 0 0
SPDR SERIES TRUST S&P INS ETF 78464A789 358 12,010 SH   DFND 3 12,010 0 0
SPDR SERIES TRUST PORTFOLIO LR ETF 78464A854 412 12,933 SH   DFND 3 12,933 0 0
SPDR SERIES TRUST S&P REGL BKG 78464A698 298 4,883 SH   DFND 3 4,883 0 0
SPDR SERIES TRUST S&P BK ETF 78464A797 419 8,825 SH   DFND 3 8,825 0 0
SPDR SERIES TRUST S&P DIVID ETF 78464A763 6,237 67,276 SH   DFND 3 67,276 0 0
SPDR SERIES TRUST PORTFOLIO AGRGTE 78464A649 303 10,869 SH   DFND 3 10,869 0 0
SPDR SERIES TRUST AEROSPACE DEF 78464A631 232 2,659 SH   DFND 3 2,659 0 0
SPDR SERIES TRUST NUV HGHYLD MUN 78464A284 31,975 566,122 SH   DFND 3 566,122 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 301 8,490 SH   DFND 6 0 0 8,490
SPECTRUM BRANDS HLDGS INC COM 84763R101 517,533 6,340,757 SH   DFND 1,5 4,708 0 6,336,049
SPECTRUM PHARMACEUTICALS INC COM 84763A108 95,363 4,549,751 SH   DFND 1,5 20,700 0 4,529,051
SPECTRUM PHARMACEUTICALS INC COM 84763A108 26,606 1,269,353 SH   DFND 6 1,269,353 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 4,779 228,000 SH   DFND 7 228,000 0 0
SPERO THERAPEUTICS INC COM 84833T103 11,736 800,000 SH   DFND 1,5 0 0 800,000
SPIRE INC COM 84857L101 50,897 720,408 SH   DFND 1,5 18,300 0 702,108
SPIRE INC COM 84857L101 6,056 85,718 SH   DFND 6 85,718 0 0
SPIRE INC COM 84857L101 219 3,103 SH   DFND 7 3,103 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 173,582 2,020,512 SH   DFND 1,5 262 0 2,020,250
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1,549 18,028 SH   DFND 3 18,028 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1,512 17,600 SH   DFND 7 17,600 0 0
SPIRIT AIRLS INC COM 848577102 322,909 8,883,315 SH   DFND 1,5 283,128 0 8,600,187
SPIRIT AIRLS INC COM 848577102 1,483 40,786 SH   DFND 3 40,786 0 0
SPIRIT AIRLS INC COM 848577102 41,500 1,141,685 SH   DFND 6 1,141,685 0 0
SPIRIT AIRLS INC COM 848577102 6,215 170,979 SH   DFND 7 170,979 0 0
SPIRIT MTA REIT COM SHS BEN IN 84861U105 9,467 919,161 SH   DFND 1 919,161 0 0
SPIRIT MTA REIT COM SHS BEN IN 84861U105 27,163 2,637,157 SH   DFND 1,5 167,606 0 2,469,551
SPIRIT MTA REIT COM SHS BEN IN 84861U105 756 73,398 SH   DFND 3 73,398 0 0
SPIRIT MTA REIT COM SHS BEN IN 84861U105 1,262 122,526 SH   DFND 6 122,526 0 0
SPIRIT MTA REIT COM SHS BEN IN 84861U105 1,177 114,320 SH   DFND 7 65,520 0 48,800
SPIRIT RLTY CAP INC NEW COM 84860W102 69,391 8,641,511 SH   DFND 1 8,641,511 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 306,612 38,183,274 SH   DFND 1,5 1,915,123 0 36,268,151
SPIRIT RLTY CAP INC NEW COM 84860W102 19,742 2,458,473 SH   DFND 3 2,458,473 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 31,575 3,932,161 SH   DFND 6 3,932,161 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 18,436 2,295,900 SH   DFND 7 1,815,900 0 480,000
SPLUNK INC COM 848637104 83,854 846,070 SH   DFND 1,5 93,087 0 752,983
SPLUNK INC COM 848637104 69,635 702,600 SH   DFND 1,9 0 0 702,600
SPLUNK INC COM 848637104 3,636 36,682 SH   DFND 3 36,682 0 0
SPLUNK INC COM 848637104 664 6,700 SH   DFND 6 6,700 0 0
SPOTIFY TECHNOLOGY S A SHS L8681T102 91,137 541,711 SH   DFND 1,5 49,243 0 492,468
SPRINT CORP COM SER 1 85207U105 16,588 3,049,175 SH   DFND 1,5 0 0 3,049,175
SPROUTS FMRS MKT INC COM 85208M102 25,996 1,177,870 SH   DFND 1,5 2,406 0 1,175,464
SPS COMM INC COM 78463M107 89,536 1,218,502 SH   DFND 1,5 0 0 1,218,502
SPX CORP COM 784635104 27,434 782,710 SH   DFND 1,5 0 0 782,710
SPX FLOW INC COM 78469X107 71,285 1,628,618 SH   DFND 1,5 0 0 1,628,618
SQUARE INC CL A 852234103 261 4,230 SH   DFND 1 4,230 0 0
SQUARE INC NOTE 0.375% 3/0 852234AB9 34,031 12,605,000 PRN   DFND 1,5 0 0 0
SQUARE INC CL A 852234103 883,449 14,332,390 SH   DFND 1,5 2,883,400 0 11,448,990
SQUARE INC CL A 852234103 95,383 1,547,422 SH   DFND 1,9 422 0 1,547,000
SQUARE INC CL A 852234103 1,652 26,800 SH   DFND 6 26,800 0 0
SQUARE INC CL A 852234103 6,096 98,900 SH   DFND 7 98,900 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 403,578 7,776,065 SH   DFND 1,5 965,316 0 6,810,749
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 16,233 312,766 SH   DFND 1,9 0 0 312,766
SSGA ACTIVE ETF TR BLKSTN GSOSRLN 78467V608 216 4,600 SH   DFND 1,5 4,600 0 0
SSR MNG INC COM 784730103 13,109 1,328,700 SH   DFND 1,5 0 0 1,328,700
STAMPS COM INC COM NEW 852857200 538 2,125 SH   DFND 1 2,125 0 0
STAMPS COM INC COM NEW 852857200 400,421 1,582,378 SH   DFND 1,5 9,151 0 1,573,227
STAMPS COM INC COM NEW 852857200 630 2,489 SH   DFND 3 2,489 0 0
STAMPS COM INC COM NEW 852857200 3,037 12,000 SH   DFND 6 12,000 0 0
STANDARD MTR PRODS INC COM 853666105 91,870 1,900,492 SH   DFND 1,5 0 0 1,900,492
STANDEX INTL CORP COM 854231107 39,633 387,800 SH   DFND 1,5 0 0 387,800
STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 6,864 65,100 SH   DFND 1,5 20,400 0 44,700
STANLEY BLACK & DECKER INC COM 854502101 27,492 207,000 SH   DFND 1,5 0 0 207,000
STANLEY BLACK & DECKER INC COM 854502101 7,778 58,563 SH   DFND 3 58,563 0 0
STANTEC INC COM 85472N109 44,500 1,730,299 SH   DFND 1,5 149,082 0 1,581,217
STANTEC INC COM 85472N109 325 12,641 SH   DFND 6 12,641 0 0
STANTEC INC COM 85472N109 5,788 225,071 SH   DFND 7 225,071 0 0
STAR GROUP L P UNIT LTD PARTNR 85512C105 33,594 3,427,926 SH   DFND 1,5 0 0 3,427,926
STARBUCKS CORP COM 855244109 434,034 8,885,041 SH   DFND 1,5 1,682,468 0 7,202,573
STARBUCKS CORP COM 855244109 28,093 575,092 SH   DFND 3 575,092 0 0
STARBUCKS CORP COM 855244109 4,378 89,626 SH   DFND 6 89,626 0 0
STARBUCKS CORP COM 855244109 55,364 1,133,345 SH   DFND 7 1,133,345 0 0
STARS GROUP INC COM 85570W100 37,267 1,026,633 SH   DFND 1,5 0 0 1,026,633
STARS GROUP INC COM 85570W100 1,040 28,672 SH   DFND 6 4,963 0 23,709
STARS GROUP INC COM 85570W100 643 17,730 SH   DFND 7 17,730 0 0
STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 13,772 13,760,000 PRN   DFND 1,5 0 0 0
STARWOOD PPTY TR INC COM 85571B105 1,470 67,700 SH   DFND 7 67,700 0 0
STATE STR CORP COM 857477103 358 3,842 SH   DFND 1 3,842 0 0
STATE STR CORP COM 857477103 949,712 10,202,087 SH   DFND 1,5 242,130 0 9,959,957
STATE STR CORP COM 857477103 132,989 1,428,601 SH   DFND 3 1,428,601 0 0
STATE STR CORP COM 857477103 47,593 511,253 SH   DFND 6 511,253 0 0
STATE STR CORP COM 857477103 93,791 1,007,525 SH   DFND 7 103,195 0 904,330
STEALTHGAS INC SHS Y81669106 5,316 1,352,670 SH   DFND 1,5 0 0 1,352,670
STEEL DYNAMICS INC COM 858119100 281,797 6,132,687 SH   DFND 1,5 297,610 0 5,835,077
STEEL DYNAMICS INC COM 858119100 234 5,093 SH   DFND 3 5,093 0 0
STEEL DYNAMICS INC COM 858119100 8,090 176,053 SH   DFND 6 176,053 0 0
STEEL DYNAMICS INC COM 858119100 11,363 247,291 SH   DFND 7 49,700 0 197,591
STEELCASE INC CL A 858155203 3,092 229,000 SH   DFND 1,5 0 0 229,000
STEMLINE THERAPEUTICS INC COM 85858C107 31,988 1,993,041 SH   DFND 1,5 0 0 1,993,041
STERICYCLE INC COM 858912108 125,401 1,920,675 SH   DFND 1,5 68,836 0 1,851,839
STERICYCLE INC DEP PFD A 1/10 858912207 18,485 377,978 SH   DFND 1,5 0 0 377,978
STERICYCLE INC COM 858912108 699 10,706 SH   DFND 3 10,706 0 0
STERICYCLE INC COM 858912108 2,272 34,800 SH   DFND 6 34,800 0 0
STERIS PLC SHS USD G84720104 235,079 2,238,634 SH   DFND 1,5 31,034 0 2,207,600
STERIS PLC SHS USD G84720104 15,757 150,050 SH   DFND 6 150,050 0 0
STERIS PLC SHS USD G84720104 22,359 212,924 SH   DFND 7 43,505 0 169,419
STIFEL FINL CORP COM 860630102 28,852 552,200 SH   DFND 1,5 0 0 552,200
STMICROELECTRONICS N V NY REGISTRY 861012102 741 33,500 SH   DFND 1,5 0 0 33,500
STONERIDGE INC COM 86183P102 254 7,240 SH   DFND 1,5 0 0 7,240
STORE CAP CORP COM 862121100 552,808 20,175,471 SH   DFND 1,5 0 0 20,175,471
STORE CAP CORP COM 862121100 6,549 238,998 SH   DFND 1,11 26,713 0 212,285
STORE CAP CORP COM 862121100 20,661 754,040 SH   DFND 6 754,040 0 0
STORE CAP CORP COM 862121100 12,269 447,757 SH   DFND 7 447,757 0 0
STRATTEC SEC CORP COM 863111100 13,864 453,813 SH   DFND 1,5 49,845 0 403,968
STRATTEC SEC CORP COM 863111100 357 11,700 SH   DFND 7 0 0 11,700
STRYKER CORP COM 863667101 834,135 4,939,805 SH   DFND 1,5 186,239 0 4,753,566
STRYKER CORP COM 863667101 34,075 201,796 SH   DFND 3 201,796 0 0
STRYKER CORP COM 863667101 3,004 17,789 SH   DFND 6 17,789 0 0
STRYKER CORP COM 863667101 28,448 168,472 SH   DFND 7 156,772 0 11,700
SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 103 13,295 SH   DFND 3 13,295 0 0
SUMMIT MATLS INC CL A 86614U100 113,805 4,335,423 SH   DFND 1,5 37,731 0 4,297,692
SUMMIT MATLS INC CL A 86614U100 2,169 82,626 SH   DFND 6 82,626 0 0
SUN CMNTYS INC COM 866674104 135,340 1,382,709 SH   DFND 1 1,382,709 0 0
SUN CMNTYS INC COM 866674104 100,704 1,028,856 SH   DFND 1,5 65,186 0 963,670
SUN CMNTYS INC COM 866674104 2,821 28,816 SH   DFND 7 28,816 0 0
SUN LIFE FINL INC COM 866796105 107,091 2,664,900 SH   DFND 1,5 0 0 2,664,900
SUN LIFE FINL INC COM 866796105 22,557 561,314 SH   DFND 6 220,140 0 341,174
SUN LIFE FINL INC COM 866796105 6,806 169,362 SH   DFND 7 103,962 0 65,400
SUNCOR ENERGY INC NEW COM 867224107 2,560,579 62,920,837 SH   DFND 1,5 3,293,552 0 59,627,285
SUNCOR ENERGY INC NEW COM 867224107 63,773 1,567,083 SH   DFND 1,10 49,983 0 1,517,100
SUNCOR ENERGY INC NEW COM 867224107 165,028 4,055,208 SH   DFND 3 4,055,208 0 0
SUNCOR ENERGY INC NEW COM 867224107 90,822 2,231,749 SH   DFND 6 1,627,583 0 604,166
SUNCOR ENERGY INC NEW COM 867224107 142,781 3,508,543 SH   DFND 7 998,969 0 2,509,574
SUNOCO LP COM U REP LP 86765K109 3,417 136,900 SH   DFND 1,5 0 0 136,900
SUNOPTA INC COM 8676EP108 16,635 1,980,400 SH   DFND 6 1,671,000 0 309,400
SUNOPTA INC COM 8676EP108 10,749 1,279,650 SH   DFND 7 864,750 0 414,900
