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 INC-CL A CL A 68243Q106 39 3,670 SH   DFND 1 2 3,670 0 0
1-800-FLOWERS.COM INC-CL A CL A 68243Q106 3,212 300,209 SH   DFND 1 298,784 0 1,425
1ST CONSTITUTION BANCORP COM 31986N102 859 46,592 SH   DFND 1 46,592 0 0
1ST SOURCE CORP COM 336901103 8,335 168,573 SH   DFND 1 168,573 0 0
21VIANET GROUP INC-ADR SPONSORED ADR 90138A103 324 40,713 SH   DFND 1 40,713 0 0
22ND CENTURY GROUP INC COM 90137F103 1,854 662,362 SH   DFND 1 662,362 0 0
2U INC COM 90214J101 30,929 479,453 SH   DFND 1 479,453 0 0
3D SYSTEMS CORP COM NEW 88554D205 8,054 932,185 SH   DFND 1 926,570 0 5,615
3M CO COM 88579Y101 1,621,309 6,901,534 SH   DFND 1 6,870,287 0 31,247
51JOB INC-ADR SP ADR REP COM 316827104 1,557 25,597 SH   DFND 1 25,597 0 0
51JOB INC-ADR SP ADR REP COM 316827104 422 6,951 SH   DFND 1 2 6,951 0 0
58.COM INC-ADR SPON ADR REP A 31680Q104 74 1,047 SH   DFND 1 2 1,047 0 0
58.COM INC-ADR SPON ADR REP A 31680Q104 10,041 141,245 SH   DFND 1 141,007 0 238
8POINT3 ENERGY PARTNERS LP CL A RPT LTDPT 282539105 369 24,303 SH   DFND 1 24,303 0 0
8X8 INC COM 282914100 10,857 770,067 SH   DFND 1 770,067 0 0
A H BELO CORP-A COM CL A 001282102 531 110,675 SH   DFND 1 110,675 0 0
A10 NETWORKS INC COM 002121101 3,380 437,938 SH   DFND 1 437,938 0 0
AAC HOLDINGS INC COM 000307108 692 76,994 SH   DFND 1 76,994 0 0
AAON INC COM PAR $0.004 000360206 13,877 378,127 SH   DFND 1 378,127 0 0
AAR CORP COM 000361105 33 850 SH   DFND 1 2 850 0 0
AAR CORP COM 000361105 10,770 274,137 SH   DFND 1 274,137 0 0
AARON'S INC COM PAR $0.50 002535300 26,703 670,095 SH   DFND 1 667,024 0 3,071
ABAXIS INC COM 002567105 10,350 209,007 SH   DFND 1 208,485 0 522
ABB LTD-SPON ADR SPONSORED ADR 000375204 557 20,803 SH   DFND 1 16,901 0 3,902
ABBOTT LABORATORIES COM 002824100 1,028,274 18,056,361 SH   DFND 1 17,964,292 0 92,069
ABBVIE INC COM 00287Y109 1,547,833 16,040,131 SH   DFND 1 15,956,621 0 83,510
ABBVIE INC COM 00287Y109 263 2,720 SH   DFND 1 2 2,720 0 0
ABEONA THERAPEUTICS INC COM 00289Y107 4,405 277,958 SH   DFND 1 277,958 0 0
ABERCROMBIE & FITCH CO-CL A CL A 002896207 9,834 564,238 SH   DFND 1 563,835 0 403
ABIOMED INC COM 003654100 67,211 358,631 SH   DFND 1 356,561 0 2,070
ABIOMED INC COM 003654100 351 1,876 SH   DFND 1 2 1,876 0 0
ABM INDUSTRIES INC COM 000957100 17,556 465,438 SH   DFND 1 465,438 0 0
ABR 5.375 11/15/20 NOTE 5.375%11/1 038923AB4 4,057 4,000,000 PRN   DFND 1 2 4,000,000 0 0
ABRAXAS PETROLEUM CORP COM 003830106 3,241 1,317,808 SH   DFND 1 1,317,808 0 0
AC IMMUNE SA SHS H00263105 564 44,068 SH   DFND 1 44,068 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 6,581 181,666 SH   DFND 1 181,666 0 0
ACACIA RESEARCH CORP ACACIA TCH COM 003881307 1,825 450,676 SH   DFND 1 450,676 0 0
ACADIA HEALTHCARE CO INC COM 00404A109 59 1,810 SH   DFND 1 2 1,810 0 0
ACADIA HEALTHCARE CO INC COM 00404A109 23,760 728,189 SH   DFND 1 724,159 0 4,030
ACADIA PHARMACEUTICALS INC COM 004225108 26,195 869,977 SH   DFND 1 869,977 0 0
ACADIA REALTY TRUST COM SH BEN INT 004239109 23,786 869,389 SH   DFND 1 869,389 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 6,523 248,973 SH   DFND 1 248,779 0 194
ACCELERON PHARMA INC COM 00434H108 14,872 350,432 SH   DFND 1 350,432 0 0
ACCENTURE PLC-CL A SHS CLASS A G1151C101 1,080,665 7,072,752 SH   DFND 1 7,040,280 0 32,472
ACCESS NATIONAL CORP COM 004337101 3,504 125,888 SH   DFND 1 125,888 0 0
ACCO BRANDS CORP COM 00081T108 11,093 909,310 SH   DFND 1 909,310 0 0
ACCURAY INC COM 004397105 3,161 735,316 SH   DFND 1 735,316 0 0
ACELRX PHARMACEUTICALS INC COM 00444T100 437 215,834 SH   DFND 1 215,834 0 0
ACETO CORP COM 004446100 68 6,620 SH   DFND 1 2 6,620 0 0
ACETO CORP COM 004446100 2,719 263,216 SH   DFND 1 263,216 0 0
ACHAOGEN INC COM 004449104 3,165 294,718 SH   DFND 1 294,718 0 0
ACHILLION PHARMACEUTICALS COM 00448Q201 3,035 1,053,860 SH   DFND 1 1,053,860 0 0
ACI WORLDWIDE INC COM 004498101 23,651 1,043,287 SH   DFND 1 1,037,439 0 5,848
ACLARIS THERAPEUTICS INC COM 00461U105 5,565 225,673 SH   DFND 1 225,673 0 0
ACNB CORP COM 000868109 1,108 37,512 SH   DFND 1 37,512 0 0
ACORDA THERAPEUTICS INC COM 00484M106 8,795 410,068 SH   DFND 1 410,068 0 0
ACTINIUM PHARMACEUTICALS INC COM 00507W107 126 191,249 SH   DFND 1 191,249 0 0
ACTIVISION BLIZZARD INC COM 00507V109 492,227 7,790,249 SH   DFND 1 7,725,116 0 65,133
ACTUA CORP COM 005094107 4,739 303,838 SH   DFND 1 303,838 0 0
ACTUANT CORP-A CL A NEW 00508X203 12,638 499,527 SH   DFND 1 499,527 0 0
ACUITY BRANDS INC COM 00508Y102 85,075 484,308 SH   DFND 1 482,213 0 2,095
ACUSHNET HOLDINGS CORP COM 005098108 7,018 332,945 SH   DFND 1 332,945 0 0
ACXIOM CORP COM 005125109 19,107 693,297 SH   DFND 1 689,396 0 3,901
ADAMAS PHARMACEUTICALS INC COM 00548A106 4,900 144,614 SH   DFND 1 144,614 0 0
ADAMIS PHARMACEUTICALS CORP COM NEW 00547W208 768 174,557 SH   DFND 1 174,557 0 0
ADAMS DIVERSIFIED EQUITY COM 006212104 5,770 383,954 SH   DFND 1 2 383,954 0 0
ADAMS NATURAL RESOURCES FUND COM 00548F105 5,184 261,313 SH   DFND 1 2 261,313 0 0
ADAMS RESOURCES & ENERGY INC COM NEW 006351308 762 17,538 SH   DFND 1 17,538 0 0
ADAPTIMMUNE THERAPEUTICS-ADR SPONDS ADR 00653A107 0 62 SH   DFND 1 2 62 0 0
ADAPTIMMUNE THERAPEUTICS-ADR SPONDS ADR 00653A107 191 28,605 SH   DFND 1 28,605 0 0
ADDUS HOMECARE CORP COM 006739106 2,254 64,777 SH   DFND 1 64,777 0 0
ADDVANTAGE TECHNOLOGIES GRP COM NEW 006743306 17 11,928 SH   DFND 1 11,928 0 0
ADESTO TECHNOLOGIES CORP COM 00687D101 421 65,333 SH   DFND 1 65,333 0 0
ADIENT PLC ORD SHS G0084W101 217 2,759 SH   DFND 1 2 2,759 0 0
ADIENT PLC ORD SHS G0084W101 61,389 780,043 SH   DFND 1 779,897 0 146
ADMA BIOLOGICS INC COM 000899104 359 112,000 SH   DFND 1 112,000 0 0
ADOBE SYSTEMS INC COM 00724F101 908,858 5,197,302 SH   DFND 1 5,155,079 0 42,223
ADOBE SYSTEMS INC COM 00724F101 46 265 SH   DFND 1 2 265 0 0
ADOMANI INC COM 00726A100 156 35,559 SH   DFND 1 35,559 0 0
ADTALEM GLOBAL EDUCATION INC COM 00737L103 21,293 506,392 SH   DFND 1 503,403 0 2,989
ADTRAN INC COM 00738A106 10,460 540,583 SH   DFND 1 540,583 0 0
ADURO BIOTECH INC COM 00739L101 2,667 355,653 SH   DFND 1 355,653 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 76,468 768,733 SH   DFND 1 765,056 0 3,677
ADVANCED ACCELERATOR APP-ADR SPONSORED ADS 00790T100 2,107 25,820 SH   DFND 1 25,820 0 0
ADVANCED DISPOSAL SERVICES I COM 00790X101 8,835 369,073 SH   DFND 1 369,073 0 0
ADVANCED DRAINAGE SYSTEMS IN COM 00790R104 7,866 329,844 SH   DFND 1 329,844 0 0
ADVANCED EMISSIONS SOLUTIONS COM 00770C101 1,919 198,708 SH   DFND 1 198,708 0 0
ADVANCED ENERGY INDUSTRIES COM 007973100 25,282 374,671 SH   DFND 1 374,671 0 0
ADVANCED ENERGY INDUSTRIES COM 007973100 204 3,025 SH   DFND 1 2 3,025 0 0
ADVANCED MICRO DEVICES COM 007903107 97,337 9,486,698 SH   DFND 1 9,445,476 0 41,222
ADVANCED SEMICONDUCTOR E-ADR SPONSORED ADR 00756M404 62 9,645 SH   DFND 1 2 9,645 0 0
ADVANCED SEMICONDUCTOR E-ADR SPONSORED ADR 00756M404 102 15,887 SH   DFND 1 12,027 0 3,860
ADVANSIX INC COM 00773T101 10,584 251,595 SH   DFND 1 251,595 0 0
ADVAXIS INC COM NEW 007624208 802 282,545 SH   DFND 1 282,545 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 333 95,252 SH   DFND 1 95,252 0 0
AECOM COM 00766T100 48,534 1,306,454 SH   DFND 1 1,298,689 0 7,765
AEGION CORP COM 00770F104 7,583 298,226 SH   DFND 1 298,226 0 0
AEGLEA BIOTHERAPEUTICS INC COM 00773J103 165 30,649 SH   DFND 1 30,649 0 0
AEGON N.V.-NY REG SHR NY REGISTRY SH 007924103 167 26,653 SH   DFND 1 23,213 0 3,440
AEHR TEST SYSTEMS COM 00760J108 265 98,097 SH   DFND 1 98,097 0 0
AEMETIS INC COM NEW 00770K202 32 59,740 SH   DFND 1 59,740 0 0
AERCAP HOLDINGS NV SHS N00985106 19,489 373,017 SH   DFND 1 373,017 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 19,244 322,090 SH   DFND 1 322,090 0 0
AEROHIVE NETWORKS INC COM 007786106 1,930 331,057 SH   DFND 1 331,057 0 0
AEROJET ROCKETDYNE HOLDINGS COM 007800105 18,896 605,654 SH   DFND 1 605,654 0 0
AEROVIRONMENT INC COM 008073108 10,608 188,901 SH   DFND 1 188,901 0 0
AES CORP COM 00130H105 185 17,150 SH   DFND 1 2 17,150 0 0
AES CORP COM 00130H105 84,552 7,822,454 SH   DFND 1 7,789,595 0 32,859
AETHLON MEDICAL INC COM NEW 00808Y208 27 24,234 SH   DFND 1 24,234 0 0
AETNA INC COM 00817Y108 3,156 17,500 SH   DFND 1 2 17,500 0 0
AETNA INC COM 00817Y108 597,215 3,317,894 SH   DFND 1 3,300,487 0 17,407
AEVI GENOMIC MEDICINE INC COM 00835P105 201 167,547 SH   DFND 1 167,547 0 0
AFFILIATED MANAGERS GROUP COM 008252108 120,962 590,625 SH   DFND 1 587,862 0 2,763
AFFIMED NV COM N01045108 13 10,000 SH   DFND 1 10,000 0 0
AFLAC INC COM 001055102 371,649 4,242,578 SH   DFND 1 4,222,008 0 20,570
AFLAC INC COM 001055102 11 131 SH   DFND 1 2 131 0 0
AG MORTGAGE INVESTMENT TRUST COM 001228105 4,327 227,650 SH   DFND 1 224,652 0 2,998
AGCO CORP COM 001084102 49,803 697,632 SH   DFND 1 694,381 0 3,251
AGENUS INC COM NEW 00847G705 2,201 675,304 SH   DFND 1 675,304 0 0
AGILE THERAPEUTICS INC COM 00847L100 460 171,318 SH   DFND 1 171,318 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 241,031 3,606,150 SH   DFND 1 3,589,246 0 16,904
AGILYSYS INC COM 00847J105 1,871 152,406 SH   DFND 1 152,406 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 21,125 369,512 SH   DFND 1 369,512 0 0
AGNC INVESTMENT CORP COM 00123Q104 101,260 5,017,379 SH   DFND 1 5,010,604 0 6,775
AGNICO EAGLE MINES LTD COM 008474108 5,989 130,729 SH   DFND 1 130,464 0 265
AGREE REALTY CORP COM 008492100 12,069 234,631 SH   DFND 1 234,631 0 0
AGROFRESH SOLUTIONS INC COM 00856G109 1,673 226,174 SH   DFND 1 226,174 0 0
AILERON THERAPEUTICS INC COM 00887A105 161 15,280 SH   DFND 1 15,280 0 0
AIMMUNE THERAPEUTICS INC COM 00900T107 10,006 264,577 SH   DFND 1 264,577 0 0
AIR LEASE CORP CL A 00912X302 38,363 797,743 SH   DFND 1 797,743 0 0
AIR PRODUCTS & CHEMICALS INC COM 009158106 352,351 2,152,307 SH   DFND 1 2,140,988 0 11,319
AIR TRANSPORT SERVICES GROUP COM 00922R105 11,308 488,718 SH   DFND 1 488,718 0 0
AIRCASTLE LTD COM G0129K104 10,341 442,142 SH   DFND 1 442,142 0 0
AIRGAIN INC COM 00938A104 276 30,780 SH   DFND 1 30,780 0 0
AIRMEDIA GROUP INC-ADR SPONSORED ADR 009411109 24 20,876 SH   DFND 1 20,876 0 0
AK STEEL HOLDING CORP COM 001547108 14,500 2,562,003 SH   DFND 1 2,562,003 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 122,397 1,885,681 SH   DFND 1 1,877,272 0 8,409
AKCEA THERAPEUTICS INC COM 00972L107 3,550 204,540 SH   DFND 1 204,540 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 133 8,991 SH   DFND 1 2 8,991 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 7,320 492,272 SH   DFND 1 491,243 0 1,029
AKERS BIOSCIENCES INC COM 00973E102 1 12,000 SH   DFND 1 12,000 0 0
AKORN INC COM 009728106 26,107 810,036 SH   DFND 1 805,414 0 4,622
AKOUSTIS TECHNOLOGIES INC COM 00973N102 477 76,656 SH   DFND 1 76,656 0 0
ALAMO GROUP INC COM 011311107 12,265 108,672 SH   DFND 1 108,672 0 0
ALARM.COM HOLDINGS INC COM 011642105 9,888 261,940 SH   DFND 1 261,940 0 0
ALASKA AIR GROUP INC COM 011659109 100,669 1,371,578 SH   DFND 1 1,365,066 0 6,512
ALASKA AIR GROUP INC COM 011659109 12 172 SH   DFND 1 2 172 0 0
ALASKA COMM SYSTEMS GROUP COM 01167P101 968 361,214 SH   DFND 1 361,214 0 0
ALBANY INTL CORP-CL A CL A 012348108 14,487 235,766 SH   DFND 1 235,766 0 0
ALBEMARLE CORP COM 012653101 150,699 1,180,772 SH   DFND 1 1,175,009 0 5,763
ALBEMARLE CORP COM 012653101 38 302 SH   DFND 1 2 302 0 0
ALBIREO PHARMA INC COM 01345P106 815 31,852 SH   DFND 1 31,852 0 0
ALCOA CORP COM 013872106 10 189 SH   DFND 1 2 189 0 0
ALCOA CORP COM 013872106 80,239 1,489,502 SH   DFND 1 1,488,921 0 581
ALDER BIOPHARMACEUTICALS INC COM 014339105 6,410 559,850 SH   DFND 1 559,850 0 0
ALDEYRA THERAPEUTICS INC COM 01438T106 695 102,263 SH   DFND 1 102,263 0 0
ALEXANDER & BALDWIN INC COM 014491104 16,551 379,110 SH   DFND 1 376,830 0 2,280
ALEXANDER'S INC COM 014752109 11,307 28,564 SH   DFND 1 28,564 0 0
ALEXANDRIA REAL ESTATE EQUIT COM 015271109 160,919 1,234,361 SH   DFND 1 1,229,600 0 4,761
ALEXION PHARMACEUTICALS INC COM 015351109 172 1,441 SH   DFND 1 2 1,441 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 269,079 2,254,974 SH   DFND 1 2,235,782 0 19,192
ALIBABA GROUP HOLDING-SP ADR SPONSORED ADS 01609W102 310,496 1,813,049 SH   DFND 1 1,812,440 0 609
ALIBABA GROUP HOLDING-SP ADR SPONSORED ADS 01609W102 1 6 SH   DFND 1 2 6 0 0
ALICO INC COM 016230104 845 28,662 SH   DFND 1 28,662 0 0
ALICO INC COM 016255101 207,513 935,552 SH   DFND 1 929,172 0 6,380
ALIGN TECHNOLOGY INC COM 016255101 19 90 SH   DFND 1 2 90 0 0
ALIMERA SCIENCES INC COM 016259103 192 144,795 SH   DFND 1 144,795 0 0
ALIO GOLD INC COM 01627X108 121 33,000 SH   DFND 1 2 33,000 0 0
ALJ 3 09/15/18 NOTE 3.000% 9/1 020520AB8 20,580 15,500,000 PRN   DFND 1 2 15,500,000 0 0
ALJ REGIONAL HOLDINGS INC COM 001627108 78 24,901 SH   DFND 1 24,901 0 0
ALKERMES PLC SHS G01767105 72,934 1,333,429 SH   DFND 1 1,333,305 0 124
ALLEGHANY CORP COM 017175100 79,963 134,213 SH   DFND 1 133,454 0 759
ALLEGHENY TECHNOLOGIES INC COM 01741R102 25,197 1,043,800 SH   DFND 1 1,037,589 0 6,211
ALLEGIANCE BANCSHARES INC COM 01748H107 3,758 99,816 SH   DFND 1 99,816 0 0
ALLEGIANT TRAVEL CO COM 01748X102 18,011 116,388 SH   DFND 1 116,388 0 0
ALLEGIANT TRAVEL CO COM 01748X102 32 212 SH   DFND 1 2 212 0 0
ALLEGION PLC ORD SHS G0176J109 146 1,839 SH   DFND 1 2 1,839 0 0
ALLEGION PLC ORD SHS G0176J109 81,256 1,023,438 SH   DFND 1 1,018,708 0 4,730
ALLERGAN PLC SHS G0177J108 558,625 3,422,365 SH   DFND 1 3,405,354 0 17,011
ALLETE INC COM NEW 018522300 38,444 517,000 SH   DFND 1 517,000 0 0
ALLIANCE CALIF MUNI INCOME COM 018546101 412 30,305 SH   DFND 1 2 30,305 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 1 7 SH   DFND 1 2 7 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 139,500 551,392 SH   DFND 1 549,004 0 2,388
ALLIANCE HOLDINGS GP LP COM UNITS LP 01861G100 1,090 40,711 SH   DFND 1 40,711 0 0
ALLIANCE MMA INC COM 018626101 36 31,107 SH   DFND 1 31,107 0 0
ALLIANCE ONE INTERNATIONAL COM NEW 018772301 14 1,100 SH   DFND 1 2 1,100 0 0
ALLIANCE ONE INTERNATIONAL COM NEW 018772301 562 42,426 SH   DFND 1 42,426 0 0
ALLIANCE RESOURCE PARTNERS UT LTD PART 01877R108 1,273 64,629 SH   DFND 1 2 64,629 0 0
ALLIANCE RESOURCE PARTNERS UT LTD PART 01877R108 1,636 83,076 SH   DFND 1 83,076 0 0
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 863 34,480 SH   DFND 1 2 34,480 0 0
ALLIANT ENERGY CORP COM 018802108 111,080 2,612,164 SH   DFND 1 2,600,180 0 11,984
ALLIANZGI NFJ DIVIDEND INTER COM 01883A107 1,120 85,877 SH   DFND 1 2 85,877 0 0
ALLIED MOTION TECHNOLOGIES COM 019330109 2,043 61,769 SH   DFND 1 61,769 0 0
ALLIED MOTION TECHNOLOGIES COM 019330109 42 1,295 SH   DFND 1 2 1,295 0 0
ALLISON TRANSMISSION HOLDING COM 01973R101 83,829 1,946,348 SH   DFND 1 1,946,348 0 0
ALLISON TRANSMISSION HOLDING COM 01973R101 1,138 26,444 SH   DFND 1 2 26,444 0 0
ALLOT COMMUNICATIONS LTD SHS M0854Q105 96 18,186 SH   DFND 1 18,186 0 0
ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 27,844 1,913,696 SH   DFND 1 1,904,785 0 8,911
ALLSTATE CORP COM 020002101 405,128 3,877,024 SH   DFND 1 3,859,181 0 17,843
ALLY FINANCIAL INC COM 02005N100 100,841 3,460,538 SH   DFND 1 3,460,538 0 0
ALMOST FAMILY INC COM 020409108 6,019 108,755 SH   DFND 1 108,755 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 94,929 747,646 SH   DFND 1 747,522 0 124
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 21 1,324 SH   DFND 1 2 1,324 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 4,047 247,411 SH   DFND 1 247,411 0 0
ALPHABET INC-CL A CAP STK CL A 02079K305 3,454,154 3,285,692 SH   DFND 1 3,260,035 0 25,657
ALPHABET INC-CL C CAP STK CL C 02079K107 3,506,398 3,357,642 SH   DFND 1 3,329,996 0 27,646
ALPHATEC HOLDINGS INC COM NEW 02081G201 125 47,147 SH   DFND 1 47,147 0 0
ALPINE GLOBAL PREMIER PROPER COM SBI 02083A103 302 44,922 SH   DFND 1 2 44,922 0 0
ALPINE IMMUNE SCIENCES INC COM 02083G100 352 31,490 SH   DFND 1 31,490 0 0
ALTABA INC COM 021346101 1,246 17,852 SH   DFND 1 17,175 0 677
ALTABA INC COM 021346101 3,471 49,700 SH   DFND 1 2 49,700 0 0
ALTAIR ENGINEERING INC - A COM CL A 021369103 3,943 164,860 SH   DFND 1 164,860 0 0
ALTERYX INC - CLASS A COM CL A 02156B103 5,134 203,201 SH   DFND 1 203,201 0 0
ALTICE USA INC- A CL A 02156K103 8,970 422,533 SH   DFND 1 422,533 0 0
ALTIMMUNE INC COM 02155H101 198 99,537 SH   DFND 1 98,840 0 697
ALTISOURCE ASSET MANAGEMENT COM 02153X108 201 2,472 SH   DFND 1 2,472 0 0
ALTISOURCE PORTFOLIO SOL REG SHS L0175J104 2,897 103,478 SH   DFND 1 103,478 0 0
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 5,123 431,985 SH   DFND 1 431,985 0 0
ALTRA INDUSTRIAL MOTION CORP COM 02208R106 13,453 266,931 SH   DFND 1 266,931 0 0
ALTRIA GROUP INC COM 02209S103 1,547,228 21,709,187 SH   DFND 1 21,614,299 0 94,888
AMAG PHARMACEUTICALS INC COM 00163U106 5,001 377,479 SH   DFND 1 377,352 0 127
AMARIN CORP PLC -ADR SPONS ADR NEW 023111206 814 203,003 SH   DFND 1 203,003 0 0
AMARIN CORP PLC -ADR SPONS ADR NEW 023111206 154 38,573 SH   DFND 1 2 38,573 0 0
A-MARK PRECIOUS METALS INC COM 00181T107 281 19,162 SH   DFND 1 19,162 0 0
AMAZON.COM INC COM 023135106 4,930,014 4,224,515 SH   DFND 1 4,187,121 0 37,394
AMBAC FINANCIAL GROUP INC COM NEW 023139884 6,316 395,274 SH   DFND 1 395,274 0 0
AMBARELLA INC SHS G037AX101 5,174 88,075 SH   DFND 1 88,031 0 44
AMBER ROAD INC COM 02318Y108 1,137 154,970 SH   DFND 1 154,970 0 0
AMBEV SA-ADR SPONSORED ADR 02319V103 946 146,484 SH   DFND 1 146,484 0 0
AMBEV SA-ADR SPONSORED ADR 02319V103 70 10,982 SH   DFND 1 2 10,982 0 0
AMC ENTERTAINMENT HLDS-CL A CL A COM 00165C104 6,672 441,878 SH   DFND 1 441,878 0 0
AMC NETWORKS INC-A CL A 00164V103 24,337 450,019 SH   DFND 1 447,538 0 2,481
AMC NETWORKS INC-A CL A 00164V103 86 1,591 SH   DFND 1 2 1,591 0 0
AMDOCS LTD SHS G02602103 35,819 547,031 SH   DFND 1 547,031 0 0
AMEDISYS INC COM 023436108 14,494 274,992 SH   DFND 1 274,992 0 0
AMER NATL BNKSHS/DANVILLE VA COM 027745108 1,900 49,621 SH   DFND 1 49,621 0 0
AMERCO COM 023586100 24,070 63,719 SH   DFND 1 63,719 0 0
AMEREN CORPORATION COM 023608102 151,435 2,572,602 SH   DFND 1 2,560,134 0 12,468
AMERESCO INC-CL A CL A 02361E108 1,253 145,774 SH   DFND 1 145,774 0 0
AMERICA FIRST MULTIFAMILY IN BEN UNIT CTF 02364V107 236 39,141 SH   DFND 1 39,141 0 0
AMERICAN AIRLINES GROUP INC COM 02376R102 246,358 4,742,823 SH   DFND 1 4,704,044 0 38,779
AMERICAN ASSETS TRUST INC COM 024013104 16,390 428,615 SH   DFND 1 428,615 0 0
AMERICAN AXLE & MFG HOLDINGS COM 024061103 20,291 1,191,539 SH   DFND 1 1,191,539 0 0
AMERICAN AXLE & MFG HOLDINGS COM 024061103 145 8,529 SH   DFND 1 2 8,529 0 0
AMERICAN CAMPUS COMMUNITIES COM 024835100 39 973 SH   DFND 1 2 973 0 0
AMERICAN CAMPUS COMMUNITIES COM 024835100 57,023 1,389,796 SH   DFND 1 1,383,077 0 6,719
AMERICAN EAGLE OUTFITTERS COM 02553E106 26,560 1,412,782 SH   DFND 1 1,403,727 0 9,055
AMERICAN EAGLE OUTFITTERS COM 02553E106 302 16,074 SH   DFND 1 2 16,074 0 0
AMERICAN ELECTRIC POWER COM 025537101 359,044 4,891,154 SH   DFND 1 4,865,997 0 25,157
AMERICAN ELECTRIC TECHNOLOGI COM 025576109 17 11,601 SH   DFND 1 11,601 0 0
AMERICAN EQUITY INVT LIFE HL COM 025676206 22,067 718,111 SH   DFND 1 718,111 0 0
AMERICAN EXPRESS CO COM 025816109 10 106 SH   DFND 1 2 106 0 0
AMERICAN EXPRESS CO COM 025816109 763,143 7,700,502 SH   DFND 1 7,663,614 0 36,888
AMERICAN FINANCIAL GROUP INC COM 025932104 65,664 605,300 SH   DFND 1 601,912 0 3,388
AMERICAN HOMES 4 RENT- A CL A 02665T306 55,568 2,544,356 SH   DFND 1 2,544,356 0 0
AMERICAN INTERNATIONAL GROUP COM NEW 026874784 17,366 291,487 SH   DFND 1 2 291,487 0 0
AMERICAN INTERNATIONAL GROUP COM NEW 026874784 534,746 8,995,263 SH   DFND 1 8,950,558 0 44,705
AMERICAN INTERNATIONAL-CW21 *W EXP 01/19/202 026874156 12,797 706,238 SH   DFND 1 2 706,238 0 0
AMERICAN INTERNATIONAL-CW21 *W EXP 01/19/202 026874156 12 694 SH   DFND 1 694 0 0
AMERICAN NATIONAL INSURANCE COM 028591105 12,796 99,778 SH   DFND 1 99,778 0 0
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 6,617 515,378 SH   DFND 1 515,378 0 0
AMERICAN PUBLIC EDUCATION COM 02913V103 3,352 133,852 SH   DFND 1 133,852 0 0
AMERICAN PUBLIC EDUCATION COM 02913V103 100 4,029 SH   DFND 1 2 4,029 0 0
AMERICAN RAILCAR INDUSTRIES COM 02916P103 3,219 77,324 SH   DFND 1 77,324 0 0
AMERICAN RAILCAR INDUSTRIES COM 02916P103 13 325 SH   DFND 1 2 325 0 0
AMERICAN RENAL ASSOCIATES HO COM 029227105 1,527 87,815 SH   DFND 1 87,815 0 0
AMERICAN RIVER BANKSHRS (CA) COM 029326105 174 11,472 SH   DFND 1 11,472 0 0
AMERICAN SOFTWARE INC-CL A CL A 029683109 2,679 230,366 SH   DFND 1 230,366 0 0
AMERICAN SOFTWARE INC-CL A CL A 029683109 65 5,668 SH   DFND 1 2 5,668 0 0
AMERICAN STATES WATER CO COM 029899101 18,466 318,880 SH   DFND 1 318,880 0 0
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 342 94,318 SH   DFND 1 94,318 0 0
AMERICAN TOWER CORP COM 03027X100 585,539 4,113,653 SH   DFND 1 4,092,327 0 21,326
AMERICAN VANGUARD CORP COM 030371108 4,306 219,151 SH   DFND 1 219,151 0 0
AMERICAN WATER WORKS CO INC COM 030420103 177,978 1,949,195 SH   DFND 1 1,940,326 0 8,869
AMERICAN WOODMARK CORP COM 030506109 16,505 126,721 SH   DFND 1 126,721 0 0
AMERICA'S CAR-MART INC COM 03062T105 2,784 62,358 SH   DFND 1 62,358 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 260,259 1,539,034 SH   DFND 1 1,531,237 0 7,797
AMERIS BANCORP COM 03076K108 6 125 SH   DFND 1 2 125 0 0
AMERIS BANCORP COM 03076K108 16,560 343,580 SH   DFND 1 343,580 0 0
AMERISAFE INC COM 03071H100 10,469 169,954 SH   DFND 1 169,954 0 0
AMERISERV FINANCIAL INC COM 03074A102 61 14,728 SH   DFND 1 14,728 0 0
AMERISOURCEBERGEN CORP COM 03073E105 150,774 1,645,599 SH   DFND 1 1,636,518 0 9,081
AMES NATIONAL CORP COM 031001100 1,514 54,396 SH   DFND 1 54,396 0 0
AMETEK INC COM 031100100 183,223 2,533,360 SH   DFND 1 2,520,916 0 12,444
AMGEN INC COM 031162100 979 5,632 SH   DFND 1 2 5,632 0 0
AMGEN INC COM 031162100 1,406,573 8,104,501 SH   DFND 1 8,040,919 0 63,582
AMICUS THERAPEUTICS INC COM 03152W109 22,538 1,566,261 SH   DFND 1 1,566,261 0 0
AMKOR TECHNOLOGY INC COM 031652100 73 7,328 SH   DFND 1 2 7,328 0 0
AMKOR TECHNOLOGY INC COM 031652100 16,942 1,685,820 SH   DFND 1 1,685,820 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 19,669 399,380 SH   DFND 1 399,380 0 0
AMPCO-PITTSBURGH CORP COM 032037103 842 67,981 SH   DFND 1 67,981 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 6,403 332,824 SH   DFND 1 332,824 0 0
AMPHENOL CORP-CL A CL A 032095101 317,719 3,625,410 SH   DFND 1 3,610,222 0 15,188
AMPIO PHARMACEUTICALS INC COM 03209T109 1,983 487,410 SH   DFND 1 487,410 0 0
AMPLIFY SNACK BRANDS INC COM 03211L102 3,213 267,607 SH   DFND 1 267,607 0 0
AMPLIPHI BIOSCIENCES CORP COM PAR 03211P301 37 37,449 SH   DFND 1 37,449 0 0
AMTECH SYSTEMS INC COM PAR $0.01N 032332504 754 74,914 SH   DFND 1 74,914 0 0
AMTECH SYSTEMS INC COM PAR $0.01N 032332504 288 28,604 SH   DFND 1 2 28,604 0 0
AMTRUST FINANCIAL SERVICES COM 032359309 9,162 909,901 SH   DFND 1 909,901 0 0
AMYRIS INC COM NEW 03236M200 600 160,033 SH   DFND 1 160,033 0 0
ANADARKO PETROLEUM CORP COM 032511107 195 3,646 SH   DFND 1 2 3,646 0 0
ANADARKO PETROLEUM CORP COM 032511107 287,879 5,378,997 SH   DFND 1 5,351,235 0 27,762
ANALOG DEVICES INC COM 032654105 354,369 3,988,453 SH   DFND 1 3,956,443 0 32,010
ANALOGIC CORP COM PAR $0.05 032657207 12,189 145,551 SH   DFND 1 145,551 0 0
ANALOGIC CORP COM PAR $0.05 032657207 543 6,485 SH   DFND 1 2 6,485 0 0
ANAPTYSBIO INC COM 032724106 14,663 145,590 SH   DFND 1 145,590 0 0
ANAVEX LIFE SCIENCES CORP COM NEW 032797300 1,025 318,519 SH   DFND 1 318,519 0 0
ANCHOR BANCORP COM 032838104 233 9,419 SH   DFND 1 9,419 0 0
ANDEAVOR COM 03349M105 177,290 1,553,715 SH   DFND 1 1,546,056 0 7,659
ANDERSONS INC/THE COM 034164103 8,139 261,308 SH   DFND 1 261,308 0 0
ANGI HOMESERVICES INC- A COM CL A 00183L102 3,743 357,916 SH   DFND 1 357,916 0 0
ANGIODYNAMICS INC COM 03475V101 6,893 414,507 SH   DFND 1 414,507 0 0
ANGIODYNAMICS INC COM 03475V101 347 20,872 SH   DFND 1 2 20,872 0 0
ANHEUSER-BUSCH INBEV-SPN ADR SPONSORED ADR 03524A108 414 3,719 SH   DFND 1 3,719 0 0
ANI PHARMACEUTICALS INC COM 00182C103 4,961 76,978 SH   DFND 1 76,978 0 0
ANIKA THERAPEUTICS INC COM 035255108 7,356 136,468 SH   DFND 1 136,346 0 122
ANIXTER INTERNATIONAL INC COM 035290105 21,941 288,709 SH   DFND 1 288,379 0 330
ANNALY CAPITAL MANAGEMENT IN COM 035710409 149,058 12,541,641 SH   DFND 1 12,525,324 0 16,317
ANSYS INC COM 03662Q105 153,136 1,039,478 SH   DFND 1 1,035,260 0 4,218
ANTARES PHARMA INC COM 036642106 2,554 1,283,758 SH   DFND 1 1,283,758 0 0
ANTERO RESOURCES CORP COM 03674X106 40 2,132 SH   DFND 1 2 2,132 0 0
ANTERO RESOURCES CORP COM 03674X106 33,068 1,741,319 SH   DFND 1 1,741,319 0 0
ANTHEM INC COM 036752103 643,146 2,864,024 SH   DFND 1 2,850,353 0 13,671
ANTHERA PHARMACEUTICALS INC COM 03674U300 45 27,321 SH   DFND 1 27,321 0 0
ANW 4 11/01/18 NOTE 4.000%11/0 Y0020QAA9 7,640 8,000,000 PRN   DFND 1 2 8,000,000 0 0
ANWORTH MORTGAGE ASSET CORP COM 037347101 5,438 999,668 SH   DFND 1 992,805 0 6,863
AON PLC SHS CL A G0408V102 327,068 2,446,396 SH   DFND 1 2,433,969 0 12,427
AON PLC SHS CL A G0408V102 31 234 SH   DFND 1 2 234 0 0
APACHE CORP COM 037411105 169,559 4,024,543 SH   DFND 1 4,005,181 0 19,362
APACHE CORP COM 037411105 54 1,282 SH   DFND 1 2 1,282 0 0
APARTMENT INVT & MGMT CO 6.875 PFD CL A 6.875% 03748R762 343 12,541 SH   DFND 1 12,541 0 0
APARTMENT INVT & MGMT CO -A CL A 03748R101 39 903 SH   DFND 1 2 903 0 0
APARTMENT INVT & MGMT CO -A CL A 03748R101 88,042 2,016,925 SH   DFND 1 2,009,112 0 7,813
APELLIS PHARMACEUTICALS INC COM 03753U106 3,172 146,195 SH   DFND 1 146,195 0 0
APOGEE ENTERPRISES INC COM 037598109 11,678 255,378 SH   DFND 1 255,378 0 0
APOLLO COMMERCIAL REAL ESTAT COM 03762U105 21,356 1,157,524 SH   DFND 1 1,149,001 0 8,523
APOLLO INVESTMENT CORP COM 03761U106 52 9,357 SH   DFND 1 2 9,357 0 0
APOLLO INVESTMENT CORP COM 03761U106 103 18,235 SH   DFND 1 0 0 18,235
APPFOLIO INC - A COM CL A 03783C100 5,159 124,319 SH   DFND 1 124,089 0 230
APPFOLIO INC - A COM CL A 03783C100 254 6,126 SH   DFND 1 2 6,126 0 0
APPIAN CORP CL A 03782L101 2,133 67,783 SH   DFND 1 67,783 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 46,474 2,369,947 SH   DFND 1 2,369,947 0 0
APPLE INC COM 037833100 9,533,267 56,447,158 SH   DFND 1 56,002,798 0 444,360
APPLIED DNA SCIENCES INC COM NEW 03815U201 175 110,263 SH   DFND 1 110,263 0 0
APPLIED GENETIC TECHNOLOGIES COM 03820J100 392 108,951 SH   DFND 1 106,685 0 2,266
APPLIED INDUSTRIAL TECH INC COM 03820C105 22,487 330,218 SH   DFND 1 330,218 0 0
APPLIED MATERIALS INC COM 038222105 1,171 22,909 SH   DFND 1 2 22,909 0 0
APPLIED MATERIALS INC COM 038222105 660,572 12,945,549 SH   DFND 1 12,854,046 0 91,503
APPLIED OPTOELECTRONICS INC COM 03823U102 6,314 166,975 SH   DFND 1 166,879 0 96
APPROACH RESOURCES INC COM 03834A103 1,228 415,019 SH   DFND 1 415,019 0 0
APPTIO INC - CLASS A CL A 03835C108 2,678 113,900 SH   DFND 1 113,900 0 0
APRICUS BIOSCIENCES INC COM NEW 03832V307 45 24,953 SH   DFND 1 24,953 0 0
APTARGROUP INC COM 038336103 45,435 526,607 SH   DFND 1 523,535 0 3,072
APTEVO THERAPEUTICS INC COM 03835L108 408 96,321 SH   DFND 1 96,228 0 93
APTIV PLC SHS G6095L109 265,943 3,140,903 SH   DFND 1 3,127,680 0 13,223
AQUA AMERICA INC COM 03836W103 60,219 1,535,047 SH   DFND 1 1,526,294 0 8,753
AQUA METALS INC COM 03837J101 254 119,372 SH   DFND 1 119,372 0 0
AQUANTIA CORP COM 03842Q108 153 13,526 SH   DFND 1 13,526 0 0
AQUAVENTURE HOLDINGS LTD SHS G0443N107 1,461 94,196 SH   DFND 1 94,196 0 0
AQUINOX PHARMACEUTICALS INC COM 03842B101 1,423 121,075 SH   DFND 1 121,075 0 0
ARADIGM CORP COM PAR 038505400 422 63,010 SH   DFND 1 63,010 0 0
ARAMARK COM 03852U106 88,838 2,079,879 SH   DFND 1 2,079,879 0 0
ARATANA THERAPEUTICS INC COM 03874P101 1,649 313,626 SH   DFND 1 313,626 0 0
ARAY 3.5 02/01/18 NOTE 3.500% 2/0 004397AD7 5,534 5,500,000 PRN   DFND 1 2 5,500,000 0 0
ARAY 3.5 02/01/18 A NOTE 3.500% 2/0 004397AF2 629 626,000 PRN   DFND 1 2 626,000 0 0
ARBOR REALTY TRUST INC COM 038923108 13 1,592 SH   DFND 1 2 1,592 0 0
ARBOR REALTY TRUST INC COM 038923108 2,659 307,853 SH   DFND 1 307,853 0 0
ARBUTUS BIOPHARMA CORP COM 03879J100 72 14,268 SH   DFND 1 14,268 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 741 290,784 SH   DFND 1 290,784 0 0
ARC GROUP WORLDWIDE INC COM 00213H105 74 35,276 SH   DFND 1 35,276 0 0
ARCADIA BIOSCIENCES INC COM 039014204 7 26,228 SH   DFND 1 26,228 0 0
ARCADIA BIOSCIENCES INC COM 039014105 7 26,228 SH   DFND 1 26,228 0 0
ARCBEST CORP COM 03937C105 8,377 234,323 SH   DFND 1 234,323 0 0
ARCELORMITTAL-NY REGISTERED NY REGISTRY SH 03938L203 263 8,150 SH   DFND 1 7,508 0 642
ARCH CAPITAL GROUP LTD ORD G0450A105 31 349 SH   DFND 1 2 349 0 0
ARCH CAPITAL GROUP LTD ORD G0450A105 107,145 1,181,067 SH   DFND 1 1,181,067 0 0
ARCH COAL INC - A CL A 039380407 18,022 193,454 SH   DFND 1 193,454 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 250,899 6,272,344 SH   DFND 1 6,242,775 0 29,569
ARCHER-DANIELS-MIDLAND CO COM 039483102 429 10,718 SH   DFND 1 2 10,718 0 0
ARCHROCK INC COM 03957W106 7,275 692,863 SH   DFND 1 690,651 0 2,212
ARCHROCK PARTNERS LP COM UNITS REPSTG 03957U100 747 62,733 SH   DFND 1 62,733 0 0
ARCHROCK PARTNERS LP COM UNITS REPSTG 03957U100 625 52,518 SH   DFND 1 2 52,518 0 0
ARCONIC INC COM 03965L100 216 7,944 SH   DFND 1 2 7,944 0 0
ARCONIC INC COM 03965L100 122,106 4,490,169 SH   DFND 1 4,469,097 0 21,072
ARCOS DORADOS HOLDINGS INC-A SHS CLASS -A - G0457F107 308 29,780 SH   DFND 1 2 29,780 0 0
ARDAGH GROUP SA CL A L0223L101 769 36,465 SH   DFND 1 36,465 0 0
ARDELYX INC COM 039697107 1,922 291,281 SH   DFND 1 291,281 0 0
ARDMORE SHIPPING CORP COM Y0207T100 571 71,461 SH   DFND 1 71,461 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 11,900 350,310 SH   DFND 1 350,310 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 29 871 SH   DFND 1 2 871 0 0
ARES COMMERCIAL REAL ESTATE COM 04013V108 3,029 234,883 SH   DFND 1 233,708 0 1,175
ARGAN INC COM 04010E109 67 1,493 SH   DFND 1 2 1,493 0 0
ARGAN INC COM 04010E109 9,690 215,349 SH   DFND 1 214,961 0 388
ARGO GROUP INTERNATIONAL COM G0464B107 16,439 266,663 SH   DFND 1 266,663 0 0
ARGOS THERAPEUTICS INC COM 040221202 17 114,999 SH   DFND 1 114,999 0 0
ARISTA NETWORKS INC COM 040413106 61 259 SH   DFND 1 2 259 0 0
ARISTA NETWORKS INC COM 040413106 101,046 429,149 SH   DFND 1 429,149 0 0
ARK RESTAURANTS CORP COM 040712101 228 8,457 SH   DFND 1 8,457 0 0
ARLINGTON ASSET INVESTMENT-A CL A NEW 041356205 2,710 230,087 SH   DFND 1 223,348 0 6,739
ARMADA HOFFLER PROPERTIES IN COM 04208T108 5,990 385,730 SH   DFND 1 385,730 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 8,581 333,650 SH   DFND 1 331,264 0 2,386
ARMSTRONG FLOORING INC COM 04238R106 365 21,613 SH   DFND 1 2 21,613 0 0
ARMSTRONG FLOORING INC COM 04238R106 3,230 190,956 SH   DFND 1 190,956 0 0
ARMSTRONG WORLD INDUSTRIES COM 04247X102 24,476 404,239 SH   DFND 1 404,239 0 0
AROTECH CORP COM NEW 042682203 541 152,556 SH   DFND 1 152,556 0 0
ARQULE INC COM 04269E107 520 315,221 SH   DFND 1 315,221 0 0
ARRAY BIOPHARMA INC COM 04269X105 5 423 SH   DFND 1 2 423 0 0
ARRAY BIOPHARMA INC COM 04269X105 23,901 1,867,327 SH   DFND 1 1,867,327 0 0
ARRIS INTERNATIONAL PLC SHS G0551A103 43,899 1,708,818 SH   DFND 1 1,700,121 0 8,697
ARRIS INTERNATIONAL PLC SHS G0551A103 38 1,513 SH   DFND 1 2 1,513 0 0
ARROW ELECTRONICS INC COM 042735100 60,797 756,539 SH   DFND 1 752,206 0 4,333
ARROW ELECTRONICS INC COM 042735100 113 1,406 SH   DFND 1 2 1,406 0 0
ARROW FINANCIAL CORP COM 042744102 3,388 99,798 SH   DFND 1 99,798 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 2,216 602,346 SH   DFND 1 602,346 0 0
ARTESIAN RESOURCES CORP-CL A CL A 043113208 4,332 112,355 SH   DFND 1 112,355 0 0
ARTHUR J GALLAGHER & CO COM 363576109 39 622 SH   DFND 1 2 622 0 0
ARTHUR J GALLAGHER & CO COM 363576109 124,784 1,976,081 SH   DFND 1 1,967,088 0 8,993
ARTISAN PARTNERS ASSET MA -A CL A 04316A108 22,618 572,623 SH   DFND 1 571,329 0 1,294
ARTISAN PARTNERS ASSET MA -A CL A 04316A108 257 6,513 SH   DFND 1 2 6,513 0 0
ASA GOLD AND PRECIOUS METALS SHS G3156P103 805 71,169 SH   DFND 1 2 71,169 0 0
ASBURY AUTOMOTIVE GROUP COM 043436104 10,372 162,071 SH   DFND 1 162,071 0 0
ASCENA RETAIL GROUP INC COM 04351G101 3,500 1,489,466 SH   DFND 1 1,489,466 0 0
ASCENDIS PHARMA A/S - ADR SPONSORED ADR 04351P101 816 20,390 SH   DFND 1 20,390 0 0
ASCENT CAPITAL GROUP INC-A COM SER A 043632108 1,060 92,292 SH   DFND 1 92,292 0 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 2,916 299,764 SH   DFND 1 299,764 0 0
ASHFORD HOSPITALITY TRUST COM SHS 044103109 6,355 944,359 SH   DFND 1 943,805 0 554
ASHFORD INC COM 044104107 533 5,740 SH   DFND 1 5,740 0 0
ASHLAND GLOBAL HOLDINGS INC COM 044186104 43,380 609,278 SH   DFND 1 606,219 0 3,059
ASML HOLDING NV-NY REG SHS N Y REGISTRY SHS N07059210 9,224 53,067 SH   DFND 1 50,495 0 2,572
ASPEN AEROGELS INC COM 04523Y105 462 94,870 SH   DFND 1 94,870 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 22,885 563,670 SH   DFND 1 560,744 0 2,926
ASPEN TECHNOLOGY INC COM 045327103 47,302 714,538 SH   DFND 1 714,538 0 0
ASSEMBLY BIOSCIENCES INC COM 045396108 7,575 167,425 SH   DFND 1 167,425 0 0
ASSOCIATED BANC-CORP COM 045487105 32,887 1,294,785 SH   DFND 1 1,287,338 0 7,447
ASSOCIATED CAPITAL GROUP - A CL A 045528106 1,297 38,053 SH   DFND 1 38,053 0 0
ASSURANT INC COM 04621X108 60,306 599,203 SH   DFND 1 596,526 0 2,677
ASSURED GUARANTY LTD COM G0585R106 40,721 1,202,280 SH   DFND 1 1,202,280 0 0
ASSURED GUARANTY LTD COM G0585R106 37 1,116 SH   DFND 1 2 1,116 0 0
ASTA FUNDING INC COM 046220109 317 42,891 SH   DFND 1 42,891 0 0
ASTEC INDUSTRIES INC COM 046224101 10,922 186,709 SH   DFND 1 186,709 0 0
ASTERIAS BIOTHERAPEUTICS COM SER A 04624N107 436 193,875 SH   DFND 1 193,875 0 0
ASTRAZENECA PLC-SPONS ADR SPONSORED ADR 046353108 1,455 41,937 SH   DFND 1 39,985 0 1,952
ASTRONICS CORP COM 046433108 12,444 300,096 SH   DFND 1 300,096 0 0
ASTRONOVA INC COM 04638F108 1,283 91,679 SH   DFND 1 91,679 0 0
ASTROTECH CORP COM NEW 046484200 34 10,359 SH   DFND 1 10,359 0 0
ASURE SOFTWARE INC COM 04649U102 896 63,463 SH   DFND 1 63,463 0 0
AT HOME GROUP INC COM 04650Y100 936 30,822 SH   DFND 1 30,822 0 0
AT&T INC COM 00206R102 135 3,491 SH   DFND 1 2 3,491 0 0
AT&T INC COM 00206R102 2,513,956 64,795,433 SH   DFND 1 64,474,067 0 321,366
ATARA BIOTHERAPEUTICS INC COM 046513107 3,562 196,841 SH   DFND 1 196,841 0 0
ATHENAHEALTH INC COM 04685W103 45,571 342,540 SH   DFND 1 342,540 0 0
ATHENE HOLDING LTD-CLASS A CL A G0684D107 33,535 649,090 SH   DFND 1 649,090 0 0
ATHENEX INC COM 04685N103 1,857 116,809 SH   DFND 1 116,809 0 0
ATHERSYS INC COM 04744L106 1,698 938,655 SH   DFND 1 938,655 0 0
ATKORE INTERNATIONAL GROUP I COM 047649108 9,551 445,289 SH   DFND 1 445,289 0 0
ATLANTIC CAPITAL BANCSHARES COM 048269203 3,744 212,763 SH   DFND 1 212,763 0 0
ATLANTIC COAST FINANCIAL COR COM 048426100 3,141 333,130 SH   DFND 1 333,130 0 0
ATLANTIC POWER CORP COM NEW 04878Q863 600 252,565 SH   DFND 1 252,565 0 0
ATLANTIC POWER CORP COM NEW 04878Q863 68 28,784 SH   DFND 1 2 28,784 0 0
ATLANTICA YIELD PLC SHS G0751N103 1,734 81,791 SH   DFND 1 81,156 0 635
ATLANTICUS HOLDINGS CORP COM 04914Y102 171 71,490 SH   DFND 1 71,490 0 0
ATLAS AIR WORLDWIDE HOLDINGS COM NEW 049164205 13,051 222,534 SH   DFND 1 222,534 0 0
ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 1,635 79,563 SH   DFND 1 79,563 0 0
ATLASSIAN CORP PLC-CLASS A CL A G06242104 10,254 225,283 SH   DFND 1 225,283 0 0
ATLASSIAN CORP PLC-CLASS A CL A G06242104 29 639 SH   DFND 1 2 639 0 0
ATMOS ENERGY CORP COM 049560105 76,348 889,395 SH   DFND 1 883,927 0 5,468
ATN INTERNATIONAL INC COM 00215F107 5,784 104,682 SH   DFND 1 104,682 0 0
ATRICURE INC COM 04963C209 5,066 277,755 SH   DFND 1 277,755 0 0
ATRION CORPORATION COM 049904105 8,948 14,190 SH   DFND 1 14,190 0 0
ATYR PHARMA INC COM 002120103 371 106,008 SH   DFND 1 106,008 0 0
AU OPTRONICS CORP-SPON ADR SPONSORED ADR 002255107 459 110,371 SH   DFND 1 2 110,371 0 0
AU OPTRONICS CORP-SPON ADR SPONSORED ADR 002255107 15 3,819 SH   DFND 1 0 0 3,819
AUDENTES THERAPEUTICS INC COM 05070R104 6,316 202,124 SH   DFND 1 202,124 0 0
AUDIOCODES LTD ORD M15342104 151 20,574 SH   DFND 1 20,574 0 0
AURINIA PHARMACEUTICALS INC COM 05156V102 112 24,941 SH   DFND 1 24,941 0 0
AURIS MEDICAL HOLDING AG COM H03579101 7 12,197 SH   DFND 1 12,197 0 0
AUTODESK INC COM 052769106 38 366 SH   DFND 1 2 366 0 0
AUTODESK INC COM 052769106 254,265 2,430,293 SH   DFND 1 2,411,417 0 18,876
AUTOHOME INC-ADR SP ADR RP CL A 05278C107 5,454 84,887 SH   DFND 1 84,887 0 0
AUTOHOME INC-ADR SP ADR RP CL A 05278C107 66 1,025 SH   DFND 1 2 1,025 0 0
AUTOLIV INC COM 052800109 67,516 531,690 SH   DFND 1 531,690 0 0
AUTOMATIC DATA PROCESSING COM 053015103 609,928 5,214,470 SH   DFND 1 5,175,869 0 38,601
AUTONATION INC COM 05329W102 25,886 504,692 SH   DFND 1 501,766 0 2,926
AUTOWEB INC COM 05335B100 552 61,332 SH   DFND 1 61,332 0 0
AUTOZONE INC COM 053332102 204,416 287,964 SH   DFND 1 286,597 0 1,367
AV HOMES INC COM 00234P102 1,648 99,010 SH   DFND 1 98,602 0 408
AVADEL PHARMACEUTICALS PLC SPONSORED ADR 05337M104 103 12,680 SH   DFND 1 12,680 0 0
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AVNET INC COM 053807103 40,386 1,019,802 SH   DFND 1 1,013,844 0 5,958
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AXALTA COATING SYSTEMS LTD COM G0750C108 55,756 1,724,148 SH   DFND 1 1,724,148 0 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208 7,932 276,398 SH   DFND 1 276,398 0 0
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AXOVANT SCIENCES LTD COM G0750W104 546 103,620 SH   DFND 1 103,620 0 0
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BABCOCK & WILCOX ENTERPR COM 05614L100 2,248 395,785 SH   DFND 1 395,785 0 0
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BEIGENE LTD-ADR SPONSORED ADR 07725L102 1,699 17,390 SH   DFND 1 17,390 0 0
BEL FUSE INC-CL B CL B 077347300 2,124 84,386 SH   DFND 1 84,386 0 0
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BEMIS COMPANY COM 081437105 36,136 756,151 SH   DFND 1 751,677 0 4,474
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BHP BILLITON LTD-SPON ADR SPONSORED ADR 088606108 708 15,400 SH   DFND 1 13,767 0 1,633
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BHP BILLITON PLC-ADR SPONSORED ADR 05545E209 982 24,369 SH   DFND 1 2 24,369 0 0
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BSB BANCORP INC/MA COM 05573H108 1,792 61,282 SH   DFND 1 61,282 0 0
BSQUARE CORP COM NEW 11776U300 239 51,409 SH   DFND 1 51,409 0 0
BT GROUP PLC-SPON ADR ADR 05577E101 244 13,407 SH   DFND 1 12,829 0 578
BUCKEYE PARTNERS LP UNIT LTD PARTN 118230101 251 5,072 SH   DFND 1 2 5,072 0 0
BUCKEYE PARTNERS LP UNIT LTD PARTN 118230101 104 2,115 SH   DFND 1 2,115 0 0
BUCKLE INC/THE COM 118440106 5,561 234,149 SH   DFND 1 234,149 0 0
BUFFALO WILD WINGS INC COM 119848109 22,148 141,660 SH   DFND 1 140,895 0 765
