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
1 800 FLOWERS COM CL A CL A 68243Q106 2,006 222,423 SH   DFND 1 220,998 0 1,425
1ST CENTURY BANCSHARES INC COM 31943X102 519 46,313 SH   DFND 1 46,313 0 0
1ST SOURCE CORP COM COM 336901103 4,506 139,142 SH   DFND 1 139,142 0 0
21VIANET GROUP INC - ADR SPONSORED ADR 90138A103 260 25,510 SH   DFND 1 25,510 0 0
22ND CENTURY GROUP INC COM 90137F103 133 164,883 SH   DFND 1 164,883 0 0
2U INC COM 90214J101 7,202 244,910 SH   DFND 1 244,910 0 0
3-D SYS CORP DEL COM NEW COM NEW 88554D205 9,786 714,891 SH   DFND 1 712,010 0 2,881
3M CO COM 88579Y101 939,939 5,376,096 SH   DFND 1 5,352,799 0 23,297
51JOBS INC-ADR SP ADR REP COM 316827104 311 10,615 SH   DFND 1 10,615 0 0
58.COM INC-ADR SPON ADR REP A 31680Q104 2,899 63,500 SH   DFND 1 63,500 0 0
8X8 INC NEW COM COM 282914100 9,236 632,223 SH   DFND 1 632,223 0 0
8X8 INC NEW COM COM 282914100 50 3,452 SH   DFND 1 2 3,452 0 0
A. H. BELO CORP COM CL A 001282102 549 109,895 SH   DFND 1 109,895 0 0
A10 NETWORKS INC COM 002121101 9 1,533 SH   DFND 1 2 1,533 0 0
A10 NETWORKS INC COM 002121101 1,685 260,467 SH   DFND 1 260,467 0 0
AAC HOLDINGS INC COM 000307108 1,289 56,517 SH   DFND 1 56,517 0 0
AAON INC COM PAR $0.004 COM PAR $0.004 000360206 8,572 311,601 SH   DFND 1 311,601 0 0
AAR CORP COM COM 000361105 5,336 228,640 SH   DFND 1 228,640 0 0
AARON'S INC COM PAR $0.50 002535300 29 1,328 SH   DFND 1 2 1,328 0 0
AARON'S INC COM PAR $0.50 002535300 9,568 437,125 SH   DFND 1 437,115 0 10
ABAXIS INC COM 002567105 7,068 149,667 SH   DFND 1 149,667 0 0
ABB LTD-ADR SPONSORED ADR 000375204 275 13,897 SH   DFND 1 2,623 0 11,274
ABBOTT LABS COM COM 002824100 497,364 12,673,458 SH   DFND 1 12,623,318 0 50,140
ABBVIE INC COM 00287Y109 794,630 12,858,423 SH   DFND 1 12,799,265 0 59,158
ABEONA THERAPEUTICS INC COM 00289Y107 144 61,087 SH   DFND 1 61,087 0 0
ABERCROMBIE & FITCH CO CL A CL A 002896207 7,772 436,392 SH   DFND 1 435,721 0 671
ABERDEEN CHILE FUND INC COM 00301W105 178 28,547 PRN   DFND 1 2 28,547 0 0
ABIOMED INC COM COM 003654100 31,634 289,453 SH   DFND 1 289,453 0 0
ABM INDS INC COM COM 000957100 13,930 381,870 SH   DFND 1 381,870 0 0
ABRAXAS PETE CORP COM COM 003830106 887 785,110 SH   DFND 1 785,110 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 2,058 51,528 SH   DFND 1 51,528 0 0
ACACIA RESEARCH - ACACIA TEC ACACIA TCH COM 003881307 1,484 337,341 SH   DFND 1 337,341 0 0
ACADIA HEALTHCARE CO INC COM 00404A109 27,998 505,386 SH   DFND 1 505,334 0 52
ACADIA PHARMACEUTICALS INC COM COM 004225108 21,036 648,089 SH   DFND 1 647,759 0 330
ACADIA RLTY TR COM SH BEN INT COM SH BEN INT 004239109 20,401 574,364 SH   DFND 1 574,364 0 0
ACCELERON PHARMA INC COM 00434H108 8,371 246,359 SH   DFND 1 246,359 0 0
ACCENTURE LTD BERMUDA CL A SHS CLASS A G1151C101 635,408 5,617,640 SH   DFND 1 5,592,272 0 25,368
ACCESS NATIONAL CORP COM COM 004337101 905 46,420 SH   DFND 1 46,420 0 0
ACCLERATE DIAGNOSTICS INC COM 00430H102 2,859 198,744 SH   DFND 1 198,550 0 194
ACCO BRANDS CORP COM 00081T108 7,443 720,583 SH   DFND 1 720,583 0 0
ACCURAY INC COM 004397105 2,921 562,914 SH   DFND 1 562,914 0 0
ACCURIDE CORP COM NEW 00439T206 300 242,329 SH   DFND 1 242,329 0 0
ACELRX PHARMACEUTICALS INC COM 00444T100 552 205,291 SH   DFND 1 205,291 0 0
ACETO CORP COM COM 004446100 4,551 207,946 SH   DFND 1 207,946 0 0
ACHAOGEN INC COM 004449104 175 46,187 SH   DFND 1 46,187 0 0
ACHILLION PHARMACTCLS COM 00448Q201 6,865 880,254 SH   DFND 1 880,254 0 0
ACI WORLDWIDE INC COM 004498101 16,447 843,014 SH   DFND 1 843,014 0 0
ACLARIS THERAPEUTICS INC COM 00461U105 905 49,025 SH   DFND 1 49,025 0 0
ACNB CORP COM 000868109 652 25,976 SH   DFND 1 25,976 0 0
ACNB CORP COM 000868109 24 964 SH   DFND 1 2 964 0 0
ACORDA THERAPEUTICS INC COM 00484M106 9,206 360,950 SH   DFND 1 360,950 0 0
ACORDA THERAPEUTICS INC COM 00484M106 39 1,546 SH   DFND 1 2 1,546 0 0
ACTINIUM PHARMACEUTICALS INC COM 00507W107 267 151,287 SH   DFND 1 151,287 0 0
ACTIVE POWER INC COM COM NEW 00504W308 29 75,138 SH   DFND 1 75,138 0 0
ACTIVISION BLIZZARD INC COM 00507V109 165,907 4,193,899 SH   DFND 1 4,153,316 0 40,583
ACTUA CORP COM 005094107 2,293 254,007 SH   DFND 1 254,007 0 0
ACTUANT CORP CL A NEW CL A NEW 00508X203 8,832 390,667 SH   DFND 1 390,667 0 0
ACUITY BRANDS INC COM COM 00508Y102 141 569 SH   DFND 1 2 569 0 0
ACUITY BRANDS INC COM COM 00508Y102 93,499 377,702 SH   DFND 1 376,435 0 1,267
ACURA PHARMACEUTICALS INC COM PAR $0.01 00509L802 38 21,024 SH   DFND 1 21,024 0 0
ACXIOM CORP COM COM 005125109 12,196 554,626 SH   DFND 1 554,626 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 1,698 112,201 SH   DFND 1 112,201 0 0
ADAMIS PHARMACEUTICALS INC COM COM NEW 00547W208 167 59,694 SH   DFND 1 59,694 0 0
ADAMS EXPRESS COM 006212104 3,463 273,400 PRN   DFND 1 2 273,400 0 0
ADAMS RESOURCES & ENERGY INC COM NEW 006351308 584 15,182 SH   DFND 1 15,182 0 0
ADAPTIMMUNE THERAPEUTICS - ADR SPONDS ADR 00653A107 83 10,273 SH   DFND 1 10,273 0 0
ADCARE HEALTH SYSTEMS COM NEW 00650W300 74 40,556 SH   DFND 1 40,556 0 0
ADDUS HOMECARE CORP COM 006739106 829 47,611 SH   DFND 1 47,611 0 0
ADDVANTAGE TECHNOLOGIES GRP COM NEW 006743306 21 11,928 SH   DFND 1 11,928 0 0
ADEPTUS HEALTH INC CL A 006855100 4,581 88,687 SH   DFND 1 88,687 0 0
ADESTO TECHNOLOGIES CORP COM 00687D101 141 43,069 SH   DFND 1 43,069 0 0
ADOBE SYS INC COM COM 00724F101 395,292 4,133,814 SH   DFND 1 4,103,902 0 29,912
ADTRAN INC COM COM 00738A106 6,532 350,277 SH   DFND 1 350,277 0 0
ADURO BIOTECH INC COM 00739L101 1,593 140,885 SH   DFND 1 140,885 0 0
ADURO BIOTECH INC COM 00739L101 251 22,272 SH   DFND 1 2 22,272 0 0
ADVANCED AUTO PARTS INC COM COM 00751Y106 484 3,000 SH   DFND 1 2 3,000 0 0
ADVANCED AUTO PARTS INC COM COM 00751Y106 99,896 619,104 SH   DFND 1 616,990 0 2,114
ADVANCED DRAINAGE SYSTEMS INC COM 00790R104 6,818 249,134 SH   DFND 1 249,134 0 0
ADVANCED ENERGY INDS COM COM 007973100 995 26,228 SH   DFND 1 2 26,228 0 0
ADVANCED ENERGY INDS COM COM 007973100 10,630 280,032 SH   DFND 1 280,032 0 0
ADVANCED MICRO DEVICES INC COM COM 007903107 23,632 4,597,736 SH   DFND 1 4,597,736 0 0
ADVANCED MICRO DEVICES INC COM COM 007903107 108 21,097 SH   DFND 1 2 21,097 0 0
ADVANCED SEMICONDUCTOR E- ADR SPONSORED ADR 00756M404 128 23,046 SH   DFND 1 19,186 0 3,860
ADVAXIS INC COM NEW 007624208 1,527 188,818 SH   DFND 1 188,818 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 386 122,365 SH   DFND 1 122,365 0 0
ADVISORY BRD CO COM COM 00762W107 10,487 296,336 SH   DFND 1 296,336 0 0
AECOM TECHNOLOGY CORP -REDH COM 00766T100 30,904 972,758 SH   DFND 1 972,470 0 288
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 610 110,927 SH   DFND 1 2 110,927 0 0
AEGERION PHARMACEUTICALS INC COM 00767E102 249 167,139 SH   DFND 1 167,139 0 0
AEGION CORP COM 00770F104 4,938 253,125 SH   DFND 1 253,125 0 0
AEGON N V ORD AMER REG NY REGISTRY SH 007924103 79 19,795 SH   DFND 1 7,826 0 11,969
AEHR TEST SYSTEMS COM COM 00760J108 19 12,126 SH   DFND 1 12,126 0 0
AEMITIS INC COM NEW 00770K202 143 63,084 SH   DFND 1 63,084 0 0
AEP INDS INC COM COM 001031103 5,287 65,711 SH   DFND 1 65,711 0 0
AERCAP HOLDINGS NV SHS N00985106 10,281 308,119 SH   DFND 1 307,112 0 1,007
AERI PHARMACEUTICALS INC COM 00771V108 3,266 185,594 SH   DFND 1 185,594 0 0
AEROHIVE NETWORKS INC COM 007786106 945 142,763 SH   DFND 1 142,763 0 0
AEROJET ROCKETDYNE HOLDINGS INC COM 007800105 8,297 453,910 SH   DFND 1 453,910 0 0
AEROVIRONMENT INC COM 008073108 4,093 147,264 SH   DFND 1 147,264 0 0
AES CORP COM COM 00130H105 66,406 5,330,506 SH   DFND 1 5,308,650 0 21,856
AETHLON MEDICAL INC COM NEW 00808Y208 138 24,234 SH   DFND 1 24,234 0 0
AETNA INC NEW COM COM 00817Y108 345,366 2,832,877 SH   DFND 1 2,819,682 0 13,195
AETNA INC NEW COM COM 00817Y108 342 2,806 SH   DFND 1 2 2,806 0 0
AFFILIATED MANAGERS GROUP COM COM 008252108 106 759 SH   DFND 1 2 759 0 0
AFFILIATED MANAGERS GROUP COM COM 008252108 63,632 452,805 SH   DFND 1 450,713 0 2,092
AFFIMED NV COM N01045108 30 12,273 SH   DFND 1 12,273 0 0
AFLAC INC COM COM 001055102 249,202 3,459,400 SH   DFND 1 3,443,669 0 15,731
AG MORTGAGE INVESTMENT TRUST COM 001228105 2,674 185,241 SH   DFND 1 177,076 0 8,165
AGCO CORP COM COM 001084102 21,679 460,213 SH   DFND 1 460,151 0 62
AGENUS INC COM NEW 00847G705 2,071 511,363 SH   DFND 1 511,363 0 0
AGILE THERAPEUTICS INC COM 00847L100 671 88,246 SH   DFND 1 88,246 0 0
AGILENT TECHNOLOGIES INC COM COM 00846U101 123,668 2,792,529 SH   DFND 1 2,780,909 0 11,620
AGILYSYS INC COM 00847J105 1,225 117,020 SH   DFND 1 117,020 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 7,740 184,770 SH   DFND 1 184,740 0 30
AGL RES INC COM COM 001204106 756 13,186 SH   DFND 1 13,186 0 0
AGL RES INC COM COMSTK 001204106 66,076 1,003,333 SH   DFND 1 1,003,333 0 0
AGNICO EAGLE MINES LTD COMSTK 2009823 6,183 116,188 SH   DFND 1 114,306 0 1,882
AGREE REALTY CORP COM 008492100 7,580 157,133 SH   DFND 1 157,133 0 0
AGRIUM INC COMSTK 2213538 4,621 51,467 SH   DFND 1 50,348 0 1,119
AGRIUM INC COM COM 008916108 375 4,153 SH   DFND 1 4,005 0 148
AGROFRESH SOLUTIONS INC COM 00856G109 953 179,486 SH   DFND 1 179,486 0 0
AIMC 2 3/4 03/01/2031 NOTE 2.750% 3/0 02208RAE6 2,260 2,000,000 PRN   DFND 1 2 2,000,000 0 0
AIMMUNE THERAPEUTICS INC COM 00900T107 1,212 112,106 SH   DFND 1 112,106 0 0
AIR LEASE CORP CL A 00912X302 16,435 613,737 SH   DFND 1 613,430 0 307
AIR LEASE CORP CL A 00912X302 227 8,493 SH   DFND 1 2 8,493 0 0
AIR METHODS CORP COM PAR $.06 COM PAR $.06 009128307 9,243 257,991 SH   DFND 1 257,991 0 0
AIR PRODS & CHEMS INC COM COM 009158106 44 311 SH   DFND 1 2 311 0 0
AIR PRODS & CHEMS INC COM COM 009158106 212,654 1,499,966 SH   DFND 1 1,493,785 0 6,181
AIR TRANSPORT SERVICES GROUP INC COM 00922R105 5,294 408,492 SH   DFND 1 408,492 0 0
AIRCASTLE LTD COM G0129K104 7,967 407,348 SH   DFND 1 407,348 0 0
AIRMEDIA GROUP -ADS-REDH SPONSORED ADR 009411109 87 25,466 SH   DFND 1 25,466 0 0
AK STL HLDG CORP COM COM 001547108 7,091 1,521,808 SH   DFND 1 1,521,808 0 0
AK STL HLDG CORP COM COM 001547108 230 49,474 SH   DFND 1 2 49,474 0 0
AKAMAI TECHNOLOGIES INC COM COM 00971T101 81,773 1,464,603 SH   DFND 1 1,454,332 0 10,271
AKEBIA THERAPEUTICS INC COM 00972D105 1,708 228,369 SH   DFND 1 228,369 0 0
AKER BIOSCIENCES INC COM 00973E102 38 12,000 SH   DFND 1 12,000 0 0
AKORN INC COM COM 009728106 16,114 565,720 SH   DFND 1 565,626 0 94
ALAMO GROUP INC COM COM 011311107 5,867 88,935 SH   DFND 1 88,935 0 0
ALARM.COM HOLDINGS INC COM 011642105 1,783 69,601 SH   DFND 1 69,601 0 0
ALARM.COM HOLDINGS INC COM 011642105 50 1,968 SH   DFND 1 2 1,968 0 0
ALASKA AIR GROUP INC COM COM 011659109 61,606 1,058,305 SH   DFND 1 1,054,306 0 3,999
ALASKA AIR GROUP INC COM COM 011659109 113 1,951 SH   DFND 1 2 1,951 0 0
ALASKA COMMUNICATIONS SYS G COM COM 01167P101 647 381,112 SH   DFND 1 381,112 0 0
ALBANY INTL CORP CL A CL A 012348108 7,889 197,574 SH   DFND 1 197,574 0 0
ALBANY MOLECULAR RESH INC COM COM 012423109 2,532 188,464 SH   DFND 1 188,464 0 0
ALBEMARLE CORP COM COM 012653101 73,450 927,694 SH   DFND 1 924,543 0 3,151
ALCOA INC COM COM 013817101 195 21,090 SH   DFND 1 2 21,090 0 0
ALCOA INC COM COM 013817101 99,183 10,718,212 SH   DFND 1 10,678,995 0 39,217
ALCOBRA LTD SHS M2239P109 65 14,567 SH   DFND 1 14,567 0 0
ALDER BIOPHARAMCEUTICALS INC COM 014339105 8,152 326,473 SH   DFND 1 326,473 0 0
ALDEYRA THERAPEUTICS INC COM 01438T106 153 26,977 SH   DFND 1 26,977 0 0
ALERE INC COM 01449J105 416 10,000 SH   DFND 1 2 10,000 0 0
ALERE INC COM 01449J105 22,875 548,838 SH   DFND 1 548,773 0 65
ALEXANDER & BALDWIN INC COM 014491104 11,159 308,782 SH   DFND 1 308,782 0 0
ALEXANDERS INC COM COM 014752109 9,951 24,317 SH   DFND 1 24,317 0 0
ALEXANDRIA REAL ESTATE EQ I COM COM 015271109 57,081 551,635 SH   DFND 1 551,564 0 71
ALEXION PHARMACEUTICALS INC COM COM 015351109 209,096 1,794,044 SH   DFND 1 1,779,543 0 14,501
ALIBABA GROUP HOLDING LTD SPONSORED ADS 01609W102 73,332 926,244 SH   DFND 1 926,027 0 217
ALICO INC COM COM 016230104 751 24,858 SH   DFND 1 24,858 0 0
ALIGN TECHNOLOGY INC COM COM 016255101 71 893 SH   DFND 1 2 893 0 0
ALIGN TECHNOLOGY INC COM COM 016255101 39,776 493,812 SH   DFND 1 492,981 0 831
ALIMERA SCIENCES INC COM 016259103 179 145,751 SH   DFND 1 145,751 0 0
ALJ 3 09/15/18 NOTE 3.000% 9/1 020520AB8 2,603 3,000,000 PRN   DFND 1 2 3,000,000 0 0
ALJ REGIONAL HLDGS INC COM 001627108 108 21,764 SH   DFND 1 21,764 0 0
ALKERMES INC COM SHS G01767105 43,238 1,000,875 SH   DFND 1 999,485 0 1,390
ALLEGHANY CORP DEL COM COM 017175100 57,764 105,153 SH   DFND 1 105,135 0 18
ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 9,153 717,898 SH   DFND 1 715,041 0 2,857
ALLEGIANCE BANCSHARES INC COM 01748H107 1,048 42,123 SH   DFND 1 42,123 0 0
ALLEGIANT TRAVEL CO COM 01748X102 16,416 108,362 SH   DFND 1 108,362 0 0
ALLEGION PLC ORD SHS G0176J109 53,256 768,147 SH   DFND 1 765,848 0 2,299
ALLERGAN PLC SHS G0177J108 735,945 3,190,344 SH   DFND 1 3,176,646 0 13,698
ALLERGAN PLC SHS G0177J108 462 2,000 SH   DFND 1 2 2,000 0 0
ALLETE INC COM COM NEW 018522300 23,647 365,894 SH   DFND 1 365,894 0 0
ALLIANCE DATA SYSTEMS CORP COM COM 018581108 82 420 SH   DFND 1 2 420 0 0
ALLIANCE DATA SYSTEMS CORP COM COM 018581108 95,122 486,365 SH   DFND 1 484,124 0 2,241
ALLIANCE HOLDINGS GP LP COM UNITS LP 01861G100 516 24,551 SH   DFND 1 24,551 0 0
ALLIANCE HOLDINGS GP LP COM UNITS LP 01861G100 301 14,325 SH   DFND 1 2 14,325 0 0
ALLIANCE IMAGING INC COM NEW COM PAR 018606301 901 144,452 SH   DFND 1 143,985 0 467
ALLIANCE ONE INTERNATIONAL INC COM NEW 018772301 807 52,432 SH   DFND 1 52,432 0 0
ALLIANCE ONE INTERNATIONAL INC COM NEW 018772301 22 1,492 SH   DFND 1 2 1,492 0 0
ALLIANCE RES PARTNER L P UT LTD PART UT LTD PART 01877R108 477 30,279 SH   DFND 1 30,279 0 0
ALLIANCE RES PARTNER L P UT LTD PART UT LTD PART 01877R108 634 40,244 SH   DFND 1 2 40,244 0 0
ALLIANT ENERGY CORP COM COM 018802108 74,151 1,870,970 SH   DFND 1 1,865,103 0 5,867
ALLIED MOTION TECHNOLOGIES COM 019330109 1,269 54,559 SH   DFND 1 54,559 0 0
ALLIED WORLD ASSNC HDGS-REDH SHS H01531104 20,610 586,527 SH   DFND 1 586,524 0 3
ALLIQUA INC COM NEW 019621200 90 80,974 SH   DFND 1 80,974 0 0
ALLISON TRANSMISSION HOLDING COM 01973R101 37,193 1,317,501 SH   DFND 1 1,317,164 0 337
ALLOT COMMUNICATIONS LTD SHS M0854Q105 78 16,041 SH   DFND 1 16,041 0 0
ALLSCRIPTS HEALTHCARE SOLUT COM COM 01988P108 49 3,871 SH   DFND 1 2 3,871 0 0
ALLSCRIPTS HEALTHCARE SOLUT COM COM 01988P108 15,887 1,251,016 SH   DFND 1 1,250,909 0 107
ALLSTATE CORP COM COM 020002101 213,641 3,059,582 SH   DFND 1 3,043,884 0 15,698
ALLY FINANCIAL INC COM 02005N100 47,818 2,802,639 SH   DFND 1 2,801,998 0 641
ALLY FINANCIAL INC COM 02005N100 60 3,519 SH   DFND 1 2 3,519 0 0
ALMOST FAMILY INC COM 020409108 2,513 58,985 SH   DFND 1 58,985 0 0
ALNYLAM PHARMACEUTICALS INC COM COM 02043Q107 27,665 498,793 SH   DFND 1 497,484 0 1,309
ALNYLAM PHARMACEUTICALS INC COM COM 02043Q107 45 823 SH   DFND 1 2 823 0 0
ALON USA ENERGY INC COM 020520102 225 34,840 SH   DFND 1 2 34,840 0 0
ALON USA ENERGY INC COM 020520102 1,442 222,594 SH   DFND 1 221,650 0 944
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 1,808 129,858 SH   DFND 1 129,858 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 54 3,897 SH   DFND 1 2 3,897 0 0
ALPHABET INC - CLASS C CAP STK CL C 02079K107 1,803,172 2,609,622 SH   DFND 1 2,591,069 0 18,553
ALPHABET INC - CLASS C CAP STK CL C 02079K107 28 41 SH   DFND 1 2 41 0 0
ALPHABET INC CLASS A CAP STK CL A 02079K305 1,822,257 2,594,391 SH   DFND 1 2,575,720 0 18,671
ALPHABET INC CLASS A CAP STK CL A 02079K305 28 40 SH   DFND 1 2 40 0 0
ALPHATEC HOLDINGS INC -REDH COM 02081G102 107 306,249 SH   DFND 1 306,249 0 0
ALPINE GLOBAL PREMIER PROPRT COM SBI 02083A103 551 100,398 PRN   DFND 1 2 100,398 0 0
ALPINE TOTAL DYNAMIC DIVIDEND COM SH BEN INT N 021060207 848 116,809 PRN   DFND 1 2 116,809 0 0
ALTISOURCE PORTFOLIO SOLUTIONS REG SHS L0175J104 5,385 193,445 SH   DFND 1 193,445 0 0
ALTISOURCE PORTFOLIO SOLUTIONS REG SHS L0175J104 318 11,434 SH   DFND 1 2 11,434 0 0
ALTISOURCE RESIDENTIAL CORP - WI CL B 02153W100 3,258 354,516 SH   DFND 1 354,516 0 0
ALTRA HLDGS INC COM 02208R106 4,831 179,088 SH   DFND 1 179,088 0 0
ALTRIA GROUP INC COM 02209S103 1,096,979 15,935,497 SH   DFND 1 15,865,191 0 70,306
ALTRIA GROUP INC COM 02209S103 295 4,291 SH   DFND 1 2 4,291 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 6,784 283,649 SH   DFND 1 283,649 0 0
AMAMARK HOLDINGS CORP COM 03852U106 47,839 1,432,130 SH   DFND 1 1,431,777 0 353
AMARIN CORP PLC SPONSORED ADR SPONS ADR NEW 023111206 171 79,241 SH   DFND 1 79,241 0 0
A-MARK PRECIOUS METALS INC COM 00181T107 295 18,273 SH   DFND 1 18,273 0 0
AMAYA INC COM 02314M108 911 59,383 SH   DFND 1 59,383 0 0
AMAZON COM INC COM COM 023135106 2,352,959 3,293,581 SH   DFND 1 3,267,812 0 25,769
AMAZON COM INC COM COM 023135106 506 708 SH   DFND 1 2 708 0 0
AMBAC FINL GROUP INC COM COM NEW 023139884 5,130 311,684 SH   DFND 1 311,684 0 0
AMBARELLA INC SHS G037AX101 2,547 50,132 SH   DFND 1 50,088 0 44
AMBER ROAD INC COM 02318Y108 589 76,405 SH   DFND 1 76,405 0 0
AMBEV SA - ADR SPONSORED ADR 02319V103 746 126,315 SH   DFND 1 126,315 0 0
AMC ENTERTAINMENT HLDS CL A COM 00165C104 3,938 142,654 SH   DFND 1 142,654 0 0
AMC NETWORKS INC - A W/I CL A 00164V103 24,100 398,876 SH   DFND 1 398,275 0 601
AMC NETWORKS INC - A W/I CL A 00164V103 237 3,930 SH   DFND 1 2 3,930 0 0
AMDOCS LTD ORD SHS G02602103 65,050 1,127,002 SH   DFND 1 1,125,882 0 1,120
AMDOCS LTD ORD SHS G02602103 28 502 SH   DFND 1 2 502 0 0
AMEC PLC-SPON ADR - W/I SPONSORED ADR 00167X205 184 28,303 SH   DFND 1 2 28,303 0 0
AMEC PLC-SPON ADR - W/I SPONSORED ADR 00167X205 36 5,542 SH   DFND 1 2,099 0 3,443
AMEDICA CORP COM NEW 023435209 60 45,747 SH   DFND 1 45,747 0 0
AMEDISYS INC COM COM 023436108 10,455 207,121 SH   DFND 1 207,121 0 0
AMER FST TAX EX INVESTORS LP BEN UNIT CTF 02364V107 149 27,252 SH   DFND 1 27,252 0 0
AMERCO COM COM 023586100 17,566 46,923 SH   DFND 1 46,923 0 0
AMEREN CORP COM COM 023608102 104,429 1,952,537 SH   DFND 1 1,945,542 0 6,995
AMERESCO INC - CL A CL A 02361E108 519 118,920 SH   DFND 1 118,920 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 140 11,444 SH   DFND 1 2 11,444 0 0
AMERICAN AIRLINES GROUP INC COM 02376R102 27 961 SH   DFND 1 2 961 0 0
AMERICAN AIRLINES GROUP INC COM 02376R102 139,412 4,931,557 SH   DFND 1 4,900,372 0 31,185
AMERICAN ASSETS TRUST INC COM 024013104 11,829 278,742 SH   DFND 1 278,742 0 0
AMERICAN AXLE & MFG HLDGS I COM COM 024061103 11,423 788,909 SH   DFND 1 788,909 0 0
AMERICAN CAMPUS COMMUNITIES COM 024835100 52,088 985,218 SH   DFND 1 985,218 0 0
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CADENCE DESIGN SYSTEM INC COM COM 127387108 54,118 2,227,963 SH   DFND 1 2,224,689 0 3,274
CADIZ INC COM COM NEW 127537207 463 78,899 SH   DFND 1 78,899 0 0
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CAESARS ACQUISITION CO - CL A CL A 12768T103 1,234 110,000 SH   DFND 1 110,000 0 0
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CALAMOS ASSET MANAGEMENT-A CL A 12811R104 888 121,522 SH   DFND 1 118,537 0 2,985
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CALIX INC COM 13100M509 1,972 285,460 SH   DFND 1 285,460 0 0
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CAL-MAINE FOODS INC COM NEW 128030202 9,802 221,178 SH   DFND 1 220,868 0 310
CALPINE CORP COM NEW 131347304 31,427 2,131,632 SH   DFND 1 2,131,236 0 396
CALUMET SPECIALTY PRODUCTS UT LTD PARTNER 131476103 191 39,003 SH   DFND 1 39,003 0 0
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CANON INC ADR SPONSORED ADR 138006309 661 23,129 SH   DFND 1 16,188 0 6,941
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CARMAX GROUP COM 143130102 74,907 1,530,576 SH   DFND 1 1,525,453 0 5,123
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CARNIVAL CORP UNIT 99/99/9999 143658300 164,571 3,729,564 SH   DFND 1 3,715,811 0 13,753
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CAROLINA FINANCIAL CORP COM 143873107 1,330 71,217 SH   DFND 1 71,217 0 0
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CARRIAGE SVCS INC CL A COM 143905107 2,536 107,117 SH   DFND 1 107,117 0 0
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CASELLA WASTE SYS INC CL A CL A 147448104 2,168 276,288 SH   DFND 1 276,288 0 0
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CATO CORP NEW CL A CL A 149205106 6,946 184,159 SH   DFND 1 184,159 0 0
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CBL & ASSOC PPTYS INC COM COM 124830100 20,287 2,179,099 SH   DFND 1 2,176,779 0 2,320
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CBRE GROUP INC CL A 12504L109 61,001 2,307,858 SH   DFND 1 2,295,734 0 12,124
CBS CORP CL B 124857202 186,880 3,438,759 SH   DFND 1 3,421,255 0 17,504
CDK GLOBAL INC COM 12508E101 62,204 1,121,392 SH   DFND 1 1,118,986 0 2,406
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CECO ENVIRONMENTAL CORP COM 125141101 1,810 207,145 SH   DFND 1 207,145 0 0
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CELATOR PHARMACEUTICALS, INC COM 15089R102 6,826 226,185 SH   DFND 1 226,185 0 0
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CELGENE CORP COM COM 151020104 86 880 SH   DFND 1 2 880 0 0
CELLDEX THERAPEUTICS INC COM 15117B103 2,959 674,181 SH   DFND 1 673,905 0 276
CELLULAR BIOMEDICINE GROUP INC COM NEW 15117P102 664 55,422 SH   DFND 1 55,422 0 0
CEL-SCI CORP COM NEW COM PAR $0.01 150837508 193 420,802 SH   DFND 1 420,802 0 0
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CENTRAL GARDEN & PET CO COM COM 153527106 415 18,196 SH   DFND 1 18,196 0 0
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CERULEAN PHARMA INC COM 15708Q105 187 88,462 SH   DFND 1 88,462 0 0
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CEVA INC COM 157210105 3,885 143,009 SH   DFND 1 143,009 0 0
CF INDUSTRIES HOLDINGS INC COM 125269100 45,757 1,902,007 SH   DFND 1 1,894,617 0 7,390
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CHANGYOU.COM LTD - ADR ADS REP CL A 15911M107 328 16,417 SH   DFND 1 2 16,417 0 0
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CHANNELADVISOR CORP COM 159179100 2,236 154,371 SH   DFND 1 154,371 0 0
CHANNELADVISOR CORP COM 159179100 24 1,674 SH   DFND 1 2 1,674 0 0
CHANTICLEER HOLDINGS INC COM PAR $.0001 N 15930P404 39 92,136 SH   DFND 1 92,136 0 0
CHARLES & COLVARD LTD COM COM 159765106 50 49,187 SH   DFND 1 49,187 0 0
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CHECK POINT SOFTWARE TECHN ORD M22465104 25,489 320,290 SH   DFND 1 315,367 0 4,923
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CHICAGO BRIDGE & IRON CO N N Y REGISTRY SH COM 167250109 21,275 614,380 SH   DFND 1 613,250 0 1,130
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CHIMERA INVESTMENT CORP-REDH COM NEW 16934Q208 523 33,326 SH   DFND 1 2 33,326 0 0
CHIMERA INVESTMENT CORP-REDH COM NEW 16934Q208 35,370 2,252,924 SH   DFND 1 2,247,375 0 5,549
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CHINA BIOLOGIC PRODUCTS INC COM 16938C106 1,142 10,749 SH   DFND 1 10,749 0 0
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CHINA FIN ONLINE-ADR-REDH SPONSORED ADR 169379104 48 10,468 SH   DFND 1 10,468 0 0
CHINA HGS REAL ESTATE INC COM 16948W100 27 15,134 SH   DFND 1 15,134 0 0
CHINA INFORMATION TECHNOLOGY I COM G21174100 29 24,922 SH   DFND 1 24,922 0 0
CHINA LODGING GROUP-SPON ADS SPONSORED ADR 16949N109 524 14,399 SH   DFND 1 12,477 0 1,922
CHINA LODGING GROUP-SPON ADS SPONSORED ADR 16949N109 1,048 28,781 SH   DFND 1 2 28,781 0 0
CHINA MOBILE HONG KONG LTD SPONSORED ADR SPONSORED ADR 16941M109 100 1,740 SH   DFND 1 0 0 1,740
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CHINA XD PLASTICS CO LTD COM 16948F107 61 19,221 SH   DFND 1 19,221 0 0
CHIPMOS TECHNOLOGIES BERMUDA SHS G2110R114 208 11,494 SH   DFND 1 11,494 0 0
CHIPOTLE MEXICAN GRILL -REDH COM 169656105 102,316 254,461 SH   DFND 1 253,400 0 1,061
CHOICE HOTELS INTL INC COM COM 169905106 9 199 SH   DFND 1 2 199 0 0
CHOICE HOTELS INTL INC COM COM 169905106 10,550 221,556 SH   DFND 1 221,503 0 53
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CHUNGHWA TELECOM CO SPON ADR NEW11 17133Q502 474 13,068 SH   DFND 1 11,000 0 2,068
CHURCH & DWIGHT INC COM COM 171340102 124,366 1,210,574 SH   DFND 1 1,205,543 0 5,031
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CHUY'S HOLDINGS INC COM 171604101 4,035 116,586 SH   DFND 1 116,586 0 0
CIA PARANAENSE ENER-SP ADR SPON ADR PFD 20441B407 212 23,640 SH   DFND 1 22,840 0 800
CIA SANEAMENTO BASICO DE-ADR SPONSORED ADR 20441A102 154 17,259 SH   DFND 1 15,980 0 1,279
CIA SANEAMENTO BASICO DE-ADR SPONSORED ADR 20441A102 1,225 136,732 SH   DFND 1 2 136,732 0 0
CIBER INC COM COM 17163B102 536 357,719 SH   DFND 1 357,719 0 0
CIDARA THERAPEUTICS INC COM 171757107 373 36,240 SH   DFND 1 36,240 0 0
CIE 2 5/8 12/01/19 NOTE 2.625%12/0 19075FAA4 3,750 10,000,000 PRN   DFND 1 2 10,000,000 0 0
CIENA CORP COM COM NEW 171779309 16,113 859,361 SH   DFND 1 859,361 0 0
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CIMAREX ENERGY CO COM 171798101 91,055 764,471 SH   DFND 1 761,741 0 2,730
CIMAREX ENERGY CO COM 171798101 51 435 SH   DFND 1 2 435 0 0
CIMPRESS NV SHS EURO N20146101 3,886 42,028 SH   DFND 1 42,028 0 0
CINCINNATI BELL INC COM 171871106 6,390 1,398,315 SH   DFND 1 1,398,315 0 0
CINCINNATI FINL CORP COM COM 172062101 94,657 1,266,095 SH   DFND 1 1,262,193 0 3,902
CINCINNATI FINL CORP COM COM 172062101 97 1,303 SH   DFND 1 2 1,303 0 0
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CINEMARK HOLDINGS INC -REDH COM 17243V102 23,878 654,929 SH   DFND 1 654,929 0 0
CINER RESOURCES LP COM UNIT LTD 172464109 774 27,644 SH   DFND 1 2 27,644 0 0
CINTAS CORP COM COM 172908105 85,842 876,031 SH   DFND 1 872,967 0 3,064
CIRCOR INTL INC COM COM 17273K109 6,392 112,164 SH   DFND 1 112,164 0 0
CIRRUS LOGIC INC COM COM 172755100 19,865 512,127 SH   DFND 1 512,127 0 0
CISCO SYS INC COM COM 17275R102 1,294,183 45,181,339 SH   DFND 1 44,863,566 0 317,773
CIT GROUP INC COM NEW 125581801 39,983 1,253,560 SH   DFND 1 1,251,865 0 1,695
CIT GROUP INC COM NEW 125581801 31 986 SH   DFND 1 2 986 0 0
CITI TRENDS INC COM 17306X102 1,603 103,244 SH   DFND 1 103,244 0 0
CITIGROUP INC COM COM NEW 172967424 1,024,683 24,214,832 SH   DFND 1 24,129,422 0 85,410
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DU PONT E I DE NEMOURS & CO COM COM 263534109 448,629 6,935,842 SH   DFND 1 6,905,721 0 30,121
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ENERGOUS CORP COM 29272C103 1,159 89,546 SH   DFND 1 89,546 0 0
ENERGY FOCUS INC. COM NEW 29268T300 276 44,373 SH   DFND 1 44,373 0 0
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ENERGY RECOVERY INC-REDH COM 29270J100 2,434 273,820 SH   DFND 1 273,820 0 0
ENERNOC INC -REDH COM 292764107 1,180 186,828 SH   DFND 1 186,828 0 0
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ENERSYS INC COM COM 29275Y102 21,184 356,218 SH   DFND 1 356,218 0 0
ENGILITY HOLDINGS INC COM 29286C107 2,454 116,206 SH   DFND 1 116,206 0 0
ENGLOBAL CORP COM 293306106 72 60,208 SH   DFND 1 60,208 0 0
ENI S P A SPONSORED ADR SPONSORED ADR 26874R108 530 16,387 SH   DFND 1 8,384 0 8,003
ENNIS BUSINESS FORMS INC COM COM 293389102 3,719 193,938 SH   DFND 1 191,175 0 2,763
ENNIS BUSINESS FORMS INC COM COM 293389102 415 21,665 SH   DFND 1 2 21,665 0 0
ENOVA INTERNATIONAL COM 29357K103 128 17,480 SH   DFND 1 2 17,480 0 0
ENOVA INTERNATIONAL COM 29357K103 1,850 251,452 SH   DFND 1 251,452 0 0
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ENSCO INTL INC COM SHS CLASS A G3157S106 19,144 1,971,613 SH   DFND 1 1,968,772 0 2,841
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ENSERVCO CORP COM 29358Y102 48 77,749 SH   DFND 1 77,749 0 0
ENSIGN GROUP INC-REDH COM 29358P101 7,335 349,153 SH   DFND 1 349,153 0 0
ENSTAR GROUP LTD SHS G3075P101 14,155 87,387 SH   DFND 1 87,387 0 0
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ENTEGRIS INC COM COM 29362U104 14,342 991,159 SH   DFND 1 991,159 0 0
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ENTERCOM COMMUNICATIONS COR CL A CL A 293639100 2,053 151,362 SH   DFND 1 151,362 0 0
ENTERGY CORP NEW COM COM 29364G103 129,645 1,596,226 SH   DFND 1 1,585,586 0 10,640
ENTEROMEDICS INC-REDH COM PAR 0.01 29365M307 7 26,170 SH   DFND 1 26,170 0 0
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ENTERPRISE PRODS PARTNERS L COM COM 293792107 251 8,610 SH   DFND 1 8,610 0 0
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EOG RES INC COM COM 26875P101 359,126 4,312,934 SH   DFND 1 4,295,230 0 17,704
EP ENERGY CORP-CL A CL A 268785102 39 7,594 SH   DFND 1 2 7,594 0 0
EP ENERGY CORP-CL A CL A 268785102 1,339 258,625 SH   DFND 1 258,416 0 209
EPAM SYSTEMS INC COM 29414B104 18,539 288,288 SH   DFND 1 288,288 0 0
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EQT CORP COM 26884L109 130,084 1,682,496 SH   DFND 1 1,676,635 0 5,861