SUNRUN INC COM 86771W105 215,000 16,349,797 SH   DFND 1,5 0 0 16,349,797
SUNSTONE HOTEL INVS INC NEW COM 867892101 56,303 3,387,659 SH   DFND 1,5 163,859 0 3,223,800
SUNSTONE HOTEL INVS INC NEW COM 867892101 14,208 854,853 SH   DFND 6 854,853 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 5,639 339,300 SH   DFND 7 0 0 339,300
SUNTRUST BKS INC COM 867914103 1,282,894 19,431,900 SH   DFND 1,5 664,460 0 18,767,440
SUNTRUST BKS INC COM 867914103 104,750 1,586,637 SH   DFND 3 1,586,637 0 0
SUNTRUST BKS INC COM 867914103 37,220 563,773 SH   DFND 6 563,773 0 0
SUNTRUST BKS INC COM 867914103 24,335 368,600 SH   DFND 7 0 0 368,600
SUPER MICRO COMPUTER INC COM 86800U104 102,008 4,313,222 SH   DFND 1,5 104,616 0 4,208,606
SUPER MICRO COMPUTER INC COM 86800U104 35,037 1,481,476 SH   DFND 6 1,481,476 0 0
SUPER MICRO COMPUTER INC COM 86800U104 17,457 738,132 SH   DFND 7 311,731 0 426,401
SUPERIOR DRILLING PRODS INC COM 868153107 4,675 2,409,569 SH   DFND 1,5 0 0 2,409,569
SUPERIOR ENERGY SVCS INC COM 868157108 34,444 3,536,332 SH   DFND 1,5 32 0 3,536,300
SUPERNUS PHARMACEUTICALS INC COM 868459108 56,337 941,300 SH   DFND 1,5 123,751 0 817,549
SURFACE ONCOLOGY INC COM 86877M209 16,361 1,003,103 SH   DFND 1,5 7,400 0 995,703
SURFACE ONCOLOGY INC COM 86877M209 802 49,181 SH   DFND 3 49,181 0 0
SURFACE ONCOLOGY INC COM 86877M209 30,809 1,888,986 SH   DFND 4 1,888,986 0 0
SURGERY PARTNERS INC COM 86881A100 5,006 336,000 SH   DFND 1,5 0 0 336,000
SVB FINL GROUP COM 78486Q101 8,528 29,533 SH   DFND 1,5 629 0 28,904
SVB FINL GROUP COM 78486Q101 1,059 3,666 SH   DFND 3 3,666 0 0
SVB FINL GROUP COM 78486Q101 231 800 SH   DFND 6 800 0 0
SYMANTEC CORP COM 871503108 92,531 4,480,900 SH   DFND 1,5 0 0 4,480,900
SYMANTEC CORP COM 871503108 1,157 56,013 SH   DFND 3 56,013 0 0
SYNAPTICS INC COM 87157D109 50,763 1,007,800 SH   DFND 1,5 0 0 1,007,800
SYNCHRONY FINL COM 87165B103 1,583,909 47,450,840 SH   DFND 1,5 3,898,479 0 43,552,361
SYNCHRONY FINL COM 87165B103 7,614 228,096 SH   DFND 3 228,096 0 0
SYNCHRONY FINL COM 87165B103 16,173 484,500 SH   DFND 6 484,500 0 0
SYNCHRONY FINL COM 87165B103 54,076 1,620,000 SH   DFND 7 724,300 0 895,700
SYNDAX PHARMACEUTICALS INC COM 87164F105 3,933 560,202 SH   DFND 1,5 0 0 560,202
SYNNEX CORP COM 87162W100 557,258 5,774,097 SH   DFND 1,5 405,791 0 5,368,306
SYNNEX CORP COM 87162W100 7,750 80,300 SH   DFND 6 80,300 0 0
SYNOPSYS INC COM 871607107 2,255 26,356 SH   DFND 3 26,356 0 0
SYNOVUS FINL CORP COM NEW 87161C501 65,984 1,248,983 SH   DFND 1,5 0 0 1,248,983
SYNOVUS FINL CORP COM NEW 87161C501 240 4,536 SH   DFND 3 4,536 0 0
SYNOVUS FINL CORP COM NEW 87161C501 351 6,642 SH   DFND 6 6,642 0 0
SYNOVUS FINL CORP COM NEW 87161C501 7,573 143,355 SH   DFND 7 110,627 0 32,728
SYNTEL INC COM 87162H103 39,195 1,221,400 SH   DFND 1,5 9,283 0 1,212,117
SYROS PHARMACEUTICALS INC COM 87184Q107 49,894 4,886,748 SH   DFND 1,5 1,016,223 0 3,870,525
SYSCO CORP COM 871829107 174,461 2,554,707 SH   DFND 1,5 70,655 0 2,484,052
SYSCO CORP COM 871829107 27,788 406,906 SH   DFND 3 406,906 0 0
SYSCO CORP COM 871829107 14,005 205,079 SH   DFND 6 205,079 0 0
SYSCO CORP COM 871829107 68,092 997,094 SH   DFND 7 818,294 0 178,800
T MOBILE US INC COM 872590104 353 5,900 SH   DFND 1 5,900 0 0
T MOBILE US INC COM 872590104 1,107,752 18,539,778 SH   DFND 1,5 2,385,170 0 16,154,608
T MOBILE US INC COM 872590104 462 7,736 SH   DFND 3 7,736 0 0
T MOBILE US INC COM 872590104 10,247 171,502 SH   DFND 6 141,199 0 30,303
T MOBILE US INC COM 872590104 27,313 457,124 SH   DFND 7 325,924 0 131,200
TABLEAU SOFTWARE INC CL A 87336U105 222,997 2,281,296 SH   DFND 1,5 266,461 0 2,014,835
TABLEAU SOFTWARE INC CL A 87336U105 2,278 23,300 SH   DFND 1,9 0 0 23,300
TABLEAU SOFTWARE INC CL A 87336U105 1,847 18,900 SH   DFND 7 18,900 0 0
TAHOE RES INC COM 873868103 20,952 4,257,338 SH   DFND 1,5 0 0 4,257,338
TAHOE RES INC COM 873868103 1,494 303,605 SH   DFND 6 139,505 0 164,100
TAHOE RES INC COM 873868103 3,524 716,000 SH   DFND 7 479,600 0 236,400
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 423,099 11,572,742 SH   DFND 1,5 2,115,585 0 9,457,157
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 40,296 1,102,175 SH   DFND 1,9 38,752 0 1,063,423
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 2,501 68,410 SH   DFND 3 68,410 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 15,776 431,500 SH   DFND 6 431,500 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 3,494 95,580 SH   DFND 7 1,180 0 94,400
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 211,794 1,789,406 SH   DFND 1,5 2,700 0 1,786,706
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 93,986 794,065 SH   DFND 1,9 0 0 794,065
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1,191 10,066 SH   DFND 3 10,066 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 651 5,500 SH   DFND 6 5,500 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 4,686 39,592 SH   DFND 7 20,692 0 18,900
TAL ED GROUP SPONSORED ADS 874080104 75,507 2,051,820 SH   DFND 1,5 199,420 0 1,852,400
TAL ED GROUP SPONSORED ADS 874080104 243,017 6,603,722 SH   DFND 1,9 34,500 0 6,569,222
TAL ED GROUP SPONSORED ADS 874080104 6,458 175,500 SH   DFND 7 175,500 0 0
TALEND S A ADS 874224207 100,865 1,619,537 SH   DFND 1,5 11,467 0 1,608,070
TALEND S A ADS 874224207 822 13,200 SH   DFND 6 13,200 0 0
TALLGRASS ENERGY GP LP SHS CL A 874696107 2,555 115,300 SH   DFND 1,5 0 0 115,300
TAPESTRY INC COM 876030107 301,131 6,446,829 SH   DFND 1,5 414,491 0 6,032,338
TAPESTRY INC COM 876030107 3,405 72,889 SH   DFND 3 72,889 0 0
TAPESTRY INC COM 876030107 23,203 496,747 SH   DFND 6 496,747 0 0
TAPESTRY INC COM 876030107 50,493 1,080,989 SH   DFND 7 675,032 0 405,957
TARGA RES CORP COM 87612G101 4,222 85,307 SH   DFND 1,5 26,607 0 58,700
TARGA RES CORP COM 87612G101 242 4,900 SH   DFND 3 4,900 0 0
TARGET CORP COM 87612E106 233,453 3,066,914 SH   DFND 1,5 469,255 0 2,597,659
TARGET CORP COM 87612E106 55,159 724,627 SH   DFND 3 724,627 0 0
TARGET CORP COM 87612E106 6,773 88,979 SH   DFND 6 88,979 0 0
TARGET CORP COM 87612E106 10,622 139,540 SH   DFND 7 0 0 139,540
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 74,996 648,251 SH   DFND 1,5 249,461 0 398,790
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 879 7,600 SH   DFND 7 0 0 7,600
TAUBMAN CTRS INC COM 876664103 86,374 1,469,949 SH   DFND 1,5 24,243 0 1,445,706
TAUBMAN CTRS INC COM 876664103 7,427 126,400 SH   DFND 6 126,400 0 0
TAUBMAN CTRS INC COM 876664103 4,129 70,274 SH   DFND 7 20,940 0 49,334
TAYLOR MORRISON HOME CORP CL A 87724P106 217,405 10,462,205 SH   DFND 1,5 0 0 10,462,205
TAYLOR MORRISON HOME CORP CL A 87724P106 5,252 252,758 SH   DFND 1,11 30,333 0 222,425
TAYLOR MORRISON HOME CORP CL A 87724P106 27,636 1,329,917 SH   DFND 6 1,329,917 0 0
TAYLOR MORRISON HOME CORP CL A 87724P106 12,420 597,671 SH   DFND 7 475,671 0 122,000
TC PIPELINES LP UT COM LTD PRT 87233Q108 2,844 109,600 SH   DFND 1,5 0 0 109,600
TCF FINL CORP COM 872275102 50,914 2,067,978 SH   DFND 1,5 0 0 2,067,978
TD AMERITRADE HLDG CORP COM 87236Y108 1,397 25,500 SH   DFND 1 25,500 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 911,374 16,640,021 SH   DFND 1,5 274,417 0 16,365,604
TD AMERITRADE HLDG CORP COM 87236Y108 623 11,381 SH   DFND 3 11,381 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 6,769 123,590 SH   DFND 6 123,590 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 21,978 401,271 SH   DFND 7 401,271 0 0
TE CONNECTIVITY LTD REG SHS H84989104 384,985 4,274,756 SH   DFND 1,5 397,439 0 3,877,317
TE CONNECTIVITY LTD REG SHS H84989104 35,162 390,434 SH   DFND 3 390,434 0 0
TE CONNECTIVITY LTD REG SHS H84989104 9,511 105,608 SH   DFND 6 105,608 0 0
TE CONNECTIVITY LTD REG SHS H84989104 15,526 172,400 SH   DFND 7 0 0 172,400
TEAM INC COM 878155100 982 42,500 SH   DFND 1,5 0 0 42,500
TEAM INC COM 878155100 3,467 150,077 SH   DFND 7 119,477 0 30,600
TECH DATA CORP COM 878237106 178,724 2,176,373 SH   DFND 1,5 0 0 2,176,373
TECH DATA CORP COM 878237106 4,517 55,002 SH   DFND 3 55,002 0 0
TECH DATA CORP COM 878237106 7,067 86,055 SH   DFND 6 86,055 0 0
TECHNIPFMC PLC COM G87110105 267 8,400 SH   DFND 1 8,400 0 0
TECHNIPFMC PLC COM G87110105 87,345 2,751,892 SH   DFND 1,5 294,306 0 2,457,586
TECHNIPFMC PLC COM G87110105 1,591 50,138 SH   DFND 3 50,138 0 0
TECHNIPFMC PLC COM G87110105 2,441 76,918 SH   DFND 7 76,918 0 0
TECK RESOURCES LTD CL B 878742204 5,886 231,065 SH   DFND 1,5 51,158 0 179,907
TECK RESOURCES LTD CL B 878742204 1,689 66,300 SH   DFND 7 0 0 66,300
TEEKAY CORPORATION COM Y8564W103 61,609 7,949,589 SH   DFND 1,5 0 0 7,949,589
TEEKAY CORPORATION COM Y8564W103 3,495 451,000 SH   DFND 7 0 0 451,000
TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 124,711 7,401,248 SH   DFND 1,5 36 0 7,401,212
TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 6,939 411,800 SH   DFND 7 18,400 0 393,400
TEEKAY OFFSHORE PARTNERS L P PARTNERSHIP UN Y8565J101 82,887 31,396,520 SH   DFND 1,5 0 0 31,396,520
TEEKAY OFFSHORE PARTNERS L P PARTNERSHIP UN Y8565J101 3,486 1,320,282 SH   DFND 7 5,482 0 1,314,800
TEGNA INC COM 87901J105 15,401 1,419,449 SH   DFND 1,5 173,496 0 1,245,953
TEGNA INC COM 87901J105 130 11,984 SH   DFND 3 11,984 0 0
TEJON RANCH CO COM 879080109 12,672 521,469 SH   DFND 1,5 63,146 0 458,323
TELADOC INC COM 87918A105 495,235 8,531,184 SH   DFND 1,5 452,429 0 8,078,755
TELADOC INC COM 87918A105 827 14,239 SH   DFND 3 14,239 0 0
TELADOC INC COM 87918A105 1,968 33,900 SH   DFND 6 33,900 0 0
TELADOC INC COM 87918A105 6,966 120,000 SH   DFND 7 120,000 0 0