BUILD-A-BEAR WORKSHOP INC COM 120076104 965 104,921 SH   DFND 1 104,921 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 21,519 987,602 SH   DFND 1 987,602 0 0
BUNGE LTD COM G16962105 84,483 1,260,135 SH   DFND 1 1,259,815 0 320
BUNGE LTD COM G16962105 1,006 15,000 SH   DFND 1 2 15,000 0 0
BURLINGTON STORES INC COM 122017106 68,031 552,964 SH   DFND 1 552,964 0 0
BURLINGTON STORES INC COM 122017106 37 301 SH   DFND 1 2 301 0 0
BWX TECHNOLOGIES INC COM 05605H100 46,939 775,990 SH   DFND 1 775,990 0 0
BXMT 5.25 12/01/18 NOTE 5.250%12/0 09257WAA8 18,182 15,491,000 PRN   DFND 1 2 15,491,000 0 0
BYLINE BANCORP INC COM 124411109 1,026 44,676 SH   DFND 1 44,676 0 0
C & F FINANCIAL CORP COM 12466Q104 1,358 23,427 SH   DFND 1 23,427 0 0
C&J ENERGY SERVICES INC COM 12674R100 16,952 506,506 SH   DFND 1 506,506 0 0
C.H. ROBINSON WORLDWIDE INC COM NEW 12541W209 152,624 1,716,212 SH   DFND 1 1,709,231 0 6,981
CA INC COM 12673P105 110 3,326 SH   DFND 1 2 3,326 0 0
CA INC COM 12673P105 127,557 3,839,787 SH   DFND 1 3,803,666 0 36,121
CABLE ONE INC COM 12685J105 27,274 38,778 SH   DFND 1 38,547 0 231
CABOT CORP COM 127055101 37,705 612,202 SH   DFND 1 609,150 0 3,052
CABOT MICROELECTRONICS CORP COM 12709P103 25,782 274,051 SH   DFND 1 274,051 0 0
CABOT OIL & GAS CORP COM 127097103 22 801 SH   DFND 1 2 801 0 0
CABOT OIL & GAS CORP COM 127097103 140,031 4,906,322 SH   DFND 1 4,883,331 0 22,991
CACI INTERNATIONAL INC -CL A CL A 127190304 26,761 202,203 SH   DFND 1 202,203 0 0
CADENCE BANCORP CL A 12739A100 5,679 209,412 SH   DFND 1 209,412 0 0
CADENCE DESIGN SYS INC COM 127387108 162,526 3,892,589 SH   DFND 1 3,868,717 0 23,872
CADENCE DESIGN SYS INC COM 127387108 38 920 SH   DFND 1 2 920 0 0
CADIZ INC COM NEW 127537207 2,900 203,546 SH   DFND 1 203,546 0 0
CAE INC COM 124765108 2,761 149,776 SH   DFND 1 147,470 0 2,306
CAESARS ENTERTAINMENT CORP COM 127686103 16,057 1,269,353 SH   DFND 1 1,269,353 0 0
CAESARSTONE LTD ORD SHS M20598104 2,182 99,206 SH   DFND 1 99,206 0 0
CAESARSTONE LTD ORD SHS M20598104 1,003 45,595 SH   DFND 1 2 45,595 0 0
CAFEPRESS INC COM 12769A103 48 26,471 SH   DFND 1 26,471 0 0
CAI INTERNATIONAL INC COM 12477X106 3,716 131,234 SH   DFND 1 131,234 0 0
CALADRIUS BIOSCIENCES INC COM NEW 128058203 94 26,908 SH   DFND 1 26,908 0 0
CALAMP CORP COM 128126109 43 2,047 SH   DFND 1 2 2,047 0 0
CALAMP CORP COM 128126109 6,599 307,974 SH   DFND 1 307,974 0 0
CALATLANTIC GROUP INC COM 128195104 36,562 648,383 SH   DFND 1 644,631 0 3,752
CALAVO GROWERS INC COM 128246105 11,708 138,726 SH   DFND 1 138,726 0 0
CALERES INC COM 129500104 12,386 369,970 SH   DFND 1 369,970 0 0
CALGON CARBON CORP COM 129603106 8,848 415,407 SH   DFND 1 415,407 0 0
CALIFORNIA RESOURCES CORP COM NEW 13057Q206 225 11,603 SH   DFND 1 2 11,603 0 0
CALIFORNIA RESOURCES CORP COM NEW 13057Q206 6,306 324,413 SH   DFND 1 324,397 0 16
CALIFORNIA WATER SERVICE GRP COM 130788102 18,269 402,862 SH   DFND 1 402,862 0 0
CALITHERA BIOSCIENCES INC COM 13089P101 2,307 276,354 SH   DFND 1 276,354 0 0
CALIX INC COM 13100M509 1,958 329,165 SH   DFND 1 329,165 0 0
CALLAWAY GOLF COMPANY COM 131193104 11,564 830,189 SH   DFND 1 830,189 0 0
CALLIDUS SOFTWARE INC COM 13123E500 17,011 593,786 SH   DFND 1 593,786 0 0
CALLON PETROLEUM CO COM 13123X102 20,210 1,663,381 SH   DFND 1 1,653,418 0 9,963
CAL-MAINE FOODS INC COM NEW 128030202 12,277 276,218 SH   DFND 1 275,908 0 310
CALPINE CORP COM NEW 131347304 45,542 3,010,103 SH   DFND 1 3,010,103 0 0
CALUMET SPECIALTY PRODUCTS UT LTD PARTNER 131476103 555 72,082 SH   DFND 1 72,082 0 0
CALYXT INC COM 13173L107 1,946 88,376 SH   DFND 1 88,376 0 0
CAMBIUM LEARNING GROUP INC COM 13201A107 18 3,300 SH   DFND 1 2 3,300 0 0
CAMBIUM LEARNING GROUP INC COM 13201A107 671 118,303 SH   DFND 1 118,303 0 0
CAMBREX CORP COM 132011107 13,452 280,265 SH   DFND 1 280,265 0 0
CAMDEN NATIONAL CORP COM 133034108 6,021 142,930 SH   DFND 1 142,930 0 0
CAMDEN PROPERTY TRUST SH BEN INT 133131102 93,056 1,011,223 SH   DFND 1 1,006,658 0 4,565
CAMECO CORP COM 13321L108 1,812 197,723 SH   DFND 1 197,397 0 326
CAMPBELL SOUP CO COM 134429109 120,998 2,519,166 SH   DFND 1 2,509,210 0 9,956
CAMPBELL SOUP CO COM 134429109 41 866 SH   DFND 1 2 866 0 0
CAMPING WORLD HOLDINGS INC-A CL A 13462K109 11,214 250,705 SH   DFND 1 250,705 0 0
CAMTEK LTD ORD M20791105 94 16,454 SH   DFND 1 16,454 0 0
CAN IMPERIAL BK OF COMMERCE COM 136069101 548 5,631 SH   DFND 1 5,274 0 357
CANADIAN NATL RAILWAY CO COM 136375102 653 7,922 SH   DFND 1 7,186 0 736
CANADIAN NATURAL RESOURCES COM 136385101 311 8,710 SH   DFND 1 8,043 0 667
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 458 2,510 SH   DFND 1 2,356 0 154
CANADIAN SOLAR INC COM 136635109 824 48,915 SH   DFND 1 48,915 0 0
CANCER GENETICS INC COM 13739U104 161 87,279 SH   DFND 1 87,279 0 0
CANNAE HOLDINGS INC COM 13765N107 9,138 536,615 SH   DFND 1 536,615 0 0
CANON INC-SPONS ADR SPONSORED ADR 138006309 1,475 39,450 SH   DFND 1 37,027 0 2,423
CANTEL MEDICAL CORP COM 138098108 30,893 300,318 SH   DFND 1 300,318 0 0
CAPELLA EDUCATION CO COM 139594105 8,466 109,380 SH   DFND 1 109,380 0 0
CAPITAL CITY BANK GROUP INC COM 139674105 2,386 104,031 SH   DFND 1 104,031 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 490,494 4,936,404 SH   DFND 1 4,912,298 0 24,106
CAPITAL PRODUCT PARTNERS LP COM UNIT LP Y11082107 529 157,613 SH   DFND 1 2 157,613 0 0
CAPITAL PRODUCT PARTNERS LP COM UNIT LP Y11082107 132 39,425 SH   DFND 1 39,425 0 0
CAPITAL SENIOR LIVING CORP COM 140475104 2,737 202,892 SH   DFND 1 202,892 0 0
CAPITAL SOUTHWEST CORP COM 140501107 191 11,586 SH   DFND 1 11,586 0 0
CAPITALA FINANCE CORP COM 14054R106 51 7,038 SH   DFND 1 2 7,038 0 0
CAPITALA FINANCE CORP COM 14054R106 70 9,727 SH   DFND 1 9,727 0 0
CAPITOL FEDERAL FINANCIAL IN COM 14057J101 16,765 1,250,193 SH   DFND 1 1,250,193 0 0
CAPITOL FEDERAL FINANCIAL IN COM 14057J101 21 1,604 SH   DFND 1 2 1,604 0 0
CAPRICOR THERAPEUTICS INC COM 14070B101 121 76,996 SH   DFND 1 76,996 0 0
CAPSTAR FINANCIAL HOLDINGS I COM 14070T102 843 40,629 SH   DFND 1 40,629 0 0
CAPSTEAD MORTGAGE CORP COM NO PAR 14067E506 7,318 846,105 SH   DFND 1 846,105 0 0
CAPSTONE TURBINE CORP COM NEW 14067D409 134 174,192 SH   DFND 1 174,192 0 0
CARA THERAPEUTICS INC COM 140755109 2,763 225,774 SH   DFND 1 225,774 0 0
CARBO CERAMICS INC COM 140781105 1,787 175,600 SH   DFND 1 175,600 0 0
CARBONITE INC COM 141337105 5,580 222,311 SH   DFND 1 222,311 0 0
CARDINAL HEALTH INC COM 14149Y108 92 1,503 SH   DFND 1 2 1,503 0 0
CARDINAL HEALTH INC COM 14149Y108 210,695 3,445,773 SH   DFND 1 3,428,931 0 16,842
CARDIOVASCULAR SYSTEMS INC COM 141619106 7,027 296,639 SH   DFND 1 296,639 0 0
CARDIOVASCULAR SYSTEMS INC COM 141619106 48 2,055 SH   DFND 1 2 2,055 0 0
CARDTRONICS PLC - A SHS CL A G1991C105 7,012 378,646 SH   DFND 1 378,646 0 0
CARE.COM INC COM 141633107 304 16,873 SH   DFND 1 2 16,873 0 0
CARE.COM INC COM 141633107 2,475 137,235 SH   DFND 1 137,235 0 0
CAREDX INC COM 14167L103 954 130,026 SH   DFND 1 130,026 0 0
CAREER EDUCATION CORP COM 141665109 7,129 590,183 SH   DFND 1 590,183 0 0
CARETRUST REIT INC COM 14174T107 12,001 716,082 SH   DFND 1 716,082 0 0
CARGURUS INC COM CL A 141788109 5,533 184,558 SH   DFND 1 184,558 0 0
CARLISLE COS INC COM 142339100 59,412 522,768 SH   DFND 1 519,713 0 3,055
CARLYLE GROUP/THE COM UTS LTD PTN 14309L102 1,442 62,999 SH   DFND 1 62,999 0 0
CARMAX INC COM 143130102 118,575 1,853,036 SH   DFND 1 1,843,968 0 9,068
CARMAX INC COM 143130102 29 463 SH   DFND 1 2 463 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 272,167 4,109,471 SH   DFND 1 4,087,818 0 21,653
CARNIVAL PLC-ADR ADR 14365C103 446 6,742 SH   DFND 1 6,342 0 400
CAROLINA FINANCIAL CORP COM 143873107 5,846 157,376 SH   DFND 1 157,376 0 0
CAROLINA FINANCIAL CORP COM 143873107 5 151 SH   DFND 1 2 151 0 0
CARPENTER TECHNOLOGY COM 144285103 19,509 382,614 SH   DFND 1 380,307 0 2,307
CARRIAGE SERVICES INC COM 143905107 3,074 119,600 SH   DFND 1 119,600 0 0
CARRIZO OIL & GAS INC COM 144577103 14,639 687,946 SH   DFND 1 687,946 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 3,712 305,569 SH   DFND 1 305,569 0 0
CARS.COM INC COM 14575E105 16,731 580,154 SH   DFND 1 576,300 0 3,854
CARTER'S INC COM 146229109 52,082 443,291 SH   DFND 1 440,959 0 2,332
CARVANA CO CL A 146869102 2,518 131,742 SH   DFND 1 131,742 0 0
CASCADIAN THERAPEUTICS INC COM NEW 14740B606 1,439 389,041 SH   DFND 1 389,041 0 0
CASELLA WASTE SYSTEMS INC-A CL A 147448104 8,066 350,433 SH   DFND 1 350,433 0 0
CASEY'S GENERAL STORES INC COM 147528103 38,287 342,039 SH   DFND 1 340,154 0 1,885
CASI PHARMACEUTICALS INC COM 14757U109 733 225,578 SH   DFND 1 225,578 0 0
CASS INFORMATION SYSTEMS INC COM 14808P109 5,474 94,049 SH   DFND 1 94,049 0 0
CASTLE BRANDS INC COM 148435100 879 720,815 SH   DFND 1 720,815 0 0
CASTLIGHT HEALTH INC-B CL B 14862Q100 1,987 530,130 SH   DFND 1 530,130 0 0
CATABASIS PHARMACEUTICALS IN COM 14875P107 114 76,612 SH   DFND 1 76,612 0 0
CATALENT INC COM 148806102 46,967 1,143,324 SH   DFND 1 1,136,779 0 6,545
CATALYST BIOSCIENCES INC COM NEW 14888D208 379 27,803 SH   DFND 1 27,803 0 0
CATALYST PHARMACEUTICALS INC COM 14888U101 2,916 746,011 SH   DFND 1 746,011 0 0
CATCHMARK TIMBER TRUST INC-A CL A 14912Y202 5,232 398,523 SH   DFND 1 398,523 0 0
CATERPILLAR INC COM 149123101 976,845 6,212,261 SH   DFND 1 6,180,249 0 32,012
CATHAY GENERAL BANCORP COM 149150104 35,960 852,750 SH   DFND 1 849,003 0 3,747
CATM 1 12/01/20 NOTE 1.000%12/0 14161HAG3 1,773 2,000,000 PRN   DFND 1 2 2,000,000 0 0
CATO CORP-CLASS A CL A 149205106 3,487 219,077 SH   DFND 1 219,077 0 0
CAVCO INDUSTRIES INC COM 149568107 11,965 78,414 SH   DFND 1 78,414 0 0
CAVIUM INC COM 14964U108 49,270 587,743 SH   DFND 1 587,743 0 0
CB FINANCIAL SERVICES INC COM 12479G101 1,050 34,610 SH   DFND 1 34,610 0 0
CBIZ INC COM 124805102 7,272 470,698 SH   DFND 1 470,698 0 0
CBL & ASSOCIATES PROPERTIES COM 124830100 9,589 1,694,200 SH   DFND 1 1,689,940 0 4,260
CBOE GLOBAL MARKETS INC COM 12503M108 169,034 1,359,149 SH   DFND 1 1,353,508 0 5,641
CBRE CLARION GL R/E INCOME F COM 12504G100 159 20,189 SH   DFND 1 2 20,189 0 0
CBRE GROUP INC - A CL A 12504L109 224 5,189 SH   DFND 1 2 5,189 0 0
CBRE GROUP INC - A CL A 12504L109 134,864 3,120,541 SH   DFND 1 3,105,518 0 15,023
CBS CORP-CLASS B NON VOTING CL B 124857202 225,946 3,837,584 SH   DFND 1 3,819,341 0 18,243
CDK GLOBAL INC COM 12508E101 76,234 1,070,192 SH   DFND 1 1,063,366 0 6,826
CDW CORP/DE COM 12514G108 106,735 1,536,823 SH   DFND 1 1,536,823 0 0
CECO ENVIRONMENTAL CORP COM 125141101 1,167 227,608 SH   DFND 1 227,608 0 0
CECO ENVIRONMENTAL CORP COM 125141101 457 89,104 SH   DFND 1 2 89,104 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 4,958 815,549 SH   DFND 1 815,549 0 0
CELADON GROUP INC COM 150838100 1,143 178,748 SH   DFND 1 178,748 0 0
CELANESE CORP-SERIES A COM SER A 150870103 125,991 1,177,291 SH   DFND 1 1,177,291 0 0
CELESTICA INC COM 15101Q108 57 5,518 SH   DFND 1 5,518 0 0
CELESTICA INC COM 15101Q108 1,446 138,001 SH   DFND 1 2 138,001 0 0
CELGENE CORP COM 151020104 1,151 11,033 SH   DFND 1 2 11,033 0 0
CELGENE CORP COM 151020104 864,059 8,297,063 SH   DFND 1 8,229,294 0 67,769
CELLDEX THERAPEUTICS INC COM 15117B103 3,140 1,105,741 SH   DFND 1 1,105,465 0 276
CELLULAR BIOMEDICINE GROUP I COM NEW 15117P102 463 40,805 SH   DFND 1 40,805 0 0
CEL-SCI CORP COM PAR NEW 150837607 71 37,660 SH   DFND 1 37,660 0 0
CELSIUS HOLDINGS INC COM NEW 15118V207 440 83,968 SH   DFND 1 83,968 0 0
CEMEX SAB-SPONS ADR PART CER SPON ADR NEW 151290889 635 84,771 SH   DFND 1 2 84,771 0 0
CEMEX SAB-SPONS ADR PART CER SPON ADR NEW 151290889 16 2,168 SH   DFND 1 0 0 2,168
CEMTREX INC COM PAR $.001 15130G303 90 35,054 SH   DFND 1 35,054 0 0
CENOVUS ENERGY INC COM 15135U109 4,892 540,936 SH   DFND 1 540,409 0 527
CENTENE CORP COM 15135B101 973 9,654 SH   DFND 1 2 9,654 0 0
CENTENE CORP COM 15135B101 225,916 2,243,236 SH   DFND 1 2,234,411 0 8,825
CENTENNIAL RESOURCE DEVELO-A CL A 15136A102 29,842 1,507,207 SH   DFND 1 1,507,207 0 0
CENTERPOINT ENERGY INC COM 15189T107 146,888 5,188,640 SH   DFND 1 5,164,598 0 24,042
CENTERSTATE BANK CORP COM 15201P109 15,668 608,968 SH   DFND 1 608,968 0 0
CENTRAL EUROPEAN MEDIA ENT-A CL A NEW G20045202 3,195 687,106 SH   DFND 1 687,106 0 0
CENTRAL GARDEN & PET CO COM 153527106 911 23,412 SH   DFND 1 23,412 0 0
CENTRAL GARDEN AND PET CO-A CL A NON-VTG 153527205 17,520 464,605 SH   DFND 1 464,605 0 0
CENTRAL PACIFIC FINANCIAL CO COM NEW 154760409 7,323 245,520 SH   DFND 1 245,520 0 0
CENTRAL SECURITIES CORP COM 155123102 4,012 146,442 SH   DFND 1 2 146,442 0 0
CENTRAL VALLEY COMM BANCORP COM 155685100 1,877 93,050 SH   DFND 1 93,050 0 0
CENTRUS ENERGY CORP-CLASS A CL A 15643U104 88 22,164 SH   DFND 1 22,164 0 0
CENTURY ALUMINUM COMPANY COM 156431108 12,014 611,715 SH   DFND 1 610,940 0 775
CENTURY BANCORP INC -CL A CL A NON VTG 156432106 1,988 25,418 SH   DFND 1 25,418 0 0
CENTURY CASINOS INC COM 156492100 2,068 226,521 SH   DFND 1 226,521 0 0
CENTURY COMMUNITIES INC COM 156504300 5,248 168,747 SH   DFND 1 168,747 0 0
CENTURYLINK INC COM 156700106 172,650 10,371,954 SH   DFND 1 10,323,574 0 48,380
CENVEO INC COM NEW 15670S402 36 40,373 SH   DFND 1 40,373 0 0
CERAGON NETWORKS LTD ORD M22013102 72 36,506 SH   DFND 1 36,506 0 0
CERECOR INC COM 15671L109 62 19,416 SH   DFND 1 2 19,416 0 0
CERNER CORP COM 156782104 252,916 3,759,894 SH   DFND 1 3,732,612 0 27,282
CERUS CORP COM 157085101 3,347 990,324 SH   DFND 1 990,324 0 0
CEVA INC COM 157210105 8,993 194,865 SH   DFND 1 194,865 0 0
CF INDUSTRIES HOLDINGS INC COM 125269100 112,002 2,638,040 SH   DFND 1 2,625,852 0 12,188
CHANGYOU.COM LTD-ADR ADS REP CL A 15911M107 476 13,074 SH   DFND 1 13,074 0 0
CHANNELADVISOR CORP COM 159179100 1,739 193,250 SH   DFND 1 193,250 0 0
CHARLES & COLVARD LTD COM 159765106 66 49,187 SH   DFND 1 49,187 0 0
CHARLES RIVER LABORATORIES COM 159864107 751 6,863 SH   DFND 1 2 6,863 0 0
CHARLES RIVER LABORATORIES COM 159864107 46,598 425,750 SH   DFND 1 423,417 0 2,333
CHART INDUSTRIES INC COM PAR $0.01 16115Q308 13,070 278,927 SH   DFND 1 278,927 0 0
CHARTER COMMUNICATIONS INC-A CL A 16119P108 707,286 2,109,560 SH   DFND 1 2,091,156 0 18,404
CHARTER FINANCIAL CORP COM 16122W108 2,269 129,393 SH   DFND 1 129,393 0 0
CHASE CORP COM 16150R104 147 1,227 SH   DFND 1 2 1,227 0 0
CHASE CORP COM 16150R104 9,613 79,779 SH   DFND 1 79,779 0 0
CHATHAM LODGING TRUST COM 16208T102 10,101 443,807 SH   DFND 1 443,807 0 0
CHECK POINT SOFTWARE TECH ORD M22465104 110 1,063 SH   DFND 1 2 1,063 0 0
CHECK POINT SOFTWARE TECH ORD M22465104 50,574 488,674 SH   DFND 1 482,982 0 5,692
CHEESECAKE FACTORY INC/THE COM 163072101 18,375 381,400 SH   DFND 1 379,303 0 2,097
CHEFS' WAREHOUSE INC/THE COM 163086101 3,704 180,730 SH   DFND 1 180,730 0 0
CHEGG INC COM 163092109 11,119 681,333 SH   DFND 1 681,333 0 0
CHEMBIO DIAGNOSTICS INC COM NEW 163572209 405 49,468 SH   DFND 1 49,468 0 0
CHEMED CORP COM 16359R103 40,405 166,265 SH   DFND 1 166,265 0 0
CHEMICAL FINANCIAL CORP COM 163731102 33,992 635,731 SH   DFND 1 632,221 0 3,510
CHEMOCENTRYX INC COM 16383L106 4 809 SH   DFND 1 2 809 0 0
CHEMOCENTRYX INC COM 16383L106 1,411 237,143 SH   DFND 1 236,436 0 707
CHEMOURS CO/THE COM 163851108 124 2,479 SH   DFND 1 2 2,479 0 0
CHEMOURS CO/THE COM 163851108 75,064 1,500,456 SH   DFND 1 1,490,902 0 9,554
CHEMUNG FINANCIAL CORP COM 164024101 1,229 25,566 SH   DFND 1 25,566 0 0
CHENIERE ENERGY INC COM NEW 16411R208 83,576 1,553,466 SH   DFND 1 1,553,466 0 0
CHEROKEE INC COM 16444H102 136 71,633 SH   DFND 1 71,633 0 0
CHERRY HILL MORTGAGE INVESTM COM 164651101 2,710 150,692 SH   DFND 1 150,692 0 0
CHERRY HILL MORTGAGE INVESTM COM 164651101 149 8,295 SH   DFND 1 2 8,295 0 0
CHESAPEAKE ENERGY CORP COM 165167107 40,137 10,151,381 SH   DFND 1 10,106,346 0 45,035
CHESAPEAKE ENERGY CORP COM 165167107 1,872 472,939 SH   DFND 1 2 472,939 0 0
CHESAPEAKE LODGING TRUST SH BEN INT 165240102 17,915 661,337 SH   DFND 1 661,337 0 0
CHESAPEAKE UTILITIES CORP COM 165303108 10,439 132,900 SH   DFND 1 132,900 0 0
CHEVRON CORP COM 166764100 2,478,038 19,836,151 SH   DFND 1 19,738,045 0 98,106
CHIASMA INC COM 16706W102 74 44,047 SH   DFND 1 44,047 0 0
CHICAGO BRIDGE & IRON CO NV COM 167250109 13,598 842,552 SH   DFND 1 842,540 0 12
CHICO'S FAS INC COM 168615102 1,141 129,452 SH   DFND 1 2 129,452 0 0
CHICO'S FAS INC COM 168615102 14,903 1,689,705 SH   DFND 1 1,689,405 0 300
CHILDREN'S PLACE INC/THE COM 168905107 25,947 178,516 SH   DFND 1 178,516 0 0
CHILDREN'S PLACE INC/THE COM 168905107 219 1,508 SH   DFND 1 2 1,508 0 0
CHIMERA INVESTMENT CORP COM NEW 16934Q208 51,369 2,779,722 SH   DFND 1 2,774,206 0 5,516
CHIMERIX INC COM 16934W106 1,639 354,024 SH   DFND 1 354,024 0 0
CHINA AUTOMOTIVE SYSTEMS INC COM 16936R105 63 13,333 SH   DFND 1 13,333 0 0
CHINA BIOLOGIC PRODUCTS HOLD COM G21515104 1,375 17,460 SH   DFND 1 17,460 0 0
CHINA COMMERCIAL CREDIT INC COM 16891K103 15 11,141 SH   DFND 1 11,141 0 0
CHINA INFORMATION TECHNOLOGY COM G21174100 29 20,266 SH   DFND 1 20,266 0 0
CHINA INTERNET NATIONWIDE FI SHS G2120A101 371 8,846 SH   DFND 1 8,846 0 0
CHINA LODGING GROUP-SPON ADS SPONSORED ADR 16949N109 3,013 20,864 SH   DFND 1 20,613 0 251
CHINA LODGING GROUP-SPON ADS SPONSORED ADR 16949N109 36 253 SH   DFND 1 2 253 0 0
CHINA NATURAL RESOURCES INC COM G2110U109 29 11,233 SH   DFND 1 11,233 0 0
CHINA XD PLASTICS CO LTD COM 16948F107 94 20,593 SH   DFND 1 20,593 0 0
CHINA YUCHAI INTL LTD COM G21082105 2,038 84,924 SH   DFND 1 2 84,924 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 73,795 255,862 SH   DFND 1 254,624 0 1,238
CHOICE HOTELS INTL INC COM 169905106 22,506 290,031 SH   DFND 1 290,002 0 29
CHRISTOPHER & BANKS CORP COM 171046105 254 200,064 SH   DFND 1 200,064 0 0
CHROMADEX CORP COM NEW 171077407 1,031 175,437 SH   DFND 1 175,437 0 0
CHUBB LTD COM H1467J104 678,071 4,650,467 SH   DFND 1 4,627,214 0 23,253
CHUBB LTD COM H1467J104 38 265 SH   DFND 1 2 265 0 0
CHUNGHWA TELECOM LT-SPON ADR SPON ADR NEW11 17133Q502 322 9,104 SH   DFND 1 7,036 0 2,068
CHURCH & DWIGHT CO INC COM 171340102 147,468 2,944,834 SH   DFND 1 2,932,417 0 12,417
CHURCHILL DOWNS INC COM 171484108 27,443 117,933 SH   DFND 1 117,294 0 639
CHUY'S HOLDINGS INC COM 171604101 4,315 153,836 SH   DFND 1 153,836 0 0
CIA ENERGETICA DE-SPON ADR SP ADR N-V PFD 204409601 284 137,943 SH   DFND 1 137,943 0 0
CIA PARANAENSE ENER-SP ADR P SPON ADR PFD 20441B407 163 21,370 SH   DFND 1 20,570 0 800
CIA SANEAMENTO BASICO DE-ADR SPONSORED ADR 20441A102 714 68,343 SH   DFND 1 2 68,343 0 0
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CULLEN/FROST BANKERS INC COM 229899109 46,040 486,433 SH   DFND 1 483,601 0 2,832
CULP INC COM 230215105 2,546 76,006 SH   DFND 1 76,006 0 0
CUMBERLAND PHARMACEUTICALS COM 230770109 360 48,610 SH   DFND 1 48,610 0 0
CUMMINS INC COM 231021106 374,228 2,122,029 SH   DFND 1 2,113,789 0 8,240
CURIS INC COM 231269101 733 1,047,295 SH   DFND 1 1,047,295 0 0
CURTISS-WRIGHT CORP COM 231561101 54,487 447,170 SH   DFND 1 444,997 0 2,173
CUSTOMERS BANCORP INC COM 23204G100 7,016 269,952 SH   DFND 1 269,952 0 0
CUTERA INC COM 232109108 143 3,163 SH   DFND 1 2 3,163 0 0
CUTERA INC COM 232109108 6,943 153,105 SH   DFND 1 153,105 0 0
CVB FINANCIAL CORP COM 126600105 20,921 888,009 SH   DFND 1 888,009 0 0
CVD EQUIPMENT CORP COM 126601103 469 40,414 SH   DFND 1 40,414 0 0
CVR ENERGY INC COM 12662P108 10,785 289,632 SH   DFND 1 288,122 0 1,510
CVR ENERGY INC COM 12662P108 367 9,875 SH   DFND 1 2 9,875 0 0
CVR REFINING LP COMUNIT REP LT 12663P107 386 23,326 SH   DFND 1 2 23,326 0 0
CVS HEALTH CORP COM 126650100 1,743 24,046 SH   DFND 1 2 24,046 0 0
CVS HEALTH CORP COM 126650100 784,579 10,844,285 SH   DFND 1 10,791,324 0 52,961
CYBERARK SOFTWARE LTD/ISRAEL SHS M2682V108 29 705 SH   DFND 1 2 705 0 0
CYBERARK SOFTWARE LTD/ISRAEL SHS M2682V108 1,172 28,338 SH   DFND 1 28,338 0 0
CYBEROPTICS CORP COM 232517102 907 60,493 SH   DFND 1 60,493 0 0
CYCLACEL PHARMACEUTICALS INC COM PAR 23254L405 37 21,692 SH   DFND 1 21,692 0 0
CYMABAY THERAPEUTICS INC COM 23257D103 2,578 280,263 SH   DFND 1 280,263 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 45,759 3,002,561 SH   DFND 1 2,983,671 0 18,890
CYPRESS SEMICONDUCTOR CORP COM 232806109 953 62,560 SH   DFND 1 2 62,560 0 0
CYREN LTD SHS M26895108 48 19,323 SH   DFND 1 19,323 0 0
CYRUSONE INC COM 23283R100 47,407 796,362 SH   DFND 1 791,863 0 4,499
CYS INVESTMENTS INC COM 12673A108 10,823 1,347,909 SH   DFND 1 1,335,452 0 12,457
CYTOKINETICS INC COM NEW 23282W605 3,492 428,548 SH   DFND 1 428,548 0 0
CYTOMX THERAPEUTICS INC COM 23284F105 490 23,248 SH   DFND 1 2 23,248 0 0
CYTOMX THERAPEUTICS INC COM 23284F105 6,844 324,225 SH   DFND 1 324,225 0 0
CYTORI THERAPEUTICS INC COM NEW 23283K204 49 166,315 SH   DFND 1 166,315 0 0
CYTOSORBENTS CORP COM NEW 23283X206 868 133,562 SH   DFND 1 133,562 0 0
CYTRX CORP COM PAR 232828608 264 156,653 SH   DFND 1 156,653 0 0
DAILY JOURNAL CORP COM 233912104 1,866 8,108 SH   DFND 1 8,108 0 0
DAKTRONICS INC COM 234264109 2,932 321,231 SH   DFND 1 321,231 0 0
DANA INC COM 235825205 37,589 1,174,303 SH   DFND 1 1,167,165 0 7,138
DANAHER CORP COM 235851102 580,150 6,263,971 SH   DFND 1 6,233,063 0 30,908
DARDEN RESTAURANTS INC COM 237194105 139,901 1,459,709 SH   DFND 1 1,452,268 0 7,441
DARLING INGREDIENTS INC COM 237266101 24,384 1,345,007 SH   DFND 1 1,345,007 0 0
DASAN ZHONE SOLUTIONS INC COM NEW 23305L206 196 21,270 SH   DFND 1 21,270 0 0
DASEKE INC COM 23753F107 4,641 324,806 SH   DFND 1 324,806 0 0
DASEKE INC-CW20 *W EXP 02/27/202 23753F115 2,473 1,212,351 SH   DFND 1 2 1,212,351 0 0
DATA I/O CORP COM 237690102 168 14,017 SH   DFND 1 2 14,017 0 0
DATA I/O CORP COM 237690102 366 30,481 SH   DFND 1 30,481 0 0
DATAWATCH CORP COM NEW 237917208 657 69,222 SH   DFND 1 69,222 0 0
DAVE & BUSTER'S ENTERTAINMEN COM 238337109 19,707 357,221 SH   DFND 1 357,221 0 0
DAVIDSTEA INC COM 238661102 53 13,680 SH   DFND 1 13,680 0 0
DAVITA INC COM 23918K108 178 2,469 SH   DFND 1 2 2,469 0 0
DAVITA INC COM 23918K108 115,873 1,607,183 SH   DFND 1 1,599,660 0 7,523
DAWSON GEOPHYSICAL CO COM 239360100 551 111,017 SH   DFND 1 111,017 0 0
DBV TECHNOLOGIES SA-SPON ADR SPONSORED ADR 23306J101 512 20,833 SH   DFND 1 20,833 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 56,701 964,646 SH   DFND 1 960,055 0 4,591
DDR CORP COM 23317H102 28,083 3,134,303 SH   DFND 1 3,134,303 0 0
DEAN FOODS CO COM NEW 242370203 11,017 953,089 SH   DFND 1 948,604 0 4,485
DECIPHERA PHARMACEUTICALS IN COM 24344T101 2,735 120,651 SH   DFND 1 120,651 0 0
DECKERS OUTDOOR CORP COM 243537107 21,247 264,771 SH   DFND 1 263,199 0 1,572
DEERE & CO COM 244199105 488,784 3,129,922 SH   DFND 1 3,113,163 0 16,759
DEL FRISCO'S RESTAURANT GROU COM 245077102 3,070 201,317 SH   DFND 1 201,317 0 0
DEL TACO RESTAURANTS INC COM 245496104 3,880 320,173 SH   DFND 1 320,173 0 0
DELEK LOGISTICS PARTNERS LP COM UNT RP INT 24664T103 600 18,939 SH   DFND 1 2 18,939 0 0
DELEK US HOLDINGS INC COM 24665A103 21,805 624,082 SH   DFND 1 622,311 0 1,771
DELL TECHNOLOGIES INC-CL V COM CL V 24703L103 243 3,000 SH   DFND 1 2 3,000 0 0
DELL TECHNOLOGIES INC-CL V COM CL V 24703L103 128,730 1,584,798 SH   DFND 1 1,582,610 0 2,188
DELPHI TECHNOLOGIES PLC SHS G2709G107 38,981 742,921 SH   DFND 1 737,989 0 4,932
DELTA AIR LINES INC COM NEW 247361702 360,748 6,454,092 SH   DFND 1 6,418,703 0 35,389
DELTA APPAREL INC COM 247368103 896 44,359 SH   DFND 1 44,359 0 0
DELTIC TIMBER CORP COM 247850100 8,266 90,299 SH   DFND 1 90,299 0 0
DELUXE CORP COM 248019101 50 652 SH   DFND 1 2 652 0 0
DELUXE CORP COM 248019101 38,065 495,381 SH   DFND 1 493,012 0 2,369
DENBURY RESOURCES INC COM NEW 247916208 7,424 3,359,296 SH   DFND 1 3,359,296 0 0
DENBURY RESOURCES INC COM NEW 247916208 307 139,341 SH   DFND 1 2 139,341 0 0
DENNY'S CORP COM 24869P104 8,798 664,558 SH   DFND 1 664,558 0 0
DENTSPLY SIRONA INC COM 24906P109 168,697 2,567,682 SH   DFND 1 2,548,260 0 19,422
DEPO 2.5 09/01/21 NOTE 2.500% 9/0 249908AA2 2,110 2,500,000 PRN   DFND 1 2 2,500,000 0 0
DEPOMED INC COM 249908104 4,360 541,626 SH   DFND 1 541,626 0 0
DERMIRA INC COM 24983L104 9,072 326,223 SH   DFND 1 326,223 0 0
DESCARTES SYSTEMS GRP/THE COM 249906108 1,506 52,973 SH   DFND 1 52,973 0 0
DESTINATION MATERNITY CORP COM 25065D100 208 70,049 SH   DFND 1 70,049 0 0
DESTINATION XL GROUP INC COM 25065K104 539 245,099 SH   DFND 1 245,099 0 0
DETERMINE INC COM 250660107 133 73,768 SH   DFND 1 73,768 0 0
DEVON ENERGY CORP COM 25179M103 265,544 6,425,796 SH   DFND 1 6,399,101 0 26,695
DEVON ENERGY CORP COM 25179M103 125 3,042 SH   DFND 1 2 3,042 0 0
DEXCOM INC COM 252131107 45,956 800,783 SH   DFND 1 800,783 0 0
DHI GROUP INC COM 23331S100 1,129 594,414 SH   DFND 1 594,414 0 0
DHI GROUP INC COM 23331S100 230 121,367 SH   DFND 1 2 121,367 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 645 179,731 SH   DFND 1 179,731 0 0
DIAGEO PLC-SPONSORED ADR SPON ADR NEW 25243Q205 2,344 16,053 SH   DFND 1 16,053 0 0
DIAMOND HILL INVESTMENT GRP COM NEW 25264R207 6,449 31,206 SH   DFND 1 31,206 0 0
DIAMOND HILL INVESTMENT GRP COM NEW 25264R207 215 1,041 SH   DFND 1 2 1,041 0 0
DIAMOND OFFSHORE DRILLING COM 25271C102 9,799 527,161 SH   DFND 1 523,979 0 3,182
DIAMONDBACK ENERGY INC COM 25278X109 110,554 876,107 SH   DFND 1 876,107 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 23,605 2,090,830 SH   DFND 1 2,090,830 0 0
DICERNA PHARMACEUTICALS INC COM 253031108 828 91,737 SH   DFND 1 91,737 0 0
DICK'S SPORTING GOODS INC COM 253393102 19,326 672,464 SH   DFND 1 668,391 0 4,073
DICK'S SPORTING GOODS INC COM 253393102 84 2,952 SH   DFND 1 2 2,952 0 0
DIEBOLD NIXDORF INC COM 253651103 10,212 624,635 SH   DFND 1 620,709 0 3,926
DIFFERENTIAL BRANDS GROUP IN COM 25374L108 25 26,925 SH   DFND 1 26,925 0 0
DIGI INTERNATIONAL INC COM 253798102 2,063 216,088 SH   DFND 1 216,088 0 0
DIGIMARC CORP COM 25381B101 3,471 96,022 SH   DFND 1 96,022 0 0
DIGIRAD CORP COM 253827109 165 64,454 SH   DFND 1 64,454 0 0
DIGITAL ALLY INC COM NEW 25382P208 60 22,523 SH   DFND 1 22,523 0 0
DIGITAL REALTY TRUST INC COM 253868103 283,148 2,490,521 SH   DFND 1 2,480,165 0 10,356
DIGITAL TURBINE INC COM NEW 25400W102 424 237,122 SH   DFND 1 237,122 0 0
DILLARDS INC-CL A CL A 254067101 10,028 166,997 SH   DFND 1 165,960 0 1,037
DIME COMMUNITY BANCSHARES COM 253922108 4 214 SH   DFND 1 2 214 0 0
DIME COMMUNITY BANCSHARES COM 253922108 6,053 288,961 SH   DFND 1 288,961 0 0
DINEEQUITY INC COM 254423106 7,508 148,003 SH   DFND 1 148,003 0 0
DIODES INC COM 254543101 10,245 357,371 SH   DFND 1 357,371 0 0
DIPLOMAT PHARMACY INC COM 25456K101 8,949 445,904 SH   DFND 1 445,904 0 0
DISCOVER FINANCIAL SERVICES COM 254709108 338,227 4,405,420 SH   DFND 1 4,387,347 0 18,073
DISCOVERY COMMUNICATIONS-A COM SER A 25470F104 38,230 1,711,772 SH   DFND 1 1,704,169 0 7,603
DISCOVERY COMMUNICATIONS-A COM SER A 25470F104 447 20,000 SH   DFND 1 2 20,000 0 0
DISCOVERY COMMUNICATIONS-C COM SER C 25470F302 48,658 2,303,042 SH   DFND 1 2,292,870 0 10,172
DISCOVERY COMMUNICATIONS-C COM SER C 25470F302 109 5,184 SH   DFND 1 2 5,184 0 0
DISH NETWORK CORP-A CL A 25470M109 525 11,000 SH   DFND 1 2 11,000 0 0
DISH NETWORK CORP-A CL A 25470M109 109,969 2,308,059 SH   DFND 1 2,288,794 0 19,265
DIVERSICARE HEALTHCARE SERVI COM 255104101 137 13,755 SH   DFND 1 13,755 0 0
DIVERSIFIED RESTAURANT HOLDI COM 25532M105 110 68,936 SH   DFND 1 68,936 0 0
DIVIDEND AND INCOME FUND COM NEW 25538A204 3,521 262,237 SH   DFND 1 2 262,237 0 0
DIXIE GROUP INC CL A 255519100 246 64,152 SH   DFND 1 64,152 0 0
DMC GLOBAL INC COM 23291C103 2,814 112,353 SH   DFND 1 112,353 0 0
DNB FINANCIAL CORP COM 233237106 452 13,437 SH   DFND 1 13,437 0 0
DOCUMENT SECURITY SYSTEMS COM NEW 25614T200 45 25,401 SH   DFND 1 25,401 0 0
DOLBY LABORATORIES INC-CL A COM 25659T107 32,149 518,535 SH   DFND 1 518,535 0 0
DOLLAR GENERAL CORP COM 256677105 282,757 3,045,915 SH   DFND 1 3,032,961 0 12,954
DOLLAR TREE INC COM 256746108 238 2,227 SH   DFND 1 2 2,227 0 0
DOLLAR TREE INC COM 256746108 275,858 2,575,899 SH   DFND 1 2,555,851 0 20,048
DOMINION ENERGY INC COM 25746U109 519,194 6,419,395 SH   DFND 1 6,386,711 0 32,684
DOMINO'S PIZZA INC COM 25754A201 67,068 355,149 SH   DFND 1 352,995 0 2,154
DOMTAR CORP COM NEW 257559203 297 6,000 SH   DFND 1 2 6,000 0 0
DOMTAR CORP COM NEW 257559203 34,101 688,636 SH   DFND 1 684,452 0 4,184
DONALDSON CO INC COM 257651109 53,060 1,083,970 SH   DFND 1 1,077,567 0 6,403
DONEGAL GROUP INC-CL A CL A 257701201 16 959 SH   DFND 1 2 959 0 0
DONEGAL GROUP INC-CL A CL A 257701201 2,775 160,431 SH   DFND 1 160,431 0 0
DONNELLEY FINANCIAL SOLUTION COM 25787G100 6,795 348,686 SH   DFND 1 347,634 0 1,052
DORCHESTER MINERALS LP COM UNIT 25820R105 71 4,723 SH   DFND 1 2 4,723 0 0
DORCHESTER MINERALS LP COM UNIT 25820R105 224 14,797 SH   DFND 1 14,797 0 0
DORIAN LPG LTD SHS USD Y2106R110 1,576 191,782 SH   DFND 1 191,782 0 0
DORMAN PRODUCTS INC COM 258278100 347 5,679 SH   DFND 1 2 5,679 0 0
DORMAN PRODUCTS INC COM 258278100 16,423 268,629 SH   DFND 1 268,629 0 0
DOUBLE EAGLE ACQUISITI-CW *W EXP 09/10/202 971375118 3,139 2,180,189 SH   DFND 1 2 2,180,189 0 0
DOUGLAS DYNAMICS INC COM 25960R105 7,153 189,257 SH   DFND 1 187,464 0 1,793
DOUGLAS EMMETT INC COM 25960P109 63,339 1,542,602 SH   DFND 1 1,534,754 0 7,848
DOVA PHARMACEUTICALS INC COM 25985T102 1,795 62,359 SH   DFND 1 62,359 0 0
DOVER CORP COM 260003108 1,284 12,717 SH   DFND 1 2 12,717 0 0
DOVER CORP COM 260003108 164,888 1,636,235 SH   DFND 1 1,627,681 0 8,554
DOVER DOWNS GAMING & ENTERTA COM 260095104 30 30,139 SH   DFND 1 30,139 0 0
DOVER MOTORSPORTS INC COM 260174107 63 32,679 SH   DFND 1 32,679 0 0
DOWDUPONT INC COM 26078J100 1,602 22,500 SH   DFND 1 2 22,500 0 0
DOWDUPONT INC COM 26078J100 1,652,968 23,261,014 SH   DFND 1 23,139,473 0 121,541
DR HORTON INC COM 23331A109 197,243 3,869,934 SH   DFND 1 3,852,961 0 16,973
DR PEPPER SNAPPLE GROUP INC COM 26138E109 205,331 2,119,532 SH   DFND 1 2,109,767 0 9,765
DR. REDDY'S LABORATORIES-ADR ADR 256135203 1,034 28,035 SH   DFND 1 26,782 0 1,253
DRIL-QUIP INC COM 262037104 20,585 431,562 SH   DFND 1 429,696 0 1,866
DRIVE SHACK INC COM 262077100 2,681 484,860 SH   DFND 1 484,860 0 0
DSP GROUP INC COM 23332B106 2,753 220,252 SH   DFND 1 220,252 0 0
DST SYSTEMS INC COM 233326107 31,903 514,000 SH   DFND 1 511,033 0 2,967
DSW INC-CLASS A CL A 23334L102 17,853 833,881 SH   DFND 1 833,881 0 0
DSW INC-CLASS A CL A 23334L102 188 8,788 SH   DFND 1 2 8,788 0 0
DTE ENERGY COMPANY COM 233331107 207,621 1,900,840 SH   DFND 1 1,891,619 0 9,221
DTF TAX-FREE INCOME INC COM 23334J107 405 28,748 SH   DFND 1 2 28,748 0 0
DUCOMMUN INC COM 264147109 2,482 87,258 SH   DFND 1 87,258 0 0
DUKE ENERGY CORP COM NEW 26441C204 629,121 7,495,287 SH   DFND 1 7,460,024 0 35,263
DUKE ENERGY CORP COM NEW 26441C204 35 428 SH   DFND 1 2 428 0 0
DUKE REALTY CORP COM NEW 264411505 19 701 SH   DFND 1 2 701 0 0
DUKE REALTY CORP COM NEW 264411505 125,731 4,628,901 SH   DFND 1 4,611,168 0 17,733
DULUTH HOLDINGS INC - CL B COM CL B 26443V101 1,929 108,113 SH   DFND 1 108,113 0 0
DUN & BRADSTREET CORP COM 26483E100 36,565 308,807 SH   DFND 1 306,939 0 1,868
DUNKIN' BRANDS GROUP INC COM 265504100 49,756 771,782 SH   DFND 1 767,332 0 4,450
DURECT CORPORATION COM 266605104 1,078 1,170,116 SH   DFND 1 1,170,116 0 0
DXC TECHNOLOGY CO COM 23355L106 286,579 3,026,086 SH   DFND 1 3,011,623 0 14,463
DXP ENTERPRISES INC COM NEW 233377407 3,860 130,569 SH   DFND 1 130,569 0 0
DYCOM INDUSTRIES INC COM 267475101 28,170 252,808 SH   DFND 1 251,284 0 1,524
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 9,077 485,441 SH   DFND 1 485,441 0 0
DYNEGY INC COM 26817R108 12,118 1,022,684 SH   DFND 1 1,022,684 0 0
DYNEX CAPITAL INC COM NEW 26817Q506 3,080 439,512 SH   DFND 1 439,074 0 438
E TRADE FINANCIAL CORP COM NEW 269246401 161,249 3,259,098 SH   DFND 1 3,244,384 0 14,714
EAGLE BANCORP INC COM 268948106 293 5,064 SH   DFND 1 2 5,064 0 0
EAGLE BANCORP INC COM 268948106 16,965 293,016 SH   DFND 1 293,016 0 0
EAGLE BULK SHIPPING INC SHS NEW Y2187A143 556 124,244 SH   DFND 1 124,244 0 0
EAGLE MATERIALS INC COM 26969P108 30 267 SH   DFND 1 2 267 0 0
EAGLE MATERIALS INC COM 26969P108 43,963 388,026 SH   DFND 1 385,631 0 2,395
EAGLE PHARMACEUTICALS INC COM 269796108 4,146 77,620 SH   DFND 1 77,620 0 0
EARTHSTONE ENERGY INC - A CL A 27032D304 2,101 197,680 SH   DFND 1 197,680 0 0
EAST WEST BANCORP INC COM 27579R104 80,817 1,329,277 SH   DFND 1 1,322,154 0 7,123
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EASTERLY GOVERNMENT PROPERTI COM 27616P103 8,782 411,529 SH   DFND 1 411,529 0 0
EASTERN CO/THE COM 276317104 1,310 50,098 SH   DFND 1 50,098 0 0
EASTGROUP PROPERTIES INC COM 277276101 29,528 334,109 SH   DFND 1 334,109 0 0
EASTMAN CHEMICAL CO COM 277432100 166,377 1,799,218 SH   DFND 1 1,792,072 0 7,146
EASTMAN KODAK CO COM NEW 277461406 802 258,956 SH   DFND 1 258,956 0 0
EATON CORP PLC SHS G29183103 371,039 4,705,958 SH   DFND 1 4,681,999 0 23,959
EATON CORP PLC SHS G29183103 33 425 SH   DFND 1 2 425 0 0
EATON VANCE CA MUNI INC TRST SH BEN INT 27826F101 917 75,418 SH   DFND 1 2 75,418 0 0
EATON VANCE CORP COM NON VTG 278265103 60,375 1,071,116 SH   DFND 1 1,065,298 0 5,818
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EATON VANCE LTD DURATION FND COM 27828H105 261 19,144 SH   DFND 1 2 19,144 0 0
EATON VANCE NJ MUNICIPAL INC SH BEN INT 27826V106 539 45,994 SH   DFND 1 2 45,994 0 0
EATON VANCE NY MUNICIPAL INC SH BEN INT 27826W104 519 40,912 SH   DFND 1 2 40,912 0 0
EBAY INC COM 278642103 388,424 10,313,742 SH   DFND 1 10,227,673 0 86,069
EBIX INC COM NEW 278715206 16,468 207,806 SH   DFND 1 207,806 0 0
ECHELON CORP COM NEW 27874N303 98 17,536 SH   DFND 1 17,536 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 6,645 237,346 SH   DFND 1 237,346 0 0
ECHOSTAR CORP-A CL A 278768106 25,937 433,014 SH   DFND 1 433,014 0 0
ECLIPSE RESOURCES CORP COM 27890G100 1,833 763,891 SH   DFND 1 763,891 0 0
ECOLAB INC COM 278865100 329,838 2,463,991 SH   DFND 1 2,450,966 0 13,025
ECO-STIM ENERGY SOLUTIONS IN COM 27888D101 57 45,860 SH   DFND 1 45,860 0 0
ECPG 2.875 03/15/21 NOTE 2.875% 3/1 292554AH5 3,553 3,645,000 PRN   DFND 1 2 3,645,000 0 0
ECPG 3 07/01/20 NOTE 3.000% 7/0 292554AF9 21,756 19,645,000 PRN   DFND 1 2 19,645,000 0 0
EDAP TMS SA -ADR SPONSORED ADR 268311107 53 18,494 SH   DFND 1 18,494 0 0
EDGE THERAPEUTICS INC COM 279870109 1,771 189,099 SH   DFND 1 189,099 0 0
EDGEWATER TECHNOLOGY INC COM 280358102 233 37,499 SH   DFND 1 37,499 0 0
EDGEWELL PERSONAL CARE CO COM 28035Q102 27,520 463,393 SH   DFND 1 460,633 0 2,760
EDGEWELL PERSONAL CARE CO COM 28035Q102 1,187 20,000 SH   DFND 1 2 20,000 0 0
EDISON INTERNATIONAL COM 281020107 222,699 3,528,753 SH   DFND 1 3,512,549 0 16,204
EDISON INTERNATIONAL COM 281020107 36 570 SH   DFND 1 2 570 0 0
EDITAS MEDICINE INC COM 28106W103 8,907 289,855 SH   DFND 1 289,855 0 0
EDUCATION REALTY TRUST INC COM NEW 28140H203 26,355 754,730 SH   DFND 1 751,001 0 3,729
EDUCATIONAL DEVELOPMENT CORP COM 281479105 401 21,194 SH   DFND 1 21,194 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 270,220 2,402,209 SH   DFND 1 2,391,685 0 10,524
EGAIN CORP COM NEW 28225C806 379 72,309 SH   DFND 1 72,309 0 0
EGAIN CORP COM NEW 28225C806 203 38,842 SH   DFND 1 2 38,842 0 0
EGALET CORP COM 28226B104 67 67,633 SH   DFND 1 67,633 0 0
EHEALTH INC COM 28238P109 2,546 146,612 SH   DFND 1 146,612 0 0
EIGER BIOPHARMACEUTICALS INC COM 28249U105 322 23,089 SH   DFND 1 23,089 0 0
EKSO BIONICS HOLDINGS INC COM NEW 282644202 496 233,301 SH   DFND 1 233,301 0 0
EL PASO ELECTRIC CO COM NEW 283677854 19,274 348,234 SH   DFND 1 348,234 0 0
EL POLLO LOCO HOLDINGS INC COM 268603107 283 28,673 SH   DFND 1 2 28,673 0 0
EL POLLO LOCO HOLDINGS INC COM 268603107 1,986 200,641 SH   DFND 1 200,641 0 0
ELBIT SYSTEMS LTD ORD M3760D101 3,676 27,585 SH   DFND 1 27,585 0 0
ELDORADO RESORTS INC COM 28470R102 16,379 494,114 SH   DFND 1 494,114 0 0
ELECTRO SCIENTIFIC INDS INC COM 285229100 13,739 641,127 SH   DFND 1 641,127 0 0
ELECTRO SCIENTIFIC INDS INC COM 285229100 942 43,974 SH   DFND 1 2 43,974 0 0
ELECTROMED INC COM 285409108 112 18,483 SH   DFND 1 18,483 0 0
ELECTRONIC ARTS INC COM 285512109 29 277 SH   DFND 1 2 277 0 0
ELECTRONIC ARTS INC COM 285512109 340,680 3,249,567 SH   DFND 1 3,223,031 0 26,536
ELECTRONICS FOR IMAGING COM 286082102 317 10,758 SH   DFND 1 2 10,758 0 0
ELECTRONICS FOR IMAGING COM 286082102 12,412 420,347 SH   DFND 1 420,347 0 0
ELEVATE CREDIT INC COM 28621V101 947 125,786 SH   DFND 1 125,786 0 0
ELEVEN BIOTHERAPEUTICS INC COM 286221106 45 56,222 SH   DFND 1 56,222 0 0
ELF BEAUTY INC COM 26856L103 3,875 173,707 SH   DFND 1 173,707 0 0
ELI LILLY & CO COM 532457108 830,522 9,854,964 SH   DFND 1 9,804,408 0 50,556
ELLIE MAE INC COM 28849P100 25,099 280,755 SH   DFND 1 280,755 0 0
ELLINGTON RESIDENTIAL MORTGA COM SHS BEN INT 288578107 905 75,240 SH   DFND 1 75,240 0 0
ELLSWORTH GROWTH AND INCOME COM 289074106 108 11,500 SH   DFND 1 2 11,500 0 0
EMAGIN CORPORATION COM NEW 29076N206 108 65,621 SH   DFND 1 65,621 0 0
EMC INS GROUP INC COM 268664109 2,222 77,470 SH   DFND 1 77,470 0 0
EMCOR GROUP INC COM 29084Q100 49,792 609,085 SH   DFND 1 606,187 0 2,898
EMCORE CORP COM NEW 290846203 38 6,029 SH   DFND 1 2 6,029 0 0
EMCORE CORP COM NEW 290846203 1,544 239,506 SH   DFND 1 239,506 0 0
EMERALD EXPOSITIONS EVENTS I COM 29103B100 3,638 178,907 SH   DFND 1 178,907 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 14,931 321,318 SH   DFND 1 321,132 0 186
EMERGENT BIOSOLUTIONS INC COM 29089Q105 493 10,609 SH   DFND 1 2 10,609 0 0
EMERSON ELECTRIC CO COM 291011104 453,189 6,517,186 SH   DFND 1 6,481,837 0 35,349
EMERSON RADIO CORP COM NEW 291087203 70 48,121 SH   DFND 1 48,121 0 0
EMMIS COMMUNICATIONS-CLASS A COM NEW CL A 291525400 120 33,957 SH   DFND 1 33,957 0 0
EMP DISTRIB Y COMERC NOR-ADR SPON ADR 29244A102 444 8,941 SH   DFND 1 2 8,941 0 0
EMPIRE RESORTS INC COM PAR $0 01 292052305 1,285 47,594 SH   DFND 1 47,594 0 0
EMPIRE STATE REALTY TRUST-A CL A 292104106 23,647 1,151,827 SH   DFND 1 1,151,827 0 0
EMPLOYERS HOLDINGS INC COM 292218104 11,934 268,789 SH   DFND 1 268,789 0 0
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ENANTA PHARMACEUTICALS INC COM 29251M106 8,079 137,695 SH   DFND 1 137,695 0 0
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ENCORE CAPITAL GROUP INC COM 292554102 24 589 SH   DFND 1 2 589 0 0
ENCORE WIRE CORP COM 292562105 8,829 181,498 SH   DFND 1 181,498 0 0
ENDO INTERNATIONAL PLC SHS G30401106 13,653 1,761,801 SH   DFND 1 1,751,885 0 9,916
ENDOCYTE INC COM 29269A102 1,033 241,498 SH   DFND 1 241,498 0 0
ENDOLOGIX INC COM 29266S106 3,859 721,491 SH   DFND 1 721,491 0 0
ENDURANCE INTERNATIONAL GROU COM 29272B105 5,879 699,971 SH   DFND 1 699,971 0 0
ENEL AMERICAS SA-ADR SPONSORED ADR 29274F104 402 36,041 SH   DFND 1 33,642 0 2,399
ENERGEN CORP COM 29265N108 48,458 841,735 SH   DFND 1 836,947 0 4,788
ENERGIZER HOLDINGS INC COM 29272W109 23,445 488,658 SH   DFND 1 485,666 0 2,992
