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 1,272 174,794 SH   DFND 1 173,369 0 1,425
1ST SOURCE CORP COM COM 336901103 3,805 123,261 SH   DFND 1 123,261 0 0
21VIANET GROUP INC - ADR SPONSORED ADR 90138A103 396 18,740 SH   DFND 1 18,740 0 0
22ND CENTURY GROUP INC COM 90137F103 230 164,883 SH   DFND 1 164,883 0 0
2U INC COM 90214J101 6,195 221,417 SH   DFND 1 221,417 0 0
3-D SYS CORP DEL COM NEW COM NEW 88554D205 5,417 623,446 SH   DFND 1 623,033 0 413
3M CO COM 88579Y101 763,532 5,078,836 SH   DFND 1 5,069,722 0 9,114
51JOBS INC-ADR SP ADR REP COM 316827104 262 8,924 SH   DFND 1 8,924 0 0
58.COM INC-ADR SPON ADR REP A 31680Q104 740 11,438 SH   DFND 1 11,438 0 0
6D GLOBAL TECHNOLOGIES COM 83002F100 126 43,486 SH   DFND 1 43,486 0 0
8X8 INC NEW COM COM 282914100 27 2,417 SH   DFND 1 2 2,417 0 0
8X8 INC NEW COM COM 282914100 6,378 557,064 SH   DFND 1 557,064 0 0
A. H. BELO CORP COM CL A 001282102 550 110,062 SH   DFND 1 110,062 0 0
A10 NETWORKS INC COM 002121101 1,500 228,716 SH   DFND 1 228,716 0 0
A10 NETWORKS INC COM 002121101 62 9,483 SH   DFND 1 2 9,483 0 0
AAC HOLDINGS INC COM 000307108 895 47,009 SH   DFND 1 47,009 0 0
AAON INC COM PAR $0.004 COM PAR $0.004 000360206 7,061 304,105 SH   DFND 1 304,105 0 0
AAR CORP COM COM 000361105 5,915 225,028 SH   DFND 1 225,028 0 0
AARON'S INC COM PAR $0.50 002535300 52 2,365 SH   DFND 1 2 2,365 0 0
AARON'S INC COM PAR $0.50 002535300 8,705 388,816 SH   DFND 1 388,816 0 0
ABAXIS INC COM 002567105 34 617 SH   DFND 1 2 617 0 0
ABAXIS INC COM 002567105 7,916 142,171 SH   DFND 1 142,171 0 0
ABB LTD-ADR SPONSORED ADR 000375204 215 12,161 SH   DFND 1 1,510 0 10,651
ABBOTT LABS COM COM 002824100 550,908 12,291,670 SH   DFND 1 12,272,854 0 18,816
ABBVIE INC COM 00287Y109 765,913 12,956,191 SH   DFND 1 12,936,869 0 19,322
ABBVIE INC COM 00287Y109 75 1,271 SH   DFND 1 2 1,271 0 0
ABEONA THERAPEUTICS INC COM 00289Y107 202 60,414 SH   DFND 1 60,414 0 0
ABERCROMBIE & FITCH CO CL A CL A 002896207 11,284 417,937 SH   DFND 1 417,266 0 671
ABERDEEN ASIA PACIFIC INCOME COM 003009107 2,665 583,356 PRN   DFND 1 2 583,356 0 0
ABIOMED INC COM COM 003654100 24,999 276,915 SH   DFND 1 276,915 0 0
ABM INDS INC COM COM 000957100 9,911 348,134 SH   DFND 1 348,134 0 0
ABRAXAS PETE CORP COM COM 003830106 634 598,336 SH   DFND 1 598,336 0 0
ACACIA RESEARCH - ACACIA TEC ACACIA TCH COM 003881307 1,420 331,161 SH   DFND 1 331,161 0 0
ACADIA HEALTHCARE CO INC COM 00404A109 13 223 SH   DFND 1 2 223 0 0
ACADIA HEALTHCARE CO INC COM 00404A109 20,873 334,187 SH   DFND 1 334,166 0 21
ACADIA PHARMACEUTICALS INC COM COM 004225108 19,566 548,848 SH   DFND 1 548,518 0 330
ACADIA RLTY TR COM SH BEN INT COM SH BEN INT 004239109 19,149 577,663 SH   DFND 1 577,663 0 0
ACCELERON PHARMA INC COM 00434H108 10,348 212,225 SH   DFND 1 212,225 0 0
ACCENTURE LTD BERMUDA CL A SHS CLASS A G1151C101 534,815 5,128,193 SH   DFND 1 5,117,634 0 10,559
ACCENTURE LTD BERMUDA CL A SHS CLASS A G1151C101 230 2,209 SH   DFND 1 2 2,209 0 0
ACCESS NATIONAL CORP COM COM 004337101 860 42,049 SH   DFND 1 42,049 0 0
ACCLERATE DIAGNOSTICS INC COM 00430H102 3,813 177,470 SH   DFND 1 177,276 0 194
ACCO BRANDS CORP COM 00081T108 5,299 743,284 SH   DFND 1 743,284 0 0
ACCURAY INC COM 004397105 39 5,821 SH   DFND 1 2 5,821 0 0
ACCURAY INC COM 004397105 3,644 539,857 SH   DFND 1 539,857 0 0
ACCURIDE CORP COM NEW 00439T206 458 276,185 SH   DFND 1 276,185 0 0
ACE LTD ORD SHS H0023R105 295,426 2,533,632 SH   DFND 1 2,531,206 0 2,426
ACELRX PHARMACEUTICALS INC COM 00444T100 636 165,307 SH   DFND 1 165,307 0 0
ACETO CORP COM COM 004446100 5,142 190,620 SH   DFND 1 190,620 0 0
ACHAOGEN INC COM 004449104 265 46,241 SH   DFND 1 46,241 0 0
ACHILLION PHARMACTCLS COM 00448Q201 8,281 767,495 SH   DFND 1 767,495 0 0
ACI WORLDWIDE INC COM 004498101 16,777 783,981 SH   DFND 1 783,981 0 0
ACLARIS THERAPEUTICS INC COM 00461U105 985 36,567 SH   DFND 1 36,567 0 0
ACNB CORP COM 000868109 382 17,657 SH   DFND 1 17,657 0 0
ACORDA THERAPEUTICS INC COM 00484M106 13,475 314,997 SH   DFND 1 314,997 0 0
ACTINIUM PHARMACEUTICALS INC COM 00507W107 488 151,287 SH   DFND 1 151,287 0 0
ACTIVE POWER INC COM COM NEW 00504W308 97 75,199 SH   DFND 1 75,199 0 0
ACTIVISION BLIZZARD INC COM 00507V109 166,354 4,305,810 SH   DFND 1 4,296,054 0 9,756
ACTUA CORP COM 005094107 2,765 241,563 SH   DFND 1 241,563 0 0
ACTUANT CORP CL A NEW CL A NEW 00508X203 9,060 378,166 SH   DFND 1 378,166 0 0
ACTUANT CORP CL A NEW CL A NEW 00508X203 40 1,711 SH   DFND 1 2 1,711 0 0
ACUITY BRANDS INC COM COM 00508Y102 57 245 SH   DFND 1 2 245 0 0
ACUITY BRANDS INC COM COM 00508Y102 58,656 251,054 SH   DFND 1 250,825 0 229
ACURA PHARMACEUTICALS INC COM PAR $0.01 00509L802 53 21,045 SH   DFND 1 21,045 0 0
ACXIOM CORP COM COM 005125109 10,851 518,714 SH   DFND 1 518,714 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 2,119 74,835 SH   DFND 1 74,835 0 0
ADAMIS PHARMACEUTICALS INC COM COM NEW 00547W208 224 41,564 SH   DFND 1 41,564 0 0
ADAMS RESOURCES & ENERGY INC COM NEW 006351308 571 14,894 SH   DFND 1 14,894 0 0
ADCARE HEALTH SYSTEMS COM NEW 00650W300 100 40,556 SH   DFND 1 40,556 0 0
ADDUS HOMECARE CORP COM 006739106 1,039 44,649 SH   DFND 1 44,649 0 0
ADDVANTAGE TECHNOLOGIES GRP COM NEW 006743306 21 11,928 SH   DFND 1 11,928 0 0
ADEPTUS HEALTH INC CL A 006855100 3,463 63,518 SH   DFND 1 63,518 0 0
ADESTO TECHNOLOGIES CORP COM 00687D101 332 43,069 SH   DFND 1 43,069 0 0
ADOBE SYS INC COM COM 00724F101 372,173 3,970,115 SH   DFND 1 3,964,653 0 5,462
ADT CORP/THE COM 00101J106 50,766 1,542,069 SH   DFND 1 1,541,011 0 1,058
ADTRAN INC COM COM 00738A106 5,835 338,865 SH   DFND 1 338,865 0 0
ADURO BIOTECH INC COM 00739L101 2,220 78,925 SH   DFND 1 78,925 0 0
ADVANCED AUTO PARTS INC COM COM 00751Y106 85,522 569,427 SH   DFND 1 568,959 0 468
ADVANCED DRAINAGE SYSTEMS INC COM 00790R104 4,982 207,335 SH   DFND 1 207,335 0 0
ADVANCED ENERGY INDS COM COM 007973100 7,346 260,244 SH   DFND 1 260,244 0 0
ADVANCED MICRO DEVICES INC COM COM 007903107 12,062 4,203,119 SH   DFND 1 4,203,119 0 0
ADVANCED SEMICONDUCTOR E- ADR SPONSORED ADR 00756M404 119 21,046 SH   DFND 1 17,186 0 3,860
ADVAXIS INC COM NEW 007624208 1,825 181,452 SH   DFND 1 181,452 0 0
ADVISORY BRD CO COM COM 00762W107 13,594 274,034 SH   DFND 1 274,034 0 0
AECOM TECHNOLOGY CORP -REDH COM 00766T100 26,705 889,295 SH   DFND 1 889,007 0 288
AECOM TECHNOLOGY CORP -REDH COM 00766T100 11 372 SH   DFND 1 2 372 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 584 69,897 SH   DFND 1 2 69,897 0 0
AEGERION PHARMACEUTICALS INC COM 00767E102 1,765 174,838 SH   DFND 1 174,838 0 0
AEGERION PHARMACEUTICALS INC COM 00767E102 2 294 SH   DFND 1 2 294 0 0
AEGION CORP COM 00770F104 4,779 247,538 SH   DFND 1 247,538 0 0
AEHR TEST SYSTEMS COM COM 00760J108 22 12,126 SH   DFND 1 12,126 0 0
AEMITIS INC COM NEW 00770K202 183 63,185 SH   DFND 1 63,185 0 0
AEP INDS INC COM COM 001031103 55 719 SH   DFND 1 2 719 0 0
AEP INDS INC COM COM 001031103 4,227 54,802 SH   DFND 1 54,802 0 0
AERCAP HOLDINGS NV SHS N00985106 6,343 148,578 SH   DFND 1 148,530 0 48
AERCAP HOLDINGS NV SHS N00985106 746 17,303 SH   DFND 1 2 17,303 0 0
AERI PHARMACEUTICALS INC COM 00771V108 3,905 160,394 SH   DFND 1 160,394 0 0
AEROHIVE NETWORKS INC COM 007786106 572 112,083 SH   DFND 1 112,083 0 0
AEROHIVE NETWORKS INC COM 007786106 11 2,251 SH   DFND 1 2 2,251 0 0
AEROJET ROCKETDYNE HOLDINGS INC COM 007800105 6,791 433,670 SH   DFND 1 433,670 0 0
AEROPOSTALE COM COM 007865108 114 407,330 SH   DFND 1 407,330 0 0
AEROVIRONMENT INC COM 008073108 10 349 SH   DFND 1 2 349 0 0
AEROVIRONMENT INC COM 008073108 3,977 134,953 SH   DFND 1 134,953 0 0
AES CORP COM COM 00130H105 51,285 5,370,141 SH   DFND 1 5,364,065 0 6,076
AES CORP COM COM 00130H105 57 5,980 SH   DFND 1 2 5,980 0 0
AETHLON MEDICAL INC COM NEW 00808Y208 164 24,234 SH   DFND 1 24,234 0 0
AETNA INC NEW COM COM 00817Y108 148 1,378 SH   DFND 1 2 1,378 0 0
AETNA INC NEW COM COM 00817Y108 305,679 2,833,020 SH   DFND 1 2,828,539 0 4,481
AFFILIATED MANAGERS GROUP COM COM 008252108 115 722 SH   DFND 1 2 722 0 0
AFFILIATED MANAGERS GROUP COM COM 008252108 69,891 438,391 SH   DFND 1 438,336 0 55
AFFIMED NV COM N01045108 194 27,348 SH   DFND 1 27,348 0 0
AFFYMETRIX INC COM COM 00826T108 4 471 SH   DFND 1 2 471 0 0
AFFYMETRIX INC COM COM 00826T108 5,232 518,614 SH   DFND 1 518,614 0 0
AFLAC INC COM COM 001055102 206,892 3,461,070 SH   DFND 1 3,457,214 0 3,856
AFLAC INC COM COM 001055102 26 442 SH   DFND 1 2 442 0 0
AG MORTGAGE INVESTMENT TRUST COM 001228105 2,343 182,480 SH   DFND 1 174,315 0 8,165
AG MORTGAGE INVESTMENT TRUST COM 001228105 150 11,701 SH   DFND 1 2 11,701 0 0
AGCO CORP COM COM 001084102 20,404 449,847 SH   DFND 1 449,762 0 85
AGENGOA YIELD PLC ORD SHS G00349103 1,617 83,858 SH   DFND 1 83,858 0 0
AGENUS INC COM NEW 00847G705 2,061 454,119 SH   DFND 1 454,119 0 0
AGILE THERAPEUTICS INC COM 00847L100 573 58,803 SH   DFND 1 58,803 0 0
AGILENT TECHNOLOGIES INC COM COM 00846U101 513 12,286 SH   DFND 1 2 12,286 0 0
AGILENT TECHNOLOGIES INC COM COM 00846U101 123,297 2,954,474 SH   DFND 1 2,952,984 0 1,490
AGILYSYS INC COM 00847J105 1,124 112,526 SH   DFND 1 112,526 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 11,201 172,544 SH   DFND 1 171,768 0 776
AGL RES INC COM COM 001204106 62,274 977,935 SH   DFND 1 977,727 0 208
AGL RES INC COM COM 001204106 2,871 45,000 SH   DFND 1 2 45,000 0 0
AGNICO EAGLE MINES LTD COMSTK 2009823 2,475 95,052 SH   DFND 1 93,170 0 1,882
AGREE REALTY CORP COM 008492100 4,177 122,900 SH   DFND 1 122,900 0 0
AGRIUM INC COMSTK 2213538 3,771 42,731 SH   DFND 1 42,305 0 426
AGRIUM INC COM COM 008916108 356 3,991 SH   DFND 1 3,843 0 148
AGROFRESH SOLUTIONS INC COM 00856G109 887 140,148 SH   DFND 1 140,148 0 0
AIMMUNE THERAPEUTICS INC COM 00900T107 1,337 72,471 SH   DFND 1 72,471 0 0
AIR LEASE CORP CL A 00912X302 18,882 564,004 SH   DFND 1 564,004 0 0
AIR METHODS CORP COM PAR $.06 COM PAR $.06 009128307 10,137 241,781 SH   DFND 1 241,781 0 0
AIR PRODS & CHEMS INC COM COM 009158106 34 262 SH   DFND 1 2 262 0 0
AIR PRODS & CHEMS INC COM COM 009158106 190,576 1,468,002 SH   DFND 1 1,467,134 0 868
AIR TRANSPORT SERVICES GROUP INC COM 00922R105 4,042 401,021 SH   DFND 1 401,021 0 0
AIRCASTLE LTD COM G0129K104 30 1,483 SH   DFND 1 2 1,483 0 0
AIRCASTLE LTD COM G0129K104 7,896 378,015 SH   DFND 1 378,015 0 0
AIRGAS INC COM COM 009363102 72,133 522,574 SH   DFND 1 521,978 0 596
AIRMEDIA GROUP -ADS-REDH SPONSORED ADR 009411109 88 15,873 SH   DFND 1 15,873 0 0
AK STL HLDG CORP COM COM 001547108 2,364 1,055,587 SH   DFND 1 1,055,587 0 0
AKAMAI TECHNOLOGIES INC COM COM 00971T101 75,610 1,439,622 SH   DFND 1 1,439,622 0 0
AKAMAI TECHNOLOGIES INC COM COM 00971T101 67 1,286 SH   DFND 1 2 1,286 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 1,895 146,708 SH   DFND 1 146,708 0 0
AKER BIOSCIENCES INC COM 00973E102 14 12,000 SH   DFND 1 12,000 0 0
AKORN INC COM COM 009728106 18,717 501,688 SH   DFND 1 499,466 0 2,222
ALAMO GROUP INC COM COM 011311107 3,988 76,563 SH   DFND 1 76,563 0 0
ALARM.COM HOLDINGS INC COM 011642105 1,086 65,117 SH   DFND 1 65,117 0 0
ALASKA AIR GROUP INC COM COM 011659109 63,548 789,326 SH   DFND 1 788,268 0 1,058
ALASKA COMMUNICATIONS SYS G COM COM 01167P101 620 354,700 SH   DFND 1 354,700 0 0
ALBANY INTL CORP CL A CL A 012348108 6,843 187,237 SH   DFND 1 187,237 0 0
ALBANY MOLECULAR RESH INC COM COM 012423109 3,258 164,173 SH   DFND 1 164,173 0 0
ALBEMARLE CORP COM COM 012653101 37,377 667,793 SH   DFND 1 667,346 0 447
ALCATEL SPONSORED ADR SPONSORED ADR 013904305 81 21,304 SH   DFND 1 3,366 0 17,938
ALCOA INC COM COM 013817101 205 20,812 SH   DFND 1 2 20,812 0 0
ALCOA INC COM COM 013817101 103,013 10,459,017 SH   DFND 1 10,439,565 0 19,452
ALDER BIOPHARAMCEUTICALS INC COM 014339105 5,800 175,616 SH   DFND 1 175,616 0 0
ALDEYRA THERAPEUTICS INC COM 01438T106 152 22,558 SH   DFND 1 22,558 0 0
ALERE INC COM 01449J105 19,422 496,868 SH   DFND 1 496,841 0 27
ALEXANDER & BALDWIN INC COM 014491104 10,249 290,284 SH   DFND 1 290,284 0 0
ALEXANDER & BALDWIN INC COM 014491104 44 1,261 SH   DFND 1 2 1,261 0 0
ALEXANDERS INC COM COM 014752109 8,614 22,427 SH   DFND 1 22,427 0 0
ALEXANDRIA REAL ESTATE EQ I COM COM 015271109 48,933 541,544 SH   DFND 1 541,544 0 0
ALEXION PHARMACEUTICALS INC COM COM 015351109 339,959 1,785,961 SH   DFND 1 1,783,100 0 2,861
ALEXZA PHARMACEUTICALS, INC COM NEW 015384209 63 91,057 SH   DFND 1 91,057 0 0
ALIBABA GROUP HOLDING LTD SPONSORED ADS 01609W102 14,585 182,217 SH   DFND 1 182,217 0 0
ALICO INC COM COM 016230104 919 23,774 SH   DFND 1 23,774 0 0
ALIGN TECHNOLOGY INC COM COM 016255101 29,470 447,538 SH   DFND 1 446,707 0 831
ALIMERA SCIENCES INC COM 016259103 424 175,232 SH   DFND 1 175,232 0 0
ALKERMES INC COM SHS G01767105 72,473 913,599 SH   DFND 1 913,009 0 590
ALKERMES INC COM SHS G01767105 21 265 SH   DFND 1 2 265 0 0
ALLEGHANY CORP DEL COM COM 017175100 47,970 100,435 SH   DFND 1 100,420 0 15
ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 7,223 642,072 SH   DFND 1 640,230 0 1,842
ALLEGIANCE BANCSHARES INC COM 01748H107 681 28,814 SH   DFND 1 28,814 0 0
ALLEGIANT TRAVEL CO COM 01748X102 14,899 88,779 SH   DFND 1 88,779 0 0
ALLEGION PLC ORD SHS G0176J109 48,829 741,954 SH   DFND 1 741,895 0 59
ALLERGAN PLC SHS G0177J108 1,875 6,000 SH   DFND 1 2 6,000 0 0
ALLERGAN PLC SHS G0177J108 989,257 3,172,152 SH   DFND 1 3,168,137 0 4,015
ALLETE INC COM COM NEW 018522300 15,499 304,921 SH   DFND 1 304,921 0 0
ALLIANCE DATA SYSTEMS CORP COM COM 018581108 130,656 473,431 SH   DFND 1 472,743 0 688
ALLIANCE FIBER OPTIC PRODS COM COM NEW 018680306 1,450 95,658 SH   DFND 1 95,658 0 0
ALLIANCE HOLDINGS GP LP COM UNITS LP 01861G100 289 14,323 SH   DFND 1 2 14,323 0 0
ALLIANCE HOLDINGS GP LP COM UNITS LP 01861G100 450 22,335 SH   DFND 1 22,335 0 0
ALLIANCE IMAGING INC COM NEW COM PAR $0.01 018606301 1,379 150,220 SH   DFND 1 149,753 0 467
ALLIANCE ONE INTERNATIONAL INC COM NEW 018772301 101 8,815 SH   DFND 1 2 8,815 0 0
ALLIANCE ONE INTERNATIONAL INC COM NEW 018772301 486 42,426 SH   DFND 1 42,426 0 0
ALLIANCE RES PARTNER L P UT LTD PART UT LTD PART 01877R108 377 28,014 SH   DFND 1 28,014 0 0
ALLIANCE RES PARTNER L P UT LTD PART UT LTD PART 01877R108 413 30,646 SH   DFND 1 2 30,646 0 0
ALLIANT ENERGY CORP COM COM 018802108 41,115 658,813 SH   DFND 1 658,554 0 259
ALLIED MOTION TECHNOLOGIES COM 019330109 377 14,433 SH   DFND 1 2 14,433 0 0
ALLIED MOTION TECHNOLOGIES COM 019330109 1,200 45,843 SH   DFND 1 45,843 0 0
ALLIED WORLD ASSNC HDGS-REDH SHS H01531104 21,054 566,142 SH   DFND 1 566,142 0 0
ALLIQUA INC COM NEW 019621200 173 81,103 SH   DFND 1 81,103 0 0
ALLISON TRANSMISSION HOLDING COM 01973R101 34,539 1,334,088 SH   DFND 1 1,333,720 0 368
ALLISON TRANSMISSION HOLDING COM 01973R101 59 2,308 SH   DFND 1 2 2,308 0 0
ALLOT COMMUNICATIONS LTD SHS M0854Q105 93 16,151 SH   DFND 1 16,151 0 0
ALLOT COMMUNICATIONS LTD SHS M0854Q105 48 8,385 SH   DFND 1 2 8,385 0 0
ALLSCRIPTS HEALTHCARE SOLUT COM COM 01988P108 17,683 1,149,792 SH   DFND 1 1,149,685 0 107
ALLSTATE CORP COM COM 020002101 194,148 3,133,336 SH   DFND 1 3,129,380 0 3,956
ALLY FINANCIAL INC COM 02005N100 52,663 2,826,938 SH   DFND 1 2,817,702 0 9,236
ALLY FINANCIAL INC COM 02005N100 244 13,095 SH   DFND 1 2 13,095 0 0
ALMOST FAMILY INC COM 020409108 1,990 52,078 SH   DFND 1 52,078 0 0
ALNYLAM PHARMACEUTICALS INC COM COM 02043Q107 42,199 448,554 SH   DFND 1 447,270 0 1,284
ALON USA ENERGY INC COM 020520102 420 28,309 SH   DFND 1 2 28,309 0 0
ALON USA ENERGY INC COM 020520102 6,811 459,008 SH   DFND 1 458,064 0 944
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 1,111 120,957 SH   DFND 1 120,957 0 0
ALPHABET INC - CLASS C CAP STK CL C 02079K107 1,886,315 2,490,608 SH   DFND 1 2,487,949 0 2,659
ALPHABET INC CLASS A CAP STK CL A 02079K305 1,898,660 2,445,252 SH   DFND 1 2,441,005 0 4,247
ALPHATEC HOLDINGS INC -REDH COM 02081G102 91 306,529 SH   DFND 1 306,529 0 0
ALPINE GLOBAL PREMIER PROPRT COM SBI 02083A103 110 19,123 PRN   DFND 1 2 19,123 0 0
ALPINE TOTAL DYNAMIC DIVIDEND COM SH BEN INT N 021060207 1,181 153,896 PRN   DFND 1 2 153,896 0 0
ALR 3 05/15/2016 NOTE 3.000% 5/1 01449JAA3 14,145 13,750,000 PRN   DFND 1 2 13,750,000 0 0
ALTISOURCE PORTFOLIO SOLUTIONS REG SHS L0175J104 2,414 86,835 SH   DFND 1 86,835 0 0
ALTISOURCE PORTFOLIO SOLUTIONS REG SHS L0175J104 50 1,816 SH   DFND 1 2 1,816 0 0
ALTISOURCE RESIDENTIAL CORP - WI CL B 02153W100 4,341 349,825 SH   DFND 1 349,825 0 0
ALTRA HLDGS INC COM 02208R106 4,235 168,889 SH   DFND 1 168,889 0 0
ALTRIA GROUP INC COM 02209S103 47 813 SH   DFND 1 2 813 0 0
ALTRIA GROUP INC COM 02209S103 918,542 15,812,347 SH   DFND 1 15,788,111 0 24,236
AMAG PHARMACEUTICALS INC COM 00163U106 7,631 252,781 SH   DFND 1 252,781 0 0
AMAMARK HOLDINGS CORP COM 03852U106 40,934 1,270,203 SH   DFND 1 1,269,873 0 330
AMARIN CORP PLC SPONSORED ADR SPONS ADR NEW 023111206 150 79,810 SH   DFND 1 79,810 0 0
AMARIN CORP PLC SPONSORED ADR SPONS ADR NEW 023111206 20 10,839 SH   DFND 1 2 10,839 0 0
A-MARK PRECIOUS METALS INC COM 00181T107 351 18,285 SH   DFND 1 18,285 0 0
AMAYA INC COM 02314M108 616 48,975 SH   DFND 1 48,975 0 0
AMAZON COM INC COM COM 023135106 229 340 SH   DFND 1 2 340 0 0
AMAZON COM INC COM COM 023135106 2,164,048 3,208,201 SH   DFND 1 3,203,596 0 4,605
AMBAC FINL GROUP INC COM COM NEW 023139884 4,347 308,584 SH   DFND 1 308,584 0 0
AMBARELLA INC SHS G037AX101 2,330 41,817 SH   DFND 1 41,773 0 44
AMBER ROAD INC COM 02318Y108 268 52,744 SH   DFND 1 52,744 0 0
AMBEV SA - ADR SPONSORED ADR 02319V103 672 150,815 SH   DFND 1 150,815 0 0
AMBEV SA - ADR SPONSORED ADR 02319V103 51 11,435 SH   DFND 1 2 11,435 0 0
AMC ENTERTAINMENT HLDS CL A COM 00165C104 3,070 127,931 SH   DFND 1 127,931 0 0
AMC NETWORKS INC - A W/I CL A 00164V103 27,573 369,225 SH   DFND 1 368,684 0 541
AMDOCS LTD ORD SHS G02602103 62,331 1,142,233 SH   DFND 1 1,141,086 0 1,147
AMEDICA CORP COM 023435100 27 227,802 SH   DFND 1 227,802 0 0
AMEDISYS INC COM COM 023436108 7,699 195,824 SH   DFND 1 195,824 0 0
AMER FST TAX EX INVESTORS LP BEN UNIT CTF 02364V107 25 5,009 SH   DFND 1 2 5,009 0 0
AMER FST TAX EX INVESTORS LP BEN UNIT CTF 02364V107 107 21,219 SH   DFND 1 21,219 0 0
AMERCO COM COM 023586100 17,242 44,298 SH   DFND 1 44,285 0 13
AMEREN CORP COM COM 023608102 84,559 1,960,222 SH   DFND 1 1,958,960 0 1,262
AMERESCO INC - CL A CL A 02361E108 18 3,022 SH   DFND 1 2 3,022 0 0
AMERESCO INC - CL A CL A 02361E108 716 114,648 SH   DFND 1 114,648 0 0
AMERICAN AIRLINES GROUP INC COM 02376R102 209,282 4,950,376 SH   DFND 1 4,948,784 0 1,592
AMERICAN ASSETS TRUST INC COM 024013104 9,371 244,378 SH   DFND 1 244,378 0 0
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AMERICAN SCIENCE & ENGR INC COM COM 029429107 2,230 53,903 SH   DFND 1 53,453 0 450
AMERICAN SOFTWARE INC CL A CL A 029683109 1,650 162,149 SH   DFND 1 162,149 0 0
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AMES NATIONAL CORP COM 031001100 1,086 44,747 SH   DFND 1 44,747 0 0
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AMGEN INC COM COM 031162100 1,022,413 6,310,898 SH   DFND 1 6,301,061 0 9,837
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AMICUS THERAPEUTICS INC-REDH COM 03152W109 7,837 808,008 SH   DFND 1 808,008 0 0
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AMN HEALTHCARE SERVICES INC COM COM 001744101 9,316 300,062 SH   DFND 1 300,062 0 0
AMPCO-PITTSBURGH CORP COM COM 032037103 456 44,503 SH   DFND 1 44,503 0 0
AMPHASTAR PHARMACEUTICALS INC COM 03209R103 3,736 262,600 SH   DFND 1 262,600 0 0
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AMRI 2 1/4 11/15/18 NOTE 2.250%11/1 012423AB5 6,052 4,500,000 PRN   DFND 1 2 4,500,000 0 0
AMSURG CORP COM COM 03232P405 26,591 349,889 SH   DFND 1 349,889 0 0
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AMTECH SYS INC COM PAR $0.01N COM PAR $0.01N 032332504 386 61,778 SH   DFND 1 61,778 0 0
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ANACOR PHARMACEUTICALS COM 032420101 33,637 297,755 SH   DFND 1 297,473 0 282
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ANAVEX LIFE SCIENCES CORP COM NEW 032797300 679 121,977 SH   DFND 1 121,977 0 0
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ANDERSONS INC COM COM 034164103 5,535 174,998 SH   DFND 1 174,998 0 0
ANGIE'S LIST INC COM 034754101 2,676 286,305 SH   DFND 1 286,305 0 0
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ANI PHARMACEUTICALS INC COM 00182C103 2,377 52,678 SH   DFND 1 52,678 0 0
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ANW 4 11/01/2018 NOTE 4.000%11/0 Y0020QAA9 13,021 15,000,000 PRN   DFND 1 2 15,000,000 0 0
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AON PLC SHS CL A G0408V102 34 372 SH   DFND 1 2 372 0 0
AON PLC SHS CL A G0408V102 195,822 2,128,227 SH   DFND 1 2,127,704 0 523
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APC 7 1/2 UNIT 99/99/9999 032511404 3,395 100,000 PRN   DFND 1 2 100,000 0 0
API TECHNOLOGIES CORP COM NEW 00187E203 233 169,400 SH   DFND 1 169,400 0 0
APIGEE CORP COM 03765N108 413 51,443 SH   DFND 1 51,443 0 0
APOGEE ENTERPRISES INC COM COM 037598109 8,241 189,406 SH   DFND 1 189,406 0 0
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APPFOLIO INC - A COM CL A 03783C100 567 38,856 SH   DFND 1 38,856 0 0
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APPLE HOSPITALITY REIT INC COM NEW 03784Y200 24,379 1,220,786 SH   DFND 1 1,220,786 0 0
APPLIED DNA SCIENCES INC COM NEW 03815U201 272 84,126 SH   DFND 1 84,126 0 0
APPLIED GENETIC TECHNOLOGIES COM 03820J100 1,882 92,290 SH   DFND 1 92,290 0 0
APPLIED INDL TECHNOLOGIES I COM COM 03820C105 9,920 245,022 SH   DFND 1 245,022 0 0
APPLIED MATLS INC COM COM 038222105 184,300 9,890,669 SH   DFND 1 9,885,211 0 5,458
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ARAY 3 1/2 02/01/2018 NOTE 3.500% 2/0 004397AD7 12,211 9,000,000 PRN   DFND 1 2 9,000,000 0 0
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ARBUTUS BIOPHARMA CORP COM 03879J100 90 20,346 SH   DFND 1 20,346 0 0
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ARCBEST CORP COM 03937C105 5,645 263,953 SH   DFND 1 263,953 0 0
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ARCELORMITTAL-NY REGISTERED NY REGISTRY SH 03938L104 30 7,226 SH   DFND 1 2 7,226 0 0
ARCELORMITTAL-NY REGISTERED NY REGISTRY SH 03938L104 17 4,183 SH   DFND 1 2,255 0 1,928
ARCH CAPITAL GROUP LTD ORD G0450A105 60,709 870,857 SH   DFND 1 870,636 0 221
ARCH COAL INC COM COM NEW 039380308 101 102,382 SH   DFND 1 102,382 0 0
ARCHER DANIELS MIDLAND CO COM COM 039483102 181,526 4,958,979 SH   DFND 1 4,956,737 0 2,242
ARCHER DANIELS MIDLAND CO COM COM 039483102 86 2,345 SH   DFND 1 2 2,345 0 0
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ARCHROCK INC COM 03957W106 3,267 434,470 SH   DFND 1 434,470 0 0
ARCHROCK PARTNERS LP COM UNITS REPSTG 03957U100 271 22,052 SH   DFND 1 22,052 0 0
ARCTIC CAT INC COM COM 039670104 1,368 83,559 SH   DFND 1 83,559 0 0
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ARENA PHARMACEUTICALS INC COM COM 040047102 2,928 1,541,571 SH   DFND 1 1,541,571 0 0
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ARGAN INC COM 04010E109 6,207 191,582 SH   DFND 1 191,582 0 0