TELECOM ARGENTINA S A SPON ADR REP B 879273209 23,425 1,320,484 SH   DFND 1,5 45,816 0 1,274,668
TELECOM ARGENTINA S A SPON ADR REP B 879273209 1,312 73,973 SH   DFND 1,10 51,426 0 22,547
TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y102 186 25,400 SH   DFND 1,5 0 0 25,400
TELEDYNE TECHNOLOGIES INC COM 879360105 417,729 2,098,506 SH   DFND 1,5 47,529 0 2,050,977
TELEFLEX INC COM 879369106 48,869 182,206 SH   DFND 1,5 8,016 0 174,190
TELEFLEX INC COM 879369106 318 1,185 SH   DFND 3 1,185 0 0
TELEFONICA S A SPONSORED ADR 879382208 4,350 509,997 SH   DFND 1,5 0 0 509,997
TELEPHONE & DATA SYS INC COM NEW 879433829 38,005 1,386,023 SH   DFND 1,5 0 0 1,386,023
TELEPHONE & DATA SYS INC COM NEW 879433829 2,026 73,900 SH   DFND 7 73,900 0 0
TELUS CORP COM 87971M103 63,596 1,790,300 SH   DFND 1,5 0 0 1,790,300
TELUS CORP COM 87971M103 10,973 308,913 SH   DFND 6 212,613 0 96,300
TELUS CORP COM 87971M103 36,908 1,039,008 SH   DFND 7 992,608 0 46,400
TEMPUR SEALY INTL INC COM 88023U101 36,366 756,840 SH   DFND 1,5 0 0 756,840
TENARIS S A SPONSORED ADR 88031M109 18,537 509,400 SH   DFND 1,5 0 0 509,400
TENARIS S A SPONSORED ADR 88031M109 1,019 28,007 SH   DFND 1,10 19,475 0 8,532
TENET HEALTHCARE CORP COM NEW 88033G407 233 6,941 SH   DFND 1 6,941 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 29,251 871,344 SH   DFND 1,5 0 0 871,344
TENNECO INC COM 880349105 19,677 447,601 SH   DFND 1,5 44 0 447,557
TENNECO INC COM 880349105 2,073 47,159 SH   DFND 3 47,159 0 0
TENNECO INC COM 880349105 1,637 37,232 SH   DFND 7 37,232 0 0
TERADATA CORP DEL COM 88076W103 591 14,728 SH   DFND 3 14,728 0 0
TERRENO RLTY CORP COM 88146M101 21,760 577,655 SH   DFND 1 577,655 0 0
TERRENO RLTY CORP COM 88146M101 131,087 3,479,883 SH   DFND 1,5 56,809 0 3,423,074
TERRENO RLTY CORP COM 88146M101 6,253 165,999 SH   DFND 6 165,999 0 0
TERRENO RLTY CORP COM 88146M101 2,508 66,580 SH   DFND 7 0 0 66,580
TESARO INC COM 881569107 218,880 4,921,968 SH   DFND 1,5 185,947 0 4,736,021
TESARO INC COM 881569107 10,179 228,900 SH   DFND 6 228,900 0 0
TESARO INC COM 881569107 5,950 133,800 SH   DFND 7 133,800 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 35,938 29,620,000 PRN   DFND 1,5 0 0 0
TESLA INC COM 88160R101 3,386,146 9,873,586 SH   DFND 1,5 1,626,437 0 8,247,149
TESLA INC COM 88160R101 329,038 959,435 SH   DFND 1,9 0 0 959,435
TESLA INC COM 88160R101 19,988 58,283 SH   DFND 3 58,283 0 0
TESLA INC COM 88160R101 61,091 178,134 SH   DFND 6 178,134 0 0
TESLA INC COM 88160R101 43,667 127,328 SH   DFND 7 117,728 0 9,600
TETRA TECHNOLOGIES INC DEL COM 88162F105 7,677 1,725,061 SH   DFND 1,5 0 0 1,725,061
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 438,510 18,030,838 SH   DFND 1,5 1,322,158 0 16,708,680
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 37,675 1,549,155 SH   DFND 3 1,549,155 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 9,455 388,778 SH   DFND 6 388,778 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 14,382 591,380 SH   DFND 7 0 0 591,380
TEXAS INSTRS INC COM 882508104 1,345,576 12,204,771 SH   DFND 1,5 2,058,121 0 10,146,650
TEXAS INSTRS INC COM 882508104 77,506 703,002 SH   DFND 3 703,002 0 0
TEXAS ROADHOUSE INC COM 882681109 138,509 2,114,326 SH   DFND 1,5 12,532 0 2,101,794
TEXAS ROADHOUSE INC COM 882681109 3,450 52,663 SH   DFND 1,11 6,358 0 46,305
TEXAS ROADHOUSE INC COM 882681109 220 3,356 SH   DFND 3 3,356 0 0
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 12,502 786,284 SH   DFND 1,5 0 0 786,284
TEXTRON INC COM 883203101 68,446 1,038,475 SH   DFND 1,5 0 0 1,038,475
TEXTRON INC COM 883203101 2,947 44,714 SH   DFND 3 44,714 0 0
TFS FINL CORP COM 87240R107 1,873 118,800 SH   DFND 1,5 0 0 118,800
TG THERAPEUTICS INC COM 88322Q108 46,899 3,566,433 SH   DFND 1,5 0 0 3,566,433
THE TRADE DESK INC COM CL A 88339J105 158,948 1,694,541 SH   DFND 1,5 54,295 0 1,640,246
THE TRADE DESK INC COM CL A 88339J105 1,960 20,900 SH   DFND 6 20,900 0 0
THERAPEUTICSMD INC COM 88338N107 59,188 9,485,301 SH   DFND 1,5 29,036 0 9,456,265
THERAPEUTICSMD INC COM 88338N107 6,375 1,021,700 SH   DFND 6 1,021,700 0 0
THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 5,700 5,750,000 PRN   DFND 1,5 0 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 179,841 7,929,504 SH   DFND 1,5 768,960 0 7,160,544
THERAVANCE BIOPHARMA INC COM G8807B106 3,447 152,000 SH   DFND 7 152,000 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 78 80,000 PRN   DFND   0 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 1,079,734 5,212,582 SH   DFND 1,5 214,182 0 4,998,400
THERMO FISHER SCIENTIFIC INC COM 883556102 48,674 234,981 SH   DFND 3 234,981 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 1,371 6,617 SH   DFND 6 6,617 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 5,982 28,877 SH   DFND 7 28,877 0 0
THIRD PT REINS LTD COM G8827U100 368 29,400 SH   DFND 1,5 0 0 29,400
THOMSON REUTERS CORP COM 884903105 448 11,105 SH   DFND 6 11,105 0 0
THOMSON REUTERS CORP COM 884903105 10,905 270,243 SH   DFND 7 270,243 0 0
THOR INDS INC COM 885160101 32,874 337,552 SH   DFND 1,5 52 0 337,500
THOR INDS INC COM 885160101 1,656 17,006 SH   DFND 3 17,006 0 0
TIFFANY & CO NEW COM 886547108 316,693 2,406,478 SH   DFND 1,5 167,368 0 2,239,110
TIFFANY & CO NEW COM 886547108 2,320 17,631 SH   DFND 3 17,631 0 0
TIFFANY & CO NEW COM 886547108 250 1,900 SH   DFND 6 1,900 0 0
TIMBERLAND BANCORP INC COM 887098101 4,851 129,925 SH   DFND 1,5 95 0 129,830
TITAN MACHY INC COM 88830R101 25,378 1,632,010 SH   DFND 1,5 121,082 0 1,510,928
TITAN MACHY INC NOTE 3.750% 5/0 88830RAB7 168 170,000 PRN   DFND   0 0 0
TIVITY HEALTH INC COM 88870R102 23,951 680,428 SH   DFND 1,5 150 0 680,278
TIVO CORP COM 88870P106 9,040 672,085 SH   DFND 1,5 132,250 0 539,835
TJX COS INC NEW COM 872540109 460 4,831 SH   DFND 1 4,831 0 0
TJX COS INC NEW COM 872540109 2,033,811 21,368,053 SH   DFND 1,5 1,879,717 0 19,488,336
TJX COS INC NEW COM 872540109 105,533 1,108,773 SH   DFND 3 1,108,773 0 0
TJX COS INC NEW COM 872540109 27,793 292,007 SH   DFND 6 292,007 0 0
TJX COS INC NEW COM 872540109 120,795 1,269,122 SH   DFND 7 1,015,385 0 253,737
TOCAGEN INC COM 888846102 4,781 511,900 SH   DFND 1,5 0 0 511,900
TOLL BROTHERS INC COM 889478103 293,908 7,945,611 SH   DFND 1,5 325,210 0 7,620,401
TOLL BROTHERS INC COM 889478103 11,501 310,922 SH   DFND 6 310,922 0 0
TOLL BROTHERS INC COM 889478103 20,329 549,576 SH   DFND 7 200,041 0 349,535
TOPBUILD CORP COM 89055F103 122,744 1,566,805 SH   DFND 1,5 0 0 1,566,805
TOPBUILD CORP COM 89055F103 33,717 430,390 SH   DFND 6 430,390 0 0
TOPBUILD CORP COM 89055F103 7,150 91,266 SH   DFND 7 91,266 0 0
TORCHMARK CORP COM 891027104 179,361 2,203,179 SH   DFND 1,5 91,568 0 2,111,611
TORCHMARK CORP COM 891027104 4,263 52,368 SH   DFND 1,11 6,379 0 45,989
TORCHMARK CORP COM 891027104 9,767 119,974 SH   DFND 3 119,974 0 0
TORCHMARK CORP COM 891027104 1,359 16,692 SH   DFND 6 16,692 0 0
TORCHMARK CORP COM 891027104 2,272 27,903 SH   DFND 7 27,903 0 0
TORO CO COM 891092108 21,035 349,126 SH   DFND 1,5 0 0 349,126
TORONTO DOMINION BK ONT COM NEW 891160509 426,497 7,368,835 SH   DFND 1,5 471,075 0 6,897,760
TORONTO DOMINION BK ONT COM NEW 891160509 25,362 438,200 SH   DFND 1,10 0 0 438,200
TORONTO DOMINION BK ONT COM NEW 891160509 1,800 31,101 SH   DFND 3 31,101 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 47,916 827,880 SH   DFND 6 312,380 0 515,500
TORONTO DOMINION BK ONT COM NEW 891160509 44,125 762,370 SH   DFND 7 655,224 0 107,146
TOTAL S A SPONSORED ADR 89151E109 195,107 3,221,720 SH   DFND 1,5 261,473 0 2,960,247
TOTAL S A SPONSORED ADR 89151E109 1,989 32,837 SH   DFND 3 32,837 0 0
TOTAL S A SPONSORED ADR 89151E109 13,402 221,300 SH   DFND 7 0 0 221,300
TOTAL SYS SVCS INC COM 891906109 304,377 3,601,237 SH   DFND 1,5 2,821 0 3,598,416
TOTAL SYS SVCS INC COM 891906109 3,225 38,153 SH   DFND 1,9 0 0 38,153
TOTAL SYS SVCS INC COM 891906109 3,912 46,290 SH   DFND 3 46,290 0 0
TOTAL SYS SVCS INC COM 891906109 15,297 180,986 SH   DFND 6 180,986 0 0
TOTAL SYS SVCS INC COM 891906109 21,314 252,176 SH   DFND 7 51,855 0 200,321
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 3,922 178,200 SH   DFND 1,5 0 0 178,200
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 3,635 28,217 SH   DFND 1,5 0 0 28,217
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 804 6,240 SH   DFND 3 6,240 0 0
TPG PACE ENERGY HLDGS CORP CL A 872656103 24,562 2,259,600 SH   DFND 1,5 0 0 2,259,600
TPG PACE ENERGY HLDGS CORP CL A 872656103 821 75,500 SH   DFND 7 75,500 0 0
TPG SPECIALTY LENDING INC COM 87265K102 42,003 2,341,317 SH   DFND 1,5 327,777 0 2,013,540
TRACTOR SUPPLY CO COM 892356106 30,009 392,323 SH   DFND 1,5 23 0 392,300
TRACTOR SUPPLY CO COM 892356106 7,480 97,789 SH   DFND 3 97,789 0 0
TRANSCANADA CORP COM 89353D107 6,900 159,500 SH   DFND 1,5 0 0 159,500
TRANSCANADA CORP COM 89353D107 223 5,160 SH   DFND 6 5,160 0 0
TRANSCANADA CORP COM 89353D107 31,397 725,665 SH   DFND 7 725,665 0 0
TRANSDIGM GROUP INC COM 893641100 484,225 1,402,981 SH   DFND 1,5 55,841 0 1,347,140
TRANSDIGM GROUP INC COM 893641100 3,569 10,339 SH   DFND 3 10,339 0 0
TRANSGLOBE ENERGY CORP COM 893662106 934 337,255 SH   DFND 1,5 307,255 0 30,000
TRANSLATE BIO INC COM 89374L104 73,437 6,314,261 SH   DFND 1,5 1,413,238 0 4,901,023
TRANSOCEAN LTD REG SHS H8817H100 63,540 4,727,691 SH   DFND 1,5 603,873 0 4,123,818
TRANSOCEAN LTD REG SHS H8817H100 276 20,520 SH   DFND 3 20,520 0 0
TRANSOCEAN LTD REG SHS H8817H100 4,779 355,600 SH   DFND 7 0 0 355,600
