SEC FORM 13-F Information Table

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
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COLUMN 1	COLUMN 2	COLUMN 3	COLUMN 4	COLUMN 5			COLUMN 6	COLUMN 7	COLUMN 8
			VALUE	SHRS OR	SH/	PUT/	INVESTMENT	OTHER	VOTING AUTHORITY
NAME OF ISSUER	TITLE OF CLASS	CUSIP	(x$1000)	PRN AMT	PRN	CALL	DISCRETION	MANAGER	SOLE	SHARED	NONE
1ST CONSTITUTION BANCORP	COM	31986N102	2,172	108,979	SH		DFND	2,20	86,844	0	22,135
58 COM INC	SPON ADR REP A	31680Q104	88,785	1,637,798	SH		DFND	2,5,6,8,10,11,12,13,19,20	1,245,898	51,003	340,897
AIR TRANSPORT SERVICES GRP I	COM	00922R105	26,870	1,177,977	SH		DFND	2,5,20	985,832	0	192,145
DIAMOND OFFSHORE DRILLING IN	COM	25271C102	27,566	2,920,177	SH		DFND	2,5,6,8,11,12,13,20	2,697,263	2,974	219,940
DIAMONDBACK ENERGY INC	COM	25278X109	764,009	8,241,733	SH		DFND	2,5,6,8,10,11,12,13,19,20	7,596,983	104,502	540,248
DIAMONDROCK HOSPITALITY CO	COM	252784301	78,485	8,643,679	SH		DFND	2,5,8,10,13,20	7,633,623	44,708	965,348
DIANA SHIPPING INC	COM	Y2066G104	249	78,403	SH		DFND	2,20	78,403	0	0
DICERNA PHARMACEUTICALS INC	COM	253031108	21,860	2,044,890	SH		DFND	2,5,8,20	1,881,371	0	163,519
DICKS SPORTING GOODS INC	COM	253393102	65,925	2,112,973	SH		DFND	2,5,6,8,11,12,13,20	2,001,166	3,507	108,300
DIEBOLD NXDF INC	COM	253651103	5,932	2,382,513	SH		DFND	2,5,8,20	1,862,949	2,012	517,552
DIGI INTL INC	COM	253798102	6,893	683,126	SH		DFND	2,5,20	599,279	0	83,847
DIGIMARC CORP NEW	COM	25381B101	2,701	186,273	SH		DFND	2,5,20	153,468	0	32,805
DIGITAL RLTY TR INC	COM	253868103	1,265,561	11,767,220	SH		DFND	2,5,6,8,10,11,12,13,19,20	10,329,779	177,003	1,260,438
AIRCASTLE LTD	COM	G0129K104	20,708	1,201,175	SH		DFND	2,5,8,20	1,005,352	2,600	193,223
DILLARDS INC	CL A	254067101	35,485	587,399	SH		DFND	2,5,6,8,11,12,13,20	544,653	349	42,397
DIME CMNTY BANCSHARES	COM	253922108	15,293	900,632	SH		DFND	2,5,8,20	797,654	874	102,104
DINE BRANDS GLOBAL INC	COM	254423106	34,008	500,777	SH		DFND	2,5,8,10,20	431,100	3,647	66,030
DIODES INC	COM	254543101	43,336	1,343,327	SH		DFND	2,5,8,10,20	1,156,110	1,663	185,554
DIPLOMAT PHARMACY INC	COM	25456K101	25,528	1,896,608	SH		DFND	2,5,8,20	1,530,069	0	366,539
DISCOVER FINL SVCS	COM	254709108	861,424	14,605,363	SH		DFND	2,5,6,8,10,11,12,13,19,20	12,918,181	255,790	1,431,392
DISCOVERY INC	COM SER A	25470F104	159,287	6,438,443	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,384,285	124,752	929,406
DISCOVERY INC	COM SER C	25470F302	381,377	16,524,155	SH		DFND	2,5,6,8,10,11,12,13,19,20	13,398,522	294,097	2,831,536
DISH NETWORK CORP	CL A	25470M109	217,105	8,694,634	SH		DFND	2,5,6,8,10,11,12,13,19,20	7,595,203	143,792	955,639
DISH NETWORK CORP	NOTE 2.375% 3/1	25470MAD1	23,328	29,250,000	SH		DFND	2,5	29,250,000	0	0
AK STL HLDG CORP	COM	001547108	37,779	16,790,792	SH		DFND	2,5,12,13,20	15,740,601	5,075	1,045,116
DISH NETWORK CORP	NOTE 3.375% 8/1	25470MAB5	80,256	98,792,000	SH		DFND	2,5	98,792,000	0	0
DISNEY WALT CO	COM DISNEY	254687106	6,647,817	60,151,873	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	46,547,474	1,566,868	12,037,531
DMC GLOBAL INC	COM	23291C103	9,440	268,643	SH		DFND	2,5,8,20	225,411	0	43,232
DOCUSIGN INC	COM	256163106	32,323	806,452	SH		DFND	2,5,20	715,276	0	91,176
DOLBY LABORATORIES INC	COM	25659T107	55,477	897,111	SH		DFND	2,5,8,13,20	815,265	562	81,284
DOLLAR GEN CORP NEW	COM	256677105	1,201,807	11,119,603	SH		DFND	2,5,6,8,10,11,12,13,19,20	9,595,539	380,425	1,143,639
DOLLAR TREE INC	COM	256746108	897,462	9,936,468	SH		DFND	2,5,6,8,10,11,12,13,19,20	8,709,221	143,347	1,083,900
DOMINION ENERGY INC	COM	25746U109	2,273,173	31,810,419	SH		DFND	2,5,6,8,10,11,12,13,19,20	28,308,066	380,791	3,121,562
DOMINION ENERGY INC	UNIT 08/15/2019	25746U836	35,293	732,077	SH		DFND	2	732,077	0	0
DOMINOS PIZZA INC	COM	25754A201	314,006	1,266,206	SH		DFND	2,5,6,8,10,11,12,13,19,20	1,117,317	31,952	116,937
AKAMAI TECHNOLOGIES INC	COM	00971T101	409,604	6,706,020	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,589,336	176,767	939,917
DOMO INC	COM CL B	257554105	3,478	177,161	SH		DFND	2,20	134,006	0	43,155
DOMTAR CORP	COM NEW	257559203	58,839	1,654,736	SH		DFND	2,5,6,8,11,12,13,20	1,554,934	550	99,252
DONALDSON INC	COM	257651109	218,620	5,038,479	SH		DFND	2,5,6,8,11,13,20	4,845,053	1,196	192,230
DONEGAL GROUP INC	CL A	257701201	2,911	213,371	SH		DFND	2,5,8,20	188,028	0	25,343
DONNELLEY FINL SOLUTIONS INC	COM	25787G100	12,782	911,044	SH		DFND	2,5,8,20	801,549	504	108,991
DONNELLEY R R & SONS CO	COM	257867200	7,510	1,896,342	SH		DFND	2,5,8,20	1,666,015	1,344	228,983
DORIAN LPG LTD	SHS USD	Y2106R110	2,793	479,090	SH		DFND	2,5,20	394,584	0	84,506
DORMAN PRODUCTS INC	COM	258278100	68,799	764,265	SH		DFND	2,5,8,20	669,876	100	94,289
DOUGLAS DYNAMICS INC	COM	25960R105	15,761	439,149	SH		DFND	2,5,8,20	358,246	8,300	72,603
DOUGLAS EMMETT INC	COM	25960P109	229,614	6,677,291	SH		DFND	2,5,6,8,10,11,12,13,19,20	6,184,161	36,566	456,564
AKAMAI TECHNOLOGIES INC	DBCV 2/1	00971TAG6	20,713	20,835,000	SH		DFND	2,5	20,835,000	0	0
DOVA PHARMACEUTICALS INC	COM	25985T102	1,556	205,221	SH		DFND	2,5,20	166,941	0	38,280
DOVER CORP	COM	260003108	593,511	8,365,201	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	7,516,571	157,684	690,946
DOVER DOWNS GAMING & ENTMT I	COM	260095104	29	10,513	SH		DFND	20	10,513	0	0
DOWDUPONT INC	COM	26078J100	5,238,492	97,952,354	SH		DFND	2,5,6,8,10,11,12,13,19,20	81,761,136	1,315,632	14,875,586
DR REDDYS LABS LTD	ADR	256135203	27,705	734,887	SH		DFND	2,5,8,13,19,20	677,858	0	57,029
DRIL-QUIP INC	COM	262037104	40,376	1,344,512	SH		DFND	2,5,6,8,11,20	1,226,062	1,296	117,154
DRIVE SHACK INC	COM	262077100	3,958	1,009,808	SH		DFND	2,5,20	847,395	0	162,413
DROPBOX INC	CL A	26210C104	3,838	187,838	SH		DFND	2,20	187,838	0	0
DRYSHIPS INC	COM PAR NEW	Y2109Q705	89	15,730	SH		DFND	2	15,730	0	0
DSP GROUP INC	COM	23332B106	2,277	203,272	SH		DFND	2,20	198,272	0	5,000
AKCEA THERAPEUTICS INC	COM	00972L107	9,880	327,807	SH		DFND	2,5,8,20	280,084	0	47,723
DSW INC	CL A	23334L102	59,495	2,384,987	SH		DFND	2,5,8,10,12,20	2,084,955	2,806	297,226
DTE ENERGY CO	COM	233331107	1,018,990	9,162,117	SH		DFND	2,5,6,8,10,11,12,13,19,20	8,281,516	151,724	728,877
DTE ENERGY CO	UNIT 99/99/9999	233331883	17,439	334,659	SH		DFND	2	334,659	0	0
DUCOMMUN INC DEL	COM	264147109	7,540	207,594	SH		DFND	2,5,20	179,863	0	27,731
DUKE ENERGY CORP NEW	COM NEW	26441C204	3,013,670	34,920,856	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	31,146,429	501,016	3,273,411
DUKE REALTY CORP	COM NEW	264411505	530,091	20,466,827	SH		DFND	2,5,6,8,10,11,12,13,19,20	18,039,914	309,075	2,117,838
DULUTH HLDGS INC	COM CL B	26443V101	4,393	174,109	SH		DFND	2,8,20	138,784	0	35,325
DUN & BRADSTREET CORP DEL NE	COM	26483E100	133,849	937,710	SH		DFND	2,5,6,8,11,12,13,19,20	884,546	701	52,463
DUNKIN BRANDS GROUP INC	COM	265504100	124,505	1,941,744	SH		DFND	2,5,6,8,11,13,20	1,817,132	900	123,712
DURECT CORP	COM	266605104	1,220	2,525,565	SH		DFND	2,5,20	2,121,871	0	403,694
AKEBIA THERAPEUTICS INC	COM	00972D105	14,587	2,637,846	SH		DFND	2,5,8,20	2,390,350	1,272	246,224
DXC TECHNOLOGY CO	COM	23355L106	581,385	10,896,037	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	9,545,171	196,726	1,154,140
DXP ENTERPRISES INC NEW	COM NEW	233377407	11,476	412,230	SH		DFND	2,5,8,20	359,789	0	52,441
DYCOM INDS INC	COM	267475101	60,545	1,120,381	SH		DFND	2,5,6,8,11,13,20	841,732	805	277,844
DYCOM INDS INC	NOTE 0.750% 9/1	267475AB7	14,454	15,560,000	SH		DFND	2,5	15,560,000	0	0
DYNAVAX TECHNOLOGIES CORP	COM NEW	268158201	27,619	3,018,416	SH		DFND	2,5,8,20	2,794,549	0	223,867
DYNEX CAP INC	COM NEW	26817Q506	9,809	1,662,943	SH		DFND	2,5,8,10,20	1,494,721	0	168,222
E L F BEAUTY INC	COM	26856L103	6,022	695,330	SH		DFND	2,5,20	349,901	0	345,429
E TRADE FINANCIAL CORP	COM NEW	269246401	471,771	10,751,385	SH		DFND	2,5,6,8,10,11,12,13,19,20	9,532,203	194,177	1,025,005
EAGLE BANCORP INC MD	COM	268948106	56,300	1,155,828	SH		DFND	2,5,8,20	1,044,374	800	110,654
EAGLE BULK SHIPPING INC	SHS NEW	Y2187A143	3,072	666,370	SH		DFND	2,20	525,895	0	140,475
AKORN INC	COM	009728106	13,799	4,070,492	SH		DFND	2,5,8,13,20	3,713,936	2,800	353,756
EAGLE MATERIALS INC	COM	26969P108	69,529	1,137,357	SH		DFND	2,5,6,11,13,20	1,058,276	738	78,343
EAGLE PHARMACEUTICALS INC	COM	269796108	33,309	826,735	SH		DFND	2,5,8,20	787,540	0	39,195
EARTHSTONE ENERGY INC	CL A	27032D304	1,417	313,573	SH		DFND	2,20	251,929	0	61,644
EAST WEST BANCORP INC	COM	27579R104	275,292	6,324,198	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,826,963	121,841	375,394
EASTERLY GOVT PPTYS INC	COM	27616P103	41,264	2,631,643	SH		DFND	2,5,6,8,10,20	2,354,638	12,700	264,305
EASTERN CO	COM	276317104	2,017	83,408	SH		DFND	2,20	70,137	0	13,271
EASTGROUP PPTY INC	COM	277276101	143,698	1,554,562	SH		DFND	2,5,8,10,20	1,331,718	8,129	214,715
EASTMAN CHEM CO	COM	277432100	479,732	6,506,009	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,496,906	156,749	852,354
EASTMAN KODAK CO	COM NEW	277461406	855	335,130	SH		DFND	2,5,20	291,419	0	43,711
EATON CORP PLC	SHS	G29183103	1,252,800	18,246,425	SH		DFND	2,5,6,8,10,11,12,13,19,20	15,765,960	448,290	2,032,175
AKOUSTIS TECHNOLOGIES INC	COM	00973N102	66	13,285	SH		DFND	2,20	13,285	0	0
EATON VANCE CORP	COM NON VTG	278265103	303,311	8,621,694	SH		DFND	2,5,6,8,10,11,12,13,19,20	7,958,821	163,759	499,114
EBAY INC	COM	278642103	1,066,845	38,006,599	SH		DFND	2,5,6,8,10,11,12,13,19,20	33,022,944	672,249	4,311,406
EBIX INC	COM NEW	278715206	28,757	675,689	SH		DFND	2,5,8,20	592,726	500	82,463
ECHO GLOBAL LOGISTICS INC	COM	27875T101	18,279	899,105	SH		DFND	2,5,8,20	796,431	0	102,674
ECHOSTAR CORP	CL A	278768106	26,031	708,902	SH		DFND	2,5,8,13,20	643,650	307	64,945
ECLIPSE RES CORP	COM	27890G100	1,424	1,356,005	SH		DFND	2,5,20	1,119,388	0	236,617
ECOLAB INC	COM	278865100	1,636,331	11,070,941	SH		DFND	2,5,6,8,10,11,12,13,19,20	9,729,840	174,972	1,166,129
ECOPETROL S A	SPONSORED ADS	279158109	20,623	1,298,666	SH		DFND	1,2,5,10,13,20	1,140,115	114,698	43,853
EDGE THERAPEUTICS INC	COM	279870109	4	13,523	SH		DFND	20	13,523	0	0
EDGEWELL PERS CARE CO	COM	28035Q102	63,503	1,700,221	SH		DFND	2,5,6,8,11,12,13,20	1,533,154	850	166,217
ALAMO GROUP INC	COM	011311107	21,887	283,069	SH		DFND	2,5,8,20	228,915	0	54,154
EDISON INTL	COM	281020107	1,408,580	24,548,933	SH		DFND	2,5,6,8,10,11,12,13,19,20	15,271,602	7,920,416	1,356,915
EDITAS MEDICINE INC	COM	28106W103	48,958	2,152,000	SH		DFND	2,5,8,10,20	1,995,294	0	156,706
EDWARDS LIFESCIENCES CORP	COM	28176E108	1,301,103	8,494,500	SH		DFND	2,5,6,8,10,11,12,13,19,20	7,358,296	224,315	911,889
EGAIN CORP	COM NEW	28225C806	2,811	427,883	SH		DFND	2,5,10,20	341,198	0	86,685
EHEALTH INC	COM	28238P109	18,677	486,117	SH		DFND	2,5,8,20	421,423	0	64,694
EHI CAR SVCS LTD	SPON ADS CL A	26853A100	847	80,688	SH		DFND	2,5,20	80,688	0	0
EIDOS THERAPEUTICS INC	COM	28249H104	1,007	73,147	SH		DFND	2,20	57,147	0	16,000
EKSO BIONICS HLDGS INC	COM NEW	282644202	36	28,936	SH		DFND	2,20	28,936	0	0
EL PASO ELEC CO	COM NEW	283677854	57,597	1,148,953	SH		DFND	2,5,8,20	1,007,593	500	140,860
EL POLLO LOCO HLDGS INC	COM	268603107	9,119	601,133	SH		DFND	2,5,20	458,776	0	142,357
8X8 INC NEW	COM	282914100	46,936	2,601,777	SH		DFND	2,5,8,20	2,287,907	300	313,570
ALARM COM HLDGS INC	COM	011642105	45,769	882,384	SH		DFND	2,5,8,20	771,635	0	110,749
ELANCO ANIMAL HEALTH INC	COM	28414H103	37,309	1,183,274	SH		DFND	2,5,6,20	1,125,163	0	58,111
ELASTIC N V	ORD SHS	N14506104	6,122	85,651	SH		DFND	2,20	79,264	0	6,387
ELDORADO RESORTS INC	COM	28470R102	70,671	1,951,705	SH		DFND	2,5,6,8,20	1,746,268	0	205,437
ELECTRO SCIENTIFIC INDS	COM	285229100	28,151	939,627	SH		DFND	2,5,8,20	823,937	0	115,690
ELECTROCORE INC	COM	28531P103	386	61,585	SH		DFND	2,20	37,085	0	24,500
ELECTRONIC ARTS INC	COM	285512109	912,272	11,560,919	SH		DFND	2,5,6,8,10,11,12,13,19,20	10,147,271	204,146	1,209,502
ELECTRONICS FOR IMAGING INC	COM	286082102	31,605	1,274,406	SH		DFND	2,5,8,10,20	1,090,711	1,881	181,814
ELEVATE CREDIT INC	COM	28621V101	1,255	280,030	SH		DFND	2,20	238,672	0	41,358
ELLIE MAE INC	COM	28849P100	44,444	707,371	SH		DFND	2,5,8,13,20	597,078	900	109,393
ELLINGTON RESIDENTIAL MTG RE	COM SHS BEN INT	288578107	278	26,303	SH		DFND	2,20	25,811	0	492
ALASKA AIR GROUP INC	COM	011659109	247,265	4,063,524	SH		DFND	2,5,6,8,10,11,12,13,19,20	3,699,954	555	363,015
ELOXX PHARMACEUTICALS INC	COM	29014R103	4,159	346,308	SH		DFND	2,5,20	273,238	0	73,070
EMBRAER S A	SP ADR REP 4 COM	29082A107	13,970	630,999	SH		DFND	2,5,10,20	460,964	70,854	99,181
EMC INS GROUP INC	COM	268664109	5,462	171,494	SH		DFND	2,5,20	144,408	798	26,288
EMCOR GROUP INC	COM	29084Q100	109,290	1,830,967	SH		DFND	2,5,6,8,10,11,12,13,20	1,618,726	1,018	211,223
EMCORE CORP	COM NEW	290846203	143	33,944	SH		DFND	2,20	33,944	0	0
EMERALD EXPOSITIONS EVENTS I	COM	29103B100	4,940	400,291	SH		DFND	2,5,20	336,908	0	63,383
EMERGENT BIOSOLUTIONS INC	COM	29089Q105	116,584	1,966,661	SH		DFND	2,5,8,10,20	1,786,053	900	179,708
EMERSON ELEC CO	COM	291011104	1,716,260	28,724,023	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	25,142,079	659,004	2,922,940
EMPIRE RESORTS INC	COM PAR $0 01	292052305	511	50,442	SH		DFND	2,20	41,125	0	9,317
EMPIRE ST RLTY OP L P	UNIT LTD PRTNSP	292102100	654	46,201	SH		DFND	2	46,201	0	0
ALASKA COMMUNICATIONS SYS GR	COM	01167P101	44	30,563	SH		DFND	20	30,563	0	0
EMPIRE ST RLTY TR INC	CL A	292104106	32,387	2,275,985	SH		DFND	2,5,8,10,20	1,912,595	31,584	331,806
EMPLOYERS HOLDINGS INC	COM	292218104	38,458	916,320	SH		DFND	2,5,8,20	793,985	0	122,335
ENANTA PHARMACEUTICALS INC	COM	29251M106	68,073	961,079	SH		DFND	2,5,8,10,20	901,406	0	59,673
ENBRIDGE INC	COM	29250N105	272,838	8,778,564	SH		DFND	1,2,5,6,8,10,12,19,20	1,979,061	6,675,414	124,089
ENCOMPASS HEALTH CORP	COM	29261A100	151,902	2,451,312	SH		DFND	2,5,6,8,11,13,20	2,291,714	1,452	158,146
ENCORE CAP GROUP INC	COM	292554102	16,477	701,131	SH		DFND	2,5,8,20	609,421	900	90,810
ENCORE WIRE CORP	COM	292562105	28,745	572,828	SH		DFND	2,5,8,20	504,922	400	67,506
ENDO INTL PLC	SHS	G30401106	53,253	7,294,970	SH		DFND	2,5,8,10,12,13,20	6,389,403	6,160	899,407
ENDOLOGIX INC	COM	29266S106	1,239	1,730,909	SH		DFND	2,5,20	1,140,419	0	590,490
ENDURANCE INTL GROUP HLDGS I	COM	29272B105	9,135	1,373,664	SH		DFND	2,5,8,20	1,154,515	0	219,149
ALBANY INTL CORP	CL A	012348108	50,102	800,243	SH		DFND	2,5,8,20	700,756	136	99,351
ENEL AMERICAS S A	SPONSORED ADR	29274F104	31,181	3,495,679	SH		DFND	2,5,8,10,13,20	3,333,008	0	162,671
ENEL CHILE S A	SPONSORED ADR	29278D105	10,203	2,061,262	SH		DFND	2,5,8,10,13,20	1,940,495	0	120,767
ENERGIZER HLDGS INC NEW	COM	29272W109	68,186	1,510,207	SH		DFND	2,5,6,8,11,13,20	1,423,179	650	86,378
ENERGOUS CORP	COM	29272C103	2,186	377,623	SH		DFND	2,5,20	312,954	0	64,669
ENERGY FOCUS INC	COM NEW	29268T300	6	10,200	SH		DFND	20	10,200	0	0
ENERGY FUELS INC	COM NEW	292671708	3,791	1,330,140	SH		DFND	2,5,6,20	1,047,729	0	282,411
ENERGY RECOVERY INC	COM	29270J100	4,303	639,392	SH		DFND	2,5,20	532,174	0	107,218
ENERSYS	COM	29275Y102	102,626	1,322,328	SH		DFND	2,5,6,8,10,11,13,20	1,166,103	305	155,920
ENGILITY HLDGS INC NEW	COM	29286C107	27,820	977,520	SH		DFND	1,2,5,8,20	904,364	682	72,474
ENI S P A	SPONSORED ADR	26874R108	1,834	58,213	SH		DFND	1,20	58,213	0	0
ALBEMARLE CORP	COM	012653101	475,901	6,148,661	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,647,831	60,299	440,531
ENLINK MIDSTREAM LLC	COM UNIT REP LTD	29336T100	1,066	112,318	SH		DFND	5,8,19,20	93,593	3,325	15,400
ENNIS INC	COM	293389102	14,128	733,938	SH		DFND	2,5,8,10,20	597,342	1,458	135,138
ENOVA INTL INC	COM	29357K103	19,353	994,508	SH		DFND	2,5,8,20	810,833	0	183,675
ENPHASE ENERGY INC	COM	29355A107	7,002	1,480,419	SH		DFND	2,5,20	1,205,319	0	275,100
ENPRO INDS INC	COM	29355X107	35,583	592,058	SH		DFND	2,5,8,20	521,496	843	69,719
ENSCO JERSEY FIN LTD	NOTE 3.000% 1/3	29359WAB1	20,017	29,650,000	SH		DFND	2,5	29,650,000	0	0
ENSCO PLC	SHS CLASS A	G3157S106	29,502	8,287,128	SH		DFND	2,5,6,8,11,12,13,20	8,156,413	12,538	118,177
ENSIGN GROUP INC	COM	29358P101	58,845	1,515,208	SH		DFND	2,5,8,10,20	1,292,973	1,400	220,835
ENSTAR GROUP LIMITED	SHS	G3075P101	45,034	268,750	SH		DFND	2,5,8,20	231,504	300	36,946
ENTEGRA FINL CORP	COM	29363J108	2,539	122,340	SH		DFND	2,13,20	102,222	0	20,118
ALBIREO PHARMA INC	COM	01345P106	3,414	139,167	SH		DFND	2,20	110,967	0	28,200
ENTEGRIS INC	COM	29362U104	80,513	2,886,297	SH		DFND	2,5,8,10,13,20	2,373,801	2,169	510,327
ENTERCOM COMMUNICATIONS CORP	CL A	293639100	17,076	2,990,583	SH		DFND	2,5,8,13,20	2,593,144	0	397,439
ENTERGY CORP NEW	COM	29364G103	818,691	9,511,917	SH		DFND	2,5,6,8,10,11,12,13,19,20	8,235,591	136,329	1,139,997
ENTERPRISE BANCORP INC MASS	COM	293668109	5,567	173,100	SH		DFND	2,5,20	145,786	0	27,314
ENTERPRISE FINL SVCS CORP	COM	293712105	25,162	668,674	SH		DFND	2,5,8,20	530,932	0	137,742
ENTRAVISION COMMUNICATIONS C	CL A	29382R107	4,942	1,698,137	SH		DFND	2,5,20	1,466,628	0	231,509
ENVESTNET INC	COM	29404K106	46,701	949,402	SH		DFND	2,5,8,20	744,529	1,000	203,873
ENVIVA PARTNERS LP	COM UNIT	29414J107	206	7,434	SH		DFND	20	0	0	7,434
ENZO BIOCHEM INC	COM	294100102	2,030	730,075	SH		DFND	2,5,20	619,943	0	110,132
EOG RES INC	COM	26875P101	2,350,105	26,947,653	SH		DFND	2,5,6,8,10,11,12,13,19,20	24,135,615	401,788	2,410,250
ALCOA CORP	COM	013872106	88,640	3,334,839	SH		DFND	2,5,6,8,12,13,19,20	3,078,601	2,121	254,117
EP ENERGY CORP	CL A	268785102	497	710,082	SH		DFND	2,5,20	602,481	0	107,601
EPAM SYS INC	COM	29414B104	73,651	634,864	SH		DFND	2,5,8,13,20	557,349	500	77,015
EPIZYME INC	COM	29428V104	15,848	2,572,691	SH		DFND	2,5,20	2,397,609	0	175,082
EPLUS INC	COM	294268107	27,546	387,043	SH		DFND	2,5,8,10,20	331,151	0	55,892
EPR PPTYS	COM SH BEN INT	26884U109	155,144	2,409,608	SH		DFND	2,5,6,8,10,11,13,19,20	2,176,466	17,840	215,302
EQT CORP	COM	26884L109	203,860	10,791,940	SH		DFND	2,5,6,8,10,11,12,13,19,20	10,191,986	7,022	592,932
EQUIFAX INC	COM	294429105	427,928	4,594,952	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,042,074	79,415	473,463
EQUINIX INC	COM PAR $0.001	29444U700	1,075,150	3,049,551	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,644,889	42,556	362,106
EQUINOR ASA	SPONSORED ADR	29446M102	1,209	57,087	SH		DFND	1,20	57,087	0	0
EQUITRANS MIDSTREAM CORPORAT	COM	294600101	127,157	6,351,485	SH		DFND	2,5,6,8,11,12,13,19,20	5,858,803	5,617	487,065
ALDER BIOPHARMACEUTICALS INC	COM	014339105	29,009	2,830,135	SH		DFND	2,5,8,20	2,644,945	0	185,190
EQUITY BANCSHARES INC	COM CL A	29460X109	12,195	345,969	SH		DFND	2,5,20	261,135	0	84,834
EQUITY COMWLTH	COM SH BEN INT	294628102	98,790	3,291,917	SH		DFND	2,5,8,10,13,20	2,984,694	27,449	279,774
EQUITY LIFESTYLE PPTYS INC	COM	29472R108	270,761	2,772,212	SH		DFND	2,5,6,8,10,13,19,20	2,486,055	20,399	265,758
EQUITY RESIDENTIAL	SH BEN INT	29476L107	1,421,907	21,367,513	SH		DFND	2,5,6,8,10,11,12,13,19,20	18,610,127	325,089	2,432,297
ERA GROUP INC	COM	26885G109	4,688	536,422	SH		DFND	2,5,20	475,848	0	60,574
ERICSSON	ADR B SEK 10	294821608	760	85,720	SH		DFND	1	85,720	0	0
ERIE INDTY CO	CL A	29530P102	46,609	349,630	SH		DFND	2,5,8,13,20	312,774	700	36,156
EROS INTL PLC	SHS NEW	G3788M114	4,576	551,931	SH		DFND	2,5,20	452,236	0	99,695
ESCALADE INC	COM	296056104	1,677	146,495	SH		DFND	2,10,20	121,914	0	24,581
ESCO TECHNOLOGIES INC	COM	296315104	46,461	704,495	SH		DFND	2,5,8,20	618,011	21	86,463
ALDEYRA THERAPEUTICS INC	COM	01438T106	2,361	284,480	SH		DFND	2,20	223,620	0	60,860
ESPERION THERAPEUTICS INC NE	COM	29664W105	69,333	1,507,249	SH		DFND	2,5,8,20	1,434,610	900	71,739
ESQUIRE FINL HLDGS INC	COM	29667J101	1,712	78,900	SH		DFND	2,20	63,154	0	15,746
ESSA BANCORP INC	COM	29667D104	2,488	159,368	SH		DFND	2,6,20	108,005	0	51,363
ESSENDANT INC	COM	296689102	12,959	1,018,877	SH		DFND	2,5,8,20	878,755	1,538	138,584
ESSENT GROUP LTD	COM	G3198U102	95,045	2,780,733	SH		DFND	2,5,8,10,13,20	2,438,265	1,700	340,768
ESSENTIAL PPTYS RLTY TR INC	COM	29670E107	9,247	658,308	SH		DFND	2,20	552,608	0	105,700
ESSEX PPTY TR INC	COM	297178105	1,155,205	4,675,995	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,262,748	51,019	362,228
ESTERLINE TECHNOLOGIES CORP	COM	297425100	146,641	1,207,421	SH		DFND	2,5,6,8,11,13,20	1,103,676	337	103,408
ETHAN ALLEN INTERIORS INC	COM	297602104	12,289	698,638	SH		DFND	2,5,8,20	617,036	1,000	80,602
ETSY INC	COM	29786A106	114,675	2,410,662	SH		DFND	2,5,8,13,20	2,031,709	1,100	377,853
ALEXANDER & BALDWIN INC NEW	COM	014491104	39,130	2,128,949	SH		DFND	2,5,6,8,11,20	1,882,640	2,282	244,027
EURONAV NV ANTWERPEN	SHS	B38564108	335	48,398	SH		DFND	8,20	30,449	0	17,949
EURONET WORLDWIDE INC	COM	298736109	64,117	626,263	SH		DFND	2,5,8,13,20	555,084	400	70,779
EURONET WORLDWIDE INC	NOTE 1.500%10/0	298736AH2	17,217	12,200,000	SH		DFND	2,5	12,200,000	0	0
EVANS BANCORP INC	COM NEW	29911Q208	2,878	88,520	SH		DFND	2,13,20	65,894	0	22,626
EVELO BIOSCIENCES INC	COM	299734103	2,174	167,087	SH		DFND	2,20	134,024	0	33,063
EVENTBRITE INC	COM CL A	29975E109	225	8,100	SH		DFND	20	8,100	0	0
EVERBRIDGE INC	COM	29978A104	30,711	541,064	SH		DFND	2,5,8,20	459,549	0	81,515
EVERCORE INC	CLASS A	29977A105	71,761	1,002,806	SH		DFND	2,5,6,8,11,13,20	931,295	300	71,211
EVEREST RE GROUP LTD	COM	G3223R108	411,166	1,888,160	SH		DFND	2,5,6,8,10,11,12,13,19,20	1,656,430	27,720	204,010
EVERGY INC	COM	30034W106	707,122	12,455,903	SH		DFND	2,5,6,8,10,11,12,13,19,20	11,170,587	265,352	1,019,964
A10 NETWORKS INC	COM	002121101	6,344	1,016,742	SH		DFND	2,5,20	870,732	0	146,010
ALEXANDERS INC	COM	014752109	16,950	55,622	SH		DFND	2,5,8,10,20	45,506	577	9,539
EVERI HLDGS INC	COM	30034T103	6,988	1,356,864	SH		DFND	2,5,20	1,175,315	0	181,549
EVERSOURCE ENERGY	COM	30040W108	1,030,058	15,837,306	SH		DFND	2,5,6,8,10,11,12,13,19,20	14,200,600	277,886	1,358,820
EVERSPIN TECHNOLOGIES INC	COM	30041T104	58	10,388	SH		DFND	2,20	10,388	0	0
EVERTEC INC	COM	30040P103	54,940	1,914,287	SH		DFND	2,5,8,10,20	1,597,127	2,000	315,160
EVI INDUSTRIES INC	COM	26929N102	1,605	48,116	SH		DFND	2,20	40,103	0	8,013
EVINE LIVE INC	CL A	300487105	14	34,585	SH		DFND	20	34,585	0	0
EVO PMTS INC	CL A COM	26927E104	10,459	423,974	SH		DFND	2,20	363,644	0	60,330
EVOLENT HEALTH INC	CL A	30050B101	25,390	1,272,664	SH		DFND	2,5,8,20	1,058,471	0	214,193
EVOLUS INC	COM	30052C107	1,435	120,625	SH		DFND	2,20	94,625	0	26,000
EVOLUTION PETROLEUM CORP	COM	30049A107	3,752	550,151	SH		DFND	2,5,10,20	435,876	0	114,275
ALEXANDRIA REAL ESTATE EQ IN	COM	015271109	691,302	5,949,048	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,297,235	83,225	568,588
EVOQUA WATER TECHNOLOGIES CO	COM	30057T105	15,021	1,564,641	SH		DFND	2,5,8,20	1,205,867	0	358,774
EXACT SCIENCES CORP	COM	30063P105	141,664	2,245,067	SH		DFND	2,5,8,13,20	2,062,445	1,874	180,748
EXACT SCIENCES CORP	DBCV 1.000% 1/1	30063PAA3	32,726	29,625,000	SH		DFND	2,5	29,625,000	0	0
EXANTAS CAP CORP	COM NEW	30068N105	8,261	810,419	SH		DFND	2,5,8,20	692,260	0	118,159
EXELA TECHNOLOGIES INC	COM	30162V102	2,879	740,161	SH		DFND	2,5,20	586,921	0	153,240
EXELIXIS INC	COM	30161Q104	181,777	9,241,323	SH		DFND	2,5,6,8,11,13,20	8,794,847	8,870	437,606
EXELON CORP	COM	30161N101	2,658,362	58,943,730	SH		DFND	2,5,6,8,10,11,12,13,19,20	44,139,571	1,109,775	13,694,384
EXLSERVICE HOLDINGS INC	COM	302081104	48,848	928,318	SH		DFND	2,5,8,20	811,401	1,200	115,717
EXONE CO	COM	302104104	95	14,288	SH		DFND	2,20	14,288	0	0
EXP WORLD HOLDINGS INC	COM	30212W100	234	33,100	SH		DFND	20	33,100	0	0
ALEXION PHARMACEUTICALS INC	COM	015351109	1,015,135	10,426,614	SH		DFND	2,5,6,8,10,11,12,13,19,20	9,212,152	153,865	1,060,597
EXPEDIA GROUP INC	COM NEW	30212P303	542,172	4,812,892	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,255,118	81,710	476,064
EXPEDITORS INTL WASH INC	COM	302130109	656,402	9,640,216	SH		DFND	2,5,6,8,10,11,12,13,19,20	8,340,504	294,506	1,005,206
EXPONENT INC	COM	30214U102	73,526	1,449,932	SH		DFND	2,5,8,20	1,274,158	584	175,190
EXPRESS INC	COM	30219E103	16,085	3,147,769	SH		DFND	2,5,8,12,20	2,831,980	4,100	311,689
EXTENDED STAY AMER INC	UNIT 99/99/9999B	30224P200	48,276	3,114,562	SH		DFND	2,5,8,13,20	2,186,754	4,800	923,008
EXTERRAN CORP	COM	30227H106	17,683	999,065	SH		DFND	2,5,8,10,20	866,085	1,325	131,655
EXTRA SPACE STORAGE INC	COM	30225T102	663,554	7,333,714	SH		DFND	2,5,6,8,10,11,12,13,19,20	6,523,095	94,225	716,394
EXTRACTION OIL AND GAS INC	COM	30227M105	37,788	8,808,314	SH		DFND	2,5,20	8,648,590	1,600	158,124
EXTREME NETWORKS INC	COM	30226D106	23,700	3,885,249	SH		DFND	2,5,8,20	3,207,104	0	678,145
EXXON MOBIL CORP	COM	30231G102	13,851,926	203,137,206	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	179,295,657	2,946,676	20,894,873
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	3,693,808	26,948,334	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	21,478,680	703,824	4,765,830
EYEPOINT PHARMACEUTICALS INC	COM	30233G100	60	31,700	SH		DFND	20	31,700	0	0
EZCORP INC	CL A NON VTG	302301106	10,387	1,343,779	SH		DFND	2,5,8,20	1,160,126	2,136	181,517
F M C CORP	COM NEW	302491303	473,954	6,373,891	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,634,922	70,285	668,684
F5 NETWORKS INC	COM	315616102	440,277	2,717,254	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,266,027	114,547	336,680
FABRINET	SHS	G3323L100	55,150	1,074,835	SH		DFND	2,5,8,10,20	923,252	0	151,583
FACEBOOK INC	CL A	30303M102	11,302,204	86,216,867	SH		DFND	2,5,6,8,10,11,12,13,19,20	73,723,579	2,537,640	9,955,648
FACTSET RESH SYS INC	COM	303075105	180,123	900,031	SH		DFND	2,5,6,8,11,13,20	843,209	598	56,224
FAIR ISAAC CORP	COM	303250104	129,298	691,431	SH		DFND	2,5,6,8,11,13,20	641,466	484	49,481
FALCON MINERALS CORP	CL A COM	30607B109	228	26,800	SH		DFND	20	26,800	0	0
FANG HLDGS LTD	ADR	30711Y102	1,926	1,346,788	SH		DFND	2,5,20	1,327,200	0	19,588
ALICO INC	COM	016230104	1,736	58,717	SH		DFND	2,20	47,931	0	10,786
FANHUA INC	SPONSORED ADR	30712A103	4,444	202,442	SH		DFND	2,5,20	202,442	0	0
FARMER & MERCHANTS BANCORP I	COM	30779N105	5,418	140,211	SH		DFND	2,5,20	113,409	0	26,802
FARMER BROS CO	COM	307675108	3,999	171,406	SH		DFND	2,5,20	148,330	0	23,076
FARMERS NATL BANC CORP	COM	309627107	6,129	481,098	SH		DFND	2,5,20	405,693	0	75,405
FARMLAND PARTNERS INC	COM	31154R109	2,889	629,494	SH		DFND	2,5,20	542,179	0	87,315
FARO TECHNOLOGIES INC	COM	311642102	19,376	476,774	SH		DFND	2,5,8,20	419,935	373	56,466
FASTENAL CO	COM	311900104	604,231	11,555,387	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	9,951,756	404,968	1,198,663
FATE THERAPEUTICS INC	COM	31189P102	26,091	2,033,588	SH		DFND	2,5,8,20	1,863,341	0	170,247
FB FINL CORP	COM	30257X104	14,273	407,573	SH		DFND	2,5,20	360,853	0	46,720
FBL FINL GROUP INC	CL A	30239F106	15,045	229,163	SH		DFND	2,5,8,20	199,473	400	29,290
ALIGN TECHNOLOGY INC	COM	016255101	627,463	2,996,052	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,588,112	101,698	306,242
FEDERAL AGRIC MTG CORP	CL C	313148306	10,573	174,940	SH		DFND	2,5,8,20	146,314	0	28,626
FEDERAL REALTY INVT TR	SH BEN INT NEW	313747206	751,581	6,313,373	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,837,965	71,868	403,540
FEDERAL SIGNAL CORP	COM	313855108	41,006	2,060,603	SH		DFND	2,5,8,20	1,466,069	2,400	592,134
FEDERATED INVS INC PA	CL B	314211103	78,989	2,975,117	SH		DFND	2,5,6,8,11,20	2,675,114	597	299,406
FEDEX CORP	COM	31428X106	1,583,226	9,774,598	SH		DFND	2,5,6,8,10,11,12,13,19,20	8,546,821	173,624	1,054,153
FEDNAT HLDG CO	COM	31431B109	4,556	228,728	SH		DFND	2,5,20	186,955	0	41,773
FENNEC PHARMACEUTICALS INC	COM	31447P100	1,033	161,918	SH		DFND	2,20	121,522	0	40,396
FERRARI N V	COM	N3167Y103	1,263	12,706	SH		DFND	5,6,12,20	9,204	41	3,461
FERRO CORP	COM	315405100	25,891	1,651,209	SH		DFND	2,5,8,20	1,324,547	317	326,345
FERROGLOBE PLC	SHS	G33856108	79	49,670	SH		DFND	2,20	49,670	0	0
ALJ REGIONAL HLDGS INC	COM	001627108	18	13,800	SH		DFND	20	13,800	0	0
FGL HLDGS	ORD SHS	G3402M102	18,157	2,726,212	SH		DFND	2,5,8,20	2,254,612	0	471,600
FIAT CHRYSLER AUTOMOBILES N	SHS	N31738102	1,097	75,848	SH		DFND	2,5,6,20	75,848	0	0
FIBRIA CELULOSE S A	SP ADR REP COM	31573A109	24,340	1,414,283	SH		DFND	2,5,10,20	1,277,530	105,669	31,084
FIBROGEN INC	COM	31572Q808	123,158	2,661,140	SH		DFND	2,5,8,10,13,20	2,419,216	1,800	240,124
FIDELITY D & D BANCORP INC	COM	31609R100	2,474	38,551	SH		DFND	2,20	30,351	0	8,200
FIDELITY NATIONAL FINANCIAL	FNF GROUP COM	31620R303	200,685	6,383,102	SH		DFND	2,5,6,8,10,12,13,19,20	5,486,199	262,623	634,280
FIDELITY NATL INFORMATION SV	COM	31620M106	1,311,162	12,785,584	SH		DFND	2,5,6,8,10,11,12,13,19,20	10,959,145	221,813	1,604,626
FIDELITY SOUTHERN CORP NEW	COM	316394105	17,785	683,515	SH		DFND	2,5,20	616,418	0	67,097
FIESTA RESTAURANT GROUP INC	COM	31660B101	9,968	642,705	SH		DFND	2,5,8,20	557,579	0	85,126
FIFTH THIRD BANCORP	COM	316773100	766,606	32,277,817	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	29,005,279	513,956	2,758,582
ALKERMES PLC	SHS	G01767105	135,334	4,586,039	SH		DFND	2,5,6,8,10,12,13,19,20	3,998,671	79,462	507,906
FINANCIAL INSTNS INC	COM	317585404	7,395	285,108	SH		DFND	2,5,20	236,869	0	48,239
FINISAR CORP	COM NEW	31787A507	73,481	3,401,901	SH		DFND	2,5,8,13,20	3,004,605	3,287	394,009
FINISAR CORP	NOTE 0.500%12/1	31787AAP6	17,544	18,475,000	SH		DFND	2,5	18,475,000	0	0
FINJAN HLDGS INC	COM NEW	31788H303	106	42,354	SH		DFND	2	42,354	0	0
FIREEYE INC	COM	31816Q101	40,612	2,505,379	SH		DFND	2,5,8,20	2,235,053	1,300	269,026
FIREEYE INC	NOTE 1.625% 6/0	31816QAD3	12,788	14,025,000	SH		DFND	2,5	14,025,000	0	0
FIRST AMERN FINL CORP	COM	31847R102	136,474	3,057,206	SH		DFND	2,5,6,8,11,13,20	2,911,594	2,185	143,427
FIRST BANCORP INC ME	COM	31866P102	4,850	184,404	SH		DFND	2,5,13,20	153,087	0	31,317
FIRST BANCORP N C	COM	318910106	18,682	570,273	SH		DFND	2,5,8,20	466,676	0	103,597
FIRST BANCORP P R	COM NEW	318672706	75,016	8,722,788	SH		DFND	2,5,8,20	7,884,227	0	838,561
ALLAKOS INC	COM	01671P100	17,841	341,331	SH		DFND	2,8,20	315,571	0	25,760
FIRST BANCSHARES INC MS	COM	318916103	7,323	242,093	SH		DFND	2,5,20	201,072	0	41,021
FIRST BANK WILLIAMSTOWN NJ	COM	31931U102	3,390	279,706	SH		DFND	2,20	181,064	0	98,642
FIRST BUS FINL SVCS INC WIS	COM	319390100	3,360	172,197	SH		DFND	2,13,20	125,861	0	46,336
FIRST BUSEY CORP	COM NEW	319383204	20,426	832,363	SH		DFND	2,5,20	701,353	0	131,010
FIRST CHOICE BANCORP	COM	31948P104	2,343	103,693	SH		DFND	2,20	84,959	0	18,734
FIRST CMNTY BANKSHARES INC V	COM	31983A103	11,495	365,155	SH		DFND	2,5,8,10,20	290,682	0	74,473
FIRST CMNTY CORP S C	COM	319835104	2,008	103,325	SH		DFND	2,20	80,933	0	22,392
FIRST COMWLTH FINL CORP PA	COM	319829107	43,799	3,625,747	SH		DFND	2,5,8,20	3,275,536	0	350,211
FIRST CTZNS BANCSHARES INC N	CL A	31946M103	56,669	150,188	SH		DFND	2,5,8,13,20	140,067	113	10,008
FIRST DATA CORP NEW	COM CL A	32008D106	170,863	10,104,256	SH		DFND	2,5,6,8,10,12,13,19,20	8,360,165	289,396	1,454,695
ALLEGHANY CORP DEL	COM	017175100	322,269	517,020	SH		DFND	2,5,6,8,10,11,12,13,19,20	462,599	9,772	44,649
FIRST DEFIANCE FINL CORP	COM	32006W106	9,769	398,555	SH		DFND	2,5,20	332,745	0	65,810
FIRST FINANCIAL NORTHWEST IN	COM	32022K102	2,550	164,849	SH		DFND	2,20	141,418	0	23,431
FIRST FINL BANCORP OH	COM	320209109	85,470	3,603,296	SH		DFND	2,5,8,20	3,262,453	1,282	339,561
FIRST FINL BANKSHARES	COM	32020R109	125,913	2,175,024	SH		DFND	2,5,8,13,20	1,937,122	1,200	236,702
FIRST FINL CORP IND	COM	320218100	11,433	284,763	SH		DFND	2,5,8,10,20	228,850	351	55,562
FIRST FNDTN INC	COM	32026V104	13,632	1,059,999	SH		DFND	2,5,20	952,700	0	107,299
FIRST GTY BANCSHARES INC	COM	32043P106	1,487	64,056	SH		DFND	2,20	54,824	0	9,232
FIRST HAWAIIAN INC	COM	32051X108	114,773	5,098,763	SH		DFND	2,5,8,13,20	4,958,032	2,300	138,431
FIRST HORIZON NATL CORP	COM	320517105	184,745	13,908,042	SH		DFND	2,5,6,8,11,12,13,20	13,486,154	2,907	418,981
FIRST INDUSTRIAL REALTY TRUS	COM	32054K103	180,946	6,223,501	SH		DFND	2,5,6,8,10,11,19,20	5,566,372	27,365	629,764
AAC HLDGS INC	COM	000307108	278	198,222	SH		DFND	2,20	166,883	0	31,339
ALLEGHENY TECHNOLOGIES INC	COM	01741R102	103,654	4,761,340	SH		DFND	2,5,6,8,11,12,13,20	4,365,621	945	394,774
FIRST INTERNET BANCORP	COM	320557101	2,891	141,054	SH		DFND	2,20	109,992	0	31,062
FIRST INTST BANCSYSTEM INC	COM CL A	32055Y201	41,474	1,134,411	SH		DFND	2,5,8,20	952,418	0	181,993
FIRST LONG IS CORP	COM	320734106	8,996	450,904	SH		DFND	2,5,20	377,662	0	73,242
FIRST MERCHANTS CORP	COM	320817109	51,012	1,488,531	SH		DFND	2,5,8,20	1,282,336	0	206,195
FIRST MID ILL BANCSHARES INC	COM	320866106	7,537	236,135	SH		DFND	2,5,20	195,299	0	40,836
FIRST MIDWEST BANCORP DEL	COM	320867104	84,718	4,250,592	SH		DFND	2,5,8,20	3,899,150	3,100	348,342
FIRST NORTHWEST BANCORP	COM	335834107	2,700	182,092	SH		DFND	2,13,20	149,061	0	33,031
FIRST REP BK SAN FRANCISCO C	COM	33616C100	837,365	9,635,958	SH		DFND	2,5,6,8,10,11,12,13,19,20	8,931,922	86,055	617,981
FIRST SAVINGS FINL GROUP INC	COM	33621E109	1,537	29,583	SH		DFND	2,20	20,467	0	9,116
FIRST SOLAR INC	COM	336433107	84,274	1,985,013	SH		DFND	2,5,6,8,11,12,13,20	1,874,554	773	109,686
ALLEGIANCE BANCSHARES INC	COM	01748H107	6,862	211,997	SH		DFND	2,5,20	178,148	0	33,849
FIRST UTD CORP	COM	33741H107	1,531	96,195	SH		DFND	2,20	78,844	0	17,351
FIRSTCASH INC	COM	33767D105	89,488	1,236,875	SH		DFND	2,5,8,13,20	1,067,930	541	168,404
FIRSTENERGY CORP	COM	337932107	1,310,268	34,893,966	SH		DFND	2,5,6,8,10,11,12,13,19,20	21,111,152	11,296,964	2,485,850
FISERV INC	COM	337738108	1,200,720	16,338,546	SH		DFND	2,5,6,8,10,11,12,13,19,20	13,865,456	417,570	2,055,520
FITBIT INC	CL A	33812L102	20,744	4,173,765	SH		DFND	2,5,8,20	3,531,561	0	642,204
FIVE BELOW INC	COM	33829M101	172,400	1,684,906	SH		DFND	2,5,6,8,11,13,20	1,511,345	700	172,861
FIVE POINT HOLDINGS LLC	COM CL A	33833Q106	384	55,301	SH		DFND	5,20	55,301	0	0
FIVE PRIME THERAPEUTICS INC	COM	33830X104	11,840	1,273,135	SH		DFND	2,5,8,20	1,165,929	0	107,206
FIVE STAR SENIOR LIVING INC	COM	33832D106	10	21,088	SH		DFND	20	21,088	0	0
FIVE9 INC	COM	338307101	48,854	1,117,439	SH		DFND	2,5,8,20	936,056	0	181,383
ALLEGIANT TRAVEL CO	COM	01748X102	37,596	375,136	SH		DFND	2,5,8,20	331,084	0	44,052
FLAGSTAR BANCORP INC	COM PAR .001	337930705	20,683	783,445	SH		DFND	2,5,8,20	681,408	0	102,037
FLEETCOR TECHNOLOGIES INC	COM	339041105	606,910	3,267,876	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,855,008	47,600	365,268
FLEX LTD	ORD	Y2573F102	83,538	10,977,334	SH		DFND	2,5,6,8,10,12,13,19,20	5,167,662	524,932	5,284,740
FLEXION THERAPEUTICS INC	COM	33938J106	24,170	2,135,150	SH		DFND	2,5,20	2,040,616	0	94,534
FLEXSTEEL INDS INC	COM	339382103	3,974	178,230	SH		DFND	2,5,20	157,837	0	20,393
FLIR SYS INC	COM	302445101	227,739	5,230,578	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,462,015	132,724	635,839
FLOOR & DECOR HLDGS INC	CL A	339750101	16,349	631,228	SH		DFND	2,5,8,20	559,475	0	71,753
FLOTEK INDS INC DEL	COM	343389102	1,079	989,771	SH		DFND	2,5,20	835,625	0	154,146
FLOWERS FOODS INC	COM	343498101	81,158	4,394,027	SH		DFND	2,5,6,8,11,12,13,20	4,153,516	4,167	236,344
FLOWSERVE CORP	COM	34354P105	198,412	5,218,630	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,444,707	87,548	686,375
ALLEGION PUB LTD CO	ORD SHS	G0176J109	317,650	3,985,069	SH		DFND	2,5,6,8,10,11,12,13,19,20	3,419,398	66,669	499,002
FLUENT INC	COM	34380C102	1,379	383,016	SH		DFND	2,20	284,200	0	98,816
FLUIDIGM CORP DEL	COM	34385P108	4,897	568,120	SH		DFND	2,5,20	469,329	0	98,791
FLUOR CORP NEW	COM	343412102	184,814	5,702,515	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,933,006	151,177	618,332
FLUSHING FINL CORP	COM	343873105	13,437	624,112	SH		DFND	2,5,8,10,20	489,896	882	133,334
FLWS/1-800 FLOWERS	CL A	68243Q106	6,652	543,915	SH		DFND	2,5,20	449,877	0	94,038
FLY LEASING LTD	SPONSORED ADR	34407D109	286	27,046	SH		DFND	2	27,046	0	0
FNB CORP PA	COM	302520101	151,405	15,386,703	SH		DFND	2,5,6,8,11,13,20	14,893,503	2,953	490,247
FOAMIX PHARMACEUTICALS LTD	SHS	M46135105	183	50,999	SH		DFND	2	50,999	0	0
FOCUS FINL PARTNERS INC	COM CL A	34417P100	8,600	326,638	SH		DFND	2,20	269,788	0	56,850
FOMENTO ECONOMICO MEXICANO S	SPON ADR UNITS	344419106	14,455	167,978	SH		DFND	1,5,8,13,20	161,410	0	6,568
ALLENA PHARMACEUTICALS INC	COM	018119107	1,010	185,307	SH		DFND	2,20	149,630	0	35,677
FONAR CORP	COM NEW	344437405	3,222	159,184	SH		DFND	2,20	144,659	0	14,525
FOOT LOCKER INC	COM	344849104	231,060	4,343,234	SH		DFND	2,5,6,8,10,11,12,13,19,20	3,932,324	4,564	406,346
FORD MTR CO DEL	COM PAR $0.01	345370860	1,296,497	169,476,779	SH		DFND	2,5,6,8,10,11,12,13,19,20	144,490,381	2,994,202	21,992,196
FORESCOUT TECHNOLOGIES INC	COM	34553D101	15,838	609,382	SH		DFND	2,5,20	502,546	0	106,836
FORESTAR GROUP INC	COM	346232101	2,141	154,573	SH		DFND	2,5,20	127,613	203	26,757
FORMFACTOR INC	COM	346375108	28,480	2,021,303	SH		DFND	2,5,8,20	1,770,987	1,294	249,022
FORRESTER RESH INC	COM	346563109	12,987	290,543	SH		DFND	2,5,8,20	255,333	1,090	34,120
FORTERRA INC	COM	34960W106	1,086	288,912	SH		DFND	2,5,20	235,290	0	53,622
FORTINET INC	COM	34959E109	384,134	5,454,130	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,586,042	141,810	726,278
FORTIS INC	COM	349553107	1,344	40,284	SH		DFND	20	28,922	3,123	8,239
ALLERGAN PLC	SHS	G0177J108	1,725,209	12,907,442	SH		DFND	2,5,6,8,10,11,12,13,19,20	11,217,586	229,294	1,460,562
