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
AAON INC COM PAR $0.004 000360206 13 373 SH   DFND 1,15 0 373 0
AAON INC COM PAR $0.004 000360206 2,712 78,652 SH   DFND 15 0 78,652 0
AAR CORP COM 000361105 5,962 157,801 SH   DFND 15 0 157,801 0
ABB LTD SPONSORED ADR 000375204 18,128 732,431 SH   DFND 2 0 732,431 0
ABB LTD SPONSORED ADR 000375204 3,585 144,840 SH   DFND 1 0 144,840 0
ABB LTD SPONSORED ADR 000375204 14,319 578,550 SH   DFND 15 0 578,550 0
ACCO BRANDS CORP COM 00081T108 2,066 173,630 SH   DFND 15 0 173,630 0
ABM INDS INC COM 000957100 52 1,242 SH   DFND 12,15 0 1,242 0
ABM INDS INC COM 000957100 20,706 496,438 SH   DFND 1 0 496,438 0
ABM INDS INC COM 000957100 687 16,461 SH   DFND 1,2 0 16,461 0
ABM INDS INC COM 000957100 10,338 247,856 SH   DFND 15 0 247,856 0
ABM INDS INC COM 000957100 3,696 88,612 SH   DFND 6 0 88,612 0
ABM INDS INC COM 000957100 1,814 43,500 SH   DFND 6,12 0 43,500 0
ABM INDS INC COM 000957100 895 21,458 SH   DFND 6,9 0 21,458 0
AFLAC INC COM 001055102 768 9,441 SH   DFND 12,15 0 9,441 0
AFLAC INC COM 001055102 63,868 784,716 SH   DFND 14 0 784,716 0
AFLAC INC COM 001055102 138,714 1,704,309 SH   DFND 1 0 1,664,098 40,211
AFLAC INC COM 001055102 969 11,900 SH   DFND 1,4 0 11,900 0
AFLAC INC COM 001055102 1,665 20,456 SH   DFND 1,9 0 20,456 0
AFLAC INC COM 001055102 1,453 17,849 SH   DFND 1,15 0 17,849 0
AFLAC INC COM 001055102 7,180 88,217 SH   DFND 1,5 0 88,217 0
AFLAC INC COM 001055102 112,596 1,383,412 SH   DFND 15 0 1,383,412 0
AFLAC INC COM 001055102 11,841 145,485 SH   DFND 5 0 77,029 68,456
AFLAC INC COM 001055102 164 2,012 SH   DFND 5,4 0 2,012 0
AFLAC INC COM 001055102 402 4,939 SH   DFND 5,11 0 4,939 0
AFLAC INC COM 001055102 6,428 78,982 SH   DFND 5,6 0 38,650 40,332
AFLAC INC COM 001055102 914 11,232 SH   DFND 5,7 0 0 11,232
AFLAC INC COM 001055102 504 6,194 SH   DFND 11 0 6,194 0
AFLAC INC COM 001055102 934 11,470 SH   DFND 6 0 11,470 0
AFLAC INC COM 001055102 2,999 36,845 SH   DFND 13 0 36,845 0
AGCO CORP COM 001084102 289 3,915 SH   DFND 12,15 0 3,915 0
AGCO CORP COM 001084102 1,034 14,017 SH   DFND 14 0 14,017 0
AGCO CORP COM 001084102 17,056 231,209 SH   DFND 1 0 231,209 0
AGCO CORP COM 001084102 7,071 95,848 SH   DFND 15 0 95,848 0
AGCO CORP COM 001084102 23 314 SH   DFND 5 0 0 314
AGCO CORP COM 001084102 74 1,000 SH   DFND 11 0 1,000 0
AG MTG INVT TR INC COM 001228105 2,995 155,661 SH   DFND 1 0 117,161 38,500
AG MTG INVT TR INC COM 001228105 410 21,300 SH   DFND 1,3 0 21,300 0
AG MTG INVT TR INC COM 001228105 11,813 613,976 SH   DFND 15 0 613,976 0
AGNC INVT CORP COM 00123Q104 215 9,915 SH   DFND 12,15 0 9,915 0
AGNC INVT CORP COM 00123Q104 4,082 188,284 SH   DFND 14 0 188,284 0
AGNC INVT CORP COM 00123Q104 6,403 295,361 SH   DFND 1 0 295,361 0
AGNC INVT CORP COM 00123Q104 158 7,300 SH   DFND 1,9 0 7,300 0
AGNC INVT CORP COM 00123Q104 15,027 693,112 SH   DFND 15 0 693,112 0
AGNC INVT CORP COM 00123Q104 8,724 402,383 SH   DFND 5 0 402,383 0
AGNC INVT CORP COM 00123Q104 101 4,681 SH   DFND 5,11 0 4,681 0
AGNC INVT CORP COM 00123Q104 1,317 60,765 SH   DFND 5,6 0 28,691 32,074
AGNC INVT CORP COM 00123Q104 132 6,100 SH   DFND 11 0 6,100 0
AGNC INVT CORP COM 00123Q104 862 39,762 SH   DFND 6 0 39,762 0
AGNC INVT CORP COM 00123Q104 887 40,917 SH   DFND 13 0 40,917 0
AES CORP COM 00130H105 349 31,709 SH   DFND 12,15 0 31,709 0
AES CORP COM 00130H105 97 8,788 SH   DFND 14 0 8,788 0
AES CORP COM 00130H105 15,390 1,396,541 SH   DFND 1 0 1,396,541 0
AES CORP COM 00130H105 5,968 541,554 SH   DFND 15 0 541,554 0
AES CORP COM 00130H105 189 17,131 SH   DFND 5 0 0 17,131
AES CORP COM 00130H105 22 1,973 SH   DFND 5,4 0 1,973 0
AES CORP COM 00130H105 455 41,300 SH   DFND 5,6 0 18,700 22,600
AES CORP COM 00130H105 116 10,516 SH   DFND 11 0 10,516 0
AK STL CORP NOTE 5.000%11/1 001546AP5 1,336 1,000,000 PRN   DFND 1 0 1,000,000 0
AK STL HLDG CORP COM 001547108 31 5,590 SH   DFND 12,15 0 5,590 0
AK STL HLDG CORP COM 001547108 363 64,848 SH   DFND 14 0 64,848 0
AK STL HLDG CORP COM 001547108 4,720 844,317 SH   DFND 15 0 844,317 0
ALPS ETF TR ALERIAN MLP 00162Q866 5,112 455,571 SH   DFND 14 0 455,571 0
ALPS ETF TR ALERIAN MLP 00162Q866 23,146 2,062,945 SH   DFND 15 0 2,062,945 0
AMAG PHARMACEUTICALS INC COM 00163U106 2,491 134,999 SH   DFND 15 0 134,999 0
AMC NETWORKS INC CL A 00164V103 123 2,104 SH   DFND 12,15 0 2,104 0
AMC NETWORKS INC CL A 00164V103 33 557 SH   DFND 14 0 557 0
AMC NETWORKS INC CL A 00164V103 719 12,300 SH   DFND 1 0 12,300 0
AMC NETWORKS INC CL A 00164V103 7,363 125,925 SH   DFND 15 0 125,925 0
AMC ENTMT HLDGS INC CL A COM 00165C104 840 57,161 SH   DFND 15 0 57,161 0
AMN HEALTHCARE SERVICES INC COM 001744101 335 7,328 SH   DFND 14 0 7,328 0
AMN HEALTHCARE SERVICES INC COM 001744101 6,886 150,685 SH   DFND 15 0 150,685 0
A MARK PRECIOUS METALS INC COM 00181T107 249 15,070 SH   DFND 15 0 15,070 0
ANI PHARMACEUTICALS INC COM 00182C103 1,148 21,878 SH   DFND 15 0 21,878 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 734 179,460 SH   DFND 1 0 105,660 73,800
ARC DOCUMENT SOLUTIONS INC COM 00191G103 221 54,100 SH   DFND 1,3 0 54,100 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 337 82,412 SH   DFND 15 0 82,412 0
AT&T INC COM 00206R102 485 12,386 SH   DFND 2,15 0 12,386 0
AT&T INC COM 00206R102 5,775 147,446 SH   DFND 12,15 0 147,446 0
AT&T INC COM 00206R102 82,218 2,099,007 SH   DFND 14 0 2,099,007 0
AT&T INC COM 00206R102 860,023 21,956,175 SH   DFND 1 0 21,922,475 33,700
AT&T INC COM 00206R102 120 3,052 SH   DFND 1,2 0 3,052 0
AT&T INC COM 00206R102 844 21,557 SH   DFND 1,9 0 21,557 0
AT&T INC COM 00206R102 2,372 60,563 SH   DFND 1,3 0 60,563 0
AT&T INC COM 00206R102 1,190 30,392 SH   DFND 1,15 0 30,392 0
AT&T INC COM 00206R102 328,597 8,389,001 SH   DFND 15 0 8,389,001 0
AT&T INC COM 00206R102 9,847 251,386 SH   DFND 5 0 0 251,386
AT&T INC COM 00206R102 582 14,857 SH   DFND 5,4 0 14,857 0
AT&T INC COM 00206R102 372 9,489 SH   DFND 5,9 0 9,489 0
AT&T INC COM 00206R102 12,659 323,190 SH   DFND 5,6 0 153,422 169,768
AT&T INC COM 00206R102 116 2,970 SH   DFND 5,7 0 0 2,970
AT&T INC COM 00206R102 3,783 96,576 SH   DFND 11 0 96,576 0
AT&T INC COM 00206R102 822 20,994 SH   DFND 6 0 20,994 0
AT&T INC COM 00206R102 4,819 123,029 SH   DFND 13 0 123,029 0
A10 NETWORKS INC COM 002121101 162 21,448 SH   DFND 15 0 21,448 0
ATN INTL INC COM 00215F107 2,968 56,325 SH   DFND 15 0 56,325 0
AU OPTRONICS CORP SPONSORED ADR 002255107 47 11,687 SH   DFND 15 0 11,687 0
AV HOMES INC COM 00234P102 336 19,618 SH   DFND 15 0 19,618 0
AVX CORP NEW COM 002444107 1,822 99,923 SH   DFND 15 0 99,923 0
AZZ INC COM 002474104 268 5,500 SH   DFND 14 0 5,500 0
AZZ INC COM 002474104 2,119 43,507 SH   DFND 15 0 43,507 0
AARONS INC COM PAR $0.50 002535300 84 1,934 SH   DFND 12,15 0 1,934 0
AARONS INC COM PAR $0.50 002535300 887 20,319 SH   DFND 14 0 20,319 0
AARONS INC COM PAR $0.50 002535300 26,776 613,713 SH   DFND 1 0 539,813 73,900
AARONS INC COM PAR $0.50 002535300 1,588 36,400 SH   DFND 1,3 0 36,400 0
AARONS INC COM PAR $0.50 002535300 3,296 75,537 SH   DFND 1,5 0 75,537 0
AARONS INC COM PAR $0.50 002535300 5,662 129,784 SH   DFND 15 0 129,784 0
AARONS INC COM PAR $0.50 002535300 15,612 357,817 SH   DFND 5 0 160,639 197,178
AARONS INC COM PAR $0.50 002535300 6,068 139,080 SH   DFND 5,9 0 139,080 0
AARONS INC COM PAR $0.50 002535300 125 2,868 SH   DFND 5,11 0 2,868 0
AARONS INC COM PAR $0.50 002535300 3,724 85,363 SH   DFND 5,6 0 40,369 44,994
AARONS INC COM PAR $0.50 002535300 815 18,679 SH   DFND 5,7 0 0 18,679
AARONS INC COM PAR $0.50 002535300 128 2,941 SH   DFND 6 0 2,941 0
AARONS INC COM PAR $0.50 002535300 1,523 34,903 SH   DFND 13 0 34,903 0
ABAXIS INC COM 002567105 2,969 66,497 SH   DFND 15 0 66,497 0
ABBOTT LABS COM 002824100 841 15,758 SH   DFND 12,15 0 15,758 0
ABBOTT LABS COM 002824100 94,064 1,762,817 SH   DFND 14 0 1,762,817 0
ABBOTT LABS COM 002824100 20,910 391,872 SH   DFND 1 0 391,872 0
ABBOTT LABS COM 002824100 1,212 22,710 SH   DFND 1,15 0 22,710 0
ABBOTT LABS COM 002824100 18,835 352,972 SH   DFND 15 0 352,972 0
ABBOTT LABS COM 002824100 278 5,205 SH   DFND 10 0 5,205 0
ABBOTT LABS COM 002824100 3,655 68,495 SH   DFND 5 0 0 68,495
ABBOTT LABS COM 002824100 1,455 27,270 SH   DFND 11 0 27,270 0
ABBVIE INC COM 00287Y109 276 3,111 SH   DFND 2,15 0 3,111 0
ABBVIE INC COM 00287Y109 1,246 14,026 SH   DFND 12,15 0 14,026 0
ABBVIE INC COM 00287Y109 1,190 13,393 SH   DFND 4 0 13,393 0
ABBVIE INC COM 00287Y109 45,059 507,082 SH   DFND 14 0 507,082 0
ABBVIE INC COM 00287Y109 296,614 3,337,997 SH   DFND 1 0 3,217,175 120,822
ABBVIE INC COM 00287Y109 6,691 75,300 SH   DFND 1,4 0 75,300 0
ABBVIE INC COM 00287Y109 2,616 29,438 SH   DFND 1,9 0 29,438 0
ABBVIE INC COM 00287Y109 1,715 19,300 SH   DFND 1,3 0 19,300 0
ABBVIE INC COM 00287Y109 81 915 SH   DFND 1,5 0 915 0
ABBVIE INC COM 00287Y109 135,373 1,523,444 SH   DFND 15 0 1,523,444 0
ABBVIE INC COM 00287Y109 462 5,200 SH   DFND 10 0 5,200 0
ABBVIE INC COM 00287Y109 8,723 98,169 SH   DFND 5 0 0 98,169
ABBVIE INC COM 00287Y109 257 2,891 SH   DFND 5,4 0 2,891 0
ABBVIE INC COM 00287Y109 383 4,311 SH   DFND 5,11 0 4,311 0
ABBVIE INC COM 00287Y109 6,301 70,909 SH   DFND 5,6 0 34,409 36,500
ABBVIE INC COM 00287Y109 769 8,659 SH   DFND 5,7 0 0 8,659
ABBVIE INC COM 00287Y109 2,222 25,001 SH   DFND 11 0 25,001 0
ABBVIE INC COM 00287Y109 2,046 23,030 SH   DFND 13 0 23,030 0
ABERCROMBIE & FITCH CO CL A 002896207 81 5,611 SH   DFND 12,15 0 5,611 0
ABERCROMBIE & FITCH CO CL A 002896207 1,959 135,642 SH   DFND 15 0 135,642 0
ABERDEEN ASIA PACIFIC INCOM COM 003009107 13,770 2,668,531 SH   DFND 15 0 2,668,531 0
ABIOMED INC COM 003654100 1,367 8,110 SH   DFND 14 0 8,110 0
ABIOMED INC COM 003654100 29,102 172,612 SH   DFND 15 0 172,612 0
ABRAXAS PETE CORP COM 003830106 26 14,050 SH   DFND 15 0 14,050 0
ACACIA RESH CORP ACACIA TCH COM 003881307 473 103,988 SH   DFND 15 0 103,988 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 3,298 69,059 SH   DFND 14 0 69,059 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 81,306 1,702,396 SH   DFND 1 0 1,651,352 51,044
ACADIA HEALTHCARE COMPANY IN COM 00404A109 539 11,276 SH   DFND 1,2 0 11,276 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 3,103 64,981 SH   DFND 15 0 64,981 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 2,880 60,310 SH   DFND 6 0 60,310 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 1,365 28,583 SH   DFND 6,12 0 28,583 0
ACADIA PHARMACEUTICALS INC COM 004225108 72,336 1,920,252 SH   DFND 1 0 1,920,252 0
ACADIA PHARMACEUTICALS INC COM 004225108 2,394 63,542 SH   DFND 1,12 0 63,542 0
ACADIA PHARMACEUTICALS INC COM 004225108 395 10,473 SH   DFND 15 0 10,473 0
ACADIA RLTY TR COM SH BEN INT 004239109 1,104 38,570 SH   DFND 14 0 38,570 0
ACADIA RLTY TR COM SH BEN INT 004239109 84,796 2,962,818 SH   DFND 1 0 1,381,307 1,581,511
ACADIA RLTY TR COM SH BEN INT 004239109 1,278 44,637 SH   DFND 1,2 0 44,637 0
ACADIA RLTY TR COM SH BEN INT 004239109 250 8,734 SH   DFND 1,12 0 8,734 0
ACADIA RLTY TR COM SH BEN INT 004239109 5,110 178,540 SH   DFND 1,3 0 178,540 0
ACADIA RLTY TR COM SH BEN INT 004239109 97 3,399 SH   DFND 1,15 0 3,399 0
ACADIA RLTY TR COM SH BEN INT 004239109 426 14,886 SH   DFND 1,13 0 14,886 0
ACADIA RLTY TR COM SH BEN INT 004239109 14,345 501,223 SH   DFND 15 0 501,223 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 647 28,837 SH   DFND 15 0 28,837 0
ACCURAY INC COM 004397105 188 46,918 SH   DFND 15 0 46,918 0
ACETO CORP COM 004446100 246 21,912 SH   DFND 14 0 21,912 0
ACETO CORP COM 004446100 1,365 121,525 SH   DFND 15 0 121,525 0
ACHAOGEN INC COM 004449104 144 9,000 SH   DFND 1 0 0 9,000
ACHAOGEN INC COM 004449104 67 4,228 SH   DFND 15 0 4,228 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 412 91,788 SH   DFND 15 0 91,788 0
ACI WORLDWIDE INC COM 004498101 2,496 109,568 SH   DFND 15 0 109,568 0
ACLARIS THERAPEUTICS INC COM 00461U105 11,662 451,826 SH   DFND 1 0 451,826 0
ACLARIS THERAPEUTICS INC COM 00461U105 3,435 133,086 SH   DFND 1,12 0 133,086 0
ACLARIS THERAPEUTICS INC COM 00461U105 7 285 SH   DFND 15 0 285 0
ACORDA THERAPEUTICS INC COM 00484M106 655 27,700 SH   DFND 1 0 0 27,700
ACORDA THERAPEUTICS INC COM 00484M106 116 4,900 SH   DFND 1,3 0 4,900 0
ACORDA THERAPEUTICS INC COM 00484M106 29,177 1,233,689 SH   DFND 15 0 1,233,689 0
ACTIVISION BLIZZARD INC COM 00507V109 12,942 200,618 SH   DFND 12,15 0 200,618 0
ACTIVISION BLIZZARD INC COM 00507V109 4,253 65,925 SH   DFND 14 0 65,925 0
ACTIVISION BLIZZARD INC COM 00507V109 366,183 5,676,377 SH   DFND 1 0 5,675,577 800
ACTIVISION BLIZZARD INC COM 00507V109 3,341 51,795 SH   DFND 1,12 0 51,795 0
ACTIVISION BLIZZARD INC COM 00507V109 13,983 216,750 SH   DFND 1,9 0 216,750 0
ACTIVISION BLIZZARD INC COM 00507V109 396,806 6,151,074 SH   DFND 15 0 6,151,074 0
ACTIVISION BLIZZARD INC COM 00507V109 406 6,300 SH   DFND 10 0 6,300 0