TRANSUNION COM 89400J107 301 4,203 SH   DFND 1 4,203 0 0
TRANSUNION COM 89400J107 673,099 9,395,577 SH   DFND 1,5 1,100,485 0 8,295,092
TRANSUNION COM 89400J107 695 9,700 SH   DFND 7 0 0 9,700
TRAVELERS COMPANIES INC COM 89417E109 1,339,998 10,953,066 SH   DFND 1,5 237,591 0 10,715,475
TRAVELERS COMPANIES INC COM 89417E109 24,925 203,739 SH   DFND 3 203,739 0 0
TRAVELERS COMPANIES INC COM 89417E109 20,710 169,284 SH   DFND 6 169,284 0 0
TRAVELERS COMPANIES INC COM 89417E109 74,074 605,474 SH   DFND 7 359,774 0 245,700
TRAVELPORT WORLDWIDE LTD SHS G9019D104 7,524 405,824 SH   DFND 1,5 0 0 405,824
TREEHOUSE FOODS INC COM 89469A104 215,600 4,105,880 SH   DFND 1,5 0 0 4,105,880
TREEHOUSE FOODS INC COM 89469A104 23,288 443,500 SH   DFND 6 443,500 0 0
TREEHOUSE FOODS INC COM 89469A104 6,841 130,288 SH   DFND 7 113,088 0 17,200
TREVENA INC COM 89532E109 7,000 4,861,028 SH   DFND 1,5 83,580 0 4,777,448
TREVENA INC COM 89532E109 52 36,072 SH   DFND 3 36,072 0 0
TREVENA INC COM 89532E109 563 391,000 SH   DFND 6 391,000 0 0
TRI POINTE GROUP INC COM 87265H109 175,321 10,716,457 SH   DFND 1,5 0 0 10,716,457
TRI POINTE GROUP INC COM 87265H109 22,321 1,364,367 SH   DFND 6 1,364,367 0 0
TRI POINTE GROUP INC COM 87265H109 265 16,200 SH   DFND 7 16,200 0 0
TRIBUNE MEDIA CO CL A 896047503 2,953 77,170 SH   DFND 1,5 0 0 77,170
TRICIDA INC COM 89610F101 33,329 1,114,667 SH   DFND 1,5 0 0 1,114,667
TRICO BANCSHARES COM 896095106 72,370 1,932,454 SH   DFND 1,5 50,914 0 1,881,540
TRIMAS CORP COM NEW 896215209 306 10,400 SH   DFND 1,5 0 0 10,400
TRIMBLE INC COM 896239100 152,112 4,631,900 SH   DFND 1,5 1,161,647 0 3,470,253
TRIMBLE INC COM 896239100 115,081 3,504,287 SH   DFND 1,9 0 0 3,504,287
TRIMBLE INC COM 896239100 11,776 358,600 SH   DFND 7 358,600 0 0
TRINET GROUP INC COM 896288107 3,685 65,878 SH   DFND 1,5 40 0 65,838
TRINSEO S A SHS L9340P101 26,817 377,976 SH   DFND 1,5 42 0 377,934
TRIO TECH INTL COM NEW 896712205 1,211 270,996 SH   DFND 1,5 35,333 0 235,663
TRIPADVISOR INC COM 896945201 22,313 400,513 SH   DFND 1,5 1,971 0 398,542
TRIPADVISOR INC COM 896945201 256 4,600 SH   DFND 6 4,600 0 0
TRIPLE-S MGMT CORP CL B 896749108 78,331 2,005,400 SH   DFND 1,5 252,423 0 1,752,977
TRIUMPH GROUP INC NEW COM 896818101 359 18,310 SH   DFND 7 4,710 0 13,600
TRONOX LTD SHS CL A Q9235V101 268,948 13,666,065 SH   DFND 1,5 53,033 0 13,613,032
TRONOX LTD SHS CL A Q9235V101 2,556 129,900 SH   DFND 6 129,900 0 0
TRUEBLUE INC COM 89785X101 33,666 1,249,211 SH   DFND 1,5 745,816 0 503,395
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 1,861 500,307 SH   DFND 1,5 0 0 500,307
TTM TECHNOLOGIES INC COM 87305R109 180,375 10,231,151 SH   DFND 1,5 98,131 0 10,133,020
TTM TECHNOLOGIES INC COM 87305R109 5,627 319,168 SH   DFND 1,11 38,807 0 280,361
TTM TECHNOLOGIES INC COM 87305R109 38,250 2,169,607 SH   DFND 6 2,169,607 0 0
TTM TECHNOLOGIES INC COM 87305R109 5,287 299,887 SH   DFND 7 299,887 0 0
TTM TECHNOLOGIES INC NOTE 1.750%12/1 87305RAD1 26 14,000 PRN   DFND   0 0 0
TUPPERWARE BRANDS CORP COM 899896104 35,435 859,237 SH   DFND 1,5 129,415 0 729,822
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 2,277 348,174 SH   DFND 1,5 13,074 0 335,100
TURQUOISE HILL RES LTD COM 900435108 1,234 436,100 SH   DFND 1,5 0 0 436,100
TWENTY FIRST CENTY FOX INC CL B 90130A200 11,562 234,667 SH   DFND 1,5 6,908 0 227,759
TWENTY FIRST CENTY FOX INC CL A 90130A101 623,571 12,549,222 SH   DFND 1,5 241,514 0 12,307,708
TWENTY FIRST CENTY FOX INC CL A 90130A101 28,298 569,499 SH   DFND 3 569,499 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 2,539 51,523 SH   DFND 3 51,523 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 26,692 537,169 SH   DFND 6 537,169 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 50,497 1,016,244 SH   DFND 7 192,244 0 824,000
TWILIO INC CL A 90138F102 34,838 621,887 SH   DFND 1,5 18,866 0 603,021
TWILIO INC CL A 90138F102 795 14,200 SH   DFND 6 14,200 0 0
TWITTER INC COM 90184L102 56,846 1,301,710 SH   DFND 1,5 441,287 0 860,423
TWITTER INC NOTE 0.250% 9/1 90184LAB8 31,854 32,850,000 PRN   DFND 1,5 0 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 62,753 64,854,000 PRN   DFND 1,5 0 0 0
TWITTER INC COM 90184L102 2,543 58,224 SH   DFND 3 58,224 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 5,100 5,260,000 PRN   DFND 6 0 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 5,179 5,352,000 PRN   DFND 6 0 0 0
TWO HBRS INVT CORP COM NEW 90187B408 2,940 186,054 SH   DFND 1,5 599 0 185,455
TWO HBRS INVT CORP COM NEW 90187B408 1,269 80,300 SH   DFND 7 80,300 0 0
TYLER TECHNOLOGIES INC COM 902252105 15,453 69,579 SH   DFND 6 69,579 0 0
TYLER TECHNOLOGIES INC COM 902252105 28,473 128,197 SH   DFND 7 45,096 0 83,101
TYSON FOODS INC CL A 902494103 191,825 2,786,124 SH   DFND 1,5 1,012 0 2,785,112
TYSON FOODS INC CL A 902494103 13,113 190,462 SH   DFND 3 190,462 0 0
TYSON FOODS INC CL A 902494103 9,010 130,862 SH   DFND 6 130,862 0 0
TYSON FOODS INC CL A 902494103 60,825 883,446 SH   DFND 7 787,346 0 96,100
U S G CORP COM NEW 903293405 120,374 2,791,600 SH   DFND 1,5 0 0 2,791,600
U S PHYSICAL THERAPY INC COM 90337L108 7,340 76,460 SH   DFND 1,5 60 0 76,400
UBS GROUP AG SHS H42097107 434,867 28,227,667 SH   DFND 1,5 1,743,058 0 26,484,609
UBS GROUP AG SHS H42097107 61,122 3,949,720 SH   DFND 1,10 122,060 0 3,827,660
UBS GROUP AG SHS H42097107 32,094 2,084,774 SH   DFND 6 1,717,294 0 367,480
UBS GROUP AG SHS H42097107 14,474 935,320 SH   DFND 7 545,190 0 390,130
UDR INC COM 902653104 323,747 8,624,049 SH   DFND 1 8,624,049 0 0
UDR INC COM 902653104 230,710 6,145,700 SH   DFND 1,5 358,441 0 5,787,259
UDR INC COM 902653104 1,053 28,059 SH   DFND 3 28,059 0 0
UDR INC COM 902653104 21,350 568,715 SH   DFND 6 568,715 0 0
UDR INC COM 902653104 24,726 658,648 SH   DFND 7 121,330 0 537,318
UFP TECHNOLOGIES INC COM 902673102 3,870 125,444 SH   DFND 1,5 0 0 125,444
UGI CORP NEW COM 902681105 2,109 40,500 SH   DFND 7 40,500 0 0
ULTA BEAUTY INC COM 90384S303 215,181 921,706 SH   DFND 1,5 12,926 0 908,780
ULTA BEAUTY INC COM 90384S303 4,942 21,170 SH   DFND 3 21,170 0 0
ULTA BEAUTY INC COM 90384S303 1,331 5,700 SH   DFND 6 5,700 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 712,643 2,769,589 SH   DFND 1,5 294,125 0 2,475,464
ULTIMATE SOFTWARE GROUP INC COM 90385D107 281,844 1,095,349 SH   DFND 1,9 0 0 1,095,349
ULTIMATE SOFTWARE GROUP INC COM 90385D107 2,835 11,019 SH   DFND 6 11,019 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 264,518 3,441,112 SH   DFND 1,5 482,800 0 2,958,312
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 494 6,433 SH   DFND 3 6,433 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 887 11,540 SH   DFND 6 11,540 0 0
UMB FINL CORP COM 902788108 193,762 2,541,802 SH   DFND 1,5 53,582 0 2,488,220
UMPQUA HLDGS CORP COM 904214103 4,247 188,007 SH   DFND 1,5 22,603 0 165,404
UNDER ARMOUR INC CL C 904311206 47,159 2,237,166 SH   DFND 1,5 160,677 0 2,076,489
UNDER ARMOUR INC CL A 904311107 79,242 3,525,009 SH   DFND 1,5 255,209 0 3,269,800
UNDER ARMOUR INC CL C 904311206 943 44,758 SH   DFND 3 44,758 0 0
UNDER ARMOUR INC CL A 904311107 451 20,069 SH   DFND 3 20,069 0 0
UNDER ARMOUR INC CL C 904311206 1,701 80,700 SH   DFND 6 80,700 0 0
UNILEVER N V N Y SHS NEW 904784709 601 10,778 SH   DFND 1 10,778 0 0
UNILEVER N V N Y SHS NEW 904784709 384,259 6,896,254 SH   DFND 1,5 2,208 0 6,894,046
UNILEVER N V N Y SHS NEW 904784709 7,855 140,972 SH   DFND 3 140,972 0 0
UNILEVER N V N Y SHS NEW 904784709 245 4,400 SH   DFND 6 4,400 0 0
UNILEVER PLC SPON ADR NEW 904767704 2,960 53,544 SH   DFND 3 53,544 0 0
UNION BANKSHARES CORP NEW COM 90539J109 11,940 307,100 SH   DFND 1,5 0 0 307,100
UNION BANKSHARES CORP NEW COM 90539J109 446 11,474 SH   DFND 3 11,474 0 0
UNION BANKSHARES CORP NEW COM 90539J109 19,225 494,459 SH   DFND 6 494,459 0 0
UNION BANKSHARES CORP NEW COM 90539J109 3,666 94,300 SH   DFND 7 94,300 0 0
UNION PAC CORP COM 907818108 1,431,863 10,106,316 SH   DFND 1,5 994,045 0 9,112,271
UNION PAC CORP COM 907818108 186,774 1,318,283 SH   DFND 3 1,318,283 0 0
UNION PAC CORP COM 907818108 35,313 249,242 SH   DFND 6 249,242 0 0
UNION PAC CORP COM 907818108 91,577 646,367 SH   DFND 7 56,178 0 590,189
UNIQURE NV SHS N90064101 136,030 3,598,681 SH   DFND 1,5 576,579 0 3,022,102
UNIQURE NV SHS N90064101 3,629 96,000 SH   DFND 7 96,000 0 0
UNISYS CORP COM NEW 909214306 95,554 7,407,276 SH   DFND 1,5 3,000 0 7,404,276
UNISYS CORP COM NEW 909214306 3,062 237,403 SH   DFND 6 237,403 0 0
UNIT CORP COM 909218109 166,685 6,521,327 SH   DFND 1,5 806,073 0 5,715,254
UNITED BANKSHARES INC WEST V COM 909907107 233 6,397 SH   DFND 3 6,397 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 11,526 375,800 SH   DFND 1,5 200 0 375,600
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 33,853 1,103,777 SH   DFND 6 1,103,777 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 23,892 778,987 SH   DFND 7 292,948 0 486,039
UNITED CONTL HLDGS INC COM 910047109 190,291 2,728,962 SH   DFND 1,5 431,407 0 2,297,555
UNITED CONTL HLDGS INC COM 910047109 10,545 151,220 SH   DFND 3 151,220 0 0
UNITED CONTL HLDGS INC COM 910047109 5,196 74,513 SH   DFND 6 74,513 0 0
UNITED CONTL HLDGS INC COM 910047109 2,743 39,331 SH   DFND 7 39,331 0 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 40,110 14,223,337 SH   DFND 1,5 592,700 0 13,630,637
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 31 11,012 SH   DFND 7 11,012 0 0
UNITED NAT FOODS INC COM 911163103 84,386 1,978,116 SH   DFND 1,5 181,931 0 1,796,185
UNITED NAT FOODS INC COM 911163103 1,229 28,800 SH   DFND 7 0 0 28,800