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ERICKSON INC COM 29482P100 22 36,646 SH   DFND 1 36,646 0 0
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ERIE INDTY CO CL A CL A 29530P102 17,683 178,005 SH   DFND 1 177,612 0 393
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EROS INTERNATIONAL PLC SHS NEW G3788M114 538 33,112 SH   DFND 1 32,833 0 279
ESCALADE INC COM COM 296056104 609 59,529 SH   DFND 1 59,529 0 0
ESCO TECHNOLOGIES INC COM COM 296315104 7,285 182,422 SH   DFND 1 182,422 0 0
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ESTERLINE TECHNOLOGIES CORP COM COM 297425100 12,058 194,360 SH   DFND 1 194,360 0 0
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ETHAN ALLEN INTERIORS INC COM COM 297602104 6,771 204,946 SH   DFND 1 204,946 0 0
ETSY INC COM 29786A106 2,611 272,306 SH   DFND 1 272,306 0 0
EURONET WORLDWIDE INC COM COM 298736109 23,127 334,258 SH   DFND 1 334,258 0 0
EV ENERGY PARTNERS LP -REDH COM UNITS 26926V107 52 23,010 SH   DFND 1 23,010 0 0
EVERBANK FINANCIAL CORP COM 29977G102 9,144 615,381 SH   DFND 1 615,381 0 0
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EXCO RESOURCES INC COM 269279402 1,444 1,111,063 SH   DFND 1 1,109,450 0 1,613
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EXELON CORP COM COM 30161N101 292,339 8,053,378 SH   DFND 1 8,021,198 0 32,180
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EXONE CO/THE COM 302104104 778 73,613 SH   DFND 1 73,613 0 0
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EXTENDED STAY AMERICA UNIT 99/99/9999B 30224P200 6,639 444,103 SH   DFND 1 444,094 0 9
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EXXON MOBIL CORP COM COM 30231G102 3,254,415 34,776,913 SH   DFND 1 34,631,298 0 145,615
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EZCORP INC-CL A CL A NON VTG 302301106 92 12,208 SH   DFND 1 2 12,208 0 0
F M C CORP COM NEW COM NEW 302491303 49,418 1,069,020 SH   DFND 1 1,063,633 0 5,387
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FACEBOOK INC -A CL A 30303M102 2,222,358 19,479,686 SH   DFND 1 19,339,857 0 139,829
FACTSET RESH SYS INC COM COM 303075105 40,341 249,917 SH   DFND 1 249,286 0 631
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FARO TECHNOLOGIES INC COM 311642102 3,952 116,832 SH   DFND 1 116,832 0 0
FASTENAL CO COM COM 311900104 115,015 2,595,156 SH   DFND 1 2,577,922 0 17,234
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FLEXTRONICS INTL LTD ORD ORD Y2573F102 2,675 228,379 SH   DFND 1 228,329 0 50
FLIR SYS INC COM COM 302445101 40,108 1,297,913 SH   DFND 1 1,294,459 0 3,454
FLOTEK INDUSTRIES INC COM 343389102 4,615 349,657 SH   DFND 1 349,657 0 0
FLOWERS FOODS INC COM COM 343498101 131 7,031 SH   DFND 1 2 7,031 0 0
FLOWERS FOODS INC COM COM 343498101 21,214 1,131,445 SH   DFND 1 1,131,341 0 104
FLOWSERVE CORP COM COM 34354P105 47,523 1,053,978 SH   DFND 1 1,048,140 0 5,838
FLUIDIGM CORP COM 34385P108 1,834 203,140 SH   DFND 1 203,140 0 0
FLUOR CORP NEW COM COM 343412102 31 646 SH   DFND 1 2 646 0 0
FLUOR CORP NEW COM COM 343412102 55,904 1,136,421 SH   DFND 1 1,132,683 0 3,738
FLUSHING FINL CORP COM COM 343873105 4,349 218,777 SH   DFND 1 218,777 0 0
FMC TECHNOLOGIES INC COM COM 30249U101 122 4,591 SH   DFND 1 2 4,591 0 0
FMC TECHNOLOGIES INC COM COM 30249U101 66,601 2,500,493 SH   DFND 1 2,493,481 0 7,012
FNB CORP PA COM COM 302520101 16,319 1,301,421 SH   DFND 1 1,297,380 0 4,041
FNF GROUP FNF GROUP COM 31620R303 64,883 1,730,984 SH   DFND 1 1,730,534 0 450
FNFV GROUP FNFV GROUP COM 31620R402 5,699 496,889 SH   DFND 1 496,889 0 0
FOAMIX PHARMACEUTICALS LTD SHS M46135105 88 13,929 SH   DFND 1 13,929 0 0
FOGO DE CHAO INC COM 344177100 566 43,391 SH   DFND 1 43,391 0 0
FONAR CORP COM COM NEW 344437405 786 38,615 SH   DFND 1 38,615 0 0
FOOT LOCKER INC COM COM 344849104 70,714 1,290,957 SH   DFND 1 1,287,313 0 3,644
FOOT LOCKER INC COM COM 344849104 53 967 SH   DFND 1 2 967 0 0
FORBES ENERGY SERVICES LTD COM 345143101 6 35,305 SH   DFND 1 35,305 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 420,906 33,540,456 SH   DFND 1 33,401,769 0 138,687
FORD MTR CO DEL COM PAR $0.01 345370860 396 31,511 SH   DFND 1 2 31,511 0 0
FOREST CITY REALTY TRUST- A COM CL A 345605109 37,569 1,683,992 SH   DFND 1 1,683,981 0 11
FORESTAR REAL ESTATE GRP-W/I COM 346233109 2,522 212,147 SH   DFND 1 212,147 0 0
FORM HOLDINGS CORP COM 34634E102 111 58,987 SH   DFND 1 58,987 0 0
FORMFACTOR INC COM 346375108 27 3,027 SH   DFND 1 2 3,027 0 0
FORMFACTOR INC COM 346375108 4,577 509,131 SH   DFND 1 509,131 0 0
FORRESTER RESH INC COM COM 346563109 3,056 82,935 SH   DFND 1 82,935 0 0
FORTINET INC. COM 34959E109 17 564 SH   DFND 1 2 564 0 0
FORTINET INC. COM 34959E109 30,367 961,724 SH   DFND 1 959,651 0 2,073
FORTRESS BIOTECH INC COM 34960Q109 708 263,560 SH   DFND 1 263,560 0 0
FORTUNE BRANDS HOME & SECURITY INC COM 34964C106 71,364 1,233,260 SH   DFND 1 1,228,373 0 4,887
FORUM ENERGY TECHNOLOGIES INC COM 34984V100 7,585 438,204 SH   DFND 1 438,204 0 0
FORWARD AIR CORP COM COM 349853101 9,678 217,349 SH   DFND 1 217,349 0 0
FORWARD INDUSTRIES INC-N Y COM NEW 349862300 22 18,823 SH   DFND 1 18,823 0 0
FOSSIL GROUP INC COM 34988V106 8,259 289,488 SH   DFND 1 289,462 0 26
FOSTER L B CO COM COM 350060109 35 3,227 SH   DFND 1 2 3,227 0 0
FOSTER L B CO COM COM 350060109 586 53,818 SH   DFND 1 53,818 0 0
FOUNDATION MEDICINE INC COM 350465100 1,906 102,158 SH   DFND 1 102,158 0 0
FOUR CORNERS PROPERTY TRUST INC COM 35086T109 8,337 404,910 SH   DFND 1 403,789 0 1,121
FOX CHASE BANCORP INC COMSTK 35137T108 1,449 71,241 SH   DFND 1 71,241 0 0
FOX FACTORY HOLDING CORP COM 35138V102 2,798 161,112 SH   DFND 1 161,112 0 0
FRANCE TELECOM SPONSORED ADR SPONSORED ADR 684060106 256 15,607 SH   DFND 1 5,651 0 9,956
FRANCESCAS HOLDINGS CORP COM 351793104 3,225 291,864 SH   DFND 1 291,864 0 0
FRANKLIN COVEY CO COM COM 353469109 1,195 77,988 SH   DFND 1 77,988 0 0
FRANKLIN ELEC INC COM COM 353514102 9,645 291,832 SH   DFND 1 291,832 0 0
FRANKLIN FINANCIAL NETWORK COM 35352P104 776 24,775 SH   DFND 1 24,775 0 0
FRANKLIN RES INC COM COM 354613101 170 5,109 SH   DFND 1 2 5,109 0 0
FRANKLIN RES INC COM COM 354613101 109,874 3,297,956 SH   DFND 1 3,274,769 0 23,187
FRANKLIN STREET PROPERTIES C COM 35471R106 9,226 751,940 SH   DFND 1 751,940 0 0
FRANKS INTERNATIONAL NV COM N33462107 3,627 248,279 SH   DFND 1 247,518 0 761
FREDS INC CL A CL A 356108100 3,895 241,779 SH   DFND 1 241,779 0 0
FREEPORT-MCMORAN COPPER & G CL B CL B 35671D857 112,633 10,128,507 SH   DFND 1 10,080,015 0 48,492
FREEPORT-MCMORAN COPPER & G CL B CL B 35671D857 161 14,478 SH   DFND 1 2 14,478 0 0
FREIGHTCAR AMERICA INC COM 357023100 11 834 SH   DFND 1 2 834 0 0
FREIGHTCAR AMERICA INC COM 357023100 1,290 91,853 SH   DFND 1 91,853 0 0
FREQUENCY ELECTRS INC COM COM 358010106 213 22,906 SH   DFND 1 22,906 0 0
FRESENIUS MEDICAL CARE AG-ADR SPONSORED ADR 358029106 312 7,182 SH   DFND 1 6,017 0 1,165
FRESH DEL MONTE PRODUCE INC ORD ORD G36738105 15,748 289,340 SH   DFND 1 289,340 0 0
FRESH DEL MONTE PRODUCE INC ORD ORD G36738105 135 2,483 SH   DFND 1 2 2,483 0 0
FRESHPET INC COM 358039105 1,252 134,228 SH   DFND 1 134,228 0 0
FRIEDMAN INDUSTRIES INC COM 358435105 126 21,701 SH   DFND 1 21,701 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 50,196 10,178,275 SH   DFND 1 10,132,595 0 45,680
FRONTIER COMMUNICATIONS CORP COM 35906A108 75 15,325 SH   DFND 1 2 15,325 0 0
FRONTLINE LTD SHS NEW G3682E192 606 77,019 SH   DFND 1 77,019 0 0
FRP HOLDINGS INC COM 30292L107 1,393 40,387 SH   DFND 1 40,387 0 0
FTD COMPANIES INC COM 30281V108 3,360 134,623 SH   DFND 1 134,623 0 0
FTI CONSULTING INC COM COM 302941109 12,218 300,365 SH   DFND 1 300,365 0 0
FUELCELL ENERGY INC COM COM NEW 35952H502 1,110 178,587 SH   DFND 1 178,587 0 0
FUEL-TECH N.V. COM 359523107 190 128,664 SH   DFND 1 128,664 0 0
FULL HOUSE RESORTS INC COM 359678109 49 24,413 SH   DFND 1 24,413 0 0
FULLER H B CO COM COM 359694106 14,563 331,075 SH   DFND 1 331,075 0 0
FULTON FINL CORP PA COM COM 360271100 21,538 1,595,420 SH   DFND 1 1,595,420 0 0
FUNCTIONX INC COM NEW 36077T108 31 110,929 SH   DFND 1 110,929 0 0
FUSION TELECOMMUNICATIONS IN COM NEW 36113B400 88 48,146 SH   DFND 1 48,146 0 0
FUTUREFUEL CORP COM 36116M106 3,839 352,926 SH   DFND 1 352,926 0 0
FXCM INC - A CL A NEW 302693205 209 24,268 SH   DFND 1 24,268 0 0
G & K SVCS INC CL A CL A 361268105 11,255 146,999 SH   DFND 1 146,999 0 0
GABELLI SMALL AND MID CAP VALUE TRUST COM 36249W104 530 50,877 PRN   DFND 1 2 50,877 0 0
GAIAM INC CL A CL A 36268Q103 739 95,598 SH   DFND 1 95,598 0 0
GAIN CAPITAL HOLDINGS INC COM 36268W100 1,543 244,156 SH   DFND 1 244,156 0 0
GALAPAGOS NV - SPON ADR SPON ADR 36315X101 202 3,654 SH   DFND 1 3,654 0 0
GALECTIN THERAPEUTICS INC COM NEW 363225202 158 107,592 SH   DFND 1 107,592 0 0
GALENA BIOPHARMA INC COM 363256108 586 1,258,625 SH   DFND 1 1,258,625 0 0
GALLAGHER ARTHUR J & CO COM COM 363576109 68,440 1,440,365 SH   DFND 1 1,435,074 0 5,291
GAMCO INVESTORS INC - A CL A COM 361438104 1,041 31,772 SH   DFND 1 31,772 0 0
GAMESTOP CORP CL A CL A 36467W109 17,569 661,016 SH   DFND 1 659,551 0 1,465
GAMESTOP CORP CL A CL A 36467W109 149 5,623 SH   DFND 1 2 5,623 0 0
GAMING AND LEISURE PROPERTIES INC COM 36467J108 42,915 1,244,643 SH   DFND 1 1,244,626 0 17
GANNETT CO INC COM 36473H104 16 1,185 SH   DFND 1 2 1,185 0 0
GANNETT CO INC COM 36473H104 10,946 792,648 SH   DFND 1 791,207 0 1,441
GAP INC DEL COM COM 364760108 70 3,331 SH   DFND 1 2 3,331 0 0
GAP INC DEL COM COM 364760108 48,126 2,271,202 SH   DFND 1 2,263,542 0 7,660
GARMIN LTD ORD SHS H2906T109 43,513 1,027,443 SH   DFND 1 1,023,733 0 3,710
GARTNER INC COM COM 366651107 54,832 563,142 SH   DFND 1 562,686 0 456
GAS NATURAL INC COM 367204104 341 48,909 SH   DFND 1 48,909 0 0
GASLOG LTD SHS G37585109 600 46,238 SH   DFND 1 46,238 0 0
GASTAR EXPLORATION LTD COM 36729W202 723 657,797 SH   DFND 1 657,797 0 0
GATX CORP COM COM 361448103 12,002 272,963 SH   DFND 1 272,922 0 41
GCP APPLIED TECHNOLOGIES - W/I COM 36164Y101 12,440 477,741 SH   DFND 1 477,741 0 0
GENCO SHPNG & TRDNG LTD-REDH SHS NEW Y2685T115 25 43,918 SH   DFND 1 43,918 0 0
GENCOR INDUSTRIES INC COM 368678108 498 32,130 SH   DFND 1 32,130 0 0
GENER8 MARITIME INC COM Y26889108 934 146,006 SH   DFND 1 146,006 0 0
GENERAC HOLDINGS INC COM 368736104 15,461 442,274 SH   DFND 1 442,274 0 0
GENERAL AMERICAN INVESTORS COM 368802104 3,900 126,544 PRN   DFND 1 2 126,544 0 0
GENERAL CABLE CORP DEL NEW COM COM 369300108 4,214 331,616 SH   DFND 1 330,258 0 1,358
GENERAL COMMUNICATION INC CL A CL A 369385109 3,530 223,466 SH   DFND 1 223,466 0 0
GENERAL DYNAMICS CORP COM COM 369550108 355,424 2,556,645 SH   DFND 1 2,548,871 0 7,774
GENERAL ELEC CO COM COM 369604103 2,381,473 75,782,386 SH   DFND 1 75,441,747 0 340,639
GENERAL FINANCE CORP/DE COM 369822101 46 10,949 SH   DFND 1 10,949 0 0
GENERAL GROWTH PPTYS INC COM COM 370023103 163,552 5,492,956 SH   DFND 1 5,473,530 0 19,426
GENERAL MLS INC COM COM 370334104 342,318 4,808,258 SH   DFND 1 4,784,588 0 23,670
GENERAL MLS INC COM COM 370334104 20 281 SH   DFND 1 2 281 0 0
GENERAL MOLY INC COM 370373102 90 263,354 SH   DFND 1 263,354 0 0
GENERAL MOTORS CO COM 37045V100 333,467 11,803,316 SH   DFND 1 11,750,432 0 52,884
GENERAL MOTORS CO COM 37045V100 234 8,290 SH   DFND 1 2 8,290 0 0
GENESCO INC COM COM 371532102 9,189 142,893 SH   DFND 1 142,893 0 0
GENESEE & WYO INC CL A CL A 371559105 21,611 366,599 SH   DFND 1 365,067 0 1,532
GENESIS HEALTHCARE INC CL A COM 37185X106 308 174,054 SH   DFND 1 174,054 0 0
GENIE ENERGY LTD - B CL B 372284208 704 104,116 SH   DFND 1 104,116 0 0
GENMARK DIAGNOSTICS INC COM 372309104 2,622 301,461 SH   DFND 1 301,461 0 0
GENMARK DIAGNOSTICS INC COM 372309104 83 9,615 SH   DFND 1 2 9,615 0 0
GENOCEA BIOSCIENCES INC COM 372427104 489 119,352 SH   DFND 1 119,352 0 0
GENOMIC HEALTH INC COM 37244C101 4,171 161,103 SH   DFND 1 161,103 0 0
GENOMIC HEALTH INC COM 37244C101 19 736 SH   DFND 1 2 736 0 0
GENPACT LTD SHS G3922B107 25,923 965,843 SH   DFND 1 964,755 0 1,088
GENTEX CORP COM COM 371901109 0 39 SH   DFND 1 2 39 0 0
GENTEX CORP COM COM 371901109 49,793 3,222,856 SH   DFND 1 3,220,970 0 1,886
GENTHERM INC COM 37253A103 8,983 262,305 SH   DFND 1 262,225 0 80
GENUINE PARTS CO COM COM 372460105 132,035 1,306,190 SH   DFND 1 1,300,390 0 5,800
GENVEC INC COM NEW 37246C307 88 155,322 SH   DFND 1 155,322 0 0
GENWORTH FINANCIAL INC-CL A COM CL A 37247D106 19 7,677 SH   DFND 1 2 7,677 0 0
GENWORTH FINANCIAL INC-CL A COM CL A 37247D106 8,510 3,298,776 SH   DFND 1 3,295,104 0 3,672
GEO GROUP INC/THE COM 36162J106 20,654 604,300 SH   DFND 1 604,300 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 1,630 99,623 SH   DFND 1 99,623 0 0
GERMAN AMERN BANCORP COM COM 373865104 3,130 97,907 SH   DFND 1 97,907 0 0
GERON CORP COM COM 374163103 2,837 1,058,657 SH   DFND 1 1,058,461 0 196
GETTY RLTY CORP NEW COM COM 374297109 4,531 211,243 SH   DFND 1 211,243 0 0
GEVO INC COM NEW 374396208 187 317,487 SH   DFND 1 317,487 0 0
GIBRALTAR INDUSTRIES INC COM 374689107 7,005 221,916 SH   DFND 1 221,916 0 0
GIGA TRONICS INC COM COM 375175106 20 19,463 SH   DFND 1 19,463 0 0
GIGAMON INC COM 37518B102 50 1,338 SH   DFND 1 2 1,338 0 0
GIGAMON INC COM 37518B102 7,399 197,910 SH   DFND 1 197,910 0 0
GIGPEAK INC COM 37518Q109 93 47,584 SH   DFND 1 2 47,584 0 0
GIGPEAK INC COM 37518Q109 572 291,955 SH   DFND 1 291,955 0 0
G-III APPAREL GROUP LTD COM COM 36237H101 12,888 281,899 SH   DFND 1 281,899 0 0
GILAT SATELLITE NETWORKS SHS NEW M51474118 79 18,388 SH   DFND 1 18,388 0 0
GILDAN ACTIVEWEAR INC COMSTK 2254645 3,601 123,680 SH   DFND 1 123,592 0 88
GILEAD SCIENCES INC COM COM 375558103 1,019,312 12,238,244 SH   DFND 1 12,161,182 0 77,062
GILEAD SCIENCES INC COM COM 375558103 289 3,472 SH   DFND 1 2 3,472 0 0
GLACIER BANCORP INC NEW COM COM 37637Q105 14,674 552,103 SH   DFND 1 552,103 0 0
GLADSTONE COMMERCIAL CORP COM 376536108 2,565 151,890 SH   DFND 1 151,890 0 0
GLADSTONE LAND CORP COM 376549101 893 80,772 SH   DFND 1 80,772 0 0
GLATFELTER COM COM 377316104 5,742 293,576 SH   DFND 1 293,576 0 0
GLAUKOS CORP COM 377322102 1,658 56,867 SH   DFND 1 56,867 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR SPONSORED ADR 37733W105 4,055 93,579 SH   DFND 1 75,565 0 18,014
GLEN BURNIE BANCORP COM 377407101 199 18,661 SH   DFND 1 18,661 0 0
GLOBAL BLOOD THERAPEUTICS INC COM 37890U108 1,040 62,715 SH   DFND 1 62,715 0 0
GLOBAL BRASS & COPPER HOLDINGS INC COM 37953G103 5,001 183,267 SH   DFND 1 183,267 0 0
GLOBAL BRASS & COPPER HOLDINGS INC COM 37953G103 25 951 SH   DFND 1 2 951 0 0
GLOBAL EAGLE ACQUISITION CORP COM 37951D102 12 1,925 SH   DFND 1 2 1,925 0 0
GLOBAL EAGLE ACQUISITION CORP COM 37951D102 2,277 342,928 SH   DFND 1 342,928 0 0
GLOBAL INDEMNITY PLC SHS G39319101 1,875 68,117 SH   DFND 1 68,117 0 0
GLOBAL NET LEASE INC COM 379378102 9,048 1,138,234 SH   DFND 1 1,138,234 0 0
GLOBAL PMTS INC COM COM 37940X102 94,179 1,321,623 SH   DFND 1 1,316,929 0 4,694
GLOBAL SOURCES LIMITED ORD G39300101 916 99,998 SH   DFND 1 99,998 0 0
GLOBALSCAPE INC COM 37940G109 108 29,423 SH   DFND 1 29,423 0 0
GLOBALSTAR INC COM 378973408 2,361 1,951,631 SH   DFND 1 1,951,631 0 0
GLOBANT SA COM L44385109 1,196 30,410 SH   DFND 1 30,410 0 0
GLOBUS MEDICAL INC- A CL A 379577208 12,263 514,636 SH   DFND 1 514,636 0 0
GLOBUS MEDICAL INC- A CL A 379577208 115 4,835 SH   DFND 1 2 4,835 0 0
GLORI ENERGY INC COM 379606106 14 62,760 SH   DFND 1 62,760 0 0
GLOWPOINT INC COM NEW 379887201 100 340,724 SH   DFND 1 340,724 0 0
GLU MOBILE INC COM 379890106 1,784 811,100 SH   DFND 1 811,100 0 0
GLYCOMIMETICS INC COM 38000Q102 595 81,957 SH   DFND 1 81,957 0 0
GNC HOLDINGS INC-CL A COM CL A 36191G107 296 12,214 SH   DFND 1 2 12,214 0 0
GNC HOLDINGS INC-CL A COM CL A 36191G107 18,691 769,530 SH   DFND 1 769,530 0 0
GODADDY INC - CLASS A CL A 380237107 8,925 286,167 SH   DFND 1 286,153 0 14
GODADDY INC - CLASS A CL A 380237107 710 22,779 SH   DFND 1 2 22,779 0 0
GOGO INC COM 38046C109 3,242 386,413 SH   DFND 1 386,413 0 0
GOLAR LNG LTD SHS G9456A100 2,225 143,567 SH   DFND 1 142,066 0 1,501
GOLAR LNG PARTNERS LP COM UNIT LPI Y2745C102 337 18,395 SH   DFND 1 18,395 0 0
GOLD FIELDS LTD SPONSORED ADR 38059T106 9 1,845 SH   DFND 1 0 0 1,845
GOLD FIELDS LTD SPONSORED ADR 38059T106 115 23,560 SH   DFND 1 2 23,560 0 0
GOLD RESOURCES CORP COM 38068T105 1,288 359,049 SH   DFND 1 359,049 0 0
GOLDEN ENTERTAINMENT INC COM 381013101 657 56,284 SH   DFND 1 56,284 0 0
GOLDEN MINERALS COMPANY COM 381119106 121 186,795 SH   DFND 1 186,795 0 0
GOLDEN OCEAN GROUP LTD SHS G39637106 116 175,088 SH   DFND 1 175,088 0 0
GOLDFIELD CORP COM 381370105 392 119,713 SH   DFND 1 119,713 0 0
GOLDMAN SACHS GROUP INC COM COM 38141G104 484,360 3,265,442 SH   DFND 1 3,252,642 0 12,800
GOLDMAN SACHS GROUP INC COM COM 38141G104 27 186 SH   DFND 1 2 186 0 0
GOOD TIMES RESTAURANTS INC COM PAR $.001NEW 382140879 198 56,983 SH   DFND 1 56,983 0 0
GOODYEAR TIRE & RUBR CO COM COM 382550101 59,878 2,337,335 SH   DFND 1 2,328,395 0 8,940
GOPRO INC - CL A CL A 38268T103 6,299 582,755 SH   DFND 1 581,953 0 802
GORDMANS STORES INC COM 38269P100 63 49,557 SH   DFND 1 49,557 0 0
GORMAN RUPP CO COM COM 383082104 3,367 122,864 SH   DFND 1 122,864 0 0
GOVERNMENT PROPERTIES INCOME COM SHS BEN INT 38376A103 11,289 489,579 SH   DFND 1 489,579 0 0
GP STRATEGIES CORP COM COM 36225V104 21 1,000 SH   DFND 1 2 1,000 0 0
GP STRATEGIES CORP COM COM 36225V104 2,249 103,690 SH   DFND 1 103,690 0 0
GPRE 3 1/4 10/01/18 NOTE 3.250%10/0 393222AD6 8,925 8,000,000 PRN   DFND 1 2 8,000,000 0 0
GRACE W R & CO DEL NEW COM COM 38388F108 32,532 444,587 SH   DFND 1 444,556 0 31
GRACO INC COM COM 384109104 26,792 339,185 SH   DFND 1 339,185 0 0
GRAHAM CORP COM 384556106 1,119 60,773 SH   DFND 1 60,773 0 0
GRAHAM HOLDINGS CO COM 384637104 13,933 28,463 SH   DFND 1 28,381 0 82
GRAINGER W W INC COM COM 384802104 109,771 483,859 SH   DFND 1 481,833 0 2,026
GRAMERCY PROPERTY TRUST COM 385002100 25,469 2,762,388 SH   DFND 1 2,762,388 0 0
GRAND CANYON EDUCATION-REDH COM 38526M106 13,353 334,517 SH   DFND 1 334,517 0 0
GRANITE CONSTR INC COM COM 387328107 12,409 272,435 SH   DFND 1 272,435 0 0
GRAPHIC PACKAGING HOLDING CO COM 388689101 27 2,192 SH   DFND 1 2 2,192 0 0
GRAPHIC PACKAGING HOLDING CO COM 388689101 25,146 2,005,268 SH   DFND 1 2,004,932 0 336
GRAY TELEVISION INC COM COM 389375106 4,633 427,008 SH   DFND 1 427,008 0 0
GREAT AJAX CORP COM 38983D300 1,172 84,519 SH   DFND 1 84,519 0 0
GREAT BASIN SCIENTIFIC INC COM 39013L502 32 18,361 SH   DFND 1 18,361 0 0
GREAT LAKES DREDGE&DOCK CORP COM 390607109 1,716 393,775 SH   DFND 1 393,775 0 0
GREAT PLAINS ENERGY INC COM COM 391164100 29,700 976,990 SH   DFND 1 976,990 0 0
GREAT PLAINS ENERGY INC COM COM 391164100 19 654 SH   DFND 1 2 654 0 0
GREAT SOUTHN BANCORP INC COM COM 390905107 3,551 96,071 SH   DFND 1 96,071 0 0
GREAT WESTERN BANCORP INC COM 391416104 14,542 461,097 SH   DFND 1 461,097 0 0
GREATBATCH INC COMSTK 39153L106 7,630 246,687 SH   DFND 1 246,687 0 0
GREATER CHINA FD INC COM 003031101 97 11,626 PRN   DFND 1 2 11,626 0 0
GREEN BANCORP INC COM 39260X100 766 87,868 SH   DFND 1 87,868 0 0
GREEN BRICK PARTNERS INC COM 392709101 1,365 187,843 SH   DFND 1 187,843 0 0
GREEN DOT CORP - CLASS A CL A 39304D102 12 559 SH   DFND 1 2 559 0 0
GREEN DOT CORP - CLASS A CL A 39304D102 7,109 309,259 SH   DFND 1 309,259 0 0
GREEN PLAINS INC COM 393222104 4,811 243,995 SH   DFND 1 243,574 0 421
GREENBRIER COS INC COM COM 393657101 49 1,701 SH   DFND 1 2 1,701 0 0
GREENBRIER COS INC COM COM 393657101 6,772 232,493 SH   DFND 1 232,374 0 119
GREENHILL & CO INC COM COM 395259104 2,760 171,472 SH   DFND 1 170,916 0 556
GREENLIGHT CAPITAL RE CLASS A G4095J109 4,361 216,368 SH   DFND 1 216,368 0 0
GREIF INC CL A 397624107 9,365 251,296 SH   DFND 1 251,096 0 200
GREIF INC CL B 397624206 720 13,151 SH   DFND 1 13,151 0 0
GRIFFIN INDUSTRIAL REALTY INC COM 398231100 331 10,810 SH   DFND 1 10,810 0 0
GRIFFON CORP COM COM 398433102 4,384 260,045 SH   DFND 1 260,045 0 0
GRIFOLS SA-ADR SP ADR REP B NVT 398438408 1,028 61,727 SH   DFND 1 60,159 0 1,568
GROUP 1 AUTOMOTIVE INC COM COM 398905109 5 117 SH   DFND 1 2 117 0 0
GROUP 1 AUTOMOTIVE INC COM COM 398905109 8,519 172,591 SH   DFND 1 172,591 0 0
GROUPON INC COM CL A 399473107 9,106 2,802,117 SH   DFND 1 2,802,083 0 34
GRUBHUB INC COM 400110102 16,408 528,108 SH   DFND 1 528,108 0 0
GRUPO FINANCIERO GALICIA-ADR SP ADR 10 SH B 399909100 562 18,434 SH   DFND 1 18,434 0 0
GSE SYSTEMS INC COM 36227K106 74 33,536 SH   DFND 1 33,536 0 0
GSI TECHNOLOGY INC COM 36241U106 334 80,321 SH   DFND 1 80,321 0 0
GTT COMMUNICATIONS INC COM 362393100 3,730 201,890 SH   DFND 1 201,890 0 0
GTX INC COM 40052B108 192 350,264 SH   DFND 1 350,264 0 0
GUARANTY BANCORP COM NEW 40075T607 2,477 148,376 SH   DFND 1 148,376 0 0
GUESS INC COM COM 401617105 6,292 418,133 SH   DFND 1 415,857 0 2,276
GUIDANCE SOFTWARE INC COM 401692108 858 138,710 SH   DFND 1 138,710 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 28,117 455,268 SH   DFND 1 455,268 0 0
GULF ISLAND FABRICATION INC COM COM 402307102 543 78,339 SH   DFND 1 78,339 0 0
GULF RESOURCES INC COM PAR $0.0005 40251W309 18 12,005 SH   DFND 1 2 12,005 0 0
GULF RESOURCES INC COM PAR $0.0005 40251W309 14 9,279 SH   DFND 1 9,279 0 0
GULFMARK OFFSHORE INC COM CL A NEW 402629208 397 126,894 SH   DFND 1 126,894 0 0
GULFPORT ENERGY CORP COM NEW 402635304 27,349 874,902 SH   DFND 1 874,804 0 98
GW PHARMACEUTICALS PLC ADR ADS 36197T103 556 6,072 SH   DFND 1 6,072 0 0
GY 4.0625 12/31/39 SDCV 4.062%12/3 368682AN0 33,616 16,570,000 PRN   DFND 1 2 16,570,000 0 0
H D F C BANK LTD ADR REPS 3 SHS 40415F101 2,158 32,538 SH   DFND 1 31,654 0 884
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HANCOCK HLDG CO COM COM 410120109 14,002 536,272 SH   DFND 1 535,598 0 674
HANDY & HARMAN LTD COM 410315105 1,073 40,973 SH   DFND 1 40,973 0 0
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HANMI FINL CORP COM COM NEW 410495204 5,436 231,429 SH   DFND 1 231,429 0 0
HANNON ARMSTRONG SUSTAINABLE INFRA CAP, INC. COM 41068X100 5,308 245,753 SH   DFND 1 245,753 0 0
HANOVER INSURANCE GROUP INC/TH COM 410867105 23,152 273,602 SH   DFND 1 272,321 0 1,281
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HEAT BIOLOGICS INC COM 42237K102 15 22,034 SH   DFND 1 22,034 0 0
HECLA MNG CO COM COM 422704106 168 32,984 SH   DFND 1 2 32,984 0 0
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HEICO CORP NEW COM COM 422806109 7,889 118,085 SH   DFND 1 118,085 0 0
HEICO CORP-CL A CL A 422806208 13,107 244,323 SH   DFND 1 244,323 0 0
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HELEN OF TROY CORP LTD COM COM G4388N106 20,162 196,055 SH   DFND 1 196,055 0 0
HELIX ENERGY SOLUTIONS GROUP INC COM 42330P107 4,506 666,664 SH   DFND 1 666,664 0 0
HELMERICH & PAYNE INC COM COM 423452101 58,592 874,358 SH   DFND 1 868,239 0 6,119
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HENRY JACK & ASSOC INC COM COM 426281101 48,930 560,677 SH   DFND 1 559,410 0 1,267
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HERC HOLDINGS INC COM 42704L104 95 2,817 SH   DFND 1 2 2,817 0 0
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HERITAGE-CRYSTAL CLEAN-REDH COM 42726M106 1,218 99,787 SH   DFND 1 99,787 0 0
HERON THERAPEUTICS INC COM 427746102 3,952 218,988 SH   DFND 1 218,988 0 0
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HERSHEY CO/THE COM 427866108 144,504 1,275,308 SH   DFND 1 1,269,716 0 5,592
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HERTZ GLOBAL HOLDINGS INC COM 42806J106 371 8,454 SH   DFND 1 2 8,454 0 0
HERTZ GLOBAL HOLDINGS, INC COMSTK 42805T105 26,881 2,428,242 SH   DFND 1 2,427,603 0 639
HESKA CORP COM COM RESTRC NEW 42805E306 1,609 43,308 SH   DFND 1 43,308 0 0
HESS CORP COM COM 42809H107 129,833 2,164,149 SH   DFND 1 2,155,526 0 8,623
HEWLETT PACKARD CO COM COM 40434L105 186,248 14,865,228 SH   DFND 1 14,799,643 0 65,585
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HEXCEL CORP NEW COM COM 428291108 24,665 592,352 SH   DFND 1 591,517 0 835
HFF INC-CLASS A CL A 40418F108 6,898 238,866 SH   DFND 1 238,866 0 0
HHGREGG INC -REDH COM 42833L108 117 66,396 SH   DFND 1 66,396 0 0
HIBBETT SPORTS INC COM 428567101 5,653 162,499 SH   DFND 1 162,499 0 0
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HIGHWOODS PPTYS INC COM COM 431284108 39,002 738,692 SH   DFND 1 738,692 0 0
HILL INTERNATIONAL INC COM 431466101 880 216,406 SH   DFND 1 216,406 0 0
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HILTON WORLDWIDE HOLDINGS IN COM 43300A104 71,441 3,172,581 SH   DFND 1 3,161,694 0 10,887
HIMAX TECHNOLOGIES INC - ADR SPONSORED ADR 43289P106 357 43,310 SH   DFND 1 43,310 0 0
HINGHAM INSTITUTION FOR SVGS COM 433323102 1,265 10,295 SH   DFND 1 10,295 0 0
HMS HOLDINGS CORP COM 40425J101 11,704 664,624 SH   DFND 1 664,624 0 0
HNI CORP COM COM 404251100 13,928 299,605 SH   DFND 1 298,851 0 754
HOLLY ENERGY PARTNERS LP COM UT LTD PTN 435763107 266 7,691 SH   DFND 1 2 7,691 0 0
HOLLYFRONTIER CORP COM 436106108 131 5,540 SH   DFND 1 2 5,540 0 0
HOLLYFRONTIER CORP COM 436106108 27,077 1,139,670 SH   DFND 1 1,138,711 0 959
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HOLOGIC INC COM COM 436440101 83,482 2,416,274 SH   DFND 1 2,410,179 0 6,095
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HOME BANCSHARES INC COM 436893200 17,395 878,988 SH   DFND 1 878,988 0 0
HOME DEPOT INC COM COM 437076102 1,359,281 10,663,062 SH   DFND 1 10,616,333 0 46,729
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HOMESTREET INC COM 43785V102 3,107 155,999 SH   DFND 1 155,999 0 0
HOMETRUST BANCSHARES INC COM 437872104 2,509 135,648 SH   DFND 1 135,648 0 0
HONDA MOTOR LTD SPONS ADR AMERN SHS 438128308 208 8,234 SH   DFND 1 2,048 0 6,186
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HONEYWELL INTL INC COM COM 438516106 751,058 6,467,657 SH   DFND 1 6,440,838 0 26,819
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HORACE MANN EDUCATORS CORP COM COM 440327104 11,770 348,328 SH   DFND 1 348,328 0 0
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HORIZON PHARMA PLC SHS G4617B105 164 10,000 SH   DFND 1 2 10,000 0 0
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HORMEL FOODS CORP COM COM 440452100 86,658 2,371,626 SH   DFND 1 2,362,070 0 9,556
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HORTONWORKS INC COM 440894103 2,863 267,861 SH   DFND 1 267,861 0 0
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HOST MARRIOTT CORP NEW COM COM 44107P104 120,409 7,438,782 SH   DFND 1 7,406,144 0 32,638
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HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 12,182 779,399 SH   DFND 1 779,399 0 0
HOULIHAN LOKEY INC CL A 441593100 2,074 92,738 SH   DFND 1 92,738 0 0
HOUSTON AMERICAN ENERGY CORP COM 44183U100 30 135,281 SH   DFND 1 135,281 0 0
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HOUSTON WIRE & CABLE COM 44244K109 491 93,554 SH   DFND 1 93,554 0 0
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HOWARD HUGHES CORP COM 44267D107 26,341 230,423 SH   DFND 1 230,360 0 63
HRG GROUP INC COM 40434J100 11,315 824,123 SH   DFND 1 824,123 0 0
HSBC HLDGS PLC SPON ADR NEW SPON ADR NEW 404280406 2,831 90,429 SH   DFND 1 63,009 0 27,420
HSN INC COM 404303109 11,424 233,494 SH   DFND 1 233,434 0 60
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HUDSON TECHNOLOGIES INC COM 444144109 454 126,344 SH   DFND 1 126,344 0 0
HUMANA INC COM COM 444859102 205,860 1,146,555 SH   DFND 1 1,141,162 0 5,393
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HUNTINGTON BANCSHARES INC COM COM 446150104 61,500 6,890,701 SH   DFND 1 6,866,630 0 24,071
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HUNTSMAN CORP COM 447011107 17,079 1,269,885 SH   DFND 1 1,268,408 0 1,477
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HURON CONSULTING GROUP INC COM 447462102 9,605 158,983 SH   DFND 1 158,983 0 0
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HUTTIG BLDG PRODS INC COM COM 448451104 119 22,756 SH   DFND 1 22,756 0 0
HYATT HOTELS CORP - CL A COM CL A 448579102 8,005 162,906 SH   DFND 1 162,763 0 143
HYSTER-YALE MATERIALS CL A 449172105 10 174 SH   DFND 1 2 174 0 0
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IAC INTERACTIVECORP COM 44919P508 28,399 504,428 SH   DFND 1 504,175 0 253
IAMGOLD CORP COM 450913108 0 120 SH   DFND 1 0 0 120
IAMGOLD CORP COM 450913108 56 13,675 SH   DFND 1 2 13,675 0 0
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IART 1 5/8 12/15/16 NOTE 1.625%12/1 457985AK5 10,618 7,000,000 PRN   DFND 1 2 7,000,000 0 0
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IBIO INC COM 451033104 246 342,667 SH   DFND 1 342,667 0 0
ICAD INC COM NEW 44934S206 360 69,140 SH   DFND 1 69,140 0 0
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ICF INTERNATIONAL INC COM 44925C103 5,593 136,750 SH   DFND 1 136,750 0 0
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ICU MED INC COM COM 44930G107 13,778 122,207 SH   DFND 1 122,207 0 0