ENERGOUS CORP COM 29272C103 11 570 SH   DFND 1 2 570 0 0
ENERGOUS CORP COM 29272C103 3,245 166,869 SH   DFND 1 166,869 0 0
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ENERSYS COM 29275Y102 136 1,964 SH   DFND 1 2 1,964 0 0
ENERSYS COM 29275Y102 28,196 404,947 SH   DFND 1 402,872 0 2,075
ENGILITY HOLDINGS INC COM 29286C107 4,102 144,615 SH   DFND 1 144,615 0 0
ENGLOBAL CORP COM 293306106 59 67,699 SH   DFND 1 67,699 0 0
ENI SPA-SPONSORED ADR SPONSORED ADR 26874R108 871 26,262 SH   DFND 1 24,695 0 1,567
ENNIS INC COM 293389102 5,229 252,021 SH   DFND 1 249,258 0 2,763
ENOVA INTERNATIONAL INC COM 29357K103 6,069 399,299 SH   DFND 1 399,299 0 0
ENOVA INTERNATIONAL INC COM 29357K103 72 4,781 SH   DFND 1 2 4,781 0 0
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ENPRO INDUSTRIES INC COM 29355X107 16,730 178,917 SH   DFND 1 178,917 0 0
ENSCO PLC-CL A SHS CLASS A G3157S106 591 100,000 SH   DFND 1 2 100,000 0 0
ENSCO PLC-CL A SHS CLASS A G3157S106 20,771 3,514,705 SH   DFND 1 3,493,234 0 21,471
ENSERVCO CORP COM 29358Y102 50 77,749 SH   DFND 1 77,749 0 0
ENSIGN GROUP INC/THE COM 29358P101 9,586 431,818 SH   DFND 1 431,818 0 0
ENSTAR GROUP LTD SHS G3075P101 20,360 101,422 SH   DFND 1 101,422 0 0
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ENTEGRIS INC COM 29362U104 42,602 1,399,083 SH   DFND 1 1,399,083 0 0
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ENTERCOM COMMUNICATIONS-CL A CL A 293639100 11,822 1,094,713 SH   DFND 1 1,094,713 0 0
ENTERGY CORP COM 29364G103 164,847 2,029,446 SH   DFND 1 2,018,848 0 10,598
ENTERPRISE BANCORP INC COM 293668109 2,681 78,748 SH   DFND 1 78,748 0 0
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ENTERPRISE PRODUCTS PARTNERS COM 293792107 228 8,610 SH   DFND 1 8,610 0 0
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ENVIROSTAR INC COM 29414M100 770 19,262 SH   DFND 1 19,262 0 0
ENVISION HEALTHCARE CORP COM 29414D100 46,761 1,355,666 SH   DFND 1 1,349,663 0 6,003
ENZO BIOCHEM INC COM 294100102 2,736 335,820 SH   DFND 1 335,820 0 0
ENZYMOTEC LTD SHS M4059L101 130 10,987 SH   DFND 1 10,987 0 0
EOG RESOURCES INC COM 26875P101 607,661 5,644,014 SH   DFND 1 5,614,513 0 29,501
EP ENERGY CORP-CL A CL A 268785102 863 365,712 SH   DFND 1 365,712 0 0
EPAM SYSTEMS INC COM 29414B104 43,788 407,598 SH   DFND 1 407,598 0 0
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EPLUS INC COM 294268107 9,077 120,718 SH   DFND 1 120,718 0 0
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EQT CORP COM 26884L109 145,137 2,555,286 SH   DFND 1 2,543,113 0 12,173
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EQUINIX INC COM PAR $0.001 29444U700 360,419 796,972 SH   DFND 1 792,800 0 4,172
EQUINIX INC COM PAR $0.001 29444U700 39 88 SH   DFND 1 2 88 0 0
EQUITY BANCSHARES INC - CL A COM CL A 29460X109 3,170 89,537 SH   DFND 1 89,537 0 0
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EQUITY RESIDENTIAL SH BEN INT 29476L107 277,899 4,366,006 SH   DFND 1 4,347,731 0 18,275
ERA GROUP INC COM 26885G109 1,608 149,639 SH   DFND 1 149,639 0 0
ERICSSON (LM) TEL-SP ADR ADR B SEK 10 294821608 1,389 208,030 SH   DFND 1 203,277 0 4,753
ERIE INDEMNITY COMPANY-CL A CL A 29530P102 25,227 207,053 SH   DFND 1 206,660 0 393
ERIN ENERGY CORP COM 295625107 82 30,000 SH   DFND 1 30,000 0 0
EROS INTERNATIONAL PLC SHS NEW G3788M114 525 54,459 SH   DFND 1 54,180 0 279
ESCALADE INC COM 296056104 855 69,541 SH   DFND 1 69,541 0 0
ESCO TECHNOLOGIES INC COM 296315104 12,553 208,354 SH   DFND 1 208,354 0 0
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ESSENDANT INC COM 296689102 5,891 635,502 SH   DFND 1 634,867 0 635
ESSENDANT INC COM 296689102 771 83,193 SH   DFND 1 2 83,193 0 0
ESSENT GROUP LTD COM G3198U102 35,732 822,960 SH   DFND 1 822,960 0 0
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ESTEE LAUDER COMPANIES-CL A CL A 518439104 308,079 2,426,219 SH   DFND 1 2,414,788 0 11,431
ESTERLINE TECHNOLOGIES CORP COM 297425100 18,007 241,061 SH   DFND 1 239,759 0 1,302
ESTERLINE TECHNOLOGIES CORP COM 297425100 440 5,893 SH   DFND 1 2 5,893 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 6,197 216,703 SH   DFND 1 216,703 0 0
ETSY INC COM 29786A106 198 9,696 SH   DFND 1 2 9,696 0 0
ETSY INC COM 29786A106 21,018 1,027,791 SH   DFND 1 1,027,791 0 0
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EVANS BANCORP INC COM NEW 29911Q208 1,409 33,650 SH   DFND 1 33,650 0 0
EVERBRIDGE INC COM 29978A104 4,650 156,472 SH   DFND 1 156,472 0 0
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EVERCORE INC - A CLASS A 29977A105 42,319 470,215 SH   DFND 1 470,215 0 0
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EVERI HOLDINGS INC COM 30034T103 3,950 523,960 SH   DFND 1 523,960 0 0
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EVERSPIN TECHNOLOGIES INC COM 30041T104 298 39,772 SH   DFND 1 39,772 0 0
EVERTEC INC COM 30040P103 10,952 802,358 SH   DFND 1 799,656 0 2,702
EVINE LIVE INC CL A 300487105 524 374,408 SH   DFND 1 374,408 0 0
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EVOKE PHARMA INC COM 30049G104 52 23,048 SH   DFND 1 23,048 0 0
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EVOLUTION PETROLEUM CORP COM 30049A107 1,763 257,410 SH   DFND 1 257,410 0 0
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EVOQUA WATER TECHNOLOGIES CO COM 30057T105 5,953 251,078 SH   DFND 1 251,078 0 0
EW SCRIPPS CO/THE-A CL A NEW 811054402 7,420 474,773 SH   DFND 1 474,773 0 0
EXACT SCIENCES CORP COM 30063P105 57,722 1,098,640 SH   DFND 1 1,098,396 0 244
EXACTECH INC COM 30064E109 4,815 97,385 SH   DFND 1 97,385 0 0
EXELA TECHNOLOGIES INC COM 30162V102 450 87,567 SH   DFND 1 87,567 0 0
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EXELON CORP COM 30161N101 405,288 10,305,203 SH   DFND 1 10,256,653 0 48,550
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EXONE CO/THE COM 302104104 711 84,665 SH   DFND 1 84,665 0 0
EXPEDIA INC COM NEW 30212P303 4 35 SH   DFND 1 2 35 0 0
EXPEDIA INC COM NEW 30212P303 160,820 1,345,500 SH   DFND 1 1,334,371 0 11,129
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EXPONENT INC COM 30214U102 17,140 241,075 SH   DFND 1 241,075 0 0
EXPRESS INC COM 30219E103 107 10,612 SH   DFND 1 2 10,612 0 0
EXPRESS INC COM 30219E103 6,536 644,027 SH   DFND 1 644,027 0 0
EXPRESS SCRIPTS HOLDING CO COM 30219G108 491,204 6,593,733 SH   DFND 1 6,545,817 0 47,916
EXPRESS SCRIPTS HOLDING CO COM 30219G108 1,093 14,650 SH   DFND 1 2 14,650 0 0
EXTENDED STAY AMERICA INC UNIT 99/99/9999B 30224P200 88 4,668 SH   DFND 1 2 4,668 0 0
EXTENDED STAY AMERICA INC UNIT 99/99/9999B 30224P200 30,124 1,585,478 SH   DFND 1 1,585,478 0 0
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EXTRA SPACE STORAGE INC COM 30225T102 131,665 1,508,360 SH   DFND 1 1,502,101 0 6,259
EXTRACTION OIL & GAS INC COM 30227M105 16,589 1,159,329 SH   DFND 1 1,159,329 0 0
EXTREME NETWORKS INC COM 30226D106 16,904 1,350,175 SH   DFND 1 1,350,175 0 0
EXTREME NETWORKS INC COM 30226D106 67 5,420 SH   DFND 1 2 5,420 0 0
EXXON MOBIL CORP COM 30231G102 3,720,584 44,576,806 SH   DFND 1 44,358,890 0 217,916
EZCORP INC-CL A CL A NON VTG 302301106 5,405 443,092 SH   DFND 1 443,092 0 0
F5 NETWORKS INC COM 315616102 116,082 886,023 SH   DFND 1 882,913 0 3,110
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FACEBOOK INC-A CL A 30303M102 4,478,724 25,433,759 SH   DFND 1 25,228,483 0 205,276
FACTSET RESEARCH SYSTEMS INC COM 303075105 694 3,604 SH   DFND 1 2 3,604 0 0
FACTSET RESEARCH SYSTEMS INC COM 303075105 61,123 317,098 SH   DFND 1 315,071 0 2,027
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FANG HOLDINGS LTD - ADR ADR 30711Y102 61 11,108 SH   DFND 1 8,426 0 2,682
FANHUA INC-SPONSORED ADR SPONSORED ADR 30712A103 421 19,517 SH   DFND 1 19,517 0 0
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FARO TECHNOLOGIES INC COM 311642102 6,961 148,115 SH   DFND 1 148,115 0 0
FASTENAL CO COM 311900104 190,768 3,494,513 SH   DFND 1 3,469,811 0 24,702
FATE THERAPEUTICS INC COM 31189P102 2,123 347,573 SH   DFND 1 347,573 0 0
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FEDERATED INVESTORS INC-CL B CL B 314211103 41,767 1,157,637 SH   DFND 1 1,152,525 0 5,112
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FIRST BANCORP PUERTO RICO COM NEW 318672706 11,682 2,290,674 SH   DFND 1 2,276,868 0 13,806
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FISERV INC COM 337738108 338,560 2,586,516 SH   DFND 1 2,568,893 0 17,623
FITBIT INC - A CL A 33812L102 7,956 1,393,386 SH   DFND 1 1,393,386 0 0
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FIVE BELOW COM 33829M101 32,668 492,589 SH   DFND 1 492,589 0 0
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FIVE POINT HOLDINGS LLC-CL A COM CL A 33833Q106 705 50,000 SH   DFND 1 2 50,000 0 0
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FIVE9 INC COM 338307101 12,130 487,572 SH   DFND 1 487,572 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 6,666 178,143 SH   DFND 1 178,143 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 125,679 653,573 SH   DFND 1 653,573 0 0
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FLEX PHARMA INC COM 33938A105 198 56,938 SH   DFND 1 56,938 0 0
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FLOTEK INDUSTRIES INC COM 343389102 2,263 485,707 SH   DFND 1 485,707 0 0
FLOTEK INDUSTRIES INC COM 343389102 223 47,898 SH   DFND 1 2 47,898 0 0
FLOWERS FOODS INC COM 343498101 30,642 1,586,858 SH   DFND 1 1,577,391 0 9,467
FLOWSERVE CORP COM 34354P105 53 1,281 SH   DFND 1 2 1,281 0 0
FLOWSERVE CORP COM 34354P105 61,498 1,462,557 SH   DFND 1 1,455,768 0 6,789
FLUIDIGM CORP COM 34385P108 1,485 252,279 SH   DFND 1 252,279 0 0
FLUOR CORP COM 343412102 82,211 1,594,805 SH   DFND 1 1,587,843 0 6,962
FLUSHING FINANCIAL CORP COM 343873105 7,074 257,251 SH   DFND 1 257,251 0 0
FMC CORP COM NEW 302491303 133,653 1,414,860 SH   DFND 1 1,408,186 0 6,674
FNB BANCORP COM 302515101 595 16,323 SH   DFND 1 16,323 0 0
FNB CORP COM 302520101 37,707 2,728,493 SH   DFND 1 2,708,541 0 19,952
FNB CORP COM 302520101 5 411 SH   DFND 1 2 411 0 0
FNF GROUP FNF GROUP COM 31620R303 118,025 3,009,040 SH   DFND 1 3,009,040 0 0
FNF GROUP FNF GROUP COM 31620R303 799 20,384 SH   DFND 1 2 20,384 0 0
FOAMIX PHARMACEUTICALS LTD SHS M46135105 120 19,970 SH   DFND 1 19,970 0 0
FOGO DE CHAO INC COM 344177100 1,133 97,678 SH   DFND 1 97,678 0 0
FOGO DE CHAO INC COM 344177100 121 10,463 SH   DFND 1 2 10,463 0 0
FONAR CORP COM NEW 344437405 1,297 53,300 SH   DFND 1 53,300 0 0
FOOT LOCKER INC COM 344849104 583 12,453 SH   DFND 1 2 12,453 0 0
FOOT LOCKER INC COM 344849104 70,200 1,499,589 SH   DFND 1 1,493,128 0 6,461
FORD MOTOR CO COM PAR $0.01 345370860 537,556 43,124,493 SH   DFND 1 42,907,697 0 216,796
FORD MOTOR CO COM PAR $0.01 345370860 217 17,441 SH   DFND 1 2 17,441 0 0
FORESCOUT TECHNOLOGIES INC COM 34553D101 2,705 84,831 SH   DFND 1 84,831 0 0
FOREST CITY REALTY TRUST- A COM CL A 345605109 64,126 2,660,856 SH   DFND 1 2,660,856 0 0
FOREST CITY REALTY TRUST- A COM CL A 345605109 40 1,692 SH   DFND 1 2 1,692 0 0
FORESTAR GROUP INC COM 346232101 2,415 109,774 SH   DFND 1 109,774 0 0
FORM HOLDINGS CORP COM 98420U109 153 112,055 SH   DFND 1 112,055 0 0
FORMFACTOR INC COM 346375108 13,285 848,913 SH   DFND 1 848,913 0 0
FORMFACTOR INC COM 346375108 448 28,630 SH   DFND 1 2 28,630 0 0
FORRESTER RESEARCH INC COM 346563109 4,415 99,906 SH   DFND 1 99,906 0 0
FORTERRA INC COM 34960W106 1,783 160,682 SH   DFND 1 160,682 0 0
FORTINET INC COM 34959E109 56,706 1,298,717 SH   DFND 1 1,291,350 0 7,367
FORTIS INC COM 349553107 8,096 222,725 SH   DFND 1 221,095 0 1,630
FORTIVE CORP COM 34959J108 249,190 3,451,046 SH   DFND 1 3,435,601 0 15,445
FORTRESS BIOTECH INC COM 34960Q109 1,187 297,713 SH   DFND 1 297,713 0 0
FORTUNE BRANDS HOME & SECURI COM 34964C106 34 499 SH   DFND 1 2 499 0 0
FORTUNE BRANDS HOME & SECURI COM 34964C106 118,557 1,735,815 SH   DFND 1 1,728,160 0 7,655
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 9,614 618,322 SH   DFND 1 618,322 0 0
FORWARD AIR CORP COM 349853101 15,445 268,892 SH   DFND 1 268,892 0 0
FORWARD AIR CORP COM 349853101 31 544 SH   DFND 1 2 544 0 0
FORWARD INDUSTRIES INC COM NEW 349862300 23 18,823 SH   DFND 1 18,823 0 0
FOSSIL GROUP INC COM 34988V106 2,618 337,022 SH   DFND 1 337,022 0 0
FOSTER (LB) CO-A COM 350060109 2,099 77,331 SH   DFND 1 77,331 0 0
FOUNDATION BUILDING MATERIAL COM 350392106 1,702 115,088 SH   DFND 1 115,088 0 0
FOUNDATION MEDICINE INC COM 350465100 10,558 154,819 SH   DFND 1 154,819 0 0
FOUNDATION MEDICINE INC COM 350465100 450 6,601 SH   DFND 1 2 6,601 0 0
FOUR CORNERS PROPERTY TRUST COM 35086T109 15,201 591,515 SH   DFND 1 590,786 0 729
FOX FACTORY HOLDING CORP COM 35138V102 13,091 336,969 SH   DFND 1 336,969 0 0
FRANCESCAS HOLDINGS CORP COM 351793104 2,202 301,274 SH   DFND 1 301,274 0 0
FRANCESCAS HOLDINGS CORP COM 351793104 73 9,999 SH   DFND 1 2 9,999 0 0
FRANKLIN COVEY CO COM 353469109 1,926 92,858 SH   DFND 1 92,858 0 0
FRANKLIN ELECTRIC CO INC COM 353514102 17,106 372,691 SH   DFND 1 372,691 0 0
FRANKLIN FINANCIAL NETWORK COM 35352P104 3,463 101,563 SH   DFND 1 101,563 0 0
FRANKLIN RESOURCES INC COM 354613101 379 8,765 SH   DFND 1 2 8,765 0 0
FRANKLIN RESOURCES INC COM 354613101 161,491 3,734,220 SH   DFND 1 3,717,964 0 16,256
FRANKLIN STREET PROPERTIES C COM 35471R106 11,633 1,083,220 SH   DFND 1 1,083,220 0 0
FRANK'S INTERNATIONAL NV COM N33462107 3,201 481,376 SH   DFND 1 480,615 0 761
FRED'S INC-CLASS A CL A 356108100 1,119 276,467 SH   DFND 1 276,467 0 0
FREEPORT-MCMORAN INC CL B 35671D857 280,920 14,846,163 SH   DFND 1 14,776,681 0 69,482
FREEPORT-MCMORAN INC CL B 35671D857 798 42,141 SH   DFND 1 2 42,141 0 0
FREIGHTCAR AMERICA INC COM 357023100 1,788 104,687 SH   DFND 1 104,687 0 0
FREQUENCY ELECTRONICS INC COM 358010106 237 25,327 SH   DFND 1 25,327 0 0
FRESENIUS MEDICAL CARE-ADR SPONSORED ADR 358029106 458 8,717 SH   DFND 1 7,757 0 960
FRESH DEL MONTE PRODUCE INC ORD G36738105 16,331 342,599 SH   DFND 1 342,599 0 0
FRESHPET INC COM 358039105 3,881 204,825 SH   DFND 1 204,825 0 0
FRIEDMAN INDUSTRIES COM 358435105 123 21,701 SH   DFND 1 21,701 0 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 4,644 687,080 SH   DFND 1 687,080 0 0
FRONTLINE LTD SHS NEW G3682E192 719 156,759 SH   DFND 1 156,759 0 0
FRP HOLDINGS INC COM 30292L107 2,127 48,073 SH   DFND 1 48,073 0 0
FS BANCORP INC COM 30263Y104 71 1,302 SH   DFND 1 2 1,302 0 0
FS BANCORP INC COM 30263Y104 889 16,308 SH   DFND 1 16,308 0 0
FTD COS INC COM 30281V108 959 133,475 SH   DFND 1 133,475 0 0
FTD COS INC COM 30281V108 534 74,276 SH   DFND 1 2 74,276 0 0
FTI CONSULTING INC COM 302941109 14,026 326,498 SH   DFND 1 326,498 0 0
FUEL TECH INC COM 359523107 141 126,541 SH   DFND 1 126,541 0 0
FUELCELL ENERGY INC COM NEW 35952H502 625 367,979 SH   DFND 1 367,979 0 0
FULL HOUSE RESORTS INC COM 359678109 95 24,413 SH   DFND 1 24,413 0 0
FULTON FINANCIAL CORP COM 360271100 6 355 SH   DFND 1 2 355 0 0
FULTON FINANCIAL CORP COM 360271100 34,695 1,938,287 SH   DFND 1 1,929,655 0 8,632
FUNKO INC-CLASS A COM CL A 361008105 137 20,635 SH   DFND 1 20,635 0 0
FUSION TELECOMMUNICATIONS IN COM NEW 36113B400 381 101,759 SH   DFND 1 101,759 0 0
FUTUREFUEL CORP COM 36116M106 6,053 429,646 SH   DFND 1 429,646 0 0
G1 THERAPEUTICS INC COM 3621LQ109 1,872 94,366 SH   DFND 1 94,366 0 0
GABELLI GLOBAL SMALL & M COM 36249W104 1,410 110,718 SH   DFND 1 2 110,718 0 0
GABELLI HEALTHCARE&WELLNESS SHS 36246K103 1,167 113,066 SH   DFND 1 2 113,066 0 0
GAIA INC CL A 36269P104 1,720 138,771 SH   DFND 1 138,771 0 0
GAIN CAPITAL HOLDINGS INC COM 36268W100 165 16,516 SH   DFND 1 2 16,516 0 0
GAIN CAPITAL HOLDINGS INC COM 36268W100 2,526 252,699 SH   DFND 1 252,699 0 0
GALAPAGOS NV-SPON ADR SPON ADR 36315X101 556 5,938 SH   DFND 1 5,938 0 0
GALECTIN THERAPEUTICS INC COM NEW 363225202 652 195,411 SH   DFND 1 195,411 0 0
GAMCO INVESTORS INC-A CL A COM 361438104 1,081 36,479 SH   DFND 1 36,479 0 0
GAMESTOP CORP-CLASS A CL A 36467W109 25,910 1,443,503 SH   DFND 1 1,438,507 0 4,996
GAMESTOP CORP-CLASS A CL A 36467W109 38 2,139 SH   DFND 1 2 2,139 0 0
GAMING AND LEISURE PROPERTIE COM 36467J108 89,513 2,419,289 SH   DFND 1 2,419,289 0 0
GANNETT CO INC COM 36473H104 10,976 947,082 SH   DFND 1 946,428 0 654
GAP INC/THE COM 364760108 95,366 2,804,882 SH   DFND 1 2,792,416 0 12,466
GARDNER DENVER HOLDINGS INC COM 36555P107 18,867 556,085 SH   DFND 1 556,085 0 0
GARMIN LTD SHS H2906T109 39 667 SH   DFND 1 2 667 0 0
GARMIN LTD SHS H2906T109 89,556 1,505,957 SH   DFND 1 1,499,513 0 6,444
GARTNER INC COM 366651107 125,975 1,024,977 SH   DFND 1 1,020,458 0 4,519
GASLOG LTD SHS G37585109 1,859 83,585 SH   DFND 1 83,585 0 0
GASTAR EXPLORATION LTD COM 36729W202 1,528 1,455,720 SH   DFND 1 1,455,720 0 0
GATX CORP COM 361448103 19,641 315,987 SH   DFND 1 314,101 0 1,886
GATX CORP COM 361448103 19 320 SH   DFND 1 2 320 0 0
GCP APPLIED TECHNOLOGIES COM 36164Y101 18,914 592,921 SH   DFND 1 592,921 0 0
GDS HOLDINGS LTD - ADR SPONSORED ADR 36165L108 336 14,930 SH   DFND 1 14,930 0 0
GEMPHIRE THERAPEUTICS INC COM 36870A108 282 35,491 SH   DFND 1 35,491 0 0
GENCO SHIPPING & TRADING LTD SHS Y2685T131 847 63,619 SH   DFND 1 63,619 0 0
GENCOR INDUSTRIES INC COM 368678108 997 60,254 SH   DFND 1 60,254 0 0
GENER8 MARITIME INC COM Y26889108 4,328 653,904 SH   DFND 1 653,904 0 0
GENERAC HOLDINGS INC COM 368736104 25,564 516,246 SH   DFND 1 516,246 0 0
GENERAC HOLDINGS INC COM 368736104 41 835 SH   DFND 1 2 835 0 0
GENERAL AMERICAN INVESTORS COM 368802104 5,904 171,636 SH   DFND 1 2 171,636 0 0
GENERAL CABLE CORP COM 369300108 12,085 408,300 SH   DFND 1 406,942 0 1,358
GENERAL COMMUNICATION INC-A CL A 369385109 9,720 249,117 SH   DFND 1 249,117 0 0
GENERAL DYNAMICS CORP COM 369550108 632,636 3,115,566 SH   DFND 1 3,101,757 0 13,809
GENERAL DYNAMICS CORP COM 369550108 40 199 SH   DFND 1 2 199 0 0
GENERAL ELECTRIC CO COM 369604103 1,529,319 87,831,812 SH   DFND 1 87,382,469 0 449,343
GENERAL ELECTRIC CO COM 369604103 303 17,387 SH   DFND 1 2 17,387 0 0
GENERAL FINANCE CORP COM 369822101 91 13,475 SH   DFND 1 13,475 0 0
GENERAL MILLS INC COM 370334104 11 201 SH   DFND 1 2 201 0 0
GENERAL MILLS INC COM 370334104 370,503 6,261,595 SH   DFND 1 6,231,269 0 30,326
GENERAL MOLY INC COM 370373102 86 263,354 SH   DFND 1 263,354 0 0
GENERAL MOTORS CO COM 37045V100 218 5,324 SH   DFND 1 2 5,324 0 0
GENERAL MOTORS CO COM 37045V100 532,359 13,016,146 SH   DFND 1 12,950,899 0 65,247
GENESCO INC COM 371532102 5,254 161,688 SH   DFND 1 161,688 0 0
GENESEE & WYOMING INC-CL A CL A 371559105 40,763 517,769 SH   DFND 1 514,729 0 3,040
GENESIS HEALTHCARE INC CL A COM 37185X106 190 249,912 SH   DFND 1 249,912 0 0
GENIE ENERGY LTD-B CL B 372284208 513 117,877 SH   DFND 1 117,877 0 0
GENMARK DIAGNOSTICS INC COM 372309104 2,122 508,997 SH   DFND 1 508,997 0 0
GENOCEA BIOSCIENCES INC COM 372427104 213 184,121 SH   DFND 1 184,121 0 0
GENOMIC HEALTH INC COM 37244C101 6,137 179,465 SH   DFND 1 179,465 0 0
GENPACT LTD SHS G3922B107 38,509 1,213,294 SH   DFND 1 1,213,294 0 0
GENTEX CORP COM 371901109 322 15,382 SH   DFND 1 2 15,382 0 0
GENTEX CORP COM 371901109 71,348 3,405,678 SH   DFND 1 3,390,088 0 15,590
GENTHERM INC COM 37253A103 10,576 333,112 SH   DFND 1 333,032 0 80
GENTHERM INC COM 37253A103 32 1,036 SH   DFND 1 2 1,036 0 0
GENUINE PARTS CO COM 372460105 161,856 1,706,848 SH   DFND 1 1,698,706 0 8,142
GENWORTH FINANCIAL INC-CL A COM CL A 37247D106 12,822 4,122,951 SH   DFND 1 4,095,299 0 27,652
GEO GROUP INC/THE COM 36162J106 25,017 1,060,043 SH   DFND 1 1,053,923 0 6,120
GEOSPACE TECHNOLOGIES CORP COM 37364X109 1,473 113,580 SH   DFND 1 113,580 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 172 13,329 SH   DFND 1 2 13,329 0 0
GERMAN AMERICAN BANCORP COM 373865104 6,747 190,992 SH   DFND 1 190,992 0 0
GERON CORP COM 374163103 2,420 1,344,758 SH   DFND 1 1,344,562 0 196
GETTY REALTY CORP COM 374297109 7,156 263,476 SH   DFND 1 263,476 0 0
GEVO INC COM PAR 374396307 21 35,762 SH   DFND 1 35,762 0 0
GGP INC COM 36174X101 181,012 7,753,010 SH   DFND 1 7,721,959 0 31,051
GIBRALTAR INDUSTRIES INC COM 374689107 9,421 285,493 SH   DFND 1 285,493 0 0
G-III APPAREL GROUP LTD COM 36237H101 13,895 376,677 SH   DFND 1 376,677 0 0
GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 178 23,036 SH   DFND 1 23,036 0 0
GILDAN ACTIVEWEAR INC COM 375916103 4,809 149,968 SH   DFND 1 148,914 0 1,054
GILDAN ACTIVEWEAR INC COM 375916103 857 26,547 SH   DFND 1 2 26,547 0 0
GILEAD SCIENCES INC COM 375558103 977 13,644 SH   DFND 1 2 13,644 0 0
GILEAD SCIENCES INC COM 375558103 1,132,369 15,835,419 SH   DFND 1 15,720,653 0 114,766
GLACIER BANCORP INC COM 37637Q105 8 204 SH   DFND 1 2 204 0 0
GLACIER BANCORP INC COM 37637Q105 27,336 693,995 SH   DFND 1 693,995 0 0
GLADSTONE COMMERCIAL CORP COM 376536108 5,594 265,665 SH   DFND 1 265,665 0 0
GLADSTONE LAND CORP COM 376549101 1,078 80,282 SH   DFND 1 80,282 0 0
GLATFELTER COM 377316104 7,638 356,257 SH   DFND 1 356,257 0 0
GLAUKOS CORP COM 377322102 7,077 275,937 SH   DFND 1 275,937 0 0
GLAXOSMITHKLINE PLC-SPON ADR SPONSORED ADR 37733W105 5,161 145,521 SH   DFND 1 143,545 0 1,976
GLEN BURNIE BANCORP COM 377407101 208 18,661 SH   DFND 1 18,661 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 13,350 339,280 SH   DFND 1 339,280 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 65 1,671 SH   DFND 1 2 1,671 0 0
GLOBAL BRASS & COPPER HOLDIN COM 37953G103 9,123 275,637 SH   DFND 1 275,637 0 0
GLOBAL EAGLE ENTERTAINMENT I COM 37951D102 964 421,041 SH   DFND 1 421,041 0 0
GLOBAL INDEMNITY LTD USD CL A SHS G3933F105 3,172 75,503 SH   DFND 1 75,503 0 0
GLOBAL MEDICAL REIT INC COM NEW 37954A204 1,161 141,586 SH   DFND 1 141,586 0 0
GLOBAL NET LEASE INC COM NEW 379378201 10,888 529,075 SH   DFND 1 529,075 0 0
GLOBAL PARTNERS LP COM UNITS 37946R109 973 58,293 SH   DFND 1 2 58,293 0 0
GLOBAL PAYMENTS INC COM 37940X102 162,106 1,620,734 SH   DFND 1 1,612,819 0 7,915
GLOBAL SELF STORAGE INC COM 37955N106 346 74,849 SH   DFND 1 74,849 0 0
GLOBAL WATER RESOURCES INC COM 379463102 284 30,457 SH   DFND 1 30,457 0 0
GLOBALSCAPE INC COM 37940G109 104 29,423 SH   DFND 1 29,423 0 0
GLOBALSTAR INC COM 378973408 5,057 3,860,824 SH   DFND 1 3,860,824 0 0
GLOBUS MEDICAL INC - A CL A 379577208 24,589 598,284 SH   DFND 1 594,708 0 3,576
GLOWPOINT INC COM NEW 379887201 122 340,724 SH   DFND 1 340,724 0 0
GLU MOBILE INC COM 379890106 170 46,851 SH   DFND 1 2 46,851 0 0
GLU MOBILE INC COM 379890106 3,367 925,075 SH   DFND 1 925,075 0 0
GLYCOMIMETICS INC COM 38000Q102 2,635 156,952 SH   DFND 1 156,952 0 0
GMS INC COM 36251C103 9,273 246,377 SH   DFND 1 246,377 0 0
GNC HOLDINGS INC-CL A COM CL A 36191G107 2,129 577,235 SH   DFND 1 576,362 0 873
GODADDY INC - CLASS A CL A 380237107 42,932 853,870 SH   DFND 1 853,870 0 0
GOGO INC COM 38046C109 6,418 569,014 SH   DFND 1 569,014 0 0
GOLAR LNG LTD SHS G9456A100 7,897 264,941 SH   DFND 1 264,638 0 303
GOLAR LNG PARTNERS LP COM UNIT LPI Y2745C102 723 31,747 SH   DFND 1 31,747 0 0
GOLD RESOURCE CORP COM 38068T105 2,165 492,157 SH   DFND 1 492,157 0 0
GOLDEN ENTERTAINMENT INC COM 381013101 3,138 96,137 SH   DFND 1 96,137 0 0
GOLDEN MINERALS CO COM 381119106 102 236,143 SH   DFND 1 236,143 0 0
GOLDEN OCEAN GROUP LTD SHS NEW G39637205 700 85,954 SH   DFND 1 85,954 0 0
GOLDFIELD CORP COM 381370105 699 142,790 SH   DFND 1 142,790 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 931,903 3,665,842 SH   DFND 1 3,648,397 0 17,445
GOLDMAN SACHS MLP & ENERGY R COM 38148G107 110 17,887 SH   DFND 1 2 17,887 0 0
GOOD TIMES RESTAURANTS INC COM PAR $.001NEW 382140879 151 56,983 SH   DFND 1 56,983 0 0
GOODRICH PETROLEUM CORP COM PAR 382410843 301 27,665 SH   DFND 1 27,665 0 0
GOODYEAR TIRE & RUBBER CO COM 382550101 94,173 2,920,238 SH   DFND 1 2,908,008 0 12,230
GOPRO INC-CLASS A CL A 38268T103 7,145 943,936 SH   DFND 1 943,936 0 0
GOPRO INC-CLASS A CL A 38268T103 29 3,893 SH   DFND 1 2 3,893 0 0
GORES HOLDINGS II INC - CW22 *W EXP 03/06/202 382867117 267 133,033 SH   DFND 1 2 133,033 0 0
GORES HOLDINGS INC-CW20 *W EXP 11/04/202 44109J114 2,818 1,209,550 SH   DFND 1 2 1,209,550 0 0
GORMAN-RUPP CO COM 383082104 4,509 144,501 SH   DFND 1 144,501 0 0
GOVERNMENT PROPERTIES INCOME COM SHS BEN INT 38376A103 15,984 862,158 SH   DFND 1 862,158 0 0
GP STRATEGIES CORP COM 36225V104 2,721 117,294 SH   DFND 1 117,294 0 0
GPMT 5.625 12/01/22 NOTE 5.625%12/0 38741LAB3 8,955 9,000,000 PRN   DFND 1 2 9,000,000 0 0
GPRE 3.25 10/01/18 NOTE 3.250%10/0 393222AD6 2,181 2,000,000 PRN   DFND 1 2 2,000,000 0 0
GPRE 4.125 09/01/22 NOTE 4.125% 9/0 393222AF1 8,992 9,560,000 PRN   DFND 1 2 9,560,000 0 0
GRACO INC COM 384109104 67,016 1,482,009 SH   DFND 1 1,473,709 0 8,300
GRAHAM CORP COM 384556106 76 3,646 SH   DFND 1 2 3,646 0 0
GRAHAM CORP COM 384556106 1,478 70,646 SH   DFND 1 70,646 0 0
GRAHAM HOLDINGS CO-CLASS B COM 384637104 77 138 SH   DFND 1 2 138 0 0
GRAHAM HOLDINGS CO-CLASS B COM 384637104 22,134 39,643 SH   DFND 1 39,415 0 228
GRAMERCY PROPERTY TRUST COM NEW 385002308 35,083 1,315,975 SH   DFND 1 1,315,975 0 0
GRAND CANYON EDUCATION INC COM 38526M106 38,650 431,709 SH   DFND 1 431,709 0 0
GRANITE CONSTRUCTION INC COM 387328107 20,807 328,038 SH   DFND 1 326,072 0 1,966
GRANITE POINT MORTGAGE TRUST COM 38741L107 6,672 376,102 SH   DFND 1 376,102 0 0
GRAPHIC PACKAGING HOLDING CO COM 388689101 38,068 2,463,994 SH   DFND 1 2,463,994 0 0
GRAY TELEVISION INC COM 389375106 10,401 620,974 SH   DFND 1 620,974 0 0
GREAT AJAX CORP COM 38983D300 1,546 111,886 SH   DFND 1 111,886 0 0
GREAT ELM CAPITAL GROUP INC COM NEW 39036P209 489 120,848 SH   DFND 1 120,848 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 2,488 460,841 SH   DFND 1 460,841 0 0
GREAT PLAINS ENERGY INC COM 391164100 58,467 1,813,517 SH   DFND 1 1,802,886 0 10,631
GREAT SOUTHERN BANCORP INC COM 390905107 6,438 124,663 SH   DFND 1 124,663 0 0
GREAT WESTERN BANCORP INC COM 391416104 19,378 486,894 SH   DFND 1 486,894 0 0
GREEN BANCORP INC COM 39260X100 4,317 212,669 SH   DFND 1 211,634 0 1,035
GREEN BANCORP INC COM 39260X100 4 234 SH   DFND 1 2 234 0 0
GREEN BRICK PARTNERS INC COM 392709101 2,453 217,146 SH   DFND 1 217,146 0 0
GREEN DOT CORP-CLASS A CL A 39304D102 22,294 369,970 SH   DFND 1 369,970 0 0
GREEN DOT CORP-CLASS A CL A 39304D102 656 10,897 SH   DFND 1 2 10,897 0 0
GREEN PLAINS INC COM 393222104 5,795 343,955 SH   DFND 1 343,534 0 421
GREENBRIER COMPANIES INC COM 393657101 19,184 359,937 SH   DFND 1 359,818 0 119
GREENBRIER COMPANIES INC COM 393657101 25 475 SH   DFND 1 2 475 0 0
GREENE COUNTY BANCORP INC COM 394357107 424 13,012 SH   DFND 1 13,012 0 0
GREENHILL & CO INC COM 395259104 4,303 220,690 SH   DFND 1 219,755 0 935
GREENLIGHT CAPITAL RE LTD-A CLASS A G4095J109 5,002 248,871 SH   DFND 1 248,871 0 0
GREIF INC-CL A CL A 397624107 15,112 249,468 SH   DFND 1 247,993 0 1,475
GREIF INC-CL B CL B 397624206 1,338 19,295 SH   DFND 1 18,541 0 754
GRIFFIN INDUSTRIAL REALTY IN COM 398231100 442 12,065 SH   DFND 1 12,065 0 0
GRIFFON CORP COM 398433102 5,247 257,870 SH   DFND 1 257,870 0 0
GRIFOLS SA-ADR SP ADR REP B NVT 398438408 2,299 100,339 SH   DFND 1 98,706 0 1,633
GROUP 1 AUTOMOTIVE INC COM 398905109 11,227 158,194 SH   DFND 1 158,194 0 0
GROUPON INC COM 399473107 18,408 3,609,420 SH   DFND 1 3,609,420 0 0
GROUPON INC COM 399473107 104 20,556 SH   DFND 1 2 20,556 0 0
GRUBHUB INC COM 400110102 50,988 710,151 SH   DFND 1 710,151 0 0
GRUPO AEROPORTUARIO CEN-ADR SPON ADR 400501102 109 2,634 SH   DFND 1 2 2,634 0 0
GRUPO AEROPORTUARIO CEN-ADR SPON ADR 400501102 174 4,198 SH   DFND 1 4,198 0 0
GRUPO FIN SANTANDER-ADR B SPON ADR SHS B 05969B103 4 620 SH   DFND 1 0 0 620
GRUPO FIN SANTANDER-ADR B SPON ADR SHS B 05969B103 304 41,715 SH   DFND 1 2 41,715 0 0
GRUPO FINANCIERO GALICIA-ADR SP ADR 10 SH B 399909100 2,367 35,960 SH   DFND 1 35,960 0 0
GRUPO FINANCIERO GALICIA-ADR SP ADR 10 SH B 399909100 161 2,447 SH   DFND 1 2 2,447 0 0
GSCCN 7 08/15/21 NOTE 7.000% 8/1 38119TAG9 3,450 3,000,000 PRN   DFND 1 2 3,000,000 0 0
GSE SYSTEMS INC COM 36227K106 108 33,536 SH   DFND 1 33,536 0 0
GSI TECHNOLOGY INC COM 36241U106 977 122,851 SH   DFND 1 122,851 0 0
GSVC 5.25 09/15/18 NOTE 5.250% 9/1 36191JAB7 2,066 2,059,000 PRN   DFND 1 2 2,059,000 0 0
GTT COMMUNICATIONS INC COM 362393100 12,189 259,627 SH   DFND 1 259,627 0 0
GTX INC COM NEW 40052B207 510 40,138 SH   DFND 1 40,138 0 0
GTY TECHNOLOGY HOLDINGS IN-A CL A G4182A102 311 31,370 SH   DFND 1 31,370 0 0
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H.B. FULLER CO. COM 359694106 22,544 418,491 SH   DFND 1 418,491 0 0
HABIT RESTAURANTS INC/THE-A COM CL A 40449J103 1,783 186,755 SH   DFND 1 186,755 0 0
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HALCON RESOURCES CORP COM PAR NEW 40537Q605 9,316 1,230,652 SH   DFND 1 1,230,652 0 0
HALCON RESOURCES CORP-CW20 *W EXP 09/09/202 40537Q118 56 78,900 SH   DFND 1 2 78,900 0 0
HALLADOR ENERGY CO COM 40609P105 958 157,445 SH   DFND 1 157,445 0 0
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HAMILTON LANE INC-CLASS A CL A 407497106 5,331 150,650 SH   DFND 1 150,650 0 0
HANCOCK HOLDING CO COM 410120109 42,181 852,161 SH   DFND 1 847,290 0 4,871
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HANMI FINANCIAL CORPORATION COM NEW 410495204 8,702 286,729 SH   DFND 1 286,729 0 0
HANNON ARMSTRONG SUSTAINABLE COM 41068X100 10,311 428,557 SH   DFND 1 428,557 0 0
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HARDINGE INC COM 412324303 1,452 83,393 SH   DFND 1 83,393 0 0
HARLEY-DAVIDSON INC COM 412822108 87,869 1,730,695 SH   DFND 1 1,721,836 0 8,859
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HARSCO CORP COM 415864107 12,495 669,974 SH   DFND 1 668,989 0 985
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HARVARD BIOSCIENCE INC COM 416906105 484 146,791 SH   DFND 1 146,791 0 0
HASBRO INC COM 418056107 56 622 SH   DFND 1 2 622 0 0
HASBRO INC COM 418056107 131,022 1,443,987 SH   DFND 1 1,433,749 0 10,238
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HAWAIIAN TELCOM HOLDCO INC COM 420031106 2,740 88,810 SH   DFND 1 88,810 0 0
HAWKINS INC COM 420261109 2,931 83,272 SH   DFND 1 83,272 0 0
HAWTHORN BANCSHARES INC COM 420476103 1,015 48,921 SH   DFND 1 48,921 0 0
HAYMAKER ACQUISITION CO-CW22 *W EXP 10/27/202 420870115 160 200,000 SH   DFND 1 2 200,000 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 3,409 106,376 SH   DFND 1 106,376 0 0
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HCA HEALTHCARE INC COM 40412C101 243,496 2,778,426 SH   DFND 1 2,764,338 0 14,088
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HCP INC COM 40414L109 152,610 5,861,984 SH   DFND 1 5,838,260 0 23,724
HD SUPPLY HOLDINGS INC COM 40416M105 65,743 1,643,325 SH   DFND 1 1,643,325 0 0
HDFC BANK LTD-ADR ADR REPS 3 SHS 40415F101 1,843 18,130 SH   DFND 1 17,042 0 1,088
HEALTH INSURANCE INNOVATIO-A COM CL A 42225K106 7,197 288,481 SH   DFND 1 288,055 0 426
HEALTHCARE REALTY TRUST INC COM 421946104 41,356 1,287,559 SH   DFND 1 1,281,410 0 6,149
HEALTHCARE SERVICES GROUP COM 421906108 33,978 644,509 SH   DFND 1 644,509 0 0
HEALTHCARE TRUST OF AME-CL A CL A NEW 42225P501 50,908 1,694,675 SH   DFND 1 1,694,675 0 0
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HEALTHEQUITY INC COM 42226A107 21,434 459,370 SH   DFND 1 459,370 0 0
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HEALTHSTREAM INC COM 42222N103 5,224 225,564 SH   DFND 1 225,564 0 0
HEARTLAND EXPRESS INC COM 422347104 10,912 467,533 SH   DFND 1 467,533 0 0
HEARTLAND FINANCIAL USA INC COM 42234Q102 13,939 259,827 SH   DFND 1 259,827 0 0
HEAT BIOLOGICS INC -REDH COM 42237K300 30 79,837 SH   DFND 1 79,837 0 0
HECLA MINING CO COM 422704106 98 24,814 SH   DFND 1 2 24,814 0 0
HECLA MINING CO COM 422704106 13,179 3,319,815 SH   DFND 1 3,319,815 0 0
HEICO CORP COM 422806109 21,394 226,756 SH   DFND 1 226,756 0 0
HEICO CORP-CLASS A CL A 422806208 28,016 354,413 SH   DFND 1 353,782 0 631
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HEIDRICK & STRUGGLES INTL COM 422819102 4,795 195,330 SH   DFND 1 194,940 0 390
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HELIX ENERGY SOLUTIONS GROUP COM 42330P107 8,586 1,138,856 SH   DFND 1 1,138,856 0 0
HELMERICH & PAYNE COM 423452101 79,363 1,230,247 SH   DFND 1 1,224,131 0 6,116
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 1,375 119,060 SH   DFND 1 119,060 0 0
HEMISPHERX BIOPHARMA INC COM NEW 42366C301 25 74,832 SH   DFND 1 74,832 0 0
HENNESSY ADVISORS INC COM 425885100 217 13,164 SH   DFND 1 13,164 0 0
HENRY SCHEIN INC COM 806407102 134,517 1,928,477 SH   DFND 1 1,915,211 0 13,266
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HERC HOLDINGS INC COM 42704L104 13,903 222,064 SH   DFND 1 222,064 0 0
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HERITAGE INSURANCE HOLDINGS COM 42727J102 8 493 SH   DFND 1 2 493 0 0
HERITAGE-CRYSTAL CLEAN INC COM 42726M106 2,830 130,146 SH   DFND 1 130,146 0 0
HERMAN MILLER INC COM 600544100 29,403 734,160 SH   DFND 1 731,209 0 2,951
HERMAN MILLER INC COM 600544100 628 15,695 SH   DFND 1 2 15,695 0 0
HERON THERAPEUTICS INC COM 427746102 7,193 397,456 SH   DFND 1 397,456 0 0
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HERSHA HOSPITALITY TRUST PR SHS BEN INT 427825500 20 1,151 SH   DFND 1 2 1,151 0 0
HERSHEY CO/THE COM 427866108 174,476 1,540,262 SH   DFND 1 1,532,946 0 7,316
HERTZ GLOBAL HOLDINGS INC COM 42806J106 13,774 623,284 SH   DFND 1 623,284 0 0
HESKA CORP COM RESTRC NEW 42805E306 4,791 59,734 SH   DFND 1 59,734 0 0
HESS CORP COM 42809H107 2,848 60,000 SH   DFND 1 2 60,000 0 0
HESS CORP COM 42809H107 135,859 2,868,183 SH   DFND 1 2,854,753 0 13,430
HEWLETT PACKARD ENTERPRISE COM 42824C109 225,387 15,730,780 SH   DFND 1 15,649,145 0 81,635
HEXCEL CORP COM 428291108 45,376 733,654 SH   DFND 1 733,654 0 0
HFF INC-CLASS A CL A 40418F108 14,671 301,635 SH   DFND 1 301,635 0 0
HFF INC-CLASS A CL A 40418F108 182 3,743 SH   DFND 1 2 3,743 0 0
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HIGHPOWER INTERNATIONAL INC COM 43113X101 37 10,264 SH   DFND 1 10,264 0 0
HIGHWOODS PROPERTIES INC COM 431284108 53,138 1,043,771 SH   DFND 1 1,038,687 0 5,084
HILL INTERNATIONAL INC COM 431466101 1,501 275,563 SH   DFND 1 275,563 0 0
HILLENBRAND INC COM 431571108 23,959 535,998 SH   DFND 1 535,998 0 0
HILL-ROM HOLDINGS INC COM 431475102 44,689 530,191 SH   DFND 1 526,746 0 3,445
HILLTOP HOLDINGS INC COM 432748101 17,193 678,797 SH   DFND 1 678,797 0 0
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HILTON WORLDWIDE HOLDINGS IN COM 43300A203 168,974 2,120,355 SH   DFND 1 2,110,299 0 10,056
HIMAX TECHNOLOGIES INC-ADR SPONSORED ADR 43289P106 736 70,697 SH   DFND 1 70,697 0 0
HINGHAM INSTITUTION FOR SVGS COM 433323102 3,060 14,786 SH   DFND 1 14,786 0 0
HMS HOLDINGS CORP COM 40425J101 28 1,653 SH   DFND 1 2 1,653 0 0
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HNI CORP COM 404251100 203 5,277 SH   DFND 1 2 5,277 0 0
HOLLYFRONTIER CORP COM 436106108 25 495 SH   DFND 1 2 495 0 0
HOLLYFRONTIER CORP COM 436106108 79,814 1,559,196 SH   DFND 1 1,549,648 0 9,548
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 953 42,830 SH   DFND 1 42,830 0 0
HOLOGIC INC COM 436440101 129,454 3,034,202 SH   DFND 1 3,010,897 0 23,305
HOME BANCORP INC COM 43689E107 1,941 44,910 SH   DFND 1 44,910 0 0
HOME BANCSHARES INC COM 436893200 32,468 1,396,496 SH   DFND 1 1,388,698 0 7,798
HOME DEPOT INC COM 437076102 2,207,871 11,675,138 SH   DFND 1 11,614,274 0 60,864
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HOMESTREET INC COM 43785V102 7,375 254,784 SH   DFND 1 254,784 0 0
HOMETRUST BANCSHARES INC COM 437872104 3,968 154,100 SH   DFND 1 154,100 0 0
HONDA MOTOR CO LTD-SPONS ADR AMERN SHS 438128308 775 22,765 SH   DFND 1 20,062 0 2,703
HONEYWELL INTERNATIONAL INC COM 438516106 1,840 12,000 SH   DFND 1 2 12,000 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 1,303,041 8,513,277 SH   DFND 1 8,475,394 0 37,883
HOOKER FURNITURE CORP COM 439038100 4,191 98,746 SH   DFND 1 98,746 0 0
HOPE BANCORP INC COM 43940T109 21,270 1,165,510 SH   DFND 1 1,165,510 0 0
HOPFED BANCORP INC COM 439734104 313 22,075 SH   DFND 1 22,075 0 0
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HORACE MANN EDUCATORS COM 440327104 14,887 337,576 SH   DFND 1 337,576 0 0
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HORIZON BANCORP INDIANA COM 440407104 12 439 SH   DFND 1 2 439 0 0
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HORIZON PHARMA PLC SHS G4617B105 22,087 1,512,858 SH   DFND 1 1,512,858 0 0
HORMEL FOODS CORP COM 440452100 117,316 3,229,951 SH   DFND 1 3,215,774 0 14,177
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HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 59,061 1,978,613 SH   DFND 1 1,969,216 0 9,397
HOST HOTELS & RESORTS INC COM 44107P104 188,644 9,519,987 SH   DFND 1 9,479,866 0 40,121
HOSTESS BRANDS INC CL A 44109J106 10,822 730,759 SH   DFND 1 730,759 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 8,934 960,694 SH   DFND 1 960,694 0 0
HOULIHAN LOKEY INC CL A 441593100 837 18,438 SH   DFND 1 2 18,438 0 0
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HOUSTON AMERICAN ENERGY CORP COM 44183U100 44 135,281 SH   DFND 1 135,281 0 0
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HOVNANIAN ENTERPRISES-A CL A 442487203 3,425 1,022,633 SH   DFND 1 1,018,417 0 4,216
HOVNANIAN ENTERPRISES-A CL A 442487203 237 70,779 SH   DFND 1 2 70,779 0 0
HOWARD BANCORP INC COM 442496105 1,519 69,057 SH   DFND 1 69,057 0 0
HOWARD HUGHES CORP/THE COM 44267D107 40,829 311,037 SH   DFND 1 311,037 0 0
HP INC COM 40434L105 393,693 18,775,726 SH   DFND 1 18,683,070 0 92,656
HRG GROUP INC COM 40434J100 32 1,929 SH   DFND 1 2 1,929 0 0
HRG GROUP INC COM 40434J100 19,997 1,179,819 SH   DFND 1 1,179,819 0 0
HSBC HOLDINGS PLC-SPONS ADR SPON ADR NEW 404280406 8,731 169,081 SH   DFND 1 166,310 0 2,771
HSN INC COM 404303109 10,138 251,255 SH   DFND 1 251,255 0 0
HTG MOLECULAR DIAGNOSTICS COM 40434H104 40 19,859 SH   DFND 1 19,859 0 0
HUB GROUP INC-CL A CL A 443320106 13,875 289,678 SH   DFND 1 289,678 0 0
HUBBELL INC COM 443510607 60,291 445,480 SH   DFND 1 442,786 0 2,694
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HUDBAY MINERALS INC COM 443628102 409 46,300 SH   DFND 1 2 46,300 0 0
HUDSON GLOBAL INC COM 443787106 204 90,899 SH   DFND 1 90,899 0 0
HUDSON PACIFIC PROPERTIES IN COM 444097109 53,468 1,561,120 SH   DFND 1 1,561,120 0 0
HUDSON TECHNOLOGIES INC COM 444144109 1,977 325,835 SH   DFND 1 325,835 0 0
HUMANA INC COM 444859102 172 696 SH   DFND 1 2 696 0 0
HUMANA INC COM 444859102 376,765 1,521,958 SH   DFND 1 1,514,553 0 7,405
HUNT (JB) TRANSPRT SVCS INC COM 445658107 40 349 SH   DFND 1 2 349 0 0
HUNT (JB) TRANSPRT SVCS INC COM 445658107 119,720 1,043,161 SH   DFND 1 1,035,080 0 8,081
HUNTER MARITIME ACQUISITION CL A Y37828111 6,311 647,300 SH   DFND 1 2 647,300 0 0
HUNTER MARITIME ACQUISITIO-W *W EXP 99/99/999 Y37828129 200 664,850 SH   DFND 1 2 664,850 0 0