ARGAN INC COM 04010E109 773 23,869 SH   DFND 1 2 23,869 0 0
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ARGOS THERAPEUTICS INC COM 040221103 104 45,292 SH   DFND 1 45,292 0 0
ARI 5 1/2 03/15/19 NOTE 5.500% 3/1 03762UAA3 6,011 6,000,000 PRN   DFND 1 2 6,000,000 0 0
ARI NETWORK SVCS INC COM NEW COM NEW 001930205 311 69,276 SH   DFND 1 69,276 0 0
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ARISTA NETWORKS INC COM 040413106 15,999 205,540 SH   DFND 1 205,463 0 77
ARLINGTON ASSET INVESTMENT COR CL A NEW 041356205 122 9,259 SH   DFND 1 2 9,259 0 0
ARLINGTON ASSET INVESTMENT COR CL A NEW 041356205 1,772 133,991 SH   DFND 1 130,215 0 3,776
ARM HLDGS PLC SPONSORED ADR SPONSORED ADR 042068106 2,367 52,321 SH   DFND 1 47,276 0 5,045
ARMADA HOFFLER PROPERTIES INC COM 04208T108 1,597 152,474 SH   DFND 1 152,474 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 5,557 255,400 SH   DFND 1 253,014 0 2,386
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AROTECH CORP COM NEW 042682203 170 83,426 SH   DFND 1 83,426 0 0
ARQULE INC COM COM 04269E107 698 321,760 SH   DFND 1 321,760 0 0
ARRAY BIOPHARMA INC COM COM 04269X105 4,373 1,036,436 SH   DFND 1 1,036,436 0 0
ARRIS GROUP INC COM COM 04270V106 26,452 865,319 SH   DFND 1 864,335 0 984
ARROW ELECTRS INC COM COM 042735100 30,450 562,364 SH   DFND 1 562,147 0 217
ARROW FINL CORP COM COM 042744102 2,247 82,730 SH   DFND 1 82,730 0 0
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ARTISAN PARTNERS ASSET MGMT CL A 04316A108 7,965 220,886 SH   DFND 1 219,592 0 1,294
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ASCENT MEDIA CORP-A-W/I COM SER A 043632108 1,378 82,422 SH   DFND 1 82,422 0 0
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ASHFORD HOSPITALITY PRIME INC COM 044102101 2,987 206,028 SH   DFND 1 206,028 0 0
ASHFORD HOSPITALITY TRUS S-E 9 9% CUM PFD SER E 044103505 2,163 85,328 SH   DFND 1 85,328 0 0
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ASHFORD INC COM 044104107 359 6,743 SH   DFND 1 6,743 0 0
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ASML HLDG NV N Y SHS N Y REGISTRY SHS N07059210 2,065 23,273 SH   DFND 1 22,030 0 1,243
ASPEN AEROGELS INC COM 04523Y105 575 94,870 SH   DFND 1 94,870 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 25,992 538,154 SH   DFND 1 538,154 0 0
ASPEN TECHNOLOGY INC COM COM 045327103 208 5,510 SH   DFND 1 2 5,510 0 0
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ASTORIA FINL CORP COM COM 046265104 8,621 543,928 SH   DFND 1 543,928 0 0
ASTRAZENECA PLC SPONSORED ADR SPONSORED ADR 046353108 2,570 75,704 SH   DFND 1 55,191 0 20,513
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AT&T INC COM 00206R102 1,750,035 50,960,321 SH   DFND 1 50,887,660 0 72,661
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ATLAS AIR WORLDWIDE HLDG INC COM NEW 049164205 10,319 249,629 SH   DFND 1 249,629 0 0
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AVAGO TECHNOLOGIES LTD SHS Y0486S104 303,409 2,094,662 SH   DFND 1 2,090,761 0 3,901
AVALANCHE BIOTECHNOLOGIES INC COM 05337G107 892 93,730 SH   DFND 1 93,730 0 0
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BUILDERS FIRSTSOURCE INC COM 12008R107 4,810 434,203 SH   DFND 1 434,203 0 0
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BWX TECHNOLOGIES INC COM 05605H100 20,256 637,600 SH   DFND 1 637,533 0 67
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C D I CORP COM COM 125071100 550 81,458 SH   DFND 1 81,458 0 0
C H ROBINSON WORLDWIDE INC COM COM NEW 12541W209 73,848 1,193,085 SH   DFND 1 1,192,658 0 427
C V D EQUIPMENT CORP COM 126601103 407 40,414 SH   DFND 1 40,414 0 0
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CA INC COM 12673P105 83,266 2,920,797 SH   DFND 1 2,913,338 0 7,459
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CABLE ONE INC COM 12685J105 11,408 26,308 SH   DFND 1 26,227 0 81
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CABOT OIL & GAS CORP COM 127097103 57,071 3,232,929 SH   DFND 1 3,229,194 0 3,735
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CADENCE DESIGN SYSTEM INC COM COM 127387108 37,447 1,799,480 SH   DFND 1 1,796,206 0 3,274
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CAESARS ACQUISITION CO - CL A CL A 12768T103 635 93,375 SH   DFND 1 93,375 0 0
CAESARS ENTERTAINMENT COM 127686103 2,486 315,098 SH   DFND 1 315,098 0 0
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CALAMP CORP COM COM 128126109 4,698 235,748 SH   DFND 1 235,748 0 0
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CALIX INC COM 13100M509 2,004 254,707 SH   DFND 1 254,707 0 0
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CALPINE CORP COM NEW 131347304 28,202 1,950,296 SH   DFND 1 1,948,294 0 2,002
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CAMECO CORP COMSTK 2166160 1,482 121,641 SH   DFND 1 119,123 0 2,518
CAMERON INTERNATIONAL CORP COM COM 13342B105 97,406 1,544,379 SH   DFND 1 1,541,360 0 3,019
CAMPBELL SOUP CO COM COM 134429109 91,128 1,737,102 SH   DFND 1 1,734,695 0 2,407
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CANON INC ADR SPONSORED ADR 138006309 921 30,596 SH   DFND 1 24,752 0 5,844
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CAPITAL ONE FINL CORP COM COM 14040H105 322,086 4,471,153 SH   DFND 1 4,466,670 0 4,483
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CAPITAL SR LIVING CORP COM COM 140475104 3,768 180,638 SH   DFND 1 180,638 0 0
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CARMAX GROUP COM 143130102 85,365 1,585,096 SH   DFND 1 1,585,038 0 58
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CARNIVAL CORP PAIRED CTF 143658300 21 388 SH   DFND 1 2 388 0 0
CARNIVAL PLC-ADR ADR 14365C103 203 3,580 SH   DFND 1 807 0 2,773
CAROLINA FINANCIAL CORP COM 143873107 789 43,841 SH   DFND 1 43,841 0 0
CARPENTER TECHNOLOGY CORP COM COM 144285103 9,375 309,726 SH   DFND 1 309,726 0 0
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CATCHMARK TIMBER TRUST INC-A CL A 14912Y202 2,646 233,972 SH   DFND 1 233,972 0 0
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CATO CORP NEW CL A CL A 149205106 7,158 194,426 SH   DFND 1 194,426 0 0
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CELATOR PHARMACEUTICALS, INC COM 15089R102 117 67,015 SH   DFND 1 67,015 0 0
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CHENIERE ENERGY INC COM COM NEW 16411R208 51,447 1,382,007 SH   DFND 1 1,380,105 0 1,902
CHEROKEE INC DEL NEW COM COM 16444H102 1,186 68,790 SH   DFND 1 68,790 0 0
CHERRY HILL MORTGAGE INVESTMENT COM 164651101 533 41,049 SH   DFND 1 41,049 0 0
CHESAPEAKE ENERGY CORP COM COM 165167107 397 88,350 SH   DFND 1 2 88,350 0 0
CHESAPEAKE ENERGY CORP COM COM 165167107 19,331 4,304,876 SH   DFND 1 4,291,656 0 13,220
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CHESAPEAKE LODGING TRUST SH BEN INT 165240102 36 1,445 SH   DFND 1 2 1,445 0 0
CHESAPEAKE UTILS CORP COM COM 165303108 5,407 95,287 SH   DFND 1 95,287 0 0
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CHEVRON CORP COM COM 166764100 1,381,071 15,383,288 SH   DFND 1 15,364,116 0 19,172
CHIASMA INC COM 16706W102 913 46,655 SH   DFND 1 46,655 0 0
CHICAGO BRIDGE & IRON CO N N Y REGISTRY SH COM 167250109 57 1,475 SH   DFND 1 2 1,475 0 0
CHICAGO BRIDGE & IRON CO N N Y REGISTRY SH COM 167250109 22,114 567,564 SH   DFND 1 566,921 0 643
CHICOPEE BANCORP INC COM 168565109 300 17,344 SH   DFND 1 17,344 0 0
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CHILDRENS PL RETAIL STORES COM COM 168905107 7,357 133,295 SH   DFND 1 133,295 0 0
CHIMERA INVESTMENT CORP-REDH COM NEW 16934Q208 25,611 1,877,641 SH   DFND 1 1,872,368 0 5,273
CHIMERIX INC COM 16934W106 2,535 283,330 SH   DFND 1 283,330 0 0
CHINA AUTOMOTIVE SYSTEMS INC COM 16936R105 65 14,356 SH   DFND 1 14,356 0 0
CHINA BIOLOGIC PRODUCTS INC COM 16938C106 1,349 9,476 SH   DFND 1 9,476 0 0
CHINA BIOLOGIC PRODUCTS INC COM 16938C106 12 86 SH   DFND 1 2 86 0 0
CHINA DIGITAL TV HOLDING-ADR SPONSORED ADR 16938G107 75 43,589 SH   DFND 1 2 43,589 0 0
CHINA FIN ONLINE-ADR-REDH SPONSORED ADR 169379104 39 6,437 SH   DFND 1 2 6,437 0 0
CHINA FIN ONLINE-ADR-REDH SPONSORED ADR 169379104 65 10,529 SH   DFND 1 10,529 0 0
CHINA HGS REAL ESTATE INC COM 16948W100 25 15,274 SH   DFND 1 15,274 0 0
CHINA INFORMATION TECHNOLOGY I COM G21174100 20 12,140 SH   DFND 1 12,140 0 0
CHINA LODGING GROUP-SPON ADS SPONSORED ADR 16949N109 372 11,914 SH   DFND 1 2 11,914 0 0
CHINA LODGING GROUP-SPON ADS SPONSORED ADR 16949N109 409 13,107 SH   DFND 1 11,185 0 1,922
CHINA MOBILE HONG KONG LTD SPONSORED ADR SPONSORED ADR 16941M109 250 4,444 SH   DFND 1 2 4,444 0 0
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DHT 4 1/2 10/01/19 DEBT 4.500%10/0 23335SAB2 9,004 7,500,000 PRN   DFND 1 2 7,500,000 0 0
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EHEALTH INC COM 28238P109 1,225 122,833 SH   DFND 1 122,833 0 0
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EL PASO ELEC CO COM NEW COM NEW 283677854 10,118 262,824 SH   DFND 1 262,824 0 0
EL POLLO LOCO HOLDINGS INC COM 268603107 1,676 132,751 SH   DFND 1 132,751 0 0
ELBIT SYSTEMS LTD ORD M3760D101 1,388 15,724 SH   DFND 1 15,724 0 0
ELDORADO GOLD CORP NEW COMSTK 2307873 684 233,460 SH   DFND 1 228,902 0 4,558
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EMAGIN CORP COM COM NEW 29076N206 91 65,621 SH   DFND 1 65,621 0 0
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EMCOR GROUP INC COM COM 29084Q100 19,110 397,811 SH   DFND 1 397,811 0 0
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EMERSON ELEC CO COM COM 291011104 252,641 5,292,949 SH   DFND 1 5,284,086 0 8,863
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EMPLOYERS HOLDINGS INC COM 292218104 6,493 237,850 SH   DFND 1 237,850 0 0
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ENERGEN CORP COM COM 29265N108 19,356 472,558 SH   DFND 1 471,999 0 559
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ENERGY RECOVERY INC-REDH COM 29270J100 1,734 245,316 SH   DFND 1 245,316 0 0
ENERGY XXI (BERMUDA) USD UNRS SHS G10082140 637 631,675 SH   DFND 1 631,675 0 0
ENERNOC INC -REDH COM 292764107 649 168,796 SH   DFND 1 168,796 0 0
ENERNOC INC -REDH COM 292764107 10 2,640 SH   DFND 1 2 2,640 0 0
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ENGILITY HOLDINGS INC COM 29286C107 3,668 112,950 SH   DFND 1 112,950 0 0
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ENI S P A SPONSORED ADR SPONSORED ADR 26874R108 461 15,498 SH   DFND 1 5,857 0 9,641
ENNIS BUSINESS FORMS INC COM COM 293389102 746 38,761 SH   DFND 1 2 38,761 0 0
ENNIS BUSINESS FORMS INC COM COM 293389102 3,695 191,950 SH   DFND 1 189,187 0 2,763
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ENOVA INTERNATIONAL COM 29357K103 2,043 309,218 SH   DFND 1 309,218 0 0
ENOVA INTERNATIONAL COM 29357K103 84 12,794 SH   DFND 1 2 12,794 0 0
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ENSERVCO CORP COM 29358Y102 41 77,749 SH   DFND 1 77,749 0 0
ENSIGN GROUP INC-REDH COM 29358P101 19 881 SH   DFND 1 2 881 0 0
ENSIGN GROUP INC-REDH COM 29358P101 7,107 314,083 SH   DFND 1 314,083 0 0
ENSTAR GROUP LTD SHS G3075P101 11,410 76,048 SH   DFND 1 76,048 0 0
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ENTEGRIS INC COM COM 29362U104 12,159 916,310 SH   DFND 1 916,310 0 0
ENTELLUS MEDICAL INC COM 29363K105 648 38,488 SH   DFND 1 38,488 0 0
ENTERCOM COMMUNICATIONS COR CL A CL A 293639100 1,481 131,913 SH   DFND 1 131,913 0 0
ENTERGY CORP NEW COM COM 29364G103 112,033 1,641,806 SH   DFND 1 1,635,387 0 6,419
ENTEROMEDICS INC-REDH COM NEW 29365M208 51 392,697 SH   DFND 1 392,697 0 0
ENTERPRISE BANCORP INC/MA COM 293668109 757 33,157 SH   DFND 1 33,157 0 0
ENTERPRISE FINANCIAL SERVICE COM 293712105 3,523 124,297 SH   DFND 1 124,297 0 0
ENTERTAINMENT GAMING ASIA INC COM PAR $0.001 29383V305 23 12,537 SH   DFND 1 12,537 0 0
ENTRAVISION COMMUNICATIONS CL A CL A 29382R107 2,867 371,957 SH   DFND 1 371,957 0 0
ENVESTNET INC COM 29404K106 6,781 227,175 SH   DFND 1 227,175 0 0
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ENZO BIOCHEM INC COM COM 294100102 789 175,536 SH   DFND 1 175,536 0 0
ENZON PHARMACEUTICALS INC COM 293904108 135 198,099 SH   DFND 1 198,099 0 0
EOG RES INC COM COM 26875P101 301,038 4,261,663 SH   DFND 1 4,259,076 0 2,587
EOG RES INC COM COM 26875P101 26 370 SH   DFND 1 2 370 0 0
EP ENERGY CORP-CL A CL A 268785102 961 219,470 SH   DFND 1 219,258 0 212
EPAM SYSTEMS INC COM 29414B104 21,275 270,613 SH   DFND 1 270,613 0 0
EPIQ SYS INC COM COM 26882D109 2,812 215,163 SH   DFND 1 215,163 0 0
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EQT CORP COM 26884L109 63,280 1,216,475 SH   DFND 1 1,215,137 0 1,338
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EQUIFAX INC COM COM 294429105 325 2,922 SH   DFND 1 2 2,922 0 0
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EQUITY COMMONWEALTH REIT COM SH BEN INT 294628102 26,465 954,409 SH   DFND 1 954,391 0 18
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EQUITY LIFESTYLE PROPERTIES INC COM 29472R108 44,497 667,423 SH   DFND 1 667,372 0 51
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ERA GROUP INC COM 26885G109 1,399 125,515 SH   DFND 1 125,515 0 0
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ERICKSON INC COM 29482P100 75 36,672 SH   DFND 1 36,672 0 0
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ERIE INDTY CO CL A CL A 29530P102 15,953 166,809 SH   DFND 1 166,239 0 570
ERIN ENERGY CORP COM 295625107 36 11,499 SH   DFND 1 11,499 0 0
EROS INTERNATIONAL PLC SHS NEW G3788M114 253 27,701 SH   DFND 1 27,422 0 279
ESCALADE INC COM COM 296056104 767 57,917 SH   DFND 1 57,917 0 0
ESCO TECHNOLOGIES INC COM COM 296315104 5,973 165,278 SH   DFND 1 165,278 0 0
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ESSENDANT INC COM 296689102 8,113 249,560 SH   DFND 1 249,560 0 0
ESSENT GROUP LTD COM G3198U102 9,938 454,020 SH   DFND 1 454,020 0 0
ESSEX PPTY TR INC COM COM 297178105 152,941 639,909 SH   DFND 1 639,218 0 691
ESTERLINE TECHNOLOGIES CORP COM COM 297425100 15,128 186,773 SH   DFND 1 186,773 0 0
ETHAN ALLEN INTERIORS INC COM COM 297602104 4,431 159,302 SH   DFND 1 159,302 0 0
ETSY INC COM 29786A106 1,350 163,514 SH   DFND 1 163,514 0 0
EURONET WORLDWIDE INC COM COM 298736109 24,077 332,425 SH   DFND 1 332,425 0 0
EV ENERGY PARTNERS LP -REDH COM UNITS 26926V107 43 15,552 SH   DFND 1 15,552 0 0
EVERBANK FINANCIAL CORP COM 29977G102 9,070 567,590 SH   DFND 1 567,590 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 85 1,585 SH   DFND 1 2 1,585 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 12,431 229,908 SH   DFND 1 229,908 0 0
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EVERGREEN GLOBAL DIV OPPRTNY COM 94987C103 500 84,579 PRN   DFND 1 2 84,579 0 0
EVERI HOLDINGS INC COM 30034T103 1,757 400,355 SH   DFND 1 400,355 0 0
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EXTENDED STAY AMERICA UNIT 99/99/9999B 30224P200 6,476 407,331 SH   DFND 1 407,306 0 25
EXTENDED STAY AMERICA UNIT 99/99/9999B 30224P200 42 2,700 SH   DFND 1 2 2,700 0 0
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EXXON MOBIL CORP COM COM 30231G102 2,682,408 34,480,978 SH   DFND 1 34,435,020 0 45,958
EZCHIP SEMICONDUCTOR LTD ORD M4146Y108 266 10,798 SH   DFND 1 10,798 0 0
EZCORP INC-CL A CL A NON VTG 302301106 311 62,525 SH   DFND 1 2 62,525 0 0
EZCORP INC-CL A CL A NON VTG 302301106 1,660 332,799 SH   DFND 1 332,799 0 0
F M C CORP COM NEW COM NEW 302491303 40,752 1,043,659 SH   DFND 1 1,041,284 0 2,375
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FACEBOOK INC -A CL A 30303M102 1,955,349 18,720,027 SH   DFND 1 18,695,466 0 24,561
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FAIRMOUNT SANTROL HOLDINGS INC COM 30555Q108 911 387,972 SH   DFND 1 387,972 0 0
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FALCONSTOR SOFTWARE INC COM COM 306137100 280 149,292 SH   DFND 1 149,292 0 0
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FASTENAL CO COM COM 311900104 97,713 2,398,476 SH   DFND 1 2,395,445 0 3,031
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FCB FINANCIAL HOLDINGS-CL A CL A 30255G103 2,887 80,673 SH   DFND 1 80,673 0 0
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FEDERAL SIGNAL CORP COM COM 313855108 6,955 438,843 SH   DFND 1 438,843 0 0
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FIAT CHRYSLER AUTOMOBILES NV SHS N31738102 140 10,073 SH   DFND 1 2 10,073 0 0
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FIESTA RESTAURANT GROUP - W/I COM 31660B101 5,882 175,078 SH   DFND 1 175,078 0 0
FIFTH STREET ASSET MANAGEMENT CL A COM 31679P109 42 13,014 SH   DFND 1 11,956 0 1,058
FIFTH THIRD BANCORP COM COM 316773100 139,162 6,936,661 SH   DFND 1 6,928,202 0 8,459
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FINANCIAL INSTNS INC COM COM 317585404 2,399 85,709 SH   DFND 1 85,709 0 0
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FINISH LINE INC CL A CL A 317923100 5,317 294,086 SH   DFND 1 294,086 0 0
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FIRST CMNTY BANCSHARES INC COM COM 31983A103 1,920 103,112 SH   DFND 1 103,112 0 0
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FIRST CONNECTICUT BANCORP COM 319850103 1,521 87,377 SH   DFND 1 87,377 0 0
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FIRST INTERNET BANCORP COM 320557101 11 397 SH   DFND 1 2 397 0 0
FIRST INTERNET BANCORP COM 320557101 597 20,835 SH   DFND 1 20,835 0 0
FIRST INTERSTATE BANCSYSTEM, INC. COM CL A 32055Y201 6,085 209,355 SH   DFND 1 209,355 0 0
FIRST LONG IS CORP COM COM 320734106 2,332 77,743 SH   DFND 1 77,743 0 0
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FIRST MERCHANTS CORP COM COM 320817109 7,757 305,154 SH   DFND 1 305,154 0 0
FIRST MERCHANTS CORP COM COMSTK 320817109 7,645 300,744 SH   DFND 1 300,744 0 0
FIRST MIDWEST BANCORP DEL COM COM 320867104 11,499 623,930 SH   DFND 1 623,930 0 0
FIRST NBC BANK HLDG CO COM 32115D106 4,035 107,937 SH   DFND 1 107,937 0 0
FIRST NIAGARA FINL GROUP IN COM COM 33582V108 24,799 2,285,683 SH   DFND 1 2,285,683 0 0
FIRST POTOMAC REALTY TRUST COM 33610F109 5,289 463,997 SH   DFND 1 463,997 0 0
FIRST REPUBLIC BANK/SAN FRAN COM 33616C100 55,408 839,309 SH   DFND 1 839,017 0 292
FIRST SOLAR INC COM 336433107 44,173 670,346 SH   DFND 1 670,226 0 120
FIRST SOUTH BANCORP INC VA COM COM 33646W100 353 41,328 SH   DFND 1 41,328 0 0
FIRST UTD CORP COM COM 33741H107 210 18,113 SH   DFND 1 18,113 0 0
FIRSTENERGY CORP COM COM 337932107 63 1,997 SH   DFND 1 2 1,997 0 0
FIRSTENERGY CORP COM COM 337932107 110,296 3,483,067 SH   DFND 1 3,475,413 0 7,654
FIRSTMERIT CORP COM COM 337915102 20,517 1,100,137 SH   DFND 1 1,100,137 0 0
FISERV INC COM COM 337738108 181,188 1,984,871 SH   DFND 1 1,983,740 0 1,131
FITBIT INC - A CL A 33812L102 8,743 295,483 SH   DFND 1 295,440 0 43
FIVE BELOW, INC COM 33829M101 11,216 349,410 SH   DFND 1 349,410 0 0
FIVE OAKS INVESTMENT CORP COM 33830W106 365 66,937 SH   DFND 1 66,937 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 7,616 183,539 SH   DFND 1 183,539 0 0
FIVE STAR QUALITY CARE INC COM COM 33832D106 796 250,464 SH   DFND 1 250,464 0 0
FIVE9 INC COM 338307101 1,513 173,921 SH   DFND 1 173,921 0 0
FIVE9 INC COM 338307101 80 9,250 SH   DFND 1 2 9,250 0 0
FLAGSTAR BANCORP INC COM COM PAR .001 337930705 3,960 171,380 SH   DFND 1 171,380 0 0
FLAMEL TECHNOLOGIES-SP ADR SPONSORED ADR 338488109 183 14,996 SH   DFND 1 14,996 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 62,625 438,457 SH   DFND 1 437,998 0 459
FLEETMATICS GROUP COM G35569105 2,112 41,590 SH   DFND 1 41,590 0 0
FLEETMATICS GROUP COM G35569105 256 5,058 SH   DFND 1 2 5,058 0 0
FLEX PHARMA INC COM 33938A105 807 64,842 SH   DFND 1 64,842 0 0
FLEXION THERAPEUTICS IN COM 33938J106 1,405 72,962 SH   DFND 1 72,962 0 0
FLEXSTEEL INDS INC COM COM 339382103 4,597 104,063 SH   DFND 1 104,063 0 0
FLEXTRONICS INTL LTD ORD ORD Y2573F102 2,354 212,413 SH   DFND 1 211,373 0 1,040
FLIR SYS INC COM COM 302445101 31,964 1,141,080 SH   DFND 1 1,140,894 0 186
FLOTEK INDUSTRIES INC COM 343389102 3,678 321,582 SH   DFND 1 321,582 0 0
FLOWERS FOODS INC COM COM 343498101 29 1,356 SH   DFND 1 2 1,356 0 0
FLOWERS FOODS INC COM COM 343498101 22,687 1,055,704 SH   DFND 1 1,051,968 0 3,736
FLOWSERVE CORP COM COM 34354P105 44,495 1,059,595 SH   DFND 1 1,056,423 0 3,172
FLUIDIGM CORP COM 34385P108 36 3,350 SH   DFND 1 2 3,350 0 0
FLUIDIGM CORP COM 34385P108 1,954 180,805 SH   DFND 1 180,805 0 0
FLUOR CORP NEW COM COM 343412102 54,140 1,148,873 SH   DFND 1 1,147,967 0 906
FLUSHING FINL CORP COM COM 343873105 4,674 216,019 SH   DFND 1 216,019 0 0
FMC TECHNOLOGIES INC COM COM 30249U101 59,409 2,051,715 SH   DFND 1 2,050,673 0 1,042
FMC TECHNOLOGIES INC COM COM 30249U101 74 2,558 SH   DFND 1 2 2,558 0 0
FNB CORP PA COM COM 302520101 14,012 1,050,394 SH   DFND 1 1,046,353 0 4,041
FNF GROUP FNF GROUP COM 31620R303 58,123 1,677,478 SH   DFND 1 1,676,982 0 496
FNFV GROUP FNFV GROUP COM 31620R402 5,847 520,720 SH   DFND 1 520,720 0 0
FOAMIX PHARMACEUTICALS LTD SHS M46135105 273 33,669 SH   DFND 1 33,669 0 0
FOGO DE CHAO INC COM 344177100 527 34,794 SH   DFND 1 34,794 0 0
FONAR CORP COM COM NEW 344437405 56 3,301 SH   DFND 1 2 3,301 0 0
FONAR CORP COM COM NEW 344437405 599 34,741 SH   DFND 1 34,741 0 0
FOOT LOCKER INC COM COM 344849104 59,367 912,628 SH   DFND 1 911,980 0 648
FORBES ENERGY SERVICES LTD COM 345143101 10 35,408 SH   DFND 1 35,408 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 458,872 32,631,258 SH   DFND 1 32,575,644 0 55,614
FORD MTR CO DEL COM PAR $0.01 345370860 3 234 SH   DFND 1 2 234 0 0
FORESTAR REAL ESTATE GRP-W/I COM 346233109 2,245 205,238 SH   DFND 1 205,238 0 0
FORMFACTOR INC COM 346375108 3,383 375,975 SH   DFND 1 375,975 0 0
FORRESTER RESH INC COM COM 346563109 2,289 80,386 SH   DFND 1 80,386 0 0
FORTINET INC. COM 34959E109 27,731 890,287 SH   DFND 1 888,401 0 1,886
FORTINET INC. COM 34959E109 33 1,089 SH   DFND 1 2 1,089 0 0
FORTRESS BIOTECH INC COM 34960Q109 643 230,495 SH   DFND 1 230,495 0 0
FORTRESS INVESTMENT GRP-REDH CL A 34958B106 105 20,707 SH   DFND 1 2 20,707 0 0
FORTUNE BRANDS HOME & SECURITY INC COM 34964C106 51,810 934,149 SH   DFND 1 932,811 0 1,338
FORUM ENERGY TECHNOLOGIES INC COM 34984V100 4,726 379,369 SH   DFND 1 379,369 0 0
FORUM ENERGY TECHNOLOGIES INC COM 34984V100 55 4,440 SH   DFND 1 2 4,440 0 0
FORWARD AIR CORP COM COM 349853101 8,539 198,541 SH   DFND 1 198,541 0 0
FORWARD INDUSTRIES INC-N Y COM NEW 349862300 27 18,823 SH   DFND 1 18,823 0 0
FOSSIL GROUP INC COM 34988V106 16,624 455,247 SH   DFND 1 455,230 0 17
FOSTER L B CO COM COM 350060109 872 63,876 SH   DFND 1 63,876 0 0
FOSTER L B CO COM COM 350060109 140 10,304 SH   DFND 1 2 10,304 0 0
FOUNDATION MEDICINE INC COM 350465100 2,056 97,652 SH   DFND 1 97,652 0 0
FOUR CORNERS PROPERTY TRUST INC COM 35086T109 5,303 219,522 SH   DFND 1 218,670 0 852
FOUR CORNERS PROPERTY TRUST INC COM 35086T109 33 1,383 SH   DFND 1 2 1,383 0 0
FOX CHASE BANCORP INC COM 35137T108 1,379 67,971 SH   DFND 1 67,971 0 0
FOX FACTORY HOLDING CORP COM 35138V102 2,248 136,043 SH   DFND 1 136,043 0 0
FRANCE TELECOM SPONSORED ADR SPONSORED ADR 684060106 357 21,520 SH   DFND 1 1,207 0 20,313