ID SYSTEMS INC COM 449489103 252 52,411 SH   DFND 1 52,411 0 0
IDACORP INC COM COM 451107106 29,714 365,264 SH   DFND 1 365,264 0 0
IDEAL POWER INC COM 451622104 104 21,224 SH   DFND 1 21,224 0 0
IDENTIVE GROUP INC COM NEW 45170X205 96 54,157 SH   DFND 1 54,157 0 0
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IDEX CORP COM COM 45167R104 39,082 476,034 SH   DFND 1 476,034 0 0
IDEXX LABS INC COM COM 45168D104 54,830 590,726 SH   DFND 1 589,705 0 1,021
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IDT CORP CL B CL B NEW 448947507 3,398 239,506 SH   DFND 1 239,506 0 0
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IES HOLDINGS INC COM 44951W106 863 69,500 SH   DFND 1 69,500 0 0
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IGNITE RESTAURANT GROUP INC COM 451730105 69 44,783 SH   DFND 1 44,783 0 0
IGNYTA INC COM 451731103 1,162 214,498 SH   DFND 1 214,498 0 0
IHS INC-CLASS A CL A 451734107 47,671 412,541 SH   DFND 1 412,226 0 315
II VI INC COM COM 902104108 7,486 399,088 SH   DFND 1 399,088 0 0
IKANG HEALTHCARE GROUP - ADR SPONSORED ADR 45174L108 343 18,738 SH   DFND 1 18,738 0 0
ILLINOIS TOOL WKS INC COM COM 452308109 276,551 2,659,716 SH   DFND 1 2,647,086 0 12,630
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ILLUMINA INC COM COM 452327109 173,035 1,234,723 SH   DFND 1 1,226,830 0 7,893
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IMATION CORP COM COM 45245A107 201 161,044 SH   DFND 1 161,044 0 0
IMAX CORP COM COM 45245E109 2,006 68,070 SH   DFND 1 68,070 0 0
IMAX CORP COM COM 45245E109 30 1,043 SH   DFND 1 2 1,043 0 0
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IMMUNE PHARMACEUTICALS INC COM 45254C101 39 99,919 SH   DFND 1 99,919 0 0
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IMPAC MTG HLDGS INC COM COM NEW 45254P508 795 50,729 SH   DFND 1 50,729 0 0
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IMPERIAL OIL LTD COMSTK 2454241 5,005 159,067 SH   DFND 1 157,305 0 1,762
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IMS HEALTH HOLDINGS INC COM 44970B109 22,775 898,578 SH   DFND 1 898,255 0 323
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INC RESEARCH HOLDINGS INC - A CL A 45329R109 13,984 366,752 SH   DFND 1 366,752 0 0
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INCYTE INC COM 45337C102 89,372 1,117,938 SH   DFND 1 1,110,606 0 7,332
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INDEPENDENCE HLDG CO NEW COM NEW COM NEW 453440307 694 38,665 SH   DFND 1 38,665 0 0
INDEPENDENCE REALTY TRUST INC COM 45378A106 1,855 226,831 SH   DFND 1 226,831 0 0
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INFINITY PHARMACEUTICALS INC COM COM 45665G303 419 315,401 SH   DFND 1 315,075 0 326
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INFOBLOX INC COM 45672H104 6,903 367,988 SH   DFND 1 367,988 0 0
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INFOSONICS CORP COM 456784107 34 41,938 SH   DFND 1 41,938 0 0
INFOSYS TECHNOLOGIES-SP ADR SPONSORED ADR 456788108 5,195 294,117 SH   DFND 1 291,393 0 2,724
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INFUSYSTEM HOLDINGS INC COM 45685K102 121 46,642 SH   DFND 1 46,642 0 0
ING CLARION GLOBL RE INCM FD COM 12504G100 180 21,956 PRN   DFND 1 2 21,956 0 0
ING GROUP N V SPONSORED ADR SPONSORED ADR 456837103 294 28,475 SH   DFND 1 25,065 0 3,410
INGERSOLL-RAND COMPANY LTD CL A SHS G47791101 134,934 2,122,623 SH   DFND 1 2,115,269 0 7,354
INGEVITY CORP COM 45688C107 9,585 281,597 SH   DFND 1 281,354 0 243
INGLES MKTS INC CL A CL A 457030104 5,908 158,396 SH   DFND 1 158,396 0 0
INGRAM MICRO INC CL A CL A 457153104 32,901 945,985 SH   DFND 1 943,994 0 1,991
INGREDION INC COM 457187102 69,473 537,060 SH   DFND 1 535,467 0 1,593
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INOGEN INC COM 45780L104 51 1,037 SH   DFND 1 2 1,037 0 0
INOGEN INC COM 45780L104 7,217 144,026 SH   DFND 1 144,026 0 0
INOTEK PHARMACEUTICALS CORP COM 45780V102 768 103,301 SH   DFND 1 103,301 0 0
INOVALON HOLDINGS INC - A COM CL A 45781D101 7,827 434,634 SH   DFND 1 434,634 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 4,412 477,534 SH   DFND 1 477,534 0 0
INPHI CORP COM 45772F107 7,816 244,049 SH   DFND 1 244,049 0 0
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INSTEEL INDUSTRIES INC COM COM 45774W108 413 14,464 SH   DFND 1 2 14,464 0 0
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INTEGRATED DEVICE TECHNOLOG COM COM 458118106 19,618 974,604 SH   DFND 1 974,604 0 0
INTEL CORP COM COM 458140100 1,461,465 44,624,527 SH   DFND 1 44,343,205 0 281,322
INTEL CORP COM COM 458140100 215 6,580 SH   DFND 1 2 6,580 0 0
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INTELLIA THERAPEUTICS INC COM 45826J105 1,437 67,346 SH   DFND 1 67,346 0 0
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INTELSAT SA COM L5140P101 643 249,351 SH   DFND 1 249,351 0 0
INTER PARFUMS INC COM COM 458334109 3,807 133,253 SH   DFND 1 133,253 0 0
INTERACTIVE BROKERS GRP COM 45841N107 13,545 382,654 SH   DFND 1 380,639 0 2,015
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INTERCEPT PHARMACEUTICALS INC COM 45845P108 16,818 117,877 SH   DFND 1 117,598 0 279
INTERCLOUD SYSTEMS INC COM NEW 458488202 86 124,153 SH   DFND 1 124,153 0 0
INTERCONTINENTALEXCHANGE GROUP COM 45866F104 235,768 922,820 SH   DFND 1 919,188 0 3,632
INTERDIGITAL INC COM 45867G101 13,770 247,322 SH   DFND 1 247,061 0 261
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INTERFACE INC CL A COM 458665304 7,158 469,386 SH   DFND 1 469,386 0 0
INTERMOLECULAR INC COM 45882D109 114 77,331 SH   DFND 1 77,331 0 0
INTERNAP CORP COM PAR $.001 45885A300 646 313,658 SH   DFND 1 313,658 0 0
INTERNATIONAL BANCSHARES CO COM COM 459044103 12,034 461,253 SH   DFND 1 461,253 0 0
INTERNATIONAL BUSINESS MACHINES INC COM 459200101 322 2,123 SH   DFND 1 2 2,123 0 0
INTERNATIONAL BUSINESS MACHINES INC COM 459200101 1,167,031 7,701,697 SH   DFND 1 7,672,832 0 28,865
INTERNATIONAL FLAVORS&FRAGR COM COM 459506101 85,261 677,446 SH   DFND 1 675,085 0 2,361
INTERNATIONAL GAME TECHNOLOGY PLC SHS USD G4863A108 163 8,726 SH   DFND 1 2 8,726 0 0
INTERNATIONAL GAME TECHNOLOGY PLC SHS USD G4863A108 4,301 229,558 SH   DFND 1 229,399 0 159
INTERNATIONAL SPEEDWAY CORP CL A CL A 460335201 6,431 192,275 SH   DFND 1 192,275 0 0
INTERPACE DIAGNOSTICS GROUP INC COM 46062X105 7 23,719 SH   DFND 1 23,719 0 0
INTERPUBLIC GROUP COS INC COM COM 460690100 74,367 3,225,120 SH   DFND 1 3,213,887 0 11,233
INTERSECT ENT INC COM 46071F103 1,836 142,052 SH   DFND 1 142,052 0 0
INTERSECTIONS INC COM 460981301 139 65,254 SH   DFND 1 65,254 0 0
INTERSIL CORP CL A CL A 46069S109 12,608 931,201 SH   DFND 1 928,221 0 2,980
INTERVAL LEISURE GROUP COM 46113M108 13,513 849,906 SH   DFND 1 849,674 0 232
INTERXON CORP COM 46122T102 7,752 315,004 SH   DFND 1 314,736 0 268
INTEST CORP COM COM 461147100 137 36,180 SH   DFND 1 36,180 0 0
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INTL FCSTONE INC COM 46116V105 6,219 227,907 SH   DFND 1 227,907 0 0
INTL PAPER CO COM COM 460146103 141,152 3,336,464 SH   DFND 1 3,322,840 0 13,624
INTRA-CELLULAR THERAPIES INC COM 46116X101 8,571 220,799 SH   DFND 1 220,799 0 0
INTRALINKS HOLDINGS INC COM 46118H104 1,803 277,404 SH   DFND 1 277,404 0 0
INTRALINKS HOLDINGS INC COM 46118H104 156 24,035 SH   DFND 1 2 24,035 0 0
INTRAWEST RESORTS HOLDINGS I COM 46090K109 1,431 110,267 SH   DFND 1 110,267 0 0
INTREPID POTASH INC COM 46121Y102 422 293,680 SH   DFND 1 293,680 0 0
INTUIT COM COM 461202103 265,480 2,382,272 SH   DFND 1 2,366,756 0 15,516
INTUITIVE SURGICAL INC COM COM NEW 46120E602 217,821 329,871 SH   DFND 1 327,603 0 2,268
INUVO INC. COM NEW 46122W204 149 106,848 SH   DFND 1 106,848 0 0
INVACARE CORP COM COM 461203101 2,378 196,105 SH   DFND 1 196,105 0 0
INVENSENSE IN COM 46123D205 3,209 523,598 SH   DFND 1 523,598 0 0
INVENSENSE IN COM 46123D205 77 12,667 SH   DFND 1 2 12,667 0 0
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INVESCO MORTGAGE CAPITAL COM 46131B100 10,303 752,658 SH   DFND 1 745,387 0 7,271
INVESCO PLC SHS G491BT108 88 3,459 SH   DFND 1 2 3,459 0 0
INVESCO PLC SHS G491BT108 85,742 3,363,167 SH   DFND 1 3,351,425 0 11,742
INVESTMENT TECHNOLOGY GRP N COM COM 46145F105 3,794 226,940 SH   DFND 1 226,940 0 0
INVESTORS BANCORP INC COM 46146L101 28,635 2,584,427 SH   DFND 1 2,584,427 0 0
INVESTORS REAL ESTATE TR SH BEN INT SH BEN INT 461730103 5,651 873,421 SH   DFND 1 873,421 0 0
INVESTORS TITLE CO COM COM 461804106 748 7,859 SH   DFND 1 7,859 0 0
INVITAE CORP COM 46185L103 686 92,931 SH   DFND 1 92,931 0 0
INVIVO THERAPEUTICS HOLDINGS CORP COM NEW 46186M209 1,164 201,554 SH   DFND 1 201,554 0 0
INVUITY INC COM NEW 46187J205 228 23,945 SH   DFND 1 23,945 0 0
ION GEOPHYSICAL CORP COM COM NEW 462044207 261 42,046 SH   DFND 1 42,046 0 0
IONIS PHARMACEUTICALS IN COM 462222100 16 728 SH   DFND 1 2 728 0 0
IONIS PHARMACEUTICALS IN COM 462222100 18,459 792,940 SH   DFND 1 791,535 0 1,405
IPASS INC COM 46261V108 574 463,672 SH   DFND 1 463,672 0 0
IPG PHOTONICS CORP -REDH COM 44980X109 19,762 247,031 SH   DFND 1 246,642 0 389
IRADIMED CORP COM 46266A109 680 31,268 SH   DFND 1 31,268 0 0
IRDM 6 3/4 12/31/49 PERP PFD CNV B 46269C409 12,291 37,588 PRN   DFND 1 2 37,588 0 0
IRIDEX CORP COM COM 462684101 521 35,283 SH   DFND 1 35,283 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 5,150 579,993 SH   DFND 1 579,993 0 0
IROBOT CORP COM 462726100 7,558 215,451 SH   DFND 1 215,451 0 0
IROBOT CORP COM 462726100 551 15,718 SH   DFND 1 2 15,718 0 0
IRON MTN INC PA COM COM 46284V101 77,147 1,940,426 SH   DFND 1 1,934,223 0 6,203
IRONWOOD PHARMACEUTICALS COM CL A 46333X108 12,473 954,033 SH   DFND 1 954,033 0 0
ISHARES CORE MSCI EMERGING CORE MSCI EMKT 46434G103 6,650 158,958 PRN   DFND 1 110,647 0 48,311
ISHARES GLOBAL CLEAN ENERGY GL CLEAN ENE ETF 464288224 114 13,000 PRN   DFND 1 13,000 0 0
ISHARES MSCI INDIA ETF MSCI INDIA ETF 46429B598 212 7,600 PRN   DFND 1 7,600 0 0
ISHARES TR RUSSELL 1000 RUS 1000 ETF 464287622 604 5,175 PRN   DFND 1 5,175 0 0
ISHARES TR S&P 500 INDEX CORE S&P500 ETF 464287200 1,609 7,644 PRN   DFND 1 7,644 0 0
ISLE OF CAPRI CASINOS INC COM COM 464592104 7,673 418,832 SH   DFND 1 418,832 0 0
ISLE OF CAPRI CASINOS INC COM COM 464592104 1 70 SH   DFND 1 2 70 0 0
ISORAY INC COM 46489V104 234 269,778 SH   DFND 1 269,778 0 0
ISRAEL CHEMICALS LTD COMSTK 6455530 3,391 878,834 SH   DFND 1 875,773 0 3,061
ISRAMCO INC COM NEW 465141406 442 5,383 SH   DFND 1 5,383 0 0
ISSUER DIRECT CORP COM NEW 46520M204 232 35,897 SH   DFND 1 35,897 0 0
ISTAR FINANCIAL INC COM 45031U101 4,730 493,249 SH   DFND 1 493,249 0 0
ITC HOLDINGS CORP COM 465685105 44,432 948,999 SH   DFND 1 948,999 0 0
ITERIS INC COM 46564T107 181 63,460 SH   DFND 1 63,460 0 0
ITRON INC COM COM 465741106 11,271 261,528 SH   DFND 1 261,528 0 0
ITT EDUCATIONAL SERVICES IN COM COM 45068B109 169 88,092 SH   DFND 1 88,092 0 0
ITT INC COM 45073V108 18,771 586,964 SH   DFND 1 586,964 0 0
ITURAN LOCATION AND CONTROL SHS M6158M104 253 11,156 SH   DFND 1 11,156 0 0
ITUS CORP COM NEW 45069V203 107 34,351 SH   DFND 1 34,351 0 0
IXIA COM COM 45071R109 4,784 487,244 SH   DFND 1 487,244 0 0
IXIA COM COM 45071R109 75 7,722 SH   DFND 1 2 7,722 0 0
IXYS CORP COM COM 46600W106 2,804 273,651 SH   DFND 1 273,651 0 0
J & J SNACK FOODS CORP COM COM 466032109 13,256 111,151 SH   DFND 1 111,151 0 0
J ALEXANDER'S HOLDINGS - W/I COM 46609J106 906 91,241 SH   DFND 1 91,241 0 0
J2 GLOBAL INC COM 48123V102 24 394 SH   DFND 1 2 394 0 0
J2 GLOBAL INC COM 48123V102 23,726 375,605 SH   DFND 1 375,405 0 200
JA SOLAR HOLDINGS CO LTD-ADR SPON ADR REP5ORD 466090206 172 25,241 SH   DFND 1 25,241 0 0
JABIL CIRCUIT INC COM COM 466313103 22,147 1,199,107 SH   DFND 1 1,198,684 0 423
JACK IN THE BOX INC COM COM 466367109 19,653 228,744 SH   DFND 1 228,744 0 0
JACOBS ENGR GROUP INC DEL COM COM 469814107 49,913 1,003,800 SH   DFND 1 1,000,234 0 3,566
JAGUAR ANIMAL HEALTH INC COM 47008L106 51 27,742 SH   DFND 1 27,742 0 0
JAKKS PAC INC COM COM 47012E106 924 116,837 SH   DFND 1 116,837 0 0
JAMBA INC COM NEW 47023A309 1,045 101,643 SH   DFND 1 101,643 0 0
JAMES RIVER GROUP HOLDINGS LTD COM G5005R107 3,807 112,103 SH   DFND 1 112,103 0 0
JANUS CAPITAL GROUP INC COM 47102X105 12,861 923,981 SH   DFND 1 923,581 0 400
JAPAN EQUITY FD INC COM 00306J109 143 18,748 PRN   DFND 1 2 18,748 0 0
JAPAN SMALL CAP FUND INC COM 47109U104 145 14,920 PRN   DFND 1 2 14,920 0 0
JASON INDUSTRIES INC COM 471172106 206 57,144 SH   DFND 1 57,144 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 50,545 357,872 SH   DFND 1 357,306 0 566
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 75 535 SH   DFND 1 2 535 0 0
JD.COM INC - ADR SPON ADR CL A 47215P106 20,201 954,482 SH   DFND 1 931,304 0 23,178
JERNIGAN CAPITAL INC COM 476405105 349 25,051 SH   DFND 1 25,051 0 0
JETBLUE AIRWAYS CORP COM 477143101 42,665 2,576,398 SH   DFND 1 2,576,111 0 287
JETBLUE AIRWAYS CORP COM 477143101 20 1,249 SH   DFND 1 2 1,249 0 0
JINKOSOLAR HLDG CO ADR SPONSORED ADR 47759T100 170 8,345 SH   DFND 1 2 8,345 0 0
JINKOSOLAR HLDG CO ADR SPONSORED ADR 47759T100 96 4,749 SH   DFND 1 4,749 0 0
JIVE SOFTWARE INC COM 47760A108 1,308 347,947 SH   DFND 1 347,947 0 0
JOHN B. SANFILIPPO & SON COM 800422107 2,888 67,751 SH   DFND 1 67,751 0 0
JOHN B. SANFILIPPO & SON COM 800422107 177 4,164 SH   DFND 1 2 4,164 0 0
JOHN BEAN TECHNOLOGIES-SPN COM 477839104 11,948 195,168 SH   DFND 1 195,168 0 0
JOHNSON & JOHNSON COM COM 478160104 768 6,332 SH   DFND 1 2 6,332 0 0
JOHNSON & JOHNSON COM COM 478160104 2,955,560 24,405,158 SH   DFND 1 24,306,016 0 99,142
JOHNSON CTLS INC COM COM 478366107 226,342 5,123,241 SH   DFND 1 5,098,190 0 25,051
JOHNSON OUTDOORS INC CL A CL A 479167108 950 36,969 SH   DFND 1 36,969 0 0
JOHNSON OUTDOORS INC CL A CL A 479167108 316 12,304 SH   DFND 1 2 12,304 0 0
JONES ENERGY INC COM CL A 48019R108 832 202,090 SH   DFND 1 202,090 0 0
JONES LANG LASALLE INC COM COM 48020Q107 30,476 312,872 SH   DFND 1 312,582 0 290
JOY GLOBAL INC COM COM 481165108 15,166 717,430 SH   DFND 1 717,136 0 294
JP MORGAN CHASE & CO COM 46625H100 1,898,257 30,600,459 SH   DFND 1 30,466,472 0 133,987
JRJR33 INC COM 46645Q106 39 44,389 SH   DFND 1 44,389 0 0
JUMEI INTERNATIONAL-ADR SPONSORED ADR 48138L107 85 20,588 SH   DFND 1 2 20,588 0 0
JUNIPER NETWORKS INC COM COM 48203R104 78,745 3,506,359 SH   DFND 1 3,496,806 0 9,553
JUNIPER PHARMACEUTICALS INC COM 48203L107 410 58,521 SH   DFND 1 58,521 0 0
JUNO THERAPEUTICS INC COM 48205A109 19,116 497,300 SH   DFND 1 495,970 0 1,330
JUST ENERGY GROUP INC COMSTK B63MCN1 576 95,049 SH   DFND 1 2 95,049 0 0
K12 INC COM 48273U102 22 1,816 SH   DFND 1 2 1,816 0 0
K12 INC COM 48273U102 4,197 336,055 SH   DFND 1 335,729 0 326
K2M GROUP HOLDINGS INC COM 48273J107 2,925 188,489 SH   DFND 1 188,489 0 0
KADANT INC COM COM 48282T104 5,123 99,468 SH   DFND 1 99,468 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 11,717 129,605 SH   DFND 1 129,605 0 0
KAMADA LIMITED SHS M6240T109 43 11,897 SH   DFND 1 11,897 0 0
KAMAN CORP COM 483548103 7,919 186,263 SH   DFND 1 186,263 0 0
KANDI TECHNOLOGIES CORP COM 483709101 127 17,770 SH   DFND 1 17,770 0 0
KANSAS CITY SOUTHN INDS INC COM NEW COM NEW 485170302 78,690 875,018 SH   DFND 1 871,399 0 3,619
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KAR AUCTION SERVICES INC COM 48238T109 39,816 953,912 SH   DFND 1 951,721 0 2,191
KARYOPHARM THERAPEUTICS INC COM 48576U106 962 143,471 SH   DFND 1 143,471 0 0
KATE SPADE & CO COM 485865109 16,067 779,614 SH   DFND 1 779,476 0 138
KB HOME COM COM 48666K109 8,242 541,912 SH   DFND 1 541,912 0 0
KBR INC COM 48242W106 11,982 904,993 SH   DFND 1 901,704 0 3,289
KCG HOLDINGS CL A 48244B100 5,463 410,772 SH   DFND 1 410,772 0 0
KEARNY FINANCIAL CORP/MD COM 48716P108 3,145 250,032 SH   DFND 1 250,032 0 0
KELLOGG CO COM COM 487836108 170,420 2,090,843 SH   DFND 1 2,083,666 0 7,177
KELLY SVCS INC CL A CL A 488152208 4,287 226,007 SH   DFND 1 226,007 0 0
KEMET CORP COM COM NEW 488360207 668 228,039 SH   DFND 1 228,039 0 0
KEMPER CORP COM 488401100 9,558 308,550 SH   DFND 1 308,550 0 0
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KENNAMETAL INC COM COM 489170100 11,478 519,135 SH   DFND 1 519,056 0 79
KENNEDY-WILSON HOLDINGS INC COM 489398107 11,525 607,876 SH   DFND 1 607,876 0 0
KERYX BIOPHARMACEUTICALS IN COM COM 492515101 4,761 719,245 SH   DFND 1 719,245 0 0
KEY ENERGY SVCS INC COM COM 492914106 149 643,375 SH   DFND 1 643,375 0 0
KEY TECHNOLOGY INC COM COM 493143101 116 12,659 SH   DFND 1 12,659 0 0
KEY TRONIC CORP COM 493144109 265 35,271 SH   DFND 1 35,271 0 0
KEYCORP NEW COM COM 493267108 82,128 7,444,477 SH   DFND 1 7,412,910 0 31,567
KEYCORP NEW COM COM 493267108 30 2,727 SH   DFND 1 2 2,727 0 0
KEYSIGHT TECHNOLOGIES INC W/I COM 49338L103 31,783 1,092,575 SH   DFND 1 1,092,390 0 185
KEYW HOLDING CORP/THE COM 493723100 2,795 281,196 SH   DFND 1 281,196 0 0
KFORCE INC COM COM 493732101 3,439 203,619 SH   DFND 1 203,619 0 0
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KILROY RLTY CORP COM COM 49427F108 46,102 695,460 SH   DFND 1 695,409 0 51
KIMBALL ELECTRONICS INC-W/I COM 49428J109 4,030 323,769 SH   DFND 1 323,769 0 0
KIMBALL INTL INC CL B CL B 494274103 4,497 395,237 SH   DFND 1 395,237 0 0
KIMBERLY CLARK CORP COM COM 494368103 383,922 2,797,739 SH   DFND 1 2,784,138 0 13,601
KIMCO REALTY CORP COM COM 49446R109 124,762 3,981,840 SH   DFND 1 3,969,462 0 12,378
KINDER MORGAN INC COM 49456B101 286,970 15,356,098 SH   DFND 1 15,294,269 0 61,829
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KINGOLD JEWELRY INC COM NEW 49579A204 56 31,306 SH   DFND 1 31,306 0 0
KINROSS GOLD CORP COMSTK B03Z841 2,364 485,734 SH   DFND 1 473,754 0 11,980
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KIRBY CORP COM COM 497266106 21,191 339,657 SH   DFND 1 339,618 0 39
KIRKLAND'S INC COM 497498105 1,604 109,290 SH   DFND 1 109,290 0 0
KITE PHARMA INC COM 49803L109 15,703 314,073 SH   DFND 1 314,073 0 0
KITE REALTY GROUP TRUST COM NEW 49803T300 19,197 684,893 SH   DFND 1 684,893 0 0
KLA-TENCOR CORP COM COM 482480100 95,533 1,306,444 SH   DFND 1 1,301,072 0 5,372
KLX INC COM 482539103 12,295 396,642 SH   DFND 1 396,642 0 0
KMG CHEMICALS INC COM 482564101 1,473 56,691 SH   DFND 1 56,691 0 0
KNIGHT TRANSN INC COM COM 499064103 10,921 410,888 SH   DFND 1 410,888 0 0
KNOLL INC COM NEW 498904200 9,168 377,598 SH   DFND 1 376,618 0 980
KNOWLES CORP COM 49926D109 7,911 578,328 SH   DFND 1 578,328 0 0
KOHLS CORP COM COM 500255104 57,060 1,507,439 SH   DFND 1 1,500,891 0 6,548
KONA GRILL INC COM 50047H201 705 65,847 SH   DFND 1 65,847 0 0
KONGZHONG CORP-ADR SPONSORED ADR 50047P104 92 18,260 SH   DFND 1 18,260 0 0
KOPIN CORP COM COM 500600101 909 409,679 SH   DFND 1 409,679 0 0
KOPPERS HOLDINGS INC COM 50060P106 4,182 136,117 SH   DFND 1 136,117 0 0
KORN FERRY INTL COM NEW COM NEW 500643200 34 1,654 SH   DFND 1 2 1,654 0 0
KORN FERRY INTL COM NEW COM NEW 500643200 10,108 488,356 SH   DFND 1 488,356 0 0
KORNIT DIGITAL LTD SHS M6372Q113 135 13,919 SH   DFND 1 13,919 0 0
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KRATON PERFORMANCE POLYMERS COM 50077C106 5,508 197,213 SH   DFND 1 197,213 0 0
KRATOS DEFENSE & SECURITY SOL COM NEW 50077B207 1,254 306,001 SH   DFND 1 306,001 0 0
KRISPY KREME DOUGHNUTS INC COM COM 501014104 8,664 413,399 SH   DFND 1 413,399 0 0
KRISPY KREME DOUGHNUTS INC COM COM 501014104 314 15,000 SH   DFND 1 2 15,000 0 0
KROGER CO COM COM 501044101 266,556 7,258,955 SH   DFND 1 7,225,525 0 33,430
KROGER CO COM COM 501044101 51 1,407 SH   DFND 1 2 1,407 0 0
KRONOS WORLDWIDE INC COM 50105F105 814 155,193 SH   DFND 1 152,594 0 2,599
KULICKE & SOFFA INDS INC COM COM 501242101 5,105 419,527 SH   DFND 1 419,527 0 0
KVH INDUSTRIES INC COM 482738101 741 96,251 SH   DFND 1 96,251 0 0
L BRANDS INC COM 501797104 137,751 2,055,597 SH   DFND 1 2,046,665 0 8,932
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L-3 COMMUNICATIONS HLDGS IN COM COM 502424104 92,372 630,808 SH   DFND 1 628,296 0 2,512
LA JOLLA PHARMACEUTICAL CO COM COM PAR $.0001 2 503459604 1,539 96,199 SH   DFND 1 96,199 0 0
LA QUINTA HOLDINGS INC COM 50420D108 6,181 542,233 SH   DFND 1 542,233 0 0
LA Z BOY INC COM COM 505336107 13,728 493,460 SH   DFND 1 493,460 0 0
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LABORATORY CORP AMER HLDGS COM NEW COM NEW 50540R409 113,644 873,847 SH   DFND 1 870,659 0 3,188
LADDER CAPITAL CORP-CLASS A CL A 505743104 3,824 313,487 SH   DFND 1 313,487 0 0
LADENBURG THALMANN FINANCIAL COM 50575Q102 1,564 662,746 SH   DFND 1 662,746 0 0
LAKE SUNAPEE BANK GROUP COM 510866106 675 39,466 SH   DFND 1 39,466 0 0
LAKELAND BANCORP INC COM COM 511637100 2,899 254,815 SH   DFND 1 254,815 0 0
LAKELAND FINL CORP COM COM 511656100 6,102 129,823 SH   DFND 1 129,823 0 0
LAKELAND INDUSTRIES INC COM 511795106 291 33,605 SH   DFND 1 33,605 0 0
LAM RESEARCH CORP COM COM 512807108 115,111 1,371,677 SH   DFND 1 1,361,135 0 10,542
LAMAR ADVERTISING CO CL A CL A 512816109 49,920 752,949 SH   DFND 1 751,310 0 1,639
LANCASTER COLONY CORP COM COM 513847103 45 353 SH   DFND 1 2 353 0 0
LANCASTER COLONY CORP COM COM 513847103 19,234 150,726 SH   DFND 1 150,726 0 0
LANDAUER INC COM COM 51476K103 2,658 64,594 SH   DFND 1 64,594 0 0
LANDEC CORP COM 514766104 2,063 191,804 SH   DFND 1 191,804 0 0
LANDS END INC COM 51509F105 2,022 123,162 SH   DFND 1 123,035 0 127
LANDSTAR SYS INC COM COM 515098101 19,310 281,249 SH   DFND 1 281,249 0 0
LANNET INC COM COM 516012101 5,019 210,997 SH   DFND 1 210,857 0 140
LANTHEUS HOLDINGS INC COM 516544103 164 44,738 SH   DFND 1 44,738 0 0
LAREDO PETROLEUM HOLDINGS IN COM 516806106 133 12,726 SH   DFND 1 2 12,726 0 0
LAREDO PETROLEUM HOLDINGS IN COM 516806106 9,231 880,913 SH   DFND 1 880,819 0 94
LAS VEGAS SANDS CORP COM 517834107 92,965 2,138,949 SH   DFND 1 2,134,026 0 4,923
LASALLE HOTEL PPTYS COM SH BEN INT COM SH BEN INT 517942108 22,103 937,376 SH   DFND 1 937,376 0 0
LATTICE SEMICONDUCTOR CORP COM COM 518415104 4,546 849,813 SH   DFND 1 849,813 0 0
LAUDER ESTEE COS INC CL A CL A 518439104 167,542 1,843,893 SH   DFND 1 1,834,669 0 9,224
LAUDER ESTEE COS INC CL A CL A 518439104 29 322 SH   DFND 1 2 322 0 0
LAWSON PRODS INC COM COM 520776105 817 41,159 SH   DFND 1 41,159 0 0
LAYN 8 05/01/19 NOTE 8.000% 5/0 521050AD6 8,210 8,000,000 PRN   DFND 1 2 8,000,000 0 0
LAYNE CHRISTENSEN COMPANY COM 521050104 1,039 128,365 SH   DFND 1 128,365 0 0
LAZARD LTD SHS A G54050102 24,494 822,510 SH   DFND 1 821,914 0 596
LAZARD LTD SHS A G54050102 60 2,034 SH   DFND 1 2 2,034 0 0
LCNB CORPORATION COM 50181P100 725 45,902 SH   DFND 1 45,902 0 0
LDR HOLDING CORP COM 50185U105 6,564 177,672 SH   DFND 1 177,672 0 0
LEAR CORP COM NEW 521865204 58,186 572,018 SH   DFND 1 570,633 0 1,385
LEE ENTERPRISES INC COM COM 523768109 489 256,513 SH   DFND 1 256,513 0 0
LEGACY RESERVES LP UNIT LP INT 524707304 48 29,900 SH   DFND 1 29,900 0 0
LEGACYTEXAS FINANCIAL GROUP INC COM 52471Y106 16 616 SH   DFND 1 2 616 0 0
LEGACYTEXAS FINANCIAL GROUP INC COM 52471Y106 8,848 328,800 SH   DFND 1 328,800 0 0
LEGG MASON INC COM COM 524901105 320 10,854 SH   DFND 1 2 10,854 0 0
LEGG MASON INC COM COM 524901105 27,742 941,937 SH   DFND 1 935,022 0 6,915
LEGGETT & PLATT INC COM COM 524660107 60,009 1,176,062 SH   DFND 1 1,172,050 0 4,012
LEIDOS HOLDINGS INC COM 525327102 886 18,526 SH   DFND 1 2 18,526 0 0
LEIDOS HOLDINGS INC COM 525327102 21,103 440,851 SH   DFND 1 439,920 0 931
LEMAITRE VASCULAR INC COM 525558201 296 20,811 SH   DFND 1 2 20,811 0 0
LEMAITRE VASCULAR INC COM 525558201 1,315 92,177 SH   DFND 1 92,177 0 0
LENDINGCLUB CORP COM 52603A109 6,609 1,537,153 SH   DFND 1 1,535,753 0 1,400
LENDINGTREE INC COM 52603B107 4,483 50,753 SH   DFND 1 50,753 0 0
LENNAR CORP CL B CL B 526057302 560 15,049 SH   DFND 1 14,741 0 308
LENNAR CORP COM CL A 526057104 69,109 1,501,705 SH   DFND 1 1,495,947 0 5,758
LENNOX INTL INC COM COM 526107107 34,051 238,789 SH   DFND 1 238,302 0 487
LEUCADIA NATL CORP COM COM 527288104 60,176 3,477,208 SH   DFND 1 3,468,871 0 8,337
LEVEL 3 COMMUNICATIONS INC COM COM NEW 52729N308 121,485 2,363,568 SH   DFND 1 2,355,007 0 8,561
LEXICON GENETICS INC COM COM NEW 528872302 279 19,479 SH   DFND 1 2 19,479 0 0
LEXICON GENETICS INC COM COM NEW 528872302 5,695 396,878 SH   DFND 1 396,878 0 0
LEXINGTON CORP PPTYS TR COM COM 529043101 14,842 1,468,145 SH   DFND 1 1,468,145 0 0
LEXMARK INTL NEW CL A CL A 529771107 15,427 408,672 SH   DFND 1 406,354 0 2,318
LGI HOMES INC COM 50187T106 3,342 104,634 SH   DFND 1 104,634 0 0
LGIH 4 1/4 11/15/19 NOTE 4.250%11/1 50187TAB2 14,291 9,220,000 PRN   DFND 1 2 9,220,000 0 0
LHC GROUP LLC COM 50187A107 4,384 101,300 SH   DFND 1 101,300 0 0
LIBBEY INC COM COM 529898108 2,332 146,801 SH   DFND 1 146,801 0 0
LIBBEY INC COM COM 529898108 5 316 SH   DFND 1 2 316 0 0
LIBERTY ALL-STAR EQUITY SH BEN INT 530158104 1,318 262,631 PRN   DFND 1 2 262,631 0 0
LIBERTY BRAVES GROUP - A COM A BRAVES GRP 531229706 1,087 72,341 SH   DFND 1 72,341 0 0
LIBERTY BRAVES GROUP - C COM C BRAVES GRP 531229888 3,851 262,772 SH   DFND 1 262,766 0 6
LIBERTY BROADBAND A - W/I COM SER A 530307107 9,929 167,163 SH   DFND 1 167,159 0 4
LIBERTY BROADBAND C W/I COM SER C 530307305 29,481 491,359 SH   DFND 1 491,325 0 34
LIBERTY GLOBAL PLC - A SHS CL A G5480U104 39 1,361 SH   DFND 1 2 1,361 0 0
LIBERTY GLOBAL PLC - A SHS CL A G5480U104 47,599 1,638,835 SH   DFND 1 1,631,568 0 7,267
LIBERTY GLOBAL PLC-C SHS CL C G5480U120 111,528 3,894,649 SH   DFND 1 3,871,462 0 23,187
LIBERTY GLOBAL PLC-C SHS CL C G5480U120 163 5,694 SH   DFND 1 2 5,694 0 0
LIBERTY LILAC GROUP - CL C W/I LILAC SHS CL C G5480U153 0 5 SH   DFND 1 2 5 0 0
LIBERTY LILAC GROUP - CL C W/I LILAC SHS CL C G5480U153 21,954 675,955 SH   DFND 1 675,895 0 60
LIBERTY LILAC GRP-CL A W/I LILAC SHS CL A G5480U138 8,797 272,799 SH   DFND 1 272,799 0 0
LIBERTY MEDIA CORP - A COM A MEDIA GRP 531229870 3,281 171,444 SH   DFND 1 171,444 0 0
LIBERTY MEDIA CORP - C COM C MEDIA GRP 531229854 6,192 326,444 SH   DFND 1 326,444 0 0
LIBERTY MEDIA-INTERACTIVE A COM QVC GP COM SER A 53071M104 362 14,305 SH   DFND 1 2 14,305 0 0
LIBERTY MEDIA-INTERACTIVE A COM QVC GP COM SER A 53071M104 81,309 3,206,212 SH   DFND 1 3,190,705 0 15,507
LIBERTY PPTY TR SH BEN INT SH BEN INT 531172104 45,882 1,155,605 SH   DFND 1 1,155,465 0 140
LIBERTY SIRIUS GROUP - C COM C SIRIUSXM 531229607 39,175 1,269,638 SH   DFND 1 1,269,593 0 45
LIBERTY SIRIUS XM GROUP - A COM A SIRIUSXM 531229409 21,775 694,583 SH   DFND 1 694,465 0 118
LIBERTY TAX INC CL A 53128T102 657 49,365 SH   DFND 1 49,365 0 0
LIBERTY TRIPADVISOR HDG-A INC COM SER A 531465102 10,394 475,046 SH   DFND 1 474,777 0 269
LIBERTY VENTURES - SER A LBT VENT COM A 53071M880 34,348 926,586 SH   DFND 1 922,349 0 4,237
LIFELOCK INC COM 53224V100 16 1,064 SH   DFND 1 2 1,064 0 0
LIFELOCK INC COM 53224V100 8,849 559,719 SH   DFND 1 559,719 0 0
LIFEPOINT HOSPITALS INC COM COM 53219L109 18,995 290,577 SH   DFND 1 290,540 0 37
LIFETIME BRANDS INC COM 53222Q103 1,138 78,020 SH   DFND 1 78,020 0 0
LIFEVANTAGE CORP COM NEW 53222K205 1,347 99,046 SH   DFND 1 99,046 0 0
LIFEVANTAGE CORP COM NEW 53222K205 175 12,883 SH   DFND 1 2 12,883 0 0
LIFEWAY FOODS INC COM 531914109 321 33,248 SH   DFND 1 33,248 0 0
LIGAND PHARMACEUTICALS INC CL B COM NEW 53220K504 17,395 145,850 SH   DFND 1 145,850 0 0
LIGHTBRIDGE CORP COM 53224K104 30 66,578 SH   DFND 1 66,578 0 0
LIGHTPATH TECHNOLOGIES INC CL A CL A NEW 532257805 37 21,491 SH   DFND 1 21,491 0 0
LILLY ELI & CO COM COM 532457108 657,083 8,357,914 SH   DFND 1 8,323,758 0 34,156
LIMELIGHT NETWORKS INC -REDH COM 53261M104 636 426,887 SH   DFND 1 426,887 0 0
LIMONEIRA CO COM 532746104 1,307 74,186 SH   DFND 1 74,186 0 0
LINCOLN EDUCATIONAL SERVICES COM 533535100 170 113,403 SH   DFND 1 113,403 0 0
LINCOLN ELEC HLDGS INC COM COM 533900106 25,348 429,048 SH   DFND 1 428,517 0 531
LINCOLN NATL CORP IND COM COM 534187109 84,233 2,176,066 SH   DFND 1 2,163,959 0 12,107
LINCOLN NATL CORP IND COM COM 534187109 146 3,767 SH   DFND 1 2 3,767 0 0
LINDBLAD EXPEDITIONS HOLDINGS COM 535219109 1,433 148,859 SH   DFND 1 148,859 0 0
LINDSAY MFG CO COM COM 535555106 5,073 74,758 SH   DFND 1 74,758 0 0
LINEAR TECHNOLOGY CORP COM COM 535678106 102,920 2,215,333 SH   DFND 1 2,200,524 0 14,809
LINKEDIN CORP - A COM CL A 53578A108 137,933 729,178 SH   DFND 1 727,971 0 1,207
LION BIOTECHNOLOGIES INC COM 53619R102 2,619 323,355 SH   DFND 1 323,355 0 0
LIONBRIDGE TECHNOLOGIES INC COM COM 536252109 1,579 399,852 SH   DFND 1 399,852 0 0
LIONS GATE ENTERTAINMENT CORP COM NEW 535919203 12,037 595,045 SH   DFND 1 594,992 0 53
LIPOCINE INC COM 53630X104 319 105,136 SH   DFND 1 105,136 0 0
LIQTECH INTERNATIONAL INC COM 53632A102 54 90,569 SH   DFND 1 90,569 0 0
LIQUIDITY SERVICES INC. COM 53635B107 1,326 169,151 SH   DFND 1 169,151 0 0
LITHIA MTRS INC CL A CL A 536797103 11,146 156,833 SH   DFND 1 156,833 0 0
LITTELFUSE INC COM COM 537008104 18,506 156,585 SH   DFND 1 156,585 0 0