ACTIVISION BLIZZARD INC COM 00507V109 1,527 23,676 SH   DFND 5 0 0 23,676
ACTIVISION BLIZZARD INC COM 00507V109 23 349 SH   DFND 5,4 0 349 0
ACTIVISION BLIZZARD INC COM 00507V109 14 220 SH   DFND 5,6 0 220 0
ACTIVISION BLIZZARD INC COM 00507V109 727 11,268 SH   DFND 11 0 11,268 0
ACTUANT CORP CL A NEW 00508X203 2,881 112,546 SH   DFND 15 0 112,546 0
ACUITY BRANDS INC COM 00508Y102 33 194 SH   DFND 12,15 0 194 0
ACUITY BRANDS INC COM 00508Y102 97,702 570,424 SH   DFND 1 0 570,424 0
ACUITY BRANDS INC COM 00508Y102 365 2,130 SH   DFND 1,3 0 2,130 0
ACUITY BRANDS INC COM 00508Y102 2,840 16,583 SH   DFND 15 0 16,583 0
ACUITY BRANDS INC COM 00508Y102 120 700 SH   DFND 11 0 700 0
ACTUA CORP COM 005094107 865 56,515 SH   DFND 15 0 56,515 0
ACXIOM CORP COM 005125109 190 7,723 SH   DFND 14 0 7,723 0
ACXIOM CORP COM 005125109 1,544 62,644 SH   DFND 15 0 62,644 0
ADDUS HOMECARE CORP COM 006739106 290 8,229 SH   DFND 15 0 8,229 0
ADOBE SYS INC COM 00724F101 19,298 129,362 SH   DFND 12,15 0 129,362 0
ADOBE SYS INC COM 00724F101 623 4,177 SH   DFND 4 0 4,177 0
ADOBE SYS INC COM 00724F101 3,086 20,687 SH   DFND 14 0 20,687 0
ADOBE SYS INC COM 00724F101 20,733 138,978 SH   DFND 1 0 138,278 700
ADOBE SYS INC COM 00724F101 1,079 7,235 SH   DFND 1,15 0 7,235 0
ADOBE SYS INC COM 00724F101 588,334 3,943,789 SH   DFND 15 0 3,943,789 0
ADOBE SYS INC COM 00724F101 895 6,000 SH   DFND 10 0 6,000 0
ADOBE SYS INC COM 00724F101 2,906 19,482 SH   DFND 5 0 0 19,482
ADOBE SYS INC COM 00724F101 64 431 SH   DFND 5,4 0 431 0
ADOBE SYS INC COM 00724F101 30 200 SH   DFND 5,6 0 200 0
ADOBE SYS INC COM 00724F101 1,166 7,813 SH   DFND 11 0 7,813 0
ADTALEM GLOBAL ED INC COM 00737L103 42 1,181 SH   DFND 12,15 0 1,181 0
ADTALEM GLOBAL ED INC COM 00737L103 603 16,816 SH   DFND 14 0 16,816 0
ADTALEM GLOBAL ED INC COM 00737L103 3,545 98,896 SH   DFND 15 0 98,896 0
ADTRAN INC COM 00738A106 8 343 SH   DFND 1,15 0 343 0
ADTRAN INC COM 00738A106 7,502 312,599 SH   DFND 15 0 312,599 0
ADVANCE AUTO PARTS INC COM 00751Y106 32,736 329,999 SH   DFND 2 0 329,999 0
ADVANCE AUTO PARTS INC COM 00751Y106 70 710 SH   DFND 12,15 0 710 0
ADVANCE AUTO PARTS INC COM 00751Y106 245,433 2,474,119 SH   DFND 1 0 2,435,003 39,116
ADVANCE AUTO PARTS INC COM 00751Y106 8,994 90,670 SH   DFND 1,2 0 90,670 0
ADVANCE AUTO PARTS INC COM 00751Y106 515 5,194 SH   DFND 1,9 0 5,194 0
ADVANCE AUTO PARTS INC COM 00751Y106 1,545 15,575 SH   DFND 15 0 15,575 0
ADVANCE AUTO PARTS INC COM 00751Y106 113 1,135 SH   DFND 11 0 1,135 0
ADVANCE AUTO PARTS INC COM 00751Y106 98 990 SH   DFND 11,2 0 990 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 1,387 224,436 SH   DFND 14 0 224,436 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 1,231 199,269 SH   DFND 15 0 199,269 0
ADVISORY BRD CO COM 00762W107 80 1,496 SH   DFND 14 0 1,496 0
ADVISORY BRD CO COM 00762W107 1,205 22,472 SH   DFND 15 0 22,472 0
ADVENT CLAYMORE CV SECS & IN COM 00764C109 1,459 90,099 SH   DFND 14 0 90,099 0
ADVANTAGE OIL & GAS LTD COM 00765F101 9,567 1,518,595 SH   DFND 2 0 1,518,595 0
ADVANTAGE OIL & GAS LTD COM 00765F101 9 1,357 SH   DFND 2,15 0 1,357 0
ADVANTAGE OIL & GAS LTD COM 00765F101 71 11,246 SH   DFND 15 0 11,246 0
AECOM COM 00766T100 138 3,743 SH   DFND 12,15 0 3,743 0
AECOM COM 00766T100 3,047 82,769 SH   DFND 14 0 82,769 0
AECOM COM 00766T100 144,279 3,919,556 SH   DFND 1 0 3,919,556 0
AECOM COM 00766T100 2,607 70,812 SH   DFND 15 0 70,812 0
AEGERION PHARMACEUTICALS INC NOTE 2.000% 8/1 00767EAB8 3,566 4,500,000 PRN   DFND 1 0 4,500,000 0
AEGION CORP COM 00770F104 18 757 SH   DFND 12,15 0 757 0
AEGION CORP COM 00770F104 841 36,130 SH   DFND 14 0 36,130 0
AEGION CORP COM 00770F104 12,214 524,647 SH   DFND 15 0 524,647 0
AERIE PHARMACEUTICALS INC COM 00771V108 12,062 248,190 SH   DFND 1 0 248,190 0
AERIE PHARMACEUTICALS INC COM 00771V108 3,483 71,667 SH   DFND 1,12 0 71,667 0
AERIE PHARMACEUTICALS INC COM 00771V108 4,238 87,211 SH   DFND 15 0 87,211 0
ADVANSIX INC COM 00773T101 4 113 SH   DFND 14 0 113 0
ADVANSIX INC COM 00773T101 27 676 SH   DFND 1 0 676 0
ADVANSIX INC COM 00773T101 4,689 117,955 SH   DFND 15 0 117,955 0
AEROHIVE NETWORKS INC COM 007786106 117 28,506 SH   DFND 15 0 28,506 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 8,609 245,893 SH   DFND 15 0 245,893 0
ADVANCED MICRO DEVICES INC COM 007903107 9 729 SH   DFND 12,15 0 729 0
ADVANCED MICRO DEVICES INC COM 007903107 16,435 1,289,008 SH   DFND 1 0 1,289,008 0
ADVANCED MICRO DEVICES INC COM 007903107 25,543 2,003,407 SH   DFND 15 0 2,003,407 0
ADVANCED MICRO DEVICES INC COM 007903107 453 35,528 SH   DFND 5 0 0 35,528
ADVANCED MICRO DEVICES INC COM 007903107 168 13,200 SH   DFND 11 0 13,200 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 12,399 7,000,000 PRN   DFND 1 0 7,000,000 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 17,429 860,697 SH   DFND 15 0 860,697 0
AEGON N V NY REGISTRY SH 007924103 158 27,234 SH   DFND 15 0 27,234 0
ADVANCED ENERGY INDS COM 007973100 800 9,912 SH   DFND 14 0 9,912 0
ADVANCED ENERGY INDS COM 007973100 32 391 SH   DFND 1,15 0 391 0
ADVANCED ENERGY INDS COM 007973100 35,836 443,737 SH   DFND 15 0 443,737 0
AEROVIRONMENT INC COM 008073108 4,179 77,217 SH   DFND 15 0 77,217 0
AETNA INC NEW COM 00817Y108 937 5,893 SH   DFND 12,15 0 5,893 0
AETNA INC NEW COM 00817Y108 5,957 37,462 SH   DFND 14 0 37,462 0
AETNA INC NEW COM 00817Y108 69,118 434,676 SH   DFND 1 0 434,326 350
AETNA INC NEW COM 00817Y108 14,297 89,911 SH   DFND 1,12 0 89,911 0
AETNA INC NEW COM 00817Y108 1,582 9,950 SH   DFND 1,9 0 9,950 0
AETNA INC NEW COM 00817Y108 20 124 SH   DFND 1,15 0 124 0
AETNA INC NEW COM 00817Y108 20,465 128,705 SH   DFND 15 0 128,705 0
AETNA INC NEW COM 00817Y108 175 1,100 SH   DFND 10 0 1,100 0
AETNA INC NEW COM 00817Y108 5,841 36,734 SH   DFND 5 0 22,024 14,710
AETNA INC NEW COM 00817Y108 91 575 SH   DFND 5,4 0 575 0
AETNA INC NEW COM 00817Y108 1,418 8,917 SH   DFND 5,6 0 4,263 4,654
AETNA INC NEW COM 00817Y108 829 5,212 SH   DFND 11 0 5,212 0
AETNA INC NEW COM 00817Y108 13,097 82,367 SH   DFND 6 0 82,367 0
AETNA INC NEW COM 00817Y108 733 4,608 SH   DFND 13 0 4,608 0
AFFILIATED MANAGERS GROUP COM 008252108 110 581 SH   DFND 12,15 0 581 0
AFFILIATED MANAGERS GROUP COM 008252108 205 1,081 SH   DFND 14 0 1,081 0
AFFILIATED MANAGERS GROUP COM 008252108 122,273 644,120 SH   DFND 1 0 644,120 0
AFFILIATED MANAGERS GROUP COM 008252108 8,211 43,254 SH   DFND 1,2 0 43,254 0
AFFILIATED MANAGERS GROUP COM 008252108 3,720 19,599 SH   DFND 15 0 19,599 0
AFFILIATED MANAGERS GROUP COM 008252108 171 900 SH   DFND 11 0 900 0
AGILENT TECHNOLOGIES INC COM 00846U101 176 2,737 SH   DFND 12,15 0 2,737 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,647 25,658 SH   DFND 14 0 25,658 0
AGILENT TECHNOLOGIES INC COM 00846U101 74,112 1,154,395 SH   DFND 1 0 1,153,895 500
AGILENT TECHNOLOGIES INC COM 00846U101 5,190 80,837 SH   DFND 1,12 0 80,837 0
AGILENT TECHNOLOGIES INC COM 00846U101 4,599 71,633 SH   DFND 15 0 71,633 0
AGILENT TECHNOLOGIES INC COM 00846U101 76 1,180 SH   DFND 10 0 1,180 0
AGILENT TECHNOLOGIES INC COM 00846U101 979 15,244 SH   DFND 5 0 0 15,244
AGILENT TECHNOLOGIES INC COM 00846U101 8 120 SH   DFND 5,6 0 120 0
AGILENT TECHNOLOGIES INC COM 00846U101 324 5,049 SH   DFND 11 0 5,049 0
AGNICO EAGLE MINES LTD COM 008474108 705 15,591 SH   DFND 2,15 0 15,591 0
AGNICO EAGLE MINES LTD COM 008474108 7 157 SH   DFND 12,15 0 157 0
AGNICO EAGLE MINES LTD COM 008474108 13,873 306,866 SH   DFND 1,2 0 306,866 0
AGNICO EAGLE MINES LTD COM 008474108 2,718 60,110 SH   DFND 1,9 0 60,110 0
AGNICO EAGLE MINES LTD COM 008474108 1,760 38,938 SH   DFND 15 0 38,938 0
AGNICO EAGLE MINES LTD COM 008474108 732 16,200 SH   DFND 5 0 0 16,200
AGNICO EAGLE MINES LTD COM 008474108 170 3,750 SH   DFND 11 0 3,750 0
AGILYSYS INC COM 00847J105 897 75,073 SH   DFND 15 0 75,073 0
AGIOS PHARMACEUTICALS INC COM 00847X104 65,419 980,067 SH   DFND 1 0 980,067 0
AGIOS PHARMACEUTICALS INC COM 00847X104 391 5,865 SH   DFND 15 0 5,865 0
AGREE REALTY CORP COM 008492100 366 7,455 SH   DFND 14 0 7,455 0
AGREE REALTY CORP COM 008492100 10,997 224,064 SH   DFND 15 0 224,064 0
AGROFRESH SOLUTIONS COM 00856G109 863 122,815 SH   DFND 15 0 122,815 0
AGRIUM INC COM 008916108 2,482 23,150 SH   DFND 2,15 0 23,150 0
AGRIUM INC COM 008916108 25 234 SH   DFND 12,15 0 234 0
AGRIUM INC COM 008916108 178,302 1,663,109 SH   DFND 1 0 1,476,107 187,002
AGRIUM INC COM 008916108 673 6,282 SH   DFND 1,2 0 6,282 0
AGRIUM INC COM 008916108 301 2,807 SH   DFND 1,3 0 2,807 0
AGRIUM INC COM 008916108 1,172 10,934 SH   DFND 15 0 10,934 0
AGRIUM INC COM 008916108 868 8,094 SH   DFND 5 0 0 8,094
AGRIUM INC COM 008916108 238 2,220 SH   DFND 11 0 2,220 0
AIR LEASE CORP CL A 00912X302 56 1,307 SH   DFND 12,15 0 1,307 0
AIR LEASE CORP CL A 00912X302 107 2,503 SH   DFND 14 0 2,503 0
AIR LEASE CORP CL A 00912X302 1,301 30,525 SH   DFND 15 0 30,525 0
AIR PRODS & CHEMS INC COM 009158106 396 2,618 SH   DFND 12,15 0 2,618 0
AIR PRODS & CHEMS INC COM 009158106 69,597 460,234 SH   DFND 14 0 460,234 0
AIR PRODS & CHEMS INC COM 009158106 107,072 708,053 SH   DFND 1 0 708,053 0
AIR PRODS & CHEMS INC COM 009158106 1,399 9,250 SH   DFND 1,15 0 9,250 0
AIR PRODS & CHEMS INC COM 009158106 104,299 689,715 SH   DFND 15 0 689,715 0
AIR PRODS & CHEMS INC COM 009158106 1,492 9,864 SH   DFND 5 0 0 9,864
AIR PRODS & CHEMS INC COM 009158106 519 3,430 SH   DFND 11 0 3,430 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 43 1,763 SH   DFND 12,15 0 1,763 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 5,454 224,092 SH   DFND 15 0 224,092 0
AKAMAI TECHNOLOGIES INC COM 00971T101 2,230 45,776 SH   DFND 12,15 0 45,776 0
AKAMAI TECHNOLOGIES INC COM 00971T101 1,777 36,470 SH   DFND 14 0 36,470 0
AKAMAI TECHNOLOGIES INC COM 00971T101 16,606 340,850 SH   DFND 1 0 340,850 0
AKAMAI TECHNOLOGIES INC COM 00971T101 72,291 1,483,798 SH   DFND 15 0 1,483,798 0
AKAMAI TECHNOLOGIES INC COM 00971T101 395 8,100 SH   DFND 5 0 0 8,100
AKAMAI TECHNOLOGIES INC COM 00971T101 134 2,744 SH   DFND 11 0 2,744 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 14,578 15,000,000 PRN   DFND 1 0 15,000,000 0
AKORN INC COM 009728106 459 13,842 SH   DFND 14 0 13,842 0
AKORN INC COM 009728106 21,131 636,678 SH   DFND 15 0 636,678 0
AKEBIA THERAPEUTICS INC COM 00972D105 97 4,937 SH   DFND 12,15 0 4,937 0
AKEBIA THERAPEUTICS INC COM 00972D105 2,272 115,500 SH   DFND 1 0 115,500 0
AKEBIA THERAPEUTICS INC COM 00972D105 498 25,300 SH   DFND 1,3 0 25,300 0
AKEBIA THERAPEUTICS INC COM 00972D105 8,698 442,195 SH   DFND 15 0 442,195 0
ALAMO GROUP INC COM 011311107 8 74 SH   DFND 1,15 0 74 0
ALAMO GROUP INC COM 011311107 12,536 116,754 SH   DFND 15 0 116,754 0
ALAMOS GOLD INC NEW COM CL A 011532108 11 1,563 SH   DFND 2,15 0 1,563 0
ALAMOS GOLD INC NEW COM CL A 011532108 8,263 1,222,337 SH   DFND 1,2 0 1,222,337 0
ALAMOS GOLD INC NEW COM CL A 011532108 1,638 242,315 SH   DFND 1,9 0 242,315 0
ALAMOS GOLD INC NEW COM CL A 011532108 526 77,813 SH   DFND 15 0 77,813 0
ALARM COM HLDGS INC COM 011642105 2,895 64,085 SH   DFND 15 0 64,085 0
ALASKA AIR GROUP INC COM 011659109 878 11,509 SH   DFND 14 0 11,509 0
ALASKA AIR GROUP INC COM 011659109 72,741 953,733 SH   DFND 1 0 953,733 0
ALASKA AIR GROUP INC COM 011659109 3,395 44,515 SH   DFND 15 0 44,515 0
ALBANY INTL CORP CL A 012348108 31,101 541,821 SH   DFND 1 0 541,821 0
ALBANY INTL CORP CL A 012348108 1,047 18,239 SH   DFND 1,2 0 18,239 0
ALBANY INTL CORP CL A 012348108 10,887 189,671 SH   DFND 15 0 189,671 0
ALBANY INTL CORP CL A 012348108 5,570 97,040 SH   DFND 6 0 97,040 0
ALBANY INTL CORP CL A 012348108 2,714 47,283 SH   DFND 6,12 0 47,283 0
ALBANY INTL CORP CL A 012348108 628 10,936 SH   DFND 6,9 0 10,936 0
ALBEMARLE CORP COM 012653101 138 1,016 SH   DFND 12,15 0 1,016 0
ALBEMARLE CORP COM 012653101 359 2,636 SH   DFND 14 0 2,636 0
ALBEMARLE CORP COM 012653101 40,033 293,694 SH   DFND 1 0 293,694 0
ALBEMARLE CORP COM 012653101 17,504 128,410 SH   DFND 15 0 128,410 0
ALBEMARLE CORP COM 012653101 35 259 SH   DFND 5,4 0 259 0
ALBEMARLE CORP COM 012653101 232 1,700 SH   DFND 11 0 1,700 0
ALCOA CORP COM 013872106 430 9,231 SH   DFND 12,15 0 9,231 0
ALCOA CORP COM 013872106 86,262 1,850,318 SH   DFND 1 0 1,803,077 47,241
ALCOA CORP COM 013872106 297 6,367 SH   DFND 1,9 0 6,367 0
ALCOA CORP COM 013872106 7,161 153,602 SH   DFND 15 0 153,602 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 172 14,041 SH   DFND 15 0 14,041 0
ALEXANDER & BALDWIN INC NEW COM 014491104 1,469 31,700 SH   DFND 15 0 31,700 0
ALERE INC COM 01449J105 65 1,278 SH   DFND 12,15 0 1,278 0
ALERE INC COM 01449J105 1,824 35,772 SH   DFND 15 0 35,772 0
ALEXANDERS INC COM 014752109 693 1,634 SH   DFND 15 0 1,634 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 84 710 SH   DFND 12,15 0 710 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 391 3,287 SH   DFND 14 0 3,287 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 30,113 253,114 SH   DFND 1 0 132,906 120,208