FORTIVE CORP	5% PFD CNV SER A	34959J207	33,489	37,050	SH		DFND	2	37,050	0	0
FORTIVE CORP	COM	34959J108	768,474	11,357,884	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	9,996,899	268,468	1,092,517
FORTRESS BIOTECH INC	COM	34960Q109	477	554,468	SH		DFND	2,20	466,010	0	88,458
FORTRESS TRANS INFRST INVS L	COM REP LTD LIAB	34960P101	581	40,515	SH		DFND	2	40,515	0	0
FORTUNE BRANDS HOME & SEC IN	COM	34964C106	240,023	6,318,045	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,527,179	133,458	657,408
FORTY SEVEN INC	COM	34983P104	1,763	112,126	SH		DFND	2,20	94,526	0	17,600
FORUM ENERGY TECHNOLOGIES IN	COM	34984V100	11,370	2,753,015	SH		DFND	2,5,8,20	2,158,811	0	594,204
FORWARD AIR CORP	COM	349853101	50,633	923,113	SH		DFND	2,5,8,10,20	782,255	84	140,774
FOSSIL GROUP INC	COM	34988V106	25,530	1,623,018	SH		DFND	2,5,8,20	1,459,457	1,924	161,637
FOSTER L B CO	COM	350060109	2,890	181,773	SH		DFND	2,20	117,093	0	64,680
ALLETE INC	COM NEW	018522300	127,789	1,676,585	SH		DFND	2,5,6,8,11,13,20	1,498,242	600	177,743
FOUNDATION BLDG MATLS INC	COM	350392106	2,267	272,864	SH		DFND	2,5,20	227,501	0	45,363
FOUR CORNERS PPTY TR INC	COM	35086T109	54,075	2,063,918	SH		DFND	2,5,6,8,10,20	1,744,647	16,470	302,801
FOX FACTORY HLDG CORP	COM	35138V102	58,880	1,000,171	SH		DFND	2,5,8,20	875,395	0	124,776
FRANCESCAS HLDGS CORP	COM	351793104	898	925,279	SH		DFND	2,5,20	809,712	0	115,567
FRANKLIN COVEY CO	COM	353469109	3,991	178,740	SH		DFND	2,5,20	148,155	0	30,585
FRANKLIN ELEC INC	COM	353514102	51,948	1,211,466	SH		DFND	2,5,8,20	1,024,672	80	186,714
FRANKLIN FINL NETWORK INC	COM	35352P104	12,527	475,044	SH		DFND	2,5,20	435,588	0	39,456
FRANKLIN RES INC	COM	354613101	661,118	22,098,195	SH		DFND	2,5,6,8,10,11,12,13,19,20	20,277,950	435,089	1,385,156
FRANKLIN STREET PPTYS CORP	COM	35471R106	28,800	4,622,848	SH		DFND	2,5,8,10,20	4,033,224	26,522	563,102
FRANKS INTL N V	COM	N33462107	8,651	1,654,202	SH		DFND	2,5,8,20	1,412,000	0	242,202
ALLIANCE DATA SYSTEMS CORP	COM	018581108	290,661	1,936,708	SH		DFND	2,5,6,8,10,11,12,13,19,20	1,621,529	29,512	285,667
FREDS INC	CL A	356108100	57	30,184	SH		DFND	20	30,184	0	0
FREEPORT-MCMORAN INC	CL B	35671D857	678,047	65,765,994	SH		DFND	2,5,6,8,10,11,12,13,19,20	58,929,940	993,486	5,842,568
FREIGHTCAR AMER INC	COM	357023100	1,410	210,702	SH		DFND	2,5,20	175,591	0	35,111
FRESENIUS MED CARE AG&CO KGA	SPONSORED ADR	358029106	213	6,562	SH		DFND	20	6,562	0	0
FRESH DEL MONTE PRODUCE INC	ORD	G36738105	18,916	669,114	SH		DFND	2,5,8,20	541,369	1,338	126,407
FRESHPET INC	COM	358039105	16,062	499,433	SH		DFND	2,5,8,20	418,400	0	81,033
FRONT YD RESIDENTIAL CORP	COM	35904G107	14,088	1,586,658	SH		DFND	2,5,8,20	1,403,246	333	183,079
FRONTDOOR INC	COM	35905A109	22,722	853,888	SH		DFND	2,5,8,12,13,20	747,830	1,050	105,008
FRONTIER COMMUNICATIONS CORP	COM NEW	35906A306	10,058	4,225,881	SH		DFND	1,2,5,8,13,20	3,842,200	2,106	381,575
FRONTLINE LTD	SHS NEW	G3682E192	6,876	1,243,324	SH		DFND	2,5,20	1,018,546	0	224,778
ALLIANT ENERGY CORP	COM	018802108	500,618	11,848,939	SH		DFND	2,5,6,8,10,11,12,13,19,20	10,663,857	212,090	972,992
FRP HLDGS INC	COM	30292L107	6,114	132,887	SH		DFND	2,5,20	111,107	0	21,780
FS BANCORP INC	COM	30263Y104	2,699	62,953	SH		DFND	2,20	52,453	0	10,500
FTD COS INC	COM	30281V108	21	14,163	SH		DFND	20	14,163	0	0
FTI CONSULTING INC	COM	302941109	72,607	1,089,548	SH		DFND	2,5,8,10,20	935,997	1,302	152,249
FTS INTERNATIONAL INC	COM	30283W104	3,416	480,401	SH		DFND	2,5,20	386,398	0	94,003
FUELCELL ENERGY INC	COM NEW	35952H502	589	1,069,267	SH		DFND	2,20	880,667	0	188,600
FULLER H B CO	COM	359694106	172,438	4,041,203	SH		DFND	2,5,8,19,20	3,683,039	337	357,827
FULTON FINL CORP PA	COM	360271100	133,314	8,546,481	SH		DFND	2,5,6,8,11,20	7,668,528	2,356	875,597
FUNKO INC	COM CL A	361008105	2,713	206,301	SH		DFND	2,20	173,581	0	32,720
FUSION CONNECT INC	COM	36116X102	580	345,166	SH		DFND	2,20	229,966	0	115,200
ALLIED MOTION TECHNOLOGIES I	COM	019330109	4,830	108,077	SH		DFND	2,20	88,456	0	19,621
FUTUREFUEL CORPORATION	COM	36116M106	11,085	698,913	SH		DFND	2,5,20	606,195	0	92,718
G-III APPAREL GROUP LTD	COM	36237H101	36,873	1,322,096	SH		DFND	2,5,8,20	1,020,387	660	301,049
G1 THERAPEUTICS INC	COM	3621LQ109	23,216	1,212,339	SH		DFND	2,5,8,20	1,142,005	0	70,334
GAIA INC NEW	CL A	36269P104	1,622	156,530	SH		DFND	2,20	125,348	0	31,182
GAIN CAP HLDGS INC	COM	36268W100	4,978	808,049	SH		DFND	2,5,20	719,146	0	88,903
GALECTIN THERAPEUTICS INC	COM NEW	363225202	335	97,558	SH		DFND	2,20	97,558	0	0
GALLAGHER ARTHUR J & CO	COM	363576109	623,878	8,465,103	SH		DFND	2,5,6,8,10,11,12,13,19,20	7,357,921	149,010	958,172
GAMCO INVESTORS INC	CL A COM	361438104	2,432	143,807	SH		DFND	2,5,8,20	117,373	0	26,434
GAMESTOP CORP NEW	CL A	36467W109	44,684	3,540,699	SH		DFND	2,5,8,12,13,20	3,164,878	1,932	373,889
GAMING & LEISURE PPTYS INC	COM	36467J108	136,235	4,216,505	SH		DFND	2,5,8,10,12,13,19,20	3,577,278	46,578	592,649
AAON INC	COM PAR $0.004	000360206	39,326	1,121,671	SH		DFND	2,5,8,20	982,366	0	139,305
ALLISON TRANSMISSION HLDGS I	COM	01973R101	68,651	1,563,451	SH		DFND	2,5,8,13,20	1,380,500	2,400	180,551
GANNETT CO INC	COM	36473H104	28,539	3,345,733	SH		DFND	2,5,8,12,20	2,931,733	4,464	409,536
GAP INC DEL	COM	364760108	257,684	10,003,244	SH		DFND	2,5,6,8,10,11,12,13,19,20	8,502,158	318,193	1,182,893
GARDNER DENVER HLDGS INC	COM	36555P107	30,325	1,482,900	SH		DFND	2,5,8,20	1,314,380	2,100	166,420
GARMIN LTD	SHS	H2906T109	376,834	5,951,154	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,811,915	174,680	964,559
GARRETT MOTION INC	COM	366505105	23,118	1,873,414	SH		DFND	1,2,5,6,8,12,13,19,20	1,767,277	3,987	102,150
GARTNER INC	COM	366651107	437,588	3,422,933	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,991,369	50,567	380,997
GASLOG LTD	SHS	G37585109	12,225	742,699	SH		DFND	2,5,10,20	620,831	0	121,868
GATES INDUSTRIAL CORPRATIN P	ORD SHS	G39108108	7,178	542,165	SH		DFND	2,5,8,20	493,299	0	48,866
GATX CORP	COM	361448103	84,662	1,195,629	SH		DFND	2,5,6,8,10,11,20	1,072,412	337	122,880
GCI LIBERTY INC	COM CLASS A	36164V305	51,194	1,243,791	SH		DFND	2,5,8,13,20	1,111,124	943	131,724
ALLOGENE THERAPEUTICS INC	COM	019770106	9,555	354,792	SH		DFND	2,20	290,592	0	64,200
GCP APPLIED TECHNOLOGIES INC	COM	36164Y101	34,511	1,405,752	SH		DFND	2,5,8,13,20	1,173,463	1,704	230,585
GDS HLDGS LTD	SPONSORED ADR	36165L108	23,978	1,038,446	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	809,046	27,500	201,900
GENCO SHIPPING & TRADING LTD	SHS	Y2685T131	1,121	142,118	SH		DFND	2,20	119,759	0	22,359
GENCOR INDS INC	COM	368678108	1,552	141,447	SH		DFND	2,20	119,579	0	21,868
GENERAC HLDGS INC	COM	368736104	62,251	1,252,540	SH		DFND	2,5,8,20	1,017,224	400	234,916
GENERAL DYNAMICS CORP	COM	369550108	1,778,140	11,310,604	SH		DFND	2,5,6,8,10,11,12,13,19,20	10,238,787	264,958	806,859
GENERAL ELECTRIC CO	COM	369604103	2,563,115	338,146,805	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	298,149,341	5,252,004	34,745,460
GENERAL FIN CORP DEL	COM	369822101	1,670	165,176	SH		DFND	2,20	134,651	0	30,525
GENERAL MLS INC	COM	370334104	1,329,820	34,150,497	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	22,650,705	8,984,119	2,515,673
GENERAL MOLY INC	COM	370373102	10	42,932	SH		DFND	20	42,932	0	0
ALLSCRIPTS HEALTHCARE SOLUTN	COM	01988P108	50,857	5,275,658	SH		DFND	2,5,6,8,11,12,20	4,723,321	845	551,492
GENERAL MTRS CO	COM	37045V100	1,866,811	55,808,989	SH		DFND	2,5,6,8,10,11,12,13,19,20	48,590,061	955,087	6,263,841
GENESCO INC	COM	371532102	30,645	691,761	SH		DFND	2,5,8,20	622,733	904	68,124
GENESEE & WYO INC	CL A	371559105	112,816	1,524,125	SH		DFND	2,5,6,8,11,13,20	1,331,919	583	191,623
GENESIS HEALTHCARE INC	CL A COM	37185X106	1,432	1,213,601	SH		DFND	2,5,20	1,085,345	0	128,256
GENIE ENERGY LTD	CL B	372284208	65	10,854	SH		DFND	20	10,854	0	0
GENMARK DIAGNOSTICS INC	COM	372309104	4,827	993,124	SH		DFND	2,5,20	836,785	0	156,339
GENOCEA BIOSCIENCES INC	COM	372427104	8	26,324	SH		DFND	20	20,600	0	5,724
GENOMIC HEALTH INC	COM	37244C101	66,550	1,033,225	SH		DFND	2,5,8,10,20	963,976	0	69,249
GENPACT LIMITED	SHS	G3922B107	44,410	1,645,438	SH		DFND	2,5,8,13,20	1,473,061	0	172,377
GENTEX CORP	COM	371901109	135,718	6,715,366	SH		DFND	2,5,6,8,11,12,13,19,20	6,303,931	10,554	400,881
ALLSTATE CORP	COM	020002101	1,357,743	16,339,802	SH		DFND	2,5,6,8,10,11,12,13,19,20	14,264,032	406,866	1,668,904
GENTHERM INC	COM	37253A103	40,049	1,001,735	SH		DFND	2,5,8,20	853,668	1,140	146,927
GENUINE PARTS CO	COM	372460105	818,800	8,465,491	SH		DFND	2,5,6,8,10,11,12,13,19,20	7,608,995	277,886	578,610
GENWORTH FINL INC	COM CL A	37247D106	83,071	17,826,339	SH		DFND	2,5,6,8,11,12,13,20	16,162,887	17,784	1,645,668
GEO GROUP INC NEW	COM	36162J106	73,014	3,706,318	SH		DFND	2,5,6,8,11,13,20	3,363,443	5,664	337,211
GEOSPACE TECHNOLOGIES CORP	COM	37364X109	1,239	120,187	SH		DFND	2,20	116,587	0	3,600
GERDAU S A	SPON ADR REP PFD	373737105	14,569	3,874,723	SH		DFND	2,5,10,12,20	3,325,050	476,025	73,648
GERMAN AMERN BANCORP INC	COM	373865104	13,624	490,593	SH		DFND	2,5,8,20	343,901	0	146,692
GERON CORP	COM	374163103	3,147	3,146,997	SH		DFND	2,5,8,20	2,672,975	0	474,022
GETTY RLTY CORP NEW	COM	374297109	34,235	1,150,545	SH		DFND	2,5,8,10,20	985,032	7,909	157,604
GIBRALTAR INDS INC	COM	374689107	31,700	890,705	SH		DFND	2,5,8,20	781,508	1,270	107,927
ALLY FINL INC	COM	02005N100	252,793	11,155,932	SH		DFND	2,5,6,8,10,12,13,19,20	8,536,654	477,817	2,141,461
GILAT SATELLITE NETWORKS LTD	SHS NEW	M51474118	240	26,188	SH		DFND	2,20	26,188	0	0
GILDAN ACTIVEWEAR INC	COM	375916103	282	9,296	SH		DFND	20	9,296	0	0
GILEAD SCIENCES INC	COM	375558103	3,510,021	56,115,444	SH		DFND	2,5,6,8,10,11,12,13,19,20	48,955,735	983,709	6,176,000
GLACIER BANCORP INC NEW	COM	37637Q105	134,189	3,386,902	SH		DFND	2,5,8,20	3,103,542	1,085	282,275
GLADSTONE COML CORP	COM	376536108	10,999	613,774	SH		DFND	2,5,8,20	508,520	9,600	95,654
GLADSTONE LD CORP	COM	376549101	2,431	211,721	SH		DFND	2,20	167,191	0	44,530
GLATFELTER	COM	377316104	11,568	1,185,249	SH		DFND	2,5,8,20	1,036,452	2,208	146,589
GLAUKOS CORP	COM	377322102	43,445	773,454	SH		DFND	2,5,8,20	665,958	0	107,496
GLAXOSMITHKLINE PLC	SPONSORED ADR	37733W105	382,418	9,883,390	SH		DFND	1,20	40,967	9,627,088	215,335
GLOBAL BLOOD THERAPEUTICS IN	COM	37890U108	89,821	2,188,096	SH		DFND	2,5,8,10,20	2,032,881	0	155,215
ALNYLAM PHARMACEUTICALS INC	COM	02043Q107	175,329	2,404,735	SH		DFND	2,5,6,8,10,12,13,19,20	2,087,558	45,997	271,180
GLOBAL BRASS & COPPR HLDGS I	COM	37953G103	10,849	431,356	SH		DFND	2,5,20	357,007	0	74,349
GLOBAL CORD BLOOD CORPORATIO	SHS	G39342103	71	11,077	SH		DFND	2,5	11,077	0	0
GLOBAL EAGLE ENTMT INC	COM	37951D102	170	76,321	SH		DFND	2,20	76,321	0	0
GLOBAL INDTY LTD CAYMAN	USD CL A SHS	G3933F105	6,068	167,474	SH		DFND	2,5,8,20	142,759	0	24,715
GLOBAL MED REIT INC	COM NEW	37954A204	3,781	416,281	SH		DFND	2,20	364,067	0	52,214
GLOBAL NET LEASE INC	COM NEW	379378201	44,018	2,498,211	SH		DFND	2,5,8,10,20	2,098,855	15,300	384,056
GLOBAL PMTS INC	COM	37940X102	607,228	5,887,986	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,161,525	83,747	642,714
GLOBAL WTR RES INC	COM	379463102	1,583	156,084	SH		DFND	2,5,20	127,398	0	28,686
GLOBALSTAR INC	COM	378973408	737	1,151,467	SH		DFND	5,8,20	1,019,467	0	132,000
GLOBUS MED INC	CL A	379577208	107,043	2,473,269	SH		DFND	2,5,6,8,11,20	2,207,564	600	265,105
ALPHA & OMEGA SEMICONDUCTOR	SHS	G6331P104	3,547	348,125	SH		DFND	2,5,20	285,343	0	62,782
GLOWPOINT INC	COM NEW	379887201	1	11,101	SH		DFND	20	11,101	0	0
GLU MOBILE INC	COM	379890106	20,012	2,479,753	SH		DFND	2,5,8,20	1,970,052	0	509,701
GLYCOMIMETICS INC	COM	38000Q102	11,814	1,247,496	SH		DFND	2,5,20	1,136,776	0	110,720
GMS INC	COM	36251C103	9,346	628,966	SH		DFND	2,5,20	508,398	0	120,568
GNC HLDGS INC	COM CL A	36191G107	4,035	1,702,432	SH		DFND	2,5,8,20	1,383,386	3,200	315,846
GODADDY INC	CL A	380237107	214,235	3,264,777	SH		DFND	2,5,6,8,10,12,13,19,20	2,539,889	83,144	641,744
GOGO INC	COM	38046C109	3,268	1,093,124	SH		DFND	2,5,8,20	912,632	0	180,492
GOLAR LNG LTD BERMUDA	NOTE 2.750% 2/1	38046YAB7	12,086	12,885,000	SH		DFND	2,5	12,885,000	0	0
GOLAR LNG LTD BERMUDA	SHS	G9456A100	34,349	1,567,882	SH		DFND	2,5,8,10,20	1,296,375	0	271,507
GOLD FIELDS LTD NEW	SPONSORED ADR	38059T106	966	274,570	SH		DFND	5,8,20	274,570	0	0
ALPHABET INC	CAP STK CL A	02079K305	11,225,558	10,742,476	SH		DFND	2,5,6,8,10,11,12,13,19,20	9,185,099	296,385	1,260,992
GOLD RESOURCE CORP	COM	38068T105	4,572	1,142,896	SH		DFND	2,5,6,20	994,235	0	148,661
GOLDEN ENTMT INC	COM	381013101	4,937	308,174	SH		DFND	2,5,20	259,308	0	48,866
GOLDEN MINERALS CO	COM	381119106	6	28,779	SH		DFND	20	28,779	0	0
GOLDEN OCEAN GROUP LTD	SHS NEW	G39637205	277	44,912	SH		DFND	2,5,20	44,912	0	0
GOLDEN STAR RES LTD CDA	COM	38119T807	181	57,528	SH		DFND	2	57,528	0	0
GOLDFIELD CORP	COM	381370105	82	36,419	SH		DFND	13,20	11,419	0	25,000
GOLDMAN SACHS GROUP INC	COM	38141G104	3,524,038	21,095,709	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	13,094,391	808,334	7,192,984
GOODRICH PETE CORP	COM PAR	382410843	1,564	115,839	SH		DFND	2,20	88,520	0	27,319
GOODYEAR TIRE & RUBR CO	COM	382550101	217,560	10,659,473	SH		DFND	2,5,6,8,10,11,12,13,19,20	8,850,040	166,359	1,643,074
GOOSEHEAD INS INC	COM CL A	38267D109	5,029	191,282	SH		DFND	2,20	160,482	0	30,800
ALPHABET INC	CAP STK CL C	02079K107	11,274,360	10,886,685	SH		DFND	2,5,6,8,10,11,12,13,19,20	9,229,604	330,156	1,326,925
GOPRO INC	CL A	38268T103	9,411	2,219,613	SH		DFND	2,5,8,20	1,882,193	0	337,420
GORMAN RUPP CO	COM	383082104	12,444	383,950	SH		DFND	2,5,10,20	320,771	0	63,179
GP STRATEGIES CORP	COM	36225V104	2,844	225,537	SH		DFND	2,5,20	189,818	0	35,719
GPO AEROPORTUARIO DEL PAC SA	SPON ADR B	400506101	14,592	178,928	SH		DFND	2,5,19,20	177,928	0	1,000
GRACE W R & CO DEL NEW	COM	38388F108	57,942	892,649	SH		DFND	2,5,8,13,20	794,746	3,104	94,799
GRACO INC	COM	384109104	163,277	3,901,480	SH		DFND	2,5,6,8,11,13,20	3,647,980	1,801	251,699
GRAFTECH INTL LTD	COM	384313508	8,303	725,802	SH		DFND	2,5,8,20	661,631	0	64,171
GRAHAM CORP	COM	384556106	4,110	179,959	SH		DFND	2,5,20	153,678	0	26,281
GRAHAM HLDGS CO	COM	384637104	68,135	106,364	SH		DFND	2,5,6,8,11,12,13,20	100,419	65	5,880
GRAINGER W W INC	COM	384802104	684,464	2,424,084	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,129,045	82,149	212,890
ALTA MESA RES INC	CL A	02133L109	1,492	1,492,135	SH		DFND	2,20	1,207,735	0	284,400
GRAN TIERRA ENERGY INC	COM	38500T101	2,534	1,167,826	SH		DFND	2,5,10,20	911,694	124,142	131,990
GRAND CANYON ED INC	COM	38526M106	59,268	616,481	SH		DFND	2,5,8,13,20	541,736	600	74,145
GRANITE CONSTR INC	COM	387328107	54,385	1,345,873	SH		DFND	2,5,6,8,11,20	1,208,246	1,209	136,418
GRANITE PT MTG TR INC	COM	38741L107	21,874	1,185,929	SH		DFND	2,5,6,8,20	1,018,778	606	166,545
GRAPHIC PACKAGING HLDG CO	COM	388689101	44,093	4,115,782	SH		DFND	2,5,8,13,20	3,691,534	4,200	420,048
GRAY TELEVISION INC	COM	389375106	22,650	1,536,622	SH		DFND	2,5,8,20	1,273,627	0	262,995
GREAT AJAX CORP	COM	38983D300	5,046	418,783	SH		DFND	2,5,20	369,939	0	48,844
GREAT LAKES DREDGE & DOCK CO	COM	390607109	6,947	1,049,377	SH		DFND	2,5,8,20	891,418	0	157,959
GREAT SOUTHN BANCORP INC	COM	390905107	10,774	232,450	SH		DFND	2,5,20	193,473	0	38,977
GREAT WESTN BANCORP INC	COM	391416104	85,054	2,721,726	SH		DFND	2,5,8,20	2,520,524	1,600	199,602
AAR CORP	COM	000361105	55,202	1,478,371	SH		DFND	2,5,8,20	1,352,493	786	125,092
ALTABA INC	COM	021346101	12,106	208,932	SH		DFND	20	129,867	0	79,065
GREEN BRICK PARTNERS INC	COM	392709101	2,870	396,462	SH		DFND	2,5,20	330,924	0	65,538
GREEN DOT CORP	CL A	39304D102	104,906	1,319,246	SH		DFND	2,5,8,10,13,20	1,145,098	900	173,248
GREEN PLAINS INC	COM	393222104	25,672	1,958,204	SH		DFND	2,5,8,20	1,822,132	0	136,072
GREENBRIER COS INC	COM	393657101	36,343	919,134	SH		DFND	2,5,8,20	787,746	0	131,388
GREENE COUNTY BANCORP INC	COM	394357107	1,152	37,008	SH		DFND	2,20	31,030	0	5,978
GREENHILL & CO INC	COM	395259104	14,248	583,944	SH		DFND	2,5,8,20	471,478	2,100	110,366
GREENLIGHT CAPITAL RE LTD	CLASS A	G4095J109	5,123	594,343	SH		DFND	2,5,8,20	498,707	1,200	94,436
GREENSKY INC	CL A	39572G100	415	43,322	SH		DFND	2,20	43,322	0	0
GREENTREE HOSPITALTY GROUP L	SPONSORED ADS	39579V100	195	14,998	SH		DFND	2	14,998	0	0
GREIF INC	CL A	397624107	32,247	858,998	SH		DFND	2,5,6,8,11,20	749,053	5,883	104,062
ALTAIR ENGR INC	COM CL A	021369103	13,709	497,071	SH		DFND	2,5,20	421,031	0	76,040
GREIF INC	CL B	397624206	4,452	98,860	SH		DFND	2,5,20	82,008	0	16,852
GRIFFIN INL RLTY INC	COM	398231100	262	8,208	SH		DFND	2,20	6,944	0	1,264
GRIFFON CORP	COM	398433102	9,730	931,090	SH		DFND	2,5,8,20	814,140	0	116,950
GRIFOLS S A	SP ADR REP B NVT	398438408	2,799	152,441	SH		DFND	1,2,10,13,20	146,441	0	6,000
GRITSTONE ONCOLOGY INC	COM	39868T105	945	61,160	SH		DFND	2,20	41,360	0	19,800
GROUP 1 AUTOMOTIVE INC	COM	398905109	40,785	773,623	SH		DFND	2,5,8,12,20	619,685	705	153,233
GROUPON INC	COM	399473107	34,894	10,904,247	SH		DFND	2,5,8,20	9,477,046	1,800	1,425,401
GRUBHUB INC	COM	400110102	132,209	1,721,247	SH		DFND	2,5,6,8,10,12,13,19,20	1,448,657	57,172	215,418
GRUPO AEROPORTUARIO CTR NORT	SPON ADR	400501102	7,446	195,847	SH		DFND	2,19,20	195,847	0	0
GRUPO AEROPORTUARIO DEL SURE	SPON ADR SER B	40051E202	13,961	92,704	SH		DFND	2,13,19,20	92,024	0	680
ALTERYX INC	COM CL A	02156B103	32,592	548,044	SH		DFND	2,5,20	462,454	0	85,590
GRUPO AVAL ACCIONES Y VALORE	SPONSORED ADS	40053W101	106	17,964	SH		DFND	5	17,964	0	0
GRUPO FINANCIERO GALICIA S A	SP ADR 10 SH B	399909100	1,667	60,473	SH		DFND	1	60,473	0	0
GRUPO TELEVISA SA	SPON ADR REP ORD	40049J206	7,170	569,971	SH		DFND	1,5,13,20	567,871	0	2,100
GSI TECHNOLOGY	COM	36241U106	96	18,724	SH		DFND	2,20	18,724	0	0
GTT COMMUNICATIONS INC	COM	362393100	19,854	839,133	SH		DFND	2,5,8,20	707,256	0	131,877
GTX INC DEL	COM NEW	40052B207	290	371,621	SH		DFND	2,20	311,610	0	60,011
GUARANTY BANCSHARES INC TEX	COM	400764106	3,686	122,937	SH		DFND	2,20	101,844	0	21,093
GUARANTY FED BANCSHARES INC	COM	40108P101	325	14,866	SH		DFND	20	2,300	0	12,566
GUARDANT HEALTH INC	COM	40131M109	8,337	221,786	SH		DFND	2,20	178,086	0	43,700
GUESS INC	COM	401617105	44,624	2,127,515	SH		DFND	2,5,8,10,12,20	1,890,445	28,337	208,733
ALTICE USA INC	CL A	02156K103	2,189	132,502	SH		DFND	2,5,8,10,20	132,502	0	0
GUIDEWIRE SOFTWARE INC	COM	40171V100	80,126	998,704	SH		DFND	2,5,8,13,20	878,946	1,300	118,458
GUIDEWIRE SOFTWARE INC	NOTE 1.250% 3/1	40171VAA8	11,280	11,700,000	SH		DFND	2,5	11,700,000	0	0
GULF ISLAND FABRICATION INC	COM	402307102	1,069	148,079	SH		DFND	2,20	144,979	0	3,100
GULFPORT ENERGY CORP	COM NEW	402635304	66,350	10,129,701	SH		DFND	2,5,20	9,340,098	3,200	786,403
GW PHARMACEUTICALS PLC	ADS	36197T103	829	8,510	SH		DFND	1,2	8,510	0	0
H & E EQUIPMENT SERVICES INC	COM	404030108	13,647	668,312	SH		DFND	2,5,8,10,20	552,280	0	116,032
HABIT RESTAURANTS INC	COM CL A	40449J103	3,545	337,575	SH		DFND	2,5,20	284,258	0	53,317
HACKETT GROUP INC	COM	404609109	9,576	591,903	SH		DFND	2,5,10,20	518,866	0	73,037
HAEMONETICS CORP	COM	405024100	165,989	1,659,058	SH		DFND	2,5,6,8,10,11,13,20	1,475,192	604	183,262
HAIN CELESTIAL GROUP INC	COM	405217100	34,733	2,189,979	SH		DFND	2,5,6,8,11,13,20	2,059,049	666	130,264
ALTISOURCE PORTFOLIO SOLNS S	REG SHS	L0175J104	4,760	211,671	SH		DFND	2,5,8,20	171,526	1,000	39,145
HALCON RES CORP	COM PAR NEW	40537Q605	25,310	14,888,510	SH		DFND	2,5,20	14,478,705	0	409,805
HALLADOR ENERGY COMPANY	COM	40609P105	1,384	273,022	SH		DFND	2,10,20	237,439	0	35,583
HALLIBURTON CO	COM	406216101	1,107,159	41,653,848	SH		DFND	2,5,6,8,10,11,12,13,19,20	37,408,518	592,567	3,652,763
HALLMARK FINL SVCS INC EC	COM NEW	40624Q203	2,404	224,844	SH		DFND	2,20	186,851	0	37,993
HALOZYME THERAPEUTICS INC	COM	40637H109	60,093	4,107,501	SH		DFND	2,5,8,10,20	3,711,495	0	396,006
HAMILTON BEACH BRANDS HLDG C	COM CL A	40701T104	3,409	145,305	SH		DFND	2,5,20	119,607	536	25,162
HAMILTON LANE INC	CL A	407497106	11,468	308,341	SH		DFND	2,5,20	257,617	0	50,724
HANCOCK WHITNEY CORPORATION	COM	410120109	143,499	4,141,377	SH		DFND	2,5,6,8,11,13,20	3,843,622	1,000	296,755
HANESBRANDS INC	COM	410345102	244,189	19,488,329	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	17,532,287	236,838	1,719,204
HANGER INC	COM NEW	41043F208	600	31,636	SH		DFND	2,20	31,636	0	0
ALTRA INDL MOTION CORP	COM	02208R106	34,370	1,357,573	SH		DFND	2,5,6,8,13,20	962,021	199	395,353
HANMI FINL CORP	COM NEW	410495204	24,390	1,238,086	SH		DFND	2,5,8,20	1,135,222	0	102,864
HANNON ARMSTRONG SUST INFR C	COM	41068X100	19,982	1,031,193	SH		DFND	2,5,8,20	846,989	0	184,204
HANOVER INS GROUP INC	COM	410867105	137,631	1,178,653	SH		DFND	2,5,6,8,11,12,13,20	1,119,431	900	58,322
HARBORONE BANCORP INC	COM	41165F101	4,359	274,315	SH		DFND	2,5,20	237,021	0	37,294
HARLEY DAVIDSON INC	COM	412822108	234,300	6,866,951	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	5,967,194	118,821	780,936
HARMONIC INC	COM	413160102	10,203	2,161,609	SH		DFND	2,5,20	1,917,062	0	244,547
HARMONY GOLD MNG LTD	SPONSORED ADR	413216300	156	87,300	SH		DFND	8,20	87,300	0	0
HARRIS CORP DEL	COM	413875105	680,928	5,057,021	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,515,204	72,830	468,987
HARSCO CORP	COM	415864107	44,553	2,243,351	SH		DFND	2,5,8,12,20	1,912,008	3,081	328,262
HARTFORD FINL SVCS GROUP INC	COM	416515104	909,867	20,330,917	SH		DFND	2,5,6,8,10,11,12,13,19,20	14,782,455	4,122,423	1,426,039
ALTRIA GROUP INC	COM	02209S103	3,485,287	69,440,106	SH		DFND	1,2,5,6,8,10,12,13,19,20	62,243,868	1,186,067	6,010,171
HARVARD BIOSCIENCE INC	COM	416906105	1,598	502,435	SH		DFND	2,20	408,199	0	94,236
HASBRO INC	COM	418056107	398,153	4,900,339	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,269,188	130,836	500,315
HAVERTY FURNITURE INC	COM	419596101	11,910	634,195	SH		DFND	2,5,8,20	572,202	0	61,993
HAWAIIAN ELEC INDUSTRIES	COM	419870100	106,143	2,898,494	SH		DFND	2,5,6,8,11,12,13,20	2,725,867	1,256	171,371
HAWAIIAN HOLDINGS INC	COM	419879101	39,444	1,493,518	SH		DFND	2,5,13,20	1,314,641	0	178,877
HAWKINS INC	COM	420261109	13,101	319,918	SH		DFND	2,5,8,20	288,790	349	30,779
HAWTHORN BANCSHARES INC	COM	420476103	403	19,056	SH		DFND	20	1,872	0	17,184
HAYNES INTERNATIONAL INC	COM NEW	420877201	11,099	420,434	SH		DFND	2,5,8,20	378,444	900	41,090
HC2 HLDGS INC	COM	404139107	1,623	614,597	SH		DFND	2,5,20	493,486	0	121,111
HCA HEALTHCARE INC	COM	40412C101	1,441,336	11,581,647	SH		DFND	2,5,6,8,10,11,12,13,19,20	9,915,797	357,150	1,308,700
ALUMINUM CORP CHINA LTD	SPON ADR H SHS	022276109	193	24,618	SH		DFND	5	24,618	0	0
HCI GROUP INC	COM	40416E103	10,182	200,397	SH		DFND	2,5,8,20	175,204	0	25,193
HCP INC	COM	40414L109	794,430	28,443,621	SH		DFND	2,5,6,8,10,11,12,13,19,20	25,216,641	386,080	2,840,900
HD SUPPLY HLDGS INC	COM	40416M105	149,291	3,978,978	SH		DFND	2,5,6,8,10,12,13,19,20	3,085,774	196,616	696,588
HDFC BANK LTD	ADR REPS 3 SHS	40415F101	4,229	40,821	SH		DFND	1,8,20	40,821	0	0
HEALTH INS INNOVATIONS INC	COM CL A	42225K106	5,948	222,524	SH		DFND	2,5,10,20	179,918	0	42,606
HEALTHCARE RLTY TR	COM	421946104	175,673	6,176,957	SH		DFND	2,5,6,8,10,11,13,19,20	5,559,909	29,834	587,214
HEALTHCARE SVCS GRP INC	COM	421906108	96,068	2,390,951	SH		DFND	2,5,6,8,11,13,20	2,005,510	1,025	384,416
HEALTHCARE TR AMER INC	CL A NEW	42225P501	106,238	4,147,898	SH		DFND	2,5,8,10,12,13,19,20	3,506,732	47,490	593,676
HEALTHEQUITY INC	COM	42226A107	99,996	1,676,371	SH		DFND	2,5,6,8,11,13,20	1,502,835	1,200	172,336
HEALTHSTREAM INC	COM	42222N103	19,429	804,499	SH		DFND	2,5,8,10,20	671,413	800	132,286
AMAG PHARMACEUTICALS INC	COM	00163U106	39,261	2,584,646	SH		DFND	2,5,8,10,20	2,405,169	342	179,135
HEARTLAND EXPRESS INC	COM	422347104	25,442	1,390,265	SH		DFND	2,5,8,20	1,227,493	2,724	160,048
HEARTLAND FINL USA INC	COM	42234Q102	32,458	738,528	SH		DFND	2,5,8,20	647,952	0	90,576
HECLA MNG CO	COM	422704106	36,442	15,441,376	SH		DFND	2,5,6,8,20	13,991,871	9,381	1,440,124
HEICO CORP NEW	CL A	422806208	58,899	934,902	SH		DFND	2,5,8,13,20	813,745	1,718	119,439
HEICO CORP NEW	COM	422806109	85,649	1,105,439	SH		DFND	2,5,8,13,20	1,031,307	275	73,857
HEIDRICK & STRUGGLES INTL IN	COM	422819102	18,710	599,886	SH		DFND	2,5,8,20	511,177	5,400	83,309
HELEN OF TROY CORP LTD	COM	G4388N106	118,222	901,221	SH		DFND	2,5,6,8,10,11,13,20	805,860	388	94,973
HELIUS MED TECHNOLOGIES INC	COM CL A	42328V504	2,154	235,113	SH		DFND	2,20	181,373	0	53,740
HELIX ENERGY SOLUTIONS GRP I	COM	42330P107	24,390	4,508,397	SH		DFND	2,5,8,20	4,028,843	3,985	475,569
HELMERICH & PAYNE INC	COM	423452101	284,420	5,932,826	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,078,155	72,406	782,265
AMALGAMATED BK NEW YORK N Y	CLASS A	022663108	3,190	163,611	SH		DFND	2,20	135,361	0	28,250
HEMISPHERE MEDIA GROUP INC	CL A	42365Q103	3,754	309,252	SH		DFND	2,20	257,296	0	51,956
HENRY JACK & ASSOC INC	COM	426281101	430,818	3,405,134	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,873,066	105,216	426,852
HERBALIFE NUTRITION LTD	COM SHS	G4412G101	105,463	1,789,033	SH		DFND	2,5,6,8,12,13,19,20	1,341,527	1,210	446,296
HERBALIFE NUTRITION LTD	NOTE 2.000% 8/1	42703MAB9	27,289	19,733,000	SH		DFND	2,5	19,733,000	0	0
HERC HLDGS INC	COM	42704L104	12,596	484,664	SH		DFND	2,5,8,13,20	405,134	623	78,907
HERITAGE COMMERCE CORP	COM	426927109	11,543	1,017,942	SH		DFND	2,5,20	896,798	0	121,144
HERITAGE CRYSTAL CLEAN INC	COM	42726M106	5,883	255,658	SH		DFND	2,5,20	218,243	0	37,415
HERITAGE FINL CORP WASH	COM	42722X106	37,856	1,273,763	SH		DFND	2,5,8,20	1,108,121	0	165,642
HERITAGE INS HLDGS INC	COM	42727J102	6,155	416,438	SH		DFND	2,5,8,20	342,339	0	74,099
HERON THERAPEUTICS INC	COM	427746102	90,427	3,485,992	SH		DFND	2,5,8,10,20	3,187,625	0	298,367
AARONS INC	COM PAR $0.50	002535300	106,103	2,521,168	SH		DFND	2,5,6,8,10,11,20	2,113,246	804	407,118
AMARIN CORP PLC	SPONS ADR NEW	023111206	30,488	2,241,609	SH		DFND	1,2,5,13	2,235,309	0	6,300
HERSHA HOSPITALITY TR	PR SHS BEN INT	427825500	29,585	1,686,717	SH		DFND	2,5,8,10,20	1,501,922	9,249	175,546
HERSHEY CO	COM	427866108	692,097	6,457,330	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,381,285	128,935	947,110
HERTZ GLOBAL HLDGS INC	COM	42806J106	21,270	1,558,259	SH		DFND	2,5,8,12,13,20	1,376,045	1,871	180,343
HESKA CORP	COM RESTRC NEW	42805E306	18,699	217,183	SH		DFND	2,5,20	193,356	0	23,827
HESS CORP	COM	42809H107	531,745	13,129,518	SH		DFND	2,5,6,8,10,11,12,13,19,20	11,927,134	155,854	1,046,530
HESS CORP	DEP PDF SR A	42809H404	15,645	315,424	SH		DFND	2	315,424	0	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	893,114	67,040,917	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	51,708,719	7,006,381	8,325,817
HEXCEL CORP NEW	COM	428291108	122,671	2,139,369	SH		DFND	2,5,8,13,20	2,007,757	1,771	129,841
HFF INC	CL A	40418F108	36,245	1,093,036	SH		DFND	2,5,8,10,20	924,427	200	168,409
HIBBETT SPORTS INC	COM	428567101	8,059	563,541	SH		DFND	2,5,8,20	484,942	1,262	77,337
AMAZON COM INC	COM	023135106	23,692,139	15,773,900	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	13,829,766	262,163	1,681,971
HIGHPOINT RES CORP	COM	43114K108	18,255	7,331,394	SH		DFND	2,5,20	6,964,540	2,400	364,454
HIGHWOODS PPTYS INC	COM	431284108	168,423	4,353,128	SH		DFND	2,5,6,8,10,11,13,19,20	4,032,162	23,034	297,932
HILL ROM HLDGS INC	COM	431475102	160,776	1,815,648	SH		DFND	2,5,6,8,11,13,20	1,595,392	1,000	219,256
HILLENBRAND INC	COM	431571108	68,921	1,817,047	SH		DFND	2,5,8,10,20	1,545,210	595	271,242
HILLTOP HOLDINGS INC	COM	432748101	36,611	2,053,365	SH		DFND	2,5,8,20	1,824,631	1,279	227,455
HILTON GRAND VACATIONS INC	COM	43283X105	33,387	1,265,157	SH		DFND	2,5,8,13,20	1,105,359	1,690	158,108
HILTON WORLDWIDE HLDGS INC	COM	43300A203	808,953	11,266,759	SH		DFND	2,5,6,8,10,11,12,13,19,20	9,986,671	149,750	1,130,338
HIMAX TECHNOLOGIES INC	SPONSORED ADR	43289P106	687	200,237	SH		DFND	2,5,10,20	200,237	0	0
HINGHAM INSTN SVGS MASS	COM	433323102	4,315	21,821	SH		DFND	2,5,20	18,074	0	3,747
HMS HLDGS CORP	COM	40425J101	73,293	2,605,518	SH		DFND	2,5,8,10,20	1,996,280	2,919	606,319
AMBAC FINL GROUP INC	COM NEW	023139884	21,447	1,243,997	SH		DFND	2,5,8,20	1,081,954	0	162,043
HNI CORP	COM	404251100	48,579	1,371,120	SH		DFND	2,5,6,8,10,11,20	1,204,534	7,217	159,369
HOLLYFRONTIER CORP	COM	436106108	489,054	9,566,790	SH		DFND	2,5,6,8,10,11,12,13,19,20	8,174,608	252,094	1,140,088
HOLLYSYS AUTOMATION TECHNOLO	SHS	G45667105	3,020	172,449	SH		DFND	2,5,20	172,449	0	0
HOLOGIC INC	COM	436440101	443,345	10,786,982	SH		DFND	2,5,6,8,10,11,12,13,19,20	9,424,520	183,485	1,178,977
HOME BANCORP INC	COM	43689E107	5,867	165,735	SH		DFND	2,5,20	117,045	0	48,690
HOME BANCSHARES INC	COM	436893200	116,961	7,157,959	SH		DFND	2,5,6,8,11,13,20	6,595,533	3,300	559,126
HOME DEPOT INC	COM	437076102	8,932,899	51,989,867	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	40,574,542	812,319	10,603,006
HOMESTREET INC	COM	43785V102	16,041	755,562	SH		DFND	2,5,20	622,824	0	132,738
HOMETOWN BANKSHARES CORP	COM	43787N108	201	17,001	SH		DFND	20	0	0	17,001
HOMETRUST BANCSHARES INC	COM	437872104	9,629	367,805	SH		DFND	2,5,20	310,589	0	57,216
AMBARELLA INC	SHS	G037AX101	20,669	590,889	SH		DFND	2,5,8,20	492,242	100	98,547
HOMOLOGY MEDICINES INC	COM	438083107	6,132	274,222	SH		DFND	2,20	229,242	0	44,980
HONDA MOTOR LTD	AMERN SHS	438128308	504	19,059	SH		DFND	2,20	19,059	0	0
HONEYWELL INTL INC	COM	438516106	3,834,638	29,023,904	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	25,700,984	793,778	2,529,142
HOOKER FURNITURE CORP	COM	439038100	5,872	222,916	SH		DFND	2,5,13,20	185,520	0	37,396
HOPE BANCORP INC	COM	43940T109	73,217	6,173,405	SH		DFND	2,5,8,13,20	5,742,438	1,800	429,167
HOPFED BANCORP INC	COM	439734104	179	13,433	SH		DFND	20	1,717	0	11,716
HORACE MANN EDUCATORS CORP N	COM	440327104	46,888	1,252,010	SH		DFND	2,5,8,20	1,002,031	77	249,902
HORIZON BANCORP INC	COM	440407104	12,615	799,434	SH		DFND	2,5,20	590,776	0	208,658
HORIZON GLOBAL CORP	COM	44052W104	52	36,623	SH		DFND	2,20	36,623	0	0
HORIZON PHARMA INVT LTD	NOTE 2.500% 3/1	44052TAB7	12,198	12,200,000	SH		DFND	2,5	12,200,000	0	0
AMBER RD INC	COM	02318Y108	2,890	351,204	SH		DFND	2,20	288,435	0	62,769
HORIZON PHARMA PLC	SHS	G4617B105	70,353	3,600,455	SH		DFND	2,5,8,10,13,20	3,021,318	4,600	574,537
HORMEL FOODS CORP	COM	440452100	1,185,354	27,773,057	SH		DFND	2,5,6,8,10,12,13,19,20	14,276,468	11,392,123	2,104,466
HORNBECK OFFSHORE SVCS INC N	COM	440543106	73	50,514	SH		DFND	2,20	50,514	0	0
HORTONWORKS INC	COM	440894103	20,460	1,418,840	SH		DFND	2,5,8,20	1,200,329	0	218,511
HOSPITALITY PPTYS TR	COM SH BEN INT	44106M102	172,918	7,241,103	SH		DFND	2,5,6,8,10,11,12,13,19,20	6,725,953	38,129	477,021
HOST HOTELS & RESORTS INC	COM	44107P104	778,449	46,013,566	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	40,160,184	879,948	4,973,434
HOSTESS BRANDS INC	CL A	44109J106	27,481	2,512,006	SH		DFND	2,5,8,20	1,563,248	0	948,758
HOUGHTON MIFFLIN HARCOURT CO	COM	44157R109	18,121	2,045,207	SH		DFND	2,5,8,20	1,713,206	5,100	326,901
HOULIHAN LOKEY INC	CL A	441593100	26,812	728,585	SH		DFND	2,5,20	591,820	0	136,765
HOVNANIAN ENTERPRISES INC	CL A	442487203	1,504	2,199,164	SH		DFND	2,5,13,20	1,775,883	0	423,281
AMBEV SA	SPONSORED ADR	02319V103	89,173	22,304,041	SH		DFND	2,5,8,10,13,20	19,895,130	2,083,452	325,459
HOWARD BANCORP INC	COM	442496105	2,948	206,183	SH		DFND	2,20	168,188	0	37,995
HOWARD HUGHES CORP	COM	44267D107	48,966	501,596	SH		DFND	2,5,8,13,20	445,867	560	55,169
HP INC	COM	40434L105	1,506,180	73,051,946	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	55,515,355	8,654,331	8,882,260
HSBC HLDGS PLC	ADR A 1/40PF A	404280604	12,909	500,935	SH		DFND	2	500,935	0	0
HSBC HLDGS PLC	SPON ADR NEW	404280406	1,933	47,030	SH		DFND	1,20	47,030	0	0
HTG MOLECULAR DIAGNOSTICS IN	COM	40434H104	151	59,438	SH		DFND	2,20	59,438	0	0
HUANENG PWR INTL INC	SPON ADR H SHS	443304100	469	18,742	SH		DFND	5,20	18,742	0	0
HUAZHU GROUP LTD	NOTE 0.375%11/0	16949NAC3	14,408	14,834,999	SH		DFND	2,5	14,834,999	0	0
HUAZHU GROUP LTD	SPONSORED ADS	44332N106	63,977	2,210,702	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	1,719,402	67,700	423,600
HUB GROUP INC	CL A	443320106	40,199	1,084,413	SH		DFND	2,5,8,20	918,614	55	165,744
AMC ENTMT HLDGS INC	CL A COM	00165C104	12,424	1,011,743	SH		DFND	2,5,8,20	846,113	320	165,310
HUBBELL INC	COM	443510607	130,655	1,315,228	SH		DFND	2,5,6,8,11,13,20	1,234,069	491	80,668
HUBSPOT INC	COM	443573100	90,820	722,338	SH		DFND	2,5,8,13,20	605,983	800	115,555
HUBSPOT INC	NOTE 0.250% 6/0	443573AB6	16,651	11,591,000	SH		DFND	2,5	11,591,000	0	0
HUDSON GLOBAL INC	COM	443787106	21	15,816	SH		DFND	20	15,816	0	0
HUDSON LTD	COM CL A	G46408103	11,349	661,767	SH		DFND	2,5,20	548,110	0	113,657
HUDSON PAC PPTYS INC	COM	444097109	140,568	4,837,180	SH		DFND	2,5,8,10,13,19,20	4,351,990	36,904	448,286
HUDSON TECHNOLOGIES INC	COM	444144109	26	29,255	SH		DFND	20	29,255	0	0
HUMANA INC	COM	444859102	1,713,499	5,970,895	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,104,784	161,415	704,696
HUNT COS FIN TR INC	COM	44558T100	155	53,229	SH		DFND	20	2,209	0	51,020
HUNT J B TRANS SVCS INC	COM	445658107	335,179	3,602,530	SH		DFND	2,5,6,8,10,11,12,13,19,20	3,097,089	127,577	377,864
AMC NETWORKS INC	CL A	00164V103	63,236	1,152,258	SH		DFND	2,5,6,8,11,13,20	1,084,404	293	67,561
HUNTINGTON BANCSHARES INC	COM	446150104	620,999	51,479,559	SH		DFND	2,5,6,8,10,11,12,13,19,20	46,684,801	668,439	4,126,319
HUNTINGTON INGALLS INDS INC	COM	446413106	613,872	3,225,643	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	1,751,283	1,099,025	375,335
HUNTSMAN CORP	COM	447011107	54,010	2,799,887	SH		DFND	2,5,8,12,13,20	2,509,203	12,636	278,048
HURCO COMPANIES INC	COM	447324104	5,577	156,218	SH		DFND	2,5,20	139,280	0	16,938
HURON CONSULTING GROUP INC	COM	447462102	22,026	429,264	SH		DFND	2,5,8,20	356,192	902	72,170
HUTCHISON CHINA MEDITECH LTD	SPONSORED ADR	44842L103	17,385	752,943	SH		DFND	1,2,5,8,10,11,12,13,20	555,443	25,600	171,900
HUTTIG BLDG PRODS INC	COM	448451104	37	20,713	SH		DFND	2,20	20,713	0	0
HUYA INC	ADS REP SHS A	44852D108	502	32,441	SH		DFND	2,5	32,441	0	0
HYATT HOTELS CORP	COM CL A	448579102	33,125	490,022	SH		DFND	2,5,10,13,20	442,781	0	47,241
HYSTER YALE MATLS HANDLING I	CL A	449172105	12,066	194,732	SH		DFND	2,5,8,20	163,553	536	30,643
AMDOCS LTD	SHS	G02602103	110,164	1,872,815	SH		DFND	2,5,6,8,10,12,13,19,20	1,758,546	0	114,269
I D SYSTEMS INC	COM	449489103	98	17,619	SH		DFND	2,20	17,619	0	0
I3 VERTICALS INC	COM CL A	46571Y107	2,671	110,832	SH		DFND	2,20	90,682	0	20,150
IAC INTERACTIVECORP	COM	44919P508	290,281	1,585,889	SH		DFND	2,5,6,8,10,12,13,19,20	1,244,114	81,753	260,022
IBERIABANK CORP	COM	450828108	148,579	2,296,928	SH		DFND	2,5,8,13,20	2,033,365	474	263,089
ICF INTL INC	COM	44925C103	23,770	366,156	SH		DFND	2,5,8,20	306,684	0	59,472
ICHOR HOLDINGS	SHS	G4740B105	9,913	608,188	SH		DFND	2,5,20	522,636	0	85,552
ICICI BK LTD	ADR	45104G104	87,887	8,540,978	SH		DFND	1,2,5,8,20	8,385,958	0	155,020
ICON PLC	SHS	G4705A100	13,552	104,885	SH		DFND	2,5,8,10,13,19,20	104,402	0	483
ICONIX BRAND GROUP INC	COM	451055107	5	60,862	SH		DFND	20	60,862	0	0
ICU MED INC	COM	44930G107	96,057	418,310	SH		DFND	2,5,6,8,11,13,20	389,398	300	28,612
AMEDISYS INC	COM	023436108	93,440	797,886	SH		DFND	2,5,8,20	686,055	574	111,257
IDACORP INC	COM	451107106	160,784	1,727,745	SH		DFND	2,5,6,8,11,12,13,20	1,452,582	490	274,673
IDEANOMICS INC	COM	45166V106	140	116,369	SH		DFND	2	116,369	0	0
IDERA PHARMACEUTICALS INC	COM PAR	45168K405	1,181	426,217	SH		DFND	2,5,13,20	314,471	0	111,746
IDEX CORP	COM	45167R104	299,118	2,369,064	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,049,449	97,200	222,415
IDEXX LABS INC	COM	45168D104	664,666	3,573,087	SH		DFND	2,5,6,8,10,11,12,13,19,20	3,089,532	71,517	412,038
IDT CORP	CL B NEW	448947507	127	20,437	SH		DFND	2,20	20,437	0	0
IES HLDGS INC	COM	44951W106	2,387	153,534	SH		DFND	2,20	127,805	0	25,729
IHS MARKIT LTD	SHS	G47567105	663,480	13,831,140	SH		DFND	2,5,6,8,10,11,12,13,19,20	12,161,140	235,500	1,434,500
II VI INC	COM	902104108	54,006	1,663,757	SH		DFND	2,5,8,20	1,452,354	308	211,095
IKANG HEALTHCARE GROUP INC	SPONSORED ADR	45174L108	14,634	718,037	SH		DFND	1,2,5,20	714,606	0	3,431
ABB LTD	SPONSORED ADR	000375204	803	42,254	SH		DFND	2,20	42,254	0	0
AMERCO	COM	023586100	62,820	191,169	SH		DFND	2,5,6,8,10,12,13,19,20	137,638	7,083	46,448
ILLINOIS TOOL WKS INC	COM	452308109	1,789,739	14,016,519	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	12,362,120	333,973	1,320,426
ILLUMINA INC	COM	452327109	1,738,204	5,795,367	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,020,041	146,384	628,942
ILLUMINA INC	NOTE 6/1	452327AF6	25,074	20,645,000	SH		DFND	2,5	20,645,000	0	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	21,728	16,600,000	SH		DFND	2,5	16,600,000	0	0
IMAX CORP	COM	45245E109	19,161	1,018,674	SH		DFND	2,5,8,20	849,921	1,600	167,153
IMMERSION CORP	COM	452521107	4,459	497,608	SH		DFND	2,5,20	416,426	0	81,182
IMMUNE DESIGN CORP	COM	45252L103	860	661,776	SH		DFND	2,20	540,027	0	121,749
IMMUNOGEN INC	COM	45253H101	38,882	8,100,371	SH		DFND	2,5,8,10,20	7,599,967	1,976	498,428
IMMUNOMEDICS INC	COM	452907108	78,953	5,532,786	SH		DFND	2,5,8,10,20	5,076,329	3,000	453,457
IMPAC MTG HLDGS INC	COM NEW	45254P508	513	135,739	SH		DFND	2,20	107,750	0	27,989