FRANCESCAS HOLDINGS CORP COM 351793104 4,693 269,574 SH   DFND 1 269,574 0 0
FRANKLIN COVEY CO COM COM 353469109 1,308 78,193 SH   DFND 1 78,193 0 0
FRANKLIN ELEC INC COM COM 353514102 7,327 271,085 SH   DFND 1 271,085 0 0
FRANKLIN FINANCIAL NETWORK COM 35352P104 598 19,063 SH   DFND 1 19,063 0 0
FRANKLIN RES INC COM COM 354613101 121,304 3,300,902 SH   DFND 1 3,292,419 0 8,483
FRANKLIN RES INC COM COM 354613101 173 4,709 SH   DFND 1 2 4,709 0 0
FRANKLIN STREET PROPERTIES C COM 35471R106 7,714 745,361 SH   DFND 1 745,361 0 0
FRANKS INTERNATIONAL NV COM N33462107 46 2,809 SH   DFND 1 2 2,809 0 0
FRANKS INTERNATIONAL NV COM N33462107 3,739 224,056 SH   DFND 1 223,295 0 761
FREDS INC CL A CL A 356108100 3,832 234,103 SH   DFND 1 234,103 0 0
FREEPORT-MCMORAN COPPER & G CL B CL B 35671D857 62,129 9,195,766 SH   DFND 1 9,177,717 0 18,049
FREIGHTCAR AMERICA INC COM 357023100 1,913 98,478 SH   DFND 1 98,478 0 0
FREIGHTCAR AMERICA INC COM 357023100 219 11,319 SH   DFND 1 2 11,319 0 0
FREQUENCY ELECTRS INC COM COM 358010106 243 22,942 SH   DFND 1 22,942 0 0
FRESENIUS MEDICAL CARE AG-ADR SPONSORED ADR 358029106 290 6,933 SH   DFND 1 5,797 0 1,136
FRESH DEL MONTE PRODUCE INC ORD ORD G36738105 8,584 220,784 SH   DFND 1 220,784 0 0
FRESH MARKET INC/THE COM 35804H106 6,636 283,380 SH   DFND 1 283,380 0 0
FRESHPET INC COM 358039105 997 117,533 SH   DFND 1 117,533 0 0
FRIEDMAN INDUSTRIES INC COM 358435105 119 21,701 SH   DFND 1 21,701 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 45,953 9,859,576 SH   DFND 1 9,853,610 0 5,966
FRONTLINE LTD SHS G3682E127 693 231,873 SH   DFND 1 231,873 0 0
FRP HOLDINGS INC COM 30292L107 1,343 39,592 SH   DFND 1 39,592 0 0
FTD COMPANIES INC COM 30281V108 3,314 126,642 SH   DFND 1 126,642 0 0
FTI CONSULTING INC COM COM 302941109 9,977 287,858 SH   DFND 1 287,858 0 0
FUEL SYSTEMS SOL INC COM COM 35952W103 405 82,939 SH   DFND 1 82,939 0 0
FUELCELL ENERGY INC COM COM NEW 35952H502 711 143,387 SH   DFND 1 143,387 0 0
FUEL-TECH N.V. COM 359523107 243 128,728 SH   DFND 1 128,728 0 0
FULL HOUSE RESORTS INC COM 359678109 40 24,413 SH   DFND 1 24,413 0 0
FULLER H B CO COM COM 359694106 11,389 312,306 SH   DFND 1 312,306 0 0
FULTON FINL CORP PA COM COM 360271100 19,586 1,505,462 SH   DFND 1 1,505,462 0 0
FURMANITE CORP COM 361086101 1,425 213,986 SH   DFND 1 213,986 0 0
FUSION TELECOMMUNICATIONS IN COM NEW 36113B400 156 48,146 SH   DFND 1 48,146 0 0
FUTUREFUEL CORP COM 36116M106 4,647 344,259 SH   DFND 1 344,259 0 0
FUTUREFUEL CORP COM 36116M106 36 2,681 SH   DFND 1 2 2,681 0 0
FX ENERGY INC COMSTK 302695101 357 310,000 SH   DFND 1 310,000 0 0
FXCM INC - A CL A NEW 302693205 406 24,268 SH   DFND 1 24,268 0 0
G & K SVCS INC CL A CL A 361268105 8,721 138,663 SH   DFND 1 138,663 0 0
GABELLI GLOBAL UTIL &INCM TR COM SH BEN INT 36242L105 405 24,288 PRN   DFND 1 2 24,288 0 0
GAIAM INC CL A CL A 36268Q103 544 87,309 SH   DFND 1 87,309 0 0
GAIN CAPITAL HOLDINGS INC COM 36268W100 1,955 241,097 SH   DFND 1 241,097 0 0
GAIN CAPITAL HOLDINGS INC COM 36268W100 171 21,149 SH   DFND 1 2 21,149 0 0
GALAPAGOS NV - SPON ADR SPON ADR 36315X101 210 3,353 SH   DFND 1 3,353 0 0
GALECTIN THERAPEUTICS INC COM NEW 363225202 176 107,721 SH   DFND 1 107,721 0 0
GALENA BIOPHARMA INC COM 363256108 1,622 1,103,979 SH   DFND 1 1,103,979 0 0
GALLAGHER ARTHUR J & CO COM COM 363576109 40,737 995,771 SH   DFND 1 995,119 0 652
GALLAGHER ARTHUR J & CO COM COM 363576109 26 646 SH   DFND 1 2 646 0 0
GALMED PHARMACEUTICALS LTD SHS M47238106 223 29,374 SH   DFND 1 29,374 0 0
GAMCO INVESTORS INC - A COM 361438104 199 6,433 SH   DFND 1 2 6,433 0 0
GAMCO INVESTORS INC - A COM 361438104 886 28,564 SH   DFND 1 28,564 0 0
GAMESTOP CORP CL A CL A 36467W109 24,536 876,755 SH   DFND 1 875,217 0 1,538
GAMESTOP CORP CL A CL A 36467W109 54 1,928 SH   DFND 1 2 1,928 0 0
GAMING AND LEISURE PROPERTIES INC COM 36467J108 15,975 574,661 SH   DFND 1 574,614 0 47
GANNETT CO INC COM 36473H104 17,358 1,065,618 SH   DFND 1 1,064,177 0 1,441
GAP INC DEL COM COM 364760108 52,062 2,111,689 SH   DFND 1 2,105,455 0 6,234
GAP INC DEL COM COM 364760108 132 5,368 SH   DFND 1 2 5,368 0 0
GARMIN LTD ORD SHS H2906T109 38,022 1,024,885 SH   DFND 1 1,021,129 0 3,756
GARTNER INC COM COM 366651107 47,194 520,657 SH   DFND 1 520,050 0 607
GAS NATURAL INC COM 367204104 364 48,909 SH   DFND 1 48,909 0 0
GASLOG LTD SHS G37585109 331 39,954 SH   DFND 1 39,954 0 0
GASTAR EXPLORATION LTD COM 36729W202 552 421,452 SH   DFND 1 421,452 0 0
GATX CORP COM COM 361448103 11,006 258,677 SH   DFND 1 258,677 0 0
GENCO SHIPPING & TRADING LTD SHS NEW Y2685T115 65 43,918 SH   DFND 1 43,918 0 0
GENCOR INDUSTRIES INC COM 368678108 251 22,274 SH   DFND 1 22,274 0 0
GENER8 MARITIME INC COM Y26889108 935 99,028 SH   DFND 1 99,028 0 0
GENERAC HOLDINGS INC COM 368736104 60 2,046 SH   DFND 1 2 2,046 0 0
GENERAC HOLDINGS INC COM 368736104 12,442 417,957 SH   DFND 1 417,957 0 0
GENERAL AMERICAN INVESTORS COM 368802104 1,118 35,007 PRN   DFND 1 2 35,007 0 0
GENERAL CABLE CORP DEL NEW COM COM 369300108 37 2,792 SH   DFND 1 2 2,792 0 0
GENERAL CABLE CORP DEL NEW COM COM 369300108 4,272 318,166 SH   DFND 1 316,808 0 1,358
GENERAL COMMUNICATION INC CL A CL A 369385109 3,952 199,842 SH   DFND 1 199,842 0 0
GENERAL DYNAMICS CORP COM COM 369550108 348,246 2,540,126 SH   DFND 1 2,538,642 0 1,484
GENERAL ELEC CO COM COM 369604103 2,403,787 77,324,787 SH   DFND 1 77,200,624 0 124,163
GENERAL FINANCE CORP/DE COM 369822101 44 11,039 SH   DFND 1 11,039 0 0
GENERAL GROWTH PPTYS INC COM COM 370023103 152,252 5,605,015 SH   DFND 1 5,598,983 0 6,032
GENERAL MLS INC COM COM 370334104 270,460 4,700,535 SH   DFND 1 4,690,722 0 9,813
GENERAL MOLY INC COM 370373102 52 263,354 SH   DFND 1 263,354 0 0
GENERAL MOTORS CO COM 37045V100 395,046 11,639,082 SH   DFND 1 11,621,172 0 17,910
GENESCO INC COM COM 371532102 8,218 144,618 SH   DFND 1 144,618 0 0
GENESEE & WYO INC CL A CL A 371559105 17,689 329,470 SH   DFND 1 328,608 0 862
GENESIS HEALTHCARE INC CL A COM 37185X106 582 167,951 SH   DFND 1 167,951 0 0
GENIE ENERGY LTD - B CL B 372284208 13 1,186 SH   DFND 1 2 1,186 0 0
GENIE ENERGY LTD - B CL B 372284208 1,136 101,932 SH   DFND 1 101,932 0 0
GENMARK DIAGNOSTICS INC COM 372309104 2,097 270,327 SH   DFND 1 270,327 0 0
GENOCEA BIOSCIENCES INC COM 372427104 712 135,247 SH   DFND 1 135,247 0 0
GENOMIC HEALTH INC COM 37244C101 4,817 136,859 SH   DFND 1 136,859 0 0
GENOMIC HEALTH INC COM 37244C101 90 2,574 SH   DFND 1 2 2,574 0 0
GENPACT LTD SHS G3922B107 22,868 915,475 SH   DFND 1 914,387 0 1,088
GENTEX CORP COM COM 371901109 47,429 2,962,500 SH   DFND 1 2,954,960 0 7,540
GENTHERM INC COM 37253A103 27 583 SH   DFND 1 2 583 0 0
GENTHERM INC COM 37253A103 10,978 231,610 SH   DFND 1 231,530 0 80
GENUINE PARTS CO COM COM 372460105 105,162 1,226,866 SH   DFND 1 1,224,802 0 2,064
GENVEC INC COM NEW 37246C307 285 155,348 SH   DFND 1 155,348 0 0
GENWORTH FINANCIAL INC-CL A COM CL A 37247D106 107 28,709 SH   DFND 1 2 28,709 0 0
GENWORTH FINANCIAL INC-CL A COM CL A 37247D106 10,962 2,938,902 SH   DFND 1 2,938,504 0 398
GEO GROUP INC/THE COM 36162J106 61 2,121 SH   DFND 1 2 2,121 0 0
GEO GROUP INC/THE COM 36162J106 17,618 609,423 SH   DFND 1 609,423 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 1,208 85,906 SH   DFND 1 85,906 0 0
GERMAN AMERN BANCORP COM COM 373865104 2,789 83,732 SH   DFND 1 83,732 0 0
GERON CORP COM COM 374163103 4,965 1,026,020 SH   DFND 1 1,025,824 0 196
GETTY RLTY CORP NEW COM COM 374297109 3,324 193,854 SH   DFND 1 193,854 0 0
GEVO INC COM NEW 374396208 52 84,570 SH   DFND 1 84,570 0 0
GIBRALTAR INDUSTRIES, INC COM 374689107 11 440 SH   DFND 1 2 440 0 0
GIBRALTAR INDUSTRIES, INC COM 374689107 5,256 206,620 SH   DFND 1 206,620 0 0
GIGA TRONICS INC COM COM 375175106 31 19,463 SH   DFND 1 19,463 0 0
GIGAMON INC COM 37518B102 4,335 163,173 SH   DFND 1 163,173 0 0
GIGAMON INC COM 37518B102 35 1,337 SH   DFND 1 2 1,337 0 0
GIGOPTIX INC COM 37517Y103 515 169,610 SH   DFND 1 169,610 0 0
GIGOPTIX INC COM 37517Y103 57 18,961 SH   DFND 1 2 18,961 0 0
G-III APPAREL GROUP LTD COM COM 36237H101 11,660 263,459 SH   DFND 1 263,459 0 0
GILAT SATELLITE NETWORKS SHS NEW M51474118 65 18,549 SH   DFND 1 18,549 0 0
GILDAN ACTIVEWEAR INC COMSTK 2254645 2,359 83,836 SH   DFND 1 83,088 0 748
GILEAD SCIENCES INC COM COM 375558103 906 8,958 SH   DFND 1 2 8,958 0 0
GILEAD SCIENCES INC COM COM 375558103 1,236,174 12,240,383 SH   DFND 1 12,223,101 0 17,282
GLACIER BANCORP INC NEW COM COM 37637Q105 13,314 501,874 SH   DFND 1 501,874 0 0
GLADSTONE COMMERCIAL CORP COM 376536108 2,086 142,980 SH   DFND 1 142,980 0 0
GLADSTONE LAND CORP COM 376549101 678 78,466 SH   DFND 1 78,466 0 0
GLATFELTER COM COM 377316104 5,227 283,466 SH   DFND 1 283,466 0 0
GLAUKOS CORP COM 377322102 1,025 41,527 SH   DFND 1 41,527 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR SPONSORED ADR 37733W105 188 4,672 SH   DFND 1 2 4,672 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR SPONSORED ADR 37733W105 3,929 97,395 SH   DFND 1 76,697 0 20,698
GLEN BURNIE BANCORP COM 377407101 224 18,661 SH   DFND 1 18,661 0 0
GLOBAL BLOOD THERAPEUTICS INC COM 37890U108 1,684 52,099 SH   DFND 1 52,099 0 0
GLOBAL BRASS & COPPER HOLDINGS INC COM 37953G103 3,392 159,270 SH   DFND 1 159,270 0 0
GLOBAL BRASS & COPPER HOLDINGS INC COM 37953G103 228 10,713 SH   DFND 1 2 10,713 0 0
GLOBAL EAGLE ACQUISITION CORP COM 37951D102 3,161 320,331 SH   DFND 1 320,331 0 0
GLOBAL EAGLE ACQUISITION CORP COM 37951D102 11 1,124 SH   DFND 1 2 1,124 0 0
GLOBAL INDEMNITY PLC SHS G39319101 1,892 65,207 SH   DFND 1 65,207 0 0
GLOBAL NET LEASE INC COM 379378102 7,003 880,908 SH   DFND 1 880,908 0 0
GLOBAL PARTNERS LP-REDH COM UNITS 37946R109 206 11,744 SH   DFND 1 2 11,744 0 0
GLOBAL PMTS INC COM COM 37940X102 49,409 766,433 SH   DFND 1 765,414 0 1,019
GLOBAL POWER EQUIPMENT GROUP COM PAR $0.01 37941P306 265 76,204 SH   DFND 1 76,204 0 0
GLOBAL SOURCES LIMITED ORD G39300101 703 90,228 SH   DFND 1 90,228 0 0
GLOBALSCAPE INC COM 37940G109 116 29,423 SH   DFND 1 29,423 0 0
GLOBALSTAR INC COM 378973408 2,631 1,827,250 SH   DFND 1 1,827,250 0 0
GLOBANT SA COM L44385109 566 15,090 SH   DFND 1 15,090 0 0
GLOBUS MEDICAL INC- A CL A 379577208 12,478 448,535 SH   DFND 1 448,535 0 0
GLORI ENERGY INC COM 379606106 22 62,819 SH   DFND 1 62,819 0 0
GLOWPOINT INC COM NEW 379887201 169 340,724 SH   DFND 1 340,724 0 0
GLU MOBILE INC COM 379890106 1,736 714,595 SH   DFND 1 714,595 0 0
GLYCOMIMETICS INC COM 38000Q102 294 51,560 SH   DFND 1 51,560 0 0
GNC HOLDINGS INC-CL A COM CL A 36191G107 28,632 923,034 SH   DFND 1 923,005 0 29
GNC HOLDINGS INC-CL A COM CL A 36191G107 14 481 SH   DFND 1 2 481 0 0
GODADDY INC - CLASS A CL A 380237107 4,730 147,538 SH   DFND 1 147,524 0 14
GOGO INC COM 38046C109 6,657 374,002 SH   DFND 1 374,002 0 0
GOLAR LNG LTD SHS G9456A100 1,610 101,973 SH   DFND 1 101,603 0 370
GOLAR LNG PARTNERS LP COM UNIT LPI Y2745C102 228 17,071 SH   DFND 1 17,071 0 0
GOLD RESOURCES CORP COM 38068T105 414 249,706 SH   DFND 1 249,706 0 0
GOLD RESOURCES CORP COM 38068T105 71 43,145 SH   DFND 1 2 43,145 0 0
GOLDEN ENTERTAINMENT INC COM 381013101 441 43,154 SH   DFND 1 43,154 0 0
GOLDEN MINERALS COMPANY COM 381119106 37 186,795 SH   DFND 1 186,795 0 0
GOLDEN OCEAN GROUP LTD SHS G39637106 77 72,653 SH   DFND 1 72,653 0 0
GOLDFIELD CORP COM 381370105 157 101,746 SH   DFND 1 101,746 0 0
GOLDMAN SACHS GROUP INC COM COM 38141G104 216 1,202 SH   DFND 1 2 1,202 0 0
GOLDMAN SACHS GROUP INC COM COM 38141G104 601,352 3,343,144 SH   DFND 1 3,337,214 0 5,930
GOOD TIMES RESTAURANTS INC COM PAR $.001NEW 382140879 253 52,728 SH   DFND 1 52,728 0 0
GOODRICH PETROLEUM CORP COM NEW 382410405 62 236,001 SH   DFND 1 236,001 0 0
GOODYEAR TIRE & RUBR CO COM COM 382550101 120 3,691 SH   DFND 1 2 3,691 0 0
GOODYEAR TIRE & RUBR CO COM COM 382550101 85,648 2,626,038 SH   DFND 1 2,623,127 0 2,911
GOPRO INC - CL A CL A 38268T103 8,771 487,035 SH   DFND 1 485,064 0 1,971
GORDMANS STORES INC COM 38269P100 156 49,557 SH   DFND 1 49,557 0 0
GORMAN RUPP CO COM COM 383082104 3,246 121,444 SH   DFND 1 121,444 0 0
GOVERNMENT PROPERTIES INCOME COM SHS BEN INT 38376A103 11 711 SH   DFND 1 2 711 0 0
GOVERNMENT PROPERTIES INCOME COM SHS BEN INT 38376A103 6,260 394,485 SH   DFND 1 394,485 0 0
GP STRATEGIES CORP COM COM 36225V104 2,537 101,053 SH   DFND 1 101,053 0 0
GPRE 3 1/4 10/01/18 NOTE 3.250%10/0 393222AD6 14,334 11,298,000 PRN   DFND 1 2 11,298,000 0 0
GRACE W R & CO DEL NEW COM COM 38388F108 40,095 402,601 SH   DFND 1 402,601 0 0
GRACO INC COM COM 384109104 23,312 323,471 SH   DFND 1 323,471 0 0
GRAHAM CORP COM 384556106 1,002 59,630 SH   DFND 1 59,630 0 0
GRAHAM HOLDINGS CO COM 384637104 36 76 SH   DFND 1 2 76 0 0
GRAHAM HOLDINGS CO COM 384637104 13,015 26,837 SH   DFND 1 26,757 0 80
GRAINGER W W INC COM COM 384802104 94,335 466,607 SH   DFND 1 465,942 0 665
GRAMERCY PROPERTY TRUST COM 385002100 308 40,000 SH   DFND 1 2 40,000 0 0
GRAMERCY PROPERTY TRUST COM 385002100 19,465 2,521,482 SH   DFND 1 2,521,482 0 0
GRAND CANYON EDUCATION-REDH COM 38526M106 12,606 314,224 SH   DFND 1 314,224 0 0
GRANITE CONSTR INC COM COM 387328107 10,326 240,650 SH   DFND 1 240,650 0 0
GRAPHIC PACKAGING HOLDING CO COM 388689101 37 2,935 SH   DFND 1 2 2,935 0 0
GRAPHIC PACKAGING HOLDING CO COM 388689101 23,632 1,841,940 SH   DFND 1 1,841,940 0 0
GRAY TELEVISION INC COM COM 389375106 8,167 501,072 SH   DFND 1 501,072 0 0
GREAT AJAX CORP COM 38983D300 369 30,482 SH   DFND 1 30,482 0 0
GREAT LAKES DREDGE&DOCK CORP COM 390607109 1,514 382,402 SH   DFND 1 382,402 0 0
GREAT PLAINS ENERGY INC COM COM 391164100 24,988 914,987 SH   DFND 1 914,987 0 0
GREAT SOUTHN BANCORP INC COM COM 390905107 4,028 89,014 SH   DFND 1 89,014 0 0
GREAT SOUTHN BANCORP INC COM COM 390905107 100 2,210 SH   DFND 1 2 2,210 0 0
GREAT WESTERN BANCORP INC COM 391416104 11,179 385,237 SH   DFND 1 385,237 0 0
GREATBATCH INC COM 39153L106 12,830 244,398 SH   DFND 1 244,398 0 0
GREATBATCH INC COM 39153L106 19 362 SH   DFND 1 2 362 0 0
GREEN BANCORP INC COM 39260X100 740 70,638 SH   DFND 1 70,638 0 0
GREEN BRICK PARTNERS INC COM 392709101 1,291 179,400 SH   DFND 1 179,400 0 0
GREEN DOT CORP - CLASS A CL A 39304D102 4,845 295,079 SH   DFND 1 295,079 0 0
GREEN PLAINS INC COM 393222104 5,165 225,551 SH   DFND 1 225,130 0 421
GREENBRIER COS INC COM COM 393657101 5,397 165,474 SH   DFND 1 165,355 0 119
GREENHILL & CO INC COM COM 395259104 4,801 167,810 SH   DFND 1 167,254 0 556
GREENHUNTER ENERGY INC-REDH COM 39530A104 9 92,452 SH   DFND 1 92,452 0 0
GREENLIGHT CAPITAL RE CLASS A G4095J109 3,507 187,476 SH   DFND 1 187,476 0 0
GREENLIGHT CAPITAL RE CLASS A G4095J109 27 1,477 SH   DFND 1 2 1,477 0 0
GREIF INC CL A 397624107 6,762 219,489 SH   DFND 1 219,289 0 200
GREIF INC CL B 397624206 277 6,493 SH   DFND 1 6,493 0 0
GRIFFIN INDUSTRIAL REALTY INC COM 398231100 249 9,581 SH   DFND 1 9,581 0 0
GRIFFON CORP COM COM 398433102 4,528 254,408 SH   DFND 1 254,408 0 0
GRIFOLS SA-ADR SP ADR REP B NVT 398438408 1,024 60,287 SH   DFND 1 57,508 0 2,779
GROUP 1 AUTOMOTIVE INC COM COM 398905109 14,676 193,876 SH   DFND 1 193,876 0 0
GROUPON INC COM CL A 399473107 8,654 2,819,119 SH   DFND 1 2,818,776 0 343
GRUBHUB INC COM 400110102 11,946 493,644 SH   DFND 1 493,644 0 0
GRUPO FINANCIERO GALICIA-ADR SP ADR 10 SH B 399909100 439 16,234 SH   DFND 1 16,234 0 0
GSE SYSTEMS INC COM 36227K106 80 33,536 SH   DFND 1 33,536 0 0
GSI GROUP INC COM NEW 36191C205 2,716 199,480 SH   DFND 1 199,480 0 0
GSI TECHNOLOGY INC COM 36241U106 299 80,467 SH   DFND 1 80,467 0 0
GSVC 5 1/4 09/15/18 NOTE 5.250% 9/1 36191JAB7 2,301 2,500,000 PRN   DFND 1 2 2,500,000 0 0
GTT COMMUNICATIONS INC COM 362393100 3,159 185,170 SH   DFND 1 185,170 0 0
GTX INC COM 40052B108 245 350,742 SH   DFND 1 350,742 0 0
GUARANTY BANCORP COM NEW 40075T607 2,272 137,374 SH   DFND 1 137,374 0 0
GUESS INC COM COM 401617105 7,437 393,937 SH   DFND 1 391,661 0 2,276
GUIDANCE SOFTWARE INC COM 401692108 797 132,514 SH   DFND 1 132,514 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 26,287 436,966 SH   DFND 1 436,966 0 0
GULF ISLAND FABRICATION INC COM COM 402307102 828 79,239 SH   DFND 1 79,239 0 0
GULF ISLAND FABRICATION INC COM COM 402307102 145 13,935 SH   DFND 1 2 13,935 0 0
GULF RESOURCES INC COM PAR $0.0005 40251W309 21 11,931 SH   DFND 1 11,931 0 0
GULF RESOURCES INC COM PAR $0.0005 40251W309 25 14,124 SH   DFND 1 2 14,124 0 0
GULFMARK OFFSHORE INC COM CL A NEW 402629208 707 151,449 SH   DFND 1 151,449 0 0
GULFMARK OFFSHORE INC COM CL A NEW 402629208 12 2,576 SH   DFND 1 2 2,576 0 0
GULFPORT ENERGY CORP COM NEW 402635304 16,938 689,393 SH   DFND 1 689,202 0 191
GW PHARMACEUTICALS PLC ADR ADS 36197T103 373 5,378 SH   DFND 1 5,378 0 0
GW PHARMACEUTICALS PLC ADR ADS 36197T103 38 553 SH   DFND 1 2 553 0 0
GY 4.0625 12/31/39 SDCV 4.062%12/3 368682AN0 28,790 16,570,000 PRN   DFND 1 2 16,570,000 0 0
H D F C BANK LTD ADR REPS 3 SHS 40415F101 1,236 20,078 SH   DFND 1 19,538 0 540
H&E EQUIPMENT SERVICES INC COM 404030108 3,580 204,838 SH   DFND 1 204,838 0 0
HABIT RESTAURANTS INC COM CL A 40449J103 1,559 67,621 SH   DFND 1 67,621 0 0
HACKETT GROUP INC/THE COM 404609109 2,899 180,459 SH   DFND 1 180,459 0 0
HACKETT GROUP INC/THE COM 404609109 54 3,376 SH   DFND 1 2 3,376 0 0
HAEMONETICS CORP COM COM 405024100 10,165 315,310 SH   DFND 1 315,310 0 0
HAIN CELESTIAL GROUP INC COM COM 405217100 24,877 615,944 SH   DFND 1 614,994 0 950
HAIN CELESTIAL GROUP INC COM COM 405217100 39 983 SH   DFND 1 2 983 0 0
HALCON RESOURCES CORP COM PAR 40537Q506 648 514,935 SH   DFND 1 514,935 0 0
HALLADOR ENERGY CO COM 40609P105 444 97,543 SH   DFND 1 97,543 0 0
HALLADOR ENERGY CO COM 40609P105 139 30,624 SH   DFND 1 2 30,624 0 0
HALLIBURTON CO COM COM 406216101 234,355 6,898,888 SH   DFND 1 6,885,089 0 13,799
HALLIBURTON CO COM COM 406216101 170 5,014 SH   DFND 1 2 5,014 0 0
HALLMARK FINL SERVICES INC COM NEW 40624Q203 917 78,522 SH   DFND 1 78,522 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 12,905 744,675 SH   DFND 1 744,675 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 47 2,749 SH   DFND 1 2 2,749 0 0
HALYARD HEALTH INC - W/I COM 40650V100 38 1,145 SH   DFND 1 2 1,145 0 0
HALYARD HEALTH INC - W/I COM 40650V100 9,664 289,264 SH   DFND 1 289,264 0 0
HAMPTON ROADS BANKSHARES INC COM NEW 409321502 860 467,605 SH   DFND 1 467,605 0 0
HANCOCK HLDG CO COM COM 410120109 13,641 541,963 SH   DFND 1 541,289 0 674
HANDY & HARMAN LTD COM 410315105 783 38,196 SH   DFND 1 38,196 0 0
HANESBRANDS INC COM 410345102 89,875 3,060,378 SH   DFND 1 3,056,529 0 3,849
HANGER ORTHOPEDIC GROUP INC COM NEW COM NEW 41043F208 3,540 215,222 SH   DFND 1 215,222 0 0
HANMI FINL CORP COM COM NEW 410495204 4,864 205,067 SH   DFND 1 205,067 0 0
HANNON ARMSTRONG SUSTAINABLE INFRA CAP, INC. COM 41068X100 4,051 214,160 SH   DFND 1 214,160 0 0
HANOVER INSURANCE GROUP INC/TH COM 410867105 21,382 262,879 SH   DFND 1 261,598 0 1,281
HANSEN MEDICAL INC COM NEW 411307200 100 43,257 SH   DFND 1 43,257 0 0
HARDINGE INC COM COM 412324303 500 53,727 SH   DFND 1 53,727 0 0
HARLEY DAVIDSON INC COM COM 412822108 73,400 1,620,354 SH   DFND 1 1,618,752 0 1,602
HARMAN INTL INDS INC COM COM 413086109 49 529 SH   DFND 1 2 529 0 0
HARMAN INTL INDS INC COM COM 413086109 52,431 557,703 SH   DFND 1 556,560 0 1,143
HARMONIC INC COM COM 413160102 60 14,833 SH   DFND 1 2 14,833 0 0
HARMONIC INC COM COM 413160102 2,408 591,864 SH   DFND 1 591,864 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 48 52,388 SH   DFND 1 2 52,388 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 2 2,592 SH   DFND 1 0 0 2,592
HARRIS & HARRIS GROUP INC C COM 413833104 32 14,806 SH   DFND 1 14,806 0 0
HARRIS CORP DEL COM COM 413875105 85,517 986,147 SH   DFND 1 985,438 0 709
HARSCO CORP COM COM 415864107 3,853 489,070 SH   DFND 1 489,070 0 0
HARTE-HANKS INC COM COM 416196103 18 5,661 SH   DFND 1 2 5,661 0 0
HARTE-HANKS INC COM COM 416196103 852 263,006 SH   DFND 1 260,507 0 2,499
HARTFORD FINL SVCS GROUP IN COM COM 416515104 142,166 3,278,054 SH   DFND 1 3,275,460 0 2,594
HARVARD APPARATUS REGENERATIVE TECH INC COM 41690A106 59 27,224 SH   DFND 1 27,224 0 0
HARVARD BIOSCIENCE INC COM COM 416906105 577 166,380 SH   DFND 1 166,380 0 0
HARVEST NATURAL RESOURCES INC COM 41754V103 90 212,524 SH   DFND 1 212,524 0 0
HASBRO INC COM COM 418056107 24 366 SH   DFND 1 2 366 0 0
HASBRO INC COM COM 418056107 62,084 923,531 SH   DFND 1 922,509 0 1,022
HATTERAS FINANCIAL CORP COM 41902R103 7,495 569,994 SH   DFND 1 565,833 0 4,161
HAVERTY FURNITURE INC COM COM 419596101 2,703 126,082 SH   DFND 1 126,082 0 0
HAWAIIAN ELEC INDUSTRIES COM COM 419870100 18,702 646,025 SH   DFND 1 646,025 0 0
HAWAIIAN HOLDINGS INC COM 419879101 15,773 446,472 SH   DFND 1 446,472 0 0
HAWAIIAN HOLDINGS INC COM 419879101 116 3,295 SH   DFND 1 2 3,295 0 0
HAWAIIAN TELCOM HOLDCO INC COM 420031106 1,815 73,046 SH   DFND 1 73,046 0 0
HAWKINS INC COM 420261109 2,333 65,224 SH   DFND 1 65,224 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 3,057 83,325 SH   DFND 1 83,325 0 0
HC2 HOLDINGS INC COM 404139107 875 165,480 SH   DFND 1 165,480 0 0
HCA HOLDINGS INC. COM 40412C101 164,648 2,439,807 SH   DFND 1 2,438,592 0 1,215
HCA HOLDINGS INC. COM 40412C101 216 3,196 SH   DFND 1 2 3,196 0 0
HCI 3 7/8 03/15/19 NOTE 3.875% 3/1 40416EAB9 9,959 11,390,000 PRN   DFND 1 2 11,390,000 0 0
HCI GROUP INC COM 40416E103 4,586 131,620 SH   DFND 1 131,540 0 80
HCI GROUP INC COM 40416E103 373 10,720 SH   DFND 1 2 10,720 0 0
HCP INC COM 40414L109 33 872 SH   DFND 1 2 872 0 0
HCP INC COM 40414L109 171,869 4,502,120 SH   DFND 1 4,501,470 0 650
HD SUPPLY HOLDINGS INC COM 40416M105 32,762 1,090,990 SH   DFND 1 1,089,253 0 1,737
HEADWATERS INC COM COM 42210P102 7,749 459,358 SH   DFND 1 459,358 0 0
HEALTH CARE REIT INC S-I 6 1/2 6.50% PFD PREPET 95040Q203 11,006 180,700 PRN   DFND 1 2 180,700 0 0
HEALTH INSURANCE INOVATIONS-A COM CL A 42225K106 179 26,772 SH   DFND 1 26,772 0 0
HEALTH NET INC COM COM 42222G108 30,942 451,981 SH   DFND 1 451,265 0 716
HEALTH NET INC COM COM 42222G108 684 10,000 SH   DFND 1 2 10,000 0 0
HEALTHCARE RLTY TR COM COM 421946104 22,484 793,941 SH   DFND 1 793,941 0 0
HEALTHCARE SVCS GRP INC COM COM 421906108 16,334 468,429 SH   DFND 1 468,429 0 0
HEALTHCARE TRUST OF AMERICA CL A NEW 42225P501 21,287 789,318 SH   DFND 1 789,318 0 0
HEALTHEQUITY INC COM 42226A107 5,794 231,128 SH   DFND 1 231,128 0 0
HEALTHEQUITY INC COM 42226A107 3 122 SH   DFND 1 2 122 0 0
HEALTHSOUTH CORP COM COM NEW 421924309 23,653 679,513 SH   DFND 1 678,902 0 611
HEALTHSTREAM INC COM 42222N103 36 1,680 SH   DFND 1 2 1,680 0 0
HEALTHSTREAM INC COM 42222N103 3,693 167,871 SH   DFND 1 167,871 0 0
HEALTHWAYS INC COM 422245100 2,994 232,665 SH   DFND 1 232,665 0 0
HEARTLAND EXPRESS INC COM COM 422347104 7,014 412,142 SH   DFND 1 412,142 0 0
HEARTLAND FINANCIAL USA INC COM 42234Q102 11 356 SH   DFND 1 2 356 0 0
HEARTLAND FINANCIAL USA INC COM 42234Q102 3,886 123,921 SH   DFND 1 123,921 0 0
HEARTLAND PAYMENT SYSTEMS IN COM 42235N108 22,233 234,482 SH   DFND 1 234,482 0 0
HEARTWARE INTERNATIONAL INC COM 422368100 5,660 112,309 SH   DFND 1 112,309 0 0
HEAT BIOLOGICS INC COM 42237K102 53 22,034 SH   DFND 1 22,034 0 0
HECLA MNG CO COM COM 422704106 4,332 2,292,584 SH   DFND 1 2,292,584 0 0