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 555 4,667 SH   DFND 1,15 0 4,667 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 1,663 13,978 SH   DFND 15 0 13,978 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 167 1,400 SH   DFND 11 0 1,400 0
ALEXANDRIA REAL ESTATE EQ IN PFD CONV SER D 015271505 396 11,083 SH   DFND 1,11 0 11,083 0
ALEXION PHARMACEUTICALS INC COM 015351109 8,278 59,008 SH   DFND 12,15 0 59,008 0
ALEXION PHARMACEUTICALS INC COM 015351109 1,255 8,949 SH   DFND 14 0 8,949 0
ALEXION PHARMACEUTICALS INC COM 015351109 353,208 2,517,699 SH   DFND 1 0 2,517,549 150
ALEXION PHARMACEUTICALS INC COM 015351109 22,472 160,180 SH   DFND 1,12 0 160,180 0
ALEXION PHARMACEUTICALS INC COM 015351109 418 2,980 SH   DFND 1,9 0 2,980 0
ALEXION PHARMACEUTICALS INC COM 015351109 274,413 1,956,039 SH   DFND 15 0 1,956,039 0
ALEXION PHARMACEUTICALS INC COM 015351109 1,319 9,400 SH   DFND 5 0 0 9,400
ALEXION PHARMACEUTICALS INC COM 015351109 6 40 SH   DFND 5,6 0 40 0
ALEXION PHARMACEUTICALS INC COM 015351109 491 3,500 SH   DFND 11 0 3,500 0
ALGONQUIN PWR UTILS CORP COM 015857105 4,506 426,326 SH   DFND 2 0 426,326 0
ALGONQUIN PWR UTILS CORP COM 015857105 8,076 764,044 SH   DFND 2,15 0 764,044 0
ALGONQUIN PWR UTILS CORP COM 015857105 4,720 446,590 SH   DFND 1,2 0 446,590 0
ALGONQUIN PWR UTILS CORP COM 015857105 204 19,321 SH   DFND 15 0 19,321 0
ALGONQUIN PWR UTILS CORP COM 015857105 1,853 175,353 SH   DFND 5 0 25,777 149,576
ALGONQUIN PWR UTILS CORP COM 015857105 1,654 156,450 SH   DFND 5,9 0 156,450 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 47,783 276,665 SH   DFND 2 0 276,665 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 53,799 311,500 SH   DFND 12,4 0 311,500 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 166,040 961,381 SH   DFND 4 0 961,381 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 180,796 1,046,820 SH   DFND 4,9 0 1,046,820 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 40,098 232,171 SH   DFND 9 0 232,171 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 533,625 3,089,714 SH   DFND 1 0 3,089,714 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 7,833 45,356 SH   DFND 1,2 0 45,356 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 6,508 37,683 SH   DFND 1,12 0 37,683 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 7,874 45,589 SH   DFND 1,4 0 45,589 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 20,374 117,969 SH   DFND 1,9 0 117,969 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 892 5,162 SH   DFND 1,6 0 5,162 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 55,412 320,836 SH   DFND 15 0 320,836 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 915 5,300 SH   DFND 10 0 5,300 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 14,369 83,196 SH   DFND 11,6 0 83,196 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 385,022 2,229,298 SH   DFND 6 0 724,542 1,504,756
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 37,589 217,645 SH   DFND 6,12 0 217,645 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 961 5,564 SH   DFND 6,9 0 5,564 0
ALIGN TECHNOLOGY INC COM 016255101 121,937 654,627 SH   DFND 1 0 641,194 13,433
ALIGN TECHNOLOGY INC COM 016255101 6,207 33,322 SH   DFND 1,12 0 33,322 0
ALIGN TECHNOLOGY INC COM 016255101 25,026 134,354 SH   DFND 15 0 134,354 0
ALIGN TECHNOLOGY INC COM 016255101 224 1,200 SH   DFND 11 0 1,200 0
ALLEGHANY CORP DEL COM 017175100 164 296 SH   DFND 12,15 0 296 0
ALLEGHANY CORP DEL COM 017175100 18,873 34,066 SH   DFND 15 0 34,066 0
ALLEGHANY CORP DEL COM 017175100 111 200 SH   DFND 11 0 200 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 104 4,344 SH   DFND 12,15 0 4,344 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 317 13,274 SH   DFND 14 0 13,274 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 94,492 3,953,648 SH   DFND 1 0 3,953,648 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 3,296 137,927 SH   DFND 15 0 137,927 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 8,235 4,500,000 PRN   DFND 1 0 4,500,000 0
ALLEGIANCE BANCSHARES INC COM 01748H107 475 12,907 SH   DFND 15 0 12,907 0
ALLEGIANT TRAVEL CO COM 01748X102 1,583 12,018 SH   DFND 15 0 12,018 0
ALLETE INC COM NEW 018522300 159 2,054 SH   DFND 12,15 0 2,054 0
ALLETE INC COM NEW 018522300 7,605 98,393 SH   DFND 14 0 98,393 0
ALLETE INC COM NEW 018522300 19,240 248,935 SH   DFND 15 0 248,935 0
ALLIANCE CALIF MUN INCOME FD COM 018546101 2,193 158,786 SH   DFND 14 0 158,786 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 11,543 52,101 SH   DFND 2 0 52,101 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 494 2,232 SH   DFND 12,15 0 2,232 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 1,715 7,741 SH   DFND 14 0 7,741 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 16,356 73,824 SH   DFND 1 0 73,824 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 21,628 97,623 SH   DFND 1,2 0 97,623 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 26 118 SH   DFND 1,15 0 118 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 12,097 54,602 SH   DFND 15 0 54,602 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 532 2,400 SH   DFND 5 0 0 2,400
ALLIANCE DATA SYSTEMS CORP COM 018581108 177 800 SH   DFND 11 0 800 0
ALLIANCE HOLDINGS GP LP COM UNITS LP 01861G100 117 4,202 SH   DFND 12,15 0 4,202 0
ALLIANCE HOLDINGS GP LP COM UNITS LP 01861G100 783 28,160 SH   DFND 15 0 28,160 0
ALLIANCEBERNSTEIN NATL MUNI COM 01864U106 940 67,348 SH   DFND 14 0 67,348 0
ALLIANCE ONE INTL INC COM NEW 018772301 398 36,480 SH   DFND 1 0 36,480 0
ALLIANCE ONE INTL INC COM NEW 018772301 134 12,300 SH   DFND 1,3 0 12,300 0
ALLIANCE ONE INTL INC COM NEW 018772301 339 31,138 SH   DFND 15 0 31,138 0
ALLIANCEBERNSTEIN GBL HGH IN COM 01879R106 3,459 265,044 SH   DFND 14 0 265,044 0
ALLIANCEBERNSTEIN GBL HGH IN COM 01879R106 11,827 906,297 SH   DFND 15 0 906,297 0
ALLIANT ENERGY CORP COM 018802108 157 3,767 SH   DFND 12,15 0 3,767 0
ALLIANT ENERGY CORP COM 018802108 5,802 139,565 SH   DFND 14 0 139,565 0
ALLIANT ENERGY CORP COM 018802108 15,203 365,709 SH   DFND 1 0 365,709 0
ALLIANT ENERGY CORP COM 018802108 6,267 150,768 SH   DFND 15 0 150,768 0
ALLIANT ENERGY CORP COM 018802108 723 17,400 SH   DFND 5 0 0 17,400
ALLIANT ENERGY CORP COM 018802108 149 3,576 SH   DFND 11 0 3,576 0
ALLIANZGI CONV & INCOME FD I COM 018825109 1,582 253,095 SH   DFND 14 0 253,095 0
ALLIANZGI CONV & INCOME FD COM 018828103 214 30,204 SH   DFND 14 0 30,204 0
ALLIANZGI EQUITY & CONV INCO COM 018829101 3,941 190,374 SH   DFND 14 0 190,374 0
ALLIANZGI NFJ DIVID INT & PR COM 01883A107 2,628 196,146 SH   DFND 14 0 196,146 0
ALLIANZGI NFJ DIVID INT & PR COM 01883A107 13,498 1,007,350 SH   DFND 15 0 1,007,350 0
ALLIANZGI DIVERS INC & CNV F COM 01883J108 4,301 200,154 SH   DFND 14 0 200,154 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 66 1,768 SH   DFND 12,15 0 1,768 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 582 15,508 SH   DFND 4 0 15,508 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 36 946 SH   DFND 14 0 946 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 18,231 485,770 SH   DFND 1 0 435,020 50,750
ALLISON TRANSMISSION HLDGS I COM 01973R101 2,530 67,400 SH   DFND 1,4 0 67,400 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 723 19,260 SH   DFND 1,9 0 19,260 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 713 19,000 SH   DFND 1,3 0 19,000 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 1,440 38,369 SH   DFND 15 0 38,369 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 311 8,300 SH   DFND 5 0 0 8,300
ALLISON TRANSMISSION HLDGS I COM 01973R101 267 7,118 SH   DFND 5,9 0 7,118 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 1,882 50,159 SH   DFND 5,6 0 24,021 26,138
ALLISON TRANSMISSION HLDGS I COM 01973R101 108 2,874 SH   DFND 5,7 0 0 2,874
ALLISON TRANSMISSION HLDGS I COM 01973R101 526 14,015 SH   DFND 13 0 14,015 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 44 3,121 SH   DFND 12,15 0 3,121 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 523 36,748 SH   DFND 14 0 36,748 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 4,225 296,880 SH   DFND 15 0 296,880 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 9,529 9,000,000 PRN   DFND 1 0 9,000,000 0
ALLSTATE CORP COM 020002101 821 8,928 SH   DFND 12,15 0 8,928 0
ALLSTATE CORP COM 020002101 6,652 72,378 SH   DFND 14 0 72,378 0
ALLSTATE CORP COM 020002101 237,283 2,581,686 SH   DFND 1 0 2,522,020 59,666
ALLSTATE CORP COM 020002101 1,051 11,436 SH   DFND 1,9 0 11,436 0
ALLSTATE CORP COM 020002101 1,607 17,487 SH   DFND 1,15 0 17,487 0
ALLSTATE CORP COM 020002101 125,549 1,365,997 SH   DFND 15 0 1,365,997 0
ALLSTATE CORP COM 020002101 2,011 21,881 SH   DFND 5 0 0 21,881
ALLSTATE CORP COM 020002101 45 485 SH   DFND 5,4 0 485 0
ALLSTATE CORP COM 020002101 659 7,174 SH   DFND 5,6 0 3,415 3,759
ALLSTATE CORP COM 020002101 540 5,878 SH   DFND 11 0 5,878 0
ALLSTATE CORP COM 020002101 313 3,408 SH   DFND 13 0 3,408 0
ALLY FINL INC COM 02005N100 503 20,726 SH   DFND 12,15 0 20,726 0
ALLY FINL INC COM 02005N100 303,337 12,503,576 SH   DFND 1 0 12,178,541 325,035
ALLY FINL INC COM 02005N100 1,401 57,758 SH   DFND 1,9 0 57,758 0
ALLY FINL INC COM 02005N100 7,663 315,880 SH   DFND 15 0 315,880 0
ALLY FINL INC COM 02005N100 43 1,783 SH   DFND 5,4 0 1,783 0
ALLY FINL INC COM 02005N100 1,093 45,039 SH   DFND 5,6 0 19,043 25,996
ALLY FINL INC COM 02005N100 175 7,200 SH   DFND 11 0 7,200 0
ALLY FINL INC COM 02005N100 374 15,427 SH   DFND 13 0 15,427 0
ALMOST FAMILY INC COM 020409108 2,859 53,248 SH   DFND 15 0 53,248 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 9,502 80,878 SH   DFND 15 0 80,878 0
ALPHABET INC CAP STK CL C 02079K107 104,648 109,110 SH   DFND 2 0 109,110 0
ALPHABET INC CAP STK CL C 02079K107 87,930 91,679 SH   DFND 12,15 0 91,679 0
ALPHABET INC CAP STK CL C 02079K107 736 767 SH   DFND 4 0 767 0
ALPHABET INC CAP STK CL C 02079K107 2,523 2,631 SH   DFND 14 0 2,631 0
ALPHABET INC CAP STK CL C 02079K107 372,446 388,325 SH   DFND 1 0 387,390 935
ALPHABET INC CAP STK CL C 02079K107 2,200 2,294 SH   DFND 1,2 0 2,294 0
ALPHABET INC CAP STK CL C 02079K107 2,222 2,317 SH   DFND 1,12 0 2,317 0
ALPHABET INC CAP STK CL C 02079K107 820 855 SH   DFND 1,4 0 855 0
ALPHABET INC CAP STK CL C 02079K107 197 205 SH   DFND 1,3 0 205 0
ALPHABET INC CAP STK CL C 02079K107 81 84 SH   DFND 1,11 0 84 0
ALPHABET INC CAP STK CL C 02079K107 2,687,578 2,802,158 SH   DFND 15 0 2,802,158 0
ALPHABET INC CAP STK CL C 02079K107 2,906 3,030 SH   DFND 10 0 3,030 0
ALPHABET INC CAP STK CL C 02079K107 11,537 12,029 SH   DFND 5 0 0 12,029
ALPHABET INC CAP STK CL C 02079K107 1,014 1,057 SH   DFND 5,4 0 1,057 0
ALPHABET INC CAP STK CL C 02079K107 3,865 4,030 SH   DFND 5,6 0 1,942 2,088
ALPHABET INC CAP STK CL C 02079K107 207 216 SH   DFND 5,7 0 0 216
ALPHABET INC CAP STK CL C 02079K107 4,770 4,973 SH   DFND 11 0 4,973 0
ALPHABET INC CAP STK CL C 02079K107 188 196 SH   DFND 11,2 0 196 0
ALPHABET INC CAP STK CL C 02079K107 147 153 SH   DFND 6 0 153 0
ALPHABET INC CAP STK CL C 02079K107 4,951 5,162 SH   DFND 13 0 5,162 0
ALPHABET INC CAP STK CL A 02079K305 123,581 126,916 SH   DFND 2 0 126,916 0
ALPHABET INC CAP STK CL A 02079K305 76,778 78,850 SH   DFND 12,15 0 78,850 0
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ALPHABET INC CAP STK CL A 02079K305 15,861 16,289 SH   DFND 14 0 16,289 0
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ARENA PHARMACEUTICALS INC COM NEW 040047607 1,494 58,600 SH   DFND 1 0 58,600 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 9 336 SH   DFND 15 0 336 0
ARGAN INC COM 04010E109 97 1,445 SH   DFND 12,15 0 1,445 0
ARGAN INC COM 04010E109 1,182 17,580 SH   DFND 1 0 17,580 0
ARGAN INC COM 04010E109 760 11,300 SH   DFND 1,3 0 11,300 0
ARGAN INC COM 04010E109 10,659 158,497 SH   DFND 15 0 158,497 0
ARES CAP CORP COM 04010L103 4,689 286,060 SH   DFND 14 0 286,060 0
ARES CAP CORP COM 04010L103 10,954 668,360 SH   DFND 15 0 668,360 0
ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 10,050 10,000,000 PRN   DFND 1 0 10,000,000 0
ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 101 100,000 PRN   DFND 6 0 100,000 0
ARES COML REAL ESTATE CORP COM 04013V108 213 15,980 SH   DFND 1 0 15,980 0
ARES COML REAL ESTATE CORP COM 04013V108 69 5,200 SH   DFND 1,3 0 5,200 0
ARES COML REAL ESTATE CORP COM 04013V108 814 61,156 SH   DFND 15 0 61,156 0
ARES DYNAMIC CR ALLOCATION F COM 04014F102 9,227 562,610 SH   DFND 14 0 562,610 0
ARISTA NETWORKS INC COM 040413106 773 4,078 SH   DFND 14 0 4,078 0
ARISTA NETWORKS INC COM 040413106 17,783 93,789 SH   DFND 15 0 93,789 0