UNITED PARCEL SERVICE INC CL B 911312106 887,209 8,351,779 SH   DFND 1,5 634,218 0 7,717,561
UNITED PARCEL SERVICE INC CL B 911312106 164,471 1,548,254 SH   DFND 3 1,548,254 0 0
UNITED PARCEL SERVICE INC CL B 911312106 22,355 210,439 SH   DFND 6 210,439 0 0
UNITED PARCEL SERVICE INC CL B 911312106 52,480 494,022 SH   DFND 7 35,977 0 458,045
UNITED RENTALS INC COM 911363109 14,688 99,500 SH   DFND 1 99,500 0 0
UNITED RENTALS INC COM 911363109 261,010 1,768,123 SH   DFND 1,5 253,544 0 1,514,579
UNITED RENTALS INC COM 911363109 2,903 19,666 SH   DFND 3 19,666 0 0
UNITED RENTALS INC COM 911363109 2,908 19,700 SH   DFND 6 19,700 0 0
UNITED STATES CELLULAR CORP COM 911684108 12,745 344,096 SH   DFND 1,5 0 0 344,096
UNITED STATES STL CORP NEW COM 912909108 7,615 219,126 SH   DFND 1,5 626 0 218,500
UNITED TECHNOLOGIES CORP COM 913017109 528 4,224 SH   DFND 1 4,224 0 0
UNITED TECHNOLOGIES CORP COM 913017109 2,851,197 22,804,105 SH   DFND 1,5 700,199 0 22,103,906
UNITED TECHNOLOGIES CORP COM 913017109 172,740 1,381,585 SH   DFND 3 1,381,585 0 0
UNITED TECHNOLOGIES CORP COM 913017109 65,421 523,244 SH   DFND 6 523,244 0 0
UNITED TECHNOLOGIES CORP COM 913017109 218,542 1,747,913 SH   DFND 7 868,117 0 879,796
UNITED THERAPEUTICS CORP DEL COM 91307C102 389,855 3,445,468 SH   DFND 1,5 488,889 0 2,956,579
UNITED THERAPEUTICS CORP DEL COM 91307C102 2,398 21,196 SH   DFND 3 21,196 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 5,861 51,800 SH   DFND 7 10,600 0 41,200
UNITEDHEALTH GROUP INC COM 91324P102 2,625 10,701 SH   DFND 1 10,701 0 0
UNITEDHEALTH GROUP INC COM 91324P102 14,615,151 59,571,009 SH   DFND 1,5 5,914,194 0 53,656,815
UNITEDHEALTH GROUP INC COM 91324P102 221,496 902,812 SH   DFND 3 902,812 0 0
UNITEDHEALTH GROUP INC COM 91324P102 60,817 247,887 SH   DFND 6 247,887 0 0
UNITEDHEALTH GROUP INC COM 91324P102 218,339 889,946 SH   DFND 7 587,727 0 302,219
UNITI GROUP INC COM 91325V108 1,409 70,347 SH   DFND 3 70,347 0 0
UNITY BIOTECHNOLOGY INC COM 91381U101 49,015 3,476,206 SH   DFND 1,5 1,104,942 0 2,371,264
UNIVAR INC COM 91336L107 226,671 8,638,394 SH   DFND 1,5 607 0 8,637,787
UNIVAR INC COM 91336L107 26,610 1,014,105 SH   DFND 6 1,014,105 0 0
UNIVAR INC COM 91336L107 4,566 174,000 SH   DFND 7 174,000 0 0
UNIVERSAL CORP VA COM 913456109 113,111 1,712,505 SH   DFND 1,5 6,433 0 1,706,072
UNIVERSAL FST PRODS INC COM 913543104 19,868 542,545 SH   DFND 1,5 180 0 542,365
UNIVERSAL HLTH SVCS INC CL B 913903100 446,272 4,004,595 SH   DFND 1,5 391,660 0 3,612,935
UNIVERSAL HLTH SVCS INC CL B 913903100 3,098 27,800 SH   DFND 3 27,800 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 2,218 19,900 SH   DFND 6 19,900 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 7,954 71,379 SH   DFND 7 39,679 0 31,700
UNIVERSAL INS HLDGS INC COM 91359V107 4,252 121,153 SH   DFND 1,5 59,429 0 61,724
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 10,693 407,360 SH   DFND 1,5 45,208 0 362,152
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 6,677 254,347 SH   DFND 1,11 30,728 0 223,619
UNIVERSAL STAINLESS & ALLOY COM 913837100 2,133 90,108 SH   DFND 1,5 12,032 0 78,076
UNIVEST CORP PA COM 915271100 6,248 227,200 SH   DFND 1,5 0 0 227,200
UNIVEST CORP PA COM 915271100 20,618 749,757 SH   DFND 6 749,757 0 0
UNIVEST CORP PA COM 915271100 3,864 140,500 SH   DFND 7 140,500 0 0
UNUM GROUP COM 91529Y106 717,382 19,393,942 SH   DFND 1,5 2,715,951 0 16,677,991
UNUM THERAPEUTICS INC COM 903214104 34,621 2,412,590 SH   DFND 4 2,412,590 0 0
URBAN EDGE PPTYS COM 91704F104 20,355 890,040 SH   DFND 1 890,040 0 0
URBAN EDGE PPTYS COM 91704F104 85,742 3,749,124 SH   DFND 1,5 171,911 0 3,577,213
URBAN EDGE PPTYS COM 91704F104 16,922 739,927 SH   DFND 6 739,927 0 0
URBAN EDGE PPTYS COM 91704F104 7,549 330,096 SH   DFND 7 39,146 0 290,950
URBAN OUTFITTERS INC COM 917047102 347,676 7,804,178 SH   DFND 1,5 853,048 0 6,951,130
URBAN OUTFITTERS INC COM 917047102 2,103 47,200 SH   DFND 6 47,200 0 0
URBAN OUTFITTERS INC COM 917047102 958 21,500 SH   DFND 7 0 0 21,500
UROGEN PHARMA LTD COM M96088105 35,161 706,614 SH   DFND 1,5 0 0 706,614
URSTADT BIDDLE PPTYS INC PFD-G CV 6.75% 917286809 5,032 200,000 SH   DFND 1,5 0 0 200,000
US BANCORP DEL COM NEW 902973304 1,232,476 24,639,668 SH   DFND 1,5 1,123,535 0 23,516,133
US BANCORP DEL COM NEW 902973304 115,414 2,307,359 SH   DFND 3 2,307,359 0 0
US BANCORP DEL COM NEW 902973304 40,382 807,326 SH   DFND 6 807,326 0 0
US BANCORP DEL COM NEW 902973304 90,355 1,806,387 SH   DFND 7 91,430 0 1,714,957
US ECOLOGY INC COM 91732J102 47,673 748,392 SH   DFND 1,5 97,355 0 651,037
US FOODS HLDG CORP COM 912008109 394 10,405 SH   DFND 1 10,405 0 0
US FOODS HLDG CORP COM 912008109 720,975 19,063,330 SH   DFND 1,5 991,895 0 18,071,435
US FOODS HLDG CORP COM 912008109 993 26,256 SH   DFND 3 26,256 0 0
US FOODS HLDG CORP COM 912008109 51,186 1,353,421 SH   DFND 6 1,353,421 0 0
US FOODS HLDG CORP COM 912008109 25,927 685,527 SH   DFND 7 219,950 0 465,577
USANA HEALTH SCIENCES INC COM 90328M107 27,608 239,443 SH   DFND 1,5 70,833 0 168,610
UTAH MED PRODS INC COM 917488108 57,183 519,139 SH   DFND 1,5 116,700 0 402,439
UXIN LTD ADS 91818X108 21,340 2,360,620 SH   DFND 1,9 81,900 0 2,278,720
V F CORP COM 918204108 265,091 3,251,855 SH   DFND 1,5 558,019 0 2,693,836
V F CORP COM 918204108 15,208 186,561 SH   DFND 3 186,561 0 0
V F CORP COM 918204108 2,258 27,700 SH   DFND 6 27,700 0 0
VAIL RESORTS INC COM 91879Q109 344,808 1,257,552 SH   DFND 1,5 28,752 0 1,228,800
VAIL RESORTS INC COM 91879Q109 601 2,193 SH   DFND 3 2,193 0 0
VAIL RESORTS INC COM 91879Q109 998 3,641 SH   DFND 6 3,641 0 0
VAIL RESORTS INC COM 91879Q109 4,113 15,000 SH   DFND 7 13,800 0 1,200
VALE S A ADR 91912E105 190,990 14,897,840 SH   DFND 1,5 416,846 0 14,480,994
VALE S A ADR 91912E105 10,592 826,224 SH   DFND 6 826,224 0 0
VALE S A ADR 91912E105 10,821 844,073 SH   DFND 7 844,073 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 26,613 1,144,661 SH   DFND 1,5 40,093 0 1,104,568
VALEANT PHARMACEUTICALS INTL COM 91911K102 1,060 45,600 SH   DFND 6 45,600 0 0
VALERO ENERGY CORP NEW COM 91913Y100 1,749,540 15,785,800 SH   DFND 1,5 1,359,255 0 14,426,545
VALERO ENERGY CORP NEW COM 91913Y100 37,601 339,268 SH   DFND 3 339,268 0 0
VALERO ENERGY CORP NEW COM 91913Y100 4,736 42,735 SH   DFND 6 42,735 0 0
VALERO ENERGY CORP NEW COM 91913Y100 29,807 268,939 SH   DFND 7 268,939 0 0
VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 5,288 138,900 SH   DFND 1,5 0 0 138,900
VALIDUS HOLDINGS LTD COM SHS G9319H102 207 3,058 SH   DFND 3 3,058 0 0
VALLEY NATL BANCORP COM 919794107 27,016 2,221,700 SH   DFND 1,5 0 0 2,221,700
VALMONT INDS INC COM 920253101 46,283 307,020 SH   DFND 1,5 0 0 307,020
VANDA PHARMACEUTICALS INC COM 921659108 24,984 1,311,471 SH   DFND 1,5 0 0 1,311,471
VANECK VECTORS ETF TR AGRIBUSINESS ETF 92189F700 2,033 32,690 SH   DFND 1 32,690 0 0
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 130,248 1,665,364 SH   DFND 6 1,665,364 0 0
VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 416 7,601 SH   DFND 3 7,601 0 0
VANGUARD GROUP DIV APP ETF 921908844 11,735 115,477 SH   DFND 3 115,477 0 0
VANGUARD INDEX FDS LARGE CAP ETF 922908637 304,179 2,438,117 SH   DFND 3 2,438,117 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 634,281 6,108,845 SH   DFND 3 6,108,845 0 0
VANGUARD INDEX FDS MID CAP ETF 922908629 5,860 37,174 SH   DFND 3 37,174 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 72,538 465,970 SH   DFND 3 465,970 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 20,309 81,394 SH   DFND 3 81,394 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 604,773 4,036,933 SH   DFND 3 4,036,933 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 530 6,505 SH   DFND 3 6,505 0 0
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 25,507 230,920 SH   DFND 3 230,920 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 43,363 308,788 SH   DFND 3 308,788 0 0
VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 73,526 547,030 SH   DFND 3 547,030 0 0
VANGUARD INDEX FDS SM CP VAL ETF 922908611 113,143 832,978 SH   DFND 3 832,978 0 0
VANGUARD INDEX FDS SML CP GRW ETF 922908595 5,691 32,374 SH   DFND 3 32,374 0 0
VANGUARD INDEX FDS EXTEND MKT ETF 922908652 1,696 14,398 SH   DFND 3 14,398 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 859 10,552 SH   DFND 6 0 0 10,552
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 1,605 21,878 SH   DFND 3 21,878 0 0
VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF 922042718 1,141 9,889 SH   DFND 3 9,889 0 0
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 387 5,527 SH   DFND 3 5,527 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 13,471 319,225 SH   DFND 3 319,225 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 6,031 116,336 SH   DFND 3 116,336 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 1,251 22,284 SH   DFND 3 22,284 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 1,760 41,710 SH   DFND 6 0 0 41,710
VANGUARD SCOTTSDALE FDS VNG RUS3000IDX 92206C599 863 6,891 SH   DFND 3 6,891 0 0
VANGUARD SCOTTSDALE FDS LONG TERM TREAS 92206C847 7,736 103,446 SH   DFND 6 103,446 0 0
VANGUARD STAR FD VG TL INTL STK F 921909768 4,917 90,883 SH   DFND 3 90,883 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 20,814 485,164 SH   DFND 3 485,164 0 0
VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 5,387 64,870 SH   DFND 3 64,870 0 0
VANGUARD WORLD FD MEGA CAP INDEX 921910873 736 7,895 SH   DFND 3 7,895 0 0
VANGUARD WORLD FD MEGA GRWTH IND 921910816 748 6,287 SH   DFND 3 6,287 0 0