LIVANOVA PLC SHS G5509L101 16,792 334,322 SH   DFND 1 334,322 0 0
LIVE NATION ENTERTAINMENT, INC. COM 538034109 21,251 904,333 SH   DFND 1 904,223 0 110
LIVE OAK BANCSHARES INC COM 53803X105 846 59,982 SH   DFND 1 59,982 0 0
LIVE VENTURES INC COM 538142100 128 85,426 SH   DFND 1 85,426 0 0
LIVEPERSON INC COM 538146101 67 10,698 SH   DFND 1 2 10,698 0 0
LIVEPERSON INC COM 538146101 2,237 352,840 SH   DFND 1 352,840 0 0
LKQ CORP COM 501889208 85,537 2,702,692 SH   DFND 1 2,694,999 0 7,693
LLOYDS TSB GROUP PLC SPONSORED ADR SPONSORED ADR 539439109 672 226,483 SH   DFND 1 106,620 0 119,863
LMI AEROSPACE INC COM 502079106 439 54,641 SH   DFND 1 54,641 0 0
LNKD 0 1/2 11/01/19 NOTE 0.500%11/0 53578AAB4 986 1,000,000 PRN   DFND 1 2 1,000,000 0 0
LOCKHEED MARTIN CORP COM COM 539830109 513,988 2,074,899 SH   DFND 1 2,065,572 0 9,327
LOEWS CORP COM COM 540424108 90,359 2,202,954 SH   DFND 1 2,195,280 0 7,674
LOGITECH INTERNATIONAL - REG SHS H50430232 1,087 66,807 SH   DFND 1 66,807 0 0
LOGMEIN INC COM 54142L109 11,318 178,438 SH   DFND 1 178,438 0 0
LORAL SPACE & COMMUNICATION COM COM 543881106 3,351 95,037 SH   DFND 1 95,037 0 0
LOUISIANA PAC CORP COM COM 546347105 16,224 935,132 SH   DFND 1 935,132 0 0
LOWES COS INC COM COM 548661107 605,096 7,655,766 SH   DFND 1 7,622,569 0 33,197
LOXO ONCOLOGY INC COM 548862101 2,255 97,293 SH   DFND 1 97,293 0 0
LPL INVESTMENT HOLDINGS INC COM 50212V100 11,847 525,868 SH   DFND 1 525,855 0 13
LRAD CORP COM 50213V109 256 143,413 SH   DFND 1 143,413 0 0
LSB INDUSTRIES INC COM 502160104 1,620 134,107 SH   DFND 1 134,107 0 0
LSI INDS INC COM COM 50216C108 1,933 174,680 SH   DFND 1 174,680 0 0
LTC PPTYS INC COM COM 502175102 16,839 325,532 SH   DFND 1 325,532 0 0
LUBYS INC COM COM 549282101 409 81,605 SH   DFND 1 81,605 0 0
LULULEMON ATHLETICA INC COM 550021109 58,312 789,843 SH   DFND 1 788,927 0 916
LUMBER LIQUIDATORS HOLDINGS IN COM 55003T107 2,632 170,707 SH   DFND 1 170,707 0 0
LUMENTUM HOLDINGS INC COM 55024U109 8,360 345,475 SH   DFND 1 343,479 0 1,996
LUMINEX CORP DEL COM COM 55027E102 219 10,831 SH   DFND 1 2 10,831 0 0
LUMINEX CORP DEL COM COM 55027E102 6,508 321,710 SH   DFND 1 321,710 0 0
LUMOS NETWORKS CORP COM 550283105 1,928 159,361 SH   DFND 1 159,361 0 0
LUNA INNOVATIONS INC COM 550351100 50 41,071 SH   DFND 1 41,071 0 0
LUXFER HOLDINGS PLC-ADR SPONSORED ADR 550678106 256 21,335 SH   DFND 1 2 21,335 0 0
LYDALL INC DEL COM COM 550819106 4,370 113,337 SH   DFND 1 113,337 0 0
LYDALL INC DEL COM COM 550819106 35 933 SH   DFND 1 2 933 0 0
LYONDELLBASELL INDU-CL A SHS - A - N53745100 129 1,741 SH   DFND 1 2 1,741 0 0
LYONDELLBASELL INDU-CL A SHS - A - N53745100 244,221 3,286,631 SH   DFND 1 3,272,842 0 13,789
M & T BK CORP COM COM 55261F104 152,461 1,291,761 SH   DFND 1 1,286,531 0 5,230
M D C HLDGS INC COM COM 552676108 6,458 265,343 SH   DFND 1 265,343 0 0
M SMUCKER CO/THE-NEW COM COM NEW 832696405 171,066 1,124,106 SH   DFND 1 1,120,082 0 4,024
M/I HOMES INC COM 55305B101 3,139 166,718 SH   DFND 1 166,718 0 0
MACATAWA BK CORP COM COM 554225102 1,065 143,633 SH   DFND 1 143,633 0 0
MACERICH CO COM COM 554382101 112,787 1,322,688 SH   DFND 1 1,319,499 0 3,189
MACK CALI RLTY CORP COM COM 554489104 18,514 685,705 SH   DFND 1 685,705 0 0
MA-COM TECHNOLOGY SOLUTIONS COM 55405Y100 5,135 155,701 SH   DFND 1 155,701 0 0
MACQUARIE INFRASTRUCTURE CO COM 55608B105 33,586 453,571 SH   DFND 1 453,546 0 25
MACROGENICS INC COM 556099109 5,991 221,986 SH   DFND 1 221,986 0 0
MACY'S INC COM 55616P104 89,740 2,674,478 SH   DFND 1 2,662,019 0 12,459
MACY'S INC COM 55616P104 19 572 SH   DFND 1 2 572 0 0
MADDEN STEVEN LTD COM COM 556269108 13,988 409,264 SH   DFND 1 409,264 0 0
MADISON SQUARE GARDEN CO/THE CL A 55825T103 21,870 126,780 SH   DFND 1 126,639 0 141
MAGELLAN HEALTH INC COM NEW 559079207 54 831 SH   DFND 1 2 831 0 0
MAGELLAN HEALTH INC COM NEW 559079207 16,127 245,215 SH   DFND 1 245,215 0 0
MAGELLAN PETROLEUM CORP COM NEW 559091608 30 26,001 SH   DFND 1 26,001 0 0
MAGIC SOFTWARE ENTERPRISES ORD 559166103 165 25,002 SH   DFND 1 25,002 0 0
MAGICJACK VOCALTEC LTD SHS M6787E101 197 31,442 SH   DFND 1 2 31,442 0 0
MAGICJACK VOCALTEC LTD SHS M6787E101 47 7,625 SH   DFND 1 7,625 0 0
MAGNEGAS CORP COM NEW 55939L202 85 144,434 SH   DFND 1 144,434 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 4,989 407,604 SH   DFND 1 405,197 0 2,407
MAINSOURCE FINANCIAL GP INC COM COM 56062Y102 4,083 185,201 SH   DFND 1 185,201 0 0
MAJESCO COM 56068V102 309 58,273 SH   DFND 1 58,273 0 0
MAJESCO ENTERTAINMENT CO COM PAR $.001 560690307 115 165,697 SH   DFND 1 165,697 0 0
MAKEMYTRIP LTD SHS V5633W109 258 17,388 SH   DFND 1 17,388 0 0
MALIBU BOATS INC CLASS A COM CL A 56117J100 1,542 127,667 SH   DFND 1 127,667 0 0
MALLINCKRODT PLC SHS G5785G107 54,096 891,620 SH   DFND 1 888,958 0 2,662
MALLINCKRODT PLC SHS G5785G107 90 1,496 SH   DFND 1 2 1,496 0 0
MANHATTAN ASSOCS INC COM COM 562750109 28 441 SH   DFND 1 2 441 0 0
MANHATTAN ASSOCS INC COM COM 562750109 32,674 509,506 SH   DFND 1 509,506 0 0
MANITEX INTERNATIONAL INC COM 563420108 431 62,202 SH   DFND 1 62,202 0 0
MANITOWOC FOODSERVICE INC COM 563568104 15,259 866,049 SH   DFND 1 866,049 0 0
MANITOWOC INC COM COM 563571108 4,744 870,592 SH   DFND 1 870,592 0 0
MANNING & NAPIER INC CL A 56382Q102 1,086 114,383 SH   DFND 1 112,014 0 2,369
MANNKIND CORP COM COM 56400P201 2,544 2,193,826 SH   DFND 1 2,193,826 0 0
MANPOWER INC COM COM 56418H100 46 730 SH   DFND 1 2 730 0 0
MANPOWER INC COM COM 56418H100 31,109 483,732 SH   DFND 1 483,498 0 234
MANTECH INTL CORP CL A CL A 564563104 23 626 SH   DFND 1 2 626 0 0
MANTECH INTL CORP CL A CL A 564563104 6,850 181,135 SH   DFND 1 181,135 0 0
MANULIFE FINL CORP COMSTK 2492519 10,401 766,447 SH   DFND 1 755,835 0 10,612
MARATHON OIL CORP COM COM 565849106 103,424 6,902,477 SH   DFND 1 6,866,072 0 36,405
MARATHON PATENT GROUP INC COM NEW 56585W203 122 44,662 SH   DFND 1 44,662 0 0
MARATHON PETROLEUM CORP - W/I COM 56585A102 27 732 SH   DFND 1 2 732 0 0
MARATHON PETROLEUM CORP - W/I COM 56585A102 171,058 4,513,856 SH   DFND 1 4,498,059 0 15,797
MARCHEX INC-CLASS B CL B 56624R108 624 196,446 SH   DFND 1 195,261 0 1,185
MARCUS & MILLICHAP INC COM 566324109 3,380 133,029 SH   DFND 1 133,029 0 0
MARCUS CORP COM COM 566330106 2,819 133,606 SH   DFND 1 133,606 0 0
MARIN SOFTWARE INC COM 56804T106 153 65,390 SH   DFND 1 65,390 0 0
MARINE PRODS CORP COM COM 568427108 391 46,277 SH   DFND 1 46,277 0 0
MARINEMAX INC COM COM 567908108 2,907 171,334 SH   DFND 1 171,334 0 0
MARINUS PHARMACEUTICALS INC COM 56854Q101 70 55,614 SH   DFND 1 55,614 0 0
MARKEL CORP COM COM 570535104 85,446 89,721 SH   DFND 1 89,708 0 13
MARKEL CORP COM COM 570535104 39 41 SH   DFND 1 2 41 0 0
MARKETAXESS HOLDINGS INC COM 57060D108 58 404 SH   DFND 1 2 404 0 0
MARKETAXESS HOLDINGS INC COM 57060D108 36,590 251,657 SH   DFND 1 251,657 0 0
MARKETO INC COM 57063L107 87 2,500 SH   DFND 1 2 2,500 0 0
MARKETO INC COM 57063L107 9,368 269,048 SH   DFND 1 269,048 0 0
MARKIT LTD SHS G58249106 2,649 81,266 SH   DFND 1 81,266 0 0
MARLIN BUSINESS SERVICES INC COM 571157106 50 3,123 SH   DFND 1 2 3,123 0 0
MARLIN BUSINESS SERVICES INC COM 571157106 1,838 112,818 SH   DFND 1 112,818 0 0
MARRIOTT INTL INC NEW CL A CL A 571903202 62 934 SH   DFND 1 2 934 0 0
MARRIOTT INTL INC NEW CL A CL A 571903202 107,312 1,617,448 SH   DFND 1 1,602,759 0 14,689
MARRIOTT VACATIONS WORLD W/I COM 57164Y107 14,894 217,473 SH   DFND 1 217,473 0 0
MARRONE BIO INNOVATIONS INC COM 57165B106 61 74,484 SH   DFND 1 74,484 0 0
MARSH & MCLENNAN COS INC COM COM 571748102 296,268 4,335,090 SH   DFND 1 4,317,287 0 17,803
MARTEN TRANSPORT LTD COM 573075108 3,539 178,739 SH   DFND 1 178,739 0 0
MARTIN MARIETTA MATLS INC COM COM 573284106 96,311 502,523 SH   DFND 1 500,390 0 2,133
MARTIN MIDSTREAM PARTNERS LP UNIT L P INT 573331105 341 14,775 SH   DFND 1 14,775 0 0
MARVELL TECHNOLOGY GROUP LT ORD ORD G5876H105 30,224 3,172,737 SH   DFND 1 3,170,761 0 1,976
MASCO CORP COM COM 574599106 81,493 2,638,710 SH   DFND 1 2,628,929 0 9,781
MASIMO CORP -REDH COM 574795100 378 7,205 SH   DFND 1 2 7,205 0 0
MASIMO CORP -REDH COM 574795100 21,947 417,922 SH   DFND 1 417,922 0 0
MASONITE INTERNATIONAL CORP COM 575385109 12,686 191,816 SH   DFND 1 191,816 0 0
MASONITE INTERNATIONAL CORP COM 575385109 10 166 SH   DFND 1 2 166 0 0
MAST THERAPEUTICS INC COM 576314108 475 1,012,559 SH   DFND 1 1,012,559 0 0
MASTEC INC COM COM 576323109 9,779 438,146 SH   DFND 1 438,146 0 0
MASTERCARD INC CL A 57636Q104 26 302 SH   DFND 1 2 302 0 0
MASTERCARD INC CL A 57636Q104 758,166 8,623,571 SH   DFND 1 8,588,124 0 35,447
MATADOR RESOURCES CO COM 576485205 11,044 557,817 SH   DFND 1 557,817 0 0
MATCH GROUP INC COM 57665R106 3,620 240,169 SH   DFND 1 240,093 0 76
MATEON THERAPEUTICS INC COM 57667K109 42 60,393 SH   DFND 1 60,393 0 0
MATERION CORP COM 576690101 35 1,431 SH   DFND 1 2 1,431 0 0
MATERION CORP COM 576690101 3,460 139,752 SH   DFND 1 139,752 0 0
MATRIX SERVICE CO COM 576853105 6,102 370,100 SH   DFND 1 370,100 0 0
MATSON INC COM 57686G105 14 446 SH   DFND 1 2 446 0 0
MATSON INC COM 57686G105 13,349 413,425 SH   DFND 1 413,425 0 0
MATTEL INC COM COM 577081102 88,551 2,834,902 SH   DFND 1 2,809,298 0 25,604
MATTERSIGHT CORP COM 577097108 264 68,443 SH   DFND 1 68,443 0 0
MATTHEWS INTL CORP CL A CL A 577128101 13,307 239,167 SH   DFND 1 239,167 0 0
MATTRESS FIRM HOLDING CORP COM 57722W106 5,218 155,539 SH   DFND 1 155,539 0 0
MAUI LD & PINEAPPLE INC COM COM 577345101 355 49,253 SH   DFND 1 49,253 0 0
MAXIM INTEGRATED PRODS INC COM COM 57772K101 65,438 1,834,371 SH   DFND 1 1,824,151 0 10,220
MAXIMUS INC COM COM 577933104 23,685 427,760 SH   DFND 1 427,760 0 0
MAXLINEAR INC-CLASS A CL A 57776J100 7,250 403,246 SH   DFND 1 403,246 0 0
MAXLINEAR INC-CLASS A CL A 57776J100 290 16,166 SH   DFND 1 2 16,166 0 0
MAXPOINT INTERACTIVE INC COM NEW 57777M201 111 10,329 SH   DFND 1 10,329 0 0
MAXWELL TECHNOLOGIES INC COM COM 577767106 1,130 214,071 SH   DFND 1 214,071 0 0
MB FINANCIAL INC NEW COM COM 55264U108 18,089 498,596 SH   DFND 1 498,596 0 0
MBIA INC COM COM 55262C100 6,110 894,631 SH   DFND 1 894,631 0 0
MBT FINANCIAL CORP COM 578877102 565 70,647 SH   DFND 1 70,647 0 0
MCBC HOLDINGS INC COM 55276F107 534 48,382 SH   DFND 1 48,382 0 0
MCCLATCHY CO CL A CL A NEW 579489303 462 31,646 SH   DFND 1 31,646 0 0
MCCORMICK & CO INC COM NON VTG COM NON VTG 579780206 110,745 1,039,857 SH   DFND 1 1,036,412 0 3,445
MCDERMOTT INTL INC COM COM 580037109 76 15,452 SH   DFND 1 2 15,452 0 0
MCDERMOTT INTL INC COM COM 580037109 10,431 2,111,716 SH   DFND 1 2,111,716 0 0
MCDONALDS CORP COM COM 580135101 906,259 7,543,477 SH   DFND 1 7,510,724 0 32,753
MCDONALDS CORP COM COM 580135101 10 87 SH   DFND 1 2 87 0 0
MCEWEN MINING INC COM 58039P107 4,788 1,243,837 SH   DFND 1 1,243,837 0 0
MCGRATH RENTCORP COM COM 580589109 4,973 162,592 SH   DFND 1 162,592 0 0
MCHP 2 1/8 12/15/37 SDCV 2.125%12/1 595017AB0 6,313 3,000,000 PRN   DFND 1 2 3,000,000 0 0
MCKESSON CORP COM COM 58155Q103 344,587 1,849,413 SH   DFND 1 1,841,647 0 7,766
MDC PARTNERS INC CL A SUB VTG 552697104 1,469 80,336 SH   DFND 1 80,336 0 0
MDU RES GROUP INC COM COM 552690109 32,813 1,367,228 SH   DFND 1 1,366,573 0 655
MEAD JOHNSON NUTRITION COM 582839106 137,750 1,520,603 SH   DFND 1 1,513,958 0 6,645
MEDGENICS COM NEW 58436Q203 1,077 194,110 SH   DFND 1 194,110 0 0
MEDIA GEN INC CL A COM 58441K100 10,652 619,695 SH   DFND 1 619,695 0 0
MEDICAL PROPERTIES TRUST INC COM 58463J304 23,775 1,563,180 SH   DFND 1 1,563,180 0 0
MEDICINES CO COM COM 584688105 16,790 499,284 SH   DFND 1 499,284 0 0
MEDICINOVA INC COM NEW 58468P206 1,444 191,321 SH   DFND 1 191,321 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 18,454 393,746 SH   DFND 1 393,746 0 0
MEDIFAST INC COM 58470H101 520 15,647 SH   DFND 1 2 15,647 0 0
MEDIFAST INC COM 58470H101 2,600 78,166 SH   DFND 1 78,166 0 0
MEDIVATION INC COM 58501N101 301 5,000 SH   DFND 1 2 5,000 0 0
MEDIVATION INC COM 58501N101 64,539 1,070,812 SH   DFND 1 1,068,424 0 2,388
MEDLEY MANAGEMENT INC - A CL A COM 58503T106 64 10,979 SH   DFND 1 10,353 0 626
MEDNAX INC. COM 58502B106 42,684 589,595 SH   DFND 1 588,342 0 1,253
MEDTRONIC PLC SHS G5960L103 1,008,787 11,646,127 SH   DFND 1 11,589,681 0 56,446
MEETME INC COM 585141104 1,645 308,635 SH   DFND 1 308,635 0 0
MEETME INC COM 585141104 828 155,505 SH   DFND 1 2 155,505 0 0
MEI PHARMA INC COM NEW 55279B202 173 127,915 SH   DFND 1 127,915 0 0
MELCO PBL ENTERTAINMENT-ADR ADR 585464100 4,850 389,252 SH   DFND 1 389,087 0 165
MELLANOX TECH LTD SHS M51363113 906 18,901 SH   DFND 1 18,901 0 0
MEMORIAL PRODUCTION PARTNERS COM U REP LTD 586048100 69 36,382 SH   DFND 1 36,382 0 0
MEMORIAL RESOURCE DEVELOPMENT COM 58605Q109 10,917 687,515 SH   DFND 1 687,505 0 10
MENTOR GRAPHICS CORP COM COM 587200106 112 5,314 SH   DFND 1 2 5,314 0 0
MENTOR GRAPHICS CORP COM COM 587200106 16,180 761,061 SH   DFND 1 761,061 0 0
MERCADOLIBRE INC COM 58733R102 2,493 17,729 SH   DFND 1 17,729 0 0
MERCANTILE BANK CORP COM 587376104 2,573 107,858 SH   DFND 1 107,858 0 0
MERCER INTL INC SH BEN INT COM 588056101 43 5,494 SH   DFND 1 2 5,494 0 0
MERCER INTL INC SH BEN INT COM 588056101 2,115 265,102 SH   DFND 1 265,102 0 0
MERCHANTS BANCSHARES COM COM 588448100 1,828 59,980 SH   DFND 1 59,980 0 0
MERCK & CO INC COM COM 58933Y105 1,349,301 23,460,969 SH   DFND 1 23,360,969 0 100,000
MERCK & CO INC COM COM 58933Y105 359 6,244 SH   DFND 1 2 6,244 0 0
MERCURY COMPUTER SYS COM COM 589378108 389 15,686 SH   DFND 1 2 15,686 0 0
MERCURY COMPUTER SYS COM COM 589378108 9,255 372,299 SH   DFND 1 372,299 0 0
MERCURY GENL CORP NEW COM COM 589400100 12,438 233,975 SH   DFND 1 233,033 0 942
MEREDITH CORP COM COM 589433101 13,347 257,127 SH   DFND 1 256,752 0 375
MERIDIAN BANCORP INC COM 58958U103 6,133 414,967 SH   DFND 1 414,967 0 0
MERIDIAN BIOSCIENCE INC COM COM 589584101 6,747 346,003 SH   DFND 1 343,442 0 2,561
MERIT MED SYS INC COM COM 589889104 9,048 456,294 SH   DFND 1 456,294 0 0
MERITAGE HOMES CORP COM COM 59001A102 9,218 245,575 SH   DFND 1 245,575 0 0
MERITOR INC COM COM 59001K100 4,504 625,664 SH   DFND 1 625,664 0 0
MERRIMACK PHARMACEUTICALS INC COM 590328100 4,437 823,280 SH   DFND 1 823,280 0 0
MESA LABS INC COM COM 59064R109 2,708 22,020 SH   DFND 1 22,020 0 0
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METABOLIX INC COM NEW 591018882 29 35,990 SH   DFND 1 35,990 0 0
METALDYNE PERFORMANCE GROUP COM 59116R107 2,186 159,026 SH   DFND 1 159,026 0 0
METHANEX CORP COMSTK 2654416 1,001 34,670 SH   DFND 1 34,193 0 477
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METHODE ELECTRS INC CL A COM 591520200 13,115 383,153 SH   DFND 1 383,153 0 0
METLIFE INC COM COM 59156R108 28 723 SH   DFND 1 2 723 0 0
METLIFE INC COM COM 59156R108 353,133 8,881,257 SH   DFND 1 8,840,665 0 40,592
METTLER TOLEDO INTERNATIONA COM COM 592688105 67,202 184,236 SH   DFND 1 184,083 0 153
MFA MORTGAGE INVESTMENTS INC COM 55272X102 36,025 4,955,431 SH   DFND 1 4,942,947 0 12,484
MFA MORTGAGE INVESTMENTS INC COM 55272X102 260 35,848 SH   DFND 1 2 35,848 0 0
MFRI INC COM 552721102 107 14,425 SH   DFND 1 14,425 0 0
MGE ENERGY INC COM 55277P104 15,782 279,261 SH   DFND 1 279,261 0 0
MGIC INVT CORP WIS COM COM 552848103 13,356 2,244,736 SH   DFND 1 2,244,736 0 0
MGM RESORTS INTERNATIONAL COM 552953101 66,757 2,951,273 SH   DFND 1 2,948,067 0 3,206
MGP INGREDIENTS INC COM 55303J106 76 1,999 SH   DFND 1 2 1,999 0 0
MGP INGREDIENTS INC COM 55303J106 3,542 92,655 SH   DFND 1 92,655 0 0
MICHAEL KORS HOLDINGS LTD SHS G60754101 424 8,586 SH   DFND 1 2 8,586 0 0
MICHAEL KORS HOLDINGS LTD SHS G60754101 89,227 1,805,833 SH   DFND 1 1,800,356 0 5,477
MICHAELS COS INC COM 59408Q106 18,837 662,357 SH   DFND 1 661,781 0 576
MICROCHIP TECHNOLOGY INC COM COM 595017104 89,834 1,772,881 SH   DFND 1 1,764,557 0 8,324
MICRON TECHNOLOGY INC COM COM 595112103 137 10,000 SH   DFND 1 2 10,000 0 0
MICRON TECHNOLOGY INC COM COM 595112103 122,191 8,895,032 SH   DFND 1 8,832,205 0 62,827
MICRONET ENERTEC TECHNOLOGIES COM 595117102 25 11,589 SH   DFND 1 11,589 0 0
MICROSEMI CORP COM COM 595137100 26,163 800,586 SH   DFND 1 800,586 0 0
MICROSOFT CORP COM COM 594918104 3,542,494 69,341,496 SH   DFND 1 68,863,824 0 477,672
MICROSOFT CORP COM COM 594918104 16 313 SH   DFND 1 2 313 0 0
MICROSTRATEGY INC CL A CL A NEW 594972408 13,837 79,065 SH   DFND 1 79,065 0 0
MICROVISION INC WASH COM COM NEW 594960304 404 240,887 SH   DFND 1 240,887 0 0
MID-AMER APT CMNTYS INC COM COM 59522J103 61,541 578,616 SH   DFND 1 578,513 0 103
MID-CON ENERGY PARTNERS LP COM UNIT REPST 59560V109 17 9,282 SH   DFND 1 9,282 0 0
MID-CON ENERGY PARTNERS LP COM UNIT REPST 59560V109 33 17,348 SH   DFND 1 2 17,348 0 0
MIDDLEBURG FINANCIAL CORP COM 596094102 665 24,453 SH   DFND 1 24,453 0 0
MIDDLEBY CORP COM COM 596278101 43,221 375,025 SH   DFND 1 374,812 0 213
MIDDLESEX WATER CO COM COM 596680108 5,312 122,474 SH   DFND 1 122,474 0 0
MIDSOUTH BANCORP INC COM 598039105 393 39,200 SH   DFND 1 39,200 0 0
MIDWESTONE FINANCIAL GROUP INC COM 598511103 1,434 50,243 SH   DFND 1 50,243 0 0
MIFI 5 1/2 06/15/2020 NOTE 5.500% 6/1 66987MAE9 1,011 1,500,000 PRN   DFND 1 2 1,500,000 0 0
MILACRON HOLDINGS CORP COM 59870L106 1,672 115,260 SH   DFND 1 115,260 0 0
MILESTONE SCIENTIFIC INC COM NEW 59935P209 127 45,410 SH   DFND 1 45,410 0 0
MILLER HERMAN INC COM COM 600544100 14,481 484,488 SH   DFND 1 484,488 0 0
MILLER INDS INC TENN COM NEW COM NEW 600551204 1,441 70,020 SH   DFND 1 70,020 0 0
MIMECAST LTD ORD SHS G14838109 236 23,613 SH   DFND 1 23,613 0 0
MIMEDX GROUP INC COM 602496101 6,500 814,635 SH   DFND 1 814,635 0 0
MINDBODY INC - CLASS A COM CL A 60255W105 1,332 82,579 SH   DFND 1 82,579 0 0
MINERALS TECHNOLOGIES INC COM COM 603158106 15,728 276,915 SH   DFND 1 276,915 0 0
MINERVA NEUROSCIENCES INC COM 603380106 1,018 99,728 SH   DFND 1 99,728 0 0
MINES MANAGEMENT INC COM 603432105 98 93,274 SH   DFND 1 93,274 0 0
MIRATI THERAPEUTICS INC COM 60468T105 599 109,839 SH   DFND 1 109,839 0 0
MISONIX INC COM COM 604871103 121 24,082 SH   DFND 1 24,082 0 0
MISTRAS GROUP INC COM 60649T107 2,597 108,838 SH   DFND 1 108,838 0 0
MITCHAM INDS INC COM COM 606501104 251 67,068 SH   DFND 1 67,068 0 0
MITEK SYS INC COM NEW COM NEW 606710200 187 26,315 SH   DFND 1 2 26,315 0 0
MITEK SYS INC COM NEW COM NEW 606710200 1,488 209,297 SH   DFND 1 209,297 0 0
MITEL NETWORKS CORP COM 60671Q104 318 50,671 SH   DFND 1 50,671 0 0
MITSUBISHI UFJ FINANCIAL GROUP SPONSORED ADR 606822104 123 27,874 SH   DFND 1 10,074 0 17,800
MIZUHO FINANICAL GROUP INC SPONSORED ADR 60687Y109 101 35,596 SH   DFND 1 8,969 0 26,627
MKS INSTRUMENT INC COM COM 55306N104 154 3,586 SH   DFND 1 2 3,586 0 0
MKS INSTRUMENT INC COM COM 55306N104 21,865 507,782 SH   DFND 1 507,782 0 0
MOBILE IRON INC COM NEW 60739U204 896 293,877 SH   DFND 1 293,877 0 0
MOBILE MINI INC COM COM 60740F105 10,664 307,853 SH   DFND 1 307,702 0 151
MOBILEYE NV ORD SHS N51488117 13,443 291,877 SH   DFND 1 290,721 0 1,156
MOCON INC COM COM 607494101 147 10,448 SH   DFND 1 10,448 0 0
MODEL N INC COM 607525102 1,692 126,779 SH   DFND 1 126,779 0 0
MODINE MFG CO COM COM 607828100 2,635 299,496 SH   DFND 1 299,496 0 0
MODUSLINK GLOBAL SOLUTIONS INC COM NEW 60786L206 250 203,881 SH   DFND 1 203,881 0 0
MOELIS & CO CL A 60786M105 2,978 132,385 SH   DFND 1 132,218 0 167
MOH 1 1/8 01/15/20 NOTE 1.125% 1/1 60855RAC4 4,735 3,500,000 PRN   DFND 1 2 3,500,000 0 0
MOHAWK INDS INC COM COM 608190104 95,931 506,453 SH   DFND 1 503,925 0 2,528
MOLINA HEALTHCARE INC COM 60855R100 169 3,402 SH   DFND 1 2 3,402 0 0
MOLINA HEALTHCARE INC COM 60855R100 18,793 376,617 SH   DFND 1 376,367 0 250
MOLSON COORS BREWING CO -B CL B 60871R209 149,712 1,483,046 SH   DFND 1 1,477,329 0 5,717
MOLSON COORS BREWING CO -B CL B 60871R209 24 242 SH   DFND 1 2 242 0 0
MOMENTA PHARMACEUTICALS INC COM COM 60877T100 4,721 437,137 SH   DFND 1 437,137 0 0
MOMO INC - ADR ADR 60879B107 185 18,305 SH   DFND 1 18,305 0 0
MONARCH CASINO & RESORT INC COM COM 609027107 1,586 72,215 SH   DFND 1 72,215 0 0
MONARCH CASINO & RESORT INC COM COM 609027107 41 1,904 SH   DFND 1 2 1,904 0 0
MONDELEZ INTERNATIONAL INC CL A 609207105 603,225 13,277,057 SH   DFND 1 13,183,320 0 93,737
MONDELEZ INTERNATIONAL INC CL A 609207105 30 677 SH   DFND 1 2 677 0 0
MONEYGRAM INTERNATIONAL INC. COM NEW 60935Y208 1,609 234,975 SH   DFND 1 234,975 0 0
MONMOUTH REAL ESTATE INVT C CL A CL A 609720107 6,239 470,521 SH   DFND 1 470,521 0 0
MONOGRAM RESIDENTIAL TRUST I COM 60979P105 13,399 1,312,407 SH   DFND 1 1,312,407 0 0
MONOLITHIC POWER SYSTEMS INC COM 609839105 18,101 264,958 SH   DFND 1 264,958 0 0
MONOTYPE IMAGING HLDGS -REDH COM 61022P100 8,173 331,855 SH   DFND 1 331,855 0 0
MONRO MUFFLER BRAKE INC COM COM 610236101 14,329 225,442 SH   DFND 1 225,442 0 0
MONSANTO CO NEW COM COM 61166W101 620 6,000 SH   DFND 1 2 6,000 0 0
MONSANTO CO NEW COM COM 61166W101 396,286 3,838,444 SH   DFND 1 3,823,084 0 15,360
MONSTER BEVERAGE CORP COM 61174X109 186,065 1,159,798 SH   DFND 1 1,150,000 0 9,798
MONSTER WORLDWIDE INC COM 611742107 1,350 564,896 SH   DFND 1 564,896 0 0
MONSTER WORLDWIDE INC COM 611742107 194 81,207 SH   DFND 1 2 81,207 0 0
MOODYS CORP COM COM 615369105 24 266 SH   DFND 1 2 266 0 0
MOODYS CORP COM COM 615369105 125,759 1,344,448 SH   DFND 1 1,340,084 0 4,364
MOOG INC CL A CL A 615394202 19,456 360,838 SH   DFND 1 360,838 0 0
MOOG INC CL A CL A 615394202 541 10,050 SH   DFND 1 2 10,050 0 0
MORGAN STAN EMG MKT DEBT FD COM 61744H105 379 40,934 PRN   DFND 1 2 40,934 0 0
MORGAN STANLEY COM NEW 617446448 336,712 12,981,963 SH   DFND 1 12,929,259 0 52,704
MORGAN STANLEY CHINA A SH FD COM 617468103 584 32,699 PRN   DFND 1 2 32,699 0 0
MORGANS HOTEL GROUP CO COM 61748W108 309 144,680 SH   DFND 1 144,680 0 0
MORGANS HOTEL GROUP CO COM 61748W108 156 73,255 SH   DFND 1 2 73,255 0 0
MORNINGSTAR INC COM 617700109 755 9,236 SH   DFND 1 2 9,236 0 0
MORNINGSTAR INC COM 617700109 20,754 253,779 SH   DFND 1 253,759 0 20
MOSAIC CO COM 61945C103 74,455 2,848,994 SH   DFND 1 2,838,195 0 10,799
MOSYS INC COM 619718109 101 251,442 SH   DFND 1 251,442 0 0
MOTORCAR PARTS OF AMERICA IN COM 620071100 3,493 128,516 SH   DFND 1 128,516 0 0
MOTOROLA INC COM COM NEW 620076307 99,770 1,514,635 SH   DFND 1 1,509,480 0 5,155
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MOUNTAIN PROVINCE DIAMONDS COM NEW 62426E402 268 58,082 SH   DFND 1 58,082 0 0
MOVADO GROUP INC COM COM 624580106 109 5,052 SH   DFND 1 2 5,052 0 0
MOVADO GROUP INC COM COM 624580106 5,368 247,609 SH   DFND 1 247,609 0 0
MRC GLOBAL COM 55345K103 9,342 657,427 SH   DFND 1 657,427 0 0
MRV COMMUNICATIONS INC COM COM NEW 553477407 287 25,478 SH   DFND 1 25,478 0 0
MSA SAFETY INC COM 553498106 11,320 215,502 SH   DFND 1 215,502 0 0
MSC INDL DIRECT INC CL A CL A 553530106 22,897 324,517 SH   DFND 1 324,068 0 449
MSC INDL DIRECT INC CL A CL A 553530106 27 396 SH   DFND 1 2 396 0 0
MSCI INC-A COM 55354G100 46,742 606,399 SH   DFND 1 604,560 0 1,839
MSG NETWORKS INC CL A 553573106 1,080 70,450 SH   DFND 1 2 70,450 0 0
MSG NETWORKS INC CL A 553573106 19,002 1,238,762 SH   DFND 1 1,238,337 0 425
MTS SYS CORP COM COM 553777103 5,556 126,750 SH   DFND 1 126,750 0 0
MTS SYS CORP COM COM 553777103 84 1,917 SH   DFND 1 2 1,917 0 0
MU 3 1/8 05/01/32 NOTE 3.125% 5/0 595112AX1 14,799 9,685,000 PRN   DFND 1 2 9,685,000 0 0
MUELLER INDS INC COM COM 624756102 13,138 412,121 SH   DFND 1 412,121 0 0
MUELLER WATER PRODUCTS INC-A COM SER A 624758108 12,387 1,084,736 SH   DFND 1 1,084,736 0 0
MULTI PACKAGING SOLUTIONS INTERNATIONAL LTD COM G6331W109 323 24,256 SH   DFND 1 24,256 0 0
MULTI-COLOR CORP COM 625383104 5,883 92,797 SH   DFND 1 92,298 0 499
MULTI-FINELINE ELECTRONIX IN COM 62541B101 1,710 73,747 SH   DFND 1 73,747 0 0
MURPHY OIL CORP COM COM 626717102 42,456 1,339,569 SH   DFND 1 1,330,308 0 9,261
MURPHY OIL CORP COM COM 626717102 18 568 SH   DFND 1 2 568 0 0
MURPHY USA INC COM 626755102 17,427 235,002 SH   DFND 1 235,002 0 0
MUTUALFIRST FINL INC COM COM 62845B104 1,156 42,289 SH   DFND 1 42,289 0 0
MYERS INDS INC COM COM 628464109 2,239 155,527 SH   DFND 1 155,527 0 0
MYLAN NV SHS EURO N59465109 162,217 3,757,645 SH   DFND 1 3,731,438 0 26,207
MYLAN NV SHS EURO N59465109 632 14,627 SH   DFND 1 2 14,627 0 0
MYOKARDIA INC COM 62857M105 812 65,496 SH   DFND 1 65,496 0 0
MYR GROUP INC/DELAWARE COM 55405W104 3,363 139,674 SH   DFND 1 139,674 0 0
MYRIAD GENETICS INC COM COM 62855J104 531 17,379 SH   DFND 1 2 17,379 0 0
MYRIAD GENETICS INC COM COM 62855J104 16,635 543,649 SH   DFND 1 543,649 0 0
N T T DOCOMO INC-ADR SPONS ADR 62942M201 924 34,229 SH   DFND 1 28,618 0 5,611
NABORS INDS INC COM SHS G6359F103 17 1,737 SH   DFND 1 2 1,737 0 0
NABORS INDS INC COM SHS G6359F103 18,423 1,833,162 SH   DFND 1 1,827,992 0 5,170
NACCO INDS INC CL A CL A 629579103 1,832 32,715 SH   DFND 1 32,715 0 0
NANOMETRICS INC COM COM 630077105 3,645 175,332 SH   DFND 1 175,332 0 0
NANOSPHERE INC COMSTK 63009F204 42 24,637 SH   DFND 1 24,637 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 1,116 88,618 SH   DFND 1 88,618 0 0
NANOVIRICIDES INC COM NEW 630087203 281 175,983 SH   DFND 1 175,983 0 0
NANTHEALTH INC COM 630104107 599 47,997 SH   DFND 1 47,997 0 0
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NAPCO SECURITY SYSTEMS INC COM 630402105 200 31,463 SH   DFND 1 31,463 0 0
NASDAQ OMX GROUP COM 631103108 164 2,544 SH   DFND 1 2 2,544 0 0
NASDAQ OMX GROUP COM 631103108 64,354 996,780 SH   DFND 1 993,389 0 3,391
NATERA INC COM 632307104 1,444 119,756 SH   DFND 1 119,756 0 0
NATHAN'S FAMOUS INC COM 632347100 1,055 23,725 SH   DFND 1 23,725 0 0
NATIONAL AMERICAN UNIVERSITY COM 63245Q105 63 32,070 SH   DFND 1 32,070 0 0
NATIONAL BANK HOLDINGS CORP - CLASS A CL A 633707104 6,397 314,232 SH   DFND 1 314,232 0 0
NATIONAL BANKSHARES INC/VA COM 634865109 1,474 42,227 SH   DFND 1 42,227 0 0
NATIONAL BEVERAGE CORP COM COM 635017106 7,800 124,193 SH   DFND 1 124,193 0 0
NATIONAL BEVERAGE CORP COM COM 635017106 19 312 SH   DFND 1 2 312 0 0
NATIONAL CINEMEDIA INC COM 635309107 6,729 434,712 SH   DFND 1 430,022 0 4,690
NATIONAL COMMERCE CORP COM 63546L102 576 24,708 SH   DFND 1 24,708 0 0
NATIONAL FUEL GAS CO N J COM COM 636180101 31,261 549,599 SH   DFND 1 549,572 0 27
NATIONAL FUEL GAS CO N J COM COM 636180101 57 1,008 SH   DFND 1 2 1,008 0 0
NATIONAL GENERAL HLDGS COM 636220303 123 5,744 SH   DFND 1 2 5,744 0 0
NATIONAL GENERAL HLDGS COM 636220303 10,317 481,670 SH   DFND 1 481,670 0 0
NATIONAL GRID GROUP PLC SPONSORED ADR SPON ADR NEW 636274300 932 12,544 SH   DFND 1 5,623 0 6,921
NATIONAL HEALTH INVS INC COM COM 63633D104 17,708 235,835 SH   DFND 1 235,835 0 0
NATIONAL HEALTHCARE CORP COM COM 635906100 6,556 101,280 SH   DFND 1 101,280 0 0
NATIONAL INFO CONSORTIUM IN COM COM 62914B100 9,955 453,776 SH   DFND 1 453,776 0 0
NATIONAL INSTRS CORP COM COM 636518102 19,130 698,197 SH   DFND 1 698,114 0 83
NATIONAL INTERSTATE CORP COM 63654U100 2,816 93,121 SH   DFND 1 93,121 0 0
NATIONAL OILWELL VARCO INC COM COM 637071101 102,865 3,062,304 SH   DFND 1 3,048,647 0 13,657
NATIONAL PRESTO INDS INC COM COM 637215104 3,285 34,819 SH   DFND 1 34,819 0 0
NATIONAL RETAIL PROPERTIES INC COM COM 637417106 48,498 937,710 SH   DFND 1 937,710 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 4,212 202,322 SH   DFND 1 202,322 0 0
NATIONAL WESTN LIFE INS CO CL A CL A 638517102 3,295 16,876 SH   DFND 1 16,876 0 0
NATIONSTAR MORTGAGE HLDGS COM 63861C109 2,747 243,969 SH   DFND 1 243,969 0 0
NATL RESEARCH CO CLASS A CL A 637372202 761 55,560 SH   DFND 1 55,560 0 0
NATURAL ALTERNATIVES INTL COM NEW 638842302 248 22,475 SH   DFND 1 22,475 0 0
NATURAL GAS SERVICES GROUP INC COM 63886Q109 2,123 92,715 SH   DFND 1 92,715 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 766 58,746 SH   DFND 1 58,746 0 0
NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 73 2,617 SH   DFND 1 2 2,617 0 0
NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 3,198 113,455 SH   DFND 1 113,247 0 208
NATURES SUNSHINE PRODS INC COM 639027101 553 58,060 SH   DFND 1 58,060 0 0
NATUS MEDICAL INC COM 639050103 11,038 292,027 SH   DFND 1 292,027 0 0
NAUTILUS INC COM 63910B102 55 3,095 SH   DFND 1 2 3,095 0 0
NAUTILUS INC COM 63910B102 6,741 377,871 SH   DFND 1 377,871 0 0
NAVIDEA BIOPHARMACEUTICALS INC COM 63937X103 382 720,207 SH   DFND 1 720,207 0 0
NAVIENT CORP COM 63938C108 28 2,352 SH   DFND 1 2 2,352 0 0
NAVIENT CORP COM 63938C108 41,509 3,478,543 SH   DFND 1 3,466,828 0 11,715
NAVIGANT CONSULTING INC COM COM 63935N107 5,105 316,100 SH   DFND 1 316,100 0 0
NAVIGATORS GROUP INC COM COM 638904102 7,599 82,627 SH   DFND 1 82,627 0 0
NAVIOS MARITIME ACQUISITION SHS Y62159101 161 102,970 SH   DFND 1 102,970 0 0
NAVIOS MARITIME ACQUISITION SHS Y62159101 104 66,450 SH   DFND 1 2 66,450 0 0
NAVIOS MARITIME PARTNRS-REDH UNIT LPI Y62267102 23 18,155 SH   DFND 1 2 18,155 0 0
NAVISTAR INTL CORP NEW COM COM 63934E108 4,803 410,870 SH   DFND 1 410,870 0 0
NBT BANCORP INC COM COM 628778102 11,117 388,304 SH   DFND 1 388,304 0 0
NCI BUILDING SYS INC COM COM NEW 628852204 517 32,358 SH   DFND 1 2 32,358 0 0