HUNTINGTON BANCSHARES INC COM 446150104 175,960 12,108,854 SH   DFND 1 12,054,683 0 54,171
HUNTINGTON INGALLS INDUSTRIE COM 446413106 111,919 475,057 SH   DFND 1 472,820 0 2,237
HUNTSMAN CORP COM 447011107 86,919 2,610,994 SH   DFND 1 2,610,994 0 0
HUNTSMAN CORP COM 447011107 24 746 SH   DFND 1 2 746 0 0
HURCO COMPANIES INC COM 447324104 3,274 77,586 SH   DFND 1 77,586 0 0
HURON CONSULTING GROUP INC COM 447462102 8,098 200,221 SH   DFND 1 200,221 0 0
HUTCHISON CHINA MEDITECH-ADR SPONSORED ADR 44842L103 258 6,554 SH   DFND 1 6,554 0 0
HUTTIG BUILDING PRODUCTS INC COM 448451104 1,103 166,011 SH   DFND 1 166,011 0 0
HYATT HOTELS CORP - CL A COM CL A 448579102 31 427 SH   DFND 1 2 427 0 0
HYATT HOTELS CORP - CL A COM CL A 448579102 28,168 383,033 SH   DFND 1 383,033 0 0
HYDROGENICS CORP COM NEW 448883207 137 12,364 SH   DFND 1 12,364 0 0
HYSTER-YALE MATERIALS CL A 449172105 7,004 82,246 SH   DFND 1 82,246 0 0
IAC/INTERACTIVECORP COM 44919P508 79,233 648,371 SH   DFND 1 648,221 0 150
IAMGOLD CORP COM 450913108 66 11,377 SH   DFND 1 11,377 0 0
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IBIO INC COM 451033104 60 342,667 SH   DFND 1 342,667 0 0
ICAD INC COM NEW 44934S206 251 73,148 SH   DFND 1 73,148 0 0
ICAHN ENTERPRISES LP DEPOSITARY UNIT 451100101 5,395 101,799 SH   DFND 1 101,799 0 0
ICF INTERNATIONAL INC COM 44925C103 27 525 SH   DFND 1 2 525 0 0
ICF INTERNATIONAL INC COM 44925C103 9,111 173,557 SH   DFND 1 173,557 0 0
ICHOR HOLDINGS LTD SHS G4740B105 3,887 158,025 SH   DFND 1 158,025 0 0
ICICI BANK LTD-SPON ADR ADR 45104G104 624 64,209 SH   DFND 1 61,237 0 2,972
ICON PLC SHS G4705A100 3,769 33,612 SH   DFND 1 33,612 0 0
ICONIX BRAND GROUP INC COM 451055107 619 479,901 SH   DFND 1 479,901 0 0
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ICU MEDICAL INC COM 44930G107 29,434 136,271 SH   DFND 1 136,271 0 0
ID SYSTEMS INC COM 449489103 392 56,581 SH   DFND 1 56,581 0 0
IDACORP INC COM 451107106 39,811 435,767 SH   DFND 1 433,286 0 2,481
IDEAL POWER INC COM 451622104 84 59,328 SH   DFND 1 59,328 0 0
IDENTIV INC COM NEW 45170X205 187 56,100 SH   DFND 1 56,100 0 0
IDERA PHARMACEUTICALS INC COM NEW 45168K306 2,692 1,276,263 SH   DFND 1 1,276,263 0 0
IDEX CORP COM 45167R104 84,202 638,423 SH   DFND 1 634,660 0 3,763
IDEXX LABORATORIES INC COM 45168D104 148,977 954,584 SH   DFND 1 947,208 0 7,376
IDT CORP-CLASS B CL B NEW 448947507 1,752 165,320 SH   DFND 1 165,320 0 0
IEC ELECTRONICS CORP COM 44949L105 74 18,187 SH   DFND 1 18,187 0 0
IES HOLDINGS INC COM 44951W106 1,380 80,030 SH   DFND 1 80,030 0 0
IGNYTA INC COM 451731103 12,445 466,115 SH   DFND 1 466,115 0 0
IHS MARKIT LTD SHS G47567105 182,619 4,052,864 SH   DFND 1 4,034,797 0 18,067
II-VI INC COM 902104108 23,723 505,300 SH   DFND 1 505,300 0 0
IKANG HEALTHCARE GROUP-ADR SPONSORED ADR 45174L108 576 36,473 SH   DFND 1 36,473 0 0
ILG INC COM 44967H101 27,427 963,035 SH   DFND 1 957,729 0 5,306
ILG INC COM 44967H101 996 35,000 SH   DFND 1 2 35,000 0 0
ILLINOIS TOOL WORKS COM 452308109 556,967 3,345,059 SH   DFND 1 3,328,725 0 16,334
ILLUMINA INC COM 452327109 344,665 1,580,736 SH   DFND 1 1,568,186 0 12,550
IMAX CORP COM 45245E109 2,676 115,630 SH   DFND 1 115,630 0 0
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IMMUNE PHARMACEUTICALS INC COM NEW 45254C200 12 22,355 SH   DFND 1 22,355 0 0
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IMMUNOGEN INC COM 45253H101 6,122 955,193 SH   DFND 1 954,341 0 852
IMMUNOMEDICS INC COM 452907108 16,100 996,333 SH   DFND 1 996,333 0 0
IMPAC MORTGAGE HOLDINGS INC COM NEW 45254P508 1,104 108,751 SH   DFND 1 108,751 0 0
IMPAX LABORATORIES INC COM 45256B101 10,956 658,031 SH   DFND 1 658,031 0 0
IMPERIAL OIL LTD COM 453038408 4,793 155,127 SH   DFND 1 154,802 0 325
IMPERVA INC COM 45321L100 11,330 285,399 SH   DFND 1 285,399 0 0
IMPINJ INC COM 453204109 3,622 160,803 SH   DFND 1 160,803 0 0
IMPRIMIS PHARMACEUTICALS INC COM NEW 45323A201 117 68,853 SH   DFND 1 68,853 0 0
INC RESEARCH HOLDINGS INC-A CL A 87166B102 23,570 540,604 SH   DFND 1 537,830 0 2,774
INC RESEARCH HOLDINGS INC-A COM 45329R109 23,570 540,604 SH   DFND 1 537,830 0 2,774
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INCYTE CORP COM 45337C102 183,174 1,937,910 SH   DFND 1 1,921,594 0 16,316
INDEPENDENCE CONTRACT DRILLI COM 453415309 989 248,729 SH   DFND 1 248,729 0 0
INDEPENDENCE HOLDING CO COM NEW 453440307 3,394 123,662 SH   DFND 1 123,662 0 0
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INDEPENDENT BANK CORP - MICH COM NEW 453838609 93 4,173 SH   DFND 1 2 4,173 0 0
INDEPENDENT BANK CORP - MICH COM NEW 453838609 4,323 193,456 SH   DFND 1 193,456 0 0
INDEPENDENT BANK CORP/MA COM 453836108 7 109 SH   DFND 1 2 109 0 0
INDEPENDENT BANK CORP/MA COM 453836108 17,486 250,346 SH   DFND 1 250,346 0 0
INDEPENDENT BANK GROUP INC COM 45384B106 11,740 173,683 SH   DFND 1 173,683 0 0
INDUSTRIAL SVCS OF AMERICA COM 456314103 24 15,157 SH   DFND 1 15,157 0 0
INFINERA CORP COM 45667G103 8,315 1,313,616 SH   DFND 1 1,313,616 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 660 325,567 SH   DFND 1 325,241 0 326
INFINITY PROPERTY & CASUALTY COM 45665Q103 10,400 98,122 SH   DFND 1 98,122 0 0
INFORMATION SERVICES GROUP COM 45675Y104 905 217,152 SH   DFND 1 217,152 0 0
INFOSYS LTD-SP ADR SPONSORED ADR 456788108 5,355 333,395 SH   DFND 1 330,671 0 2,724
INFRAREIT INC COM 45685L100 568 30,600 SH   DFND 1 2 30,600 0 0
INFRAREIT INC COM 45685L100 8,405 452,387 SH   DFND 1 452,387 0 0
INFUSYSTEM HOLDINGS INC COM 45685K102 107 46,642 SH   DFND 1 46,642 0 0
ING GROEP N.V.-SPONSORED ADR SPONSORED ADR 456837103 562 30,496 SH   DFND 1 27,468 0 3,028
INGERSOLL-RAND PLC SHS G47791101 248,631 2,793,249 SH   DFND 1 2,780,253 0 12,996
INGEVITY CORP COM 45688C107 25,911 367,698 SH   DFND 1 367,633 0 65
INGLES MARKETS INC-CLASS A CL A 457030104 67 1,955 SH   DFND 1 2 1,955 0 0
INGLES MARKETS INC-CLASS A CL A 457030104 7,040 203,478 SH   DFND 1 203,478 0 0
INGREDION INC COM 457187102 97,286 696,219 SH   DFND 1 692,484 0 3,735
INNERWORKINGS INC COM 45773Y105 3,967 395,527 SH   DFND 1 395,527 0 0
INNODATA INC COM NEW 457642205 98 72,296 SH   DFND 1 72,296 0 0
INNOPHOS HOLDINGS INC COM 45774N108 9,391 200,980 SH   DFND 1 200,656 0 324
INNOSPEC INC COM 45768S105 15,168 214,852 SH   DFND 1 214,852 0 0
INNOVATIVE INDUSTRIAL PROPER COM 45781V101 491 15,197 SH   DFND 1 15,197 0 0
INNOVATIVE SOLUTIONS & SUPP COM 45769N105 165 56,144 SH   DFND 1 56,144 0 0
INNOVIVA INC COM 45781M101 11,144 785,344 SH   DFND 1 783,904 0 1,440
INNOVIVA INC COM 45781M101 86 6,065 SH   DFND 1 2 6,065 0 0
INOGEN INC COM 45780L104 84 712 SH   DFND 1 2 712 0 0
INOGEN INC COM 45780L104 18,375 154,310 SH   DFND 1 154,310 0 0
INOVALON HOLDINGS INC - A COM CL A 45781D101 8,806 587,103 SH   DFND 1 587,103 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 176 42,668 SH   DFND 1 2 42,668 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 3,266 790,959 SH   DFND 1 790,959 0 0
INPHI CORP COM 45772F107 12,461 340,485 SH   DFND 1 340,485 0 0
INSEEGO CORP COM 45782B104 354 220,379 SH   DFND 1 220,379 0 0
INSIGHT ENTERPRISES INC COM 45765U103 12,077 315,416 SH   DFND 1 315,416 0 0
INSIGNIA SYSTEMS INC COM 45765Y105 34 28,672 SH   DFND 1 28,672 0 0
INSMED INC COM PAR $.01 457669307 21,575 691,982 SH   DFND 1 691,982 0 0
INSPERITY INC COM 45778Q107 24,399 425,454 SH   DFND 1 424,686 0 768
INSPERITY INC COM 45778Q107 1,128 19,672 SH   DFND 1 2 19,672 0 0
INSPIRED ENTERTAINMENT INC COM 45782N108 235 24,081 SH   DFND 1 24,081 0 0
INSTALLED BUILDING PRODUCTS COM 45780R101 13,021 171,452 SH   DFND 1 171,452 0 0
INSTEEL INDUSTRIES INC COM 45774W108 4,334 153,069 SH   DFND 1 153,069 0 0
INSTRUCTURE INC COM 45781U103 7,258 219,276 SH   DFND 1 219,276 0 0
INSULET CORP COM 45784P101 35,838 519,401 SH   DFND 1 519,401 0 0
INSYS THERAPEUTICS INC COM NEW 45824V209 2,363 245,665 SH   DFND 1 245,347 0 318
INTEGER HOLDINGS CORP COM 45826H109 10,693 236,056 SH   DFND 1 235,301 0 755
INTEGRA LIFESCIENCES HOLDING COM NEW 457985208 26,964 563,397 SH   DFND 1 563,397 0 0
INTEGRATED DEVICE TECH INC COM 458118106 34,827 1,171,458 SH   DFND 1 1,164,914 0 6,544
INTEL CORP COM 458140100 2,663,881 57,813,577 SH   DFND 1 57,406,791 0 406,786
INTEL CORP COM 458140100 152 3,307 SH   DFND 1 2 3,307 0 0
INTELLIA THERAPEUTICS INC COM 45826J105 3,765 195,925 SH   DFND 1 195,925 0 0
INTELLICHECK INC COM NEW 45817G201 28 11,261 SH   DFND 1 11,261 0 0
INTELLIPHARMACEUTICS INTERNA COM 458173101 11 13,756 SH   DFND 1 13,756 0 0
INTELSAT SA COM L5140P101 250 73,996 SH   DFND 1 73,996 0 0
INTER PARFUMS INC COM 458334109 7,523 173,156 SH   DFND 1 173,156 0 0
INTERACTIVE BROKERS GRO-CL A COM 45841N107 35,236 595,111 SH   DFND 1 591,060 0 4,051
INTERCEPT PHARMACEUTICALS IN COM 45845P108 9,327 159,666 SH   DFND 1 159,650 0 16
INTERCONTINENTAL EXCHANGE IN COM 45866F104 398,249 5,657,155 SH   DFND 1 5,628,062 0 29,093
INTERCONTINENTAL HOTELS-ADR SPONSORED ADR 45857P707 418 6,597 SH   DFND 1 5,653 0 944
INTERDIGITAL INC COM 45867G101 26,250 344,716 SH   DFND 1 342,742 0 1,974
INTERFACE INC COM 458665304 25 1,032 SH   DFND 1 2 1,032 0 0
INTERFACE INC COM 458665304 13,923 553,615 SH   DFND 1 553,615 0 0
INTERMOLECULAR INC COM 45882D109 95 69,386 SH   DFND 1 69,386 0 0
INTERNAP CORP COM PAR 45885A409 2,176 138,556 SH   DFND 1 138,213 0 343
INTERNATIONAL BANCSHARES CRP COM 459044103 26,688 672,259 SH   DFND 1 669,586 0 2,673
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 158 5,986 SH   DFND 1 2 5,986 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 6,361 239,952 SH   DFND 1 239,952 0 0
INTERNATIONAL PAPER CO COM 460146103 246,807 4,268,853 SH   DFND 1 4,245,750 0 23,103
INTERNATIONAL SEAWAYS INC COM Y41053102 4,950 268,165 SH   DFND 1 268,165 0 0
INTERPACE DIAGNOSTICS GROUP COM NEW 46062X204 87 85,378 SH   DFND 1 85,378 0 0
INTERPUBLIC GROUP OF COS INC COM 460690100 93,577 4,650,235 SH   DFND 1 4,630,142 0 20,093
INTERSECT ENT INC COM 46071F103 28 865 SH   DFND 1 2 865 0 0
INTERSECT ENT INC COM 46071F103 8,281 255,617 SH   DFND 1 255,617 0 0
INTERSECTIONS INC COM 460981301 152 67,353 SH   DFND 1 67,353 0 0
INTEST CORP COM 461147100 312 36,180 SH   DFND 1 36,180 0 0
INTEST CORP COM 461147100 82 9,554 SH   DFND 1 2 9,554 0 0
INTEVAC INC COM 461148108 1,115 162,852 SH   DFND 1 162,852 0 0
INTL BUSINESS MACHINES CORP COM 459200101 243 1,589 SH   DFND 1 2 1,589 0 0
INTL BUSINESS MACHINES CORP COM 459200101 1,524,632 9,956,846 SH   DFND 1 9,911,265 0 45,581
INTL FCSTONE INC COM 46116V105 9,746 229,167 SH   DFND 1 229,167 0 0
INTL FLAVORS & FRAGRANCES COM 459506101 136,648 897,147 SH   DFND 1 893,061 0 4,086
INTL SPEEDWAY CORP-CL A CL A 460335201 9,284 232,996 SH   DFND 1 231,791 0 1,205
INTRA-CELLULAR THERAPIES INC COM 46116X101 5,809 401,194 SH   DFND 1 401,194 0 0
INTREPID POTASH INC COM 46121Y102 4,106 862,713 SH   DFND 1 862,713 0 0
INTREXON CORP COM 46122T102 60 5,220 SH   DFND 1 2 5,220 0 0
INTREXON CORP COM 46122T102 5,684 493,488 SH   DFND 1 493,488 0 0
INTRICON CORP COM 46121H109 274 13,883 SH   DFND 1 13,883 0 0
INTUIT INC COM 461202103 475,804 3,020,966 SH   DFND 1 2,999,384 0 21,582
INTUITIVE SURGICAL INC COM NEW 46120E602 485,555 1,333,002 SH   DFND 1 1,323,528 0 9,474
INTUITIVE SURGICAL INC COM NEW 46120E602 39 107 SH   DFND 1 2 107 0 0
INUVO INC COM NEW 46122W204 86 106,848 SH   DFND 1 106,848 0 0
INVACARE CORP COM 461203101 4,477 265,710 SH   DFND 1 265,710 0 0
INVESCO LTD SHS G491BT108 155,969 4,277,503 SH   DFND 1 4,257,254 0 20,249
INVESCO MORTGAGE CAPITAL COM 46131B100 16,162 906,450 SH   DFND 1 900,602 0 5,848
INVESCO MUNICIPAL OPPORTUNI COM 46132C107 606 48,896 SH   DFND 1 2 48,896 0 0
INVESCO PENNSYLVANIA VALUE M COM 46132K109 3,183 261,982 SH   DFND 1 2 261,982 0 0
INVESCO VALUE MUNICIPAL INCO COM 46132P108 1,295 86,939 SH   DFND 1 2 86,939 0 0
INVESTAR HOLDING CORP COM 46134L105 1,484 61,580 SH   DFND 1 61,580 0 0
INVESTMENT TECHNOLOGY GROUP COM 46145F105 535 27,810 SH   DFND 1 2 27,810 0 0
INVESTMENT TECHNOLOGY GROUP COM 46145F105 6,257 325,058 SH   DFND 1 325,058 0 0
INVESTORS BANCORP INC COM 46146L101 35,036 2,524,252 SH   DFND 1 2,524,252 0 0
INVESTORS REAL ESTATE TRUST SH BEN INT 461730103 5,676 999,309 SH   DFND 1 999,309 0 0
INVESTORS TITLE CO COM 461804106 2,123 10,708 SH   DFND 1 10,708 0 0
INVITAE CORP COM 46185L103 2,644 291,229 SH   DFND 1 291,229 0 0
INVITATION HOMES INC COM 46187W107 69,385 2,945,630 SH   DFND 1 2,945,630 0 0
INVIVO THERAPEUTICS HOLDINGS COM NEW 46186M209 133 173,842 SH   DFND 1 173,842 0 0
INVUITY INC COM NEW 46187J205 447 72,121 SH   DFND 1 72,121 0 0
ION GEOPHYSICAL CORP COM NEW 462044207 18 941 SH   DFND 1 2 941 0 0
ION GEOPHYSICAL CORP COM NEW 462044207 830 42,046 SH   DFND 1 42,046 0 0
IONIS PHARMACEUTICALS INC COM 462222100 53,991 1,073,382 SH   DFND 1 1,073,182 0 200
IONIS PHARMACEUTICALS INC COM 462222100 37 748 SH   DFND 1 2 748 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 4,592 574,043 SH   DFND 1 574,043 0 0
IPASS INC COM 46261V108 246 474,363 SH   DFND 1 474,363 0 0
IPG PHOTONICS CORP COM 44980X109 81,322 379,982 SH   DFND 1 378,131 0 1,851
IQVIA HOLDINGS INC COM 46266C105 151,538 1,551,032 SH   DFND 1 1,543,791 0 7,241
IRADIMED CORP COM 46266A109 383 25,310 SH   DFND 1 25,310 0 0
IRDM 6 3/4 PERP S-B PERP PFD CNV B 46269C409 22,675 55,688 PRN   DFND 1 2 55,688 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 8,879 158,418 SH   DFND 1 158,418 0 0
IRIDEX CORP COM 462684101 287 37,770 SH   DFND 1 37,770 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 9,052 767,169 SH   DFND 1 767,169 0 0
IROBOT CORP COM 462726100 18,444 240,477 SH   DFND 1 240,320 0 157
IRON MOUNTAIN INC COM 46284V101 114,443 3,039,257 SH   DFND 1 3,024,977 0 14,280
IRON MOUNTAIN INC COM 46284V101 39 1,041 SH   DFND 1 2 1,041 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 18,586 1,239,906 SH   DFND 1 1,239,906 0 0
ISHA CURR HEDGED MSCI EAFE HDG MSCI EAFE 46434V803 3,647 122,880 PRN   DFND 1 122,880 0 0
ISHARES CORE MSCI EMERGING CORE MSCI EMKT 46434G103 11,939 209,840 PRN   DFND 1 209,840 0 0
ISHARES CORE S&P 500 ETF CORE S&P500 ETF 464287200 21,901 81,465 PRN   DFND 1 81,465 0 0
ISHARES CORE S&P MIDCAP ETF CORE S&P MCP ETF 464287507 2,689 14,172 PRN   DFND 1 14,172 0 0
ISHARES CORE S&P SMALL-CAP E CORE S&P SCP ETF 464287804 2,126 27,690 PRN   DFND 1 27,690 0 0
ISHARES CURRENCY HEDGED MSCI CUR HD EURZN ETF 46434V639 6,796 228,000 PRN   DFND 1 228,000 0 0
ISHARES GLOBAL HEALTHCARE ET GLOB HLTHCRE ETF 464287325 415 3,690 PRN   DFND 1 3,690 0 0
ISHARES MSCI EAFE ETF MSCI EAFE ETF 464287465 6,540 93,020 PRN   DFND 1 93,020 0 0
ISHARES MSCI EMERGING MARKET MSCI EMG MKT ETF 464287234 12,512 265,553 PRN   DFND 1 265,553 0 0
ISHARES MSCI INDIA ETF MSCI INDIA ETF 46429B598 13,741 380,981 PRN   DFND 1 380,981 0 0
ISHARES MSCI TAIWAN ETF MSCI TAIWAN ETF 46434G772 25,026 691,149 PRN   DFND 1 691,149 0 0
ISHARES RUSSELL 1000 ETF RUS 1000 ETF 464287622 769 5,175 PRN   DFND 1 5,175 0 0
ISORAY INC COM 46489V104 107 269,778 SH   DFND 1 269,778 0 0
ISRAEL CHEMICALS LTD SHS M5920A109 182 45,225 SH   DFND 1 2 45,225 0 0
ISRAMCO INC COM NEW 465141406 683 6,536 SH   DFND 1 6,536 0 0
ISSUER DIRECT CORP COM NEW 46520M204 658 35,897 SH   DFND 1 35,897 0 0
ISTAR INC COM 45031U101 797 70,570 SH   DFND 1 2 70,570 0 0
ISTAR INC COM 45031U101 7,474 661,454 SH   DFND 1 661,454 0 0
ITERIS INC COM 46564T107 1,571 225,511 SH   DFND 1 225,511 0 0
ITRON INC COM 465741106 21,618 316,988 SH   DFND 1 316,988 0 0
ITT INC COM 45073V108 39,518 740,459 SH   DFND 1 736,119 0 4,340
ITURAN LOCATION AND CONTROL SHS M6158M104 51 1,500 SH   DFND 1 2 1,500 0 0
ITURAN LOCATION AND CONTROL SHS M6158M104 452 13,241 SH   DFND 1 13,241 0 0
ITUS CORP COM NEW 45069V203 206 87,602 SH   DFND 1 87,602 0 0
IXYS CORP COM COM 46600W106 6,037 252,070 SH   DFND 1 252,070 0 0
IZEA INC COM 46603N301 112 24,901 SH   DFND 1 24,901 0 0
J & J SNACK FOODS CORP COM 466032109 20,847 137,310 SH   DFND 1 137,310 0 0
J ALEXANDER'S HOLDINGS COM 46609J106 1,031 106,374 SH   DFND 1 106,374 0 0
J. JILL INC COM 46620W102 1,045 134,081 SH   DFND 1 134,081 0 0
J.C. PENNEY CO INC COM 708160106 7,964 2,520,383 SH   DFND 1 2,520,383 0 0
J2 GLOBAL INC COM 48123V102 94 1,258 SH   DFND 1 2 1,258 0 0
J2 GLOBAL INC COM 48123V102 31,741 423,049 SH   DFND 1 420,464 0 2,585
JA SOLAR HOLDINGS CO LTD-ADR SPON ADR REP5ORD 466090206 133 17,962 SH   DFND 1 17,962 0 0
JABIL INC COM 466313103 211 8,048 SH   DFND 1 2 8,048 0 0
JABIL INC COM 466313103 40,985 1,561,340 SH   DFND 1 1,552,337 0 9,003
JACK HENRY & ASSOCIATES INC COM 426281101 98,230 840,263 SH   DFND 1 836,457 0 3,806
JACK IN THE BOX INC COM 466367109 25,944 264,448 SH   DFND 1 262,996 0 1,452
JACK IN THE BOX INC COM 466367109 875 8,920 SH   DFND 1 2 8,920 0 0
JACOBS ENGINEERING GROUP INC COM 469814107 89,618 1,361,374 SH   DFND 1 1,355,382 0 5,992
JAGGED PEAK ENERGY INC COM 47009K107 5,341 338,519 SH   DFND 1 338,519 0 0
JAGUAR HEALTH INC COM 47010C201 3 27,742 SH   DFND 1 27,742 0 0
JAKKS PACIFIC INC COM 47012E106 236 100,763 SH   DFND 1 99,225 0 1,538
JAMBA INC COM NEW 47023A309 734 91,082 SH   DFND 1 91,082 0 0
JAMES RIVER GROUP HOLDINGS L COM G5005R107 9,162 228,996 SH   DFND 1 228,996 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 43,639 1,140,607 SH   DFND 1 1,131,528 0 9,079
JASON INDUSTRIES INC COM 471172106 130 54,863 SH   DFND 1 54,863 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 888 6,597 SH   DFND 1 2 6,597 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 55,650 413,570 SH   DFND 1 413,570 0 0
JBG SMITH PROPERTIES COM 46590V100 29,176 840,103 SH   DFND 1 835,496 0 4,607
JD.COM INC-ADR SPON ADR CL A 47215P106 66,747 1,618,530 SH   DFND 1 1,585,474 0 33,056
JELD-WEN HOLDING INC COM 47580P103 23,775 603,891 SH   DFND 1 603,891 0 0
JERNIGAN CAPITAL INC COM 476405105 2,197 115,577 SH   DFND 1 115,577 0 0
JETBLUE AIRWAYS CORP COM 477143101 51 2,297 SH   DFND 1 2 2,297 0 0
JETBLUE AIRWAYS CORP COM 477143101 64,895 2,904,888 SH   DFND 1 2,889,090 0 15,798
JM SMUCKER CO/THE COM NEW 832696405 187,100 1,508,493 SH   DFND 1 1,502,393 0 6,100
JOHN B. SANFILIPPO & SON INC COM 800422107 5,000 79,064 SH   DFND 1 78,727 0 337
JOHN BEAN TECHNOLOGIES CORP COM 477839104 29,030 262,011 SH   DFND 1 262,011 0 0
JOHNSON & JOHNSON COM 478160104 4,256,109 30,521,157 SH   DFND 1 30,381,790 0 139,367
JOHNSON CONTROLS INTERNATION SHS G51502105 345,403 9,083,841 SH   DFND 1 9,036,354 0 47,487
JOHNSON OUTDOORS INC-A CL A 479167108 4,986 80,305 SH   DFND 1 80,305 0 0
JOHNSON OUTDOORS INC-A CL A 479167108 640 10,321 SH   DFND 1 2 10,321 0 0
JONES ENERGY INC - A COM CL A 48019R108 553 503,514 SH   DFND 1 503,514 0 0
JONES LANG LASALLE INC COM 48020Q107 56,786 381,526 SH   DFND 1 379,290 0 2,236
JOUNCE THERAPEUTICS INC COM 481116101 1,296 101,657 SH   DFND 1 101,422 0 235
JPMORGAN CHASE & CO COM 46625H100 3,960,594 37,112,305 SH   DFND 1 36,933,321 0 178,984
JRJR33 INC COM 46645Q106 8 44,389 SH   DFND 1 44,389 0 0
JUNIPER NETWORKS INC COM 48203R104 148,391 5,214,972 SH   DFND 1 5,195,336 0 19,636
JUNIPER PHARMACEUTICALS INC COM 48203L107 297 61,279 SH   DFND 1 61,279 0 0
JUNO THERAPEUTICS INC COM 48205A109 27 601 SH   DFND 1 2 601 0 0
JUNO THERAPEUTICS INC COM 48205A109 35,108 768,066 SH   DFND 1 768,066 0 0
JUST ENERGY GROUP INC COM 48213W101 7 1,772 SH   DFND 1 1,772 0 0
JUST ENERGY GROUP INC COM 48213W101 79 18,397 SH   DFND 1 18,397 0 0
K12 INC COM 48273U102 8,941 562,369 SH   DFND 1 562,043 0 326
K12 INC COM 48273U102 440 27,699 SH   DFND 1 2 27,699 0 0
K2M GROUP HOLDINGS INC COM 48273J107 6,499 361,080 SH   DFND 1 361,080 0 0
KADANT INC COM 48282T104 9,070 90,342 SH   DFND 1 90,342 0 0
KADMON HOLDINGS INC COM 48283N106 1,679 463,844 SH   DFND 1 463,844 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 16,478 154,217 SH   DFND 1 154,217 0 0
KALA PHARMACEUTICALS INC COM 483119103 1,275 68,987 SH   DFND 1 68,987 0 0
KALVISTA PHARMACEUTICALS INC COM 483497103 202 20,762 SH   DFND 1 20,762 0 0
KAMADA LTD SHS M6240T109 79 16,824 SH   DFND 1 16,824 0 0
KAMAN CORP COM 483548103 13,824 234,954 SH   DFND 1 234,954 0 0
KANDI TECHNOLOGIES GROUP INC COM 483709101 165 24,321 SH   DFND 1 24,321 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 118,719 1,130,586 SH   DFND 1 1,125,440 0 5,146
KANSAS CITY SOUTHERN COM NEW 485170302 35 338 SH   DFND 1 2 338 0 0
KAPSTONE PAPER AND PACKAGING COM 48562P103 16,357 720,933 SH   DFND 1 720,933 0 0
KAR AUCTION SERVICES INC COM 48238T109 100 1,992 SH   DFND 1 2 1,992 0 0
KAR AUCTION SERVICES INC COM 48238T109 83,478 1,652,711 SH   DFND 1 1,652,711 0 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 2,693 280,610 SH   DFND 1 280,610 0 0
KB HOME COM 48666K109 30,164 944,104 SH   DFND 1 938,548 0 5,556
KBR INC COM 48242W106 29,769 1,501,254 SH   DFND 1 1,491,892 0 9,362
KEANE GROUP INC COM 48669A108 5,135 270,151 SH   DFND 1 270,151 0 0
KEARNY FINANCIAL CORP/MD COM 48716P108 11,458 792,997 SH   DFND 1 792,997 0 0
KELLOGG CO COM 487836108 180,444 2,659,875 SH   DFND 1 2,646,828 0 13,047
KELLY SERVICES INC -A CL A 488152208 10,215 374,615 SH   DFND 1 374,615 0 0
KEMET CORP COM NEW 488360207 6,184 410,659 SH   DFND 1 409,122 0 1,537
KEMET CORP COM NEW 488360207 67 4,455 SH   DFND 1 2 4,455 0 0
KEMPER CORP COM 488401100 27,038 392,438 SH   DFND 1 390,033 0 2,405
KEMPHARM INC COM 488445107 273 67,567 SH   DFND 1 67,567 0 0
KENNAMETAL INC COM 489170100 32,259 666,382 SH   DFND 1 662,389 0 3,993
KENNEDY-WILSON HOLDINGS INC COM 489398107 18,406 1,060,893 SH   DFND 1 1,060,893 0 0
KERYX BIOPHARMACEUTICALS COM 492515101 4,241 912,179 SH   DFND 1 912,179 0 0
KEWAUNEE SCIENTIFIC CP COM 492854104 243 8,408 SH   DFND 1 8,408 0 0
KEY ENERGY SERVICES INC COM 49309J103 1,001 84,978 SH   DFND 1 84,978 0 0
KEY TECHNOLOGY INC COM 493143101 284 15,427 SH   DFND 1 15,427 0 0
KEY TRONIC CORP COM 493144109 240 35,271 SH   DFND 1 35,271 0 0
KEYCORP COM 493267108 230,468 11,450,725 SH   DFND 1 11,395,387 0 55,338
KEYSIGHT TECHNOLOGIES IN COM 49338L103 65,260 1,568,773 SH   DFND 1 1,559,639 0 9,134
KEYW HOLDING CORP/THE COM 493723100 2,491 424,402 SH   DFND 1 424,402 0 0
KFORCE INC COM 493732101 6,310 249,921 SH   DFND 1 249,921 0 0
KILROY REALTY CORP COM 49427F108 73,682 987,041 SH   DFND 1 982,195 0 4,846
KIMBALL ELECTRONICS INC COM 49428J109 6,587 360,963 SH   DFND 1 360,963 0 0
KIMBALL INTERNATIONAL-B CL B 494274103 699 37,490 SH   DFND 1 2 37,490 0 0
KIMBALL INTERNATIONAL-B CL B 494274103 12,187 652,799 SH   DFND 1 652,799 0 0
KIMBERLY-CLARK CORP COM 494368103 488,760 4,058,562 SH   DFND 1 4,040,155 0 18,407
KIMCO REALTY CORP COM 49446R109 32 1,792 SH   DFND 1 2 1,792 0 0
KIMCO REALTY CORP COM 49446R109 94,875 5,236,657 SH   DFND 1 5,215,461 0 21,196
KINDER MORGAN INC COM 49456B101 207 11,475 SH   DFND 1 2 11,475 0 0
KINDER MORGAN INC COM 49456B101 348,115 19,307,863 SH   DFND 1 19,209,137 0 98,726
KINDRED BIOSCIENCES INC COM 494577109 1,955 206,898 SH   DFND 1 206,898 0 0
KINDRED HEALTHCARE INC COM 494580103 6,892 710,616 SH   DFND 1 710,616 0 0
KINGOLD JEWELRY INC COM NEW 49579A204 54 26,949 SH   DFND 1 26,949 0 0
KINGSTONE COS INC COM 496719105 1,344 71,503 SH   DFND 1 71,503 0 0
KINROSS GOLD CORP COM NO PAR 496902404 2,949 690,251 SH   DFND 1 689,641 0 610
KINSALE CAPITAL GROUP INC COM 49714P108 7,197 159,949 SH   DFND 1 159,949 0 0
KIRBY CORP COM 497266106 30,052 449,883 SH   DFND 1 447,232 0 2,651
KIRKLAND'S INC COM 497498105 69 5,829 SH   DFND 1 2 5,829 0 0
KIRKLAND'S INC COM 497498105 1,523 127,349 SH   DFND 1 127,349 0 0
KITE REALTY GROUP TRUST COM NEW 49803T300 16,497 841,719 SH   DFND 1 841,719 0 0
KKR INCOME OPPORTUNITIES COM 48249T106 701 43,723 SH   DFND 1 2 43,723 0 0
KKR REAL ESTATE FINANCE TRUS COM 48251K100 2,483 124,102 SH   DFND 1 124,102 0 0
KLA-TENCOR CORP COM 482480100 1,075 10,238 SH   DFND 1 2 10,238 0 0
KLA-TENCOR CORP COM 482480100 228,110 2,174,554 SH   DFND 1 2,161,062 0 13,492
KLONDEX MINES LTD COM 498696103 973 373,313 SH   DFND 1 373,313 0 0
KLX INC COM 482539103 37,323 546,862 SH   DFND 1 544,325 0 2,537
KLX INC COM 482539103 25 373 SH   DFND 1 2 373 0 0
KMG CHEMICALS INC COM 482564101 171 2,591 SH   DFND 1 2 2,591 0 0
KMG CHEMICALS INC COM 482564101 6,440 97,468 SH   DFND 1 97,468 0 0
KNIGHT-SWIFT TRANSPORTATION CL A 499049104 46,087 1,054,972 SH   DFND 1 1,048,658 0 6,314
KNOLL INC COM NEW 498904200 12,096 525,042 SH   DFND 1 524,062 0 980
KNOWLES CORP COM 49926D109 11,155 760,980 SH   DFND 1 756,568 0 4,412
KOHLS CORP COM 500255104 129,396 2,389,811 SH   DFND 1 2,380,341 0 9,470
KONA GRILL INC COM 50047H201 91 52,010 SH   DFND 1 52,010 0 0
KONINKLIJKE PHILIPS NVR- NY NY REG SH NEW 500472303 398 10,543 SH   DFND 1 9,003 0 1,540
KONINKLIJKE PHILIPS NVR- NY NY REG SH NEW 500472303 16 440 SH   DFND 1 2 440 0 0
KOPIN CORP COM 500600101 1,667 521,086 SH   DFND 1 521,086 0 0
KOPPERS HOLDINGS INC COM 50060P106 8,677 170,488 SH   DFND 1 170,488 0 0
KORN/FERRY INTERNATIONAL COM NEW 500643200 19,421 469,346 SH   DFND 1 469,346 0 0
KORN/FERRY INTERNATIONAL COM NEW 500643200 244 5,915 SH   DFND 1 2 5,915 0 0
KORNIT DIGITAL LTD SHS M6372Q113 362 22,472 SH   DFND 1 22,472 0 0
KOSMOS ENERGY LTD SHS G5315B107 13,088 1,910,700 SH   DFND 1 1,910,700 0 0
KRAFT HEINZ CO/THE COM 500754106 529,480 6,822,492 SH   DFND 1 6,749,153 0 73,339
KRATON CORP COM 50077C106 12,206 253,408 SH   DFND 1 253,408 0 0
KRATOS DEFENSE & SECURITY COM NEW 50077B207 8,225 776,737 SH   DFND 1 776,737 0 0
KROGER CO COM 501044101 259,475 9,472,221 SH   DFND 1 9,427,883 0 44,338
KRONOS WORLDWIDE INC COM 50105F105 10,512 407,937 SH   DFND 1 405,338 0 2,599
KRONOS WORLDWIDE INC COM 50105F105 257 9,979 SH   DFND 1 2 9,979 0 0
KULICKE & SOFFA INDUSTRIES COM 501242101 12,067 495,908 SH   DFND 1 495,908 0 0
KURA ONCOLOGY INC COM 50127T109 2,553 166,914 SH   DFND 1 166,914 0 0
KVH INDUSTRIES INC COM 482738101 1,237 119,545 SH   DFND 1 119,545 0 0
KYOCERA CORP -SPONS ADR ADR 501556203 397 6,061 SH   DFND 1 4,741 0 1,320
L BRANDS INC COM 501797104 157,378 2,618,820 SH   DFND 1 2,605,878 0 12,942
L3 TECHNOLOGIES INC COM 502413107 167,850 850,073 SH   DFND 1 846,186 0 3,887
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 5,018 155,954 SH   DFND 1 155,954 0 0
LA QUINTA HOLDINGS INC COM 50420D108 31 1,727 SH   DFND 1 2 1,727 0 0
LA QUINTA HOLDINGS INC COM 50420D108 12,093 655,114 SH   DFND 1 655,114 0 0
LABORATORY CRP OF AMER HLDGS COM NEW 50540R409 177,887 1,117,429 SH   DFND 1 1,112,365 0 5,064
LADDER CAPITAL CORP-REIT CL A 505743104 9,443 692,811 SH   DFND 1 692,811 0 0
LADENBURG THALMANN FINANCIAL COM 50575Q102 2,390 756,532 SH   DFND 1 756,532 0 0
LAKELAND BANCORP INC COM 511637100 3 194 SH   DFND 1 2 194 0 0
LAKELAND BANCORP INC COM 511637100 7,844 407,520 SH   DFND 1 407,520 0 0
LAKELAND FINANCIAL CORP COM 511656100 11,185 230,676 SH   DFND 1 230,676 0 0
LAKELAND INDUSTRIES INC COM 511795106 515 35,442 SH   DFND 1 35,442 0 0
LAM RESEARCH CORP COM 512807108 396 2,155 SH   DFND 1 2 2,155 0 0
LAM RESEARCH CORP COM 512807108 351,969 1,915,744 SH   DFND 1 1,901,767 0 13,977
LAMAR ADVERTISING CO-A CL A 512816109 57,803 778,606 SH   DFND 1 774,467 0 4,139
LAMB WESTON HOLDINGS INC COM 513272104 68,356 1,210,929 SH   DFND 1 1,203,390 0 7,539
LANCASTER COLONY CORP COM 513847103 45 353 SH   DFND 1 2 353 0 0
LANCASTER COLONY CORP COM 513847103 22,125 171,234 SH   DFND 1 170,272 0 962
LANDCADIA HOLDINGS INC CL A 51476W107 2,514 253,000 SH   DFND 1 2 253,000 0 0
LANDCADIA HOLDINGS INC CL A 51476W107 156 15,779 SH   DFND 1 15,779 0 0
LANDCADIA HOLDINGS INC-CW23 *W EXP 06/01/202 51476W115 52 75,000 SH   DFND 1 2 75,000 0 0
LANDEC CORP COM 514766104 2,830 224,664 SH   DFND 1 224,664 0 0
LANDMARK INFRASTRUCTURE PART COM UNIT LTD 51508J108 218 12,077 SH   DFND 1 12,077 0 0
LANDS' END INC COM 51509F105 2,891 147,886 SH   DFND 1 147,759 0 127
LANDSTAR SYSTEM INC COM 515098101 37,416 359,429 SH   DFND 1 357,365 0 2,064
LANNETT CO INC COM 516012101 5,747 247,734 SH   DFND 1 247,594 0 140
LANTHEUS HOLDINGS INC COM 516544103 8,512 416,237 SH   DFND 1 416,237 0 0
LANTRONIX INC COM NEW 516548203 23 11,642 SH   DFND 1 11,642 0 0
LAREDO PETROLEUM INC COM 516806106 142 13,475 SH   DFND 1 2 13,475 0 0
LAREDO PETROLEUM INC COM 516806106 11,822 1,114,269 SH   DFND 1 1,114,269 0 0
LAS VEGAS SANDS CORP COM 517834107 172,976 2,491,311 SH   DFND 1 2,491,311 0 0
LASALLE HOTEL PROPERTIES COM SH BEN INT 517942108 39,848 1,419,600 SH   DFND 1 1,413,606 0 5,994
LATTICE SEMICONDUCTOR CORP COM 518415104 7,458 1,290,413 SH   DFND 1 1,290,413 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 221 38,240 SH   DFND 1 2 38,240 0 0
LAUREATE EDUCATION INC-A CL A 518613203 5,645 416,349 SH   DFND 1 416,349 0 0
LAWSON PRODUCTS INC COM 520776105 1,183 47,798 SH   DFND 1 47,798 0 0
LAYN 8 05/01/19 144A NOTE 8.000% 5/0 521050AD6 10,545 8,500,000 PRN   DFND 1 2 8,500,000 0 0
LAYNE CHRISTENSEN COMPANY COM 521050104 2,160 172,185 SH   DFND 1 172,185 0 0
LAZARD LTD-CL A SHS A G54050102 59,123 1,126,171 SH   DFND 1 1,125,361 0 810
LAZARD LTD-CL A SHS A G54050102 335 6,388 SH   DFND 1 2 6,388 0 0
LA-Z-BOY INC COM 505336107 18,939 607,033 SH   DFND 1 607,033 0 0
LA-Z-BOY INC COM 505336107 39 1,276 SH   DFND 1 2 1,276 0 0
LCI INDUSTRIES COM 50189K103 26,430 203,308 SH   DFND 1 203,308 0 0
LCNB CORPORATION COM 50181P100 1,278 62,540 SH   DFND 1 62,540 0 0
LEAF GROUP LTD COM 52177G102 867 87,634 SH   DFND 1 85,997 0 1,637
LEAR CORP COM NEW 521865204 146,107 827,416 SH   DFND 1 827,416 0 0
LEAR CORP COM NEW 521865204 1,017 5,757 SH   DFND 1 2 5,757 0 0
LEE ENTERPRISES COM 523768109 602 256,513 SH   DFND 1 256,513 0 0
LEGACY ACQUISITION CORP UNIT 05/31/2024 524643202 6,958 700,000 SH   DFND 1 2 700,000 0 0
LEGACY RESERVES LP UNIT LP INT 524707304 41 25,959 SH   DFND 1 25,959 0 0
LEGACYTEXAS FINANCIAL GROUP COM 52471Y106 18,269 432,833 SH   DFND 1 432,833 0 0
LEGG MASON INC COM 524901105 30,099 716,994 SH   DFND 1 712,783 0 4,211
LEGGETT & PLATT INC COM 524660107 24 513 SH   DFND 1 2 513 0 0
LEGGETT & PLATT INC COM 524660107 75,086 1,575,943 SH   DFND 1 1,569,072 0 6,871
LEIDOS HOLDINGS INC COM 525327102 81,411 1,261,550 SH   DFND 1 1,253,664 0 7,886
LEMAITRE VASCULAR INC COM 525558201 4,660 146,364 SH   DFND 1 146,364 0 0
LENDINGCLUB CORP COM 52603A109 38 9,271 SH   DFND 1 2 9,271 0 0
LENDINGCLUB CORP COM 52603A109 12,335 2,986,902 SH   DFND 1 2,986,902 0 0
LENDINGTREE INC COM 52603B107 22,531 66,182 SH   DFND 1 66,089 0 93
LENNAR CORP - B SHS CL B 526057302 1,784 34,521 SH   DFND 1 34,521 0 0
LENNAR CORP - B SHS CL B 526057302 2,454 47,500 SH   DFND 1 2 47,500 0 0
LENNAR CORP-A CL A 526057104 136,560 2,163,955 SH   DFND 1 2,153,788 0 10,167
LENNOX INTERNATIONAL INC COM 526107107 62,605 300,812 SH   DFND 1 298,959 0 1,853
LEUCADIA NATIONAL CORP COM 527288104 113 4,283 SH   DFND 1 2 4,283 0 0
LEUCADIA NATIONAL CORP COM 527288104 123,722 4,677,538 SH   DFND 1 4,661,969 0 15,569
LEXICON PHARMACEUTICALS INC COM NEW 528872302 4,384 443,819 SH   DFND 1 443,819 0 0
LEXINGTON REALTY TRUST COM 529043101 17,715 1,835,833 SH   DFND 1 1,835,833 0 0
LGI HOMES INC COM 50187T106 11,652 155,310 SH   DFND 1 155,310 0 0
LGIH 4.25 11/15/19 NOTE 4.250%11/1 50187TAB2 37,860 10,895,000 PRN   DFND 1 2 10,895,000 0 0
LHC GROUP INC COM 50187A107 8,757 142,978 SH   DFND 1 142,978 0 0
LHC GROUP INC COM 50187A107 21 346 SH   DFND 1 2 346 0 0
LIBBEY INC COM 529898108 1,259 167,545 SH   DFND 1 167,545 0 0
LIBERTY BROADBAND-A COM SER A 530307107 21,851 256,923 SH   DFND 1 256,923 0 0
LIBERTY BROADBAND-C COM SER C 530307305 102,363 1,202,550 SH   DFND 1 1,202,550 0 0
LIBERTY EXPEDIA HOLD-A SER A COM 53046P109 22,214 501,118 SH   DFND 1 501,118 0 0
LIBERTY GLOBAL PLC- C SHS CL C G5480U120 137,179 4,056,847 SH   DFND 1 4,036,357 0 20,490
LIBERTY GLOBAL PLC LILAC - A COM G5480U138 6,330 314,159 SH   DFND 1 312,473 0 1,686
LIBERTY GLOBAL PLC LILAC - C COM G5480U153 16,210 815,015 SH   DFND 1 810,807 0 4,208
LIBERTY GLOBAL PLC-A SHS CL A G5480U104 55,078 1,537,740 SH   DFND 1 1,530,040 0 7,700
LIBERTY INTERACTIVE CORP Q-A QVC GP COM SER A 53071M104 103,854 4,254,778 SH   DFND 1 4,240,191 0 14,587
LIBERTY INTERACTIVE CORP Q-A QVC GP COM SER A 53071M104 226 9,276 SH   DFND 1 2 9,276 0 0
LIBERTY LATIN AMERIC-CL A COM CL A G9001E102 6,330 314,159 SH   DFND 1 314,159 0 0
LIBERTY LATIN AMERIC-CL C COM CL C G9001E128 16,210 815,015 SH   DFND 1 815,015 0 0
LIBERTY MEDIA CORP-BRAVES A COM A BRAVES GRP 531229706 1,912 86,721 SH   DFND 1 86,721 0 0
LIBERTY MEDIA CORP-BRAVES C COM C BRAVES GRP 531229888 7,101 319,619 SH   DFND 1 319,619 0 0
LIBERTY MEDIA CORP-LIBERTY-A COM SER A FRMLA 531229870 7,564 231,202 SH   DFND 1 231,202 0 0
LIBERTY MEDIA CORP-LIBERTY-A COM SER A FRMLA 531229870 42 1,298 SH   DFND 1 2 1,298 0 0
LIBERTY MEDIA CORP-LIBERTY-C COM SER C FRMLA 531229854 60,489 1,771,877 SH   DFND 1 1,771,877 0 0
LIBERTY MEDIA COR-SIRIUSXM A COM A SIRIUSXM 531229409 33,042 833,647 SH   DFND 1 833,647 0 0
LIBERTY MEDIA COR-SIRIUSXM C COM C SIRIUSXM 531229607 55,632 1,403,743 SH   DFND 1 1,403,743 0 0
LIBERTY PROPERTY TRUST SH BEN INT 531172104 70,173 1,632,401 SH   DFND 1 1,625,139 0 7,262
LIBERTY TAX INC CL A 53128T102 776 70,608 SH   DFND 1 70,608 0 0
LIBERTY TAX INC CL A 53128T102 796 72,441 SH   DFND 1 2 72,441 0 0
LIBERTY TRIPADVISOR HDG-A COM SER A 531465102 519 55,092 SH   DFND 1 2 55,092 0 0
LIBERTY TRIPADVISOR HDG-A COM SER A 531465102 6,604 700,697 SH   DFND 1 700,428 0 269
LIBERTY VENTURES - SER A LBT VEN COM A NE 53071M856 40,346 743,850 SH   DFND 1 741,017 0 2,833
LIFE STORAGE INC COM 53223X107 42,054 472,155 SH   DFND 1 469,860 0 2,295
LIFEPOINT HEALTH INC COM 53219L109 17,254 346,476 SH   DFND 1 344,536 0 1,940
LIFETIME BRANDS INC COM 53222Q103 1,570 95,174 SH   DFND 1 95,174 0 0
LIFEVANTAGE CORP COM NEW 53222K205 430 90,377 SH   DFND 1 90,377 0 0
LIFEWAY FOODS INC COM 531914109 381 47,641 SH   DFND 1 47,641 0 0
LIGAND PHARMACEUTICALS COM NEW 53220K504 26,042 190,186 SH   DFND 1 190,186 0 0
LIGHTBRIDGE CORP COM NEW 53224K203 16 13,315 SH   DFND 1 13,315 0 0
LIGHTPATH TECHNOLOGIES INC-A CL A NEW 532257805 197 88,989 SH   DFND 1 88,989 0 0
LILIS ENERGY INC COM NEW 532403201 1,696 331,987 SH   DFND 1 331,987 0 0
LIMELIGHT NETWORKS INC COM 53261M104 3,412 773,920 SH   DFND 1 773,920 0 0
LIMONEIRA CO COM 532746104 2,115 94,462 SH   DFND 1 94,462 0 0
LINCOLN EDUCATIONAL SERVICES COM 533535100 224 111,083 SH   DFND 1 111,083 0 0
LINCOLN ELECTRIC HOLDINGS COM 533900106 47,466 518,302 SH   DFND 1 514,753 0 3,549
LINCOLN ELECTRIC HOLDINGS COM 533900106 63 691 SH   DFND 1 2 691 0 0
LINCOLN NATIONAL CORP COM 534187109 180,101 2,347,879 SH   DFND 1 2,336,229 0 11,650
LINDBLAD EXPEDITIONS HOLDING COM 535219109 1,957 199,944 SH   DFND 1 199,944 0 0
LINDSAY CORP COM 535555106 8,079 91,604 SH   DFND 1 91,604 0 0
LIONS GATE ENTERTAINMENT-A CL A VTG 535919401 14,398 425,868 SH   DFND 1 425,868 0 0
LIONS GATE ENTERTAINMENT-B CL B NON VTG 535919500 30,271 953,738 SH   DFND 1 953,738 0 0
LIPOCINE INC COM 53630X104 359 104,428 SH   DFND 1 104,428 0 0
LIQTECH INTERNATIONAL INC COM 53632A102 51 90,569 SH   DFND 1 90,569 0 0
LIQUIDITY SERVICES INC COM 53635B107 1,003 206,985 SH   DFND 1 206,985 0 0
LIQUIDITY SERVICES INC COM 53635B107 10 2,103 SH   DFND 1 2 2,103 0 0
LITHIA MOTORS INC-CL A CL A 536797103 22,262 195,987 SH   DFND 1 195,987 0 0
LITTELFUSE INC COM 537008104 39,783 201,108 SH   DFND 1 199,988 0 1,120
LIVANOVA PLC SHS G5509L101 31,970 400,034 SH   DFND 1 397,895 0 2,139
LIVE NATION ENTERTAINMENT IN COM 538034109 38 908 SH   DFND 1 2 908 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 46,024 1,081,938 SH   DFND 1 1,075,333 0 6,605
LIVE OAK BANCSHARES INC COM 53803X105 5,811 243,659 SH   DFND 1 243,659 0 0
LIVE VENTURES INC COM NEW 538142308 237 14,842 SH   DFND 1 14,842 0 0
LIVEPERSON INC COM 538146101 5,673 493,337 SH   DFND 1 493,337 0 0
LKQ CORP COM 501889208 139,814 3,444,670 SH   DFND 1 3,429,301 0 15,369
LLOYDS BANKING GROUP PLC-ADR SPONSORED ADR 539439109 714 190,475 SH   DFND 1 179,918 0 10,557
LOCKHEED MARTIN CORP COM 539830109 827,134 2,581,969 SH   DFND 1 2,569,565 0 12,404
LOEWS CORP COM 540424108 159,855 3,201,581 SH   DFND 1 3,187,852 0 13,729
LOGITECH INTERNATIONAL-REG SHS H50430232 3,252 96,673 SH   DFND 1 96,673 0 0
LOGMEIN INC COM 54142L109 52,992 462,818 SH   DFND 1 460,221 0 2,597
LONESTAR RESOURCES US I-CL A CL A VTG 54240F103 440 110,879 SH   DFND 1 110,879 0 0
LONGFIN CORP COM CLASS A 54304F106 1,474 26,186 SH   DFND 1 26,186 0 0
LORAL SPACE & COMMUNICATIONS COM 543881106 5,308 120,508 SH   DFND 1 120,508 0 0
LOUISIANA-PACIFIC CORP COM 546347105 327 12,490 SH   DFND 1 2 12,490 0 0
LOUISIANA-PACIFIC CORP COM 546347105 70,065 2,668,149 SH   DFND 1 2,661,009 0 7,140
LOWE'S COS INC COM 548661107 71 774 SH   DFND 1 2 774 0 0
LOWE'S COS INC COM 548661107 845,519 9,115,937 SH   DFND 1 9,072,323 0 43,614
LOXO ONCOLOGY INC COM 548862101 17,263 205,082 SH   DFND 1 205,082 0 0
LPL FINANCIAL HOLDINGS INC COM 50212V100 47,142 825,034 SH   DFND 1 825,034 0 0
LRAD CORP COM 50213V109 357 143,413 SH   DFND 1 143,413 0 0
LSB INDUSTRIES INC COM 502160104 1,460 166,739 SH   DFND 1 166,739 0 0
LSC COMMUNICATIONS INC COM 50218P107 106 7,054 SH   DFND 1 2 7,054 0 0
LSC COMMUNICATIONS INC COM 50218P107 11,184 738,282 SH   DFND 1 737,827 0 455
LSI INDUSTRIES INC COM 50216C108 46 6,824 SH   DFND 1 2 6,824 0 0
LSI INDUSTRIES INC COM 50216C108 1,422 206,766 SH   DFND 1 206,766 0 0
LTC PROPERTIES INC COM 502175102 16,982 389,958 SH   DFND 1 389,958 0 0
LUBY'S INC COM 549282101 183 69,569 SH   DFND 1 69,569 0 0
LULULEMON ATHLETICA INC COM 550021109 76,672 976,136 SH   DFND 1 976,136 0 0
LUMBER LIQUIDATORS HOLDINGS COM 55003T107 7,349 234,142 SH   DFND 1 234,142 0 0
LUMENTUM HOLDINGS INC COM 55024U109 26,983 551,802 SH   DFND 1 551,802 0 0
LUMINEX CORP COM 55027E102 8,139 413,193 SH   DFND 1 413,193 0 0
LUNA INNOVATIONS INC COM 550351100 361 148,929 SH   DFND 1 148,929 0 0
LYDALL INC COM 550819106 7,235 142,562 SH   DFND 1 142,562 0 0
LYONDELLBASELL INDU-CL A SHS - A - N53745100 325 2,951 SH   DFND 1 2 2,951 0 0
LYONDELLBASELL INDU-CL A SHS - A - N53745100 443,111 4,023,832 SH   DFND 1 4,005,876 0 17,956
M & T BANK CORP COM 55261F104 11 66 SH   DFND 1 2 66 0 0
M & T BANK CORP COM 55261F104 273,893 1,605,086 SH   DFND 1 1,597,501 0 7,585
M/I HOMES INC COM 55305B101 7,712 224,210 SH   DFND 1 224,210 0 0
MACATAWA BANK CORP COM 554225102 1,754 175,405 SH   DFND 1 175,405 0 0
MACERICH CO/THE COM 554382101 93,684 1,428,879 SH   DFND 1 1,423,499 0 5,380
MACK-CALI REALTY CORP COM 554489104 19,409 900,266 SH   DFND 1 895,833 0 4,433
MACOM TECHNOLOGY SOLUTIONS H COM 55405Y100 12,548 385,627 SH   DFND 1 385,627 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 28 446 SH   DFND 1 2 446 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 41,999 654,750 SH   DFND 1 653,696 0 1,054
MACROGENICS INC COM 556099109 5,665 298,159 SH   DFND 1 298,159 0 0
MACY'S INC COM 55616P104 101,090 4,019,844 SH   DFND 1 4,004,681 0 15,163
MACY'S INC COM 55616P104 14 561 SH   DFND 1 2 561 0 0