VANGUARD WORLD FD MEGA CAP VAL ETF 921910840 365 4,904 SH   DFND 3 4,904 0 0
VANGUARD WORLD FD EXTENDED DUR 921910709 26,367 229,842 SH   DFND 7 229,842 0 0
VANGUARD WORLD FDS CONSUM DIS ETF 92204A108 827 4,874 SH   DFND 3 4,874 0 0
VANGUARD WORLD FDS ENERGY ETF 92204A306 225 2,146 SH   DFND 3 2,146 0 0
VANGUARD WORLD FDS INF TECH ETF 92204A702 3,474 19,152 SH   DFND 3 19,152 0 0
VANGUARD WORLD FDS MATERIALS ETF 92204A801 604 4,591 SH   DFND 3 4,591 0 0
VANGUARD WORLD FDS CONSUM STP ETF 92204A207 455 3,391 SH   DFND 3 3,391 0 0
VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 1,086 6,824 SH   DFND 3 6,824 0 0
VANGUARD WORLD FDS UTILITIES ETF 92204A876 292 2,517 SH   DFND 3 2,517 0 0
VANGUARD WORLD FDS FINANCIALS ETF 92204A405 312,381 4,631,296 SH   DFND 3 4,631,296 0 0
VANGUARD WORLD FDS INDUSTRIAL ETF 92204A603 437 3,219 SH   DFND 3 3,219 0 0
VAREX IMAGING CORP COM 92214X106 9,189 247,737 SH   DFND 1,5 17,713 0 230,024
VARIAN MED SYS INC COM 92220P105 13,901 122,241 SH   DFND 3 122,241 0 0
VARONIS SYS INC COM 922280102 7,961 106,860 SH   DFND 1,5 2,941 0 103,919
VARONIS SYS INC COM 922280102 43,483 583,659 SH   DFND 6 583,659 0 0
VARONIS SYS INC COM 922280102 14,811 198,800 SH   DFND 7 173,100 0 25,700
VECTOR GROUP LTD FRNT 1/1 92240MAY4 12,714 9,553,000 PRN   DFND 1,5 0 0 0
VECTOR GROUP LTD COM 92240M108 257 13,462 SH   DFND 3 13,462 0 0
VECTREN CORP COM 92240G101 480 6,717 SH   DFND 3 6,717 0 0
VECTREN CORP COM 92240G101 6,532 91,422 SH   DFND 6 91,422 0 0
VECTREN CORP COM 92240G101 13,936 195,040 SH   DFND 7 92,419 0 102,621
VEEVA SYS INC CL A COM 922475108 251,641 3,274,017 SH   DFND 1,5 423,036 0 2,850,981
VENATOR MATLS PLC SHS G9329Z100 21,587 1,319,500 SH   DFND 1,5 0 0 1,319,500
VENTAS INC COM 92276F100 242,440 4,257,070 SH   DFND 1 4,257,070 0 0
VENTAS INC COM 92276F100 437,303 7,678,722 SH   DFND 1,5 350,854 0 7,327,868
VENTAS INC COM 92276F100 45,867 805,387 SH   DFND 3 805,387 0 0
VENTAS INC COM 92276F100 30,587 537,084 SH   DFND 6 537,084 0 0
VENTAS INC COM 92276F100 16,367 287,389 SH   DFND 7 43,944 0 243,445
VEON LTD SPONSORED ADR 91822M106 30,624 12,867,150 SH   DFND 1,5 447,070 0 12,420,080
VERA BRADLEY INC COM 92335C106 13,370 952,281 SH   DFND 1,5 0 0 952,281
VERASTEM INC COM 92337C104 27,920 4,058,097 SH   DFND 1,5 0 0 4,058,097
VEREIT INC COM 92339V100 93,866 12,616,400 SH   DFND 1 12,616,400 0 0
VEREIT INC COM 92339V100 275,362 37,011,005 SH   DFND 1,5 1,540,447 0 35,470,558
VEREIT INC COM 92339V100 10,929 1,468,900 SH   DFND 6 1,468,900 0 0
VEREIT INC COM 92339V100 6,782 911,573 SH   DFND 7 177,620 0 733,953
VERISIGN INC COM 92343E102 307 2,233 SH   DFND 1 2,233 0 0
VERISIGN INC COM 92343E102 155,895 1,134,439 SH   DFND 1,5 5,177 0 1,129,262
VERISIGN INC COM 92343E102 5,910 43,009 SH   DFND 3 43,009 0 0
VERISIGN INC COM 92343E102 2,092 15,224 SH   DFND 7 15,224 0 0
VERISK ANALYTICS INC COM 92345Y106 1,295 12,029 SH   DFND 3 12,029 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 3,013,768 59,903,952 SH   DFND 1,5 3,123,207 0 56,780,745
VERIZON COMMUNICATIONS INC COM 92343V104 265,826 5,283,759 SH   DFND 3 5,283,759 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 45,429 902,987 SH   DFND 6 902,987 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 154,681 3,074,558 SH   DFND 7 1,141,928 0 1,932,630
VERMILION ENERGY INC COM 923725105 1,306 36,205 SH   DFND 6 7,040 0 29,165
VERMILION ENERGY INC COM 923725105 2,687 74,505 SH   DFND 7 65,502 0 9,003
VERMILLION INC COM NEW 92407M206 2,654 3,400,058 SH   DFND 1,5 0 0 3,400,058
VERRICA PHARMACEUTICALS INC COM 92511W108 21,703 1,100,000 SH   DFND 1,5 0 0 1,100,000
VERSUM MATLS INC COM 92532W103 19,897 535,577 SH   DFND 1,5 46,997 0 488,580
VERTEX PHARMACEUTICALS INC COM 92532F100 661 3,888 SH   DFND 1 3,888 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 2,648,728 15,584,417 SH   DFND 1,5 1,502,216 0 14,082,201
VERTEX PHARMACEUTICALS INC COM 92532F100 26,720 157,216 SH   DFND 3 157,216 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 19,385 114,057 SH   DFND 6 114,057 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 84,611 497,829 SH   DFND 7 411,296 0 86,533
VIACOM INC NEW CL B 92553P201 105,319 3,492,017 SH   DFND 1,5 276,546 0 3,215,471
VIACOM INC NEW CL A 92553P102 39,063 1,101,921 SH   DFND 1,5 300,000 0 801,921
VIACOM INC NEW CL B 92553P201 7,859 260,577 SH   DFND 3 260,577 0 0
VIACOM INC NEW CL B 92553P201 2,352 77,988 SH   DFND 6 77,988 0 0
VIACOM INC NEW CL A 92553P102 5,009 141,300 SH   DFND 7 0 0 141,300
VIACOM INC NEW CL B 92553P201 3,059 101,433 SH   DFND 7 35,633 0 65,800
VIAD CORP COM NEW 92552R406 17,606 324,527 SH   DFND 1,5 0 0 324,527
VIAD CORP COM NEW 92552R406 1,899 35,000 SH   DFND 6 35,000 0 0
VIASAT INC COM 92552V100 1,589 24,181 SH   DFND 1,5 0 0 24,181
VIAVI SOLUTIONS INC COM 925550105 5,411 528,440 SH   DFND 1,5 0 0 528,440
VICI PPTYS INC COM 925652109 35,299 1,710,229 SH   DFND 1,5 210,807 0 1,499,422
VICI PPTYS INC COM 925652109 2,212 107,192 SH   DFND 6 107,192 0 0
VICI PPTYS INC COM 925652109 4,355 211,000 SH   DFND 7 171,100 0 39,900
VIEWRAY INC COM 92672L107 3,150 455,200 SH   DFND 1,5 24,000 0 431,200
VIEWRAY INC COM 92672L107 13,805 1,994,961 SH   DFND 4 1,994,961 0 0
VIEWRAY INC COM 92672L107 19,583 2,829,849 SH   DFND 6 2,829,849 0 0
VIEWRAY INC COM 92672L107 16,544 2,390,757 SH   DFND 7 1,179,100 0 1,211,657
VILLAGE SUPER MKT INC CL A NEW 927107409 1,934 65,640 SH   DFND 1,5 65,640 0 0
VIPER ENERGY PARTNERS LP COM UNT RP INT 92763M105 94,313 2,955,584 SH   DFND 1,5 366 0 2,955,218
VIPER ENERGY PARTNERS LP COM UNT RP INT 92763M105 3,619 113,400 SH   DFND 7 113,400 0 0
VIRTU FINL INC CL A 928254101 91,558 3,448,501 SH   DFND 1,5 255,102 0 3,193,399
VIRTU FINL INC CL A 928254101 1,293 48,700 SH   DFND 6 48,700 0 0
VIRTU FINL INC CL A 928254101 2,443 92,000 SH   DFND 7 92,000 0 0
VIRTUSA CORP COM 92827P102 48,728 1,000,976 SH   DFND 1,5 3,925 0 997,051
VIRTUSA CORP COM 92827P102 67,726 1,391,241 SH   DFND 6 1,391,241 0 0
VIRTUSA CORP COM 92827P102 8,042 165,208 SH   DFND 7 165,208 0 0
VISA INC COM CL A 92826C839 2,922 22,064 SH   DFND 1 22,064 0 0
VISA INC COM CL A 92826C839 10,815,413 81,656,573 SH   DFND 1,5 8,953,248 0 72,703,325
VISA INC COM CL A 92826C839 176,793 1,334,789 SH   DFND 3 1,334,789 0 0
VISA INC COM CL A 92826C839 148,980 1,124,802 SH   DFND 6 1,124,802 0 0
VISA INC COM CL A 92826C839 175,918 1,328,185 SH   DFND 7 651,250 0 676,935
VISHAY INTERTECHNOLOGY INC COM 928298108 8,234 354,933 SH   DFND 1,5 333 0 354,600
VISTA OUTDOOR INC COM 928377100 18,712 1,208,020 SH   DFND 1,5 0 0 1,208,020
VISTEON CORP COM NEW 92839U206 29,865 231,085 SH   DFND 1,5 0 0 231,085
VISTRA ENERGY CORP COM 92840M102 712 30,100 SH   DFND 1 30,100 0 0
VISTRA ENERGY CORP UNIT 02/02/2024 92840M300 11,718 124,200 SH   DFND 1 124,200 0 0
VISTRA ENERGY CORP COM 92840M102 452,282 19,115,887 SH   DFND 1,5 430,892 0 18,684,995
VISTRA ENERGY CORP UNIT 02/02/2024 92840M300 143,109 1,516,790 SH   DFND 1,5 541,100 0 975,690
VISTRA ENERGY CORP COM 92840M102 7,446 314,719 SH   DFND 6 314,719 0 0
VISTRA ENERGY CORP UNIT 02/02/2024 92840M300 3,680 39,000 SH   DFND 6 0 0 39,000
VISTRA ENERGY CORP UNIT 02/02/2024 92840M300 415 4,400 SH   DFND 7 4,400 0 0
VISTRA ENERGY CORP COM 92840M102 9,335 394,542 SH   DFND 7 308,042 0 86,500
VITAL THERAPIES INC COM 92847R104 5,236 764,378 SH   DFND 1,5 0 0 764,378
VITAMIN SHOPPE INC COM 92849E101 10,106 1,454,143 SH   DFND 1,5 126,936 0 1,327,207
VITAMIN SHOPPE INC COM 92849E101 1,184 170,400 SH   DFND 7 0 0 170,400
VIVINT SOLAR INC COM 92854Q106 45,103 9,111,727 SH   DFND 1,5 0 0 9,111,727
VMWARE INC CL A COM 928563402 204 1,388 SH   DFND 3 1,388 0 0
VMWARE INC CL A COM 928563402 3,689 25,100 SH   DFND 7 25,100 0 0
VOC ENERGY TR TR UNIT 91829B103 53 10,000 SH   DFND 1,5 10,000 0 0
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 7,708 317,081 SH   DFND 1,5 0 0 317,081
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 273 11,223 SH   DFND 3 11,223 0 0
VONAGE HLDGS CORP COM 92886T201 27,639 2,144,212 SH   DFND 1,5 200 0 2,144,012
VORNADO RLTY TR SH BEN INT 929042109 8,757 118,459 SH   DFND 3 118,459 0 0
VOYA FINL INC COM 929089100 2,872 61,100 SH   DFND 1,5 0 0 61,100
VOYA FINL INC COM 929089100 13,418 285,493 SH   DFND 6 285,493 0 0
VOYA FINL INC COM 929089100 25,233 536,880 SH   DFND 7 319,790 0 217,090
VOYAGER THERAPEUTICS INC COM 92915B106 45,572 2,332,221 SH   DFND 1,5 0 0 2,332,221
VSE CORP COM 918284100 77,985 1,632,165 SH   DFND 1,5 309,477 0 1,322,688
VULCAN MATLS CO COM 929160109 12,032 93,231 SH   DFND 1,5 0 0 93,231
VULCAN MATLS CO COM 929160109 6,347 49,180 SH   DFND 3 49,180 0 0
W P CAREY INC COM 92936U109 59,143 891,385 SH   DFND 1 891,385 0 0
W P CAREY INC COM 92936U109 22,639 341,200 SH   DFND 1,5 100 0 341,100
W R BERKLEY CORPORATION COM 084423102 272 3,753 SH   DFND 3 3,753 0 0
WABCO HLDGS INC COM 92927K102 193,304 1,651,890 SH   DFND 1,5 13,304 0 1,638,586
WABCO HLDGS INC COM 92927K102 346 2,960 SH   DFND 3 2,960 0 0
WABCO HLDGS INC COM 92927K102 23,856 203,860 SH   DFND 6 203,860 0 0
WABCO HLDGS INC COM 92927K102 31,554 269,648 SH   DFND 7 64,672 0 204,976
WABTEC CORP COM 929740108 253,912 2,575,698 SH   DFND 1,5 205,124 0 2,370,574
WABTEC CORP COM 929740108 7,246 73,500 SH   DFND 6 73,500 0 0
WADDELL & REED FINL INC CL A 930059100 84,311 4,691,739 SH   DFND 1,5 1,224,193 0 3,467,546
WAGEWORKS INC COM 930427109 96,618 1,932,355 SH   DFND 1,5 0 0 1,932,355
WAGEWORKS INC COM 930427109 5,012 100,249 SH   DFND 1,9 0 0 100,249