NCI BUILDING SYS INC COM COM NEW 628852204 3,802 237,799 SH   DFND 1 237,799 0 0
NCI INC-CLASS A CL A 62886K104 208 14,832 SH   DFND 1 2 14,832 0 0
NCI INC-CLASS A CL A 62886K104 1,095 77,936 SH   DFND 1 77,936 0 0
NCR CORP NEW COM COM 62886E108 21,378 769,829 SH   DFND 1 769,790 0 39
NEENAH PAPER INC COM 640079109 8,259 114,123 SH   DFND 1 114,123 0 0
NEFF CORP-CLASS A COM CL A 640094207 1,054 96,494 SH   DFND 1 96,494 0 0
NEKTAR THERAPEUTICS COM 640268108 14,099 990,835 SH   DFND 1 990,835 0 0
NELNET INC-CL A CL A 64031N108 8,714 250,777 SH   DFND 1 250,777 0 0
NEOGEN CORP COM COM 640491106 15,083 268,147 SH   DFND 1 268,147 0 0
NEOGENOMICS COM NEW 64049M209 3,121 388,286 SH   DFND 1 388,286 0 0
NEONODE INC COM NEW 64051M402 260 178,404 SH   DFND 1 178,404 0 0
NEOPHOTONICS CORP COM 64051T100 111 11,682 SH   DFND 1 2 11,682 0 0
NEOPHOTONICS CORP COM 64051T100 4,349 456,400 SH   DFND 1 456,400 0 0
NEOS THERAPEUTICS INC COM 64052L106 450 48,510 SH   DFND 1 48,510 0 0
NEOTHETICS INC COM 64066G101 35 35,902 SH   DFND 1 35,902 0 0
NEOVASC INC COM 64065J106 13 25,929 SH   DFND 1 25,929 0 0
NEPTUNE TECH & BIORESSOURCES COM 64077P108 31 29,880 SH   DFND 1 29,880 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 240 24,051 SH   DFND 1 24,051 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 681 68,252 SH   DFND 1 2 68,252 0 0
NET ELEMENT INC COM NEW 64111R201 49 26,819 SH   DFND 1 26,819 0 0
NETAPP INC COM 64110D104 63,950 2,604,830 SH   DFND 1 2,576,532 0 28,298
NETAPP INC COM 64110D104 13 558 SH   DFND 1 2 558 0 0
NETEASE.COM INC -ADR SPONSORED ADR 64110W102 20,324 105,522 SH   DFND 1 103,199 0 2,323
NETEASE.COM INC -ADR SPONSORED ADR 64110W102 241 1,249 SH   DFND 1 2 1,249 0 0
NETFLIX COM INC COM COM 64110L106 314,964 3,449,119 SH   DFND 1 3,423,077 0 26,042
NETGEAR INC COM 64111Q104 142 3,007 SH   DFND 1 2 3,007 0 0
NETGEAR INC COM 64111Q104 15,100 317,643 SH   DFND 1 317,643 0 0
NETLIST INC COM 64118P109 303 259,588 SH   DFND 1 259,588 0 0
NETSCOUT SYS INC COM COM 64115T104 14,965 672,627 SH   DFND 1 672,627 0 0
NETSOL INTERNATIONAL INC COM COM PAR $.001 64115A402 306 52,458 SH   DFND 1 52,458 0 0
NETSUITE INC-REDH COM 64118Q107 16,931 232,705 SH   DFND 1 232,380 0 325
NEURALSTEM INC COM 64127R302 143 493,517 SH   DFND 1 493,517 0 0
NEUROCRINE BIOSCIENCES INC COM COM 64125C109 25,153 553,431 SH   DFND 1 553,202 0 229
NEUSTAR INC-CLASS A CL A 64126X201 12,481 530,893 SH   DFND 1 530,893 0 0
NEVRO CORP COM 64157F103 7,638 103,562 SH   DFND 1 103,562 0 0
NEW GOLD INC COM 644535106 218 50,031 SH   DFND 1 2 50,031 0 0
NEW GOLD INC COM 644535106 2 654 SH   DFND 1 0 0 654
NEW JERSEY RES COM COM 646025106 22,543 584,790 SH   DFND 1 584,510 0 280
NEW MEDIA INVESTMENT GROUP COM 64704V106 5,731 317,171 SH   DFND 1 315,571 0 1,600
NEW MEDIA INVESTMENT GROUP COM 64704V106 27 1,495 SH   DFND 1 2 1,495 0 0
NEW ORIENTAL ED & TECH -REDH SPON ADR 647581107 5,047 121,073 SH   DFND 1 121,073 0 0
NEW ORIENTAL ED & TECH -REDH SPON ADR 647581107 626 14,952 SH   DFND 1 2 14,952 0 0
NEW RELIC INC COM 64829B100 4,721 160,691 SH   DFND 1 160,691 0 0
NEW RELIC INC COM 64829B100 66 2,260 SH   DFND 1 2 2,260 0 0
NEW RESIDENTIAL INVESTMENT COM NEW 64828T201 24,423 1,764,697 SH   DFND 1 1,760,001 0 4,696
NEW SENIOR INVESTMENT GROUP - W/I COM 648691103 6,443 603,295 SH   DFND 1 603,295 0 0
NEW YORK & CO COM 649295102 235 158,300 SH   DFND 1 158,300 0 0
NEW YORK CMNTY BANCORP INC COM COM 649445103 45,210 3,017,522 SH   DFND 1 3,016,624 0 898
NEW YORK MORTGAGE TRUST INC COM PAR $.02 649604501 4,860 796,777 SH   DFND 1 794,498 0 2,279
NEW YORK REIT INC COM 64976L109 11,864 1,282,696 SH   DFND 1 1,282,696 0 0
NEW YORK REIT INC COM 64976L109 462 50,000 SH   DFND 1 2 50,000 0 0
NEW YORK TIMES CO CL A CL A 650111107 9,912 819,179 SH   DFND 1 819,179 0 0
NEWCASTLE INVESTMENT CORP COM PAR $0.01 65105M603 1,674 364,756 SH   DFND 1 364,756 0 0
NEWELL RUBBERMAID INC COM COM 651229106 174,176 3,592,608 SH   DFND 1 3,578,358 0 14,250
NEWELL RUBBERMAID INC COM COM 651229106 0 19 SH   DFND 1 2 19 0 0
NEWFIELD EXPL CO COM COM 651290108 71,063 1,611,309 SH   DFND 1 1,606,640 0 4,669
NEWLINK GENETICS CORP COM 651511107 61 5,420 SH   DFND 1 2 5,420 0 0
NEWLINK GENETICS CORP COM 651511107 1,625 144,351 SH   DFND 1 144,277 0 74
NEWMARKET CORP COM COM 651587107 25,177 60,759 SH   DFND 1 60,759 0 0
NEWMONT MINING CORP COM COM 651639106 199,826 5,115,617 SH   DFND 1 5,097,730 0 17,887
NEWPARK RES INC COM PAR $.01NEW COM PAR $.01NEW 651718504 3,404 588,059 SH   DFND 1 588,059 0 0
NEWS CORP CLASS A CL A 65249B109 153 13,495 SH   DFND 1 2 13,495 0 0
NEWS CORP CLASS A CL A 65249B109 38,190 3,370,240 SH   DFND 1 3,360,443 0 9,797
NEWS CORP CLASS B CL B 65249B208 9,897 849,349 SH   DFND 1 844,172 0 5,177
NEWSTAR FINANCIAL INC COM 65251F105 1,336 158,686 SH   DFND 1 158,686 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 359 40,000 SH   DFND 1 2 40,000 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 258 28,824 SH   DFND 1 28,824 0 0
NEXEO SOLUTIONS INC *W EXP 06/09/202 65342H110 323 469,142 SH   DFND 1 2 469,142 0 0
NEXPOINT RESIDENTIAL COM 65341D102 84 4,637 SH   DFND 1 2 4,637 0 0
NEXPOINT RESIDENTIAL COM 65341D102 2,926 160,779 SH   DFND 1 160,779 0 0
NEXSTAR BROADCASTING GROUP-A CL A 65336K103 9,746 204,839 SH   DFND 1 204,839 0 0
NEXTERA ENERGY INC COM 65339F101 502,923 3,863,389 SH   DFND 1 3,848,316 0 15,073
NGL ENERGY PARTNERS LP COM UNIT REPST 62913M107 373 19,356 SH   DFND 1 2 19,356 0 0
NICE SYSTEMS LTD-SPONS ADR SPONSORED ADR 653656108 1,713 26,839 SH   DFND 1 26,282 0 557
NICHOLAS FINANCIAL INC COM NEW 65373J209 878 85,487 SH   DFND 1 85,487 0 0
NICOLET BANKSHARES INC COM 65406E102 936 24,592 SH   DFND 1 24,592 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 149,291 2,877,813 SH   DFND 1 2,864,618 0 13,195
NII HOLDINGS INC COM PAR $0.001 62913F508 2,006 631,082 SH   DFND 1 631,082 0 0
NIKE INC CL B CL B 654106103 634,905 11,521,032 SH   DFND 1 11,472,275 0 48,757
NIMBLE STORAGE INC COM 65440R101 3,149 395,654 SH   DFND 1 395,654 0 0
NIPPON TELEG & TEL CORP SPONSORED ADR SPONSORED ADR 654624105 409 8,694 SH   DFND 1 4,856 0 3,838
NISOURCE INC COM COM 65473P105 76,499 2,889,280 SH   DFND 1 2,879,969 0 9,311
NIVALIS THERAPEUTICS INC COM 65481J109 153 33,457 SH   DFND 1 33,457 0 0
NL INDS INC COM NEW COM NEW 629156407 89 34,660 SH   DFND 1 34,660 0 0
NMI HOLDINGS INC-CLASS CL A 629209305 1,998 364,659 SH   DFND 1 364,659 0 0
NN INC COM COM 629337106 2,548 182,150 SH   DFND 1 182,150 0 0
NOBILIS HEALTH CORP COM 65500B103 133 60,555 SH   DFND 1 60,555 0 0
NOBLE CORP PLC SHS USD G65431101 12,757 1,548,264 SH   DFND 1 1,547,046 0 1,218
NOBLE ENERGY INC COM 655044105 124,366 3,473,261 SH   DFND 1 3,458,334 0 14,927
NOKIA CORP SPONSORED ADR SPONSORED ADR 654902204 123 21,783 SH   DFND 1 18,955 0 2,828
NOMURA HOLDINGS INC-ADR SPONSORED ADR 65535H208 115 33,027 SH   DFND 1 4,927 0 28,100
NOODLES & COMPANY CL A 65540B105 1,365 139,647 SH   DFND 1 139,647 0 0
NORDIC AMER TANKER SHIPPING COM G65773106 1,431 103,034 SH   DFND 1 99,830 0 3,204
NORDSON CORP COM COM 655663102 29,843 356,941 SH   DFND 1 356,904 0 37
NORDSTROM INC COM COM 655664100 75 1,984 SH   DFND 1 2 1,984 0 0
NORDSTROM INC COM COM 655664100 41,088 1,081,736 SH   DFND 1 1,078,718 0 3,018
NORFOLK SOUTHERN CORP COM COM 655844108 196,423 2,311,598 SH   DFND 1 2,302,881 0 8,717
NORTEK INC COM NEW 656559309 4,605 77,650 SH   DFND 1 77,650 0 0
NORTEK INC COM NEW 656559309 296 5,000 SH   DFND 1 2 5,000 0 0
NORTHEAST BANCORP COM NEW 663904209 239 21,294 SH   DFND 1 21,294 0 0
NORTHERN OIL & GAS INC COM 665531109 1,676 362,953 SH   DFND 1 362,953 0 0
NORTHERN TR CORP COM COM 665859104 120,850 1,826,954 SH   DFND 1 1,821,461 0 5,493
NORTHERN TR CORP COM COM 665859104 29 446 SH   DFND 1 2 446 0 0
NORTHFIELD BANCORP INC COM 66611T108 5,023 338,713 SH   DFND 1 338,713 0 0
NORTHRIM BANCORP INC COM 666762109 973 37,038 SH   DFND 1 37,038 0 0
NORTHROP GRUMMAN CORP COM COM 666807102 329,324 1,484,139 SH   DFND 1 1,477,367 0 6,772
NORTHSTAR ASSET MANAGEMENT COM 66705Y104 11,919 1,167,432 SH   DFND 1 1,167,397 0 35
NORTHSTAR REALTY EUROPE CORP COM 66706L101 3,584 387,536 SH   DFND 1 387,446 0 90
NORTHSTAR REALTY FINANCE CORP COM 66704R803 13,376 1,170,261 SH   DFND 1 1,166,200 0 4,061
NORTHWEST BANCSHARES INC COM 667340103 15,366 1,036,147 SH   DFND 1 1,031,786 0 4,361
NORTHWEST BIOTHERAPEUTICS I COM COM PAR $0.001 66737P600 148 255,219 SH   DFND 1 255,219 0 0
NORTHWEST NAT GAS CO COM COM 667655104 13,168 203,161 SH   DFND 1 203,079 0 82
NORTHWEST PIPE CO COM COM 667746101 23 2,170 SH   DFND 1 2 2,170 0 0
NORTHWEST PIPE CO COM COM 667746101 580 53,839 SH   DFND 1 53,839 0 0
NORTHWESTERN CORP COM NEW 668074305 19,694 312,269 SH   DFND 1 312,269 0 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 42,934 1,078,126 SH   DFND 1 1,071,312 0 6,814
NOVA LIFESTYLE INC COM 66979P102 25 61,369 SH   DFND 1 61,369 0 0
NOVA MEASURING INSTRUMENTS COM M7516K103 172 15,761 SH   DFND 1 15,761 0 0
NOVADAQ TECHNOLOGIES INC COM 66987G102 238 24,207 SH   DFND 1 24,207 0 0
NOVANTA INC COM 67000B104 3,254 214,829 SH   DFND 1 214,829 0 0
NOVARTIS A G SPONSORED ADR SPONSORED ADR 66987V109 2,151 26,073 SH   DFND 1 16,571 0 9,502
NOVATEL WIRELESS INC COM COM NEW 66987M604 272 179,084 SH   DFND 1 179,084 0 0
NOVAVAX INC COM COM 670002104 14,796 2,035,254 SH   DFND 1 2,035,254 0 0
NOVO NORDISK A S-ADR ADR 670100205 1,210 22,510 SH   DFND 1 12,000 0 10,510
NOVOCURE LTD ORD SHS G6674U108 1,076 92,247 SH   DFND 1 92,247 0 0
NOW INC/DE COM 67011P100 13,110 722,760 SH   DFND 1 722,760 0 0
NRG ENERGY INC COM NEW 629377508 232 15,525 SH   DFND 1 2 15,525 0 0
NRG ENERGY INC COM NEW 629377508 39,396 2,632,710 SH   DFND 1 2,620,181 0 12,529
NRG YEILD INC CL A NEW 62942X306 4,158 273,208 SH   DFND 1 273,208 0 0
NRG YIELD INC-CLASS C CL C 62942X405 6,711 430,501 SH   DFND 1 428,812 0 1,689
NTN BUZZTIME INC COM PAR 629410606 182 21,178 SH   DFND 1 21,178 0 0
NU SKIN ENTERPRISES INC CL A CL A 67018T105 16,662 360,733 SH   DFND 1 360,551 0 182
NU SKIN ENTERPRISES INC CL A CL A 67018T105 63 1,366 SH   DFND 1 2 1,366 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 203 12,990 SH   DFND 1 2 12,990 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 24,190 1,548,378 SH   DFND 1 1,547,931 0 447
NUCOR CORP COM COM 670346105 152,977 3,100,659 SH   DFND 1 3,089,541 0 11,118
NUMEREX CORP PA CL A CL A 67053A102 665 88,795 SH   DFND 1 88,795 0 0
NUTRACEUTICAL INTL CORP COM COM 67060Y101 160 6,915 SH   DFND 1 2 6,915 0 0
NUTRACEUTICAL INTL CORP COM COM 67060Y101 1,359 58,715 SH   DFND 1 58,715 0 0
NUTRI/SYSTEM INC COM 67069D108 159 6,288 SH   DFND 1 2 6,288 0 0
NUTRI/SYSTEM INC COM 67069D108 5,337 210,470 SH   DFND 1 210,470 0 0
NUVASIVE INC COM 670704105 20,334 340,503 SH   DFND 1 340,503 0 0
NUVECTRA CORP - WI COM 67075N108 377 50,948 SH   DFND 1 50,948 0 0
NUVEEN MD PREM INCM MUN FD COM 67061Q107 1,716 120,781 PRN   DFND 1 2 120,781 0 0
NUVEEN MICH QUAL INCM MUN FD COM 670979103 550 35,846 SH   DFND 1 2 35,846 0 0
NUVEEN N C PREM INCM MUN FD COM 67060P100 528 35,700 PRN   DFND 1 2 35,700 0 0
NV5 HOLDING INC COM 62945V109 1,463 51,454 SH   DFND 1 51,454 0 0
NVDA 1 12/01/18 NOTE 1.000%12/0 67066GAC8 34,950 15,000,000 PRN   DFND 1 2 15,000,000 0 0
NVE CORP COM NEW 629445206 1,947 33,213 SH   DFND 1 33,213 0 0
NVIDIA CORP COM COM 67066G104 207,559 4,422,607 SH   DFND 1 4,387,711 0 34,896
NVR INC COM COM 62944T105 39,997 22,466 SH   DFND 1 22,427 0 39
NXP SEMICONDUCTORS NV COM N6596X109 50,258 645,118 SH   DFND 1 634,618 0 10,500
NXSTAGE MEDICAL INC COM 67072V103 9,967 459,761 SH   DFND 1 459,761 0 0
NXSTAGE MEDICAL INC COM 67072V103 35 1,619 SH   DFND 1 2 1,619 0 0
NXT-ID INC COM 67091J107 10 29,036 SH   DFND 1 29,036 0 0
NYMOX PHARMACEUTICAL CORP COM P73398102 47 14,231 SH   DFND 1 14,231 0 0
O REILLY AUTOMOTIVE INC COM COM 67103H107 240,379 888,064 SH   DFND 1 881,960 0 6,104
OASIS PETROLEUM INC COM 674215108 10,990 1,176,705 SH   DFND 1 1,176,705 0 0
OCCIDENTAL PETE CORP DEL COM COM 674599105 470,654 6,239,820 SH   DFND 1 6,208,418 0 31,402
OCEAN BIO-CHEM INC COM 674631106 60 26,292 SH   DFND 1 26,292 0 0
OCEAN RIG UDW INC SHS G66964100 1,312 529,091 SH   DFND 1 2 529,091 0 0
OCEAN RIG UDW INC SHS G66964100 177 71,410 SH   DFND 1 71,410 0 0
OCEANEERING INTL INC COM COM 675232102 232 7,779 SH   DFND 1 2 7,779 0 0
OCEANEERING INTL INC COM COM 675232102 23,582 789,762 SH   DFND 1 789,450 0 312
OCEANFIRST FINL CORP COM COM 675234108 2,619 144,149 SH   DFND 1 144,149 0 0
OCERA THERAPEUTICS INC COM 67552A108 115 60,638 SH   DFND 1 60,638 0 0
OCLARO INC COM NEW 67555N206 3,275 671,173 SH   DFND 1 671,173 0 0
OCLARO INC COM NEW 67555N206 124 25,533 SH   DFND 1 2 25,533 0 0
OCLR 6 02/15/2020 NOTE 6.000% 2/1 67555NAB3 18,111 6,900,000 PRN   DFND 1 2 6,900,000 0 0
OCULAR THERAPEUTIX INC COM 67576A100 377 76,212 SH   DFND 1 75,970 0 242
OCULUS INNOVATIVE SCNCS-REDH COM PAR 67575P306 53 13,430 SH   DFND 1 13,430 0 0
OCWEN FINL CORP COM COM NEW 675746309 1,132 662,257 SH   DFND 1 662,257 0 0
ODYSSEY MARINE EXPLORATION COM NEW 676118201 65 32,448 SH   DFND 1 32,448 0 0
OFFICE DEPOT INC COM COM 676220106 11,754 3,551,287 SH   DFND 1 3,551,287 0 0
OFFICE DEPOT INC COM COM 676220106 974 294,283 SH   DFND 1 2 294,283 0 0
OFG BANCORP COM 67103X102 2,316 279,040 SH   DFND 1 279,040 0 0
OFS CAPITAL CORPORATION COM 67103B100 164 12,795 SH   DFND 1 2 12,795 0 0
OGE ENERGY CORP COM COM 670837103 42,376 1,294,509 SH   DFND 1 1,294,282 0 227
OHIO VY BANC CORP COM COM 677719106 219 10,030 SH   DFND 1 10,030 0 0
OHR PHARMACEUTICAL INC COM NEW 67778H200 418 152,915 SH   DFND 1 152,915 0 0
OIL DRI CORP AMER COM COM 677864100 1,045 30,279 SH   DFND 1 30,279 0 0
OIL DRI CORP AMER COM COM 677864100 357 10,367 SH   DFND 1 2 10,367 0 0
OIL STS INTL INC COM COM 678026105 11,141 338,846 SH   DFND 1 338,846 0 0
OLD DOMINION FGHT LINES INC COM COM 679580100 27,644 458,378 SH   DFND 1 457,660 0 718
OLD DOMINION FGHT LINES INC COM COM 679580100 6 110 SH   DFND 1 2 110 0 0
OLD LINE BANCSHARES INC COM 67984M100 657 36,509 SH   DFND 1 36,509 0 0
OLD NATL BANCORP IND COM COM 680033107 11,735 936,581 SH   DFND 1 936,581 0 0
OLD REP INTL CORP COM COM 680223104 67 3,501 SH   DFND 1 2 3,501 0 0
OLD REP INTL CORP COM COM 680223104 35,924 1,862,328 SH   DFND 1 1,862,173 0 155
OLD SECOND BANCORP INC ILL COM COM 680277100 1,139 166,810 SH   DFND 1 166,810 0 0
OLIN CORP COM PAR $1 COM PAR $1 680665205 27,413 1,103,584 SH   DFND 1 1,103,584 0 0
OLLIE'S BARGAIN OUTLET HOLDINGS, INC COM 681116109 5,515 221,590 SH   DFND 1 221,590 0 0
OLYMPIC STEEL INC COM COM 68162K106 1,826 66,863 SH   DFND 1 66,863 0 0
OLYMPIC STEEL INC COM COM 68162K106 230 8,426 SH   DFND 1 2 8,426 0 0
OM ASSET MANAGEMENT PLC SHS G67506108 1,097 82,187 SH   DFND 1 82,187 0 0
OM ASSET MANAGEMENT PLC SHS G67506108 323 24,201 SH   DFND 1 2 24,201 0 0
OMEGA FLEX INC COM 682095104 1,069 28,112 SH   DFND 1 28,112 0 0
OMEGA HEALTHCARE INVS INC COM COM 681936100 36,439 1,073,337 SH   DFND 1 1,073,295 0 42
OMEGA PROTEIN CORP COM 68210P107 6,490 324,702 SH   DFND 1 324,702 0 0
OMEROS CORP COM 682143102 2,574 244,746 SH   DFND 1 244,746 0 0
OMNICELL INC COM COM 68213N109 11,532 336,899 SH   DFND 1 336,899 0 0
OMNICOM GROUP INC COM COM 681919106 428 5,260 SH   DFND 1 2 5,260 0 0
OMNICOM GROUP INC COM COM 681919106 166,880 2,051,264 SH   DFND 1 2,043,982 0 7,282
OMNOVA SOLUTIONS INC COM COM 682129101 2,090 288,381 SH   DFND 1 288,381 0 0
ON ASSIGNMENT INC COM COM 682159108 12,150 328,830 SH   DFND 1 328,830 0 0
ON DECK CAPITAL INC COM 682163100 1,400 272,009 SH   DFND 1 272,009 0 0
ON SEMICONDUCTOR CORP COM COM 682189105 24,773 2,808,758 SH   DFND 1 2,802,699 0 6,059
ON SEMICONDUCTOR CORP COM COM 682189105 113 12,900 SH   DFND 1 2 12,900 0 0
ONCOCYTE CORP COM 68235C107 53 14,961 SH   DFND 1 14,961 0 0
ONCOGENEX PHARMACEUTICAL INC COM 68230A106 151 151,514 SH   DFND 1 151,514 0 0
ONCOMED PHARMACEUTICALS INC COM 68234X102 1,316 106,982 SH   DFND 1 106,982 0 0
ONCOSEC MEDICAL INC COM NEW 68234L207 93 57,031 SH   DFND 1 57,031 0 0
ONE GAS INC COM 68235P108 29,934 449,539 SH   DFND 1 449,539 0 0
ONE LIBERTY PROPERTIES INC COM 682406103 2,284 95,806 SH   DFND 1 95,806 0 0
ONEBEACON INSURANCE GRP CL A G67742109 2,404 174,211 SH   DFND 1 174,211 0 0
ONEMAIN HOLDINGS INC COM 68268W103 6,912 302,899 SH   DFND 1 302,886 0 13
ONEMAIN HOLDINGS INC COM 68268W103 276 12,102 SH   DFND 1 2 12,102 0 0
ONEOK INC NEW COM COM 682680103 79,891 1,686,702 SH   DFND 1 1,678,188 0 8,514
ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 268 6,713 SH   DFND 1 2 6,713 0 0
OOMA INC COM 683416101 88 10,798 SH   DFND 1 10,798 0 0
OPEN TEXT CORP COMSTK 2260824 2,765 47,117 SH   DFND 1 46,711 0 406
OPEN TEXT CORP COM COM 683715106 2,909 49,200 SH   DFND 1 49,200 0 0
OPEN TEXT CORP COM COM 683715106 30 509 SH   DFND 1 2 509 0 0
OPEXA THERAPEUTICS INC COM PAR $0.01 68372T301 148 35,913 SH   DFND 1 35,913 0 0
OPGEN INC COM 68373L109 123 81,354 SH   DFND 1 81,354 0 0
OPHTHOTECH CORP COM 683745103 11,454 224,462 SH   DFND 1 224,462 0 0
OPKO HEALTH INC COM 68375N103 20,418 2,186,104 SH   DFND 1 2,182,934 0 3,170
OPPENHEIMER HOLDINGS INC CL A NON VTG 683797104 1,279 82,731 SH   DFND 1 82,731 0 0
OPTICAL CABLE CORP COM COM NEW 683827208 26 12,030 SH   DFND 1 12,030 0 0
OPUS BANK COM 684000102 5,781 171,039 SH   DFND 1 171,039 0 0
ORACLE CORP COM COM 68389X105 1,056,591 25,859,372 SH   DFND 1 25,746,372 0 113,000
ORAGENICS INC COM NEW 684023203 45 89,941 SH   DFND 1 89,941 0 0
ORASURE TECHNOLOGIES INC COM COM 68554V108 2,381 403,020 SH   DFND 1 403,020 0 0
ORASURE TECHNOLOGIES INC COM COM 68554V108 183 30,983 SH   DFND 1 2 30,983 0 0
ORBCOMM INC COM 68555P100 4,564 458,728 SH   DFND 1 458,728 0 0
ORBITAL ATK INC COM 68557N103 31,971 375,520 SH   DFND 1 375,484 0 36
ORBOTECH LTD ORD M75253100 28 1,114 SH   DFND 1 2 1,114 0 0
ORBOTECH LTD ORD M75253100 442 17,320 SH   DFND 1 17,320 0 0
ORCHID ISLAND CAPITAL INC COM 68571X103 1,340 130,304 SH   DFND 1 130,304 0 0
ORCHID ISLAND CAPITAL INC COM 68571X103 10 1,007 SH   DFND 1 2 1,007 0 0
ORCHIDS PAPER PRODUCTS -REDH COM 68572N104 2,278 64,055 SH   DFND 1 63,315 0 740
OREXIGEN THERPEUTCS INC COM 686164104 282 656,922 SH   DFND 1 656,922 0 0
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ORION ENERGY SYSTEMS INC COM 686275108 121 104,367 SH   DFND 1 104,367 0 0
ORION MARINE GROUP INC-REDH COM 68628V308 856 161,209 SH   DFND 1 161,209 0 0
ORITANI FINANCIAL CORP COM 68633D103 4,459 278,865 SH   DFND 1 278,865 0 0
ORMAT TECHNOLOGIES INC COM 686688102 10,924 249,641 SH   DFND 1 249,641 0 0
ORRSTOWN FINANCIAL SERVICES INC COM 687380105 676 37,454 SH   DFND 1 37,454 0 0
ORTHOFIX INTL N V COM COM N6748L102 24 579 SH   DFND 1 2 579 0 0
ORTHOFIX INTL N V COM COM N6748L102 6,368 150,207 SH   DFND 1 150,207 0 0
OSHKOSH TRUCK CORP COM COM 688239201 22,446 470,468 SH   DFND 1 470,446 0 22
OSI SYSTEMS INC COM COM 671044105 7,581 130,417 SH   DFND 1 130,417 0 0
OSIRIS THERAPEUTICS INC-REDH COM 68827R108 629 123,697 SH   DFND 1 123,697 0 0
OTONOMY INC COM 68906L105 2,712 170,819 SH   DFND 1 170,819 0 0
OTTER TAIL CORP COM COM 689648103 9,913 296,007 SH   DFND 1 296,007 0 0
OUTERWALL INC COM 690070107 5,141 122,426 SH   DFND 1 121,929 0 497
OUTFRONT MEDIA INC COM 69007J106 21,339 882,873 SH   DFND 1 882,690 0 183
OVASCIENCE INC COM 69014Q101 1,037 199,106 SH   DFND 1 199,015 0 91
OVERSEAS SHIPHOLDING GROUP, INC CL A NEW 69036R863 650 59,169 SH   DFND 1 59,169 0 0
OVERSTOCK COM INC DEL COM COM 690370101 1,881 116,765 SH   DFND 1 116,765 0 0
OWENS & MINOR INC NEW COM COM 690732102 17,271 462,051 SH   DFND 1 462,051 0 0
OWENS CORNING COM 690742101 48,628 943,876 SH   DFND 1 942,707 0 1,169
OWENS ILL INC COM NEW COM NEW 690768403 23,509 1,307,171 SH   DFND 1 1,298,282 0 8,889
OWENS REALTY MORTGAGE INC COM 690828108 1,619 97,310 SH   DFND 1 97,310 0 0
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 326 36,236 SH   DFND 1 36,236 0 0
OXFORD INDS INC COM COM 691497309 5,417 95,673 SH   DFND 1 95,673 0 0
P A M TRANSN SVCS INC COM COM 693149106 369 23,273 SH   DFND 1 23,164 0 109
P C CONNECTION COM COM 69318J100 3,342 140,440 SH   DFND 1 140,440 0 0
PACCAR INC COM COM 693718108 167,662 3,237,372 SH   DFND 1 3,213,662 0 23,710
PACE HOLDINGS CORP UNIT 99/99/9999 G6865N129 1,500 150,000 SH   DFND 1 2 150,000 0 0
PACIFIC BIOSCIENCES OF CA COM 69404D108 3,427 487,267 SH   DFND 1 487,267 0 0
PACIFIC CONTINENTAL CORP COM 69412V108 1,891 120,381 SH   DFND 1 120,381 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 878 161,119 SH   DFND 1 161,119 0 0
PACIFIC MERCANTILE BANCORP COM 694552100 567 79,953 SH   DFND 1 79,953 0 0
PACIFIC PREMIER BANCORP INC COM 69478X105 3,981 165,901 SH   DFND 1 165,901 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 9,902 293,575 SH   DFND 1 293,575 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 9 290 SH   DFND 1 2 290 0 0
PACKAGING CORP AMER COM COM 695156109 43,501 650,239 SH   DFND 1 648,294 0 1,945
PACWEST BANCORP COM 695263103 31,817 799,826 SH   DFND 1 798,794 0 1,032
PAIN THERAPEUTICS INC COM COM 69562K100 445 203,283 SH   DFND 1 203,283 0 0
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 76 173,120 SH   DFND 1 173,120 0 0
PALO ALTO NETWORKS INC COM 697435105 27 222 SH   DFND 1 2 222 0 0
PALO ALTO NETWORKS INC COM 697435105 57,052 465,454 SH   DFND 1 464,752 0 702
PAN AMERICAN SILVER CORP COM COM 697900108 1,053 64,061 SH   DFND 1 63,898 0 163
PAN AMERICAN SILVER CORP COM COM 697900108 86 5,244 SH   DFND 1 2 5,244 0 0
PANDORA MEDIA INC COM 698354107 17,478 1,403,912 SH   DFND 1 1,403,705 0 207
PANERA BREAD CO CL A CL A 69840W108 31,493 148,598 SH   DFND 1 148,583 0 15
PANHANDLE ROYALTY CO-CL A CL A 698477106 1,674 100,444 SH   DFND 1 100,444 0 0
PAPA JOHNS INTL INC COM COM 698813102 13,630 200,444 SH   DFND 1 200,444 0 0
PAPA MURPHYS HOLDINGS INC COM 698814100 485 73,133 SH   DFND 1 73,133 0 0
PAR PETROLEUM CORP COM NEW 69888T207 3,074 200,443 SH   DFND 1 200,443 0 0
PAR TECHNOLOGY CORP/DEL COM COM 698884103 130 27,309 SH   DFND 1 27,309 0 0
PARAMOUNT GOLD MINING CORP COM 69924M109 50 30,702 SH   DFND 1 30,702 0 0
PARAMOUNT GROUP INC COM 69924R108 17,841 1,119,316 SH   DFND 1 1,119,312 0 4
PARATEK PHARMACEUTICALS INC COM 699374302 748 53,811 SH   DFND 1 53,811 0 0
PAREXEL INTL CORP COM COM 699462107 23 374 SH   DFND 1 2 374 0 0
PAREXEL INTL CORP COM COM 699462107 25,491 405,404 SH   DFND 1 405,404 0 0
PARK CITY GROUP INC COM NEW 700215304 727 81,101 SH   DFND 1 81,101 0 0
PARK ELECTROCHEMICAL CORP COM COM 700416209 1,958 134,794 SH   DFND 1 134,794 0 0
PARK NATL CORP COM COM 700658107 8,866 96,610 SH   DFND 1 95,826 0 784
PARK OHIO HLDGS CORP COM COM 700666100 39 1,383 SH   DFND 1 2 1,383 0 0
PARK OHIO HLDGS CORP COM COM 700666100 1,735 61,358 SH   DFND 1 61,358 0 0
PARK STERLING BANK COM 70086Y105 2,408 339,667 SH   DFND 1 339,667 0 0
PARKER DRILLING CO COM COM 701081101 1,876 819,462 SH   DFND 1 819,462 0 0
PARKER HANNIFIN CORP COM COM 701094104 120,206 1,114,437 SH   DFND 1 1,108,852 0 5,585
PARKERVISION INC COM COM NEW 701354300 143 45,638 SH   DFND 1 45,638 0 0
PARKWAY PPTYS INC COM COM 70159Q104 10,755 642,895 SH   DFND 1 642,895 0 0
PARSLEY ENERGY INC-CLASS A CL A 701877102 27,089 1,001,096 SH   DFND 1 1,001,096 0 0
PARTY CITY HOLDCO INC COM 702149105 2,158 155,156 SH   DFND 1 155,156 0 0
PATRICK INDS INC COM COM 703343103 6,593 109,365 SH   DFND 1 109,365 0 0
PATRIOT NATIONAL INC COM 70338T102 506 61,876 SH   DFND 1 61,876 0 0
PATTERN ENERGY GROUP INC CL A 70338P100 9,453 411,549 SH   DFND 1 410,246 0 1,303
PATTERSON COS INC COM 703395103 37,276 779,586 SH   DFND 1 776,706 0 2,880
PATTERSON UTI ENERGY INC COM COM 703481101 21,284 998,317 SH   DFND 1 998,317 0 0
PATTERSON UTI ENERGY INC COM COM 703481101 12 579 SH   DFND 1 2 579 0 0
PAYCHEX INC COM COM 704326107 199,204 3,352,549 SH   DFND 1 3,331,131 0 21,418
PAYCOM SOFTWARE INC COM 70432V102 12,319 285,116 SH   DFND 1 285,116 0 0
PAYLOCITY HOLDING CORP COM 70438V106 6,736 155,941 SH   DFND 1 155,941 0 0
PAYPAL HOLDINGS INC COM 70450Y103 28 780 SH   DFND 1 2 780 0 0
PAYPAL HOLDINGS INC COM 70450Y103 335,059 9,192,978 SH   DFND 1 9,121,699 0 71,279
PBF ENERGY INC CL A 69318G106 23 976 SH   DFND 1 2 976 0 0
PBF ENERGY INC CL A 69318G106 15,106 635,265 SH   DFND 1 634,023 0 1,242
PCM INC COM 69323K100 361 32,487 SH   DFND 1 32,487 0 0
PC-TEL INC COM COM 69325Q105 423 89,814 SH   DFND 1 89,814 0 0
PDC ENERGY INC COM 69327R101 19,841 344,412 SH   DFND 1 344,412 0 0
PDF SOLUTIONS INC COM COM 693282105 2,625 187,664 SH   DFND 1 187,664 0 0
PDL BIOPHARMA INC COM COM 69329Y104 562 179,147 SH   DFND 1 2 179,147 0 0
PDL BIOPHARMA INC COM COM 69329Y104 4,459 1,420,344 SH   DFND 1 1,412,352 0 7,992
PDVWIRELESS INC COM 69290R104 1,749 81,788 SH   DFND 1 81,788 0 0
PEAK RESORTS INC COM 70469L100 132 29,042 SH   DFND 1 29,042 0 0
PEAPACK-GLADSTONE FINL CORP COM COM 704699107 2,000 108,050 SH   DFND 1 108,050 0 0
PEARSON PLC SPONSORED ADR SPONSORED ADR 705015105 327 25,226 SH   DFND 1 15,866 0 9,360
PEBBLEBROOK HOTEL TRUST COM 70509V100 14,672 558,939 SH   DFND 1 558,939 0 0
PEDEVCO CORP COM NEW 70532Y204 17 61,846 SH   DFND 1 61,846 0 0
PEGASYSTEMS INC COM COM 705573103 8,178 303,477 SH   DFND 1 303,477 0 0
PENDRELL CORP COM 70686R104 410 813,822 SH   DFND 1 813,822 0 0
PENGROWTH ENERGY TRUST COM 70706P104 23 12,932 SH   DFND 1 2 12,932 0 0
PENN NATL GAMING INC COM COM 707569109 7,267 520,992 SH   DFND 1 520,992 0 0
PENNEY J C INC COM COM 708160106 17,281 1,946,169 SH   DFND 1 1,946,010 0 159
PENNS WOODS BANCORP INC COM 708430103 1,164 27,738 SH   DFND 1 27,738 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT SH BEN INT 709102107 11,705 545,722 SH   DFND 1 545,722 0 0
PENNYMAC FINANICAL SERVICE-A CL A 70932B101 1,574 126,021 SH   DFND 1 126,021 0 0
PENNYMAC MORTGAGE INVESTMENT COM 70931T103 7,603 468,480 SH   DFND 1 468,480 0 0
PENSKE AUTO GROUP COM 70959W103 8,564 272,235 SH   DFND 1 272,046 0 189
PENTAIR LTD - REGISTERED SHS G7S00T104 52 896 SH   DFND 1 2 896 0 0
PENTAIR LTD - REGISTERED SHS G7S00T104 84,984 1,460,542 SH   DFND 1 1,455,634 0 4,908
PENUMBRA INC COM 70975L107 3,269 54,947 SH   DFND 1 54,947 0 0
PEOPLES BANCORP INC COM COM 709789101 2,844 130,558 SH   DFND 1 130,558 0 0
PEOPLES FINANCIAL SERVICES COM 711040105 1,934 49,431 SH   DFND 1 49,431 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 28 1,974 SH   DFND 1 2 1,974 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 39,436 2,694,418 SH   DFND 1 2,685,967 0 8,451
PEOPLES UTAH BANCORP COM 712706209 529 31,914 SH   DFND 1 31,914 0 0
PEPSICO INC COM COM 713448108 1,341,517 12,683,683 SH   DFND 1 12,625,878 0 57,805
PERCEPTRON INC COM COM 71361F100 237 50,712 SH   DFND 1 50,712 0 0
PEREGRINE PHARMACEUTICALS I COM COM NEW 713661304 396 1,090,115 SH   DFND 1 1,090,115 0 0
PERFICIENT INC COM 71375U101 5,121 252,161 SH   DFND 1 252,161 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 6,636 246,605 SH   DFND 1 246,605 0 0
PERFORMANCE SPORTS GROUP LTD COM 71377G100 135 45,008 SH   DFND 1 45,008 0 0
PERFORMANT FINANCIAL CORP COM 71377E105 244 150,748 SH   DFND 1 150,748 0 0
PERFUMANIA HOLDINGS INC COM NEW 71376C100 33 13,908 SH   DFND 1 13,908 0 0
PERION NETWORK LTD SHS M78673106 34 29,359 SH   DFND 1 29,359 0 0
PERION NETWORK LTD SHS M78673106 21 18,215 SH   DFND 1 2 18,215 0 0
PERKINELMER INC COM COM 714046109 47,178 901,249 SH   DFND 1 896,117 0 5,132
PERMA-FIX ENVIRONMENTAL SVCS COM NEW 714157203 170 33,506 SH   DFND 1 33,506 0 0
PERNIX THERAPEUTICS HOLDINGS COM 71426V108 93 209,535 SH   DFND 1 209,535 0 0
PERRIGO CO PLC SHS G97822103 105,171 1,161,990 SH   DFND 1 1,157,598 0 4,392
PERRIGO CO PLC SHS G97822103 39 431 SH   DFND 1 2 431 0 0
PERSHING GOLD CORP COM NEW 715302204 399 93,220 SH   DFND 1 93,220 0 0
PETMED EXPRESS INC COM 716382106 2,871 153,090 SH   DFND 1 150,646 0 2,444
PETROBRAS ARGENTINA - ADR SPONS ADR 71646J109 83 13,217 SH   DFND 1 2 13,217 0 0
PETROQUEST ENERGY INC COM COM NEW 716748306 243 73,129 SH   DFND 1 73,129 0 0
PFENEX INC COM 717071104 1,051 125,686 SH   DFND 1 125,686 0 0
PFIZER INC COM COM 717081103 1,795,069 51,069,075 SH   DFND 1 50,850,238 0 218,837
PFPT 1 1/4 12/15/18 NOTE 1.250%12/1 743424AB9 3,341 2,000,000 PRN   DFND 1 2 2,000,000 0 0
PFSWEB INC COM COM NEW 717098206 1,018 107,171 SH   DFND 1 107,171 0 0
PFSWEB INC COM COM NEW 717098206 91 9,631 SH   DFND 1 2 9,631 0 0
PG&E CORP COM COM 69331C108 252,425 3,956,179 SH   DFND 1 3,941,077 0 15,102
PGT INC -REDH COM 69336V101 3,514 341,197 SH   DFND 1 341,197 0 0
PHARMATHENE INC COM 71714G102 915 375,376 SH   DFND 1 375,376 0 0
PHARMERICA CORP COM 71714F104 8,351 338,657 SH   DFND 1 338,657 0 0
PHH CORP COM NEW 693320202 4,085 306,741 SH   DFND 1 306,741 0 0
PHI INC COM NON VTG 69336T205 62 3,500 SH   DFND 1 2 3,500 0 0
PHI INC COM NON VTG 69336T205 1,818 101,694 SH   DFND 1 101,694 0 0
PHIBRO ANIMAL HEALTH CORP - A CL A COM 71742Q106 1 88 SH   DFND 1 2 88 0 0