MADISON SQUARE GARDEN CO- A CL A 55825T103 39 187 SH   DFND 1 2 187 0 0
MADISON SQUARE GARDEN CO- A CL A 55825T103 29,554 140,169 SH   DFND 1 140,169 0 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 4,984 54,299 SH   DFND 1 54,299 0 0
MAGAL SECURITY SYS LTD ORD M6786D104 57 11,406 SH   DFND 1 11,406 0 0
MAGELLAN HEALTH INC COM NEW 559079207 53 552 SH   DFND 1 2 552 0 0
MAGELLAN HEALTH INC COM NEW 559079207 27,197 281,695 SH   DFND 1 281,695 0 0
MAGIC SOFTWARE ENTERPRISES ORD 559166103 237 28,124 SH   DFND 1 28,124 0 0
MAGNA INTERNATIONAL INC COM 559222401 278 4,907 SH   DFND 1 4,393 0 514
MAGNEGAS CORP COM PAR 55939L400 4 14,443 SH   DFND 1 14,443 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 4,348 658,866 SH   DFND 1 656,459 0 2,407
MAINSOURCE FINANCIAL GROUP I COM 56062Y102 8,446 232,621 SH   DFND 1 232,621 0 0
MAJESCO COM 56068V102 328 61,102 SH   DFND 1 61,102 0 0
MAKEMYTRIP LTD SHS V5633W109 1,620 54,290 SH   DFND 1 54,290 0 0
MALIBU BOATS INC - A COM CL A 56117J100 5,527 185,910 SH   DFND 1 185,910 0 0
MALLINCKRODT PLC SHS G5785G107 18,468 818,642 SH   DFND 1 813,867 0 4,775
MALLINCKRODT PLC SHS G5785G107 276 12,261 SH   DFND 1 2 12,261 0 0
MALVERN BANCORP INC COM 561409103 2,170 82,853 SH   DFND 1 82,853 0 0
MAMMOTH ENERGY SERVICES INC COM 56155L108 2,440 124,307 SH   DFND 1 124,307 0 0
MANHATTAN ASSOCIATES INC COM 562750109 29,735 600,239 SH   DFND 1 596,838 0 3,401
MANITEX INTERNATIONAL INC COM 563420108 666 69,438 SH   DFND 1 69,438 0 0
MANITOWOC COMPANY INC COM NEW 563571405 11,280 286,738 SH   DFND 1 286,738 0 0
MANNING & NAPIER INC CL A 56382Q102 423 117,645 SH   DFND 1 117,645 0 0
MANNKIND CORP COM NEW 56400P706 1,279 551,568 SH   DFND 1 551,568 0 0
MANPOWERGROUP INC COM 56418H100 89,074 706,660 SH   DFND 1 703,195 0 3,465
MANTECH INTERNATIONAL CORP-A CL A 564563104 12,573 250,511 SH   DFND 1 250,511 0 0
MANULIFE FINANCIAL CORP COM 56501R106 322 15,439 SH   DFND 1 13,792 0 1,647
MARATHON OIL CORP COM 565849106 170,802 10,107,244 SH   DFND 1 10,063,879 0 43,365
MARATHON OIL CORP COM 565849106 714 42,227 SH   DFND 1 2 42,227 0 0
MARATHON PATENT GROUP INC COM PAR 56585W302 45 11,166 SH   DFND 1 11,166 0 0
MARATHON PETROLEUM CORP COM 56585A102 386,599 5,870,292 SH   DFND 1 5,844,795 0 25,497
MARCHEX INC-CLASS B CL B 56624R108 530 164,240 SH   DFND 1 163,055 0 1,185
MARCUS & MILLICHAP INC COM 566324109 4,019 123,257 SH   DFND 1 123,257 0 0
MARCUS CORPORATION COM 566330106 4,150 151,752 SH   DFND 1 151,752 0 0
MARIN SOFTWARE INC COM NEW 56804T205 136 12,445 SH   DFND 1 12,445 0 0
MARINE PRODUCTS CORP COM 568427108 673 52,826 SH   DFND 1 52,826 0 0
MARINEMAX INC COM 567908108 3,663 193,815 SH   DFND 1 193,815 0 0
MARINUS PHARMACEUTICALS INC COM 56854Q101 1,338 164,060 SH   DFND 1 164,060 0 0
MARKEL CORP COM 570535104 17 15 SH   DFND 1 2 15 0 0
MARKEL CORP COM 570535104 130,626 114,739 SH   DFND 1 114,739 0 0
MARKETAXESS HOLDINGS INC COM 57060D108 65,598 325,145 SH   DFND 1 323,297 0 1,848
MARKETAXESS HOLDINGS INC COM 57060D108 21 107 SH   DFND 1 2 107 0 0
MARLIN BUSINESS SERVICES INC COM 571157106 2,871 128,175 SH   DFND 1 128,175 0 0
MARLIN BUSINESS SERVICES INC COM 571157106 168 7,504 SH   DFND 1 2 7,504 0 0
MARRIOTT INTERNATIONAL -CL A CL A 571903202 436,303 3,221,339 SH   DFND 1 3,193,208 0 28,131
MARRIOTT VACATIONS WORLD COM 57164Y107 48 356 SH   DFND 1 2 356 0 0
MARRIOTT VACATIONS WORLD COM 57164Y107 25,724 190,258 SH   DFND 1 190,258 0 0
MARRONE BIO INNOVATIONS INC COM 57165B106 98 89,410 SH   DFND 1 89,410 0 0
MARSH & MCLENNAN COS COM 571748102 449,439 5,533,334 SH   DFND 1 5,507,955 0 25,379
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MARTIN MIDSTREAM PARTNERS LP UNIT L P INT 573331105 336 24,013 SH   DFND 1 24,013 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 597 27,820 SH   DFND 1 2 27,820 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 114,334 5,327,174 SH   DFND 1 5,326,274 0 900
MASCO CORP COM 574599106 24 566 SH   DFND 1 2 566 0 0
MASCO CORP COM 574599106 144,097 3,286,567 SH   DFND 1 3,270,123 0 16,444
MASIMO CORP COM 574795100 52,416 618,119 SH   DFND 1 614,767 0 3,352
MASONITE INTERNATIONAL CORP COM 575385109 17,839 240,582 SH   DFND 1 240,582 0 0
MASTEC INC COM 576323109 28,181 575,710 SH   DFND 1 575,710 0 0
MASTERCARD INC - A CL A 57636Q104 1,651,362 10,930,672 SH   DFND 1 10,882,212 0 48,460
MATADOR RESOURCES CO COM 576485205 25,082 805,734 SH   DFND 1 800,985 0 4,749
MATCH GROUP INC COM 57665R106 14,810 473,027 SH   DFND 1 473,027 0 0
MATERION CORP COM 576690101 8,416 173,179 SH   DFND 1 173,179 0 0
MATINAS BIOPHARMA HOLDINGS I COM 576810105 613 529,177 SH   DFND 1 529,177 0 0
MATLIN AND PARTNERS ACQ-CW21 *W EXP 05/28/202 57682V114 210 500,000 SH   DFND 1 2 500,000 0 0
MATLIN AND PARTNERS ACQUISIT UNIT 05/28/2021A 57682V205 1,005 100,000 SH   DFND 1 2 100,000 0 0
MATRIX SERVICE CO COM 576853105 206 11,612 SH   DFND 1 2 11,612 0 0
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MATSON INC COM 57686G105 10,415 349,041 SH   DFND 1 349,041 0 0
MATTEL INC COM 577081102 60,185 3,920,563 SH   DFND 1 3,902,609 0 17,954
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MATTERSIGHT CORP COM 577097108 196 77,017 SH   DFND 1 77,017 0 0
MATTHEWS INTL CORP-CLASS A CL A 577128101 15,239 288,621 SH   DFND 1 288,621 0 0
MAUI LAND & PINEAPPLE CO COM 577345101 1,812 104,757 SH   DFND 1 104,757 0 0
MAXIM INTEGRATED PRODUCTS COM 57772K101 156,278 2,990,564 SH   DFND 1 2,979,172 0 11,392
MAXIMUS INC COM 577933104 45,927 641,629 SH   DFND 1 638,420 0 3,209
MAXLINEAR INC COM 57776J100 13,465 509,675 SH   DFND 1 509,675 0 0
MAXWELL TECHNOLOGIES INC COM 577767106 1,489 258,586 SH   DFND 1 258,586 0 0
MAZOR ROBOTICS LTD-SPON ADR SPONSORED ADS 57886P103 514 9,966 SH   DFND 1 9,966 0 0
MB FINANCIAL INC COM 55264U108 6 140 SH   DFND 1 2 140 0 0
MB FINANCIAL INC COM 55264U108 32,320 725,970 SH   DFND 1 721,834 0 4,136
MBIA INC COM 55262C100 6,098 833,137 SH   DFND 1 833,137 0 0
MBT FINANCIAL CORP COM 578877102 1,458 137,585 SH   DFND 1 137,585 0 0
MCBC HOLDINGS INC COM 55276F107 208 9,372 SH   DFND 1 2 9,372 0 0
MCBC HOLDINGS INC COM 55276F107 5,722 257,540 SH   DFND 1 257,540 0 0
MCCLATCHY CO-CLASS A CL A NEW 579489303 306 34,331 SH   DFND 1 34,331 0 0
MCCORMICK & CO-NON VTG SHRS COM NON VTG 579780206 131,458 1,292,568 SH   DFND 1 1,286,412 0 6,156
MCDERMOTT INTL INC COM 580037109 21,454 3,260,638 SH   DFND 1 3,260,638 0 0
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MCDONALD'S CORP COM 580135101 1,406,932 8,191,870 SH   DFND 1 8,149,998 0 41,872
MCEWEN MINING INC COM 58039P107 3,437 1,507,666 SH   DFND 1 1,507,666 0 0
MCGRATH RENTCORP COM 580589109 10,057 214,081 SH   DFND 1 214,081 0 0
MCHP 1.625 02/15/25 NOTE 1.625% 2/1 595017AD6 18,521 10,879,000 PRN   DFND 1 2 10,879,000 0 0
MCKESSON CORP COM 58155Q103 353,132 2,269,030 SH   DFND 1 2,258,245 0 10,785
MCKESSON CORP COM 58155Q103 286 1,835 SH   DFND 1 2 1,835 0 0
MDC HOLDINGS INC COM 552676108 18,559 582,155 SH   DFND 1 580,846 0 1,309
MDC HOLDINGS INC COM 552676108 1,112 34,884 SH   DFND 1 2 34,884 0 0
MDC PARTNERS INC-A CL A SUB VTG 552697104 1,569 160,979 SH   DFND 1 160,979 0 0
MDSO 1 08/01/18 NOTE 1.000% 8/0 58471AAB1 5,775 5,000,000 PRN   DFND 1 2 5,000,000 0 0
MDU RESOURCES GROUP INC COM 552690109 51,856 1,929,203 SH   DFND 1 1,919,574 0 9,629
MEDEQUITIES REALTY TRUST INC COM 58409L306 2,915 259,892 SH   DFND 1 259,892 0 0
MEDEQUITIES REALTY TRUST INC COM 58409L306 1,008 89,891 SH   DFND 1 2 89,891 0 0
MEDICAL PROPERTIES TRUST INC COM 58463J304 41,569 3,016,659 SH   DFND 1 2,998,731 0 17,928
MEDICAL PROPERTIES TRUST INC COM 58463J304 219 15,934 SH   DFND 1 2 15,934 0 0
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MEDICINES COMPANY COM 584688105 17,308 633,073 SH   DFND 1 633,073 0 0
MEDICINOVA INC COM NEW 58468P206 1,503 232,411 SH   DFND 1 232,411 0 0
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MEDIDATA SOLUTIONS INC COM 58471A105 32,365 510,746 SH   DFND 1 507,861 0 2,885
MEDIFAST INC COM 58470H101 11,985 171,687 SH   DFND 1 171,687 0 0
MEDIFAST INC COM 58470H101 1,107 15,871 SH   DFND 1 2 15,871 0 0
MEDIWOUND LTD ORD SHS M68830104 46 10,429 SH   DFND 1 10,429 0 0
MEDLEY MANAGEMENT INC - A CL A COM 58503T106 289 44,519 SH   DFND 1 43,307 0 1,212
MEDNAX INC COM 58502B106 42,020 786,309 SH   DFND 1 781,692 0 4,617
MEDPACE HOLDINGS INC COM 58506Q109 195 5,404 SH   DFND 1 2 5,404 0 0
MEDPACE HOLDINGS INC COM 58506Q109 4,054 111,808 SH   DFND 1 111,808 0 0
MEDTRONIC PLC SHS G5960L103 453 5,612 SH   DFND 1 2 5,612 0 0
MEDTRONIC PLC SHS G5960L103 1,143,096 14,186,063 SH   DFND 1 14,115,062 0 71,001
MEET GROUP INC/THE COM 58513U101 2,646 938,592 SH   DFND 1 938,592 0 0
MEET GROUP INC/THE COM 58513U101 349 124,079 SH   DFND 1 2 124,079 0 0
MEI PHARMA INC COM NEW 55279B202 428 204,136 SH   DFND 1 204,136 0 0
MELCO RESORTS & ENTERT-ADR ADR 585464100 27,284 948,430 SH   DFND 1 948,430 0 0
MELCO RESORTS & ENTERT-ADR ADR 585464100 432 14,898 SH   DFND 1 2 14,898 0 0
MELINTA THERAPEUTICS INC COM 58549G100 1,272 80,561 SH   DFND 1 80,561 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 2,036 31,471 SH   DFND 1 31,471 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 49 770 SH   DFND 1 2 770 0 0
MERCADOLIBRE INC COM 58733R102 28,059 89,378 SH   DFND 1 87,840 0 1,538
MERCANTILE BANK CORP COM 587376104 4,775 135,022 SH   DFND 1 135,022 0 0
MERCER INTERNATIONAL INC COM 588056101 4,860 339,912 SH   DFND 1 339,912 0 0
MERCER INTERNATIONAL INC COM 588056101 412 28,865 SH   DFND 1 2 28,865 0 0
MERCHANTS BANCORP/IN COM 58844R108 1,073 54,544 SH   DFND 1 54,544 0 0
MERCK & CO. INC. COM 58933Y105 1,510 26,847 SH   DFND 1 2 26,847 0 0
MERCK & CO. INC. COM 58933Y105 1,633,489 29,089,979 SH   DFND 1 28,947,484 0 142,495
MERCURY GENERAL CORP COM 589400100 39 747 SH   DFND 1 2 747 0 0
MERCURY GENERAL CORP COM 589400100 16,325 305,493 SH   DFND 1 302,759 0 2,734
MERCURY SYSTEMS INC COM 589378108 19 383 SH   DFND 1 2 383 0 0
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MEREDITH CORP COM 589433101 21,344 323,152 SH   DFND 1 320,829 0 2,323
MERIDIAN BANCORP INC COM 58958U103 10,298 499,922 SH   DFND 1 499,922 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 8,984 641,769 SH   DFND 1 638,904 0 2,865
MERIDIAN BIOSCIENCE INC COM 589584101 760 54,357 SH   DFND 1 2 54,357 0 0
MERIT MEDICAL SYSTEMS INC COM 589889104 22,095 511,459 SH   DFND 1 511,459 0 0
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MERITOR INC COM 59001K100 18,448 786,370 SH   DFND 1 786,370 0 0
MERITOR INC COM 59001K100 30 1,300 SH   DFND 1 2 1,300 0 0
MERRIMACK PHARMACEUTICALS IN COM NEW 590328209 1,113 108,621 SH   DFND 1 108,621 0 0
MERSANA THERAPEUTICS INC COM 59045L106 1,037 63,173 SH   DFND 1 63,173 0 0
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METLIFE INC COM 59156R108 57 1,147 SH   DFND 1 2 1,147 0 0
METLIFE INC COM 59156R108 529,907 10,503,321 SH   DFND 1 10,446,463 0 56,858
METROPOLITAN BANK HOLDING CO COM 591774104 1,149 27,298 SH   DFND 1 27,298 0 0
METTLER-TOLEDO INTERNATIONAL COM 592688105 189,106 305,818 SH   DFND 1 304,546 0 1,272
MEXICO FUND INC COM 592835102 587 37,285 SH   DFND 1 2 37,285 0 0
MFA FINANCIAL INC COM 55272X102 45,253 5,713,847 SH   DFND 1 5,701,738 0 12,109
MGE ENERGY INC COM 55277P104 20,010 317,117 SH   DFND 1 317,117 0 0
MGIC INVESTMENT CORP COM 552848103 43,016 3,048,652 SH   DFND 1 3,048,652 0 0
MGM RESORTS INTERNATIONAL COM 552953101 179,521 5,387,536 SH   DFND 1 5,362,197 0 25,339
MGP INGREDIENTS INC COM 55303J106 9,070 117,978 SH   DFND 1 117,978 0 0
MHO 3 03/01/18 NOTE 3.000% 3/0 55292PAB1 10,776 9,875,000 PRN   DFND 1 2 9,875,000 0 0
MICHAEL KORS HOLDINGS LTD SHS G60754101 157,654 2,507,825 SH   DFND 1 2,500,262 0 7,563
MICHAEL KORS HOLDINGS LTD SHS G60754101 182 2,894 SH   DFND 1 2 2,894 0 0
MICHAELS COS INC/THE COM 59408Q106 24,466 1,011,435 SH   DFND 1 1,005,988 0 5,447
MICHAELS COS INC/THE COM 59408Q106 325 13,472 SH   DFND 1 2 13,472 0 0
MICRO FOCUS INTL-SPN ADR SPON ADR NEW 594837304 326 10,196 SH   DFND 1 9,126 0 1,070
MICROBOT MEDICAL INC COM 59503A105 38 38,230 SH   DFND 1 38,230 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 227,285 2,591,566 SH   DFND 1 2,570,591 0 20,975
MICRON TECHNOLOGY INC COM 595112103 1,040 25,300 SH   DFND 1 2 25,300 0 0
MICRON TECHNOLOGY INC COM 595112103 528,690 12,882,406 SH   DFND 1 12,783,719 0 98,687
MICRONET ENERTEC TECHNOLOGIE COM 595117102 12 11,589 SH   DFND 1 11,589 0 0
MICROSEMI CORP COM 595137100 52,035 1,007,466 SH   DFND 1 1,001,673 0 5,793
MICROSOFT CORP COM 594918104 7,280,205 85,277,661 SH   DFND 1 84,609,476 0 668,185
MICROSTRATEGY INC-CL A CL A NEW 594972408 11,264 85,793 SH   DFND 1 85,793 0 0
MICROVISION INC COM NEW 594960304 1,083 664,576 SH   DFND 1 664,576 0 0
MID PENN BANCORP INC COM 59540G107 973 28,255 SH   DFND 1 28,255 0 0
MID-AMERICA APARTMENT COMM COM 59522J103 144,069 1,435,157 SH   DFND 1 1,429,507 0 5,650
MIDDLEBY CORP COM 596278101 72,579 538,111 SH   DFND 1 538,111 0 0
MIDDLEFIELD BANC CORP COM NEW 596304204 1,447 30,029 SH   DFND 1 30,029 0 0
MIDDLESEX WATER CO COM 596680108 6,462 161,925 SH   DFND 1 161,925 0 0
MIDLAND STATES BANCORP INC COM 597742105 2,853 87,867 SH   DFND 1 87,867 0 0
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MIDSTATES PETROLEUM CO INC COM PAR 59804T407 2,750 165,920 SH   DFND 1 165,920 0 0
MIDWESTONE FINANCIAL GROUP I COM 598511103 2,938 87,624 SH   DFND 1 87,624 0 0
MILACRON HOLDINGS CORP COM 59870L106 7,917 413,648 SH   DFND 1 413,648 0 0
MILESTONE SCIENTIFIC INC COM NEW 59935P209 53 45,410 SH   DFND 1 45,410 0 0
MILLER INDUSTRIES INC/TENN COM NEW 600551204 2,149 83,320 SH   DFND 1 83,320 0 0
MIMECAST LTD ORD SHS G14838109 1,276 44,509 SH   DFND 1 44,509 0 0
MIMEDX GROUP INC COM 602496101 11,822 937,581 SH   DFND 1 937,581 0 0
MINDBODY INC - CLASS A COM CL A 60255W105 9,515 312,489 SH   DFND 1 312,489 0 0
MINERALS TECHNOLOGIES INC COM 603158106 83 1,219 SH   DFND 1 2 1,219 0 0
MINERALS TECHNOLOGIES INC COM 603158106 22,075 320,638 SH   DFND 1 318,897 0 1,741
MINERVA NEUROSCIENCES INC COM 603380106 1,634 270,157 SH   DFND 1 270,157 0 0
MIRAGEN THERAPEUTICS INC COM 60463E103 964 92,482 SH   DFND 1 92,482 0 0
MIRATI THERAPEUTICS INC COM 60468T105 3,365 184,406 SH   DFND 1 184,406 0 0
MISONIX INC COM 604871103 292 30,511 SH   DFND 1 30,511 0 0
MISTRAS GROUP INC COM 60649T107 3,344 142,514 SH   DFND 1 142,514 0 0
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MITEK SYSTEMS INC COM NEW 606710200 2,400 268,251 SH   DFND 1 268,251 0 0
MITEL NETWORKS CORP COM 60671Q104 488 59,414 SH   DFND 1 2 59,414 0 0
MITEL NETWORKS CORP COM 60671Q104 716 87,034 SH   DFND 1 87,034 0 0
MITSUBISHI UFJ FINL-SPON ADR SPONSORED ADR 606822104 402 55,367 SH   DFND 1 40,412 0 14,955
MIZUHO FINANCIAL GROUP-ADR SPONSORED ADR 60687Y109 134 36,934 SH   DFND 1 14,310 0 22,624
MKS INSTRUMENTS INC COM 55306N104 53,785 569,162 SH   DFND 1 566,485 0 2,677
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MODEL N INC COM 607525102 3,395 215,558 SH   DFND 1 215,558 0 0
MODINE MANUFACTURING CO COM 607828100 8,233 407,612 SH   DFND 1 407,612 0 0
MODUSLINK GLOBAL SOLUTIONS I COM NEW 60786L206 476 191,212 SH   DFND 1 191,212 0 0
MOELIS & CO - CLASS A CL A 60786M105 244 5,045 SH   DFND 1 2 5,045 0 0
MOELIS & CO - CLASS A CL A 60786M105 16,325 336,609 SH   DFND 1 336,365 0 244
MOHAWK INDUSTRIES INC COM 608190104 183,623 666,959 SH   DFND 1 663,816 0 3,143
MOLECULAR TEMPLATES INC COM 608550109 436 43,571 SH   DFND 1 43,571 0 0
MOLECULIN BIOTECH INC COM 60855D101 159 85,590 SH   DFND 1 85,590 0 0
MOLINA HEALTHCARE INC COM 60855R100 546 7,122 SH   DFND 1 2 7,122 0 0
MOLINA HEALTHCARE INC COM 60855R100 35,279 460,091 SH   DFND 1 457,678 0 2,413
MOLSON COORS BREWING CO -B CL B 60871R209 162,166 1,980,022 SH   DFND 1 1,970,833 0 9,189
MOMENTA PHARMACEUTICALS INC COM 60877T100 10,302 738,507 SH   DFND 1 738,507 0 0
MOMO INC-SPON ADR ADR 60879B107 139 5,707 SH   DFND 1 2 5,707 0 0
MOMO INC-SPON ADR ADR 60879B107 6,050 248,233 SH   DFND 1 248,233 0 0
MONARCH CASINO & RESORT INC COM 609027107 4,890 109,122 SH   DFND 1 109,122 0 0
MONDELEZ INTERNATIONAL INC-A CL A 609207105 34 812 SH   DFND 1 2 812 0 0
MONDELEZ INTERNATIONAL INC-A CL A 609207105 682,052 15,968,949 SH   DFND 1 15,841,006 0 127,943
MONEYGRAM INTERNATIONAL INC COM NEW 60935Y208 3,767 285,876 SH   DFND 1 285,876 0 0
MONGODB INC CL A 60937P106 2,864 96,516 SH   DFND 1 96,516 0 0
MONMOUTH REAL ESTATE INV COR CL A 609720107 10,580 594,429 SH   DFND 1 594,429 0 0
MONOLITHIC POWER SYSTEMS INC COM 609839105 39,256 349,380 SH   DFND 1 347,505 0 1,875
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MONRO INC COM 610236101 16,663 292,602 SH   DFND 1 292,602 0 0
MONSANTO CO COM 61166W101 2,513 21,520 SH   DFND 1 2 21,520 0 0
MONSANTO CO COM 61166W101 561,661 4,819,335 SH   DFND 1 4,797,038 0 22,297
MONSTER BEVERAGE CORP COM 61174X109 295,978 4,685,545 SH   DFND 1 4,645,430 0 40,115
MOODY'S CORP COM 615369105 258,187 1,752,813 SH   DFND 1 1,744,545 0 8,268
MOOG INC-CLASS A CL A 615394202 31,055 357,572 SH   DFND 1 357,572 0 0
MORGAN STANLEY COM NEW 617446448 782,599 14,945,998 SH   DFND 1 14,876,771 0 69,227
MORGAN STANLEY COM NEW 617446448 140 2,685 SH   DFND 1 2 2,685 0 0
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MORNINGSTAR INC COM 617700109 168 1,738 SH   DFND 1 2 1,738 0 0
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MOSAIC CO/THE COM 61945C103 95,552 3,731,386 SH   DFND 1 3,713,658 0 17,728
MOSYS INC COM NEW 619718208 25 22,618 SH   DFND 1 22,618 0 0
MOTORCAR PARTS OF AMERICA IN COM 620071100 4,461 178,518 SH   DFND 1 178,518 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 160,437 1,779,460 SH   DFND 1 1,770,869 0 8,591
MOUNTAIN PROVINCE DIAMONDS COM NEW 62426E402 199 73,559 SH   DFND 1 73,559 0 0
MOVADO GROUP INC COM 624580106 7,532 233,928 SH   DFND 1 233,928 0 0
MRC GLOBAL INC COM 55345K103 13,225 781,644 SH   DFND 1 781,644 0 0
MSA SAFETY INC COM 553498106 28,047 361,812 SH   DFND 1 360,144 0 1,668
MSC INDUSTRIAL DIRECT CO-A CL A 553530106 36,415 376,740 SH   DFND 1 374,149 0 2,591
MSCI INC COM 55354G100 95,976 758,923 SH   DFND 1 754,054 0 4,869
MSCI INC COM 55354G100 452 3,577 SH   DFND 1 2 3,577 0 0
MSG NETWORKS INC- A CL A 553573106 13,139 648,877 SH   DFND 1 648,877 0 0
MTGE INVESTMENT CORP COM 55378A105 7,974 431,063 SH   DFND 1 426,689 0 4,374
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MU 3.125 05/01/32 D NOTE 3.125% 5/0 595112AX1 45,801 11,100,000 PRN   DFND 1 2 11,100,000 0 0
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MUELLER WATER PRODUCTS INC-A COM SER A 624758108 16,476 1,314,933 SH   DFND 1 1,314,933 0 0
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MULTI-COLOR CORP COM 625383104 9,786 130,742 SH   DFND 1 130,243 0 499
MURPHY OIL CORP COM 626717102 45,809 1,475,358 SH   DFND 1 1,467,113 0 8,245
MURPHY USA INC COM 626755102 21,851 271,917 SH   DFND 1 270,323 0 1,594
MUSTANG BIO INC COM 62818Q104 639 53,334 SH   DFND 1 53,334 0 0
MUTUALFIRST FINANCIAL INC COM 62845B104 2,038 52,871 SH   DFND 1 52,871 0 0
MYERS INDUSTRIES INC COM 628464109 4,326 221,893 SH   DFND 1 221,893 0 0
MYERS INDUSTRIES INC COM 628464109 27 1,415 SH   DFND 1 2 1,415 0 0
MYLAN NV SHS EURO N59465109 255,193 6,042,902 SH   DFND 1 5,997,549 0 45,353
MYOKARDIA INC COM 62857M105 81 1,935 SH   DFND 1 2 1,935 0 0
MYOKARDIA INC COM 62857M105 7,927 188,295 SH   DFND 1 188,295 0 0
MYOMO INC COM 62857J102 64 17,261 SH   DFND 1 17,261 0 0
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N B T BANCORP INC COM 628778102 15,751 428,034 SH   DFND 1 428,034 0 0
N B T BANCORP INC COM 628778102 4 119 SH   DFND 1 2 119 0 0
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NABORS INDUSTRIES LTD SHS G6359F103 17,975 2,631,800 SH   DFND 1 2,616,157 0 15,643
NABRIVA THERAPEUTICS PLC SHS G63637105 72 12,089 SH   DFND 1 12,089 0 0
NACCO INDUSTRIES-CL A CL A 629579103 104 2,777 SH   DFND 1 2 2,777 0 0
NACCO INDUSTRIES-CL A CL A 629579103 1,552 41,230 SH   DFND 1 41,230 0 0
NAKED BRANDS GROUP INC COM NEW 629839200 50 34,817 SH   DFND 1 34,817 0 0
NANOMETRICS INC COM 630077105 7,778 312,152 SH   DFND 1 312,152 0 0
NANOMETRICS INC COM 630077105 117 4,714 SH   DFND 1 2 4,714 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 1,319 176,701 SH   DFND 1 176,701 0 0
NANOVIRICIDES INC COM NEW 630087203 154 175,983 SH   DFND 1 175,983 0 0
NANTHEALTH INC COM 630104107 993 325,626 SH   DFND 1 325,626 0 0
NANTKWEST INC COM 63016Q102 1,276 284,230 SH   DFND 1 284,230 0 0
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NASDAQ INC COM 631103108 102,535 1,337,143 SH   DFND 1 1,331,364 0 5,779
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NATHAN'S FAMOUS INC COM 632347100 1,998 26,476 SH   DFND 1 26,476 0 0
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NATIONAL BANK HOLD-CL A CL A 633707104 7,273 224,296 SH   DFND 1 224,296 0 0
NATIONAL BANKSHARES INC/VA COM 634865109 2,337 51,435 SH   DFND 1 51,435 0 0
NATIONAL BEVERAGE CORP COM 635017106 21 221 SH   DFND 1 2 221 0 0
NATIONAL BEVERAGE CORP COM 635017106 18,295 187,764 SH   DFND 1 187,672 0 92
NATIONAL CINEMEDIA INC COM 635309107 3,633 529,593 SH   DFND 1 528,320 0 1,273
NATIONAL COMMERCE CORP COM 63546L102 4,292 106,645 SH   DFND 1 106,645 0 0
NATIONAL FUEL GAS CO COM 636180101 64 1,166 SH   DFND 1 2 1,166 0 0
NATIONAL FUEL GAS CO COM 636180101 42,625 776,280 SH   DFND 1 772,064 0 4,216
NATIONAL GENERAL HLDGS COM 636220303 11,621 591,736 SH   DFND 1 591,736 0 0
NATIONAL GENERAL HLDGS COM 636220303 6 335 SH   DFND 1 2 335 0 0
NATIONAL GRID PLC-SP ADR SPONSORED ADR NE 636274409 572 9,740 SH   DFND 1 8,359 0 1,381
NATIONAL HEALTHCARE CORP COM 635906100 186 3,053 SH   DFND 1 2 3,053 0 0
NATIONAL HEALTHCARE CORP COM 635906100 8,663 142,172 SH   DFND 1 142,172 0 0
NATIONAL INSTRUMENTS CORP COM 636518102 38,454 923,726 SH   DFND 1 918,446 0 5,280
NATIONAL OILWELL VARCO INC COM 637071101 146,919 4,087,478 SH   DFND 1 4,068,031 0 19,447
NATIONAL PRESTO INDS INC COM 637215104 4,205 42,291 SH   DFND 1 42,291 0 0
NATIONAL RESEARCH CORP-A CL A 637372202 3,457 92,696 SH   DFND 1 92,696 0 0
NATIONAL RETAIL PROPERTIES COM 637417106 58,244 1,351,016 SH   DFND 1 1,343,527 0 7,489
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 12,885 472,703 SH   DFND 1 472,703 0 0
NATIONAL VISION HOLDINGS INC COM 63845R107 7,637 188,065 SH   DFND 1 188,065 0 0
NATIONAL WESTERN LIFE GROU-A CL A 638517102 6,780 20,483 SH   DFND 1 20,483 0 0
NATIONSTAR MORTGAGE HOLDINGS COM 63861C109 5,901 318,973 SH   DFND 1 318,973 0 0
NATL HEALTH INVESTORS INC COM 63633D104 26,529 351,940 SH   DFND 1 351,940 0 0
NATURAL ALTERNATIVES INTL COM NEW 638842302 247 23,978 SH   DFND 1 23,978 0 0
NATURAL GAS SERVICES GROUP COM 63886Q109 2,726 104,067 SH   DFND 1 104,067 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 719 80,542 SH   DFND 1 80,542 0 0
NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 972 64,019 SH   DFND 1 63,811 0 208
NATURES SUNSHINE PRODS INC COM 639027101 820 71,018 SH   DFND 1 71,018 0 0
NATUS MEDICAL INC COM 639050103 10,973 287,270 SH   DFND 1 287,270 0 0
NAUTILUS INC COM 63910B102 53 3,981 SH   DFND 1 2 3,981 0 0
NAUTILUS INC COM 63910B102 3,451 258,565 SH   DFND 1 258,565 0 0
NAVIDEA BIOPHARMACEUTICALS I COM 63937X103 258 720,207 SH   DFND 1 720,207 0 0
NAVIENT CORP COM 63938C108 42,756 3,214,462 SH   DFND 1 3,200,228 0 14,234
NAVIENT CORP COM 63938C108 236 17,740 SH   DFND 1 2 17,740 0 0
NAVIGANT CONSULTING INC COM 63935N107 7,369 379,680 SH   DFND 1 379,680 0 0
NAVIGATORS GROUP INC COM 638904102 10,103 207,472 SH   DFND 1 207,472 0 0
NAVIOS MARITIME ACQUISITION SHS Y62159101 247 222,991 SH   DFND 1 222,991 0 0
NAVIOS MARITIME HOLDINGS INC COM Y62196103 243 203,314 SH   DFND 1 203,314 0 0
NAVISTAR INTERNATIONAL CORP COM 63934E108 23 555 SH   DFND 1 2 555 0 0
NAVISTAR INTERNATIONAL CORP COM 63934E108 21,703 506,141 SH   DFND 1 506,141 0 0
NCI BUILDING SYSTEMS INC COM NEW 628852204 8,241 427,010 SH   DFND 1 427,010 0 0
NCR CORPORATION COM 62886E108 32,936 969,000 SH   DFND 1 963,000 0 6,000
NCS MULTISTAGE HOLDINGS INC COM 628877102 2,142 145,321 SH   DFND 1 145,321 0 0
NEENAH INC COM 640079109 12,776 140,948 SH   DFND 1 140,948 0 0
NEKTAR THERAPEUTICS COM 640268108 86,353 1,445,971 SH   DFND 1 1,445,635 0 336
NELNET INC-CL A CL A 64031N108 14,649 267,418 SH   DFND 1 267,418 0 0
NEOGEN CORP COM 640491106 27,867 451,973 SH   DFND 1 451,973 0 0
NEOGENOMICS INC COM NEW 64049M209 4,538 512,281 SH   DFND 1 512,281 0 0
NEONODE INC COM NEW 64051M402 130 175,355 SH   DFND 1 175,355 0 0
NEOPHOTONICS CORP COM 64051T100 1,630 247,797 SH   DFND 1 247,797 0 0
NEOS THERAPEUTICS INC COM 64052L106 2,117 207,568 SH   DFND 1 207,568 0 0
NEOVASC INC COM 64065J106 6 11,628 SH   DFND 1 11,628 0 0
NEPTUNE TECH & BIORESSOURCES COM 64077P108 94 39,978 SH   DFND 1 39,978 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 253 21,299 SH   DFND 1 21,299 0 0
NET ELEMENT INC COM PAR 64111R300 176 15,898 SH   DFND 1 15,898 0 0
NETAPP INC COM 64110D104 173,954 3,150,515 SH   DFND 1 3,136,479 0 14,036
NETEASE INC-ADR SPONSORED ADR 64110W102 63,251 184,151 SH   DFND 1 181,366 0 2,785
NETEASE INC-ADR SPONSORED ADR 64110W102 59 173 SH   DFND 1 2 173 0 0
NETFLIX INC COM 64110L106 842,878 4,400,513 SH   DFND 1 4,362,819 0 37,694
NETGEAR INC COM 64111Q104 16,712 284,466 SH   DFND 1 284,466 0 0
NETLIST INC COM 64118P109 83 270,723 SH   DFND 1 270,723 0 0
NETSCOUT SYSTEMS INC COM 64115T104 28,505 936,153 SH   DFND 1 931,861 0 4,292
NETSCOUT SYSTEMS INC COM 64115T104 55 1,820 SH   DFND 1 2 1,820 0 0
NETSOL TECHNOLOGIES INC COM PAR $.001 64115A402 249 52,458 SH   DFND 1 52,458 0 0
NETWORK-1 TECHNOLOGIES INC COM 64121N109 80 33,381 SH   DFND 1 2 33,381 0 0
NETWORK-1 TECHNOLOGIES INC COM 64121N109 161 67,212 SH   DFND 1 67,212 0 0
NEURALSTEM INC COM NEW 64127R401 142 83,079 SH   DFND 1 83,079 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 59,188 762,835 SH   DFND 1 762,606 0 229
NEVRO CORP COM 64157F103 16,285 235,883 SH   DFND 1 235,883 0 0
NEW AGE BEVERAGES CORP COM 64157V108 274 126,662 SH   DFND 1 126,662 0 0
NEW HOME CO INC/THE COM 645370107 1,272 101,587 SH   DFND 1 101,587 0 0
NEW IRELAND FUND INC COM 645673104 710 56,671 SH   DFND 1 2 56,671 0 0
NEW JERSEY RESOURCES CORP COM 646025106 28,304 704,091 SH   DFND 1 699,529 0 4,562
NEW MEDIA INVESTMENT GROUP COM 64704V106 7,616 453,886 SH   DFND 1 451,128 0 2,758
NEW ORIENTAL EDUCATIO-SP ADR SPON ADR 647581107 164 1,746 SH   DFND 1 2 1,746 0 0
NEW ORIENTAL EDUCATIO-SP ADR SPON ADR 647581107 20,619 220,802 SH   DFND 1 220,316 0 486
NEW RELIC INC COM 64829B100 234 4,063 SH   DFND 1 2 4,063 0 0
NEW RELIC INC COM 64829B100 19,937 345,114 SH   DFND 1 345,114 0 0
NEW RESIDENTIAL INVESTMENT COM NEW 64828T201 51,530 2,881,995 SH   DFND 1 2,877,299 0 4,696
NEW SENIOR INVESTMENT GROUP COM 648691103 5,215 689,825 SH   DFND 1 689,825 0 0
NEW YORK & CO COM 649295102 452 158,300 SH   DFND 1 158,300 0 0
NEW YORK COMMUNITY BANCORP COM 649445103 53,332 4,099,086 SH   DFND 1 4,074,166 0 24,920
NEW YORK COMMUNITY BANCORP COM 649445103 5 439 SH   DFND 1 2 439 0 0
NEW YORK MORTGAGE TRUST INC COM PAR $.02 649604501 6,244 1,012,052 SH   DFND 1 1,009,773 0 2,279
NEW YORK TIMES CO-A CL A 650111107 18,798 1,016,120 SH   DFND 1 1,009,918 0 6,202
NEWELL BRANDS INC COM 651229106 159,713 5,179,437 SH   DFND 1 5,154,721 0 24,716
NEWELL BRANDS INC COM 651229106 168 5,458 SH   DFND 1 2 5,458 0 0
NEWFIELD EXPLORATION CO COM 651290108 200 6,358 SH   DFND 1 2 6,358 0 0
NEWFIELD EXPLORATION CO COM 651290108 67,862 2,156,926 SH   DFND 1 2,147,026 0 9,900
NEWLINK GENETICS CORP COM 651511107 1,913 235,976 SH   DFND 1 235,902 0 74
NEWMARK GROUP INC-CLASS A CL A 65158N102 397 25,000 SH   DFND 1 25,000 0 0
NEWMARKET CORP COM 651587107 28,956 72,867 SH   DFND 1 72,412 0 455
NEWMARKET CORP COM 651587107 251 634 SH   DFND 1 2 634 0 0
NEWMONT MINING CORP COM 651639106 238,856 6,378,102 SH   DFND 1 6,351,579 0 26,523
NEWPARK RESOURCES INC COM PAR $.01NEW 651718504 6,293 731,841 SH   DFND 1 731,841 0 0
NEWS CORP - CLASS A CL A 65249B109 71,057 4,391,805 SH   DFND 1 4,372,792 0 19,013
NEWS CORP - CLASS B CL B 65249B208 21,973 1,325,807 SH   DFND 1 1,319,712 0 6,095
NEXEO SOLUTIONS INC COM SHS 65342H102 4,269 469,176 SH   DFND 1 469,176 0 0
NEXEO SOLUTIONS INC -CW19 *W EXP 06/09/202 65342H110 2,929 4,542,288 SH   DFND 1 2 4,542,288 0 0
NEXPOINT RESIDENTIAL COM 65341D102 4,975 178,069 SH   DFND 1 178,069 0 0
NEXSTAR MEDIA GROUP INC-CL A CL A 65336K103 31,591 403,982 SH   DFND 1 403,982 0 0
NEXTDECADE CORP COM 65342K105 1,496 179,897 SH   DFND 1 179,897 0 0
NEXTERA ENERGY INC COM 65339F101 758,889 4,869,190 SH   DFND 1 4,845,238 0 23,952
NI HOLDINGS INC COM 65342T106 1,559 91,829 SH   DFND 1 91,829 0 0
NIC INC COM 62914B100 10,024 603,902 SH   DFND 1 603,902 0 0
NICE LTD - SPON ADR SPONSORED ADR 653656108 3,447 37,511 SH   DFND 1 37,227 0 284
NICHOLAS FINANCIAL INC COM NEW 65373J209 741 84,318 SH   DFND 1 84,318 0 0
NICOLET BANKSHARES INC COM 65406E102 3,508 64,095 SH   DFND 1 64,095 0 0
NIELSEN HOLDINGS PLC SHS EUR G6518L108 58 1,607 SH   DFND 1 2 1,607 0 0
NIELSEN HOLDINGS PLC SHS EUR G6518L108 130,755 3,599,597 SH   DFND 1 3,581,523 0 18,074
NII HOLDINGS INC COM PAR 62913F508 114 269,218 SH   DFND 1 2 269,218 0 0
NII HOLDINGS INC COM PAR 62913F508 229 541,464 SH   DFND 1 541,464 0 0
NIKE INC -CL B CL B 654106103 903,432 14,472,375 SH   DFND 1 14,403,862 0 68,513
NISOURCE INC COM 65473P105 91,186 3,559,556 SH   DFND 1 3,542,826 0 16,730
NISOURCE INC COM 65473P105 40 1,587 SH   DFND 1 2 1,587 0 0
NL INDUSTRIES COM NEW 629156407 608 42,685 SH   DFND 1 42,685 0 0
NMI HOLDINGS INC-CLASS A CL A 629209305 17 1,055 SH   DFND 1 2 1,055 0 0
NMI HOLDINGS INC-CLASS A CL A 629209305 10,492 617,186 SH   DFND 1 617,186 0 0
NN INC COM 629337106 6,591 238,818 SH   DFND 1 238,818 0 0
NOBLE CORP PLC SHS USD G65431101 9,108 2,015,170 SH   DFND 1 2,015,170 0 0
NOBLE ENERGY INC COM 655044105 152,254 5,235,837 SH   DFND 1 5,211,643 0 24,194
NOKIA CORP-SPON ADR SPONSORED ADR 654902204 48 10,427 SH   DFND 1 7,731 0 2,696
NOMURA HOLDINGS INC-SPON ADR SPONSORED ADR 65535H208 213 36,753 SH   DFND 1 26,932 0 9,821
NOODLES & CO COM CL A 65540B105 795 151,452 SH   DFND 1 151,452 0 0
NORBORD INC COM 65548P403 38 1,129 SH   DFND 1 1,129 0 0
NORBORD INC COM 65548P403 447 13,233 SH   DFND 1 2 13,233 0 0
NORDIC AMERICAN TANKERS LTD COM G65773106 514 209,178 SH   DFND 1 209,178 0 0
NORDSON CORP COM 655663102 66,362 453,297 SH   DFND 1 450,796 0 2,501
NORDSTROM INC COM 655664100 66,320 1,402,334 SH   DFND 1 1,396,542 0 5,792
NORFOLK SOUTHERN CORP COM 655844108 407,666 2,819,766 SH   DFND 1 2,804,835 0 14,931
NORTH AMERICAN ENERGY PARTNE COM 656844107 140 28,200 SH   DFND 1 2 28,200 0 0
NORTHEAST BANCORP COM NEW 663904209 1,975 85,350 SH   DFND 1 84,789 0 561
NORTHERN OIL AND GAS INC COM 665531109 635 309,961 SH   DFND 1 309,961 0 0
NORTHERN TRUST CORP COM 665859104 242,889 2,436,308 SH   DFND 1 2,425,626 0 10,682
NORTHFIELD BANCORP INC COM 66611T108 7,374 431,738 SH   DFND 1 431,738 0 0
NORTHRIM BANCORP INC COM 666762109 1,939 57,295 SH   DFND 1 57,295 0 0
NORTHROP GRUMMAN CORP COM 666807102 587,836 1,919,146 SH   DFND 1 1,910,489 0 8,657
NORTHSTAR REALTY EUROPE CORP COM 66706L101 7,083 527,437 SH   DFND 1 527,437 0 0
NORTHWEST BANCSHARES INC COM 667340103 11 695 SH   DFND 1 2 695 0 0
NORTHWEST BANCSHARES INC COM 667340103 20,968 1,253,365 SH   DFND 1 1,249,004 0 4,361
NORTHWEST NATURAL GAS CO COM 667655104 15,399 258,165 SH   DFND 1 258,165 0 0
NORTHWEST PIPE CO COM 667746101 1,497 78,229 SH   DFND 1 78,229 0 0
NORTHWESTERN CORP COM NEW 668074305 23,457 392,920 SH   DFND 1 390,528 0 2,392
NORWEGIAN CRUISE LINE HOLDIN SHS G66721104 101,120 1,902,961 SH   DFND 1 1,894,091 0 8,870
NORWEGIAN CRUISE LINE HOLDIN SHS G66721104 39 748 SH   DFND 1 2 748 0 0
NORWOOD FINANCIAL CORP COM 669549107 1,640 49,711 SH   DFND 1 49,711 0 0
NOVA LIFESTYLE INC COM 66979P102 313 130,824 SH   DFND 1 130,824 0 0
NOVA MEASURING INSTRUMENTS COM M7516K103 493 19,040 SH   DFND 1 19,040 0 0
NOVA MEASURING INSTRUMENTS COM M7516K103 44 1,718 SH   DFND 1 2 1,718 0 0
NOVAN INC COM 66988N106 200 47,577 SH   DFND 1 47,577 0 0
NOVANTA INC COM 67000B104 15,061 301,231 SH   DFND 1 301,231 0 0
NOVARTIS AG-SPONSORED ADR SPONSORED ADR 66987V109 1,945 23,170 SH   DFND 1 21,391 0 1,779
NOVARTIS AG-SPONSORED ADR SPONSORED ADR 66987V109 2,099 25,000 SH   DFND 1 2 25,000 0 0
NOVAVAX INC COM 670002104 3,652 2,945,721 SH   DFND 1 2,945,721 0 0
NOVELION THERAPEUTICS INC COM NEW 67001K202 244 78,354 SH   DFND 1 78,354 0 0
NOVOCURE LTD ORD SHS G6674U108 3,555 176,000 SH   DFND 1 175,680 0 320
NOVO-NORDISK A/S-SPONS ADR ADR 670100205 1,485 27,685 SH   DFND 1 25,561 0 2,124
NOW INC COM 67011P100 9,929 900,229 SH   DFND 1 894,916 0 5,313
NOW INC COM 67011P100 76 6,966 SH   DFND 1 2 6,966 0 0
NRG ENERGY INC COM NEW 629377508 988 34,711 SH   DFND 1 2 34,711 0 0
NRG ENERGY INC COM NEW 629377508 95,800 3,368,940 SH   DFND 1 3,352,898 0 16,042
NRG YIELD INC-CLASS A CL A NEW 62942X306 9,350 496,038 SH   DFND 1 496,038 0 0
NRG YIELD INC-CLASS C CL C 62942X405 10,753 568,960 SH   DFND 1 567,271 0 1,689
NTN BUZZTIME INC COM PAR 629410606 89 21,179 SH   DFND 1 21,179 0 0
NTT DOCOMO INC-SPON ADR SPONS ADR 62942M201 844 35,535 SH   DFND 1 32,517 0 3,018
NU SKIN ENTERPRISES INC - A CL A 67018T105 57 842 SH   DFND 1 2 842 0 0
NU SKIN ENTERPRISES INC - A CL A 67018T105 28,260 414,191 SH   DFND 1 411,211 0 2,980
NUANCE COMMUNICATIONS INC COM 67020Y100 39,580 2,420,797 SH   DFND 1 2,420,797 0 0
NUCOR CORP COM 670346105 220,943 3,482,027 SH   DFND 1 3,465,516 0 16,511
NUTANIX INC - A CL A 67059N108 23,123 655,417 SH   DFND 1 655,417 0 0
NUTRISYSTEM INC COM 67069D108 14,590 277,385 SH   DFND 1 277,328 0 57
NUVASIVE INC COM 670704105 26,762 457,553 SH   DFND 1 455,038 0 2,515
NUVECTRA CORP COM 67075N108 422 54,447 SH   DFND 1 54,447 0 0
NUVEEN CT QUAL MUNI INC FD COM 67060D107 2,195 184,221 SH   DFND 1 2 184,221 0 0
NUVEEN MD QUAL MUNI INC FD COM 67061Q107 901 71,672 SH   DFND 1 2 71,672 0 0
NUVEEN MI QUAL MUNI INC FD COM 670979103 930 70,158 SH   DFND 1 2 70,158 0 0
NUVEEN NJ QUAL MUNI INC FD COM 67069Y102 2,338 170,853 SH   DFND 1 2 170,853 0 0
NUVEEN PA QUAL MUNI INC FD COM 670972108 701 53,345 SH   DFND 1 2 53,345 0 0
NV5 GLOBAL INC COM 62945V109 3,732 68,921 SH   DFND 1 68,921 0 0
NVE CORP COM NEW 629445206 3,644 42,383 SH   DFND 1 42,383 0 0
NVIDIA CORP COM 67066G104 1,389,500 7,194,300 SH   DFND 1 7,142,054 0 52,246
NVR INC COM 62944T105 343 98 SH   DFND 1 2 98 0 0
NVR INC COM 62944T105 129,439 36,914 SH   DFND 1 36,743 0 171
NXP SEMICONDUCTORS NV COM N6596X109 153,716 1,319,491 SH   DFND 1 1,319,491 0 0
NXPI 1 12/01/19 DBCV 1.000%12/0 62952QAB6 9,717 7,880,000 PRN   DFND 1 2 7,880,000 0 0
NXSTAGE MEDICAL INC COM 67072V103 16,118 665,244 SH   DFND 1 665,244 0 0
NXSTAGE MEDICAL INC COM 67072V103 2,059 85,000 SH   DFND 1 2 85,000 0 0
NXT-ID INC COM NEW 67091J206 216 61,891 SH   DFND 1 61,891 0 0
NYMOX PHARMACEUTICAL CORP COM P73398102 294 89,196 SH   DFND 1 89,196 0 0
O2MICRO INTERNATIONAL-ADR SPONS ADR 67107W100 22 13,662 SH   DFND 1 13,662 0 0
OASIS PETROLEUM INC COM 674215108 17,604 2,093,278 SH   DFND 1 2,093,278 0 0
OASIS PETROLEUM INC COM 674215108 81 9,716 SH   DFND 1 2 9,716 0 0
OBALON THERAPEUTICS INC COM 67424L100 178 27,001 SH   DFND 1 27,001 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 569,998 7,755,139 SH   DFND 1 7,715,369 0 39,770
OCEAN BIO-CHEM INC COM 674631106 114 26,292 SH   DFND 1 26,292 0 0
OCEAN POWER TECHNOLOGIES INC COM PAR $ 674870407 80 73,347 SH   DFND 1 73,347 0 0
OCEAN RIG UDW INC-A COM CL A G66964118 1,072 40,000 SH   DFND 1 40,000 0 0
OCEANEERING INTL INC COM 675232102 17,349 820,675 SH   DFND 1 815,827 0 4,848
OCEANEERING INTL INC COM 675232102 10 517 SH   DFND 1 2 517 0 0
OCEANFIRST FINANCIAL CORP COM 675234108 7,662 291,911 SH   DFND 1 291,911 0 0
OCLARO INC COM NEW 67555N206 10,197 1,513,008 SH   DFND 1 1,513,008 0 0
OCLARO INC COM NEW 67555N206 1,011 150,000 SH   DFND 1 2 150,000 0 0
OCULAR THERAPEUTIX INC COM 67576A100 783 176,010 SH   DFND 1 175,768 0 242
OCWEN FINANCIAL CORP COM NEW 675746309 2,776 886,979 SH   DFND 1 886,979 0 0
ODYSSEY MARINE EXPLORATION COM NEW 676118201 119 31,729 SH   DFND 1 31,729 0 0
OFFICE DEPOT INC COM 676220106 362 102,285 SH   DFND 1 2 102,285 0 0
OFFICE DEPOT INC COM 676220106 21,409 6,047,987 SH   DFND 1 6,022,723 0 25,264
OFG BANCORP COM 67103X102 3,382 359,822 SH   DFND 1 359,822 0 0
OGE ENERGY CORP COM 670837103 55,642 1,692,126 SH   DFND 1 1,682,283 0 9,843
OHIO VALLEY BANC CORP COM 677719106 1,050 26,005 SH   DFND 1 26,005 0 0
OHR PHARMACEUTICAL INC COM NEW 67778H200 257 138,492 SH   DFND 1 138,492 0 0
OIL STATES INTERNATIONAL INC COM 678026105 11,950 422,282 SH   DFND 1 422,282 0 0
OIL-DRI CORP OF AMERICA COM 677864100 1,465 35,307 SH   DFND 1 35,307 0 0
OKTA INC CL A 679295105 6,951 271,433 SH   DFND 1 271,433 0 0
OLD DOMINION FREIGHT LINE COM 679580100 86,957 661,330 SH   DFND 1 657,962 0 3,368
OLD LINE BANCSHARES INC COM 67984M100 1,993 67,704 SH   DFND 1 67,704 0 0
OLD NATIONAL BANCORP COM 680033107 9 540 SH   DFND 1 2 540 0 0
OLD NATIONAL BANCORP COM 680033107 21,816 1,250,217 SH   DFND 1 1,250,217 0 0
OLD POINT FINANCIAL CORP COM 680194107 613 20,629 SH   DFND 1 20,629 0 0
OLD REPUBLIC INTL CORP COM 680223104 54,015 2,526,448 SH   DFND 1 2,514,349 0 12,099
OLD SECOND BANCORP INC COM 680277100 3,293 241,253 SH   DFND 1 241,253 0 0
OLIN CORP COM PAR $1 680665205 49,788 1,399,343 SH   DFND 1 1,391,174 0 8,169
OLLIE'S BARGAIN OUTLET HOLDI COM 681116109 24,015 451,000 SH   DFND 1 451,000 0 0
OLYMPIC STEEL INC COM 68162K106 1,760 81,900 SH   DFND 1 81,900 0 0
OM ASSET MANAGEMENT PLC SHS G67506108 3,075 183,625 SH   DFND 1 183,625 0 0
OM ASSET MANAGEMENT PLC SHS G67506108 848 50,645 SH   DFND 1 2 50,645 0 0
OMEGA FLEX INC COM 682095104 3,384 47,401 SH   DFND 1 47,401 0 0
OMEGA HEALTHCARE INVESTORS COM 681936100 48,072 1,745,547 SH   DFND 1 1,735,464 0 10,083
OMEROS CORP COM 682143102 7,609 391,649 SH   DFND 1 391,649 0 0
OMINTO INC COM NEW 68217C208 243 71,797 SH   DFND 1 71,797 0 0
OMNICELL INC COM 68213N109 16,289 335,869 SH   DFND 1 335,869 0 0
OMNICOM GROUP COM 681919106 191,795 2,638,594 SH   DFND 1 2,626,530 0 12,064
OMNOVA SOLUTIONS INC COM 682129101 3,441 344,129 SH   DFND 1 344,129 0 0
ON ASSIGNMENT INC COM 682159108 26,520 412,639 SH   DFND 1 412,639 0 0
ON DECK CAPITAL INC COM 682163100 2,074 361,405 SH   DFND 1 361,405 0 0
ON DECK CAPITAL INC COM 682163100 62 10,940 SH   DFND 1 2 10,940 0 0
ON SEMICONDUCTOR CORP COM 682189105 85,491 4,082,697 SH   DFND 1 4,082,697 0 0
ON SEMICONDUCTOR CORP COM 682189105 122 5,867 SH   DFND 1 2 5,867 0 0
ON TRACK INNOVATIONS LTD SHS M8791A109 30 22,179 SH   DFND 1 22,179 0 0
ONCOBIOLOGICS INC COM 68235M105 14 11,165 SH   DFND 1 11,165 0 0
ONCOCYTE CORP COM 68235C107 103 22,179 SH   DFND 1 22,179 0 0