AMEREN CORP	COM	023608102	816,225	12,513,035	SH		DFND	2,5,6,8,10,11,12,13,19,20	11,024,871	356,003	1,132,161
IMPERVA INC	COM	45321L100	39,311	705,897	SH		DFND	2,5,8,20	594,593	0	111,304
IMPINJ INC	COM	453204109	4,495	308,916	SH		DFND	2,5,20	256,403	0	52,513
INCYTE CORP	COM	45337C102	484,731	7,622,760	SH		DFND	2,5,6,8,10,11,12,13,19,20	6,816,698	95,733	710,329
INDEPENDENCE CONTRACT DRIL I	COM	453415309	1,858	595,444	SH		DFND	2,20	468,932	0	126,512
INDEPENDENCE HLDG CO NEW	COM NEW	453440307	4,316	122,616	SH		DFND	2,10,20	99,848	0	22,768
INDEPENDENCE RLTY TR INC	COM	45378A106	35,073	3,748,673	SH		DFND	2,5,8,10,20	3,332,284	46,700	369,689
INDEPENDENT BANK CORP MASS	COM	453836108	70,721	1,000,469	SH		DFND	1,2,5,8,20	834,472	247	165,750
INDEPENDENT BANK CORP MICH	COM NEW	453838609	15,814	752,322	SH		DFND	2,5,10,20	559,793	0	192,529
INDEPENDENT BK GROUP INC	COM	45384B106	34,061	744,185	SH		DFND	2,5,20	674,443	0	69,742
INDUSTRIAL LOGISTICS PPTYS T	COM SHS BEN INT	456237106	28,661	1,457,088	SH		DFND	2,5,8,10,20	1,193,226	10,438	253,424
AMERESCO INC	CL A	02361E108	4,677	331,726	SH		DFND	2,20	280,329	0	51,397
INFINERA CORPORATION	COM	45667G103	14,074	3,527,352	SH		DFND	2,5,8,20	3,052,798	4,811	469,743
INFINERA CORPORATION	NOTE 2.125% 9/0	45667GAC7	9,161	12,450,000	SH		DFND	2,5	12,450,000	0	0
INFINITY PHARMACEUTICALS INC	COM	45665G303	65	55,289	SH		DFND	20	55,289	0	0
INFORMATION SERVICES GROUP I	COM	45675Y104	2,093	493,547	SH		DFND	2,20	393,202	0	100,345
INFOSYS LTD	SPONSORED ADR	456788108	172,428	18,112,158	SH		DFND	1,2,5,8,10,13,19,20	16,098,433	0	2,013,725
INFRA AND ENERGY ALTRNTIVE I	COM	45686J104	1,899	231,905	SH		DFND	2,20	185,805	0	46,100
INFRAREIT INC	COM	45685L100	18,946	890,877	SH		DFND	2,5,8,19,20	735,031	0	155,846
ING GROEP N V	SPONSORED ADR	456837103	154	14,463	SH		DFND	2,20	14,463	0	0
INGERSOLL-RAND PLC	SHS	G47791101	914,724	10,026,571	SH		DFND	2,5,6,8,10,11,12,13,19,20	8,742,505	177,709	1,106,357
INGEVITY CORP	COM	45688C107	104,549	1,249,244	SH		DFND	2,5,8,13,20	1,016,560	1,113	231,571
AMERICA MOVIL SAB DE CV	SPON ADR L SHS	02364W105	18,029	1,265,191	SH		DFND	1,5,8,13,20	1,110,596	0	154,595
INGLES MKTS INC	CL A	457030104	10,292	378,091	SH		DFND	2,5,8,10,20	327,351	0	50,740
INGREDION INC	COM	457187102	263,951	2,868,467	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,539,760	91,276	237,431
INNERWORKINGS INC	COM	45773Y105	3,039	812,452	SH		DFND	2,5,8,20	680,469	0	131,983
INNOPHOS HOLDINGS INC	COM	45774N108	15,297	623,618	SH		DFND	2,5,8,10,20	542,115	400	81,103
INNOSPEC INC	COM	45768S105	45,798	741,549	SH		DFND	2,5,8,20	582,313	400	158,836
INNOVATE BIOPHARMACEUTICLS I	COM PAR	45782F105	586	253,569	SH		DFND	2,5,20	214,572	0	38,997
INNOVATIVE INDL PPTYS INC	COM	45781V101	6,596	144,262	SH		DFND	2,20	117,662	0	26,600
INNOVIVA INC	COM	45781M101	40,156	2,301,179	SH		DFND	2,5,8,20	1,935,850	2,787	362,542
INOGEN INC	COM	45780L104	74,467	599,717	SH		DFND	2,5,6,8,11,20	542,833	200	56,684
INOVALON HLDGS INC	COM CL A	45781D101	17,897	1,262,156	SH		DFND	2,5,8,20	1,048,478	0	213,678
AMERICAN AIRLS GROUP INC	COM	02376R102	453,626	14,127,265	SH		DFND	2,5,6,8,10,11,12,13,19,20	12,284,410	83,275	1,759,580
INOVIO PHARMACEUTICALS INC	COM NEW	45773H201	13,474	3,368,559	SH		DFND	2,5,8,20	3,114,672	0	253,887
INPHI CORP	COM	45772F107	35,196	1,094,740	SH		DFND	2,5,8,20	957,934	0	136,806
INSEEGO CORP	COM	45782B104	320	77,094	SH		DFND	2,20	77,094	0	0
INSIGHT ENTERPRISES INC	COM	45765U103	44,557	1,093,429	SH		DFND	2,5,8,20	957,621	65	135,743
INSMED INC	COM PAR $.01	457669307	43,463	3,312,730	SH		DFND	2,5,8,10,20	3,067,959	2,000	242,771
INSMED INC	NOTE 1.750% 1/1	457669AA7	9,354	13,175,000	SH		DFND	2,5	13,175,000	0	0
INSPERITY INC	COM	45778Q107	110,864	1,187,508	SH		DFND	2,5,6,8,10,11,20	1,040,689	500	146,319
INSPIRE MED SYS INC	COM	457730109	8,331	197,178	SH		DFND	2,20	162,668	0	34,510
INSPIRED ENTMT INC	COM	45782N108	85	17,726	SH		DFND	2,20	17,726	0	0
INSTALLED BLDG PRODS INC	COM	45780R101	23,273	690,796	SH		DFND	2,5,8,20	616,725	0	74,071
AMERICAN ASSETS TR INC	COM	024013104	66,050	1,644,252	SH		DFND	2,5,8,10,20	1,417,763	8,875	217,614
INSTEEL INDUSTRIES INC	COM	45774W108	12,224	502,850	SH		DFND	2,5,20	446,407	0	56,443
INSTRUCTURE INC	COM	45781U103	26,013	693,502	SH		DFND	2,5,8,20	567,533	0	125,969
INSULET CORP	COM	45784P101	69,804	880,029	SH		DFND	2,5,8,13,20	740,479	803	138,747
INSYS THERAPEUTICS INC NEW	COM NEW	45824V209	1,638	468,121	SH		DFND	2,5,8,20	391,772	0	76,349
INTEGER HLDGS CORP	COM	45826H109	74,328	974,661	SH		DFND	2,5,8,10,20	840,481	343	133,837
INTEGRA LIFESCIENCES HLDGS C	COM NEW	457985208	90,246	2,001,012	SH		DFND	2,5,6,8,11,13,20	1,701,929	474	298,609
INTEGRATED DEVICE TECHNOLOGY	COM	458118106	194,922	4,024,824	SH		DFND	2,5,6,8,11,13,20	3,621,980	2,934	399,910
INTEGRATED DEVICE TECHNOLOGY	NOTE 0.875%11/1	458118AC0	17,001	11,025,000	SH		DFND	2,5	11,025,000	0	0
INTEL CORP	COM	458140100	9,021,785	192,239,189	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	160,133,872	5,680,058	26,425,259
INTELLIA THERAPEUTICS INC	COM	45826J105	31,592	2,314,430	SH		DFND	2,5,10,20	2,141,449	0	172,981
AMERICAN AXLE & MFG HLDGS IN	COM	024061103	35,263	3,176,831	SH		DFND	2,5,8,20	2,787,328	3,329	386,174
INTELSAT S A	COM	L5140P101	19,737	922,740	SH		DFND	2,5,20	773,437	0	149,303
INTER PARFUMS INC	COM	458334109	31,254	474,667	SH		DFND	2,5,8,20	412,685	0	61,982
INTERACTIVE BROKERS GROUP IN	COM CL A	45841N107	93,527	1,711,375	SH		DFND	2,5,6,8,11,13,20	1,632,245	625	78,505
INTERCEPT PHARMACEUTICALS IN	COM	45845P108	93,462	927,297	SH		DFND	2,5,8,10,20	844,898	500	81,899
INTERCEPT PHARMACEUTICALS IN	NOTE 3.250% 7/0	45845PAA6	12,943	13,850,000	SH		DFND	2,5	13,850,000	0	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	1,838,298	24,403,272	SH		DFND	2,5,6,8,10,11,12,13,19,20	21,302,880	395,190	2,705,202
INTERCONTINENTAL HOTELS GROU	SPONSORED ADR	45857P707	234	4,289	SH		DFND	20	4,289	0	0
INTERDIGITAL INC	COM	45867G101	77,519	1,166,927	SH		DFND	2,5,6,8,11,13,20	1,039,810	498	126,619
INTERFACE INC	COM	458665304	24,633	1,728,662	SH		DFND	2,5,8,10,20	1,471,544	2,324	254,794
INTERNAP CORP	COM PAR	45885A409	1,443	347,612	SH		DFND	2,5,20	292,593	0	55,019
AMERICAN CAMPUS CMNTYS INC	COM	024835100	238,786	5,769,177	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,345,024	31,356	392,797
INTERNATIONAL BANCSHARES COR	COM	459044103	72,227	2,099,631	SH		DFND	2,5,6,8,10,11,20	1,894,252	270	205,109
INTERNATIONAL BUSINESS MACHS	COM	459200101	6,105,347	53,711,151	SH		DFND	2,5,6,8,10,11,12,13,19,20	34,093,755	9,469,038	10,148,358
INTERNATIONAL FLAVORS&FRAGRA	COM	459506101	553,563	4,100,591	SH		DFND	2,5,6,8,10,11,12,13,19,20	3,511,881	48,974	539,736
INTERNATIONAL FLAVORS&FRAGRA	UNIT 09/15/2021	459506309	20,770	407,500	SH		DFND	2	407,500	0	0
INTERNATIONAL GAME TECHNOLOG	SHS USD	G4863A108	15,370	1,050,610	SH		DFND	2,5,8,10,12,13,20	942,033	0	108,577
INTERNATIONAL SEAWAYS INC	COM	Y41053102	7,607	451,727	SH		DFND	2,5,20	371,389	0	80,338
INTERNATIONAL SPEEDWAY CORP	CL A	460335201	34,429	784,984	SH		DFND	2,5,6,8,11,20	702,286	375	82,323
INTERPUBLIC GROUP COS INC	COM	460690100	362,064	17,550,351	SH		DFND	2,5,6,8,10,11,12,13,19,20	15,006,049	715,835	1,828,467
INTERSECT ENT INC	COM	46071F103	18,701	663,634	SH		DFND	2,5,8,20	568,889	0	94,745
INTERXION HOLDING N.V	SHS	N47279109	20,219	373,324	SH		DFND	2,5,8,13,20	277,582	629	95,113
AMERICAN EAGLE OUTFITTERS NE	COM	02553E106	107,099	5,540,567	SH		DFND	2,5,6,8,10,11,12,13,20	4,949,061	1,874	589,632
INTEVAC INC	COM	461148108	91	17,317	SH		DFND	2,5,20	17,317	0	0
INTL FCSTONE INC	COM	46116V105	15,908	434,885	SH		DFND	2,5,8,20	385,466	0	49,419
INTL PAPER CO	COM	460146103	1,001,786	24,821,264	SH		DFND	2,5,6,8,10,11,12,13,19,20	15,260,970	7,990,368	1,569,926
INTRA CELLULAR THERAPIES INC	COM	46116X101	11,674	1,024,944	SH		DFND	2,5,8,20	845,950	0	178,994
INTREPID POTASH INC	COM	46121Y102	4,341	1,669,431	SH		DFND	2,5,20	1,419,338	0	250,093
INTREXON CORP	COM	46122T102	30,487	4,661,615	SH		DFND	2,5,8,20	4,431,896	1,500	228,219
INTRICON CORP	COM	46121H109	4,712	178,634	SH		DFND	2,10,20	102,605	0	76,029
INTUIT	COM	461202103	2,059,168	10,460,596	SH		DFND	2,5,6,8,10,11,12,13,19,20	8,984,732	383,372	1,092,492
INTUITIVE SURGICAL INC	COM NEW	46120E602	2,201,355	4,596,499	SH		DFND	2,5,6,8,10,11,12,13,19,20	3,985,241	119,398	491,860
INVACARE CORP	COM	461203101	3,944	917,273	SH		DFND	2,5,8,20	808,582	1,138	107,553
AMERICAN ELEC PWR INC	COM	025537101	1,837,819	24,589,500	SH		DFND	2,5,6,8,10,11,12,13,19,20	21,827,037	367,996	2,394,467
INVESCO ACTIVELY MANAGD ETF	OPTIMUM YIELD	46090F100	64,091	4,252,880	SH		DFND	2,19,20	4,252,880	0	0
INVESCO DB COMMDY INDX TRCK	UNIT	46138B103	2,111	145,664	SH		DFND	8	145,664	0	0
INVESCO LTD	SHS	G491BT108	309,051	18,461,851	SH		DFND	2,5,6,8,10,11,12,13,19,20	16,440,615	264,943	1,756,293
INVESCO MORTGAGE CAPITAL INC	COM	46131B100	48,296	3,242,634	SH		DFND	2,5,8,13,20	2,836,453	600	405,581
INVESTAR HLDG CORP	COM	46134L105	4,075	163,992	SH		DFND	2,13,20	120,986	0	43,006
INVESTMENT TECHNOLOGY GRP NE	COM	46145F105	27,141	897,534	SH		DFND	2,5,8,20	784,275	2,153	111,106
INVESTORS BANCORP INC NEW	COM	46146L101	119,153	11,457,036	SH		DFND	2,5,8,13,20	10,475,111	5,800	976,125
INVESTORS REAL ESTATE TR	SH BEN INT	461730509	14,797	297,362	SH		DFND	2,5,8,10,20	243,075	2,997	51,290
INVESTORS TITLE CO	COM	461804106	4,040	22,864	SH		DFND	2,5,20	18,590	0	4,274
INVITAE CORP	COM	46185L103	38,542	3,484,806	SH		DFND	2,5,8,20	3,249,586	0	235,220
ABBOTT LABS	COM	002824100	5,078,705	70,215,745	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	61,675,440	1,184,295	7,356,010
AMERICAN EQTY INVT LIFE HLD	COM	025676206	77,927	2,789,090	SH		DFND	2,5,8,12,13,20	2,480,184	2,200	306,706
INVITATION HOMES INC	COM	46187W107	235,575	11,731,829	SH		DFND	2,5,6,8,10,12,13,19,20	10,034,601	221,734	1,475,494
ION GEOPHYSICAL CORP	COM NEW	462044207	855	165,103	SH		DFND	2,20	132,713	0	32,390
IOVANCE BIOTHERAPEUTICS INC	COM	462260100	39,641	4,479,252	SH		DFND	2,5,8,10,20	4,181,465	0	297,787
IPG PHOTONICS CORP	COM	44980X109	156,076	1,377,665	SH		DFND	2,5,6,8,10,11,12,13,19,20	1,173,574	36,477	167,614
IQIYI INC	SPONSORED ADS	46267X108	4,752	319,587	SH		DFND	2,5,6,8,19	319,587	0	0
IQVIA HLDGS INC	COM	46266C105	754,490	6,494,706	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,726,638	89,177	678,891
IRADIMED CORP	COM	46266A109	1,470	60,085	SH		DFND	2,20	49,985	0	10,100
IRHYTHM TECHNOLOGIES INC	COM	450056106	38,719	557,266	SH		DFND	2,5,8,20	486,311	0	70,955
IRIDIUM COMMUNICATIONS INC	COM	46269C102	50,477	2,735,855	SH		DFND	2,5,8,20	2,400,600	0	335,255
IROBOT CORP	COM	462726100	82,184	981,415	SH		DFND	2,5,8,20	888,720	1,000	91,695
AMERICAN EXPRESS CO	COM	025816109	3,457,337	36,270,843	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	26,904,674	533,538	8,832,631
IRON MTN INC NEW	COM	46284V101	378,858	11,475,463	SH		DFND	2,5,6,8,10,11,12,13,19,20	10,003,357	156,252	1,315,854
IRONWOOD PHARMACEUTICALS INC	COM CL A	46333X108	55,436	5,350,925	SH		DFND	2,5,8,10,20	4,909,505	3,300	438,120
ISHARES INC	CORE MSCI EMKT	46434G103	243,012	5,154,027	SH		DFND	1,2,20	5,154,027	0	0
ISHARES INC	MSCI CDA ETF	464286509	30,672	1,280,119	SH		DFND	1,2	1,280,119	0	0
ISHARES INC	MSCI FRNTR100ETF	464286145	785	30,000	SH		DFND	10	0	0	30,000
ISHARES INC	MSCI GBL ETF NEW	46434G848	1,349	50,000	SH		DFND	10	0	0	50,000
ISHARES INC	MSCI JPN ETF NEW	46434G822	6,476	127,761	SH		DFND	12	0	0	127,761
ISHARES INC	MSCI PAC JP ETF	464286665	8,155	200,363	SH		DFND	12	0	0	200,363
ISHARES INC	MSCI STH KOR ETF	464286772	2,526	42,920	SH		DFND	20	42,920	0	0
ISHARES S&P GSCI COMMODITY I	UNIT BEN INT	46428R107	2,762	197,000	SH		DFND	10	0	0	197,000
AMERICAN FIN TR INC	COM CLASS A	02607T109	1,883	141,400	SH		DFND	8,20	113,900	0	27,500
ISHARES TR	1 3 YR TREAS BD	464287457	164,602	1,968,450	SH		DFND	2	1,968,450	0	0
ISHARES TR	20 YR TR BD ETF	464287432	62,323	512,902	SH		DFND	2	512,902	0	0
ISHARES TR	3 7 YR TREAS BD	464288661	26,956	221,936	SH		DFND	1,2	221,936	0	0
ISHARES TR	BARCLAYS 7 10 YR	464287440	117,131	1,124,102	SH		DFND	1,2	1,124,102	0	0
ISHARES TR	CORE MSCI EAFE	46432F842	932	16,952	SH		DFND	1	16,952	0	0
ISHARES TR	CORE S&P MCP ETF	464287507	83,250	501,322	SH		DFND	1,2	485,316	16,005	1
ISHARES TR	CORE S&P SCP ETF	464287804	214,433	3,093,379	SH		DFND	1,2,20	3,092,071	1,308	0
ISHARES TR	CORE S&P500 ETF	464287200	3,147	12,494	SH		DFND	1,6	12,494	0	0
ISHARES TR	CORE US AGGBD ET	464287226	1,926	18,085	SH		DFND	1,20	3,012	0	15,073
ISHARES TR	EAFE SML CP ETF	464288273	57,510	1,109,806	SH		DFND	1,6,20	854,006	0	255,800
AMERICAN FINL GROUP INC OHIO	COM	025932104	251,712	2,780,427	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,428,897	53,817	297,713
ISHARES TR	FLTG RATE NT ETF	46429B655	9,581	190,242	SH		DFND	1	190,242	0	0
ISHARES TR	INTRM GOV CR ETF	464288612	17,611	162,733	SH		DFND	1	35,050	127,683	0
ISHARES TR	INTRM TR CRP ETF	464288638	1,470	28,051	SH		DFND	1	28,051	0	0
ISHARES TR	MIN VOL USA ETF	46429B697	493	9,416	SH		DFND	1	9,416	0	0
ISHARES TR	MSCI ACWI ETF	464288257	10,962	170,857	SH		DFND	6	0	0	170,857
ISHARES TR	MSCI ACWI EXUS	46435G847	1,904	79,771	SH		DFND	12	79,771	0	0
ISHARES TR	MSCI EAFE ETF	464287465	398,699	6,782,908	SH		DFND	1,2,6,20	6,726,824	0	56,084
ISHARES TR	MSCI EMG MKT ETF	464287234	28,086	719,047	SH		DFND	1,6	2,217	0	716,830
ISHARES TR	MSCI INDIA ETF	46429B598	79,775	2,391,691	SH		DFND	5,6,8,20	752,877	0	1,638,814
ISHARES TR	MSCI INDIA SM CP	46429B614	18,004	466,800	SH		DFND	20	0	0	466,800
AMERICAN HOMES 4 RENT	CL A	02665T306	156,149	7,847,028	SH		DFND	2,5,8,10,13,19,20	7,038,748	62,550	745,730
ISHARES TR	RUS 1000 ETF	464287622	2,230	16,078	SH		DFND	1,6	15,378	0	700
ISHARES TR	RUS 2000 VAL ETF	464287630	1,895	17,624	SH		DFND	20	99	0	17,525
ISHARES TR	RUS MID CAP ETF	464287499	225	4,840	SH		DFND	1	4,840	0	0
ISHARES TR	RUSSELL 2000 ETF	464287655	33,832	252,666	SH		DFND	1,6	122,677	0	129,989
ISHARES TR	RUSSELL 3000 ETF	464287689	21,510	146,406	SH		DFND	1	145,362	0	1,044
ISHARES TR	SELECT DIVID ETF	464287168	1,618	18,114	SH		DFND	1	18,114	0	0
ISHARES TR	TIPS BD ETF	464287176	196,389	1,793,342	SH		DFND	1,2,20	1,793,342	0	0
ISIS PHARMACEUTICALS INC DEL	COM	462222100	137,051	2,535,169	SH		DFND	2,5,8,13,20	2,343,665	1,805	189,699
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	21,916	20,415,000	SH		DFND	2,5	20,415,000	0	0
ISORAY INC	COM	46489V104	3	10,577	SH		DFND	20	10,577	0	0
AMERICAN INTL GROUP INC	COM NEW	026874784	1,518,354	38,527,125	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	34,239,771	597,556	3,689,798
ISRAMCO INC	COM NEW	465141406	1,780	15,017	SH		DFND	2,20	13,202	0	1,815
ISTAR INC	COM	45031U101	18,813	2,051,572	SH		DFND	2,5,8,20	1,720,927	4,567	326,078
ITAU CORPBANCA	SPONSORED ADR	45033E105	1,843	131,810	SH		DFND	2,5,20	130,110	0	1,700
ITAU UNIBANCO HLDG SA	SPON ADR REP PFD	465562106	213,635	23,357,628	SH		DFND	2,5,8,10,13,20	20,248,762	2,139,148	969,718
ITERIS INC	COM	46564T107	1,321	354,065	SH		DFND	2,20	297,493	0	56,572
ITRON INC	COM	465741106	44,028	931,012	SH		DFND	2,5,8,20	815,086	343	115,583
ITT INC	COM	45073V108	102,357	2,120,517	SH		DFND	2,5,6,8,11,13,20	2,006,615	1,092	112,810
ITURAN LOCATION AND CONTROL	SHS	M6158M104	3,297	102,127	SH		DFND	2,5,8,20	86,149	0	15,978
J & J SNACK FOODS CORP	COM	466032109	62,149	428,343	SH		DFND	2,5,8,20	364,117	500	63,726
J ALEXANDERS HLDGS INC	COM	46609J106	1,964	238,591	SH		DFND	2,5,20	206,301	0	32,290
AMERICAN NATL BANKSHARES INC	COM	027745108	4,543	155,015	SH		DFND	2,5,13,20	129,020	0	25,995
J JILL INC	COM	46620W102	1,259	236,242	SH		DFND	2,20	199,716	0	36,526
J2 GLOBAL INC	COM	48123V102	105,653	1,522,814	SH		DFND	2,5,6,8,10,11,13,20	1,351,649	882	170,283
J2 GLOBAL INC	NOTE 3.250% 6/1	48123VAC6	14,533	12,765,000	SH		DFND	2,5	12,765,000	0	0
JABIL INC	COM	466313103	136,958	5,524,725	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,232,630	55,352	236,743
JACK IN THE BOX INC	COM	466367109	63,883	822,921	SH		DFND	2,5,6,8,11,20	738,768	161	83,992
JACOBS ENGR GROUP INC DEL	COM	469814107	560,651	9,590,343	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,291,459	4,763,199	535,685
JAGGED PEAK ENERGY INC	COM	47009K107	27,196	2,982,065	SH		DFND	2,5,20	2,782,485	0	199,580
JAKKS PAC INC	COM	47012E106	18	12,513	SH		DFND	20	12,513	0	0
JAMES HARDIE INDS PLC	SPONSORED ADR	47030M106	570	48,200	SH		DFND	8,20	48,200	0	0
JAMES RIV GROUP LTD	COM	G5005R107	25,965	710,602	SH		DFND	2,5,8,20	617,081	0	93,521
AMERICAN NATL INS CO	COM	028591105	18,342	144,156	SH		DFND	2,5,8,13,20	130,121	0	14,035
JANUS HENDERSON GROUP PLC	ORD SHS	G4474Y214	50,234	2,424,433	SH		DFND	2,5,6,8,11,12,13,19,20	2,368,978	2,845	52,610
JAZZ INVESTMENTS I LTD	NOTE 1.500% 8/1	472145AD3	17,607	19,450,000	SH		DFND	2,5	19,450,000	0	0
JAZZ INVESTMENTS I LTD	NOTE 1.875% 8/1	472145AB7	19,914	20,472,000	SH		DFND	2,5	20,472,000	0	0
JAZZ PHARMACEUTICALS PLC	SHS USD	G50871105	171,667	1,384,859	SH		DFND	2,5,6,8,10,12,13,19,20	1,067,009	55,833	262,017
JBG SMITH PPTYS	COM	46590V100	141,459	4,026,566	SH		DFND	2,5,6,8,10,11,13,20	3,748,695	24,777	253,094
JD COM INC	SPON ADR CL A	47215P106	305,673	14,604,534	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	11,580,736	460,008	2,563,790
JEFFERIES FINL GROUP INC	COM	47233W109	222,562	12,820,387	SH		DFND	2,5,6,8,10,11,12,13,19,20	11,087,841	200,285	1,532,261
JELD-WEN HLDG INC	COM	47580P103	19,339	1,360,955	SH		DFND	2,5,8,20	1,139,507	0	221,448
JERNIGAN CAP INC	COM	476405105	9,536	472,887	SH		DFND	2,5,20	420,808	0	52,079
JETBLUE AIRWAYS CORP	COM	477143101	113,184	7,047,564	SH		DFND	2,5,6,11,13,20	6,706,508	0	341,056
AMERICAN OUTDOOR BRANDS CORP	COM	02874P103	12,870	1,000,743	SH		DFND	2,5,8,20	847,055	2,400	151,288
JINKOSOLAR HLDG CO LTD	SPONSORED ADR	47759T100	3,866	390,869	SH		DFND	1,2,5,20	390,869	0	0
JOHN BEAN TECHNOLOGIES CORP	COM	477839104	67,415	938,792	SH		DFND	2,5,8,13,20	751,314	321	187,157
JOHNSON & JOHNSON	COM	478160104	19,573,828	151,676,311	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	96,007,412	38,871,200	16,797,699
JOHNSON CTLS INTL PLC	SHS	G51502105	1,095,884	36,640,444	SH		DFND	2,5,6,8,10,11,12,13,19,20	32,257,598	500,034	3,882,812
JOHNSON OUTDOORS INC	CL A	479167108	6,236	106,163	SH		DFND	2,5,20	85,095	0	21,068
JONES LANG LASALLE INC	COM	48020Q107	193,341	1,527,182	SH		DFND	2,5,6,8,10,11,12,13,19,20	1,286,041	55,916	185,225
JOUNCE THERAPEUTICS INC	COM	481116101	812	240,879	SH		DFND	2,20	202,585	0	38,294
JPMORGAN CHASE & CO	COM	46625H100	14,687,423	150,455,060	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	128,326,641	2,591,367	19,537,052
JUMEI INTL HLDG LTD	SPONSORED ADR	48138L107	513	280,155	SH		DFND	2,5,20	280,155	0	0
JUNIPER NETWORKS INC	COM	48203R104	396,386	14,730,060	SH		DFND	2,5,6,8,10,11,12,13,19,20	12,773,877	353,274	1,602,909
AMERICAN PUBLIC EDUCATION IN	COM	02913V103	14,176	498,092	SH		DFND	2,5,8,20	432,083	0	66,009
JUPAI HLDGS LTD	ADS	48205B107	66	15,103	SH		DFND	2	15,103	0	0
K12 INC	COM	48273U102	25,060	1,010,892	SH		DFND	2,5,8,20	586,874	0	424,018
KADANT INC	COM	48282T104	17,436	214,040	SH		DFND	2,5,8,20	179,852	0	34,188
KADMON HLDGS INC	COM	48283N106	2,827	1,359,294	SH		DFND	2,20	1,092,394	0	266,900
KAISER ALUMINUM CORP	COM PAR $0.01	483007704	53,907	603,728	SH		DFND	2,5,6,8,10,13,20	533,344	100	70,284
KALA PHARMACEUTICALS INC	COM	483119103	993	203,014	SH		DFND	2,20	175,784	0	27,230
KAMAN CORP	COM	483548103	47,273	839,868	SH		DFND	2,5,8,20	747,032	0	92,836
KANDI TECHNOLOGIES GROUP INC	COM	483709101	167	45,931	SH		DFND	2	45,931	0	0
KANSAS CITY SOUTHERN	COM NEW	485170302	409,252	4,271,493	SH		DFND	2,5,6,8,10,11,12,13,19,20	3,753,221	97,798	420,474
KAR AUCTION SVCS INC	COM	48238T109	85,575	1,780,377	SH		DFND	2,5,8,13,20	1,573,563	1,500	205,314
ABBVIE INC	COM	00287Y109	5,924,733	64,266,543	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	56,687,676	1,138,511	6,440,356
AMERICAN RENAL ASSOCIATES HO	COM	029227105	2,553	221,628	SH		DFND	2,20	182,383	0	39,245
KARYOPHARM THERAPEUTICS INC	COM	48576U106	23,644	2,523,375	SH		DFND	2,5,20	2,340,963	0	182,412
KB FINANCIAL GROUP INC	SPONSORED ADR	48241A105	3,678	87,602	SH		DFND	2,5,20	84,012	0	3,590
KB HOME	COM	48666K109	50,575	2,647,915	SH		DFND	2,5,6,8,11,20	2,331,131	309	316,475
KBR INC	COM	48242W106	67,130	4,399,301	SH		DFND	2,5,6,8,10,11,12,20	3,963,646	804	434,851
KEANE GROUP INC	COM	48669A108	12,894	1,576,310	SH		DFND	2,5,20	1,393,306	0	183,004
KEARNY FINL CORP MD	COM	48716P108	25,722	2,006,422	SH		DFND	2,5,6,8,20	1,670,177	0	336,245
KELLOGG CO	COM	487836108	691,539	12,130,140	SH		DFND	2,5,6,8,10,11,12,13,19,20	10,203,064	239,584	1,687,492
KELLY SVCS INC	CL A	488152208	20,517	1,001,794	SH		DFND	2,5,8,20	887,063	1,753	112,978
KEMET CORP	COM NEW	488360207	28,421	1,620,355	SH		DFND	2,5,8,10,20	1,359,331	0	261,024
KEMPER CORP DEL	COM	488401100	127,270	1,917,287	SH		DFND	2,5,6,8,11,13,20	1,750,571	954	165,762
AMERICAN RLTY INVS INC	COM	029174109	154	12,726	SH		DFND	2,20	9,051	0	3,675
KENNAMETAL INC	COM	489170100	84,825	2,548,826	SH		DFND	2,5,6,8,11,20	2,233,361	5,460	310,005
KENNEDY-WILSON HLDGS INC	COM	489398107	48,264	2,626,176	SH		DFND	2,5,8,20	2,152,499	2,500	471,177
KEURIG DR PEPPER INC	COM	49271V100	67,259	2,623,225	SH		DFND	2,5,6,8,10,12,13,19,20	2,428,686	4,050	190,489
KEY ENERGY SVCS INC DEL	COM	49309J103	335	161,731	SH		DFND	2,20	138,625	0	23,106
KEYCORP NEW	COM	493267108	740,201	50,081,236	SH		DFND	2,5,6,8,10,11,12,13,19,20	44,975,231	713,232	4,392,773
KEYSIGHT TECHNOLOGIES INC	COM	49338L103	441,907	7,118,352	SH		DFND	2,5,6,8,10,11,12,13,19,20	6,144,840	123,340	850,172
KEYW HLDG CORP	COM	493723100	10,990	1,642,763	SH		DFND	2,5,8,20	1,477,042	0	165,721
KEZAR LIFE SCIENCES INC	COM	49372L100	1,720	72,879	SH		DFND	2,20	61,679	0	11,200
KFORCE INC	COM	493732101	15,798	510,933	SH		DFND	2,5,8,10,20	395,732	0	115,201
KILROY RLTY CORP	COM	49427F108	263,164	4,155,450	SH		DFND	2,5,6,8,10,11,13,19,20	3,845,219	23,655	286,576
AMERICAN SOFTWARE INC	CL A	029683109	5,971	571,425	SH		DFND	2,5,20	494,557	0	76,868
KIMBALL ELECTRONICS INC	COM	49428J109	9,855	636,200	SH		DFND	2,5,8,20	550,682	44	85,474
KIMBALL INTL INC	CL B	494274103	10,336	724,335	SH		DFND	2,5,8,20	592,165	59	132,111
KIMBERLY CLARK CORP	COM	494368103	2,062,574	17,950,528	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	15,811,857	262,725	1,875,946
KIMCO RLTY CORP	COM	49446R109	379,375	25,414,996	SH		DFND	2,5,6,8,10,11,12,13,19,20	22,362,638	377,497	2,674,861
KINDER MORGAN INC DEL	COM	49456B101	1,464,731	95,236,094	SH		DFND	2,5,6,8,10,11,12,13,19,20	85,872,155	1,097,869	8,266,070
KINDRED BIOSCIENCES INC	COM	494577109	4,977	454,528	SH		DFND	2,20	361,162	0	93,366
KINGSTONE COS INC	COM	496719105	2,530	142,991	SH		DFND	2,20	122,552	0	20,439
KINIKSA PHARMACEUTICALS LTD	COM CL A	G5269C101	2,296	81,724	SH		DFND	2,20	67,624	0	14,100
KINSALE CAP GROUP INC	COM	49714P108	21,587	388,542	SH		DFND	2,5,8,20	328,413	0	60,129
KIRBY CORP	COM	497266106	89,856	1,333,962	SH		DFND	2,5,6,8,11,13,20	1,259,103	0	74,859
AMERICAN STS WTR CO	COM	029899101	176,867	2,638,233	SH		DFND	2,5,8,13,19,20	2,510,177	200	127,856
KIRKLANDS INC	COM	497498105	3,692	387,438	SH		DFND	2,20	339,388	0	48,050
KITE RLTY GROUP TR	COM NEW	49803T300	50,597	3,591,007	SH		DFND	2,5,8,10,20	3,141,535	19,512	429,960
KKR & CO INC	CL A	48251W104	19,131	974,570	SH		DFND	2,20	440,642	0	533,928
KKR REAL ESTATE FIN TR INC	COM	48251K100	7,714	395,035	SH		DFND	2,5,20	326,346	0	68,689
KLA-TENCOR CORP	COM	482480100	584,154	6,527,590	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,667,336	170,265	689,989
KLX ENERGY SERVICS HOLDNGS I	COM	48253L106	15,930	679,319	SH		DFND	2,5,8,20	610,357	254	68,708
KNIGHT SWIFT TRANSN HLDGS IN	CL A	499049104	103,918	4,145,102	SH		DFND	2,5,6,8,10,11,12,13,19,20	3,486,433	91,959	566,710
KNOLL INC	COM NEW	498904200	18,538	1,124,877	SH		DFND	2,5,8,10,20	880,444	1,800	242,633
KNOWLES CORP	COM	49926D109	33,164	2,491,630	SH		DFND	1,2,5,8,10,20	2,179,087	3,428	309,115
KODIAK SCIENCES INC	COM	50015M109	651	91,677	SH		DFND	2,20	56,177	0	35,500
AMERICAN TOWER CORP NEW	COM	03027X100	2,849,243	17,916,697	SH		DFND	2,5,6,8,10,11,12,13,19,20	15,848,239	242,382	1,826,076
KOHLS CORP	COM	500255104	570,036	8,592,642	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	7,172,862	259,504	1,160,276
KONA GRILL INC	COM	50047H201	11	10,880	SH		DFND	20	10,880	0	0
KONINKLIJKE PHILIPS N V	NY REG SH NEW	500472303	697	19,841	SH		DFND	1,2,20	19,841	0	0
KOPIN CORP	COM	500600101	1,621	1,622,652	SH		DFND	2,5,20	1,421,972	0	200,680
KOPPERS HOLDINGS INC	COM	50060P106	21,191	1,243,590	SH		DFND	2,5,8,20	506,006	800	736,784
KOREA ELECTRIC PWR	SPONSORED ADR	500631106	4,994	338,596	SH		DFND	2,5	338,596	0	0
KORN FERRY INTL	COM NEW	500643200	64,157	1,618,531	SH		DFND	2,5,8,10,20	1,390,048	513	227,970
KORNIT DIGITAL LTD	SHS	M6372Q113	3,008	160,695	SH		DFND	2,5,8,20	136,689	0	24,006
KRAFT HEINZ CO	COM	500754106	1,143,199	26,561,314	SH		DFND	2,5,6,8,10,11,12,13,19,20	23,668,299	325,196	2,567,819
KRATON CORPORATION	COM	50077C106	18,819	861,659	SH		DFND	2,5,8,20	747,863	600	113,196
AMERICAN VANGUARD CORP	COM	030371108	11,411	750,258	SH		DFND	2,5,8,20	652,099	953	97,206
KRATOS DEFENSE & SEC SOLUTIO	COM NEW	50077B207	58,883	4,179,050	SH		DFND	2,5,8,20	3,900,001	2,900	276,149
KROGER CO	COM	501044101	997,477	36,271,877	SH		DFND	2,5,6,8,10,11,12,13,19,20	31,201,712	962,608	4,107,557
KRONOS WORLDWIDE INC	COM	50105F105	5,077	440,680	SH		DFND	2,5,8,20	357,305	11,494	71,881
KT CORP	SPONSORED ADR	48268K101	12,812	900,999	SH		DFND	2,5,11,12,20	900,999	0	0
KULICKE & SOFFA INDS INC	COM	501242101	15,049	738,166	SH		DFND	2,5,8,20	692,381	226	45,559
KURA ONCOLOGY INC	COM	50127T109	12,266	873,626	SH		DFND	2,5,20	792,405	0	81,221
KVH INDS INC	COM	482738101	2,823	274,342	SH		DFND	2,20	228,435	0	45,907
L BRANDS INC	COM	501797104	268,278	10,451,042	SH		DFND	2,5,6,8,10,11,12,13,19,20	9,091,802	155,973	1,203,267
L3 TECHNOLOGIES INC	COM	502413107	583,240	3,358,516	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	3,035,811	52,270	270,435
LA JOLLA PHARMACEUTICAL CO	COM PAR $.0001 2	503459604	3,842	407,397	SH		DFND	2,5,20	339,983	0	67,414
AMERICAN WOODMARK CORPORATIO	COM	030506109	22,522	404,494	SH		DFND	2,5,8,20	345,809	661	58,024
LA Z BOY INC	COM	505336107	39,047	1,409,135	SH		DFND	2,5,8,10,20	1,197,924	2,069	209,142
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	537,574	4,254,303	SH		DFND	2,5,6,8,10,11,12,13,19,20	3,751,882	87,418	415,003
LADDER CAP CORP	CL A	505743104	30,623	1,912,822	SH		DFND	2,5,8,10,20	1,544,970	0	367,852
LADENBURG THALMAN FIN SVCS I	COM	50575Q102	4,456	1,912,419	SH		DFND	2,5,20	1,602,032	0	310,387
LAKELAND BANCORP INC	COM	511637100	15,196	1,026,082	SH		DFND	2,5,8,20	894,696	0	131,386
LAKELAND FINL CORP	COM	511656100	20,141	501,512	SH		DFND	2,5,8,20	407,526	0	93,986
LAM RESEARCH CORP	COM	512807108	869,712	6,386,955	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,426,806	171,799	788,350
LAMAR ADVERTISING CO NEW	CL A	512816109	140,477	2,030,598	SH		DFND	2,5,6,8,11,12,13,20	1,903,498	873	126,227
LAMB WESTON HLDGS INC	COM	513272104	441,268	5,998,750	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,297,984	91,546	609,220
LANCASTER COLONY CORP	COM	513847103	241,331	1,364,530	SH		DFND	2,5,6,8,11,20	1,305,420	300	58,810
AMERICAN WTR WKS CO INC NEW	COM	030420103	784,277	8,640,265	SH		DFND	2,5,6,8,10,11,12,13,19,20	7,787,301	115,681	737,283
LANDEC CORP	COM	514766104	6,220	525,357	SH		DFND	2,5,8,20	439,169	1,589	84,599
LANDS END INC NEW	COM	51509F105	5,593	393,571	SH		DFND	2,5,8,20	350,081	422	43,068
LANDSTAR SYS INC	COM	515098101	103,108	1,077,743	SH		DFND	2,5,6,8,11,13,20	1,016,127	692	60,924
LANNET INC	COM	516012101	4,527	912,776	SH		DFND	2,5,20	822,836	0	89,940
LANTHEUS HLDGS INC	COM	516544103	19,929	1,273,399	SH		DFND	2,5,20	1,095,168	0	178,231
LAREDO PETROLEUM INC	COM	516806106	59,689	16,488,570	SH		DFND	2,5,20	15,951,126	2,700	534,744
LAS VEGAS SANDS CORP	COM	517834107	394,087	7,571,309	SH		DFND	2,5,6,8,10,12,13,19,20	6,233,993	403,631	933,685
LATAM AIRLS GROUP S A	SPONSORED ADR	51817R106	9,279	900,857	SH		DFND	2,5,13,20	880,543	0	20,314
LATTICE SEMICONDUCTOR CORP	COM	518415104	18,940	2,736,934	SH		DFND	2,5,8,20	2,351,435	5,981	379,518
LAUDER ESTEE COS INC	CL A	518439104	1,235,304	9,495,038	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	8,228,912	272,619	993,507
AMERICAS CAR MART INC	COM	03062T105	13,726	189,460	SH		DFND	2,5,20	143,313	0	46,147
LAUREATE EDUCATION INC	CL A	518613203	26,007	1,706,528	SH		DFND	2,5,8,20	1,435,924	0	270,604
LAWSON PRODS INC	COM	520776105	3,216	101,785	SH		DFND	2,20	83,217	0	18,568
LAZARD LTD	SHS A	G54050102	51,369	1,391,748	SH		DFND	2,5,13,20	1,242,619	0	149,129
LCI INDS	COM	50189K103	46,702	699,131	SH		DFND	2,5,8,13,20	591,033	247	107,851
LCNB CORP	COM	50181P100	2,112	139,422	SH		DFND	2,20	113,843	0	25,579
LEAF GROUP LTD	COM	52177G102	1,548	226,058	SH		DFND	2,20	194,358	0	31,700
LEAR CORP	COM NEW	521865204	187,804	1,528,598	SH		DFND	2,5,6,8,10,12,13,19,20	1,201,376	107,069	220,153
LEE ENTERPRISES INC	COM	523768109	139	66,075	SH		DFND	2,20	66,075	0	0
LEGACY TEX FINL GROUP INC	COM	52471Y106	56,473	1,759,847	SH		DFND	2,5,8,20	1,543,841	1,200	214,806
LEGG MASON INC	COM	524901105	56,083	2,169,347	SH		DFND	2,5,6,8,11,12,13,20	2,039,211	698	129,438
AMERICOLD RLTY TR	COM	03064D108	50,018	1,944,536	SH		DFND	2,5,8,10,20	1,560,356	21,000	363,180
LEGGETT & PLATT INC	COM	524660107	469,251	12,959,829	SH		DFND	2,5,6,8,10,11,12,13,19,20	12,094,955	143,649	721,225
LEIDOS HLDGS INC	COM	525327102	238,707	4,527,828	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,153,704	74,880	299,244
LEMAITRE VASCULAR INC	COM	525558201	14,069	595,136	SH		DFND	2,5,20	525,745	0	69,391
LENDINGCLUB CORP	COM	52603A109	16,120	6,129,292	SH		DFND	2,5,8,20	5,154,307	0	974,985
LENDINGTREE INC NEW	COM	52603B107	88,919	404,971	SH		DFND	2,5,6,8,11,20	379,628	100	25,243
LENNAR CORP	CL A	526057104	489,347	12,499,287	SH		DFND	2,5,6,8,10,11,12,13,19,20	11,073,107	192,041	1,234,139
LENNAR CORP	CL B	526057302	1,953	62,347	SH		DFND	2,5,8,10,13,20	52,550	73	9,724
LENNOX INTL INC	COM	526107107	262,754	1,197,088	SH		DFND	2,5,6,8,10,11,12,13,19,20	1,045,791	25,157	126,140
LEVEL ONE BANCORP INC	COM	52730D208	1,182	52,651	SH		DFND	2,20	30,009	0	22,642
LEXICON PHARMACEUTICALS INC	COM NEW	528872302	12,261	1,846,498	SH		DFND	2,5,8,20	1,637,360	1,485	207,653
1ST SOURCE CORP	COM	336901103	14,089	349,256	SH		DFND	2,5,8,20	270,189	0	79,067
ABEONA THERAPEUTICS INC	COM	00289Y107	3,942	552,085	SH		DFND	2,5,20	465,458	0	86,627
AMERIPRISE FINL INC	COM	03076C106	648,219	6,210,781	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	5,454,726	157,827	598,228
LEXINFINTECH HLDGS LTD	ADR	528877103	409	56,386	SH		DFND	2	56,386	0	0
LEXINGTON REALTY TRUST	COM	529043101	57,665	6,876,721	SH		DFND	2,5,8,10,13,20	5,853,370	54,321	969,030
LG DISPLAY CO LTD	SPONS ADR REP	50186V102	2,510	306,485	SH		DFND	2,5,20	297,477	0	9,008
LGI HOMES INC	COM	50187T106	29,239	646,598	SH		DFND	2,5,8,20	560,692	0	85,906
LHC GROUP INC	COM	50187A107	78,160	832,548	SH		DFND	2,5,8,20	729,587	600	102,361
LIBBEY INC	COM	529898108	105	27,034	SH		DFND	2,20	27,034	0	0
LIBERTY BROADBAND CORP	COM SER A	530307107	20,423	284,407	SH		DFND	2,5,6,8,10,12,13,19,20	265,950	0	18,457
LIBERTY BROADBAND CORP	COM SER C	530307305	151,334	2,100,982	SH		DFND	2,5,6,8,10,12,13,19,20	1,764,908	55,197	280,877
LIBERTY EXPEDIA HOLDINGS	SER A COM	53046P109	50,095	1,280,878	SH		DFND	2,5,8,12,13,20	1,105,837	1,629	173,412
LIBERTY GLOBAL PLC	SHS CL A	G5480U104	46,999	2,202,395	SH		DFND	2,5,6,8,10,12,13,19,20	1,549,788	124,997	527,610
AMERIS BANCORP	COM	03076K108	65,423	2,059,310	SH		DFND	2,5,8,20	1,899,924	0	159,386
LIBERTY GLOBAL PLC	SHS CL C	G5480U120	112,179	5,435,028	SH		DFND	2,5,6,8,10,12,13,19,20	4,277,561	307,606	849,861
LIBERTY LATIN AMERICA LTD	COM CL A	G9001E102	12,041	831,559	SH		DFND	2,5,13,20	694,242	1,326	135,991
LIBERTY LATIN AMERICA LTD	COM CL C	G9001E128	31,552	2,165,523	SH		DFND	2,5,8,13,20	1,810,174	3,465	351,884
LIBERTY MEDIA CORP	DEB 3.500% 1/1	530715AN1	5,544	8,800,000	SH		DFND	2	8,800,000	0	0
LIBERTY MEDIA CORP	DEB 3.750% 2/1	530715AL5	9,703	14,284,360	SH		DFND	2	14,284,360	0	0
LIBERTY MEDIA CORP	DEB 4.000%11/1	530715AG6	8,644	13,000,000	SH		DFND	2	13,000,000	0	0
LIBERTY MEDIA CORP DELAWARE	COM A BRAVES GRP	531229706	4,694	188,192	SH		DFND	2,5,8,13,20	157,389	370	30,433
LIBERTY MEDIA CORP DELAWARE	COM A SIRIUSXM	531229409	73,265	1,990,905	SH		DFND	2,5,6,8,10,12,13,19,20	1,503,563	46,899	440,443
LIBERTY MEDIA CORP DELAWARE	COM C BRAVES GRP	531229888	16,613	667,476	SH		DFND	2,5,8,13,20	555,952	880	110,644
LIBERTY MEDIA CORP DELAWARE	COM C SIRIUSXM	531229607	134,855	3,646,702	SH		DFND	2,5,6,8,10,12,13,19,20	3,112,492	100,455	433,755
AMERISAFE INC	COM	03071H100	37,525	661,938	SH		DFND	2,5,8,10,20	501,101	500	160,337
LIBERTY MEDIA CORP DELAWARE	COM SER A FRMLA	531229870	7,658	257,656	SH		DFND	2,5,13,20	232,404	0	25,252
LIBERTY MEDIA CORP DELAWARE	COM SER C FRMLA	531229854	111,106	3,619,096	SH		DFND	2,5,6,8,10,12,13,19,20	2,955,162	101,135	562,799
LIBERTY MEDIA CORP DELAWARE	NOTE 1.000% 1/3	531229AF9	16,430	15,900,000	SH		DFND	2,5	15,900,000	0	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.375%10/1	531229AB8	33,461	31,327,000	SH		DFND	2,5	31,327,000	0	0
LIBERTY OILFIELD SVCS INC	COM CL A	53115L104	14,797	1,142,619	SH		DFND	2,5,20	1,009,804	0	132,815
LIBERTY PPTY TR	SH BEN INT	531172104	340,341	8,050,933	SH		DFND	2,5,6,8,10,11,12,13,19,20	7,016,058	208,883	825,992
LIBERTY TRIPADVISOR HLDGS IN	COM SER A	531465102	25,232	1,587,943	SH		DFND	2,5,8,20	1,286,059	3,014	298,870
LIFE STORAGE INC	COM	53223X107	185,749	1,997,517	SH		DFND	2,5,6,8,10,11,12,13,19,20	1,849,041	10,961	137,515
LIFETIME BRANDS INC	COM	53222Q103	2,014	200,754	SH		DFND	2,5,20	165,540	0	35,214
LIGAND PHARMACEUTICALS INC	COM NEW	53220K504	136,370	1,004,934	SH		DFND	2,5,6,8,10,11,13,20	938,015	448	66,471
AMERISOURCEBERGEN CORP	COM	03073E105	520,873	7,000,975	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,915,054	132,523	953,398
LILIS ENERGY INC	COM NEW	532403201	924	674,778	SH		DFND	2,5,20	553,008	0	121,770
LILLY ELI & CO	COM	532457108	4,579,245	39,571,766	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	33,992,582	1,095,239	4,483,945
LIMELIGHT NETWORKS INC	COM	53261M104	4,744	2,027,545	SH		DFND	2,5,20	1,712,052	0	315,493
LIMONEIRA CO	COM	532746104	4,626	235,706	SH		DFND	2,5,20	194,419	0	41,287
LINCOLN EDL SVCS CORP	COM	533535100	37	11,584	SH		DFND	20	11,584	0	0
LINCOLN ELEC HLDGS INC	COM	533900106	275,767	3,477,034	SH		DFND	2,5,6,8,11,13,20	3,381,743	595	94,696
LINCOLN NATL CORP IND	COM	534187109	494,599	9,639,432	SH		DFND	2,5,6,8,10,11,12,13,19,20	8,465,464	212,825	961,143
LINDBLAD EXPEDITIONS HLDGS I	COM	535219109	5,956	442,523	SH		DFND	2,5,20	365,484	0	77,039
LINDE PLC	COM	G5494J103	3,374,400	21,625,224	SH		DFND	2,5,6,8,10,11,12,13,19,20	19,135,743	197,599	2,291,882
LINDSAY CORP	COM	535555106	29,088	302,208	SH		DFND	2,5,8,20	263,360	400	38,448
AMES NATL CORP	COM	031001100	3,967	156,075	SH		DFND	2,5,20	129,501	0	26,574
LIONS GATE ENTMNT CORP	CL A VTG	535919401	10,706	664,989	SH		DFND	2,5,8,20	593,434	1,200	70,355
LIONS GATE ENTMNT CORP	CL B NON VTG	535919500	17,579	1,181,361	SH		DFND	2,5,8,13,20	1,044,970	612	135,779
LIPOCINE INC NEW	COM	53630X104	16	12,400	SH		DFND	20	12,400	0	0
LIQUIDIA TECHNOLOGIES INC	COM	53635D202	1,404	64,830	SH		DFND	2,20	52,530	0	12,300
LIQUIDITY SERVICES INC	COM	53635B107	3,964	642,404	SH		DFND	2,5,20	571,027	0	71,377
LITHIA MTRS INC	CL A	536797103	54,122	709,048	SH		DFND	2,5,8,20	631,027	435	77,586
LITTELFUSE INC	COM	537008104	108,985	635,557	SH		DFND	2,5,6,8,11,13,20	562,959	349	72,249
LIVANOVA PLC	SHS	G5509L101	138,729	1,516,662	SH		DFND	2,5,6,8,11,13,20	1,362,347	476	153,839
LIVE NATION ENTERTAINMENT IN	COM	538034109	207,972	4,222,788	SH		DFND	2,5,6,8,10,11,12,13,19,20	3,677,239	74,962	470,587
LIVE OAK BANCSHARES INC	COM	53803X105	12,339	833,174	SH		DFND	2,5,20	753,913	0	79,261
AMETEK INC NEW	COM	031100100	598,808	8,845,027	SH		DFND	2,5,6,8,10,11,12,13,19,20	7,818,361	152,458	874,208
LIVENT CORP	COM	53814L108	5,032	364,651	SH		DFND	2,20	292,131	0	72,520
LIVEPERSON INC	COM	538146101	30,661	1,625,701	SH		DFND	2,5,8,20	1,416,688	1,936	207,077
LIVERAMP HLDGS INC	COM	53815P108	86,154	2,230,231	SH		DFND	2,5,6,8,11,13,20	1,984,961	365	244,905
LIVEXLIVE MEDIA INC	COM NEW	53839L208	1,347	272,103	SH		DFND	2,20	216,317	0	55,786
LKQ CORP	COM	501889208	309,176	13,028,898	SH		DFND	2,5,6,8,10,11,12,13,19,20	10,969,541	229,520	1,829,837
LLOYDS BANKING GROUP PLC	SPONSORED ADR	539439109	46	17,941	SH		DFND	20	17,941	0	0
LOCKHEED MARTIN CORP	COM	539830109	11,696,436	44,670,166	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	10,290,706	33,627,825	751,635
LOEWS CORP	COM	540424108	586,319	12,880,465	SH		DFND	2,5,6,8,10,11,12,13,19,20	11,197,992	270,129	1,412,344
LOGICBIO THERAPEUTICS INC	COM	54142F102	625	60,118	SH		DFND	2,20	45,750	0	14,368
LOGMEIN INC	COM	54142L109	104,278	1,278,388	SH		DFND	2,5,6,8,11,13,20	1,140,533	829	137,026
AMGEN INC	COM	031162100	5,212,474	26,775,950	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	23,133,952	734,368	2,907,630
LONESTAR RES US INC	CL A VTG	54240F103	42	11,500	SH		DFND	20	11,500	0	0