HEICO CORP NEW COM COM 422806109 6,322 116,300 SH   DFND 1 116,300 0 0
HEICO CORP-CL A CL A 422806208 12,027 244,459 SH   DFND 1 244,459 0 0
HEIDRICK & STRUGGLES INTL I COM COM 422819102 42 1,560 SH   DFND 1 2 1,560 0 0
HEIDRICK & STRUGGLES INTL I COM COM 422819102 3,097 113,778 SH   DFND 1 113,388 0 390
HELEN OF TROY CORP LTD COM COM G4388N106 17,248 183,006 SH   DFND 1 183,006 0 0
HELIX ENERGY SOLUTIONS GROUP INC COM 42330P107 3,193 607,073 SH   DFND 1 607,073 0 0
HELMERICH & PAYNE INC COM COM 423452101 46,318 866,729 SH   DFND 1 862,950 0 3,779
HEMISPHERE MEDIA GROUP INC CLASS A CL A 42365Q103 1,114 75,546 SH   DFND 1 75,546 0 0
HEMISPHERX BIOPHARMA INC COM COM 42366C103 72 897,977 SH   DFND 1 897,977 0 0
HENRY JACK & ASSOC INC COM COM 426281101 41,765 535,047 SH   DFND 1 533,780 0 1,267
HENRY JACK & ASSOC INC COM COM 426281101 206 2,646 SH   DFND 1 2 2,646 0 0
HERBALIFE LTD COM USD SHS G4412G101 26 487 SH   DFND 1 2 487 0 0
HERBALIFE LTD COM USD SHS G4412G101 20,335 379,246 SH   DFND 1 379,163 0 83
HERITAGE COMMERCE CORP COM COM 426927109 1,712 143,160 SH   DFND 1 143,160 0 0
HERITAGE FINL CORP WASH COM COM 42722X106 3,997 212,179 SH   DFND 1 212,179 0 0
HERITAGE INSURANCE HOLDINGS COM 42727J102 632 28,989 SH   DFND 1 2 28,989 0 0
HERITAGE INSURANCE HOLDINGS COM 42727J102 8,225 376,981 SH   DFND 1 376,981 0 0
HERITAGE OAKS BANCORP COM 42724R107 1,179 147,294 SH   DFND 1 147,294 0 0
HERITAGE-CRYSTAL CLEAN-REDH COM 42726M106 1,005 94,820 SH   DFND 1 94,820 0 0
HERON THERAPEUTICS INC COM 427746102 49 1,870 SH   DFND 1 2 1,870 0 0
HERON THERAPEUTICS INC COM 427746102 5,420 203,011 SH   DFND 1 203,011 0 0
HERSHA HOSPITALITY TRUST PR SHS BEN INT 427825500 8,088 371,694 SH   DFND 1 371,694 0 0
HERSHEY CO/THE COM 427866108 106,219 1,192,267 SH   DFND 1 1,191,929 0 338
HERTZ GLOBAL HOLDINGS, INC COM 42805T105 31,473 2,213,302 SH   DFND 1 2,212,799 0 503
HERTZ GLOBAL HOLDINGS, INC COM 42805T105 648 45,568 SH   DFND 1 2 45,568 0 0
HESKA CORP COM COM RESTRC NEW 42805E306 1,369 35,396 SH   DFND 1 35,396 0 0
HESS CORP COM COM 42809H107 93,525 1,933,191 SH   DFND 1 1,926,473 0 6,718
HEWLETT PACKARD CO COM COM 40434L105 209 17,711 SH   DFND 1 2 17,711 0 0
HEWLETT PACKARD CO COM COM 40434L105 168,792 14,286,246 SH   DFND 1 14,275,761 0 10,485
HEWLETT PACKARD ENTERPRISE COM 42824C109 228 15,000 SH   DFND 1 2 15,000 0 0
HEWLETT PACKARD ENTERPRISE COM 42824C109 211,684 13,956,736 SH   DFND 1 13,935,813 0 20,923
HEXCEL CORP NEW COM COM 428291108 25,470 548,340 SH   DFND 1 547,505 0 835
HF FINANCIAL CORP COM 404172108 735 38,957 SH   DFND 1 38,957 0 0
HFF INC-CLASS A CL A 40418F108 7 245 SH   DFND 1 2 245 0 0
HFF INC-CLASS A CL A 40418F108 6,958 223,951 SH   DFND 1 223,951 0 0
HHGREGG INC -REDH COM 42833L108 243 66,396 SH   DFND 1 66,396 0 0
HIBBETT SPORTS INC COM 428567101 4,815 159,240 SH   DFND 1 159,240 0 0
HI-CRUSH PARTNERS LP COM UNIT LTD 428337109 205 34,761 SH   DFND 1 2 34,761 0 0
HIGHER ONE HOLDINGS INC COM 42983D104 827 255,296 SH   DFND 1 254,755 0 541
HIGHWOODS PPTYS INC COM COM 431284108 30,629 702,522 SH   DFND 1 702,522 0 0
HILL INTERNATIONAL INC COM 431466101 843 217,348 SH   DFND 1 217,348 0 0
HILLENBRAND INC -SPN COM 431571108 11,474 387,249 SH   DFND 1 387,249 0 0
HILL-ROM HOLDINGS INC COM 431475102 11 232 SH   DFND 1 2 232 0 0
HILL-ROM HOLDINGS INC COM 431475102 16,604 345,492 SH   DFND 1 344,005 0 1,487
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HILTON WORLDWIDE HOLDINGS IN COM 43300A104 667 31,202 SH   DFND 1 2 31,202 0 0
HIMAX TECHNOLOGIES INC - ADR SPONSORED ADR 43289P106 310 37,816 SH   DFND 1 37,816 0 0
HINGHAM INSTITUTION FOR SVGS COM 433323102 11 95 SH   DFND 1 2 95 0 0
HINGHAM INSTITUTION FOR SVGS COM 433323102 1,148 9,589 SH   DFND 1 9,589 0 0
HMS HOLDINGS CORP COM 40425J101 7,769 629,606 SH   DFND 1 629,606 0 0
HNI CORP COM COM 404251100 10,050 278,725 SH   DFND 1 277,971 0 754
HNI CORP COM COM 404251100 86 2,396 SH   DFND 1 2 2,396 0 0
HOLLY ENERGY PARTNERS LP COM UT LTD PTN 435763107 518 16,664 SH   DFND 1 2 16,664 0 0
HOLLYFRONTIER CORP COM 436106108 451 11,312 SH   DFND 1 2 11,312 0 0
HOLLYFRONTIER CORP COM 436106108 59,640 1,495,839 SH   DFND 1 1,493,372 0 2,467
HOLLYSYS AUTOMATION TECHNOLOGI SHS G45667105 455 20,520 SH   DFND 1 20,520 0 0
HOLLYSYS AUTOMATION TECHNOLOGI SHS G45667105 0 21 SH   DFND 1 2 21 0 0
HOLOGIC INC COM COM 436440101 58,335 1,508,680 SH   DFND 1 1,508,304 0 376
HOME BANCORP INC COM 43689E107 511 19,673 SH   DFND 1 19,673 0 0
HOME BANCSHARES INC COM 436893200 41 1,036 SH   DFND 1 2 1,036 0 0
HOME BANCSHARES INC COM 436893200 16,946 418,216 SH   DFND 1 418,216 0 0
HOME DEPOT INC COM COM 437076102 1,363,292 10,329,525 SH   DFND 1 10,312,027 0 17,498
HOMEINNS HOTEL GROUP SPONSORED ADR 43742E102 437 12,821 SH   DFND 1 12,821 0 0
HOMESTREET INC COM 43785V102 3,181 146,567 SH   DFND 1 146,567 0 0
HOMETRUST BANCSHARES INC COM 437872104 2,703 133,486 SH   DFND 1 133,486 0 0
HONDA MOTOR LTD SPONS ADR AMERN SHS 438128308 504 15,785 SH   DFND 1 4,118 0 11,667
HONEYWELL INTL INC COM COM 438516106 639,498 6,187,234 SH   DFND 1 6,176,524 0 10,710
HOOKER FURNITURE CORP COM 439038100 1,785 70,725 SH   DFND 1 70,725 0 0
HOOKER FURNITURE CORP COM 439038100 27 1,080 SH   DFND 1 2 1,080 0 0
HOOPER HOLMES INC COM COM 439104100 8 134,818 SH   DFND 1 134,818 0 0
HOPFED BANCORP INC COM 439734104 245 20,451 SH   DFND 1 20,451 0 0
HORACE MANN EDUCATORS CORP COM COM 440327104 11,577 348,919 SH   DFND 1 348,919 0 0
HORIZON BANCORP INDIANA COM 440407104 1,690 60,478 SH   DFND 1 60,478 0 0
HORIZON GLOBAL CORP-W/I COM 44052W104 1,261 121,633 SH   DFND 1 121,633 0 0
HORIZON PHARMA PLC SHS G4617B105 17,404 803,143 SH   DFND 1 803,143 0 0
HORMEL FOODS CORP COM COM 440452100 85,527 1,083,802 SH   DFND 1 1,082,349 0 1,453
HORNBECK OFFSHORE SERVICES COM COM 440543106 1,907 191,852 SH   DFND 1 191,852 0 0
HORNBECK OFFSHORE SERVICES COM COM 440543106 76 7,742 SH   DFND 1 2 7,742 0 0
HORSEHEAD HOLDING CORP COM 440694305 776 378,799 SH   DFND 1 378,799 0 0
HORTONWORKS INC COM 440894103 3,513 160,414 SH   DFND 1 160,414 0 0
HOSPITALITY PPTYS TR COM SH BEN INT COM SH BEN INT 44106M102 34,769 1,329,621 SH   DFND 1 1,328,245 0 1,376
HOST MARRIOTT CORP NEW COM COM 44107P104 113,902 7,437,652 SH   DFND 1 7,424,068 0 13,584
HOST MARRIOTT CORP NEW COM COM 44107P104 58 3,808 SH   DFND 1 2 3,808 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 17,075 784,001 SH   DFND 1 784,001 0 0
HOULIHAN LOKEY INC CL A 441593100 2,221 84,749 SH   DFND 1 84,749 0 0
HOUSTON AMERICAN ENERGY CORP COM 44183U100 23 135,281 SH   DFND 1 135,281 0 0
HOUSTON WIRE & CABLE COM 44244K109 494 93,605 SH   DFND 1 93,605 0 0
HOUSTON WIRE & CABLE COM 44244K109 39 7,400 SH   DFND 1 2 7,400 0 0
HOVNANIAN ENTERPRISES INC CL A CL A 442487203 1,438 794,692 SH   DFND 1 794,692 0 0
HOWARD BANCORP INC COM 442496105 244 18,478 SH   DFND 1 18,478 0 0
HOWARD HUGHES CORP COM 44267D107 24,013 212,208 SH   DFND 1 212,150 0 58
HRG GROUP INC COM 40434J100 9,900 730,125 SH   DFND 1 730,125 0 0
HSBC HLDGS PLC SPON ADR NEW SPON ADR NEW 404280406 3,672 93,041 SH   DFND 1 60,676 0 32,365
HSN INC COM 404303109 11,170 220,458 SH   DFND 1 220,398 0 60
HTG MOLECULAR DIAGNOSTICS INC COM 40434H104 86 19,859 SH   DFND 1 19,859 0 0
HUB GROUP INC CL A CL A 443320106 7,733 234,692 SH   DFND 1 234,692 0 0
HUB GROUP INC CL A CL A 443320106 6 207 SH   DFND 1 2 207 0 0
HUBBELL INC CL B COM 443510607 33,124 327,834 SH   DFND 1 327,617 0 217
HUBSPOT INC COM 443573100 3,807 67,609 SH   DFND 1 67,609 0 0
HUDSON GLOBAL INC COM 443787106 273 93,612 SH   DFND 1 93,612 0 0
HUDSON PACIFIC PROPERTIES INC COM 444097109 12,682 450,680 SH   DFND 1 450,680 0 0
HUDSON TECHNOLOGIES INC COM 444144109 375 126,450 SH   DFND 1 126,450 0 0
HUMANA INC COM COM 444859102 3,034 17,000 SH   DFND 1 2 17,000 0 0
HUMANA INC COM COM 444859102 200,136 1,123,615 SH   DFND 1 1,121,783 0 1,832
HUNT J B TRANS SVCS INC COM COM 445658107 55,529 758,442 SH   DFND 1 757,071 0 1,371
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ION GEOPHYSICAL CORP COM COM 462044108 384 764,960 SH   DFND 1 764,960 0 0
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ITRON INC COM COM 465741106 9,058 250,367 SH   DFND 1 250,367 0 0
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ITUS CORP COM NEW 45069V203 103 34,351 SH   DFND 1 34,351 0 0
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IXIA COM COM 45071R109 4,990 401,523 SH   DFND 1 401,523 0 0
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JABIL CIRCUIT INC COM COM 466313103 30,239 1,298,402 SH   DFND 1 1,297,853 0 549
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JAVELIN MORTGAGE INVESTMENT CORP COM 47200B104 415 66,318 SH   DFND 1 66,318 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 51,721 368,217 SH   DFND 1 367,168 0 1,049
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JD.COM INC - ADR SPON ADR CL A 47215P106 11,850 368,242 SH   DFND 1 368,242 0 0
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JOHN B. SANFILIPPO & SON COM 800422107 2,912 53,901 SH   DFND 1 53,901 0 0
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JOHNSON & JOHNSON COM COM 478160104 2,394,839 23,360,170 SH   DFND 1 23,327,246 0 32,924
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JOHNSON CTLS INC COM COM 478366107 198,513 5,037,739 SH   DFND 1 5,030,367 0 7,372
JOHNSON OUTDOORS INC CL A CL A 479167108 88 4,050 SH   DFND 1 2 4,050 0 0
JOHNSON OUTDOORS INC CL A CL A 479167108 758 34,646 SH   DFND 1 34,646 0 0
JONES ENERGY INC COM CL A 48019R108 742 192,983 SH   DFND 1 192,983 0 0
JONES LANG LASALLE INC COM COM 48020Q107 41,963 262,677 SH   DFND 1 261,892 0 785
JOURNAL MEDIA GROUP INC COM 48114A109 1,291 107,462 SH   DFND 1 107,462 0 0
JOY GLOBAL INC COM COM 481165108 7,121 564,750 SH   DFND 1 563,775 0 975
JP MORGAN CHASE & CO COM 46625H100 2,007,420 30,462,746 SH   DFND 1 30,421,773 0 40,973
JUNIPER NETWORKS INC COM COM 48203R104 94,953 3,446,195 SH   DFND 1 3,443,055 0 3,140
JUNIPER NETWORKS INC COM COM 48203R104 316 11,482 SH   DFND 1 2 11,482 0 0
JUNIPER PHARMACEUTICALS INC COM 48203L107 16 1,578 SH   DFND 1 2 1,578 0 0
JUNIPER PHARMACEUTICALS INC COM 48203L107 603 58,550 SH   DFND 1 58,550 0 0
JUNO THERAPEUTICS INC COM 48205A109 17,871 406,456 SH   DFND 1 406,425 0 31
JUST ENERGY GROUP INC COMSTK B63MCN1 1,097 153,749 SH   DFND 1 2 153,749 0 0
K12 INC COM 48273U102 2,504 284,555 SH   DFND 1 284,229 0 326
K12 INC COM 48273U102 350 39,838 SH   DFND 1 2 39,838 0 0
K2M GROUP HOLDINGS INC COM 48273J107 3,177 160,992 SH   DFND 1 160,992 0 0
KADANT INC COM COM 48282T104 4,277 105,339 SH   DFND 1 105,339 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 9,479 113,306 SH   DFND 1 113,306 0 0
KALOBIOS PHARMACEUTICALS INC COM NEW 48344T209 150 13,679 SH   DFND 1 13,679 0 0
KAMADA LIMITED SHS M6240T109 49 12,009 SH   DFND 1 12,009 0 0
KAMAN CORP COM 483548103 7,449 182,538 SH   DFND 1 182,538 0 0
KANDI TECHNOLOGIES CORP COM 483709101 194 17,878 SH   DFND 1 17,878 0 0
KANSAS CITY SOUTHN INDS INC COM NEW COM NEW 485170302 64,981 872,035 SH   DFND 1 871,166 0 869
KANSAS CITY SOUTHN INDS INC COM NEW COM NEW 485170302 25 340 SH   DFND 1 2 340 0 0
KAPSTONE PAPER AND PACKAGING COM 48562P103 12,147 537,721 SH   DFND 1 537,721 0 0
KAR AUCTION SERVICES INC COM 48238T109 33,284 898,842 SH   DFND 1 896,687 0 2,155
KARYOPHARM THERAPEUTICS INC COM 48576U106 1,821 137,442 SH   DFND 1 137,442 0 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 15 1,202 SH   DFND 1 2 1,202 0 0
KATE SPADE & CO COM 485865109 12,847 723,000 SH   DFND 1 722,171 0 829
KB HOME COM COM 48666K109 34 2,805 SH   DFND 1 2 2,805 0 0
KB HOME COM COM 48666K109 6,442 522,520 SH   DFND 1 522,520 0 0
KBR INC COM 48242W106 14,505 857,286 SH   DFND 1 854,776 0 2,510
KCG HOLDINGS CL A 48244B100 4,707 382,425 SH   DFND 1 382,425 0 0
KEARNY FINANCIAL CORP/MD COM 48716P108 3,041 240,020 SH   DFND 1 240,020 0 0
KELLOGG CO COM COM 487836108 146,766 2,035,049 SH   DFND 1 2,033,806 0 1,243
KELLY SVCS INC CL A CL A 488152208 3,294 204,014 SH   DFND 1 204,014 0 0
KEMET CORP COM COM NEW 488360207 540 228,173 SH   DFND 1 228,173 0 0
KEMPER CORP COM 488401100 11,083 297,532 SH   DFND 1 297,532 0 0
KEMPHARM INC COM 488445107 684 34,479 SH   DFND 1 34,479 0 0
KENNAMETAL INC COM COM 489170100 9,091 473,504 SH   DFND 1 473,383 0 121
KENNAMETAL INC COM COM 489170100 41 2,172 SH   DFND 1 2 2,172 0 0
KENNEDY-WILSON HOLDINGS INC COM 489398107 13,867 575,912 SH   DFND 1 575,912 0 0
KERYX BIOPHARMACEUTICALS IN COM COM 492515101 3,352 663,857 SH   DFND 1 663,857 0 0
KEURIG GREEN MOUNTAIN INC COM 49271M100 89,305 994,394 SH   DFND 1 992,368 0 2,026
KEY ENERGY SVCS INC COM COM 492914106 370 769,483 SH   DFND 1 769,483 0 0
KEY TECHNOLOGY INC COM COM 493143101 131 12,659 SH   DFND 1 12,659 0 0
KEY TRONIC CORP COM 493144109 268 35,271 SH   DFND 1 35,271 0 0
KEYCORP NEW COM COM 493267108 95,855 7,281,147 SH   DFND 1 7,277,723 0 3,424
KEYSIGHT TECHNOLOGIES INC W/I COM 49338L103 27,778 980,544 SH   DFND 1 980,478 0 66
KEYW HOLDING CORP/THE COM 493723100 1,449 240,722 SH   DFND 1 240,722 0 0
KEYW HOLDING CORP/THE COM 493723100 11 1,829 SH   DFND 1 2 1,829 0 0
KFORCE INC COM COM 493732101 4,337 171,578 SH   DFND 1 171,578 0 0
KILROY RLTY CORP COM COM 49427F108 43,086 680,882 SH   DFND 1 679,340 0 1,542
KIMBALL ELECTRONICS INC-W/I COM 49428J109 3,462 315,103 SH   DFND 1 315,103 0 0
KIMBALL INTL INC CL B CL B 494274103 3,924 401,653 SH   DFND 1 401,653 0 0
KIMBALL INTL INC CL B CL B 494274103 11 1,133 SH   DFND 1 2 1,133 0 0
KIMBERLY CLARK CORP COM COM 494368103 359,657 2,831,316 SH   DFND 1 2,826,629 0 4,687
KIMCO REALTY CORP COM COM 49446R109 104,956 3,973,448 SH   DFND 1 3,970,987 0 2,461
KINDER MORGAN INC COM 49456B101 747 50,072 SH   DFND 1 2 50,072 0 0
KINDER MORGAN INC COM 49456B101 222,164 14,920,897 SH   DFND 1 14,899,263 0 21,634
KINDRED BIOSCIENCES INC COM 494577109 219 64,644 SH   DFND 1 64,644 0 0
KINDRED HEALTHCARE INC COM COM 494580103 6,081 510,657 SH   DFND 1 510,657 0 0
KING DIGITAL ENTERTAINMENT PLC ORD SHS G5258J109 748 41,868 SH   DFND 1 41,868 0 0
KING DIGITAL ENTERTAINMENT PLC ORD SHS G5258J109 178 10,000 SH   DFND 1 2 10,000 0 0
KINGOLD JEWELRY INC COM NEW 49579A204 7 10,421 SH   DFND 1 10,421 0 0
KINROSS GOLD CORP COMSTK B03Z841 664 370,623 SH   DFND 1 362,881 0 7,742
KIRBY CORP COM COM 497266106 41 793 SH   DFND 1 2 793 0 0
KIRBY CORP COM COM 497266106 16,505 313,672 SH   DFND 1 313,635 0 37
KIRKLAND'S INC COM 497498105 1,503 103,671 SH   DFND 1 103,671 0 0
KITE PHARMA INC COM 49803L109 16,540 268,426 SH   DFND 1 268,426 0 0
KITE REALTY GROUP TRUST COM NEW 49803T300 17,577 677,888 SH   DFND 1 677,888 0 0
KITE REALTY GROUP TRUST COM NEW 49803T300 19 765 SH   DFND 1 2 765 0 0
KLA-TENCOR CORP COM COM 482480100 88,305 1,275,968 SH   DFND 1 1,274,305 0 1,663
KLX INC COM 482539103 10,438 339,030 SH   DFND 1 339,030 0 0
KMG CHEMICALS INC COM 482564101 1,190 51,701 SH   DFND 1 51,701 0 0
KNIGHT TRANSN INC COM COM 499064103 9,077 374,645 SH   DFND 1 374,645 0 0
KNOLL INC COM NEW 498904200 5,722 304,382 SH   DFND 1 303,402 0 980
KNOLL INC COM NEW 498904200 14 758 SH   DFND 1 2 758 0 0
KNOWLES CORP COM 49926D109 7,220 541,674 SH   DFND 1 541,674 0 0
KOHLS CORP COM COM 500255104 41 879 SH   DFND 1 2 879 0 0
KOHLS CORP COM COM 500255104 89,893 1,890,501 SH   DFND 1 1,887,559 0 2,942
KONA GRILL INC COM 50047H201 902 56,886 SH   DFND 1 56,886 0 0
KONGZHONG CORP-ADR SPONSORED ADR 50047P104 109 14,652 SH   DFND 1 14,652 0 0
KOPIN CORP COM COM 500600101 1,035 380,516 SH   DFND 1 380,516 0 0
KOPPERS HOLDINGS INC COM 50060P106 2,405 131,791 SH   DFND 1 131,791 0 0
KORN FERRY INTL COM NEW COM NEW 500643200 14,894 448,902 SH   DFND 1 448,902 0 0
KORNIT DIGITAL LTD SHS M6372Q113 134 12,268 SH   DFND 1 12,268 0 0
KOSMOS ENERGY LTD SHS G5315B107 15 3,058 SH   DFND 1 2 3,058 0 0
KOSMOS ENERGY LTD SHS G5315B107 4,722 908,096 SH   DFND 1 908,096 0 0
KRAFT HEINZ CO/THE COM 500754106 356,810 4,913,811 SH   DFND 1 4,907,459 0 6,352
KRATON PERFORMANCE POLYMERS COM 50077C106 230 13,882 SH   DFND 1 2 13,882 0 0
KRATON PERFORMANCE POLYMERS COM 50077C106 3,561 214,413 SH   DFND 1 214,413 0 0
KRATOS DEFENSE & SECURITY SOL COM NEW 50077B207 1,129 275,533 SH   DFND 1 275,533 0 0
KRISPY KREME DOUGHNUTS INC COM COM 501014104 5,934 393,808 SH   DFND 1 393,808 0 0
KROGER CO COM COM 501044101 305,490 7,319,147 SH   DFND 1 7,310,983 0 8,164
KRONOS WORLDWIDE INC COM 50105F105 848 150,364 SH   DFND 1 147,765 0 2,599
KULICKE & SOFFA INDS INC COM COM 501242101 4,852 415,844 SH   DFND 1 415,844 0 0
KULICKE & SOFFA INDS INC COM COM 501242101 6 539 SH   DFND 1 2 539 0 0
KVH INDUSTRIES INC COM 482738101 891 94,650 SH   DFND 1 94,650 0 0
L BRANDS INC COM 501797104 189,961 1,986,704 SH   DFND 1 1,984,564 0 2,140
L-3 COMMUNICATIONS HLDGS IN COM COM 502424104 75,709 634,814 SH   DFND 1 634,124 0 690
L-3 COMMUNICATIONS HLDGS IN COM COM 502424104 56 472 SH   DFND 1 2 472 0 0
LA JOLLA PHARMACEUTICAL CO COM COM PAR $.0001 2 503459604 2,331 86,352 SH   DFND 1 86,352 0 0
LA JOLLA PHARMACEUTICAL CO COM COM PAR $.0001 2 503459604 30 1,148 SH   DFND 1 2 1,148 0 0
LA QUINTA HOLDINGS INC COM 50420D108 7,413 544,716 SH   DFND 1 544,716 0 0
LA Z BOY INC COM COM 505336107 11,249 460,660 SH   DFND 1 460,660 0 0
LABORATORY CORP AMER HLDGS COM NEW COM NEW 50540R409 102,882 833,804 SH   DFND 1 833,646 0 158
LACLEDE GROUP INC COM COM 505597104 16,916 284,747 SH   DFND 1 284,747 0 0
LADDER CAPITAL CORP-CLASS A CL A 505743104 3,258 262,361 SH   DFND 1 262,361 0 0
LADENBURG THALMANN FINANCIAL COM 50575Q102 1,801 652,596 SH   DFND 1 652,596 0 0
LAKE SUNAPEE BANK GROUP COM 510866106 301 21,504 SH   DFND 1 21,504 0 0
LAKELAND BANCORP INC COM COM 511637100 2,727 231,359 SH   DFND 1 231,359 0 0
LAKELAND FINL CORP COM COM 511656100 5,726 122,825 SH   DFND 1 122,825 0 0
LAKELAND INDUSTRIES INC COM 511795106 352 29,563 SH   DFND 1 29,563 0 0
LAM RESEARCH CORP COM COM 512807108 103,545 1,306,424 SH   DFND 1 1,303,705 0 2,719
LAMAR ADVERTISING CO CL A CL A 512816109 44,686 745,027 SH   DFND 1 743,388 0 1,639
LANCASTER COLONY CORP COM COM 513847103 15,251 132,093 SH   DFND 1 132,093 0 0
LANDAUER INC COM COM 51476K103 11 347 SH   DFND 1 2 347 0 0
LANDAUER INC COM COM 51476K103 2,080 63,200 SH   DFND 1 63,200 0 0
LANDEC CORP COM 514766104 2,035 172,037 SH   DFND 1 172,037 0 0
LANDS END INC COM 51509F105 2,652 113,150 SH   DFND 1 113,023 0 127
LANDSTAR SYS INC COM COM 515098101 15,348 261,704 SH   DFND 1 261,651 0 53
LANNET INC COM COM 516012101 7,697 191,860 SH   DFND 1 191,720 0 140
LANTHEUS HOLDINGS INC COM 516544103 187 55,400 SH   DFND 1 55,400 0 0
LAREDO PETROLEUM HOLDINGS IN COM 516806106 5,819 728,387 SH   DFND 1 728,312 0 75
LAS VEGAS SANDS CORP COM 517834107 88,012 2,009,187 SH   DFND 1 2,004,416 0 4,771
LAS VEGAS SANDS CORP COM 517834107 1 45 SH   DFND 1 2 45 0 0
LASALLE HOTEL PPTYS COM SH BEN INT COM SH BEN INT 517942108 21,656 860,763 SH   DFND 1 860,763 0 0
LASALLE HOTEL PPTYS COM SH BEN INT COM SH BEN INT 517942108 40 1,620 SH   DFND 1 2 1,620 0 0
LATTICE SEMICONDUCTOR CORP COM COM 518415104 5,127 792,435 SH   DFND 1 792,435 0 0
LAUDER ESTEE COS INC CL A CL A 518439104 150,995 1,718,384 SH   DFND 1 1,714,520 0 3,864
LAWSON PRODS INC COM COM 520776105 894 38,311 SH   DFND 1 38,311 0 0
LAYNE CHRISTENSEN COMPANY COM 521050104 532 101,320 SH   DFND 1 101,320 0 0
LAZARD GLOBAL TOTAL RET INCM COM 52106W103 387 29,592 PRN   DFND 1 2 29,592 0 0
LAZARD LTD SHS A G54050102 33,879 752,718 SH   DFND 1 752,167 0 551
LAZARD LTD SHS A G54050102 42 939 SH   DFND 1 2 939 0 0
LCNB CORPORATION COM 50181P100 601 36,751 SH   DFND 1 36,751 0 0
LDR HOLDING CORP COM 50185U105 11 451 SH   DFND 1 2 451 0 0
LDR HOLDING CORP COM 50185U105 3,900 155,341 SH   DFND 1 155,341 0 0
LEAPFROG ENTERPRISES INC CL A CL A 52186N106 236 333,465 SH   DFND 1 333,465 0 0
LEAR CORP COM NEW 521865204 62,903 512,425 SH   DFND 1 510,982 0 1,443
LEE ENTERPRISES INC COM COM 523768109 430 256,513 SH   DFND 1 256,513 0 0
LEGACY RESERVES LP UNIT LP INT 524707304 39 22,575 SH   DFND 1 22,575 0 0
LEGACYTEXAS FINANCIAL GROUP INC COM 52471Y106 7,231 289,026 SH   DFND 1 289,026 0 0
LEGG MASON INC COM COM 524901105 178 4,540 SH   DFND 1 2 4,540 0 0
LEGG MASON INC COM COM 524901105 34,029 869,159 SH   DFND 1 868,753 0 406
LEGGETT & PLATT INC COM COM 524660107 25 610 SH   DFND 1 2 610 0 0
LEGGETT & PLATT INC COM COM 524660107 44,893 1,070,659 SH   DFND 1 1,069,842 0 817
LEIDOS HOLDINGS INC COM 525327102 21,595 383,847 SH   DFND 1 382,422 0 1,425
LEMAITRE VASCULAR INC COM 525558201 476 27,604 SH   DFND 1 2 27,604 0 0
LEMAITRE VASCULAR INC COM 525558201 1,356 78,625 SH   DFND 1 78,625 0 0
LENDINGCLUB CORP COM 52603A109 12,792 1,157,675 SH   DFND 1 1,155,659 0 2,016
LENDINGTREE INC COM 52603B107 335 3,755 SH   DFND 1 2 3,755 0 0
LENDINGTREE INC COM 52603B107 5,470 61,274 SH   DFND 1 61,274 0 0
LENNAR CORP COM CL A 526057104 69,672 1,427,440 SH   DFND 1 1,426,528 0 912
LENNOX INTL INC COM COM 526107107 28,317 226,725 SH   DFND 1 226,238 0 487
LEUCADIA NATL CORP COM COM 527288104 80 4,649 SH   DFND 1 2 4,649 0 0
LEUCADIA NATL CORP COM COM 527288104 60,557 3,487,947 SH   DFND 1 3,480,565 0 7,382
LEVEL 3 COMMUNICATIONS INC COM COM NEW 52729N308 125,059 2,305,395 SH   DFND 1 2,303,197 0 2,198
LEXICON GENETICS INC COM COM NEW 528872302 4,253 319,594 SH   DFND 1 319,594 0 0
LEXINGTON CORP PPTYS TR COM COM 529043101 9,936 1,242,091 SH   DFND 1 1,242,091 0 0
LEXMARK INTL NEW CL A CL A 529771107 649 20,000 SH   DFND 1 2 20,000 0 0
LEXMARK INTL NEW CL A CL A 529771107 11,836 364,773 SH   DFND 1 363,640 0 1,133
LGI HOMES INC COM 50187T106 2,159 88,765 SH   DFND 1 88,765 0 0
LGI HOMES INC COM 50187T106 304 12,530 SH   DFND 1 2 12,530 0 0
LHC GROUP LLC COM 50187A107 3,787 83,630 SH   DFND 1 83,630 0 0
LIBBEY INC COM COM 529898108 54 2,574 SH   DFND 1 2 2,574 0 0
LIBBEY INC COM COM 529898108 2,880 135,104 SH   DFND 1 135,104 0 0
LIBERATOR MEDICAL HOLDINGS INC COM 53012L108 686 205,638 SH   DFND 1 205,638 0 0
LIBERTY BROADBAND A - W/I COM SER A 530307107 8,322 161,129 SH   DFND 1 161,125 0 4
LIBERTY BROADBAND C W/I COM SER C 530307305 22,045 425,106 SH   DFND 1 425,105 0 1
LIBERTY GLOBAL PLC - A SHS CL A G5480U104 59,854 1,414,136 SH   DFND 1 1,410,477 0 3,659
LIBERTY GLOBAL PLC-C SHS CL C G5480U120 137,548 3,376,130 SH   DFND 1 3,375,017 0 1,113
LIBERTY LILAC GROUP - CL C W/I LILAC SHS CL C G5480U153 6,956 161,785 SH   DFND 1 161,785 0 0
LIBERTY LILAC GRP-CL A W/I LILAC SHS CL A G5480U138 2,798 67,635 SH   DFND 1 67,635 0 0
LIBERTY MEDIA CORP - A CL A 531229102 27,020 688,725 SH   DFND 1 688,200 0 525
LIBERTY MEDIA CORP - C COM SER C 531229300 45,203 1,187,925 SH   DFND 1 1,187,081 0 844
LIBERTY MEDIA-INTERACTIVE A COM QVC GP COM SER A 53071M104 83,899 3,072,846 SH   DFND 1 3,071,666 0 1,180
LIBERTY PPTY TR SH BEN INT SH BEN INT 531172104 25 816 SH   DFND 1 2 816 0 0
LIBERTY PPTY TR SH BEN INT SH BEN INT 531172104 34,998 1,127,816 SH   DFND 1 1,127,449 0 367
LIBERTY TAX INC CL A 53128T102 989 41,519 SH   DFND 1 41,519 0 0
LIBERTY TRIPADVISOR HDG-A INC COM SER A 531465102 10 334 SH   DFND 1 2 334 0 0
LIBERTY TRIPADVISOR HDG-A INC COM SER A 531465102 13,688 451,165 SH   DFND 1 450,896 0 269