ONCOMED PHARMACEUTICALS INC COM 68234X102 481 117,330 SH   DFND 1 117,330 0 0
ONCOSEC MEDICAL INC COM NEW 68234L207 92 57,031 SH   DFND 1 57,031 0 0
ONE GAS INC COM 68235P108 33,191 453,068 SH   DFND 1 450,489 0 2,579
ONE LIBERTY PROPERTIES INC COM 682406103 3,677 141,862 SH   DFND 1 141,862 0 0
ONEMAIN HOLDINGS INC COM 68268W103 268 10,349 SH   DFND 1 2 10,349 0 0
ONEMAIN HOLDINGS INC COM 68268W103 14,979 576,345 SH   DFND 1 576,345 0 0
ONEOK INC COM 682680103 40 762 SH   DFND 1 2 762 0 0
ONEOK INC COM 682680103 207,766 3,895,534 SH   DFND 1 3,874,194 0 21,340
OOMA INC COM 683416101 227 19,026 SH   DFND 1 2 19,026 0 0
OOMA INC COM 683416101 1,900 159,040 SH   DFND 1 159,040 0 0
OPEN TEXT CORP COM 683715106 11,634 328,362 SH   DFND 1 328,362 0 0
OPGEN INC COM 68373L208 7 41,093 SH   DFND 1 41,093 0 0
OPHTHOTECH CORP COM 683745103 542 173,774 SH   DFND 1 173,774 0 0
OPKO HEALTH INC COM 68375N103 16,803 3,429,271 SH   DFND 1 3,429,271 0 0
OPPENHEIMER HOLDINGS-CL A CL A NON VTG 683797104 1,995 74,447 SH   DFND 1 74,447 0 0
OPTICAL CABLE CORP COM NEW 683827208 29 12,030 SH   DFND 1 12,030 0 0
OPTINOSE INC COM 68404V100 1,356 71,783 SH   DFND 1 71,783 0 0
OPUS BANK COM 684000102 18 690 SH   DFND 1 2 690 0 0
OPUS BANK COM 684000102 4,824 176,709 SH   DFND 1 176,709 0 0
ORACLE CORP COM 68389X105 256 5,432 SH   DFND 1 2 5,432 0 0
ORACLE CORP COM 68389X105 1,480,156 31,374,045 SH   DFND 1 31,215,056 0 158,989
ORAGENICS INC COM NEW 684023302 21 89,941 SH   DFND 1 89,941 0 0
ORANGE-SPON ADR SPONSORED ADR 684060106 305 17,567 SH   DFND 1 16,355 0 1,212
ORASURE TECHNOLOGIES INC COM 68554V108 10,602 562,168 SH   DFND 1 562,168 0 0
ORBCOMM INC COM 68555P100 6,313 620,235 SH   DFND 1 620,235 0 0
ORBITAL ATK INC COM 68557N103 1,972 15,000 SH   DFND 1 2 15,000 0 0
ORBITAL ATK INC COM 68557N103 63,692 484,357 SH   DFND 1 481,514 0 2,843
ORBOTECH LTD ORD M75253100 1,595 31,765 SH   DFND 1 31,765 0 0
ORCHID ISLAND CAPITAL INC COM 68571X103 3,658 394,231 SH   DFND 1 394,231 0 0
ORCHIDS PAPER PRODUCTS CO COM 68572N104 920 71,919 SH   DFND 1 71,919 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 255,489 1,064,044 SH   DFND 1 1,056,854 0 7,190
OREXIGEN THERAPEUTICS INC COM NEW 686164302 77 59,849 SH   DFND 1 59,849 0 0
ORGANOVO HOLDINGS INC COM 68620A104 1,272 949,650 SH   DFND 1 949,650 0 0
ORIGIN AGRITECH LTD SHS G67828106 9 10,619 SH   DFND 1 10,619 0 0
ORION ENERGY SYSTEMS INC COM 686275108 102 116,148 SH   DFND 1 116,148 0 0
ORION GROUP HOLDINGS INC COM 68628V308 1,652 211,000 SH   DFND 1 211,000 0 0
ORITANI FINANCIAL CORP COM 68633D103 5 339 SH   DFND 1 2 339 0 0
ORITANI FINANCIAL CORP COM 68633D103 7,008 427,358 SH   DFND 1 427,358 0 0
ORIX - SPONSORED ADR SPONSORED ADR 686330101 648 7,650 SH   DFND 1 7,155 0 495
ORMAT TECHNOLOGIES INC COM 686688102 21,333 333,548 SH   DFND 1 333,548 0 0
ORRSTOWN FINL SERVICES INC COM 687380105 1,449 57,418 SH   DFND 1 57,418 0 0
ORTHOFIX INTERNATIONAL NV COM N6748L102 12,320 225,236 SH   DFND 1 225,236 0 0
OSHKOSH CORP COM 688239201 57,711 634,963 SH   DFND 1 631,259 0 3,704
OSI SYSTEMS INC COM 671044105 10,256 159,311 SH   DFND 1 159,311 0 0
OTONOMY INC COM 68906L105 1,158 208,652 SH   DFND 1 208,652 0 0
OTTER TAIL CORP COM 689648103 16,416 369,334 SH   DFND 1 369,334 0 0
OUTFRONT MEDIA INC COM 69007J106 27,706 1,194,254 SH   DFND 1 1,194,149 0 105
OVASCIENCE INC COM 69014Q101 300 214,927 SH   DFND 1 214,927 0 0
OVERSEAS SHIPHOLDING GROUP-A CL A NEW 69036R863 2,030 741,240 SH   DFND 1 741,240 0 0
OVERSEAS SHIPHOLDING GROUP-A CL A NEW 69036R863 204 74,660 SH   DFND 1 2 74,660 0 0
OVERSTOCK.COM INC COM 690370101 9,739 152,419 SH   DFND 1 152,419 0 0
OVID THERAPEUTICS INC COM 690469101 335 33,949 SH   DFND 1 33,949 0 0
OWENS & MINOR INC COM 690732102 16,212 858,736 SH   DFND 1 854,570 0 4,166
OWENS CORNING COM 690742101 125,094 1,361,187 SH   DFND 1 1,361,187 0 0
OWENS REALTY MORTGAGE INC COM 690828108 1,797 112,294 SH   DFND 1 112,294 0 0
OWENS-ILLINOIS INC COM NEW 690768403 29,283 1,320,866 SH   DFND 1 1,312,830 0 8,036
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 905 64,839 SH   DFND 1 64,839 0 0
OXFORD INDUSTRIES INC COM 691497309 10,509 139,778 SH   DFND 1 139,778 0 0
OXFORD INDUSTRIES INC COM 691497309 15 201 SH   DFND 1 2 201 0 0
P G & E CORP COM 69331C108 227,747 5,091,523 SH   DFND 1 5,065,025 0 26,498
P G & E CORP COM 69331C108 267 5,967 SH   DFND 1 2 5,967 0 0
P.A.M. TRANSPORTATION SVCS COM 693149106 630 18,125 SH   DFND 1 18,125 0 0
PACCAR INC COM 693718108 291,223 4,104,838 SH   DFND 1 4,074,205 0 30,633
PACIFIC BIOSCIENCES OF CALIF COM 69404D108 2,337 885,554 SH   DFND 1 885,554 0 0
PACIFIC BIOSCIENCES OF CALIF COM 69404D108 124 47,021 SH   DFND 1 2 47,021 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 1,451 318,998 SH   DFND 1 318,998 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 72 15,925 SH   DFND 1 2 15,925 0 0
PACIFIC MERCANTILE BANCORP COM 694552100 1,169 133,659 SH   DFND 1 133,659 0 0
PACIFIC PREMIER BANCORP INC COM 69478X105 14,459 361,493 SH   DFND 1 361,493 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 19,229 421,237 SH   DFND 1 421,237 0 0
PACKAGING CORP OF AMERICA COM 695156109 130,554 1,085,075 SH   DFND 1 1,080,290 0 4,785
PACWEST BANCORP COM 695263103 10 212 SH   DFND 1 2 212 0 0
PACWEST BANCORP COM 695263103 58,144 1,153,660 SH   DFND 1 1,146,305 0 7,355
PAIN THERAPEUTICS INC COM NEW 69562K506 112 28,219 SH   DFND 1 28,219 0 0
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 721 839,777 SH   DFND 1 839,777 0 0
PALO ALTO NETWORKS INC COM 697435105 97,035 669,933 SH   DFND 1 669,933 0 0
PAN AMERICAN SILVER CORP COM 697900108 1,531 98,434 SH   DFND 1 98,271 0 163
PANDORA MEDIA INC COM 698354107 9,289 1,927,285 SH   DFND 1 1,927,285 0 0
PANHANDLE OIL AND GAS INC-A CL A 698477106 3,095 150,644 SH   DFND 1 150,644 0 0
PANW 0 07/01/19 NOTE 7/0 697435AB1 6,834 5,000,000 PRN   DFND 1 2 5,000,000 0 0
PAPA JOHN'S INTL INC COM 698813102 13,386 238,582 SH   DFND 1 237,322 0 1,260
PAPA JOHN'S INTL INC COM 698813102 169 3,015 SH   DFND 1 2 3,015 0 0
PAPA MURPHY'S HOLDINGS INC COM 698814100 383 71,313 SH   DFND 1 71,313 0 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 4,944 256,466 SH   DFND 1 256,466 0 0
PAR TECHNOLOGY CORP/DEL COM 698884103 255 27,309 SH   DFND 1 27,309 0 0
PARAGON COMMERCIAL CORP COM NEW 69911U403 1,246 23,424 SH   DFND 1 23,424 0 0
PARAMOUNT GOLD NEVADA CORP COM 69924M109 39 30,702 SH   DFND 1 30,702 0 0
PARAMOUNT GROUP INC COM 69924R108 32,813 2,070,274 SH   DFND 1 2,070,274 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 3,593 200,782 SH   DFND 1 200,782 0 0
PARETEUM CORP COM NEW 69946T207 250 120,821 SH   DFND 1 120,821 0 0
PARK CITY GROUP INC COM NEW 700215304 1,141 119,576 SH   DFND 1 119,576 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 2,986 151,999 SH   DFND 1 151,999 0 0
PARK HOTELS & RESORTS INC COM 700517105 76,020 2,644,179 SH   DFND 1 2,644,179 0 0
PARK NATIONAL CORP COM 700658107 4 41 SH   DFND 1 2 41 0 0
PARK NATIONAL CORP COM 700658107 11,877 114,209 SH   DFND 1 113,425 0 784
PARKE BANCORP INC COM 700885106 428 20,835 SH   DFND 1 20,835 0 0
PARKER DRILLING CO COM 701081101 1,026 1,026,864 SH   DFND 1 1,026,864 0 0
PARKER HANNIFIN CORP COM 701094104 280,157 1,406,700 SH   DFND 1 1,399,924 0 6,776
PARKERVISION INC COM NEW 701354300 86 81,220 SH   DFND 1 81,220 0 0
PARK-OHIO HOLDINGS CORP COM 700666100 3,465 75,410 SH   DFND 1 75,410 0 0
PARSLEY ENERGY INC-CLASS A CL A 701877102 55,392 1,882,692 SH   DFND 1 1,882,692 0 0
PARTY CITY HOLDCO INC COM 702149105 33 2,394 SH   DFND 1 2 2,394 0 0
PARTY CITY HOLDCO INC COM 702149105 3,679 263,796 SH   DFND 1 263,796 0 0
PATRICK INDUSTRIES INC COM 703343103 14,941 215,145 SH   DFND 1 215,145 0 0
PATTERN ENERGY GROUP INC -A CL A 70338P100 17,671 822,301 SH   DFND 1 820,998 0 1,303
PATTERSON COS INC COM 703395103 37,022 1,026,103 SH   DFND 1 1,022,020 0 4,083
PATTERSON COS INC COM 703395103 373 10,336 SH   DFND 1 2 10,336 0 0
PATTERSON-UTI ENERGY INC COM 703481101 46,320 2,013,041 SH   DFND 1 2,002,087 0 10,954
PAYCHEX INC COM 704326107 52 767 SH   DFND 1 2 767 0 0
PAYCHEX INC COM 704326107 280,968 4,134,113 SH   DFND 1 4,103,105 0 31,008
PAYCOM SOFTWARE INC COM 70432V102 35,538 442,406 SH   DFND 1 442,406 0 0
PAYLOCITY HOLDING CORP COM 70438V106 12,044 255,401 SH   DFND 1 255,401 0 0
PAYPAL HOLDINGS INC COM 70450Y103 893,768 12,165,443 SH   DFND 1 12,066,023 0 99,420
PB BANCORP INC COM 70454T100 128 11,925 SH   DFND 1 11,925 0 0
PBF ENERGY INC-CLASS A CL A 69318G106 32,673 921,690 SH   DFND 1 915,565 0 6,125
PBF ENERGY INC-CLASS A CL A 69318G106 38 1,090 SH   DFND 1 2 1,090 0 0
PC CONNECTION INC COM 69318J100 3,790 144,616 SH   DFND 1 144,616 0 0
PCLN 1 03/15/18 NOTE 1.000% 3/1 741503AQ9 9,168 5,000,000 PRN   DFND 1 2 5,000,000 0 0
PCM INC COM 69323K100 682 68,964 SH   DFND 1 68,964 0 0
PCSB FINANCIAL CORP COM 69324R104 3,436 180,368 SH   DFND 1 180,368 0 0
PC-TEL INC COM 69325Q105 643 87,366 SH   DFND 1 87,366 0 0
PDC ENERGY INC COM 69327R101 29,832 578,829 SH   DFND 1 578,829 0 0
PDF SOLUTIONS INC COM 693282105 3,893 248,019 SH   DFND 1 248,019 0 0
PDL BIOPHARMA INC COM 69329Y104 4,880 1,781,196 SH   DFND 1 1,781,196 0 0
PDL BIOPHARMA INC COM 69329Y104 927 338,558 SH   DFND 1 2 338,558 0 0
PDVWIRELESS INC COM 69290R104 2,946 91,789 SH   DFND 1 91,789 0 0
PEABODY ENERGY CORP COM 704551100 31,685 804,804 SH   DFND 1 804,804 0 0
PEAK RESORTS INC COM 70469L100 146 27,108 SH   DFND 1 27,108 0 0
PEAPACK GLADSTONE FINL CORP COM 704699107 5,138 146,725 SH   DFND 1 146,725 0 0
PEARSON PLC-SPONSORED ADR SPONSORED ADR 705015105 117 11,991 SH   DFND 1 9,793 0 2,198
PEBBLEBROOK HOTEL TRUST COM 70509V100 25,683 690,987 SH   DFND 1 690,987 0 0
PEGASYSTEMS INC COM 705573103 16,374 347,294 SH   DFND 1 346,807 0 487
PEGASYSTEMS INC COM 705573103 238 5,050 SH   DFND 1 2 5,050 0 0
PEMBINA PIPELINE CORP COM 706327103 9,577 266,976 SH   DFND 1 266,298 0 678
PENGROWTH ENERGY CORP COM 70706P104 8 11,159 SH   DFND 1 11,159 0 0
PENN NATIONAL GAMING INC COM 707569109 32,614 1,041,004 SH   DFND 1 1,041,004 0 0
PENN NATIONAL GAMING INC COM 707569109 470 15,023 SH   DFND 1 2 15,023 0 0
PENN REAL ESTATE INVEST TST SH BEN INT 709102107 8,428 708,867 SH   DFND 1 708,867 0 0
PENN VIRGINIA CORP COM 70788V102 4,831 123,530 SH   DFND 1 123,530 0 0
PENNS WOODS BANCORP INC COM 708430103 1,656 35,560 SH   DFND 1 35,560 0 0
PENNYMAC FINANCIAL SERVICE-A CL A 70932B101 12 565 SH   DFND 1 2 565 0 0
PENNYMAC FINANCIAL SERVICE-A CL A 70932B101 3,784 169,326 SH   DFND 1 169,326 0 0
PENNYMAC MORTGAGE INVESTMENT COM 70931T103 9,528 592,912 SH   DFND 1 592,912 0 0
PENSKE AUTOMOTIVE GROUP INC COM 70959W103 15,246 318,639 SH   DFND 1 318,639 0 0
PENTAIR PLC SHS G7S00T104 123,792 1,756,659 SH   DFND 1 1,748,359 0 8,300
PENUMBRA INC COM 70975L107 23,356 248,206 SH   DFND 1 248,206 0 0
PEOPLES BANCORP INC COM 709789101 5,194 159,250 SH   DFND 1 159,250 0 0
PEOPLES BANCORP OF NC COM 710577107 1,461 47,631 SH   DFND 1 47,631 0 0
PEOPLES FINANCIAL SERVICES COM 711040105 2,712 58,228 SH   DFND 1 58,228 0 0
PEOPLE'S UNITED FINANCIAL COM 712704105 6 359 SH   DFND 1 2 359 0 0
PEOPLE'S UNITED FINANCIAL COM 712704105 76,794 4,114,356 SH   DFND 1 4,096,621 0 17,735
PEOPLE'S UTAH BANCORP COM 712706209 4,437 146,464 SH   DFND 1 146,464 0 0
PEPSICO INC COM 713448108 1,996,271 16,678,262 SH   DFND 1 16,604,007 0 74,255
PERCEPTRON INC COM 71361F100 513 52,634 SH   DFND 1 52,634 0 0
PEREGRINE PHARMACEUTICALS COM PAR 05368M106 875 225,676 SH   DFND 1 225,676 0 0
PEREGRINE PHARMACEUTICALS COM 713661502 875 225,676 SH   DFND 1 225,676 0 0
PERFICIENT INC COM 71375U101 5,630 295,255 SH   DFND 1 295,255 0 0
PERFICIENT INC COM 71375U101 151 7,928 SH   DFND 1 2 7,928 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 23,899 722,029 SH   DFND 1 722,029 0 0
PERFORMANT FINANCIAL CORP COM 71377E105 249 151,177 SH   DFND 1 151,177 0 0
PERKINELMER INC COM 714046109 92,282 1,263,958 SH   DFND 1 1,258,470 0 5,488
PERMA-FIX ENVIRONMENTAL SVCS COM NEW 714157203 116 31,932 SH   DFND 1 31,932 0 0
PERMA-PIPE INTERNATIONAL HOL COM 714167103 124 13,866 SH   DFND 1 13,866 0 0
PERNIX THERAPEUTICS HOLDINGS COM NEW 71426V306 95 39,813 SH   DFND 1 39,813 0 0
PERRIGO CO PLC SHS G97822103 122,193 1,404,828 SH   DFND 1 1,398,230 0 6,598
PERRY ELLIS INTERNATIONAL COM 288853104 234 9,360 SH   DFND 1 2 9,360 0 0
PERRY ELLIS INTERNATIONAL COM 288853104 2,669 106,613 SH   DFND 1 106,613 0 0
PERSHING GOLD CORP COM NEW 715302204 282 117,782 SH   DFND 1 117,782 0 0
PETIQ INC COM CL A 71639T106 1,313 60,143 SH   DFND 1 60,143 0 0
PETMED EXPRESS INC COM 716382106 8,490 186,598 SH   DFND 1 185,237 0 1,361
PETROQUEST ENERGY INC COM NEW 716748306 138 73,129 SH   DFND 1 73,129 0 0
PFENEX INC COM 717071104 245 92,251 SH   DFND 1 92,251 0 0
PFIZER INC COM 717081103 2,280,796 63,102,579 SH   DFND 1 62,790,081 0 312,498
PFIZER INC COM 717081103 767 21,198 SH   DFND 1 2 21,198 0 0
PFSWEB INC COM NEW 717098206 693 93,307 SH   DFND 1 93,307 0 0
PGT INNOVATIONS INC COM 69336V101 6,788 402,908 SH   DFND 1 402,908 0 0
PHH CORP COM NEW 693320202 3,140 304,903 SH   DFND 1 304,903 0 0
PHI INC-NON VOTING COM NON VTG 69336T205 1,286 111,178 SH   DFND 1 111,178 0 0
PHIBRO ANIMAL HEALTH CORP-A CL A COM 71742Q106 6,349 189,537 SH   DFND 1 189,537 0 0
PHILIP MORRIS INTERNATIONAL COM 718172109 1,687,415 16,006,215 SH   DFND 1 15,928,982 0 77,233
PHILLIPS 66 COM 718546104 430,564 4,266,192 SH   DFND 1 4,243,375 0 22,817
PHOTRONICS INC COM 719405102 31 3,652 SH   DFND 1 2 3,652 0 0
PHOTRONICS INC COM 719405102 7,390 866,965 SH   DFND 1 866,965 0 0
PHYSICIANS REALTY TRUST COM 71943U104 26,447 1,470,141 SH   DFND 1 1,470,141 0 0
PICO HOLDINGS INC COM NEW 693366205 2,547 199,054 SH   DFND 1 199,054 0 0
PIEDMONT OFFICE REALTY TRU-A COM CL A 720190206 29,494 1,504,050 SH   DFND 1 1,504,050 0 0
PIER 1 IMPORTS INC COM 720279108 5,750 1,389,103 SH   DFND 1 1,388,414 0 689
PIER 1 IMPORTS INC COM 720279108 71 17,225 SH   DFND 1 2 17,225 0 0
PIERIS PHARMACEUTICALS INC COM 720795103 1,509 199,945 SH   DFND 1 195,040 0 4,905
PILGRIM'S PRIDE CORP COM 72147K108 21,378 688,310 SH   DFND 1 687,174 0 1,136
PILGRIM'S PRIDE CORP COM 72147K108 37 1,211 SH   DFND 1 2 1,211 0 0
PINGTAN MARINE ENTERPRISE LT SHS G7114V102 113 37,129 SH   DFND 1 37,129 0 0
PINNACLE ENTERTAINMENT INC COM 72348Y105 16,328 498,895 SH   DFND 1 498,895 0 0
PINNACLE FINANCIAL PARTNERS COM 72346Q104 42,825 645,939 SH   DFND 1 642,304 0 3,635
PINNACLE FINANCIAL PARTNERS COM 72346Q104 16 245 SH   DFND 1 2 245 0 0
PINNACLE FOODS INC COM 72348P104 58,339 980,989 SH   DFND 1 980,989 0 0
PINNACLE FOODS INC COM 72348P104 18 319 SH   DFND 1 2 319 0 0
PINNACLE WEST CAPITAL COM 723484101 106,303 1,250,377 SH   DFND 1 1,244,629 0 5,748
PIONEER ENERGY SERVICES CORP COM 723664108 1,847 605,888 SH   DFND 1 605,888 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 288,880 1,675,029 SH   DFND 1 1,666,566 0 8,463
PIPER JAFFRAY COS COM 724078100 310 3,603 SH   DFND 1 2 3,603 0 0
PIPER JAFFRAY COS COM 724078100 15,568 180,502 SH   DFND 1 180,502 0 0
PITNEY BOWES INC COM 724479100 128 11,489 SH   DFND 1 2 11,489 0 0
PITNEY BOWES INC COM 724479100 19,733 1,765,057 SH   DFND 1 1,755,846 0 9,211
PIXELWORKS INC COM NEW 72581M305 2,031 320,963 SH   DFND 1 320,963 0 0
PIXELWORKS INC COM NEW 72581M305 200 31,685 SH   DFND 1 2 31,685 0 0
PJT PARTNERS INC - A COM CL A 69343T107 7,054 154,698 SH   DFND 1 154,698 0 0
PLAB 3.25 04/01/19 NOTE 3.250% 4/0 719405AK8 9,352 8,756,000 PRN   DFND 1 2 8,756,000 0 0
PLANET FITNESS INC - CL A CL A 72703H101 24,347 703,069 SH   DFND 1 703,069 0 0
PLANTRONICS INC COM 727493108 49 982 SH   DFND 1 2 982 0 0
PLANTRONICS INC COM 727493108 20,638 409,666 SH   DFND 1 408,038 0 1,628
PLATFORM SPECIALTY PRODUCTS COM 72766Q105 17,428 1,756,944 SH   DFND 1 1,756,944 0 0
PLATFORM SPECIALTY PRODUCTS COM 72766Q105 209 21,155 SH   DFND 1 2 21,155 0 0
PLAYA HOTELS & RESORTS NV SHS N70544106 5,177 479,817 SH   DFND 1 479,817 0 0
PLEXUS CORP COM 729132100 21,364 351,846 SH   DFND 1 351,846 0 0
PLUG POWER INC COM NEW 72919P202 4,980 2,110,364 SH   DFND 1 2,110,364 0 0
PLURISTEM THERAPEUTICS INC COM 72940R102 57 41,630 SH   DFND 1 41,630 0 0
PLY GEM HOLDINGS INC COM 72941W100 3,349 181,072 SH   DFND 1 181,072 0 0
PNC FINANCIAL SERVICES GROUP COM 693475105 697,972 4,847,813 SH   DFND 1 4,823,170 0 24,643
PNM RESOURCES INC COM 69349H107 28,570 706,326 SH   DFND 1 702,396 0 3,930
POINTS INTERNATIONAL LTD COM NEW 730843208 77 7,506 SH   DFND 1 7,506 0 0
POINTS INTERNATIONAL LTD COM NEW 730843208 123 11,997 SH   DFND 1 2 11,997 0 0
POLAR POWER INC COM 73102V105 65 12,969 SH   DFND 1 12,969 0 0
POLARIS INDUSTRIES INC COM 731068102 58,526 472,321 SH   DFND 1 469,320 0 3,001
POLARIS INDUSTRIES INC COM 731068102 28 231 SH   DFND 1 2 231 0 0
POLARITYTE INC COM 731094108 763 32,875 SH   DFND 1 32,875 0 0
POLYONE CORPORATION COM 73179P106 33,212 763,503 SH   DFND 1 759,522 0 3,981
POOL CORP COM 73278L105 44,522 343,406 SH   DFND 1 341,427 0 1,979
POPULAR INC COM NEW 733174700 32,776 923,536 SH   DFND 1 923,536 0 0
PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 39,180 859,597 SH   DFND 1 859,597 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 30,226 620,913 SH   DFND 1 620,664 0 249
POST HOLDINGS INC COM 737446104 253 3,203 SH   DFND 1 2 3,203 0 0
POST HOLDINGS INC COM 737446104 43,278 546,245 SH   DFND 1 542,987 0 3,258
POTBELLY CORP COM 73754Y100 2,509 203,998 SH   DFND 1 203,998 0 0
POTLATCH CORP COM 737630103 24,546 491,907 SH   DFND 1 489,903 0 2,004
POTLATCH CORP COM 737630103 923 18,499 SH   DFND 1 2 18,499 0 0
POWELL INDUSTRIES INC COM 739128106 2,233 77,945 SH   DFND 1 77,945 0 0
POWELL INDUSTRIES INC COM 739128106 317 11,090 SH   DFND 1 2 11,090 0 0
POWER INTEGRATIONS INC COM 739276103 19,431 264,192 SH   DFND 1 264,192 0 0
PPG INDUSTRIES INC COM 693506107 282,440 2,423,441 SH   DFND 1 2,410,785 0 12,656
PPL CORP COM 69351T106 257,806 8,344,851 SH   DFND 1 8,310,171 0 34,680
PPL CORP COM 69351T106 153 4,950 SH   DFND 1 2 4,950 0 0
PQ GROUP HOLDINGS INC COM 73943T103 5,641 342,951 SH   DFND 1 342,951 0 0
PRA GROUP INC COM 69354N106 12 369 SH   DFND 1 2 369 0 0
PRA GROUP INC COM 69354N106 13,469 405,693 SH   DFND 1 405,693 0 0
PRA HEALTH SCIENCES INC COM 69354M108 43,173 474,064 SH   DFND 1 474,064 0 0
PRAXAIR INC COM 74005P104 429,239 2,781,294 SH   DFND 1 2,766,726 0 14,568
PREFERRED APARTMENT COMMUN-A COM 74039L103 5,823 287,557 SH   DFND 1 285,579 0 1,978
PREFERRED BANK/LOS ANGELES COM NEW 740367404 21 373 SH   DFND 1 2 373 0 0
PREFERRED BANK/LOS ANGELES COM NEW 740367404 7,002 119,129 SH   DFND 1 119,129 0 0
PREFORMED LINE PRODUCTS CO COM 740444104 2,013 28,345 SH   DFND 1 28,345 0 0
PREMIER FINANCIAL BANCORP COM 74050M105 1,014 50,510 SH   DFND 1 50,510 0 0
PREMIER INC-CLASS A CL A 74051N102 14,786 506,557 SH   DFND 1 506,557 0 0
PRESBIA PLC SHS G7234P100 56 14,898 SH   DFND 1 14,898 0 0
PRESIDIO INC COM 74102M103 6,486 338,352 SH   DFND 1 338,352 0 0
PRESTIGE BRANDS HOLDINGS INC COM 74112D101 20,235 455,658 SH   DFND 1 453,043 0 2,615
PRGX GLOBAL INC COM NEW 69357C503 1,143 161,045 SH   DFND 1 161,045 0 0
PRICELINE GROUP INC/THE COM NEW 741503403 33 19 SH   DFND 1 2 19 0 0
PRICELINE GROUP INC/THE COM NEW 741503403 982,303 566,361 SH   DFND 1 562,171 0 4,190
PRICESMART INC COM 741511109 17,928 208,224 SH   DFND 1 208,224 0 0
PRIMEENERGY CORP COM 74158E104 254 4,839 SH   DFND 1 4,839 0 0
PRIMERICA INC COM 74164M108 37,372 368,017 SH   DFND 1 365,837 0 2,180
PRIMO WATER CORP COM 74165N105 2,872 228,524 SH   DFND 1 228,524 0 0
PRIMORIS SERVICES CORP COM 74164F103 11,989 440,944 SH   DFND 1 440,944 0 0
PRINCIPAL FINANCIAL GROUP COM 74251V102 215,072 3,054,197 SH   DFND 1 3,037,705 0 16,492
PRINCIPAL REAL ESTATE INCOME SHS BEN INT 74255X104 209 12,169 SH   DFND 1 2 12,169 0 0
PROASSURANCE CORP COM 74267C106 28,828 504,438 SH   DFND 1 504,438 0 0
PROASSURANCE CORP COM 74267C106 15 264 SH   DFND 1 2 264 0 0
PROCTER & GAMBLE CO/THE COM 742718109 2,492,956 27,189,037 SH   DFND 1 27,056,053 0 132,984
PROCTER & GAMBLE CO/THE COM 742718109 27 304 SH   DFND 1 2 304 0 0
PROFIRE ENERGY INC COM 74316X101 229 119,381 SH   DFND 1 119,381 0 0
PROGENICS PHARMACEUTICALS COM 743187106 3,608 606,510 SH   DFND 1 606,510 0 0
PROGRESS SOFTWARE CORP COM 743312100 25,126 590,231 SH   DFND 1 590,231 0 0
PROGRESS SOFTWARE CORP COM 743312100 976 22,945 SH   DFND 1 2 22,945 0 0
PROGRESSIVE CORP COM 743315103 362,577 6,450,730 SH   DFND 1 6,421,809 0 28,921
PROLOGIS INC COM 74340W103 441,114 6,849,783 SH   DFND 1 6,823,324 0 26,459
PROOFPOINT INC COM 743424103 35,481 399,520 SH   DFND 1 399,520 0 0
PROPETRO HOLDING CORP COM 74347M108 9,569 474,679 SH   DFND 1 474,679 0 0
PROS HOLDINGS INC COM 74346Y103 5,710 215,898 SH   DFND 1 215,898 0 0
PROSPERITY BANCSHARES INC COM 743606105 40,982 584,880 SH   DFND 1 581,457 0 3,423
PROTAGONIST THERAPEUTICS INC COM 74366E102 2,911 139,977 SH   DFND 1 139,977 0 0
PROTEON THERAPEUTICS INC COM 74371L109 61 32,340 SH   DFND 1 32,340 0 0
PROTEOSTASIS THERAPEUTICS IN COM 74373B109 407 69,976 SH   DFND 1 69,976 0 0
PROTHENA CORP PLC SHS G72800108 12,945 345,310 SH   DFND 1 345,108 0 202
PROTO LABS INC COM 743713109 21,078 204,644 SH   DFND 1 204,644 0 0
PROTO LABS INC COM 743713109 237 2,309 SH   DFND 1 2 2,309 0 0
PROVIDENCE SERVICE CORP COM 743815102 7,116 119,927 SH   DFND 1 119,927 0 0
PROVIDENT BANCORP INC COM 74383X109 2,681 101,378 SH   DFND 1 101,378 0 0
PROVIDENT FINANCIAL HLDGS COM 743868101 752 40,880 SH   DFND 1 40,880 0 0
PROVIDENT FINANCIAL SERVICES COM 74386T105 13,928 516,460 SH   DFND 1 516,460 0 0
PROVIDENT FINANCIAL SERVICES COM 74386T105 7 295 SH   DFND 1 2 295 0 0
PRUDENTIAL BANCORP INC COM 74431A101 1,811 102,900 SH   DFND 1 102,900 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 511,299 4,456,237 SH   DFND 1 4,433,468 0 22,769
PRUDENTIAL PLC-ADR ADR 74435K204 1,362 26,838 SH   DFND 1 24,850 0 1,988
PS BUSINESS PARKS INC/CA COM 69360J107 31,000 247,825 SH   DFND 1 247,825 0 0
PSIVIDA CORP COM 74440J101 259 240,631 SH   DFND 1 240,631 0 0
PSYCHEMEDICS CORP COM NEW 744375205 33 1,612 SH   DFND 1 2 1,612 0 0
PSYCHEMEDICS CORP COM NEW 744375205 613 29,834 SH   DFND 1 29,834 0 0
PTC INC COM 69370C100 60,203 990,680 SH   DFND 1 984,980 0 5,700
PTC INC COM 69370C100 39 649 SH   DFND 1 2 649 0 0
PTC THERAPEUTICS INC COM 69366J200 5,256 315,112 SH   DFND 1 315,112 0 0
PUBLIC SERVICE ENTERPRISE GP COM 744573106 277,440 5,398,425 SH   DFND 1 5,370,909 0 27,516
PUBLIC STORAGE COM 74460D109 397,191 1,903,764 SH   DFND 1 1,895,869 0 7,895
PULMATRIX INC COM 74584P103 55 39,706 SH   DFND 1 39,706 0 0
PULSE BIOSCIENCES INC COM 74587B101 1,430 60,632 SH   DFND 1 60,632 0 0
PULTEGROUP INC COM 745867101 131,550 3,962,526 SH   DFND 1 3,948,502 0 14,024
PUMA BIOTECHNOLOGY INC COM 74587V107 37 383 SH   DFND 1 2 383 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 28,696 290,308 SH   DFND 1 290,308 0 0
PURE CYCLE CORP COM NEW 746228303 1,094 131,022 SH   DFND 1 131,022 0 0
PURE STORAGE INC - CLASS A CL A 74624M102 188 11,888 SH   DFND 1 2 11,888 0 0
PURE STORAGE INC - CLASS A CL A 74624M102 17,538 1,105,862 SH   DFND 1 1,105,862 0 0
PVH CORP COM 693656100 35 261 SH   DFND 1 2 261 0 0
PVH CORP COM 693656100 112,737 823,337 SH   DFND 1 819,488 0 3,849
PZENA INVESTMENT MANAGM-CL A CLASS A 74731Q103 1,064 99,721 SH   DFND 1 97,087 0 2,634
Q2 HOLDINGS INC COM 74736L109 9,830 266,772 SH   DFND 1 266,772 0 0
QAD INC-A CL A 74727D306 564 14,542 SH   DFND 1 2 14,542 0 0
QAD INC-A CL A 74727D306 3,330 85,716 SH   DFND 1 85,716 0 0
QAD INC-B CL B 74727D207 1,066 34,991 SH   DFND 1 34,991 0 0
QCR HOLDINGS INC COM 74727A104 5,154 120,291 SH   DFND 1 120,291 0 0
QEP RESOURCES INC COM 74733V100 19,680 2,056,492 SH   DFND 1 2,044,628 0 11,864
QEP RESOURCES INC COM 74733V100 95 10,001 SH   DFND 1 2 10,001 0 0
QIAGEN N.V. SHS NEW N72482123 20,709 669,560 SH   DFND 1 669,560 0 0
QIWI PLC-SPONSORED ADR SPON ADR REP B 74735M108 584 33,729 SH   DFND 1 33,729 0 0
QORVO INC COM 74736K101 155 2,342 SH   DFND 1 2 2,342 0 0
QORVO INC COM 74736K101 92,946 1,398,417 SH   DFND 1 1,391,867 0 6,550
QTS REALTY TRUST INC-CL A COM CL A 74736A103 27,507 507,894 SH   DFND 1 507,894 0 0
QUAD GRAPHICS INC COM CL A 747301109 96 4,281 SH   DFND 1 2 4,281 0 0
QUAD GRAPHICS INC COM CL A 747301109 11,953 528,937 SH   DFND 1 527,190 0 1,747
QUAKER CHEMICAL CORP COM 747316107 16,317 108,215 SH   DFND 1 108,215 0 0
QUALCOMM INC COM 747525103 640 10,000 SH   DFND 1 2 10,000 0 0
QUALCOMM INC COM 747525103 1,037,168 16,233,388 SH   DFND 1 16,104,653 0 128,735
QUALITY CARE PROPERTIES COM 747545101 15,807 1,144,663 SH   DFND 1 1,139,955 0 4,708
QUALITY SYSTEMS INC COM 747582104 10,969 807,746 SH   DFND 1 805,170 0 2,576
QUALSTAR CORP COM NEW 74758R208 100 11,989 SH   DFND 1 11,989 0 0
QUALYS INC COM 74758T303 17,072 287,660 SH   DFND 1 287,660 0 0
QUANEX BUILDING PRODUCTS COM 747619104 6,509 278,180 SH   DFND 1 278,180 0 0
QUANTA SERVICES INC COM 74762E102 66,255 1,696,737 SH   DFND 1 1,689,059 0 7,678
QUANTENNA COMMUNICATIONS INC COM 74766D100 2,140 175,416 SH   DFND 1 175,416 0 0
QUANTUM CORP COM NEW 747906501 1,394 247,632 SH   DFND 1 247,632 0 0
QUARTERHILL INC COM 747713105 87 47,397 SH   DFND 1 47,397 0 0
QUEST DIAGNOSTICS INC COM 74834L100 17 177 SH   DFND 1 2 177 0 0
QUEST DIAGNOSTICS INC COM 74834L100 167,620 1,704,923 SH   DFND 1 1,697,812 0 7,111
QUEST RESOURCE HOLDING CORP COM NEW 74836W203 91 39,339 SH   DFND 1 39,339 0 0
QUICKLOGIC CORP COM 74837P108 946 544,174 SH   DFND 1 544,174 0 0
QUIDEL CORP COM 74838J101 17,504 403,788 SH   DFND 1 403,788 0 0
QUIMICA Y MINERA CHIL-SP ADR SPON ADR SER B 833635105 248 4,192 SH   DFND 1 4,192 0 0
QUINSTREET INC COM 74874Q100 2,604 310,797 SH   DFND 1 310,797 0 0
QUINSTREET INC COM 74874Q100 23 2,855 SH   DFND 1 2 2,855 0 0
QUMU CORP COM 749063103 212 92,861 SH   DFND 1 92,861 0 0
QUORUM HEALTH CORP COM 74909E106 1,028 164,844 SH   DFND 1 164,844 0 0
QUOTIENT LTD SHS G73268107 372 75,232 SH   DFND 1 75,232 0 0
QUOTIENT TECHNOLOGY INC COM 749119103 7,285 620,043 SH   DFND 1 620,043 0 0
R1 RCM INC COM 749397105 3,427 777,110 SH   DFND 1 777,110 0 0
RA PHARMACEUTICALS INC COM 74933V108 715 84,219 SH   DFND 1 84,219 0 0
RADA ELECTRONIC INDS LTD COM PAR NEW M81863124 82 26,723 SH   DFND 1 26,723 0 0
RADIAN GROUP INC COM 750236101 37,301 1,809,858 SH   DFND 1 1,809,858 0 0
RADIANT LOGISTICS INC COM 75025X100 1,276 277,453 SH   DFND 1 277,453 0 0
RADISYS CORP COM 750459109 267 266,016 SH   DFND 1 266,016 0 0
RADIUS HEALTH INC COM NEW 750469207 11,380 358,224 SH   DFND 1 358,224 0 0
RADNET INC COM 750491102 434 43,063 SH   DFND 1 2 43,063 0 0
RADNET INC COM 750491102 4,713 466,694 SH   DFND 1 466,694 0 0
RADWARE LTD ORD M81873107 660 34,072 SH   DFND 1 34,072 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 297 792,734 SH   DFND 1 792,734 0 0
RALPH LAUREN CORP CL A 751212101 68,114 658,142 SH   DFND 1 655,366 0 2,776
RAMACO RESOURCES INC COM 75134P303 310 45,138 SH   DFND 1 45,138 0 0
RAMBUS INC COM 750917106 15,503 1,090,281 SH   DFND 1 1,090,281 0 0
RAMCO-GERSHENSON PROPERTIES COM SH BEN INT 751452202 11,425 775,660 SH   DFND 1 775,660 0 0
RAND LOGISTICS INC COM 752182105 6 43,254 SH   DFND 1 43,254 0 0
RANDGOLD RESOURCES LTD-ADR ADR 752344309 2,710 27,408 SH   DFND 1 27,218 0 190
RANGE RESOURCES CORP COM 75281A109 53 3,133 SH   DFND 1 2 3,133 0 0
RANGE RESOURCES CORP COM 75281A109 42,997 2,525,172 SH   DFND 1 2,513,966 0 11,206
RANGER ENERGY SERVICES INC COM CL A 75282U104 349 37,863 SH   DFND 1 37,863 0 0
RAPID7 INC COM 753422104 4,084 218,907 SH   DFND 1 218,907 0 0
RAVE RESTAURANT GROUP INC COM 754198109 60 41,524 SH   DFND 1 41,524 0 0
RAVEN INDUSTRIES INC COM 754212108 11,061 322,019 SH   DFND 1 322,019 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 125,013 1,402,700 SH   DFND 1 1,396,317 0 6,383
RAYMOND JAMES FINANCIAL INC COM 754730109 57 646 SH   DFND 1 2 646 0 0
RAYONIER ADVANCED MATERIALS COM 75508B104 8,754 428,091 SH   DFND 1 428,091 0 0
RAYONIER INC COM 754907103 34,861 1,102,174 SH   DFND 1 1,095,814 0 6,360
RAYTHEON COMPANY COM NEW 755111507 653,684 3,486,232 SH   DFND 1 3,471,856 0 14,376
RBB BANCORP COM 74930B105 443 16,198 SH   DFND 1 16,198 0 0
RBC BEARINGS INC COM 75524B104 27,559 218,037 SH   DFND 1 218,037 0 0
RCI HOSPITALITY HOLDINGS INC COM 74934Q108 2,263 80,913 SH   DFND 1 80,913 0 0
RCM TECHNOLOGIES INC COM NEW 749360400 255 40,694 SH   DFND 1 40,694 0 0
RDUS 3 09/01/24 NOTE 3.000% 9/0 750469AA6 2,351 2,500,000 PRN   DFND 1 2 2,500,000 0 0
RE/MAX HOLDINGS INC-CL A CL A 75524W108 6,843 141,113 SH   DFND 1 141,113 0 0
RE/MAX HOLDINGS INC-CL A CL A 75524W108 31 656 SH   DFND 1 2 656 0 0
READING INTERNATIONAL INC-A CL A 755408101 2,254 134,976 SH   DFND 1 134,976 0 0
REAL GOODS SOLAR INC-CLASS A CL A 2017 75601N500 64 43,366 SH   DFND 1 43,366 0 0
REALNETWORKS INC COM NEW 75605L708 576 168,584 SH   DFND 1 168,584 0 0
REALOGY HOLDINGS CORP COM 75605Y106 39,612 1,494,828 SH   DFND 1 1,494,828 0 0
REALOGY HOLDINGS CORP COM 75605Y106 714 26,980 SH   DFND 1 2 26,980 0 0
REALPAGE INC COM 75606N109 23,910 539,743 SH   DFND 1 539,743 0 0
REALTY INCOME CORP COM 756109104 176,627 3,103,886 SH   DFND 1 3,089,869 0 14,017
REATA PHARMACEUTICALS INC-A CL A 75615P103 3,232 114,148 SH   DFND 1 114,148 0 0
RECRO PHARMA INC COM 75629F109 1,060 114,667 SH   DFND 1 114,667 0 0
RED HAT INC COM 756577102 230,638 1,924,314 SH   DFND 1 1,915,514 0 8,800
RED LION HOTELS CORP COM 756764106 1,358 137,960 SH   DFND 1 137,960 0 0
RED ROBIN GOURMET BURGERS COM 75689M101 6,548 116,117 SH   DFND 1 116,117 0 0
RED ROCK RESORTS INC-CLASS A CL A 75700L108 19,745 585,227 SH   DFND 1 585,227 0 0
REDFIN CORP COM 75737F108 4,004 127,850 SH   DFND 1 127,850 0 0
REDWOOD TRUST INC COM 758075402 9,797 661,093 SH   DFND 1 661,093 0 0
REED'S INC COM 758338107 114 73,731 SH   DFND 1 73,731 0 0
REGAL BELOIT CORP COM 758750103 32,585 425,392 SH   DFND 1 423,209 0 2,183
REGAL BELOIT CORP COM 758750103 123 1,617 SH   DFND 1 2 1,617 0 0
REGAL ENTERTAINMENT GROUP-A CL A 758766109 21,127 918,202 SH   DFND 1 916,449 0 1,753
REGENCY CENTERS CORP COM 758849103 134,105 1,941,830 SH   DFND 1 1,934,476 0 7,354
REGENERON PHARMACEUTICALS COM 75886F107 58 156 SH   DFND 1 2 156 0 0
REGENERON PHARMACEUTICALS COM 75886F107 330,327 880,325 SH   DFND 1 872,663 0 7,662
REGENXBIO INC COM 75901B107 8,256 248,328 SH   DFND 1 248,328 0 0
REGI 4 06/15/36 NOTE 4.000% 6/1 75972AAC7 16,591 13,000,000 PRN   DFND 1 2 13,000,000 0 0
REGIONAL HEALTH PROPERTIES COM 75903M101 6 40,556 SH   DFND 1 40,556 0 0
REGIONAL MANAGEMENT CORP COM 75902K106 2,081 79,114 SH   DFND 1 79,114 0 0
REGIONS FINANCIAL CORP COM 7591EP100 247,571 14,352,739 SH   DFND 1 14,292,568 0 60,171
REGIS CORP COM 758932107 4,392 285,969 SH   DFND 1 285,969 0 0
REGULUS THERAPEUTICS INC COM 75915K101 503 483,951 SH   DFND 1 483,951 0 0
REINSURANCE GROUP OF AMERICA COM NEW 759351604 86,786 556,929 SH   DFND 1 553,756 0 3,173
REIS INC COM 75936P105 1,446 70,061 SH   DFND 1 70,061 0 0
RELIANCE STEEL & ALUMINUM COM 759509102 69,860 814,324 SH   DFND 1 810,679 0 3,645
RELM WIRELESS CORP COM 759525108 279 78,830 SH   DFND 1 78,830 0 0
RELX NV - SPON ADR SPONSORED ADR 75955B102 267 11,613 SH   DFND 1 8,073 0 3,540
RELX PLC - SPON ADR SPONSORED ADR 759530108 798 33,689 SH   DFND 1 30,049 0 3,640
REMARK HOLDINGS INC COM 75955K102 1,084 111,460 SH   DFND 1 111,460 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 30 246 SH   DFND 1 2 246 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 47,069 374,955 SH   DFND 1 372,983 0 1,972
RENASANT CORP COM 75970E107 12 313 SH   DFND 1 2 313 0 0
RENASANT CORP COM 75970E107 16,583 405,570 SH   DFND 1 405,570 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 3,791 321,318 SH   DFND 1 321,318 0 0
RENT-A-CENTER INC COM 76009N100 5,057 455,620 SH   DFND 1 455,620 0 0
REPLIGEN CORP COM 759916109 12,707 350,251 SH   DFND 1 350,251 0 0
REPROS THERAPEUTICS INC COM NEW 76028H209 86 131,112 SH   DFND 1 131,112 0 0
REPUBLIC BANCORP INC-CLASS A CL A 760281204 3,770 99,168 SH   DFND 1 99,168 0 0
REPUBLIC FIRST BANCORP INC COM 760416107 4,079 482,754 SH   DFND 1 482,754 0 0
REPUBLIC SERVICES INC COM 760759100 194,696 2,884,821 SH   DFND 1 2,872,884 0 11,937
RESEARCH FRONTIERS INC COM 760911107 99 95,951 SH   DFND 1 95,951 0 0
RESHAPE LIFESCIENCES INC COM 761123108 39 26,825 SH   DFND 1 26,825 0 0
RESMED INC COM 761152107 146,312 1,730,716 SH   DFND 1 1,723,136 0 7,580
RESOLUTE ENERGY CORP COM NEW 76116A306 5,070 161,122 SH   DFND 1 161,122 0 0
RESOLUTE FOREST PRODUCTS COM 76117W109 6,036 546,252 SH   DFND 1 546,252 0 0
RESOLUTE FOREST PRODUCTS COM 76117W109 545 49,390 SH   DFND 1 2 49,390 0 0
RESONANT INC COM 76118L102 130 17,518 SH   DFND 1 17,518 0 0
RESOURCE CAPITAL CORP COM NEW 76120W708 2,366 252,543 SH   DFND 1 252,543 0 0
RESOURCES CONNECTION INC COM 76122Q105 8,010 518,475 SH   DFND 1 518,475 0 0
RESTAURANT BRANDS INTERN COM 76131D103 506 8,235 SH   DFND 1 8,067 0 168
RETAIL OPPORTUNITY INVESTMEN COM 76131N101 25,082 1,257,281 SH   DFND 1 1,257,281 0 0
RETAIL PROPERTIES OF AME - A CL A 76131V202 31,567 2,348,761 SH   DFND 1 2,348,761 0 0
RETRACTABLE TECHNOLOGIES INC COM 76129W105 28 41,762 SH   DFND 1 41,762 0 0
RETROPHIN INC COM 761299106 7,247 343,973 SH   DFND 1 343,937 0 36
REV GROUP INC COM 749527107 6,877 211,422 SH   DFND 1 211,228 0 194
REVANCE THERAPEUTICS INC COM 761330109 7,849 219,561 SH   DFND 1 219,561 0 0
REVLON INC-CLASS A CL A NEW 761525609 2,324 106,617 SH   DFND 1 106,617 0 0
REVOLUTION LIGHTING TECHNOLO COM NEW 76155G206 246 75,063 SH   DFND 1 75,063 0 0
REX AMERICAN RESOURCES CORP COM 761624105 3,924 47,408 SH   DFND 1 47,236 0 172
REX ENERGY CORP COM NEW 761565506 69 49,760 SH   DFND 1 49,760 0 0
REXAHN PHARMACEUTICALS INC COM NEW 761640200 295 146,083 SH   DFND 1 146,083 0 0
REXFORD INDUSTRIAL REALTY IN COM 76169C100 22,240 762,720 SH   DFND 1 762,720 0 0
REXNORD CORP COM 76169B102 22,176 852,269 SH   DFND 1 852,269 0 0
RF INDUSTRIES LTD COM PAR $0.01 749552105 53 19,760 SH   DFND 1 19,760 0 0
RGC RESOURCES INC COM 74955L103 2,045 75,533 SH   DFND 1 75,533 0 0
RH COM 74967X103 13,844 160,591 SH   DFND 1 160,591 0 0
RHYTHM PHARMACEUTICALS INC COM 76243J105 3,597 123,795 SH   DFND 1 123,795 0 0
RIBBON COMMUNICATIONS INC COM 762544104 3,626 469,164 SH   DFND 1 469,164 0 0
RICEBRAN TECHNOLOGIES COM NEW 762831204 23 15,640 SH   DFND 1 15,640 0 0
RICHARDSON ELEC LTD COM 763165107 453 67,211 SH   DFND 1 67,211 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 4,847 1,249,380 SH   DFND 1 1,249,380 0 0
RIGNET INC COM 766582100 1,527 102,155 SH   DFND 1 102,155 0 0
RING ENERGY INC COM 76680V108 5,531 397,948 SH   DFND 1 397,948 0 0
RINGCENTRAL INC-CLASS A CL A 76680R206 147 3,050 SH   DFND 1 2 3,050 0 0
RINGCENTRAL INC-CLASS A CL A 76680R206 25,542 527,736 SH   DFND 1 527,736 0 0
RIO TINTO PLC-SPON ADR SPONSORED ADR 767204100 871 16,464 SH   DFND 1 2 16,464 0 0
RIO TINTO PLC-SPON ADR SPONSORED ADR 767204100 1,414 26,719 SH   DFND 1 25,750 0 969
RIOT BLOCKCHAIN INC COM 767292105 1,419 49,975 SH   DFND 1 49,975 0 0
RITE AID CORP COM 767754104 16,946 8,602,315 SH   DFND 1 8,602,315 0 0
RITTER PHARMACEUTICALS INC COM 767836109 9 29,614 SH   DFND 1 29,614 0 0
RIVERVIEW BANCORP INC COM 769397100 1,791 206,688 SH   DFND 1 206,688 0 0
RLI CORP COM 749607107 19,689 324,594 SH   DFND 1 322,783 0 1,811
RLJ ENTERTAINMENT INC COM NEW 74965F203 335 91,642 SH   DFND 1 91,642 0 0
RLJ LODGING TRUST COM 74965L101 47,126 2,145,044 SH   DFND 1 2,145,044 0 0
RMR GROUP INC/THE - A CL A 74967R106 7,587 127,954 SH   DFND 1 127,933 0 21
RMR REAL ESTATE INCOME FUND COM 76970B101 3,963 207,617 SH   DFND 1 2 207,617 0 0
ROADRUNNER TRANSPORTATION SY COM 76973Q105 2,051 266,136 SH   DFND 1 266,136 0 0
ROADRUNNER TRANSPORTATION SY COM 76973Q105 119 15,497 SH   DFND 1 2 15,497 0 0
ROBERT HALF INTL INC COM 770323103 44 798 SH   DFND 1 2 798 0 0
ROBERT HALF INTL INC COM 770323103 107,233 1,933,387 SH   DFND 1 1,926,838 0 6,549
ROCKWELL AUTOMATION INC COM 773903109 298,393 1,522,506 SH   DFND 1 1,515,616 0 6,890
ROCKWELL AUTOMATION INC COM 773903109 2,356 12,000 SH   DFND 1 2 12,000 0 0
ROCKWELL COLLINS INC COM 774341101 4,068 30,000 SH   DFND 1 2 30,000 0 0
ROCKWELL COLLINS INC COM 774341101 233,307 1,723,894 SH   DFND 1 1,715,798 0 8,096
ROCKWELL MEDICAL INC COM 774374102 2,407 413,597 SH   DFND 1 413,597 0 0
ROCKY BRANDS INC COM 774515100 727 38,498 SH   DFND 1 38,498 0 0
ROCKY BRANDS INC COM 774515100 165 8,733 SH   DFND 1 2 8,733 0 0
ROGERS CORP COM 775133101 24,148 149,138 SH   DFND 1 149,138 0 0
ROKU INC COM CL A 77543R102 6,183 119,419 SH   DFND 1 119,419 0 0
ROLLINS INC COM 775711104 44,702 961,154 SH   DFND 1 956,432 0 4,722
ROPER TECHNOLOGIES INC COM 776696106 278,036 1,075,766 SH   DFND 1 1,070,675 0 5,091
ROSEHILL RESOURCES INC CL A 777385105 368 46,846 SH   DFND 1 2 46,846 0 0
ROSEHILL RESOURCES INC CL A 777385105 38 4,957 SH   DFND 1 4,957 0 0
ROSETTA STONE INC COM 777780107 1,708 137,038 SH   DFND 1 137,038 0 0
ROSS STORES INC COM 778296103 12 154 SH   DFND 1 2 154 0 0
ROSS STORES INC COM 778296103 383,938 4,792,802 SH   DFND 1 4,759,931 0 32,871
ROWAN COMPANIES PLC-A SHS CL A G7665A101 14,874 949,869 SH   DFND 1 944,264 0 5,605
ROYAL BANK OF CANADA COM 780087102 1,043 12,784 SH   DFND 1 11,964 0 820
ROYAL BANK OF SCOT-SPON ADR SPONS ADR 2 ORD 780097689 244 32,046 SH   DFND 1 30,776 0 1,270
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 260,667 2,189,113 SH   DFND 1 2,179,853 0 9,260
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 38 322 SH   DFND 1 2 322 0 0
ROYAL DUTCH SHELL-SPON ADR-A SPONS ADR A 780259206 835 12,519 SH   DFND 1 11,093 0 1,426
ROYAL DUTCH SHELL-SPON ADR-B SPON ADR B 780259107 4,308 63,085 SH   DFND 1 61,766 0 1,319
ROYAL GOLD INC COM 780287108 47,759 581,582 SH   DFND 1 578,357 0 3,225
ROYCE GLOBAL VALUE TRUST COM 78081T104 934 86,428 SH   DFND 1 2 86,428 0 0
ROYCE VALUE TRUST COM 780910105 170 10,530 SH   DFND 1 2 10,530 0 0
RPC INC COM 749660106 110 4,330 SH   DFND 1 2 4,330 0 0
RPC INC COM 749660106 12,559 491,968 SH   DFND 1 491,638 0 330
RPM INTERNATIONAL INC COM 749685103 55,123 1,051,576 SH   DFND 1 1,044,997 0 6,579
RPT 7 1/4 PERP S-D PERP PFD-D CV 751452608 10,136 175,800 PRN   DFND 1 2 175,800 0 0
RPX CORP COM 74972G103 11,559 860,071 SH   DFND 1 859,455 0 616
RR DONNELLEY & SONS CO COM 257867200 5,357 576,098 SH   DFND 1 573,293 0 2,805
RSO 4.5 08/15/22 NOTE 4.500% 8/1 76120WAC8 7,560 8,000,000 PRN   DFND 1 2 8,000,000 0 0
RSP PERMIAN INC COM 74978Q105 41,571 1,021,907 SH   DFND 1 1,021,907 0 0
RTI SURGICAL INC COM 74975N105 2,035 496,514 SH   DFND 1 496,514 0 0
RUBICON PROJECT INC/THE COM 78112V102 591 316,090 SH   DFND 1 316,090 0 0
RUBICON TECHNOLOGY INC COM NEW 78112T206 90 11,352 SH   DFND 1 11,352 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 86 3,633 SH   DFND 1 2 3,633 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 11,752 491,742 SH   DFND 1 488,587 0 3,155