ARISTA NETWORKS INC COM 040413106 133 700 SH   DFND 11 0 700 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 16,045 1,260,419 SH   DFND 15 0 1,260,419 0
ARMADA HOFFLER PPTYS INC COM 04208T108 9,512 688,741 SH   DFND 15 0 688,741 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 30 1,123 SH   DFND 12,15 0 1,123 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 2,544 94,560 SH   DFND 1 0 46,660 47,900
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 659 24,500 SH   DFND 1,3 0 24,500 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 13,084 486,383 SH   DFND 15 0 486,383 0
ARMSTRONG FLOORING INC COM 04238R106 1,198 76,091 SH   DFND 15 0 76,091 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 53 1,032 SH   DFND 12,15 0 1,032 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 29 571 SH   DFND 14 0 571 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 1,522 29,692 SH   DFND 15 0 29,692 0
ARRAY BIOPHARMA INC COM 04269X105 20,537 1,669,701 SH   DFND 1 0 1,656,201 13,500
ARRAY BIOPHARMA INC COM 04269X105 5,185 421,582 SH   DFND 1,12 0 421,582 0
ARRAY BIOPHARMA INC COM 04269X105 41 3,300 SH   DFND 1,3 0 3,300 0
ARRAY BIOPHARMA INC COM 04269X105 1,616 131,419 SH   DFND 15 0 131,419 0
ARROW ELECTRS INC COM 042735100 334 4,155 SH   DFND 12,15 0 4,155 0
ARROW ELECTRS INC COM 042735100 709 8,823 SH   DFND 14 0 8,823 0
ARROW ELECTRS INC COM 042735100 5,484 68,195 SH   DFND 15 0 68,195 0
ARROW ELECTRS INC COM 042735100 116 1,446 SH   DFND 11 0 1,446 0
ARROW FINL CORP COM 042744102 462 13,454 SH   DFND 15 0 13,454 0
ARTESIAN RESOURCES CORP CL A 043113208 1,897 50,197 SH   DFND 15 0 50,197 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 9,440 289,561 SH   DFND 15 0 289,561 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 79 1,292 SH   DFND 12,15 0 1,292 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 195 3,194 SH   DFND 14 0 3,194 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 2,192 35,874 SH   DFND 15 0 35,874 0
ASCENA RETAIL GROUP INC COM 04351G101 30 12,173 SH   DFND 12,15 0 12,173 0
ASCENA RETAIL GROUP INC COM 04351G101 43 17,390 SH   DFND 14 0 17,390 0
ASCENA RETAIL GROUP INC COM 04351G101 718 293,211 SH   DFND 15 0 293,211 0
ASCENT CAP GROUP INC COM SER A 043632108 628 48,156 SH   DFND 15 0 48,156 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 1,064 111,962 SH   DFND 15 0 111,962 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 1,650 247,406 SH   DFND 1 0 247,406 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 17,040 2,554,774 SH   DFND 15 0 2,554,774 0
ASHLAND GLOBAL HLDGS INC COM 044186104 75 1,141 SH   DFND 12,15 0 1,141 0
ASHLAND GLOBAL HLDGS INC COM 044186104 201 3,072 SH   DFND 14 0 3,072 0
ASHLAND GLOBAL HLDGS INC COM 044186104 170 2,600 SH   DFND 1 0 2,600 0
ASHLAND GLOBAL HLDGS INC COM 044186104 125 1,919 SH   DFND 1,5 0 1,919 0
ASHLAND GLOBAL HLDGS INC COM 044186104 20,318 310,726 SH   DFND 15 0 310,726 0
ASHLAND GLOBAL HLDGS INC COM 044186104 55 844 SH   DFND 5,4 0 844 0
ASPEN TECHNOLOGY INC COM 045327103 106 1,694 SH   DFND 12,15 0 1,694 0
ASPEN TECHNOLOGY INC COM 045327103 77,740 1,237,698 SH   DFND 1 0 1,237,698 0
ASPEN TECHNOLOGY INC COM 045327103 226 3,600 SH   DFND 1,3 0 3,600 0
ASPEN TECHNOLOGY INC COM 045327103 12,285 195,582 SH   DFND 15 0 195,582 0
ASSEMBLY BIOSCIENCES INC COM 045396108 114 3,260 SH   DFND 1 0 3,260 0
ASSEMBLY BIOSCIENCES INC COM 045396108 136 3,900 SH   DFND 1,3 0 3,900 0
ASSEMBLY BIOSCIENCES INC COM 045396108 9 257 SH   DFND 15 0 257 0
ASSEMBLY BIOSCIENCES INC COM 045396108 757 21,669 SH   DFND 5 0 0 21,669
ASSOCIATED BANC CORP COM 045487105 50 2,067 SH   DFND 12,15 0 2,067 0
ASSOCIATED BANC CORP COM 045487105 57 2,359 SH   DFND 14 0 2,359 0
ASSOCIATED BANC CORP COM 045487105 941 38,800 SH   DFND 1 0 0 38,800
ASSOCIATED BANC CORP COM 045487105 4,054 167,170 SH   DFND 15 0 167,170 0
ASSURANT INC COM 04621X108 280 2,936 SH   DFND 12,15 0 2,936 0
ASSURANT INC COM 04621X108 476 4,982 SH   DFND 14 0 4,982 0
ASSURANT INC COM 04621X108 16,324 170,900 SH   DFND 1 0 170,900 0
ASSURANT INC COM 04621X108 36 381 SH   DFND 1,15 0 381 0
ASSURANT INC COM 04621X108 13,402 140,304 SH   DFND 15 0 140,304 0
ASSURANT INC COM 04621X108 86 900 SH   DFND 11 0 900 0
ASTEC INDS INC COM 046224101 8 149 SH   DFND 1,15 0 149 0
ASTEC INDS INC COM 046224101 1,615 28,835 SH   DFND 15 0 28,835 0
ASTORIA FINL CORP COM 046265104 5,881 273,522 SH   DFND 15 0 273,522 0
ASTRAZENECA PLC SPONSORED ADR 046353108 871 25,704 SH   DFND 14 0 25,704 0
ASTRAZENECA PLC SPONSORED ADR 046353108 19,249 568,162 SH   DFND 1 0 568,162 0
ASTRAZENECA PLC SPONSORED ADR 046353108 5,636 166,345 SH   DFND 1,12 0 166,345 0
ASTRAZENECA PLC SPONSORED ADR 046353108 1,680 49,583 SH   DFND 15 0 49,583 0
ASTRONICS CORP COM 046433108 541 18,189 SH   DFND 15 0 18,189 0
ATARA BIOTHERAPEUTICS INC COM 046513107 311 18,791 SH   DFND 15 0 18,791 0
ATHENAHEALTH INC COM 04685W103 2,488 20,006 SH   DFND 15 0 20,006 0
ATKORE INTL GROUP INC COM 047649108 323 16,552 SH   DFND 15 0 16,552 0
ATLANTIC PWR CORP COM NEW 04878Q863 1,005 410,269 SH   DFND 15 0 410,269 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 1,593 24,213 SH   DFND 15 0 24,213 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 11,459 9,500,000 PRN   DFND 1 0 9,500,000 0
ATMOS ENERGY CORP COM 049560105 133 1,583 SH   DFND 12,15 0 1,583 0
ATMOS ENERGY CORP COM 049560105 10,703 127,665 SH   DFND 14 0 127,665 0
ATMOS ENERGY CORP COM 049560105 238 2,836 SH   DFND 1 0 2,836 0
ATMOS ENERGY CORP COM 049560105 27,544 328,530 SH   DFND 15 0 328,530 0
ATMOS ENERGY CORP COM 049560105 679 8,100 SH   DFND 5 0 0 8,100
ATMOS ENERGY CORP COM 049560105 143 1,700 SH   DFND 11 0 1,700 0
ATRICURE INC COM 04963C209 322 14,406 SH   DFND 15 0 14,406 0
ATRION CORP COM 049904105 2,652 3,947 SH   DFND 15 0 3,947 0
ATWOOD OCEANICS INC COM 050095108 51 5,465 SH   DFND 12,15 0 5,465 0
ATWOOD OCEANICS INC COM 050095108 2,605 277,393 SH   DFND 15 0 277,393 0
AUTODESK INC COM 052769106 6,452 57,472 SH   DFND 12,15 0 57,472 0
AUTODESK INC COM 052769106 16,336 145,517 SH   DFND 1 0 145,517 0
AUTODESK INC COM 052769106 208,890 1,860,772 SH   DFND 15 0 1,860,772 0
AUTODESK INC COM 052769106 1,112 9,910 SH   DFND 5 0 0 9,910
AUTODESK INC COM 052769106 348 3,104 SH   DFND 11 0 3,104 0
AUTOHOME INC SP ADR RP CL A 05278C107 38,692 644,000 SH   DFND 4 0 644,000 0
AUTOHOME INC SP ADR RP CL A 05278C107 49,418 822,541 SH   DFND 4,9 0 822,541 0
AUTOHOME INC SP ADR RP CL A 05278C107 14,649 243,827 SH   DFND 9 0 243,827 0
AUTOHOME INC SP ADR RP CL A 05278C107 1,911 31,800 SH   DFND 1,4 0 31,800 0
AUTOHOME INC SP ADR RP CL A 05278C107 345 5,743 SH   DFND 1,6 0 5,743 0
AUTOHOME INC SP ADR RP CL A 05278C107 9,140 152,124 SH   DFND 15 0 152,124 0
AUTOHOME INC SP ADR RP CL A 05278C107 4,901 81,576 SH   DFND 11,6 0 81,576 0
AUTOHOME INC SP ADR RP CL A 05278C107 82,510 1,373,329 SH   DFND 6 0 1,144,285 229,044
AUTOHOME INC SP ADR RP CL A 05278C107 238 3,966 SH   DFND 6,2 0 3,966 0
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AUTOHOME INC SP ADR RP CL A 05278C107 1,910 31,789 SH   DFND 6,9 0 31,789 0
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AUTOLIV INC COM 052800109 230 1,863 SH   DFND 12,15 0 1,863 0
AUTOLIV INC COM 052800109 3,194 25,839 SH   DFND 15 0 25,839 0
AUTOLIV INC COM 052800109 569 4,600 SH   DFND 5 0 0 4,600
AUTOLIV INC COM 052800109 173 1,400 SH   DFND 11 0 1,400 0
AUTOMATIC DATA PROCESSING IN COM 053015103 13,016 119,065 SH   DFND 12,15 0 119,065 0
AUTOMATIC DATA PROCESSING IN COM 053015103 83,973 768,135 SH   DFND 14 0 768,135 0
AUTOMATIC DATA PROCESSING IN COM 053015103 243,354 2,226,070 SH   DFND 1 0 2,226,070 0
AUTOMATIC DATA PROCESSING IN COM 053015103 62 567 SH   DFND 1,2 0 567 0
AUTOMATIC DATA PROCESSING IN COM 053015103 224 2,052 SH   DFND 1,9 0 2,052 0
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AUTOMATIC DATA PROCESSING IN COM 053015103 601 5,500 SH   DFND 10 0 5,500 0
AUTOMATIC DATA PROCESSING IN COM 053015103 1,848 16,900 SH   DFND 5 0 0 16,900
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AUTONATION INC COM 05329W102 238 5,010 SH   DFND 12,15 0 5,010 0
AUTONATION INC COM 05329W102 459 9,676 SH   DFND 14 0 9,676 0
AUTONATION INC COM 05329W102 5,528 116,483 SH   DFND 15 0 116,483 0
AUTONATION INC COM 05329W102 57 1,200 SH   DFND 11 0 1,200 0
AUTOZONE INC COM 053332102 183,893 309,007 SH   DFND 2 0 309,007 0
AUTOZONE INC COM 053332102 546 917 SH   DFND 12,15 0 917 0
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AVALONBAY CMNTYS INC COM 053484101 230 1,287 SH   DFND 12,15 0 1,287 0
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AVALONBAY CMNTYS INC COM 053484101 328,199 1,839,477 SH   DFND 1 0 852,400 987,077
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AVALONBAY CMNTYS INC COM 053484101 723 4,055 SH   DFND 1,12 0 4,055 0
AVALONBAY CMNTYS INC COM 053484101 457 2,563 SH   DFND 1,9 0 2,563 0
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AVALONBAY CMNTYS INC COM 053484101 494 2,766 SH   DFND 1,15 0 2,766 0
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AVALONBAY CMNTYS INC COM 053484101 61,560 345,031 SH   DFND 15 0 345,031 0
AVALONBAY CMNTYS INC COM 053484101 382 2,141 SH   DFND 11 0 2,141 0
AVANGRID INC COM 05351W103 60 1,273 SH   DFND 12,15 0 1,273 0
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AVANGRID INC COM 05351W103 2,761 58,216 SH   DFND 15 0 58,216 0
AVENUE INCOME CR STRATEGIES COM 05358E106 7,756 525,841 SH   DFND 14 0 525,841 0
AVERY DENNISON CORP COM 053611109 126 1,278 SH   DFND 12,15 0 1,278 0
AVERY DENNISON CORP COM 053611109 142,925 1,453,377 SH   DFND 1 0 1,453,377 0
AVERY DENNISON CORP COM 053611109 128 1,302 SH   DFND 1,9 0 1,302 0
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AVERY DENNISON CORP COM 053611109 6,166 62,700 SH   DFND 15 0 62,700 0
AVERY DENNISON CORP COM 053611109 910 9,256 SH   DFND 5,6 0 4,308 4,948
AVERY DENNISON CORP COM 053611109 137 1,397 SH   DFND 11 0 1,397 0
AVID TECHNOLOGY INC COM 05367P100 367 80,890 SH   DFND 15 0 80,890 0
AVIS BUDGET GROUP COM 053774105 303 7,974 SH   DFND 12,15 0 7,974 0
AVIS BUDGET GROUP COM 053774105 1,078 28,312 SH   DFND 14 0 28,312 0
AVIS BUDGET GROUP COM 053774105 5,570 146,335 SH   DFND 15 0 146,335 0
AVISTA CORP COM 05379B107 75 1,442 SH   DFND 12,15 0 1,442 0
AVISTA CORP COM 05379B107 154 2,977 SH   DFND 14 0 2,977 0
AVISTA CORP COM 05379B107 21,404 413,435 SH   DFND 15 0 413,435 0
AVNET INC COM 053807103 238 6,053 SH   DFND 12,15 0 6,053 0
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AVNET INC COM 053807103 4,720 120,095 SH   DFND 15 0 120,095 0
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AVON PRODS INC COM 054303102 70 29,970 SH   DFND 12,15 0 29,970 0
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AXCELIS TECHNOLOGIES INC COM NEW 054540208 721 26,350 SH   DFND 1 0 26,350 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208 4,691 171,512 SH   DFND 15 0 171,512 0
AXOGEN INC COM 05463X106 2,784 143,896 SH   DFND 15 0 143,896 0
AXON ENTERPRISE INC COM 05464C101 264 11,665 SH   DFND 14 0 11,665 0
AXON ENTERPRISE INC COM 05464C101 3,716 163,938 SH   DFND 15 0 163,938 0
BB&T CORP COM 054937107 647 13,779 SH   DFND 12,15 0 13,779 0
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BB&T CORP COM 054937107 128,467 2,736,825 SH   DFND 1 0 2,491,396 245,429
BB&T CORP COM 054937107 944 20,104 SH   DFND 1,2 0 20,104 0
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BB&T CORP COM 054937107 605 12,884 SH   DFND 11 0 12,884 0
B & G FOODS INC NEW COM 05508R106 1,514 47,545 SH   DFND 14 0 47,545 0
B & G FOODS INC NEW COM 05508R106 3,245 101,873 SH   DFND 1 0 69,300 32,573
B & G FOODS INC NEW COM 05508R106 7,185 225,601 SH   DFND 15 0 225,601 0
BCE INC COM NEW 05534B760 22,473 479,877 SH   DFND 2,15 0 479,877 0
BCE INC COM NEW 05534B760 1,722 36,771 SH   DFND 14 0 36,771 0
BCE INC COM NEW 05534B760 932 19,910 SH   DFND 1 0 19,910 0
BCE INC COM NEW 05534B760 19,950 426,011 SH   DFND 1,2 0 426,011 0
BCE INC COM NEW 05534B760 22,470 479,820 SH   DFND 15 0 479,820 0
BCE INC COM NEW 05534B760 294 6,278 SH   DFND 5 0 0 6,278
BCE INC COM NEW 05534B760 111 2,369 SH   DFND 11 0 2,369 0
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BHP BILLITON PLC SPONSORED ADR 05545E209 3,564 100,531 SH   DFND 14 0 100,531 0
BHP BILLITON PLC SPONSORED ADR 05545E209 734 20,692 SH   DFND 15 0 20,692 0
BOK FINL CORP COM NEW 05561Q201 5,687 63,842 SH   DFND 15 0 63,842 0
BP PLC SPONSORED ADR 055622104 2,108 54,860 SH   DFND 14 0 54,860 0
BP PLC SPONSORED ADR 055622104 350,297 9,115,208 SH   DFND 1 0 8,886,502 228,706
BP PLC SPONSORED ADR 055622104 38,872 1,011,498 SH   DFND 1,2 0 1,011,498 0
BP PLC SPONSORED ADR 055622104 10,515 273,625 SH   DFND 1,9 0 273,625 0