LORAL SPACE & COMMUNICATNS I	COM	543881106	9,884	265,336	SH		DFND	2,5,8,20	225,181	562	39,593
LOUISIANA PAC CORP	COM	546347105	96,779	4,355,496	SH		DFND	2,5,6,8,11,13,20	3,866,671	2,053	486,772
LOVESAC COMPANY	COM	54738L109	1,012	44,111	SH		DFND	2,20	32,811	0	11,300
LOWES COS INC	COM	548661107	3,174,760	34,373,758	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	30,125,740	813,194	3,434,824
LOXO ONCOLOGY INC	COM	548862101	125,252	894,207	SH		DFND	2,5,8,10,13,20	809,811	300	84,096
LPL FINL HLDGS INC	COM	50212V100	71,759	1,174,843	SH		DFND	2,5,8,13,20	1,038,334	6,500	130,009
LRAD CORP	COM	50213V109	34	13,450	SH		DFND	20	13,450	0	0
LSB INDS INC	COM	502160104	3,048	552,168	SH		DFND	2,5,20	490,428	0	61,740
LSC COMMUNICATIONS INC	COM	50218P107	7,116	1,016,600	SH		DFND	2,5,8,20	889,541	504	126,555
AMICUS THERAPEUTICS INC	COM	03152W109	81,953	8,554,552	SH		DFND	2,5,8,10,13,20	7,947,219	3,500	603,833
LSI INDS INC	COM	50216C108	138	43,578	SH		DFND	2,20	41,878	0	1,700
LTC PPTYS INC	COM	502175102	72,356	1,735,977	SH		DFND	2,5,8,10,20	1,517,108	9,427	209,442
LULULEMON ATHLETICA INC	COM	550021109	267,803	2,202,144	SH		DFND	2,5,6,8,10,12,13,19,20	1,668,211	146,259	387,674
LUMBER LIQUIDATORS HLDGS INC	COM	55003T107	7,105	746,336	SH		DFND	2,5,8,20	654,387	900	91,049
LUMENTUM HLDGS INC	COM	55024U109	98,311	2,340,178	SH		DFND	2,5,6,8,11,13,20	2,065,686	1,471	273,021
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	15,831	15,875,000	SH		DFND	2,5	15,875,000	0	0
LUMINEX CORP DEL	COM	55027E102	31,702	1,368,498	SH		DFND	2,5,8,10,20	1,183,732	2,378	182,388
LUNA INNOVATIONS	COM	550351100	38	11,302	SH		DFND	20	11,302	0	0
LUTHER BURBANK CORP	COM	550550107	2,761	306,072	SH		DFND	2,20	235,096	0	70,976
LUXFER HOLDINGS PLC	SHS	G5698W116	210	11,911	SH		DFND	2	11,911	0	0
AMKOR TECHNOLOGY INC	COM	031652100	15,706	2,394,149	SH		DFND	2,5,8,20	1,964,442	5,032	424,675
LUXOFT HLDG INC	ORD SHS CL A	G57279104	950	31,222	SH		DFND	2	31,222	0	0
LYDALL INC DEL	COM	550819106	11,616	571,926	SH		DFND	2,5,8,20	415,882	0	156,044
LYON WILLIAM HOMES	CL A NEW	552074700	11,928	1,115,802	SH		DFND	2,5,20	1,003,359	0	112,443
LYONDELLBASELL INDUSTRIES N	SHS - A -	N53745100	1,192,198	14,336,195	SH		DFND	2,5,6,8,10,11,12,13,19,20	12,066,648	618,919	1,650,628
M & T BK CORP	COM	55261F104	979,728	6,845,023	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	6,038,761	105,841	700,421
M D C HLDGS INC	COM	552676108	41,360	1,471,378	SH		DFND	2,5,8,10,20	1,319,139	0	152,239
M/I HOMES INC	COM	55305B101	19,018	904,769	SH		DFND	2,5,8,20	811,729	0	93,040
MACATAWA BK CORP	COM	554225102	4,617	479,924	SH		DFND	2,5,20	400,377	0	79,547
MACERICH CO	COM	554382101	298,321	6,892,821	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,957,264	92,794	842,763
MACK CALI RLTY CORP	COM	554489104	79,830	4,075,049	SH		DFND	2,5,6,8,10,11,13,20	3,670,696	22,028	382,325
AMN HEALTHCARE SERVICES INC	COM	001744101	77,974	1,376,179	SH		DFND	2,5,8,10,20	1,181,565	205	194,409
MACKINAC FINL CORP	COM	554571109	206	14,941	SH		DFND	20	100	0	14,841
MACOM TECH SOLUTIONS HLDGS I	COM	55405Y100	18,338	1,263,791	SH		DFND	2,5,8,20	1,117,673	527	145,591
MACQUARIE INFRASTRUCTURE COR	COM	55608B105	64,958	1,776,761	SH		DFND	2,5,8,13,20	1,674,316	2,100	100,345
MACQUARIE INFRASTRUCTURE COR	NOTE 2.000%10/0	55608BAB1	10,611	12,150,000	SH		DFND	2,5	12,150,000	0	0
MACQUARIE INFRASTRUCTURE COR	NOTE 2.875% 7/1	55608BAA3	11,906	11,850,000	SH		DFND	2,5	11,850,000	0	0
MACROGENICS INC	COM	556099109	17,088	1,345,529	SH		DFND	2,5,8,20	1,223,790	0	121,739
MACYS INC	COM	55616P104	470,744	15,617,518	SH		DFND	2,5,6,8,10,11,12,13,19,20	13,426,671	437,537	1,753,310
MADDEN STEVEN LTD	COM	556269108	75,713	2,502,069	SH		DFND	2,5,8,10,20	2,160,371	430	341,268
MADISON SQUARE GARDEN CO NEW	CL A	55825T103	61,850	231,041	SH		DFND	2,5,8,13,20	205,478	216	25,347
MADRIGAL PHARMACEUTICALS INC	COM	558868105	67,680	600,427	SH		DFND	2,5,8,10,20	577,860	0	22,567
ABERCROMBIE & FITCH CO	CL A	002896207	44,510	2,219,926	SH		DFND	2,5,8,12,20	1,956,498	25,630	237,798
AMNEAL PHARMACEUTICALS INC	COM STK CL A	03168L105	27,593	2,039,393	SH		DFND	2,5,8,20	1,757,471	2,533	279,389
MAGELLAN HEALTH INC	COM NEW	559079207	43,676	767,731	SH		DFND	2,5,8,12,20	673,958	98	93,675
MAGENTA THERAPEUTICS INC	COM	55910K108	128	22,500	SH		DFND	2,20	21,100	0	1,400
MAGIC SOFTWARE ENTERPRISES L	ORD	559166103	270	35,361	SH		DFND	2	35,361	0	0
MAGNACHIP SEMICONDUCTOR CORP	COM	55933J203	330	53,218	SH		DFND	2	53,218	0	0
MAGNOLIA OIL & GAS CORP	CL A	559663109	21,853	1,949,417	SH		DFND	2,20	1,949,417	0	0
MAGYAR BANCORP INC	COM	55977T109	461	37,660	SH		DFND	20	0	0	37,660
MAIDEN HOLDINGS LTD	SHS	G5753U112	3,332	2,019,331	SH		DFND	2,5,8,20	1,735,551	3,900	279,880
MAJESCO	COM	56068V102	241	34,023	SH		DFND	2,20	23,130	0	10,893
MAKEMYTRIP LIMITED MAURITIUS	SHS	V5633W109	1,197	49,213	SH		DFND	2	49,213	0	0
MALIBU BOATS INC	COM CL A	56117J100	14,784	424,827	SH		DFND	2,5,10,20	314,804	0	110,023
AMPHASTAR PHARMACEUTICALS IN	COM	03209R103	20,257	1,017,941	SH		DFND	2,5,8,20	886,493	0	131,448
MALLINCKRODT PUB LTD CO	SHS	G5785G107	54,203	3,430,569	SH		DFND	2,5,6,8,10,11,12,13,20	3,131,057	5,147	294,365
MALVERN BANCORP INC	COM	561409103	2,202	111,629	SH		DFND	2,20	74,506	0	37,123
MAMMOTH ENERGY SVCS INC	COM	56155L108	4,266	237,257	SH		DFND	2,20	194,619	0	42,638
MANCHESTER UTD PLC NEW	ORD CL A	G5784H106	476	24,967	SH		DFND	2	24,967	0	0
MANHATTAN ASSOCS INC	COM	562750109	69,636	1,643,521	SH		DFND	2,5,6,8,11,13,20	1,543,254	500	99,767
MANITEX INTL INC	COM	563420108	1,257	221,328	SH		DFND	2,20	173,028	0	48,300
MANITOWOC CO INC	COM NEW	563571405	10,230	692,641	SH		DFND	2,5,8,20	583,120	1,196	108,325
MANNKIND CORP	COM NEW	56400P706	2,387	2,252,014	SH		DFND	2,5,20	1,807,094	0	444,920
MANPOWERGROUP INC	COM	56418H100	152,556	2,354,257	SH		DFND	2,5,6,8,10,11,12,13,19,20	1,834,994	92,080	427,183
MANTECH INTL CORP	CL A	564563104	41,782	798,962	SH		DFND	2,5,8,10,20	705,444	707	92,811
AMPHENOL CORP NEW	CL A	032095101	953,533	11,736,182	SH		DFND	2,5,6,8,10,11,12,13,19,20	9,991,336	308,588	1,436,258
MANULIFE FINL CORP	COM	56501R106	344	24,225	SH		DFND	20	153	24,072	0
MARATHON OIL CORP	COM	565849106	631,973	44,070,611	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	39,903,160	609,578	3,557,873
MARATHON PETE CORP	COM	56585A102	2,052,898	34,788,986	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	31,213,405	809,246	2,766,335
MARCHEX INC	CL B	56624R108	93	35,181	SH		DFND	2,20	35,181	0	0
MARCUS & MILLICHAP INC	COM	566324109	18,129	528,092	SH		DFND	2,5,8,20	451,599	0	76,493
MARCUS CORP	COM	566330106	22,625	572,788	SH		DFND	2,5,8,20	477,841	1,684	93,263
MARINE PRODS CORP	COM	568427108	2,483	146,832	SH		DFND	2,20	123,488	0	23,344
MARINEMAX INC	COM	567908108	14,747	805,433	SH		DFND	2,5,8,20	723,441	0	81,992
MARINUS PHARMACEUTICALS INC	COM	56854Q101	1,699	592,067	SH		DFND	2,5,20	490,071	0	101,996
MARKEL CORP	COM	570535104	323,755	311,888	SH		DFND	2,5,6,8,10,12,13,19,20	270,568	7,556	33,764
AMPIO PHARMACEUTICALS INC	COM	03209T109	402	1,018,542	SH		DFND	2,20	785,993	0	232,549
MARKER THERAPEUTICS INC	COM	57055L107	118	21,200	SH		DFND	20	21,200	0	0
MARKETAXESS HLDGS INC	COM	57060D108	184,479	873,024	SH		DFND	2,5,6,8,11,13,20	817,991	600	54,433
MARLIN BUSINESS SVCS CORP	COM	571157106	3,812	170,722	SH		DFND	2,5,20	144,145	0	26,577
MARRIOTT INTL INC NEW	CL A	571903202	1,276,279	11,756,438	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	10,283,717	267,309	1,205,412
MARRIOTT VACATIONS WRLDWDE C	COM	57164Y107	87,571	1,234,539	SH		DFND	1,2,5,6,8,11,13,20	1,110,128	215	124,196
MARRONE BIO INNOVATIONS INC	COM	57165B106	1,341	911,934	SH		DFND	2,20	634,032	0	277,902
MARSH & MCLENNAN COS INC	COM	571748102	1,796,466	22,526,221	SH		DFND	2,5,6,8,10,11,12,13,19,20	19,427,563	523,698	2,574,960
MARTEN TRANS LTD	COM	573075108	21,740	1,342,811	SH		DFND	2,5,8,20	1,122,063	0	220,748
MARTIN MARIETTA MATLS INC	COM	573284106	428,831	2,495,087	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,209,693	33,225	252,169
MARVELL TECHNOLOGY GROUP LTD	ORD	G5876H105	230,923	14,212,049	SH		DFND	2,5,6,8,10,12,13,19,20	10,707,600	419,831	3,084,618
AMYRIS INC	COM NEW	03236M200	1,630	488,007	SH		DFND	2,20	390,033	0	97,974
MASCO CORP	COM	574599106	372,885	12,752,569	SH		DFND	2,5,6,8,10,11,12,13,19,20	11,222,346	231,884	1,298,339
MASIMO CORP	COM	574795100	128,697	1,198,628	SH		DFND	2,5,6,8,11,13,20	1,101,378	744	96,506
MASONITE INTL CORP NEW	COM	575385109	23,965	534,571	SH		DFND	2,5,8,20	442,417	200	91,954
MASTEC INC	COM	576323109	77,881	1,920,149	SH		DFND	2,5,6,8,11,13,20	1,720,556	487	199,106
MASTERCARD INCORPORATED	CL A	57636Q104	6,730,498	35,677,170	SH		DFND	2,5,6,8,10,11,12,13,19,20	30,708,670	1,114,053	3,854,447
MASTERCRAFT BOAT HLDGS INC	COM	57637H103	7,804	417,329	SH		DFND	2,5,8,20	313,401	0	103,928
MATADOR RES CO	COM	576485205	95,209	6,130,677	SH		DFND	2,5,6,11,20	5,812,185	2,200	316,292
MATCH GROUP INC	COM	57665R106	26,569	621,217	SH		DFND	2,5,20	556,104	0	65,113
MATERIALISE NV	SPONSORED ADS	57667T100	422	21,050	SH		DFND	2	21,050	0	0
MATERION CORP	COM	576690101	32,496	722,299	SH		DFND	2,5,8,20	624,378	1,087	96,834
ANADARKO PETE CORP	COM	032511107	1,106,886	25,248,321	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	22,621,770	368,616	2,257,935
MATRIX SVC CO	COM	576853105	16,972	946,041	SH		DFND	2,5,6,8,10,20	819,884	1,000	125,157
MATSON INC	COM	57686G105	41,518	1,296,617	SH		DFND	2,5,8,10,20	1,128,814	0	167,803
MATTEL INC	COM	577081102	150,127	15,027,706	SH		DFND	2,5,6,8,10,11,12,13,19,20	12,263,720	182,770	2,581,216
MATTHEWS INTL CORP	CL A	577128101	35,198	866,524	SH		DFND	2,5,8,20	758,866	71	107,587
MAUI LD & PINEAPPLE INC	COM	577345101	902	90,975	SH		DFND	2,20	76,069	0	14,906
MAXIM INTEGRATED PRODS INC	COM	57772K101	562,568	11,063,276	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	9,545,810	327,507	1,189,959
MAXIMUS INC	COM	577933104	128,399	1,972,637	SH		DFND	2,5,6,8,11,13,20	1,754,050	1,410	217,177
MAXLINEAR INC	COM	57776J100	34,726	1,973,092	SH		DFND	2,5,8,20	1,760,655	500	211,937
MAXWELL TECHNOLOGIES INC	COM	577767106	1,215	586,884	SH		DFND	2,5,20	456,712	0	130,172
MB FINANCIAL INC NEW	COM	55264U108	165,108	4,166,241	SH		DFND	2,5,6,8,11,13,20	3,898,590	2,114	265,537
ANALOG DEVICES INC	COM	032654105	1,208,502	14,080,177	SH		DFND	2,5,6,8,10,11,12,13,19,20	12,358,428	264,141	1,457,608
MBIA INC	COM	55262C100	17,150	1,922,642	SH		DFND	2,5,8,12,20	1,626,972	5,003	290,667
MBT FINL CORP	COM	578877102	3,189	342,891	SH		DFND	2,10,13,20	252,182	0	90,709
MCCORMICK & CO INC	COM NON VTG	579780206	908,279	6,496,903	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,574,839	102,124	819,940
MCDERMOTT INTL INC	COM	580037703	42,174	6,448,572	SH		DFND	2,5,6,8,11,12,13,20	5,863,195	4,007	581,370
MCDONALDS CORP	COM	580135101	6,913,485	38,933,857	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	29,342,575	525,627	9,065,655
MCEWEN MNG INC	COM	58039P107	5,714	3,139,474	SH		DFND	2,5,8,20	3,056,824	0	82,650
MCGRATH RENTCORP	COM	580589109	28,701	557,519	SH		DFND	2,5,8,10,20	452,881	1,067	103,571
MCKESSON CORP	COM	58155Q103	976,506	8,808,678	SH		DFND	2,5,6,8,10,11,12,13,19,20	7,643,520	141,747	1,023,411
MDC PARTNERS INC	CL A SUB VTG	552697104	2,371	908,307	SH		DFND	2,5,20	750,771	0	157,536
MDU RES GROUP INC	COM	552690109	297,445	12,377,612	SH		DFND	2,5,6,8,11,12,13,19,20	12,124,009	3,190	250,413
ANAPLAN INC	COM	03272L108	7,319	275,765	SH		DFND	2,20	221,265	0	54,500
MECHEL PAO	SPONSORED ADR NE	583840608	1,149	580,108	SH		DFND	2,5,20	575,508	4,600	0
MEDEQUITIES RLTY TR INC	COM	58409L306	4,868	711,769	SH		DFND	2,5,20	631,716	0	80,053
MEDICAL PPTYS TRUST INC	COM	58463J304	187,897	11,511,603	SH		DFND	2,5,6,8,10,11,13,19,20	10,365,778	86,800	1,059,025
MEDICINES CO	COM	584688105	43,050	2,249,193	SH		DFND	2,5,8,13,20	2,004,289	400	244,504
MEDICINES CO	NOTE 2.500% 1/1	584688AE5	11,041	12,755,000	SH		DFND	2,5	12,755,000	0	0
MEDICINES CO	NOTE 2.750% 7/1	584688AG0	9,691	12,950,000	SH		DFND	2,5	12,950,000	0	0
MEDICINOVA INC	COM NEW	58468P206	5,292	647,792	SH		DFND	2,5,20	534,746	0	113,046
MEDIDATA SOLUTIONS INC	COM	58471A105	126,420	1,875,106	SH		DFND	2,5,6,8,11,13,20	1,602,598	500	272,008
MEDIFAST INC	COM	58470H101	47,692	379,153	SH		DFND	2,5,8,20	326,437	4,818	47,898
MEDNAX INC	COM	58502B106	78,594	2,381,636	SH		DFND	2,5,6,8,11,13,20	2,117,003	2,892	261,741
ANAPTYSBIO INC	COM	032724106	71,567	1,121,917	SH		DFND	2,5,8,10,20	1,057,750	0	64,167
MEDPACE HLDGS INC	COM	58506Q109	39,467	745,652	SH		DFND	2,5,8,10,20	626,344	0	119,308
MEDTRONIC PLC	SHS	G5960L103	5,025,364	54,945,930	SH		DFND	2,5,6,8,10,11,12,13,19,20	48,339,902	966,966	5,639,062
MEET GROUP INC	COM	58513U101	11,043	2,385,147	SH		DFND	2,5,20	2,096,400	0	288,747
MEI PHARMA INC	COM NEW	55279B202	69	26,136	SH		DFND	2,20	26,136	0	0
MEIRAGTX HOLDINGS PLC	COM	G59665102	380	39,440	SH		DFND	2,20	26,340	0	13,100
MELCO RESORT ENTERTAINMENT L	ADR	585464100	73,745	4,185,293	SH		DFND	1,2,5,6,8,10,12,13,19,20	3,173,938	363,969	647,386
MELINTA THERAPEUTICS INC	COM	58549G100	365	460,256	SH		DFND	2,5,20	378,111	0	82,145
MELLANOX TECHNOLOGIES LTD	SHS	M51363113	24,996	270,577	SH		DFND	2,5,8,10,13,20	98,664	1,100	170,813
MENLO THERAPEUTICS INC	COM	586858102	756	183,421	SH		DFND	2,20	149,760	0	33,661
MERCADOLIBRE INC	COM	58733R102	112,166	383,014	SH		DFND	2,5,6,8,10,12,13,19,20	284,667	21,501	76,846
ANAVEX LIFE SCIENCES CORP	COM NEW	032797300	84	53,804	SH		DFND	2,20	53,804	0	0
MERCANTILE BANK CORP	COM	587376104	9,535	337,409	SH		DFND	2,5,20	282,930	0	54,479
MERCER INTL INC	COM	588056101	1,411	135,122	SH		DFND	2,5,8,20	114,889	0	20,233
MERCHANTS BANCORP IND	COM	58844R108	4,999	250,448	SH		DFND	2,5,20	201,498	0	48,950
MERCK & CO INC	COM	58933Y105	8,594,307	111,673,630	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	92,782,049	1,918,148	16,973,433
MERCURY GENL CORP NEW	COM	589400100	186,374	3,604,211	SH		DFND	2,5,6,8,11,12,13,20	3,559,560	6,634	38,017
MERCURY SYS INC	COM	589378108	100,689	2,129,184	SH		DFND	2,5,8,20	1,961,021	199	167,964
MEREDITH CORP	COM	589433101	260,806	5,021,289	SH		DFND	2,5,6,8,11,20	4,894,117	3,662	123,510
MERIDIAN BANCORP INC MD	COM	58958U103	14,437	1,003,259	SH		DFND	2,5,6,8,20	854,139	0	149,120
MERIDIAN BIOSCIENCE INC	COM	589584101	23,916	1,377,667	SH		DFND	2,5,8,10,20	1,236,283	500	140,884
MERIDIAN CORPORATION	COM	58958P104	172	10,344	SH		DFND	20	2,500	0	7,844
ABIOMED INC	COM	003654100	573,773	1,765,237	SH		DFND	2,5,6,8,10,11,12,13,19,20	1,536,763	39,433	189,041
ANDERSONS INC	COM	034164103	22,352	743,581	SH		DFND	2,5,8,20	651,794	1,437	90,350
MERIT MED SYS INC	COM	589889104	91,526	1,639,949	SH		DFND	2,5,8,20	1,419,823	372	219,754
MERITAGE HOMES CORP	COM	59001A102	40,414	1,100,595	SH		DFND	2,5,8,20	970,935	1,564	128,096
MERITOR INC	COM	59001K100	27,167	1,606,579	SH		DFND	2,5,8,20	1,344,369	303	261,907
MERRIMACK PHARMACEUTICALS IN	COM NEW	590328209	43	11,185	SH		DFND	20	11,185	0	0
MERSANA THERAPEUTICS INC	COM	59045L106	717	175,808	SH		DFND	2,13,20	131,912	0	43,896
MESA AIR GROUP INC	COM NEW	590479135	981	127,244	SH		DFND	2,20	106,044	0	21,200
MESA LABS INC	COM	59064R109	13,458	64,579	SH		DFND	2,5,20	54,193	0	10,386
META FINL GROUP INC	COM	59100U108	14,697	756,381	SH		DFND	2,5,8,20	657,026	0	99,355
METHODE ELECTRS INC	COM	591520200	23,975	1,029,410	SH		DFND	2,5,8,20	858,041	1,308	170,061
METLIFE INC	COM	59156R108	1,887,669	45,973,423	SH		DFND	2,5,6,8,10,11,12,13,19,20	37,621,909	589,597	7,761,917
ANGI HOMESERVICES INC	COM CL A	00183L102	3,741	232,794	SH		DFND	2,5,8,20	225,394	0	7,400
METROPOLITAN BK HLDG CORP	COM	591774104	2,992	96,992	SH		DFND	2,20	76,739	0	20,253
METTLER TOLEDO INTERNATIONAL	COM	592688105	573,431	1,013,881	SH		DFND	2,5,6,8,10,11,12,13,19,20	876,255	27,850	109,776
MFA FINL INC	COM	55272X102	53,196	7,736,326	SH		DFND	2,5,8,12,13,20	7,090,783	10,663	634,880
MGE ENERGY INC	COM	55277P104	45,034	751,062	SH		DFND	2,5,8,13,20	642,934	148	107,980
MGIC INVT CORP WIS	COM	552848103	116,557	11,143,164	SH		DFND	1,2,5,8,13,20	9,868,024	9,270	1,265,870
MGM GROWTH PPTYS LLC	CL A COM	55303A105	4,760	177,262	SH		DFND	2,5,8,20	126,562	0	50,700
MGM RESORTS INTERNATIONAL	COM	552953101	478,240	19,713,127	SH		DFND	2,5,6,8,10,12,13,19,20	17,533,658	283,554	1,895,915
MGP INGREDIENTS INC NEW	COM	55303J106	23,605	413,761	SH		DFND	2,5,8,20	305,129	0	108,632
MICHAEL KORS HLDGS LTD	SHS	G60754101	244,322	6,443,090	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,398,937	269,192	774,961
MICHAELS COS INC	COM	59408Q106	37,909	2,799,782	SH		DFND	2,5,6,8,11,12,13,20	2,649,355	2,800	147,627
ANGIODYNAMICS INC	COM	03475V101	26,027	1,292,966	SH		DFND	2,5,8,20	1,152,501	0	140,465
MICRO FOCUS INTERNATIONAL PL	SPON ADR NEW	594837304	52,540	3,052,888	SH		DFND	1,2,5,6,8,10,12,13,20	2,601,750	144,819	306,319
MICROCHIP TECHNOLOGY INC	COM	595017104	649,812	9,035,204	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	7,890,595	165,665	978,944
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AD6	76,948	54,780,000	SH		DFND	2,5	54,780,000	0	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AF1	64,700	66,325,000	SH		DFND	2,5	66,325,000	0	0
MICROCHIP TECHNOLOGY INC	NOTE 2.250% 2/1	595017AH7	20,855	21,210,000	SH		DFND	2,5	21,210,000	0	0
MICRON TECHNOLOGY INC	COM	595112103	1,476,074	46,519,814	SH		DFND	2,5,6,8,10,11,12,13,19,20	39,683,195	1,246,212	5,590,407
MICRON TECHNOLOGY INC	NOTE 3.000%11/1	595112AY9	35,406	32,044,000	SH		DFND	2,5	32,044,000	0	0
MICROSOFT CORP	COM	594918104	30,837,706	303,610,380	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	258,087,222	7,419,492	38,103,666
MICROSTRATEGY INC	CL A NEW	594972408	35,446	277,460	SH		DFND	2,5,8,20	237,616	373	39,471
MICROVISION INC DEL	COM NEW	594960304	20	32,402	SH		DFND	20	32,402	0	0
ANGLOGOLD ASHANTI LTD	SPONSORED ADR	035128206	1,715	136,637	SH		DFND	1,5,8,20	136,637	0	0
MID AMER APT CMNTYS INC	COM	59522J103	647,550	6,766,455	SH		DFND	2,5,6,8,10,11,12,13,19,20	6,051,864	100,206	614,385
MID PENN BANCORP INC	COM	59540G107	1,447	62,862	SH		DFND	2,20	50,989	0	11,873
MIDDLEBY CORP	COM	596278101	109,896	1,069,760	SH		DFND	2,5,6,8,10,12,13,19,20	841,818	53,253	174,689
MIDDLEFIELD BANC CORP	COM NEW	596304204	1,692	39,869	SH		DFND	2,20	34,456	0	5,413
MIDDLESEX WATER CO	COM	596680108	17,242	323,185	SH		DFND	2,5,8,20	270,057	600	52,528
MIDLAND STS BANCORP INC ILL	COM	597742105	11,136	498,492	SH		DFND	2,5,20	411,355	0	87,137
MIDSOUTH BANCORP INC	COM	598039105	2,440	230,007	SH		DFND	2,5,20	162,285	0	67,722
MIDSTATES PETE CO INC	COM PAR	59804T407	3,137	417,765	SH		DFND	2,20	377,562	0	40,203
MIDWESTONE FINL GROUP INC NE	COM	598511103	5,194	209,163	SH		DFND	2,5,20	167,669	0	41,494
MILACRON HLDGS CORP	COM	59870L106	15,700	1,320,459	SH		DFND	2,5,8,20	1,103,940	0	216,519
ANHEUSER BUSCH INBEV SA/NV	SPONSORED ADR	03524A108	236	3,586	SH		DFND	20	3,586	0	0
MILLER HERMAN INC	COM	600544100	56,185	1,845,960	SH		DFND	2,5,6,8,10,11,20	1,626,505	2,047	217,408
MILLER INDS INC TENN	COM NEW	600551204	7,772	287,860	SH		DFND	2,5,20	250,305	0	37,555
MIMECAST LTD	ORD SHS	G14838109	2,667	79,296	SH		DFND	2,5,8,20	77,296	0	2,000
MINDBODY INC	COM CL A	60255W105	30,529	838,712	SH		DFND	2,5,8,20	706,490	0	132,222
MINERALS TECHNOLOGIES INC	COM	603158106	55,770	1,086,297	SH		DFND	2,5,6,8,11,20	954,379	914	131,004
MINERVA NEUROSCIENCES INC	COM	603380106	3,341	495,769	SH		DFND	2,5,20	417,087	0	78,682
MIRAGEN THERAPEUTICS INC	COM	60463E103	1,093	360,766	SH		DFND	2,20	303,977	0	56,789
MIRATI THERAPEUTICS INC	COM	60468T105	64,968	1,531,549	SH		DFND	2,5,8,20	1,467,469	0	64,080
MISTRAS GROUP INC	COM	60649T107	4,762	331,183	SH		DFND	2,5,8,20	278,039	1,600	51,544
MITEK SYS INC	COM NEW	606710200	6,054	560,044	SH		DFND	2,5,20	468,197	0	91,847
ANI PHARMACEUTICALS INC	COM	00182C103	10,868	241,398	SH		DFND	2,5,20	211,762	0	29,636
MITSUBISHI UFJ FINL GROUP IN	SPONSORED ADS	606822104	124	25,536	SH		DFND	20	25,536	0	0
MIZUHO FINL GROUP INC	SPONSORED ADR	60687Y109	134	44,519	SH		DFND	20	44,519	0	0
MKS INSTRUMENT INC	COM	55306N104	84,299	1,304,740	SH		DFND	2,5,6,8,11,13,20	1,210,254	901	93,585
MOBILE MINI INC	COM	60740F105	38,599	1,215,731	SH		DFND	2,5,8,20	1,061,402	248	154,081
MOBILE TELESYSTEMS PJSC	SPONSORED ADR	607409109	79,345	11,335,013	SH		DFND	1,2,5,8,10,12,13,20	8,551,998	427,393	2,355,622
MOBILEIRON INC	COM NEW	60739U204	5,985	1,303,977	SH		DFND	2,5,20	1,089,252	0	214,725
MODEL N INC	COM	607525102	6,912	522,440	SH		DFND	2,5,20	437,914	0	84,526
MODINE MFG CO	COM	607828100	10,903	1,008,562	SH		DFND	2,5,8,20	803,656	2,378	202,528
MOELIS & CO	CL A	60786M105	32,356	941,125	SH		DFND	2,5,8,10,20	795,264	0	145,861
MOHAWK INDS INC	COM	608190104	320,815	2,742,946	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,451,593	44,189	247,164
ANIKA THERAPEUTICS INC	COM	035255108	16,942	504,087	SH		DFND	2,5,8,20	457,996	0	46,091
MOLECULAR TEMPLATES INC	COM	608550109	593	146,848	SH		DFND	2,20	124,148	0	22,700
MOLINA HEALTHCARE INC	COM	60855R100	172,819	1,487,000	SH		DFND	2,5,6,8,11,12,13,20	1,394,236	700	92,064
MOLINA HEALTHCARE INC	NOTE 1.125% 1/1	60855RAC4	29,293	10,226,000	SH		DFND	2,5	10,226,000	0	0
MOLSON COORS BREWING CO	CL B	60871R209	438,306	7,804,587	SH		DFND	2,5,6,8,10,12,13,19,20	6,834,348	143,622	826,617
MOMENTA PHARMACEUTICALS INC	COM	60877T100	41,190	3,730,943	SH		DFND	2,5,8,10,20	3,463,171	0	267,772
MOMO INC	ADR	60879B107	58,686	2,470,991	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	1,901,833	77,500	491,658
MONARCH CASINO & RESORT INC	COM	609027107	11,861	310,974	SH		DFND	2,5,20	276,471	0	34,503
MONDELEZ INTL INC	CL A	609207105	2,558,193	63,496,670	SH		DFND	2,5,6,8,10,11,12,13,19,20	56,215,032	1,034,563	6,247,075
MONEYGRAM INTL INC	COM NEW	60935Y208	1,135	567,656	SH		DFND	2,5,8,20	474,653	842	92,161
MONGODB INC	CL A	60937P106	4,871	58,171	SH		DFND	2,20	58,171	0	0
ANIXTER INTL INC	COM	035290105	44,943	827,534	SH		DFND	2,5,8,12,20	725,898	143	101,493
MONMOUTH REAL ESTATE INVT CO	CL A	609720107	24,753	1,996,192	SH		DFND	2,5,8,10,20	1,618,087	23,405	354,700
MONOLITHIC PWR SYS INC	COM	609839105	116,842	1,002,531	SH		DFND	2,5,6,8,11,13,20	940,455	500	61,576
MONOTYPE IMAGING HOLDINGS IN	COM	61022P100	18,728	1,197,761	SH		DFND	2,5,8,20	1,052,300	1,500	143,961
MONRO INC	COM	610236101	68,691	999,141	SH		DFND	2,5,8,20	848,382	129	150,630
MONSTER BEVERAGE CORP NEW	COM	61174X109	831,538	16,894,307	SH		DFND	2,5,6,8,10,11,12,13,19,20	14,538,130	465,182	1,890,995
MOODYS CORP	COM	615369105	991,817	7,082,385	SH		DFND	2,5,6,8,10,11,12,13,19,20	6,227,160	171,361	683,864
MOOG INC	CL A	615394202	93,102	1,201,627	SH		DFND	2,5,8,10,13,20	1,070,786	288	130,553
MORGAN STANLEY	COM NEW	617446448	5,179,883	130,640,173	SH		DFND	2,5,6,8,10,11,12,13,19,20	48,981,868	75,198,251	6,460,054
MORNINGSTAR INC	COM	617700109	31,614	287,821	SH		DFND	2,5,8,20	256,025	126	31,670
MOSAIC CO NEW	COM	61945C103	553,653	18,954,211	SH		DFND	2,5,6,8,10,11,12,13,19,20	16,429,843	267,600	2,256,768
ANNALY CAP MGMT INC	COM	035710409	433,682	42,915,810	SH		DFND	2,5,6,8,10,12,13,19,20	31,403,668	1,008,397	10,503,745
MOTORCAR PTS AMER INC	COM	620071100	8,516	511,763	SH		DFND	2,5,8,20	445,839	1,500	64,424
MOTOROLA SOLUTIONS INC	COM NEW	620076307	882,201	7,631,981	SH		DFND	2,5,6,8,10,11,12,13,19,20	6,322,999	212,929	1,096,053
MOVADO GROUP INC	COM	624580106	14,280	451,608	SH		DFND	2,5,8,20	391,483	1,300	58,825
MR COOPER GROUP INC	COM	62482R107	21,092	1,807,411	SH		DFND	2,5,8,20	1,587,192	0	220,219
MRC GLOBAL INC	COM	55345K103	21,029	1,719,482	SH		DFND	2,5,8,20	1,443,180	3,600	272,702
MSA SAFETY INC	COM	553498106	214,863	2,279,231	SH		DFND	2,5,6,8,11,13,20	2,081,564	326	197,341
MSC INDL DIRECT INC	CL A	553530106	101,752	1,322,834	SH		DFND	2,5,6,8,11,13,20	1,261,208	748	60,878
MSCI INC	COM	55354G100	587,750	3,986,640	SH		DFND	2,5,6,8,10,11,12,13,19,20	3,506,214	64,136	416,290
MSG NETWORK INC	CL A	553573106	30,107	1,277,887	SH		DFND	2,5,8,10,20	1,037,131	21,508	219,248
MTS SYS CORP	COM	553777103	19,848	494,598	SH		DFND	2,5,8,20	433,135	561	60,902
ANSYS INC	COM	03662Q105	507,027	3,547,129	SH		DFND	2,5,6,8,10,11,12,13,19,20	3,017,561	111,562	418,006
MUELLER INDS INC	COM	624756102	41,222	1,764,658	SH		DFND	2,5,8,20	1,385,367	2,118	377,173
MUELLER WTR PRODS INC	COM SER A	624758108	28,308	3,110,773	SH		DFND	2,5,8,20	2,566,412	4,315	540,046
MULTI COLOR CORP	COM	625383104	13,094	373,167	SH		DFND	2,5,8,20	328,397	0	44,770
MURPHY OIL CORP	COM	626717102	137,334	5,871,468	SH		DFND	2,5,6,8,11,12,13,19,20	5,636,735	5,029	229,704
MURPHY USA INC	COM	626755102	89,783	1,171,493	SH		DFND	2,5,6,8,11,12,13,20	973,298	669	197,526
MUSTANG BIO INC	COM	62818Q104	661	224,886	SH		DFND	2,20	180,413	0	44,473
MUTUALFIRST FINL INC	COM	62845B104	4,205	158,258	SH		DFND	2,5,20	79,533	0	78,725
MVB FINANCIAL CORP	COM	553810102	1,968	109,086	SH		DFND	2,20	87,869	0	21,217
MYERS INDS INC	COM	628464109	13,530	888,822	SH		DFND	2,5,8,20	782,762	0	106,060
MYLAN N V	SHS EURO	N59465109	568,933	20,763,993	SH		DFND	2,5,6,8,10,11,12,13,19,20	18,260,707	352,239	2,151,047
ABM INDS INC	COM	000957100	237,243	7,388,432	SH		DFND	2,5,8,20	7,166,009	1,976	220,447
ANTARES PHARMA INC	COM	036642106	11,237	4,131,348	SH		DFND	2,5,20	3,710,517	0	420,831
MYOKARDIA INC	COM	62857M105	35,640	729,431	SH		DFND	2,5,8,20	617,467	0	111,964
MYOVANT SCIENCES LTD	COM	G637AM102	235	14,300	SH		DFND	5,20	14,000	0	300
MYR GROUP INC DEL	COM	55405W104	12,821	455,129	SH		DFND	2,5,8,20	399,000	0	56,129
MYRIAD GENETICS INC	COM	62855J104	107,741	3,706,264	SH		DFND	2,5,8,10,20	3,416,077	1,182	289,005
NABORS INDS INC NEW	NOTE 0.750% 1/1	62957HAB1	11,512	18,550,000	SH		DFND	2,5	18,550,000	0	0
NABORS INDUSTRIES LTD	SHS	G6359F103	19,570	9,533,821	SH		DFND	2,5,8,12,13,20	8,962,815	4,258	566,748
NACCO INDS INC	CL A	629579103	4,407	130,006	SH		DFND	2,5,20	117,244	0	12,762
NAM TAI PPTY INC	SHS	G63907102	700	80,697	SH		DFND	2,5,20	80,697	0	0
NANOMETRICS INC	COM	630077105	18,398	673,175	SH		DFND	2,5,8,20	563,097	1,700	108,378
NANOSTRING TECHNOLOGIES INC	COM	63009R109	6,020	405,919	SH		DFND	2,5,20	328,752	0	77,167
ANTERO MIDSTREAM GP LP	COM SHS REPSTG	03675Y103	1,238	110,710	SH		DFND	5,8,20	90,810	0	19,900
NANOVIRICIDES INC	COM NEW	630087203	3	13,538	SH		DFND	20	13,538	0	0
NANTHEALTH INC	COM	630104107	111	203,513	SH		DFND	2,20	164,477	0	39,036
NANTKWEST INC	COM	63016Q102	477	411,444	SH		DFND	2,5,20	343,659	0	67,785
NAPCO SEC TECHNOLOGIES INC	COM	630402105	2,991	189,887	SH		DFND	2,20	155,576	0	34,311
NASDAQ INC	COM	631103108	406,862	4,987,887	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,384,755	77,639	525,493
NATERA INC	COM	632307104	30,627	2,193,916	SH		DFND	2,5,8,20	2,085,560	0	108,356
NATHANS FAMOUS INC NEW	COM	632347100	3,239	48,744	SH		DFND	2,20	39,782	0	8,962
NATIONAL BANKSHARES INC VA	COM	634865109	4,784	131,322	SH		DFND	2,5,20	111,011	0	20,311
NATIONAL BEVERAGE CORP	COM	635017106	17,205	230,529	SH		DFND	2,5,8,20	194,692	0	35,837
NATIONAL BK HLDGS CORP	CL A	633707104	31,139	1,008,713	SH		DFND	2,5,8,20	881,961	0	126,752
ANTERO RES CORP	COM	03674X106	95,459	10,165,986	SH		DFND	2,5,6,8,10,12,13,19,20	8,170,136	422,278	1,573,572
NATIONAL CINEMEDIA INC	COM	635309107	11,760	1,814,773	SH		DFND	2,5,8,10,20	1,415,548	2,300	396,925
NATIONAL COMM CORP	COM	63546L102	11,179	310,537	SH		DFND	2,5,20	258,742	0	51,795
NATIONAL FUEL GAS CO N J	COM	636180101	305,079	5,912,852	SH		DFND	2,5,6,11,12,13,20	5,809,172	1,287	102,393
NATIONAL GEN HLDGS CORP	COM	636220303	30,839	1,271,745	SH		DFND	2,5,8,20	1,023,559	0	248,186
NATIONAL GRID PLC	SPONSORED ADR NE	636274409	4,417	91,936	SH		DFND	1,20	91,936	0	0
NATIONAL HEALTH INVS INC	COM	63633D104	87,042	1,137,723	SH		DFND	2,5,8,10,20	940,210	9,298	188,215
NATIONAL HEALTHCARE CORP	COM	635906100	26,137	331,081	SH		DFND	2,5,6,10,20	274,471	0	56,610
NATIONAL INSTRS CORP	COM	636518102	125,130	2,757,391	SH		DFND	2,5,6,8,11,13,20	2,544,863	2,055	210,473
NATIONAL OILWELL VARCO INC	COM	637071101	485,892	18,906,306	SH		DFND	2,5,6,8,10,11,12,13,19,20	16,622,059	255,961	2,028,286
NATIONAL PRESTO INDS INC	COM	637215104	30,902	264,303	SH		DFND	2,5,10,20	239,451	357	24,495
ANTHEM INC	COM	036752103	2,869,205	10,924,896	SH		DFND	2,5,6,8,10,11,12,13,19,20	9,461,005	298,983	1,164,908
NATIONAL RESH CORP	COM NEW	637372202	7,967	205,197	SH		DFND	2,5,20	173,971	0	31,226
NATIONAL RETAIL PPTYS INC	COM	637417106	668,770	13,786,232	SH		DFND	2,5,6,8,10,11,12,13,19,20	12,696,139	151,278	938,815
NATIONAL STORAGE AFFILIATES	COM SHS BEN IN	637870106	61,882	2,338,710	SH		DFND	2,5,8,10,20	2,073,672	12,400	252,638
NATIONAL VISION HLDGS INC	COM	63845R107	38,359	1,361,688	SH		DFND	2,5,8,20	1,167,838	0	193,850
NATIONAL WESTN LIFE GROUP IN	CL A	638517102	14,261	47,426	SH		DFND	2,5,8,20	39,377	0	8,049
NATURAL GAS SERVICES GROUP	COM	63886Q109	4,951	301,170	SH		DFND	2,5,20	212,769	0	88,401
NATURAL GROCERS BY VITAMIN C	COM	63888U108	2,889	188,440	SH		DFND	2,20	160,637	0	27,803
NATURAL HEALTH TRENDS CORP	COM PAR $.001	63888P406	2,434	131,625	SH		DFND	2,5,20	106,407	0	25,218
NATURES SUNSHINE PRODUCTS IN	COM	639027101	1,409	172,878	SH		DFND	2,20	143,292	0	29,586
NATUS MEDICAL INC DEL	COM	639050103	38,890	1,142,829	SH		DFND	2,5,8,20	1,035,033	0	107,796
ANTHEM INC	NOTE 2.750%10/1	94973VBG1	33,758	9,336,000	SH		DFND	2,5	9,336,000	0	0
NAUTILUS INC	COM	63910B102	8,792	806,642	SH		DFND	2,5,8,20	707,151	0	99,491
NAVIDEA BIOPHARMACEUTICALS I	COM	63937X103	7	64,995	SH		DFND	20	64,995	0	0
NAVIENT CORPORATION	COM	63938C108	56,006	6,357,046	SH		DFND	1,2,5,6,8,11,12,13,20	5,955,460	12,827	388,759
NAVIGANT CONSULTING INC	COM	63935N107	30,345	1,261,756	SH		DFND	2,5,8,20	1,064,957	2,630	194,169
NAVIGATORS GROUP INC	COM	638904102	46,715	672,248	SH		DFND	2,5,8,20	537,278	850	134,120
NAVISTAR INTL CORP NEW	COM	63934E108	25,948	999,929	SH		DFND	2,5,8,13,20	844,196	356	155,377
NAVISTAR INTL CORP NEW	NOTE 4.750% 4/1	63934EAS7	12,524	12,400,000	SH		DFND	2,5	12,400,000	0	0
NBT BANCORP INC	COM	628778102	44,868	1,297,127	SH		DFND	2,5,8,20	1,154,440	323	142,364
NCI BUILDING SYS INC	COM NEW	628852204	6,966	960,782	SH		DFND	2,5,20	720,188	0	240,594
NCR CORP NEW	COM	62886E108	115,052	4,984,906	SH		DFND	1,2,5,6,8,11,12,13,19,20	4,818,242	1,952	164,712
ANWORTH MORTGAGE ASSET CP	COM	037347101	10,442	2,504,620	SH		DFND	2,5,8,20	2,185,309	0	319,311
NCS MULTISTAGE HLDGS INC	COM	628877102	806	158,310	SH		DFND	2,5,20	136,325	0	21,985
NEENAH INC	COM	640079109	29,678	503,700	SH		DFND	2,5,8,20	432,625	0	71,075
NEKTAR THERAPEUTICS	COM	640268108	223,201	6,790,432	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,984,024	105,729	700,679
NELNET INC	CL A	64031N108	20,354	388,880	SH		DFND	2,5,8,10,20	320,634	1,060	67,186
NEOGEN CORP	COM	640491106	86,972	1,525,827	SH		DFND	2,5,8,20	1,353,025	613	172,189
NEOGENOMICS INC	COM NEW	64049M209	15,723	1,246,841	SH		DFND	2,5,8,20	1,029,626	0	217,215
NEON THERAPEUTICS INC	COM	64050Y100	286	56,769	SH		DFND	2,20	32,169	0	24,600
NEOPHOTONICS CORP	COM	64051T100	3,974	613,348	SH		DFND	2,5,20	512,551	0	100,797
NEOS THERAPEUTICS INC	COM	64052L106	918	556,267	SH		DFND	2,5,20	445,412	0	110,855
NET 1 UEPS TECHNOLOGIES INC	COM NEW	64107N206	926	197,547	SH		DFND	2,5,8,20	160,480	0	37,067
AON PLC	SHS CL A	G0408V102	1,514,470	10,418,754	SH		DFND	2,5,6,8,10,11,12,13,19,20	9,150,889	232,067	1,035,798
NETAPP INC	COM	64110D104	647,764	10,855,769	SH		DFND	2,5,6,8,10,11,12,13,19,20	9,109,081	452,747	1,293,941
NETEASE INC	SPONSORED ADR	64110W102	389,645	1,655,456	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	1,309,377	48,858	297,221
NETFLIX INC	COM	64110L106	4,067,740	15,197,413	SH		DFND	2,5,6,8,10,11,12,13,19,20	13,107,640	262,445	1,827,328
NETGEAR INC	COM	64111Q104	48,841	938,715	SH		DFND	2,5,8,20	822,621	96	115,998
NETSCOUT SYS INC	COM	64115T104	56,413	2,387,346	SH		DFND	2,5,6,8,11,13,20	2,147,681	2,065	237,600
NEUROCRINE BIOSCIENCES INC	COM	64125C109	131,455	1,840,845	SH		DFND	2,5,8,13,20	1,701,806	3,500	135,539
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	17,313	14,775,000	SH		DFND	2,5	14,775,000	0	0
NEURONETICS INC	COM	64131A105	1,676	86,626	SH		DFND	2,20	70,426	0	16,200
NEVADA GOLD & CASINOS INC	COM NEW	64126Q206	25	10,515	SH		DFND	20	10,515	0	0
NEVRO CORP	COM	64157F103	29,597	761,046	SH		DFND	2,5,8,20	668,121	600	92,325
APACHE CORP	COM	037411105	541,280	20,620,203	SH		DFND	2,5,6,8,10,11,12,13,19,20	18,275,390	360,639	1,984,174
NEW AGE BEVERAGES CORP	COM	64157V108	285	54,800	SH		DFND	2,20	54,800	0	0
NEW HOME CO INC	COM	645370107	1,283	245,325	SH		DFND	2,13,20	203,308	0	42,017
NEW JERSEY RES	COM	646025106	283,098	6,161,271	SH		DFND	2,5,6,8,11,13,19,20	5,887,250	1,356	272,665
NEW MEDIA INVT GROUP INC	COM	64704V106	18,360	1,586,838	SH		DFND	2,5,8,20	1,388,005	476	198,357
NEW ORIENTAL ED & TECH GRP I	SPON ADR	647581107	155,731	2,841,287	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	2,258,831	84,913	497,543
NEW RELIC INC	COM	64829B100	79,602	983,106	SH		DFND	2,5,8,13,20	748,171	800	234,135
NEW RESIDENTIAL INVT CORP	COM NEW	64828T201	69,671	4,740,101	SH		DFND	2,5,8,12,13,20	4,259,789	3,300	477,012
NEW SR INVT GROUP INC	COM	648691103	7,134	1,731,599	SH		DFND	2,5,8,20	1,437,657	1,100	292,842
NEW YORK CMNTY BANCORP INC	COM	649445103	167,415	17,791,159	SH		DFND	2,5,6,8,11,12,13,19,20	15,537,926	13,767	2,239,466
NEW YORK MTG TR INC	COM PAR $.02	649604501	26,410	4,354,464	SH		DFND	2,5,8,20	3,842,302	0	512,162
APARTMENT INVT & MGMT CO	CL A	03748R101	353,851	8,064,072	SH		DFND	2,5,6,8,10,11,12,13,19,20	7,320,348	35,134	708,590
NEW YORK TIMES CO	CL A	650111107	90,628	4,065,840	SH		DFND	2,5,6,8,11,20	3,649,010	900	415,930
NEWATER TECHNOLOGY INC	SHS	G64335105	62	11,126	SH		DFND	2	11,126	0	0
NEWELL BRANDS INC	COM	651229106	355,904	19,144,896	SH		DFND	2,5,6,8,10,11,12,13,19,20	16,833,703	319,496	1,991,697
NEWFIELD EXPL CO	COM	651290108	174,726	11,918,562	SH		DFND	2,5,6,8,10,11,12,13,19,20	10,742,404	8,948	1,167,210
NEWLINK GENETICS CORP	COM	651511107	791	520,661	SH		DFND	2,5,20	438,776	0	81,885
NEWMARK GROUP INC	CL A	65158N102	22,756	2,837,441	SH		DFND	2,5,8,13,20	2,294,407	36,234	506,800
NEWMARKET CORP	COM	651587107	89,018	215,128	SH		DFND	2,5,6,8,11,13,20	202,701	183	12,244
NEWMONT MINING CORP	COM	651639106	909,413	26,245,688	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	22,786,750	463,847	2,995,091
NEWPARK RES INC	COM PAR $.01NEW	651718504	19,329	2,813,551	SH		DFND	2,5,8,20	2,499,962	4,148	309,441
NEWS CORP NEW	CL A	65249B109	179,148	15,783,926	SH		DFND	2,5,6,8,10,11,12,13,19,20	13,292,520	260,455	2,230,951
APELLIS PHARMACEUTICALS INC	COM	03753U106	14,048	1,065,027	SH		DFND	2,5,8,20	947,467	0	117,560
NEWS CORP NEW	CL B	65249B208	42,413	3,672,098	SH		DFND	2,5,6,10,11,12,13,19,20	3,260,897	1,000	410,201
NEXA RES S A	COM	L67359106	788	66,248	SH		DFND	2,5,20	66,248	0	0
NEXEO SOLUTIONS INC	COM SHS	65342H102	6,340	738,077	SH		DFND	2,5,20	616,920	0	121,157
NEXPOINT RESIDENTIAL TR INC	COM	65341D102	15,168	432,746	SH		DFND	2,5,8,20	345,640	0	87,106
NEXSTAR MEDIA GROUP INC	CL A	65336K103	69,251	880,608	SH		DFND	2,5,8,13,20	737,312	612	142,684
NEXTDECADE CORP	COM	65342K105	1,044	193,269	SH		DFND	2,20	163,269	0	30,000
NEXTERA ENERGY INC	COM	65339F101	4,177,464	24,033,276	SH		DFND	2,5,6,8,10,11,12,13,19,20	21,683,937	331,047	2,018,292
NEXTERA ENERGY INC	UNIT 09/01/2019	65339F820	46,388	803,811	SH		DFND	2	803,811	0	0
NEXTERA ENERGY PARTNERS LP	COM UNIT PART IN	65341B106	3,763	87,409	SH		DFND	2,5,8,20	68,844	1,200	17,365
NEXTGEN HEALTHCARE INC	COM	65343C102	21,424	1,414,146	SH		DFND	2,5,8,20	1,219,310	1,604	193,232
ABRAXAS PETE CORP	COM	003830106	2,761	2,532,683	SH		DFND	2,5,20	2,117,484	0	415,199
APERGY CORP	COM	03755L104	58,594	2,163,730	SH		DFND	1,2,5,6,8,11,12,13,20	2,055,205	5,503	103,022
NI HLDGS INC	COM	65342T106	2,131	135,478	SH		DFND	2,20	112,172	0	23,306
NIC INC	COM	62914B100	25,595	2,050,862	SH		DFND	2,5,8,20	1,647,106	1,718	402,038
NICE LTD	SPONSORED ADR	653656108	858	7,925	SH		DFND	6,20	7,925	0	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	1,813	1,320,000	SH		DFND	5	1,320,000	0	0
NICOLET BANKSHARES INC	COM	65406E102	8,197	167,970	SH		DFND	2,5,20	143,000	0	24,970
NIELSEN HLDGS PLC	SHS EUR	G6518L108	344,725	14,776,038	SH		DFND	2,5,6,8,10,11,12,13,19,20	13,070,836	233,983	1,471,219
NII HLDGS INC	COM PAR	62913F508	10,591	2,401,663	SH		DFND	2,5,8,20	2,117,863	0	283,800
NIKE INC	CL B	654106103	4,356,747	58,589,112	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	45,623,506	1,507,264	11,458,342
NINE ENERGY SVC INC	COM	65441V101	5,803	257,460	SH		DFND	2,20	214,258	0	43,202
NISOURCE INC	COM	65473P105	446,618	17,618,052	SH		DFND	2,5,6,8,10,11,12,13,19,20	15,840,282	327,724	1,450,046
APOGEE ENTERPRISES INC	COM	037598109	35,982	1,205,414	SH		DFND	2,5,8,20	669,701	1,128	534,585
NL INDS INC	COM NEW	629156407	487	138,720	SH		DFND	2,20	114,136	0	24,584
NLIGHT INC	COM	65487K100	6,399	359,912	SH		DFND	2,20	300,392	0	59,520
NMI HLDGS INC	CL A	629209305	31,089	1,741,705	SH		DFND	2,5,8,20	1,470,356	0	271,349
NN INC	COM	629337106	5,042	751,388	SH		DFND	2,5,20	634,768	0	116,620
NOAH HLDGS LTD	SPON ADS CL A	65487X102	22,352	515,968	SH		DFND	2,5,8,10,11,12,13,20	407,817	15,200	92,951
NOBLE CORP PLC	SHS USD	G65431101	25,668	9,796,930	SH		DFND	2,5,8,12,20	8,891,365	6,589	898,976
NOBLE ENERGY INC	COM	655044105	473,384	25,233,682	SH		DFND	2,5,6,8,10,11,12,13,19,20	22,508,636	323,255	2,401,791
NOKIA CORP	SPONSORED ADR	654902204	4,124	708,554	SH		DFND	1,20	708,554	0	0