PHIBRO ANIMAL HEALTH CORP - A CL A COM 71742Q106 2,614 140,109 SH   DFND 1 140,109 0 0
PHILIP MORRIS INTL -SPN COM 718172109 1,300,893 12,811,177 SH   DFND 1 12,760,919 0 50,258
PHILLIPS 66 COM 718546104 310,572 3,921,171 SH   DFND 1 3,901,502 0 19,669
PHOENIX NEW MEDIA LTD -ADR SPONSORED ADS 71910C103 63 17,205 SH   DFND 1 2 17,205 0 0
PHOTOMEDEX INC COM PAR $0.01 719358301 18 73,448 SH   DFND 1 73,448 0 0
PHOTRONICS INC COM COM 719405102 7,510 842,880 SH   DFND 1 842,880 0 0
PHYSICIANS REALTY TRUST COM 71943U104 18,536 882,261 SH   DFND 1 882,261 0 0
PICO HLDGS INC COM NEW COM NEW 693366205 1,484 156,882 SH   DFND 1 156,882 0 0
PIEDMONT NAT GAS INC COM COM 720186105 31,353 521,508 SH   DFND 1 521,508 0 0
PIEDMONT OFFICE REALTY TRUST INC - A COM CL A 720190206 24,285 1,127,466 SH   DFND 1 1,127,466 0 0
PIER 1 IMPORTS INC COM COM 720279108 2,814 547,503 SH   DFND 1 545,615 0 1,888
PIER 1 IMPORTS INC COM COM 720279108 339 66,079 SH   DFND 1 2 66,079 0 0
PIERIS PHARMACEUTICALS INC COM 720795103 20 12,868 SH   DFND 1 12,868 0 0
PILGRIM'S PRIDE CORP COM 72147K108 17,479 685,990 SH   DFND 1 684,854 0 1,136
PINGTAN MARINE ENTERPRISE LT SHS G7114V102 10 10,102 SH   DFND 1 10,102 0 0
PINNACLE ENTERTAINMENT INC COM 72348Y105 4,879 440,360 SH   DFND 1 440,360 0 0
PINNACLE FINANCIAL PARTNERS COMSTK 72346Q104 13,836 283,225 SH   DFND 1 283,225 0 0
PINNACLE FOODS INC COM 72348P104 32,603 704,338 SH   DFND 1 703,607 0 731
PINNACLE WEST CAP CORP COM COM 723484101 76,004 939,215 SH   DFND 1 934,900 0 4,315
PIONEER DRILLING COMPANY COM 723664108 1,928 419,343 SH   DFND 1 419,343 0 0
PIONEER DRILLING COMPANY COM 723664108 78 17,142 SH   DFND 1 2 17,142 0 0
PIONEER NAT RES CO COM COM 723787107 28 191 SH   DFND 1 2 191 0 0
PIONEER NAT RES CO COM COM 723787107 199,045 1,318,690 SH   DFND 1 1,313,501 0 5,189
PIPER JAFFRAY CO COM 724078100 469 12,450 SH   DFND 1 2 12,450 0 0
PIPER JAFFRAY CO COM 724078100 7,376 195,658 SH   DFND 1 195,658 0 0
PITNEY BOWES INC COM COM 724479100 3 208 SH   DFND 1 2 208 0 0
PITNEY BOWES INC COM COM 724479100 27,407 1,541,880 SH   DFND 1 1,537,270 0 4,610
PIXELWORKS INC COM COM NEW 72581M305 237 128,838 SH   DFND 1 128,838 0 0
PJT PARTNERS INC - A W/I COM CL A 69343T107 3,064 133,221 SH   DFND 1 133,221 0 0
PLANET FITNESS INC - CL A CL A 72703H101 1,686 89,311 SH   DFND 1 89,311 0 0
PLANET PAYMENT INC SHS U72603118 1,295 288,440 SH   DFND 1 288,440 0 0
PLANET PAYMENT INC SHS U72603118 318 70,825 SH   DFND 1 2 70,825 0 0
PLANTRONICS INC NEW COM COM 727493108 12,444 282,821 SH   DFND 1 282,821 0 0
PLATFORM SPECIALTY PRODUCTS COM 72766Q105 8,739 984,177 SH   DFND 1 984,008 0 169
PLEXUS CORP COM COM 729132100 12,679 293,502 SH   DFND 1 293,502 0 0
PLEXUS CORP COM COM 729132100 26 619 SH   DFND 1 2 619 0 0
PLUG POWER INC COM COM NEW 72919P202 2,272 1,221,605 SH   DFND 1 1,221,605 0 0
PLURISTEM THERAPEUTICS INC COM 72940R102 51 38,798 SH   DFND 1 38,798 0 0
PLY GEM HOLDINGS INC COM 72941W100 333 22,922 SH   DFND 1 2 22,922 0 0
PLY GEM HOLDINGS INC COM 72941W100 2,459 168,797 SH   DFND 1 168,797 0 0
PNC FINL SVCS GROUP INC COM COM 693475105 319,768 3,936,014 SH   DFND 1 3,919,357 0 16,657
PNC FINL SVCS GROUP INC COM COM 693475105 28 352 SH   DFND 1 2 352 0 0
PNM RES INC COM COM 69349H107 18,759 529,341 SH   DFND 1 529,341 0 0
POLARIS INDS INC COM COM 731068102 74 909 SH   DFND 1 2 909 0 0
POLARIS INDS INC COM COM 731068102 43,590 533,347 SH   DFND 1 532,944 0 403
POLYCOM INC COM COM 73172K104 10,607 942,849 SH   DFND 1 942,849 0 0
POLYCOM INC COM COM 73172K104 450 40,000 SH   DFND 1 2 40,000 0 0
POLYONE CORP COM COM 73179P106 20,116 570,840 SH   DFND 1 570,840 0 0
POOL CORP COM COM 73278L105 22 241 SH   DFND 1 2 241 0 0
POOL CORP COM COM 73278L105 25,167 267,657 SH   DFND 1 267,657 0 0
POPEYES LOUISIANA KITCHEN INC COM 732872106 8,751 160,175 SH   DFND 1 160,175 0 0
POPULAR INC COM COM NEW 733174700 21,126 721,036 SH   DFND 1 720,939 0 97
PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 26,658 604,223 SH   DFND 1 604,223 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 9,726 412,132 SH   DFND 1 412,132 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 21 928 SH   DFND 1 2 928 0 0
POST HOLDINGS INC COM 737446104 33,235 401,929 SH   DFND 1 401,929 0 0
POST PPTYS INC COM COM 737464107 24,879 407,531 SH   DFND 1 407,524 0 7
POTASH CORP SASK INC COM COM 73755L107 437 26,945 SH   DFND 1 26,100 0 845
POTBELLY CORP COM 73754Y100 2,147 171,238 SH   DFND 1 171,238 0 0
POTBELLY CORP COM 73754Y100 14 1,145 SH   DFND 1 2 1,145 0 0
POTLATCH CORP COM COM 737630103 9,528 279,429 SH   DFND 1 279,429 0 0
POWELL INDS INC COM COM 739128106 2,629 66,839 SH   DFND 1 66,839 0 0
POWER INTEGRATIONS INC COM COM 739276103 10,047 200,672 SH   DFND 1 200,672 0 0
POWER SOLUTIONS INTL INC. COM NEW 73933G202 562 31,503 SH   DFND 1 31,503 0 0
POWERSHARES GLOBAL WATER PRT GBL WTR PORT 73936T623 242 11,200 PRN   DFND 1 11,200 0 0
PPG INDS INC COM COM 693506107 243,842 2,345,093 SH   DFND 1 2,335,076 0 10,017
PPL CORP COM COM 69351T106 228,914 6,073,660 SH   DFND 1 6,055,598 0 18,062
PPL CORP COM COM 69351T106 29 773 SH   DFND 1 2 773 0 0
PRA GROUP INC COM 69354N106 7,858 325,532 SH   DFND 1 325,532 0 0
PRA HEALTH SCIENCES INC COM 69354M108 9,830 235,399 SH   DFND 1 235,399 0 0
PRAXAIR INC COM COM 74005P104 249,366 2,222,850 SH   DFND 1 2,211,370 0 11,480
PRECISION DRILLING TRUST COM COM 2010 74022D308 106 20,004 SH   DFND 1 2 20,004 0 0
PREFERRED APARTMENT COMMUN - A COM 74039L103 2,285 155,237 SH   DFND 1 155,237 0 0
PREFERRED BANK LOS ANGELES COM COM NEW 740367404 2,647 91,673 SH   DFND 1 91,673 0 0
PREFORMED LINE PRODUCTS CO COM 740444104 697 17,258 SH   DFND 1 17,258 0 0
PREMIER FINANCIAL BANCORP COM 74050M105 500 29,726 SH   DFND 1 29,726 0 0
PREMIER INC-CLASS A CL A 74051N102 10,588 323,816 SH   DFND 1 323,816 0 0
PRESBIA PLC SHS G7234P100 50 11,158 SH   DFND 1 11,158 0 0
PRESS GANEY HOLDINGS INC COM 74113L102 17 457 SH   DFND 1 2 457 0 0
PRESS GANEY HOLDINGS INC COM 74113L102 4,202 106,804 SH   DFND 1 106,804 0 0
PRESTIGE BRANDS HOLDINGS INC COM 74112D101 20,901 377,284 SH   DFND 1 377,284 0 0
PRGX GLOBAL INC COM NEW 69357C503 862 165,233 SH   DFND 1 165,233 0 0
PRICE T ROWE GROUP INC COM COM 74144T108 45 628 SH   DFND 1 2 628 0 0
PRICE T ROWE GROUP INC COM COM 74144T108 174,153 2,390,201 SH   DFND 1 2,382,944 0 7,257
PRICELINE COM INC COM COM NEW 741503403 553,484 444,062 SH   DFND 1 441,056 0 3,006
PRICESMART INC COM COM 741511109 13,728 146,718 SH   DFND 1 146,718 0 0
PRIMEENERGY CORP COM 74158E104 306 5,079 SH   DFND 1 5,079 0 0
PRIMERICA INC COM 74164M108 17,796 310,917 SH   DFND 1 310,917 0 0
PRIMO WATER CORP COM 74165N105 1,929 163,383 SH   DFND 1 163,383 0 0
PRIMORIS SERVICES CORP COM 74164F103 5,335 281,832 SH   DFND 1 281,832 0 0
PRINCIPAL FINANCIAL GROUP I COM COM 74251V102 51 1,264 SH   DFND 1 2 1,264 0 0
PRINCIPAL FINANCIAL GROUP I COM COM 74251V102 93,266 2,272,608 SH   DFND 1 2,262,675 0 9,933
PRIVATEBANCORP INC COM COM 742962103 880 20,000 SH   DFND 1 2 20,000 0 0
PRIVATEBANCORP INC COM COM 742962103 29,812 677,097 SH   DFND 1 677,097 0 0
PROASSURANCE CORP COM COM 74267C106 18,953 353,931 SH   DFND 1 353,931 0 0
PROCTER & GAMBLE CO COM COM 742718109 1,921,182 22,728,505 SH   DFND 1 22,640,910 0 87,595
PROFIRE ENERGY INC COM 74316X101 123 111,607 SH   DFND 1 111,607 0 0
PROGENICS PHARMACEUTICALS I COM COM 743187106 1,929 457,275 SH   DFND 1 457,275 0 0
PROGRESS SOFTWARE CORP COM COM 743312100 12,836 467,471 SH   DFND 1 467,471 0 0
PROGRESSIVE CORP OHIO COM COM 743315103 177,179 5,297,320 SH   DFND 1 5,280,738 0 16,582
PROGRESSIVE CORP OHIO COM COM 743315103 12 379 SH   DFND 1 2 379 0 0
PROLOGIS INC COM 74340W103 240,864 4,919,129 SH   DFND 1 4,900,033 0 19,096
PRONAI THERAPEUTICS INC COM 74346L101 26 13,116 SH   DFND 1 13,116 0 0
PROOFPOINT INC COM 743424103 18,525 293,631 SH   DFND 1 293,631 0 0
PROQR THERAPEUTICS BV SHS EURO N71542109 52 10,939 SH   DFND 1 10,939 0 0
PROS HOLDINGS INC COM 74346Y103 3,034 174,089 SH   DFND 1 174,089 0 0
PROSPERITY BANCSHARES INC COM COM 743606105 22,418 439,673 SH   DFND 1 439,673 0 0
PROTEON THERAPEUTICS INC COM 74371L109 298 37,184 SH   DFND 1 37,184 0 0
PROTEOSTASIS THERAPEUTICS INC COM 74373B109 581 47,955 SH   DFND 1 47,955 0 0
PROTHENA CORP PLC SHS G72800108 9,091 260,065 SH   DFND 1 259,863 0 202
PROTO LABS INC COM 743713109 9,015 156,635 SH   DFND 1 156,635 0 0
PROVECTUS BIOPHARMACEUTICA-A COM 74373P108 302 816,989 SH   DFND 1 816,989 0 0
PROVIDENCE SERVICE CORP COM 743815102 4,010 89,361 SH   DFND 1 89,361 0 0
PROVIDENT BANCORP INC COM 74383X109 182 11,807 SH   DFND 1 11,807 0 0
PROVIDENT FINANCIAL SERVICES COM 74386T105 8,652 440,577 SH   DFND 1 440,577 0 0
PROVIDENT FINL HLDGS INC COM COM 743868101 667 36,498 SH   DFND 1 36,498 0 0
PRUDENTIAL FINL INC COM COM 744320102 250,452 3,517,044 SH   DFND 1 3,499,599 0 17,445
PRUDENTIAL PLC ADR 74435K204 577 16,978 SH   DFND 1 10,578 0 6,400
PS BUSINESS PKS INC CALIF COM COM 69360J107 22,403 211,196 SH   DFND 1 211,196 0 0
PS BUSINESS PKS INC CALIF COM COM 69360J107 679 6,410 SH   DFND 1 2 6,410 0 0
PSIVIDA CORP COM 74440J101 400 141,663 SH   DFND 1 141,663 0 0
PSYCHEMEDICS CORP COM COM NEW 744375205 251 18,281 SH   DFND 1 18,281 0 0
PTC INC COM 69370C100 29,043 772,840 SH   DFND 1 772,825 0 15
PTC THERAPEUTICS INC COM 69366J200 1,584 225,753 SH   DFND 1 225,753 0 0
PUBLIC STORAGE INC COM COM 74460D109 1,147 4,491 SH   DFND 1 2 4,491 0 0
PUBLIC STORAGE INC COM COM 74460D109 390,547 1,530,139 SH   DFND 1 1,524,693 0 5,446
PUBLIC SVC ENTERPRISE GROUP COM COM 744573106 30 660 SH   DFND 1 2 660 0 0
PUBLIC SVC ENTERPRISE GROUP COM COM 744573106 215,000 4,620,014 SH   DFND 1 4,602,886 0 17,128
PULTE HOMES INC COM COM 745867101 50,517 2,596,494 SH   DFND 1 2,584,648 0 11,846
PUMA BIOTECHNOLOGY INC COM 74587V107 4,377 146,950 SH   DFND 1 146,877 0 73
PURE CYCLE CORP COM COM NEW 746228303 444 94,425 SH   DFND 1 94,425 0 0
PURE STORAGE INC - CLASS A CL A 74624M102 4,838 443,936 SH   DFND 1 443,936 0 0
PVH CORP COM 693656100 66,106 702,697 SH   DFND 1 698,990 0 3,707
PZENA INVESTMENT MGT-REDH CLASS A 74731Q103 594 78,135 SH   DFND 1 75,501 0 2,634
Q2 HOLDINGS INC COM 74736L109 4,352 155,348 SH   DFND 1 155,348 0 0
Q2 HOLDINGS INC COM 74736L109 93 3,346 SH   DFND 1 2 3,346 0 0
QAD INC - A CL A 74727D306 1,082 56,167 SH   DFND 1 56,167 0 0
QAD INC - B CL B 74727D207 612 35,431 SH   DFND 1 35,431 0 0
QCR HOLDINGS INC COM 74727A104 1,959 72,073 SH   DFND 1 72,073 0 0
QEP RESOURCES INC COM 74733V100 24,086 1,366,222 SH   DFND 1 1,366,161 0 61
QIAGEN N V ORD REG SHS N72482107 20 927 SH   DFND 1 2 927 0 0
QIAGEN N V ORD REG SHS N72482107 6,818 312,637 SH   DFND 1 312,637 0 0
QIHOO 360 TECHNOLOGY CO-ADR ADS 74734M109 5,465 75,208 SH   DFND 1 75,208 0 0
QIWI PLC - SPON ADR SPON ADR REP B 74735M108 234 17,884 SH   DFND 1 17,884 0 0
QLIK TECHNOLOGIES INC COM 74733T105 19,660 664,649 SH   DFND 1 664,649 0 0
QLIK TECHNOLOGIES INC COM 74733T105 295 10,000 SH   DFND 1 2 10,000 0 0
QLOGIC CORP COM COM 747277101 10,066 682,929 SH   DFND 1 682,929 0 0
QLOGIC CORP COM COM 747277101 147 10,000 SH   DFND 1 2 10,000 0 0
QLT INC COM COM 746927102 57 40,811 SH   DFND 1 40,811 0 0
QORVO INC COM 74736K101 60,511 1,096,917 SH   DFND 1 1,092,881 0 4,036
QTS REALTY TRUST INC-CL A COM CL A 74736A103 17,222 307,646 SH   DFND 1 307,646 0 0
QTS REALTY TRUST INC-CL A COM CL A 74736A103 22 410 SH   DFND 1 2 410 0 0
QUAD GRAPHICS INC COM CL A 747301109 3,958 169,955 SH   DFND 1 167,975 0 1,980
QUAD GRAPHICS INC COM CL A 747301109 142 6,135 SH   DFND 1 2 6,135 0 0
QUAKER CHEM CORP COM COM 747316107 8,022 89,939 SH   DFND 1 89,939 0 0
QUALCOMM INC COM COM 747525103 736,872 13,776,449 SH   DFND 1 13,687,486 0 88,963
QUALITY SYSTEMS INC COM 747582104 7,637 641,304 SH   DFND 1 638,728 0 2,576
QUALITY SYSTEMS INC COM 747582104 242 20,340 SH   DFND 1 2 20,340 0 0
QUALSTAR CORP COM NEW 74758R208 87 25,985 SH   DFND 1 25,985 0 0
QUALYS INC COM 74758T303 31 1,044 SH   DFND 1 2 1,044 0 0
QUALYS INC COM 74758T303 5,238 175,717 SH   DFND 1 175,717 0 0
QUANEX BUILDING PRODUCTS COM 747619104 4,140 222,702 SH   DFND 1 222,702 0 0
QUANTA SVCS INC COM COM 74762E102 30 1,338 SH   DFND 1 2 1,338 0 0
QUANTA SVCS INC COM COM 74762E102 39,075 1,691,841 SH   DFND 1 1,688,300 0 3,541
QUANTUM CORP COM DSSG COM DSSG 747906204 620 1,476,352 SH   DFND 1 1,476,352 0 0
QUEST DIAGNOSTICS INC COM COM 74834L100 101,970 1,254,582 SH   DFND 1 1,250,532 0 4,050
QUEST DIAGNOSTICS INC COM COM 74834L100 348 4,275 SH   DFND 1 2 4,275 0 0
QUEST RESOURCE HOLDING CORP COM 74836W104 100 345,401 SH   DFND 1 345,401 0 0
QUESTAR CORP COM COM 748356102 28,290 1,115,117 SH   DFND 1 1,115,065 0 52
QUICKLOGIC CORP COM COM 74837P108 293 302,665 SH   DFND 1 302,665 0 0
QUIDEL CORP COM COM 74838J101 3,676 205,852 SH   DFND 1 205,852 0 0
QUINPARIO ACQUISITION CORP 2 COM 74874U101 129 13,082 SH   DFND 1 13,082 0 0
QUINSTREET INC COM 74874Q100 922 259,780 SH   DFND 1 259,780 0 0
QUINTILES TRANSNATIONAL HOLD COM 74876Y101 400 6,137 SH   DFND 1 2 6,137 0 0
QUINTILES TRANSNATIONAL HOLD COM 74876Y101 41,285 632,317 SH   DFND 1 632,062 0 255
QUMU CORP COM 749063103 416 93,729 SH   DFND 1 93,729 0 0
QUNAR CAYMAN ISLANDS LTD - ADR SPNS ADR CL B 74906P104 1,648 55,478 SH   DFND 1 55,478 0 0
QUORUM HEALTH CORP COM 74909E106 93 8,750 SH   DFND 1 2 8,750 0 0
QUORUM HEALTH CORP COM 74909E106 2,028 189,431 SH   DFND 1 189,427 0 4
QUOTIENT LTD SHS G73268107 93 12,033 SH   DFND 1 12,033 0 0
QUOTIENT TECHNOLOGY INC COM 749119103 6,088 454,024 SH   DFND 1 454,024 0 0
RACKSPACE HOSTING INC COM 750086100 15,129 725,270 SH   DFND 1 724,744 0 526
RACKSPACE HOSTING INC COM 750086100 547 26,247 SH   DFND 1 2 26,247 0 0
RADIAN GROUP INC COM COM 750236101 15,701 1,506,821 SH   DFND 1 1,506,821 0 0
RADIANT LOGISTICS INC COM 75025X100 564 188,031 SH   DFND 1 188,031 0 0
RADIO ONE INC CL D NON VTG CL D NON VTG 75040P405 572 179,558 SH   DFND 1 179,558 0 0
RADISYS CORP COM COM 750459109 1,052 234,995 SH   DFND 1 234,995 0 0
RADISYS CORP COM COM 750459109 12 2,853 SH   DFND 1 2 2,853 0 0
RADIUS HEALTH INC COM NEW 750469207 8,861 241,121 SH   DFND 1 241,121 0 0
RADNET INC COM 750491102 1,264 236,718 SH   DFND 1 236,718 0 0
RADWARE LTD ORD M81873107 169 15,022 SH   DFND 1 15,022 0 0
RADWARE LTD ORD M81873107 41 3,671 SH   DFND 1 2 3,671 0 0
RAIT INVT TR COM COM NEW 749227609 1,737 555,187 SH   DFND 1 544,772 0 10,415
RALPH LAUREN CORP CL A 751212101 44,349 495,690 SH   DFND 1 493,922 0 1,768
RAMBUS INC DEL COM COM 750917106 9,575 792,701 SH   DFND 1 792,701 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT COM SH BEN INT 751452202 12,609 643,038 SH   DFND 1 643,038 0 0
RAMCO-GERSHENSON PROPERT S-D 7 1/4 PERP PFD-D CV 751452608 12,580 178,400 PRN   DFND 1 2 178,400 0 0
RAND LOGISTICS INC COM 752182105 46 45,574 SH   DFND 1 45,574 0 0
RANDGOLD RESOURCES LTD-ADR ADR 752344309 2,037 18,186 SH   DFND 1 16,915 0 1,271
RANGE RES CORP COM COM 75281A109 64,296 1,492,845 SH   DFND 1 1,487,403 0 5,442
RAPID7 INC COM 753422104 994 79,047 SH   DFND 1 79,047 0 0
RAPTOR PHARMACEUTICAL CORP COM 75382F106 3,189 593,892 SH   DFND 1 593,892 0 0
RAVE RESTAURANT GROUP INC COM 754198109 166 41,524 SH   DFND 1 41,524 0 0
RAVEN INDS INC COM COM 754212108 5,021 265,110 SH   DFND 1 265,110 0 0
RAYMOND JAMES FINANCIAL INC COM COM 754730109 42,073 853,807 SH   DFND 1 851,990 0 1,817
RAYONIER ADVANCED MATERIALS COM 75508B104 17 1,309 SH   DFND 1 2 1,309 0 0
RAYONIER ADVANCED MATERIALS COM 75508B104 3,785 278,514 SH   DFND 1 278,514 0 0
RAYONIER INC COM COM 754907103 20,925 797,472 SH   DFND 1 797,472 0 0
RAYTHEON CO COM NEW COM NEW 755111507 358,279 2,639,648 SH   DFND 1 2,629,987 0 9,661
RBC BEARINGS INC COM 75524B104 12,646 174,428 SH   DFND 1 174,428 0 0
RCI HOSPITALITY HOLDINGS INC COM 74934Q108 396 38,902 SH   DFND 1 38,902 0 0
RCM TECHNOLOGIES INC COM NEW COM NEW 749360400 212 40,694 SH   DFND 1 40,694 0 0
RE/MAX HOLDINGS INC CL A 75524W108 4,943 122,793 SH   DFND 1 122,793 0 0
RE/MAX HOLDINGS INC CL A 75524W108 25 624 SH   DFND 1 2 624 0 0
REACHLOCAL INC COM 75525F104 252 55,409 SH   DFND 1 55,409 0 0
READING INTERNATIONAL INC-A CL A 755408101 1,425 114,122 SH   DFND 1 114,122 0 0
REAL INDUSTRY INC COM 75601W104 1,366 175,884 SH   DFND 1 175,884 0 0
REALNETWORKS INC COM COM NEW 75605L708 724 167,988 SH   DFND 1 167,988 0 0
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REALOGY HOLDINGS CORP COM 75605Y106 26,935 928,625 SH   DFND 1 928,625 0 0
REALPAGE INC COM 75606N109 8,727 390,859 SH   DFND 1 390,859 0 0
REALPAGE INC COM 75606N109 5 242 SH   DFND 1 2 242 0 0
REALTY INCOME CORP COM COM 756109104 152,023 2,195,448 SH   DFND 1 2,187,096 0 8,352
RECRO PHARMA INC COM 75629F109 204 25,775 SH   DFND 1 25,775 0 0
RED HAT INC COM COM 756577102 64 892 SH   DFND 1 2 892 0 0
RED HAT INC COM COM 756577102 104,898 1,447,484 SH   DFND 1 1,441,097 0 6,387
RED LION HOTELS CORP COM 756764106 604 83,280 SH   DFND 1 83,280 0 0
RED ROBIN GOURMET BURGERS COM 75689M101 4,642 97,879 SH   DFND 1 97,879 0 0
RED ROCK RESORTS INC-CLASS A CL A 75700L108 4,489 204,246 SH   DFND 1 204,246 0 0
REDWOOD TR INC COM COM 758075402 8,032 581,659 SH   DFND 1 581,659 0 0
REEDS INC COM 758338107 76 31,046 SH   DFND 1 31,046 0 0
REGAL BELOIT CORP COM COM 758750103 15,877 288,416 SH   DFND 1 288,393 0 23
REGAL BELOIT CORP COM COM 758750103 65 1,183 SH   DFND 1 2 1,183 0 0
REGAL ENTMT GROUP CL A CL A 758766109 9,623 436,629 SH   DFND 1 434,855 0 1,774
REGENCY CTRS CORP COM COM 758849103 64,263 767,773 SH   DFND 1 766,856 0 917
REGENERON PHARMACEUTICALS COM COM 75886F107 221,908 636,538 SH   DFND 1 631,295 0 5,243
REGENERON PHARMACEUTICALS COM COM 75886F107 8 24 SH   DFND 1 2 24 0 0
REGENXBIO INC COM 75901B107 564 70,571 SH   DFND 1 70,571 0 0
REGIONAL MANAGEMENT CORP COM 75902K106 1,173 80,015 SH   DFND 1 80,015 0 0
REGIONAL MANAGEMENT CORP COM 75902K106 102 7,009 SH   DFND 1 2 7,009 0 0
REGIONS FINL CORP COM COM 7591EP100 96,310 11,335,542 SH   DFND 1 11,280,851 0 54,691
REGIS CORP MINN COM COM 758932107 3,059 245,764 SH   DFND 1 245,764 0 0
REGULUS THERAPEUTICS INC COM 75915K101 575 199,054 SH   DFND 1 199,054 0 0
REINSURANCE GROUP AMER INC COM COM NEW 759351604 40,223 414,713 SH   DFND 1 413,321 0 1,392
REIS INC COM 75936P105 1,473 59,163 SH   DFND 1 59,163 0 0
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RELIANCE STEEL & ALUMINUM C COM COM 759509102 150 1,961 SH   DFND 1 2 1,961 0 0
RELIV INTERNATIONAL INC COM 75952R100 7 11,613 SH   DFND 1 11,613 0 0
RELM WIRELESS CORPORATION COM 759525108 401 78,830 SH   DFND 1 78,830 0 0
RELX PLC - SPON ADR SPONSORED ADR 759530108 524 28,033 SH   DFND 1 13,071 0 14,962
RELYPSA INC COM 759531106 4,099 221,569 SH   DFND 1 221,569 0 0
REMARK MEDIA INC COM 75954W107 219 51,763 SH   DFND 1 51,763 0 0
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RENASANT CORP COM 75970E107 9,877 305,509 SH   DFND 1 305,509 0 0
RENESOLA LTD-ADR SPONS ADS 75971T103 28 22,824 SH   DFND 1 2 22,824 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 2,704 306,254 SH   DFND 1 306,254 0 0
RENNOVA HEALTH INC COM 759757107 11 18,562 SH   DFND 1 18,562 0 0
RENT A CTR INC NEW COM COM 76009N100 726 59,128 SH   DFND 1 2 59,128 0 0
RENT A CTR INC NEW COM COM 76009N100 7,998 651,306 SH   DFND 1 651,306 0 0
RENTECH INC COM NEW 760112201 304 126,831 SH   DFND 1 126,831 0 0
REPLIGEN CORP COM COM 759916109 7,485 273,601 SH   DFND 1 273,601 0 0
REPROS THERAPEUTICS INC COM NEW 76028H209 198 123,376 SH   DFND 1 123,376 0 0
REPUBLIC BANCORP KY CL A CL A 760281204 2,111 76,415 SH   DFND 1 76,415 0 0
REPUBLIC FIRST BANCORP INC COM 760416107 697 161,728 SH   DFND 1 161,728 0 0
REPUBLIC SVCS INC COM COM 760759100 6 130 SH   DFND 1 2 130 0 0
REPUBLIC SVCS INC COM COM 760759100 108,671 2,121,327 SH   DFND 1 2,113,788 0 7,539
RESEARCH FRONTIERS INC COM COM 760911107 360 98,819 SH   DFND 1 98,819 0 0
RESMED INC COM COM 761152107 67,758 1,072,050 SH   DFND 1 1,071,352 0 698
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RESONANT INC COM 76118L102 60 13,701 SH   DFND 1 13,701 0 0
RESOURCE AMERICA INC CL A CL A 761195205 1,078 110,926 SH   DFND 1 110,926 0 0
RESOURCE CAPITAL CORP COM NEW 76120W708 2,743 213,315 SH   DFND 1 213,315 0 0
RESOURCES CONNECTION INC COM COM 76122Q105 5,645 381,973 SH   DFND 1 381,973 0 0
RESTAURANT BRANDS INT INC COM 76131D103 305 7,335 SH   DFND 1 4,992 0 2,343
RESTORATION HARDWARE HOLDINGS INC COM 761283100 7,029 245,085 SH   DFND 1 245,085 0 0
RESTORATION HARDWARE HOLDINGS INC COM 761283100 369 12,900 SH   DFND 1 2 12,900 0 0
RETAIL OPPORTUNITY INVESTMENT COM 76131N101 18,937 873,922 SH   DFND 1 873,922 0 0
RETAIL PROPERTIES OF AMERICA, INC CL A 76131V202 26,263 1,554,056 SH   DFND 1 1,554,056 0 0
RETAILMENOT INC COM SER 1 76132B106 415 53,916 SH   DFND 1 2 53,916 0 0
RETAILMENOT INC COM SER 1 76132B106 4,331 561,821 SH   DFND 1 561,821 0 0
RETRACTABLE TECHNOLOGIES INC COM 76129W105 105 41,762 SH   DFND 1 41,762 0 0
RETROPHIN INC COM 761299106 4,823 270,805 SH   DFND 1 270,769 0 36
REVANCE THERAPEUTICS INC COM 761330109 1,951 143,457 SH   DFND 1 143,457 0 0
REVLON INC CL A CL A NEW 761525609 2,869 89,163 SH   DFND 1 89,163 0 0
REVOLUTION LIGHTING TECHNOLOGIES INC COM NEW 76155G206 162 26,296 SH   DFND 1 26,296 0 0
REX AMERICAN RESOURCES CORP COM 761624105 3,830 64,019 SH   DFND 1 63,847 0 172
REX ENERGY CORP COM 761565100 188 285,064 SH   DFND 1 285,064 0 0
REXAHN PHARMACEUTICALS INC COM 761640101 230 916,385 SH   DFND 1 916,385 0 0
REXFORD INDUSTRIAL REALTY INC COM 76169C100 10,857 514,801 SH   DFND 1 514,801 0 0
REXNORD CORP COM 76169B102 12,781 651,136 SH   DFND 1 651,136 0 0
REYNOLDS AMERICAN INC COM 761713106 345,475 6,417,945 SH   DFND 1 6,390,334 0 27,611
RF INDS LTD COM PAR $0.01 COM PAR $0.01 749552105 43 19,760 SH   DFND 1 19,760 0 0
RGEN 2 1/8 06/01/21 NOTE 2.125% 6/0 759916AA7 1,076 1,000,000 PRN   DFND 1 2 1,000,000 0 0
RICE ENERGY INC COM 762760106 16,712 758,297 SH   DFND 1 758,242 0 55
RICEBRAN TECHNOLOGIES COM NEW 762831204 25 15,640 SH   DFND 1 15,640 0 0
RICHARDSON ELECTRS LTD COM COM 763165107 359 68,269 SH   DFND 1 68,269 0 0
RIGEL PHARMACEUTICALS INC COM COM NEW 766559603 1,667 747,946 SH   DFND 1 747,946 0 0
RIGHTSIDE GROUP LTD COM 76658B100 681 64,006 SH   DFND 1 64,006 0 0
RIGNET INC COM 766582100 1 142 SH   DFND 1 2 142 0 0
RIGNET INC COM 766582100 1,190 88,917 SH   DFND 1 88,917 0 0
RING ENERGY INC COM 76680V108 2,141 242,772 SH   DFND 1 242,772 0 0
RINGCENTRAL INC CL A 76680R206 8,349 423,423 SH   DFND 1 423,423 0 0
RIO TINTO PLC SPONSORED ADR SPONSORED ADR 767204100 680 21,731 SH   DFND 1 13,787 0 7,944
RIO TINTO PLC SPONSORED ADR SPONSORED ADR 767204100 187 5,999 SH   DFND 1 2 5,999 0 0
RITE AID CORP COM COM 767754104 48,345 6,457,719 SH   DFND 1 6,441,765 0 15,954
RITE AID CORP COM COM 767754104 1,385 185,000 SH   DFND 1 2 185,000 0 0
RIVERVIEW BANCORP INC COM 769397100 215 45,654 SH   DFND 1 45,654 0 0
RLI CORP COM COM 749607107 17,353 252,302 SH   DFND 1 250,491 0 1,811
RLJ ENTERTAINMENT INC COM NEW 74965F203 235 118,333 SH   DFND 1 118,333 0 0
RLJ LODGING TRUST COM 74965L101 52 2,464 SH   DFND 1 2 2,464 0 0
RLJ LODGING TRUST COM 74965L101 29,651 1,382,341 SH   DFND 1 1,382,341 0 0
RMBS 1 1/8 08/15/18 NOTE 1.125% 8/1 750917AE6 2,132 1,840,000 PRN   DFND 1 2 1,840,000 0 0
RMR GROUP INC/THE - A CL A 74967R106 1,927 62,251 SH   DFND 1 62,131 0 120
RMR REAL ESTATE INCOME FUND COM 76970B101 4,422 208,012 PRN   DFND 1 2 208,012 0 0
ROADRUNNER TRANSPORTATION COM 76973Q105 1,626 217,991 SH   DFND 1 217,991 0 0
ROADRUNNER TRANSPORTATION COM 76973Q105 126 16,995 SH   DFND 1 2 16,995 0 0
ROBERT HALF INTL INC COM COM 770323103 51,924 1,362,599 SH   DFND 1 1,359,140 0 3,459
ROBERT HALF INTL INC COM COM 770323103 180 4,732 SH   DFND 1 2 4,732 0 0
ROCKET FUEL INC COM 773111109 334 150,746 SH   DFND 1 150,746 0 0
ROCKWELL AUTOMATION INC COM COM 773903109 132,480 1,155,676 SH   DFND 1 1,150,945 0 4,731
ROCKWELL COLLINS INC COM COM 774341101 97,090 1,142,226 SH   DFND 1 1,138,927 0 3,299
ROCKWELL MEDICAL INC COM 774374102 2,450 323,724 SH   DFND 1 323,724 0 0
ROCKY BRANDS INC COM 774515100 25 2,190 SH   DFND 1 2 2,190 0 0
ROCKY BRANDS INC COM 774515100 454 39,808 SH   DFND 1 39,808 0 0
ROFIN SINAR TECHNOLOGIES IN COM COM 775043102 6,350 198,837 SH   DFND 1 198,837 0 0
ROGERS CORP COM COM 775133101 7,375 120,716 SH   DFND 1 120,716 0 0
ROKA BIOSCIENCE INC COM 775431109 11 20,739 SH   DFND 1 20,739 0 0
ROLLINS INC COM COM 775711104 17,351 592,810 SH   DFND 1 592,752 0 58
ROPER TECHNOLOGIES INC COM 776696106 137,919 810,068 SH   DFND 1 807,426 0 2,642
ROSETTA STONE INCE COM 777780107 837 108,107 SH   DFND 1 108,107 0 0
ROSS STORES INC COM COM 778296103 210,667 3,721,876 SH   DFND 1 3,699,297 0 22,579
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ROUSE PROPERTIES INC COM 779287101 182 10,000 SH   DFND 1 2 10,000 0 0
ROVI CORP COM 779376102 156 10,000 SH   DFND 1 2 10,000 0 0
ROVI CORP COM 779376102 9,005 575,769 SH   DFND 1 575,407 0 362
ROWAN COS INC COM SHS CL A G7665A101 14,259 807,436 SH   DFND 1 807,391 0 45
ROYAL BANCSHARES PA INC CL A CL A 780081105 57 25,466 SH   DFND 1 25,466 0 0
ROYAL BANK OF SCOT-SPON ADR SPONS ADR 2 ORD 780097689 123 26,372 SH   DFND 1 21,692 0 4,680
ROYAL CARIBBEAN CRUISES LTD COM COM V7780T103 91,547 1,365,757 SH   DFND 1 1,360,329 0 5,428
ROYAL CARIBBEAN CRUISES LTD COM COM V7780T103 29 432 SH   DFND 1 2 432 0 0
ROYAL DUTCH / SHELL GROUP-ADR SPON ADR B 780259107 1,815 32,411 SH   DFND 1 13,773 0 18,638
ROYAL DUTCH / SHELL GROUP-ADR SPONS ADR A 780259206 556 10,070 SH   DFND 1 8,629 0 1,441
ROYAL DUTCH / SHELL GROUP-ADR SPONS ADR A 780259206 0 15 SH   DFND 1 2 15 0 0
ROYAL GOLD INC COM COM 780287108 32,154 446,463 SH   DFND 1 446,424 0 39
ROYCE GLOBAL VALUE TRUST COM 78081T104 536 70,470 PRN   DFND 1 2 70,470 0 0
ROYCE VALUE TRUST COM 780910105 2,278 193,624 PRN   DFND 1 2 193,624 0 0
RPC INC COM COM 749660106 6,320 406,985 SH   DFND 1 400,821 0 6,164
RPM INTERNATIONAL INC COM 749685103 40,907 818,965 SH   DFND 1 818,965 0 0
RPX CORP COM 74972G103 254 27,777 SH   DFND 1 2 27,777 0 0
RPX CORP COM 74972G103 6,684 728,945 SH   DFND 1 728,329 0 616
RSP PERMIAN INC COM 74978Q105 16,684 478,189 SH   DFND 1 478,189 0 0
RTEC 3 3/4 07/15/2016 NOTE 3.750% 7/1 781268AB3 19,302 16,730,000 PRN   DFND 1 2 16,730,000 0 0
RTI SURGICAL INC COM 74975N105 1,519 423,251 SH   DFND 1 423,251 0 0
RUBICON PROJECT INC COM 78112V102 2,333 170,986 SH   DFND 1 170,986 0 0
RUBICON PROJECT INC COM 78112V102 482 35,321 SH   DFND 1 2 35,321 0 0
RUBICON TECHNOLOGY INC-REDH COM 78112T107 80 118,671 SH   DFND 1 118,671 0 0
RUBY TUESDAY INC COM COM 781182100 23 6,484 SH   DFND 1 2 6,484 0 0
RUBY TUESDAY INC COM COM 781182100 1,446 400,787 SH   DFND 1 400,787 0 0
RUDOLPH TECHNOLOGIES INC COM COM 781270103 88 5,719 SH   DFND 1 2 5,719 0 0
RUDOLPH TECHNOLOGIES INC COM COM 781270103 3,831 246,694 SH   DFND 1 246,694 0 0
RUSH ENTERPRISES INC - CL B CL B 781846308 222 10,716 SH   DFND 1 10,716 0 0
RUSH ENTERPRISES INC-CL A CL A 781846209 5,339 247,777 SH   DFND 1 247,777 0 0
RUTH'S CHRIS STEAK HOUSE COM 783332109 3,828 240,046 SH   DFND 1 240,046 0 0
RUTH'S CHRIS STEAK HOUSE COM 783332109 63 3,957 SH   DFND 1 2 3,957 0 0
RXI PHARMACEUTICALS COM 74979C501 63 26,638 SH   DFND 1 26,638 0 0
RYANAIR HLDGS PLC SPONSORED ADR SPONSORED ADR NE 783513203 6,586 94,713 SH   DFND 1 94,378 0 335
RYDER SYS INC COM COM 783549108 28 467 SH   DFND 1 2 467 0 0
RYDER SYS INC COM COM 783549108 27,168 444,969 SH   DFND 1 443,608 0 1,361
RYERSON HOLDING CORP COM 783754104 51 2,952 SH   DFND 1 2 2,952 0 0
RYERSON HOLDING CORP COM 783754104 1,265 72,288 SH   DFND 1 72,288 0 0
RYMAN HOSPITALITY PROPERTIES COM 78377T107 21,224 419,047 SH   DFND 1 419,047 0 0
S & T BANCORP INC COM COM 783859101 6,640 271,577 SH   DFND 1 271,577 0 0
S&P GLOBAL INC COM 78409V104 215,158 2,009,728 SH   DFND 1 1,999,690 0 10,038
S&W SEED CO COM 785135104 205 47,087 SH   DFND 1 47,087 0 0
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SABRA HEALTH CARE REIT COM 78573L106 9,922 480,876 SH   DFND 1 480,876 0 0
SABRE CORP COM 78573M104 36,545 1,364,734 SH   DFND 1 1,364,031 0 703
SAFEGUARD SCIENTIFICS INC COM COM NEW 786449207 1,677 134,313 SH   DFND 1 134,313 0 0
SAFETY INSURANCE GROUP INC COM 78648T100 6,393 103,824 SH   DFND 1 103,824 0 0
SAGA COMMUNICATIONS CL A CL A NEW 786598300 1,052 26,617 SH   DFND 1 26,617 0 0
SAGE THERAPEUTICS INC COM 78667J108 4,238 140,674 SH   DFND 1 140,674 0 0
SAGENT PHARMACEUTICALS INC COM 786692103 2,624 175,233 SH   DFND 1 175,233 0 0
SAIA INC COM 78709Y105 4,529 180,160 SH   DFND 1 180,160 0 0
SAJAN INC COM NEW 79379T202 263 63,252 SH   DFND 1 63,252 0 0
SALEM COMMUNICATIONS CORP D CL A CL A 794093104 378 52,382 SH   DFND 1 52,382 0 0
SALESFORCE.COM INC COM 79466L302 383,972 4,844,425 SH   DFND 1 4,822,940 0 21,485
SALLY BEAUTY HOLDINGS INC COM 79546E104 26,587 904,015 SH   DFND 1 903,883 0 132
SANCHEZ ENERGY CORP COM 79970Y105 88 12,554 SH   DFND 1 2 12,554 0 0