BP PLC SPONSORED ADR 055622104 31,613 822,606 SH   DFND 15 0 822,606 0
BOFI HLDG INC COM 05566U108 456 16,001 SH   DFND 14 0 16,001 0
BOFI HLDG INC COM 05566U108 72,886 2,560,115 SH   DFND 1 0 2,560,115 0
BOFI HLDG INC COM 05566U108 3,305 116,083 SH   DFND 15 0 116,083 0
BT GROUP PLC ADR 05577E101 3,702 192,420 SH   DFND 14 0 192,420 0
BT GROUP PLC ADR 05577E101 3,602 187,225 SH   DFND 1 0 187,225 0
BT GROUP PLC ADR 05577E101 20,352 1,057,811 SH   DFND 15 0 1,057,811 0
B RILEY FINL INC COM 05580M108 1,991 116,772 SH   DFND 15 0 116,772 0
BMC STK HLDGS INC COM 05591B109 3,785 177,282 SH   DFND 9 0 177,282 0
BMC STK HLDGS INC COM 05591B109 32,361 1,515,734 SH   DFND 1 0 1,379,035 136,699
BMC STK HLDGS INC COM 05591B109 1,392 65,191 SH   DFND 15 0 65,191 0
BWX TECHNOLOGIES INC COM 05605H100 155 2,761 SH   DFND 12,15 0 2,761 0
BWX TECHNOLOGIES INC COM 05605H100 92,549 1,652,066 SH   DFND 1 0 1,652,066 0
BWX TECHNOLOGIES INC COM 05605H100 946 16,878 SH   DFND 1,2 0 16,878 0
BWX TECHNOLOGIES INC COM 05605H100 18,120 323,457 SH   DFND 15 0 323,457 0
BWX TECHNOLOGIES INC COM 05605H100 5,262 93,931 SH   DFND 6 0 93,931 0
BWX TECHNOLOGIES INC COM 05605H100 2,487 44,398 SH   DFND 6,12 0 44,398 0
BWX TECHNOLOGIES INC COM 05605H100 1,187 21,184 SH   DFND 6,9 0 21,184 0
BABCOCK & WILCOX ENTERPRIS I COM 05614L100 4 1,182 SH   DFND 12,15 0 1,182 0
BABCOCK & WILCOX ENTERPRIS I COM 05614L100 600 180,073 SH   DFND 15 0 180,073 0
BADGER METER INC COM 056525108 370 7,542 SH   DFND 14 0 7,542 0
BADGER METER INC COM 056525108 12 240 SH   DFND 1,15 0 240 0
BADGER METER INC COM 056525108 23,363 476,799 SH   DFND 15 0 476,799 0
BAIDU INC SPON ADR REP A 056752108 26,784 108,137 SH   DFND 2 0 108,137 0
BAIDU INC SPON ADR REP A 056752108 58,950 238,000 SH   DFND 12,4 0 238,000 0
BAIDU INC SPON ADR REP A 056752108 17,674 71,355 SH   DFND 12,15 0 71,355 0
BAIDU INC SPON ADR REP A 056752108 30,123 121,614 SH   DFND 4 0 121,614 0
BAIDU INC SPON ADR REP A 056752108 46,226 186,627 SH   DFND 4,9 0 186,627 0
BAIDU INC SPON ADR REP A 056752108 247,135 997,760 SH   DFND 1 0 993,522 4,238
BAIDU INC SPON ADR REP A 056752108 27,346 110,404 SH   DFND 1,2 0 110,404 0
BAIDU INC SPON ADR REP A 056752108 1,515 6,116 SH   DFND 1,12 0 6,116 0
BAIDU INC SPON ADR REP A 056752108 2,069 8,354 SH   DFND 1,4 0 8,354 0
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BAIDU INC SPON ADR REP A 056752108 21,855 88,237 SH   DFND 1,3 0 88,237 0
BAIDU INC SPON ADR REP A 056752108 1,814 7,323 SH   DFND 1,6 0 7,323 0
BAIDU INC SPON ADR REP A 056752108 572,104 2,309,760 SH   DFND 15 0 2,309,760 0
BAIDU INC SPON ADR REP A 056752108 17,752 71,672 SH   DFND 11,6 0 68,303 3,369
BAIDU INC SPON ADR REP A 056752108 652,921 2,636,041 SH   DFND 6 0 1,333,693 1,302,348
BAIDU INC SPON ADR REP A 056752108 917 3,703 SH   DFND 6,2 0 3,703 0
BAIDU INC SPON ADR REP A 056752108 54,550 220,235 SH   DFND 6,12 0 220,235 0
BAIDU INC SPON ADR REP A 056752108 9,117 36,807 SH   DFND 6,9 0 36,807 0
BAIDU INC SPON ADR REP A 056752108 293 1,182 SH   DFND 6,3 0 1,182 0
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BAKER HUGHES A GE CO CL A 05722G100 308 8,419 SH   DFND 12,15 0 8,419 0
BAKER HUGHES A GE CO CL A 05722G100 1,079 29,457 SH   DFND 14 0 29,457 0
BAKER HUGHES A GE CO CL A 05722G100 244,402 6,674,012 SH   DFND 1 0 5,969,032 704,980
BAKER HUGHES A GE CO CL A 05722G100 13,264 362,203 SH   DFND 1,2 0 362,203 0
BAKER HUGHES A GE CO CL A 05722G100 3,176 86,735 SH   DFND 1,9 0 86,735 0
BAKER HUGHES A GE CO CL A 05722G100 406 11,079 SH   DFND 1,3 0 11,079 0
BAKER HUGHES A GE CO CL A 05722G100 31 851 SH   DFND 1,15 0 851 0
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BIOMARIN PHARMACEUTICAL INC COM 09061G101 363 3,900 SH   DFND 5 0 0 3,900
BIOMARIN PHARMACEUTICAL INC COM 09061G101 261 2,800 SH   DFND 11 0 2,800 0
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BITAUTO HLDGS LTD SPONSORED ADS 091727107 2,440 54,613 SH   DFND 15 0 54,613 0
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BOEING CO COM 097023105 200,058 786,980 SH   DFND 1 0 770,130 16,850
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BOEING CO COM 097023105 1,248 4,910 SH   DFND 5,7 0 0 4,910
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CIGNA CORPORATION COM 125509109 310 1,660 SH   DFND 6 0 1,660 0
CIGNA CORPORATION COM 125509109 2,712 14,506 SH   DFND 13 0 14,506 0
CIT GROUP INC COM NEW 125581801 236 4,806 SH   DFND 12,15 0 4,806 0
CIT GROUP INC COM NEW 125581801 223 4,540 SH   DFND 14 0 4,540 0
CIT GROUP INC COM NEW 125581801 3,779 77,034 SH   DFND 15 0 77,034 0
CIT GROUP INC COM NEW 125581801 491 10,000 SH   DFND 5 0 0 10,000
CIT GROUP INC COM NEW 125581801 113 2,300 SH   DFND 11 0 2,300 0
CME GROUP INC COM CL A 12572Q105 462 3,408 SH   DFND 2,15 0 3,408 0
CME GROUP INC COM CL A 12572Q105 544 4,008 SH   DFND 12,15 0 4,008 0
CME GROUP INC COM CL A 12572Q105 6,284 46,317 SH   DFND 14 0 46,317 0
CME GROUP INC COM CL A 12572Q105 18,769 138,336 SH   DFND 1 0 138,336 0
CME GROUP INC COM CL A 12572Q105 96,451 710,868 SH   DFND 15 0 710,868 0
CME GROUP INC COM CL A 12572Q105 2,103 15,500 SH   DFND 5 0 0 15,500
CME GROUP INC COM CL A 12572Q105 725 5,340 SH   DFND 11 0 5,340 0
CMS ENERGY CORP COM 125896100 333 7,181 SH   DFND 12,15 0 7,181 0
CMS ENERGY CORP COM 125896100 6,396 138,089 SH   DFND 14 0 138,089 0
CMS ENERGY CORP COM 125896100 51,369 1,108,993 SH   DFND 1 0 1,108,993 0
CMS ENERGY CORP COM 125896100 27 576 SH   DFND 1,11 0 576 0
CMS ENERGY CORP COM 125896100 79,059 1,706,794 SH   DFND 15 0 1,706,794 0
CMS ENERGY CORP COM 125896100 630 13,600 SH   DFND 5 0 0 13,600
CMS ENERGY CORP COM 125896100 213 4,600 SH   DFND 11 0 4,600 0
CSS INDS INC COM 125906107 829 28,751 SH   DFND 15 0 28,751 0
CNA FINL CORP COM 126117100 376 7,489 SH   DFND 12,15 0 7,489 0
CNA FINL CORP COM 126117100 445 8,850 SH   DFND 1 0 8,850 0
CNA FINL CORP COM 126117100 6,558 130,506 SH   DFND 15 0 130,506 0
CNA FINL CORP COM 126117100 120 2,387 SH   DFND 5,4 0 2,387 0
CNOOC LTD SPONSORED ADR 126132109 5,437 41,916 SH   DFND 15 0 41,916 0
CPFL ENERGIA S A SPONSORED ADR 126153105 709 41,335 SH   DFND 14 0 41,335 0
CRA INTL INC COM 12618T105 808 19,691 SH   DFND 15 0 19,691 0
CNO FINL GROUP INC COM 12621E103 209 8,973 SH   DFND 12,15 0 8,973 0
CNO FINL GROUP INC COM 12621E103 2,761 118,278 SH   DFND 14 0 118,278 0
CNO FINL GROUP INC COM 12621E103 80,065 3,430,375 SH   DFND 1 0 3,430,375 0
CNO FINL GROUP INC COM 12621E103 879 37,677 SH   DFND 1,2 0 37,677 0
CNO FINL GROUP INC COM 12621E103 65 2,800 SH   DFND 1,3 0 2,800 0
CNO FINL GROUP INC COM 12621E103 4,065 174,160 SH   DFND 15 0 174,160 0
CNO FINL GROUP INC COM 12621E103 4,672 200,181 SH   DFND 6 0 200,181 0
CNO FINL GROUP INC COM 12621E103 2,171 93,001 SH   DFND 6,12 0 93,001 0
CNO FINL GROUP INC COM 12621E103 600 25,686 SH   DFND 6,9 0 25,686 0
CRH PLC ADR 12626K203 611 16,128 SH   DFND 15 0 16,128 0
CSG SYS INTL INC COM 126349109 161 4,014 SH   DFND 14 0 4,014 0
CSG SYS INTL INC COM 126349109 7,762 193,566 SH   DFND 15 0 193,566 0
CPI CARD GROUP INC COM 12634H101 53 44,555 SH   DFND 15 0 44,555 0
CSW INDUSTRIALS INC COM 126402106 722 16,287 SH   DFND 15 0 16,287 0
CSX CORP COM 126408103 13,448 247,845 SH   DFND 12,15 0 247,845 0
CSX CORP COM 126408103 1,080 19,898 SH   DFND 4 0 19,898 0
CSX CORP COM 126408103 2,302 42,424 SH   DFND 14 0 42,424 0
CSX CORP COM 126408103 315,071 5,806,698 SH   DFND 1 0 5,191,165 615,533
CSX CORP COM 126408103 6,142 113,200 SH   DFND 1,4 0 113,200 0
CSX CORP COM 126408103 1,123 20,700 SH   DFND 1,3 0 20,700 0
CSX CORP COM 126408103 399,310 7,359,199 SH   DFND 15 0 7,359,199 0
CSX CORP COM 126408103 2,246 41,400 SH   DFND 5 0 0 41,400
CSX CORP COM 126408103 102 1,871 SH   DFND 5,4 0 1,871 0
CSX CORP COM 126408103 2,835 52,257 SH   DFND 5,6 0 25,116 27,141
CSX CORP COM 126408103 785 14,461 SH   DFND 11 0 14,461 0
CSX CORP COM 126408103 1,113 20,515 SH   DFND 13 0 20,515 0
CTS CORP COM 126501105 5,500 228,201 SH   DFND 15 0 228,201 0
CSRA INC COM 12650T104 79 2,446 SH   DFND 12,15 0 2,446 0
CSRA INC COM 12650T104 15,565 482,327 SH   DFND 1 0 482,327 0
CSRA INC COM 12650T104 11,750 364,126 SH   DFND 15 0 364,126 0
CU BANCORP CALIF COM 126534106 397 10,236 SH   DFND 15 0 10,236 0
CVB FINL CORP COM 126600105 599 24,790 SH   DFND 1 0 16,790 8,000
CVB FINL CORP COM 126600105 167 6,900 SH   DFND 1,3 0 6,900 0
CVB FINL CORP COM 126600105 8,477 350,735 SH   DFND 15 0 350,735 0
CVR ENERGY INC COM 12662P108 4,524 174,660 SH   DFND 1 0 70,960 103,700
CVR ENERGY INC COM 12662P108 868 33,500 SH   DFND 1,3 0 33,500 0
CVR ENERGY INC COM 12662P108 6,777 261,669 SH   DFND 15 0 261,669 0
CVR REFNG LP COMUNIT REP LT 12663P107 147 14,950 SH   DFND 12,15 0 14,950 0
CVR REFNG LP COMUNIT REP LT 12663P107 2,593 263,282 SH   DFND 15 0 263,282 0
CVS HEALTH CORP COM 126650100 20,388 250,709 SH   DFND 2 0 250,709 0
CVS HEALTH CORP COM 126650100 1,951 23,989 SH   DFND 12,15 0 23,989 0
CVS HEALTH CORP COM 126650100 14,456 177,771 SH   DFND 14 0 177,771 0
CVS HEALTH CORP COM 126650100 489,491 6,019,322 SH   DFND 1 0 5,549,981 469,341
CVS HEALTH CORP COM 126650100 2,060 25,337 SH   DFND 1,9 0 25,337 0
CVS HEALTH CORP COM 126650100 495 6,082 SH   DFND 1,3 0 6,082 0
CVS HEALTH CORP COM 126650100 15 186 SH   DFND 1,15 0 186 0
CVS HEALTH CORP COM 126650100 38,830 477,496 SH   DFND 15 0 477,496 0
CVS HEALTH CORP COM 126650100 5,059 62,217 SH   DFND 5 0 0 62,217
CVS HEALTH CORP COM 126650100 209 2,576 SH   DFND 5,4 0 2,576 0
CVS HEALTH CORP COM 126650100 6,195 76,175 SH   DFND 5,6 0 37,183 38,992
CVS HEALTH CORP COM 126650100 246 3,029 SH   DFND 5,7 0 0 3,029
CVS HEALTH CORP COM 126650100 1,299 15,976 SH   DFND 11 0 15,976 0
CVS HEALTH CORP COM 126650100 183 2,255 SH   DFND 6 0 2,255 0
CVS HEALTH CORP COM 126650100 2,356 28,973 SH   DFND 13 0 28,973 0
CYS INVTS INC COM 12673A108 4,684 542,163 SH   DFND 1 0 542,163 0
CYS INVTS INC COM 12673A108 79 9,100 SH   DFND 1,3 0 9,100 0
CYS INVTS INC COM 12673A108 15,235 1,763,288 SH   DFND 15 0 1,763,288 0
CA INC COM 12673P105 3,826 114,614 SH   DFND 12,15 0 114,614 0
CA INC COM 12673P105 525 15,717 SH   DFND 14 0 15,717 0
CA INC COM 12673P105 15,934 477,347 SH   DFND 1 0 477,347 0
CA INC COM 12673P105 19 570 SH   DFND 1,15 0 570 0
CA INC COM 12673P105 113,196 3,391,128 SH   DFND 15 0 3,391,128 0
CA INC COM 12673P105 1,130 33,848 SH   DFND 5 0 0 33,848
CA INC COM 12673P105 70 2,085 SH   DFND 5,4 0 2,085 0
CA INC COM 12673P105 169 5,061 SH   DFND 11 0 5,061 0
CABLE ONE INC COM 12685J105 17,015 23,563 SH   DFND 15 0 23,563 0
CABOT CORP COM 127055101 52 938 SH   DFND 12,15 0 938 0
CABOT CORP COM 127055101 436 7,815 SH   DFND 14 0 7,815 0
CABOT CORP COM 127055101 226 4,059 SH   DFND 1 0 4,059 0
CABOT CORP COM 127055101 2,048 36,702 SH   DFND 15 0 36,702 0
CABOT CORP COM 127055101 1,366 24,483 SH   DFND 5 0 0 24,483
CABOT CORP COM 127055101 463 8,300 SH   DFND 5,9 0 8,300 0
CABOT OIL & GAS CORP COM 127097103 535 20,000 SH   DFND 2 0 20,000 0
CABOT OIL & GAS CORP COM 127097103 76 2,859 SH   DFND 12,15 0 2,859 0
CABOT OIL & GAS CORP COM 127097103 2,659 99,400 SH   DFND 14 0 99,400 0
CABOT OIL & GAS CORP COM 127097103 16,906 632,003 SH   DFND 1 0 631,303 700
CABOT OIL & GAS CORP COM 127097103 19,495 728,797 SH   DFND 1,2 0 728,797 0
CABOT OIL & GAS CORP COM 127097103 4,665 174,387 SH   DFND 1,9 0 174,387 0
CABOT OIL & GAS CORP COM 127097103 24 910 SH   DFND 1,15 0 910 0
CABOT OIL & GAS CORP COM 127097103 5,425 202,800 SH   DFND 15 0 202,800 0
CABOT OIL & GAS CORP COM 127097103 353 13,200 SH   DFND 5 0 0 13,200
CABOT OIL & GAS CORP COM 127097103 5 200 SH   DFND 5,6 0 200 0
CABOT OIL & GAS CORP COM 127097103 203 7,600 SH   DFND 11 0 7,600 0
CABOT OIL & GAS CORP COM 127097103 255 9,517 SH   DFND 13 0 9,517 0
CABOT MICROELECTRONICS CORP COM 12709P103 586 7,331 SH   DFND 14 0 7,331 0
CABOT MICROELECTRONICS CORP COM 12709P103 21,581 269,996 SH   DFND 15 0 269,996 0
CACI INTL INC CL A 127190304 70 504 SH   DFND 12,15 0 504 0
CACI INTL INC CL A 127190304 23,968 171,996 SH   DFND 15 0 171,996 0
CADENCE DESIGN SYSTEM INC COM 127387108 63 1,585 SH   DFND 12,15 0 1,585 0
CADENCE DESIGN SYSTEM INC COM 127387108 83,215 2,108,311 SH   DFND 1 0 1,977,850 130,461
CADENCE DESIGN SYSTEM INC COM 127387108 2,139 54,200 SH   DFND 1,4 0 54,200 0
CADENCE DESIGN SYSTEM INC COM 127387108 1,007 25,520 SH   DFND 1,9 0 25,520 0
CADENCE DESIGN SYSTEM INC COM 127387108 1,593 40,366 SH   DFND 1,3 0 40,366 0
CADENCE DESIGN SYSTEM INC COM 127387108 1,995 50,543 SH   DFND 1,5 0 50,543 0
CADENCE DESIGN SYSTEM INC COM 127387108 23,617 598,342 SH   DFND 15 0 598,342 0
CADENCE DESIGN SYSTEM INC COM 127387108 778 19,721 SH   DFND 5 0 5,440 14,281
CADENCE DESIGN SYSTEM INC COM 127387108 238 6,026 SH   DFND 5,11 0 6,026 0
CADENCE DESIGN SYSTEM INC COM 127387108 1,820 46,104 SH   DFND 5,6 0 22,043 24,061