LIBERTY VENTURES - SER A LBT VENT COM A 53071M880 37,327 827,488 SH   DFND 1 826,747 0 741
LIFELOCK INC COM 53224V100 7,447 518,979 SH   DFND 1 518,979 0 0
LIFELOCK INC COM 53224V100 45 3,203 SH   DFND 1 2 3,203 0 0
LIFEPOINT HOSPITALS INC COM COM 53219L109 21,548 293,576 SH   DFND 1 293,541 0 35
LIFETIME BRANDS INC COM 53222Q103 906 68,387 SH   DFND 1 68,387 0 0
LIFEVANTAGE CORP COM NEW 53222K205 689 72,475 SH   DFND 1 72,475 0 0
LIFEWAY FOODS INC COM 531914109 362 32,670 SH   DFND 1 32,670 0 0
LIGAND PHARMACEUTICALS INC CL B COM NEW 53220K504 13,983 128,971 SH   DFND 1 128,971 0 0
LIGHTBRIDGE CORP COM 53224K104 67 66,578 SH   DFND 1 66,578 0 0
LIGHTPATH TECHNOLOGIES INC CL A CL A NEW 532257805 60 21,491 SH   DFND 1 21,491 0 0
LILIS ENERGY INC COM 532403102 67 335,103 SH   DFND 1 335,103 0 0
LILLY ELI & CO COM COM 532457108 672,139 7,993,267 SH   DFND 1 7,981,641 0 11,626
LIMELIGHT NETWORKS INC -REDH COM 53261M104 583 399,476 SH   DFND 1 399,476 0 0
LIMELIGHT NETWORKS INC -REDH COM 53261M104 76 52,367 SH   DFND 1 2 52,367 0 0
LIMONEIRA CO COM 532746104 1,065 71,316 SH   DFND 1 71,316 0 0
LINCOLN EDUCATIONAL SERVICES COM 533535100 225 113,473 SH   DFND 1 113,473 0 0
LINCOLN ELEC HLDGS INC COM COM 533900106 133 2,578 SH   DFND 1 2 2,578 0 0
LINCOLN ELEC HLDGS INC COM COM 533900106 22,807 439,532 SH   DFND 1 438,908 0 624
LINCOLN NATL CORP IND COM COM 534187109 106,189 2,116,889 SH   DFND 1 2,112,624 0 4,265
LINCOLN NATL CORP IND COM COM 534187109 25 512 SH   DFND 1 2 512 0 0
LINDBLAD EXPEDITIONS HOLDINGS COM 535219109 1,450 130,595 SH   DFND 1 130,595 0 0
LINDSAY MFG CO COM COM 535555106 5,374 74,239 SH   DFND 1 74,239 0 0
LINEAR TECHNOLOGY CORP COM COM 535678106 85,164 2,009,209 SH   DFND 1 2,005,658 0 3,551
LINKEDIN CORP - A COM CL A 53578A108 145,519 646,980 SH   DFND 1 646,080 0 900
LINKEDIN CORP - A COM CL A 53578A108 11 50 SH   DFND 1 2 50 0 0
LINN CO LLC COM SHS LTD INT 535782106 33 32,952 SH   DFND 1 32,952 0 0
LINN ENERGY LLC-UNITS UNIT LTD LIAB 536020100 13 10,460 SH   DFND 1 2 10,460 0 0
LINN ENERGY LLC-UNITS UNIT LTD LIAB 536020100 172 133,533 SH   DFND 1 133,533 0 0
LION BIOTECHNOLOGIES INC COM 53619R102 2,347 304,121 SH   DFND 1 304,121 0 0
LIONBRIDGE TECHNOLOGIES INC COM COM 536252109 1,873 381,562 SH   DFND 1 381,562 0 0
LIONS GATE ENTERTAINMENT CORP COM NEW 535919203 37 1,152 SH   DFND 1 2 1,152 0 0
LIONS GATE ENTERTAINMENT CORP COM NEW 535919203 17,911 553,003 SH   DFND 1 552,970 0 33
LIPOCINE INC COM 53630X104 1,150 89,017 SH   DFND 1 89,017 0 0
LIQTECH INTERNATIONAL INC COM 53632A102 90 90,569 SH   DFND 1 90,569 0 0
LIQUIDITY SERVICES, INC. COM 53635B107 1,055 162,387 SH   DFND 1 162,387 0 0
LITHIA MTRS INC CL A CL A 536797103 36 345 SH   DFND 1 2 345 0 0
LITHIA MTRS INC CL A CL A 536797103 15,160 142,124 SH   DFND 1 142,124 0 0
LITTELFUSE INC COM COM 537008104 15,922 148,793 SH   DFND 1 148,793 0 0
LIVANOVA PLC SHS G5509L101 21,642 364,530 SH   DFND 1 364,530 0 0
LIVE NATION ENTERTAINMENT, INC. COM 538034109 20,344 828,007 SH   DFND 1 827,183 0 824
LIVE OAK BANCSHARES INC COM 53803X105 531 37,451 SH   DFND 1 37,451 0 0
LIVE VENTURES INC COM 538142100 124 85,470 SH   DFND 1 85,470 0 0
LIVEPERSON INC COM 538146101 6 1,011 SH   DFND 1 2 1,011 0 0
LIVEPERSON INC COM 538146101 2,330 345,239 SH   DFND 1 345,239 0 0
LKQ CORP COM 501889208 54,195 1,830,234 SH   DFND 1 1,829,646 0 588
LLOYDS TSB GROUP PLC SPONSORED ADR SPONSORED ADR 539439109 813 186,617 SH   DFND 1 83,843 0 102,774
LMI AEROSPACE INC COM 502079106 550 54,671 SH   DFND 1 54,671 0 0
LOCKHEED MARTIN CORP COM COM 539830109 466,155 2,151,140 SH   DFND 1 2,147,999 0 3,141
LOEWS CORP COM COM 540424108 87,850 2,292,446 SH   DFND 1 2,285,900 0 6,546
LOGITECH INTERNATIONAL - REG SHS H50430232 912 60,519 SH   DFND 1 60,519 0 0
LOGMEIN INC COM 54142L109 11,250 167,661 SH   DFND 1 167,661 0 0
LOGMEIN INC COM 54142L109 61 916 SH   DFND 1 2 916 0 0
LO-JACK CORP COM COM 539451104 454 81,664 SH   DFND 1 81,664 0 0
LORAL SPACE & COMMUNICATION COM COM 543881106 3,712 91,193 SH   DFND 1 91,193 0 0
LOUISIANA PAC CORP COM COM 546347105 15,312 850,196 SH   DFND 1 850,196 0 0
LOWES COS INC COM COM 548661107 566,481 7,465,010 SH   DFND 1 7,452,566 0 12,444
LOXO ONCOLOGY INC COM 548862101 1,563 54,942 SH   DFND 1 54,942 0 0
LPATH INC - CLASS A COM NEW 548910306 16 73,774 SH   DFND 1 73,774 0 0
LPL INVESTMENT HOLDINGS INC COM 50212V100 21,182 496,669 SH   DFND 1 496,614 0 55
LRAD CORP COM 50213V109 285 143,413 SH   DFND 1 143,413 0 0
LSB INDUSTRIES INC COM 502160104 839 115,851 SH   DFND 1 115,851 0 0
LSI INDS INC COM COM 50216C108 167 13,763 SH   DFND 1 2 13,763 0 0
LSI INDS INC COM COM 50216C108 1,761 144,517 SH   DFND 1 144,517 0 0
LTC PPTYS INC COM COM 502175102 12,407 287,609 SH   DFND 1 287,609 0 0
LUBYS INC COM COM 549282101 279 62,611 SH   DFND 1 62,611 0 0
LULULEMON ATHLETICA INC COM 550021109 36,772 701,297 SH   DFND 1 700,889 0 408
LUMBER LIQUIDATORS HOLDINGS IN COM 55003T107 2,800 161,301 SH   DFND 1 161,301 0 0
LUMENTUM HOLDINGS INC COM 55024U109 6,686 303,656 SH   DFND 1 301,660 0 1,996
LUMINEX CORP DEL COM COM 55027E102 6,502 303,986 SH   DFND 1 303,986 0 0
LUMOS NETWORKS CORP COM 550283105 1,478 132,018 SH   DFND 1 132,018 0 0
LUNA INNOVATIONS INC COM 550351100 44 41,071 SH   DFND 1 41,071 0 0
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LYDALL INC DEL COM COM 550819106 3,638 102,542 SH   DFND 1 102,542 0 0
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M & T BK CORP COM COM 55261F104 154,174 1,274,867 SH   DFND 1 1,274,225 0 642
M D C HLDGS INC COM COM 552676108 6,826 267,387 SH   DFND 1 267,387 0 0
M SMUCKER CO/THE-NEW COM COM NEW 832696405 118,221 960,442 SH   DFND 1 959,238 0 1,204
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MACATAWA BK CORP COM COM 554225102 639 105,709 SH   DFND 1 105,709 0 0
MACERICH CO COM COM 554382101 111,032 1,378,271 SH   DFND 1 1,377,655 0 616
MACK CALI RLTY CORP COM COM 554489104 16,007 685,558 SH   DFND 1 685,558 0 0
MA-COM TECHNOLOGY SOLUTIONS COM 55405Y100 5,696 139,320 SH   DFND 1 139,320 0 0
MACQUARIE INFRASTRUCTURE CO COM 55608B105 29,985 413,027 SH   DFND 1 413,027 0 0
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MAGELLAN HEALTH INC COM NEW 559079207 15,262 247,532 SH   DFND 1 247,532 0 0
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MAGICJACK VOCALTEC LTD SHS M6787E101 47 5,050 SH   DFND 1 5,050 0 0
MAGNEGAS CORP COM NEW 55939L202 206 128,434 SH   DFND 1 128,434 0 0
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MAJESCO COM 56068V102 315 52,545 SH   DFND 1 52,545 0 0
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MALIBU BOATS INC CLASS A COM CL A 56117J100 1,682 102,802 SH   DFND 1 102,802 0 0
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MANHATTAN ASSOCS INC COM COM 562750109 31,099 469,993 SH   DFND 1 469,993 0 0
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MANITEX INTERNATIONAL INC COM 563420108 370 62,238 SH   DFND 1 62,238 0 0
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MANNKIND CORP COM COM 56400P201 2,479 1,709,742 SH   DFND 1 1,709,742 0 0
MANPOWER INC COM COM 56418H100 37,488 445,074 SH   DFND 1 444,767 0 307
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MARATHON OIL CORP COM COM 565849106 67,979 5,410,678 SH   DFND 1 5,397,957 0 12,721
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MARATHON PETROLEUM CORP - W/I COM 56585A102 239,594 4,630,650 SH   DFND 1 4,623,984 0 6,666
MARCHEX INC-CLASS B CL B 56624R108 748 192,535 SH   DFND 1 191,350 0 1,185
MARCUS & MILLICHAP INC COM 566324109 227 7,818 SH   DFND 1 2 7,818 0 0
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MARIN SOFTWARE INC COM 56804T106 338 94,651 SH   DFND 1 94,651 0 0
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MARKEL CORP COM COM 570535104 71,757 81,288 SH   DFND 1 81,279 0 9
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MARKETO INC COM 57063L107 11 398 SH   DFND 1 2 398 0 0
MARKETO INC COM 57063L107 6,766 235,693 SH   DFND 1 235,693 0 0
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MARRONE BIO INNOVATIONS INC COM 57165B106 84 76,562 SH   DFND 1 76,562 0 0
MARSH & MCLENNAN COS INC COM COM 571748102 228,362 4,126,974 SH   DFND 1 4,122,161 0 4,813
MARTEN TRANSPORT LTD COM 573075108 2,790 157,659 SH   DFND 1 157,659 0 0
MARTIN MARIETTA MATLS INC COM COM 573284106 72,662 533,089 SH   DFND 1 532,529 0 560
MARTIN MIDSTREAM PARTNERS LP UNIT L P INT 573331105 315 14,518 SH   DFND 1 14,518 0 0
MARVELL TECHNOLOGY GROUP LT ORD ORD G5876H105 91 10,370 SH   DFND 1 2 10,370 0 0
MARVELL TECHNOLOGY GROUP LT ORD ORD G5876H105 37,787 4,285,987 SH   DFND 1 4,284,656 0 1,331
MASCO CORP COM COM 574599106 8 292 SH   DFND 1 2 292 0 0
MASCO CORP COM COM 574599106 73,881 2,616,239 SH   DFND 1 2,614,318 0 1,921
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MAST THERAPEUTICS INC COM 576314108 285 678,116 SH   DFND 1 678,116 0 0
MASTEC INC COM COM 576323109 6,847 394,007 SH   DFND 1 394,007 0 0
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MATCH GROUP INC COM 57665R106 446 32,954 SH   DFND 1 32,954 0 0
MATERION CORP COM 576690101 3,503 125,112 SH   DFND 1 125,112 0 0
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MATRIX SERVICE CO COM 576853105 6,908 336,351 SH   DFND 1 336,351 0 0
MATSON INC COM 57686G105 15,584 365,567 SH   DFND 1 365,567 0 0
MATSON INC COM 57686G105 93 2,202 SH   DFND 1 2 2,202 0 0
MATTEL INC COM COM 577081102 76,646 2,826,640 SH   DFND 1 2,817,046 0 9,594
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MATTHEWS INTL CORP CL A CL A 577128101 11,328 211,952 SH   DFND 1 211,952 0 0
MATTRESS FIRM HOLDING CORP COM 57722W106 5,987 134,162 SH   DFND 1 134,162 0 0
MATTSON TECHNOLOGY INC COM COM 577223100 1,751 496,109 SH   DFND 1 496,109 0 0
MAUI LD & PINEAPPLE INC COM COM 577345101 268 49,253 SH   DFND 1 49,253 0 0
MAXIM INTEGRATED PRODS INC COM COM 57772K101 66,082 1,740,154 SH   DFND 1 1,737,108 0 3,046
MAXIMUS INC COM COM 577933104 27,416 487,405 SH   DFND 1 487,405 0 0
MAXLINEAR INC-CLASS A CL A 57776J100 19 1,313 SH   DFND 1 2 1,313 0 0
MAXLINEAR INC-CLASS A CL A 57776J100 4,891 332,094 SH   DFND 1 332,094 0 0
MAXPOINT INTERACTIVE INC COM 57777M102 78 46,181 SH   DFND 1 46,181 0 0
MAXWELL TECHNOLOGIES INC COM COM 577767106 1,168 163,646 SH   DFND 1 163,646 0 0
MB FINANCIAL INC NEW COM COM 55264U108 14,679 453,501 SH   DFND 1 453,501 0 0
MBIA INC COM COM 55262C100 5,904 911,205 SH   DFND 1 911,205 0 0
MBIA INC COM COM 55262C100 0 13 SH   DFND 1 2 13 0 0
MBT FINANCIAL CORP COM 578877102 42 6,249 SH   DFND 1 2 6,249 0 0
MBT FINANCIAL CORP COM 578877102 244 35,864 SH   DFND 1 35,864 0 0
MCBC HOLDINGS INC COM 55276F107 458 33,438 SH   DFND 1 33,438 0 0
MCCLATCHY CO CL A CL A 579489105 417 344,876 SH   DFND 1 344,876 0 0
MCCORMICK & CO INC COM NON VTG COM NON VTG 579780206 84,593 990,618 SH   DFND 1 989,899 0 719
MCDERMOTT INTL INC COM COM 580037109 2 615 SH   DFND 1 2 615 0 0
MCDERMOTT INTL INC COM COM 580037109 4,913 1,466,659 SH   DFND 1 1,466,659 0 0
MCDONALDS CORP COM COM 580135101 882,753 7,487,405 SH   DFND 1 7,475,570 0 11,835
MCEWEN MINING INC COM 58039P107 1,185 1,118,345 SH   DFND 1 1,118,345 0 0
MCGRATH RENTCORP COM COM 580589109 4,068 161,508 SH   DFND 1 161,508 0 0
MCGRAW HILL COS INC COM COM 580645109 206,201 2,096,225 SH   DFND 1 2,094,538 0 1,687
MCHP 2 1/8 12/15/37 SDCV 2.125%12/1 595017AB0 5,709 3,000,000 PRN   DFND 1 2 3,000,000 0 0
MCKESSON CORP COM COM 58155Q103 367,750 1,868,408 SH   DFND 1 1,866,183 0 2,225
MDC PARTNERS INC CL A SUB VTG 552697104 1,309 60,284 SH   DFND 1 60,284 0 0
MDU RES GROUP INC COM COM 552690109 21,685 1,183,684 SH   DFND 1 1,182,908 0 776
MEAD JOHNSON NUTRITION COM 582839106 123,895 1,572,567 SH   DFND 1 1,569,402 0 3,165
MEDASSETS INC-REDH COM 584045108 11,990 387,536 SH   DFND 1 387,536 0 0
MEDGENICS COM NEW 58436Q203 1,064 176,886 SH   DFND 1 176,886 0 0
MEDGENICS COM NEW 58436Q203 25 4,235 SH   DFND 1 2 4,235 0 0
MEDIA GEN INC CL A COM 58441K100 9,541 590,781 SH   DFND 1 590,781 0 0
MEDICAL PROPERTIES TRUST INC COM 58463J304 16,714 1,452,159 SH   DFND 1 1,452,159 0 0
MEDICINES CO COM COM 584688105 17,328 464,073 SH   DFND 1 464,073 0 0
MEDICINOVA INC COM NEW 58468P206 422 118,929 SH   DFND 1 118,929 0 0
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MEDIFAST INC COM 58470H101 2,155 70,944 SH   DFND 1 70,944 0 0
MEDIVATION INC COM 58501N101 50,103 1,037,076 SH   DFND 1 1,036,201 0 875
MEDNAX INC. COM 58502B106 39,376 549,867 SH   DFND 1 548,528 0 1,339
MEDTRONIC PLC SHS G5960L103 884,831 11,526,619 SH   DFND 1 11,503,407 0 23,212
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MEI PHARMA INC COM NEW 55279B202 204 127,975 SH   DFND 1 127,975 0 0
MELA SCIENCES INC COM NEW 55277R308 17 16,057 SH   DFND 1 16,057 0 0
MELCO PBL ENTERTAINMENT-ADR ADR 585464100 3,097 187,114 SH   DFND 1 186,124 0 990
MELLANOX TECH LTD SHS M51363113 288 6,854 SH   DFND 1 2 6,854 0 0
MELLANOX TECH LTD SHS M51363113 706 16,768 SH   DFND 1 16,768 0 0
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MENS WEARHOUSE INC COM COM 587118100 109 7,453 SH   DFND 1 2 7,453 0 0
MENS WEARHOUSE INC COM COM 587118100 4,345 296,046 SH   DFND 1 296,046 0 0
MENT 4 04/31-16 SDCV 4.000% 4/0 587200AK2 6,266 6,000,000 PRN   DFND 1 2 6,000,000 0 0
MENTOR GRAPHICS CORP COM COM 587200106 12,143 659,280 SH   DFND 1 659,280 0 0
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MERCER INTL INC SH BEN INT COM 588056101 260 28,733 SH   DFND 1 2 28,733 0 0
MERCER INTL INC SH BEN INT COM 588056101 2,287 252,721 SH   DFND 1 252,721 0 0
MERCHANTS BANCSHARES COM COM 588448100 1,846 58,625 SH   DFND 1 58,625 0 0
MERCK & CO INC COM COM 58933Y105 1,228,387 23,302,560 SH   DFND 1 23,270,965 0 31,595
MERCURY COMPUTER SYS COM COM 589378108 4,246 231,316 SH   DFND 1 231,316 0 0
MERCURY GENL CORP NEW COM COM 589400100 9,836 211,216 SH   DFND 1 210,283 0 933
MEREDITH CORP COM COM 589433101 10,200 235,854 SH   DFND 1 235,479 0 375
MERIDIAN BANCORP INC COM 58958U103 5,339 378,682 SH   DFND 1 378,682 0 0
MERIDIAN BIOSCIENCE INC COM COM 589584101 6,873 334,982 SH   DFND 1 332,421 0 2,561
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MERITAGE HOMES CORP COM COM 59001A102 7,827 230,286 SH   DFND 1 230,286 0 0
MERITOR INC COM COM 59001K100 5,101 610,909 SH   DFND 1 610,909 0 0
MERRIMACK PHARMACEUTICALS INC COM 590328100 5,763 729,505 SH   DFND 1 729,505 0 0
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METHANEX CORP COMSTK 2654416 961 29,439 SH   DFND 1 28,769 0 670
METHANEX CORP COM COM 59151K108 1,086 32,902 SH   DFND 1 32,902 0 0
METHANEX CORP COM COM 59151K108 54 1,637 SH   DFND 1 2 1,637 0 0
METHES ENERGIES INTERNATIONAL LTD COM 591517107 63 286,742 SH   DFND 1 286,742 0 0
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METLIFE INC COM COM 59156R108 60 1,261 SH   DFND 1 2 1,261 0 0
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MFA MORTGAGE INVESTMENTS INC COM 55272X102 138 20,917 SH   DFND 1 2 20,917 0 0
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MFRI INC COM 552721102 94 14,425 SH   DFND 1 14,425 0 0
MFS CHARTER INCOME TR SH BEN INT 552727109 185 24,308 PRN   DFND 1 2 24,308 0 0
MGE ENERGY INC COM 55277P104 11,601 250,026 SH   DFND 1 250,026 0 0
MGIC INVT CORP WIS COM COM 552848103 18,089 2,048,589 SH   DFND 1 2,048,589 0 0
MGM RESORTS INTERNATIONAL COM 552953101 62,280 2,742,924 SH   DFND 1 2,738,989 0 3,935
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MICHAEL KORS HOLDINGS LTD SHS G60754101 70,250 1,756,724 SH   DFND 1 1,754,577 0 2,147
MICHAELS COS INC COM 59408Q106 19 878 SH   DFND 1 2 878 0 0
MICHAELS COS INC COM 59408Q106 11,389 515,135 SH   DFND 1 514,559 0 576
MICROCHIP TECHNOLOGY INC COM COM 595017104 77,451 1,667,630 SH   DFND 1 1,664,407 0 3,223
MICRON TECHNOLOGY INC COM COM 595112103 124,746 8,827,813 SH   DFND 1 8,819,550 0 8,263
MICRONET ENERTEC TECHNOLOGIES COM 595117102 24 11,589 SH   DFND 1 11,589 0 0
MICROSEMI CORP COM COM 595137100 22,577 692,765 SH   DFND 1 692,765 0 0
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MICROSTRATEGY INC CL A CL A NEW 594972408 25 142 SH   DFND 1 2 142 0 0
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MICROVISION INC WASH COM COM NEW 594960304 689 241,061 SH   DFND 1 241,061 0 0
MID-AMER APT CMNTYS INC COM COM 59522J103 51,073 562,420 SH   DFND 1 562,317 0 103
MIDDLEBURG FINANCIAL CORP COM 596094102 314 17,029 SH   DFND 1 17,029 0 0
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MIDDLESEX WATER CO COM COM 596680108 2,876 108,365 SH   DFND 1 108,365 0 0
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MIDSTATES PETROLEUM CO INC COM NEW 59804T308 38 19,304 SH   DFND 1 19,304 0 0
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MILACRON HOLDINGS CORP COM 59870L106 1,333 106,563 SH   DFND 1 106,563 0 0
MILESTONE SCIENTIFIC INC COM NEW 59935P209 106 45,410 SH   DFND 1 45,410 0 0
MILLER HERMAN INC COM COM 600544100 12,864 448,243 SH   DFND 1 448,243 0 0
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MINDBODY INC - CLASS A COM CL A 60255W105 646 42,709 SH   DFND 1 42,709 0 0
MINERALS TECHNOLOGIES INC COM COM 603158106 12,096 263,774 SH   DFND 1 263,774 0 0
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MIRATI THERAPEUTICS INC COM 60468T105 3,306 104,648 SH   DFND 1 104,648 0 0
MISONIX INC COM COM 604871103 226 24,082 SH   DFND 1 24,082 0 0
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MITCHAM INDS INC COM COM 606501104 201 67,090 SH   DFND 1 67,090 0 0
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MITEL NETWORKS CORP COM 60671Q104 289 37,596 SH   DFND 1 37,596 0 0
MITSUBISHI UFJ FINANCIAL GROUP SPONSORED ADR 606822104 293 47,154 SH   DFND 1 21,874 0 25,280
MIZUHO FINANICAL GROUP INC SPONSORED ADR 60687Y109 233 57,804 SH   DFND 1 31,185 0 26,619
MKS INSTRUMENT INC COM COM 55306N104 16,071 446,430 SH   DFND 1 446,430 0 0
MOBILE IRON INC COM NEW 60739U204 1 302 SH   DFND 1 2 302 0 0
MOBILE IRON INC COM NEW 60739U204 889 246,272 SH   DFND 1 246,272 0 0
MOBILE MINI INC COM COM 60740F105 9,350 300,372 SH   DFND 1 300,221 0 151
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MOCON INC COM COM 607494101 151 10,448 SH   DFND 1 10,448 0 0
MODEL N INC COM 607525102 1,134 101,690 SH   DFND 1 101,690 0 0
MODINE MFG CO COM COM 607828100 51 5,721 SH   DFND 1 2 5,721 0 0
MODINE MFG CO COM COM 607828100 2,737 302,535 SH   DFND 1 302,535 0 0
MODUSLINK GLOBAL SOLUTIONS INC COM NEW 60786L206 547 220,846 SH   DFND 1 220,846 0 0
MOELIS & CO CL A 60786M105 3,584 122,829 SH   DFND 1 122,662 0 167
MOH 1 1/8 01/15/20 NOTE 1.125% 1/1 60855RAC4 8,552 5,500,000 PRN   DFND 1 2 5,500,000 0 0
MOHAWK INDS INC COM COM 608190104 93,549 494,996 SH   DFND 1 493,944 0 1,052
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MOLINA HEALTHCARE INC COM 60855R100 954 15,878 SH   DFND 1 2 15,878 0 0
MOLSON COORS BREWING CO -B CL B 60871R209 116,653 1,244,633 SH   DFND 1 1,243,254 0 1,379
MOMENTA PHARMACEUTICALS INC COM COM 60877T100 5,899 397,541 SH   DFND 1 397,541 0 0
MOMENTA PHARMACEUTICALS INC COM COM 60877T100 15 1,077 SH   DFND 1 2 1,077 0 0
MOMO INC - ADR ADR 60879B107 235 14,713 SH   DFND 1 14,713 0 0
MONARCH CASINO & RESORT INC COM COM 609027107 1,476 65,005 SH   DFND 1 65,005 0 0
MONARCH FINANCIAL HOLDINGS INC COM 60907Q100 470 26,178 SH   DFND 1 26,178 0 0
MONDELEZ INTERNATIONAL INC CL A 609207105 605,281 13,525,112 SH   DFND 1 13,507,012 0 18,100
MONDELEZ INTERNATIONAL INC CL A 609207105 36 817 SH   DFND 1 2 817 0 0
MONEYGRAM INTERNATIONAL, INC. COM NEW 60935Y208 1,415 225,832 SH   DFND 1 225,832 0 0
MONMOUTH REAL ESTATE INVT C CL A CL A 609720107 4,435 424,016 SH   DFND 1 424,016 0 0
MONOGRAM RESIDENTIAL TRUST I COM 60979P105 12,640 1,295,170 SH   DFND 1 1,295,170 0 0
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MOVADO GROUP INC COM COM 624580106 70 2,730 SH   DFND 1 2 2,730 0 0
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MRV COMMUNICATIONS INC COM COM NEW 553477407 286 23,456 SH   DFND 1 23,456 0 0
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MSC INDL DIRECT INC CL A CL A 553530106 16,087 285,898 SH   DFND 1 285,472 0 426
MSC INDL DIRECT INC CL A CL A 553530106 25 461 SH   DFND 1 2 461 0 0
MSCI INC-A COM 55354G100 42,339 586,987 SH   DFND 1 585,148 0 1,839
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MSG NETWORKS INC CL A 553573106 18,712 899,652 SH   DFND 1 899,183 0 469
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MUELLER WATER PRODUCTS INC-A COM SER A 624758108 8,426 979,873 SH   DFND 1 979,873 0 0
MULTI PACKAGING SOLUTIONS INTERNATIONAL LTD COM G6331W109 320 18,448 SH   DFND 1 18,448 0 0
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MURPHY OIL CORP COM COM 626717102 29,234 1,304,820 SH   DFND 1 1,297,423 0 7,397
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MUTUALFIRST FINL INC COM COM 62845B104 835 33,535 SH   DFND 1 33,535 0 0
MWW 3 1/2 10/15/19 NOTE 3.500%10/1 611742AB3 9,525 7,500,000 PRN   DFND 1 2 7,500,000 0 0
MYERS INDS INC COM COM 628464109 2,058 154,533 SH   DFND 1 154,533 0 0
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MYLAN NV SHS EURO N59465109 179,779 3,331,787 SH   DFND 1 3,328,472 0 3,315
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MYRIAD GENETICS INC COM COM 62855J104 3 70 SH   DFND 1 2 70 0 0
N T T DOCOMO INC-ADR SPONS ADR 62942M201 1,106 53,963 SH   DFND 1 48,837 0 5,126
NABORS INDS INC COM SHS G6359F103 15,093 1,773,674 SH   DFND 1 1,770,896 0 2,778
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NATIONAL BANK HOLDINGS CORP - CLASS A CL A 633707104 6,785 317,544 SH   DFND 1 317,544 0 0
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NATIONAL OILWELL VARCO INC COM COM 637071101 111,118 3,324,282 SH   DFND 1 3,317,608 0 6,674
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NATIONAL PENN BANCSHARES IN COM COM 637138108 11,632 943,442 SH   DFND 1 942,037 0 1,405
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NATIONAL RETAIL PROPERTIES INC COM COM 637417106 32,008 799,207 SH   DFND 1 799,207 0 0
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NATIONAL WESTN LIFE INS CO CL A CL A 638517102 3,957 15,707 SH   DFND 1 15,707 0 0
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NATL RESEARCH CO CLASS A CL A 637372202 838 52,304 SH   DFND 1 52,304 0 0
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NATURAL GAS SERVICES GROUP INC COM 63886Q109 1,913 85,802 SH   DFND 1 85,802 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 1,167 57,304 SH   DFND 1 57,304 0 0
NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 3,770 112,441 SH   DFND 1 112,441 0 0
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NATURES SUNSHINE PRODS INC COM 639027101 576 56,961 SH   DFND 1 56,961 0 0
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NAVIENT CORP COM 63938C108 49,108 4,295,265 SH   DFND 1 4,290,019 0 5,246
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NAVIOS MARITIME ACQUISITION SHS Y62159101 344 114,436 SH   DFND 1 114,436 0 0
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NCR CORP NEW COM COM 62886E108 18,905 772,924 SH   DFND 1 772,627 0 297