NOMAD FOODS LTD	USD ORD SHS	G6564A105	485	29,012	SH		DFND	5,20	29,012	0	0
NOMURA HLDGS INC	SPONSORED ADR	65535H208	133	35,760	SH		DFND	20	35,760	0	0
APOLLO COML REAL EST FIN INC	COM	03762U105	69,872	4,082,735	SH		DFND	2,5,6,8,20	3,651,726	0	431,009
NOODLES & CO	COM CL A	65540B105	1,717	245,621	SH		DFND	2,5,20	204,484	0	41,137
NORDIC AMERICAN TANKERS LIMI	COM	G65773106	4,913	2,456,638	SH		DFND	2,5,20	2,042,103	0	414,535
NORDSON CORP	COM	655663102	232,976	1,946,441	SH		DFND	2,5,6,8,11,13,20	1,862,068	526	83,847
NORDSTROM INC	COM	655664100	294,668	6,321,988	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,407,840	190,417	723,731
NORFOLK SOUTHERN CORP	COM	655844108	1,680,722	11,239,279	SH		DFND	2,5,6,8,10,11,12,13,19,20	9,777,195	214,023	1,248,061
NORTHEAST BANCORP	COM NEW	663904209	1,829	109,308	SH		DFND	2,20	91,872	0	17,436
NORTHERN OIL & GAS INC NEV	COM	665531109	27,899	12,344,550	SH		DFND	2,5,10,20	11,384,305	0	960,245
NORTHERN TR CORP	COM	665859104	804,355	9,559,024	SH		DFND	2,5,6,8,10,11,12,13,19,20	8,571,183	141,337	846,504
NORTHFIELD BANCORP INC DEL	COM	66611T108	17,986	1,327,407	SH		DFND	2,5,6,8,20	1,183,715	0	143,692
NORTHRIM BANCORP INC	COM	666762109	5,109	155,422	SH		DFND	2,5,10,20	121,596	0	33,826
APOLLO MEDICAL HLDGS INC	COM NEW	03763A207	3,792	191,057	SH		DFND	2,5,8,20	172,427	0	18,630
NORTHROP GRUMMAN CORP	COM	666807102	4,329,517	17,678,713	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	5,928,051	11,241,996	508,666
NORTHSTAR REALTY EUROPE CORP	COM	66706L101	22,247	1,530,049	SH		DFND	2,5,8,20	1,357,409	916	171,724
NORTHWEST BANCSHARES INC MD	COM	667340103	56,300	3,323,516	SH		DFND	2,5,6,8,10,20	2,965,976	1,598	355,942
NORTHWEST NAT HLDG CO	COM	66765N105	48,969	809,943	SH		DFND	2,5,8,19,20	713,173	38	96,732
NORTHWEST PIPE CO	COM	667746101	3,558	152,786	SH		DFND	2,5,20	126,032	0	26,754
NORTHWESTERN CORP	COM NEW	668074305	99,680	1,676,990	SH		DFND	2,5,6,8,11,12,13,19,20	1,491,013	700	185,277
NORWEGIAN CRUISE LINE HLDG L	SHS	G66721104	363,310	8,570,658	SH		DFND	2,5,6,8,10,11,12,13,19,20	7,584,449	143,311	842,898
NORWOOD FINANCIAL CORP	COM	669549107	3,116	94,435	SH		DFND	2,20	78,435	0	16,000
NOVA MEASURING INSTRUMENTS L	COM	M7516K103	247	10,859	SH		DFND	2	10,859	0	0
NOVANTA INC	COM	67000B104	41,087	652,182	SH		DFND	2,5,8,10,20	534,711	0	117,471
APPFOLIO INC	COM CL A	03783C100	17,024	287,469	SH		DFND	2,5,20	241,677	0	45,792
NOVARTIS A G	SPONSORED ADR	66987V109	224,890	2,620,787	SH		DFND	1,2,12,20	12,022	0	2,608,765
NOVAVAX INC	COM	670002104	27,084	14,719,594	SH		DFND	2,5,8,20	13,334,058	7,500	1,378,036
NOVO-NORDISK A S	ADR	670100205	218,466	4,742,036	SH		DFND	1,20	77,923	0	4,664,113
NOVOCURE LTD	ORD SHS	G6674U108	43,027	1,285,146	SH		DFND	2,5,8,20	1,052,409	0	232,737
NOW INC	COM	67011P100	38,819	3,334,992	SH		DFND	2,5,6,8,11,12,20	2,994,148	4,090	336,754
NRG ENERGY INC	COM NEW	629377508	537,105	13,563,260	SH		DFND	2,5,6,8,10,11,12,13,19,20	12,078,067	304,863	1,180,330
NU SKIN ENTERPRISES INC	CL A	67018T105	82,021	1,337,369	SH		DFND	2,5,6,8,11,13,20	1,260,393	2,940	74,036
NUANCE COMMUNICATIONS INC	COM	67020Y100	48,603	3,673,695	SH		DFND	2,5,6,8,12,13,19,20	3,284,970	8,683	380,042
NUANCE COMMUNICATIONS INC	DBCV 1.000%12/1	67020YAK6	18,449	21,395,000	SH		DFND	2,5	21,395,000	0	0
NUANCE COMMUNICATIONS INC	NOTE 1.250% 4/0	67020YAN0	9,362	10,625,000	SH		DFND	2,5	10,625,000	0	0
APPIAN CORP	CL A	03782L101	2,321	86,904	SH		DFND	2,20	86,904	0	0
NUCOR CORP	COM	670346105	915,540	17,536,723	SH		DFND	2,5,6,8,10,11,12,13,19,20	15,679,779	276,958	1,579,986
NUTANIX INC	CL A	67059N108	68,861	1,655,717	SH		DFND	2,5,8,13,20	1,451,416	1,100	203,201
NUTRI SYS INC NEW	COM	67069D108	42,573	970,224	SH		DFND	2,5,8,20	860,174	8,100	101,950
NUTRIEN LTD	COM	67077M108	56,902	1,199,545	SH		DFND	2,10	1,199,545	0	0
NUVASIVE INC	COM	670704105	89,839	1,812,727	SH		DFND	2,5,6,8,11,13,20	1,544,782	761	267,184
NUVASIVE INC	NOTE 2.250% 3/1	670704AG0	21,930	20,757,000	SH		DFND	2,5	20,757,000	0	0
NUVECTRA CORP	COM	67075N108	4,531	277,276	SH		DFND	2,20	225,823	0	51,453
NV5 GLOBAL INC	COM	62945V109	10,048	165,946	SH		DFND	2,5,8,20	138,511	0	27,435
NVE CORP	COM NEW	629445206	9,208	105,185	SH		DFND	2,5,8,20	90,146	0	15,039
NVENT ELECTRIC PLC	SHS	G6700G107	296,205	13,188,127	SH		DFND	2,5,6,8,11,12,13,19,20	12,957,021	7,326	223,780
APPLE HOSPITALITY REIT INC	COM NEW	03784Y200	104,059	7,247,408	SH		DFND	2,5,8,10,12,13,19,20	6,549,335	50,958	647,115
NVIDIA CORP	COM	67066G104	3,113,419	23,321,493	SH		DFND	2,5,6,8,10,11,12,13,19,20	20,129,745	652,288	2,539,460
NVR INC	COM	62944T105	287,726	118,066	SH		DFND	2,5,6,8,10,11,12,13,19,20	103,594	3,804	10,668
NXP SEMICONDUCTORS N V	COM	N6596X109	767,109	10,431,924	SH		DFND	2,5,6,8,10,11,12,13,19,20	7,927,583	522,523	1,981,818
NXP SEMICONDUCTORS N V	NOTE 1.000%12/0	62952QAB6	39,313	39,240,000	SH		DFND	2,5	39,240,000	0	0
NXSTAGE MEDICAL INC	COM	67072V103	44,998	1,572,264	SH		DFND	2,5,8,20	1,363,121	1,900	207,243
NYMOX PHARMACEUTICAL CORP	COM	P73398102	611	466,747	SH		DFND	2,6,20	403,306	0	63,441
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	1,147,348	3,332,117	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,910,090	62,482	359,545
OAK VALLEY BANCORP OAKDALE C	COM	671807105	1,775	96,997	SH		DFND	2,20	78,678	0	18,319
OASIS PETE INC NEW	COM	674215108	91,236	16,498,312	SH		DFND	2,5,6,8,11,12,13,20	15,586,725	2,400	909,187
OCCIDENTAL PETE CORP DEL	COM	674599105	2,316,291	37,268,037	SH		DFND	2,5,6,8,10,11,12,13,19,20	33,740,169	522,023	3,005,845
APPLE INC	COM	037833100	29,248,115	185,419,773	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	155,101,578	4,673,293	25,644,902
OCEANEERING INTL INC	COM	675232102	43,256	3,574,861	SH		DFND	2,5,6,8,11,20	3,261,056	2,087	311,718
OCEANFIRST FINL CORP	COM	675234108	20,952	930,803	SH		DFND	2,5,20	727,337	0	203,466
OCULAR THERAPEUTIX INC	COM	67576A100	1,929	484,677	SH		DFND	2,5,20	390,298	0	94,379
OCWEN FINL CORP	COM NEW	675746309	2,865	2,137,779	SH		DFND	2,5,8,20	1,778,896	5,379	353,504
ODONATE THERAPEUTICS INC	COM	676079106	1,487	105,634	SH		DFND	2,20	90,464	0	15,170
OFFICE DEPOT INC	COM	676220106	47,083	18,249,407	SH		DFND	2,5,8,12,13,20	16,305,539	8,740	1,935,128
OFG BANCORP	COM	67103X102	28,586	1,729,338	SH		DFND	2,5,8,20	1,572,345	3,711	153,282
OGE ENERGY CORP	COM	670837103	280,934	7,168,506	SH		DFND	2,5,6,8,10,11,12,13,19,20	6,326,237	294,216	548,053
OHIO VY BANC CORP	COM	677719106	2,020	57,082	SH		DFND	2,20	47,817	0	9,265
OIL DRI CORP AMER	COM	677864100	2,609	98,447	SH		DFND	2,5,13,20	77,773	0	20,674
APPLIED DNA SCIENCES INC	COM NEW	03815U201	5	12,700	SH		DFND	20	12,700	0	0
OIL STS INTL INC	COM	678026105	32,729	2,291,935	SH		DFND	2,5,6,8,12,20	1,866,705	2,097	423,133
OKTA INC	CL A	679295105	73,424	1,150,851	SH		DFND	2,5,13,20	911,098	0	239,753
OLD DOMINION FGHT LINES INC	COM	679580100	259,979	2,105,264	SH		DFND	2,5,6,8,10,11,12,13,19,20	1,797,305	81,425	226,534
OLD LINE BANCSHARES INC	COM	67984M100	7,551	286,898	SH		DFND	2,5,20	237,148	0	49,750
OLD NATL BANCORP IND	COM	680033107	101,381	6,583,168	SH		DFND	2,5,8,20	6,067,449	700	515,019
OLD POINT FINL CORP	COM	680194107	784	35,920	SH		DFND	2,20	3,779	0	32,141
OLD REP INTL CORP	COM	680223104	452,150	21,981,051	SH		DFND	2,5,6,8,11,12,13,19,20	20,841,843	60,786	1,078,422
OLD SECOND BANCORP INC ILL	COM	680277100	6,942	534,036	SH		DFND	2,5,20	421,959	0	112,077
OLIN CORP	COM PAR $1	680665205	128,796	6,404,563	SH		DFND	2,5,6,8,11,13,20	3,576,165	2,616,917	211,481
OLLIES BARGAIN OUTLT HLDGS I	COM	681116109	105,218	1,581,995	SH		DFND	2,5,6,8,11,20	1,422,402	1,300	158,293
APPLIED INDL TECHNOLOGIES IN	COM	03820C105	65,703	1,218,073	SH		DFND	2,5,8,10,20	943,173	295	274,605
OLYMPIC STEEL INC	COM	68162K106	3,654	256,060	SH		DFND	2,5,20	226,718	0	29,342
OMEGA FLEX INC	COM	682095104	2,763	50,882	SH		DFND	2,20	42,084	0	8,798
OMEGA HEALTHCARE INVS INC	COM	681936100	223,510	6,358,756	SH		DFND	2,5,6,8,10,11,13,19,20	5,735,133	46,771	576,852
OMEROS CORP	COM	682143102	12,595	1,130,650	SH		DFND	2,5,8,20	991,533	0	139,117
OMNICELL INC	COM	68213N109	68,409	1,117,070	SH		DFND	2,5,8,20	933,228	202	183,640
OMNICOM GROUP INC	COM	681919106	722,764	9,789,804	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	8,571,960	240,374	977,470
OMNOVA SOLUTIONS INC	COM	682129101	6,102	832,432	SH		DFND	2,5,8,20	691,295	3,146	137,991
ON DECK CAP INC	COM	682163100	5,299	898,205	SH		DFND	2,5,20	738,054	0	160,151
ON SEMICONDUCTOR CORP	COM	682189105	147,135	8,911,844	SH		DFND	2,5,6,8,10,12,13,19,20	7,197,076	294,235	1,420,533
ON SEMICONDUCTOR CORP	NOTE 1.000%12/0	682189AK1	24,871	22,625,000	SH		DFND	2,5	22,625,000	0	0
AC IMMUNE SA	SHS	H00263105	316	33,418	SH		DFND	2	33,418	0	0
APPLIED MATLS INC	COM	038222105	1,460,864	44,620,171	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	39,020,365	1,129,725	4,470,081
ON SEMICONDUCTOR CORP	NOTE 1.625%10/1	682189AP0	19,441	18,150,000	SH		DFND	2,5	18,150,000	0	0
ONCOMED PHARMACEUTICALS INC	COM	68234X102	8	10,189	SH		DFND	20	10,189	0	0
ONCOSEC MED INC	COM NEW	68234L207	9	13,300	SH		DFND	20	13,300	0	0
ONE GAS INC	COM	68235P108	134,257	1,686,643	SH		DFND	2,5,6,8,10,11,13,19,20	1,502,506	545	183,592
ONE LIBERTY PPTYS INC	COM	682406103	8,367	339,201	SH		DFND	2,5,8,20	281,213	0	57,988
ONEMAIN HLDGS INC	COM	68268W103	23,777	978,897	SH		DFND	2,5,8,13,20	873,660	1,100	104,137
ONEOK INC NEW	COM	682680103	1,087,044	20,149,108	SH		DFND	2,5,6,8,10,11,12,13,19,20	18,158,474	241,494	1,749,140
ONESPAN INC	COM	68287N100	11,708	904,064	SH		DFND	2,5,8,20	800,006	1,012	103,046
OOMA INC	COM	683416101	4,428	319,023	SH		DFND	2,20	262,109	0	56,914
OP BANCORP	COM	67109R109	1,561	176,025	SH		DFND	2,20	142,829	0	33,196
APPLIED OPTOELECTRONICS INC	COM	03823U102	11,269	730,329	SH		DFND	2,5,20	669,726	0	60,603
OPHTHOTECH CORP	COM	683745103	50	41,652	SH		DFND	20	41,652	0	0
OPKO HEALTH INC	COM	68375N103	47,083	15,642,110	SH		DFND	2,5,8,10,13,20	14,605,611	12,625	1,023,874
OPPENHEIMER HLDGS INC	CL A NON VTG	683797104	5,737	224,521	SH		DFND	2,10,20	174,332	0	50,189
OPTINOSE INC	COM	68404V100	1,917	309,187	SH		DFND	2,5,20	255,787	0	53,400
OPUS BK IRVINE CALIF	COM	684000102	16,384	836,344	SH		DFND	2,5,8,20	760,147	1,600	74,597
ORACLE CORP	COM	68389X105	4,801,456	106,344,532	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	91,460,535	3,032,073	11,851,924
ORASURE TECHNOLOGIES INC	COM	68554V108	25,390	2,173,839	SH		DFND	2,5,8,20	1,973,610	1,058	199,171
ORBCOMM INC	COM	68555P100	12,762	1,545,048	SH		DFND	2,5,8,20	1,318,865	0	226,183
ORBOTECH LTD	ORD	M75253100	13,201	233,478	SH		DFND	2,5,8,10,20	177,351	451	55,676
ORCHID IS CAP INC	COM	68571X103	6,075	939,065	SH		DFND	2,5,20	792,213	0	146,852
APPROACH RESOURCES INC	COM	03834A103	531	608,691	SH		DFND	2,20	508,591	0	100,100
ORGANOVO HLDGS INC	COM	68620A104	1,589	1,660,159	SH		DFND	2,5,20	1,392,403	0	267,756
ORIGIN BANCORP INC	COM	68621T102	10,848	318,296	SH		DFND	2,5,20	236,200	0	82,096
ORION ENGINEERED CARBONS S A	COM	L72967109	353	13,958	SH		DFND	2,5	13,958	0	0
ORION GROUP HOLDINGS INC	COM	68628V308	3,222	751,107	SH		DFND	2,5,20	657,636	0	93,471
ORITANI FINL CORP DEL	COM	68633D103	20,113	1,363,615	SH		DFND	2,5,6,8,20	1,228,790	0	134,825
ORIX CORP	SPONSORED ADR	686330101	345	4,827	SH		DFND	2,20	4,827	0	0
ORMAT TECHNOLOGIES INC	COM	686688102	41,461	792,755	SH		DFND	2,5,8,20	667,751	100	124,904
ORRSTOWN FINL SVCS INC	COM	687380105	2,432	133,575	SH		DFND	2,20	110,863	0	22,712
ORTHOFIX MED INC	COM	68752M108	36,662	698,462	SH		DFND	2,5,8,10,20	594,314	859	103,289
ORTHOPEDIATRICS CORP	COM	68752L100	3,867	110,862	SH		DFND	2,20	90,072	0	20,790
APPTIO INC	CL A	03835C108	25,714	677,401	SH		DFND	2,5,8,20	573,442	0	103,959
OSHKOSH CORP	COM	688239201	138,274	2,255,330	SH		DFND	2,5,6,8,11,12,13,19,20	2,157,027	1,186	97,117
OSI SYSTEMS INC	COM	671044105	37,144	506,737	SH		DFND	2,5,8,10,20	429,800	0	76,937
OSIRIS THERAPEUTICS INC NEW	COM	68827R108	157	11,600	SH		DFND	20	11,600	0	0
OSMOTICA PHARMACEUTICALS PLC	SHS	G6S41R101	152	19,600	SH		DFND	2,20	19,600	0	0
OTONOMY INC	COM	68906L105	64	34,590	SH		DFND	20	34,590	0	0
OTTER TAIL CORP	COM	689648103	40,128	808,378	SH		DFND	2,5,20	681,381	0	126,997
OUTFRONT MEDIA INC	COM	69007J106	34,132	1,883,684	SH		DFND	2,5,8,13,20	1,698,932	902	183,850
OVERSEAS SHIPHOLDING GROUP I	CL A NEW	69036R863	1,460	879,534	SH		DFND	2,20	664,998	0	214,536
OVERSTOCK COM INC DEL	COM	690370101	10,610	781,318	SH		DFND	2,5,8,20	714,532	0	66,786
OVID THERAPEUTICS INC	COM	690469101	411	169,815	SH		DFND	2,20	140,916	0	28,899
APTARGROUP INC	COM	038336103	237,565	2,525,411	SH		DFND	2,5,6,8,11,13,20	2,444,650	810	79,951
OWENS & MINOR INC NEW	COM	690732102	18,726	2,928,895	SH		DFND	2,5,8,12,20	2,725,360	2,344	201,191
OWENS CORNING NEW	COM	690742101	128,594	2,923,929	SH		DFND	2,5,6,8,10,12,13,19,20	2,439,459	104,272	380,198
OWENS ILL INC	COM NEW	690768403	94,296	5,469,614	SH		DFND	2,5,6,8,11,12,13,19,20	5,263,074	2,286	204,254
OXFORD IMMUNOTEC GLOBAL PLC	ORD SHS	G6855A103	5,333	417,292	SH		DFND	2,5,20	343,231	0	74,061
OXFORD INDS INC	COM	691497309	32,532	457,941	SH		DFND	2,5,8,20	400,970	641	56,330
P A M TRANSN SVCS INC	COM	693149106	1,553	39,401	SH		DFND	2,20	31,401	0	8,000
P T TELEKOMUNIKASI INDONESIA	SPONSORED ADR	715684106	18,134	691,865	SH		DFND	2,5,13,20	655,048	0	36,817
PACCAR INC	COM	693718108	853,827	14,439,425	SH		DFND	2,5,6,8,10,11,12,13,19,20	12,585,246	338,477	1,515,702
PACIFIC BIOSCIENCES CALIF IN	COM	69404D108	19,257	2,602,331	SH		DFND	2,5,8,20	2,178,039	0	424,292
PACIFIC CITY FINANCIAL CORP	COM NEW	69406T408	2,405	153,646	SH		DFND	2,20	124,450	0	29,196
APTEVO THERAPEUTICS INC	COM	03835L108	15	12,061	SH		DFND	20	12,061	0	0
PACIFIC ETHANOL INC	COM PAR $.001	69423U305	25	29,552	SH		DFND	20	29,552	0	0
PACIFIC MERCANTILE BANCORP	COM	694552100	1,844	257,892	SH		DFND	2,20	178,218	0	79,674
PACIFIC PREMIER BANCORP	COM	69478X105	48,573	1,903,331	SH		DFND	2,5,8,20	1,718,897	0	184,434
PACIRA PHARMACEUTICALS INC	COM	695127100	40,059	931,175	SH		DFND	2,5,8,20	800,157	1,000	130,018
PACKAGING CORP AMER	COM	695156109	338,577	4,017,952	SH		DFND	2,5,6,8,10,11,12,13,19,20	3,508,461	91,511	417,980
PACWEST BANCORP DEL	COM	695263103	187,241	5,626,231	SH		DFND	2,5,6,8,11,12,13,20	5,465,941	1,379	158,911
PAGSEGURO DIGITAL LTD	COM CL A	G68707101	902	48,158	SH		DFND	2,5,8	48,158	0	0
PALATIN TECHNOLOGIES INC	COM PAR $ .01	696077403	1,896	2,675,827	SH		DFND	2,20	2,202,758	0	473,069
PALO ALTO NETWORKS INC	COM	697435105	332,902	1,767,464	SH		DFND	2,5,6,8,10,12,13,19,20	1,471,458	52,204	243,802
PANDORA MEDIA INC	COM	698354107	41,642	5,147,292	SH		DFND	2,5,8,20	4,330,694	6,900	809,698
APTINYX INC	COM	03836N103	3,257	196,893	SH		DFND	2,20	159,123	0	37,770
PANHANDLE OIL AND GAS INC	CL A	698477106	4,502	290,478	SH		DFND	2,5,20	244,933	0	45,545
PAPA JOHNS INTL INC	COM	698813102	27,529	691,509	SH		DFND	2,5,6,8,11,20	617,789	458	73,262
PAR PACIFIC HOLDINGS INC	COM NEW	69888T207	16,499	1,163,538	SH		DFND	2,5,20	1,064,501	0	99,037
PAR TECHNOLOGY CORP	COM	698884103	3,976	182,798	SH		DFND	2,5,20	149,328	0	33,470
PARAMOUNT GROUP INC	COM	69924R108	70,146	5,541,264	SH		DFND	2,5,8,10,13,20	4,995,867	48,775	496,622
PARATEK PHARMACEUTICALS INC	COM	699374302	2,960	576,992	SH		DFND	2,5,20	478,564	0	98,428
PARETEUM CORP	COM NEW	69946T207	65	38,725	SH		DFND	20	38,725	0	0
PARK CITY GROUP INC	COM NEW	700215304	1,172	196,248	SH		DFND	2,20	160,936	0	35,312
PARK ELECTROCHEMICAL CORP	COM	700416209	10,319	567,948	SH		DFND	2,5,8,20	500,638	861	66,449
PARK HOTELS RESORTS INC	COM	700517105	179,014	6,638,714	SH		DFND	2,5,6,8,10,12,13,19,20	5,986,042	47,957	604,715
APTIV PLC	SHS	G6095L109	647,772	10,520,901	SH		DFND	2,5,6,8,10,11,12,13,19,20	9,160,732	281,048	1,079,121
PARK NATL CORP	COM	700658107	24,692	290,668	SH		DFND	2,5,8,20	247,338	0	43,330
PARK OHIO HLDGS CORP	COM	700666100	5,014	163,368	SH		DFND	2,5,20	138,124	0	25,244
PARKE BANCORP INC	COM	700885106	1,692	90,433	SH		DFND	2,20	76,245	0	14,188
PARKER HANNIFIN CORP	COM	701094104	765,649	5,133,762	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	4,510,370	93,458	529,934
PARSLEY ENERGY INC	CL A	701877102	124,447	7,787,653	SH		DFND	2,5,6,8,10,12,13,19,20	6,894,589	118,800	774,264
PARTY CITY HOLDCO INC	COM	702149105	16,045	1,607,714	SH		DFND	2,5,20	1,431,981	0	175,733
PATRICK INDS INC	COM	703343103	19,242	649,858	SH		DFND	2,5,8,20	549,914	0	99,944
PATTERN ENERGY GROUP INC	CL A	70338P100	32,068	1,684,203	SH		DFND	2,5,8,20	1,426,684	0	257,519
PATTERSON COMPANIES INC	COM	703395103	56,554	2,876,579	SH		DFND	2,5,6,8,11,12,13,20	2,614,151	3,364	259,064
PATTERSON UTI ENERGY INC	COM	703481101	58,109	5,614,423	SH		DFND	2,5,6,8,11,12,13,20	5,338,506	2,087	273,830
AQUA AMERICA INC	COM	03836W103	298,252	8,723,373	SH		DFND	1,2,5,6,8,11,12,13,19,20	8,493,490	1,876	228,007
PAYCHEX INC	COM	704326107	894,619	13,731,687	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	11,783,012	467,081	1,481,594
PAYCOM SOFTWARE INC	COM	70432V102	74,975	612,288	SH		DFND	2,5,8,13,20	535,412	500	76,376
PAYLOCITY HLDG CORP	COM	70438V106	36,944	613,589	SH		DFND	2,5,8,20	480,559	0	133,030
PAYPAL HLDGS INC	COM	70450Y103	3,697,013	43,964,955	SH		DFND	2,5,6,8,10,11,12,13,19,20	38,586,255	675,236	4,703,464
PBF ENERGY INC	CL A	69318G106	154,291	4,722,727	SH		DFND	2,5,6,8,11,12,13,20	4,558,000	1,000	163,727
PC CONNECTION INC	COM	69318J100	9,276	308,727	SH		DFND	2,5,8,20	273,563	0	35,164
PC-TEL INC	COM	69325Q105	50	11,562	SH		DFND	20	11,562	0	0
PCSB FINL CORP	COM	69324R104	5,701	291,474	SH		DFND	2,5,6,20	243,595	0	47,879
PDC ENERGY INC	COM	69327R101	100,470	3,376,010	SH		DFND	2,5,13,20	3,143,187	1,214	231,609
PDF SOLUTIONS INC	COM	693282105	6,245	740,755	SH		DFND	2,5,20	655,242	0	85,513
AQUANTIA CORP	COM	03842Q108	2,969	338,502	SH		DFND	2,5,20	270,682	0	67,820
PDL BIOPHARMA INC	COM	69329Y104	18,380	6,337,916	SH		DFND	2,5,8,20	5,760,236	4,743	572,937
PDL CMNTY BANCORP	COM	69290X101	1,512	118,720	SH		DFND	2,20	96,495	0	22,225
PDVWIRELESS INC	COM	69290R104	6,541	174,932	SH		DFND	2,5,20	146,646	0	28,286
PEABODY ENERGY CORP NEW	COM	704551100	66,940	2,196,209	SH		DFND	2,5,8,10,13,20	1,979,972	2,400	213,837
PEAPACK-GLADSTONE FINL CORP	COM	704699107	10,462	415,479	SH		DFND	2,5,20	364,707	0	50,772
PEBBLEBROOK HOTEL TR	COM	70509V100	170,889	5,988,741	SH		DFND	2,5,6,8,10,11,13,20	5,359,934	31,346	597,461
PEGASYSTEMS INC	COM	705573103	24,311	507,953	SH		DFND	2,5,8,20	449,614	226	58,113
PENN NATL GAMING INC	COM	707569109	61,535	3,267,935	SH		DFND	2,5,6,8,20	2,930,153	3,150	334,632
PENN VA CORP NEW	COM	70788V102	37,329	690,503	SH		DFND	2,5,20	646,982	0	43,521
PENNEY J C INC	COM	708160106	14,029	13,489,878	SH		DFND	1,2,5,8,12,20	12,406,214	11,544	1,072,120
ACACIA COMMUNICATIONS INC	COM	00401C108	21,989	578,646	SH		DFND	2,5,8,20	494,959	0	83,687
AQUAVENTURE HLDGS LTD	SHS	G0443N107	3,485	184,466	SH		DFND	2,5,20	154,972	0	29,494
PENNS WOODS BANCORP INC	COM	708430103	3,306	82,152	SH		DFND	2,5,20	69,972	0	12,180
PENNSYLVANIA RL ESTATE INVT	SH BEN INT	709102107	17,651	2,971,498	SH		DFND	2,5,8,10,20	2,656,344	17,729	297,425
PENNYMAC FINL SVCS INC	COM	70932M107	8,317	391,193	SH		DFND	2,5,20	322,783	0	68,410
PENNYMAC MTG INVT TR	COM	70931T103	36,882	1,932,473	SH		DFND	2,5,8,10,13,20	1,667,369	29,100	236,004
PENSKE AUTOMOTIVE GRP INC	COM	70959W103	27,309	677,304	SH		DFND	2,5,8,13,20	625,934	1,317	50,053
PENTAIR PLC	SHS	G7S00T104	377,411	9,989,714	SH		DFND	2,5,6,8,10,11,12,13,19,20	8,946,258	168,718	874,738
PENUMBRA INC	COM	70975L107	59,823	489,553	SH		DFND	2,5,8,13,20	417,304	700	71,549
PEOPLES BANCORP INC	COM	709789101	12,942	429,958	SH		DFND	2,5,8,10,20	326,732	0	103,226
PEOPLES BANCORP N C INC	COM	710577107	1,508	61,656	SH		DFND	2,20	50,765	0	10,891
PEOPLES FINL SVCS CORP	COM	711040105	5,297	120,216	SH		DFND	2,5,20	100,377	0	19,839
AQUESTIVE THERAPEUTICS INC	COM	03843E104	268	42,580	SH		DFND	2,20	31,180	0	11,400
PEOPLES UNITED FINANCIAL INC	COM	712704105	629,394	43,617,031	SH		DFND	2,5,6,8,10,11,12,13,19,20	41,468,350	231,545	1,917,136
PEOPLES UTAH BANCORP	COM	712706209	8,494	281,741	SH		DFND	2,5,20	234,933	0	46,808
PEPSICO INC	COM	713448108	7,082,059	63,580,836	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	56,315,350	1,054,646	6,210,840
PERFICIENT INC	COM	71375U101	23,945	1,075,717	SH		DFND	2,5,8,10,20	892,427	0	183,290
PERFORMANCE FOOD GROUP CO	COM	71377A103	71,443	2,213,912	SH		DFND	2,5,8,12,13,20	1,720,900	2,800	490,212
PERFORMANT FINL CORP	COM	71377E105	33	14,799	SH		DFND	20	14,799	0	0
PERKINELMER INC	COM	714046109	275,146	3,502,810	SH		DFND	2,5,6,8,10,11,12,13,20	3,176,575	1,847	324,388
PERMIAN BASIN RTY TR	UNIT BEN INT	714236106	166	27,807	SH		DFND	2	27,807	0	0
PERRIGO CO PLC	SHS	G97822103	236,138	6,093,890	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,558,092	86,807	1,448,991
PERSHING GOLD CORP	COM NEW	715302204	11	10,200	SH		DFND	20	10,200	0	0
AQUINOX PHARMACEUTICALS INC	COM	03842B101	26	12,153	SH		DFND	20	12,153	0	0
PERSPECTA INC	COM	715347100	109,722	6,353,693	SH		DFND	1,2,5,6,8,11,12,13,20	4,021,025	6,068	2,326,600
PETIQ INC	COM CL A	71639T106	8,989	383,010	SH		DFND	2,5,20	339,594	0	43,416
PETMED EXPRESS INC	COM	716382106	20,205	868,654	SH		DFND	2,5,8,20	792,220	8,900	67,534
PETROLEO BRASILEIRO SA PETRO	SP ADR NON VTG	71654V101	101,264	8,488,460	SH		DFND	2,5,10,20	7,521,013	857,309	110,138
PETROLEO BRASILEIRO SA PETRO	SPONSORED ADR	71654V408	91,820	7,045,462	SH		DFND	2,5,8,10,20	6,254,905	654,334	136,223
PFENEX INC	COM	717071104	1,188	372,278	SH		DFND	2,20	274,989	0	97,289
PFIZER INC	COM	717081103	12,843,190	294,231,159	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	207,440,948	4,455,007	82,335,204
PFSWEB INC	COM NEW	717098206	1,200	233,900	SH		DFND	2,20	181,800	0	52,100
PG&E CORP	COM	69331C108	610,623	25,710,449	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	22,510,510	501,918	2,698,021
PGT INNOVATIONS INC	COM	69336V101	23,311	1,470,740	SH		DFND	2,5,8,20	1,274,410	0	196,330
ARAMARK	COM	03852U106	149,305	5,153,789	SH		DFND	2,5,6,8,10,12,13,19,20	4,310,529	163,011	680,249
PHI INC	COM NON VTG	69336T205	405	219,157	SH		DFND	2,5,20	185,541	0	33,616
PHIBRO ANIMAL HEALTH CORP	CL A COM	71742Q106	20,521	638,099	SH		DFND	2,5,6,10,20	525,082	0	113,017
PHILIP MORRIS INTL INC	COM	718172109	3,733,522	54,919,760	SH		DFND	2,5,6,8,10,12,13,19,20	49,407,620	891,386	4,620,754
PHILLIPS 66	COM	718546104	1,881,989	21,845,493	SH		DFND	2,5,6,8,10,11,12,13,19,20	19,546,010	526,573	1,772,910
PHOENIX NEW MEDIA LTD	SPONSORED ADS	71910C103	119	37,037	SH		DFND	2,20	37,037	0	0
PHOTRONICS INC	COM	719405102	18,914	1,953,876	SH		DFND	2,5,8,20	1,705,066	3,340	245,470
PHYSICIANS RLTY TR	COM	71943U104	68,948	4,301,213	SH		DFND	2,5,8,10,20	3,405,912	41,149	854,152
PICO HLDGS INC	COM NEW	693366205	3,821	418,035	SH		DFND	2,5,20	353,807	0	64,228
PIEDMONT OFFICE REALTY TR IN	COM CL A	720190206	76,722	4,448,672	SH		DFND	2,5,8,10,12,13,20	3,874,315	29,554	544,803
PIER 1 IMPORTS INC	COM	720279108	633	2,068,442	SH		DFND	2,5,20	1,831,304	0	237,138
ARATANA THERAPEUTICS INC	COM	03874P101	4,471	729,413	SH		DFND	2,5,20	601,258	0	128,155
PIERIS PHARMACEUTICALS INC	COM	720795103	2,411	906,570	SH		DFND	2,5,20	749,606	0	156,964
PILGRIMS PRIDE CORP NEW	COM	72147K108	9,832	633,919	SH		DFND	2,5,8,13,20	564,225	0	69,694
PINDUODUO INC	SPONSORED ADS	722304102	2,841	126,612	SH		DFND	2,5,6,19	126,612	0	0
PINNACLE FINL PARTNERS INC	COM	72346Q104	149,006	3,232,231	SH		DFND	2,5,6,8,11,13,20	3,074,771	1,000	156,460
PINNACLE WEST CAP CORP	COM	723484101	524,546	6,156,647	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,503,755	172,710	480,182
PIONEER ENERGY SVCS CORP	COM	723664108	2,575	2,093,305	SH		DFND	2,5,20	1,868,663	0	224,642
PIONEER NAT RES CO	COM	723787107	1,093,722	8,316,011	SH		DFND	2,5,6,8,10,11,12,13,19,20	7,540,551	112,812	662,648
PIPER JAFFRAY COS	COM	724078100	29,581	449,289	SH		DFND	2,5,8,20	374,488	0	74,801
PITNEY BOWES INC	COM	724479100	35,126	5,943,457	SH		DFND	2,5,6,8,11,12,13,20	5,327,898	3,874	611,685
PIVOTAL SOFTWARE INC	COM CL A	72582H107	1,805	110,370	SH		DFND	2,20	110,370	0	0
ARBOR RLTY TR INC	COM	038923108	17,017	1,665,462	SH		DFND	2,5,20	1,441,104	0	224,358
PIXELWORKS INC	COM NEW	72581M305	89	30,752	SH		DFND	2,20	30,752	0	0
PJT PARTNERS INC	COM CL A	69343T107	14,675	378,618	SH		DFND	2,5,8,20	317,191	0	61,427
PLAINS GP HLDGS L P	LTD PARTNR INT A	72651A207	59,152	2,942,891	SH		DFND	2,5,6,8,10,12,13,19,20	1,141,437	380,468	1,420,986
PLANET FITNESS INC	CL A	72703H101	92,145	1,718,489	SH		DFND	2,5,8,13,20	1,437,900	2,200	278,389
PLANTRONICS INC NEW	COM	727493108	38,465	1,162,082	SH		DFND	2,5,6,8,11,20	1,013,549	211	148,322
PLATFORM SPECIALTY PRODS COR	COM	72766Q105	30,943	2,995,431	SH		DFND	2,5,8,20	2,680,213	4,200	311,018
PLAYA HOTELS & RESORTS NV	SHS	N70544106	1,219	169,497	SH		DFND	2,5,20	169,497	0	0
PLAYAGS INC	COM	72814N104	8,368	363,841	SH		DFND	2,20	299,241	0	64,600
PLDT INC	SPONSORED ADR	69344D408	834	39,015	SH		DFND	2,5,20	39,015	0	0
PLEXUS CORP	COM	729132100	48,220	944,009	SH		DFND	2,5,8,20	807,867	186	135,956
ARBUTUS BIOPHARMA CORP	COM	03879J100	2,290	597,932	SH		DFND	2,5,20	473,990	0	123,942
PLUG POWER INC	COM NEW	72919P202	5,089	4,104,233	SH		DFND	2,5,8,20	3,453,572	0	650,661
PLURALSIGHT INC	COM CL A	72941B106	6,879	292,092	SH		DFND	2,20	263,812	0	28,280
PLURISTEM THERAPEUTICS INC	COM	72940R102	37	47,161	SH		DFND	2	47,161	0	0
PNC FINL SVCS GROUP INC	COM	693475105	2,422,268	20,719,080	SH		DFND	2,5,6,8,10,11,12,13,19,20	18,390,348	348,454	1,980,278
PNM RES INC	COM	69349H107	105,248	2,561,395	SH		DFND	2,5,6,8,10,11,12,13,20	2,277,638	1,065	282,692
POINTS INTL LTD	COM NEW	730843208	243	24,363	SH		DFND	2,13	22,663	0	1,700
POLARIS INDS INC	COM	731068102	345,645	4,507,629	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,184,917	54,082	268,630
POLARITYTE INC	COM	731094108	1,945	144,169	SH		DFND	2,20	116,309	0	27,860
POLYONE CORP	COM	73179P106	77,405	2,688,529	SH		DFND	2,5,6,8,11,20	2,206,159	1,060	481,310
POOL CORPORATION	COM	73278L105	139,946	941,444	SH		DFND	2,5,6,8,11,13,20	881,029	829	59,586
ARC DOCUMENT SOLUTIONS INC	COM	00191G103	90	43,676	SH		DFND	20	38,476	0	5,200
POPULAR INC	COM NEW	733174700	147,005	3,096,279	SH		DFND	2,5,8,12,13,20	2,954,504	1,367	140,408
PORTLAND GEN ELEC CO	COM NEW	736508847	90,921	1,967,782	SH		DFND	2,5,8,10,12,13,20	1,656,904	1,400	309,478
PORTOLA PHARMACEUTICALS INC	COM	737010108	75,508	3,868,234	SH		DFND	2,5,8,10,13,20	3,659,791	700	207,743
POSCO	SPONSORED ADR	693483109	31,479	572,968	SH		DFND	2,5,20	560,510	0	12,458
POST HLDGS INC	COM	737446104	137,645	1,544,313	SH		DFND	2,5,6,8,11,13,20	1,452,081	1,423	90,809
POTBELLY CORP	COM	73754Y100	3,672	456,164	SH		DFND	2,5,20	385,733	0	70,431
POTLATCHDELTIC CORPORATION	COM	737630103	64,805	2,048,202	SH		DFND	2,5,6,8,11,20	1,791,310	653	256,239
POWELL INDS INC	COM	739128106	5,971	238,764	SH		DFND	2,5,8,20	210,690	0	28,074
POWER INTEGRATIONS INC	COM	739276103	55,786	914,826	SH		DFND	2,5,8,20	813,627	200	100,999
PPDAI GROUP INC	SPONSORED ADR	69354V108	145	40,235	SH		DFND	2	40,235	0	0
ARCBEST CORP	COM	03937C105	29,123	850,057	SH		DFND	2,5,8,20	739,183	1,000	109,874
PPG INDS INC	COM	693506107	1,168,137	11,426,560	SH		DFND	2,5,6,8,10,11,12,13,19,20	10,201,242	254,205	971,113
PPL CORP	COM	69351T106	1,026,892	35,762,404	SH		DFND	2,5,6,8,10,11,12,13,19,20	31,725,781	510,284	3,526,339
PQ GROUP HLDGS INC	COM	73943T103	10,275	693,777	SH		DFND	2,5,20	552,009	0	141,768
PRA GROUP INC	COM	69354N106	30,492	1,251,199	SH		DFND	2,5,8,20	1,095,115	134	155,950
PRA HEALTH SCIENCES INC	COM	69354M108	123,597	1,344,031	SH		DFND	2,5,6,8,11,13,20	1,241,357	900	101,774
PREFERRED APT CMNTYS INC	COM	74039L103	11,411	797,407	SH		DFND	2,5,8,20	663,311	0	134,096
PREFERRED BK LOS ANGELES CA	COM NEW	740367404	21,301	491,366	SH		DFND	2,5,20	445,629	0	45,737
PREFORMED LINE PRODS CO	COM	740444104	2,824	51,857	SH		DFND	2,20	44,546	0	7,311
PREMIER FINL BANCORP INC	COM	74050M105	2,868	192,382	SH		DFND	2,5,13,20	159,923	0	32,459
PREMIER INC	CL A	74051N102	29,651	793,881	SH		DFND	2,5,8,13,20	720,220	0	73,661
ARCH CAP GROUP LTD	ORD	G0450A105	248,397	9,296,287	SH		DFND	2,5,6,8,10,12,13,19,20	7,957,209	272,419	1,066,659
PRESIDIO INC	COM	74102M103	8,810	673,135	SH		DFND	2,5,20	572,494	0	100,641
PRESTIGE CONSMR HEALTHCARE I	COM	74112D101	63,092	2,043,141	SH		DFND	2,5,6,8,11,20	1,596,328	2,000	444,813
PRGX GLOBAL INC	COM NEW	69357C503	2,908	307,102	SH		DFND	2,20	249,816	0	57,286
PRICE T ROWE GROUP INC	COM	74144T108	1,200,025	12,998,536	SH		DFND	2,5,6,8,10,11,12,13,19,20	11,583,418	361,444	1,053,674
PRICELINE GRP INC	COM	09857L108	3,356,125	1,948,494	SH		DFND	2,5,6,8,10,11,12,13,19,20	1,696,944	51,799	199,751
PRICELINE GRP INC	NOTE 0.350% 6/1	741503AS5	42,897	32,177,000	SH		DFND	2,5	32,177,000	0	0
PRICELINE GRP INC	NOTE 0.900% 9/1	741503AX4	34,931	31,625,000	SH		DFND	2,5	31,625,000	0	0
PRICESMART INC	COM	741511109	30,795	521,070	SH		DFND	2,5,8,20	452,612	65	68,393
PRIMERICA INC	COM	74164M108	142,800	1,461,471	SH		DFND	2,5,6,8,11,13,20	1,317,012	1,000	143,459
PRIMO WTR CORP	COM	74165N105	8,088	577,336	SH		DFND	2,5,20	479,506	0	97,830
ACACIA RESH CORP	ACACIA TCH COM	003881307	2,699	905,813	SH		DFND	2,5,20	775,498	0	130,315
ARCH COAL INC	CL A	039380407	49,998	602,459	SH		DFND	2,5,10,20	549,105	6,768	46,586
PRIMORIS SVCS CORP	COM	74164F103	15,473	806,332	SH		DFND	2,5,8,20	672,217	1,300	132,815
PRINCIPAL FINL GROUP INC	COM	74251V102	547,992	12,406,419	SH		DFND	2,5,6,8,10,11,12,13,19,20	10,959,928	353,673	1,092,818
PRINCIPIA BIOPHARMA INC	COM	74257L108	2,148	78,428	SH		DFND	2,20	63,528	0	14,900
PROASSURANCE CORP	COM	74267C106	69,101	1,671,445	SH		DFND	2,5,6,8,13,20	1,489,024	648	181,773
PROCTER AND GAMBLE CO	COM	742718109	10,308,130	112,142,411	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	93,418,155	2,530,914	16,193,342
PROFIRE ENERGY INC	COM	74316X101	647	445,864	SH		DFND	2,20	350,364	0	95,500
PROGENICS PHARMACEUTICALS IN	COM	743187106	21,636	5,151,528	SH		DFND	2,5,20	4,872,495	0	279,033
PROGRESS SOFTWARE CORP	COM	743312100	48,240	1,359,247	SH		DFND	2,5,8,10,20	1,138,712	0	220,535
PROGRESSIVE CORP OHIO	COM	743315103	1,528,553	25,336,526	SH		DFND	2,5,6,8,10,11,12,13,19,20	22,011,545	768,479	2,556,502
PROLOGIS INC	COM	74340W103	2,066,571	35,193,648	SH		DFND	2,5,6,8,10,11,12,13,19,20	31,076,396	564,190	3,553,062
ARCHER DANIELS MIDLAND CO	COM	039483102	1,415,619	34,552,570	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	30,361,310	687,902	3,503,358
PROOFPOINT INC	COM	743424103	63,436	756,897	SH		DFND	2,5,8,13,20	682,443	500	73,954
PROPETRO HLDG CORP	COM	74347M108	29,298	2,378,123	SH		DFND	2,5,8,20	2,131,805	0	246,318
PROQR THRAPEUTICS N V	SHS EURO	N71542109	677	42,923	SH		DFND	2,20	31,988	0	10,935
PROS HOLDINGS INC	COM	74346Y103	19,208	611,717	SH		DFND	2,5,8,20	515,781	0	95,936
PROSPECT CAPITAL CORPORATION	NOTE 4.750% 4/1	74348TAQ5	12,198	12,175,000	SH		DFND	2,5	12,175,000	0	0
PROSPERITY BANCSHARES INC	COM	743606105	193,784	3,090,671	SH		DFND	2,5,6,8,11,13,20	2,851,252	960	238,459
PROTAGONIST THERAPEUTICS INC	COM	74366E102	96	14,298	SH		DFND	2,20	14,298	0	0
PROTECTIVE INS CORP	CL B	74368L203	3,266	196,143	SH		DFND	2,5,20	167,962	775	27,406
PROTEOSTASIS THERAPEUTICS IN	COM	74373B109	970	299,363	SH		DFND	2,20	220,633	0	78,730
PROTHENA CORP PLC	SHS	G72800108	15,689	1,523,171	SH		DFND	2,5,8,20	1,398,113	94	124,964
ARCHROCK INC	COM	03957W106	30,548	4,078,559	SH		DFND	2,5,8,10,20	3,527,304	2,651	548,604
PROTO LABS INC	COM	743713109	81,764	724,919	SH		DFND	2,5,8,20	633,001	300	91,618
PROVIDENCE SVC CORP	COM	743815102	21,896	364,806	SH		DFND	2,5,8,10,20	303,653	0	61,153
PROVIDENT BANCORP INC	COM	74383X109	1,883	86,839	SH		DFND	2,20	65,157	0	21,682
PROVIDENT FINL SVCS INC	COM	74386T105	40,708	1,687,032	SH		DFND	2,5,8,20	1,468,467	2,100	216,465
PRUDENTIAL BANCORP INC NEW	COM	74431A101	2,143	121,770	SH		DFND	2,20	104,389	0	17,381
PRUDENTIAL FINL INC	COM	744320102	1,509,773	18,513,460	SH		DFND	2,5,6,8,10,11,12,13,19,20	16,299,693	281,685	1,932,082
PRUDENTIAL PLC	ADR	74435K204	471	13,317	SH		DFND	1,20	13,317	0	0
PS BUSINESS PKS INC CALIF	COM	69360J107	114,833	876,589	SH		DFND	2,5,8,10,20	775,353	4,448	96,788
PTC INC	COM	69370C100	275,658	3,325,183	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,944,374	73,210	307,599
PTC THERAPEUTICS INC	COM	69366J200	82,310	2,398,314	SH		DFND	2,5,8,10,20	2,256,230	0	142,084
ARCOSA INC	COM	039653100	28,853	1,041,991	SH		DFND	2,5,8,13,20	962,858	786	78,347
PUBLIC STORAGE	COM	74460D109	1,844,419	9,112,291	SH		DFND	2,5,6,8,10,11,12,13,19,20	7,912,357	197,072	1,002,862
PUBLIC SVC ENTERPRISE GROUP	COM	744573106	1,367,833	26,279,209	SH		DFND	2,5,6,8,10,11,12,13,19,20	22,738,399	613,931	2,926,879
PULMATRIX INC	COM	74584P103	3	13,500	SH		DFND	20	13,500	0	0
PULSE BIOSCIENCES INC	COM	74587B101	1,630	142,236	SH		DFND	2,5,20	116,078	0	26,158
PULTE GROUP INC	COM	745867101	310,862	11,909,032	SH		DFND	2,5,6,8,10,11,12,13,19,20	10,332,670	196,618	1,379,744
PUMA BIOTECHNOLOGY INC	COM	74587V107	58,193	2,859,610	SH		DFND	2,5,8,10,13,20	2,758,854	1,000	99,756
PURE STORAGE INC	CL A	74624M102	41,149	2,559,041	SH		DFND	2,5,8,20	1,917,094	2,000	639,947
PURECYCLE CORP	COM NEW	746228303	2,437	245,377	SH		DFND	2,20	207,718	0	37,659
PURPLE INNOVATION INC	COM	74640Y106	423	71,883	SH		DFND	2,20	63,911	0	7,972
PVH CORP	COM	693656100	323,522	3,480,602	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,851,221	61,410	567,971
ARCUS BIOSCIENCES INC	COM	03969F109	5,495	510,243	SH		DFND	2,20	417,743	0	92,500
PYXUS INTL INC	COM	74737V106	1,490	125,621	SH		DFND	2,5,20	103,321	0	22,300
PZENA INVESTMENT MGMT INC	CLASS A	74731Q103	2,605	301,105	SH		DFND	2,20	250,484	0	50,621
Q2 HLDGS INC	COM	74736L109	42,358	854,856	SH		DFND	2,5,8,20	637,761	100	216,995
QAD INC	CL A	74727D306	7,668	194,623	SH		DFND	2,5,20	153,727	0	40,896
QCR HOLDINGS INC	COM	74727A104	10,154	315,800	SH		DFND	2,5,20	279,371	0	36,429
QEP RES INC	COM	74733V100	71,397	12,681,473	SH		DFND	2,5,6,8,11,12,13,20	12,358,375	5,899	317,199
QIAGEN NV	SHS NEW	N72482123	72,636	2,108,438	SH		DFND	2,5,20	1,849,669	0	258,769
QIWI PLC	SPON ADR REP B	74735M108	612	43,286	SH		DFND	2	43,286	0	0
QORVO INC	COM	74736K101	311,726	5,132,988	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,315,964	91,349	725,675
QTS RLTY TR INC	COM CL A	74736A103	64,858	1,731,575	SH		DFND	2,5,8,10,20	1,507,918	12,074	211,583
ARDAGH GROUP S A	CL A	L0223L101	2,320	209,371	SH		DFND	2,5,20	186,872	0	22,499
QUAD / GRAPHICS INC	COM CL A	747301109	9,147	742,441	SH		DFND	2,5,8,20	627,859	13,300	101,282
QUAKER CHEM CORP	COM	747316107	70,988	399,459	SH		DFND	2,5,8,20	318,317	108	81,034
QUALCOMM INC	COM	747525103	2,847,200	50,029,865	SH		DFND	2,5,6,8,10,11,12,13,19,20	43,339,344	966,379	5,724,142
QUALYS INC	COM	74758T303	76,273	1,020,515	SH		DFND	2,5,8,20	826,484	400	193,631
QUANEX BUILDING PRODUCTS COR	COM	747619104	12,589	926,324	SH		DFND	2,5,8,20	810,971	2,705	112,648
QUANTA SVCS INC	COM	74762E102	142,663	4,733,269	SH		DFND	2,5,6,8,10,11,12,13,20	4,276,336	3,418	453,515
QUANTENNA COMMUNICATIONS INC	COM	74766D100	9,317	649,265	SH		DFND	2,5,20	549,889	0	99,376
QUANTERIX CORP	COM	74766Q101	1,945	106,231	SH		DFND	2,20	87,100	0	19,131
QUANTUM CORP	COM NEW	747906501	32	15,832	SH		DFND	20	15,832	0	0
QUDIAN INC	ADR	747798106	228	53,033	SH		DFND	2	53,033	0	0
ARDELYX INC	COM	039697107	1,537	858,912	SH		DFND	2,20	584,764	0	274,148
QUEST DIAGNOSTICS INC	COM	74834L100	526,847	6,326,971	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	5,590,062	157,811	579,098
QUICKLOGIC CORP	COM	74837P108	35	47,713	SH		DFND	20	47,713	0	0
QUIDEL CORP	COM	74838J101	39,787	814,964	SH		DFND	2,5,8,20	708,459	705	105,800
QUINSTREET INC	COM	74874Q100	18,957	1,167,998	SH		DFND	2,5,8,20	1,005,024	0	162,974
QUINTANA ENERGY SVCS INC	COM	74875T103	334	96,466	SH		DFND	2,20	85,700	0	10,766
QUORUM HEALTH CORP	COM	74909E106	1,776	614,584	SH		DFND	1,2,5,20	531,784	0	82,800
QUOTIENT LTD	SHS	G73268107	264	43,204	SH		DFND	2	43,204	0	0
QUOTIENT TECHNOLOGY INC	COM	749119103	20,613	1,930,101	SH		DFND	2,5,8,20	1,663,792	0	266,309
QURATE RETAIL INC	COM SER A	74915M100	204,755	10,489,523	SH		DFND	2,5,6,8,10,12,13,19,20	8,299,967	353,085	1,836,471
R1 RCM INC	COM	749397105	17,158	2,158,299	SH		DFND	2,5,8,20	1,843,933	0	314,366
ARDMORE SHIPPING CORP	COM	Y0207T100	2,208	472,790	SH		DFND	2,5,20	373,315	0	99,475
RA PHARMACEUTICALS INC	COM	74933V108	4,261	234,101	SH		DFND	2,5,20	196,618	0	37,483
RADIAN GROUP INC	COM	750236101	97,661	5,969,475	SH		DFND	2,5,8,13,20	5,270,652	1,653	697,170
RADIANT LOGISTICS INC	COM	75025X100	2,601	612,036	SH		DFND	2,20	500,082	0	111,954
RADIUS HEALTH INC	COM NEW	750469207	37,328	2,263,675	SH		DFND	2,5,8,20	2,138,644	0	125,031
RADNET INC	COM	750491102	9,740	957,715	SH		DFND	2,5,10,20	709,177	0	248,538
RADWARE LTD	ORD	M81873107	5,691	250,590	SH		DFND	2,5,8,20	203,024	500	47,066
RALPH LAUREN CORP	CL A	751212101	271,166	2,605,402	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,058,005	56,617	490,780
RAMACO RES INC	COM	75134P303	643	129,977	SH		DFND	2,20	114,239	0	15,738
RAMBUS INC DEL	COM	750917106	26,971	3,516,372	SH		DFND	2,5,8,10,20	3,023,999	4,085	488,288
RANGE RES CORP	COM	75281A109	99,301	10,376,240	SH		DFND	2,5,6,8,11,12,13,19,20	8,996,735	10,460	1,369,045
ARENA PHARMACEUTICALS INC	COM NEW	040047607	77,860	1,998,980	SH		DFND	2,5,8,10,20	1,841,507	1,190	156,283