CADENCE DESIGN SYSTEM INC COM 127387108 899 22,772 SH   DFND 5,7 0 0 22,772
CADENCE DESIGN SYSTEM INC COM 127387108 178 4,500 SH   DFND 11 0 4,500 0
CADENCE DESIGN SYSTEM INC COM 127387108 596 15,103 SH   DFND 6 0 15,103 0
CADENCE DESIGN SYSTEM INC COM 127387108 816 20,683 SH   DFND 13 0 20,683 0
CAESARS ENTMT CORP COM 127686103 55 4,151 SH   DFND 12,15 0 4,151 0
CAESARS ENTMT CORP COM 127686103 1,392 104,296 SH   DFND 15 0 104,296 0
CAL MAINE FOODS INC COM NEW 128030202 513 12,481 SH   DFND 14 0 12,481 0
CAL MAINE FOODS INC COM NEW 128030202 4,725 114,966 SH   DFND 15 0 114,966 0
CALAMOS CONV OPP AND INC FD SH BEN INT 128117108 364 31,538 SH   DFND 14 0 31,538 0
CALAMOS GBL DYN INCOME FUND COM 12811L107 2,652 293,361 SH   DFND 14 0 293,361 0
CALAMOS STRATEGIC TOTL RETN COM SH BEN INT 128125101 3,652 301,062 SH   DFND 14 0 301,062 0
CALAMP CORP COM 128126109 5,867 252,362 SH   DFND 15 0 252,362 0
CALATLANTIC GROUP INC COM 128195104 57 1,569 SH   DFND 12,15 0 1,569 0
CALATLANTIC GROUP INC COM 128195104 67,743 1,849,388 SH   DFND 1 0 1,849,388 0
CALATLANTIC GROUP INC COM 128195104 1,243 33,925 SH   DFND 15 0 33,925 0
CALAVO GROWERS INC COM 128246105 8 114 SH   DFND 1,15 0 114 0
CALAVO GROWERS INC COM 128246105 5,632 76,939 SH   DFND 15 0 76,939 0
CALERES INC COM 129500104 3,253 106,577 SH   DFND 15 0 106,577 0
CALGON CARBON CORP COM 129603106 23,202 1,084,227 SH   DFND 15 0 1,084,227 0
CALIFORNIA RES CORP COM NEW 13057Q206 23 2,244 SH   DFND 12,15 0 2,244 0
CALIFORNIA RES CORP COM NEW 13057Q206 215 20,600 SH   DFND 1 0 20,600 0
CALIFORNIA RES CORP COM NEW 13057Q206 72 6,900 SH   DFND 1,3 0 6,900 0
CALIFORNIA RES CORP COM NEW 13057Q206 402 38,469 SH   DFND 15 0 38,469 0
CALIFORNIA WTR SVC GROUP COM 130788102 13,100 343,389 SH   DFND 15 0 343,389 0
CALITHERA BIOSCIENCES INC COM 13089P101 1,861 118,150 SH   DFND 1 0 118,150 0
CALITHERA BIOSCIENCES INC COM 13089P101 479 30,400 SH   DFND 1,3 0 30,400 0
CALITHERA BIOSCIENCES INC COM 13089P101 67 4,248 SH   DFND 15 0 4,248 0
CALIX INC COM 13100M509 325 64,375 SH   DFND 15 0 64,375 0
CALLAWAY GOLF CO COM 131193104 11 751 SH   DFND 1,15 0 751 0
CALLAWAY GOLF CO COM 131193104 2,195 152,106 SH   DFND 15 0 152,106 0
CALLIDUS SOFTWARE INC COM 13123E500 2,350 95,353 SH   DFND 15 0 95,353 0
CALLON PETE CO DEL COM 13123X102 2,290 203,762 SH   DFND 15 0 203,762 0
CALPINE CORP COM NEW 131347304 219 14,827 SH   DFND 12,15 0 14,827 0
CALPINE CORP COM NEW 131347304 210 14,209 SH   DFND 14 0 14,209 0
CALPINE CORP COM NEW 131347304 4,640 314,589 SH   DFND 15 0 314,589 0
CAMBREX CORP COM 132011107 446 8,107 SH   DFND 14 0 8,107 0
CAMBREX CORP COM 132011107 19,126 347,753 SH   DFND 1 0 347,753 0
CAMBREX CORP COM 132011107 622 11,316 SH   DFND 1,2 0 11,316 0
CAMBREX CORP COM 132011107 14 261 SH   DFND 1,15 0 261 0
CAMBREX CORP COM 132011107 9,291 168,927 SH   DFND 15 0 168,927 0
CAMBREX CORP COM 132011107 3,502 63,676 SH   DFND 6 0 63,676 0
CAMBREX CORP COM 132011107 1,724 31,346 SH   DFND 6,12 0 31,346 0
CAMBREX CORP COM 132011107 626 11,389 SH   DFND 6,9 0 11,389 0
CAMBIUM LEARNING GRP INC COM 13201A107 629 94,810 SH   DFND 1 0 94,810 0
CAMBIUM LEARNING GRP INC COM 13201A107 305 46,000 SH   DFND 1,3 0 46,000 0
CAMBIUM LEARNING GRP INC COM 13201A107 9 1,363 SH   DFND 15 0 1,363 0
CAMDEN NATL CORP COM 133034108 41 948 SH   DFND 14 0 948 0
CAMDEN NATL CORP COM 133034108 995 22,805 SH   DFND 15 0 22,805 0
CAMDEN PPTY TR SH BEN INT 133131102 107 1,174 SH   DFND 12,15 0 1,174 0
CAMDEN PPTY TR SH BEN INT 133131102 185,661 2,030,196 SH   DFND 1 0 17,500 2,012,696
CAMDEN PPTY TR SH BEN INT 133131102 366 4,000 SH   DFND 1,9 0 4,000 0
CAMDEN PPTY TR SH BEN INT 133131102 16,016 175,136 SH   DFND 15 0 175,136 0
CAMDEN PPTY TR SH BEN INT 133131102 3,215 35,158 SH   DFND 5 0 35,158 0
CAMDEN PPTY TR SH BEN INT 133131102 146 1,600 SH   DFND 11 0 1,600 0
CAMECO CORP COM 13321L108 668 69,092 SH   DFND 2,15 0 69,092 0
CAMECO CORP COM 13321L108 7 676 SH   DFND 12,15 0 676 0
CAMECO CORP COM 13321L108 9,359 967,827 SH   DFND 1,2 0 967,827 0
CAMECO CORP COM 13321L108 267 27,641 SH   DFND 15 0 27,641 0
CAMECO CORP COM 13321L108 60 6,254 SH   DFND 11 0 6,254 0
CAMPBELL SOUP CO COM 134429109 97 2,081 SH   DFND 12,15 0 2,081 0
CAMPBELL SOUP CO COM 134429109 351,543 7,508,384 SH   DFND 1 0 7,508,384 0
CAMPBELL SOUP CO COM 134429109 45 952 SH   DFND 1,2 0 952 0
CAMPBELL SOUP CO COM 134429109 307 6,548 SH   DFND 1,9 0 6,548 0
CAMPBELL SOUP CO COM 134429109 984 21,009 SH   DFND 1,3 0 21,009 0
CAMPBELL SOUP CO COM 134429109 2,849 60,851 SH   DFND 15 0 60,851 0
CAMPBELL SOUP CO COM 134429109 2,598 55,494 SH   DFND 5 0 47,586 7,908
CAMPBELL SOUP CO COM 134429109 28 591 SH   DFND 5,4 0 591 0
CAMPBELL SOUP CO COM 134429109 893 19,070 SH   DFND 5,6 0 8,790 10,280
CAMPBELL SOUP CO COM 134429109 142 3,035 SH   DFND 11 0 3,035 0
CAMPBELL SOUP CO COM 134429109 457 9,766 SH   DFND 13 0 9,766 0
CAMPING WORLD HLDGS INC CL A 13462K109 685 16,819 SH   DFND 15 0 16,819 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 26,413 301,790 SH   DFND 2,15 0 301,790 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 68 782 SH   DFND 12,15 0 782 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 5,866 67,029 SH   DFND 1 0 65,229 1,800
CDN IMPERIAL BK COMM TORONTO COM 136069101 21,801 249,094 SH   DFND 1,2 0 249,094 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 306 3,500 SH   DFND 1,4 0 3,500 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 291 3,320 SH   DFND 1,9 0 3,320 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 114 1,300 SH   DFND 1,3 0 1,300 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 2,747 31,390 SH   DFND 1,5 0 31,390 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 24,377 278,526 SH   DFND 15 0 278,526 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 10,614 121,277 SH   DFND 5 0 63,438 57,839
CDN IMPERIAL BK COMM TORONTO COM 136069101 73 839 SH   DFND 5,4 0 839 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 2,442 27,900 SH   DFND 5,9 0 27,900 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 1,846 21,088 SH   DFND 5,6 0 8,903 12,185
CDN IMPERIAL BK COMM TORONTO COM 136069101 588 6,722 SH   DFND 11 0 6,722 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 893 10,205 SH   DFND 13 0 10,205 0
CANADIAN NATL RY CO COM 136375102 16,273 196,413 SH   DFND 2 0 196,413 0
CANADIAN NATL RY CO COM 136375102 8,737 105,452 SH   DFND 2,15 0 105,452 0
CANADIAN NATL RY CO COM 136375102 48 577 SH   DFND 12,15 0 577 0
CANADIAN NATL RY CO COM 136375102 11,180 134,941 SH   DFND 14 0 134,941 0
CANADIAN NATL RY CO COM 136375102 212,327 2,562,789 SH   DFND 1 0 2,545,869 16,920
CANADIAN NATL RY CO COM 136375102 21,777 262,854 SH   DFND 1,2 0 262,854 0
CANADIAN NATL RY CO COM 136375102 26,675 321,963 SH   DFND 1,3 0 321,963 0
CANADIAN NATL RY CO COM 136375102 11,289 136,257 SH   DFND 1,5 0 136,257 0
CANADIAN NATL RY CO COM 136375102 11,174 134,876 SH   DFND 15 0 134,876 0
CANADIAN NATL RY CO COM 136375102 31,537 380,652 SH   DFND 5 0 141,635 239,017
CANADIAN NATL RY CO COM 136375102 359 4,329 SH   DFND 5,4 0 4,329 0
CANADIAN NATL RY CO COM 136375102 11,512 138,950 SH   DFND 5,9 0 138,950 0
CANADIAN NATL RY CO COM 136375102 418 5,050 SH   DFND 5,11 0 5,050 0
CANADIAN NATL RY CO COM 136375102 11,635 140,440 SH   DFND 5,6 0 73,913 66,527
CANADIAN NATL RY CO COM 136375102 975 11,768 SH   DFND 5,7 0 0 11,768
CANADIAN NATL RY CO COM 136375102 993 11,984 SH   DFND 11 0 11,984 0
CANADIAN NATL RY CO COM 136375102 1,074 12,962 SH   DFND 6 0 12,962 0
CANADIAN NATL RY CO COM 136375102 4,472 53,974 SH   DFND 13 0 53,974 0
CANADIAN NAT RES LTD COM 136385101 228,254 6,815,592 SH   DFND 2 0 6,815,592 0
CANADIAN NAT RES LTD COM 136385101 6,006 179,328 SH   DFND 2,15 0 179,328 0
CANADIAN NAT RES LTD COM 136385101 52 1,561 SH   DFND 12,15 0 1,561 0
CANADIAN NAT RES LTD COM 136385101 300 8,970 SH   DFND 14 0 8,970 0
CANADIAN NAT RES LTD COM 136385101 1,863 55,635 SH   DFND 9 0 55,635 0
CANADIAN NAT RES LTD COM 136385101 604,546 18,051,540 SH   DFND 1 0 16,570,074 1,481,466
CANADIAN NAT RES LTD COM 136385101 58,087 1,734,461 SH   DFND 1,2 0 1,734,461 0
CANADIAN NAT RES LTD COM 136385101 9,831 293,538 SH   DFND 1,9 0 293,538 0
CANADIAN NAT RES LTD COM 136385101 741 22,127 SH   DFND 1,3 0 22,127 0
CANADIAN NAT RES LTD COM 136385101 1,674 49,972 SH   DFND 1,6 0 49,972 0
CANADIAN NAT RES LTD COM 136385101 12,825 382,956 SH   DFND 15 0 382,956 0
CANADIAN NAT RES LTD COM 136385101 1,467 43,800 SH   DFND 5 0 0 43,800
CANADIAN NAT RES LTD COM 136385101 77 2,304 SH   DFND 5,4 0 2,304 0
CANADIAN NAT RES LTD COM 136385101 1,911 57,063 SH   DFND 5,6 0 23,746 33,317
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CANADIAN NAT RES LTD COM 136385101 408 12,188 SH   DFND 11,2 0 12,188 0
CANADIAN NAT RES LTD COM 136385101 1,275 38,062 SH   DFND 11,6 0 38,062 0
CANADIAN NAT RES LTD COM 136385101 100,441 2,999,132 SH   DFND 6 0 2,999,132 0
CANADIAN NAT RES LTD COM 136385101 81 2,416 SH   DFND 6,2 0 2,416 0
CANADIAN NAT RES LTD COM 136385101 30,485 910,270 SH   DFND 6,9 0 910,270 0
CANADIAN NAT RES LTD COM 136385101 211 6,310 SH   DFND 6,3 0 6,310 0
CANADIAN NAT RES LTD COM 136385101 2,773 82,812 SH   DFND 13 0 82,812 0
CANADIAN PAC RY LTD COM 13645T100 1,701 10,122 SH   DFND 2,15 0 10,122 0
CANADIAN PAC RY LTD COM 13645T100 19 114 SH   DFND 12,15 0 114 0
CANADIAN PAC RY LTD COM 13645T100 244 1,452 SH   DFND 14 0 1,452 0
CANADIAN PAC RY LTD COM 13645T100 50,528 300,709 SH   DFND 1 0 300,709 0
CANADIAN PAC RY LTD COM 13645T100 399 2,375 SH   DFND 1,2 0 2,375 0
CANADIAN PAC RY LTD COM 13645T100 3,963 23,584 SH   DFND 15 0 23,584 0
CANADIAN PAC RY LTD COM 13645T100 1,650 9,821 SH   DFND 5 0 0 9,821
CANADIAN PAC RY LTD COM 13645T100 395 2,350 SH   DFND 11 0 2,350 0
CANADIAN SOLAR INC COM 136635109 6,312 374,840 SH   DFND 15 0 374,840 0
CANON INC SPONSORED ADR 138006309 1,078 31,407 SH   DFND 15 0 31,407 0
CANTEL MEDICAL CORP COM 138098108 59,533 632,185 SH   DFND 1 0 632,185 0
CANTEL MEDICAL CORP COM 138098108 18,189 193,152 SH   DFND 15 0 193,152 0
CAPELLA EDUCATION COMPANY COM 139594105 607 8,657 SH   DFND 14 0 8,657 0
CAPELLA EDUCATION COMPANY COM 139594105 77 1,100 SH   DFND 1 0 0 1,100
CAPELLA EDUCATION COMPANY COM 139594105 2,344 33,407 SH   DFND 1,2 0 33,407 0
CAPELLA EDUCATION COMPANY COM 139594105 14 200 SH   DFND 1,3 0 200 0
CAPELLA EDUCATION COMPANY COM 139594105 7 103 SH   DFND 1,15 0 103 0
CAPELLA EDUCATION COMPANY COM 139594105 1,142 16,281 SH   DFND 15 0 16,281 0
CAPITAL BK FINL CORP CL A COM 139794101 811 19,753 SH   DFND 15 0 19,753 0
CAPITAL ONE FINL CORP COM 14040H105 2,159 25,500 SH   DFND 12,15 0 25,500 0
CAPITAL ONE FINL CORP COM 14040H105 1,599 18,883 SH   DFND 14 0 18,883 0
CAPITAL ONE FINL CORP COM 14040H105 19,252 227,406 SH   DFND 1 0 227,206 200
CAPITAL ONE FINL CORP COM 14040H105 77,672 917,461 SH   DFND 15 0 917,461 0
CAPITAL ONE FINL CORP COM 14040H105 1,947 23,000 SH   DFND 5 0 0 23,000
CAPITAL ONE FINL CORP COM 14040H105 48 566 SH   DFND 5,4 0 566 0
CAPITAL ONE FINL CORP COM 14040H105 589 6,960 SH   DFND 5,6 0 3,260 3,700
CAPITAL ONE FINL CORP COM 14040H105 647 7,640 SH   DFND 11 0 7,640 0
CAPITAL ONE FINL CORP COM 14040H105 301 3,554 SH   DFND 13 0 3,554 0
CAPITAL SR LIVING CORP COM 140475104 13,690 1,090,800 SH   DFND 1 0 1,090,800 0
CAPITAL SR LIVING CORP COM 140475104 436 34,712 SH   DFND 15 0 34,712 0
CAPITOL FED FINL INC COM 14057J101 68 4,655 SH   DFND 12,15 0 4,655 0
CAPITOL FED FINL INC COM 14057J101 1,076 73,174 SH   DFND 15 0 73,174 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 1,183 122,634 SH   DFND 14 0 122,634 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 1,027 106,386 SH   DFND 1 0 106,386 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 14,809 1,534,623 SH   DFND 15 0 1,534,623 0
CARA THERAPEUTICS INC COM 140755109 3,193 233,237 SH   DFND 15 0 233,237 0
CARBO CERAMICS INC COM 140781105 1,671 193,615 SH   DFND 15 0 193,615 0
CARBONITE INC COM 141337105 782 35,526 SH   DFND 15 0 35,526 0
CARDINAL HEALTH INC COM 14149Y108 762 11,382 SH   DFND 12,15 0 11,382 0
CARDINAL HEALTH INC COM 14149Y108 34,747 519,236 SH   DFND 14 0 519,236 0
CARDINAL HEALTH INC COM 14149Y108 496,355 7,417,141 SH   DFND 1 0 6,969,274 447,867
CARDINAL HEALTH INC COM 14149Y108 1,052 15,723 SH   DFND 1,2 0 15,723 0
CARDINAL HEALTH INC COM 14149Y108 524 7,825 SH   DFND 1,9 0 7,825 0
CARDINAL HEALTH INC COM 14149Y108 400 5,977 SH   DFND 1,3 0 5,977 0
CARDINAL HEALTH INC COM 14149Y108 13,495 201,653 SH   DFND 15 0 201,653 0
CARDINAL HEALTH INC COM 14149Y108 59 880 SH   DFND 10 0 880 0
CARDINAL HEALTH INC COM 14149Y108 1,003 14,984 SH   DFND 5 0 0 14,984
CARDINAL HEALTH INC COM 14149Y108 331 4,950 SH   DFND 11 0 4,950 0
CARDIOVASCULAR SYS INC DEL COM 141619106 6,506 231,131 SH   DFND 15 0 231,131 0