WAGEWORKS INC COM 930427109 3,870 77,400 SH   DFND 6 77,400 0 0
WAGEWORKS INC COM 930427109 3,438 68,766 SH   DFND 7 48,666 0 20,100
WALGREENS BOOTS ALLIANCE INC COM 931427108 215,938 3,598,066 SH   DFND 1,5 45,423 0 3,552,643
WALGREENS BOOTS ALLIANCE INC COM 931427108 19,260 320,926 SH   DFND 3 320,926 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 3,379 56,300 SH   DFND 7 0 0 56,300
WALMART INC COM 931142103 715 8,347 SH   DFND 1 8,347 0 0
WALMART INC COM 931142103 1,470,176 17,164,927 SH   DFND 1,5 574,104 0 16,590,823
WALMART INC COM 931142103 197,368 2,304,355 SH   DFND 3 2,304,355 0 0
WALMART INC COM 931142103 30,960 361,476 SH   DFND 6 361,476 0 0
WALMART INC COM 931142103 71,756 837,779 SH   DFND 7 85,090 0 752,689
WARRIOR MET COAL INC COM 93627C101 45,710 1,657,951 SH   DFND 1,5 209,881 0 1,448,070
WASHINGTON FED INC COM 938824109 58,459 1,787,739 SH   DFND 1,5 0 0 1,787,739
WASHINGTON PRIME GROUP NEW COM 93964W108 903 111,288 SH   DFND 1,5 13,764 0 97,524
WASHINGTON PRIME GROUP NEW COM 93964W108 105 12,899 SH   DFND 3 12,899 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 27,725 914,100 SH   DFND 1 914,100 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 72,391 2,386,766 SH   DFND 1,5 131,084 0 2,255,682
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 14,516 478,600 SH   DFND 6 478,600 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 5,760 189,900 SH   DFND 7 0 0 189,900
WASTE CONNECTIONS INC COM 94106B101 115,384 1,532,284 SH   DFND 1,5 52,780 0 1,479,504
WASTE CONNECTIONS INC COM 94106B101 5,181 68,783 SH   DFND 6 7,900 0 60,883
WASTE CONNECTIONS INC COM 94106B101 5,925 78,700 SH   DFND 7 54,700 0 24,000
WASTE MGMT INC DEL COM 94106L109 5,137 63,160 SH   DFND 1,5 0 0 63,160
WASTE MGMT INC DEL COM 94106L109 13,719 168,662 SH   DFND 3 168,662 0 0
WASTE MGMT INC DEL COM 94106L109 2,455 30,185 SH   DFND 6 30,185 0 0
WASTE MGMT INC DEL COM 94106L109 7,293 89,661 SH   DFND 7 68,461 0 21,200
WATERS CORP COM 941848103 66,675 344,416 SH   DFND 1,5 19 0 344,397
WATERS CORP COM 941848103 5,771 29,812 SH   DFND 3 29,812 0 0
WATSCO INC COM 942622200 146,571 822,142 SH   DFND 1,5 0 0 822,142
WATSCO INC COM 942622200 38,384 215,303 SH   DFND 3 215,303 0 0
WAVE LIFE SCIENCES LTD SHS Y95308105 39,661 1,036,878 SH   DFND 1,5 0 0 1,036,878
WAYFAIR INC CL A 94419L101 1,039,399 8,752,097 SH   DFND 1,5 2,519,036 0 6,233,061
WAYFAIR INC CL A 94419L101 2,468 20,780 SH   DFND 6 20,780 0 0
WAYSIDE TECHNOLOGY GROUP INC COM 946760105 6,925 492,865 SH   DFND 1,5 223,646 0 269,219
WEATHERFORD INTL PLC ORD SHS G48833100 40,996 12,460,897 SH   DFND 1,5 631 0 12,460,266
WEB COM GROUP INC COM 94733A104 9,676 374,303 SH   DFND 1,5 74,003 0 300,300
WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 4,887 4,900,000 PRN   DFND 1,5 0 0 0
WEBSTER FINL CORP CONN COM 947890109 367 5,754 SH   DFND 3 5,754 0 0
WEC ENERGY GROUP INC COM 92939U106 48,370 748,179 SH   DFND 1,5 0 0 748,179
WEC ENERGY GROUP INC COM 92939U106 6,450 99,773 SH   DFND 3 99,773 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 861,534 8,521,598 SH   DFND 1,5 872,309 0 7,649,289
WEIGHT WATCHERS INTL INC NEW COM 948626106 1,746 17,272 SH   DFND 3 17,272 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 15,334 151,676 SH   DFND 6 151,676 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 4,206 41,600 SH   DFND 7 41,600 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 13,005 422,109 SH   DFND 1,5 16,809 0 405,300
WEINGARTEN RLTY INVS SH BEN INT 948741103 2,671 86,700 SH   DFND 6 86,700 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 1,054 34,200 SH   DFND 7 0 0 34,200
WELLCARE HEALTH PLANS INC COM 94946T106 84,182 341,871 SH   DFND 1,5 7,571 0 334,300
WELLCARE HEALTH PLANS INC COM 94946T106 4,088 16,600 SH   DFND 7 16,600 0 0
WELLS FARGO & CO MTNF 6/0 94986RQF1 21 12,000 PRN   DFND   0 0 0
WELLS FARGO CO NEW COM 949746101 293 5,282 SH   DFND 1 5,282 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 56,786 45,104 SH   DFND 1,5 12,550 0 32,554
WELLS FARGO CO NEW COM 949746101 5,332,450 96,184,170 SH   DFND 1,5 6,256,799 0 89,927,371
WELLS FARGO CO NEW COM 949746101 295,275 5,326,024 SH   DFND 3 5,326,024 0 0
WELLS FARGO CO NEW COM 949746101 83,316 1,502,812 SH   DFND 6 1,502,812 0 0
WELLS FARGO CO NEW COM 949746101 255,033 4,600,166 SH   DFND 7 1,304,987 0 3,295,179
WELLTOWER INC COM 95040Q104 204,679 3,264,940 SH   DFND 1 3,264,940 0 0
WELLTOWER INC COM 95040Q104 296,958 4,736,925 SH   DFND 1,5 175,422 0 4,561,503
WELLTOWER INC COM 95040Q104 10,603 169,130 SH   DFND 3 169,130 0 0
WELLTOWER INC COM 95040Q104 22,097 352,480 SH   DFND 6 352,480 0 0
WELLTOWER INC COM 95040Q104 23,624 376,834 SH   DFND 7 121,870 0 254,964
WENDYS CO COM 95058W100 23,573 1,372,144 SH   DFND 1,5 0 0 1,372,144
WENDYS CO COM 95058W100 241 14,014 SH   DFND 3 14,014 0 0
WESBANCO INC COM 950810101 56,674 1,258,300 SH   DFND 1,5 0 0 1,258,300
WESCO AIRCRAFT HLDGS INC COM 950814103 34,957 3,107,300 SH   DFND 1,5 0 0 3,107,300
WESCO INTL INC COM 95082P105 81,171 1,421,556 SH   DFND 1,5 58,187 0 1,363,369
WEST BANCORPORATION INC CAP STK 95123P106 5,422 215,588 SH   DFND 1,5 0 0 215,588
WESTERN ALLIANCE BANCORP COM 957638109 12,450 219,920 SH   DFND 6 219,920 0 0
WESTERN ALLIANCE BANCORP COM 957638109 4,307 76,090 SH   DFND 7 76,090 0 0
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 25,228 25,000,000 PRN   DFND 1,5 0 0 0
WESTERN DIGITAL CORP COM 958102105 68,510 885,030 SH   DFND 1,5 6,485 0 878,545
WESTERN DIGITAL CORP COM 958102105 11,418 147,506 SH   DFND 3 147,506 0 0
WESTERN DIGITAL CORP COM 958102105 4,702 60,739 SH   DFND 7 60,739 0 0
WESTERN GAS EQUITY PARTNERS COMUNT LTD PT 95825R103 1,848 51,700 SH   DFND 1,5 0 0 51,700
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 12,765 263,800 SH   DFND 1,5 0 0 263,800
WESTERN NEW ENG BANCORP INC COM 958892101 13,296 1,208,700 SH   DFND 6 1,208,700 0 0
WESTERN NEW ENG BANCORP INC COM 958892101 2,899 263,500 SH   DFND 7 263,500 0 0
WESTERN UN CO COM 959802109 823,041 40,484,054 SH   DFND 1,5 3,069,807 0 37,414,247
WESTERN UN CO COM 959802109 627 30,853 SH   DFND 3 30,853 0 0
WESTERN UN CO COM 959802109 5,402 265,700 SH   DFND 6 265,700 0 0
WESTERN UN CO COM 959802109 9,006 443,000 SH   DFND 7 0 0 443,000
WESTLAKE CHEM CORP COM 960413102 781,413 7,260,177 SH   DFND 1,5 501,971 0 6,758,206
WESTLAKE CHEM CORP COM 960413102 3,731 34,667 SH   DFND 6 34,667 0 0
WESTLAKE CHEM CORP COM 960413102 8,406 78,100 SH   DFND 7 40,800 0 37,300
WESTROCK CO COM 96145D105 754,261 13,228,006 SH   DFND 1,5 917,118 0 12,310,888
WESTROCK CO COM 96145D105 3,800 66,635 SH   DFND 3 66,635 0 0
WESTROCK CO COM 96145D105 2,566 44,996 SH   DFND 6 44,996 0 0
WESTROCK CO COM 96145D105 24,768 434,380 SH   DFND 7 434,380 0 0
WEX INC COM 96208T104 80,839 424,395 SH   DFND 1,5 0 0 424,395
WEYERHAEUSER CO COM 962166104 10,807 296,414 SH   DFND 1,5 0 0 296,414
WEYERHAEUSER CO COM 962166104 9,850 270,154 SH   DFND 3 270,154 0 0
WGL HLDGS INC COM 92924F106 5,618 63,300 SH   DFND 1,5 0 0 63,300
WHEATON PRECIOUS METALS CORP COM 962879102 41,118 1,862,700 SH   DFND 1,5 0 0 1,862,700
WHEATON PRECIOUS METALS CORP COM 962879102 273 12,371 SH   DFND 6 12,371 0 0
WHEATON PRECIOUS METALS CORP COM 962879102 11,711 530,520 SH   DFND 7 530,520 0 0
WHEELER REAL ESTATE INVT TR PFD CNV SER D 963025606 13,721 741,248 SH   DFND 1,5 0 0 741,248
WHIRLPOOL CORP COM 963320106 4,259 29,124 SH   DFND 3 29,124 0 0
WHITING PETE CORP NEW COM NEW 966387409 666,383 12,640,037 SH   DFND 1,5 810,732 0 11,829,305
WHITING PETE CORP NEW COM NEW 966387409 3,010 57,099 SH   DFND 3 57,099 0 0
WHITING PETE CORP NEW COM NEW 966387409 21,331 404,608 SH   DFND 6 404,608 0 0
WHITING PETE CORP NEW COM NEW 966387409 5,377 102,000 SH   DFND 7 84,800 0 17,200
WILDHORSE RESOURCE DEV CORP COM 96812T102 5,646 222,615 SH   DFND 1,5 115 0 222,500
WILDHORSE RESOURCE DEV CORP COM 96812T102 40,264 1,587,710 SH   DFND 6 1,587,710 0 0
WILDHORSE RESOURCE DEV CORP COM 96812T102 13,157 518,799 SH   DFND 7 462,299 0 56,500
WILEY JOHN & SONS INC CL A 968223206 21,166 339,200 SH   DFND 1,5 0 0 339,200
WILEY JOHN & SONS INC CL A 968223206 596 9,545 SH   DFND 3 9,545 0 0
WILEY JOHN & SONS INC CL A 968223206 324 5,200 SH   DFND 6 5,200 0 0
WILEY JOHN & SONS INC CL A 968223206 930 14,900 SH   DFND 7 700 0 14,200
WILLIAMS COS INC DEL COM 969457100 3,193 117,781 SH   DFND 1 117,781 0 0
WILLIAMS COS INC DEL COM 969457100 699,430 25,799,690 SH   DFND 1,5 1,066,163 0 24,733,527
WILLIAMS COS INC DEL COM 969457100 44,557 1,643,580 SH   DFND 3 1,643,580 0 0
WILLIAMS COS INC DEL COM 969457100 10,725 395,595 SH   DFND 6 395,595 0 0
WILLIAMS COS INC DEL COM 969457100 17,834 657,823 SH   DFND 7 116,138 0 541,685
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 510,522 12,577,522 SH   DFND 1,5 0 0 12,577,522
WILLIAMS SONOMA INC COM 969904101 362 5,900 SH   DFND 1 5,900 0 0
WILLIAMS SONOMA INC COM 969904101 258,190 4,206,411 SH   DFND 1,5 690,146 0 3,516,265
WILLIAMS SONOMA INC COM 969904101 6,275 102,230 SH   DFND 7 330 0 101,900
WILLIS TOWERS WATSON PUB LTD SHS G96629103 55,065 363,228 SH   DFND 1,5 16,900 0 346,328
WILLIS TOWERS WATSON PUB LTD SHS G96629103 7,415 48,914 SH   DFND 3 48,914 0 0
WINDSTREAM HLDGS INC COM PAR 97382A309 2,230 423,187 SH   DFND 1,5 0 0 423,187
WINDSTREAM HLDGS INC COM PAR 97382A309 58 11,005 SH   DFND 3 11,005 0 0
WINGSTOP INC COM 974155103 59,025 1,132,482 SH   DFND 1,5 29,265 0 1,103,217
WINTRUST FINL CORP COM 97650W108 73,125 840,033 SH   DFND 1,5 33 0 840,000