RAPID7 INC	COM	753422104	23,052	739,800	SH		DFND	2,5,8,20	624,415	0	115,385
RAVEN INDS INC	COM	754212108	35,193	972,457	SH		DFND	2,5,8,20	846,696	0	125,761
RAYMOND JAMES FINANCIAL INC	COM	754730109	410,760	5,520,224	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,823,086	120,176	576,962
RAYONIER ADVANCED MATLS INC	COM	75508B104	14,636	1,374,283	SH		DFND	2,5,8,20	1,195,052	1,704	177,527
RAYONIER INC	COM	754907103	89,079	3,217,020	SH		DFND	2,5,6,8,11,12,13,20	3,042,302	1,214	173,504
RAYTHEON CO	COM NEW	755111507	1,855,510	12,031,817	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	10,568,343	327,384	1,136,090
RBB BANCORP	COM	74930B105	3,976	226,283	SH		DFND	2,20	155,850	0	70,433
RBC BEARINGS INC	COM	75524B104	61,004	465,324	SH		DFND	2,5,8,20	390,585	200	74,539
RCI HOSPITALITY HLDGS INC	COM	74934Q108	4,007	179,445	SH		DFND	2,5,20	134,647	0	44,798
RE MAX HLDGS INC	CL A	75524W108	14,645	476,248	SH		DFND	2,5,8,20	412,619	0	63,629
ARES CAP CORP	COM	04010L103	1,763	113,160	SH		DFND	20	88,918	0	24,242
READING INTERNATIONAL INC	CL A	755408101	4,108	282,510	SH		DFND	2,5,20	234,765	0	47,745
READY CAP CORP	COM	75574U101	7,592	533,968	SH		DFND	2,5,8,10,20	472,515	0	61,453
REALNETWORKS INC	COM NEW	75605L708	67	28,920	SH		DFND	2,20	28,920	0	0
REALOGY HLDGS CORP	COM	75605Y106	42,576	2,900,246	SH		DFND	2,5,6,8,11,12,13,20	2,731,283	1,100	167,863
REALPAGE INC	COM	75606N109	48,992	1,016,645	SH		DFND	2,5,8,20	799,007	400	217,238
REALTY INCOME CORP	COM	756109104	1,261,471	19,941,477	SH		DFND	2,5,6,8,10,11,12,13,19,20	18,015,492	260,724	1,665,261
REATA PHARMACEUTICALS INC	CL A	75615P103	24,971	445,120	SH		DFND	2,5,8,20	385,013	0	60,107
RECRO PHARMA INC	COM	75629F109	1,667	234,752	SH		DFND	2,20	202,577	0	32,175
RED HAT INC	COM	756577102	1,172,428	6,675,174	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,801,129	177,511	696,534
RED HAT INC	NOTE 0.250%10/0	756577AD4	21,208	8,930,000	SH		DFND	2,5	8,930,000	0	0
ACADIA HEALTHCARE COMPANY IN	COM	00404A109	59,515	2,314,854	SH		DFND	2,5,6,8,11,13,20	2,076,750	1,700	236,404
ARES CAP CORP	NOTE 3.750% 2/0	04010LAT0	12,306	12,125,000	SH		DFND	2,5	12,125,000	0	0
RED LION HOTELS CORP	COM	756764106	1,968	239,965	SH		DFND	2,20	200,355	0	39,610
RED ROBIN GOURMET BURGERS IN	COM	75689M101	9,631	360,447	SH		DFND	2,5,8,20	306,106	601	53,740
RED ROCK RESORTS INC	CL A	75700L108	27,567	1,350,827	SH		DFND	2,5,8,20	1,134,641	400	215,786
REDFIN CORP	COM	75737F108	20,696	1,437,236	SH		DFND	2,5,8,20	1,192,781	0	244,455
REDWOOD TR INC	COM	758075402	37,536	2,490,768	SH		DFND	2,5,8,10,20	2,130,378	2,059	358,331
REEDS INC	COM	758338107	26	12,500	SH		DFND	20	12,500	0	0
REGAL BELOIT CORP	COM	758750103	77,121	1,096,579	SH		DFND	2,5,6,8,11,13,20	1,013,259	398	82,922
REGENCY CTRS CORP	COM	758849103	561,665	9,571,661	SH		DFND	2,5,6,8,10,11,12,13,19,20	8,522,127	133,085	916,449
REGENERON PHARMACEUTICALS	COM	75886F107	1,222,356	3,272,708	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,836,077	78,373	358,258
REGENXBIO INC	COM	75901B107	82,841	1,974,759	SH		DFND	2,5,8,10,13,20	1,857,564	0	117,195
ARES COML REAL ESTATE CORP	COM	04013V108	10,895	816,476	SH		DFND	2,5,10,20	685,820	0	130,656
REGIONAL MGMT CORP	COM	75902K106	4,686	194,839	SH		DFND	2,5,20	154,711	0	40,128
REGIONS FINL CORP NEW	COM	7591EP100	722,405	53,418,461	SH		DFND	2,5,6,8,10,11,12,13,19,20	47,052,803	1,198,292	5,167,366
REGIS CORP MINN	COM	758932107	16,079	948,598	SH		DFND	2,5,8,20	823,101	2,156	123,341
REINSURANCE GROUP AMER INC	COM NEW	759351604	304,378	2,170,561	SH		DFND	2,5,6,8,10,11,12,13,19,20	1,914,249	62,295	194,017
RELIANCE STEEL & ALUMINUM CO	COM	759509102	152,210	2,138,689	SH		DFND	2,5,6,8,11,12,13,20	2,039,484	1,452	97,753
RELIANT BANCORP INC	COM	75956B101	3,328	144,433	SH		DFND	2,20	106,807	0	37,626
RELX PLC	SPONSORED ADR	759530108	645	31,455	SH		DFND	20	31,455	0	0
REMARK HLDGS INC	COM	75955K102	482	398,374	SH		DFND	2,20	297,657	0	100,717
RENAISSANCERE HOLDINGS LTD	COM	G7496G103	278,307	2,081,581	SH		DFND	2,5,6,8,10,11,12,13,19,20	1,896,282	22,875	162,424
RENASANT CORP	COM	75970E107	45,336	1,492,477	SH		DFND	2,5,8,20	1,125,698	385	366,394
ARES MANAGEMENT CORPORATION	CL A COM STK	03990B101	2,576	144,854	SH		DFND	5,20	121,166	0	23,688
RENESOLA LTD	SPONSORED ADS	75971T301	18	14,977	SH		DFND	2	14,977	0	0
RENEWABLE ENERGY GROUP INC	COM NEW	75972A301	54,791	2,131,928	SH		DFND	2,5,8,20	1,965,957	0	165,971
RENT A CTR INC NEW	COM	76009N100	25,571	1,579,448	SH		DFND	2,5,8,20	1,412,585	2,030	164,833
REPLIGEN CORP	COM	759916109	102,482	1,943,164	SH		DFND	2,5,8,10,20	1,679,942	1,100	262,122
REPLIMUNE GROUP INC	COM	76029N106	994	99,381	SH		DFND	2,20	76,481	0	22,900
REPUBLIC BANCORP KY	CL A	760281204	8,940	229,478	SH		DFND	2,5,8,10,20	183,836	666	44,976
REPUBLIC FIRST BANCORP INC	COM	760416107	5,356	897,201	SH		DFND	2,5,20	754,041	0	143,160
REPUBLIC SVCS INC	COM	760759100	761,820	10,513,309	SH		DFND	2,5,6,8,10,11,12,13,19,20	8,969,713	203,720	1,339,876
RESIDEO TECHNOLOGIES INC	COM	76118Y104	60,653	2,951,478	SH		DFND	1,2,5,6,8,11,12,13,19,20	2,806,148	6,644	138,686
RESMED INC	COM	761152107	693,297	6,088,494	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,200,872	207,075	680,547
ARGAN INC	COM	04010E109	12,840	339,330	SH		DFND	2,5,8,20	295,477	0	43,853
RESOLUTE ENERGY CORP	COM NEW	76116A306	30,038	1,036,512	SH		DFND	2,5,20	975,151	0	61,361
RESOLUTE FST PRODS INC	COM	76117W109	2,467	311,035	SH		DFND	2,5,8,20	281,599	5,146	24,290
RESONANT INC	COM	76118L102	66	49,283	SH		DFND	2,20	49,283	0	0
RESOURCES CONNECTION INC	COM	76122Q105	15,798	1,112,530	SH		DFND	2,5,20	751,835	743	359,952
RESTAURANT BRANDS INTL INC	COM	76131D103	1,609	30,501	SH		DFND	8,20	30,273	0	228
RESTORBIO INC	COM	76133L103	1,141	132,422	SH		DFND	2,20	118,315	0	14,107
RETAIL OPPORTUNITY INVTS COR	COM	76131N101	76,515	4,818,306	SH		DFND	2,5,8,10,20	4,188,674	26,254	603,378
RETAIL PPTYS AMER INC	CL A	76131V202	73,353	6,660,101	SH		DFND	2,5,8,10,12,13,20	6,078,521	49,490	532,090
RETAIL VALUE INC	COM	76133Q102	12,572	467,870	SH		DFND	2,5,8,10,12,13,20	427,451	3,343	37,076
RETRACTABLE TECHNOLOGIES INC	COM	76129W105	7	11,683	SH		DFND	20	11,683	0	0
ARGO GROUP INTL HLDGS LTD	COM	G0464B107	48,022	714,083	SH		DFND	2,5,8,20	594,736	217	119,130
RETROPHIN INC	COM	761299106	32,066	1,416,949	SH		DFND	2,5,8,20	1,287,635	0	129,314
REV GROUP INC	COM	749527107	4,010	533,955	SH		DFND	2,5,20	450,300	0	83,655
REVANCE THERAPEUTICS INC	COM	761330109	13,612	676,222	SH		DFND	2,5,8,20	567,011	0	109,211
REVLON INC	CL A NEW	761525609	4,366	173,330	SH		DFND	2,5,20	139,061	0	34,269
REX AMERICAN RESOURCES CORP	COM	761624105	13,200	193,802	SH		DFND	2,5,6,20	175,867	0	17,935
REXFORD INDL RLTY INC	COM	76169C100	92,400	3,118,835	SH		DFND	2,5,8,10,20	2,689,895	22,075	406,865
REXNORD CORP NEW	COM	76169B102	46,729	2,036,137	SH		DFND	2,5,8,20	1,700,304	2,700	333,133
RGC RES INC	COM	74955L103	3,132	104,523	SH		DFND	2,20	87,494	0	17,029
RH	COM	74967X103	65,613	547,597	SH		DFND	2,5,8,13,20	468,680	300	78,617
RH	NOTE 6/1	761283AD2	13,640	12,250,000	SH		DFND	2,5	12,250,000	0	0
ARISTA NETWORKS INC	COM	040413106	412,701	1,958,712	SH		DFND	2,5,6,8,10,11,12,13,19,20	1,701,065	49,583	208,064
RHYTHM PHARMACEUTICALS INC	COM	76243J105	13,037	485,023	SH		DFND	2,5,20	441,293	0	43,730
RIBBON COMMUNICATIONS INC	COM	762544104	4,658	966,318	SH		DFND	2,5,8,20	792,353	2,643	171,322
RIGEL PHARMACEUTICALS INC	COM NEW	766559603	17,485	7,602,003	SH		DFND	2,5,20	7,052,976	0	549,027
RIGNET INC	COM	766582100	2,983	235,990	SH		DFND	2,5,20	199,796	0	36,194
RIMINI STR INC DEL	COM	76674Q107	527	102,288	SH		DFND	2,20	67,588	0	34,700
RING ENERGY INC	COM	76680V108	15,580	3,066,928	SH		DFND	2,5,20	2,694,336	0	372,592
RINGCENTRAL INC	CL A	76680R206	70,678	857,328	SH		DFND	2,5,8,13,20	752,412	500	104,416
RIO TINTO PLC	SPONSORED ADR	767204100	7,375	152,118	SH		DFND	1,20	152,118	0	0
RISE ED CAYMAN LTD	SPONSORED ADR	76761L102	215	26,800	SH		DFND	20	26,800	0	0
RITCHIE BROS AUCTIONEERS	COM	767744105	13,736	419,805	SH		DFND	2,8	6,800	0	413,005
ARLINGTON ASSET INVT CORP	CL A NEW	041356205	4,647	610,715	SH		DFND	2,5,8,20	481,201	0	129,514
RITE AID CORP	COM	767754104	20,263	28,608,255	SH		DFND	2,5,8,12,13,20	25,284,889	24,051	3,299,315
RIVERVIEW BANCORP INC	COM	769397100	2,426	333,280	SH		DFND	2,13,20	240,872	0	92,408
RLI CORP	COM	749607107	375,859	5,448,023	SH		DFND	2,5,8,12,20	2,248,802	3,000,231	198,990
RLJ LODGING TR	COM	74965L101	117,835	7,045,995	SH		DFND	2,5,8,10,13,19,20	5,922,494	39,783	1,083,718
RMR GROUP INC	CL A	74967R106	7,972	150,192	SH		DFND	2,5,8,20	111,499	893	37,800
ROADRUNNER TRNSN SVCS HLDG I	COM	76973Q105	9	18,799	SH		DFND	20	18,799	0	0
ROAN RES INC	CL A COM	769755109	208	24,800	SH		DFND	20	24,800	0	0
ROBERT HALF INTL INC	COM	770323103	321,366	5,618,288	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,633,301	274,372	710,615
ROCKET PHARMACEUTICALS INC	COM	77313F106	5,659	381,842	SH		DFND	2,5,20	320,622	0	61,220
ROCKWELL AUTOMATION INC	COM	773903109	736,127	4,891,857	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	4,206,983	149,319	535,555
ARLO TECHNOLOGIES INC	COM	04206A101	1,639	164,220	SH		DFND	2,20	138,320	0	25,900
ROCKWELL MED INC	COM	774374102	2,037	901,352	SH		DFND	2,5,8,20	768,613	0	132,739
ROCKY BRANDS INC	COM	774515100	3,374	129,780	SH		DFND	2,10,20	108,580	0	21,200
ROGERS CORP	COM	775133101	50,037	505,118	SH		DFND	2,5,8,20	442,217	168	62,733
ROKU INC	COM CL A	77543R102	24,830	810,376	SH		DFND	2,5,20	683,996	0	126,380
ROLLINS INC	COM	775711104	259,549	7,189,717	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,850,632	287,401	1,051,684
ROPER TECHNOLOGIES INC	COM	776696106	1,116,328	4,188,533	SH		DFND	2,5,6,8,10,11,12,13,19,20	3,716,586	69,836	402,111
ROSEHILL RES INC	CL A	777385105	184	82,396	SH		DFND	2,20	19,600	0	62,796
ROSETTA STONE INC	COM	777780107	7,017	427,855	SH		DFND	2,10,20	323,873	0	103,982
ROSS STORES INC	COM	778296103	1,395,672	16,774,905	SH		DFND	2,5,6,8,10,11,12,13,19,20	14,515,697	585,458	1,673,750
ROWAN COMPANIES PLC	SHS CL A	G7665A101	40,186	4,789,753	SH		DFND	2,5,6,8,11,12,20	4,381,053	4,028	404,672
ARMADA HOFFLER PPTYS INC	COM	04208T108	20,824	1,460,734	SH		DFND	2,5,8,20	1,272,734	0	188,000
ROYAL CARIBBEAN CRUISES LTD	COM	V7780T103	697,365	7,080,928	SH		DFND	2,5,6,8,10,11,12,13,19,20	6,275,881	120,750	684,297
ROYAL DUTCH SHELL PLC	SPON ADR B	780259107	2,286	38,145	SH		DFND	1,20	38,145	0	0
ROYAL DUTCH SHELL PLC	SPONS ADR A	780259206	414	7,106	SH		DFND	1,2,20	5,343	0	1,763
ROYAL GOLD INC	COM	780287108	155,011	1,809,816	SH		DFND	2,5,6,8,11,13,20	1,719,633	1,299	88,884
ROYAL GOLD INC	NOTE 2.875% 6/1	780287AA6	12,431	12,380,000	SH		DFND	2,5	12,380,000	0	0
RPC INC	COM	749660106	14,582	1,477,439	SH		DFND	2,5,8,20	1,389,103	0	88,336
RPM INTL INC	COM	749685103	348,824	5,934,395	SH		DFND	2,5,6,8,11,12,13,20	5,716,494	1,449	216,452
RPT REALTY	COM SH BEN INT	74971D101	44,061	3,620,967	SH		DFND	2,5,8,10,20	3,147,732	21,621	451,614
RTI INTL METALS INC	COM	03965L100	368,242	21,841,144	SH		DFND	2,5,6,8,10,11,12,13,19,20	19,566,975	286,298	1,987,871
RTI INTL METALS INC	NOTE 1.625%10/1	74973WAB3	10,792	10,905,000	SH		DFND	2,5	10,905,000	0	0
ARMOUR RESIDENTIAL REIT INC	COM NEW	042315507	27,062	1,320,094	SH		DFND	2,5,6,8,20	1,158,876	1,237	159,981
RTI SURGICAL INC	COM	74975N105	3,851	1,040,764	SH		DFND	2,5,20	868,157	0	172,607
RTW RETAILWINDS INC	COM	74980D100	1,276	451,017	SH		DFND	2,5,20	368,017	0	83,000
RUBICON PROJ INC	COM	78112V102	438	117,534	SH		DFND	2,20	117,534	0	0
RUBIUS THERAPEUTICS INC	COM	78116T103	2,967	184,545	SH		DFND	2,20	148,245	0	36,300
RUDOLPH TECHNOLOGIES INC	COM	781270103	22,075	1,078,429	SH		DFND	2,5,8,10,20	821,278	1,753	255,398
RUSH ENTERPRISES INC	CL A	781846209	21,171	614,006	SH		DFND	2,5,8,20	514,213	1,100	98,693
RUSH ENTERPRISES INC	CL B	781846308	3,774	106,013	SH		DFND	2,5,10,20	86,256	0	19,757
RUTHS HOSPITALITY GROUP INC	COM	783332109	20,954	921,857	SH		DFND	2,5,8,10,20	734,036	0	187,821
RYANAIR HLDGS PLC	SPONSORED ADR NE	783513203	19,863	278,362	SH		DFND	1,2,5,6,8,20	242,454	7,320	28,588
RYDER SYS INC	COM	783549108	67,759	1,407,253	SH		DFND	2,5,6,8,11,12,13,20	1,338,243	831	68,179
ACADIA PHARMACEUTICALS INC	COM	004225108	78,250	4,839,186	SH		DFND	2,5,8,10,13,20	4,526,497	3,000	309,689
ARMSTRONG FLOORING INC	COM	04238R106	5,677	479,476	SH		DFND	2,5,8,20	354,181	125	125,170
RYERSON HLDG CORP	COM	783754104	1,667	262,942	SH		DFND	2,5,20	213,216	0	49,726
RYMAN HOSPITALITY PPTYS INC	COM	78377T107	112,029	1,659,091	SH		DFND	2,5,8,10,13,20	1,434,090	10,279	214,722
S & T BANCORP INC	COM	783859101	36,958	976,693	SH		DFND	2,5,8,20	844,641	536	131,516
S&P GLOBAL INC	COM	78409V104	2,050,932	12,068,382	SH		DFND	2,5,6,8,10,11,12,13,19,20	10,749,065	200,863	1,118,454
SABINE ROYALTY TR	UNIT BEN INT	785688102	274	7,342	SH		DFND	2	7,342	0	0
SABRA HEALTH CARE REIT INC	COM	78573L106	102,080	6,194,160	SH		DFND	2,5,6,8,10,11,20	5,381,282	40,983	771,895
SABRE CORP	COM	78573M104	201,742	9,322,623	SH		DFND	2,5,6,8,10,11,12,13,19,20	7,656,429	155,539	1,510,655
SACHEM CAP CORP	COM	78590A109	44	10,700	SH		DFND	20	10,700	0	0
SAFE BULKERS INC	COM	Y7388L103	1,156	649,641	SH		DFND	2,20	531,895	0	117,746
SAFEGUARD SCIENTIFICS INC	COM NEW	786449207	3,080	357,269	SH		DFND	2,5,20	301,646	0	55,623
ARMSTRONG WORLD INDS INC NEW	COM	04247X102	46,617	800,848	SH		DFND	2,5,8,20	676,434	251	124,163
SAFETY INCOME & GROWTH INC	COM	78649D104	2,697	142,224	SH		DFND	2,20	120,781	0	21,443
SAFETY INS GROUP INC	COM	78648T100	35,501	433,941	SH		DFND	2,5,8,20	375,748	6,200	51,993
SAGA COMMUNICATIONS INC	CL A NEW	786598300	2,131	63,072	SH		DFND	2,20	50,656	0	12,416
SAGE THERAPEUTICS INC	COM	78667J108	101,617	1,060,834	SH		DFND	2,5,8,13,20	990,530	1,600	68,704
SAIA INC	COM	78709Y105	43,475	778,835	SH		DFND	2,5,8,20	678,435	0	100,400
SAILPOINT TECHNLGIES HLDGS I	COM	78781P105	32,042	1,364,081	SH		DFND	2,5,8,20	1,163,432	0	200,649
SALESFORCE COM INC	COM	79466L302	3,975,177	29,021,894	SH		DFND	2,5,6,8,10,11,12,13,19,20	25,556,405	475,803	2,989,686
SALLY BEAUTY HLDGS INC	COM	79546E104	76,032	4,459,365	SH		DFND	2,5,6,8,10,11,12,13,20	3,699,408	646	759,311
SAN JUAN BASIN RTY TR	UNIT BEN INT	798241105	61	12,707	SH		DFND	2	12,707	0	0
SANCHEZ ENERGY CORP	COM	79970Y105	601	2,227,233	SH		DFND	2,5,20	2,019,304	0	207,929
ARQULE INC	COM	04269E107	12,593	4,546,294	SH		DFND	2,5,20	4,212,819	0	333,475
SANDERSON FARMS INC	COM	800013104	108,311	1,090,851	SH		DFND	2,5,6,8,11,19,20	902,673	544	187,634
SANDRIDGE ENERGY INC	COM NEW	80007P869	4,918	646,225	SH		DFND	2,5,20	536,100	0	110,125
SANDY SPRING BANCORP INC	COM	800363103	26,630	849,715	SH		DFND	2,5,20	707,888	0	141,827
SANFILIPPO JOHN B & SON INC	COM	800422107	13,699	246,123	SH		DFND	2,5,8,20	203,506	0	42,617
SANGAMO THERAPEUTICS INC	COM	800677106	67,849	5,910,152	SH		DFND	2,5,8,10,20	5,572,741	100	337,311
SANMINA CORPORATION	COM	801056102	51,398	2,136,258	SH		DFND	2,5,8,10,12,20	1,800,303	833	335,122
SANOFI	SPONSORED ADR	80105N105	3,311	76,277	SH		DFND	1,2,20	43,310	0	32,967
SANTANDER CONSUMER USA HDG I	COM	80283M101	25,106	1,427,305	SH		DFND	2,5,6,8,12,13,19,20	1,283,968	0	143,337
SAP SE	SPON ADR	803054204	1,172	11,772	SH		DFND	1,20	11,772	0	0
SAREPTA THERAPEUTICS INC	COM	803607100	136,125	1,247,364	SH		DFND	2,5,8,13,20	1,146,711	2,300	98,353
ARRAY BIOPHARMA INC	COM	04269X105	103,408	7,256,734	SH		DFND	2,5,8,10,13,20	6,595,671	2,500	658,563
SASOL LTD	SPONSORED ADR	803866300	8,665	295,795	SH		DFND	2,5,13,20	268,265	0	27,530
SAUL CTRS INC	COM	804395101	25,322	536,266	SH		DFND	2,5,8,10,20	478,751	3,627	53,888
SAVARA INC	COM	805111101	3,159	417,292	SH		DFND	2,20	332,212	0	85,080
SB ONE BANCORP	COM	78413T103	2,247	109,910	SH		DFND	2,20	80,932	0	28,978
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	742,467	4,586,242	SH		DFND	2,5,6,8,10,11,12,13,19,20	3,853,265	85,644	647,333
SCANSOURCE INC	COM	806037107	27,289	793,750	SH		DFND	2,5,8,10,20	702,151	1,058	90,541
SCHEIN HENRY INC	COM	806407102	525,358	6,690,756	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,849,623	199,590	641,543
SCHLUMBERGER LTD	COM	806857108	2,462,712	67,385,419	SH		DFND	2,5,6,8,10,11,12,13,19,20	60,593,349	941,891	5,850,179
SCHNEIDER NATIONAL INC	CL B	80689H102	14,699	784,369	SH		DFND	2,20	734,705	0	49,664
SCHNITZER STL INDS	CL A	806882106	21,166	982,166	SH		DFND	2,5,8,20	896,590	314	85,262
ARRIS INTL INC	SHS	G0551A103	119,441	3,907,129	SH		DFND	2,5,6,8,11,13,20	3,690,360	3,186	213,583
SCHOLAR ROCK HLDG CORP	COM	80706P103	2,267	98,711	SH		DFND	2,20	81,474	0	17,237
SCHOLASTIC CORP	COM	807066105	32,964	818,776	SH		DFND	2,5,6,8,20	718,637	1,273	98,866
SCHWAB CHARLES CORP NEW	COM	808513105	2,214,499	53,322,884	SH		DFND	2,5,6,8,10,11,12,13,19,20	47,760,360	662,406	4,900,118
SCHWAB STRATEGIC TR	US REIT ETF	808524847	475	12,327	SH		DFND	1	12,327	0	0
SCHWEITZER-MAUDUIT INTL INC	COM	808541106	22,249	888,197	SH		DFND	2,5,20	797,043	1,364	89,790
SCIENCE APPLICATNS INTL CP N	COM	808625107	84,689	1,329,493	SH		DFND	2,5,6,8,10,11,13,20	1,183,171	527	145,795
SCIENTIFIC GAMES CORP	COM	80874P109	29,557	1,653,086	SH		DFND	2,5,6,8,13,20	1,475,601	1,300	176,185
SCORPIO BULKERS INC	COM	Y7546A122	5,113	924,547	SH		DFND	2,5,20	753,595	0	170,952
SCORPIO TANKERS INC	SHS	Y7542C106	12,252	6,961,086	SH		DFND	2,5,20	5,741,789	0	1,219,297
SCOTTS MIRACLE GRO CO	CL A	810186106	60,270	980,637	SH		DFND	2,5,6,8,11,13,20	923,865	385	56,387
ARROW ELECTRS INC	COM	042735100	248,889	3,609,696	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,781,770	187,875	640,051
SCPHARMACEUTICALS INC	COM	810648105	420	111,728	SH		DFND	2,20	95,921	0	15,807
SCRIPPS E W CO OHIO	CL A NEW	811054402	21,890	1,391,638	SH		DFND	2,5,8,20	1,237,899	1,039	152,700
SEA LTD	ADR	81141R100	435	38,455	SH		DFND	1,5	38,455	0	0
SEABOARD CORP	COM	811543107	11,629	3,287	SH		DFND	2,5,8,13,20	2,936	12	339
SEACHANGE INTL INC	COM	811699107	50	39,799	SH		DFND	20	39,799	0	0
SEACOAST BKG CORP FLA	COM NEW	811707801	42,563	1,635,784	SH		DFND	2,5,8,20	1,475,080	0	160,704
SEACOR HOLDINGS INC	COM	811904101	21,459	579,980	SH		DFND	2,5,6,8,10,20	492,665	100	87,215
SEACOR MARINE HLDGS INC	COM	78413P101	3,449	293,301	SH		DFND	2,5,20	248,299	0	45,002
SEAGATE TECHNOLOGY PLC	SHS	G7945M107	412,521	10,519,870	SH		DFND	2,5,6,8,10,11,12,13,19,20	8,598,723	357,415	1,563,732
SEALED AIR CORP NEW	COM	81211K100	237,616	6,820,217	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,817,681	96,560	905,976
ARROW FINL CORP	COM	042744102	8,848	276,336	SH		DFND	2,5,8,20	238,514	51	37,771
SEASPAN CORP	SHS	Y75638109	9,765	1,247,184	SH		DFND	2,5,8,13,20	880,091	0	367,093
SEASPINE HLDGS CORP	COM	81255T108	3,642	199,658	SH		DFND	2,20	158,452	0	41,206
SEATTLE GENETICS INC	COM	812578102	166,077	2,931,114	SH		DFND	2,5,6,8,10,12,13,19,20	2,519,712	54,342	357,060
SEAWORLD ENTMT INC	COM	81282V100	25,022	1,132,721	SH		DFND	2,5,8,12,20	953,662	0	179,059
SECOND SIGHT MED PRODS INC	COM	81362J100	19	21,233	SH		DFND	20	21,233	0	0
SECUREWORKS CORP	CL A	81374A105	2,987	176,835	SH		DFND	2,20	154,902	0	21,933
SEI INVESTMENTS CO	COM	784117103	266,772	5,734,052	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,093,187	188,915	451,950
SELECT BANCORP INC NEW	COM	81617L108	2,277	183,959	SH		DFND	2,20	147,359	0	36,600
SELECT ENERGY SVCS INC	CL A COM	81617J301	7,170	1,134,424	SH		DFND	2,5,20	997,494	0	136,930
SELECT MED HLDGS CORP	COM	81619Q105	49,119	3,199,959	SH		DFND	2,5,8,20	2,756,195	0	443,764
ARROWHEAD PHARMACEUTICALS IN	COM	04280A100	63,016	5,073,775	SH		DFND	2,5,8,10,20	4,748,314	0	325,461
SELECT SECTOR SPDR TR	ENERGY	81369Y506	159,404	2,779,498	SH		DFND	1,2,20	2,274,292	0	505,206
SELECT SECTOR SPDR TR	SBI CONS DISCR	81369Y407	117,851	1,190,296	SH		DFND	2,20	885,284	0	305,012
SELECT SECTOR SPDR TR	SBI INT-INDS	81369Y704	441	6,854	SH		DFND	1	6,854	0	0
SELECT SECTOR SPDR TR	SBI MATERIALS	81369Y100	8,525	168,743	SH		DFND	20	0	0	168,743
SELECT SECTOR SPDR TR	TECHNOLOGY	81369Y803	107,511	1,734,608	SH		DFND	1,2,20	1,409,637	0	324,971
SELECTA BIOSCIENCES INC	COM	816212104	678	255,040	SH		DFND	2,5,20	210,493	0	44,547
SELECTIVE INS GROUP INC	COM	816300107	104,549	1,715,613	SH		DFND	2,5,8,12,13,20	1,520,293	741	194,579
SEMGROUP CORP	CL A	81663A105	22,880	1,660,410	SH		DFND	2,5,8,19,20	1,410,017	2,200	248,193
SEMPRA ENERGY	6% PFD CONV A	816851406	43,666	451,650	SH		DFND	2	451,650	0	0
SEMPRA ENERGY	6.75% CNV PFD B	816851505	15,062	156,000	SH		DFND	2	156,000	0	0
ARSANIS INC	COM	042873109	248	107,084	SH		DFND	2,10,20	96,484	0	10,600
SEMPRA ENERGY	COM	816851109	1,465,474	13,434,719	SH		DFND	2,5,6,8,10,11,12,13,19,20	12,220,799	174,535	1,039,385
SEMTECH CORP	COM	816850101	95,329	2,078,250	SH		DFND	2,5,8,13,20	1,722,869	451	354,930
SENDGRID INC	COM	816883102	25,307	586,225	SH		DFND	2,5,8,20	499,921	0	86,304
SENECA FOODS CORP NEW	CL A	817070501	5,300	187,825	SH		DFND	2,5,20	162,516	0	25,309
SENIOR HSG PPTYS TR	SH BEN INT	81721M109	124,780	10,646,755	SH		DFND	2,5,6,8,10,11,12,13,19,20	9,922,642	52,971	671,142
SENSATA TECHNOLOGIES HLDNG P	SHS	G8060N102	143,980	3,210,966	SH		DFND	2,5,6,8,10,12,13,19,20	2,629,857	113,217	467,892
SENSEONICS HLDGS INC	COM	81727U105	3,551	1,370,906	SH		DFND	2,5,20	1,146,866	0	224,040
SENSIENT TECHNOLOGIES CORP	COM	81725T100	83,615	1,497,128	SH		DFND	2,5,6,8,11,13,20	1,155,672	760	340,696
SEQUENTIAL BRNDS GROUP INC N	COM	81734P107	39	49,059	SH		DFND	2,20	49,059	0	0
SERES THERAPEUTICS INC	COM	81750R102	1,750	387,209	SH		DFND	2,5,20	317,043	0	70,166
ARTESIAN RESOURCES CORP	CL A	043113208	5,587	160,222	SH		DFND	2,5,13,20	131,132	0	29,090
SERITAGE GROWTH PPTYS	CL A	81752R100	33,802	1,037,599	SH		DFND	2,5,8,10,20	892,370	7,100	138,129
SERVICE CORP INTL	COM	817565104	173,460	4,308,489	SH		DFND	2,5,6,8,11,13,20	4,062,865	2,037	243,587
SERVICEMASTER GLOBAL HLDGS I	COM	81761R109	61,587	1,676,290	SH		DFND	2,5,8,12,13,20	1,473,555	2,100	200,635
SERVICENOW INC	COM	81762P102	664,061	3,729,633	SH		DFND	2,5,6,8,10,12,13,19,20	3,186,666	97,270	445,697
SERVICENOW INC	NOTE 6/0	81762PAC6	37,580	26,725,000	SH		DFND	2,5	26,725,000	0	0
SERVICESOURCE INTL INC	COM	81763U100	1,276	1,181,342	SH		DFND	2,5,20	985,548	0	195,794
SERVISFIRST BANCSHARES INC	COM	81768T108	47,462	1,482,313	SH		DFND	2,5,8,20	1,318,251	0	164,062
SESEN BIO INC	COM	817763105	203	143,163	SH		DFND	2	143,163	0	0
SHAKE SHACK INC	CL A	819047101	30,466	670,758	SH		DFND	2,5,8,20	588,476	0	82,282
SHARPSPRING INC	COM	820054104	219	17,192	SH		DFND	2	17,192	0	0
21VIANET GROUP INC	SPONSORED ADR	90138A103	2,952	341,613	SH		DFND	2,5,20	337,844	0	3,769
ACADIA RLTY TR	COM SH BEN INT	004239109	81,970	3,410,260	SH		DFND	2,5,8,10,20	3,025,962	20,456	363,842
ARTISAN PARTNERS ASSET MGMT	CL A	04316A108	21,375	966,745	SH		DFND	2,5,8,20	817,847	100	148,798
SHENANDOAH TELECOMMUNICATION	COM	82312B106	41,705	942,481	SH		DFND	2,5,8,20	795,271	0	147,210
SHERWIN WILLIAMS CO	COM	824348106	1,335,524	3,394,308	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,966,595	45,900	381,813
SHILOH INDS INC	COM	824543102	1,107	189,815	SH		DFND	2,20	154,639	0	35,176
SHINHAN FINANCIAL GROUP CO L	SPN ADR RESTRD	824596100	1,068	30,097	SH		DFND	2,5,20	30,097	0	0
SHIP FINANCE INTERNATIONAL L	SHS	G81075106	19,243	1,827,420	SH		DFND	2,5,10,20	1,566,700	0	260,720
SHIRE PLC	SPONSORED ADR	82481R106	26,660	153,140	SH		DFND	1,2,5,8,12,20	152,922	0	218
SHOE CARNIVAL INC	COM	824889109	18,695	557,885	SH		DFND	2,5,8,10,20	495,046	0	62,839
SHOPIFY INC	CL A	82509L107	10,966	79,203	SH		DFND	2,5,6,12,19,20	68,709	0	10,494
SHORE BANCSHARES INC	COM	825107105	3,778	259,815	SH		DFND	2,5,13,20	208,369	0	51,446
SHOTSPOTTER INC	COM	82536T107	4,306	138,109	SH		DFND	2,20	114,929	0	23,180
ARVINAS INC	COM	04335A105	903	70,249	SH		DFND	2,20	47,349	0	22,900
SHUTTERFLY INC	COM	82568P304	42,621	1,058,635	SH		DFND	2,5,8,13,20	944,029	400	114,206
SHUTTERSTOCK INC	COM	825690100	24,864	690,478	SH		DFND	2,5,8,20	625,895	0	64,583
SI BONE INC	COM	825704109	2,424	116,052	SH		DFND	2,20	94,122	0	21,930
SI FINL GROUP INC MD	COM	78425V104	2,334	183,348	SH		DFND	2,20	156,167	0	27,181
SIEBERT FINL CORP	COM	826176109	1,066	73,748	SH		DFND	2,20	58,948	0	14,800
SIENNA BIOPHARMACEUTICALS IN	COM	82622H108	529	227,818	SH		DFND	2,20	180,143	0	47,675
SIENTRA INC	COM	82621J105	10,629	836,297	SH		DFND	2,5,20	761,920	0	74,377
SIERRA BANCORP	COM	82620P102	5,776	240,379	SH		DFND	2,5,20	196,561	0	43,818
SIGA TECHNOLOGIES INC	COM	826917106	7,128	902,227	SH		DFND	2,5,20	729,307	0	172,920
SIGNATURE BK NEW YORK N Y	COM	82669G104	248,672	2,418,757	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,234,146	36,274	148,337
ASBURY AUTOMOTIVE GROUP INC	COM	043436104	43,374	650,680	SH		DFND	2,5,8,10,12,20	566,165	759	83,756
SIGNET JEWELERS LIMITED	SHS	G81276100	58,714	1,848,106	SH		DFND	2,5,6,8,11,12,13,20	1,676,978	2,709	168,419
SILGAN HOLDINGS INC	COM	827048109	46,429	1,965,667	SH		DFND	2,5,6,8,11,13,20	1,859,415	2,484	103,768
SILICOM LTD	ORD	M84116108	262	7,499	SH		DFND	2	7,499	0	0
SILICON LABORATORIES INC	COM	826919102	109,783	1,393,013	SH		DFND	2,5,6,8,11,13,20	1,256,748	505	135,760
SILICON LABORATORIES INC	NOTE 1.375% 3/0	826919AB8	13,396	12,700,000	SH		DFND	2,5	12,700,000	0	0
SILICON MOTION TECHNOLOGY CO	SPONSORED ADR	82706C108	13,027	377,691	SH		DFND	1,2,5,10	377,691	0	0
SILVERBOW RES INC	COM	82836G102	2,637	111,537	SH		DFND	2,20	93,629	0	17,908
SILVERCREST ASSET MGMT GROUP	CL A	828359109	1,469	111,052	SH		DFND	2,20	90,002	0	21,050
SIMMONS 1ST NATL CORP	CL A $1 PAR	828730200	87,705	3,612,598	SH		DFND	2,5,8,20	3,258,365	2,400	351,833
SIMON PPTY GROUP INC NEW	COM	828806109	3,046,417	18,134,516	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	15,929,861	303,564	1,901,091
ASCENA RETAIL GROUP INC	COM	04351G101	17,984	7,164,784	SH		DFND	2,5,8,20	6,541,695	5,735	617,354
SIMPLY GOOD FOODS CO	COM	82900L102	25,341	1,340,769	SH		DFND	2,5,8,20	940,910	0	399,859
SIMPSON MANUFACTURING CO INC	COM	829073105	61,407	1,134,433	SH		DFND	2,5,8,20	989,208	180	145,045
SIMULATIONS PLUS INC	COM	829214105	4,326	217,383	SH		DFND	2,20	190,670	0	26,713
SINA CORP	ORD	G81477104	63,813	1,189,644	SH		DFND	2,5,6,8,10,11,12,13,19,20	927,525	40,400	221,719
SINCLAIR BROADCAST GROUP INC	CL A	829226109	37,339	1,417,582	SH		DFND	2,5,8,10,20	1,176,998	10,238	230,346
SINOVAC BIOTECH LTD	SHS	P8696W104	982	141,512	SH		DFND	2	141,512	0	0
SIRIUS XM HLDGS INC	COM	82968B103	195,217	34,188,566	SH		DFND	2,5,6,8,10,12,13,19,20	26,657,441	1,174,578	6,356,547
SITE CENTERS CORP	COM	82981J109	47,152	4,184,836	SH		DFND	2,5,8,10,12,13,20	3,776,028	38,341	370,467
SITEONE LANDSCAPE SUPPLY INC	COM	82982L103	43,161	780,907	SH		DFND	2,5,8,20	654,782	300	125,825
SITO MOBILE LTD	COM NEW	82988R203	12	13,300	SH		DFND	20	13,300	0	0
ASE TECHNOLOGY HOLDING CO LT	SPONSORED ADS	00215W100	275	73,411	SH		DFND	5,20	73,411	0	0
SIX FLAGS ENTMT CORP NEW	COM	83001A102	95,023	1,708,128	SH		DFND	2,5,6,8,11,13,20	1,587,480	11,600	109,048
SJW GROUP	COM	784305104	20,493	368,455	SH		DFND	2,5,8,19,20	312,945	0	55,510
SK TELECOM LTD	SPONSORED ADR	78440P108	6,290	234,711	SH		DFND	2,5,10,20	226,161	0	8,550
SKECHERS U S A INC	CL A	830566105	126,229	5,514,600	SH		DFND	2,5,6,8,11,12,13,19,20	5,293,741	1,336	219,523
SKYLINE CHAMPION CORPORATION	COM	830830105	11,419	777,344	SH		DFND	2,5,8,20	689,211	0	88,133
SKYWEST INC	COM	830879102	65,910	1,478,837	SH		DFND	2,5,8,10,13,20	1,291,066	3,415	184,356
SKYWORKS SOLUTIONS INC	COM	83088M102	488,798	7,293,309	SH		DFND	2,5,6,8,10,11,12,13,19,20	6,313,617	241,396	738,296
SL GREEN RLTY CORP	COM	78440X101	407,601	5,099,878	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,519,643	80,546	499,689
SLEEP NUMBER CORP	COM	83125X103	28,925	911,601	SH		DFND	2,5,8,20	796,080	0	115,521
SLM CORP	COM	78442P106	88,028	10,592,999	SH		DFND	1,2,5,6,8,11,12,13,20	9,625,377	5,927	961,695
ASGN INC	COM	00191U102	87,134	1,598,797	SH		DFND	2,5,6,8,11,13,20	1,414,554	476	183,767
SM ENERGY CO	COM	78454L100	89,108	5,756,301	SH		DFND	2,5,6,8,11,12,13,20	5,353,719	2,492	400,090
SMART & FINAL STORES INC	COM	83190B101	2,246	473,763	SH		DFND	2,5,8,20	390,283	0	83,480
SMART GLOBAL HLDGS INC	SHS	G8232Y101	13,980	470,719	SH		DFND	2,5,20	431,281	0	39,438
SMART SAND INC	COM	83191H107	722	325,332	SH		DFND	2,20	267,818	0	57,514
SMARTFINANCIAL INC	COM NEW	83190L208	3,195	174,890	SH		DFND	2,20	139,071	0	35,819
SMARTSHEET INC	COM CL A	83200N103	658	26,472	SH		DFND	2,20	26,472	0	0
SMITH & NEPHEW PLC	SPDN ADR NEW	83175M205	2,077	55,559	SH		DFND	1,2,20	55,559	0	0
SMITH A O	COM	831865209	382,192	8,950,627	SH		DFND	2,5,6,8,10,11,12,13,19,20	8,144,469	154,113	652,045
SMUCKER J M CO	COM NEW	832696405	702,252	7,511,520	SH		DFND	2,5,6,8,10,11,12,13,19,20	6,748,731	87,107	675,682
SNAP INC	CL A	83304A106	4,912	891,489	SH		DFND	2,5,8,10,13,20	890,289	0	1,200
ASHFORD HOSPITALITY TR INC	COM SHS	044103109	13,454	3,266,996	SH		DFND	2,5,8,10,20	2,788,246	21,911	456,839
SNAP ON INC	COM	833034101	340,799	2,345,649	SH		DFND	2,5,6,8,10,11,12,13,19,20	1,989,318	71,728	284,603
SOCIEDAD QUIMICA MINERA DE C	SPON ADR SER B	833635105	33,022	862,185	SH		DFND	1,2,5,8,13,20	855,139	0	7,046
SOGOU INC	ADR REPSTG A	83409V104	272	51,784	SH		DFND	2,5	51,784	0	0
SOHU COM LTD	SPONSORED ADS	83410S108	3,036	174,309	SH		DFND	1,2,5,20	171,042	700	2,567
SOLARCITY CORP	NOTE 1.625%11/0	83416TAC4	17,835	18,907,000	SH		DFND	2,5	18,907,000	0	0
SOLAREDGE TECHNOLOGIES INC	COM	83417M104	15,663	446,247	SH		DFND	2,5,8,20	421,380	0	24,867
SOLARIS OILFIELD INFRSTR INC	COM CL A	83418M103	5,493	454,378	SH		DFND	2,5,20	370,670	0	83,708
SOLARWINDS CORP	COM	83417Q105	3,737	270,239	SH		DFND	2,20	242,963	0	27,276
SOLID BIOSCIENCES INC	COM	83422E105	19,311	720,561	SH		DFND	2,5,8,20	684,211	0	36,350
SOLITARIO ZINC CORP	COM	8342EP107	3	11,586	SH		DFND	20	11,586	0	0
ASHFORD INC	COM	044104107	365	7,042	SH		DFND	2,20	5,442	0	1,600
SONIC AUTOMOTIVE INC	CL A	83545G102	13,721	992,906	SH		DFND	2,5,8,20	910,444	1,513	80,949
SONOCO PRODS CO	COM	835495102	347,872	6,547,561	SH		DFND	2,5,6,8,11,12,13,20	6,395,830	1,764	149,967
SONOS INC	COM	83570H108	2,245	228,571	SH		DFND	2,20	187,571	0	41,000
SONY CORP	SPONSORED ADR	835699307	235	4,865	SH		DFND	1,20	4,865	0	0
SORRENTO THERAPEUTICS INC	COM NEW	83587F202	14,522	6,050,798	SH		DFND	2,5,20	5,686,065	0	364,733
SOTHEBYS	COM	835898107	44,371	1,116,541	SH		DFND	2,5,6,8,11,20	998,494	84	117,963
SOUTH JERSEY INDS INC	COM	838518108	67,738	2,436,627	SH		DFND	2,5,8,20	2,081,325	2,476	352,826
SOUTH ST CORP	COM	840441109	73,757	1,230,313	SH		DFND	2,5,8,20	1,116,865	600	112,848
SOUTHERN CO	COM	842587107	2,184,232	49,732,069	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	44,363,904	593,014	4,775,151
SOUTHERN COPPER CORP	COM	84265V105	122,466	3,980,031	SH		DFND	2,5,6,8,10,12,13,19,20	2,004,951	48,876	1,926,204
ASHLAND GLOBAL HLDGS INC	COM	044186104	122,293	1,723,411	SH		DFND	2,5,6,8,11,12,13,19,20	1,477,593	599	245,219
SOUTHERN FIRST BANCSHARES IN	COM	842873101	3,317	103,436	SH		DFND	2,5,20	87,228	0	16,208
SOUTHERN MO BANCORP INC	COM	843380106	4,435	130,825	SH		DFND	2,20	91,112	0	39,713
SOUTHERN NATL BANCORP OF VA	COM	843395104	4,651	351,804	SH		DFND	2,20	282,985	0	68,819
SOUTHSIDE BANCSHARES INC	COM	84470P109	35,251	1,110,278	SH		DFND	2,5,8,20	995,994	0	114,284
SOUTHWEST AIRLS CO	COM	844741108	800,351	17,159,962	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	15,323,734	192,435	1,643,793
SOUTHWEST GAS HOLDINGS INC	COM	844895102	120,682	1,577,539	SH		DFND	2,5,6,8,11,13,19,20	1,426,618	373	150,548
SOUTHWESTERN ENERGY CO	COM	845467109	106,033	31,094,700	SH		DFND	2,5,6,11,13,20	29,071,681	13,572	2,009,447
SP PLUS CORP	COM	78469C103	13,462	455,727	SH		DFND	2,5,8,20	370,950	0	84,777
SPARK ENERGY INC	CL A COM	846511103	1,549	208,447	SH		DFND	2,5,20	179,486	0	28,961
SPARK THERAPEUTICS INC	COM	84652J103	71,235	1,819,998	SH		DFND	2,5,8,10,13,20	1,718,804	100	101,094
ASML HOLDING N V	N Y REGISTRY SHS	N07059210	4,674	30,031	SH		DFND	5,20	24,188	43	5,800
SPARTAN MTRS INC	COM	846819100	4,275	591,273	SH		DFND	2,5,20	488,752	0	102,521
SPARTANNASH CO	COM	847215100	23,067	1,342,673	SH		DFND	2,5,8,12,20	1,011,855	1,026	329,792
SPARTON CORP	COM	847235108	4,341	238,633	SH		DFND	2,5,6,20	209,800	0	28,833
SPDR GOLD TRUST	GOLD SHS	78463V107	15,469	127,582	SH		DFND	1,10	2,364	0	125,218
SPDR INDEX SHS FDS	DJ GLB RL ES ETF	78463X749	106,371	2,403,313	SH		DFND	1,2,5	2,397,287	28	5,998
SPDR INDEX SHS FDS	DJ INTL RL ETF	78463X863	75,066	2,124,101	SH		DFND	1,2,20	2,111,278	4,459	8,364
SPDR INDEX SHS FDS	EURO STOXX 50	78463X202	4,826	145,060	SH		DFND	10	0	0	145,060
SPDR INDEX SHS FDS	GLB NAT RESRCE	78463X541	238	5,773	SH		DFND	1	5,773	0	0
SPDR INDEX SHS FDS	LOW CARBON ETF	78463X194	23,613	298,600	SH		DFND	10	0	0	298,600
SPDR INDEX SHS FDS	MSCI ACWI EXUS	78463X848	23,956	731,696	SH		DFND	1,12	729,540	0	2,156
ACCELERATE DIAGNOSTICS INC	COM	00430H102	5,947	517,167	SH		DFND	2,5,8,20	439,919	0	77,248
ASPEN INSURANCE HOLDINGS LTD	SHS	G05384105	74,868	1,782,990	SH		DFND	2,5,6,8,11,12,13,20	1,699,937	682	82,371
SPDR INDEX SHS FDS	MSCI WRLD STRGIC	78463X418	15,000	218,756	SH		DFND	12	218,756	0	0
SPDR INDEX SHS FDS	PORTFOLIO DEVLPD	78463X889	109,722	4,148,287	SH		DFND	2,12,20	426,831	0	3,721,456
SPDR INDEX SHS FDS	PORTFOLIO EMG MK	78463X509	55,092	1,680,659	SH		DFND	2,5,12,19	679,826	0	1,000,833
SPDR INDEX SHS FDS	S&P GBLINF ETF	78463X855	3,576	79,231	SH		DFND	5	79,231	0	0
SPDR INDEX SHS FDS	S&P GLBDIV ETF	78463X459	6,156	99,300	SH		DFND	10	0	0	99,300
SPDR INDEX SHS FDS	S&P INTL ETF	78463X772	464	13,273	SH		DFND	1,8	8,999	0	4,274
SPDR INDEX SHS FDS	S&P INTL SMLCP	78463X871	91,896	3,291,403	SH		DFND	1,2,19,20	3,112,030	38,813	140,560
SPDR S&P 500 ETF TR	TR UNIT	78462F103	1,285,433	5,117,546	SH		DFND	1,2,10,12,20	4,116,902	1,745	998,899
SPDR S&P MIDCAP 400 ETF TR	UTSER1 S&PDCRP	78467Y107	43,089	142,176	SH		DFND	1,20	95,111	1,799	45,266
SPDR SER TR	BLOMBERG 1 10 YR	78468R861	228,314	12,099,292	SH		DFND	2	12,099,292	0	0
ASPEN TECHNOLOGY INC	COM	045327103	77,150	938,795	SH		DFND	2,5,8,13,20	828,403	1,368	109,024
SPDR SER TR	BLOMBERG BRC INV	78468R200	10,182	335,250	SH		DFND	20	0	0	335,250
SPDR SER TR	BLOOMBERG SRT TR	78468R408	937	35,995	SH		DFND	8,20	4,341	0	31,654
SPDR SER TR	ICE BOFAML ETF	78468R606	4,074	165,000	SH		DFND	10	0	0	165,000
SPDR SER TR	NUVEEN BRC MUNIC	78468R721	27,637	574,334	SH		DFND	2	574,334	0	0
SPDR SER TR	PORTFOLIO SH TSR	78468R101	61,235	2,070,134	SH		DFND	1,2	2,070,134	0	0
SPDR SER TR	SPDR BLOOMBERG	78468R663	54,010	590,532	SH		DFND	12	590,532	0	0
SPDR SERIES TRUST	BLMBRG BRC INTRM	78464A672	5,944	99,813	SH		DFND	1,12	99,813	0	0
SPDR SERIES TRUST	BLOMBERG INTL TR	78464A516	6,860	248,443	SH		DFND	1,20	86,035	0	162,408
SPDR SERIES TRUST	BLOMBRG BRC EMRG	78464A391	2,050	77,308	SH		DFND	1	77,308	0	0
SPDR SERIES TRUST	BLOMBRG BRC INTL	78464A151	3,183	96,637	SH		DFND	1,20	6,472	0	90,165
ASSEMBLY BIOSCIENCES INC	COM	045396108	9,838	434,906	SH		DFND	2,5,8,20	373,065	0	61,841
SPDR SERIES TRUST	BLOMBRG BRC TIPS	78464A656	226,686	4,206,466	SH		DFND	1,2,20	1,994,753	0	2,211,713
SPDR SERIES TRUST	BLOOMBERG BRCLYS	78464A417	819,099	24,385,212	SH		DFND	1,2,5,8,12,19,20	22,085,633	0	2,299,579
SPDR SERIES TRUST	DJ REIT ETF	78464A607	65,557	762,287	SH		DFND	1,2,20	459,474	13,501	289,312
SPDR SERIES TRUST	FTSE INT GVT ETF	78464A490	39,278	754,906	SH		DFND	2,20	431,089	0	323,817
SPDR SERIES TRUST	PORTFOLIO AGRGTE	78464A649	346,621	12,445,981	SH		DFND	1,2,20	27,467	7,022	12,411,492
SPDR SERIES TRUST	PORTFOLIO INTRMD	78464A375	66,623	2,016,436	SH		DFND	1,2,12	1,886,780	128,389	1,267
SPDR SERIES TRUST	PORTFOLIO LN COR	78464A367	35,839	1,412,098	SH		DFND	12,20	89,446	0	1,322,652
SPDR SERIES TRUST	PORTFOLIO LN TSR	78464A664	437,101	12,474,336	SH		DFND	2,12,20	11,480,958	0	993,378
SPDR SERIES TRUST	PORTFOLIO SHORT	78464A474	265,580	8,811,536	SH		DFND	1,2,12,20	1,787,578	0	7,023,958
SPDR SERIES TRUST	S&P 600 SML CAP	78464A813	42,296	705,279	SH		DFND	2,20	0	0	705,279
ASSERTIO THERAPEUTICS INC	COM	04545L107	6,993	1,937,164	SH		DFND	2,5,8,20	1,626,465	2,200	308,499
SPDR SERIES TRUST	S&P DIVID ETF	78464A763	7,727	86,312	SH		DFND	1	81,296	0	5,016
SPDR SERIES TRUST	WELLS FG PFD ETF	78464A292	834	21,078	SH		DFND	1	21,078	0	0
SPECTRUM BRANDS HLDGS INC NE	COM	84790A105	23,254	550,386	SH		DFND	2,5,8,13,20	490,298	1,683	58,405
SPECTRUM PHARMACEUTICALS INC	COM	84763A108	51,291	5,861,781	SH		DFND	2,5,8,10,20	5,519,222	0	342,559
SPEEDWAY MOTORSPORTS INC	COM	847788106	3,882	238,576	SH		DFND	2,5,20	198,863	0	39,713
SPERO THERAPEUTICS INC	COM	84833T103	935	152,093	SH		DFND	2,20	122,564	0	29,529
SPIRE INC	COM	84857L101	107,678	1,442,457	SH		DFND	2,5,8,13,19,20	1,250,629	1,239	190,589
SPIRIT AEROSYSTEMS HLDGS INC	COM CL A	848574109	218,661	3,028,073	SH		DFND	2,5,6,8,10,12,13,19,20	2,398,909	123,499	505,665
SPIRIT AIRLS INC	COM	848577102	79,483	1,372,294	SH		DFND	2,5,8,10,13,20	1,146,341	0	225,953
SPIRIT MTA REIT	COM SHS BEN IN	84861U105	10,981	1,301,376	SH		DFND	2,5,8,10,13,19,20	1,068,353	8,836	224,187
ASSOCIATED BANC CORP	COM	045487105	157,621	7,964,695	SH		DFND	2,5,6,8,11,12,13,20	7,740,259	1,561	222,875
SPIRIT OF TEX BANCSHARES INC	COM	84861D103	3,824	167,868	SH		DFND	2,20	130,150	0	37,718
SPIRIT RLTY CAP INC NEW	COM NEW	84860W300	69,215	1,930,213	SH		DFND	2,5,8,10,12,13,19,20	1,647,248	18,953	264,012
SPIRIT RLTY CAP INC NEW	NOTE 2.875% 5/1	84860WAA0	12,971	12,980,000	SH		DFND	2,5	12,980,000	0	0