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 1,382 1,500,000 PRN   DFND 1 0 1,500,000 0
CARE COM INC COM 141633107 103 6,480 SH   DFND 1 0 6,480 0
CARE COM INC COM 141633107 218 13,700 SH   DFND 1,3 0 13,700 0
CARE COM INC COM 141633107 1,519 95,602 SH   DFND 15 0 95,602 0
CAREER EDUCATION CORP COM 141665109 2,732 262,923 SH   DFND 15 0 262,923 0
CARETRUST REIT INC COM 14174T107 12,330 647,610 SH   DFND 15 0 647,610 0
CARLISLE COS INC COM 142339100 68 680 SH   DFND 12,15 0 680 0
CARLISLE COS INC COM 142339100 500 4,989 SH   DFND 14 0 4,989 0
CARLISLE COS INC COM 142339100 16,575 165,267 SH   DFND 15 0 165,267 0
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 90 3,829 SH   DFND 12,15 0 3,829 0
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 7,368 312,223 SH   DFND 15 0 312,223 0
CARMAX INC COM 143130102 142,407 1,878,474 SH   DFND 2 0 1,878,474 0
CARMAX INC COM 143130102 580 7,645 SH   DFND 12,15 0 7,645 0
CARMAX INC COM 143130102 17,656 232,897 SH   DFND 1 0 232,897 0
CARMAX INC COM 143130102 6,919 91,274 SH   DFND 1,2 0 91,274 0
CARMAX INC COM 143130102 28 372 SH   DFND 1,15 0 372 0
CARMAX INC COM 143130102 14,550 191,924 SH   DFND 15 0 191,924 0
CARMAX INC COM 143130102 614 8,100 SH   DFND 5 0 0 8,100
CARMAX INC COM 143130102 221 2,918 SH   DFND 11 0 2,918 0
CARNIVAL CORP UNIT 99/99/9999 143658300 20,345 315,084 SH   DFND 2 0 315,084 0
CARNIVAL CORP UNIT 99/99/9999 143658300 442 6,845 SH   DFND 12,15 0 6,845 0
CARNIVAL CORP UNIT 99/99/9999 143658300 3,389 52,489 SH   DFND 14 0 52,489 0
CARNIVAL CORP UNIT 99/99/9999 143658300 800,489 12,397,223 SH   DFND 1 0 11,499,443 897,780
CARNIVAL CORP UNIT 99/99/9999 143658300 2,201 34,089 SH   DFND 1,9 0 34,089 0
CARNIVAL CORP UNIT 99/99/9999 143658300 771 11,936 SH   DFND 1,3 0 11,936 0
CARNIVAL CORP UNIT 99/99/9999 143658300 8,650 133,961 SH   DFND 15 0 133,961 0
CARNIVAL CORP UNIT 99/99/9999 143658300 1,104 17,099 SH   DFND 5 0 0 17,099
CARNIVAL CORP UNIT 99/99/9999 143658300 15 240 SH   DFND 5,6 0 240 0
CARNIVAL CORP UNIT 99/99/9999 143658300 351 5,440 SH   DFND 11 0 5,440 0
CARNIVAL PLC ADR 14365C103 272 4,216 SH   DFND 15 0 4,216 0
CAROLINA FINL CORP NEW COM 143873107 1,508 42,027 SH   DFND 15 0 42,027 0
CARRIAGE SVCS INC COM 143905107 371 14,501 SH   DFND 15 0 14,501 0
CARPENTER TECHNOLOGY CORP COM 144285103 92 1,912 SH   DFND 12,15 0 1,912 0
CARPENTER TECHNOLOGY CORP COM 144285103 542 11,287 SH   DFND 14 0 11,287 0
CARPENTER TECHNOLOGY CORP COM 144285103 97,142 2,022,525 SH   DFND 1 0 2,022,525 0
CARPENTER TECHNOLOGY CORP COM 144285103 2,078 43,275 SH   DFND 15 0 43,275 0
CARRIZO OIL & GAS INC COM 144577103 19 1,121 SH   DFND 14 0 1,121 0
CARRIZO OIL & GAS INC COM 144577103 3,318 193,701 SH   DFND 15 0 193,701 0
CARROLS RESTAURANT GROUP INC COM 14574X104 434 39,825 SH   DFND 15 0 39,825 0
CARS COM INC COM 14575E105 42 1,594 SH   DFND 12,15 0 1,594 0
CARS COM INC COM 14575E105 35 1,330 SH   DFND 14 0 1,330 0
CARS COM INC COM 14575E105 3,019 113,456 SH   DFND 15 0 113,456 0
CARTER INC COM 146229109 119 1,209 SH   DFND 12,15 0 1,209 0
CARTER INC COM 146229109 635 6,432 SH   DFND 14 0 6,432 0
CARTER INC COM 146229109 47,414 480,142 SH   DFND 1 0 480,142 0
CARTER INC COM 146229109 7,207 72,982 SH   DFND 15 0 72,982 0
CASELLA WASTE SYS INC CL A 147448104 2,293 121,956 SH   DFND 15 0 121,956 0
CASEYS GEN STORES INC COM 147528103 76 693 SH   DFND 12,15 0 693 0
CASEYS GEN STORES INC COM 147528103 330 3,013 SH   DFND 14 0 3,013 0
CASEYS GEN STORES INC COM 147528103 5,452 49,809 SH   DFND 1 0 49,809 0
CASEYS GEN STORES INC COM 147528103 690 6,301 SH   DFND 1,2 0 6,301 0
CASEYS GEN STORES INC COM 147528103 2,585 23,619 SH   DFND 15 0 23,619 0
CASS INFORMATION SYS INC COM 14808P109 496 7,822 SH   DFND 15 0 7,822 0
CASTLIGHT HEALTH INC CL B 14862Q100 60 14,009 SH   DFND 15 0 14,009 0
CATALENT INC COM 148806102 57 1,436 SH   DFND 12,15 0 1,436 0
CATALENT INC COM 148806102 52,656 1,319,039 SH   DFND 1 0 1,319,039 0
CATALENT INC COM 148806102 8,241 206,443 SH   DFND 15 0 206,443 0
CATERPILLAR INC DEL COM 149123101 2,197 17,616 SH   DFND 12,15 0 17,616 0
CATERPILLAR INC DEL COM 149123101 74,144 594,528 SH   DFND 14 0 594,528 0
CATERPILLAR INC DEL COM 149123101 306,475 2,457,502 SH   DFND 1 0 2,400,317 57,185
CATERPILLAR INC DEL COM 149123101 950 7,620 SH   DFND 1,9 0 7,620 0
CATERPILLAR INC DEL COM 149123101 54,365 435,933 SH   DFND 15 0 435,933 0
CATERPILLAR INC DEL COM 149123101 2,888 23,158 SH   DFND 5 0 0 23,158
CATERPILLAR INC DEL COM 149123101 1,153 9,243 SH   DFND 11 0 9,243 0
CATCHMARK TIMBER TR INC CL A 14912Y202 913 72,367 SH   DFND 15 0 72,367 0
CATHAY GEN BANCORP COM 149150104 1,340 33,337 SH   DFND 14 0 33,337 0
CATHAY GEN BANCORP COM 149150104 61,510 1,530,107 SH   DFND 1 0 1,530,107 0
CATHAY GEN BANCORP COM 149150104 8,156 202,877 SH   DFND 15 0 202,877 0
CATO CORP NEW CL A 149205106 3 228 SH   DFND 1,15 0 228 0
CATO CORP NEW CL A 149205106 1,090 82,382 SH   DFND 15 0 82,382 0
CAVCO INDS INC DEL COM 149568107 1,818 12,322 SH   DFND 15 0 12,322 0
CAVIUM INC COM 14964U108 508 7,711 SH   DFND 14 0 7,711 0
CAVIUM INC COM 14964U108 50,939 772,503 SH   DFND 1 0 772,503 0
CAVIUM INC COM 14964U108 2,326 35,279 SH   DFND 15 0 35,279 0
CEDAR REALTY TRUST INC COM NEW 150602209 1,692 301,059 SH   DFND 15 0 301,059 0
CELADON GROUP INC COM 150838100 748 110,798 SH   DFND 15 0 110,798 0
CELANESE CORP DEL COM SER A 150870103 173 1,661 SH   DFND 12,15 0 1,661 0
CELANESE CORP DEL COM SER A 150870103 130 1,248 SH   DFND 14 0 1,248 0
CELANESE CORP DEL COM SER A 150870103 115 1,100 SH   DFND 1 0 1,100 0
CELANESE CORP DEL COM SER A 150870103 7,152 68,588 SH   DFND 15 0 68,588 0
CELANESE CORP DEL COM SER A 150870103 1,145 10,984 SH   DFND 5 0 0 10,984
CELANESE CORP DEL COM SER A 150870103 22 212 SH   DFND 5,4 0 212 0
CELANESE CORP DEL COM SER A 150870103 923 8,851 SH   DFND 5,6 0 4,183 4,668
CELANESE CORP DEL COM SER A 150870103 229 2,200 SH   DFND 11 0 2,200 0
CELANESE CORP DEL COM SER A 150870103 380 3,647 SH   DFND 13 0 3,647 0
CELESTICA INC SUB VTG SHS 15101Q108 457 36,921 SH   DFND 2,15 0 36,921 0
CELESTICA INC SUB VTG SHS 15101Q108 8 655 SH   DFND 12,15 0 655 0
CELESTICA INC SUB VTG SHS 15101Q108 6,599 533,000 SH   DFND 1 0 533,000 0
CELESTICA INC SUB VTG SHS 15101Q108 23,013 1,858,919 SH   DFND 1,2 0 1,858,919 0
CELESTICA INC SUB VTG SHS 15101Q108 183 14,771 SH   DFND 15 0 14,771 0
CELGENE CORP COM 151020104 32,703 224,268 SH   DFND 2 0 224,268 0
CELGENE CORP COM 151020104 29,882 204,923 SH   DFND 12,15 0 204,923 0
CELGENE CORP COM 151020104 8,278 56,770 SH   DFND 14 0 56,770 0
CELGENE CORP COM 151020104 712,778 4,888,069 SH   DFND 1 0 4,887,469 600
CELGENE CORP COM 151020104 1,446 9,915 SH   DFND 1,2 0 9,915 0
CELGENE CORP COM 151020104 33,283 228,250 SH   DFND 1,12 0 228,250 0
CELGENE CORP COM 151020104 1,791 12,280 SH   DFND 1,9 0 12,280 0
CELGENE CORP COM 151020104 56 385 SH   DFND 1,11 0 385 0
CELGENE CORP COM 151020104 955,683 6,553,854 SH   DFND 15 0 6,553,854 0
CELGENE CORP COM 151020104 403 2,766 SH   DFND 10 0 2,766 0
CELGENE CORP COM 151020104 4,616 31,656 SH   DFND 5 0 0 31,656
CELGENE CORP COM 151020104 98 674 SH   DFND 5,4 0 674 0
CELGENE CORP COM 151020104 744 5,100 SH   DFND 5,6 0 2,522 2,578
CELGENE CORP COM 151020104 1,801 12,350 SH   DFND 11 0 12,350 0
CELLDEX THERAPEUTICS INC NEW COM 15117B103 500 174,864 SH   DFND 15 0 174,864 0
CEMEX SAB DE CV SPON ADR NEW 151290889 2,043 225,006 SH   DFND 15 0 225,006 0
CEMEX SAB DE CV SPON ADR NEW 151290889 14,378 1,583,450 SH   DFND 6 0 1,583,450 0
CEMEX SAB DE CV SPON ADR NEW 151290889 939 103,450 SH   DFND 6,12 0 103,450 0
CEMEX SAB DE CV SPON ADR NEW 151290889 231 25,450 SH   DFND 6,9 0 25,450 0
CENTENE CORP DEL COM 15135B101 797 8,235 SH   DFND 12,15 0 8,235 0
CENTENE CORP DEL COM 15135B101 2,438 25,197 SH   DFND 14 0 25,197 0
CENTENE CORP DEL COM 15135B101 88,345 912,941 SH   DFND 1 0 912,941 0
CENTENE CORP DEL COM 15135B101 6,523 67,403 SH   DFND 1,12 0 67,403 0
CENTENE CORP DEL COM 15135B101 525 5,429 SH   DFND 1,3 0 5,429 0
CENTENE CORP DEL COM 15135B101 52 536 SH   DFND 1,15 0 536 0
CENTENE CORP DEL COM 15135B101 9,074 93,765 SH   DFND 15 0 93,765 0
CENTENE CORP DEL COM 15135B101 1,015 10,487 SH   DFND 5 0 0 10,487
CENTENE CORP DEL COM 15135B101 261 2,700 SH   DFND 11 0 2,700 0
CENOVUS ENERGY INC COM 15135U109 82,671 8,250,619 SH   DFND 2 0 8,250,619 0
CENOVUS ENERGY INC COM 15135U109 2,570 256,480 SH   DFND 2,15 0 256,480 0
CENOVUS ENERGY INC COM 15135U109 20 1,953 SH   DFND 12,15 0 1,953 0
CENOVUS ENERGY INC COM 15135U109 165,679 16,534,788 SH   DFND 1 0 16,427,700 107,088
CENOVUS ENERGY INC COM 15135U109 32,618 3,255,286 SH   DFND 1,2 0 3,255,286 0
CENOVUS ENERGY INC COM 15135U109 4,188 417,918 SH   DFND 1,9 0 417,918 0
CENOVUS ENERGY INC COM 15135U109 20,725 2,068,352 SH   DFND 1,3 0 2,068,352 0
CENOVUS ENERGY INC COM 15135U109 1,028 102,610 SH   DFND 15 0 102,610 0
CENOVUS ENERGY INC COM 15135U109 268 26,747 SH   DFND 5 0 0 26,747
CENOVUS ENERGY INC COM 15135U109 171 17,022 SH   DFND 11 0 17,022 0
CENTENNIAL RESOURCE DEV INC CL A 15136A102 64,895 3,611,289 SH   DFND 1 0 3,445,956 165,333
CENTENNIAL RESOURCE DEV INC CL A 15136A102 614 34,194 SH   DFND 15 0 34,194 0
CENTER COAST MLP & INFRSTR F COM SHS 151461100 1,995 188,909 SH   DFND 14 0 188,909 0
CENTERPOINT ENERGY INC COM 15189T107 371 12,699 SH   DFND 2,15 0 12,699 0
CENTERPOINT ENERGY INC COM 15189T107 291 9,964 SH   DFND 12,15 0 9,964 0
CENTERPOINT ENERGY INC COM 15189T107 1,124 38,497 SH   DFND 4 0 38,497 0
CENTERPOINT ENERGY INC COM 15189T107 5,098 174,530 SH   DFND 14 0 174,530 0
CENTERPOINT ENERGY INC COM 15189T107 36,503 1,249,677 SH   DFND 1 0 1,169,027 80,650
CENTERPOINT ENERGY INC COM 15189T107 4,291 146,900 SH   DFND 1,4 0 146,900 0
CENTERPOINT ENERGY INC COM 15189T107 1,624 55,600 SH   DFND 1,9 0 55,600 0
CENTERPOINT ENERGY INC COM 15189T107 631 21,600 SH   DFND 1,3 0 21,600 0
CENTERPOINT ENERGY INC COM 15189T107 1,151 39,390 SH   DFND 1,15 0 39,390 0
CENTERPOINT ENERGY INC COM 15189T107 151,787 5,196,412 SH   DFND 15 0 5,196,412 0
CENTERPOINT ENERGY INC COM 15189T107 11,987 410,365 SH   DFND 5 0 49,462 360,903
CENTERPOINT ENERGY INC COM 15189T107 20 679 SH   DFND 5,4 0 679 0
CENTERPOINT ENERGY INC COM 15189T107 8,769 300,196 SH   DFND 5,9 0 300,196 0
CENTERPOINT ENERGY INC COM 15189T107 1,068 36,568 SH   DFND 5,6 0 17,809 18,759
CENTERPOINT ENERGY INC COM 15189T107 838 28,690 SH   DFND 5,7 0 0 28,690
CENTERPOINT ENERGY INC COM 15189T107 187 6,386 SH   DFND 11 0 6,386 0
CENTERPOINT ENERGY INC COM 15189T107 120 4,099 SH   DFND 6 0 4,099 0
CENTERPOINT ENERGY INC COM 15189T107 476 16,309 SH   DFND 13 0 16,309 0
CENTERSTATE BK CORP COM 15201P109 2,741 102,282 SH   DFND 15 0 102,282 0
CENTRAL GARDEN & PET CO COM 153527106 1,179 30,367 SH   DFND 15 0 30,367 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 1,609 43,270 SH   DFND 1 0 13,570 29,700
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 305 8,200 SH   DFND 1,3 0 8,200 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 3,782 101,681 SH   DFND 15 0 101,681 0
CENTRAL PAC FINL CORP COM NEW 154760409 2,511 78,020 SH   DFND 1 0 35,420 42,600
CENTRAL PAC FINL CORP COM NEW 154760409 360 11,200 SH   DFND 1,3 0 11,200 0
CENTRAL PAC FINL CORP COM NEW 154760409 2,281 70,877 SH   DFND 15 0 70,877 0
CENTRAL VALLEY CMNTY BANCORP COM 155685100 847 37,980 SH   DFND 1 0 37,980 0
CENTRAL VALLEY CMNTY BANCORP COM 155685100 404 18,100 SH   DFND 1,3 0 18,100 0
CENTRAL VALLEY CMNTY BANCORP COM 155685100 76 3,430 SH   DFND 15 0 3,430 0
CENTURY ALUM CO COM 156431108 6,212 374,651 SH   DFND 15 0 374,651 0
CENTURY BANCORP INC MASS CL A NON VTG 156432106 699 8,730 SH   DFND 1 0 8,730 0
CENTURY BANCORP INC MASS CL A NON VTG 156432106 320 4,000 SH   DFND 1,3 0 4,000 0
CENTURY BANCORP INC MASS CL A NON VTG 156432106 70 878 SH   DFND 15 0 878 0
CENTURY BANCORP INC MASS CL A NON VTG 156432106 764 9,533 SH   DFND 5 0 0 9,533
CENTURY CASINOS INC COM 156492100 273 33,265 SH   DFND 15 0 33,265 0
CENTURY CMNTYS INC COM 156504300 716 28,990 SH   DFND 15 0 28,990 0
CENTURYLINK INC COM 156700106 677 35,808 SH   DFND 12,15 0 35,808 0
CENTURYLINK INC COM 156700106 6,560 347,108 SH   DFND 14 0 347,108 0
CENTURYLINK INC COM 156700106 26,305 1,391,781 SH   DFND 1 0 1,391,781 0
CENTURYLINK INC COM 156700106 12 615 SH   DFND 1,15 0 615 0
CENTURYLINK INC COM 156700106 1,447 76,550 SH   DFND 1,5 0 76,550 0
CENTURYLINK INC COM 156700106 12,129 641,755 SH   DFND 15 0 641,755 0
CENTURYLINK INC COM 156700106 339 17,925 SH   DFND 5 0 0 17,925
CENTURYLINK INC COM 156700106 164 8,666 SH   DFND 11 0 8,666 0
CERNER CORP COM 156782104 6,264 87,836 SH   DFND 12,15 0 87,836 0
CERNER CORP COM 156782104 6,094 85,445 SH   DFND 14 0 85,445 0
CERNER CORP COM 156782104 16,939 237,510 SH   DFND 1 0 237,510 0
CERNER CORP COM 156782104 184,949 2,593,225 SH   DFND 15 0 2,593,225 0