RUSH ENTERPRISES INC - CL B CL B 781846308 524 10,873 SH   DFND 1 10,873 0 0
RUSH ENTERPRISES INC-CL A CL A 781846209 22,641 445,603 SH   DFND 1 445,603 0 0
RUSH ENTERPRISES INC-CL A CL A 781846209 370 7,298 SH   DFND 1 2 7,298 0 0
RUTH'S HOSPITALITY GROUP INC COM 783332109 6,185 285,725 SH   DFND 1 285,725 0 0
RXI PHARMACEUTICALS COM 74979C808 14 26,638 SH   DFND 1 26,638 0 0
RYAM 8 S-A PFD CV SER A 75508B203 17,205 119,000 PRN   DFND 1 2 119,000 0 0
RYANAIR HOLDINGS PLC-SP ADR SPONSORED ADR NE 783513203 15,826 151,897 SH   DFND 1 151,721 0 176
RYANAIR HOLDINGS PLC-SP ADR SPONSORED ADR NE 783513203 18 180 SH   DFND 1 2 180 0 0
RYDER SYSTEM INC COM 783549108 36,772 436,881 SH   DFND 1 434,274 0 2,607
RYERSON HOLDING CORP COM 783754104 1,445 139,035 SH   DFND 1 139,035 0 0
RYMAN HOSPITALITY PROPERTIES COM 78377T107 39,944 578,731 SH   DFND 1 578,731 0 0
S & T BANCORP INC COM 783859101 13,276 333,502 SH   DFND 1 333,502 0 0
S & T BANCORP INC COM 783859101 7 189 SH   DFND 1 2 189 0 0
S&P GLOBAL INC COM 78409V104 416,902 2,466,695 SH   DFND 1 2,453,858 0 12,837
S&P GLOBAL INC COM 78409V104 29 175 SH   DFND 1 2 175 0 0
S&W SEED CO COM 785135104 214 55,055 SH   DFND 1 55,055 0 0
SABAN CAPITAL ACQ-CW21 *W EXP 09/21/202 78516C114 419 338,700 SH   DFND 1 2 338,700 0 0
SABAN CAPITAL ACQUISITION-A COM CL A 78516C106 156 15,807 SH   DFND 1 2 15,807 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 29,333 1,562,803 SH   DFND 1 1,551,980 0 10,823
SABRE CORP COM 78573M104 37,956 1,852,789 SH   DFND 1 1,842,508 0 10,281
SAFE BULKERS INC COM Y7388L103 358 111,006 SH   DFND 1 111,006 0 0
SAFEGUARD SCIENTIFICS INC COM NEW 786449207 1,749 156,207 SH   DFND 1 156,207 0 0
SAFETY INCOME & GROWTH INC COM 78649D104 1,429 81,232 SH   DFND 1 81,232 0 0
SAFETY INSURANCE GROUP INC COM 78648T100 10,947 136,161 SH   DFND 1 136,161 0 0
SAGA COMMUNICATIONS INC-CL A CL A NEW 786598300 1,224 30,281 SH   DFND 1 30,281 0 0
SAGE THERAPEUTICS INC COM 78667J108 62,737 380,896 SH   DFND 1 380,896 0 0
SAIA INC COM 78709Y105 16,238 229,521 SH   DFND 1 229,521 0 0
SALEM MEDIA GROUP INC CL A 794093104 373 82,997 SH   DFND 1 82,997 0 0
SALESFORCE.COM INC COM 79466L302 659,788 6,469,099 SH   DFND 1 6,434,274 0 34,825
SALIENT MIDSTREAM & MLP FUND SH BEN INT 79471V105 129 11,755 SH   DFND 1 2 11,755 0 0
SALLY BEAUTY HOLDINGS INC COM 79546E104 272 14,550 SH   DFND 1 2 14,550 0 0
SALLY BEAUTY HOLDINGS INC COM 79546E104 20,134 1,073,263 SH   DFND 1 1,066,938 0 6,325
SANCHEZ ENERGY CORP COM 79970Y105 49 9,376 SH   DFND 1 2 9,376 0 0
SANCHEZ ENERGY CORP COM 79970Y105 3,181 599,245 SH   DFND 1 599,245 0 0
SANDERSON FARMS INC COM 800013104 238 1,717 SH   DFND 1 2 1,717 0 0
SANDERSON FARMS INC COM 800013104 36,663 264,181 SH   DFND 1 263,194 0 987
SANDRIDGE ENERGY INC COM NEW 80007P869 5,737 272,301 SH   DFND 1 272,301 0 0
SANDY SPRING BANCORP INC COM 800363103 13,833 354,513 SH   DFND 1 354,513 0 0
SANDY SPRING BANCORP INC COM 800363103 5 130 SH   DFND 1 2 130 0 0
SANGAMO THERAPEUTICS INC COM 800677106 31 1,907 SH   DFND 1 2 1,907 0 0
SANGAMO THERAPEUTICS INC COM 800677106 13,746 838,197 SH   DFND 1 838,197 0 0
SANMINA CORP COM 801056102 1,230 37,273 SH   DFND 1 2 37,273 0 0
SANMINA CORP COM 801056102 21,345 646,833 SH   DFND 1 646,833 0 0
SANOFI-ADR SPONSORED ADR 80105N105 126 2,949 SH   DFND 1 2 2,949 0 0
SANOFI-ADR SPONSORED ADR 80105N105 1,595 37,096 SH   DFND 1 35,326 0 1,770
SANTANDER CONSUMER USA HOLDI COM 80283M101 156 8,394 SH   DFND 1 2 8,394 0 0
SANTANDER CONSUMER USA HOLDI COM 80283M101 19,002 1,020,546 SH   DFND 1 1,020,546 0 0
SAP SE-SPONSORED ADR SPON ADR 803054204 1,631 14,524 SH   DFND 1 13,664 0 860
SAPIENS INTERNATIONAL CORP SHS NEW N7716A151 508 44,141 SH   DFND 1 44,141 0 0
SAREPTA THERAPEUTICS INC COM 803607100 31,128 559,456 SH   DFND 1 559,456 0 0
SAUL CENTERS INC COM 804395101 7,746 125,454 SH   DFND 1 125,454 0 0
SAVARA INC COM 805111101 2,276 153,388 SH   DFND 1 153,388 0 0
SBA COMMUNICATIONS CORP CL A 78410G104 213,733 1,310,951 SH   DFND 1 1,305,106 0 5,845
SCANA CORP COM 80589M102 59,162 1,490,416 SH   DFND 1 1,483,310 0 7,106
SCANA CORP COM 80589M102 125 3,159 SH   DFND 1 2 3,159 0 0
SCANSOURCE INC COM 806037107 12,222 341,416 SH   DFND 1 341,416 0 0
SCHLUMBERGER LTD COM 806857108 950,287 14,131,891 SH   DFND 1 14,060,705 0 71,186
SCHNEIDER NATIONAL INC-CL B CL B 80689H102 10,083 353,080 SH   DFND 1 353,080 0 0
SCHNITZER STEEL INDS INC-A CL A 806882106 11,009 328,633 SH   DFND 1 328,273 0 360
SCHOLASTIC CORP COM 807066105 10,518 262,250 SH   DFND 1 262,250 0 0
SCHULMAN (A.) INC COM 808194104 9,905 265,930 SH   DFND 1 265,930 0 0
SCHWAB (CHARLES) CORP COM 808513105 581,904 11,354,301 SH   DFND 1 11,294,968 0 59,333
SCHWEITZER-MAUDUIT INTL INC COM 808541106 18,407 405,806 SH   DFND 1 405,806 0 0
SCIENCE APPLICATIONS INTE COM 808625107 29,681 387,633 SH   DFND 1 385,503 0 2,130
SCIENTIFIC GAMES CORP CL A 80874P109 24,975 486,849 SH   DFND 1 486,849 0 0
SCMP 3.25 12/15/21 NOTE 3.250%12/1 864909AB2 18,215 15,000,000 PRN   DFND 1 2 15,000,000 0 0
SCORPIO BULKERS INC COM Y7546A122 928 125,531 SH   DFND 1 124,719 0 812
SCORPIO TANKERS INC SHS Y7542C106 1,523 499,423 SH   DFND 1 499,091 0 332
SCOTTS MIRACLE-GRO CO CL A 810186106 36,280 339,106 SH   DFND 1 336,936 0 2,170
SCOTTS MIRACLE-GRO CO CL A 810186106 15 141 SH   DFND 1 2 141 0 0
SCRIPPS NETWORKS INTER-CL A CL A COM 811065101 1,583 18,550 SH   DFND 1 2 18,550 0 0
SCRIPPS NETWORKS INTER-CL A CL A COM 811065101 88,399 1,037,429 SH   DFND 1 1,032,651 0 4,778
SCYNEXIS INC COM 811292101 298 128,724 SH   DFND 1 128,724 0 0
SEABOARD CORP COM 811543107 10,107 2,292 SH   DFND 1 2,292 0 0
SEACHANGE INTERNATIONAL INC COM 811699107 895 227,893 SH   DFND 1 2 227,893 0 0
SEACHANGE INTERNATIONAL INC COM 811699107 723 184,042 SH   DFND 1 184,042 0 0
SEACOAST BANKING CORP/FL COM NEW 811707801 17 714 SH   DFND 1 2 714 0 0
SEACOAST BANKING CORP/FL COM NEW 811707801 9,921 393,555 SH   DFND 1 393,555 0 0
SEACOR HOLDINGS INC COM 811904101 6,479 140,195 SH   DFND 1 140,195 0 0
SEACOR MARINE HOLDINGS INC COM 78413P101 1,749 149,532 SH   DFND 1 149,532 0 0
SEAGATE TECHNOLOGY SHS G7945M107 130,120 3,116,257 SH   DFND 1 3,091,810 0 24,447
SEALED AIR CORP COM 81211K100 98,326 1,998,569 SH   DFND 1 1,989,582 0 8,987
SEARS HOLDINGS CORP COM 812350106 1,010 282,374 SH   DFND 1 282,374 0 0
SEARS HOMETOWN AND OUTLET ST COM 812362101 166 64,184 SH   DFND 1 64,184 0 0
SEASPINE HOLDINGS CORP COM 81255T108 603 59,678 SH   DFND 1 59,678 0 0
SEATTLE GENETICS INC COM 812578102 46,104 862,272 SH   DFND 1 862,272 0 0
SEAWORLD ENTERTAINMENT INC COM 81282V100 7,624 561,900 SH   DFND 1 560,520 0 1,380
SECOND SIGHT MEDICAL PRODUCT COM 81362J100 193 101,449 SH   DFND 1 101,449 0 0
SECUREWORKS CORP - A CL A 81374A105 831 93,786 SH   DFND 1 93,786 0 0
SECURITY NATL FINL CORP-CL A CL A NEW 814785309 267 50,462 SH   DFND 1 50,462 0 0
SEI INVESTMENTS COMPANY COM 784117103 97,002 1,350,562 SH   DFND 1 1,343,081 0 7,481
SEI INVESTMENTS COMPANY COM 784117103 115 1,612 SH   DFND 1 2 1,612 0 0
SELECT ENERGY SERVICES INC-A CL A COM 81617J301 3,852 211,188 SH   DFND 1 210,156 0 1,032
SELECT INCOME REIT COM SH BEN INT 81618T100 15,309 609,228 SH   DFND 1 609,228 0 0
SELECT MEDICAL HOLDINGS CORP COM 81619Q105 15,747 892,204 SH   DFND 1 891,159 0 1,045
SELECTA BIOSCIENCES INC COM 816212104 910 92,803 SH   DFND 1 92,803 0 0
SELECTIVE INSURANCE GROUP COM 816300107 22 377 SH   DFND 1 2 377 0 0
SELECTIVE INSURANCE GROUP COM 816300107 31,172 531,055 SH   DFND 1 531,055 0 0
SEMGROUP CORP-CLASS A CL A 81663A105 15,945 528,012 SH   DFND 1 527,596 0 416
SEMPRA ENERGY COM 816851109 283,424 2,656,308 SH   DFND 1 2,643,795 0 12,513
SEMTECH CORP COM 816850101 348 10,184 SH   DFND 1 2 10,184 0 0
SEMTECH CORP COM 816850101 20,892 610,889 SH   DFND 1 610,889 0 0
SENDGRID INC COM 816883102 379 15,846 SH   DFND 1 15,846 0 0
SENECA FOODS CORP - CL A CL A 817070501 2,380 77,404 SH   DFND 1 77,404 0 0
SENIOR HOUSING PROP TRUST SH BEN INT 81721M109 55,449 2,895,527 SH   DFND 1 2,882,826 0 12,701
SENOMYX INC COM 81724Q107 320 246,288 SH   DFND 1 246,288 0 0
SENSATA TECHNOLOGIES HOLDING SHS N7902X106 71,072 1,391,538 SH   DFND 1 1,391,538 0 0
SENSEONICS HOLDINGS INC COM 81727U105 743 279,620 SH   DFND 1 279,620 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 29,685 405,817 SH   DFND 1 403,675 0 2,142
SEQUENTIAL BRANDS GROUP INC COM 81734P107 632 355,147 SH   DFND 1 355,147 0 0
SERES THERAPEUTICS INC COM 81750R102 2,123 209,395 SH   DFND 1 209,395 0 0
SERITAGE GROWTH PROP- A REIT CL A 81752R100 10,161 251,143 SH   DFND 1 251,143 0 0
SERVICE CORP INTERNATIONAL COM 817565104 55,548 1,488,444 SH   DFND 1 1,479,205 0 9,239
SERVICEMASTER GLOBAL HOLDING COM 81761R109 54,851 1,069,854 SH   DFND 1 1,069,854 0 0
SERVICENOW INC COM 81762P102 166,410 1,277,095 SH   DFND 1 1,277,095 0 0
SERVICESOURCE INTERNATIONAL COM 81763U100 1,692 547,887 SH   DFND 1 547,887 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 17,773 428,285 SH   DFND 1 428,285 0 0
SEVEN STARS CLOUD GROUP INC COM 81789Y102 136 29,569 SH   DFND 1 29,569 0 0
SFR 3 07/01/19 NOTE 3.000% 7/0 85571WAB5 15,435 12,000,000 PRN   DFND 1 2 12,000,000 0 0
SHAKE SHACK INC - CLASS A CL A 819047101 7,074 163,768 SH   DFND 1 163,768 0 0
SHARPS COMPLIANCE CORP COM 820017101 234 57,439 SH   DFND 1 57,439 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 13,936 412,327 SH   DFND 1 412,327 0 0
SHERWIN-WILLIAMS CO/THE COM 824348106 374,223 914,472 SH   DFND 1 910,380 0 4,092
SHILOH INDUSTRIES INC COM 824543102 1,006 122,792 SH   DFND 1 122,792 0 0
SHILOH INDUSTRIES INC COM 824543102 32 3,933 SH   DFND 1 2 3,933 0 0
SHIP FINANCE INTL LTD SHS G81075106 1,938 125,068 SH   DFND 1 124,075 0 993
SHIRE PLC-ADR SPONSORED ADR 82481R106 8,333 53,724 SH   DFND 1 50,735 0 2,989
SHOE CARNIVAL INC COM 824889109 3,121 116,708 SH   DFND 1 116,708 0 0
SHOE CARNIVAL INC COM 824889109 415 15,517 SH   DFND 1 2 15,517 0 0
SHORE BANCSHARES INC COM 825107105 1,395 83,560 SH   DFND 1 83,560 0 0
SHOTSPOTTER INC COM 82536T107 270 19,279 SH   DFND 1 19,279 0 0
SHUTTERFLY INC COM 82568P304 19,628 394,539 SH   DFND 1 394,539 0 0
SHUTTERSTOCK INC COM 825690100 6,615 153,732 SH   DFND 1 153,732 0 0
SI FINANCIAL GROUP INC COM 78425V104 779 53,004 SH   DFND 1 53,004 0 0
SIENNA BIOPHARMACEUTICALS IN COM 82622H108 819 45,153 SH   DFND 1 45,153 0 0
SIENTRA INC COM 82621J105 1,827 129,993 SH   DFND 1 129,993 0 0
SIERRA BANCORP COM 82620P102 2,582 97,248 SH   DFND 1 97,248 0 0
SIERRA BANCORP COM 82620P102 45 1,720 SH   DFND 1 2 1,720 0 0
SIERRA ONCOLOGY INC COM 82640U107 131 35,365 SH   DFND 1 35,365 0 0
SIERRA WIRELESS INC COM 826516106 524 25,629 SH   DFND 1 25,629 0 0
SIGMA DESIGNS INC COM 826565103 2,283 328,521 SH   DFND 1 328,521 0 0
SIGMATRON INTERNATIONAL INC COM 82661L101 116 11,463 SH   DFND 1 11,463 0 0
SIGNATURE BANK COM 82669G104 65,947 480,703 SH   DFND 1 478,058 0 2,645
SIGNET JEWELERS LTD SHS G81276100 40,341 714,420 SH   DFND 1 711,422 0 2,998
SIGNET JEWELERS LTD SHS G81276100 43 775 SH   DFND 1 2 775 0 0
SILGAN HOLDINGS INC COM 827048109 64 2,198 SH   DFND 1 2 2,198 0 0
SILGAN HOLDINGS INC COM 827048109 19,652 668,691 SH   DFND 1 665,044 0 3,647
SILICOM LTD ORD M84116108 264 3,774 SH   DFND 1 3,774 0 0
SILICON LABORATORIES INC COM 826919102 33,076 374,594 SH   DFND 1 372,495 0 2,099
SILICON MOTION TECHNOL-ADR SPONSORED ADR 82706C108 1,190 22,483 SH   DFND 1 22,483 0 0
SILVER RUN ACQUISITION COR-A COM CL A 82812A103 768 77,535 SH   DFND 1 77,535 0 0
SILVER RUN ACQUISITION-CW22 *W EXP 03/28/202 82812A111 2,010 1,358,300 SH   DFND 1 2 1,358,300 0 0
SILVER SPRING NETWORKS INC COM 82817Q103 5,556 342,142 SH   DFND 1 342,142 0 0
SILVERBOW RESOURCES INC COM 82836G102 1,451 48,831 SH   DFND 1 48,831 0 0
SILVERCREST ASSET MANAGEME-A CL A 828359109 736 45,861 SH   DFND 1 45,861 0 0
SIMMONS FIRST NATL CORP-CL A CL A $1 PAR 828730200 20,438 357,935 SH   DFND 1 357,935 0 0
SIMON PROPERTY GROUP INC COM 828806109 610,753 3,563,293 SH   DFND 1 3,547,835 0 15,458
SIMPLY GOOD FOODS CO/THE COM 82900L102 5,765 404,309 SH   DFND 1 404,309 0 0
SIMPLY GOOD FOODS CO/THE COM 82900L102 17 1,242 SH   DFND 1 2 1,242 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 20,281 353,280 SH   DFND 1 353,280 0 0
SIMULATIONS PLUS INC COM 829214105 1,360 84,517 SH   DFND 1 84,517 0 0
SINA CORP ORD G81477104 98 983 SH   DFND 1 2 983 0 0
SINA CORP ORD G81477104 13,381 134,002 SH   DFND 1 134,002 0 0
SINCLAIR BROADCAST GROUP -A CL A 829226109 28,057 741,282 SH   DFND 1 741,282 0 0
SINOVAC BIOTECH LTD SHS P8696W104 218 27,717 SH   DFND 1 27,717 0 0
SIRIUS XM HOLDINGS INC COM 82968B103 39 7,342 SH   DFND 1 2 7,342 0 0
SIRIUS XM HOLDINGS INC COM 82968B103 77,405 14,449,527 SH   DFND 1 14,289,465 0 160,062
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 24,013 313,089 SH   DFND 1 313,089 0 0
SITO MOBILE LTD COM NEW 82988R203 709 105,583 SH   DFND 1 105,583 0 0
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 40,395 606,812 SH   DFND 1 601,028 0 5,784
SJW GROUP COM 784305104 8,844 138,569 SH   DFND 1 138,569 0 0
SK TELECOM CO LTD-SPON ADR SPONSORED ADR 78440P108 39 1,400 SH   DFND 1 0 0 1,400
SK TELECOM CO LTD-SPON ADR SPONSORED ADR 78440P108 421 15,090 SH   DFND 1 2 15,090 0 0
SKECHERS USA INC-CL A CL A 830566105 41,279 1,090,904 SH   DFND 1 1,084,305 0 6,599
SKYLINE CORP COM 830830105 672 52,358 SH   DFND 1 52,358 0 0
SKYWEST INC COM 830879102 61 1,154 SH   DFND 1 2 1,154 0 0
SKYWEST INC COM 830879102 24,819 467,413 SH   DFND 1 467,413 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 845 8,907 SH   DFND 1 2 8,907 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 218,408 2,304,391 SH   DFND 1 2,288,416 0 15,975
SL GREEN REALTY CORP COM 78440X101 123,992 1,230,715 SH   DFND 1 1,225,831 0 4,884
SLEEP NUMBER CORP COM 83125X103 16,410 436,565 SH   DFND 1 436,565 0 0
SLEEP NUMBER CORP COM 83125X103 29 783 SH   DFND 1 2 783 0 0
SLM CORP COM 78442P106 22 1,992 SH   DFND 1 2 1,992 0 0
SLM CORP COM 78442P106 44,015 3,895,190 SH   DFND 1 3,873,914 0 21,276
SM ENERGY CO COM 78454L100 19,415 879,314 SH   DFND 1 874,264 0 5,050
SMART & FINAL STORES INC COM 83190B101 1,952 228,366 SH   DFND 1 228,366 0 0
SMART GLOBAL HOLDINGS INC SHS G8232Y101 2,097 62,234 SH   DFND 1 62,234 0 0
SMART SAND INC COM 83191H107 1,805 208,439 SH   DFND 1 208,439 0 0
SMARTFINANCIAL INC COM NEW 83190L208 1,261 58,120 SH   DFND 1 58,120 0 0
SMITH & NEPHEW PLC -SPON ADR SPDN ADR NEW 83175M205 875 25,000 SH   DFND 1 2 25,000 0 0
SMITH & NEPHEW PLC -SPON ADR SPDN ADR NEW 83175M205 530 15,160 SH   DFND 1 12,105 0 3,055
SMITH (A.O.) CORP COM 831865209 106,429 1,740,078 SH   DFND 1 1,732,833 0 7,245
SMITH MICRO SOFTWARE INC COM NEW 832154207 125 44,330 SH   DFND 1 44,330 0 0
SNAP INC - A CL A 83304A106 21,039 1,440,056 SH   DFND 1 1,440,056 0 0
SNAP-ON INC COM 833034101 125,460 721,090 SH   DFND 1 718,258 0 2,832
SNYDERS-LANCE INC COM 833551104 40,025 799,237 SH   DFND 1 795,012 0 4,225
SOCIAL REALITY INC COM CL A NEW 83362P300 199 35,322 SH   DFND 1 35,322 0 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 1,278 18,180 SH   DFND 1 18,180 0 0
SOHU.COM INC COM 83408W103 1,143 26,372 SH   DFND 1 26,372 0 0
SOHU.COM INC COM 83408W103 712 16,447 SH   DFND 1 2 16,447 0 0
SOLAR CAPITAL LTD COM 83413U100 347 17,204 SH   DFND 1 2 17,204 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 105 2,804 SH   DFND 1 2 2,804 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 9,343 248,838 SH   DFND 1 248,838 0 0
SOLARIS OILFIELD INFRAST-A COM CL A 83418M103 3,204 149,694 SH   DFND 1 149,694 0 0
SOLIGENIX INC COM 834223307 45 20,298 SH   DFND 1 20,298 0 0
SOLITARIO ZINC CORP COM 8342EP107 45 75,942 SH   DFND 1 75,942 0 0
SONIC AUTOMOTIVE INC-CLASS A CL A 83545G102 4,004 217,033 SH   DFND 1 217,033 0 0
SONIC CORP COM 835451105 10,394 378,260 SH   DFND 1 378,260 0 0
SONIC FOUNDRY INC COM NEW 83545R207 173 57,646 SH   DFND 1 57,646 0 0
SONOCO PRODUCTS CO COM 835495102 44,672 840,649 SH   DFND 1 835,351 0 5,298
SONOMA PHARMACEUTICALS INC COM 83558L105 72 13,177 SH   DFND 1 13,177 0 0
SONY CORP-SPONSORED ADR SPONSORED ADR 835699307 590 13,146 SH   DFND 1 11,977 0 1,169
SOPHIRIS BIO INC COM NEW 83578Q209 43 19,042 SH   DFND 1 19,042 0 0
SORRENTO THERAPEUTICS INC COM NEW 83587F202 1,750 460,620 SH   DFND 1 460,620 0 0
SOTHEBY'S COM 835898107 16,878 327,106 SH   DFND 1 325,271 0 1,835
SOTHERLY HOTELS INC COM 83600C103 340 52,782 SH   DFND 1 52,782 0 0
SOURCE CAPITAL INC COM 836144105 1,216 29,834 SH   DFND 1 2 29,834 0 0
SOUTH JERSEY INDUSTRIES COM 838518108 20,364 652,066 SH   DFND 1 652,066 0 0
SOUTH STATE CORP COM 840441109 27,480 315,326 SH   DFND 1 315,326 0 0
SOUTH STATE CORP COM 840441109 25 295 SH   DFND 1 2 295 0 0
SOUTHERN CO/THE COM 842587107 495,300 10,321,563 SH   DFND 1 10,270,254 0 51,309
SOUTHERN COPPER CORP COM 84265V105 11,303 239,104 SH   DFND 1 239,104 0 0
SOUTHERN FIRST BANCSHARES COM 842873101 2,602 63,087 SH   DFND 1 63,087 0 0
SOUTHERN MISSOURI BANCORP COM 843380106 1,728 45,986 SH   DFND 1 45,986 0 0
SOUTHERN NATL BANCORP OF VA COM 843395104 2,926 182,575 SH   DFND 1 182,575 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 4 124 SH   DFND 1 2 124 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 8,596 255,248 SH   DFND 1 255,248 0 0
SOUTHWEST AIRLINES CO COM 844741108 351,999 5,388,336 SH   DFND 1 5,360,102 0 28,234
SOUTHWEST AIRLINES CO COM 844741108 25 393 SH   DFND 1 2 393 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 35,076 435,840 SH   DFND 1 433,489 0 2,351
SOUTHWESTERN ENERGY CO COM 845467109 26,370 4,725,892 SH   DFND 1 4,700,652 0 25,240
SOUTHWESTERN ENERGY CO COM 845467109 786 141,015 SH   DFND 1 2 141,015 0 0
SP PLUS CORP COM 78469C103 7,191 193,849 SH   DFND 1 193,849 0 0
SPAR GROUP INC COM 784933103 259 211,168 SH   DFND 1 211,168 0 0
SPARK ENERGY INC-CLASS A CL A COM 846511103 1,620 130,701 SH   DFND 1 128,592 0 2,109
SPARK THERAPEUTICS INC COM 84652J103 14,179 275,766 SH   DFND 1 275,766 0 0
SPARK THERAPEUTICS INC COM 84652J103 28 553 SH   DFND 1 2 553 0 0
SPARTAN MOTORS INC COM 846819100 4,630 294,002 SH   DFND 1 294,002 0 0
SPARTANNASH CO COM 847215100 105 3,953 SH   DFND 1 2 3,953 0 0
SPARTANNASH CO COM 847215100 15,515 581,538 SH   DFND 1 581,538 0 0
SPARTON CORP COM 847235108 1,713 74,289 SH   DFND 1 74,289 0 0
SPDR S&P DIVIDEND ETF S&P DIVID ETF 78464A763 2,809 29,736 PRN   DFND 1 29,736 0 0
SPECTRUM BRANDS HOLDINGS INC COM 84763R101 22,084 196,580 SH   DFND 1 196,580 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 15,384 811,847 SH   DFND 1 811,847 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 1,936 102,602 SH   DFND 1 102,247 0 355
SPHERIX INC COM PAR NEW 84842R403 31 22,380 SH   DFND 1 22,380 0 0
SPIRE INC COM 84857L101 30,410 404,661 SH   DFND 1 404,661 0 0
SPIRIT AEROSYSTEMS HOLD-CL A COM CL A 848574109 120,271 1,379,088 SH   DFND 1 1,378,758 0 330
SPIRIT AIRLINES INC COM 848577102 27,394 610,798 SH   DFND 1 610,798 0 0
SPIRIT REALTY CAPITAL INC COM 84860W102 33,940 3,955,776 SH   DFND 1 3,955,776 0 0
SPLUNK INC COM 848637104 99,652 1,203,672 SH   DFND 1 1,203,447 0 225
SPOK HOLDINGS INC COM 84863T106 49 3,175 SH   DFND 1 2 3,175 0 0
SPOK HOLDINGS INC COM 84863T106 3,438 219,731 SH   DFND 1 219,731 0 0
SPORTSMAN'S WAREHOUSE HOLDIN COM 84920Y106 1,828 276,643 SH   DFND 1 276,643 0 0
SPRING BANK PHARMACEUTICALS COM 849431101 673 50,065 SH   DFND 1 50,065 0 0
SPRINT CORP COM SER 1 85207U105 27,698 4,706,246 SH   DFND 1 4,706,246 0 0
SPROTT FOCUS TRUST INC COM 85208J109 97 12,265 SH   DFND 1 2 12,265 0 0
SPROUTS FARMERS MARKET INC COM 85208M102 27,010 1,109,277 SH   DFND 1 1,103,180 0 6,097
SPROUTS FARMERS MARKET INC COM 85208M102 96 3,975 SH   DFND 1 2 3,975 0 0
SPS COMMERCE INC COM 78463M107 109 2,257 SH   DFND 1 2 2,257 0 0
SPS COMMERCE INC COM 78463M107 7,597 156,357 SH   DFND 1 156,357 0 0
SPX CORP COM 784635104 10,771 343,162 SH   DFND 1 343,162 0 0
SPX FLOW INC COM 78469X107 17,126 360,172 SH   DFND 1 360,172 0 0
SQUARE INC - A CL A 852234103 74,398 2,147,173 SH   DFND 1 2,146,457 0 716
SRC ENERGY INC COM 78470V108 16,562 1,941,643 SH   DFND 1 1,941,643 0 0
SS&C TECHNOLOGIES HOLDINGS COM 78467J100 61,716 1,525,589 SH   DFND 1 1,525,589 0 0
SSR MINING INC COM 784730103 8 922 SH   DFND 1 2 922 0 0
SSR MINING INC COM 784730103 709 80,692 SH   DFND 1 80,692 0 0
ST JOE CO/THE COM 790148100 9,554 529,323 SH   DFND 1 529,323 0 0
STAAR SURGICAL CO COM PAR $0.01 852312305 4,177 269,509 SH   DFND 1 269,509 0 0
STAAR SURGICAL CO COM PAR $0.01 852312305 78 5,093 SH   DFND 1 2 5,093 0 0
STAG INDUSTRIAL INC COM 85254J102 20,466 748,876 SH   DFND 1 748,876 0 0
STAGE STORES INC COM NEW 85254C305 281 167,530 SH   DFND 1 166,966 0 564
STAMPS.COM INC COM NEW 852857200 26,595 141,465 SH   DFND 1 141,437 0 28
STANDARD MOTOR PRODS COM 853666105 7,781 173,275 SH   DFND 1 173,275 0 0
STANDEX INTERNATIONAL CORP COM 854231107 10,481 102,916 SH   DFND 1 102,916 0 0
STANLEY BLACK & DECKER INC COM 854502101 286,293 1,690,544 SH   DFND 1 1,682,590 0 7,954
STANLEY BLACK & DECKER INC COM 854502101 23 136 SH   DFND 1 2 136 0 0
STANLEY FURNITURE CO INC COM NEW 854305208 38 44,313 SH   DFND 1 44,313 0 0
STAR BULK CARRIERS CORP SHS PAR Y8162K204 507 45,039 SH   DFND 1 45,039 0 0
STARBUCKS CORP COM 855244109 974,952 17,008,111 SH   DFND 1 16,884,106 0 124,005
STARRETT (L.S.) CO -CL A CL A 855668109 218 25,372 SH   DFND 1 25,372 0 0
STARS GROUP INC/THE COM 85570W100 216 9,300 SH   DFND 1 2 9,300 0 0
STARS GROUP INC/THE COM 85570W100 2,186 93,947 SH   DFND 1 93,947 0 0
STARTEK INC COM 85569C107 810 81,309 SH   DFND 1 81,309 0 0
STARWOOD PROPERTY TRUST INC COM 85571B105 54,501 2,552,776 SH   DFND 1 2,550,176 0 2,600
STATE AUTO FINANCIAL CORP COM 855707105 4,536 155,801 SH   DFND 1 155,801 0 0
STATE BANK FINANCIAL CORP COM 856190103 10,483 351,308 SH   DFND 1 351,308 0 0
STATE BANK FINANCIAL CORP COM 856190103 10 353 SH   DFND 1 2 353 0 0
STATE STREET CORP COM 857477103 0 4 SH   DFND 1 2 4 0 0
STATE STREET CORP COM 857477103 358,262 3,678,623 SH   DFND 1 3,660,181 0 18,442
STATOIL ASA-SPON ADR SPONSORED ADR 85771P102 476 22,224 SH   DFND 1 20,459 0 1,765
STEALTHGAS INC SHS Y81669106 75 17,223 SH   DFND 1 17,223 0 0
STEEL DYNAMICS INC COM 858119100 94,460 2,191,315 SH   DFND 1 2,179,063 0 12,252
STEELCASE INC-CL A CL A 858155203 17,212 1,132,416 SH   DFND 1 1,132,416 0 0
STEIN MART INC COM 858375108 186 160,928 SH   DFND 1 160,928 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 2,902 186,034 SH   DFND 1 186,034 0 0
STEPAN CO COM 858586100 196 2,492 SH   DFND 1 2 2,492 0 0
STEPAN CO COM 858586100 14,110 178,683 SH   DFND 1 178,683 0 0
STERICYCLE INC COM 858912108 64,264 947,136 SH   DFND 1 942,895 0 4,241
STERIS PLC SHS USD G84720104 62,239 711,551 SH   DFND 1 707,361 0 4,190
STERLING BANCORP/DE COM 85917A100 26 1,092 SH   DFND 1 2 1,092 0 0
STERLING BANCORP/DE COM 85917A100 44,317 1,801,539 SH   DFND 1 1,790,485 0 11,054
STERLING CONSTRUCTION CO COM 859241101 3,793 232,990 SH   DFND 1 232,990 0 0
STEVEN MADDEN LTD COM 556269108 23,935 512,543 SH   DFND 1 512,543 0 0
STEWART INFORMATION SERVICES COM 860372101 62 1,488 SH   DFND 1 2 1,488 0 0
STEWART INFORMATION SERVICES COM 860372101 8,304 196,314 SH   DFND 1 196,314 0 0
STIFEL FINANCIAL CORP COM 860630102 33,786 567,265 SH   DFND 1 563,893 0 3,372
STOCK YARDS BANCORP INC COM 861025104 7,895 209,423 SH   DFND 1 209,423 0 0
STONE ENERGY CORP COM PAR 861642403 5,734 178,305 SH   DFND 1 178,305 0 0
STONERIDGE INC COM 86183P102 4,968 217,360 SH   DFND 1 217,360 0 0
STORE CAPITAL CORP COM 862121100 37,292 1,432,125 SH   DFND 1 1,432,125 0 0
STRAIGHT PATH COMM- B CL B 862578101 12,135 66,757 SH   DFND 1 66,757 0 0
STRATASYS LTD SHS M85548101 2,825 141,577 SH   DFND 1 141,577 0 0
STRATTEC SECURITY CORP COM 863111100 981 22,548 SH   DFND 1 22,548 0 0
STRATUS PROPERTIES INC COM NEW 863167201 1,250 42,116 SH   DFND 1 42,116 0 0
STRAYER EDUCATION INC COM 863236105 8,692 97,031 SH   DFND 1 97,031 0 0
STREAMLINE HEALTH SOLUTIONS COM 86323X106 134 79,728 SH   DFND 1 79,728 0 0
STRONGBRIDGE BIOPHARMA PLC SHS USD G85347105 573 79,093 SH   DFND 1 79,093 0 0
STRYKER CORP COM 863667101 488,110 3,159,538 SH   DFND 1 3,143,533 0 16,005
STUDENT TRANSPORTATION INC COM 86388A108 291 47,416 SH   DFND 1 47,416 0 0
STURM RUGER & CO INC COM 864159108 8,302 148,656 SH   DFND 1 148,656 0 0
SUCAMPO PHARMACEUTICALS-CL A CL A 864909106 4,249 236,757 SH   DFND 1 236,757 0 0
SUMITOMO MITSUI-SPONS ADR SPONSORED ADR 86562M209 441 50,809 SH   DFND 1 39,099 0 11,710
SUMMER INFANT INC COM 865646103 107 71,771 SH   DFND 1 71,771 0 0
SUMMIT FINANCIAL GROUP INC COM 86606G101 1,864 70,831 SH   DFND 1 70,831 0 0
SUMMIT HOTEL PROPERTIES INC COM 866082100 19,451 1,277,208 SH   DFND 1 1,277,208 0 0
SUMMIT MATERIALS INC -CL A CL A 86614U100 28,502 906,577 SH   DFND 1 906,577 0 0
SUN BANCORP INC-NJ COM NEW 86663B201 2,430 100,023 SH   DFND 1 100,023 0 0
SUN COMMUNITIES INC COM 866674104 74,476 802,719 SH   DFND 1 802,719 0 0
SUN HYDRAULICS CORP COM 866942105 15,199 234,954 SH   DFND 1 234,954 0 0
SUN LIFE FINANCIAL INC COM 866796105 249 6,035 SH   DFND 1 5,368 0 667
SUNCOKE ENERGY INC COM 86722A103 6,347 529,438 SH   DFND 1 529,438 0 0
SUNCOKE ENERGY PARTNERS LP COMUNIT REP LT 86722Y101 994 56,989 SH   DFND 1 2 56,989 0 0
SUNCOR ENERGY INC COM 867224107 536 14,604 SH   DFND 1 13,764 0 840
SUNESIS PHARMACEUTICALS INC COM PAR 867328700 463 125,489 SH   DFND 1 125,489 0 0
SUNLINK HEALTH SYSTEMS INC COM 86737U102 30 19,190 SH   DFND 1 19,190 0 0
SUNOCO LP COM U REP LP 86765K109 594 20,949 SH   DFND 1 2 20,949 0 0
SUNOPTA INC COM 8676EP108 496 64,060 SH   DFND 1 64,060 0 0
SUNPOWER CORP COM 867652406 4,842 574,425 SH   DFND 1 574,425 0 0
SUNRUN INC COM 86771W105 3,936 667,131 SH   DFND 1 667,131 0 0
SUNSHINE BANCORP INC COM 86777J108 1,719 74,968 SH   DFND 1 74,968 0 0
SUNSTONE HOTEL INVESTORS INC COM 867892101 47,677 2,884,305 SH   DFND 1 2,884,305 0 0
SUNTRUST BANKS INC COM 867914103 12 198 SH   DFND 1 2 198 0 0
SUNTRUST BANKS INC COM 867914103 330,131 5,121,656 SH   DFND 1 5,097,982 0 23,674
SUNWORKS INC COM 86803X105 63 60,274 SH   DFND 1 60,274 0 0
SUPER MICRO COMPUTER INC COM 86800U104 7,329 350,279 SH   DFND 1 350,279 0 0
SUPERCONDUCTOR TECHNOLOGIES COM PAR NEW 867931503 31 28,777 SH   DFND 1 28,777 0 0
SUPERIOR ENERGY SERVICES INC COM 868157108 12,041 1,250,454 SH   DFND 1 1,242,914 0 7,540
SUPERIOR INDUSTRIES INTL COM 868168105 2,956 199,088 SH   DFND 1 199,088 0 0
SUPERIOR UNIFORM GROUP INC COM 868358102 1,834 68,673 SH   DFND 1 68,673 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 18,519 464,740 SH   DFND 1 464,740 0 0
SUPERVALU INC COM NEW 868536301 7,783 360,369 SH   DFND 1 360,369 0 0
SUPPORT.COM INC COM NEW 86858W200 270 111,827 SH   DFND 1 111,827 0 0
SURGERY PARTNERS INC COM 86881A100 2,185 180,580 SH   DFND 1 180,580 0 0
SURMODICS INC COM 868873100 3,723 132,965 SH   DFND 1 132,965 0 0
SUTHERLAND ASSET MANAGEMENT COM 86933G105 48 3,200 SH   DFND 1 2 3,200 0 0
SUTHERLAND ASSET MANAGEMENT COM 86933G105 1,736 114,593 SH   DFND 1 114,593 0 0
SVB FINANCIAL GROUP COM 78486Q101 107,963 462,108 SH   DFND 1 459,511 0 2,597
SWITCH INC - A CL A 87105L104 6,357 349,478 SH   DFND 1 349,478 0 0
SYKES ENTERPRISES INC COM 871237103 15,321 487,174 SH   DFND 1 487,174 0 0
SYMANTEC CORP COM 871503108 39 1,394 SH   DFND 1 2 1,394 0 0
SYMANTEC CORP COM 871503108 190,977 6,819,792 SH   DFND 1 6,764,619 0 55,173
SYNACOR INC COM 871561106 370 160,983 SH   DFND 1 160,983 0 0
SYNALLOY CORP COM 871565107 509 38,040 SH   DFND 1 38,040 0 0
SYNAPTICS INC COM 87157D109 18,501 463,223 SH   DFND 1 461,547 0 1,676
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 3,485 389,925 SH   DFND 1 389,925 0 0
SYNCHRONY FINANCIAL COM 87165B103 343,372 8,910,092 SH   DFND 1 8,873,507 0 36,585
SYNDAX PHARMACEUTICALS INC COM 87164F105 1,344 153,483 SH   DFND 1 153,483 0 0
SYNERGY PHARMACEUTICALS INC COM NEW 871639308 4,435 1,988,935 SH   DFND 1 1,988,935 0 0
SYNGENTA AG-ADR SPONSORED ADR 87160A100 480 5,172 SH   DFND 1 4,227 0 945
SYNNEX CORP COM 87162W100 39,637 291,563 SH   DFND 1 290,124 0 1,439
SYNOPSYS INC COM 871607107 160,386 1,884,853 SH   DFND 1 1,872,149 0 12,704
SYNOVUS FINANCIAL CORP COM NEW 87161C501 48,332 1,008,190 SH   DFND 1 1,002,318 0 5,872
SYNOVUS FINANCIAL CORP COM NEW 87161C501 5 123 SH   DFND 1 2 123 0 0
SYNTEL INC COM 87162H103 8,793 382,510 SH   DFND 1 382,510 0 0
SYNTHESIS ENERGY SYSTEMS INC COM NEW 871628202 158 55,327 SH   DFND 1 55,327 0 0
SYNTHETIC BIOLOGICS INC COM 87164U102 313 617,136 SH   DFND 1 617,136 0 0
SYPRIS SOLUTIONS INC COM 871655106 69 50,846 SH   DFND 1 50,846 0 0
SYROS PHARMACEUTICALS INC COM 87184Q107 931 95,755 SH   DFND 1 95,755 0 0
SYSCO CORP COM 871829107 276,861 4,569,679 SH   DFND 1 4,545,336 0 24,343
SYSTEMAX INC COM 871851101 3,610 108,527 SH   DFND 1 108,527 0 0
T ROWE PRICE GROUP INC COM 74144T108 332,026 3,169,650 SH   DFND 1 3,157,351 0 12,299
T2 BIOSYSTEMS INC COM 89853L104 554 134,470 SH   DFND 1 134,470 0 0
TABLEAU SOFTWARE INC-CL A CL A 87336U105 34,528 498,964 SH   DFND 1 498,964 0 0
TABULA RASA HEALTHCARE INC COM 873379101 3,064 109,260 SH   DFND 1 109,260 0 0
TACTILE SYSTEMS TECHNOLOGY I COM 87357P100 3,613 124,703 SH   DFND 1 124,703 0 0
TAHOE RESOURCES INC COM 873868103 1 209 SH   DFND 1 2 209 0 0
TAHOE RESOURCES INC COM 873868103 3,410 711,005 SH   DFND 1 711,005 0 0
TAILORED BRANDS INC COM 87403A107 684 31,351 SH   DFND 1 2 31,351 0 0
TAILORED BRANDS INC COM 87403A107 13,956 639,327 SH   DFND 1 639,327 0 0
TAIWAN SEMICONDUCTOR-SP ADR SPONSORED ADR 874039100 1,008 25,425 SH   DFND 1 21,327 0 4,098
TAKE-TWO INTERACTIVE SOFTWRE COM 874054109 109,662 999,479 SH   DFND 1 989,647 0 9,832
TAL EDUCATION GROUP- ADR SPONSORED ADS 874080104 13,091 443,717 SH   DFND 1 443,107 0 610
TALEND SA - ADR ADS 874224207 742 19,814 SH   DFND 1 19,814 0 0
TALLGRASS ENERGY GP LP SHS CL A 874696107 225 8,764 SH   DFND 1 2 8,764 0 0
TANDEM DIABETES CARE INC COM NEW 875372203 40 16,996 SH   DFND 1 16,996 0 0
TANGER FACTORY OUTLET CENTER COM 875465106 25,341 955,927 SH   DFND 1 951,273 0 4,654
TANTECH HOLDINGS LTD COM G8675X107 31 12,107 SH   DFND 1 12,107 0 0
TAPESTRY INC COM 876030107 134,480 3,046,732 SH   DFND 1 3,031,240 0 15,492
TARENA INTERNATIONAL INC-ADR ADR 876108101 412 27,518 SH   DFND 1 27,518 0 0
TARGA RESOURCES CORP COM 87612G101 88,224 1,823,063 SH   DFND 1 1,822,212 0 851
TARGET CORP COM 87612E106 401,270 6,161,589 SH   DFND 1 6,132,891 0 28,698
TARGET CORP COM 87612E106 26 406 SH   DFND 1 2 406 0 0
TARO PHARMACEUTICAL INDUS SHS M8737E108 253 2,425 SH   DFND 1 2 2,425 0 0
TARO PHARMACEUTICAL INDUS SHS M8737E108 258 2,473 SH   DFND 1 2,473 0 0
TASEKO MINES LTD COM 876511106 645 275,948 SH   DFND 1 2 275,948 0 0
TATA MOTORS LTD-SPON ADR SPONSORED ADR 876568502 1,084 32,779 SH   DFND 1 32,086 0 693
TAUBMAN CENTERS INC COM 876664103 39,337 601,212 SH   DFND 1 598,221 0 2,991
TAYLOR MORRISON HOME CORP-A CL A 87724P106 484 19,814 SH   DFND 1 2 19,814 0 0
TAYLOR MORRISON HOME CORP-A CL A 87724P106 39,148 1,599,875 SH   DFND 1 1,599,875 0 0
TBPH 3.25 11/01/23 NOTE 3.250%11/0 88339KAA0 3,821 3,500,000 PRN   DFND 1 2 3,500,000 0 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 891 16,793 SH   DFND 1 2 16,793 0 0
TCF FINANCIAL CORP COM 872275102 29,873 1,457,257 SH   DFND 1 1,448,789 0 8,468
TD AMERITRADE HOLDING CORP COM 87236Y108 132,293 2,588,599 SH   DFND 1 2,588,599 0 0
TE CONNECTIVITY LTD REG SHS H84989104 341,957 3,605,770 SH   DFND 1 3,588,281 0 17,489
TEAM INC COM 878155100 3,824 256,672 SH   DFND 1 256,672 0 0
TECH DATA CORP COM 878237106 41,132 419,852 SH   DFND 1 418,140 0 1,712
TECH DATA CORP COM 878237106 249 2,550 SH   DFND 1 2 2,550 0 0
TECHNIPFMC PLC COM G87110105 125,259 4,010,482 SH   DFND 1 3,988,282 0 22,200
TECHTARGET COM 87874R100 2,082 149,597 SH   DFND 1 149,597 0 0
TECK RESOURCES LTD-CLS B CL B 878742204 284 10,875 SH   DFND 1 10,433 0 442
TECNOGLASS INC SHS G87264100 288 39,275 SH   DFND 1 39,275 0 0
TEEKAY CORP COM Y8564W103 1,055 113,269 SH   DFND 1 113,269 0 0
TEEKAY TANKERS LTD-CLASS A CL A Y8565N102 700 500,679 SH   DFND 1 500,679 0 0
TEGNA INC COM 87901J105 50,066 3,555,848 SH   DFND 1 3,544,263 0 11,585
TEJON RANCH CO COM 879080109 2,974 143,293 SH   DFND 1 143,293 0 0
TELADOC INC COM 87918A105 14,926 428,312 SH   DFND 1 428,312 0 0
TELARIA INC COM 879181105 637 158,098 SH   DFND 1 158,098 0 0
TELECOM ARGENTINA SA-SP ADR SPON ADR REP B 879273209 769 21,017 SH   DFND 1 2 21,017 0 0
TELECOM ITALIA SPA-SPON ADR SPON ADR ORD 87927Y102 151 17,577 SH   DFND 1 17,445 0 132
TELEDYNE TECHNOLOGIES INC COM 879360105 53,578 295,771 SH   DFND 1 294,025 0 1,746
TELEFLEX INC COM 879369106 99,192 398,866 SH   DFND 1 396,619 0 2,247
TELEFONICA SA-SPON ADR SPONSORED ADR 879382208 360 37,255 SH   DFND 1 36,232 0 1,023
TELENAV INC COM 879455103 1,478 268,764 SH   DFND 1 268,764 0 0
TELEPHONE AND DATA SYSTEMS COM NEW 879433829 433 15,582 SH   DFND 1 2 15,582 0 0
TELEPHONE AND DATA SYSTEMS COM NEW 879433829 21,970 790,302 SH   DFND 1 785,784 0 4,518
TELETECH HOLDINGS INC COM 89854H102 6,515 161,881 SH   DFND 1 161,881 0 0
TELETECH HOLDINGS INC COM 879939106 6,515 161,881 SH   DFND 1 161,881 0 0
TELIGENT INC COM 87960W104 1,506 414,985 SH   DFND 1 414,985 0 0
TELLURIAN INC COM 87968A104 6,099 626,231 SH   DFND 1 626,231 0 0
TELUS CORP COM 87971M103 17,055 451,122 SH   DFND 1 451,122 0 0
TEMPLETON EMERG MKTS INC FD COM 880192109 2,194 196,445 SH   DFND 1 2 196,445 0 0
TEMPLETON GLOBAL INCOME FUND COM 880198106 1,446 223,888 SH   DFND 1 2 223,888 0 0
TEMPUR SEALY INTERNATIONAL I COM 88023U101 23,734 378,603 SH   DFND 1 376,331 0 2,272
TENAX THERAPEUTICS INC COM 88032L100 36 75,437 SH   DFND 1 75,437 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 9,992 659,123 SH   DFND 1 655,143 0 3,980
TENGASCO INC COM PAR 88033R502 59 74,276 SH   DFND 1 74,276 0 0
TENNANT CO COM 880345103 10,663 146,774 SH   DFND 1 146,774 0 0
TENNECO INC COM 880349105 34,636 591,673 SH   DFND 1 591,673 0 0
TERADATA CORP COM 88076W103 39,553 1,028,428 SH   DFND 1 1,022,467 0 5,961
TERADYNE INC COM 880770102 71,899 1,717,201 SH   DFND 1 1,707,518 0 9,683
TEREX CORP COM 880779103 36,093 748,507 SH   DFND 1 744,565 0 3,942
TERRAFORM POWER INC - A COM CL A 88104R209 4,689 392,135 SH   DFND 1 392,135 0 0
TERRENO REALTY CORP COM 88146M101 15,777 450,018 SH   DFND 1 450,018 0 0
TERRITORIAL BANCORP INC COM 88145X108 1,879 60,891 SH   DFND 1 60,891 0 0
TESARO INC COM 881569107 28,022 338,294 SH   DFND 1 338,294 0 0
TESLA INC COM 88160R101 315,021 1,012,463 SH   DFND 1 1,006,355 0 6,108
TESLA INC COM 88160R101 622 2,000 SH   DFND 1 2 2,000 0 0
TESSCO TECHNOLOGIES INC COM 872386107 700 34,764 SH   DFND 1 34,764 0 0
TETRA TECH INC COM 88162G103 48 1,008 SH   DFND 1 2 1,008 0 0
TETRA TECH INC COM 88162G103 24,126 501,077 SH   DFND 1 501,077 0 0
TETRA TECHNOLOGIES INC COM 88162F105 4,106 961,796 SH   DFND 1 961,796 0 0
TETRAPHASE PHARMACEUTICALS I COM 88165N105 2,694 427,767 SH   DFND 1 427,767 0 0
TEVA 0.25 02/01/26 C DBCV 0.250% 2/0 88163VAE9 8,775 10,000,000 PRN   DFND 1 2 10,000,000 0 0
TEVA PHARMACEUTICAL-SP ADR SPONSORED ADR 881624209 43,732 2,312,218 SH   DFND 1 2,311,273 0 945
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 39,070 439,488 SH   DFND 1 437,041 0 2,447
TEXAS INSTRUMENTS INC COM 882508104 1,245,591 11,948,264 SH   DFND 1 11,861,147 0 87,117
TEXAS PACIFIC LAND TRUST SUB CTF PROP I T 882610108 1,097 2,458 SH   DFND 1 2 2,458 0 0
TEXAS ROADHOUSE INC COM 882681109 31,105 590,462 SH   DFND 1 587,238 0 3,224
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 1,200 55,817 SH   DFND 1 55,817 0 0
TEXTRON INC COM 883203101 158,610 2,808,587 SH   DFND 1 2,795,494 0 13,093
TFS FINANCIAL CORP COM 87240R107 11,338 758,929 SH   DFND 1 758,929 0 0
TG THERAPEUTICS INC COM 88322Q108 3,790 462,270 SH   DFND 1 462,270 0 0
THE BANK OF PRINCETON COM 064520109 386 11,247 SH   DFND 1 11,247 0 0
THERAPEUTICSMD INC COM 88338N107 9,704 1,606,780 SH   DFND 1 1,606,780 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 10,416 373,476 SH   DFND 1 373,476 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 742,108 3,917,221 SH   DFND 1 3,896,596 0 20,625
THERMON GROUP HOLDINGS INC COM 88362T103 6,219 262,772 SH   DFND 1 262,772 0 0
THESTREET INC COM 88368Q103 141 97,860 SH   DFND 1 97,860 0 0
THIRD POINT REINSURANCE LTD COM G8827U100 10,637 726,131 SH   DFND 1 726,131 0 0
THL CREDIT INC COM 872438106 847 93,669 SH   DFND 1 2 93,669 0 0
THOMSON REUTERS CORP COM 884903105 22,332 513,756 SH   DFND 1 513,656 0 100
THOR INDUSTRIES INC COM 885160101 58,533 388,362 SH   DFND 1 385,947 0 2,415
TIDEWATER INC COM 88642R109 3,822 156,668 SH   DFND 1 156,668 0 0
TIER REIT INC COM NEW 88650V208 10,284 504,394 SH   DFND 1 504,394 0 0
TIFFANY & CO COM 886547108 115,734 1,115,726 SH   DFND 1 1,110,352 0 5,374
TILE SHOP HLDGS INC COM 88677Q109 203 21,201 SH   DFND 1 2 21,201 0 0
TILE SHOP HLDGS INC COM 88677Q109 3,144 327,537 SH   DFND 1 327,537 0 0
TILLY'S INC-CLASS A SHRS CL A 886885102 1,519 102,917 SH   DFND 1 102,917 0 0
TILLY'S INC-CLASS A SHRS CL A 886885102 669 45,381 SH   DFND 1 2 45,381 0 0
TIMBERLAND BANCORP INC COM 887098101 1,325 49,909 SH   DFND 1 49,909 0 0
TIME INC COM 887228104 15,001 813,074 SH   DFND 1 812,089 0 985
TIME INC COM 887228104 369 20,000 SH   DFND 1 2 20,000 0 0
TIME WARNER INC COM NEW 887317303 738,836 8,094,619 SH   DFND 1 8,054,539 0 40,080
TIME WARNER INC COM NEW 887317303 3,887 42,500 SH   DFND 1 2 42,500 0 0
TIMKEN CO COM 887389104 29,558 601,398 SH   DFND 1 598,033 0 3,365
TIMKENSTEEL CORP COM 887399103 5,061 333,191 SH   DFND 1 333,191 0 0
TINTRI INC COM 88770Q105 406 79,661 SH   DFND 1 79,661 0 0
TIPTREE INC CL A 88822Q103 1,383 232,516 SH   DFND 1 232,516 0 0
TITAN INTERNATIONAL INC COM 88830M102 5,381 417,834 SH   DFND 1 417,834 0 0
TITAN MACHINERY INC COM 88830R101 125 5,919 SH   DFND 1 2 5,919 0 0
TITAN MACHINERY INC COM 88830R101 3,840 181,394 SH   DFND 1 181,394 0 0
TITAN PHARMACEUTICALS INC COM NEW 888314309 115 87,349 SH   DFND 1 87,349 0 0
TIVITY HEALTH INC COM 88870R102 13,112 358,768 SH   DFND 1 358,768 0 0
TIVO CORP COM 88870P106 17,938 1,149,901 SH   DFND 1 1,149,539 0 362
TJX COMPANIES INC COM 872540109 542,817 7,113,696 SH   DFND 1 7,080,482 0 33,214
TJX COMPANIES INC COM 872540109 345 4,513 SH   DFND 1 2 4,513 0 0
T-MOBILE US INC COM 872590104 3,392 53,410 SH   DFND 1 2 53,410 0 0
T-MOBILE US INC COM 872590104 164,906 2,597,953 SH   DFND 1 2,568,977 0 28,976
TMST 6 06/01/21 NOTE 6.000% 6/0 887399AA1 2,242 1,500,000 PRN   DFND 1 2 1,500,000 0 0
TOCAGEN INC COM 888846102 927 90,452 SH   DFND 1 90,452 0 0
TOLL BROTHERS INC COM 889478103 39 813 SH   DFND 1 2 813 0 0
TOLL BROTHERS INC COM 889478103 96,686 2,014,287 SH   DFND 1 2,007,036 0 7,251
TOMPKINS FINANCIAL CORP COM 890110109 8,944 109,945 SH   DFND 1 109,945 0 0
TOOTSIE ROLL INDS COM 890516107 6,654 182,804 SH   DFND 1 181,873 0 931
TOPBUILD CORP COM 89055F103 23,314 307,828 SH   DFND 1 307,740 0 88