SANCHEZ ENERGY CORP COM 79970Y105 2,756 390,438 SH   DFND 1 390,438 0 0
SANDERSON FARMS INC COM COM 800013104 12,478 144,025 SH   DFND 1 144,025 0 0
SANDY SPRING BANCORP INC COM COM 800363103 5,296 182,257 SH   DFND 1 182,257 0 0
SANGAMO BIOSCIENCES INC COM COM 800677106 27 4,770 SH   DFND 1 2 4,770 0 0
SANGAMO BIOSCIENCES INC COM COM 800677106 2,869 495,581 SH   DFND 1 495,581 0 0
SANMINA CORP COM 801056102 18,978 707,882 SH   DFND 1 707,882 0 0
SANOFI AVENTIS ADR SPONSORED ADR 80105N105 1,510 36,092 SH   DFND 1 19,313 0 16,779
SANOFI AVENTIS ADR SPONSORED ADR 80105N105 560 13,386 SH   DFND 1 2 13,386 0 0
SANTANDER CONSUMER USA HOLDINGS COM 80283M101 90 8,732 SH   DFND 1 2 8,732 0 0
SANTANDER CONSUMER USA HOLDINGS COM 80283M101 7,814 756,463 SH   DFND 1 755,932 0 531
SAP AKTIENGESELLSCHAFT SPONSORED ADR SPON ADR 803054204 714 9,524 SH   DFND 1 2,919 0 6,605
SAPIENS INTERNATIONAL CORP SHS NEW N7716A151 579 49,496 SH   DFND 1 49,496 0 0
SAREPTA THERAPEUTICS INC COM 803607100 5,614 294,438 SH   DFND 1 294,438 0 0
SASOL LTD SPONSORED ADR 803866300 78 2,909 SH   DFND 1 2,055 0 854
SASOL LTD SPONSORED ADR 803866300 179 6,609 SH   DFND 1 2 6,609 0 0
SAUL CTRS INC COM COM 804395101 6,384 103,460 SH   DFND 1 103,460 0 0
SAUL CTRS INC COM COM 804395101 14 237 SH   DFND 1 2 237 0 0
SBA COMMUNICATIONS CORP COM COM 78388J106 90,444 838,281 SH   DFND 1 834,573 0 3,708
SCANA CORP NEW COM COM 80589M102 86,612 1,146,772 SH   DFND 1 1,143,145 0 3,627
SCANSOURCE INC COM COM 806037107 10,869 292,909 SH   DFND 1 292,909 0 0
SCHEIN HENRY INC COM COM 806407102 138,077 782,149 SH   DFND 1 777,515 0 4,634
SCHLUMBERGER LTD COM COM 806857108 901,197 11,415,943 SH   DFND 1 11,371,531 0 44,412
SCHNITZER STL INDS CL A CL A 806882106 3,160 179,559 SH   DFND 1 179,199 0 360
SCHOLASTIC CORP COM COM 807066105 7,838 197,882 SH   DFND 1 197,882 0 0
SCHULMAN A INC COM COM 808194104 5,219 213,721 SH   DFND 1 213,721 0 0
SCHWAB CHARLES CORP NEW COM COM 808513105 6 246 SH   DFND 1 2 246 0 0
SCHWAB CHARLES CORP NEW COM COM 808513105 231,487 9,163,280 SH   DFND 1 9,128,831 0 34,449
SCHWEITZER-MAUDUIT INTL INC COM COM 808541106 11,692 331,408 SH   DFND 1 331,408 0 0
SCICLONE PHARMACEUTICALS IN COM COM 80862K104 86 6,645 SH   DFND 1 2 6,645 0 0
SCICLONE PHARMACEUTICALS IN COM COM 80862K104 4,433 339,453 SH   DFND 1 339,453 0 0
SCIENCE APPLICATIONS INTERNATIONAL COM 808625107 18,015 308,749 SH   DFND 1 307,516 0 1,233
SCIENTIFIC GAMES CORP CL A CL A 80874P109 3,304 359,538 SH   DFND 1 359,538 0 0
SCIQUEST INC COM 80908T101 346 19,619 SH   DFND 1 2 19,619 0 0
SCIQUEST INC COM 80908T101 3,406 192,894 SH   DFND 1 192,894 0 0
SCORPIO BULKERS INC COM Y7546A122 123 44,325 SH   DFND 1 44,325 0 0
SCORPIO TANKERS INC SHS Y7542C106 976 232,414 SH   DFND 1 232,414 0 0
SCOTTS MIRACLE-GRO CO CL A 810186106 19,915 284,869 SH   DFND 1 283,909 0 960
SCRIPPS E W CO OHIO CL A CL A NEW 811054402 5,757 363,447 SH   DFND 1 363,447 0 0
SCRIPPS NETWORKS INTERCT-SPN CL A COM 811065101 236 3,794 SH   DFND 1 2 3,794 0 0
SCRIPPS NETWORKS INTERCT-SPN CL A COM 811065101 55,626 894,642 SH   DFND 1 891,226 0 3,416
SCYNEXIS INC COM 811292101 119 55,168 SH   DFND 1 55,168 0 0
SEABOARD CORP COM COM 811543107 123 43 SH   DFND 1 2 43 0 0
SEABOARD CORP COM COM 811543107 6,160 2,146 SH   DFND 1 2,146 0 0
SEACHANGE INTL INC COM COM 811699107 575 180,319 SH   DFND 1 180,319 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 3,204 197,350 SH   DFND 1 197,350 0 0
SEACOR HOLDINGS INC COM 811904101 25 437 SH   DFND 1 2 437 0 0
SEACOR HOLDINGS INC COM 811904101 6,570 113,380 SH   DFND 1 113,380 0 0
SEADRILL LTD SHS G7945E105 409 126,381 SH   DFND 1 2 126,381 0 0
SEADRILL LTD SHS G7945E105 1,452 448,294 SH   DFND 1 446,213 0 2,081
SEAGATE TECHNOLOGY SHS G7945M107 60,114 2,471,984 SH   DFND 1 2,454,586 0 17,398
SEALED AIR CORP NEW COM COM 81211K100 72,659 1,583,398 SH   DFND 1 1,578,547 0 4,851
SEARS CANADA INC COM 81234D109 120 39,969 SH   DFND 1 39,969 0 0
SEARS HOLDING CORP COM 812350106 4,551 334,410 SH   DFND 1 334,316 0 94
SEARS HOMETOWN & OUTLET STORES INC COM 812362101 528 78,453 SH   DFND 1 78,453 0 0
SEASPINE HOLDINGS CORP COM 81255T108 554 52,892 SH   DFND 1 52,892 0 0
SEATTLE GENETICS INC COM COM 812578102 29,626 733,149 SH   DFND 1 732,994 0 155
SEAWORLD ENTERTAINMENT INC COM 81282V100 25 1,797 SH   DFND 1 2 1,797 0 0
SEAWORLD ENTERTAINMENT INC COM 81282V100 6,296 439,378 SH   DFND 1 437,998 0 1,380
SECOND SIGHT MEDICAL PRODUCT COM 81362J100 498 139,228 SH   DFND 1 139,228 0 0
SECUREWORKS CORP - A CL A 81374A105 598 42,426 SH   DFND 1 42,426 0 0
SECURITY NATL FINL CORP-CL A CL A NEW 814785309 235 48,059 SH   DFND 1 48,059 0 0
SEI INVESTMENTS CO COM COM 784117103 554 11,536 SH   DFND 1 2 11,536 0 0
SEI INVESTMENTS CO COM COM 784117103 48,542 1,009,392 SH   DFND 1 1,007,336 0 2,056
SELECT COMFORT CORP COM COM 81616X103 7,074 330,914 SH   DFND 1 330,914 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 12,154 467,646 SH   DFND 1 467,646 0 0
SELECT MEDICAL HOLDINGS CORP COM 81619Q105 8,818 811,288 SH   DFND 1 810,243 0 1,045
SELECTIVE INS GROUP INC COM COM 816300107 21,025 550,266 SH   DFND 1 550,266 0 0
SELF STORAGE GROUP INC COM 37955N106 403 74,849 SH   DFND 1 74,849 0 0
SEMGROUP CORP A CL A 81663A105 10,905 334,924 SH   DFND 1 334,508 0 416
SEMPRA ENERGY COM COM 816851109 222,439 1,954,280 SH   DFND 1 1,946,786 0 7,494
SEMTECH CORP COM COM 816850101 10,722 449,374 SH   DFND 1 449,374 0 0
SENECA FOODS CORP - CL A CL A 817070501 2,102 58,059 SH   DFND 1 58,059 0 0
SENIOR HSG PPTYS TR SH BEN INT SH BEN INT 81721M109 37,660 1,808,005 SH   DFND 1 1,800,214 0 7,791
SENOMYX INC COM COM 81724Q107 716 260,563 SH   DFND 1 260,563 0 0
SENSATA TECHNOLOGIES HOLDING SHS N7902X106 38 1,110 SH   DFND 1 2 1,110 0 0
SENSATA TECHNOLOGIES HOLDING SHS N7902X106 32,284 925,834 SH   DFND 1 924,359 0 1,475
SENSEONICS HOLDINGS INC COM 81727U105 126 32,152 SH   DFND 1 32,152 0 0
SENSIENT TECHNOLOGIES CORP COM COM 81725T100 21,686 305,266 SH   DFND 1 305,266 0 0
SEQUENOM INC COM COM NEW 817337405 638 698,359 SH   DFND 1 698,359 0 0
SEQUENTIAL BRANDS GROUP INC COM 81734P107 17 2,159 SH   DFND 1 2 2,159 0 0
SEQUENTIAL BRANDS GROUP INC COM 81734P107 2,244 281,294 SH   DFND 1 281,294 0 0
SERES THERAPEUTICS INC COM 81750R102 2,612 89,929 SH   DFND 1 89,929 0 0
SERITAGE GROWTH PROPERTIES - A CL A 81752R100 6,670 133,845 SH   DFND 1 133,845 0 0
SERVICE CORP INTL COM COM 817565104 32,404 1,198,385 SH   DFND 1 1,196,251 0 2,134
SERVICEMASTER GLOBAL HOLDING COM 81761R109 32,961 828,181 SH   DFND 1 828,143 0 38
SERVICENOW INC COM 81762P102 61,710 929,852 SH   DFND 1 928,219 0 1,633
SERVICENOW INC COM 81762P102 45 682 SH   DFND 1 2 682 0 0
SERVICESOURCE INTERNATIONAL COM 81763U100 1,859 461,509 SH   DFND 1 461,509 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 8,595 174,029 SH   DFND 1 174,029 0 0
SFLY 0 1/4 05/15/18 NOTE 0.250% 5/1 82568PAB2 1,981 2,000,000 PRN   DFND 1 2 2,000,000 0 0
SHAKE SHACK INC - CLASS A CL A 819047101 1,694 46,515 SH   DFND 1 46,515 0 0
SHARPS COMPLIANCE CORP COM 820017101 260 59,392 SH   DFND 1 59,392 0 0
SHENANDOAH TELECOMMUNICATIO COM COM 82312B106 2 53 SH   DFND 1 2 53 0 0
SHENANDOAH TELECOMMUNICATIO COM COM 82312B106 15,200 389,159 SH   DFND 1 389,159 0 0
SHERWIN WILLIAMS CO COM COM 824348106 194,011 661,769 SH   DFND 1 659,190 0 2,579
SHILOH INDS INC COM COM 824543102 356 48,886 SH   DFND 1 48,886 0 0
SHIP FINANCE INTL LTD SHS G81075106 1,038 70,465 SH   DFND 1 70,465 0 0
SHIP FINANCE INTL LTD SHS G81075106 263 17,890 SH   DFND 1 2 17,890 0 0
SHIRE LTD-ADR SPONSORED ADR 82481R106 156 852 SH   DFND 1 2 852 0 0
SHIRE LTD-ADR SPONSORED ADR 82481R106 3,474 19,166 SH   DFND 1 17,367 0 1,799
SHOE CARNIVAL INC COM COM 824889109 4,187 167,114 SH   DFND 1 167,114 0 0
SHORE BANCSHARES INC COM COM 825107105 700 59,650 SH   DFND 1 59,650 0 0
SHORETEL INC COM 825211105 3,191 476,986 SH   DFND 1 476,986 0 0
SHUTTERFLY INC COM 82568P304 11,271 241,835 SH   DFND 1 241,835 0 0
SHUTTERSTOCK INC COM 825690100 36 788 SH   DFND 1 2 788 0 0
SHUTTERSTOCK INC COM 825690100 5,914 129,143 SH   DFND 1 129,143 0 0
SI FINANCIAL GROUP INC COM 78425V104 609 46,061 SH   DFND 1 46,061 0 0
SIENTRA INC COM 82621J105 416 63,373 SH   DFND 1 63,373 0 0
SIERRA BANCORP COM 82620P102 1,170 70,114 SH   DFND 1 70,114 0 0
SIERRA WIRELESS INC COM 826516106 216 12,777 SH   DFND 1 12,777 0 0
SIERRA WIRELESS INC COM 826516106 7 429 SH   DFND 1 2 429 0 0
SIFY LTD-ADR SPONSORED ADR 82655M107 17 15,707 SH   DFND 1 15,707 0 0
SIGMA DESIGNS INC COM COM 826565103 1,580 245,778 SH   DFND 1 245,778 0 0
SIGMATRON INTERNATIONAL INC COM 82661L101 69 11,463 SH   DFND 1 11,463 0 0
SIGNATURE BANK COM 82669G104 44,353 355,202 SH   DFND 1 354,790 0 412
SIGNATURE BANK COM 82669G104 26 214 SH   DFND 1 2 214 0 0
SIGNET JEWELERS LTD SHS G81276100 50,922 619,024 SH   DFND 1 616,157 0 2,867
SIGNET JEWELERS LTD SHS G81276100 24 292 SH   DFND 1 2 292 0 0
SILGAN HOLDINGS INC COM COM 827048109 14,650 284,705 SH   DFND 1 284,705 0 0
SILICOM LIMITED ORD M84116108 309 10,350 SH   DFND 1 10,350 0 0
SILICON GRAPHICS INTERNATIONAL COM 82706L108 1,207 240,130 SH   DFND 1 240,130 0 0
SILICON LABORATORIES INC COM COM 826919102 13,948 286,183 SH   DFND 1 286,183 0 0
SILICON MOTION TECHNOL-ADR SPONSORED ADR 82706C108 691 14,462 SH   DFND 1 14,462 0 0
SILICON MOTION TECHNOL-ADR SPONSORED ADR 82706C108 62 1,304 SH   DFND 1 2 1,304 0 0
SILICONWARE PRECISION -ADR SPONSD ADR SPL 827084864 210 27,429 SH   DFND 1 23,649 0 3,780
SILVER BAY REALTY TRUST COM 82735Q102 4,801 281,920 SH   DFND 1 281,920 0 0
SILVER RUN ACQUISITION CORP UNIT 99/99/9999T 82811P200 1,996 200,000 SH   DFND 1 2 200,000 0 0
SILVER SPRING NETWORKS INC COM 82817Q103 2,922 240,552 SH   DFND 1 240,552 0 0
SILVER STD RES INC COM COM 82823L106 595 45,892 SH   DFND 1 45,892 0 0
SILVER STD RES INC COM COM 82823L106 1 104 SH   DFND 1 2 104 0 0
SILVER WHEATON CORP COMSTK B058ZX6 4,251 181,963 SH   DFND 1 178,272 0 3,691
SILVERCREST ASSET MANAGEMENT GORUP INC CL A 828359109 453 37,089 SH   DFND 1 37,089 0 0
SIMMONS 1ST NATL CORP CL A $5 PAR CL A $1 PAR 828730200 10,289 222,790 SH   DFND 1 222,790 0 0
SIMON PPTY GROUP INC NEW COM COM 828806109 621,650 2,870,507 SH   DFND 1 2,859,625 0 10,882
SIMPSON MANUFACTURING CO IN COM COM 829073105 11,612 290,526 SH   DFND 1 290,526 0 0
SIMULATIONS PLUS INC COM 829214105 444 58,765 SH   DFND 1 58,765 0 0
SINA CORP ORD G81477104 1,462 28,191 SH   DFND 1 28,191 0 0
SINCLAIR BROADCAST GROUP IN CL A CL A 829226109 2 68 SH   DFND 1 2 68 0 0
SINCLAIR BROADCAST GROUP IN CL A CL A 829226109 16,116 539,740 SH   DFND 1 539,740 0 0
SINGAPORE FD INC COM 003244100 674 74,620 PRN   DFND 1 2 74,620 0 0
SINOVAC BIOTECH LTD SHS P8696W104 137 23,139 SH   DFND 1 23,139 0 0
SIRIUS XM HOLDINGS INC COM 82968B103 56,398 14,284,276 SH   DFND 1 14,143,177 0 141,099
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 1,522 44,800 SH   DFND 1 44,800 0 0
SITO MOBILE LTD COM NEW 82988R203 248 68,717 SH   DFND 1 68,717 0 0
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 30,482 526,015 SH   DFND 1 523,126 0 2,889
SIZMEK INC COM 83013P105 297 129,817 SH   DFND 1 129,817 0 0
SJW CORP COM COM 784305104 4,311 109,472 SH   DFND 1 109,472 0 0
SKECHERS U S A INC CL A CL A 830566105 24,202 814,358 SH   DFND 1 814,358 0 0
SKULLCANDY INC COM 83083J104 696 113,370 SH   DFND 1 113,370 0 0
SKYLINE CORP COM COM 830830105 492 52,358 SH   DFND 1 52,358 0 0
SKYWEST INC COM COM 830879102 9,708 366,900 SH   DFND 1 366,900 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 110,113 1,742,828 SH   DFND 1 1,731,165 0 11,663
SL GREEN RLTY CORP COM COM 78440X101 98,848 929,849 SH   DFND 1 926,370 0 3,479
SLM CORP COM 78442P106 17,820 2,883,591 SH   DFND 1 2,883,125 0 466
SM ENERGY CO COM 78454L100 11,827 438,062 SH   DFND 1 437,193 0 869
SMART & FINAL STORES INC COM 83190B101 2,852 191,570 SH   DFND 1 191,570 0 0
SMITH & NEPHEW P L C-ADR SPDN ADR NEW 83175M205 686 20,000 SH   DFND 1 2 20,000 0 0
SMITH & NEPHEW P L C-ADR SPDN ADR NEW 83175M205 280 8,178 SH   DFND 1 4,847 0 3,331
SMITH & WESSON HLDG CORP COM 831756101 15,400 566,629 SH   DFND 1 566,629 0 0
SMITH & WESSON HLDG CORP COM 831756101 770 28,359 SH   DFND 1 2 28,359 0 0
SMITH A O COM COM 831865209 44,061 500,290 SH   DFND 1 500,290 0 0
SMITH MICRO SOFTWARE INC COM COM 832154108 106 180,264 SH   DFND 1 180,264 0 0
SNAP ON INC COM COM 833034101 81,011 514,148 SH   DFND 1 511,886 0 2,262
SNAP ON INC COM COM 833034101 28 183 SH   DFND 1 2 183 0 0
SNYDERS-LANCE INC COM 833551104 19,463 574,308 SH   DFND 1 574,308 0 0
SOHU.COM INC COM 83408W103 604 15,972 SH   DFND 1 15,972 0 0
SOHU.COM INC COM 83408W103 696 18,393 SH   DFND 1 2 18,393 0 0
SOLARCITY CORP COM 83416T100 10,523 439,762 SH   DFND 1 439,741 0 21
SOLAREDGE TECHNOLOGIES INC COM 83417M104 1,099 56,107 SH   DFND 1 56,107 0 0
SOLITARIO EXPLORATION & ROYALT COM 8342EP107 39 75,942 SH   DFND 1 75,942 0 0
SONIC AUTOMOTIVE INC CL A CL A 83545G102 3,364 196,658 SH   DFND 1 196,658 0 0
SONIC CORP COM COM 835451105 27 1,020 SH   DFND 1 2 1,020 0 0
SONIC CORP COM COM 835451105 9,168 338,939 SH   DFND 1 338,939 0 0
SONIC FDRY INC COM NEW 83545R207 356 57,646 SH   DFND 1 57,646 0 0
SONOCO PRODS CO COM COM 835495102 32,657 657,618 SH   DFND 1 657,218 0 400
SONUS NETWORKS INC COM COM NEW 835916503 102 11,842 SH   DFND 1 2 11,842 0 0
SONUS NETWORKS INC COM COM NEW 835916503 2,944 338,784 SH   DFND 1 338,784 0 0
SONY CORP ADR NEW ADR NEW 835699307 361 12,331 SH   DFND 1 9,596 0 2,735
SORRENTO THERAPEUTICS INC COM NEW 83587F202 1,081 193,045 SH   DFND 1 193,045 0 0
SOTHEBYS HLDGS INC CL A COM 835898107 9,744 355,631 SH   DFND 1 355,631 0 0
SOTHERLY HOTELS INC COM 83600C103 312 55,321 SH   DFND 1 55,321 0 0
SOUFUN HOLDINGS LTD-ADR ADR 836034108 1,168 233,473 SH   DFND 1 230,791 0 2,682
SOUTH JERSEY INDS INC COM COM 838518108 16,781 530,720 SH   DFND 1 530,720 0 0
SOUTH STATE CORP COM 840441109 11,983 176,100 SH   DFND 1 176,100 0 0
SOUTHERN CO COM COM 842587107 218 4,072 SH   DFND 1 2 4,072 0 0
SOUTHERN CO COM COM 842587107 423,745 7,914,647 SH   DFND 1 7,879,149 0 35,498
SOUTHERN COPPER CORP COM COM 84265V105 3,949 146,748 SH   DFND 1 146,689 0 59
SOUTHERN FIRST BANCSHARES INC COM 842873101 280 11,632 SH   DFND 1 11,632 0 0
SOUTHERN MISSOURI BANCORP COM 843380106 747 31,763 SH   DFND 1 31,763 0 0
SOUTHERN NATL BANCRP VA-REDH COM 843395104 680 56,032 SH   DFND 1 56,032 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 5,457 176,513 SH   DFND 1 176,513 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 13 432 SH   DFND 1 2 432 0 0
SOUTHWEST AIRLS CO COM COM 844741108 201,716 5,152,283 SH   DFND 1 5,131,863 0 20,420
SOUTHWEST AIRLS CO COM COM 844741108 27 710 SH   DFND 1 2 710 0 0
SOUTHWEST BANCORP INC OKLA COM COM 844767103 2,273 134,264 SH   DFND 1 134,264 0 0
SOUTHWEST GAS CORP COM COM 844895102 26,007 330,419 SH   DFND 1 330,419 0 0
SOUTHWESTERN ENERGY CO COM COM 845467109 205 16,322 SH   DFND 1 2 16,322 0 0
SOUTHWESTERN ENERGY CO COM COM 845467109 45,389 3,614,591 SH   DFND 1 3,599,187 0 15,404
SOVRAN SELF STORAGE INC COM COM 84610H108 40,519 386,193 SH   DFND 1 386,193 0 0
SP PLUS CORP COM 78469C103 2,887 127,883 SH   DFND 1 127,883 0 0
SPANISH BROADCASTING SYS IN CL A CL A NEW 846425833 65 18,498 SH   DFND 1 18,498 0 0
SPAR GROUP INC COM 784933103 221 211,168 SH   DFND 1 211,168 0 0
SPARK ENERGY INC - CLASS A CL A COM 846511103 2,132 64,512 SH   DFND 1 63,258 0 1,254
SPARK ENERGY INC - CLASS A CL A COM 846511103 32 979 SH   DFND 1 2 979 0 0
SPARK NETWORKS PLC COM 84651P100 154 97,541 SH   DFND 1 97,541 0 0
SPARK THERAPEUTICS INC COM 84652J103 7,698 150,574 SH   DFND 1 150,574 0 0
SPARTAN MOTORS INC COM 846819100 137 21,977 SH   DFND 1 2 21,977 0 0
SPARTAN MOTORS INC COM 846819100 1,517 242,373 SH   DFND 1 242,373 0 0
SPARTANNASH CO COM 847215100 316 10,350 SH   DFND 1 2 10,350 0 0
SPARTANNASH CO COM 847215100 12,334 403,357 SH   DFND 1 403,357 0 0
SPARTON CORP COM 847235108 1,299 59,691 SH   DFND 1 59,691 0 0
SPDR S&P DIVIDEND ETF S&P DIVID ETF 78464A763 4,869 58,024 PRN   DFND 1 58,024 0 0
SPECTRA ENERGY CORP COM 847560109 196,139 5,364,353 SH   DFND 1 5,338,507 0 25,846
SPECTRA ENERGY CORP COM 847560109 21 578 SH   DFND 1 2 578 0 0
SPECTRANETICS CORP COM 84760C107 6,044 323,070 SH   DFND 1 323,070 0 0
SPECTRUM BRANDS HOLDINGS INC COM 84763R101 19,901 166,801 SH   DFND 1 166,664 0 137
SPECTRUM PHARMACEUTICALS INC COM 84763A108 2,630 400,313 SH   DFND 1 400,313 0 0
SPEEDWAY MOTORSPORTS INC COM COM 847788106 1,632 91,995 SH   DFND 1 91,640 0 355
SPHERE 3D CORP COM 84841L100 18 24,109 SH   DFND 1 24,109 0 0
SPHERIX INC COM COM PAR NEW 84842R403 54 22,983 SH   DFND 1 22,983 0 0
SPIRE INC COM 84857L101 21,426 302,464 SH   DFND 1 302,464 0 0
SPIRIT AEROSYSTEMS HLDG-CL A COM CL A 848574109 451 10,505 SH   DFND 1 2 10,505 0 0
SPIRIT AEROSYSTEMS HLDG-CL A COM CL A 848574109 53,823 1,251,708 SH   DFND 1 1,251,308 0 400
SPIRIT AIRLINES INC COM 848577102 23,460 522,861 SH   DFND 1 522,784 0 77
SPIRIT REALTY CAPITAL INC COM 84860W102 39,328 3,079,788 SH   DFND 1 3,079,788 0 0
SPLUNK INC COM 848637104 47,282 873,095 SH   DFND 1 872,004 0 1,091
SPOK HOLDINGS INC COM 84863T106 171 8,924 SH   DFND 1 2 8,924 0 0
SPOK HOLDINGS INC COM 84863T106 3,794 197,985 SH   DFND 1 197,985 0 0
SPORTSMAN'S WAREHOUSE HOLDING COM 84920Y106 1,765 219,081 SH   DFND 1 219,081 0 0
SPRINT CORP COM SER 1 85207U105 22,506 4,970,617 SH   DFND 1 4,966,120 0 4,497
SPROTT FOCUS TRUST INC COM 85208J109 324 50,481 PRN   DFND 1 2 50,481 0 0
SPROUTS FARMERS MARKETS INC COM 85208M102 133 5,841 SH   DFND 1 2 5,841 0 0
SPROUTS FARMERS MARKETS INC COM 85208M102 21,485 938,248 SH   DFND 1 938,168 0 80
SPS COMMERCE INC COM 78463M107 7,201 118,829 SH   DFND 1 118,829 0 0
SPX CORP COM COM 784635104 4,157 279,976 SH   DFND 1 278,345 0 1,631
SPX FLOW INC COM 78469X107 7,875 302,074 SH   DFND 1 302,041 0 33
SQUARE INC - A CL A 852234103 1,754 193,847 SH   DFND 1 193,847 0 0
SS&C TECHNOLOGIES HOLDINGS COM 78467J100 30,256 1,077,527 SH   DFND 1 1,077,521 0 6
ST JOE CO COM COM 790148100 8,507 480,112 SH   DFND 1 480,112 0 0
ST JUDE MED INC COM COM 790849103 1,950 25,000 SH   DFND 1 2 25,000 0 0
ST JUDE MED INC COM COM 790849103 179,470 2,304,983 SH   DFND 1 2,292,863 0 12,120
STAAR SURGICAL CO COM PAR $0.01 COM PAR $0.01 852312305 1,173 212,952 SH   DFND 1 212,952 0 0
STAG INDUSTRIAL INC COM 85254J102 10,715 450,032 SH   DFND 1 450,032 0 0
STAGE STORES INC COM NEW COM NEW 85254C305 956 195,976 SH   DFND 1 195,836 0 140
STAMPS COM INC COM COM NEW 852857200 9,564 109,403 SH   DFND 1 109,403 0 0
STANDARD MTR PRODS INC COM COM 853666105 5,593 140,613 SH   DFND 1 140,613 0 0
STANDEX INTL CORP COM COM 854231107 7,031 85,091 SH   DFND 1 85,091 0 0
STANLEY BLACK & DECKER INC COM 854502101 140,883 1,268,870 SH   DFND 1 1,264,636 0 4,234
STANLEY FURNITURE INC COM NEW COM NEW 854305208 108 44,313 SH   DFND 1 44,313 0 0
STAPLES INC COM COM 855030102 661 76,691 SH   DFND 1 2 76,691 0 0
STAPLES INC COM COM 855030102 56,784 6,596,802 SH   DFND 1 6,575,697 0 21,105
STAR BULK CARRIERS CORP SHS PAR Y8162K204 80 27,348 SH   DFND 1 27,348 0 0
STARBUCKS CORP COM COM 855244109 768,615 13,477,183 SH   DFND 1 13,386,037 0 91,146
STARRETT L S CO CL A CL A 855668109 302 25,372 SH   DFND 1 25,372 0 0
STARTEK INC COM COM 85569C107 106 24,419 SH   DFND 1 24,419 0 0
STARWOOD HOTELS&RESORTS WRL PAIRED CTF COM 85590A401 108,043 1,463,436 SH   DFND 1 1,458,554 0 4,882
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STARZ-LIBERTY CAPITAL COM SER A 85571Q102 454 15,200 SH   DFND 1 2 15,200 0 0
STATE AUTO FINL CORP COM COM 855707105 2,601 118,749 SH   DFND 1 118,749 0 0
STATE BANK FINANCIAL CORP COM 856190103 5,759 283,033 SH   DFND 1 283,033 0 0
STATE NATIONAL COMPANIES INC COM 85711T305 2,321 220,436 SH   DFND 1 220,436 0 0
STATE STR CORP COM COM 857477103 166,880 3,100,633 SH   DFND 1 3,084,590 0 16,043
STATOIL ASA-SPON ADR SPONSORED ADR 85771P102 344 19,919 SH   DFND 1 13,835 0 6,084
STEALTHGAS INC SHS Y81669106 47 12,561 SH   DFND 1 12,561 0 0
STEEL DYNAMICS INC COM COM 858119100 48,427 1,976,643 SH   DFND 1 1,976,019 0 624
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STEELCASE INC CL A CL A 858155203 21 1,572 SH   DFND 1 2 1,572 0 0
STEIN MART INC COM COM 858375108 1,656 214,563 SH   DFND 1 214,563 0 0
STEMCELLS INC COM 85857R303 16 40,550 SH   DFND 1 40,550 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 762 112,699 SH   DFND 1 112,699 0 0
STEPAN CO COM COM 858586100 7,674 128,926 SH   DFND 1 128,926 0 0
STEREOTAXIS INC COM COM NEW 85916J409 67 72,112 SH   DFND 1 72,112 0 0
STERICYCLE INC COM COM 858912108 73,325 705,465 SH   DFND 1 701,157 0 4,308
STERIS PLC SHS USD G84720104 33,514 487,486 SH   DFND 1 487,486 0 0
STERLING BANCORP/DE COM 85917A100 12,674 807,309 SH   DFND 1 807,309 0 0
STERLING CONSTRUCTION CO COM 859241101 539 109,786 SH   DFND 1 109,786 0 0
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STILLWATER MNG CO COM COM 86074Q102 9,832 829,057 SH   DFND 1 829,057 0 0
STOCK YARDS BANCORP INC COM 861025104 5,531 195,947 SH   DFND 1 195,947 0 0
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STONEGATE BANK COM 861811107 3,184 98,682 SH   DFND 1 98,682 0 0
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STRAIGHT PATH COMM B CL B 862578101 1,974 71,365 SH   DFND 1 71,365 0 0
STRATA SKIN SCIENCES INC COM 86272A107 9 16,057 SH   DFND 1 16,057 0 0
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STRATUS PROPERTIES INC COM NEW 863167201 188 10,072 SH   DFND 1 10,072 0 0
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STRAYER ED INC COM COM 863236105 102 2,089 SH   DFND 1 2 2,089 0 0
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STRYKER CORP COM COM 863667101 297,597 2,488,075 SH   DFND 1 2,478,040 0 10,035
STRYKER CORP COM COM 863667101 51 427 SH   DFND 1 2 427 0 0
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STURM RUGER & CO INC COM COM 864159108 8,017 125,249 SH   DFND 1 125,249 0 0
STWD 4 01/15/19 NOTE 4.000% 1/1 85571BAB1 21,704 20,610,000 PRN   DFND 1 2 20,610,000 0 0
SUCAMPO PHARMACTCLS INC CL A 864909106 117 10,742 SH   DFND 1 2 10,742 0 0
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SUFFOLK BANCORP COM COM 864739107 2,336 74,625 SH   DFND 1 74,625 0 0
SUMITOMO MITSUI FINANCIAL GR-ADR SPONSORED ADR 86562M209 330 57,776 SH   DFND 1 37,423 0 20,353
SUMMER INFANT INC COM 865646103 122 73,827 SH   DFND 1 73,827 0 0
SUMMIT FINANCIAL GROUP INC COM 86606G101 332 18,991 SH   DFND 1 18,991 0 0
SUMMIT HOTEL PROPERTIES INC COM 866082100 7,901 596,772 SH   DFND 1 596,772 0 0
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SUN COMMUNITIES INC COM COM 866674104 37,623 490,907 SH   DFND 1 490,907 0 0
SUN HYDRAULICS CORP COM COM 866942105 5,368 180,813 SH   DFND 1 180,813 0 0
SUNCOKE ENERGY INC COM 86722A103 2,397 411,884 SH   DFND 1 411,884 0 0
SUNCOKE ENERGY PARTNERS LP COMUNIT REP LT 86722Y101 326 30,261 SH   DFND 1 2 30,261 0 0
SUNEDISON SEMICONDUCTOR LTD SHS Y8213L102 1,701 286,895 SH   DFND 1 286,895 0 0
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 186 339,887 SH   DFND 1 339,887 0 0
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SUNSTONE HOTEL INV INC -REDH COM 867892101 17 1,451 SH   DFND 1 2 1,451 0 0
SUNTRUST BKS INC COM COM 867914103 189,155 4,611,726 SH   DFND 1 4,591,175 0 20,551
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SUPER MICRO COMPUTR INC COM 86800U104 9,291 373,893 SH   DFND 1 373,893 0 0
SUPERCONDUCTOR TECHNOLOGIES COM COM PAR $0.001 867931404 9 51,793 SH   DFND 1 51,793 0 0
SUPERIOR ENERGY SVCS INC COM COM 868157108 17,882 971,347 SH   DFND 1 969,994 0 1,353
SUPERIOR ENERGY SVCS INC COM COM 868157108 25 1,396 SH   DFND 1 2 1,396 0 0
SUPERIOR INDS INTL INC COM COM 868168105 4,873 181,977 SH   DFND 1 181,977 0 0
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SUPERNUS PHARMACEUTICALS INC COM 868459108 255 12,549 SH   DFND 1 2 12,549 0 0
SUPERVALU INC COM COM 868536103 8,435 1,787,112 SH   DFND 1 1,787,112 0 0
SUPERVALU INC COM COM 868536103 12 2,591 SH   DFND 1 2 2,591 0 0
SUPPORT.COM INC COM 86858W101 262 312,303 SH   DFND 1 312,303 0 0
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SURGERY PARTNERS INC COM 86881A100 2,611 145,897 SH   DFND 1 145,897 0 0
SURGICAL CARE AFFILIATES INC COM 86881L106 13,878 291,131 SH   DFND 1 291,131 0 0
SURMODICS INC COM COM 868873100 3,277 139,579 SH   DFND 1 139,579 0 0
SURMODICS INC COM COM 868873100 128 5,477 SH   DFND 1 2 5,477 0 0
SVB FINANCIAL GROUP COM 78486Q101 29 314 SH   DFND 1 2 314 0 0
SVB FINANCIAL GROUP COM 78486Q101 32,636 342,965 SH   DFND 1 342,714 0 251
SWAY 4 1/2 10/15/17 REG NOTE 4.500%10/1 85571WAD1 8,800 8,000,000 PRN   DFND 1 2 8,000,000 0 0
SWIFT TRANSN CO COM CL A 87074U101 8,533 553,783 SH   DFND 1 553,783 0 0
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SWN 6 1/4 DEP SHS 1/20 B 845467208 10,535 350,000 PRN   DFND 1 2 350,000 0 0
SYKES ENTERPRISES INC COM COM 871237103 11,591 400,255 SH   DFND 1 400,255 0 0
SYMANTEC CORP COM COM 871503108 116,979 5,704,168 SH   DFND 1 5,667,409 0 36,759
SYMANTEC CORP COM COM 871503108 219 10,704 SH   DFND 1 2 10,704 0 0
SYMMETRY SURGICAL INC COM 87159G100 909 69,302 SH   DFND 1 68,676 0 626
SYNACOR INC COM 871561106 369 120,048 SH   DFND 1 120,048 0 0
SYNALLOY CP DEL COM COM 871565107 277 36,285 SH   DFND 1 36,285 0 0
SYNAPTICS INC COM COM 87157D109 13,995 260,389 SH   DFND 1 260,389 0 0
SYNCHRONOSS TECHNLGS COM 87157B103 11,541 362,263 SH   DFND 1 362,263 0 0
SYNCHRONOSS TECHNLGS COM 87157B103 28 903 SH   DFND 1 2 903 0 0
SYNCHRONY FINANCIAL COM 87165B103 181,611 7,196,004 SH   DFND 1 7,170,870 0 25,134
SYNCHRONY FINANCIAL COM 87165B103 116 4,609 SH   DFND 1 2 4,609 0 0
SYNDAX PHARMACEUTICALS INC COM 87164F105 295 29,979 SH   DFND 1 29,979 0 0
SYNERGY PHARMACEUTICALS INC COM NEW 871639308 4,703 1,237,680 SH   DFND 1 1,237,680 0 0
SYNERGY PHARMACEUTICALS INC COM NEW 871639308 152 40,000 SH   DFND 1 2 40,000 0 0
SYNERGY RESOURCES CORP COM 87164P103 8,882 1,333,695 SH   DFND 1 1,333,695 0 0
SYNERON MEDICAL LTD ORD SHS M87245102 133 17,301 SH   DFND 1 17,301 0 0
SYNERON MEDICAL LTD ORD SHS M87245102 28 3,656 SH   DFND 1 2 3,656 0 0
SYNGENTA AG SPONSORED ADR SPONSORED ADR 87160A100 380 4,954 SH   DFND 1 1,992 0 2,962
SYNGENTA AG SPONSORED ADR SPONSORED ADR 87160A100 537 7,000 SH   DFND 1 2 7,000 0 0
SYNNEX CORP COM COM 87162W100 24,123 254,412 SH   DFND 1 254,412 0 0
SYNNEX CORP COM COM 87162W100 458 4,835 SH   DFND 1 2 4,835 0 0
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SYNOVUS FINL CORP COM COM NEW 87161C501 30 1,037 SH   DFND 1 2 1,037 0 0
SYNTA PHARMA CORP-REDH COM 87162T206 166 640,792 SH   DFND 1 640,792 0 0
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SYSCO CORP COM COM 871829107 208,229 4,111,396 SH   DFND 1 4,094,028 0 17,368
SYSTEMAX INC COM COM 871851101 505 59,279 SH   DFND 1 59,279 0 0
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TABLEAU SOFTWARE INC - CL A CL A 87336U105 16,543 338,179 SH   DFND 1 337,896 0 283
TAHOE RESOURCES INC COM 873868103 4,263 284,691 SH   DFND 1 283,371 0 1,320
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TAILORED BRANDS INC COM 87403A107 3,988 315,077 SH   DFND 1 315,077 0 0
TAIWAN SEMICONDUCTOR-SP ADR SPONSORED ADR 874039100 616 23,508 SH   DFND 1 2 23,508 0 0
TAIWAN SEMICONDUCTOR-SP ADR SPONSORED ADR 874039100 987 37,647 SH   DFND 1 33,549 0 4,098
TAKE-TWO INTERACTIVE SOFTWA COM COM 874054109 22,152 584,202 SH   DFND 1 584,202 0 0
TAL EDUCATION GROUP- ADR ADS REPSTG COM 874080104 2,116 34,283 SH   DFND 1 34,283 0 0
TAL INTERNATIONAL GROUP INC COM 874083108 2,436 181,692 SH   DFND 1 181,029 0 663
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TALLGRASS ENERGY PARTNERS LP COM UNIT 874697105 427 9,294 SH   DFND 1 2 9,294 0 0
TALMER BANCORP INC CLASS A COM 87482X101 9,496 495,374 SH   DFND 1 495,374 0 0
TANDEM DIABETES CARE INC COM 875372104 1,083 143,685 SH   DFND 1 143,685 0 0
TANGER FACTORY OUTLET CTRS COM COM 875465106 27,741 690,423 SH   DFND 1 690,423 0 0
TANGOE INC COM 87582Y108 1,957 253,577 SH   DFND 1 253,577 0 0
TARENA INTERNATIONAL INC-ADR ADR 876108101 128 12,468 SH   DFND 1 12,468 0 0
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TARGA RESOURCES CORP COM 87612G101 43,425 1,030,498 SH   DFND 1 1,029,970 0 528
TARGET CORP COM COM 87612E106 359,084 5,151,396 SH   DFND 1 5,130,593 0 20,803
TARGET CORP COM COM 87612E106 1,071 15,353 SH   DFND 1 2 15,353 0 0
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TARO PHARMACEUTICAL INDS LT ORD SHS M8737E108 3,697 25,436 SH   DFND 1 25,436 0 0
TASER INTL INC COM COM 87651B104 9,187 369,253 SH   DFND 1 369,207 0 46
TATA MOTORS LTD-SPON ADR SPONSORED ADR 876568502 1,272 36,707 SH   DFND 1 36,014 0 693
TATA MOTORS LTD-SPON ADR SPONSORED ADR 876568502 197 5,706 SH   DFND 1 2 5,706 0 0
TAUBMAN CTRS INC COM COM 876664103 35,112 473,220 SH   DFND 1 473,220 0 0
TAYLOR MORRISON HOME CORP-A CL A 87724P106 2,935 197,835 SH   DFND 1 197,835 0 0