SPLUNK INC	COM	848637104	291,219	2,777,478	SH		DFND	2,5,6,8,10,12,13,19,20	2,324,271	75,813	377,394
SPOK HLDGS INC	COM	84863T106	8,704	656,445	SH		DFND	2,5,8,20	538,821	2,501	115,123
SPORTSMANS WHSE HLDGS INC	COM	84920Y106	2,437	556,399	SH		DFND	2,5,20	459,067	0	97,332
SPOTIFY TECHNOLOGY S A	SHS	L8681T102	1,714	15,105	SH		DFND	2,5,8,13	14,105	0	1,000
SPRING BK PHARMACEUTICALS IN	COM	849431101	1,932	185,933	SH		DFND	2,20	155,722	0	30,211
SPRINT CORP	COM SER 1	85207U105	100,846	17,327,566	SH		DFND	2,5,6,8,10,12,13,19,20	13,398,584	430,977	3,498,005
SPROUTS FMRS MKT INC	COM	85208M102	77,917	3,314,220	SH		DFND	2,5,6,8,11,12,13,20	3,082,705	900	230,615
ASSOCIATED CAP GROUP INC	CL A	045528106	1,825	51,664	SH		DFND	2,20	43,864	0	7,800
SPS COMM INC	COM	78463M107	39,613	480,852	SH		DFND	2,5,8,13,20	419,384	600	60,868
SPX CORP	COM	784635104	33,303	1,188,969	SH		DFND	2,5,8,20	1,038,380	951	149,638
SPX FLOW INC	COM	78469X107	35,237	1,158,334	SH		DFND	2,5,8,12,20	1,009,900	951	147,483
SQUARE INC	CL A	852234103	324,844	5,791,471	SH		DFND	2,5,6,8,10,12,13,19,20	4,812,713	185,062	793,696
SRC ENERGY INC	COM	78470V108	62,819	13,365,681	SH		DFND	2,5,20	12,568,543	3,100	794,038
SS&C TECHNOLOGIES HLDGS INC	COM	78467J100	192,222	4,261,193	SH		DFND	2,5,6,8,10,12,13,19,20	3,341,391	110,909	808,893
SSGA ACTIVE ETF TR	BLKSTN GSOSRLN	78467V608	30,937	692,108	SH		DFND	2,10	592,108	0	100,000
SSGA ACTIVE ETF TR	INCOM ALLO ETF	78467V202	53,945	1,762,331	SH		DFND	1	1,650,518	62,059	49,754
SSGA ACTIVE ETF TR	MULT ASS RLRTN	78467V103	691	30,389	SH		DFND	1	30,389	0	0
ST JOE CO	COM	790148100	10,914	828,738	SH		DFND	2,5,8,20	701,742	0	126,996
ASSURANT INC	COM	04621X108	239,429	2,676,976	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,299,571	59,841	317,564
STAAR SURGICAL CO	COM PAR $0.01	852312305	33,499	1,049,798	SH		DFND	2,5,8,20	908,293	2,097	139,408
STAG INDL INC	COM	85254J102	58,340	2,333,905	SH		DFND	2,5,8,10,20	1,821,748	23,113	489,044
STAGE STORES INC	COM NEW	85254C305	12	15,674	SH		DFND	20	15,674	0	0
STAMPS COM INC	COM NEW	852857200	83,119	534,045	SH		DFND	2,5,8,13,20	460,858	200	72,987
STANDARD MTR PRODS INC	COM	853666105	30,162	622,803	SH		DFND	2,5,8,20	492,663	800	129,340
STANDEX INTL CORP	COM	854231107	27,399	407,841	SH		DFND	2,5,8,20	305,354	14	102,473
STANLEY BLACK & DECKER INC	COM	854502101	874,373	7,302,263	SH		DFND	2,5,6,8,10,11,12,13,19,20	6,503,043	149,137	650,083
STANLEY BLACK & DECKER INC	UNIT 05/15/2020	854502887	16,780	185,129	SH		DFND	2	185,129	0	0
STAR BULK CARRIERS CORP	SHS PAR	Y8162K204	720	78,721	SH		DFND	2	78,721	0	0
STARBUCKS CORP	COM	855244109	3,363,729	52,231,821	SH		DFND	2,5,6,8,10,11,12,13,19,20	45,266,285	1,520,701	5,444,835
ASSURED GUARANTY LTD	COM	G0585R106	74,643	1,949,934	SH		DFND	2,5,8,13,20	1,797,145	2,306	150,483
STARTEK INC	COM	85569C107	114	17,205	SH		DFND	2,20	17,205	0	0
STARWOOD PPTY TR INC	COM	85571B105	77,564	3,843,781	SH		DFND	2,5,6,8,12,13,20	3,443,810	37,400	362,571
STATE AUTO FINL CORP	COM	855707105	10,798	317,201	SH		DFND	2,5,8,20	267,027	0	50,174
STATE STR CORP	COM	857477103	1,140,025	17,942,145	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	14,007,025	2,551,648	1,383,472
STEALTHGAS INC	SHS	Y81669106	191	69,246	SH		DFND	2	69,246	0	0
STEEL CONNECT INC	COM	858098106	48	27,998	SH		DFND	20	27,998	0	0
STEEL DYNAMICS INC	COM	858119100	247,987	8,205,032	SH		DFND	2,5,6,8,10,11,12,13,19,20	7,230,046	217,459	757,527
STEELCASE INC	CL A	858155203	29,293	1,957,542	SH		DFND	2,5,8,20	1,591,971	3,400	362,171
STEIN MART INC	COM	858375108	20	18,338	SH		DFND	20	18,338	0	0
STEMLINE THERAPEUTICS INC	COM	85858C107	9,811	1,032,719	SH		DFND	2,5,20	948,747	0	83,972
ASTEC INDS INC	COM	046224101	19,136	633,855	SH		DFND	2,5,8,20	528,828	463	104,564
STEPAN CO	COM	858586100	45,978	621,320	SH		DFND	2,5,8,10,20	492,447	24	128,849
STERICYCLE INC	COM	858912108	89,314	2,434,300	SH		DFND	2,5,6,8,11,12,13,19,20	1,885,760	2,801	545,739
STERIS PLC	SHS USD	G84720104	218,154	2,041,689	SH		DFND	2,5,6,8,11,13,20	1,926,655	986	114,048
STERLING BANCORP DEL	COM	85917A100	171,915	10,412,754	SH		DFND	2,5,6,8,11,13,20	10,102,364	2,059	308,331
STERLING BANCORP INC	COM	85917W102	1,969	283,264	SH		DFND	2,20	236,664	0	46,600
STERLING CONSTRUCTION CO INC	COM	859241101	4,940	453,668	SH		DFND	2,5,20	383,821	0	69,847
STEWART INFORMATION SVCS COR	COM	860372101	27,177	656,456	SH		DFND	2,5,8,20	576,887	200	79,369
STIFEL FINL CORP	COM	860630102	91,225	2,202,440	SH		DFND	2,5,6,8,11,13,20	1,946,299	861	255,280
STITCH FIX INC	COM CL A	860897107	6,530	382,077	SH		DFND	2,20	382,077	0	0
STMICROELECTRONICS N V	NY REGISTRY	861012102	951	68,500	SH		DFND	1,2,20	68,500	0	0
ASTRAZENECA PLC	SPONSORED ADR	046353108	19,787	520,991	SH		DFND	1,20	520,991	0	0
STOCK YDS BANCORP INC	COM	861025104	16,404	500,131	SH		DFND	2,5,8,20	360,346	591	139,194
STONERIDGE INC	COM	86183P102	14,706	596,585	SH		DFND	2,5,20	460,222	0	136,363
STORE CAP CORP	COM	862121100	110,059	3,843,980	SH		DFND	2,5,8,10,12,13,19,20	3,242,035	46,345	555,600
STRATASYS LTD	SHS	M85548101	16,451	913,418	SH		DFND	2,5,8,10,20	769,614	0	143,804
STRATEGIC ED INC	COM	86272C103	67,372	594,007	SH		DFND	2,5,8,20	513,043	490	80,474
STRATUS PPTYS INC	COM NEW	863167201	2,083	86,850	SH		DFND	2,20	68,943	0	17,907
STRONGBRIDGE BIOPHARMA PLC	SHS USD	G85347105	399	89,163	SH		DFND	2	89,163	0	0
STRYKER CORP	COM	863667101	2,008,190	12,769,152	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	11,138,935	241,249	1,388,968
STURM RUGER & CO INC	COM	864159108	24,392	458,321	SH		DFND	2,5,8,20	405,707	0	52,614
SUMITOMO MITSUI FINL GROUP I	SPONSORED ADR	86562M209	77	11,865	SH		DFND	20	11,865	0	0
ACCELERON PHARMA INC	COM	00434H108	63,765	1,464,181	SH		DFND	2,5,8,10,20	1,343,871	0	120,310
ASTRONICS CORP	COM	046433108	25,384	833,639	SH		DFND	2,5,8,20	745,405	1,240	86,994
SUMMIT FINANCIAL GROUP INC	COM	86606G101	3,164	163,866	SH		DFND	2,5,20	136,810	0	27,056
SUMMIT HOTEL PPTYS INC	COM	866082100	41,976	4,314,051	SH		DFND	2,5,8,10,20	3,828,709	22,206	463,136
SUMMIT MATLS INC	CL A	86614U100	27,705	2,234,246	SH		DFND	2,5,8,20	1,826,257	2,052	405,937
SUN CMNTYS INC	COM	866674104	270,127	2,637,774	SH		DFND	2,5,8,10,12,13,19,20	2,377,133	20,057	240,584
SUN HYDRAULICS CORP	COM	866942105	17,981	541,747	SH		DFND	2,5,8,20	445,906	300	95,541
SUNCOKE ENERGY INC	COM	86722A103	18,677	2,184,459	SH		DFND	2,5,20	1,963,907	2,348	218,204
SUNESIS PHARMACEUTICALS INC	COM PAR	867328700	5	12,201	SH		DFND	20	12,201	0	0
SUNOPTA INC	COM	8676EP108	148	38,343	SH		DFND	2,5	38,343	0	0
SUNPOWER CORP	COM	867652406	10,303	2,073,059	SH		DFND	2,5,8,20	1,889,916	0	183,143
SUNPOWER CORP	DBCV 0.875% 6/0	867652AJ8	75	100,000	SH		DFND	2	100,000	0	0
ASURE SOFTWARE INC	COM	04649U102	759	149,471	SH		DFND	2,20	117,671	0	31,800
SUNPOWER CORP	DBCV 4.000% 1/1	867652AL3	20,159	24,945,000	SH		DFND	2	24,945,000	0	0
SUNRUN INC	COM	86771W105	22,212	2,039,639	SH		DFND	2,5,8,20	1,727,417	0	312,222
SUNSTONE HOTEL INVS INC NEW	COM	867892101	120,849	8,925,697	SH		DFND	2,5,8,10,13,19,20	7,779,050	51,437	1,095,210
SUNTRUST BKS INC	COM	867914103	1,086,347	21,537,414	SH		DFND	2,5,6,8,10,11,12,13,19,20	19,353,399	316,486	1,867,529
SUPERIOR ENERGY SVCS INC	COM	868157108	19,961	5,958,587	SH		DFND	2,5,8,12,20	5,454,373	6,052	498,162
SUPERIOR GRP OF COMPANIES IN	COM	868358102	2,206	125,006	SH		DFND	2,20	102,257	0	22,749
SUPERIOR INDS INTL INC	COM	868168105	3,298	685,718	SH		DFND	2,5,8,20	603,407	0	82,311
SUPERNUS PHARMACEUTICALS INC	COM	868459108	56,490	1,700,493	SH		DFND	2,5,8,10,20	1,371,630	300	328,563
SURFACE ONCOLOGY INC	COM	86877M209	644	151,847	SH		DFND	2,20	114,647	0	37,200
SURGERY PARTNERS INC	COM	86881A100	4,456	455,187	SH		DFND	2,5,20	397,576	0	57,611
AT HOME GROUP INC	COM	04650Y100	15,438	827,319	SH		DFND	2,5,8,20	689,721	0	137,598
SURMODICS INC	COM	868873100	23,054	487,819	SH		DFND	2,5,8,20	440,442	0	47,377
SUTRO BIOPHARMA INC	COM	869367102	210	23,287	SH		DFND	2,20	4,787	0	18,500
SVB FINL GROUP	COM	78486Q101	504,136	2,654,464	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,399,744	38,561	216,159
SVMK INC	COM	78489X103	3,021	246,221	SH		DFND	2,20	204,734	0	41,487
SWITCH INC	CL A	87105L104	3,036	433,767	SH		DFND	2,20	398,506	0	35,261
SYKES ENTERPRISES INC	COM	871237103	30,729	1,242,594	SH		DFND	2,5,8,10,20	1,079,963	1,429	161,202
SYMANTEC CORP	COM	871503108	473,625	25,066,165	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	21,068,386	418,822	3,578,957
SYNALLOY CP DEL	COM	871565107	1,973	118,953	SH		DFND	2,20	93,285	0	25,668
SYNAPTICS INC	COM	87157D109	46,646	1,253,578	SH		DFND	2,5,6,8,11,20	1,147,739	1,424	104,415
SYNAPTICS INC	NOTE 0.500% 6/1	87157DAD1	14,852	17,025,000	SH		DFND	2,5	17,025,000	0	0
AT&T INC	COM	00206R102	7,956,714	278,791,653	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	241,960,373	5,055,441	31,775,839
SYNCHRONOSS TECHNOLOGIES INC	COM	87157B103	263	42,803	SH		DFND	2,20	42,803	0	0
SYNCHRONY FINL	COM	87165B103	682,945	29,111,022	SH		DFND	2,5,6,8,10,11,12,13,19,20	25,677,160	531,661	2,902,201
SYNDAX PHARMACEUTICALS INC	COM	87164F105	973	218,652	SH		DFND	2,20	172,972	0	45,680
SYNEOS HEALTH INC	CL A	87166B102	79,702	2,025,472	SH		DFND	2,5,6,8,11,13,20	1,677,545	1,200	346,727
SYNERGY PHARMACEUTICALS DEL	COM NEW	871639308	495	4,341,539	SH		DFND	2,5,8,20	3,672,608	0	668,931
SYNLOGIC INC	COM	87166L100	1,509	215,295	SH		DFND	2,20	181,495	0	33,800
SYNNEX CORP	COM	87162W100	104,970	1,298,486	SH		DFND	2,5,6,8,11,12,13,20	1,160,033	264	138,189
SYNOPSYS INC	COM	871607107	521,762	6,193,753	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,309,123	149,800	734,830
SYNOVUS FINL CORP	COM NEW	87161C501	166,920	5,178,891	SH		DFND	2,5,6,8,11,13,20	5,023,486	1,257	154,148
SYROS PHARMACEUTICALS INC	COM	87184Q107	2,284	410,119	SH		DFND	2,5,20	325,314	0	84,805
ATARA BIOTHERAPEUTICS INC	COM	046513107	58,528	1,684,733	SH		DFND	2,5,8,10,20	1,552,608	0	132,125
SYSCO CORP	COM	871829107	1,478,399	23,593,985	SH		DFND	2,5,6,8,10,11,12,13,19,20	20,809,037	442,697	2,342,251
SYSTEMAX INC	COM	871851101	7,014	232,209	SH		DFND	2,5,20	195,835	0	36,374
T MOBILE US INC	COM	872590104	418,343	6,576,693	SH		DFND	2,5,6,8,10,12,13,19,20	5,553,714	225,206	797,773
T2 BIOSYSTEMS INC	COM	89853L104	1,389	461,545	SH		DFND	2,20	367,345	0	94,200
TABLEAU SOFTWARE INC	CL A	87336U105	104,558	871,320	SH		DFND	2,5,8,13,20	767,400	800	103,120
TABULA RASA HEALTHCARE INC	COM	873379101	29,656	465,123	SH		DFND	2,5,8,20	405,562	0	59,561
TACTILE SYS TECHNOLOGY INC	COM	87357P100	27,568	605,216	SH		DFND	2,5,8,20	545,217	0	59,999
TAHOE RES INC	COM	873868103	18,582	5,090,870	SH		DFND	2,5,20	4,175,696	0	915,174
TAILORED BRANDS INC	COM	87403A107	23,687	1,736,613	SH		DFND	2,5,8,20	1,540,872	1,769	193,972
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADR	874039100	143,973	3,900,637	SH		DFND	1,2,5,8,10,13,19,20	3,376,196	0	524,441
ATHENAHEALTH INC	COM	04685W103	65,210	494,277	SH		DFND	2,5,8,13,20	435,314	401	58,562
TAKE-TWO INTERACTIVE SOFTWAR	COM	874054109	453,179	4,402,364	SH		DFND	2,5,6,8,10,11,12,13,19,20	3,839,424	67,369	495,571
TAKEDA PHARMACEUTICAL CO LTD	SPONSORED ADS	874060205	549	32,645	SH		DFND	1	32,645	0	0
TAL ED GROUP	SPONSORED ADS	874080104	172,870	6,479,394	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,997,142	173,900	1,308,352
TALEND S A	ADS	874224207	3,975	107,190	SH		DFND	2	26,190	0	81,000
TALLGRASS ENERGY LP	CLASS A SHS	874696107	5,711	234,617	SH		DFND	5,8,20	199,255	2,000	33,362
TALOS ENERGY INC	COM	87484T108	10,413	638,077	SH		DFND	2,5,20	581,089	0	56,988
TANDEM DIABETES CARE INC	COM NEW	875372203	48,419	1,275,179	SH		DFND	2,5,8,13,20	1,103,071	0	172,108
TANGER FACTORY OUTLET CTRS I	COM	875465106	329,930	16,317,006	SH		DFND	2,5,6,8,10,11,12,20	15,902,418	19,842	394,746
TAPESTRY INC	COM	876030107	419,129	12,418,642	SH		DFND	2,5,6,8,10,11,12,13,19,20	10,480,205	262,186	1,676,251
TARENA INTL INC	ADR	876108101	894	141,869	SH		DFND	2,5,20	140,592	0	1,277
ATHENE HLDG LTD	CL A	G0684D107	142,879	3,587,229	SH		DFND	2,5,6,8,10,12,13,19,20	2,899,039	179,479	508,711
TARGA RES CORP	COM	87612G101	173,436	4,814,993	SH		DFND	2,5,6,8,10,12,13,19,20	4,054,046	115,105	645,842
TARGET CORP	COM	87612E106	2,947,378	44,596,434	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	23,162,898	18,534,767	2,898,769
TARO PHARMACEUTICAL INDS LTD	SHS	M8737E108	366	4,324	SH		DFND	5,8,10,20	4,008	316	0
TATA MTRS LTD	SPONSORED ADR	876568502	28,109	2,307,803	SH		DFND	1,2,5,8,13,19,20	2,185,760	0	122,043
TAUBMAN CTRS INC	COM	876664103	118,351	2,601,695	SH		DFND	2,5,6,8,10,11,13,19,20	2,405,006	13,373	183,316
TAYLOR MORRISON HOME CORP	CL A	87724P106	44,029	2,769,140	SH		DFND	2,5,8,20	2,351,704	1,500	415,936
TCF FINL CORP	COM	872275102	144,806	7,429,760	SH		DFND	2,5,6,8,11,13,20	7,214,004	1,352	214,404
TD AMERITRADE HLDG CORP	COM	87236Y108	269,358	5,501,598	SH		DFND	2,5,6,8,10,12,13,19,20	4,536,752	264,012	700,834
TE CONNECTIVITY LTD	REG SHS	H84989104	910,247	12,035,512	SH		DFND	2,5,6,8,10,11,12,13,19,20	10,641,001	247,096	1,147,415
TEAM INC	COM	878155100	11,564	789,379	SH		DFND	2,5,8,20	690,154	573	98,652
ATHENEX INC	COM	04685N103	16,588	1,307,147	SH		DFND	2,5,20	1,174,496	0	132,651
TECH DATA CORP	COM	878237106	101,906	1,245,641	SH		DFND	2,5,6,8,11,12,13,20	1,102,450	315	142,876
TECHNIPFMC PLC	COM	G87110105	465,691	23,784,039	SH		DFND	2,5,6,8,10,11,12,13,19,20	18,034,455	167,247	5,582,337
TECHTARGET INC	COM	87874R100	6,767	554,203	SH		DFND	2,5,20	484,183	0	70,020
TECK RESOURCES LTD	CL B	878742204	346	16,068	SH		DFND	8,20	16,068	0	0
TEEKAY CORPORATION	COM	Y8564W103	3,684	1,103,034	SH		DFND	2,5,12,20	914,965	0	188,069
TEEKAY TANKERS LTD	CL A	Y8565N102	2,510	2,705,205	SH		DFND	2,5,20	2,190,083	0	515,122
TEGNA INC	COM	87901J105	98,849	9,038,258	SH		DFND	2,5,6,8,11,12,13,19,20	8,358,533	5,029	674,696
TEJON RANCH CO	COM	879080109	6,699	404,064	SH		DFND	2,5,8,20	338,854	936	64,274
TELADOC HEALTH INC	COM	87918A105	66,200	1,335,477	SH		DFND	2,5,8,13,20	1,072,393	650	262,434
TELARIA INC	COM	879181105	1,656	606,730	SH		DFND	2,20	495,930	0	110,800
ATHERSYS INC	COM	04744L106	2,743	1,905,194	SH		DFND	2,20	1,471,015	0	434,179
TELEDYNE TECHNOLOGIES INC	COM	879360105	239,100	1,154,684	SH		DFND	2,5,6,8,11,12,13,20	1,067,804	488	86,392
TELEFLEX INC	COM	879369106	358,438	1,386,716	SH		DFND	2,5,6,8,10,11,12,13,19,20	1,244,759	29,240	112,717
TELEFONICA BRASIL SA	SPONSORED ADR	87936R106	20,075	1,594,213	SH		DFND	1,2,5,10,20	1,345,188	195,704	53,321
TELEFONICA S A	SPONSORED ADR	879382208	1,038	122,545	SH		DFND	1,20	122,545	0	0
TELENAV INC	COM	879455103	2,135	525,903	SH		DFND	2,5,20	441,156	0	84,747
TELEPHONE & DATA SYS INC	COM NEW	879433829	252,068	7,746,393	SH		DFND	2,5,6,8,11,12,13,20	7,612,837	2,647	130,909
TELIGENT INC NEW	COM	87960W104	1,074	784,022	SH		DFND	2,5,20	668,315	0	115,707
TELLURIAN INC NEW	COM	87968A104	26,019	3,743,689	SH		DFND	2,5,8,20	3,486,867	0	256,822
TELUS CORP	COM	87971M103	3,478	141,078	SH		DFND	6	141,078	0	0
TEMPUR SEALY INTL INC	COM	88023U101	64,606	1,560,529	SH		DFND	2,5,6,8,11,13,19,20	1,489,412	1,172	69,945
ATKORE INTL GROUP INC	COM	047649108	17,902	902,315	SH		DFND	2,5,8,10,20	692,337	0	209,978
TENABLE HLDGS INC	COM	88025T102	4,845	218,340	SH		DFND	2,20	178,920	0	39,420
TENARIS S A	SPONSORED ADR	88031M109	1,975	92,659	SH		DFND	1,20	92,659	0	0
TENET HEALTHCARE CORP	COM NEW	88033G407	51,246	2,989,860	SH		DFND	1,2,5,6,8,11,12,20	2,658,853	2,081	328,926
TENNANT CO	COM	880345103	25,261	484,757	SH		DFND	2,5,8,20	424,040	278	60,439
TENNECO INC	CL A VTG COM STK	880349105	28,642	1,045,696	SH		DFND	2,5,8,12,13,20	865,305	623	179,768
TERADATA CORP DEL	COM	88076W103	110,593	2,883,042	SH		DFND	1,2,5,6,8,11,13,20	2,710,850	1,664	170,528
TERADYNE INC	COM	880770102	135,774	4,326,761	SH		DFND	2,5,6,8,11,13,20	4,083,441	2,174	241,146
TERADYNE INC	NOTE 1.250%12/1	880770AG7	15,840	13,365,000	SH		DFND	2,5	13,365,000	0	0
TEREX CORP NEW	COM	880779103	44,701	1,621,363	SH		DFND	2,5,6,8,11,12,13,20	1,522,920	695	97,748
TERNIUM SA	SPON ADR	880890108	6,525	240,780	SH		DFND	5,10,13,20	231,251	0	9,529
ACCENTURE PLC IRELAND	SHS CLASS A	G1151C101	3,544,959	25,139,684	SH		DFND	2,5,6,8,10,11,12,13,19,20	21,527,795	812,794	2,799,095
ATLANTIC CAP BANCSHARES INC	COM	048269203	7,684	469,419	SH		DFND	2,5,20	388,923	0	80,496
TERRAFORM PWR INC	COM CL A	88104R209	16,159	1,440,206	SH		DFND	2,5,8,20	1,202,102	0	238,104
TERRENO RLTY CORP	COM	88146M101	47,735	1,348,362	SH		DFND	2,5,8,10,20	1,094,143	12,852	241,367
TERRITORIAL BANCORP INC	COM	88145X108	5,255	202,282	SH		DFND	2,5,6,13,20	176,677	0	25,605
TESARO INC	COM	881569107	89,528	1,205,761	SH		DFND	2,5,8,13,20	1,145,412	2,000	58,349
TESLA INC	COM	88160R101	873,540	2,624,819	SH		DFND	2,5,6,8,10,12,13,19,20	2,204,415	72,235	348,169
TESLA INC	NOTE 0.250% 3/0	88160RAB7	30,506	29,429,000	SH		DFND	2,5	29,429,000	0	0
TESLA INC	NOTE 1.250% 3/0	88160RAC5	47,441	42,380,000	SH		DFND	2,5	42,380,000	0	0
TESLA INC	NOTE 2.375% 3/1	88160RAD3	37,677	31,075,000	SH		DFND	2,5	31,075,000	0	0
TETRA TECH INC NEW	COM	88162G103	82,132	1,586,483	SH		DFND	2,5,8,10,20	1,370,235	1,372	214,876
TETRA TECHNOLOGIES INC DEL	COM	88162F105	5,447	3,242,352	SH		DFND	2,5,8,20	2,770,968	3,561	467,823
ATLANTIC PWR CORP	COM NEW	04878Q863	4,544	2,094,025	SH		DFND	2,5,20	1,730,924	0	363,101
TETRAPHASE PHARMACEUTICALS I	COM	88165N105	1,417	1,254,377	SH		DFND	2,5,20	953,229	0	301,148
TEVA PHARMACEUTICAL FIN LLC	DBCV 0.250% 2/0	88163VAE9	12,898	14,342,000	SH		DFND	2,5	14,342,000	0	0
TEVA PHARMACEUTICAL INDS LTD	SPONSORED ADR	881624209	150,128	9,735,910	SH		DFND	1,2,5,6,8,10,12,13,19,20	8,192,778	152,673	1,390,459
TEXAS CAPITAL BANCSHARES INC	COM	88224Q107	149,259	2,921,486	SH		DFND	2,5,6,8,11,13,20	2,850,468	800	70,218
TEXAS INSTRS INC	COM	882508104	3,620,206	38,309,060	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	32,724,475	1,159,438	4,425,147
TEXAS PAC LD TR	SUB CTF PROP I T	882610108	5,288	9,764	SH		DFND	2,5,8,20	8,000	100	1,664
TEXAS ROADHOUSE INC	COM	882681109	126,286	2,115,347	SH		DFND	2,5,6,8,11,13,20	1,837,601	800	276,946
TEXTAINER GROUP HOLDINGS LTD	SHS	G8766E109	4,074	408,992	SH		DFND	2,5,20	336,190	0	72,802
TEXTRON INC	COM	883203101	472,018	10,259,069	SH		DFND	2,5,6,8,10,11,12,13,19,20	9,344,071	136,819	778,179
TFS FINL CORP	COM	87240R107	11,368	704,772	SH		DFND	2,5,6,8,13,20	616,264	0	88,508
ATLANTICA YIELD PLC	SHS	G0751N103	527	26,876	SH		DFND	2,5,20	26,876	0	0
TG THERAPEUTICS INC	COM	88322Q108	17,805	4,342,618	SH		DFND	2,5,20	4,145,756	0	196,862
THE TRADE DESK INC	COM CL A	88339J105	77,254	665,640	SH		DFND	2,5,8,13,20	559,548	400	105,692
THERAPEUTICSMD INC	COM	88338N107	17,421	4,572,392	SH		DFND	2,5,8,20	3,980,791	0	591,601
THERAVANCE BIOPHARMA INC	COM	G8807B106	22,561	881,646	SH		DFND	2,5,8,20	738,378	882	142,386
THERMO FISHER SCIENTIFIC INC	COM	883556102	3,500,878	15,631,843	SH		DFND	2,5,6,8,10,11,12,13,19,20	13,746,228	281,675	1,603,940
THERMON GROUP HLDGS INC	COM	88362T103	12,794	630,869	SH		DFND	2,5,8,20	519,095	0	111,774
THESTREET INC	COM	88368Q103	23	11,468	SH		DFND	20	11,468	0	0
THIRD PT REINS LTD	COM	G8827U100	19,781	2,051,999	SH		DFND	2,5,8,20	1,776,999	0	275,000
THOMSON REUTERS CORP	COM NEW	884903709	566	11,710	SH		DFND	20	2,178	9,532	0
THOR INDS INC	COM	885160101	72,843	1,390,660	SH		DFND	2,5,6,8,11,13,20	1,155,595	3,845	231,220
ATLAS AIR WORLDWIDE HLDGS IN	COM NEW	049164205	30,787	729,724	SH		DFND	2,5,8,20	649,876	0	79,848
TIDEWATER INC NEW	COM	88642R109	11,921	623,150	SH		DFND	2,5,20	536,588	0	86,562
TIER REIT INC	COM NEW	88650V208	38,797	1,880,597	SH		DFND	2,5,8,10,20	1,587,620	12,000	280,977
TIFFANY & CO NEW	COM	886547108	369,290	4,556,186	SH		DFND	2,5,6,8,10,11,12,13,19,20	3,990,487	115,768	449,931
TILE SHOP HLDGS INC	COM	88677Q109	7,435	1,356,710	SH		DFND	2,5,8,20	1,232,059	0	124,651
TILLYS INC	CL A	886885102	3,344	307,948	SH		DFND	2,20	250,748	0	57,200
TIM PARTICIPACOES S A	SPONSORED ADR	88706P205	10,710	698,160	SH		DFND	2,10,20	579,953	67,769	50,438
TIMBERLAND BANCORP INC	COM	887098101	2,539	113,844	SH		DFND	2,20	96,271	0	17,573
TIMKEN CO	COM	887389104	76,876	2,059,904	SH		DFND	2,5,6,8,11,12,13,20	1,642,844	1,191	415,869
TIMKENSTEEL CORP	COM	887399103	12,879	1,473,551	SH		DFND	2,5,8,20	1,342,481	1,545	129,525
TIPTREE INC	COM	88822Q103	2,395	428,415	SH		DFND	2,20	350,945	0	77,470
ATLAS FINANCIAL HOLDINGS INC	SHS NEW	G06207115	215	26,516	SH		DFND	2,20	26,037	0	479
TITAN INTL INC ILL	COM	88830M102	6,180	1,324,842	SH		DFND	2,5,8,20	1,157,458	1,227	166,157
TITAN MACHY INC	COM	88830R101	4,792	364,409	SH		DFND	2,5,8,20	295,734	0	68,675
TIVITY HEALTH INC	COM	88870R102	30,285	1,220,670	SH		DFND	2,5,8,10,20	1,081,242	1,261	138,167
TIVO CORP	COM	88870P106	32,281	3,430,467	SH		DFND	2,5,8,20	2,990,541	1,794	438,132
TJX COS INC NEW	COM	872540109	2,541,888	56,814,658	SH		DFND	2,5,6,8,10,11,12,13,19,20	49,068,991	1,872,022	5,873,645
TOCAGEN INC	COM	888846102	2,411	293,628	SH		DFND	2,13,20	241,241	0	52,387
TOLL BROTHERS INC	COM	889478103	133,078	4,041,242	SH		DFND	2,5,6,8,11,12,13,19,20	3,832,251	5,926	203,065
TOMPKINS FINANCIAL CORPORATI	COM	890110109	28,886	385,094	SH		DFND	2,5,8,20	335,277	0	49,817
TOOTSIE ROLL INDS INC	COM	890516107	19,186	572,939	SH		DFND	2,5,6,8,11,20	506,953	707	65,279
TOPBUILD CORP	COM	89055F103	51,538	1,145,298	SH		DFND	2,5,8,20	985,025	340	159,933
ATLASSIAN CORP PLC	CL A	G06242104	86,682	974,171	SH		DFND	2,5,8,10,13,20	888,657	0	85,514
TORCHLIGHT ENERGY RES INC	COM	89102U103	9	15,300	SH		DFND	20	15,300	0	0
TORCHMARK CORP	COM	891027104	402,494	5,400,426	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,627,802	132,257	640,367
TORO CO	COM	891092108	142,453	2,539,078	SH		DFND	2,5,6,8,11,13,20	2,382,157	2,072	154,849
TORONTO DOMINION BK ONT	COM NEW	891160509	481	9,666	SH		DFND	20	9,666	0	0
TOTAL S A	SPONSORED ADR	89151E109	258	4,884	SH		DFND	20	4,884	0	0
TOTAL SYS SVCS INC	COM	891906109	515,450	6,330,808	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,492,390	107,990	730,428
TOWER INTL INC	COM	891826109	11,995	503,997	SH		DFND	2,5,10,20	408,271	1,600	94,126
TOWN SPORTS INTL HLDGS INC	COM	89214A102	1,458	227,749	SH		DFND	2,20	187,449	0	40,300
TOWNEBANK PORTSMOUTH VA	COM	89214P109	30,461	1,263,465	SH		DFND	2,5,8,20	1,054,503	1,500	207,462
TOYOTA MOTOR CORP	SP ADR REP2COM	892331307	3,792	32,670	SH		DFND	1,2,20	32,670	0	0
ATMOS ENERGY CORP	COM	049560105	555,854	5,994,969	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,507,047	132,645	355,277
TPG RE FIN TR INC	COM	87266M107	14,757	788,901	SH		DFND	2,5,6,20	671,908	0	116,993
TPI COMPOSITES INC	COM	87266J104	6,525	265,452	SH		DFND	2,5,20	215,571	0	49,881
TRACTOR SUPPLY CO	COM	892356106	434,287	5,204,786	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,471,888	196,352	536,546
TRANSATLANTIC PETROLEUM LTD	SHS NEW	G89982113	12	11,625	SH		DFND	20	11,625	0	0
TRANSCONTINENTAL RLTY INVS	COM NEW	893617209	620	21,892	SH		DFND	2,20	18,952	0	2,940
TRANSDIGM GROUP INC	COM	893641100	709,636	2,086,797	SH		DFND	2,5,6,8,10,11,12,13,19,20	1,791,631	45,068	250,098
TRANSENTERIX INC	COM NEW	89366M201	13,379	5,919,957	SH		DFND	2,5,8,20	5,406,397	0	513,560
TRANSLATE BIO INC	COM	89374L104	1,059	141,239	SH		DFND	2,20	113,939	0	27,300
TRANSOCEAN INC	DEB 0.500% 1/3	893830BJ7	23,067	24,350,000	SH		DFND	2,5	24,350,000	0	0
TRANSOCEAN LTD	REG SHS	H8817H100	90,471	13,036,197	SH		DFND	2,5,6,8,11,13,20	12,327,379	0	708,818
ATN INTL INC	COM	00215F107	23,249	324,265	SH		DFND	2,5,8,20	280,956	0	43,309
TRANSUNION	COM	89400J107	197,041	3,469,027	SH		DFND	2,5,6,8,10,12,13,19,20	2,881,352	121,030	466,645
TRAVELCENTERS AMER LLC	COM	894174101	85	22,577	SH		DFND	2	22,577	0	0
TRAVELERS COMPANIES INC	COM	89417E109	2,120,951	17,711,494	SH		DFND	2,5,6,8,10,11,12,13,19,20	10,550,158	275,367	6,885,969
TRAVELPORT WORLDWIDE LTD	SHS	G9019D104	53,737	3,440,249	SH		DFND	2,5,8,20	2,998,979	3,300	437,970
TRAVELZOO	COM NEW	89421Q205	917	93,285	SH		DFND	2,20	82,485	0	10,800
TRECORA RES	COM	894648104	2,910	373,136	SH		DFND	2,5,20	318,781	0	54,355
TREDEGAR CORP	COM	894650100	13,005	814,484	SH		DFND	2,5,8,20	724,778	1,576	88,130
TREEHOUSE FOODS INC	COM	89469A104	75,179	1,482,530	SH		DFND	2,5,6,8,11,12,13,20	1,287,066	1,371	194,093
TREVENA INC	COM	89532E109	43	99,006	SH		DFND	2,20	99,006	0	0
TREX CO INC	COM	89531P105	108,336	1,825,067	SH		DFND	2,5,8,13,20	1,598,597	600	225,870
ATRICURE INC	COM	04963C209	27,976	914,241	SH		DFND	2,5,8,20	800,808	0	113,433
TRI POINTE GROUP INC	COM	87265H109	56,449	5,164,628	SH		DFND	2,5,6,8,11,20	4,731,846	4,064	428,718
TRIBUNE MEDIA CO	CL A	896047503	50,396	1,110,533	SH		DFND	2,5,8,12,13,20	1,000,617	2,000	107,916
TRIBUNE PUBG CO NEW	COM	89609W107	4,281	377,547	SH		DFND	2,5,20	308,084	0	69,463
TRICIDA INC	COM	89610F101	5,758	244,196	SH		DFND	2,5,8,20	205,306	0	38,890
TRICO BANCSHARES	COM	896095106	17,275	511,245	SH		DFND	2,5,20	426,023	0	85,222
TRIMAS CORP	COM NEW	896215209	27,421	1,004,796	SH		DFND	2,5,8,20	749,719	1,700	253,377
TRIMBLE INC	COM	896239100	253,255	7,695,390	SH		DFND	2,5,6,8,10,11,12,13,19,20	6,716,400	162,325	816,665
TRINET GROUP INC	COM	896288107	35,653	849,894	SH		DFND	2,5,8,20	711,339	0	138,555
TRINITY BIOTECH PLC	SPON ADR NEW	896438306	269	117,590	SH		DFND	1	117,590	0	0
TRINITY INDS INC	COM	896522109	84,651	4,111,265	SH		DFND	2,5,6,8,11,13,20	3,303,956	2,358	804,951
ATRION CORP	COM	049904105	28,903	39,001	SH		DFND	2,5,8,20	33,767	0	5,234
TRINITY PL HLDGS INC	COM	89656D101	1,379	317,793	SH		DFND	2,20	264,114	0	53,679
TRINSEO S A	SHS	L9340P101	40,660	888,153	SH		DFND	2,5,8,10,20	718,575	13,466	156,112
TRIPADVISOR INC	COM	896945201	223,221	4,138,326	SH		DFND	2,5,6,8,10,11,12,13,19,20	3,431,121	77,654	629,551
TRIPLE-S MGMT CORP	CL B	896749108	9,898	569,155	SH		DFND	2,5,8,20	489,926	0	79,229
TRISTATE CAP HLDGS INC	COM	89678F100	16,471	846,391	SH		DFND	2,5,20	767,748	0	78,643
TRITON INTL LTD	CL A	G9078F107	33,288	1,071,388	SH		DFND	2,5,8,10,20	890,563	12,500	168,325
TRIUMPH BANCORP INC	COM	89679E300	27,943	940,827	SH		DFND	2,5,8,20	861,599	0	79,228
TRIUMPH GROUP INC NEW	COM	896818101	37,033	3,220,232	SH		DFND	2,5,8,12,20	3,032,449	1,902	185,881
TRONOX LTD	SHS CL A	Q9235V101	13,974	1,796,157	SH		DFND	2,5,20	1,504,694	1,600	289,863
TRUEBLUE INC	COM	89785X101	24,863	1,117,436	SH		DFND	2,5,8,20	973,973	1,702	141,761
ACCESS NATL CORP	COM	004337101	5,562	260,757	SH		DFND	2,5,20	218,498	0	42,259
ATTUNITY LTD	SHS NEW	M15332121	297	15,070	SH		DFND	2	15,070	0	0
TRUECAR INC	COM	89785L107	16,194	1,787,469	SH		DFND	2,5,8,20	1,507,495	0	279,974
TRUPANION INC	COM	898202106	13,211	518,899	SH		DFND	2,5,8,20	390,994	0	127,905
TRUSTCO BK CORP N Y	COM	898349105	18,317	2,644,411	SH		DFND	2,5,8,20	2,319,009	5,900	319,502
TRUSTMARK CORP	COM	898402102	88,393	3,109,136	SH		DFND	2,5,6,8,11,20	2,896,618	2,295	210,223
TSAKOS ENERGY NAVIGATION LTD	SHS	G9108L108	285	107,277	SH		DFND	2,20	107,277	0	0
TTEC HLDGS INC	COM	89854H102	11,532	403,631	SH		DFND	2,5,8,20	353,604	0	50,027
TTM TECHNOLOGIES INC	COM	87305R109	26,903	2,764,945	SH		DFND	2,5,8,20	2,365,301	700	398,944
TUCOWS INC	COM NEW	898697206	10,710	178,325	SH		DFND	2,5,20	150,055	0	28,270
TUESDAY MORNING CORP	COM NEW	899035505	115	67,818	SH		DFND	2,20	67,818	0	0
TUNIU CORP	SPONSORED ADS CL	89977P106	756	155,505	SH		DFND	2,20	155,505	0	0
AU OPTRONICS CORP	SPONSORED ADR	002255107	5,900	1,497,515	SH		DFND	2,5,20	1,417,258	0	80,257
TUPPERWARE BRANDS CORP	COM	899896104	53,406	1,655,964	SH		DFND	2,5,6,8,11,13,20	1,495,644	765	159,555
TURKCELL ILETISIM HIZMETLERI	SPON ADR NEW	900111204	396	70,507	SH		DFND	20	70,507	0	0
TURNING PT BRANDS INC	COM	90041L105	4,324	158,593	SH		DFND	2,20	133,893	0	24,700
TURTLE BEACH CORP	COM NEW	900450206	1,939	135,865	SH		DFND	2,5,20	116,065	0	19,800
TUTOR PERINI CORP	COM	901109108	13,783	863,071	SH		DFND	2,5,8,12,20	737,570	800	124,701
TWENTY FIRST CENTY FOX INC	CL A	90130A101	1,834,353	38,120,388	SH		DFND	2,5,6,8,10,11,12,13,19,20	32,607,633	713,458	4,799,297
TWENTY FIRST CENTY FOX INC	CL B	90130A200	807,950	16,909,789	SH		DFND	2,5,6,8,10,11,12,13,19,20	14,584,997	424,560	1,900,232
TWILIO INC	CL A	90138F102	83,855	939,023	SH		DFND	2,5,8,13,20	827,284	900	110,839
TWIN DISC INC	COM	901476101	1,898	128,659	SH		DFND	2,20	105,043	0	23,616
TWIST BIOSCIENCE CORP	COM	90184D100	1,085	47,000	SH		DFND	2,20	34,700	0	12,300
AUBURN NATL BANCORP	COM	050473107	1,049	33,144	SH		DFND	2,20	27,243	0	5,901
TWITTER INC	COM	90184L102	794,034	27,628,201	SH		DFND	2,5,6,8,10,11,12,13,19,20	24,071,767	479,781	3,076,653
TWITTER INC	NOTE 0.250% 9/1	90184LAB8	29,267	30,150,000	SH		DFND	2,5	30,150,000	0	0
TWITTER INC	NOTE 1.000% 9/1	90184LAD4	27,721	30,350,000	SH		DFND	2,5	30,350,000	0	0
TWO HBRS INVT CORP	COM NEW	90187B408	52,844	3,973,342	SH		DFND	2,5,6,8,13,20	3,598,706	5,727	368,909
TYLER TECHNOLOGIES INC	COM	902252105	165,182	888,936	SH		DFND	2,5,6,8,11,13,20	832,298	428	56,210
TYME TECHNOLOGIES INC	COM	90238J103	5,545	1,502,781	SH		DFND	2,20	1,185,431	0	317,350
TYSON FOODS INC	CL A	902494103	690,198	12,925,047	SH		DFND	2,5,6,8,10,12,13,19,20	11,091,754	221,466	1,611,827
U S CONCRETE INC	COM NEW	90333L201	15,214	431,232	SH		DFND	2,5,8,20	375,744	0	55,488
U S G CORP	COM NEW	903293405	56,749	1,330,264	SH		DFND	2,5,8,13,20	1,215,849	739	113,676
U S PHYSICAL THERAPY INC	COM	90337L108	39,379	384,751	SH		DFND	2,5,8,20	337,474	300	46,977
AUDENTES THERAPEUTICS INC	COM	05070R104	34,794	1,631,971	SH		DFND	2,5,8,20	1,525,312	0	106,659
U S SILICA HLDGS INC	COM	90346E103	27,802	2,715,042	SH		DFND	2,5,8,13,20	2,442,161	2,100	270,781
UBIQUITI NETWORKS INC	COM	90347A100	24,107	242,504	SH		DFND	2,5,8,20	214,499	300	27,705
UBS GROUP AG	SHS	H42097107	182,526	14,743,607	SH		DFND	20	534	0	14,743,073
UDR INC	COM	902653104	642,779	16,223,588	SH		DFND	2,5,6,8,10,11,12,13,19,20	14,489,525	243,867	1,490,196
UFP TECHNOLOGIES INC	COM	902673102	3,478	115,785	SH		DFND	2,20	98,166	0	17,619
UGI CORP NEW	COM	902681105	487,011	9,087,829	SH		DFND	2,5,6,8,10,11,12,13,19,20	8,085,294	285,705	716,830
ULTA BEAUTY INC	COM	90384S303	599,140	2,447,067	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,076,052	77,368	293,647
ULTIMATE SOFTWARE GROUP INC	COM	90385D107	174,086	710,933	SH		DFND	2,5,6,8,11,13,20	666,235	347	44,351
ULTRA CLEAN HLDGS INC	COM	90385V107	9,720	1,147,573	SH		DFND	2,5,20	1,015,738	0	131,835
ULTRA PETROLEUM CORP	COM NEW	903914208	3,030	3,986,265	SH		DFND	2,5,20	3,421,010	0	565,255
AUTODESK INC	COM	052769106	1,049,157	8,157,663	SH		DFND	2,5,6,8,10,11,12,13,19,20	7,159,474	116,463	881,726
ULTRAGENYX PHARMACEUTICAL IN	COM	90400D108	89,205	2,051,639	SH		DFND	2,5,8,10,13,20	1,903,804	900	146,935
ULTRALIFE CORP	COM	903899102	68	10,116	SH		DFND	2,20	10,116	0	0
ULTRAPAR PARTICIPACOES S A	SP ADR REP COM	90400P101	19,904	1,469,985	SH		DFND	2,5,10,13,20	1,280,507	153,030	36,448
UMB FINL CORP	COM	902788108	128,393	2,095,349	SH		DFND	2,5,6,8,11,13,20	1,837,860	308	257,181
UMH PPTYS INC	COM	903002103	8,422	711,358	SH		DFND	2,5,8,20	596,999	0	114,359
UMPQUA HLDGS CORP	COM	904214103	160,282	9,950,231	SH		DFND	2,5,6,8,11,12,13,20	9,563,845	2,162	384,224
UNDER ARMOUR INC	CL A	904311107	146,395	8,284,954	SH		DFND	2,5,6,8,10,11,12,13,19,20	6,456,298	98,915	1,729,741
UNDER ARMOUR INC	CL C	904311206	120,939	7,479,231	SH		DFND	2,5,6,8,10,11,12,13,19,20	6,426,148	100,766	952,317
UNIFI INC	COM NEW	904677200	9,886	432,845	SH		DFND	2,5,8,20	374,320	843	57,682
UNIFIRST CORP MASS	COM	904708104	64,583	451,090	SH		DFND	2,5,8,20	390,415	143	60,532
AUTOHOME INC	SP ADR RP CL A	05278C107	97,689	1,248,743	SH		DFND	2,5,6,8,10,11,12,13,19,20	997,735	31,500	219,508
UNILEVER N V	N Y SHS NEW	904784709	510	9,475	SH		DFND	1,20	9,475	0	0
UNILEVER PLC	SPON ADR NEW	904767704	1,131	21,653	SH		DFND	1,20	21,653	0	0
UNION BANKSHARES CORP NEW	COM	90539J109	62,647	2,219,156	SH		DFND	2,5,8,20	1,966,343	1,600	251,213
UNION BANKSHARES INC	COM	905400107	2,595	54,344	SH		DFND	2,20	44,076	0	10,268
UNION PAC CORP	COM	907818108	4,156,082	30,066,423	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	25,964,568	810,595	3,291,260
UNIQURE NV	SHS	N90064101	1,206	41,839	SH		DFND	2,5,20	40,739	0	1,100
UNISYS CORP	COM NEW	909214306	18,211	1,565,827	SH		DFND	2,5,8,10,20	1,390,452	1,550	173,825
UNIT CORP	COM	909218109	23,175	1,622,907	SH		DFND	2,5,8,20	1,440,707	843	181,357
UNITED BANKSHARES INC WEST V	COM	909907107	309,031	9,827,395	SH		DFND	2,5,6,8,11,13,20	9,515,409	1,845	310,141
UNITED CMNTY BKS BLAIRSVLE G	COM	90984P303	77,877	3,604,328	SH		DFND	2,5,8,20	3,284,240	2,129	317,959
AUTOLIV INC	COM	052800109	72,267	1,029,011	SH		DFND	2,5,6,8,10,12,13,19,20	735,585	107,910	185,516
UNITED CMNTY FINL CORP OHIO	COM	909839102	8,225	929,355	SH		DFND	2,5,20	734,795	0	194,560
UNITED CONTL HLDGS INC	COM	910047109	695,329	8,304,423	SH		DFND	2,5,6,8,10,11,12,13,19,20	7,251,714	99,339	953,370
UNITED FINL BANCORP INC NEW	COM	910304104	16,429	1,117,591	SH		DFND	2,5,8,20	934,563	0	183,028
UNITED FIRE GROUP INC	COM	910340108	34,421	620,753	SH		DFND	2,5,8,10,20	525,830	0	94,923
UNITED INS HLDGS CORP	COM	910710102	9,030	543,318	SH		DFND	2,5,20	476,289	0	67,029
UNITED MICROELECTRONICS CORP	SPON ADR NEW	910873405	7,987	4,461,970	SH		DFND	2,5,20	4,272,545	0	189,425
UNITED NAT FOODS INC	COM	911163103	15,026	1,418,856	SH		DFND	2,5,8,12,20	1,237,671	256	180,929
UNITED PARCEL SERVICE INC	CL B	911312106	2,678,269	27,460,974	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	23,996,434	473,959	2,990,581
UNITED RENTALS INC	COM	911363109	538,124	5,247,662	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,703,313	85,754	458,595
UNITED SECURITY BANCSHARES C	COM	911460103	1,849	192,991	SH		DFND	2,20	154,169	0	38,822
AUTOMATIC DATA PROCESSING IN	COM	053015103	2,433,652	18,450,431	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	16,016,227	503,876	1,930,328
UNITED STATES ANTIMONY CORP	COM	911549103	14	24,057	SH		DFND	20	24,057	0	0
UNITED STATES CELLULAR CORP	COM	911684108	13,419	258,204	SH		DFND	2,5,8,20	238,148	0	20,056
UNITED STATES LIME & MINERAL	COM	911922102	3,011	42,403	SH		DFND	2,5,6,20	34,479	0	7,924
UNITED STATES STL CORP NEW	COM	912909108	93,616	5,132,438	SH		DFND	1,2,5,6,11,12,13,20	4,912,034	1,861	218,543
UNITED TECHNOLOGIES CORP	COM	913017109	9,559,511	89,777,522	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	30,033,563	51,094,918	8,649,041
UNITED THERAPEUTICS CORP DEL	COM	91307C102	213,049	1,956,377	SH		DFND	2,5,6,8,10,11,12,13,19,20	1,681,684	62,887	211,806
UNITEDHEALTH GROUP INC	COM	91324P102	11,182,007	44,886,026	SH		DFND	2,5,6,8,10,11,12,13,19,20	34,007,241	1,039,552	9,839,233
UNITI GROUP INC	COM	91325V108	67,155	4,155,903	SH		DFND	2,5,6,8,11,13,20	3,924,945	3,741	227,217
UNITIL CORP	COM	913259107	16,932	334,363	SH		DFND	2,5,8,13,19,20	285,715	0	48,648
UNITY BANCORP INC	COM	913290102	2,358	113,570	SH		DFND	2,20	94,494	0	19,076
AUTONATION INC	COM	05329W102	57,588	1,613,108	SH		DFND	2,5,6,8,11,12,13,19,20	1,533,403	2,292	77,413
UNITY BIOTECHNOLOGY INC	COM	91381U101	6,531	401,649	SH		DFND	2,20	328,749	0	72,900
UNIVAR INC	COM	91336L107	26,386	1,487,367	SH		DFND	2,5,8,13,20	1,319,815	2,000	165,552
UNIVERSAL CORP VA	COM	913456109	38,577	712,410	SH		DFND	2,5,8,20	645,484	912	66,014
UNIVERSAL DISPLAY CORP	COM	91347P105	99,740	1,065,941	SH		DFND	2,5,6,8,11,13,20	1,002,696	1,010	62,235
UNIVERSAL ELECTRS INC	COM	913483103	9,483	375,103	SH		DFND	2,5,8,20	327,305	436	47,362
UNIVERSAL FST PRODS INC	COM	913543104	45,323	1,745,882	SH		DFND	2,5,8,20	1,460,413	651	284,818
UNIVERSAL HEALTH RLTY INCM T	SH BEN INT	91359E105	35,049	571,114	SH		DFND	2,5,8,10,20	506,895	3,100	61,119
UNIVERSAL HLTH SVCS INC	CL B	913903100	429,455	3,684,409	SH		DFND	2,5,6,8,10,11,12,13,19,20	3,219,723	84,081	380,605
UNIVERSAL INS HLDGS INC	COM	91359V107	34,676	914,453	SH		DFND	2,5,8,20	772,614	8,300	133,539
UNIVERSAL LOGISTICS HLDGS IN	COM	91388P105	2,545	140,677	SH		DFND	2,20	115,157	0	25,520
AUTOZONE INC	COM	053332102	939,559	1,120,738	SH		DFND	2,5,6,8,10,11,12,13,19,20	962,930	22,463	135,345
UNIVERSAL STAINLESS & ALLOY	COM	913837100	1,757	108,376	SH		DFND	2,20	87,376	0	21,000
UNIVERSAL TECHNICAL INST INC	COM	913915104	46	12,718	SH		DFND	20	12,718	0	0
UNIVEST CORP PA	COM	915271100	15,190	697,546	SH		DFND	2,5,8,20	607,268	0	90,278
UNUM GROUP	COM	91529Y106	304,453	10,362,600	SH		DFND	2,5,6,8,10,11,12,13,19,20	9,169,081	218,011	975,508
UNUM THERAPEUTICS INC	COM	903214104	757	172,157	SH		DFND	2,20	121,357	0	50,800
UPLAND SOFTWARE INC	COM	91544A109	8,208	301,983	SH		DFND	2,20	251,532	0	50,451
UPWORK INC	COM	91688F104	4,004	221,087	SH		DFND	2,20	186,347	0	34,740
UQM TECHNOLOGIES INC	COM	903213106	14	15,978	SH		DFND	20	15,978	0	0
URANIUM ENERGY CORP	COM	916896103	3,377	2,701,841	SH		DFND	2,5,20	2,187,555	0	514,286
URBAN EDGE PPTYS	COM	91704F104	83,943	5,050,693	SH		DFND	2,5,6,8,10,11,13,20	4,544,091	26,292	480,310
ACCO BRANDS CORP	COM	00081T108	14,016	2,067,208	SH		DFND	2,5,8,20	1,735,687	77	331,444
AVADEL PHARMACEUTICALS PLC	SPONSORED ADR	05337M104	230	89,192	SH		DFND	1	89,192	0	0
URBAN ONE INC	CL D NON VTG	91705J204	28	17,372	SH		DFND	20	17,372	0	0
URBAN OUTFITTERS INC	COM	917047102	80,627	2,428,525	SH		DFND	2,5,6,8,11,12,13,20	2,313,237	1,466	113,822
UROGEN PHARMA LTD	COM	M96088105	1,689	39,225	SH		DFND	2,20	32,725	0	6,500
URSTADT BIDDLE PPTYS INC	CL A	917286205	20,409	1,061,871	SH		DFND	2,5,8,10,20	882,731	5,800	173,340