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NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 1,141 84,511 SH   DFND 1 2 84,511 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 242 17,915 SH   DFND 1 17,915 0 0
NET ELEMENT INC COM 64111R102 3 20,701 SH   DFND 1 20,701 0 0
NETAPP INC COM 64110D104 86 3,252 SH   DFND 1 2 3,252 0 0
NETAPP INC COM 64110D104 72,412 2,734,305 SH   DFND 1 2,726,701 0 7,604
NETEASE.COM INC -ADR SPONSORED ADR 64110W102 171 947 SH   DFND 1 2 947 0 0
NETEASE.COM INC -ADR SPONSORED ADR 64110W102 7,554 41,904 SH   DFND 1 41,529 0 375
NETFLIX COM INC COM COM 64110L106 384,806 3,371,281 SH   DFND 1 3,366,849 0 4,432
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NETLIST INC COM 64118P109 228 259,739 SH   DFND 1 259,739 0 0
NETSCOUT SYS INC COM COM 64115T104 19,639 639,722 SH   DFND 1 639,722 0 0
NETSOL INTERNATIONAL INC COM COM PAR $.001 64115A402 384 49,491 SH   DFND 1 49,491 0 0
NETSUITE INC-REDH COM 64118Q107 18,268 216,017 SH   DFND 1 215,677 0 340
NEURALSTEM INC COM 64127R302 508 493,816 SH   DFND 1 493,816 0 0
NEUROCRINE BIOSCIENCES INC COM COM 64125C109 31,385 554,800 SH   DFND 1 554,571 0 229
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NEVRO CORP COM 64157F103 5,924 87,760 SH   DFND 1 87,760 0 0
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NEW JERSEY RES COM COM 646025106 19,359 587,361 SH   DFND 1 587,081 0 280
NEW MEDIA INVESTMENT GROUP COM 64704V106 4,837 248,608 SH   DFND 1 247,008 0 1,600
NEW ORIENTAL ED & TECH -REDH SPON ADR 647581107 718 23,274 SH   DFND 1 23,274 0 0
NEW ORIENTAL ED & TECH -REDH SPON ADR 647581107 143 4,586 SH   DFND 1 2 4,586 0 0
NEW RELIC INC COM 64829B100 4,780 131,235 SH   DFND 1 131,235 0 0
NEW RELIC INC COM 64829B100 11 310 SH   DFND 1 2 310 0 0
NEW RESIDENTIAL INVESTMENT COM NEW 64828T201 23,320 1,917,830 SH   DFND 1 1,913,134 0 4,696
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NEW SENIOR INVESTMENT GROUP - W/I COM 648691103 5,398 547,517 SH   DFND 1 547,517 0 0
NEW YORK & CO COM 649295102 310 135,552 SH   DFND 1 135,552 0 0
NEW YORK CMNTY BANCORP INC COM COM 649445103 53,978 3,309,583 SH   DFND 1 3,307,427 0 2,156
NEW YORK MORTGAGE TRUST INC COM PAR $.02 649604501 3,551 666,260 SH   DFND 1 663,981 0 2,279
NEW YORK REIT INC COM 64976L109 14,493 1,260,315 SH   DFND 1 1,260,315 0 0
NEW YORK TIMES CO CL A CL A 650111107 11,960 891,225 SH   DFND 1 891,225 0 0
NEWBRIDGE BANCORP CL A NO PAR 65080T102 3,277 269,117 SH   DFND 1 269,117 0 0
NEWCASTLE INVESTMENT CORP COM PAR $0.01 65105M603 1,488 364,756 SH   DFND 1 364,756 0 0
NEWCASTLE INVESTMENT CORP COM PAR $0.01 65105M603 0 2 SH   DFND 1 2 2 0 0
NEWELL RUBBERMAID INC COM COM 651229106 92,452 2,101,816 SH   DFND 1 2,099,850 0 1,966
NEWFIELD EXPL CO COM COM 651290108 42,240 1,299,342 SH   DFND 1 1,299,167 0 175
NEWLINK GENETICS CORP COM 651511107 5,564 152,923 SH   DFND 1 152,849 0 74
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NEWMONT MINING CORP COM COM 651639106 82,910 4,617,482 SH   DFND 1 4,613,300 0 4,182
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NEWPARK RES INC COM PAR $.01NEW COM PAR $.01NEW 651718504 2,762 523,258 SH   DFND 1 523,258 0 0
NEWPORT CORP COM COM 651824104 5,115 322,325 SH   DFND 1 322,325 0 0
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NEWS CORP CLASS A CL A 65249B109 44,509 3,337,891 SH   DFND 1 3,337,685 0 206
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NEWSTAR FINANCIAL INC COM 65251F105 1,391 154,947 SH   DFND 1 154,947 0 0
NEXPOINT RESIDENTIAL COM 65341D102 2,080 158,967 SH   DFND 1 158,967 0 0
NEXSTAR BROADCASTING GROUP-A CL A 65336K103 11,688 199,123 SH   DFND 1 199,123 0 0
NEXTERA ENERGY INC COM 65339F101 373,660 3,604,338 SH   DFND 1 3,600,965 0 3,373
NFJ DIVIDEND INTRST&PREM STR COM 01883A107 3,768 304,192 PRN   DFND 1 2 304,192 0 0
NGL ENERGY PARTNERS LP COM UNIT REPST 62913M107 696 63,073 SH   DFND 1 2 63,073 0 0
NICE SYSTEMS LTD-SPONS ADR SPONSORED ADR 653656108 1,403 24,492 SH   DFND 1 23,776 0 716
NICHOLAS FINANCIAL INC COM NEW 65373J209 977 83,869 SH   DFND 1 83,869 0 0
NICHOLAS-APPLEGATE CV & INC COM 018828103 857 154,709 SH   DFND 1 2 154,709 0 0
NICHOLAS-APPLEGATE CV&INC II COM 018825109 836 165,655 PRN   DFND 1 2 165,655 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 25 557 SH   DFND 1 2 557 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 133,609 2,873,165 SH   DFND 1 2,868,347 0 4,818
NII HOLDINGS INC COM PAR $0.001 62913F508 2,735 541,745 SH   DFND 1 541,745 0 0
NIKE INC CL B CL B 654106103 683,902 10,964,868 SH   DFND 1 10,947,280 0 17,588
NIMBLE STORAGE INC COM 65440R101 3,042 330,725 SH   DFND 1 330,725 0 0
NIPPON TELEG & TEL CORP SPONSORED ADR SPONSORED ADR 654624105 477 12,005 SH   DFND 1 7,570 0 4,435
NISOURCE INC COM COM 65473P105 52,229 2,681,068 SH   DFND 1 2,679,278 0 1,790
NIVALIS THERAPEUTICS INC COM 65481J109 260 33,611 SH   DFND 1 33,611 0 0
NL INDS INC COM NEW COM NEW 629156407 97 31,954 SH   DFND 1 31,954 0 0
NMI HOLDINGS INC-CLASS CL A 629209305 74 10,975 SH   DFND 1 2 10,975 0 0
NMI HOLDINGS INC-CLASS CL A 629209305 2,242 331,261 SH   DFND 1 331,261 0 0
NN INC COM COM 629337106 2,718 170,536 SH   DFND 1 170,536 0 0
NOBILIS HEALTH CORP COM 65500B103 88 31,328 SH   DFND 1 31,328 0 0
NOBLE CORP PLC SHS USD G65431101 15,031 1,424,743 SH   DFND 1 1,424,348 0 395
NOBLE ENERGY INC COM 655044105 111,776 3,401,503 SH   DFND 1 3,394,431 0 7,072
NOMURA HOLDINGS INC-ADR SPONSORED ADR 65535H208 128 23,187 SH   DFND 1 13,366 0 9,821
NOODLES & COMPANY CL A 65540B105 1,220 125,922 SH   DFND 1 125,922 0 0
NORDIC AMER TANKER SHIPPING COM G65773106 6,182 397,821 SH   DFND 1 394,617 0 3,204
NORDIC AMER TANKER SHIPPING COM G65773106 111 7,177 SH   DFND 1 2 7,177 0 0
NORDIC AMERICAN OFFSHORE LTD SHS Y6366T112 101 19,286 SH   DFND 1 19,286 0 0
NORDSON CORP COM COM 655663102 21,977 342,602 SH   DFND 1 342,602 0 0
NORDSTROM INC COM COM 655664100 199 3,997 SH   DFND 1 2 3,997 0 0
NORDSTROM INC COM COM 655664100 55,662 1,119,763 SH   DFND 1 1,119,007 0 756
NORFOLK SOUTHERN CORP COM COM 655844108 206,915 2,451,079 SH   DFND 1 2,448,571 0 2,508
NORTEK INC COM NEW 656559309 223 5,132 SH   DFND 1 2 5,132 0 0
NORTEK INC COM NEW 656559309 3,238 74,242 SH   DFND 1 74,242 0 0
NORTHEAST BANCORP COM NEW 663904209 223 21,294 SH   DFND 1 21,294 0 0
NORTHERN OIL & GAS INC COM 665531109 1,428 370,180 SH   DFND 1 370,180 0 0
NORTHERN TR CORP COM COM 665859104 131,490 1,827,573 SH   DFND 1 1,825,787 0 1,786
NORTHFIELD BANCORP INC COM 66611T108 5,902 370,763 SH   DFND 1 370,763 0 0
NORTHRIM BANCORP INC COM 666762109 791 29,739 SH   DFND 1 29,739 0 0
NORTHROP GRUMMAN CORP COM COM 666807102 271,119 1,438,948 SH   DFND 1 1,436,423 0 2,525
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NORTHSTAR ASSET MANAGEMENT COM 66705Y104 1,029 84,793 SH   DFND 1 2 84,793 0 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 4,127 349,509 SH   DFND 1 349,509 0 0
NORTHSTAR REALTY FINANCE CORP COM 66704R803 18,808 1,104,455 SH   DFND 1 1,104,455 0 0
NORTHWEST BANCSHARES INC COM 667340103 12,338 921,457 SH   DFND 1 917,096 0 4,361
NORTHWEST BIOTHERAPEUTICS I COM COM PAR $0.001 66737P600 954 298,336 SH   DFND 1 298,336 0 0
NORTHWEST NAT GAS CO COM COM 667655104 8,537 168,695 SH   DFND 1 168,613 0 82
NORTHWEST PIPE CO COM COM 667746101 7 666 SH   DFND 1 2 666 0 0
NORTHWEST PIPE CO COM COM 667746101 651 58,228 SH   DFND 1 58,228 0 0
NORTHWESTERN CORP COM NEW 668074305 16,455 303,326 SH   DFND 1 303,326 0 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 56,263 960,735 SH   DFND 1 960,186 0 549
NOVA LIFESTYLE INC COM 66979P102 110 61,430 SH   DFND 1 61,430 0 0
NOVA MEASURING INSTRUMENTS COM M7516K103 135 13,803 SH   DFND 1 13,803 0 0
NOVADAQ TECHNOLOGIES INC COM 66987G102 263 20,707 SH   DFND 1 20,707 0 0
NOVARTIS A G SPONSORED ADR SPONSORED ADR 66987V109 2,161 25,123 SH   DFND 1 14,209 0 10,914
NOVATEL WIRELESS INC COM COM NEW 66987M604 351 210,656 SH   DFND 1 210,656 0 0
NOVAVAX INC COM COM 670002104 15,235 1,815,885 SH   DFND 1 1,815,885 0 0
NOVO NORDISK A S-ADR ADR 670100205 3,360 57,859 SH   DFND 1 24,123 0 33,736
NOVO NORDISK A S-ADR ADR 670100205 49 846 SH   DFND 1 2 846 0 0
NOVOCURE LTD ORD SHS G6674U108 867 38,783 SH   DFND 1 38,783 0 0
NOW INC/DE COM 67011P100 13 828 SH   DFND 1 2 828 0 0
NOW INC/DE COM 67011P100 9,960 629,618 SH   DFND 1 628,296 0 1,322
NRG ENERGY INC COM NEW 629377508 75 6,397 SH   DFND 1 2 6,397 0 0
NRG ENERGY INC COM NEW 629377508 29,714 2,529,925 SH   DFND 1 2,521,152 0 8,773
NRG YEILD INC CL A NEW 62942X306 2,893 208,022 SH   DFND 1 208,022 0 0
NRG YIELD INC-CLASS C CL C 62942X405 5,844 395,936 SH   DFND 1 395,936 0 0
NTELOS HOLDINGS CORP COM NEW 67020Q305 926 101,391 SH   DFND 1 101,391 0 0
NTN BUZZTIME INC COM NEW 629410309 205 1,287,167 SH   DFND 1 1,287,167 0 0
NU SKIN ENTERPRISES INC CL A CL A 67018T105 12,912 340,789 SH   DFND 1 340,639 0 150
NUANCE COMMUNICATIONS INC COM 67020Y100 32,028 1,611,235 SH   DFND 1 1,610,652 0 583
NUCOR CORP COM COM 670346105 102,809 2,556,365 SH   DFND 1 2,553,561 0 2,804
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NUSTAR ENERGY LP UNIT COM 67058H102 223 5,569 SH   DFND 1 2 5,569 0 0
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NV5 HOLDING INC COM 62945V109 628 28,587 SH   DFND 1 28,587 0 0
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O REILLY AUTOMOTIVE INC COM COM 67103H107 211,009 834,283 SH   DFND 1 832,896 0 1,387
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PERFUMANIA HOLDINGS INC COM NEW 71376C100 33 13,923 SH   DFND 1 13,923 0 0
PERION NETWORK LTD SHS M78673106 107 29,583 SH   DFND 1 29,583 0 0
PERKINELMER INC COM COM 714046109 48,253 902,172 SH   DFND 1 899,510 0 2,662
PERMA-FIX ENVIRONMENTAL SVCS COM NEW 714157203 125 33,502 SH   DFND 1 33,502 0 0
PERNIX THERAPEUTICS HOLDINGS COM 71426V108 11 4,018 SH   DFND 1 2 4,018 0 0
PERNIX THERAPEUTICS HOLDINGS COM 71426V108 672 228,000 SH   DFND 1 228,000 0 0
PERRIGO CO PLC SHS G97822103 170,996 1,184,175 SH   DFND 1 1,182,855 0 1,320
PERRIGO CO PLC SHS G97822103 25 177 SH   DFND 1 2 177 0 0
PERSEON CORP COM NEW 715270203 3 14,202 SH   DFND 1 14,202 0 0
PETMED EXPRESS INC COM 716382106 2,495 145,574 SH   DFND 1 143,130 0 2,444
PETROLEUM & RESOURCES COM 00548F105 287 16,225 PRN   DFND 1 2 16,225 0 0
PETROQUEST ENERGY INC COM COM 716748108 146 292,516 SH   DFND 1 292,516 0 0
PFENEX INC COM 717071104 1,495 120,829 SH   DFND 1 120,829 0 0
PFIZER INC COM COM 717081103 1,645,255 51,070,588 SH   DFND 1 50,992,874 0 77,714
PFPT 1 1/4 12/15/18 NOTE 1.250%12/1 743424AB9 5,167 3,000,000 PRN   DFND 1 2 3,000,000 0 0
PFSWEB INC COM COM NEW 717098206 1,182 91,857 SH   DFND 1 91,857 0 0
PG&E CORP COM COM 69331C108 206,207 3,884,932 SH   DFND 1 3,881,401 0 3,531
PGT INC -REDH COM 69336V101 3,629 318,650 SH   DFND 1 318,650 0 0
PHARMATHENE INC COM 71714G102 569 299,534 SH   DFND 1 299,534 0 0
PHARMERICA CORP COM 71714F104 281 8,043 SH   DFND 1 2 8,043 0 0
PHARMERICA CORP COM 71714F104 8,695 248,438 SH   DFND 1 248,438 0 0
PHH CORP COM NEW 693320202 4,990 308,062 SH   DFND 1 308,062 0 0
PHI INC COM NON VTG 69336T205 1,392 84,855 SH   DFND 1 84,855 0 0
PHI INC COM NON VTG 69336T205 181 11,080 SH   DFND 1 2 11,080 0 0
PHIBRO ANIMAL HEALTH CORP - A CL A COM 71742Q106 3,774 125,276 SH   DFND 1 125,276 0 0
PHILIP MORRIS INTL -SPN COM 718172109 1,083,673 12,352,773 SH   DFND 1 12,338,289 0 14,484
PHILLIPS 66 COM 718546104 318,749 3,904,838 SH   DFND 1 3,895,730 0 9,108
PHILLIPS 66 COM 718546104 95 1,173 SH   DFND 1 2 1,173 0 0
PHOENIX COS INC NEW COM COM NEW 71902E604 1,043 28,163 SH   DFND 1 28,163 0 0
PHOTOMEDEX INC COM PAR $0.01 719358301 33 73,511 SH   DFND 1 73,511 0 0
PHOTRONICS INC COM COM 719405102 371 29,818 SH   DFND 1 2 29,818 0 0
PHOTRONICS INC COM COM 719405102 7,658 615,161 SH   DFND 1 615,161 0 0
PHYSICIANS REALTY TRUST COM 71943U104 8,821 523,196 SH   DFND 1 523,196 0 0
PICO HLDGS INC COM NEW COM NEW 693366205 1,579 153,083 SH   DFND 1 153,083 0 0
PIEDMONT NAT GAS INC COM COM 720186105 28,817 505,390 SH   DFND 1 505,390 0 0
PIEDMONT OFFICE REALTY TRUST INC - A COM CL A 720190206 47 2,530 SH   DFND 1 2 2,530 0 0
PIEDMONT OFFICE REALTY TRUST INC - A COM CL A 720190206 20,952 1,109,760 SH   DFND 1 1,109,760 0 0
PIER 1 IMPORTS INC COM COM 720279108 2,764 543,164 SH   DFND 1 543,164 0 0
PIER 1 IMPORTS INC COM COM 720279108 153 30,146 SH   DFND 1 2 30,146 0 0
PIERIS PHARMACEUTICALS INC COM 720795103 29 12,868 SH   DFND 1 12,868 0 0
PILGRIM'S PRIDE CORP COM 72147K108 24,664 1,116,534 SH   DFND 1 1,115,398 0 1,136
PINGTAN MARINE ENTERPRISE LT SHS G7114V102 14 10,408 SH   DFND 1 10,408 0 0
PINNACLE ENTMT INC COM COM 723456109 11,960 384,323 SH   DFND 1 384,323 0 0
PINNACLE ENTMT INC COM COM 723456109 6 202 SH   DFND 1 2 202 0 0
PINNACLE FINANCIAL PARTNERS COM 72346Q104 11,844 230,618 SH   DFND 1 230,618 0 0
PINNACLE FOODS INC COM 72348P104 27,839 655,653 SH   DFND 1 654,922 0 731
PINNACLE WEST CAP CORP COM COM 723484101 59,684 927,497 SH   DFND 1 925,820 0 1,677
PIONEER DRILLING COMPANY COM 723664108 52 24,400 SH   DFND 1 2 24,400 0 0
PIONEER DRILLING COMPANY COM 723664108 886 408,636 SH   DFND 1 408,636 0 0
PIONEER NAT RES CO COM COM 723787107 149,217 1,192,582 SH   DFND 1 1,191,249 0 1,333
PIPER JAFFRAY CO COM 724078100 396 9,808 SH   DFND 1 2 9,808 0 0
PIPER JAFFRAY CO COM 724078100 7,913 195,875 SH   DFND 1 195,875 0 0
PITNEY BOWES INC COM COM 724479100 33,693 1,634,113 SH   DFND 1 1,634,113 0 0
PIXELWORKS INC COM COM NEW 72581M305 284 119,703 SH   DFND 1 119,703 0 0
PJT PARTNERS INC - A W/I COM CL A 69343T107 43 1,552 SH   DFND 1 2 1,552 0 0
PJT PARTNERS INC - A W/I COM CL A 69343T107 3,171 112,116 SH   DFND 1 112,116 0 0
PLANET FITNESS INC - CL A CL A 72703H101 1,156 73,967 SH   DFND 1 73,967 0 0
PLANET PAYMENT INC SHS U72603118 118 38,831 SH   DFND 1 2 38,831 0 0
PLANET PAYMENT INC SHS U72603118 703 230,626 SH   DFND 1 230,626 0 0
PLANTRONICS INC NEW COM COM 727493108 11,680 246,329 SH   DFND 1 246,329 0 0
PLATFORM SPECIALTY PRODUCTS COM 72766Q105 11,280 879,203 SH   DFND 1 873,631 0 5,572
PLEXUS CORP COM COM 729132100 8,628 247,100 SH   DFND 1 247,100 0 0
PLUG POWER INC COM COM NEW 72919P202 2,355 1,116,288 SH   DFND 1 1,116,288 0 0
PLUM CREEK TIMBER CO INC COM COM 729251108 66,355 1,393,415 SH   DFND 1 1,392,457 0 958
PLURISTEM THERAPEUTICS INC COM 72940R102 44 39,159 SH   DFND 1 39,159 0 0
PLY GEM HOLDINGS INC COM 72941W100 11 908 SH   DFND 1 2 908 0 0
PLY GEM HOLDINGS INC COM 72941W100 1,580 126,073 SH   DFND 1 126,073 0 0
PMC-SIERRA INC COM COM 69344F106 14,740 1,268,515 SH   DFND 1 1,268,515 0 0
PMC-SIERRA INC COM COM 69344F106 464 40,000 SH   DFND 1 2 40,000 0 0
PNC FINL SVCS GROUP INC COM COM 693475105 375,639 3,949,662 SH   DFND 1 3,946,160 0 3,502
PNM RES INC COM COM 69349H107 14,735 482,024 SH   DFND 1 482,024 0 0
PNM RES INC COM COM 69349H107 43 1,419 SH   DFND 1 2 1,419 0 0
POLARIS INDS INC COM COM 731068102 36,181 421,219 SH   DFND 1 420,955 0 264
POLYCOM INC COM COM 73172K104 15,741 1,250,300 SH   DFND 1 1,250,300 0 0
POLYONE CORP COM COM 73179P106 17,632 555,189 SH   DFND 1 555,189 0 0
POLYONE CORP COM COM 73179P106 42 1,329 SH   DFND 1 2 1,329 0 0
POOL CORP COM COM 73278L105 1 24 SH   DFND 1 2 24 0 0
POOL CORP COM COM 73278L105 22,323 276,350 SH   DFND 1 276,350 0 0
POPEYES LOUISIANA KITCHEN INC COM 732872106 8,421 143,952 SH   DFND 1 143,952 0 0
POPULAR INC COM COM NEW 733174700 18,828 664,394 SH   DFND 1 664,334 0 60
PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 19,635 539,884 SH   DFND 1 539,884 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 20,758 403,476 SH   DFND 1 403,476 0 0
POST HOLDINGS INC COM 737446104 27,800 450,580 SH   DFND 1 450,580 0 0
POST HOLDINGS INC COM 737446104 467 7,574 SH   DFND 1 2 7,574 0 0
POST PPTYS INC COM COM 737464107 25,119 424,600 SH   DFND 1 424,593 0 7
POTASH CORP SASK INC COM COM 73755L107 365 21,347 SH   DFND 1 20,502 0 845
POTASH CORP SASK INC COM COM 73755L107 25 1,510 SH   DFND 1 2 1,510 0 0
POTBELLY CORP COM 73754Y100 1,747 149,245 SH   DFND 1 149,245 0 0
POTLATCH CORP COM COM 737630103 8,141 269,234 SH   DFND 1 269,234 0 0
POWELL INDS INC COM COM 739128106 1,651 63,444 SH   DFND 1 63,444 0 0
POWER INTEGRATIONS INC COM COM 739276103 9,257 190,366 SH   DFND 1 190,366 0 0
POWER SOLUTIONS INTL INC. COM NEW 73933G202 531 29,135 SH   DFND 1 29,135 0 0
POWERSECURE INTERNATIONAL INC COM 73936N105 2,128 141,444 SH   DFND 1 141,444 0 0
POZEN INC COM COM 73941U102 1,222 178,956 SH   DFND 1 175,354 0 3,602
PPG INDS INC COM COM 693506107 201,016 2,038,635 SH   DFND 1 2,035,941 0 2,694
PPL CORP COM COM 69351T106 197,088 5,785,737 SH   DFND 1 5,783,620 0 2,117
PRA GROUP INC COM 69354N106 10,810 311,637 SH   DFND 1 311,637 0 0
PRA GROUP INC COM 69354N106 25 729 SH   DFND 1 2 729 0 0
PRA HEALTH SCIENCES INC COM 69354M108 6,896 152,343 SH   DFND 1 152,343 0 0
PRA HEALTH SCIENCES INC COM 69354M108 34 756 SH   DFND 1 2 756 0 0
PRAA 3 08/01/20 NOTE 3.000% 8/0 73640QAB1 2,112 2,500,000 PRN   DFND 1 2 2,500,000 0 0
PRAXAIR INC COM COM 74005P104 63 617 SH   DFND 1 2 617 0 0
PRAXAIR INC COM COM 74005P104 223,310 2,185,487 SH   DFND 1 2,179,430 0 6,057
PRECISION CASTPARTS CORP COM COM 740189105 247,959 1,071,029 SH   DFND 1 1,069,498 0 1,531
PRECISION CASTPARTS CORP COM COM 740189105 2,320 10,000 SH   DFND 1 2 10,000 0 0
PREFERRED APARTMENT COMMUN - A COM 74039L103 1,778 136,009 SH   DFND 1 136,009 0 0
PREFERRED APARTMENT COMMUN - A COM 74039L103 15 1,217 SH   DFND 1 2 1,217 0 0
PREFERRED BANK LOS ANGELES COM COM NEW 740367404 2,825 85,581 SH   DFND 1 85,581 0 0
PREFORMED LINE PRODUCTS CO COM 740444104 699 16,615 SH   DFND 1 16,615 0 0
PREFORMED LINE PRODUCTS CO COM 740444104 8 200 SH   DFND 1 2 200 0 0
PREMIER EXHIBITIONS INC COM NEW 74051E201 6 10,427 SH   DFND 1 10,427 0 0
PREMIER FINANCIAL BANCORP COM 74050M105 216 13,181 SH   DFND 1 13,181 0 0
PREMIER INC-CLASS A CL A 74051N102 10,170 288,354 SH   DFND 1 288,354 0 0
PRESBIA PLC SHS G7234P100 58 11,158 SH   DFND 1 11,158 0 0
PRESS GANEY HOLDINGS INC COM 74113L102 2,587 82,016 SH   DFND 1 82,016 0 0
PRESTIGE BRANDS HOLDINGS INC COM 74112D101 18,624 361,773 SH   DFND 1 361,773 0 0
PRESTIGE BRANDS HOLDINGS INC COM 74112D101 212 4,119 SH   DFND 1 2 4,119 0 0
PRGX GLOBAL INC COM NEW 69357C503 615 165,348 SH   DFND 1 165,348 0 0
PRICE T ROWE GROUP INC COM COM 74144T108 162,971 2,283,841 SH   DFND 1 2,283,244 0 597
PRICELINE COM INC COM COM NEW 741503403 531,120 417,411 SH   DFND 1 416,912 0 499
PRICESMART INC COM COM 741511109 10,906 131,419 SH   DFND 1 131,419 0 0
PRIMEENERGY CORP COM 74158E104 260 5,085 SH   DFND 1 5,085 0 0
PRIMERICA INC COM 74164M108 14,374 304,356 SH   DFND 1 304,356 0 0
PRIMO WATER CORP COM 74165N105 10 1,357 SH   DFND 1 2 1,357 0 0
PRIMO WATER CORP COM 74165N105 899 112,447 SH   DFND 1 112,447 0 0
PRIMORIS SERVICES CORP COM 74164F103 5,949 270,057 SH   DFND 1 270,057 0 0
PRINCIPAL FINANCIAL GROUP I COM COM 74251V102 26 596 SH   DFND 1 2 596 0 0
PRINCIPAL FINANCIAL GROUP I COM COM 74251V102 98,732 2,199,613 SH   DFND 1 2,195,654 0 3,959
PRINCIPAL REAL ESTATE INCOME FUND SHS BEN INT 74255X104 320 19,189 SH   DFND 1 2 19,189 0 0
PRIVATEBANCORP INC COM COM 742962103 30 742 SH   DFND 1 2 742 0 0
PRIVATEBANCORP INC COM COM 742962103 27,453 669,265 SH   DFND 1 669,265 0 0
PROASSURANCE CORP COM COM 74267C106 15,559 320,611 SH   DFND 1 320,611 0 0
PROCTER & GAMBLE CO COM COM 742718109 794 10,000 SH   DFND 1 2 10,000 0 0
PROCTER & GAMBLE CO COM COM 742718109 1,807,354 22,804,900 SH   DFND 1 22,779,311 0 25,589
PROFIRE ENERGY INC COM 74316X101 110 111,802 SH   DFND 1 111,802 0 0
PROGENICS PHARMACEUTICALS I COM COM 743187106 3,173 517,764 SH   DFND 1 517,764 0 0
PROGRESS SOFTWARE CORP COM COM 743312100 10,074 419,771 SH   DFND 1 419,771 0 0
PROGRESSIVE CORP OHIO COM COM 743315103 169,117 5,327,817 SH   DFND 1 5,324,965 0 2,852
PROLOGIS INC COM 74340W103 213,250 4,977,221 SH   DFND 1 4,974,117 0 3,104
PRONAI THERAPEUTICS INC COM 74346L101 162 10,780 SH   DFND 1 10,780 0 0
PROOFPOINT INC COM 743424103 17,674 271,880 SH   DFND 1 271,880 0 0
PROS HOLDINGS INC COM 74346Y103 3,358 145,769 SH   DFND 1 145,769 0 0
PROSPERITY BANCSHARES INC COM COM 743606105 19 401 SH   DFND 1 2 401 0 0
PROSPERITY BANCSHARES INC COM COM 743606105 19,796 413,639 SH   DFND 1 413,639 0 0
PROTEON THERAPEUTICS INC COM 74371L109 662 42,727 SH   DFND 1 42,727 0 0
PROTHENA CORP PLC SHS G72800108 14,501 212,911 SH   DFND 1 212,709 0 202
PROTO LABS INC COM 743713109 9,306 146,124 SH   DFND 1 146,124 0 0
PROVECTUS BIOPHARMACEUTICA-A COM 74373P108 318 816,989 SH   DFND 1 816,989 0 0
PROVIDENCE SERVICE CORP COM 743815102 3,931 83,793 SH   DFND 1 83,793 0 0
PROVIDENT FINANCIAL SERVICES COM 74386T105 8,314 412,633 SH   DFND 1 412,633 0 0
PROVIDENT FINL HLDGS INC COM COM 743868101 543 28,793 SH   DFND 1 28,793 0 0
PRUDENTIAL FINL INC COM COM 744320102 283,224 3,486,469 SH   DFND 1 3,479,204 0 7,265
PRUDENTIAL PLC ADR 74435K204 1,165 25,865 SH   DFND 1 10,370 0 15,495
PS BUSINESS PKS INC CALIF COM COM 69360J107 16,451 188,171 SH   DFND 1 188,171 0 0
PSIVIDA CORP COM 74440J101 578 119,943 SH   DFND 1 119,943 0 0
PSYCHEMEDICS CORP COM COM NEW 744375205 185 18,281 SH   DFND 1 18,281 0 0
PTC INC COM 69370C100 24,077 695,292 SH   DFND 1 695,292 0 0
PTC THERAPEUTICS INC COM 69366J200 7,091 218,886 SH   DFND 1 218,886 0 0
PUBLIC STORAGE INC COM COM 74460D109 367,980 1,488,026 SH   DFND 1 1,486,501 0 1,525
PUBLIC STORAGE INC COM COM 74460D109 59 242 SH   DFND 1 2 242 0 0
PUBLIC SVC ENTERPRISE GROUP COM COM 744573106 176,199 4,562,503 SH   DFND 1 4,555,945 0 6,558
PULASKI FINANCIAL CORP COM 745548107 677 42,458 SH   DFND 1 42,458 0 0
PULTE HOMES INC COM COM 745867101 46,515 2,615,621 SH   DFND 1 2,613,967 0 1,654
PUMA BIOTECHNOLOGY INC COM 74587V107 9,969 127,162 SH   DFND 1 127,071 0 91
PURE CYCLE CORP COM COM NEW 746228303 437 91,110 SH   DFND 1 91,110 0 0
PURE STORAGE INC - CLASS A CL A 74624M102 2,634 169,235 SH   DFND 1 169,235 0 0
PVH CORP COM 693656100 48,297 657,126 SH   DFND 1 657,011 0 115
PVH CORP COM 693656100 25 341 SH   DFND 1 2 341 0 0
PZENA INVESTMENT MGT-REDH CLASS A 74731Q103 637 74,129 SH   DFND 1 71,495 0 2,634
Q2 HOLDINGS INC COM 74736L109 3,792 143,819 SH   DFND 1 143,819 0 0
QAD INC - A CL A 74727D306 1,100 53,646 SH   DFND 1 53,646 0 0
QAD INC - B CL B 74727D207 642 34,838 SH   DFND 1 34,838 0 0
QC HOLDINGS INC COM COM 74729T101 28 19,607 SH   DFND 1 19,607 0 0
QCR HOLDINGS INC COM 74727A104 1,518 62,522 SH   DFND 1 62,522 0 0
QEP RESOURCES INC COM 74733V100 13,090 976,902 SH   DFND 1 974,691 0 2,211
QIAGEN N V ORD REG SHS N72482107 7,259 262,532 SH   DFND 1 260,352 0 2,180
QIHOO 360 TECHNOLOGY CO-ADR ADS 74734M109 1,040 14,555 SH   DFND 1 14,555 0 0
QIWI PLC - SPON ADR SPON ADR REP B 74735M108 295 16,460 SH   DFND 1 16,460 0 0
QLIK TECHNOLOGIES INC COM 74733T105 28 901 SH   DFND 1 2 901 0 0
QLIK TECHNOLOGIES INC COM 74733T105 18,933 598,035 SH   DFND 1 598,035 0 0
QLOGIC CORP COM COM 747277101 18 1,503 SH   DFND 1 2 1,503 0 0
QLOGIC CORP COM COM 747277101 11,186 916,932 SH   DFND 1 916,932 0 0
QLT INC COM COM 746927102 54 20,523 SH   DFND 1 20,523 0 0
QORVO INC COM 74736K101 47 943 SH   DFND 1 2 943 0 0
QORVO INC COM 74736K101 58,759 1,156,767 SH   DFND 1 1,155,868 0 899