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TCW STRATEGIC INCOME FUND INC COM 872340104 88 16,262 PRN   DFND 1 2 16,262 0 0
TD AMERITRADE HOLDINGS CORP COM 87236Y108 63 2,220 SH   DFND 1 2 2,220 0 0
TD AMERITRADE HOLDINGS CORP COM 87236Y108 56,689 1,991,616 SH   DFND 1 1,980,777 0 10,839
TE CONNECTIVITY LTD REG SHS H84989104 163,947 2,875,901 SH   DFND 1 2,863,437 0 12,464
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TECH DATA CORP COM COM 878237106 1,375 19,144 SH   DFND 1 2 19,144 0 0
TECHTARGET INC -REDH COM 87874R100 975 120,419 SH   DFND 1 120,419 0 0
TECHTARGET INC -REDH COM 87874R100 4 600 SH   DFND 1 2 600 0 0
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TECO ENERGY INC COM COMSTK 872375100 54,232 1,965,501 SH   DFND 1 1,965,501 0 0
TEEKAY SHIPPING MARSHALL IS COM COM Y8564W103 2,214 310,620 SH   DFND 1 310,472 0 148
TEEKAY SHIPPING MARSHALL IS COM COM Y8564W103 338 47,469 SH   DFND 1 2 47,469 0 0
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TEGNA INC COM 87901J105 2 128 SH   DFND 1 2 128 0 0
TEGNA INC COM 87901J105 41,681 1,802,061 SH   DFND 1 1,793,909 0 8,152
TEJON RANCH CO DEL COM COM 879080109 2,191 92,693 SH   DFND 1 92,693 0 0
TELADOC INC COM 87918A105 1,218 76,067 SH   DFND 1 76,067 0 0
TELEDYNE TECHNOLOGIES INC COM COM 879360105 24,207 244,392 SH   DFND 1 244,392 0 0
TELEFLEX INC COM COM 879369106 49,850 281,150 SH   DFND 1 280,087 0 1,063
TELEFONICA S A SPONSORED ADR SPONSORED ADR 879382208 412 43,517 SH   DFND 1 22,379 0 21,138
TELENAV INV COM 879455103 1,021 200,305 SH   DFND 1 200,305 0 0
TELEPHONE & DATA SYS INC COM COM NEW 879433829 18,137 611,512 SH   DFND 1 611,500 0 12
TELEPHONE & DATA SYS INC COM COM NEW 879433829 37 1,268 SH   DFND 1 2 1,268 0 0
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TEMPUR-PEDIC INTERNATIONAL COM 88023U101 21,234 383,856 SH   DFND 1 383,819 0 37
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TENNECO AUTOMOTIVE INC COM COM 880349105 24,855 533,263 SH   DFND 1 533,263 0 0
TERADATA CORP-REDH COM 88076W103 27,460 1,096,835 SH   DFND 1 1,093,434 0 3,401
TERADATA CORP-REDH COM 88076W103 263 10,527 SH   DFND 1 2 10,527 0 0
TERADYNE INC COM COM 880770102 25,607 1,300,555 SH   DFND 1 1,297,501 0 3,054
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TEREX CORP NEW COM COM 880779103 101 5,000 SH   DFND 1 2 5,000 0 0
TEREX CORP NEW COM COM 880779103 13,981 688,384 SH   DFND 1 687,655 0 729
TERNIUM SA-SPONSORED ADR SPON ADR 880890108 838 44,012 SH   DFND 1 2 44,012 0 0
TERRAFORM GLOBAL INC - CL A CL A 88104M101 23 7,295 SH   DFND 1 2 7,295 0 0
TERRAFORM GLOBAL INC - CL A CL A 88104M101 1,486 455,985 SH   DFND 1 455,985 0 0
TERRAFORM POWER INC - A CL A COM 88104R100 6,088 558,568 SH   DFND 1 557,232 0 1,336
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TERRENO REALTY CORP COM 88146M101 8,013 309,754 SH   DFND 1 309,754 0 0
TERRITORIAL BANCORP INC COM 88145X108 1,543 58,298 SH   DFND 1 58,298 0 0
TESARO INC COM 881569107 40 482 SH   DFND 1 2 482 0 0
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TESCO CORP COM 88157K101 2,169 324,313 SH   DFND 1 324,313 0 0
TESCO CORP COM 88157K101 21 3,165 SH   DFND 1 2 3,165 0 0
TESLA MOTORS INC COM 88160R101 150,592 709,702 SH   DFND 1 705,448 0 4,254
TESORO CORP COM COM 881609101 95,258 1,273,187 SH   DFND 1 1,269,618 0 3,569
TESORO CORP COM COM 881609101 53 710 SH   DFND 1 2 710 0 0
TESSCO TECHNOLOGIES INC COM 872386107 472 34,009 SH   DFND 1 34,009 0 0
TESSERA TECHNOLOGIES INC COM 88164L100 14,962 488,316 SH   DFND 1 488,133 0 183
TESSERA TECHNOLOGIES INC COM 88164L100 326 10,641 SH   DFND 1 2 10,641 0 0
TETRA TECH INC NEW COM COM 88162G103 12,459 405,258 SH   DFND 1 405,258 0 0
TETRA TECHNOLOGIES INC DEL COM COM 88162F105 35 5,618 SH   DFND 1 2 5,618 0 0
TETRA TECHNOLOGIES INC DEL COM COM 88162F105 3,594 564,358 SH   DFND 1 564,125 0 233
TETRALOGIC PHARMA CORP COM 88165U109 23 76,678 SH   DFND 1 76,678 0 0
TETRAPHASE PHARMACEUTICALS INC COM 88165N105 1,103 256,630 SH   DFND 1 256,630 0 0
TEVA 0 1/4 02/01/26 DBCV 0.250% 2/0 88163VAE9 12,928 10,317,000 PRN   DFND 1 2 10,317,000 0 0
TEVA PHARM INDS -ADR ADR 881624209 8,507 169,372 SH   DFND 1 164,115 0 5,257
TEVA PHARM INDS -ADR ADR 881624209 513 10,226 SH   DFND 1 2 10,226 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 15,301 327,244 SH   DFND 1 327,244 0 0
TEXAS INSTRS INC COM COM 882508104 569,218 9,100,077 SH   DFND 1 9,034,108 0 65,969
TEXAS ROADHOUSE INC-CLASS A COM 882681109 21,076 462,199 SH   DFND 1 462,199 0 0
TEXTAINER GROUP HLDNGS-REDH SHS G8766E109 1,972 177,109 SH   DFND 1 177,109 0 0
TEXTRON INC COM COM 883203101 81,351 2,229,004 SH   DFND 1 2,221,718 0 7,286
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TFS FINANCIAL CORP COM 87240R107 11,701 679,511 SH   DFND 1 679,423 0 88
TG THERAPEUTICS INC COM 88322Q108 1,680 277,277 SH   DFND 1 277,277 0 0
THAI FUND COM 882904105 98 12,507 PRN   DFND 1 2 12,507 0 0
THE BANCORP INC COM 05969A105 1,532 254,609 SH   DFND 1 254,609 0 0
THE CARLYLE GROUP COM UTS LTD PTN 14309L102 536 33,060 SH   DFND 1 33,060 0 0
THE COMMUNITY FINANCIAL CORP COM 20368X101 370 16,726 SH   DFND 1 16,726 0 0
THE NEW HOME CO INC COM 645370107 712 74,698 SH   DFND 1 74,698 0 0
THERAPEUTICS MD INC COM 88338N107 8,611 1,013,080 SH   DFND 1 1,013,080 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 5,510 242,861 SH   DFND 1 242,861 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 61 2,725 SH   DFND 1 2 2,725 0 0
THERMO ELECTRON CORP COM COM 883556102 42 287 SH   DFND 1 2 287 0 0
THERMO ELECTRON CORP COM COM 883556102 450,532 3,054,725 SH   DFND 1 3,039,751 0 14,974
THERMON GROUP HOLDINGS INC COM 88362T103 4,399 229,016 SH   DFND 1 229,016 0 0
THESTREET COM COM COM 88368Q103 117 103,746 SH   DFND 1 103,746 0 0
THIRD POINT REINSURANCE LTD COM G8827U100 4,739 404,405 SH   DFND 1 404,405 0 0
THOMSON REUTERS CORP COM 884903105 6,074 150,138 SH   DFND 1 149,063 0 1,075
THOR INDS INC COM COM 885160101 24,349 376,119 SH   DFND 1 375,833 0 286
THRESHOLD PHARMACEUTICALS COM NEW 885807206 223 351,290 SH   DFND 1 351,290 0 0
TIDEWATER INC COM COM 886423102 1,367 309,982 SH   DFND 1 309,982 0 0
TIER REIT INC COM NEW 88650V208 6,533 426,223 SH   DFND 1 426,223 0 0
TIFFANY & CO NEW COM COM 886547108 57,933 956,990 SH   DFND 1 954,109 0 2,881
TIFFANY & CO NEW COM COM 886547108 173 2,867 SH   DFND 1 2 2,867 0 0
TILE SHOP HOLDINGS INC COM 88677Q109 4,709 236,879 SH   DFND 1 236,879 0 0
TILE SHOP HOLDINGS INC COM 88677Q109 186 9,394 SH   DFND 1 2 9,394 0 0
TILLYS INC CL A CL A 886885102 394 68,065 SH   DFND 1 68,065 0 0
TIMBERLAND BANCORP INC COM COM 887098101 282 18,822 SH   DFND 1 18,822 0 0
TIME INC COM 887228104 11,555 702,052 SH   DFND 1 701,067 0 985
TIME WARNER INC COM COM NEW 887317303 468,021 6,375,445 SH   DFND 1 6,348,929 0 26,516
TIME WARNER INC COM COM NEW 887317303 617 8,403 SH   DFND 1 2 8,403 0 0
TIMKEN CO COM COM 887389104 13,341 435,134 SH   DFND 1 434,705 0 429
TIMKENSTEEL CORP COM 887399103 2,424 251,977 SH   DFND 1 251,977 0 0
TIPTREE FINANCIAL INC A CL A 88822Q103 1,156 210,985 SH   DFND 1 210,985 0 0
TITAN INTL INC ILL COM COM 88830M102 1,855 299,334 SH   DFND 1 299,334 0 0
TITAN MACHINERY INC-REDH COM 88830R101 1,400 125,586 SH   DFND 1 125,586 0 0
TITAN PHARMACEUTICALS INC D COM COM NEW 888314309 595 108,917 SH   DFND 1 108,917 0 0
TIVO INC COM COM 888706108 6,671 673,899 SH   DFND 1 673,899 0 0
TIVO INC COM COM 888706108 99 10,000 SH   DFND 1 2 10,000 0 0
TJX COS INC NEW COM COM 872540109 441,283 5,723,391 SH   DFND 1 5,699,722 0 23,669
TLGT 3 3/4 12/15/19 NOTE 3.750%12/1 449575AB5 2,390 2,690,000 PRN   DFND 1 2 2,690,000 0 0
TLOG 8 06/15/19 NOTE 8.000% 6/1 88165UAB5 442 2,750,000 PRN   DFND 1 2 2,750,000 0 0
T-MOBILE US INC COM 872590104 84,863 1,962,090 SH   DFND 1 1,935,498 0 26,592
TMUS 5 1/2 CONV PFD SER A 872590203 735 10,000 PRN   DFND 1 2 10,000 0 0
TOBIRA THERAPEUTICS INC COM 88883P101 409 32,633 SH   DFND 1 32,633 0 0
TOKAI PHARMACEUTICALS INC COM 88907J107 319 57,977 SH   DFND 1 57,977 0 0
TOLL BROTHERS INC COM COM 889478103 26,398 981,493 SH   DFND 1 980,577 0 916
TOMPKINSTRUSTCO INC COM COM 890110109 6,228 95,822 SH   DFND 1 95,822 0 0
TONIX PHARMACEUTICALS HOLDING CORP COM NEW 890260201 221 111,184 SH   DFND 1 111,184 0 0
TOOTSIE ROLL INDS INC COM COM 890516107 6,264 162,596 SH   DFND 1 162,596 0 0
TOPBUILD CORP - W/I COM 89055F103 9,116 251,845 SH   DFND 1 251,683 0 162
TORCHLIGHT ENERGY RESOURCES INC COM 89102U103 46 84,269 SH   DFND 1 84,269 0 0
TORCHMARK CORP COM COM 891027104 58,274 944,286 SH   DFND 1 941,660 0 2,626
TORO CO COM COM 891092108 58 662 SH   DFND 1 2 662 0 0
TORO CO COM COM 891092108 32,738 371,189 SH   DFND 1 371,189 0 0
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TOTAL SYS SVCS INC COM COM 891906109 76,119 1,435,648 SH   DFND 1 1,430,932 0 4,716
TOWER INTERNATIONAL INC COM 891826109 2,970 144,357 SH   DFND 1 144,357 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 431 34,703 SH   DFND 1 34,703 0 0
TOWERSTREAM CORP COM 892000100 47 280,852 SH   DFND 1 280,852 0 0
TOWN SPORTS INTERNATIONAL COM 89214A102 280 103,152 SH   DFND 1 103,152 0 0
TOWNE BANK COM 89214P109 9,520 439,736 SH   DFND 1 439,736 0 0
TOWNSQUARE MEDIA INC CL A 892231101 369 46,824 SH   DFND 1 46,824 0 0
TOYOTA MOTOR CORP SP ADR REP2COM SP ADR REP2COM 892331307 1,287 12,873 SH   DFND 1 9,022 0 3,851
TRACON PHARMACEUTICALS INC COM 89237H100 106 24,420 SH   DFND 1 24,420 0 0
TRACTOR SUPPLY CO COM COM 892356106 109,620 1,204,155 SH   DFND 1 1,196,781 0 7,374
TRANS WORLD ENTMT CORP COM COM 89336Q100 166 44,401 SH   DFND 1 44,401 0 0
TRANSACT TECHNOLOGIES INC COM COM 892918103 269 33,579 SH   DFND 1 33,579 0 0
TRANSATLANTIC PETROLEUM LTD SHS NEW G89982113 80 97,946 SH   DFND 1 97,946 0 0
TRANSCONTINENTAL RLTY INVS COM NEW COM NEW 893617209 216 22,207 SH   DFND 1 22,207 0 0
TRANSENTERIX INC COM NEW 89366M201 567 465,270 SH   DFND 1 465,270 0 0
TRANSGENOMIC INC COM COM NEW 89365K305 7 13,347 SH   DFND 1 13,347 0 0
TRANSGLOBE ENERGY CORP COM 893662106 47 25,690 SH   DFND 1 25,690 0 0
TRANSIDGM GROUP INC COM 893641100 109,656 416,611 SH   DFND 1 414,949 0 1,662
TRANSITION THERAPEUTICS INC COM NEW 893716209 18 12,651 SH   DFND 1 12,651 0 0
TRANSOCEAN LTD REG SHS H8817H100 33,491 2,820,660 SH   DFND 1 2,812,631 0 8,029
TRANSOCEAN LTD REG SHS H8817H100 1,457 122,595 SH   DFND 1 2 122,595 0 0
TRANSUNION COM 89400J107 13,907 415,894 SH   DFND 1 415,796 0 98
TRAVELERS COS INC/THE COM 89417E109 2 17 SH   DFND 1 2 17 0 0
TRAVELERS COS INC/THE COM 89417E109 288,030 2,423,817 SH   DFND 1 2,413,307 0 10,510
TRAVELPORT WORLDWIDE LTD SHS G9019D104 10,185 790,188 SH   DFND 1 790,188 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 17 1,385 SH   DFND 1 2 1,385 0 0
TRAVELZOO INC COM NEW 89421Q205 361 45,114 SH   DFND 1 45,114 0 0
TRC COS INC COM COM 872625108 990 156,751 SH   DFND 1 156,751 0 0
TRECORA RESOURCES COM 894648104 1,373 131,714 SH   DFND 1 131,714 0 0
TRECORA RESOURCES COM 894648104 60 5,782 SH   DFND 1 2 5,782 0 0
TREDEGAR CORP COM COM 894650100 2,630 163,162 SH   DFND 1 163,162 0 0
TREEHOUSE FOODS INC COM 89469A104 36,094 351,629 SH   DFND 1 351,629 0 0
TREMOR VIDEO INC COM 89484Q100 248 135,251 SH   DFND 1 135,251 0 0
TREVENA INC COM 89532E109 1,546 245,484 SH   DFND 1 245,484 0 0
TREX INC COM COM 89531P105 8,978 199,869 SH   DFND 1 199,869 0 0
TRI POINTE GROUP INC COM 87265H109 11,823 1,000,287 SH   DFND 1 1,000,287 0 0
TRIANGLE PETROLEUM CORP COM NEW 89600B201 106 371,147 SH   DFND 1 371,147 0 0
TRIBUNE MEDIA CO - A CL A 896047503 20,484 522,836 SH   DFND 1 522,670 0 166
TRICO BANCSHARES COM COM 896095106 4,851 175,774 SH   DFND 1 175,774 0 0
TRI-CONTINENTAL CORP COM 895436103 1,810 88,125 PRN   DFND 1 2 88,125 0 0
TRIMAS CORP COM NEW 896215209 5,881 326,757 SH   DFND 1 326,757 0 0
TRIMBLE NAVIGATION LTD COM COM 896239100 41,029 1,685,038 SH   DFND 1 1,684,148 0 890
TRINA SOLAR LTD -ADR SPON ADR 89628E104 152 19,668 SH   DFND 1 19,668 0 0
TRINET GROUP INC COM 896288107 5,906 284,111 SH   DFND 1 284,111 0 0
TRINITY BIOTECH PLC-SPON ADR SPON ADR NEW 896438306 123 10,884 SH   DFND 1 10,884 0 0
TRINITY INDS INC COM COM 896522109 27,318 1,471,122 SH   DFND 1 1,470,448 0 674
TRINITY INDS INC COM COM 896522109 16 870 SH   DFND 1 2 870 0 0
TRINITY PLACE HOLDINGS INC COM 89656D101 156 20,320 SH   DFND 1 20,320 0 0
TRINSEO SA SHS L9340P101 12,298 286,487 SH   DFND 1 286,487 0 0
TRIPADVISOR INC COM 896945201 65,645 1,022,580 SH   DFND 1 1,016,407 0 6,173
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TRIPLE-S MANAGEMENT CP-REDH CL B 896749108 6,151 251,813 SH   DFND 1 251,186 0 627
TRISTATE CAPITAL HLDGS INC COM 89678F100 2,039 148,576 SH   DFND 1 148,576 0 0
TRIUMPH BANCORP INC COM 89679E300 1,506 94,172 SH   DFND 1 94,172 0 0
TRIUMPH GROUP INC NEW COM COM 896818101 118 3,335 SH   DFND 1 2 3,335 0 0
TRIUMPH GROUP INC NEW COM COM 896818101 11,718 330,092 SH   DFND 1 330,045 0 47
TRONC INC COM 89703P107 2,492 180,585 SH   DFND 1 180,585 0 0
TRONC INC COM 89703P107 207 15,000 SH   DFND 1 2 15,000 0 0
TRONOX LTD SHS CL A Q9235V101 1,878 425,884 SH   DFND 1 425,884 0 0
TROVAGENE INC COM NEW 897238309 833 183,948 SH   DFND 1 183,948 0 0
TRUEBLUE INC COM 89785X101 5,478 289,554 SH   DFND 1 289,554 0 0
TRUEBLUE INC COM 89785X101 82 4,356 SH   DFND 1 2 4,356 0 0
TRUECAR INC COM 89785L107 3,190 406,412 SH   DFND 1 406,412 0 0
TRUPANION INC COM 898202106 1,243 93,877 SH   DFND 1 93,877 0 0
TRUSTCO BK CORP N Y COM COM 898349105 4,479 698,812 SH   DFND 1 698,812 0 0
TRUSTMARK CORP COM COM 898402102 11,961 481,332 SH   DFND 1 478,332 0 3,000
TRUSTMARK CORP COM COM 898402102 33 1,356 SH   DFND 1 2 1,356 0 0
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 412 87,950 SH   DFND 1 2 87,950 0 0
TSL 4 10/15/19 NOTE 4.000%10/1 89628EAE4 4,262 5,000,000 PRN   DFND 1 2 5,000,000 0 0
TSLA 1 1/2 06/01/18 NOTE 1.500% 6/0 88160RAA9 33,389 19,750,000 PRN   DFND 1 2 19,750,000 0 0
TSRO 3 10/01/21 NOTE 3.000%10/0 881569AA5 10,007 4,000,000 PRN   DFND 1 2 4,000,000 0 0
TTM TECHNOLOGIES INC COM COM 87305R109 3,775 501,366 SH   DFND 1 501,366 0 0
TTWO 1 07/01/2018 NOTE 1.000% 7/0 874054AD1 9,449 5,305,000 PRN   DFND 1 2 5,305,000 0 0
TUBEMOGUL INC COM 898570106 1,502 126,276 SH   DFND 1 126,276 0 0
TUESDAY MORNING CORP COM NEW COM NEW 899035505 2,149 306,151 SH   DFND 1 306,151 0 0
TUMI HOLDINGS INC COM 89969Q104 9,830 367,646 SH   DFND 1 367,646 0 0
TUNIU CORP-SPON ADR SPONSORED ADS CL 89977P106 102 12,192 SH   DFND 1 12,192 0 0
TUPPERWARE BRANDS CORP COM COM 899896104 23 417 SH   DFND 1 2 417 0 0
TUPPERWARE BRANDS CORP COM COM 899896104 17,384 308,890 SH   DFND 1 308,532 0 358
TURNING POINT BRANDS INC COM 90041L105 128 12,530 SH   DFND 1 12,530 0 0
TURTLE BEACH CORP COM 900450107 59 61,311 SH   DFND 1 61,311 0 0
TUTOR PERINI CORP COM COM 901109108 6,115 259,678 SH   DFND 1 259,678 0 0
TWENTY-FIRST CENTURY FOX CL A 90130A101 200 7,399 SH   DFND 1 2 7,399 0 0
TWENTY-FIRST CENTURY FOX CL A 90130A101 247,142 9,152,254 SH   DFND 1 9,091,458 0 60,796
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TWIN DISC INC COM COM 901476101 471 43,898 SH   DFND 1 43,898 0 0
TWITTER INC COM 90184L102 62,862 3,719,157 SH   DFND 1 3,717,063 0 2,094
TWO HARBORS INVESTMENT CORP COM 90187B101 21,293 2,487,602 SH   DFND 1 2,487,602 0 0
TWTR 0 1/4 09/15/19 NOTE 0.250% 9/1 90184LAB8 2,748 3,000,000 PRN   DFND 1 2 3,000,000 0 0
TYCO INTERNATIONAL PLC SHS G91442106 145,928 3,431,610 SH   DFND 1 3,417,242 0 14,368
TYLER TECHNOLOGIES INC COM COM 902252105 33,757 202,494 SH   DFND 1 202,494 0 0
TYSON FOODS INC CL A CL A 902494103 188,299 2,823,549 SH   DFND 1 2,813,449 0 10,100
TYSON FOODS INC CL A CL A 902494103 366 5,482 SH   DFND 1 2 5,482 0 0
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U S G CORP COM NEW COM NEW 903293405 15,349 569,326 SH   DFND 1 569,193 0 133
U S GEOTHERMAL INC COM 90338S102 437 534,133 SH   DFND 1 534,133 0 0
U S PHYSICAL THERAPY INC COM COM 90337L108 5,005 83,134 SH   DFND 1 83,134 0 0
U.S. GLOBAL INVESTORS INC-A CL A 902952100 76 45,139 SH   DFND 1 45,139 0 0
UBIQUITI NETWORKS INC COM 90347A100 7,680 198,680 SH   DFND 1 198,680 0 0
UBS GROUP AG SHS H42097107 470 36,272 SH   DFND 1 32,977 0 3,295
UCP INC CL A 90265Y106 355 44,273 SH   DFND 1 44,273 0 0
UDR INC COM 902653104 96,473 2,616,855 SH   DFND 1 2,609,210 0 7,645
UFP TECHNOLOGIES INC COM 902673102 839 37,244 SH   DFND 1 37,244 0 0
UGI CORP NEW COM COM 902681105 66,548 1,471,182 SH   DFND 1 1,471,092 0 90
UGI CORP NEW COM COM 902681105 82 1,822 SH   DFND 1 2 1,822 0 0
ULTA SALON COSMETICS & FRAGR COM 90384S303 135,853 558,487 SH   DFND 1 555,020 0 3,467
ULTIMATE SOFTWARE GROUP INC COM COM 90385D107 39,614 188,380 SH   DFND 1 188,368 0 12
ULTRA CLEAN HOLDINGS COM 90385V107 1,166 204,997 SH   DFND 1 204,997 0 0
ULTRAGENYX PHARMACEUTICAL INC COM 90400D108 25 515 SH   DFND 1 2 515 0 0
ULTRAGENYX PHARMACEUTICAL INC COM 90400D108 12,848 262,706 SH   DFND 1 262,706 0 0
ULTRALIFE CORP COM 903899102 326 65,180 SH   DFND 1 65,180 0 0
ULTRAPETROL BAHAMAS LTD COM P94398107 14 44,889 SH   DFND 1 44,889 0 0
ULTRATECH STEPPER INC COM COM 904034105 4,364 190,014 SH   DFND 1 190,014 0 0
UMB FINL CORP COM COM 902788108 16,712 314,087 SH   DFND 1 314,087 0 0
UMH PROPERTIES INC COM COM 903002103 1,622 144,195 SH   DFND 1 144,195 0 0
UMH PROPERTIES INC S-A 8 1/4 CV RED PFD-A 903002202 724 27,787 SH   DFND 1 27,787 0 0
UMPQUA HLDGS CORP COM COM 904214103 29,350 1,897,238 SH   DFND 1 1,895,477 0 1,761
UNDER ARMOUR INC - CLASS C CL C 904311206 53,392 1,469,415 SH   DFND 1 1,463,023 0 6,392
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UNIFI INC COM COM NEW 904677200 4,435 162,888 SH   DFND 1 162,888 0 0
UNIFIRST CORP MASS COM COM 904708104 16,444 142,110 SH   DFND 1 142,110 0 0
UNILEVER N V N Y SHS NEW N Y SHS NEW 904784709 927 19,757 SH   DFND 1 10,014 0 9,743
UNILEVER PLC SPON ADR NEW SPON ADR NEW 904767704 953 19,896 SH   DFND 1 6,708 0 13,188
UNILIFE CORP COM NEW 90478E301 290 88,262 SH   DFND 1 88,262 0 0
UNION BANKSHARES CORP COM 90539J109 8,104 327,984 SH   DFND 1 327,984 0 0
UNION BANKSHARES INC/VT COM 905400107 268 7,398 SH   DFND 1 7,398 0 0
UNION PAC CORP COM COM 907818108 640,570 7,353,842 SH   DFND 1 7,325,403 0 28,439
UNI-PIXEL INC COM NEW 904572203 306 208,168 SH   DFND 1 208,168 0 0
UNIQUE FABRICATING INC COM 90915J103 214 16,044 SH   DFND 1 16,044 0 0
UNISYS CORP COM COM NEW 909214306 2,310 317,311 SH   DFND 1 317,311 0 0
UNIT CORP COM COM 909218109 5,282 339,495 SH   DFND 1 339,495 0 0
UNITED BANCORP INC/OHIO COM 909911109 407 41,665 SH   DFND 1 41,665 0 0
UNITED BANKSHARES INC WEST COM COM 909907107 18,080 482,028 SH   DFND 1 480,903 0 1,125
UNITED CMNTY BKS BLAIRSVLE CAP STK COM 90984P303 8,612 470,862 SH   DFND 1 470,862 0 0
UNITED CMNTY FINL CORP OHIO COM COM 909839102 2,270 373,368 SH   DFND 1 373,368 0 0
UNITED CONTINENTAL HOLDINGS COM 910047109 111,624 2,724,010 SH   DFND 1 2,715,023 0 8,987
UNITED DEVELOPMENT FUNDING I COM 910187103 857 267,956 SH   DFND 1 267,956 0 0
UNITED FINANCIAL BANCORP INC/NEW COM 910304104 4,698 361,989 SH   DFND 1 361,989 0 0
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UNITED INSURANCE HOLDINGS CO COM 910710102 21 1,342 SH   DFND 1 2 1,342 0 0
UNITED MICROELECTRONICS-ADR SPON ADR NEW 910873405 25 12,866 SH   DFND 1 0 0 12,866
UNITED NAT FOODS INC COM COM 911163103 399 8,534 SH   DFND 1 2 8,534 0 0
UNITED NAT FOODS INC COM COM 911163103 22,365 477,892 SH   DFND 1 477,892 0 0
UNITED ONLINE INC COM COM NEW 911268209 1,530 139,134 SH   DFND 1 139,134 0 0
UNITED PARCEL SERVICE INC CL B CL B 911312106 598,079 5,562,054 SH   DFND 1 5,535,278 0 26,776
UNITED RENTALS INC COM COM 911363109 48,602 725,624 SH   DFND 1 722,688 0 2,936
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UNITED SECURITY BANCSHARES COM 911460103 78 12,275 SH   DFND 1 12,275 0 0
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UNITED STATES STL CORP NEW COM COM 912909108 15,560 922,921 SH   DFND 1 920,389 0 2,532
UNITED STATES STL CORP NEW COM COM 912909108 38 2,310 SH   DFND 1 2 2,310 0 0
UNITED TECHNOLOGIES CORP COM COM 913017109 153 1,500 SH   DFND 1 2 1,500 0 0
UNITED TECHNOLOGIES CORP COM COM 913017109 652,084 6,369,898 SH   DFND 1 6,338,317 0 31,581
UNITED THERAPEUTICS CORP DE COM COM 91307C102 886 8,371 SH   DFND 1 2 8,371 0 0
UNITED THERAPEUTICS CORP DE COM COM 91307C102 54,879 518,257 SH   DFND 1 518,035 0 222
UNITEDHEALTH GROUP INC COM COM 91324P102 1,075,130 7,627,871 SH   DFND 1 7,592,926 0 34,945
UNITIL CORP COM COM 913259107 6,586 154,369 SH   DFND 1 154,369 0 0
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UNIVERSAL DISPLAY CORP COM COM 91347P105 20,164 297,414 SH   DFND 1 297,414 0 0
UNIVERSAL ELECTRS INC COM COM 913483103 7,358 101,799 SH   DFND 1 101,799 0 0
UNIVERSAL FST PRODS INC COM COM 913543104 173 1,875 SH   DFND 1 2 1,875 0 0
UNIVERSAL FST PRODS INC COM COM 913543104 14,904 160,795 SH   DFND 1 160,795 0 0
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UNIVERSAL HLTH SVCS INC CL B CL B 913903100 101,702 759,692 SH   DFND 1 757,182 0 2,510
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UNIVERSAL LOGISTICS HOLDGINS INC COM 91388P105 923 71,592 SH   DFND 1 71,592 0 0
UNIVERSAL STAINLESS & ALLOY COM 913837100 361 33,202 SH   DFND 1 33,202 0 0
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UNUM GROUP COM 91529Y106 61,136 1,926,584 SH   DFND 1 1,918,651 0 7,933
UPLAND SOFTWARE INC COM 91544A109 202 26,535 SH   DFND 1 26,535 0 0
UQM TECHNOLOGIES INC COM COM 903213106 111 176,536 SH   DFND 1 176,536 0 0
URANIUM ENERGY CORP COM 916896103 434 494,453 SH   DFND 1 494,453 0 0
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URBAN OUTFITTERS INC COM COM 917047102 20,659 752,240 SH   DFND 1 750,150 0 2,090
URSTADT BIDDLE PPTYS INS CL A CL A 917286205 5,410 218,332 SH   DFND 1 218,332 0 0
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US AUTO PARTS NTWRK INC-REDH COM 90343C100 332 84,303 SH   DFND 1 84,303 0 0
US BANCORP DEL COM NEW COM NEW 902973304 247 6,145 SH   DFND 1 2 6,145 0 0
US BANCORP DEL COM NEW COM NEW 902973304 535,852 13,310,269 SH   DFND 1 13,255,898 0 54,371
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WMIH CORP COM 92936P100 1,841 829,424 SH   DFND 1 829,424 0 0
WNC 3 3/8 05/01/2018 NOTE 3.375% 5/0 929566AH0 1,246 1,000,000 PRN   DFND 1 2 1,000,000 0 0
WOLVERINE WORLD WIDE INC COM COM 978097103 13,775 677,920 SH   DFND 1 677,920 0 0
WOODWARD INC. COM 980745103 22,870 396,775 SH   DFND 1 396,775 0 0
WOORI BANK - ADR ADR 98105T104 253 10,214 SH   DFND 1 9,057 0 1,157
WORKDAY INC - CLASS A CL A 98138H101 75 1,008 SH   DFND 1 2 1,008 0 0
WORKDAY INC - CLASS A CL A 98138H101 53,114 711,653 SH   DFND 1 709,789 0 1,864
WORKHORSE GROUP INC COM NEW 98138J206 454 66,398 SH   DFND 1 66,398 0 0
WORKIVA INC COM CL A 98139A105 2,056 150,551 SH   DFND 1 150,551 0 0
WORLD ACCEP CORP DEL COM COM 981419104 146 3,206 SH   DFND 1 2 3,206 0 0
WORLD ACCEP CORP DEL COM COM 981419104 3,875 84,982 SH   DFND 1 84,982 0 0
WORLD FUEL SVCS CORP COM COM 981475106 588 12,392 SH   DFND 1 2 12,392 0 0
WORLD FUEL SVCS CORP COM COM 981475106 21,967 462,561 SH   DFND 1 462,553 0 8
WORLD WRESTLING ENTMT CL A 98156Q108 4,093 222,359 SH   DFND 1 222,359 0 0
WORTHINGTON INDS INC COM COM 981811102 7 179 SH   DFND 1 2 179 0 0
WORTHINGTON INDS INC COM COM 981811102 16,163 382,106 SH   DFND 1 382,106 0 0
WP GLIMCHER INC COM 92939N102 16,235 1,450,858 SH   DFND 1 1,450,402 0 456
WPP GROUP PLC AMERICAN DEPOSITARY SHARES ADR 92937A102 1,147 10,978 SH   DFND 1 8,774 0 2,204
WPX ENERGY INC COM 98212B103 211 22,708 SH   DFND 1 2 22,708 0 0
WPX ENERGY INC COM 98212B103 17,465 1,875,981 SH   DFND 1 1,872,760 0 3,221
WPX ENERGY INC 6 1/4 PFD SER A CV 98212B202 4,617 100,000 PRN   DFND 1 2 100,000 0 0
WRIGHT MEDICAL GROUP NV ORD SHS 0.03 PAR N96617118 12,520 720,794 SH   DFND 1 720,794 0 0
WSFS FINL CORP COM COM 929328102 8,617 267,706 SH   DFND 1 267,706 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 64,350 905,034 SH   DFND 1 901,823 0 3,211
WYNDHAM WORLDWIDE CORP COM 98310W108 7 107 SH   DFND 1 2 107 0 0
WYNN RESORTS LTD COM 983134107 61,873 683,803 SH   DFND 1 681,132 0 2,671
XACTLY CORP COM 98386L101 899 70,220 SH   DFND 1 70,220 0 0
XBIOTECH INC COM 98400H102 1,272 60,831 SH   DFND 1 60,831 0 0
XCEL ENERGY INC COM COM 98389B100 195,110 4,364,386 SH   DFND 1 4,348,154 0 16,232
XCERRA CORP COM 98400J108 2,081 361,967 SH   DFND 1 361,967 0 0
XCERRA CORP COM 98400J108 134 23,399 SH   DFND 1 2 23,399 0 0
XENCOR INC COM 98401F105 4,485 236,224 SH   DFND 1 236,224 0 0
XENIA HOTELS & RESORTS INC COM 984017103 15,515 924,643 SH   DFND 1 924,643 0 0
XENOPORT INC COM 98411C100 2,751 390,861 SH   DFND 1 390,861 0 0
XERIUM TECHNOLOGIES INC COM NEW 98416J118 371 58,265 SH   DFND 1 58,265 0 0
XEROX CORP COM COM 984121103 307 32,396 SH   DFND 1 2 32,396 0 0
XEROX CORP COM COM 984121103 91,966 9,704,224 SH   DFND 1 9,674,192 0 30,032
XG TECHNOLOGY INC COM NEW 98372A606 38 34,809 SH   DFND 1 34,809 0 0
XILINX INC COM COM 983919101 107,189 2,327,272 SH   DFND 1 2,311,131 0 16,141
XINYUAN REAL ESTATE CO LTD SPONS ADR 98417P105 61 12,605 SH   DFND 1 2 12,605 0 0
XL GROUP PLC SHS G98290102 76,059 2,287,473 SH   DFND 1 2,280,406 0 7,067
XLNX 2 5/8 06/15/17 NOTE 2.625% 6/1 983919AF8 10,943 6,800,000 PRN   DFND 1 2 6,800,000 0 0
XO GROUP INC COM 983772104 142 8,163 SH   DFND 1 2 8,163 0 0
XO GROUP INC COM 983772104 2,753 157,956 SH   DFND 1 157,956 0 0
XOMA CORP COM 98419J107 279 507,712 SH   DFND 1 507,712 0 0
XPLORE TECHNOLOGIES COM PAR $0.001 983950700 40 16,945 SH   DFND 1 16,945 0 0
XPO LOGISTICS INC COM 983793100 15,680 597,113 SH   DFND 1 597,113 0 0
XUNLEI LTD ADR SPONSORED ADR 98419E108 105 20,191 SH   DFND 1 2 20,191 0 0
XUNLEI LTD ADR SPONSORED ADR 98419E108 67 12,793 SH   DFND 1 12,793 0 0
XURA INC COM 98420V107 732 30,000 SH   DFND 1 2 30,000 0 0
XURA INC COM 98420V107 4,185 171,313 SH   DFND 1 171,313 0 0
XYLEM INC COM 98419M100 64,885 1,455,764 SH   DFND 1 1,451,112 0 4,652
YADKIN VALLEY FINANCIAL CORP COM 984305102 7,802 310,968 SH   DFND 1 310,968 0 0
YAHOO INC COM COM 984332106 2,741 73,000 SH   DFND 1 2 73,000 0 0
YAHOO INC COM COM 984332106 271,214 7,233,434 SH   DFND 1 7,178,568 0 54,866
YAMANA GOLD INC COMSTK 2219279 1,961 379,965 SH   DFND 1 370,959 0 9,006
YAMANA GOLD INC COMSTK 2219279 165 31,903 SH   DFND 1 2 31,903 0 0
YANDEX NV-A SHS CLASS A N97284108 104 4,783 SH   DFND 1 2 4,783 0 0
YANDEX NV-A SHS CLASS A N97284108 2,443 111,809 SH   DFND 1 111,809 0 0
YELP INC CL A 985817105 10,868 357,998 SH   DFND 1 357,915 0 83
YORK WATER CO COM 987184108 3,639 113,586 SH   DFND 1 113,586 0 0
YOU ON DEMAND HOLDINGS INC COM NEW 98741R207 25 15,827 SH   DFND 1 15,827 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 1,991 226,270 SH   DFND 1 225,495 0 775
YUM! BRANDS INC COM 988498101 255,332 3,085,103 SH   DFND 1 3,070,651 0 14,452
YUMA ENERGY INC COM 98872E108 30 106,091 SH   DFND 1 106,091 0 0
YUME INC COM 98872B104 226 61,521 SH   DFND 1 61,521 0 0
YY INC-ADR ADS REPCOM CLA 98426T106 1,320 39,109 SH   DFND 1 39,109 0 0
YY INC-ADR ADS REPCOM CLA 98426T106 728 21,497 SH   DFND 1 2 21,497 0 0
ZAFGEN INC COM 98885E103 834 139,390 SH   DFND 1 139,247 0 143
ZAGG INC COM 98884U108 1,041 198,329 SH   DFND 1 198,329 0 0
ZAIS FINANCIAL CORP COM 98886K108 407 29,731 SH   DFND 1 29,731 0 0
ZAYO GROUP HOLDINGS INC COM 98919V105 9,375 335,673 SH   DFND 1 335,652 0 21
ZEBRA TECHNOLOGIES CORP CL A CL A 989207105 17,078 340,886 SH   DFND 1 340,886 0 0
ZEBRA TECHNOLOGIES CORP CL A CL A 989207105 72 1,455 SH   DFND 1 2 1,455 0 0
ZEDGE INC CL B 98923T104 305 66,546 SH   DFND 1 66,546 0 0
ZELTIQ AESTHETICS INC COM 98933Q108 6,388 233,760 SH   DFND 1 233,760 0 0
ZENDESK INC COM 98936J101 97 3,685 SH   DFND 1 2 3,685 0 0
ZENDESK INC COM 98936J101 10,840 410,932 SH   DFND 1 410,932 0 0
ZHONE TECHNOLOGIES INC COM NEW 98950P884 128 107,910 SH   DFND 1 107,910 0 0
ZILLOW GROUP INC CL A 98954M101 12,230 333,719 SH   DFND 1 333,719 0 0
ZILLOW GROUP INC - C CL C CAP STK 98954M200 24,531 676,503 SH   DFND 1 675,802 0 701
ZIMMER BIOMET HOLDINGS INC COM 98956P102 193,139 1,607,257 SH   DFND 1 1,600,556 0 6,701
ZION OIL & GAS INC COM 989696109 199 143,483 SH   DFND 1 143,483 0 0
ZIONS BANCORPORATION *W EXP 05/22/202 989701115 1,836 850,000 SH   DFND 1 2 850,000 0 0
ZIONS BANCORPORATION COM COM 989701107 43,964 1,751,796 SH   DFND 1 1,746,922 0 4,874
ZIOPHARM ONCOLOGY INC COM 98973P101 4,931 898,258 SH   DFND 1 897,369 0 889
ZIX CORP COM COM 98974P100 47 12,782 SH   DFND 1 2 12,782 0 0
ZIX CORP COM COM 98974P100 1,617 431,219 SH   DFND 1 431,219 0 0
ZOE'S KITCHEN INC COM 98979J109 4,549 125,427 SH   DFND 1 125,427 0 0
ZOETIS INC CL A 98978V103 170,535 3,599,824 SH   DFND 1 3,585,758 0 14,066
ZOGENIX INC COM NEW 98978L204 1,251 155,405 SH   DFND 1 155,405 0 0
ZUMIEZ INC COM 989817101 2,093 146,265 SH   DFND 1 146,265 0 0
ZYNERBA PHARMACEUTICALS INC COM 98986X109 81 11,876 SH   DFND 1 11,876 0 0
ZYNGA INC CL A 98986T108 12,855 5,163,014 SH   DFND 1 5,163,014 0 0