TORCHLIGHT ENERGY RESOURCES COM 89102U103 369 275,806 SH   DFND 1 275,806 0 0
TORCHMARK CORP COM 891027104 112,786 1,245,814 SH   DFND 1 1,240,477 0 5,337
TORO CO COM 891092108 232 3,568 SH   DFND 1 2 3,568 0 0
TORO CO COM 891092108 60,098 921,329 SH   DFND 1 916,022 0 5,307
TORONTO-DOMINION BANK COM NEW 891160509 1,144 19,544 SH   DFND 1 18,589 0 955
TOTAL SA-SPON ADR SPONSORED ADR 89151E109 951 17,220 SH   DFND 1 2 17,220 0 0
TOTAL SA-SPON ADR SPONSORED ADR 89151E109 1,972 35,674 SH   DFND 1 34,218 0 1,456
TOTAL SYSTEM SERVICES INC COM 891906109 157,462 1,994,589 SH   DFND 1 1,985,978 0 8,611
TOWER INTERNATIONAL INC COM 891826109 5,205 170,385 SH   DFND 1 170,385 0 0
TOWER INTERNATIONAL INC COM 891826109 428 14,010 SH   DFND 1 2 14,010 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 2,035 59,739 SH   DFND 1 59,739 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 188 5,525 SH   DFND 1 2 5,525 0 0
TOWN SPORTS INTERNATIONAL COM 89214A102 331 59,781 SH   DFND 1 2 59,781 0 0
TOWN SPORTS INTERNATIONAL COM 89214A102 659 118,779 SH   DFND 1 118,779 0 0
TOWNE BANK COM 89214P109 16,407 533,591 SH   DFND 1 533,591 0 0
TOWNE BANK COM 89214P109 7 237 SH   DFND 1 2 237 0 0
TOWNSQUARE MEDIA INC - CL A CL A 892231101 477 62,188 SH   DFND 1 62,188 0 0
TOYOTA MOTOR CORP -SPON ADR SP ADR REP2COM 892331307 1,955 15,377 SH   DFND 1 13,656 0 1,721
TPG PACE ENERGY HOLD *W EXP 99/99/999 872656111 214 164,766 SH   DFND 1 2 164,766 0 0
TPG RE FINANCE TRUST INC COM 87266M107 1,580 82,954 SH   DFND 1 82,954 0 0
TPG SPECIALTY LENDING INC COM 87265K102 330 16,680 SH   DFND 1 2 16,680 0 0
TPI COMPOSITES INC COM 87266J104 3,134 153,200 SH   DFND 1 153,200 0 0
TRACON PHARMACEUTICALS INC COM 89237H100 90 27,057 SH   DFND 1 27,057 0 0
TRACTOR SUPPLY COMPANY COM 892356106 114,154 1,529,953 SH   DFND 1 1,523,627 0 6,326
TRADE DESK INC/THE -CLASS A COM CL A 88339J105 8,691 190,071 SH   DFND 1 190,071 0 0
TRANS WORLD ENTERTAINMENT CP COM 89336Q100 65 35,758 SH   DFND 1 35,758 0 0
TRANSACT TECHNOLOGIES INC COM 892918103 86 6,530 SH   DFND 1 2 6,530 0 0
TRANSACT TECHNOLOGIES INC COM 892918103 444 33,579 SH   DFND 1 33,579 0 0
TRANSATLANTIC PETROLEUM LTD SHS NEW G89982113 136 97,946 SH   DFND 1 97,946 0 0
TRANSCANADA CORP COM 89353D107 27,403 567,384 SH   DFND 1 566,686 0 698
TRANSCONTINENTAL REALTY INV COM NEW 893617209 788 25,190 SH   DFND 1 25,190 0 0
TRANSDIGM GROUP INC COM 893641100 134,758 491,795 SH   DFND 1 489,393 0 2,402
TRANSDIGM GROUP INC COM 893641100 39 144 SH   DFND 1 2 144 0 0
TRANSENTERIX INC COM NEW 89366M201 1,293 670,160 SH   DFND 1 670,160 0 0
TRANSGLOBE ENERGY CORP COM 893662106 40 26,813 SH   DFND 1 26,813 0 0
TRANSOCEAN LTD REG SHS H8817H100 42 4,007 SH   DFND 1 2 4,007 0 0
TRANSOCEAN LTD REG SHS H8817H100 34,728 3,251,771 SH   DFND 1 3,232,479 0 19,292
TRANSPORTADOR GAS SUR-SP B SPON ADR B 893870204 304 13,709 SH   DFND 1 2 13,709 0 0
TRANSUNION COM 89400J107 66,517 1,211,073 SH   DFND 1 1,211,073 0 0
TRAVELCENTERS OF AMERICA LLC COM 894174101 68 16,708 SH   DFND 1 16,708 0 0
TRAVELERS COS INC/THE COM 89417E109 377,953 2,792,540 SH   DFND 1 2,778,068 0 14,472
TRAVELPORT WORLDWIDE LTD SHS G9019D104 19,476 1,490,135 SH   DFND 1 1,490,135 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 314 24,085 SH   DFND 1 2 24,085 0 0
TRAVELZOO COM NEW 89421Q205 289 44,847 SH   DFND 1 44,847 0 0
TRECORA RESOURCES COM 894648104 1,938 143,571 SH   DFND 1 143,571 0 0
TREDEGAR CORP COM 894650100 4,565 237,775 SH   DFND 1 237,775 0 0
TREEHOUSE FOODS INC COM 89469A104 267 5,401 SH   DFND 1 2 5,401 0 0
TREEHOUSE FOODS INC COM 89469A104 26,184 529,411 SH   DFND 1 526,589 0 2,822
TREVENA INC COM 89532E109 643 402,312 SH   DFND 1 402,312 0 0
TREX COMPANY INC COM 89531P105 26,149 241,253 SH   DFND 1 241,253 0 0
TRI POINTE GROUP INC COM 87265H109 22,400 1,250,024 SH   DFND 1 1,242,615 0 7,409
TRIBUNE MEDIA CO - A CL A 896047503 2,548 60,000 SH   DFND 1 2 60,000 0 0
TRIBUNE MEDIA CO - A CL A 896047503 26,182 616,499 SH   DFND 1 616,499 0 0
TRICO BANCSHARES COM 896095106 12 319 SH   DFND 1 2 319 0 0
TRICO BANCSHARES COM 896095106 7,461 197,076 SH   DFND 1 197,076 0 0
TRI-CONTINENTAL CORP COM 895436103 839 31,152 SH   DFND 1 2 31,152 0 0
TRIMAS CORP COM NEW 896215209 10,918 408,153 SH   DFND 1 408,153 0 0
TRIMBLE INC COM 896239100 39 960 SH   DFND 1 2 960 0 0
TRIMBLE INC COM 896239100 88,835 2,187,104 SH   DFND 1 2,174,692 0 12,412
TRINET GROUP INC COM 896288107 17,617 397,322 SH   DFND 1 397,322 0 0
TRINITY INDUSTRIES INC COM 896522109 47,218 1,260,510 SH   DFND 1 1,252,431 0 8,079
TRINITY PLACE HOLDINGS INC COM 89656D101 583 83,892 SH   DFND 1 83,892 0 0
TRINSEO SA SHS L9340P101 34,558 476,013 SH   DFND 1 476,013 0 0
TRIPADVISOR INC COM 896945201 44,321 1,288,449 SH   DFND 1 1,283,070 0 5,379
TRIPADVISOR INC COM 896945201 90 2,625 SH   DFND 1 2 2,625 0 0
TRIPLE-S MANAGEMENT CORP-B CL B 896749108 8,977 361,263 SH   DFND 1 360,636 0 627
TRIPLE-S MANAGEMENT CORP-B CL B 896749108 695 27,997 SH   DFND 1 2 27,997 0 0
TRISTATE CAPITAL HLDGS INC COM 89678F100 4,497 195,555 SH   DFND 1 195,555 0 0
TRITON INTERNATIONAL LTD/BER CL A G9078F107 16,346 436,484 SH   DFND 1 435,821 0 663
TRIUMPH BANCORP INC COM 89679E300 3 119 SH   DFND 1 2 119 0 0
TRIUMPH BANCORP INC COM 89679E300 5,168 164,079 SH   DFND 1 164,079 0 0
TRIUMPH GROUP INC COM 896818101 13,432 493,834 SH   DFND 1 493,834 0 0
TRIUMPH GROUP INC COM 896818101 73 2,689 SH   DFND 1 2 2,689 0 0
TRONC INC COM 89703P107 3,781 215,001 SH   DFND 1 215,001 0 0
TRONOX LTD-CL A SHS CL A Q9235V101 22,017 1,073,525 SH   DFND 1 1,073,270 0 255
TRONOX LTD-CL A SHS CL A Q9235V101 467 22,807 SH   DFND 1 2 22,807 0 0
TROVAGENE INC COM NEW 897238309 42 139,330 SH   DFND 1 139,330 0 0
TRUEBLUE INC COM 89785X101 10,457 380,262 SH   DFND 1 380,262 0 0
TRUECAR INC COM 89785L107 7,506 670,240 SH   DFND 1 670,240 0 0
TRUPANION INC COM 898202106 5,396 184,368 SH   DFND 1 184,368 0 0
TRUSTCO BANK CORP NY COM 898349105 7,931 862,076 SH   DFND 1 862,076 0 0
TRUSTMARK CORP COM 898402102 18,988 596,006 SH   DFND 1 589,663 0 6,343
TSLA 0.25 03/01/19 NOTE 0.250% 3/0 88160RAB7 20,795 19,700,000 PRN   DFND 1 2 19,700,000 0 0
TSRO 3 10/01/21 NOTE 3.000%10/0 881569AA5 11,084 4,500,000 PRN   DFND 1 2 4,500,000 0 0
TTM TECHNOLOGIES COM 87305R109 19,018 1,213,658 SH   DFND 1 1,213,658 0 0
TUCOWS INC-CLASS A COM NEW 898697206 1,904 27,185 SH   DFND 1 27,185 0 0
TUESDAY MORNING CORP COM NEW 899035505 706 257,069 SH   DFND 1 257,069 0 0
TUNIU CORP-SPON ADR SPONSORED ADS CL 89977P106 140 18,382 SH   DFND 1 18,382 0 0
TUPPERWARE BRANDS CORP COM 899896104 26,105 416,352 SH   DFND 1 413,305 0 3,047
TURNING POINT BRANDS INC COM 90041L105 855 40,468 SH   DFND 1 40,468 0 0
TURNING POINT BRANDS INC COM 90041L105 192 9,117 SH   DFND 1 2 9,117 0 0
TURQUOISE HILL RESOURCES LTD COM 900435108 78 22,880 SH   DFND 1 21,127 0 1,753
TURTLE BEACH CORP COM 900450107 28 61,853 SH   DFND 1 61,853 0 0
TUTOR PERINI CORP COM 901109108 8,304 327,584 SH   DFND 1 327,584 0 0
TWENTY-FIRST CENTURY FOX - B CL B 90130A200 169,454 4,975,983 SH   DFND 1 4,926,351 0 49,632
TWENTY-FIRST CENTURY FOX-A CL A 90130A101 393,232 11,411,584 SH   DFND 1 11,321,277 0 90,307
TWILIO INC - A CL A 90138F102 13,073 553,964 SH   DFND 1 553,964 0 0
TWIN DISC INC COM 901476101 1,787 67,287 SH   DFND 1 67,287 0 0
TWITTER INC COM 90184L102 119,602 4,984,462 SH   DFND 1 4,983,861 0 601
TWO 6.25 01/15/22 NOTE 6.250% 1/1 90187BAA9 5,296 5,000,000 PRN   DFND 1 2 5,000,000 0 0
TWO HARBORS INVESTMENT CORP COM NEW 90187B408 34,500 2,121,797 SH   DFND 1 2,121,797 0 0
TWO RIVER BANCORP COM 90207C105 1,110 61,225 SH   DFND 1 61,225 0 0
TYLER TECHNOLOGIES INC COM 902252105 48,782 275,531 SH   DFND 1 273,810 0 1,721
TYSON FOODS INC-CL A CL A 902494103 289,537 3,577,954 SH   DFND 1 3,563,008 0 14,946
U S ENERGY CORP - WYOMING COM NEW 911805208 29 19,379 SH   DFND 1 19,379 0 0
U.S. GLOBAL INVESTORS INC-A CL A 902952100 176 45,139 SH   DFND 1 45,139 0 0
U.S. PHYSICAL THERAPY INC COM 90337L108 7,435 102,990 SH   DFND 1 102,990 0 0
UBIQUITI NETWORKS INC COM 90347A100 17,234 242,671 SH   DFND 1 242,671 0 0
UBS GROUP AG-REG SHS H42097107 199 10,839 SH   DFND 1 7,544 0 3,295
UDR INC COM 902653104 133,924 3,482,749 SH   DFND 1 3,469,448 0 13,301
UFP TECHNOLOGIES INC COM 902673102 1,600 57,584 SH   DFND 1 57,584 0 0
UGI CORP COM 902681105 95,022 2,024,797 SH   DFND 1 2,016,265 0 8,532
ULTA BEAUTY INC COM 90384S303 159,156 712,922 SH   DFND 1 707,896 0 5,026
ULTIMATE SOFTWARE GROUP INC COM 90385D107 54,388 249,225 SH   DFND 1 247,827 0 1,398
ULTRA CLEAN HOLDINGS INC COM 90385V107 7,742 335,306 SH   DFND 1 335,306 0 0
ULTRA CLEAN HOLDINGS INC COM 90385V107 105 4,571 SH   DFND 1 2 4,571 0 0
ULTRA PETROLEUM CORP COM NEW 903914208 15,594 1,721,282 SH   DFND 1 1,721,282 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 16,844 363,190 SH   DFND 1 363,190 0 0
ULTRALIFE CORP COM 903899102 413 63,199 SH   DFND 1 63,199 0 0
UMB FINANCIAL CORP COM 902788108 30,381 422,435 SH   DFND 1 420,273 0 2,162
UMH PROPERTIES INC COM 903002103 4,769 320,080 SH   DFND 1 320,080 0 0
UMPQUA HOLDINGS CORP COM 904214103 47,861 2,301,012 SH   DFND 1 2,288,410 0 12,602
UNDER ARMOUR INC-CLASS A CL A 904311107 27,226 1,891,190 SH   DFND 1 1,881,933 0 9,257
UNDER ARMOUR INC-CLASS C CL C 904311206 25,251 1,899,827 SH   DFND 1 1,890,672 0 9,155
UNIFI INC COM NEW 904677200 4,309 120,150 SH   DFND 1 120,150 0 0
UNIFIRST CORP/MA COM 904708104 21,818 132,313 SH   DFND 1 132,313 0 0
UNILEVER N V -NY SHARES N Y SHS NEW 904784709 1,068 18,970 SH   DFND 1 16,188 0 2,782
UNILEVER PLC-SPONSORED ADR SPON ADR NEW 904767704 1,306 23,611 SH   DFND 1 20,723 0 2,888
UNION BANKSHARES CORP COM 90539J109 17,951 496,304 SH   DFND 1 496,304 0 0
UNION BANKSHARES INC /VT COM 905400107 2,020 38,159 SH   DFND 1 38,159 0 0
UNION PACIFIC CORP COM 907818108 1,171,374 8,752,588 SH   DFND 1 8,711,257 0 41,331
UNIQURE NV SHS N90064101 241 12,330 SH   DFND 1 12,330 0 0
UNISYS CORP COM NEW 909214306 3,330 408,616 SH   DFND 1 408,008 0 608
UNISYS CORP COM NEW 909214306 421 51,692 SH   DFND 1 2 51,692 0 0
UNIT CORP COM 909218109 9,687 440,323 SH   DFND 1 440,323 0 0
UNITED BANCORP INC/OHIO COM 909911109 552 41,665 SH   DFND 1 41,665 0 0
UNITED BANKSHARES INC COM 909907107 32,222 927,269 SH   DFND 1 920,972 0 6,297
UNITED BANKSHARES INC COM 909907107 12 355 SH   DFND 1 2 355 0 0
UNITED COMMUNITY BANKS/GA COM 90984P303 26 943 SH   DFND 1 2 943 0 0
UNITED COMMUNITY BANKS/GA COM 90984P303 18,101 643,256 SH   DFND 1 643,256 0 0
UNITED COMMUNITY FINANCIAL COM 909839102 3,792 415,355 SH   DFND 1 415,355 0 0
UNITED CONTINENTAL HOLDINGS COM 910047109 181,524 2,697,861 SH   DFND 1 2,684,777 0 13,084
UNITED FINANCIAL BANCORP INC COM 910304104 7,983 452,584 SH   DFND 1 452,584 0 0
UNITED FIRE GROUP INC COM 910340108 8,721 191,346 SH   DFND 1 191,346 0 0
UNITED INSURANCE HOLDINGS CO COM 910710102 3,169 183,711 SH   DFND 1 183,711 0 0
UNITED MICROELECTRON-SP ADR SPON ADR NEW 910873405 152 63,896 SH   DFND 1 2 63,896 0 0
UNITED MICROELECTRON-SP ADR SPON ADR NEW 910873405 30 12,866 SH   DFND 1 0 0 12,866
UNITED NATURAL FOODS INC COM 911163103 80 1,624 SH   DFND 1 2 1,624 0 0
UNITED NATURAL FOODS INC COM 911163103 25,962 526,948 SH   DFND 1 524,441 0 2,507
UNITED PARCEL SERVICE-CL B CL B 911312106 798,019 6,712,902 SH   DFND 1 6,677,085 0 35,817
UNITED RENTALS INC COM 911363109 158,196 922,079 SH   DFND 1 917,876 0 4,203
UNITED SECURITY BANCSHARE/CA COM 911460103 583 53,075 SH   DFND 1 53,075 0 0
UNITED STATES ANTIMONY CORP COM 911549103 44 139,769 SH   DFND 1 139,769 0 0
UNITED STATES LIME & MINERAL COM 911922102 1,647 21,374 SH   DFND 1 21,374 0 0
UNITED STATES STEEL CORP COM 912909108 52,008 1,477,929 SH   DFND 1 1,469,315 0 8,614
UNITED TECHNOLOGIES CORP COM 913017109 975,815 7,665,846 SH   DFND 1 7,626,539 0 39,307
UNITED THERAPEUTICS CORP COM 91307C102 101,352 685,280 SH   DFND 1 683,151 0 2,129
UNITED THERAPEUTICS CORP COM 91307C102 11 79 SH   DFND 1 2 79 0 0
UNITEDHEALTH GROUP INC COM 91324P102 2,193,088 9,969,166 SH   DFND 1 9,918,584 0 50,582
UNITI GROUP INC COM 91325V108 26,794 1,506,143 SH   DFND 1 1,496,973 0 9,170
UNITIL CORP COM 913259107 6,910 151,472 SH   DFND 1 151,472 0 0
UNITY BANCORP INC COM 913290102 1,643 83,206 SH   DFND 1 83,206 0 0
UNIVAR INC COM 91336L107 27,292 881,538 SH   DFND 1 881,538 0 0
UNIVERSAL CORP/VA COM 913456109 13,176 250,978 SH   DFND 1 250,978 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 63,038 365,121 SH   DFND 1 365,121 0 0
UNIVERSAL ELECTRONICS INC COM 913483103 6,257 132,440 SH   DFND 1 132,440 0 0
UNIVERSAL FOREST PRODUCTS COM 913543104 22,291 592,538 SH   DFND 1 592,538 0 0
UNIVERSAL FOREST PRODUCTS COM 913543104 113 3,026 SH   DFND 1 2 3,026 0 0
UNIVERSAL HEALTH RLTY INCOME SH BEN INT 91359E105 11,981 159,519 SH   DFND 1 159,519 0 0
UNIVERSAL HEALTH SERVICES-B CL B 913903100 111,593 986,476 SH   DFND 1 982,122 0 4,354
UNIVERSAL INSURANCE HOLDINGS COM 91359V107 11,001 402,233 SH   DFND 1 401,461 0 772
UNIVERSAL INSURANCE HOLDINGS COM 91359V107 9 355 SH   DFND 1 2 355 0 0
UNIVERSAL LOGISTICS HOLDINGS COM 91388P105 2,200 92,643 SH   DFND 1 92,643 0 0
UNIVERSAL STAINLESS & ALLOY COM 913837100 703 32,845 SH   DFND 1 32,845 0 0
UNIVERSAL TECHNICAL INSTITUT COM 913915104 280 116,958 SH   DFND 1 116,958 0 0
UNIVEST CORP OF PENNSYLVANIA COM 915271100 7,109 253,469 SH   DFND 1 252,669 0 800
UNIVEST CORP OF PENNSYLVANIA COM 915271100 6 226 SH   DFND 1 2 226 0 0
UNUM GROUP COM 91529Y106 11 207 SH   DFND 1 2 207 0 0
UNUM GROUP COM 91529Y106 137,735 2,514,480 SH   DFND 1 2,502,820 0 11,660
UPLAND SOFTWARE INC COM 91544A109 1,954 90,258 SH   DFND 1 89,324 0 934
UQM TECHNOLOGIES INC COM 903213106 245 176,536 SH   DFND 1 176,536 0 0
URANIUM ENERGY CORP COM 916896103 2,086 1,178,875 SH   DFND 1 1,178,875 0 0
URBAN EDGE PROPERTIES COM 91704F104 27,039 1,060,776 SH   DFND 1 1,055,553 0 5,223
URBAN ONE INC CL D NON VTG 91705J204 289 165,460 SH   DFND 1 165,460 0 0
URBAN OUTFITTERS INC COM 917047102 26,790 764,123 SH   DFND 1 760,177 0 3,946
UROGEN PHARMA LTD COM M96088105 265 7,145 SH   DFND 1 7,145 0 0
URSTADT BIDDLE - CLASS A CL A 917286205 6,374 293,227 SH   DFND 1 293,227 0 0
US AUTO PARTS NETWORK INC COM 90343C100 232 92,349 SH   DFND 1 92,349 0 0
US BANCORP COM NEW 902973304 860,040 16,086,890 SH   DFND 1 16,004,084 0 82,806
US CELLULAR CORP COM 911684108 1,716 45,604 SH   DFND 1 2 45,604 0 0
US CELLULAR CORP COM 911684108 4,713 125,258 SH   DFND 1 125,258 0 0
US CONCRETE INC COM NEW 90333L201 11,681 139,645 SH   DFND 1 139,645 0 0
US ECOLOGY INC COM 91732J102 9,777 191,720 SH   DFND 1 191,720 0 0
US FOODS HOLDING CORP COM 912008109 49,496 1,550,142 SH   DFND 1 1,550,142 0 0
US GEOTHERMAL INC COM NEW 90338S201 307 89,021 SH   DFND 1 89,021 0 0
US SILICA HOLDINGS INC COM 90346E103 113 3,492 SH   DFND 1 2 3,492 0 0
US SILICA HOLDINGS INC COM 90346E103 21,826 670,358 SH   DFND 1 670,167 0 191
USA TECHNOLOGIES INC COM NO PAR 90328S500 3,949 405,077 SH   DFND 1 405,077 0 0
USA TRUCK INC COM 902925106 784 43,288 SH   DFND 1 43,288 0 0
USANA HEALTH SCIENCES INC COM 90328M107 690 9,331 SH   DFND 1 2 9,331 0 0
USANA HEALTH SCIENCES INC COM 90328M107 7,238 97,749 SH   DFND 1 97,749 0 0
USG CORP COM NEW 903293405 28,782 746,423 SH   DFND 1 746,423 0 0
UTAH MEDICAL PRODUCTS INC COM 917488108 859 10,565 SH   DFND 1 2 10,565 0 0
UTAH MEDICAL PRODUCTS INC COM 917488108 3,143 38,619 SH   DFND 1 38,619 0 0
UTSTARCOM HOLDINGS CORP SHS NEW G9310A114 119 21,290 SH   DFND 1 21,290 0 0
UTSTARCOM HOLDINGS CORP SHS NEW G9310A114 403 71,754 SH   DFND 1 2 71,754 0 0
VAALCO ENERGY INC COM NEW 91851C201 193 276,975 SH   DFND 1 276,975 0 0
VAIL RESORTS INC COM 91879Q109 530 2,497 SH   DFND 1 2 2,497 0 0
VAIL RESORTS INC COM 91879Q109 71,687 337,617 SH   DFND 1 337,517 0 100
VALERO ENERGY CORP COM 91913Y100 128 1,400 SH   DFND 1 2 1,400 0 0
VALERO ENERGY CORP COM 91913Y100 445,085 4,852,251 SH   DFND 1 4,828,060 0 24,191
VALHI INC COM 918905100 73 11,976 SH   DFND 1 2 11,976 0 0
VALHI INC COM 918905100 1,544 250,344 SH   DFND 1 250,344 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 30,513 650,337 SH   DFND 1 650,337 0 0
VALLEY NATIONAL BANCORP COM 919794107 29,963 2,670,586 SH   DFND 1 2,655,576 0 15,010
VALLEY NATIONAL BANCORP COM 919794107 9 885 SH   DFND 1 2 885 0 0
VALMONT INDUSTRIES COM 920253101 32,054 193,275 SH   DFND 1 192,160 0 1,115
VALUE LINE INC COM 920437100 322 16,668 SH   DFND 1 16,668 0 0
VALVOLINE INC COM 92047W101 42,928 1,713,048 SH   DFND 1 1,703,102 0 9,946
VANDA PHARMACEUTICALS INC COM 921659108 6,065 399,046 SH   DFND 1 399,046 0 0
VANTAGE ENERGY ACQUISIT-CW24 *W EXP 04/12/202 92211L113 440 400,000 SH   DFND 1 2 400,000 0 0
VANTIV INC - CL A CL A 981558109 90,477 1,230,979 SH   DFND 1 1,230,979 0 0
VANTIV INC - CL A COM 92210H105 90,479 1,230,979 SH   DFND 1 1,230,979 0 0
VAREX IMAGING CORP COM 92214X106 13,464 335,176 SH   DFND 1 335,176 0 0
VARIAN MEDICAL SYSTEMS INC COM 92220P105 131,599 1,186,042 SH   DFND 1 1,181,491 0 4,551
VARONIS SYSTEMS INC COM 922280102 154 3,175 SH   DFND 1 2 3,175 0 0
VARONIS SYSTEMS INC COM 922280102 8,625 177,669 SH   DFND 1 177,669 0 0
VASCO DATA SECURITY INTL COM 92230Y104 3,913 281,558 SH   DFND 1 281,558 0 0
VASCULAR BIOGENICS LTD COM M96883109 81 11,422 SH   DFND 1 11,422 0 0
VBI VACCINES INC COM NEW 91822J103 366 85,803 SH   DFND 1 85,803 0 0
VECTOR GROUP LTD COM 92240M108 19,980 892,777 SH   DFND 1 892,777 0 0
VECTREN CORP COM 92240G101 45,566 700,807 SH   DFND 1 696,720 0 4,087
VECTRUS INC COM 92242T101 2,956 95,826 SH   DFND 1 95,474 0 352
VEDANTA LTD-ADR SPONSORED ADR 92242Y100 815 39,161 SH   DFND 1 37,578 0 1,583
VEECO INSTRUMENTS INC COM 922417100 6,530 439,767 SH   DFND 1 439,767 0 0
VEEVA SYSTEMS INC-CLASS A CL A COM 922475108 42 765 SH   DFND 1 2 765 0 0
VEEVA SYSTEMS INC-CLASS A CL A COM 922475108 50,554 914,979 SH   DFND 1 914,979 0 0
VENATOR MATERIALS PLC SHS G9329Z100 6,511 294,393 SH   DFND 1 294,393 0 0
VENTAS INC COM 92276F100 39 654 SH   DFND 1 2 654 0 0
VENTAS INC COM 92276F100 264,974 4,423,396 SH   DFND 1 4,405,684 0 17,712
VEON LTD SPONSORED ADR 91822M106 3,270 851,705 SH   DFND 1 851,043 0 662
VERA BRADLEY INC COM 92335C106 2,276 186,884 SH   DFND 1 186,884 0 0
VERA BRADLEY INC COM 92335C106 27 2,256 SH   DFND 1 2 2,256 0 0
VERACYTE INC COM 92337F107 1,002 153,487 SH   DFND 1 153,487 0 0
VERASTEM INC COM 92337C104 691 225,127 SH   DFND 1 225,127 0 0
VERASTEM INC COM 92337C104 16 5,371 SH   DFND 1 2 5,371 0 0
VEREIT INC COM 92339V100 58,785 7,551,213 SH   DFND 1 7,549,549 0 1,664
VERICEL CORP COM 92346J108 1,390 255,168 SH   DFND 1 255,168 0 0
VERIFONE SYSTEMS INC COM 92342Y109 16,891 953,786 SH   DFND 1 948,268 0 5,518
VERINT SYSTEMS INC COM 92343X100 24,603 587,897 SH   DFND 1 587,897 0 0
VERINT SYSTEMS INC COM 92343X100 37 889 SH   DFND 1 2 889 0 0
VERISIGN INC COM 92343E102 110,726 969,593 SH   DFND 1 965,382 0 4,211
VERISK ANALYTICS INC COM 92345Y106 165,047 1,722,691 SH   DFND 1 1,709,225 0 13,466
VERITEX HOLDINGS INC COM 923451108 4,042 146,525 SH   DFND 1 146,525 0 0
VERITIV CORP COM 923454102 128 4,445 SH   DFND 1 2 4,445 0 0
VERITIV CORP COM 923454102 2,675 92,573 SH   DFND 1 92,573 0 0
VERITONE INC COM 92347M100 1,008 43,486 SH   DFND 1 43,486 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 2,172,525 41,135,334 SH   DFND 1 40,922,099 0 213,235
VERIZON COMMUNICATIONS INC COM 92343V104 5 107 SH   DFND 1 2 107 0 0
VERMILION ENERGY INC COM 923725105 2,246 62,271 SH   DFND 1 62,271 0 0
VERMILLION INC COM NEW 92407M206 201 104,229 SH   DFND 1 104,229 0 0
VERSARTIS INC COM 92529L102 574 260,944 SH   DFND 1 260,944 0 0
VERSO CORP - A CL A 92531L207 5,226 297,476 SH   DFND 1 297,476 0 0
VERSO CORP - A CL A 92531L207 110 6,312 SH   DFND 1 2 6,312 0 0
VERSUM MATERIALS INC COM 92532W103 34,546 912,727 SH   DFND 1 907,149 0 5,578
VERTEX ENERGY INC COM 92534K107 83 88,481 SH   DFND 1 88,481 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 389,656 2,605,766 SH   DFND 1 2,584,118 0 21,648
VERTEX PHARMACEUTICALS INC COM 92532F100 222 1,485 SH   DFND 1 2 1,485 0 0
VERU INC COM 92536C103 104 91,295 SH   DFND 1 91,295 0 0
VF CORP COM 918204108 281,921 3,817,062 SH   DFND 1 3,799,757 0 17,305
VGR V2.5 01/15/19 FRNT 1/1 92240MAY4 13,456 8,500,000 PRN   DFND 1 2 8,500,000 0 0
VIACOM INC-CLASS A CL A 92553P102 2,033 58,267 SH   DFND 1 58,267 0 0
VIACOM INC-CLASS B CL B 92553P201 124,243 4,040,229 SH   DFND 1 4,022,176 0 18,053
VIAD CORP COM NEW 92552R406 9,263 167,211 SH   DFND 1 167,211 0 0
VIASAT INC COM 92552V100 35,776 477,982 SH   DFND 1 475,314 0 2,668
VIAVI SOLUTIONS INC COM 925550105 17,423 1,993,506 SH   DFND 1 1,993,506 0 0
VICAL INC COM NEW 925602203 204 111,688 SH   DFND 1 111,688 0 0
VICOR CORP COM 925815102 2,802 134,104 SH   DFND 1 134,104 0 0
VIDEOCON D2H LTD -ADR ADR 92657J101 181 19,046 SH   DFND 1 19,046 0 0
VIEWRAY INC COM 92672L107 2,819 304,528 SH   DFND 1 304,528 0 0
VIKING THERAPEUTICS INC COM 92686J106 477 117,619 SH   DFND 1 117,619 0 0
VILLAGE BANK AND TRUST FINAN COM NEW 92705T200 283 8,883 SH   DFND 1 8,883 0 0
VILLAGE SUPER MARKET-CLASS A CL A NEW 927107409 1,714 74,763 SH   DFND 1 74,763 0 0
VINCE HOLDING CORP COM NEW 92719W207 81 13,182 SH   DFND 1 13,182 0 0
VIPER ENERGY PARTNERS LP COM UNT RP INT 92763M105 1,852 79,384 SH   DFND 1 79,384 0 0
VIPSHOP HOLDINGS LTD - ADR SPONSORED ADR 92763W103 7,307 627,758 SH   DFND 1 627,758 0 0
VIRCO MFG CORPORATION COM 927651109 103 20,401 SH   DFND 1 20,401 0 0
VIRNETX HOLDING CORP COM 92823T108 1,589 429,614 SH   DFND 1 429,614 0 0
VIRTU FINANCIAL INC-CLASS A CL A 928254101 6,236 340,781 SH   DFND 1 340,781 0 0
VIRTUS INVESTMENT PARTNERS COM 92828Q109 6,827 59,346 SH   DFND 1 59,346 0 0
VIRTUSA CORP COM 92827P102 10,961 248,677 SH   DFND 1 248,677 0 0
VISA INC-CLASS A SHARES COM CL A 92826C839 2,322,847 20,412,345 SH   DFND 1 20,318,367 0 93,978
VISHAY INTERTECHNOLOGY INC COM 928298108 88 4,257 SH   DFND 1 2 4,257 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 31,463 1,516,293 SH   DFND 1 1,509,797 0 6,496
VISHAY PRECISION GROUP COM 92835K103 2,212 87,974 SH   DFND 1 87,974 0 0
VISTA OUTDOOR INC COM 928377100 6,798 466,588 SH   DFND 1 466,588 0 0
VISTAGEN THERAPEUTICS INC COM NEW 92840H202 33 30,097 SH   DFND 1 30,097 0 0
VISTEON CORP COM NEW 92839U206 33,636 268,792 SH   DFND 1 268,792 0 0
VISTRA ENERGY CORP COM 92840M102 42,597 2,326,725 SH   DFND 1 2,326,725 0 0
VITAL THERAPIES INC COM 92847R104 1,147 192,788 SH   DFND 1 192,788 0 0
VITAMIN SHOPPE INC COM 92849E101 894 203,302 SH   DFND 1 203,302 0 0
VIVEVE MEDICAL INC COM NEW 92852W204 523 105,280 SH   DFND 1 105,280 0 0
VIVINT SOLAR INC COM 92854Q106 828 204,454 SH   DFND 1 204,454 0 0
VIVUS INC COM 928551100 279 556,085 SH   DFND 1 556,085 0 0
VMWARE INC-CLASS A CL A COM 928563402 65,792 525,348 SH   DFND 1 525,348 0 0
VOCERA COMMUNICATIONS INC COM 92857F107 7,803 258,214 SH   DFND 1 258,214 0 0
VODAFONE GROUP PLC-SP ADR SPONSORED ADR 92857W308 12,139 380,533 SH   DFND 1 362,864 0 17,669
VOLITIONRX LTD COM 928661107 296 100,890 SH   DFND 1 100,890 0 0
VOLT INFO SCIENCES INC COM 928703107 241 63,589 SH   DFND 1 63,589 0 0
VONAGE HOLDINGS CORP COM 92886T201 104 10,280 SH   DFND 1 2 10,280 0 0
VONAGE HOLDINGS CORP COM 92886T201 17,648 1,735,319 SH   DFND 1 1,735,319 0 0
VORNADO REALTY TRUST SH BEN INT 929042109 167,603 2,147,657 SH   DFND 1 2,139,081 0 8,576
VORNADO REALTY TRUST SH BEN INT 929042109 2,189 28,000 SH   DFND 1 2 28,000 0 0
VOXX INTERNATIONAL CORP CL A 91829F104 990 176,836 SH   DFND 1 176,836 0 0
VOYA FINANCIAL INC COM 929089100 74,840 1,513,803 SH   DFND 1 1,513,803 0 0
VOYAGER THERAPEUTICS INC COM 92915B106 2,866 172,673 SH   DFND 1 172,673 0 0
VRTS 7 1/4 S-D PFD CV SER D 92828Q208 4,588 45,000 PRN   DFND 1 2 45,000 0 0
VSE CORP COM 918284100 4,019 82,994 SH   DFND 1 82,994 0 0
VTV THERAPEUTICS INC- CL A CL A 918385105 252 41,949 SH   DFND 1 41,949 0 0
VULCAN MATERIALS CO COM 929160109 172,202 1,344,362 SH   DFND 1 1,337,782 0 6,580
VUZIX CORP COM NEW 92921W300 638 102,203 SH   DFND 1 102,203 0 0
W&T OFFSHORE INC COM 92922P106 367 111,133 SH   DFND 1 2 111,133 0 0
W&T OFFSHORE INC COM 92922P106 8,027 2,425,110 SH   DFND 1 2,425,110 0 0
WA/CLAY US INFL-LKD OPP&INC COM 95766R104 217 19,081 SH   DFND 1 2 19,081 0 0
WABASH NATIONAL CORP COM 929566107 13,910 641,051 SH   DFND 1 641,051 0 0
WABASH NATIONAL CORP COM 929566107 396 18,250 SH   DFND 1 2 18,250 0 0
WABCO HOLDINGS INC COM 92927K102 66,039 460,451 SH   DFND 1 460,451 0 0
WABCO HOLDINGS INC COM 92927K102 39 277 SH   DFND 1 2 277 0 0
WABTEC CORP COM 929740108 57,456 706,020 SH   DFND 1 701,825 0 4,195
WADDELL & REED FINANCIAL-A CL A 930059100 8 401 SH   DFND 1 2 401 0 0
WADDELL & REED FINANCIAL-A CL A 930059100 22,100 989,271 SH   DFND 1 987,892 0 1,379
WAGEWORKS INC COM 930427109 21,154 341,199 SH   DFND 1 341,199 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 540 7,447 SH   DFND 1 2 7,447 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 712,624 9,832,609 SH   DFND 1 9,753,042 0 79,567
WALKER & DUNLOP INC COM 93148P102 15,353 323,222 SH   DFND 1 323,005 0 217
WAL-MART STORES INC COM 931142103 1,558,526 15,815,063 SH   DFND 1 15,737,653 0 77,410
WALT DISNEY CO/THE COM DISNEY 254687106 1,811,851 16,886,345 SH   DFND 1 16,808,214 0 78,131
WARRIOR MET COAL INC COM 93627C101 5,813 231,138 SH   DFND 1 230,276 0 862
WASHINGTON FEDERAL INC COM 938824109 26,504 773,854 SH   DFND 1 769,558 0 4,296
WASHINGTON PRIME GROUP INC COM 93964W108 17,837 2,505,323 SH   DFND 1 2,491,985 0 13,338
WASHINGTON REIT SH BEN INT 939653101 23,956 769,811 SH   DFND 1 769,811 0 0
WASHINGTON TRUST BANCORP COM 940610108 7,199 135,200 SH   DFND 1 135,200 0 0
WASTE CONNECTIONS INC COM 94106B101 7,188 102,715 SH   DFND 1 102,715 0 0
WASTE MANAGEMENT INC COM 94106L109 376,732 4,374,435 SH   DFND 1 4,353,568 0 20,867
WATERS CORP COM 941848103 174,391 904,436 SH   DFND 1 900,485 0 3,951
WATERSTONE FINANCIAL INC COM 94188P101 5,042 295,777 SH   DFND 1 295,777 0 0
WATSCO INC COM 942622200 40,682 239,255 SH   DFND 1 237,751 0 1,504
WATTS WATER TECHNOLOGIES-A CL A 942749102 18,134 238,766 SH   DFND 1 238,766 0 0
WAVE LIFE SCIENCES LTD SHS Y95308105 4,682 133,398 SH   DFND 1 133,398 0 0
WAYFAIR INC- CLASS A CL A 94419L101 26,662 332,163 SH   DFND 1 331,841 0 322
WAYSIDE TECHNOLOGY GROUP INC COM 946760105 289 17,318 SH   DFND 1 17,318 0 0
WD-40 CO COM 929236107 15,381 130,351 SH   DFND 1 130,351 0 0
WDAY 0.75 07/15/18 NOTE 0.750% 7/1 98138HAC5 10,005 8,000,000 PRN   DFND 1 2 8,000,000 0 0
WDAY 1.5 07/15/20 NOTE 1.500% 7/1 98138HAD3 4,787 3,500,000 PRN   DFND 1 2 3,500,000 0 0
WEATHERFORD INTERNATIONAL PL ORD SHS G48833100 2,581 619,150 SH   DFND 1 2 619,150 0 0
WEATHERFORD INTERNATIONAL PL ORD SHS G48833100 33,516 8,037,417 SH   DFND 1 8,037,417 0 0
WEB.COM GROUP INC COM 94733A104 9,475 434,646 SH   DFND 1 434,646 0 0
WEBSTER FINANCIAL CORP COM 947890109 43,556 775,576 SH   DFND 1 771,040 0 4,536
WEC ENERGY GROUP INC COM 92939U106 228,591 3,448,049 SH   DFND 1 3,431,456 0 16,593
WEIBO CORP-SPON ADR SPONSORED ADR 948596101 62 600 SH   DFND 1 2 600 0 0
WEIBO CORP-SPON ADR SPONSORED ADR 948596101 11,520 111,840 SH   DFND 1 111,573 0 267
WEIGHT WATCHERS INTL INC COM 948626106 10,221 230,834 SH   DFND 1 230,542 0 292
WEINGARTEN REALTY INVESTORS SH BEN INT 948741103 40,701 1,238,251 SH   DFND 1 1,232,368 0 5,883
WEIS MARKETS INC COM 948849104 5,392 130,293 SH   DFND 1 130,293 0 0
WELBILT INC COM 949090104 26,357 1,121,111 SH   DFND 1 1,121,111 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 81,565 405,575 SH   DFND 1 403,386 0 2,189
WELLS FARGO & CO COM 949746101 2,803,705 46,311,774 SH   DFND 1 46,081,592 0 230,182
WELLTOWER INC COM 95040Q104 31 499 SH   DFND 1 2 499 0 0
WELLTOWER INC COM 95040Q104 299,578 4,705,886 SH   DFND 1 4,687,467 0 18,419
WENDY'S CO/THE COM 95058W100 26,955 1,641,598 SH   DFND 1 1,632,623 0 8,975
WERNER ENTERPRISES INC COM 950755108 15,626 404,304 SH   DFND 1 402,093 0 2,211
WESBANCO INC COM 950810101 16,069 395,310 SH   DFND 1 395,310 0 0
WESCO AIRCRAFT HOLDINGS INC COM 950814103 3,550 479,733 SH   DFND 1 479,733 0 0
WESCO AIRCRAFT HOLDINGS INC COM 950814103 202 27,317 SH   DFND 1 2 27,317 0 0
WESCO INTERNATIONAL INC COM 95082P105 27,358 401,452 SH   DFND 1 401,452 0 0
WEST BANCORPORATION CAP STK 95123P106 4,021 159,904 SH   DFND 1 159,904 0 0
WEST PHARMACEUTICAL SERVICES COM 955306105 58,327 591,138 SH   DFND 1 587,480 0 3,658
WESTAMERICA BANCORPORATION COM 957090103 14,751 247,711 SH   DFND 1 247,711 0 0
WESTAMERICA BANCORPORATION COM 957090103 5 99 SH   DFND 1 2 99 0 0
WESTAR ENERGY INC COM 95709T100 65,932 1,249,368 SH   DFND 1 1,242,364 0 7,004
WESTELL TECHNOLOGIES INC-A CL A NEW 957541204 227 60,615 SH   DFND 1 60,615 0 0
WESTERN ALLIANCE BANCORP COM 957638109 45,183 798,008 SH   DFND 1 798,008 0 0
WESTERN ALLIANCE BANCORP COM 957638109 9 175 SH   DFND 1 2 175 0 0
WESTERN ASSET EMERGING MARKE COM 95766A101 1,245 80,082 SH   DFND 1 2 80,082 0 0
WESTERN ASSET HIGH INC FD II COM 95766J102 359 51,571 SH   DFND 1 2 51,571 0 0
WESTERN ASSET MORTGAGE CAPIT COM 95790D105 3,701 372,024 SH   DFND 1 365,518 0 6,506
WESTERN DIGITAL CORP COM 958102105 1,077 13,553 SH   DFND 1 2 13,553 0 0
WESTERN DIGITAL CORP COM 958102105 310,094 3,905,677 SH   DFND 1 3,879,931 0 25,746
WESTERN GAS EQUITY PARTNERS COMUNT LTD PT 95825R103 329 8,877 SH   DFND 1 2 8,877 0 0
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 224 4,659 SH   DFND 1 2 4,659 0 0
WESTERN NEW ENGLAND BANCORP COM 958892101 2,531 232,282 SH   DFND 1 232,282 0 0
WESTERN UNION CO COM 959802109 104,692 5,517,365 SH   DFND 1 5,486,244 0 31,121
WESTLAKE CHEMICAL CORP COM 960413102 52,584 493,609 SH   DFND 1 493,609 0 0
WESTMORELAND COAL CO COM 960878106 172 142,463 SH   DFND 1 142,463 0 0
WESTPAC BANKING CORP-SP ADR SPONSORED ADR 961214301 560 22,994 SH   DFND 1 18,658 0 4,336
WESTPORT FUEL SYSTEMS INC COM NEW 960908309 99 26,542 SH   DFND 1 26,542 0 0
WESTROCK CO COM 96145D105 180,979 2,868,772 SH   DFND 1 2,854,926 0 13,846
WESTWATER RESOURCES INC COM 961684107 177 165,640 SH   DFND 1 165,640 0 0
WESTWOOD HOLDINGS GROUP INC COM 961765104 3,929 59,345 SH   DFND 1 59,345 0 0
WEX INC COM 96208T104 44,833 317,451 SH   DFND 1 315,484 0 1,967
WEYCO GROUP INC COM 962149100 1,524 51,281 SH   DFND 1 51,281 0 0
WEYCO GROUP INC COM 962149100 161 5,432 SH   DFND 1 2 5,432 0 0
WEYERHAEUSER CO COM 962166104 955 27,104 SH   DFND 1 2 27,104 0 0
WEYERHAEUSER CO COM 962166104 328,121 9,322,530 SH   DFND 1 9,284,993 0 37,537
WGL HOLDINGS INC COM 92924F106 36,506 425,281 SH   DFND 1 422,760 0 2,521
WHEATON PRECIOUS METALS CORP COM 962879102 5,335 243,603 SH   DFND 1 242,970 0 633
WHEELER REAL ESTATE INVESTME COM NEW 963025705 448 44,936 SH   DFND 1 44,936 0 0
WHIRLPOOL CORP COM 963320106 133,031 790,424 SH   DFND 1 786,614 0 3,810
WHITE MOUNTAINS INSURANCE GP COM G9618E107 28,087 32,994 SH   DFND 1 32,994 0 0
WHITESTONE REIT COM 966084204 4,999 346,933 SH   DFND 1 346,933 0 0
WHITING PETROLEUM CORP COM NEW 966387409 217 8,205 SH   DFND 1 2 8,205 0 0
WHITING PETROLEUM CORP COM NEW 966387409 19,982 754,642 SH   DFND 1 754,642 0 0
WIDEOPENWEST INC COM 96758W101 1,751 165,703 SH   DFND 1 165,703 0 0
WIDEPOINT CORP COM 967590100 221 340,820 SH   DFND 1 340,820 0 0
WILDHORSE RESOURCE DEVELOPME COM 96812T102 4,585 249,098 SH   DFND 1 249,098 0 0
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WILEY (JOHN) & SONS-CLASS A CL A 968223206 25,263 384,229 SH   DFND 1 382,030 0 2,199
WILLBROS GROUP INC COM 969203108 667 469,968 SH   DFND 1 469,968 0 0
WILLDAN GROUP INC COM 96924N100 1,537 64,227 SH   DFND 1 64,227 0 0
WILLIAM LYON HOMES-CL A CL A NEW 552074700 6,430 221,133 SH   DFND 1 221,133 0 0
WILLIAMS COS INC COM 969457100 270,355 8,885,229 SH   DFND 1 8,839,952 0 45,277
WILLIAMS-SONOMA INC COM 969904101 26 505 SH   DFND 1 2 505 0 0
WILLIAMS-SONOMA INC COM 969904101 35,292 682,641 SH   DFND 1 678,743 0 3,898
WILLIS LEASE FINANCE CORP COM 970646105 804 32,207 SH   DFND 1 32,207 0 0
WILLIS TOWERS WATSON PLC SHS G96629103 220,805 1,468,189 SH   DFND 1 1,461,623 0 6,566
WILLIS TOWERS WATSON PLC SHS G96629103 37 249 SH   DFND 1 2 249 0 0
WINDSTREAM HOLDINGS INC COM NEW 97382A200 68 37,173 SH   DFND 1 2 37,173 0 0
WINDSTREAM HOLDINGS INC COM NEW 97382A200 2,982 1,611,973 SH   DFND 1 1,611,973 0 0
WINGSTOP INC COM 974155103 10,694 274,370 SH   DFND 1 274,370 0 0
WINGSTOP INC COM 974155103 22 566 SH   DFND 1 2 566 0 0
WINMARK CORP COM 974250102 2,406 18,594 SH   DFND 1 18,594 0 0
WINNEBAGO INDUSTRIES COM 974637100 14,870 267,448 SH   DFND 1 267,448 0 0
WINS FINANCE HOLDINGS INC ORD SHS G97223104 1,647 9,151 SH   DFND 1 9,151 0 0
WINTRUST FINANCIAL CORP COM 97650W108 47,922 581,790 SH   DFND 1 579,036 0 2,754
WIPRO LTD-ADR SPON ADR 1 SH 97651M109 136 24,939 SH   DFND 1 19,315 0 5,624
WIRELESS TELECOM GROUP INC COM 976524108 113 46,661 SH   DFND 1 46,661 0 0
WISDOMTREE INVESTMENTS INC COM 97717P104 12,887 1,026,858 SH   DFND 1 1,024,719 0 2,139
WIX.COM LTD SHS M98068105 1,657 28,794 SH   DFND 1 28,794 0 0
WMIH CORP COM 92936P100 1,487 1,751,680 SH   DFND 1 1,751,680 0 0
WOLVERINE WORLD WIDE INC COM 978097103 24,966 783,142 SH   DFND 1 783,142 0 0
WOODWARD INC COM 980745103 37,026 483,752 SH   DFND 1 481,036 0 2,716
WORKDAY INC-CLASS A CL A 98138H101 108,508 1,067,182 SH   DFND 1 1,062,411 0 4,771
WORKHORSE GROUP INC COM NEW 98138J206 383 149,634 SH   DFND 1 149,634 0 0
WORKIVA INC COM CL A 98139A105 499 23,354 SH   DFND 1 2 23,354 0 0
WORKIVA INC COM CL A 98139A105 4,421 206,607 SH   DFND 1 206,607 0 0
WORLD ACCEPTANCE CORP COM 981419104 4,483 55,549 SH   DFND 1 55,549 0 0
WORLD FUEL SERVICES CORP COM 981475106 504 17,941 SH   DFND 1 2 17,941 0 0
WORLD FUEL SERVICES CORP COM 981475106 16,737 594,802 SH   DFND 1 591,471 0 3,331
WORLD WRESTLING ENTERTAIN-A CL A 98156Q108 10,059 328,945 SH   DFND 1 328,945 0 0
WORLD WRESTLING ENTERTAIN-A CL A 98156Q108 36 1,184 SH   DFND 1 2 1,184 0 0
WORTHINGTON INDUSTRIES COM 981811102 17,143 389,101 SH   DFND 1 386,807 0 2,294
WP CAREY INC COM 92936U109 63,550 922,356 SH   DFND 1 922,356 0 0
WPP PLC-SPONSORED ADR ADR 92937A102 842 9,304 SH   DFND 1 8,854 0 450
WPX ENERGY INC COM 98212B103 47,187 3,353,765 SH   DFND 1 3,334,177 0 19,588
WR BERKLEY CORP COM 084423102 62,322 870,317 SH   DFND 1 865,575 0 4,742
WR GRACE & CO COM 38388F108 37,607 536,690 SH   DFND 1 536,690 0 0
WRIGHT MEDICAL GROUP NV ORD SHS 0.03 PAR N96617118 20,941 943,324 SH   DFND 1 943,324 0 0
WSFS FINANCIAL CORP COM 929328102 13,480 281,718 SH   DFND 1 281,718 0 0
WW GRAINGER INC COM 384802104 140,673 596,593 SH   DFND 1 593,736 0 2,857
WYNDHAM WORLDWIDE CORP COM 98310W108 122,401 1,058,644 SH   DFND 1 1,053,216 0 5,428
WYNDHAM WORLDWIDE CORP COM 98310W108 34 295 SH   DFND 1 2 295 0 0
WYNN RESORTS LTD COM 983134107 148,308 881,513 SH   DFND 1 873,946 0 7,567
XBIOTECH INC COM 98400H102 654 166,175 SH   DFND 1 166,175 0 0
XCEL ENERGY INC COM 98389B100 282,358 5,880,242 SH   DFND 1 5,854,990 0 25,252
XCERRA CORP COM 98400J108 4,637 473,715 SH   DFND 1 473,715 0 0
XENCOR INC COM 98401F105 7,727 352,526 SH   DFND 1 352,526 0 0
XENIA HOTELS & RESORTS INC COM 984017103 29,605 1,371,243 SH   DFND 1 1,371,243 0 0
XENITH BANKSHARES INC COM 984102202 3,360 99,335 SH   DFND 1 99,335 0 0
XERIUM TECHNOLOGIES INC COM NEW 98416J118 248 58,265 SH   DFND 1 58,265 0 0
XEROX CORP COM NEW 984121608 83,904 2,883,165 SH   DFND 1 2,871,830 0 11,335
XILINX INC COM 983919101 203,636 3,025,868 SH   DFND 1 3,003,929 0 21,939
XILINX INC COM 983919101 40 596 SH   DFND 1 2 596 0 0
XL GROUP LTD COM G98294104 94,025 2,679,768 SH   DFND 1 2,667,049 0 12,719
XO GROUP INC COM 983772104 4,543 246,150 SH   DFND 1 246,150 0 0
XOMA CORP COM NEW 98419J206 399 11,227 SH   DFND 1 2 11,227 0 0
XOMA CORP COM NEW 98419J206 1,781 50,054 SH   DFND 1 50,054 0 0
XPERI CORP COM 98421B100 10,887 446,197 SH   DFND 1 446,014 0 183
XPLORE TECHNOLOGIES CORP COM PAR $0.001 983950700 47 16,945 SH   DFND 1 16,945 0 0
XPO LOGISTICS INC COM 983793100 75,991 829,694 SH   DFND 1 829,694 0 0
XUNLEI LTD-ADR SPONSORED ADR 98419E108 251 16,359 SH   DFND 1 16,359 0 0
XYLEM INC COM 98419M100 138,016 2,027,704 SH   DFND 1 2,018,776 0 8,928
YAMANA GOLD INC COM 98462Y100 186 59,896 SH   DFND 1 59,343 0 553
YANDEX NV-A SHS CLASS A N97284108 5,794 176,932 SH   DFND 1 176,932 0 0
YANGTZE RIVER DEVELOPMENT LT COM 984752105 970 110,079 SH   DFND 1 110,079 0 0
YATRA ONLINE INC ORD SHS G98338109 560 74,904 SH   DFND 1 74,904 0 0
YELP INC CL A 985817105 27,007 643,648 SH   DFND 1 643,648 0 0
YEXT INC COM 98585N106 1,668 138,721 SH   DFND 1 138,721 0 0
YORK WATER CO COM 987184108 4,410 130,111 SH   DFND 1 130,111 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 3,978 276,640 SH   DFND 1 275,865 0 775
YUM CHINA HOLDINGS INC COM 98850P109 53,494 1,340,814 SH   DFND 1 1,339,914 0 900
YUM! BRANDS INC COM 988498101 264,016 3,242,451 SH   DFND 1 3,224,792 0 17,659
YUME INC COM 98872B104 1,196 250,331 SH   DFND 1 250,331 0 0
YY INC-ADR ADS REPCOM CLA 98426T106 515 4,563 SH   DFND 1 2 4,563 0 0
YY INC-ADR ADS REPCOM CLA 98426T106 10,025 89,127 SH   DFND 1 89,127 0 0
ZAFGEN INC COM 98885E103 528 114,475 SH   DFND 1 114,332 0 143
ZAGG INC COM 98884U108 4,415 239,301 SH   DFND 1 238,362 0 939
ZAIS GROUP HOLDINGS INC COM 98887G106 86 22,211 SH   DFND 1 22,211 0 0
ZAYO GROUP HOLDINGS INC COM 98919V105 55,804 1,517,345 SH   DFND 1 1,517,345 0 0
ZEBRA TECHNOLOGIES CORP-CL A CL A 989207105 38 371 SH   DFND 1 2 371 0 0
ZEBRA TECHNOLOGIES CORP-CL A CL A 989207105 52,344 504,286 SH   DFND 1 501,665 0 2,621
ZEDGE INC-CL B CL B 98923T104 192 69,853 SH   DFND 1 69,853 0 0
ZENDESK INC COM 98936J101 28,748 849,540 SH   DFND 1 849,540 0 0
ZILLOW GROUP INC - A CL A 98954M101 18,970 465,636 SH   DFND 1 465,636 0 0
ZILLOW GROUP INC - C CL C CAP STK 98954M200 36,823 900,299 SH   DFND 1 900,299 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 261,927 2,175,052 SH   DFND 1 2,164,966 0 10,086
ZION OIL & GAS INC COM 989696109 674 312,259 SH   DFND 1 312,259 0 0
ZIONS BANCORPORATION COM 989701107 119,910 2,363,675 SH   DFND 1 2,353,748 0 9,927
ZIONS BANCORPORATION-CW20 *W EXP 05/22/202 989701115 42,739 2,273,390 SH   DFND 1 2 2,273,390 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 4,805 1,160,653 SH   DFND 1 1,159,764 0 889
ZIX CORP COM 98974P100 209 47,891 SH   DFND 1 2 47,891 0 0
ZIX CORP COM 98974P100 2,148 490,553 SH   DFND 1 490,553 0 0
ZOE'S KITCHEN INC COM 98979J109 2,545 152,252 SH   DFND 1 152,252 0 0
ZOETIS INC CL A 98978V103 362,769 5,046,394 SH   DFND 1 5,022,161 0 24,233
ZOGENIX INC COM NEW 98978L204 12,299 307,105 SH   DFND 1 307,105 0 0
ZOSANO PHARMA CORP COM 98979H103 97 187,884 SH   DFND 1 187,884 0 0
ZUMIEZ INC COM 989817101 3,430 164,740 SH   DFND 1 164,740 0 0
ZUMIEZ INC COM 989817101 50 2,402 SH   DFND 1 2 2,402 0 0
ZYNERBA PHARMACEUTICALS INC COM 98986X109 1,254 100,207 SH   DFND 1 100,207 0 0
ZYNGA INC - CL A CL A 98986T108 28,086 7,021,666 SH   DFND 1 7,021,666 0 0