CERNER CORP COM 156782104 77 1,080 SH   DFND 10 0 1,080 0
CERNER CORP COM 156782104 571 8,000 SH   DFND 5 0 0 8,000
CERNER CORP COM 156782104 335 4,700 SH   DFND 11 0 4,700 0
CEVA INC COM 157210105 7,400 172,904 SH   DFND 15 0 172,904 0
CHANGYOU COM LTD ADS REP CL A 15911M107 27,926 705,014 SH   DFND 4 0 705,014 0
CHANGYOU COM LTD ADS REP CL A 15911M107 34,973 882,924 SH   DFND 4,9 0 882,924 0
CHANGYOU COM LTD ADS REP CL A 15911M107 2,238 56,500 SH   DFND 1,4 0 56,500 0
CHANGYOU COM LTD ADS REP CL A 15911M107 45 1,145 SH   DFND 1,6 0 1,145 0
CHANGYOU COM LTD ADS REP CL A 15911M107 1,503 37,944 SH   DFND 15 0 37,944 0
CHANGYOU COM LTD ADS REP CL A 15911M107 24,544 619,644 SH   DFND 6 0 578,937 40,707
CHANGYOU COM LTD ADS REP CL A 15911M107 158 3,990 SH   DFND 6,2 0 3,990 0
CHANGYOU COM LTD ADS REP CL A 15911M107 1,312 33,122 SH   DFND 6,12 0 33,122 0
CHANGYOU COM LTD ADS REP CL A 15911M107 1,189 30,015 SH   DFND 6,9 0 30,015 0
CHANGYOU COM LTD ADS REP CL A 15911M107 49 1,244 SH   DFND 6,3 0 1,244 0
CHARLES RIV LABS INTL INC COM 159864107 10,815 100,119 SH   DFND 2 0 100,119 0
CHARLES RIV LABS INTL INC COM 159864107 22,178 205,310 SH   DFND 1,2 0 205,310 0
CHARLES RIV LABS INTL INC COM 159864107 4,674 43,271 SH   DFND 15 0 43,271 0
CHART INDS INC COM PAR $0.01 16115Q308 1,087 27,721 SH   DFND 14 0 27,721 0
CHART INDS INC COM PAR $0.01 16115Q308 9 242 SH   DFND 1,15 0 242 0
CHART INDS INC COM PAR $0.01 16115Q308 3,775 96,238 SH   DFND 15 0 96,238 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 24,456 67,295 SH   DFND 12,15 0 67,295 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 989 2,720 SH   DFND 14 0 2,720 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 530,455 1,459,621 SH   DFND 1 0 1,381,574 78,047
CHARTER COMMUNICATIONS INC N CL A 16119P108 2,061 5,670 SH   DFND 1,12 0 5,670 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 14,466 39,805 SH   DFND 1,9 0 39,805 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 400 1,101 SH   DFND 1,3 0 1,101 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 18 49 SH   DFND 1,15 0 49 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 737,172 2,028,431 SH   DFND 15 0 2,028,431 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 3,243 8,923 SH   DFND 5 0 0 8,923
CHARTER COMMUNICATIONS INC N CL A 16119P108 1,239 3,409 SH   DFND 11 0 3,409 0
CHARTER FINL CORP MD COM 16122W108 1,671 90,180 SH   DFND 1 0 53,980 36,200
CHARTER FINL CORP MD COM 16122W108 361 19,500 SH   DFND 1,3 0 19,500 0
CHARTER FINL CORP MD COM 16122W108 350 18,904 SH   DFND 15 0 18,904 0
CHASE CORP COM 16150R104 2,184 19,605 SH   DFND 15 0 19,605 0
CHATHAM LODGING TR COM 16208T102 1,360 63,795 SH   DFND 1 0 63,795 0
CHATHAM LODGING TR COM 16208T102 22,753 1,067,216 SH   DFND 15 0 1,067,216 0
CHEESECAKE FACTORY INC COM 163072101 610 14,475 SH   DFND 1,9 0 14,475 0
CHEESECAKE FACTORY INC COM 163072101 1,653 39,242 SH   DFND 15 0 39,242 0
CHEETAH MOBILE INC ADR 163075104 632 75,163 SH   DFND 15 0 75,163 0
CHEFS WHSE INC COM 163086101 1,869 96,850 SH   DFND 1 0 96,850 0
CHEFS WHSE INC COM 163086101 587 30,400 SH   DFND 1,3 0 30,400 0
CHEFS WHSE INC COM 163086101 899 46,576 SH   DFND 15 0 46,576 0
CHEGG INC COM 163092109 4,033 271,798 SH   DFND 15 0 271,798 0
CHEMED CORP NEW COM 16359R103 907 4,491 SH   DFND 14 0 4,491 0
CHEMED CORP NEW COM 16359R103 51,643 255,596 SH   DFND 1 0 255,596 0
CHEMED CORP NEW COM 16359R103 28 138 SH   DFND 1,15 0 138 0
CHEMED CORP NEW COM 16359R103 21,952 108,645 SH   DFND 15 0 108,645 0
CHEMED CORP NEW COM 16359R103 284 1,405 SH   DFND 5 0 0 1,405
CHEMICAL FINL CORP COM 163731102 1,801 34,470 SH   DFND 15 0 34,470 0
CHEMOCENTRYX INC COM 16383L106 739 99,570 SH   DFND 1 0 99,570 0
CHEMOCENTRYX INC COM 16383L106 113 15,200 SH   DFND 1,3 0 15,200 0
CHEMOCENTRYX INC COM 16383L106 7 992 SH   DFND 15 0 992 0
CHEMOURS CO COM 163851108 143 2,818 SH   DFND 12,15 0 2,818 0
CHEMOURS CO COM 163851108 455 8,994 SH   DFND 14 0 8,994 0
CHEMOURS CO COM 163851108 61,337 1,211,955 SH   DFND 1 0 1,139,405 72,550
CHEMOURS CO COM 163851108 354 6,990 SH   DFND 1,3 0 6,990 0
CHEMOURS CO COM 163851108 8,286 163,725 SH   DFND 15 0 163,725 0
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 256 8,871 SH   DFND 1 0 8,871 0
CHENIERE ENERGY INC COM NEW 16411R208 14 320 SH   DFND 14 0 320 0
CHENIERE ENERGY INC COM NEW 16411R208 33,672 747,595 SH   DFND 1 0 747,595 0
CHENIERE ENERGY INC COM NEW 16411R208 353 7,834 SH   DFND 1,3 0 7,834 0
CHENIERE ENERGY INC COM NEW 16411R208 149 3,306 SH   DFND 1,11 0 3,306 0
CHENIERE ENERGY INC COM NEW 16411R208 14,248 316,333 SH   DFND 15 0 316,333 0
CHENIERE ENERGY INC COM NEW 16411R208 509 11,300 SH   DFND 5 0 0 11,300
CHENIERE ENERGY INC COM NEW 16411R208 153 3,400 SH   DFND 11 0 3,400 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 2,770 4,000,000 PRN   DFND 1 0 4,000,000 0
CHERRY HILL MTG INVT CORP COM 164651101 988 54,591 SH   DFND 1 0 54,591 0
CHERRY HILL MTG INVT CORP COM 164651101 706 39,020 SH   DFND 15 0 39,020 0
CHESAPEAKE ENERGY CORP COM 165167107 96 22,437 SH   DFND 12,15 0 22,437 0
CHESAPEAKE ENERGY CORP COM 165167107 18,369 4,271,919 SH   DFND 1 0 4,271,919 0
CHESAPEAKE ENERGY CORP COM 165167107 4,907 1,141,188 SH   DFND 15 0 1,141,188 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 1,310 48,565 SH   DFND 1 0 48,565 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 25,966 962,791 SH   DFND 15 0 962,791 0
CHESAPEAKE UTILS CORP COM 165303108 1,333 17,030 SH   DFND 15 0 17,030 0
CHEVRON CORP NEW COM 166764100 430 3,658 SH   DFND 2,15 0 3,658 0
CHEVRON CORP NEW COM 166764100 6,731 57,284 SH   DFND 12,15 0 57,284 0
CHEVRON CORP NEW COM 166764100 95,899 816,165 SH   DFND 14 0 816,165 0
CHEVRON CORP NEW COM 166764100 2,303 19,599 SH   DFND 9 0 19,599 0
CHEVRON CORP NEW COM 166764100 417,732 3,555,162 SH   DFND 1 0 3,472,346 82,816
CHEVRON CORP NEW COM 166764100 34,947 297,421 SH   DFND 1,2 0 297,421 0
CHEVRON CORP NEW COM 166764100 10,448 88,917 SH   DFND 1,9 0 88,917 0
CHEVRON CORP NEW COM 166764100 1,220 10,379 SH   DFND 1,15 0 10,379 0
CHEVRON CORP NEW COM 166764100 5,424 46,162 SH   DFND 1,5 0 46,162 0
CHEVRON CORP NEW COM 166764100 79 676 SH   DFND 1,11 0 676 0
CHEVRON CORP NEW COM 166764100 1,570 13,361 SH   DFND 1,6 0 13,361 0
CHEVRON CORP NEW COM 166764100 298,267 2,538,439 SH   DFND 15 0 2,538,439 0
CHEVRON CORP NEW COM 166764100 9,745 82,939 SH   DFND 5 0 5,242 77,697
CHEVRON CORP NEW COM 166764100 228 1,942 SH   DFND 5,4 0 1,942 0
CHEVRON CORP NEW COM 166764100 103 874 SH   DFND 5,11 0 874 0
CHEVRON CORP NEW COM 166764100 7,326 62,351 SH   DFND 5,6 0 29,470 32,881
CHEVRON CORP NEW COM 166764100 3,504 29,820 SH   DFND 11 0 29,820 0
CHEVRON CORP NEW COM 166764100 2,894 24,634 SH   DFND 11,6 0 14,718 9,916
CHEVRON CORP NEW COM 166764100 181,618 1,545,687 SH   DFND 6 0 1,545,687 0
CHEVRON CORP NEW COM 166764100 886 7,537 SH   DFND 6,12 0 7,537 0
CHEVRON CORP NEW COM 166764100 32,257 274,530 SH   DFND 6,9 0 274,530 0
CHEVRON CORP NEW COM 166764100 2,804 23,864 SH   DFND 13 0 23,864 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 53 3,127 SH   DFND 12,15 0 3,127 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 53 3,159 SH   DFND 14 0 3,159 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 839 49,944 SH   DFND 15 0 49,944 0
CHICOS FAS INC COM 168615102 24 2,681 SH   DFND 12,15 0 2,681 0
CHICOS FAS INC COM 168615102 222 24,789 SH   DFND 14 0 24,789 0
CHICOS FAS INC COM 168615102 1,425 159,200 SH   DFND 1 0 159,200 0
CHICOS FAS INC COM 168615102 3,281 366,616 SH   DFND 15 0 366,616 0
CHILDRENS PL INC COM 168905107 49 416 SH   DFND 12,15 0 416 0
CHILDRENS PL INC COM 168905107 1,201 10,166 SH   DFND 14 0 10,166 0
CHILDRENS PL INC COM 168905107 1,394 11,800 SH   DFND 1 0 0 11,800
CHILDRENS PL INC COM 168905107 118 1,000 SH   DFND 1,3 0 1,000 0
CHILDRENS PL INC COM 168905107 22 189 SH   DFND 1,15 0 189 0
CHILDRENS PL INC COM 168905107 4,745 40,159 SH   DFND 15 0 40,159 0
CHIMERA INVT CORP COM NEW 16934Q208 79 4,184 SH   DFND 12,15 0 4,184 0
CHIMERA INVT CORP COM NEW 16934Q208 432 22,849 SH   DFND 14 0 22,849 0
CHIMERA INVT CORP COM NEW 16934Q208 8,775 463,811 SH   DFND 1 0 386,811 77,000
CHIMERA INVT CORP COM NEW 16934Q208 53 2,800 SH   DFND 1,3 0 2,800 0
CHIMERA INVT CORP COM NEW 16934Q208 12,103 639,708 SH   DFND 15 0 639,708 0
CHIMERIX INC COM 16934W106 538 102,561 SH   DFND 15 0 102,561 0
CHINA AUTOMOTIVE SYS INC COM 16936R105 60 11,443 SH   DFND 15 0 11,443 0
CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 3,963 263,313 SH   DFND 15 0 263,313 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 16,564 327,551 SH   DFND 15 0 327,551 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 1,054 13,914 SH   DFND 14 0 13,914 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 4,636 61,194 SH   DFND 15 0 61,194 0
CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 224 4,381 SH   DFND 14 0 4,381 0
CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 1,498 29,311 SH   DFND 15 0 29,311 0
CHINA DISTANCE ED HLDGS LTD SPONS ADR 16944W104 288 42,933 SH   DFND 15 0 42,933 0
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 208 14,825 SH   DFND 14 0 14,825 0
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 2,130 151,848 SH   DFND 15 0 151,848 0
CHINA LODGING GROUP LTD SPONSORED ADR 16949N109 8,239 69,342 SH   DFND 15 0 69,342 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 279 905 SH   DFND 12,15 0 905 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 57 184 SH   DFND 14 0 184 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 16,068 52,199 SH   DFND 1 0 52,199 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 787 2,555 SH   DFND 1,9 0 2,555 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 18 60 SH   DFND 1,15 0 60 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 11,517 37,412 SH   DFND 15 0 37,412 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 462 1,500 SH   DFND 5 0 0 1,500
CHIPOTLE MEXICAN GRILL INC COM 169656105 123 400 SH   DFND 11 0 400 0
CHOICE HOTELS INTL INC COM 169905106 2,794 43,717 SH   DFND 15 0 43,717 0
CHRISTOPHER & BANKS CORP COM 171046105 285 209,890 SH   DFND 15 0 209,890 0
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 523 15,335 SH   DFND 14 0 15,335 0
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 1,888 55,361 SH   DFND 15 0 55,361 0
CHURCH & DWIGHT INC COM 171340102 98 2,031 SH   DFND 12,15 0 2,031 0
CHURCH & DWIGHT INC COM 171340102 1,277 26,358 SH   DFND 14 0 26,358 0
CHURCH & DWIGHT INC COM 171340102 15,710 324,248 SH   DFND 1 0 324,248 0
CHURCH & DWIGHT INC COM 171340102 6,682 137,911 SH   DFND 15 0 137,911 0
CHURCH & DWIGHT INC COM 171340102 630 13,000 SH   DFND 5 0 0 13,000
CHURCH & DWIGHT INC COM 171340102 189 3,900 SH   DFND 11 0 3,900 0
CHURCHILL DOWNS INC COM 171484108 87 423 SH   DFND 12,15 0 423 0
CHURCHILL DOWNS INC COM 171484108 21,871 106,069 SH   DFND 15 0 106,069 0
CHUYS HLDGS INC COM 171604101 479 22,765 SH   DFND 15 0 22,765 0
CIENA CORP COM NEW 171779309 946 43,070 SH   DFND 14 0 43,070 0
CIENA CORP COM NEW 171779309 122,196 5,561,928 SH   DFND 1 0 5,457,680 104,248
CIENA CORP COM NEW 171779309 2,701 122,944 SH   DFND 15 0 122,944 0
CIENA CORP NOTE 3.750%10/1 171779AJ0 5,442 4,500,000 PRN   DFND 1 0 4,500,000 0
CIENA CORP DEBT 4.000%12/1 171779AK7 25,520 19,206,000 PRN   DFND 1 0 16,561,000 2,645,000
CIMAREX ENERGY CO COM 171798101 66 578 SH   DFND 12,15 0 578 0
CIMAREX ENERGY CO COM 171798101 511 4,499 SH   DFND 14 0 4,499 0
CIMAREX ENERGY CO COM 171798101 22,748 200,121 SH   DFND 1 0 200,121 0
CIMAREX ENERGY CO COM 171798101 3,159 27,789 SH   DFND 15 0 27,789 0
CIMAREX ENERGY CO COM 171798101 568 5,000 SH   DFND 5 0 0 5,000
CIMAREX ENERGY CO COM 171798101 173 1,518 SH   DFND 11 0 1,518 0
CINCINNATI BELL INC NEW COM NEW 171871502 438 22,053 SH   DFND 14 0 22,053 0
CINCINNATI BELL INC NEW COM NEW 171871502 5,036 253,679 SH   DFND 15 0 253,679 0
CINCINNATI FINL CORP COM 172062101 173 2,253 SH   DFND 12,15 0 2,253 0
CINCINNATI FINL CORP COM 172062101 26,692 348,598 SH   DFND 14 0 348,598 0
CINCINNATI FINL CORP COM 172062101 16,043 209,518 SH   DFND 1 0 209,518 0
CINCINNATI FINL CORP COM 172062101 1,144 14,944 SH   DFND 1,15 0 14,944 0
CINCINNATI FINL CORP COM 172062101 68,543 895,165 SH   DFND 15 0 895,165 0
CINCINNATI FINL CORP COM 172062101 187 2,438 SH   DFND 11 0 2,438 0
CINEMARK HOLDINGS INC COM 17243V102 56 1,546 SH   DFND 12,15 0 1,546 0
CINEMARK HOLDINGS INC COM 17243V102 1,178 32,544 SH   DFND 14 0 32,544 0
CINEMARK HOLDINGS INC COM 17243V102 48,612 1,342,502 SH   DFND 1 0 1,271,990 70,512
CINEMARK HOLDINGS INC COM 17243V102 434 11,977 SH   DFND 1,3 0 11,977 0
CINEMARK HOLDINGS INC COM 17243V102 13,259 366,176 SH   DFND 15 0 366,176 0
CIRCOR INTL INC COM 17273K109 1,530 28,104 SH   DFND 15 0<