WIPRO LTD SPON ADR 1 SH 97651M109 1,222 255,039 SH   DFND 1,5 255,039 0 0
WIRELESS TELECOM GROUP INC COM 976524108 781 354,813 SH   DFND 1,5 44,335 0 310,478
WISDOMTREE INVTS INC COM 97717P104 18,245 2,009,310 SH   DFND 1,5 391,707 0 1,617,603
WISDOMTREE INVTS INC COM 97717P104 10,161 1,119,010 SH   DFND 6 1,119,010 0 0
WISDOMTREE INVTS INC COM 97717P104 3,270 360,113 SH   DFND 7 360,113 0 0
WISDOMTREE TR INTL SMCAP DIV 97717W760 271 3,767 SH   DFND 3 3,767 0 0
WISDOMTREE TR US MIDCAP DIVID 97717W505 1,094 30,549 SH   DFND 3 30,549 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 86,359 1,599,830 SH   DFND 3 1,599,830 0 0
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 120,971 1,915,910 SH   DFND 3 1,915,910 0 0
WIX COM LTD SHS M98068105 395,895 3,947,108 SH   DFND 1,5 550,040 0 3,397,068
WIX COM LTD SHS M98068105 3,230 32,200 SH   DFND 6 32,200 0 0
WMIH CORP COM 92936P100 30 22,189 SH   DFND 1,5 0 0 22,189
WNS HOLDINGS LTD SPON ADR 92932M101 171,103 3,279,096 SH   DFND 1,5 85,700 0 3,193,396
WNS HOLDINGS LTD SPON ADR 92932M101 68,776 1,318,055 SH   DFND 6 1,318,055 0 0
WNS HOLDINGS LTD SPON ADR 92932M101 6,397 122,594 SH   DFND 7 122,594 0 0
WOLVERINE WORLD WIDE INC COM 978097103 46,066 1,324,866 SH   DFND 1,5 2,521 0 1,322,345
WOLVERINE WORLD WIDE INC COM 978097103 4,340 124,832 SH   DFND 1,11 15,143 0 109,689
WOLVERINE WORLD WIDE INC COM 978097103 39,566 1,137,932 SH   DFND 6 1,137,932 0 0
WOLVERINE WORLD WIDE INC COM 978097103 15,447 444,271 SH   DFND 7 392,571 0 51,700
WOODWARD INC COM 980745103 19,791 257,500 SH   DFND 1,5 0 0 257,500
WORKDAY INC CL A 98138H101 896 7,400 SH   DFND 1 7,400 0 0
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 22,795 14,810,000 PRN   DFND 1,5 0 0 0
WORKDAY INC CL A 98138H101 1,952,704 16,122,064 SH   DFND 1,5 1,913,327 0 14,208,737
WORKDAY INC CL A 98138H101 59,913 494,656 SH   DFND 1,9 105 0 494,551
WORKDAY INC CL A 98138H101 782 6,455 SH   DFND 3 6,455 0 0
WORKDAY INC CL A 98138H101 4,983 41,138 SH   DFND 6 41,138 0 0
WORKDAY INC CL A 98138H101 4,214 34,795 SH   DFND 7 34,795 0 0
WORLD FUEL SVCS CORP COM 981475106 102,668 5,030,298 SH   DFND 1,5 731,341 0 4,298,957
WORLD FUEL SVCS CORP COM 981475106 1,694 83,000 SH   DFND 7 0 0 83,000
WORLDPAY INC CL A 981558109 630 7,700 SH   DFND 1 7,700 0 0
WORLDPAY INC CL A 981558109 370,859 4,534,834 SH   DFND 1,5 174,901 0 4,359,933
WORLDPAY INC CL A 981558109 500 6,108 SH   DFND 3 6,108 0 0
WORLDPAY INC CL A 981558109 4,891 59,802 SH   DFND 6 59,802 0 0
WORLDPAY INC CL A 981558109 4,476 54,730 SH   DFND 7 54,730 0 0
WORTHINGTON INDS INC COM 981811102 9,386 223,647 SH   DFND 1,5 140,000 0 83,647
WPP PLC NEW ADR 92937A102 766 9,751 SH   DFND 3 9,751 0 0
WPX ENERGY INC COM 98212B103 148,862 8,256,355 SH   DFND 1,5 160,386 0 8,095,969
WPX ENERGY INC COM 98212B103 521 28,900 SH   DFND 6 28,900 0 0
WPX ENERGY INC COM 98212B103 357 19,800 SH   DFND 7 19,800 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 379,161 14,605,569 SH   DFND 1,5 331,700 0 14,273,869
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 11,628 447,920 SH   DFND 6 447,920 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 21,858 841,982 SH   DFND 7 469,684 0 372,298
WSFS FINL CORP COM 929328102 59,353 1,113,558 SH   DFND 1,5 0 0 1,113,558
WYNDHAM DESTINATIONS INC COM 98310W108 313,135 7,073,309 SH   DFND 1,5 267,382 0 6,805,927
WYNDHAM DESTINATIONS INC COM 98310W108 2,382 53,812 SH   DFND 3 53,812 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 3,338 75,400 SH   DFND 6 75,400 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 10,080 227,700 SH   DFND 7 136,000 0 91,700
WYNDHAM HOTELS & RESORTS INC COM 98311A105 458,638 7,795,990 SH   DFND 1,5 263,754 0 7,532,236
WYNDHAM HOTELS & RESORTS INC COM 98311A105 3,594 61,093 SH   DFND 3 61,093 0 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 1,871 31,800 SH   DFND 6 31,800 0 0
WYNN RESORTS LTD COM 983134107 98,280 587,307 SH   DFND 1,5 1,055 0 586,252
WYNN RESORTS LTD COM 983134107 4,515 26,984 SH   DFND 3 26,984 0 0
WYNN RESORTS LTD COM 983134107 402 2,400 SH   DFND 6 2,400 0 0
WYNN RESORTS LTD COM 983134107 1,540 9,200 SH   DFND 7 9,200 0 0
XCEL ENERGY INC COM 98389B100 580,007 12,697,175 SH   DFND 1,5 464,210 0 12,232,965
XCEL ENERGY INC COM 98389B100 4,960 108,592 SH   DFND 3 108,592 0 0
XCEL ENERGY INC COM 98389B100 14,865 325,424 SH   DFND 6 325,424 0 0
XCEL ENERGY INC COM 98389B100 27,214 595,761 SH   DFND 7 142,061 0 453,700
XENCOR INC COM 98401F105 303,110 8,189,953 SH   DFND 1,5 931,529 0 7,258,424
XENCOR INC COM 98401F105 1,251 33,800 SH   DFND 6 33,800 0 0
XENCOR INC COM 98401F105 4,441 120,000 SH   DFND 7 120,000 0 0
XENIA HOTELS & RESORTS INC COM 984017103 578 23,732 SH   DFND 3 23,732 0 0
XERIS PHARMACEUTICALS INC COM 98422L107 15,218 801,800 SH   DFND 1,5 0 0 801,800
XEROX CORP COM NEW 984121608 107,685 4,486,892 SH   DFND 1,5 369,523 0 4,117,369
XEROX CORP COM NEW 984121608 279 11,643 SH   DFND 3 11,643 0 0
XILINX INC COM 983919101 23,282 356,757 SH   DFND 1,5 6,500 0 350,257
XILINX INC COM 983919101 3,296 50,507 SH   DFND 3 50,507 0 0
XL GROUP LTD COM G98294104 3,754 67,093 SH   DFND 3 67,093 0 0
XPERI CORP COM 98421B100 8,451 524,900 SH   DFND 1,5 0 0 524,900
XPO LOGISTICS INC COM 983793100 496,428 4,955,358 SH   DFND 1,5 506,297 0 4,449,061
XPO LOGISTICS INC COM 983793100 2,402 23,977 SH   DFND 3 23,977 0 0
XPO LOGISTICS INC COM 983793100 6,341 63,300 SH   DFND 6 63,300 0 0
XUNLEI LTD SPONSORED ADR 98419E108 58,843 5,499,344 SH   DFND 1,9 0 0 5,499,344
XUNLEI LTD SPONSORED ADR 98419E108 6,349 593,400 SH   DFND 7 593,400 0 0
XYLEM INC COM 98419M100 222 3,300 SH   DFND 1 3,300 0 0
XYLEM INC COM 98419M100 283,453 4,206,776 SH   DFND 1,5 867,851 0 3,338,925
XYLEM INC COM 98419M100 1,585 23,524 SH   DFND 3 23,524 0 0
XYLEM INC COM 98419M100 2,910 43,190 SH   DFND 6 43,190 0 0
YAHOO INC NOTE 12/0 984332AF3 41,601 30,500,000 PRN   DFND 1,5 0 0 0
YAMANA GOLD INC COM 98462Y100 4,314 1,480,620 SH   DFND 1,5 0 0 1,480,620
YANDEX N V SHS CLASS A N97284108 290,627 8,095,471 SH   DFND 1,5 620,685 0 7,474,786
YANDEX N V SHS CLASS A N97284108 134,400 3,743,729 SH   DFND 1,9 44,429 0 3,699,300
YANDEX N V SHS CLASS A N97284108 1,483 41,300 SH   DFND 6 41,300 0 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 28,188 2,075,715 SH   DFND 1,5 71,180 0 2,004,535
YRC WORLDWIDE INC COM PAR $.01 984249607 2,402 238,998 SH   DFND 1,5 98 0 238,900
YUM BRANDS INC COM 988498101 39,184 500,948 SH   DFND 1,5 129,107 0 371,841
YUM BRANDS INC COM 988498101 19,062 243,699 SH   DFND 3 243,699 0 0
YUM BRANDS INC COM 988498101 2,210 28,252 SH   DFND 7 21,452 0 6,800
YUM CHINA HLDGS INC COM 98850P109 201,730 5,245,180 SH   DFND 1,5 1,280,648 0 3,964,532
YUM CHINA HLDGS INC COM 98850P109 5,323 138,399 SH   DFND 3 138,399 0 0
YY INC ADS REPCOM CLA 98426T106 85,911 855,089 SH   DFND 1,5 28,679 0 826,410
YY INC ADS REPCOM CLA 98426T106 1,240 12,342 SH   DFND 1,9 142 0 12,200
YY INC ADS REPCOM CLA 98426T106 934 9,300 SH   DFND 6 9,300 0 0
YY INC ADS REPCOM CLA 98426T106 723 7,200 SH   DFND 7 0 0 7,200
ZAFGEN INC COM 98885E103 41,621 4,068,520 SH   DFND 1,5 0 0 4,068,520
ZAI LAB LTD ADR 98887Q104 105,035 4,517,627 SH   DFND 1,5 917,081 0 3,600,546
ZAI LAB LTD ADR 98887Q104 9,858 424,000 SH   DFND 1,10 12,500 0 411,500
ZAI LAB LTD ADR 98887Q104 321 13,800 SH   DFND 6 13,800 0 0
ZAI LAB LTD ADR 98887Q104 2,325 100,000 SH   DFND 7 100,000 0 0
ZAYO GROUP HLDGS INC COM 98919V105 75,141 2,059,793 SH   DFND 1,5 315 0 2,059,478
ZAYO GROUP HLDGS INC COM 98919V105 12,183 333,968 SH   DFND 6 333,968 0 0
ZAYO GROUP HLDGS INC COM 98919V105 34,608 948,692 SH   DFND 7 764,922 0 183,770
ZEBRA TECHNOLOGIES CORP CL A 989207105 32,438 226,445 SH   DFND 1,5 39,604 0 186,841
ZENDESK INC COM 98936J101 617,088 11,324,793 SH   DFND 1,5 1,982,285 0 9,342,508
ZENDESK INC COM 98936J101 80,735 1,481,644 SH   DFND 1,9 0 0 1,481,644
ZENDESK INC COM 98936J101 225 4,123 SH   DFND 3 4,123 0 0
ZENDESK INC COM 98936J101 2,354 43,200 SH   DFND 6 43,200 0 0
ZENDESK INC COM 98936J101 9,301 170,700 SH   DFND 7 170,700 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 21,911 371,000 SH   DFND 1,5 19,200 0 351,800
ZIMMER BIOMET HLDGS INC COM 98956P102 243,811 2,187,821 SH   DFND 1,5 133,680 0 2,054,141
ZIMMER BIOMET HLDGS INC COM 98956P102 9,724 87,254 SH   DFND 3 87,254 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 7,489 67,198 SH   DFND 6 67,198 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 15,700 140,879 SH   DFND 7 140,879 0 0
ZIONS BANCORPORATION COM 989701107 11,581 219,791 SH   DFND 1,5 41 0 219,750
ZIONS BANCORPORATION COM 989701107 11,278 214,037 SH   DFND 3 214,037 0 0
ZOETIS INC CL A 98978V103 116,570 1,368,357 SH   DFND 1,5 90,867 0 1,277,490
ZOETIS INC CL A 98978V103 24,402 286,438 SH   DFND 3 286,438 0 0
ZOGENIX INC COM NEW 98978L204 56,094 1,269,085 SH   DFND 1,5 21,094 0 1,247,991
ZOGENIX INC COM NEW 98978L204 407 9,200 SH   DFND 6 9,200 0 0
ZSCALER INC COM 98980G102 187,364 5,240,946 SH   DFND 1,5 1,428,890 0 3,812,056
ZSCALER INC COM 98980G102 686 19,200 SH   DFND 6 19,200 0 0
ZTO EXPRESS CAYMAN INC SPONSORED ADR 98980A105 120,664 6,033,196 SH   DFND 1,5 416,042 0 5,617,154
ZTO EXPRESS CAYMAN INC SPONSORED ADR 98980A105 31,202 1,560,100 SH   DFND 1,9 0 0 1,560,100
ZTO EXPRESS CAYMAN INC SPONSORED ADR 98980A105 32,194 1,609,700 SH   DFND 1,10 46,700 0 1,563,000
ZUMIEZ INC COM 989817101 1,285 51,292 SH   DFND 1,5 51,292 0 0
ZUORA INC COM CL A 98983V106 11,476 421,920 SH   DFND 1,5 0 0 421,920
ZYNGA INC CL A 98986T108 1,927 473,400 SH   DFND 1,5 24,600 0 448,800