QTM 4 1/2 11/15/17 NOTE 4.500%11/1 747906AJ4 1,372 1,500,000 PRN   DFND 1 2 1,500,000 0 0
QTS REALTY TRUST INC-CL A COM CL A 74736A103 10,088 223,641 SH   DFND 1 223,641 0 0
QUAD GRAPHICS INC COM CL A 747301109 1,588 170,808 SH   DFND 1 168,828 0 1,980
QUAKER CHEM CORP COM COM 747316107 6,169 79,857 SH   DFND 1 79,857 0 0
QUALCOMM INC COM COM 747525103 628 12,575 SH   DFND 1 2 12,575 0 0
QUALCOMM INC COM COM 747525103 670,309 13,435,390 SH   DFND 1 13,414,978 0 20,412
QUALITY SYSTEMS INC COM 747582104 100 6,228 SH   DFND 1 2 6,228 0 0
QUALITY SYSTEMS INC COM 747582104 9,023 559,748 SH   DFND 1 557,172 0 2,576
QUALSTAR CORP COM 74758R109 118 155,911 SH   DFND 1 155,911 0 0
QUALYS INC COM 74758T303 6,220 187,976 SH   DFND 1 187,976 0 0
QUANEX BUILDING PRODUCTS COM 747619104 4,277 205,148 SH   DFND 1 205,148 0 0
QUANTA SVCS INC COM COM 74762E102 470 23,225 SH   DFND 1 2 23,225 0 0
QUANTA SVCS INC COM COM 74762E102 33,710 1,667,434 SH   DFND 1 1,667,312 0 122
QUANTUM CORP COM DSSG COM DSSG 747906204 1,404 1,510,435 SH   DFND 1 1,510,435 0 0
QUANTUM FUEL SYS TECH WORLD COM PAR $0.02 74765E307 98 135,396 SH   DFND 1 135,396 0 0
QUEST DIAGNOSTICS INC COM COM 74834L100 88,802 1,250,680 SH   DFND 1 1,250,063 0 617
QUEST RESOURCE HOLDING CORP COM 74836W104 231 345,401 SH   DFND 1 345,401 0 0
QUESTAR CORP COM COM 748356102 20,196 1,036,763 SH   DFND 1 1,036,763 0 0
QUICKLOGIC CORP COM COM 74837P108 342 302,940 SH   DFND 1 302,940 0 0
QUIDEL CORP COM COM 74838J101 29 1,385 SH   DFND 1 2 1,385 0 0
QUIDEL CORP COM COM 74838J101 4,303 202,987 SH   DFND 1 202,987 0 0
QUINSTREET INC COM 74874Q100 1,099 256,186 SH   DFND 1 256,186 0 0
QUINTILES TRANSNATIONAL HOLD COM 74876Y101 36,849 537,058 SH   DFND 1 536,996 0 62
QUMU CORP COM 749063103 254 93,755 SH   DFND 1 93,755 0 0
QUNAR CAYMAN ISLANDS LTD - ADR SPNS ADR CL B 74906P104 1,669 31,810 SH   DFND 1 31,810 0 0
QUNAR CAYMAN ISLANDS LTD - ADR SPNS ADR CL B 74906P104 19 375 SH   DFND 1 2 375 0 0
QUOTIENT TECHNOLOGY INC COM 749119103 3,119 457,407 SH   DFND 1 457,407 0 0
RACKSPACE HOSTING INC COM 750086100 231 9,125 SH   DFND 1 2 9,125 0 0
RACKSPACE HOSTING INC COM 750086100 16,780 662,723 SH   DFND 1 662,009 0 714
RADIAN GROUP INC COM COM 750236101 16,672 1,245,174 SH   DFND 1 1,245,174 0 0
RADIANT LOGISTICS INC COM 75025X100 607 177,087 SH   DFND 1 177,087 0 0
RADIO ONE INC CL D NON VTG CL D NON VTG 75040P405 253 147,293 SH   DFND 1 147,293 0 0
RADISYS CORP COM COM 750459109 7 2,851 SH   DFND 1 2 2,851 0 0
RADISYS CORP COM COM 750459109 429 154,891 SH   DFND 1 154,891 0 0
RADIUS HEALTH INC COM NEW 750469207 13,774 223,823 SH   DFND 1 223,823 0 0
RADNET INC COM 750491102 1,391 225,200 SH   DFND 1 225,200 0 0
RADWARE LTD ORD M81873107 242 15,786 SH   DFND 1 15,786 0 0
RAIT INVT TR COM COM NEW 749227609 1,461 541,436 SH   DFND 1 531,021 0 10,415
RALPH LAUREN CORP CL A 751212101 53,422 480,200 SH   DFND 1 479,290 0 910
RAMBUS INC DEL COM COM 750917106 8,750 755,028 SH   DFND 1 755,028 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT COM SH BEN INT 751452202 10,789 649,596 SH   DFND 1 649,596 0 0
RAMCO-GERSHENSON PROPERT S-D 7 1/4 PERP PFD-D CV 751452608 6,253 103,400 PRN   DFND 1 2 103,400 0 0
RAND LOGISTICS INC COM 752182105 73 45,644 SH   DFND 1 45,644 0 0
RANDGOLD RESOURCES LTD-ADR ADR 752344309 1,163 18,786 SH   DFND 1 17,689 0 1,097
RANGE RES CORP COM COM 75281A109 33,083 1,347,141 SH   DFND 1 1,345,820 0 1,321
RAPID7 INC COM 753422104 816 53,962 SH   DFND 1 53,962 0 0
RAPTOR PHARMACEUTICAL CORP COM 75382F106 15 2,945 SH   DFND 1 2 2,945 0 0
RAPTOR PHARMACEUTICAL CORP COM 75382F106 2,768 532,397 SH   DFND 1 532,397 0 0
RAVE RESTAURANT GROUP INC COM 754198109 265 41,524 SH   DFND 1 41,524 0 0
RAVEN INDS INC COM COM 754212108 3,894 249,622 SH   DFND 1 249,622 0 0
RAYMOND JAMES FINANCIAL INC COM COM 754730109 43,713 754,585 SH   DFND 1 754,380 0 205
RAYONIER ADVANCED MATERIALS COM 75508B104 87 8,926 SH   DFND 1 2 8,926 0 0
RAYONIER ADVANCED MATERIALS COM 75508B104 2,557 261,263 SH   DFND 1 261,263 0 0
RAYONIER INC COM COM 754907103 16,499 743,212 SH   DFND 1 743,181 0 31
RAYTHEON CO COM NEW COM NEW 755111507 310,707 2,500,060 SH   DFND 1 2,497,414 0 2,646
RBC BEARINGS INC COM 75524B104 9,804 151,790 SH   DFND 1 151,790 0 0
RCI HOSPITALITY HOLDINGS INC COM 74934Q108 366 36,669 SH   DFND 1 36,669 0 0
RCM TECHNOLOGIES INC COM NEW COM NEW 749360400 223 40,694 SH   DFND 1 40,694 0 0
RCS CAPITAL CORP - CLASS A COM CL A 74937W102 81 268,947 SH   DFND 1 268,947 0 0
RE/MAX HOLDINGS INC CL A 75524W108 3,764 100,937 SH   DFND 1 100,937 0 0
RE/MAX HOLDINGS INC CL A 75524W108 324 8,692 SH   DFND 1 2 8,692 0 0
REACHLOCAL INC COM 75525F104 91 55,477 SH   DFND 1 55,477 0 0
READING INTERNATIONAL INC-A CL A 755408101 1,439 109,771 SH   DFND 1 109,771 0 0
REAL GOODS SOLAR INC CL A NEW 75601N203 19 29,936 SH   DFND 1 29,936 0 0
REAL INDUSTRY INC COM 75601W104 1,294 161,154 SH   DFND 1 161,154 0 0
REALD INC COM 75604L105 2,761 261,710 SH   DFND 1 261,710 0 0
REALNETWORKS INC COM COM NEW 75605L708 668 157,320 SH   DFND 1 157,320 0 0
REALOGY HOLDINGS CORP COM 75605Y106 31,304 854,202 SH   DFND 1 854,008 0 194
REALPAGE INC COM 75606N109 8,056 358,844 SH   DFND 1 358,844 0 0
REALTY INCOME CORP COM COM 756109104 106,524 2,067,328 SH   DFND 1 2,065,049 0 2,279
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SERVICENOW INC COM 81762P102 64 750 SH   DFND 1 2 750 0 0
SERVICESOURCE INTERNATIONAL COM 81763U100 2,060 446,873 SH   DFND 1 446,873 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 8,130 171,057 SH   DFND 1 171,057 0 0
SEVENTY SEVEN ENERGY INC COM 818097107 290 276,642 SH   DFND 1 276,642 0 0
SFX ENTERTAINMENT IN COM 784178303 66 348,931 SH   DFND 1 348,931 0 0
SHAKE SHACK INC - CLASS A CL A 819047101 1,322 33,403 SH   DFND 1 33,403 0 0
SHARPS COMPLIANCE CORP COM 820017101 4 500 SH   DFND 1 2 500 0 0
SHARPS COMPLIANCE CORP COM 820017101 517 59,451 SH   DFND 1 59,451 0 0
SHENANDOAH TELECOMMUNICATIO COM COM 82312B106 6,914 160,622 SH   DFND 1 160,622 0 0
SHENANDOAH TELECOMMUNICATIO COM COM 82312B106 11 257 SH   DFND 1 2 257 0 0
SHERWIN WILLIAMS CO COM COM 824348106 164,344 634,374 SH   DFND 1 633,918 0 456
SHILOH INDS INC COM COM 824543102 231 44,266 SH   DFND 1 44,266 0 0
SHIP FINANCE INTL LTD SHS G81075106 1,975 119,243 SH   DFND 1 119,243 0 0
SHIRE LTD-ADR SPONSORED ADR 82481R106 3,902 19,037 SH   DFND 1 17,208 0 1,829
SHIRE LTD-ADR SPONSORED ADR 82481R106 205 1,000 SH   DFND 1 2 1,000 0 0
SHOE CARNIVAL INC COM COM 824889109 3,777 162,832 SH   DFND 1 162,832 0 0
SHORE BANCSHARES INC COM COM 825107105 456 41,992 SH   DFND 1 41,992 0 0
SHORETEL INC COM 825211105 41 4,639 SH   DFND 1 2 4,639 0 0
SHORETEL INC COM 825211105 3,958 447,253 SH   DFND 1 447,253 0 0
SHUTTERFLY INC COM 82568P304 10,561 237,026 SH   DFND 1 237,026 0 0
SHUTTERSTOCK INC COM 825690100 3,922 121,283 SH   DFND 1 121,283 0 0
SI FINANCIAL GROUP INC COM 78425V104 446 32,686 SH   DFND 1 32,686 0 0
SIENTRA INC COM 82621J105 254 42,939 SH   DFND 1 42,939 0 0
SIERRA BANCORP COM 82620P102 1,043 59,149 SH   DFND 1 59,149 0 0
SIERRA WIRELESS INC COM 826516106 181 11,525 SH   DFND 1 11,525 0 0
SIFY LTD-ADR SPONSORED ADR 82655M107 15 16,123 SH   DFND 1 16,123 0 0
SIGMA DESIGNS INC COM COM 826565103 1,602 253,588 SH   DFND 1 253,588 0 0
SIGMA DESIGNS INC COM COM 826565103 14 2,237 SH   DFND 1 2 2,237 0 0
SIGMATRON INTERNATIONAL INC COM 82661L101 86 11,463 SH   DFND 1 11,463 0 0
SIGNATURE BANK COM 82669G104 46,314 302,194 SH   DFND 1 301,788 0 406
SIGNET JEWELERS LTD SHS G81276100 75,990 615,668 SH   DFND 1 615,259 0 409
SILGAN HOLDINGS INC COM COM 827048109 14,330 266,760 SH   DFND 1 266,760 0 0
SILICON GRAPHICS INTERNATIONAL COM 82706L108 1,379 233,774 SH   DFND 1 233,774 0 0
SILICON LABORATORIES INC COM COM 826919102 12,849 264,721 SH   DFND 1 264,721 0 0
SILICON MOTION TECHNOL-ADR SPONSORED ADR 82706C108 3 118 SH   DFND 1 2 118 0 0
SILICON MOTION TECHNOL-ADR SPONSORED ADR 82706C108 388 12,397 SH   DFND 1 12,397 0 0
SILICONWARE PRECISION -ADR SPONSD ADR SPL 827084864 213 27,569 SH   DFND 1 23,789 0 3,780
SILVER BAY REALTY TRUST COM 82735Q102 4,574 292,112 SH   DFND 1 292,112 0 0
SILVER SPRING NETWORKS INC COM 82817Q103 3,129 217,164 SH   DFND 1 217,164 0 0
SILVER STD RES INC COM COM 82823L106 158 30,721 SH   DFND 1 30,721 0 0
SILVER WHEATON CORP COMSTK B058ZX6 1,749 142,350 SH   DFND 1 140,678 0 1,672
SILVERCREST ASSET MANAGEMENT GORUP INC CL A 828359109 340 28,656 SH   DFND 1 28,656 0 0
SIMMONS 1ST NATL CORP CL A $5 PAR CL A $1 PAR 828730200 10,923 212,683 SH   DFND 1 212,683 0 0
SIMON PPTY GROUP INC NEW COM COM 828806109 566,220 2,917,176 SH   DFND 1 2,915,531 0 1,645
SIMPSON MANUFACTURING CO IN COM COM 829073105 8,746 256,121 SH   DFND 1 256,121 0 0
SIMULATIONS PLUS INC COM 829214105 459 46,408 SH   DFND 1 46,408 0 0
SINA CORP ORD G81477104 1,032 20,905 SH   DFND 1 20,905 0 0
SINCLAIR BROADCAST GROUP IN CL A CL A 829226109 14,220 437,003 SH   DFND 1 437,003 0 0
SINOVAC BIOTECH LTD SHS P8696W104 133 23,297 SH   DFND 1 23,297 0 0
SIRIUS XM HOLDINGS INC COM 82968B103 0 37 SH   DFND 1 2 37 0 0
SIRIUS XM HOLDINGS INC COM 82968B103 57,941 14,245,781 SH   DFND 1 14,219,993 0 25,788
SIRONA DENTAL SYSTEMS INC COM 82966C103 37,153 339,089 SH   DFND 1 337,990 0 1,099
SITO MOBILE LTD COM NEW 82988R203 142 68,717 SH   DFND 1 68,717 0 0
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 26,680 485,625 SH   DFND 1 482,736 0 2,889
SIZMEK INC COM 83013P105 536 146,961 SH   DFND 1 146,961 0 0
SJW CORP COM COM 784305104 42 1,425 SH   DFND 1 2 1,425 0 0
SJW CORP COM COM 784305104 2,972 100,247 SH   DFND 1 100,247 0 0
SKECHERS U S A INC CL A CL A 830566105 22,039 729,536 SH   DFND 1 729,536 0 0
SKULLCANDY INC COM 83083J104 499 105,608 SH   DFND 1 105,608 0 0
SKYLINE CORP COM COM 830830105 130 36,543 SH   DFND 1 36,543 0 0
SKYWEST INC COM COM 830879102 7,269 382,202 SH   DFND 1 382,202 0 0
SKYWEST INC COM COM 830879102 14 784 SH   DFND 1 2 784 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 129,725 1,691,624 SH   DFND 1 1,688,996 0 2,628
SL GREEN RLTY CORP COM COM 78440X101 106,580 945,009 SH   DFND 1 944,413 0 596
SL GREEN RLTY CORP COM COM 78440X101 26 235 SH   DFND 1 2 235 0 0
SLM CORP COM 78442P106 17,404 2,669,387 SH   DFND 1 2,668,624 0 763
SM ENERGY CO COM 78454L100 7,859 399,748 SH   DFND 1 399,748 0 0
SMART & FINAL STORES INC COM 83190B101 3,237 177,783 SH   DFND 1 177,783 0 0
SMART TECHNOLOGIES INC COM SHS 83172R108 9 33,989 SH   DFND 1 33,989 0 0
SMITH & NEPHEW P L C-ADR SPDN ADR NEW 83175M205 712 20,000 SH   DFND 1 2 20,000 0 0
SMITH & NEPHEW P L C-ADR SPDN ADR NEW 83175M205 282 7,947 SH   DFND 1 2,408 0 5,539
SMITH & WESSON HLDG CORP COM 831756101 247 11,246 SH   DFND 1 2 11,246 0 0
SMITH & WESSON HLDG CORP COM 831756101 11,149 507,244 SH   DFND 1 507,244 0 0
SMITH A O COM COM 831865209 32,278 421,331 SH   DFND 1 421,331 0 0
SMITH MICRO SOFTWARE INC COM COM 832154108 131 180,353 SH   DFND 1 180,353 0 0
SNAP ON INC COM COM 833034101 79,095 462,356 SH   DFND 1 461,483 0 873
SNDK 0 1/2 10/15/20 NOTE 0.500%10/1 80004CAF8 4,140 4,000,000 PRN   DFND 1 2 4,000,000 0 0
SNDK1 1/2 08/15/17 NOTE 1.500% 8/1 80004CAD3 7,840 5,000,000 PRN   DFND 1 2 5,000,000 0 0
SNYDERS-LANCE INC COM 833551104 11,913 347,326 SH   DFND 1 347,326 0 0
SOHU COM INC COM 83408W103 787 13,771 SH   DFND 1 13,771 0 0
SOHU COM INC COM 83408W103 595 10,417 SH   DFND 1 2 10,417 0 0
SOLAR 3D INC COM NEW 83417A209 258 69,859 SH   DFND 1 69,859 0 0
SOLARCITY CORP COM 83416T100 19,569 383,575 SH   DFND 1 383,575 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 1,537 54,590 SH   DFND 1 54,590 0 0
SOLARWINDS INC COM 83416B109 21,255 360,880 SH   DFND 1 360,880 0 0
SOLAZYME INC COM 83415T101 1,131 456,400 SH   DFND 1 456,400 0 0
SOLERA HOLDINGS INC COM 83421A104 20,759 378,616 SH   DFND 1 378,616 0 0
SOLITARIO EXPLORATION & ROYALT COM 8342EP107 37 75,942 SH   DFND 1 75,942 0 0
SONIC AUTOMOTIVE INC CL A CL A 83545G102 4,523 198,732 SH   DFND 1 198,732 0 0
SONIC CORP COM COM 835451105 10,692 330,943 SH   DFND 1 330,943 0 0
SONIC FDRY INC COM NEW 83545R207 302 57,646 SH   DFND 1 57,646 0 0
SONOCO PRODS CO COM COM 835495102 24,634 602,749 SH   DFND 1 602,349 0 400
SONUS NETWORKS INC COM COM NEW 835916503 2,364 331,651 SH   DFND 1 331,651 0 0
SONY CORP ADR NEW ADR NEW 835699307 267 10,861 SH   DFND 1 8,461 0 2,400
SORRENTO THERAPEUTICS INC COM NEW 83587F202 1,549 177,941 SH   DFND 1 177,941 0 0
SOTHEBYS HLDGS INC CL A COM 835898107 9,613 373,195 SH   DFND 1 373,195 0 0
SOTHEBYS HLDGS INC CL A COM 835898107 183 7,121 SH   DFND 1 2 7,121 0 0
SOTHERLY HOTELS INC COM 83600C103 341 55,397 SH   DFND 1 55,397 0 0
SOUFUN HOLDINGS LTD-ADR ADR 836034108 338 46,510 SH   DFND 1 43,828 0 2,682
SOUTH JERSEY INDS INC COM COM 838518108 10,430 443,460 SH   DFND 1 443,460 0 0
SOUTH STATE CORP COM 840441109 11,573 160,854 SH   DFND 1 160,854 0 0
SOUTHCOAST FINANCIAL CORP COM 84129R100 191 12,308 SH   DFND 1 12,308 0 0
SOUTHERN CO COM COM 842587107 350,988 7,516,456 SH   DFND 1 7,503,066 0 13,390
SOUTHERN COPPER CORP COM COM 84265V105 2,404 92,985 SH   DFND 1 92,985 0 0
SOUTHERN MISSOURI BANCORP COM 843380106 568 23,806 SH   DFND 1 23,806 0 0
SOUTHERN NATL BANCRP VA-REDH COM 843395104 368 28,222 SH   DFND 1 28,222 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 3,779 157,335 SH   DFND 1 157,335 0 0
SOUTHWEST AIRLS CO COM COM 844741108 230,817 5,369,248 SH   DFND 1 5,363,715 0 5,533
SOUTHWEST BANCORP INC OKLA COM COM 844767103 30 1,732 SH   DFND 1 2 1,732 0 0
SOUTHWEST BANCORP INC OKLA COM COM 844767103 2,002 114,549 SH   DFND 1 114,549 0 0
SOUTHWEST GAS CORP COM COM 844895102 16,340 296,244 SH   DFND 1 296,244 0 0
SOUTHWESTERN ENERGY CO COM COM 845467109 21,693 3,057,466 SH   DFND 1 3,050,200 0 7,266
SOVRAN SELF STORAGE INC COM COM 84610H108 36,100 336,417 SH   DFND 1 336,417 0 0
SP PLUS CORP COM 78469C103 2,754 115,270 SH   DFND 1 115,270 0 0
SPANISH BROADCASTING SYS IN CL A CL A NEW 846425833 59 18,498 SH   DFND 1 18,498 0 0
SPAR GROUP INC COM 784933103 206 211,168 SH   DFND 1 211,168 0 0
SPARK ENERGY INC - CLASS A CL A COM 846511103 384 18,551 SH   DFND 1 16,298 0 2,253
SPARK NETWORKS PLC COM 84651P100 375 97,541 SH   DFND 1 97,541 0 0
SPARK THERAPEUTICS INC COM 84652J103 4,181 92,276 SH   DFND 1 92,276 0 0
SPARTAN MOTORS INC COM 846819100 587 188,892 SH   DFND 1 188,892 0 0
SPARTANNASH CO COM 847215100 6,532 301,849 SH   DFND 1 301,849 0 0
SPARTON CORP COM 847235108 1,101 55,121 SH   DFND 1 55,121 0 0
SPECTRA ENERGY CORP COM 847560109 357 14,915 SH   DFND 1 2 14,915 0 0
SPECTRA ENERGY CORP COM 847560109 124,045 5,192,599 SH   DFND 1 5,189,209 0 3,390
SPECTRANETICS CORP COM 84760C107 4,169 276,874 SH   DFND 1 276,874 0 0
SPECTRUM BRANDS HOLDINGS INC COM 84763R101 44 435 SH   DFND 1 2 435 0 0
SPECTRUM BRANDS HOLDINGS INC COM 84763R101 16,114 158,293 SH   DFND 1 158,156 0 137
SPECTRUM PHARMACEUTICALS INC COM 84763A108 2,351 390,000 SH   DFND 1 390,000 0 0
SPEED COMMERCE INC COM 84764T106 12 210,026 SH   DFND 1 210,026 0 0
SPEEDWAY MOTORSPORTS INC COM COM 847788106 1,819 87,798 SH   DFND 1 87,443 0 355
SPHERIX INC COM COM PAR $0.01 84842R304 13 91,248 SH   DFND 1 91,248 0 0
SPIRIT AEROSYSTEMS HLDG-CL A COM CL A 848574109 428 8,552 SH   DFND 1 2 8,552 0 0
SPIRIT AEROSYSTEMS HLDG-CL A COM CL A 848574109 37,901 756,964 SH   DFND 1 756,597 0 367
SPIRIT AIRLINES INC COM 848577102 17,539 440,147 SH   DFND 1 440,089 0 58
SPIRIT REALTY CAPITAL INC COM 84860W102 26,101 2,604,913 SH   DFND 1 2,604,424 0 489
SPLUNK INC COM 848637104 46,516 791,445 SH   DFND 1 790,279 0 1,166
SPOK HOLDINGS INC COM 84863T106 3,109 169,715 SH   DFND 1 169,715 0 0
SPORTSMAN'S WAREHOUSE HOLDING COM 84920Y106 1,861 144,326 SH   DFND 1 144,326 0 0
SPRINT CORP COM SER 1 85207U105 16,605 4,590,196 SH   DFND 1 4,589,071 0 1,125
SPROTT FOCUS TRUST INC COM 85208J109 1,106 190,814 PRN   DFND 1 2 190,814 0 0
SPROUTS FARMERS MARKETS INC COM 85208M102 23,808 895,398 SH   DFND 1 895,202 0 196
SPS COMMERCE INC COM 78463M107 11 159 SH   DFND 1 2 159 0 0
SPS COMMERCE INC COM 78463M107 7,675 109,316 SH   DFND 1 109,316 0 0
SPX CORP COM COM 784635104 123 13,202 SH   DFND 1 2 13,202 0 0
SPX CORP COM COM 784635104 2,244 240,597 SH   DFND 1 239,947 0 650
SPX FLOW INC COM 78469X107 7,040 252,245 SH   DFND 1 252,245 0 0
SPX FLOW INC COM 78469X107 279 10,003 SH   DFND 1 2 10,003 0 0
SQUARE INC - A CL A 852234103 218 16,728 SH   DFND 1 16,728 0 0
SS&C TECHNOLOGIES HOLDINGS COM 78467J100 34,330 502,866 SH   DFND 1 502,866 0 0
ST JOE CO COM COM 790148100 8,082 436,679 SH   DFND 1 436,679 0 0
ST JUDE MED INC COM COM 790849103 159,446 2,586,002 SH   DFND 1 2,583,242 0 2,760
ST JUDE MED INC COM COM 790849103 136 2,215 SH   DFND 1 2 2,215 0 0
STAAR SURGICAL CO COM PAR $0.01 COM PAR $0.01 852312305 1,363 190,918 SH   DFND 1 190,918 0 0
STAG INDUSTRIAL INC COM 85254J102 7,703 417,520 SH   DFND 1 417,520 0 0
STAGE STORES INC COM NEW COM NEW 85254C305 1,708 187,500 SH   DFND 1 187,360 0 140
STAMPS COM INC COM COM NEW 852857200 10,600 96,715 SH   DFND 1 96,715 0 0
STAMPS COM INC COM COM NEW 852857200 59 546 SH   DFND 1 2 546 0 0
STANCORP FINL GROUP INC COM COM 852891100 28,884 253,641 SH   DFND 1 253,615 0 26
STANDARD MTR PRODS INC COM COM 853666105 4,920 129,305 SH   DFND 1 129,305 0 0
STANDEX INTL CORP COM COM 854231107 6,495 78,121 SH   DFND 1 78,121 0 0
STANLEY BLACK & DECKER INC COM 854502101 127,320 1,195,416 SH   DFND 1 1,193,849 0 1,567
STANLEY FURNITURE INC COM NEW COM NEW 854305208 123 44,313 SH   DFND 1 44,313 0 0
STAPLES INC COM COM 855030102 53,806 5,692,344 SH   DFND 1 5,687,659 0 4,685
STAPLES INC COM COM 855030102 564 59,579 SH   DFND 1 2 59,579 0 0
STAR BULK CARRIERS CORP SHS NEW Y8162K121 50 83,003 SH   DFND 1 83,003 0 0
STAR GAS PARTNERS L P UNIT LTD PARTNR UNIT LTD PARTNR 85512C105 176 23,734 SH   DFND 1 2 23,734 0 0
STARBUCKS CORP COM COM 855244109 544 9,071 SH   DFND 1 2 9,071 0 0
STARBUCKS CORP COM COM 855244109 752,860 12,566,019 SH   DFND 1 12,546,557 0 19,462
STARRETT L S CO CL A CL A 855668109 246 25,372 SH   DFND 1 25,372 0 0
STARTEK INC COM COM 85569C107 87 24,419 SH   DFND 1 24,419 0 0
STARWOOD HOTELS&RESORTS WRL PAIRED CTF COM 85590A401 93,561 1,353,320 SH   DFND 1 1,350,822 0 2,498
STARWOOD HOTELS&RESORTS WRL PAIRED CTF COM 85590A401 2,424 35,000 SH   DFND 1 2 35,000 0 0
STARWOOD PROPERTY TRUST INC COM 85571B105 35,027 1,703,657 SH   DFND 1 1,701,057 0 2,600
STARWOOD PROPERTY TRUST INC COM 85571B105 35 1,724 SH   DFND 1 2 1,724 0 0
STARWOOD WAYPOINT RES COM SHS 85571W109 5,428 239,784 SH   DFND 1 239,784 0 0
STARZ-LIBERTY CAPITAL COM SER A 85571Q102 17,665 527,333 SH   DFND 1 527,275 0 58
STARZ-LIBERTY CAPITAL COM SER A 85571Q102 670 20,000 SH   DFND 1 2 20,000 0 0
STATE AUTO FINL CORP COM COM 855707105 2,355 114,388 SH   DFND 1 114,388 0 0
STATE BANK FINANCIAL CORP COM 856190103 5,220 248,235 SH   DFND 1 248,235 0 0
STATE NATIONAL COMPANIES INC COM 85711T305 2,032 207,219 SH   DFND 1 207,219 0 0
STATE STR CORP COM COM 857477103 207,830 3,138,551 SH   DFND 1 3,134,147 0 4,404
STATE STR CORP COM COM 857477103 25 391 SH   DFND 1 2 391 0 0
STATOIL ASA-SPON ADR SPONSORED ADR 85771P102 174 12,482 SH   DFND 1 10,584 0 1,898
STEALTHGAS INC SHS Y81669106 43 12,561 SH   DFND 1 12,561 0 0
STEEL DYNAMICS INC COM COM 858119100 27,114 1,517,321 SH   DFND 1 1,516,741 0 580
STEELCASE INC CL A CL A 858155203 11 760 SH   DFND 1 2 760 0 0
STEELCASE INC CL A CL A 858155203 9,060 608,056 SH   DFND 1 608,056 0 0
STEIN MART INC COM COM 858375108 1,466 217,951 SH   DFND 1 217,951 0 0
STEMCELLS INC COM NEW 85857R204 202 486,595 SH   DFND 1 486,595 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 662 105,066 SH   DFND 1 105,066 0 0
STEPAN CO COM COM 858586100 5,960 119,952 SH   DFND 1 119,952 0 0
STEREOTAXIS INC COM COM NEW 85916J409 53 72,154 SH   DFND 1 72,154 0 0
STERICYCLE INC COM COM 858912108 85,488 710,259 SH   DFND 1 709,978 0 281
STERIS PLC SHS USD G84720104 45,105 598,695 SH   DFND 1 598,695 0 0
STERIS PLC SHS USD G84720104 29 387 SH   DFND 1 2 387 0 0
STERLING BANCORP/DE COM 85917A100 12,609 777,430 SH   DFND 1 777,430 0 0
STERLING CONSTRUCTION CO COM 859241101 668 109,879 SH   DFND 1 109,879 0 0
STEWART INFORMATION SVCS CO COM COM 860372101 5,019 134,474 SH   DFND 1 134,474 0 0
STEWART INFORMATION SVCS CO COM COM 860372101 33 903 SH   DFND 1 2 903 0 0
STIFEL FINL CORP COM COM 860630102 18,138 428,207 SH   DFND 1 428,207 0 0
STILLWATER MNG CO COM COM 86074Q102 6,782 791,409 SH   DFND 1 791,409 0 0
STMICROELECTRONICS N V NY REGISTRY NY REGISTRY 861012102 38 5,820 SH   DFND 1 1,656 0 4,164
STMICROELECTRONICS N V NY REGISTRY NY REGISTRY 861012102 71 10,723 SH   DFND 1 2 10,723 0 0
STOCK YARDS BANCORP INC COM 861025104 3,742 99,037 SH   DFND 1 99,037 0 0
STONE ENERGY CORP COM COM 861642106 1,461 340,778 SH   DFND 1 340,778 0 0
STONEGATE BANK COM 861811107 3,155 96,017 SH   DFND 1 96,017 0 0
STONEGATE MORTGAGE GROUP COM 86181Q300 567 104,064 SH   DFND 1 104,064 0 0
STONERIDGE INC COM COM 86183P102 2,316 156,529 SH   DFND 1 156,529 0 0
STORE CAPITAL CORP COM 862121100 8,807 379,628 SH   DFND 1 379,628 0 0
STRAIGHT PATH COMM B CL B 862578101 1,146 66,909 SH   DFND 1 66,909 0 0
STRATASYS LTD SHS M85548101 1,605 68,357 SH   DFND 1 68,357 0 0
STRATTEC SEC CORP COM COM 863111100 1,295 22,925 SH   DFND 1 22,925 0 0
STRAYER ED INC COM COM 863236105 4,318 71,838 SH   DFND 1 71,838 0 0
STRAYER ED INC COM COM 863236105 14 238 SH   DFND 1 2 238 0 0
STREAMLINE HEALTH SOLUTIONS COM 86323X106 112 79,728 SH   DFND 1 79,728 0 0
STRYKER CORP COM COM 863667101 229,609 2,475,856 SH   DFND 1 2,474,941 0 915
STUDENT TRANSPORTATION INC COM 86388A108 151 40,931 SH   DFND 1 40,931 0 0
STURM RUGER & CO INC COM COM 864159108 6,864 115,160 SH   DFND 1 115,160 0 0
SUBURBANPROPANE PRTNRS -LP UNIT LTD PARTN 864482104 350 14,408 SH   DFND 1 2 14,408 0 0
SUCAMPO PHARMACTCLS INC CL A 864909106 3,312 191,599 SH   DFND 1 191,599 0 0
SUCAMPO PHARMACTCLS INC CL A 864909106 368 21,301 SH   DFND 1 2 21,301 0 0
SUFFOLK BANCORP COM COM 864739107 2,047 72,212 SH   DFND 1 72,212 0 0
SUMITOMO MITSUI FINANCIAL GR-ADR SPONSORED ADR 86562M209 494 65,171 SH   DFND 1 43,004 0 22,167
SUMMER INFANT INC COM 865646103 164 73,889 SH   DFND 1 73,889 0 0
SUMMIT HOTEL PROPERTIES INC COM 866082100 6,431 538,220 SH   DFND 1 538,220 0 0
SUMMIT HOTEL PROPERTIES INC COM 866082100 32 2,754 SH   DFND 1 2 2,754 0 0
SUMMIT MATERIALS INC -CL A CL A 86614U100 5,171 258,035 SH   DFND 1 258,035 0 0
SUN BANCORP INC COM COM NEW 86663B201 1,247 60,445 SH   DFND 1 60,445 0 0
SUN COMMUNITIES INC COM COM 866674104 30,231 441,143 SH   DFND 1 441,143 0 0
SUN EDISON INC COM 86732Y109 9,018 1,771,781 SH   DFND 1 1,771,613 0 168
SUN HYDRAULICS CORP COM COM 866942105 5,104 160,878 SH   DFND 1 160,878 0 0
SUNCOKE ENERGY INC COM 86722A103 349 100,610 SH   DFND 1 2 100,610 0 0
SUNCOKE ENERGY INC COM 86722A103 1,435 413,723 SH   DFND 1 413,723 0 0
SUNCOKE ENERGY PARTNERS LP COMUNIT REP LT 86722Y101 309 41,492 SH   DFND 1 2 41,492 0 0
SUNE 2 3/4 01/01/21 NOTE 2.750% 1/0 86732YAD1 2,002 4,000,000 PRN   DFND 1 2 4,000,000 0 0
SUNEDISON SEMICONDUCTOR LTD SHS Y8213L102 85 10,911 SH   DFND 1 2 10,911 0 0
SUNEDISON SEMICONDUCTOR LTD SHS Y8213L102 2,113 269,631 SH   DFND 1 269,631 0 0
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 305 340,052 SH   DFND 1 340,052 0 0
SUNLINK HEALTH SYSTEMS INC COM 86737U102 17 19,190 SH   DFND 1 19,190 0 0
SUNOPTA INC COM 8676EP108 35 5,208 SH   DFND 1 2 5,208 0 0
SUNOPTA INC COM 8676EP108 225 32,991 SH   DFND 1 32,991 0 0
SUNPOWER CORP COM 867652406 11,411 380,271 SH   DFND 1 379,479 0 792
SUNRUN INC COM 86771W105 1,741 147,941 SH   DFND 1 147,941 0 0
SUNSHINE HEART INC COM 86782U106 74 55,448 SH   DFND 1 55,448 0 0
SUNSTONE HOTEL INV INC -REDH COM 867892101 23,808 1,906,167 SH   DFND 1 1,906,167 0 0
SUNSTONE HOTEL INVESTORS S-D 8 CV 8% CUM PFD-D 867892507 806 31,852 SH   DFND 1 31,852 0 0
SUNTRUST BKS INC COM COM 867914103 184,944 4,325,523 SH   DFND 1 4,324,607 0 916
SUPER MICRO COMPUTR INC COM 86800U104 8,621 351,761 SH   DFND 1 351,761 0 0
SUPERCONDUCTOR TECHNOLOGIES COM COM PAR $0.001 867931404 10 51,793 SH   DFND 1 51,793 0 0
SUPERIOR ENERGY SVCS INC COM COM 868157108 11,808 876,619 SH   DFND 1 873,194 0 3,425
SUPERIOR ENERGY SVCS INC COM COM 868157108 8 658 SH   DFND 1 2 658 0 0
SUPERIOR INDS INTL INC COM COM 868168105 2,793 151,637 SH   DFND 1 151,637 0 0
SUPERIOR UNIFORM GROUP INC COM 868358102 900 53,020 SH   DFND 1 53,020 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 2,996 222,923 SH   DFND 1 222,923 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 847 63,036 SH   DFND 1 2 63,036 0 0
SUPERVALU INC COM COM 868536103 11,510 1,697,688 SH   DFND 1 1,697,688 0 0
SUPPORT.COM INC COM 86858W101 315 312,303 SH   DFND 1 312,303 0 0
SUPREME INDS INC -CL A CL A 868607102 231 33,747 SH   DFND 1 33,747 0 0
SURGERY PARTNERS INC COM 86881A100 2,832 138,235 SH   DFND 1 138,235 0 0
SURGICAL CARE AFFILIATES INC COM 86881L106 10,239 257,202 SH   DFND 1 257,202 0 0
SURMODICS INC COM COM 868873100 2,827 139,485 SH   DFND 1 139,485 0 0
SVB FINANCIAL GROUP COM 78486Q101 53 446 SH   DFND 1 2 446 0 0
SVB FINANCIAL GROUP COM 78486Q101 37,036 311,494 SH   DFND 1 311,295 0 199
SWAY 4 1/2 10/15/17 REG NOTE 4.500%10/1 85571WAD1 7,965 8,000,000 PRN   DFND 1 2 8,000,000 0 0
SWIFT TRANSN CO COM CL A 87074U101 25 1,831 SH   DFND 1 2 1,831 0 0
SWIFT TRANSN CO COM CL A 87074U101 7,650 553,586 SH   DFND 1 553,586 0 0
SWISHER HYGIENE INC COM NEW 870808300 55 57,403 SH   DFND 1 57,403 0 0
SWN 6 1/4 DEP SHS 1/20 B 845467208 3,710 200,000 PRN   DFND 1 2 200,000 0 0
SYKES ENTERPRISES INC COM COM 871237103 10,738 348,879 SH   DFND 1 348,879 0 0
SYMANTEC CORP COM COM 871503108 120,803 5,763,738 SH   DFND 1 5,744,079 0 19,659
SYMANTEC CORP COM COM 871503108 630 30,000 SH   DFND 1 2 30,000 0 0
SYMETRA FINANCIAL CORP COM 87151Q106 476 15,000 SH   DFND 1 2 15,000 0 0
SYMETRA FINANCIAL CORP COM 87151Q106 18,132 570,736 SH   DFND 1 570,736 0 0
SYMMETRY SURGICAL INC COM 87159G100 567 61,701 SH   DFND 1 61,075 0 626
SYNACOR INC COM 871561106 152 87,259 SH   DFND 1 87,259 0 0
SYNALLOY CP DEL COM COM 871565107 249 36,285 SH   DFND 1 36,285 0 0
SYNAPTICS INC COM COM 87157D109 19,431 241,860 SH   DFND 1 241,860 0 0
SYNCHRONOSS TECHNLGS COM 87157B103 8,975 254,769 SH   DFND 1 254,769 0 0
SYNCHRONY FINANCIAL COM 87165B103 223,608 7,366,598 SH   DFND 1 7,360,844 0 5,754
SYNCHRONY FINANCIAL COM 87165B103 733 24,112 SH   DFND 1 2 24,112 0 0
SYNERGY PHARMACEUTICALS INC COM NEW 871639308 170 30,000 SH   DFND 1 2 30,000 0 0
SYNERGY PHARMACEUTICALS INC COM NEW 871639308 3,597 634,407 SH   DFND 1 634,407 0 0
SYNERGY RESOURCES CORP COM 87164P103 5,249 616,112 SH   DFND 1 616,112 0 0
SYNERON MEDICAL LTD ORD SHS M87245102 40 5,300 SH   DFND 1 2 5,300 0 0
SYNERON MEDICAL LTD ORD SHS M87245102 112 14,551 SH   DFND 1 14,551 0 0
SYNGENTA AG SPONSORED ADR SPONSORED ADR 87160A100 390 4,954 SH   DFND 1 1,557 0 3,397
SYNGENTA AG SPONSORED ADR SPONSORED ADR 87160A100 590 7,500 SH   DFND 1 2 7,500 0 0
SYNNEX CORP COM COM 87162W100 244 2,715 SH   DFND 1 2 2,715 0 0
SYNNEX CORP COM COM 87162W100 23,139 257,302 SH   DFND 1 257,302 0 0
SYNOPSYS INC COM COM 871607107 56,291 1,234,829 SH   DFND 1 1,234,575 0 254
SYNOVUS FINL CORP COM COM NEW 87161C501 26,389 814,998 SH   DFND 1 811,366 0 3,632
SYNTA PHARMA CORP-REDH COM 87162T206 252 718,596 SH   DFND 1 718,596 0 0
SYNTEL INC COM COM 87162H103 12,606 278,602 SH   DFND 1 278,602 0 0
SYNTHESIS ENERGY SYSTEMS INC COM 871628103 406 424,306 SH   DFND 1 424,306 0 0
SYNTHETIC BIOLOGICS INC COM 87164U102 813 355,073 SH   DFND 1 355,073 0 0
SYNUTRA INTERNATIONAL INC COM 87164C102 666 141,434 SH   DFND 1 141,434 0 0
SYPRIS SOLUTIONS INC COM COM 871655106 59 54,496 SH   DFND 1 54,496 0 0
SYSCO CORP COM COM 871829107 175,065 4,278,848 SH   DFND 1 4,271,987 0 6,861
SYSTEMAX INC COM COM 871851101 493 57,388 SH   DFND 1 57,388 0 0
T2 BIOSYSTEMS INC COM 89853L104 1,071 97,912 SH   DFND 1 97,912 0 0
TABLEAU SOFTWARE INC - CL A CL A 87336U105 28,064 298,042 SH   DFND 1 297,604 0 438
TAHOE RESOURCES INC COM 873868103 1,021 118,115 SH   DFND 1 116,661 0 1,454
TAIWAN SEMICONDUCTOR-SP ADR SPONSORED ADR 874039100 738 32,447 SH   DFND 1 28,349 0 4,098
TAIWAN SEMICONDUCTOR-SP ADR SPONSORED ADR 874039100 129 5,701 SH   DFND 1 2 5,701 0 0
TAKE-TWO INTERACTIVE SOFTWA COM COM 874054109 18,757 538,384 SH   DFND 1 538,384 0 0
TAL EDUCATION GROUP- ADR ADS REPSTG COM 874080104 273 5,992 SH   DFND 1 5,992 0 0
TAL EDUCATION GROUP- ADR ADS REPSTG COM 874080104 212 4,583 SH   DFND 1 2 4,583 0 0
TAL INTERNATIONAL GROUP INC COM 874083108 3,135 197,204 SH   DFND 1 196,541 0 663
TALEN ENERGY CORP COM 87422J105 3,188 511,726 SH   DFND 1 511,639 0 87
TALMER BANCORP INC CLASS A COM 87482X101 30 1,697 SH   DFND 1 2 1,697 0 0
TALMER BANCORP INC CLASS A COM 87482X101 8,099 447,213 SH   DFND 1 447,213 0 0
TANDEM DIABETES CARE INC COM 875372104 1,528 129,419 SH   DFND 1 129,419 0 0
TANGER FACTORY OUTLET CTRS COM COM 875465106 22,326 682,779 SH   DFND 1 682,779 0 0
TANGOE INC COM 87582Y108 2,015 240,255 SH   DFND 1 240,255 0 0
TARGA RESOURCES CORP COM 87612G101 7,934 293,203 SH   DFND 1 293,044 0 159
TARGA RESOURCES CORP COM 87612G101 716 26,492 SH   DFND 1 2 26,492 0 0
TARGET CORP COM COM 87612E106 388,354 5,358,645 SH   DFND 1 5,350,640 0 8,005
TARGET CORP COM COM 87612E106 318 4,393 SH   DFND 1 2 4,393 0 0
TARO PHARMACEUTICAL INDS LT ORD SHS M8737E108 106 686 SH   DFND 1 2 686 0 0
TARO PHARMACEUTICAL INDS LT ORD SHS M8737E108 1,868 12,123 SH   DFND 1 12,068 0 55
TASER INTL INC COM COM 87651B104 5,845 338,064 SH   DFND 1 338,018 0 46
TATA MOTORS LTD-SPON ADR SPONSORED ADR 876568502 795 26,978 SH   DFND 1 26,285 0 693
TATA MOTORS LTD-SPON ADR SPONSORED ADR 876568502 370 12,587 SH   DFND 1 2 12,587 0 0
TAUBMAN CTRS INC COM COM 876664103 39,355 512,977 SH   DFND 1 512,970 0 7
TAYLOR MORRISON HOME CORP-A CL A 87724P106 3,105 194,065 SH   DFND 1 194,065 0 0
TCF FINL CORP COM COM 872275102 14,170 1,003,599 SH   DFND 1 1,003,599 0 0
TD AMERITRADE HOLDINGS CORP COM 87236Y108 59,244 1,707,868 SH   DFND 1 1,707,135 0 733
TE CONNECTIVITY LTD REG SHS H84989104 188,394 2,922,407 SH   DFND 1 2,920,351 0 2,056
TEAM HEALTH HOLDINGS INC COM 87817A107 21,491 489,677 SH   DFND 1 489,677 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 28 656 SH   DFND 1 2 656 0 0
TEAM INC COM 878155100 4,268 133,552 SH   DFND 1 133,552 0 0
TEARLAB CORP COM 878193101 180 129,860 SH   DFND 1 129,860 0 0
TECH DATA CORP COM COM 878237106 24,519 369,386 SH   DFND 1 368,517 0 869
TECH DATA CORP COM COM 878237106 733 11,048 SH   DFND 1 2 11,048 0 0
TECHTARGET INC -REDH COM 87874R100 929 115,786 SH   DFND 1 115,786 0 0
TECNOGLASS INC SHS G87264100 255 18,580 SH   DFND 1 18,580 0 0
TECO ENERGY INC COM COM 872375100 399 15,000 SH   DFND 1 2 15,000 0 0
TECO ENERGY INC COM COM 872375100 50,388 1,893,705 SH   DFND 1 1,893,601 0 104
TEEKAY LNG PARTNERS LP PRTNRSP UNITS Y8564M105 1,040 79,163 SH   DFND 1 2 79,163 0 0
TEEKAY OFFSHORE PRTNRS -REDH PARTNERSHIP UN Y8565J101 734 113,287 SH   DFND 1 2 113,287 0 0
TEEKAY SHIPPING MARSHALL IS COM COM Y8564W103 755 76,550 SH   DFND 1 2 76,550 0 0
TEEKAY SHIPPING MARSHALL IS COM COM Y8564W103 4,508 456,814 SH   DFND 1 456,814 0 0
TEEKAY TANKERS LTD CL A Y8565N102 1,120 162,908 SH   DFND 1 162,908 0 0
TEGNA INC COM 87901J105 46,104 1,810,245 SH   DFND 1 1,806,942 0 3,303
TEJON RANCH CO DEL COM COM 879080109 1,719 89,768 SH   DFND 1 89,768 0 0
TELADOC INC COM 87918A105 927 51,633 SH   DFND 1 51,633 0 0
TELECOM ITALIA SPA - NEW-ADR SPON ADR ORD 87927Y102 217 17,173 SH   DFND 1 3,593 0 13,580
TELECOMMUNICATION SYS INC CL A CL A 87929J103 1,406 282,909 SH   DFND 1 282,909 0 0
TELEDYNE TECHNOLOGIES INC COM COM 879360105 21,776 245,507 SH   DFND 1 245,507 0 0
TELEFLEX INC COM COM 879369106 33,132 252,053 SH   DFND 1 250,990 0 1,063
TELEFONICA S A SPONSORED ADR SPONSORED ADR 879382208 425 38,448 SH   DFND 1 21,143 0 17,305
TELENAV INV COM 879455103 1,015 178,485 SH   DFND 1 178,485 0 0
TELEPHONE & DATA SYS INC COM COM NEW 879433829 14,719 568,530 SH   DFND 1 568,477 0 53
TELETECH HOLDINGS INC COM COM 879939106 3,961 141,943 SH   DFND 1 141,943 0 0
TELIGENT INC COM 87960W104 2,333 262,244 SH   DFND 1 262,244 0 0
TEMPLETON EMERGING MKTS INCM COM 880192109 671 67,323 PRN   DFND 1 2 67,323 0 0
TEMPUR-PEDIC INTERNATIONAL COM 88023U101 24,846 352,628 SH   DFND 1 352,583 0 45
TENAX THERAPEUTICS INC COM 88032L100 297 90,825 SH   DFND 1 90,825 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 97 3,207 SH   DFND 1 2 3,207 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 23,636 781,347 SH   DFND 1 779,967 0 1,380
TENGASCO INC COM NEW 88033R205 89 742,748 SH   DFND 1 742,748 0 0
TENNANT CO COM COM 880345103 6,599 117,297 SH   DFND 1 117,297 0 0
TENNECO AUTOMOTIVE INC COM COM 880349105 25 560 SH   DFND 1 2 560 0 0
TENNECO AUTOMOTIVE INC COM COM 880349105 21,538 469,152 SH   DFND 1 469,152 0 0
TERADATA CORP-REDH COM 88076W103 85 3,231 SH   DFND 1 2 3,231 0 0
TERADATA CORP-REDH COM 88076W103 31,000 1,175,567 SH   DFND 1 1,173,703 0 1,864
TERADYNE INC COM COM 880770102 25,606 1,238,822 SH   DFND 1 1,235,768 0 3,054
TEREX CORP NEW COM COM 880779103 11,655 630,689 SH   DFND 1 630,651 0 38
TERNIUM SA-SPONSORED ADR SPON ADR 880890108 280 22,554 SH   DFND 1 2 22,554 0 0
TERRAFORM GLOBAL INC - CL A CL A 88104M101 2,032 363,629 SH   DFND 1 363,629 0 0
TERRAFORM GLOBAL INC - CL A CL A 88104M101 3 690 SH   DFND 1 2 690 0 0
TERRAFORM POWER INC - A CL A COM 88104R100 5,995 476,620 SH   DFND 1 476,620 0 0
TERRENO REALTY CORP COM 88146M101 6,155 272,108 SH   DFND 1 272,108 0 0
TERRITORIAL BANCORP INC COM 88145X108 1,572 56,699 SH   DFND 1 56,699 0 0
TESARO INC COM 881569107 10,151 194,025 SH   DFND 1 194,025 0 0
TESCO CORP COM 88157K101 1,793 247,721 SH   DFND 1 247,721 0 0
TESLA MOTORS INC COM 88160R101 141,681 590,705 SH   DFND 1 590,037 0 668
TESORO CORP COM COM 881609101 519 4,934 SH   DFND 1 2 4,934 0 0
TESORO CORP COM COM 881609101 122,861 1,168,002 SH   DFND 1 1,166,710 0 1,292
TESSCO TECHNOLOGIES INC COM 872386107 662 34,032 SH   DFND 1 34,032 0 0
TESSERA TECHNOLOGIES INC COM 88164L100 408 13,607 SH   DFND 1 2 13,607 0 0
TESSERA TECHNOLOGIES INC COM 88164L100 13,964 465,312 SH   DFND 1 465,129 0 183
TETRA TECH INC NEW COM COM 88162G103 10,294 395,639 SH   DFND 1 395,639 0 0
TETRA TECHNOLOGIES INC DEL COM COM 88162F105 3,801 505,566 SH   DFND 1 505,333 0 233
TETRALOGIC PHARMA CORP COM 88165U109 132 76,763 SH   DFND 1 76,763 0 0
TETRAPHASE PHARMACEUTICALS INC COM 88165N105 2,322 231,542 SH   DFND 1 231,542 0 0
TEVA PHARM INDS -ADR ADR 881624209 11,969 182,358 SH   DFND 1 175,065 0 7,293
TEVA PHARM INDS -ADR ADR 881624209 103 1,577 SH   DFND 1 2 1,577 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 14,518 293,773 SH   DFND 1 293,773 0 0
TEXAS INSTRS INC COM COM 882508104 467,473 8,545,808 SH   DFND 1 8,529,415 0 16,393
TEXAS ROADHOUSE INC-CLASS A COM 882681109 14,931 417,433 SH   DFND 1 417,433 0 0
TEXTAINER GROUP HLDNGS-REDH SHS G8766E109 2,335 165,554 SH   DFND 1 165,554 0 0
TEXTRON INC COM COM 883203101 93,026 2,218,926 SH   DFND 1 2,217,487 0 1,439
TEXTURA CORP COM 883211104 2,637 122,205 SH   DFND 1 122,205 0 0
TFS FINANCIAL CORP COM 87240R107 12,322 654,412 SH   DFND 1 654,342 0 70
TG THERAPEUTICS INC COM 88322Q108 3,001 251,602 SH   DFND 1 251,602 0 0
THAI FUND COM 882904105 134 19,592 PRN   DFND 1 2 19,592 0 0
THE BANCORP INC COM 05969A105 1,561 245,159 SH   DFND 1 245,159 0 0
THE CARLYLE GROUP COM UTS LTD PTN 14309L102 467 29,949 SH   DFND 1 29,949 0 0
THE COMMUNITY FINANCIAL CORP COM 20368X101 357 16,726 SH   DFND 1 16,726 0 0
THE NEW HOME CO INC COM 645370107 930 71,820 SH   DFND 1 71,820 0 0
THERAPEUTICS MD INC COM 88338N107 61 5,904 SH   DFND 1 2 5,904 0 0
THERAPEUTICS MD INC COM 88338N107 8,693 838,294 SH   DFND 1 838,294 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 2,812 171,586 SH   DFND 1 171,586 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 103 6,313 SH   DFND 1 2 6,313 0 0
THERAVANCE INC COM 88338T104 5,855 555,544 SH   DFND 1 554,104 0 1,440
THERMO ELECTRON CORP COM COM 883556102 435,972 3,080,094 SH   DFND 1 3,074,176 0 5,918
THERMON GROUP HOLDINGS INC COM 88362T103 3,348 197,887 SH   DFND 1 197,887 0 0
THERMON GROUP HOLDINGS INC COM 88362T103 1 84 SH   DFND 1 2 84 0 0
THESTREET COM COM COM 88368Q103 155 103,924 SH   DFND 1 103,924 0 0
THIRD POINT REINSURANCE LTD COM G8827U100 5,321 396,868 SH   DFND 1 396,868 0 0
THIRD POINT REINSURANCE LTD COM G8827U100 11 835 SH   DFND 1 2 835 0 0
THOMPSON CREEK METALS CO INC COM 884768102 2 10,099 SH   DFND 1 2 10,099 0 0
THOMSON REUTERS CORP COM 884903105 5,658 149,396 SH   DFND 1 148,461 0 935
THOMSON REUTERS CORP COM 884903105 22 582 SH   DFND 1 2 582 0 0
THOR INDS INC COM COM 885160101 96 1,715 SH   DFND 1 2 1,715 0 0
THOR INDS INC COM COM 885160101 17,466 311,075 SH   DFND 1 310,368 0 707
THRESHOLD PHARMACEUTICALS COM NEW 885807206 198 413,239 SH   DFND 1 413,239 0 0
TIDEWATER INC COM COM 886423102 1,957 281,229 SH   DFND 1 281,229 0 0
TIER REIT INC COM NEW 88650V208 29 1,997 SH   DFND 1 2 1,997 0 0
TIER REIT INC COM NEW 88650V208 5,294 358,963 SH   DFND 1 358,963 0 0
TIFFANY & CO NEW COM COM 886547108 67,918 892,196 SH   DFND 1 890,561 0 1,635
TILE SHOP HOLDINGS INC COM 88677Q109 26 1,624 SH   DFND 1 2 1,624 0 0
TILE SHOP HOLDINGS INC COM 88677Q109 2,922 178,175 SH   DFND 1 178,175 0 0
TILLYS INC CL A CL A 886885102 11 1,712 SH   DFND 1 2 1,712 0 0
TILLYS INC CL A CL A 886885102 437 66,008 SH   DFND 1 66,008 0 0
TIMBERLAND BANCORP INC COM COM 887098101 233 18,852 SH   DFND 1 18,852 0 0
TIMBERLINE RESOURCES CORP COM NEW 887133205 3 19,347 SH   DFND 1 19,347 0 0
TIME INC COM 887228104 11,892 758,952 SH   DFND 1 757,967 0 985
TIME WARNER CABLE INC COM 88732J207 2,696 14,531 SH   DFND 1 2 14,531 0 0
TIME WARNER CABLE INC COM 88732J207 396,453 2,140,886 SH   DFND 1 2,137,509 0 3,377
TIME WARNER INC COM COM NEW 887317303 26 412 SH   DFND 1 2 412 0 0
TIME WARNER INC COM COM NEW 887317303 410,656 6,363,348 SH   DFND 1 6,355,113 0 8,235
TIMKEN CO COM COM 887389104 46 1,639 SH   DFND 1 2 1,639 0 0
TIMKEN CO COM COM 887389104 12,408 434,031 SH   DFND 1 433,652 0 379
TIMKENSTEEL CORP COM 887399103 48 5,807 SH   DFND 1 2 5,807 0 0
TIMKENSTEEL CORP COM 887399103 2,003 239,126 SH   DFND 1 239,126 0 0
TIPTREE FINANCIAL INC A CL A 88822Q103 718 116,965 SH   DFND 1 116,965 0 0
TITAN INTL INC ILL COM COM 88830M102 35 9,087 SH   DFND 1 2 9,087 0 0
TITAN INTL INC ILL COM COM 88830M102 1,158 293,996 SH   DFND 1 293,996 0 0
TITAN MACHINERY INC-REDH COM 88830R101 1,236 113,117 SH   DFND 1 113,117 0 0
TITAN PHARMACEUTICALS INC D COM COM NEW 888314309 337 76,064 SH   DFND 1 76,064 0 0
TIVO INC COM COM 888706108 5,341 618,959 SH   DFND 1 618,959 0 0
TJX COS INC NEW COM COM 872540109 375,851 5,311,524 SH   DFND 1 5,303,362 0 8,162
TLGT 3 3/4 12/15/19 NOTE 3.750%12/1 449575AB5 5,795 5,940,000 PRN   DFND 1 2 5,940,000 0 0
TLOG 8 06/15/19 NOTE 8.000% 6/1 88165UAB5 901 2,250,000 PRN   DFND 1 2 2,250,000 0 0
T-MOBILE US INC COM 872590104 73,671 1,884,342 SH   DFND 1 1,878,850 0 5,492
T-MOBILE US INC COM 872590104 215 5,504 SH   DFND 1 2 5,504 0 0
TMUS 5 1/2 CONV PFD SER A 872590203 677 10,000 PRN   DFND 1 2 10,000 0 0
TOBIRA THERAPEUTICS INC COM 88883P101 315 31,424 SH   DFND 1 31,424 0 0
TOKAI PHARMACEUTICALS INC COM 88907J107 458 52,619 SH   DFND 1 52,619 0 0
TOLL BROTHERS INC COM COM 889478103 32,293 970,446 SH   DFND 1 969,904 0 542
TOLL BROTHERS INC COM COM 889478103 25 753 SH   DFND 1 2 753 0 0
TOMPKINSTRUSTCO INC COM COM 890110109 4,961 88,354 SH   DFND 1 88,354 0 0
TONIX PHARMACEUTICALS HOLDING CORP COM NEW 890260201 728 94,990 SH   DFND 1 94,990 0 0
TOOTSIE ROLL INDS INC COM COM 890516107 4,575 144,827 SH   DFND 1 144,827 0 0
TOPBUILD CORP - W/I COM 89055F103 6,531 212,283 SH   DFND 1 212,075 0 208
TORCHLIGHT ENERGY RESOURCES INC COM 89102U103 85 84,269 SH   DFND 1 84,269 0 0
TORCHMARK CORP COM COM 891027104 26 456 SH   DFND 1 2 456 0 0
TORCHMARK CORP COM COM 891027104 54,303 951,953 SH   DFND 1 951,679 0 274
TORO CO COM COM 891092108 22,467 307,481 SH   DFND 1 307,481 0 0
TORTOISE ENERGY INDEPENDENCE COM 89148K101 124 11,072 PRN   DFND 1 2 11,072 0 0
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TOTAL SYS SVCS INC COM COM 891906109 71,482 1,438,173 SH   DFND 1 1,437,539 0 634
TOTAL SYS SVCS INC COM COM 891906109 37 750 SH   DFND 1 2 750 0 0
TOWER INTERNATIONAL INC COM 891826109 4,286 150,029 SH   DFND 1 150,029 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 414 29,454 SH   DFND 1 29,400 0 54
TOWERS WATSON & CO COMSTK 891894107 55,969 435,953 SH   DFND 1 435,840 0 113
TOWERSTREAM CORP COM 892000100 106 280,957 SH   DFND 1 280,957 0 0
TOWN SPORTS INTERNATIONAL COM 89214A102 115 97,432 SH   DFND 1 97,432 0 0
TOWNE BANK COM 89214P109 7,178 343,962 SH   DFND 1 343,962 0 0
TOWNSQUARE MEDIA INC CL A 892231101 537 44,978 SH   DFND 1 44,978 0 0
TOYOTA MOTOR CORP SP ADR REP2COM SP ADR REP2COM 892331307 2,009 16,336 SH   DFND 1 9,372 0 6,964
TRACON PHARMACEUTICALS INC COM 89237H100 225 24,457 SH   DFND 1 24,457 0 0
TRACTOR SUPPLY CO COM COM 892356106 95,315 1,117,030 SH   DFND 1 1,116,239 0 791
TRANS WORLD ENTMT CORP COM COM 89336Q100 159 44,567 SH   DFND 1 44,567 0 0
TRANSACT TECHNOLOGIES INC COM COM 892918103 288 33,579 SH   DFND 1 33,579 0 0
TRANSATLANTIC PETROLEUM LTD SHS NEW G89982113 165 119,064 SH   DFND 1 119,064 0 0
TRANSCONTINENTAL RLTY INVS COM NEW COM NEW 893617209 228 22,207 SH   DFND 1 22,207 0 0
TRANSENTERIX INC COM NEW 89366M201 781 315,210 SH   DFND 1 315,210 0 0
TRANSGENOMIC INC COM COM NEW 89365K305 14 13,347 SH   DFND 1 13,347 0 0
TRANSGLOBE ENERGY CORP COM 893662106 46 25,863 SH   DFND 1 25,863 0 0
TRANSIDGM GROUP INC COM 893641100 219 960 SH   DFND 1 2 960 0 0
TRANSIDGM GROUP INC COM 893641100 68,550 300,273 SH   DFND 1 299,962 0 311
TRANSITION THERAPEUTICS INC COM NEW 893716209 24 12,762 SH   DFND 1 12,762 0 0
TRANSOCEAN LTD REG SHS H8817H100 30,865 2,497,529 SH   DFND 1 2,497,529 0 0
TRANSUNION COM 89400J107 5,807 210,648 SH   DFND 1 210,567 0 81
TRAVELERS COS INC/THE COM 89417E109 286,424 2,542,988 SH   DFND 1 2,540,924 0 2,064
TRAVELPORT WORLDWIDE LTD SHS G9019D104 8,707 675,030 SH   DFND 1 675,030 0 0
TRAVELZOO INC COM NEW 89421Q205 430 51,407 SH   DFND 1 51,407 0 0
TRC COS INC COM COM 872625108 1,409 152,353 SH   DFND 1 152,353 0 0
TRC COS INC COM COM 872625108 26 2,817 SH   DFND 1 2 2,817 0 0
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TREDEGAR CORP COM COM 894650100 11 881 SH   DFND 1 2 881 0 0
TREDEGAR CORP COM COM 894650100 2,142 157,287 SH   DFND 1 157,287 0 0
TREEHOUSE FOODS INC COM 89469A104 20,889 266,250 SH   DFND 1 266,250 0 0
TREMOR VIDEO INC COM 89484Q100 278 135,251 SH   DFND 1 135,251 0 0
TREVENA INC COM 89532E109 2,662 253,557 SH   DFND 1 253,557 0 0
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VIVUS INC COM COM 928551100 691 678,375 SH   DFND 1 678,375 0 0
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WABTEC CORP COM COM 929740108 40,187 565,468 SH   DFND 1 564,409 0 1,059
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WD-40 CO COM COM 929236107 10,841 109,897 SH   DFND 1 109,897 0 0
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WEIGHT WATCHERS INTL INC NE COM COM 948626106 3,836 168,268 SH   DFND 1 168,268 0 0
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WESCO INTL INC COM COM 95082P105 11,165 255,625 SH   DFND 1 255,609 0 16
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WESTPAC BANKING CORP-SP ADR SPONSORED ADR 961214301 608 25,115 SH   DFND 1 3,931 0 21,184
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WGL HLDGS INC COM COM 92924F106 19,281 306,097 SH   DFND 1 306,097 0 0
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WHITING PETROLEUM CORP COM 966387102 11,268 1,194,473 SH   DFND 1 1,193,148 0 1,325
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WOLVERINE WORLD WIDE INC COM COM 978097103 10,506 628,738 SH   DFND 1 628,738 0 0
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WPP GROUP PLC AMERICAN DEPOSITARY SHARES ADR 92937A102 1,287 11,218 SH   DFND 1 7,211 0 4,007
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XEROX CORP COM COM 984121103 98,656 9,297,015 SH   DFND 1 9,278,967 0 18,048
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XL GROUP PLC SHS G98290102 93,062 2,380,222 SH   DFND 1 2,379,726 0 496
XLNX 2 5/8 06/15/17 NOTE 2.625% 6/1 983919AF8 11,361 7,000,000 PRN   DFND 1 2 7,000,000 0 0
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XOMA CORP COM 98419J107 788 592,912 SH   DFND 1 592,912 0 0
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XYLEM INC COM 98419M100 53,507 1,469,061 SH   DFND 1 1,468,593 0 468
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YELP INC CL A 985817105 9,394 326,200 SH   DFND 1 326,200 0 0
YORK WATER CO COM 987184108 2,600 104,263 SH   DFND 1 104,263 0 0
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YOUKU INC - ADR SPONSORED ADR 98742U100 490 18,425 SH   DFND 1 18,425 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 2,970 209,482 SH   DFND 1 209,482 0 0
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ZEBRA TECHNOLOGIES CORP CL A CL A 989207105 21,915 314,651 SH   DFND 1 314,193 0 458
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ZHONE TECHNOLOGIES INC COM NEW 98950P884 95 95,488 SH   DFND 1 95,488 0 0
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ZILLOW GROUP INC - C CL C CAP STK 98954M200 14,803 630,802 SH   DFND 1 630,534 0 268
ZIMMER BIOMET HOLDINGS INC COM 98956P102 140,222 1,369,676 SH   DFND 1 1,367,648 0 2,028
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ZIONS BANCORPORATION *W EXP 05/22/202 989701115 3,050 899,800 SH   DFND 1 2 899,800 0 0
ZIONS BANCORPORATION COM COM 989701107 47,029 1,725,273 SH   DFND 1 1,725,273 0 0
ZIONS BANCORPORATION COM COM 989701107 16 600 SH   DFND 1 2 600 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 7,546 908,173 SH   DFND 1 908,173 0 0
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ZIX CORP COM COM 98974P100 2,109 415,219 SH   DFND 1 415,219 0 0
ZIX CORP COM COM 98974P100 340 66,938 SH   DFND 1 2 66,938 0 0
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ZUMIEZ INC COM 989817101 2,202 145,657 SH   DFND 1 145,657 0 0
ZYNERBA PHARMACEUTICALS INC COM 98986X109 149 14,854 SH   DFND 1 14,854 0 0
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