US BANCORP DEL	COM NEW	902973304	3,059,585	66,411,016	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	58,546,201	1,101,539	6,763,276
US ECOLOGY INC	COM	91732J102	37,798	600,158	SH		DFND	2,5,8,20	522,160	0	77,998
US FOODS HLDG CORP	COM	912008109	92,053	2,909,389	SH		DFND	2,5,8,12,13,20	2,623,852	3,700	281,837
US XPRESS ENTERPRISES INC	COM CL A	90338N202	1,530	272,727	SH		DFND	2,20	219,204	0	53,523
USA TECHNOLOGIES INC	COM NO PAR	90328S500	3,622	931,128	SH		DFND	2,5,20	755,358	0	175,770
USA TRUCK INC	COM	902925106	1,735	115,918	SH		DFND	2,20	93,318	0	22,600
AVALARA INC	COM	05338G106	4,870	156,354	SH		DFND	2,20	129,574	0	26,780
USANA HEALTH SCIENCES INC	COM	90328M107	31,155	264,628	SH		DFND	2,5,6,8,20	210,283	0	54,345
UTAH MED PRODS INC	COM	917488108	7,970	95,617	SH		DFND	2,5,10,20	74,087	0	21,530
V F CORP	COM	918204108	1,286,010	18,026,491	SH		DFND	2,5,6,8,10,11,12,13,19,20	14,200,295	438,163	3,388,033
VAALCO ENERGY INC	COM NEW	91851C201	41	27,558	SH		DFND	20	27,558	0	0
VAIL RESORTS INC	COM	91879Q109	168,922	795,850	SH		DFND	2,5,6,8,10,12,13,19,20	647,370	28,972	119,508
VALE S A	ADR	91912E105	213,474	16,184,518	SH		DFND	2,5,8,10,13,20	14,535,395	1,397,189	251,934
VALERO ENERGY CORP NEW	COM	91913Y100	1,676,861	22,367,091	SH		DFND	2,5,6,8,10,11,12,13,19,20	19,696,997	560,478	2,109,616
VALHI INC NEW	COM	918905100	603	312,612	SH		DFND	2,20	261,650	0	50,962
VALLEY NATL BANCORP	COM	919794107	149,735	16,642,731	SH		DFND	2,5,6,8,11,20	15,643,185	6,253	993,293
VALMONT INDS INC	COM	920253101	57,934	520,386	SH		DFND	2,5,6,8,11,13,20	490,464	216	29,706
AVALONBAY CMNTYS INC	COM	053484101	1,411,238	8,040,856	SH		DFND	2,5,6,8,10,11,12,13,19,20	7,131,327	124,366	785,163
VALUE LINE INC	COM	920437100	208	7,999	SH		DFND	2,20	6,236	0	1,763
VALVOLINE INC	COM	92047W101	87,757	4,535,240	SH		DFND	2,5,6,8,11,13,20	4,286,055	1,813	247,372
VANDA PHARMACEUTICALS INC	COM	921659108	64,592	2,471,955	SH		DFND	2,5,8,10,20	2,246,668	0	225,287
VANECK VECTORS ETF TR	AGRIBUSINESS ETF	92189F700	1,531	26,900	SH		DFND	10	0	0	26,900
VANGUARD BD INDEX FD INC	LONG TERM BOND	921937793	10,815	123,586	SH		DFND	2,12	25,707	0	97,879
VANGUARD BD INDEX FD INC	TOTAL BND MRKT	921937835	391,359	4,940,773	SH		DFND	1,2	4,940,773	0	0
VANGUARD INDEX FDS	REAL ESTATE ETF	922908553	85,106	1,141,290	SH		DFND	1,2,10,20	1,117,090	24,200	0
VANGUARD INDEX FDS	S&P 500 ETF SHS	922908363	5,231	22,764	SH		DFND	1	22,764	0	0
VANGUARD INDEX FDS	TOTAL STK MKT	922908769	10,204	79,951	SH		DFND	1	79,951	0	0
VANGUARD INTL EQUITY INDEX F	ALLWRLD EX US	922042775	15,175	332,939	SH		DFND	20	332,939	0	0
AVANGRID INC	COM	05351W103	35,790	708,446	SH		DFND	2,5,6,8,10,12,13,19,20	663,060	0	45,386
VANGUARD INTL EQUITY INDEX F	FTSE EMR MKT ETF	922042858	26,324	690,930	SH		DFND	1,20	681,583	9,347	0
VANGUARD INTL EQUITY INDEX F	FTSE PACIFIC ETF	922042866	111,448	1,838,163	SH		DFND	2,20	1,570,171	0	267,992
VANGUARD INTL EQUITY INDEX F	TT WRLD ST ETF	922042742	912	13,933	SH		DFND	1	13,933	0	0
VANGUARD SCOTTSDALE FDS	INT-TERM CORP	92206C870	329	3,974	SH		DFND	1	3,974	0	0
VANGUARD SCOTTSDALE FDS	LG-TERM COR BD	92206C813	5,410	63,518	SH		DFND	12	63,518	0	0
VANGUARD TAX MANAGED INTL FD	FTSE DEV MKT ETF	921943858	2,746	74,018	SH		DFND	1,20	30,476	8,084	35,458
VAPOTHERM INC	COM	922107107	759	38,065	SH		DFND	2,20	26,065	0	12,000
VAREX IMAGING CORP	COM	92214X106	33,180	1,401,164	SH		DFND	2,5,8,13,20	1,262,899	1,161	137,104
VARIAN MED SYS INC	COM	92220P105	450,422	3,975,128	SH		DFND	2,5,6,8,10,11,12,13,19,20	3,397,729	153,131	424,268
VARONIS SYS INC	COM	922280102	30,303	572,834	SH		DFND	2,5,8,20	481,973	0	90,861
AVANOS MED INC	COM	05350V106	82,445	1,840,708	SH		DFND	1,2,5,6,8,11,12,20	1,512,869	257	327,582
VECTOR GROUP LTD	COM	92240M108	19,680	2,022,583	SH		DFND	2,5,6,8,20	1,783,384	1,625	237,574
VECTREN CORP	COM	92240G101	341,848	4,749,215	SH		DFND	2,5,6,8,11,13,20	4,641,739	859	106,617
VECTRUS INC	COM	92242T101	5,001	231,751	SH		DFND	2,5,20	198,917	0	32,834
VEDANTA LTD	SPONSORED ADR	92242Y100	19,920	1,726,161	SH		DFND	1,2,5,8,20	1,719,093	0	7,068
VEECO INSTRS INC DEL	COM	922417100	9,687	1,307,222	SH		DFND	2,5,8,20	1,146,826	1,747	158,649
VEEVA SYS INC	CL A COM	922475108	204,250	2,286,724	SH		DFND	2,5,6,8,10,12,13,19,20	1,835,068	67,349	384,307
VENATOR MATLS PLC	SHS	G9329Z100	405	96,641	SH		DFND	5,20	96,641	0	0
VENTAS INC	COM	92276F100	1,246,960	21,000,958	SH		DFND	2,5,6,8,10,11,12,13,19,20	18,733,418	271,784	1,995,756
VEON LTD	SPONSORED ADR	91822M106	1,336	570,118	SH		DFND	2,8,10,13,20	513,618	0	56,500
VEONEER INCORPORATED	COM	92336X109	6,540	277,463	SH		DFND	2,5,8,12,13,20	255,664	2,800	18,999
AVAYA HLDGS CORP	COM	05351X101	30,087	2,066,417	SH		DFND	2,5,8,20	1,743,717	0	322,700
VERA BRADLEY INC	COM	92335C106	5,178	604,151	SH		DFND	2,5,8,20	503,587	0	100,564
VERACYTE INC	COM	92337F107	5,709	453,836	SH		DFND	2,20	369,283	0	84,553
VERASTEM INC	COM	92337C104	28,580	8,506,054	SH		DFND	2,5,20	8,314,674	0	191,380
VEREIT INC	COM	92339V100	232,116	31,867,643	SH		DFND	2,5,6,8,10,12,13,19,20	24,062,168	802,960	7,002,515
VEREIT INC	NOTE 3.750%12/1	02917TAB0	9,828	9,975,000	SH		DFND	2	9,975,000	0	0
VERICEL CORP	COM	92346J108	35,284	2,027,824	SH		DFND	2,5,8,20	1,900,264	0	127,560
VERINT SYS INC	COM	92343X100	56,779	1,341,968	SH		DFND	2,5,8,20	1,115,584	400	225,984
VERINT SYS INC	NOTE 1.500% 6/0	92343XAA8	11,811	12,185,000	SH		DFND	2,5	12,185,000	0	0
VERISIGN INC	COM	92343E102	632,612	4,266,046	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	3,638,843	75,677	551,526
VERISK ANALYTICS INC	COM	92345Y106	708,498	6,497,599	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,485,460	84,950	927,189
AVEO PHARMACEUTICALS INC	COM	053588109	2,796	1,747,559	SH		DFND	2,20	1,358,559	0	389,000
VERITEX HLDGS INC	COM	923451108	23,504	1,099,336	SH		DFND	2,5,20	949,149	0	150,187
VERITIV CORP	COM	923454102	7,855	314,561	SH		DFND	2,5,8,20	271,104	306	43,151
VERITONE INC	COM	92347M100	377	99,100	SH		DFND	2,20	80,583	0	18,517
VERIZON COMMUNICATIONS INC	COM	92343V104	8,562,918	152,310,884	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	125,951,015	3,059,081	23,300,788
VERRA MOBILITY CORP	COM	92511U102	559	57,300	SH		DFND	20	57,300	0	0
VERRICA PHARMACEUTICALS INC	COM	92511W108	672	82,435	SH		DFND	2,20	69,735	0	12,700
VERSO CORP	CL A	92531L207	20,551	917,449	SH		DFND	2,5,8,20	775,269	0	142,180
VERSUM MATLS INC	COM	92532W103	74,062	2,671,779	SH		DFND	1,2,5,6,8,11,13,20	2,477,914	934	192,931
VERTEX PHARMACEUTICALS INC	COM	92532F100	1,796,342	10,840,277	SH		DFND	2,5,6,8,10,11,12,13,19,20	9,634,336	177,069	1,028,872
VERU INC	COM	92536C103	18	12,708	SH		DFND	20	12,708	0	0
AVERY DENNISON CORP	COM	053611109	361,233	4,021,293	SH		DFND	2,5,6,8,10,11,12,13,19,20	3,314,360	95,851	611,082
VIACOM INC NEW	CL A	92553P102	907	32,408	SH		DFND	2,20	26,975	0	5,433
VIACOM INC NEW	CL B	92553P201	407,224	15,725,464	SH		DFND	2,5,6,8,10,11,12,13,19,20	13,167,832	445,806	2,111,826
VIAD CORP	COM NEW	92552R406	28,520	568,367	SH		DFND	2,5,8,20	499,432	478	68,457
VIASAT INC	COM	92552V100	102,209	1,733,824	SH		DFND	2,5,6,8,11,12,13,20	1,560,948	427	172,449
VIAVI SOLUTIONS INC	COM	925550105	65,477	6,515,140	SH		DFND	2,5,8,20	5,741,777	7,357	766,006
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	13,325	13,575,000	SH		DFND	2,5	13,575,000	0	0
VICI PPTYS INC	COM	925652109	147,137	7,719,036	SH		DFND	2,5,8,10,13,19,20	6,519,210	91,900	1,107,926
VICOR CORP	COM	925815102	17,392	460,224	SH		DFND	2,5,8,20	397,833	0	62,391
VIEWRAY INC	COM	92672L107	14,012	2,308,427	SH		DFND	2,5,20	2,117,493	0	190,934
VIKING THERAPEUTICS INC	COM	92686J106	51,725	6,761,485	SH		DFND	2,5,8,20	6,576,136	0	185,349
AVID BIOSERVICES INC	COM	05368M106	3,335	813,423	SH		DFND	2,5,20	661,825	0	151,598
VILLAGE SUPER MKT INC	CL A NEW	927107409	6,468	241,881	SH		DFND	2,5,20	216,834	0	25,047
VIPSHOP HLDGS LTD	NOTE 1.500% 3/1	92763WAA1	20,888	21,167,000	SH		DFND	2,5	21,167,000	0	0
VIPSHOP HLDGS LTD	SPONSORED ADR	92763W103	42,958	7,867,755	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,953,222	404,800	1,509,733
VIRNETX HLDG CORP	COM	92823T108	2,166	902,398	SH		DFND	2,5,20	757,247	0	145,151
VIRTU FINL INC	CL A	928254101	14,737	572,101	SH		DFND	2,5,8,20	513,294	0	58,807
VIRTUS INVT PARTNERS INC	COM	92828Q109	15,179	191,096	SH		DFND	2,5,8,20	167,503	0	23,593
VIRTUSA CORP	COM	92827P102	33,657	790,261	SH		DFND	2,5,8,20	689,657	700	99,904
VISA INC	COM CL A	92826C839	10,053,880	76,199,273	SH		DFND	2,5,6,8,10,11,12,13,19,20	61,049,439	1,921,966	13,227,868
VISHAY INTERTECHNOLOGY INC	COM	928298108	78,217	4,343,000	SH		DFND	2,5,6,8,10,11,20	3,845,513	789	496,698
VISHAY PRECISION GROUP INC	COM	92835K103	6,135	202,958	SH		DFND	2,5,20	170,943	0	32,015
AVID TECHNOLOGY INC	COM	05367P100	2,530	532,620	SH		DFND	2,20	445,769	0	86,851
VISTA OUTDOOR INC	COM	928377100	17,238	1,518,744	SH		DFND	2,5,8,20	1,332,643	2,386	183,715
VISTEON CORP	COM NEW	92839U206	44,305	734,995	SH		DFND	2,5,6,8,11,12,13,20	689,501	459	45,035
VISTRA ENERGY CORP	COM	92840M102	185,986	8,125,204	SH		DFND	2,5,6,8,10,12,13,19,20	6,389,460	387,047	1,348,697
VISTRA ENERGY CORP	UNIT 02/02/2024	92840M300	9,857	108,350	SH		DFND	2	108,350	0	0
VITAL THERAPIES INC	COM	92847R104	72	388,859	SH		DFND	2,20	325,159	0	63,700
VITAMIN SHOPPE INC	COM	92849E101	780	164,500	SH		DFND	2,20	160,500	0	4,000
VIVEVE MED INC	COM NEW	92852W204	12	11,200	SH		DFND	20	11,200	0	0
VIVINT SOLAR INC	COM	92854Q106	1,899	498,352	SH		DFND	2,20	429,757	0	68,595
VMWARE INC	CL A COM	928563402	213,567	1,557,405	SH		DFND	2,5,6,8,10,12,13,19,20	1,162,335	94,008	301,062
VOCERA COMMUNICATIONS INC	COM	92857F107	22,865	581,070	SH		DFND	2,5,8,20	484,516	0	96,554
ACCURAY INC	COM	004397105	7,981	2,340,585	SH		DFND	2,5,8,20	2,093,729	0	246,856
AVIS BUDGET GROUP	COM	053774105	50,802	2,259,868	SH		DFND	2,5,6,8,11,12,13,20	2,018,496	1,388	239,984
VODAFONE GROUP PLC NEW	SPONSORED ADR	92857W308	2,002	102,333	SH		DFND	1,2,20	102,333	0	0
VONAGE HLDGS CORP	COM	92886T201	54,603	6,254,586	SH		DFND	2,5,8,20	5,477,901	4,300	772,385
VORNADO RLTY TR	SH BEN INT	929042109	601,176	9,691,702	SH		DFND	2,5,6,8,10,11,12,13,19,20	8,615,923	128,190	947,589
VOXX INTL CORP	CL A	91829F104	107	26,950	SH		DFND	2,20	26,950	0	0
VOYA FINL INC	COM	929089100	189,636	4,724,369	SH		DFND	2,5,6,8,10,12,13,19,20	3,740,896	127,814	855,659
VOYAGER THERAPEUTICS INC	COM	92915B106	3,436	365,555	SH		DFND	2,5,20	304,391	0	61,164
VSE CORP	COM	918284100	4,749	158,761	SH		DFND	2,5,20	134,406	0	24,355
VULCAN MATLS CO	COM	929160109	527,151	5,335,538	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,623,611	69,406	642,521
VUZIX CORP	COM NEW	92921W300	1,826	379,637	SH		DFND	2,20	313,437	0	66,200
W & T OFFSHORE INC	COM	92922P106	32,878	7,980,192	SH		DFND	2,5,8,10,20	7,484,196	38,539	457,457
AVISTA CORP	COM	05379B107	77,696	1,829,001	SH		DFND	2,5,8,13,20	1,612,259	920	215,822
W P CAREY INC	COM	92936U109	302,208	4,555,459	SH		DFND	2,5,6,8,10,12,13,19,20	3,735,308	128,653	691,498
W R BERKLEY CORPORATION	COM	084423102	292,459	3,956,959	SH		DFND	2,5,6,8,10,11,12,13,19,20	3,200,854	109,736	646,369
WABASH NATL CORP	COM	929566107	21,723	1,660,773	SH		DFND	2,5,8,20	1,359,100	2,200	299,473
WABCO HLDGS INC	COM	92927K102	116,552	1,085,819	SH		DFND	2,5,6,8,10,12,13,19,20	828,467	52,856	204,496
WABTEC CORP	COM	929740108	185,175	2,635,939	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,318,352	46,525	271,062
WADDELL & REED FINL INC	CL A	930059100	48,551	2,685,324	SH		DFND	2,5,8,20	2,385,227	3,343	296,754
WAGEWORKS INC	COM	930427109	28,968	1,066,573	SH		DFND	2,5,8,13,20	930,939	1,200	134,434
WALGREENS BOOTS ALLIANCE INC	COM	931427108	2,974,287	43,528,272	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	33,351,697	620,938	9,555,637
WALKER & DUNLOP INC	COM	93148P102	34,114	788,773	SH		DFND	2,5,8,20	670,597	0	118,176
WALMART INC	COM	931142103	6,309,482	67,364,365	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	55,101,731	1,421,757	10,840,877
AVNET INC	COM	053807103	139,349	3,860,073	SH		DFND	2,5,6,8,10,11,12,13,19,20	3,675,370	20,557	164,146
WARRIOR MET COAL INC	COM	93627C101	50,323	2,087,223	SH		DFND	2,5,10,20	1,901,430	0	185,793
WASHINGTON FED INC	COM	938824109	82,559	3,090,949	SH		DFND	2,5,6,8,11,20	2,818,588	1,029	271,332
WASHINGTON PRIME GROUP NEW	COM	93964W108	38,973	8,019,106	SH		DFND	2,5,8,10,13,20	7,084,385	47,799	886,922
WASHINGTON REAL ESTATE INVT	SH BEN INT	939653101	63,850	2,741,377	SH		DFND	2,5,8,10,12,13,20	2,390,216	19,287	331,874
WASHINGTON TR BANCORP	COM	940610108	16,979	353,741	SH		DFND	2,5,8,20	245,933	0	107,808
WASTE CONNECTIONS INC	COM	94106B101	152,759	2,057,352	SH		DFND	2,5,6,8,10,12,13,19,20	1,468,839	189,967	398,546
WASTE MGMT INC DEL	COM	94106L109	1,742,136	19,576,758	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	14,937,986	2,569,966	2,068,806
WATERS CORP	COM	941848103	602,402	3,193,223	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,767,300	76,298	349,625
WATERSTONE FINL INC MD	COM	94188P101	9,979	595,414	SH		DFND	2,5,6,8,20	513,866	0	81,548
WATSCO INC	COM	942622200	107,830	774,974	SH		DFND	2,5,6,8,11,13,20	728,595	487	45,892
AVON PRODS INC	COM	054303102	7,966	5,240,806	SH		DFND	1,2,5,8,12,20	4,988,762	16,589	235,455
WATTS WATER TECHNOLOGIES INC	CL A	942749102	55,811	864,891	SH		DFND	2,5,8,10,20	692,627	144	172,120
WAVE LIFE SCIENCES LTD	SHS	Y95308105	14,116	335,778	SH		DFND	2,5,8,20	279,320	0	56,458
WAYFAIR INC	CL A	94419L101	97,789	1,085,576	SH		DFND	2,5,6,8,10,12,13,19,20	915,707	30,028	139,841
WAYFAIR INC	NOTE 0.375% 9/0	94419LAB7	14,980	13,969,000	SH		DFND	2,5	13,969,000	0	0
WD-40 CO	COM	929236107	72,434	395,252	SH		DFND	2,5,6,8,20	346,110	35	49,107
WEATHERFORD INTL LTD	NOTE 5.875% 7/0	947075AH0	28,227	42,700,000	SH		DFND	2,5	42,700,000	0	0
WEATHERFORD INTL PLC	ORD SHS	G48833100	15,724	28,128,790	SH		DFND	2,5,8,12,13,20	26,735,556	42,841	1,350,393
WEBSTER FINL CORP CONN	COM	947890109	189,409	3,842,753	SH		DFND	2,5,6,8,11,13,20	3,721,217	5,974	115,562
WEC ENERGY GROUP INC	COM	92939U106	1,115,437	16,105,068	SH		DFND	2,5,6,8,10,11,12,13,19,20	14,204,659	221,198	1,679,211
WEIBO CORP	SPONSORED ADR	948596101	63,801	1,091,927	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	881,845	28,930	181,152
AVROBIO INC	COM	05455M100	1,549	93,016	SH		DFND	2,20	77,316	0	15,700
WEIGHT WATCHERS INTL INC NEW	COM	948626106	46,022	1,193,833	SH		DFND	2,5,6,8,11,13,20	1,056,334	336	137,163
WEINGARTEN RLTY INVS	SH BEN INT	948741103	129,344	5,213,380	SH		DFND	2,5,6,8,10,11,13,19,20	4,838,564	26,444	348,372
WEIS MKTS INC	COM	948849104	16,175	338,536	SH		DFND	2,5,8,20	300,452	370	37,714
WELBILT INC	COM	949090104	24,552	2,209,919	SH		DFND	2,5,8,20	1,477,888	886	731,145
WELLCARE HEALTH PLANS INC	COM	94946T106	475,677	2,014,811	SH		DFND	2,5,6,8,10,11,12,13,19,20	1,741,845	47,493	225,473
WELLS FARGO CO NEW	COM	949746101	8,437,347	183,102,142	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	162,371,762	3,316,854	17,413,526
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	136,072	108,021	SH		DFND	2	108,021	0	0
WELLTOWER INC	COM	95040Q104	1,518,530	21,877,680	SH		DFND	2,5,6,8,10,11,12,13,19,20	19,466,889	332,650	2,078,141
WENDYS CO	COM	95058W100	71,301	4,567,636	SH		DFND	2,5,6,8,11,20	4,290,195	2,941	274,500
WERNER ENTERPRISES INC	COM	950755108	48,799	1,646,980	SH		DFND	2,5,6,8,11,20	1,465,436	1,842	179,702
AVX CORP NEW	COM	002444107	17,573	1,152,356	SH		DFND	2,5,8,20	983,771	1,140	167,445
WESBANCO INC	COM	950810101	38,748	1,047,864	SH		DFND	2,5,8,10,20	868,407	137	179,320
WESCO AIRCRAFT HLDGS INC	COM	950814103	15,966	2,020,988	SH		DFND	2,5,8,20	1,803,874	0	217,114
WESCO INTL INC	COM	95082P105	30,997	645,767	SH		DFND	2,5,8,12,13,20	583,653	361	61,753
WEST BANCORPORATION INC	CAP STK	95123P106	5,506	288,420	SH		DFND	2,5,13,20	241,552	0	46,868
WEST PHARMACEUTICAL SVSC INC	COM	955306105	209,221	2,134,257	SH		DFND	2,5,6,8,11,13,20	2,034,365	1,468	98,424
WESTAMERICA BANCORPORATION	COM	957090103	52,449	941,965	SH		DFND	2,5,8,20	754,787	10	187,168
WESTERN ALLIANCE BANCORP	COM	957638109	142,890	3,618,395	SH		DFND	2,5,8,13,20	3,330,076	1,500	286,819
WESTERN ASSET MTG CAP CORP	COM	95790D105	10,393	1,202,468	SH		DFND	2,5,8,10,20	1,011,864	3,510	187,094
WESTERN DIGITAL CORP	COM	958102105	444,381	11,859,416	SH		DFND	2,5,6,8,10,11,12,13,19,20	10,168,629	194,258	1,496,529
WESTERN NEW ENG BANCORP INC	COM	958892101	5,400	537,831	SH		DFND	2,5,6,20	461,370	0	76,461
AXA EQUITABLE HLDGS INC	COM	054561105	115,295	6,932,974	SH		DFND	2,5,6,8,10,12,13,19,20	5,728,406	183,173	1,021,395
WESTERN UN CO	COM	959802109	326,250	19,123,661	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	16,067,810	602,677	2,453,174
WESTLAKE CHEM CORP	COM	960413102	58,916	890,380	SH		DFND	2,5,6,8,10,12,13,19,20	618,691	25,986	245,703
WESTPAC BKG CORP	SPONSORED ADR	961214301	355	20,320	SH		DFND	20	20,320	0	0
WESTROCK CO	COM	96145D105	411,502	10,897,817	SH		DFND	2,5,6,8,10,11,12,13,19,20	9,616,976	140,066	1,140,775
WESTWATER RES INC	COM	961684107	3	22,712	SH		DFND	20	22,712	0	0
WESTWOOD HLDGS GROUP INC	COM	961765104	5,299	152,703	SH		DFND	2,5,20	130,410	0	22,293
WEX INC	COM	96208T104	139,339	994,852	SH		DFND	2,5,6,8,11,13,20	932,654	627	61,571
WEYCO GROUP INC	COM	962149100	4,061	138,153	SH		DFND	2,5,10,20	117,141	0	21,012
WEYERHAEUSER CO	COM	962166104	641,301	29,336,749	SH		DFND	2,5,6,8,10,11,12,13,19,20	25,982,467	454,053	2,900,229
WHIRLPOOL CORP	COM	963320106	323,778	3,029,645	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,653,719	45,903	330,023
AXALTA COATING SYS LTD	COM	G0750C108	99,859	4,263,854	SH		DFND	2,5,6,8,10,12,13,19,20	3,283,290	118,250	862,314
WHITE MTNS INS GROUP LTD	COM	G9618E107	46,314	53,999	SH		DFND	2,5,6,8,13,20	49,187	51	4,761
WHITESTONE REIT	COM	966084204	12,731	1,030,427	SH		DFND	2,5,20	892,433	0	137,994
WHITING PETE CORP NEW	COM NEW	966387409	69,020	3,041,864	SH		DFND	2,5,8,12,13,20	2,929,298	1,496	111,070
WHITING PETE CORP NEW	NOTE 1.250% 4/0	966387AL6	18,353	19,350,000	SH		DFND	2,5	19,350,000	0	0
WIDEOPENWEST INC	COM	96758W101	3,434	481,649	SH		DFND	2,5,20	396,583	0	85,066
WIDEPOINT CORP	COM	967590100	10	24,908	SH		DFND	20	24,908	0	0
WILDHORSE RESOURCE DEV CORP	COM	96812T102	40,649	2,880,885	SH		DFND	2,5,20	2,769,928	0	110,957
WILEY JOHN & SONS INC	CL A	968223206	211,505	4,471,949	SH		DFND	2,5,6,8,11,13,20	4,123,849	435	347,665
WILLDAN GROUP INC	COM	96924N100	5,023	143,589	SH		DFND	2,5,20	117,331	0	26,258
WILLIAMS COS INC DEL	COM	969457100	1,285,254	58,288,157	SH		DFND	2,5,6,8,10,11,12,13,19,20	52,558,112	663,012	5,067,033
AXCELIS TECHNOLOGIES INC	COM NEW	054540208	15,237	856,027	SH		DFND	2,5,20	755,057	0	100,970
WILLIAMS SONOMA INC	COM	969904101	127,156	2,520,441	SH		DFND	2,5,6,8,11,12,13,20	2,411,534	701	108,206
WILLIS LEASE FINANCE CORP	COM	970646105	2,125	61,421	SH		DFND	2,20	50,059	0	11,362
WILLIS TOWERS WATSON PUB LTD	SHS	G96629103	836,928	5,489,440	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,923,364	76,577	489,499
WILLSCOT CORP	COM	971375126	5,821	617,948	SH		DFND	2,20	514,348	0	103,600
WINDSTREAM HLDGS INC	COM PAR	97382A309	1,575	753,677	SH		DFND	2,5,20	644,217	0	109,460
WINGSTOP INC	COM	974155103	50,549	787,496	SH		DFND	2,5,8,20	688,403	0	99,093
WINMARK CORP	COM	974250102	7,185	45,190	SH		DFND	2,5,20	38,537	0	6,653
WINNEBAGO INDS INC	COM	974637100	20,709	855,373	SH		DFND	2,5,8,20	734,956	0	120,417
WINTRUST FINL CORP	COM	97650W108	175,013	2,632,166	SH		DFND	2,5,6,8,11,13,20	2,541,177	539	90,450
WIPRO LTD	SPON ADR 1 SH	97651M109	32,022	6,242,115	SH		DFND	2,5,8,13,19,20	5,798,031	0	444,084
AXIS CAPITAL HOLDINGS LTD	SHS	G0692U109	71,594	1,375,860	SH		DFND	2,5,6,8,10,12,13,19,20	1,255,587	4,001	116,272
WISDOMTREE INVTS INC	COM	97717P104	21,886	3,291,071	SH		DFND	2,5,8,20	2,890,018	3,600	397,453
WIX COM LTD	SHS	M98068105	58,875	651,704	SH		DFND	2,5,6,8,10,12,13,19,20	528,369	23,700	99,635
WNS HOLDINGS LTD	SPON ADR	92932M101	438	10,619	SH		DFND	2,20	10,619	0	0
WOLVERINE WORLD WIDE INC	COM	978097103	87,108	2,724,781	SH		DFND	2,5,8,20	2,250,965	828	472,988
WOODWARD INC	COM	980745103	130,669	1,758,906	SH		DFND	2,5,6,8,11,13,20	1,455,278	849	302,779
WORKDAY INC	CL A	98138H101	455,637	2,853,439	SH		DFND	2,5,6,8,10,12,13,19,20	2,404,280	79,557	369,602
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	45,631	37,025,000	SH		DFND	2,5	37,025,000	0	0
WORKIVA INC	COM CL A	98139A105	19,786	551,305	SH		DFND	2,5,8,20	461,367	0	89,938
WORLD ACCEP CORP DEL	COM	981419104	18,229	178,260	SH		DFND	2,5,8,20	156,256	0	22,004
WORLD FUEL SVCS CORP	COM	981475106	60,825	2,831,960	SH		DFND	2,5,6,8,11,12,13,20	2,610,047	246	221,667
ACELRX PHARMACEUTICALS INC	COM	00444T100	122	52,609	SH		DFND	2,20	52,609	0	0
AXOGEN INC	COM	05463X106	18,686	914,622	SH		DFND	2,5,8,20	806,513	0	108,109
WORLD WRESTLING ENTMT INC	CL A	98156Q108	97,053	1,298,888	SH		DFND	2,5,6,8,11,20	1,156,991	6,700	135,197
WORLDPAY INC	CL A	981558109	396,574	5,188,717	SH		DFND	2,5,6,8,10,12,13,19,20	4,466,157	95,494	627,066
WORTHINGTON INDS INC	COM	981811102	58,655	1,683,544	SH		DFND	2,5,6,8,11,20	1,514,074	1,200	168,270
WPX ENERGY INC	COM	98212B103	148,590	13,091,617	SH		DFND	2,5,6,11,12,13,20	12,604,123	6,336	481,158
WRIGHT MED GROUP INC	NOTE 2.000% 2/1	98235TAE7	19,118	17,978,000	SH		DFND	2	17,978,000	0	0
WRIGHT MED GROUP N V	NOTE 2.250%11/1	98236JAB4	16,578	12,125,000	SH		DFND	2,5	12,125,000	0	0
WRIGHT MED GROUP N V	ORD SHS 0.03 PAR	N96617118	70,489	2,589,592	SH		DFND	2,5,8,20	2,209,140	1,154	379,298
WSFS FINL CORP	COM	929328102	26,027	686,548	SH		DFND	2,5,8,20	512,753	0	173,795
WYNDHAM DESTINATIONS INC	COM	98310W108	92,017	2,567,439	SH		DFND	2,5,6,8,11,13,19,20	2,385,029	5,145	177,265
WYNDHAM HOTELS & RESORTS INC	COM	98311A105	114,558	2,524,969	SH		DFND	2,5,6,8,11,12,13,19,20	2,342,229	5,145	177,595
AXON ENTERPRISE INC	COM	05464C101	112,989	2,582,610	SH		DFND	2,5,8,13,20	2,379,736	300	202,574
WYNN RESORTS LTD	COM	983134107	384,883	3,891,248	SH		DFND	2,5,6,8,10,12,13,19,20	3,453,838	54,499	382,911
XBIOTECH INC	COM	98400H102	118	23,159	SH		DFND	2,20	23,159	0	0
XCEL ENERGY INC	COM	98389B100	1,250,904	25,195,431	SH		DFND	2,5,6,8,10,11,12,13,19,20	22,774,321	440,685	1,980,425
XENCOR INC	COM	98401F105	50,731	1,402,968	SH		DFND	2,5,8,10,20	1,257,358	0	145,610
XENIA HOTELS & RESORTS INC	COM	984017103	69,270	3,964,749	SH		DFND	2,5,8,10,12,13,20	3,385,143	25,212	554,394
XENON PHARMACEUTICALS INC	COM	98420N105	134	21,288	SH		DFND	2	21,288	0	0
XERIS PHARMACEUTICALS INC	COM	98422L107	1,678	98,714	SH		DFND	2,20	84,314	0	14,400
XEROX CORP	COM NEW	984121608	199,630	9,976,620	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	7,991,206	229,057	1,756,357
XILINX INC	COM	983919101	877,518	10,303,137	SH		DFND	2,5,6,8,10,11,12,13,19,20	8,804,190	329,685	1,169,262
XOMA CORP DEL	COM NEW	98419J206	1,237	97,799	SH		DFND	2,20	83,606	0	14,193
AXONICS MODULATION TECH INC	COM	05465P101	801	53,026	SH		DFND	2,20	35,726	0	17,300
XPERI CORP	COM	98421B100	24,551	1,335,004	SH		DFND	2,5,8,20	1,165,495	2,350	167,159
XPO LOGISTICS INC	COM	983793100	138,570	2,429,353	SH		DFND	2,5,6,8,10,12,13,19,20	2,063,840	73,024	292,489
XUNLEI LTD	SPONSORED ADR	98419E108	367	107,853	SH		DFND	2,5,20	107,853	0	0
XYLEM INC	COM	98419M100	539,096	8,079,980	SH		DFND	2,5,6,8,10,11,12,13,19,20	7,229,178	125,185	725,617
Y MABS THERAPEUTICS INC	COM	984241109	1,330	65,397	SH		DFND	2,20	51,397	0	14,000
YAMANA GOLD INC	COM	98462Y100	231	97,902	SH		DFND	8,20	97,902	0	0
YANDEX N V	SHS CLASS A	N97284108	9,578	350,186	SH		DFND	2,5,6,8,10,12,19,20	337,297	0	12,889
YELP INC	CL A	985817105	85,034	2,430,223	SH		DFND	2,5,6,8,11,13,20	2,182,085	600	247,538
YETI HLDGS INC	COM	98585X104	3,799	255,973	SH		DFND	2,20	209,973	0	46,000
YEXT INC	COM	98585N106	27,182	1,830,422	SH		DFND	2,5,8,20	1,315,209	0	515,213
AXOS FINL INC	COM	05465C100	55,421	2,201,001	SH		DFND	2,5,8,20	1,954,629	1,600	244,772
YINTECH INVT HLDGS LTD	SPONSORED ADR	98585M108	195	32,000	SH		DFND	20	32,000	0	0
YIRENDAI LTD	SPONSORED ADR	98585L100	253	23,495	SH		DFND	2,20	23,495	0	0
YORK WTR CO	COM	987184108	8,320	258,122	SH		DFND	2,5,13,20	214,242	0	43,880
YPF SOCIEDAD ANONIMA	SPON ADR CL D	984245100	587	43,836	SH		DFND	1	43,836	0	0
YRC WORLDWIDE INC	COM PAR $.01	984249607	1,913	607,242	SH		DFND	2,5,20	519,255	0	87,987
YUM BRANDS INC	COM	988498101	1,237,793	13,465,985	SH		DFND	2,5,6,8,10,11,12,13,19,20	11,632,359	261,906	1,571,720
YUM CHINA HLDGS INC	COM	98850P109	378,531	11,289,332	SH		DFND	2,5,6,8,10,12,13,19,20	9,491,031	246,471	1,551,830
YY INC	ADS REPCOM CLA	98426T106	59,240	989,635	SH		DFND	2,5,6,8,10,11,12,13,19,20	763,219	34,100	192,316
ZAFGEN INC	COM	98885E103	2,269	458,469	SH		DFND	2,5,20	358,949	0	99,520
ZAGG INC	COM	98884U108	4,780	488,710	SH		DFND	2,5,20	374,704	0	114,006
AXT INC	COM	00246W103	2,721	625,554	SH		DFND	2,5,20	522,102	0	103,452
ZAI LAB LTD	ADR	98887Q104	1,895	81,617	SH		DFND	2,5,20	81,617	0	0
ZAYO GROUP HLDGS INC	COM	98919V105	99,453	4,354,353	SH		DFND	2,5,6,8,10,12,13,19,20	3,523,239	137,232	693,882
ZEBRA TECHNOLOGIES CORP	CL A	989207105	202,631	1,272,568	SH		DFND	2,5,6,8,11,13,20	1,162,083	869	109,616
ZENDESK INC	COM	98936J101	77,651	1,330,325	SH		DFND	2,5,8,13,20	1,170,288	2,000	158,037
ZILLOW GROUP INC	CL A	98954M101	20,688	658,235	SH		DFND	2,5,6,13,19,20	586,948	0	71,287
ZILLOW GROUP INC	CL C CAP STK	98954M200	74,714	2,365,857	SH		DFND	2,5,6,8,10,12,13,19,20	1,902,825	58,830	404,202
ZILLOW GROUP INC	NOTE 1.500% 7/0	98954MAC5	10,522	12,100,000	SH		DFND	2,5	12,100,000	0	0
ZILLOW GROUP INC	NOTE 2.000%12/0	98954MAB7	14,245	14,625,000	SH		DFND	2,5	14,625,000	0	0
ZIMMER BIOMET HLDGS INC	COM	98956P102	843,966	8,118,161	SH		DFND	2,5,6,8,10,11,12,13,19,20	7,185,395	150,707	782,059
ZION OIL & GAS INC	COM	989696109	298	713,953	SH		DFND	2,20	606,653	0	107,300
AZZ INC	COM	002474104	28,894	715,895	SH		DFND	2,5,8,20	627,799	994	87,102
ZIONS BANCORPORATION N A	COM	989701107	419,394	10,294,412	SH		DFND	2,5,6,8,10,11,12,13,19,20	9,328,497	130,250	835,665
ZIOPHARM ONCOLOGY INC	COM	98973P101	9,408	5,030,987	SH		DFND	2,5,8,20	4,618,488	0	412,499
ZIX CORP	COM	98974P100	8,178	1,427,160	SH		DFND	2,5,20	975,110	0	452,050
ZOETIS INC	CL A	98978V103	1,643,319	19,211,123	SH		DFND	2,5,6,8,10,11,12,13,19,20	16,841,802	326,972	2,042,349
ZOGENIX INC	COM NEW	98978L204	35,349	969,540	SH		DFND	2,5,8,20	833,731	0	135,809
ZOMEDICA PHARMACEUTICALS COR	COM	98979F107	548	445,705	SH		DFND	2,20	304,677	0	141,028
ZSCALER INC	COM	98980G102	44,382	1,131,898	SH		DFND	2,5,8,20	946,628	0	185,270
ZTO EXPRESS CAYMAN INC	SPONSORED ADR	98980A105	11,972	756,291	SH		DFND	2,5,6,8,10,19,20	756,291	0	0
ZUMIEZ INC	COM	989817101	15,489	807,980	SH		DFND	2,5,8,20	738,926	1,202	67,852
ZUORA INC	COM CL A	98983V106	1,037	57,188	SH		DFND	2,20	57,188	0	0
B & G FOODS INC NEW	COM	05508R106	59,904	2,038,813	SH		DFND	2,5,8,20	1,584,909	700	453,204
ZYNERBA PHARMACEUTICALS INC	COM	98986X109	49	16,378	SH		DFND	2,20	15,778	0	600
ZYNGA INC	CL A	98986T108	38,731	9,855,129	SH		DFND	2,5,8,13,20	8,878,067	19,800	957,262
B RILEY FINL INC	COM	05580M108	5,036	354,633	SH		DFND	2,5,20	294,107	0	60,526
BABCOCK & WILCOX ENTERPRIS I	COM	05614L100	602	1,542,060	SH		DFND	2,5,20	1,291,677	0	250,383
BADGER METER INC	COM	056525108	41,988	853,239	SH		DFND	2,5,8,10,20	754,882	1,120	97,237
ACETO CORP	COM	004446100	239	284,693	SH		DFND	2,20	283,993	0	700
BAIDU INC	SPON ADR REP A	056752108	840,884	5,301,916	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,114,945	179,827	1,007,144
BAKER HUGHES A GE CO	CL A	05722G100	529,138	24,611,057	SH		DFND	2,5,6,8,10,11,12,13,19,20	21,595,289	340,419	2,675,349
BALCHEM CORP	COM	057665200	69,624	883,382	SH		DFND	2,5,8,20	775,174	416	107,792
BALL CORP	COM	058498106	623,592	13,562,235	SH		DFND	2,5,6,8,10,11,12,13,19,20	12,050,678	176,956	1,334,601
BALLARD PWR SYS INC NEW	COM	058586108	73	30,413	SH		DFND	2	30,413	0	0
BANC OF CALIFORNIA INC	COM	05990K106	29,196	2,173,648	SH		DFND	2,5,8,20	1,791,095	0	382,553
BANCFIRST CORP	COM	05945F103	17,057	339,798	SH		DFND	2,5,8,20	281,814	798	57,186
BANCO BILBAO VIZCAYA ARGENTA	SPONSORED ADR	05946K101	219	41,463	SH		DFND	1,12,20	38,074	0	3,389
BANCO BRADESCO S A	SP ADR PFD NEW	059460303	166,594	16,566,392	SH		DFND	1,2,5,8,10,13,20	14,697,546	1,481,695	387,151
BANCO DE CHILE	SPONSORED ADS	059520106	2,771	96,888	SH		DFND	2,5,10,13,20	83,322	2,121	11,445
ACHAOGEN INC	COM	004449104	706	574,119	SH		DFND	2,5,20	482,204	0	91,915
BANCO SANTANDER BRASIL S A	ADS REP 1 UNIT	05967A107	24,569	2,207,435	SH		DFND	2,5,10,20	1,798,098	172,807	236,530
BANCO SANTANDER CHILE NEW	SP ADR REP COM	05965X109	11,436	382,465	SH		DFND	2,5,8,10,13,20	358,198	0	24,267
BANCO SANTANDER MEXICO S A	SPONSORED ADS B	05969B103	221	35,010	SH		DFND	8	35,010	0	0
BANCO SANTANDER SA	ADR	05964H105	3,574	797,728	SH		DFND	5,10,12,20	698,303	0	99,425
BANCOLOMBIA S A	SPON ADR PREF	05968L102	25,880	673,647	SH		DFND	2,5,10,13,20	580,499	76,738	16,410
BANCORP INC DEL	COM	05969A105	10,127	1,272,294	SH		DFND	2,5,8,20	1,085,089	0	187,205
BANCORPSOUTH BK TUPELO MISS	COM	05971J102	121,235	4,606,510	SH		DFND	2,5,6,8,11,20	4,308,247	672	297,591
BANDWIDTH INC	COM CL A	05988J103	330	8,090	SH		DFND	2,20	8,090	0	0
BANK AMER CORP	7.25%CNV PFD L	060505682	104,575	83,542	SH		DFND	2	83,542	0	0
BANK AMER CORP	COM	060505104	9,645,148	391,442,715	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	345,984,533	6,737,580	38,720,602
22ND CENTY GROUP INC	COM	90137F103	4,262	1,711,817	SH		DFND	2,5,20	1,410,912	0	300,905
ACHILLION PHARMACEUTICALS IN	COM	00448Q201	7,909	4,973,977	SH		DFND	2,5,8,20	4,551,474	0	422,503
BANK COMM HLDGS	COM	06424J103	2,644	240,421	SH		DFND	2,20	204,057	0	36,364
BANK HAWAII CORP	COM	062540109	118,833	1,765,200	SH		DFND	2,5,6,8,11,13,20	1,708,629	966	55,605
BANK MONTREAL QUE	COM	063671101	812	12,430	SH		DFND	2,5,12,20	8,545	2,243	1,642
BANK NEW YORK MELLON CORP	COM	064058100	1,916,427	40,714,412	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	36,075,684	687,878	3,950,850
BANK OF MARIN BANCORP	COM	063425102	10,617	257,442	SH		DFND	2,5,20	217,206	0	40,236
BANK OF NT BUTTERFIELD&SON L	SHS NEW	G0772R208	30,181	962,718	SH		DFND	2,5,10,20	768,211	0	194,507
BANK OZK	COM	06417N103	315,182	13,805,603	SH		DFND	2,5,6,8,11,13,20	13,630,492	2,400	172,711
BANK PRINCETON NEW JERSEY	COM	064520109	2,234	80,072	SH		DFND	2,20	64,835	0	15,237
BANK7 CORP	COM	06652N107	355	26,590	SH		DFND	2,20	1,000	0	25,590
BANKFINANCIAL CORP	COM	06643P104	7,670	513,074	SH		DFND	2,5,6,10,13,20	334,287	0	178,787
ACI WORLDWIDE INC	COM	004498101	106,842	3,861,297	SH		DFND	2,5,6,8,11,13,20	3,167,976	1,265	692,056
BANKUNITED INC	COM	06652K103	126,437	4,223,029	SH		DFND	2,5,8,13,20	4,076,654	1,400	144,975
BANKWELL FINL GROUP INC	COM	06654A103	2,433	84,740	SH		DFND	2,13,20	68,828	0	15,912
BANNER CORP	COM NEW	06652V208	75,362	1,409,159	SH		DFND	2,5,8,10,20	1,259,103	0	150,056
BAOZUN INC	SPONSORED ADR	06684L103	18,499	633,310	SH		DFND	2,5,8,10,11,12,13,20	480,110	17,100	136,100
BAR HBR BANKSHARES	COM	066849100	6,039	269,229	SH		DFND	2,5,20	226,340	0	42,889
BARCLAYS BK PLC	DJUBS CMDT ETN36	06738C778	18,183	856,885	SH		DFND	1,20	805,325	68	51,492
BARCLAYS PLC	ADR	06738E204	709	94,076	SH		DFND	1,20	94,076	0	0
BARNES & NOBLE ED INC	COM	06777U101	4,011	1,000,126	SH		DFND	2,5,8,20	852,969	368	146,789
BARNES & NOBLE INC	COM	067774109	18,520	2,612,088	SH		DFND	2,5,8,20	2,395,578	583	215,927
BARNES GROUP INC	COM	067806109	81,950	1,528,356	SH		DFND	2,5,8,20	1,162,410	388	365,558
ACLARIS THERAPEUTICS INC	COM	00461U105	5,429	734,683	SH		DFND	2,5,20	637,553	0	97,130
BARRETT BUSINESS SERVICES IN	COM	068463108	8,955	156,424	SH		DFND	2,5,8,20	121,376	2,500	32,548
BARRICK GOLD CORP	COM	067901108	15,108	1,109,756	SH		DFND	2,5,20	1,109,756	0	0
BASIC ENERGY SVCS INC NEW	COM NEW	06985P209	1,341	349,102	SH		DFND	2,5,20	301,561	0	47,541
BASSETT FURNITURE INDS INC	COM	070203104	3,632	181,241	SH		DFND	2,5,20	149,926	0	31,315
BAUSCH HEALTH COS INC	COM	071734107	4,379	237,066	SH		DFND	5,8,13,20	32,235	0	204,831
BAXTER INTL INC	COM	071813109	1,534,798	23,251,518	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	18,272,449	2,769,790	2,209,279
BAYCOM CORP	COM	07272M107	4,182	181,098	SH		DFND	2,20	127,733	0	53,365
BB&T CORP	COM	054937107	1,484,289	34,263,366	SH		DFND	2,5,6,8,10,11,12,13,19,20	30,538,934	535,468	3,188,964
BBX CAP CORP NEW	CL A	05491N104	6,696	1,166,577	SH		DFND	2,5,20	957,877	0	208,700
BCB BANCORP INC	COM	055298103	2,112	201,743	SH		DFND	2,20	160,461	0	41,282
ACM RESEARCH INC	COM CL A	00108J109	1,268	116,521	SH		DFND	2,20	94,888	0	21,633
BEACON ROOFING SUPPLY INC	COM	073685109	41,941	1,322,227	SH		DFND	2,5,8,13,20	1,109,488	552	212,187
BEASLEY BROADCAST GROUP INC	CL A	074014101	478	125,961	SH		DFND	2,20	95,061	0	30,900
BEAZER HOMES USA INC	COM NEW	07556Q881	6,890	726,817	SH		DFND	2,5,8,20	615,929	3,200	107,688
BECTON DICKINSON & CO	COM	075887109	2,456,745	10,903,360	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	9,674,555	159,993	1,068,812
BECTON DICKINSON & CO	PFD SHS CONV A	075887208	77,353	1,343,639	SH		DFND	2	1,343,639	0	0
BED BATH & BEYOND INC	COM	075896100	51,714	4,505,323	SH		DFND	1,2,5,6,8,11,12,13,20	4,036,911	8,673	459,739
BEIGENE LTD	SPONSORED ADR	07725L102	84,926	605,491	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	479,791	43,900	81,800
BEL FUSE INC	CL B	077347300	5,025	272,812	SH		DFND	2,5,10,20	239,112	0	33,700
BELDEN INC	COM	077454106	61,002	1,458,724	SH		DFND	2,5,6,8,11,13,20	1,126,103	791	331,830
BELLEROPHON THERAPEUTICS INC	COM	078771102	11	13,800	SH		DFND	20	13,800	0	0
ACNB CORP	COM	000868109	3,795	96,700	SH		DFND	2,20	82,670	0	14,030
BELLICUM PHARMACEUTICALS INC	COM	079481107	2,022	692,408	SH		DFND	2,5,20	547,105	0	145,303
BELMOND LTD	CL A	G1154H107	59,817	2,389,832	SH		DFND	2,5,8,20	2,079,899	4,176	305,757
BEMIS INC	COM	081437105	322,430	7,024,614	SH		DFND	2,5,6,8,11,12,13,20	6,440,061	2,021	582,532
BENCHMARK ELECTRS INC	COM	08160H101	29,928	1,403,200	SH		DFND	2,5,8,20	1,232,085	115	171,000
BENEFICIAL BANCORP INC	COM	08171T102	19,123	1,338,210	SH		DFND	2,5,8,20	1,116,728	2,200	219,282
BENEFITFOCUS INC	COM	08180D106	19,924	435,779	SH		DFND	2,5,8,20	367,142	0	68,637
BERKSHIRE HATHAWAY INC DEL	CL A	084670108	109,548	358	SH		DFND	1,5,6,12,19,20	342	0	16
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	16,098,204	78,843,198	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	67,557,393	4,235,801	7,050,004
BERKSHIRE HILLS BANCORP INC	COM	084680107	41,502	1,538,805	SH		DFND	2,5,8,20	1,391,329	0	147,476
BERRY GLOBAL GROUP INC	COM	08579W103	76,655	1,612,771	SH		DFND	2,5,8,12,13,20	1,431,848	1,400	179,523
ACORDA THERAPEUTICS INC	COM	00484M106	41,989	2,695,081	SH		DFND	2,5,8,10,20	2,546,547	1,644	146,890
BERRY PETE CORP	COM	08579X101	1,961	221,111	SH		DFND	2,20	187,011	0	34,100
BEST BUY INC	COM	086516101	600,905	11,346,391	SH		DFND	2,5,6,8,10,11,12,13,19,20	9,342,021	500,166	1,504,204
BEST INC	SPONSORED ADS	08653C106	460	112,009	SH		DFND	2	112,009	0	0
BG STAFFING INC	COM	05544A109	2,536	122,818	SH		DFND	2,20	103,536	0	19,282
BGC PARTNERS INC	CL A	05541T101	19,450	3,762,130	SH		DFND	2,5,8,13,20	3,294,770	5,482	461,878
BHP GROUP LIMITED	SPONSORED ADS	088606108	1,531	31,710	SH		DFND	1,5,20	22,771	0	8,939
BHP GROUP PLC	SPONSORED ADS	05545E209	339	8,086	SH		DFND	1,20	8,086	0	0
BIG 5 SPORTING GOODS CORP	COM	08915P101	1,114	430,299	SH		DFND	2,5,20	375,159	0	55,140
BIG LOTS INC	COM	089302103	43,492	1,503,880	SH		DFND	2,5,6,8,11,12,20	1,359,865	921	143,094
BIGLARI HLDGS INC	COM STK CL A	08986R408	1,196	2,035	SH		DFND	2,5,20	1,747	0	288
ACTIVISION BLIZZARD INC	COM	00507V109	1,315,908	28,256,558	SH		DFND	2,5,6,8,10,11,12,13,19,20	24,772,311	482,900	3,001,347
BIGLARI HLDGS INC	COM STK CL B	08986R309	2,258	19,884	SH		DFND	2,5,8,20	16,562	85	3,237
BILIBILI INC	SPONS ADS REP Z	090040106	663	45,418	SH		DFND	2	45,418	0	0
BIO RAD LABS INC	CL A	090572207	109,089	469,767	SH		DFND	2,5,6,8,11,13,20	441,707	281	27,779
BIO TECHNE CORP	COM	09073M104	130,989	905,118	SH		DFND	2,5,6,8,11,13,20	845,709	514	58,895
BIOCRYST PHARMACEUTICALS	COM	09058V103	22,571	2,796,960	SH		DFND	2,5,8,20	2,446,515	0	350,445
BIODELIVERY SCIENCES INTL IN	COM	09060J106	308	83,355	SH		DFND	2,20	83,355	0	0
BIOGEN INC	COM	09062X103	2,642,436	8,781,192	SH		DFND	2,5,6,8,10,11,12,13,19,20	7,573,925	289,780	917,487
BIOHAVEN PHARMACTL HLDG CO L	COM	G11196105	37,406	1,011,514	SH		DFND	2,5,20	927,559	0	83,955
BIOLIFE SOLUTIONS INC	COM NEW	09062W204	207	17,183	SH		DFND	2	17,183	0	0
BIOMARIN PHARMACEUTICAL INC	COM	09061G101	331,877	3,897,563	SH		DFND	2,5,6,8,10,12,13,19,20	3,373,777	93,239	430,547
ACTUANT CORP	CL A NEW	00508X203	44,994	2,143,574	SH		DFND	2,5,8,20	1,491,260	2,371	649,943
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	14,902	15,000,000	SH		DFND	2,5	15,000,000	0	0
BIOMARIN PHARMACEUTICAL INC	NOTE 1.500%10/1	09061GAF8	13,645	12,250,000	SH		DFND	2,5	12,250,000	0	0
BIOSCRIP INC	COM	09069N108	8,099	2,268,643	SH		DFND	2,5,20	1,938,273	0	330,370
BIOSPECIFICS TECHNOLOGIES CO	COM	090931106	6,585	108,664	SH		DFND	2,5,20	92,630	0	16,034
BIOTELEMETRY INC	COM	090672106	61,361	1,027,480	SH		DFND	2,5,8,20	840,399	0	187,081
BIOTIME INC	COM	09066L105	2,115	2,316,339	SH		DFND	2,5,20	2,097,638	0	218,701
BITAUTO HLDGS LTD	SPONSORED ADS	091727107	3,935	158,871	SH		DFND	2,5,20	158,011	0	860
BJS RESTAURANTS INC	COM	09180C106	29,557	584,468	SH		DFND	2,5,8,20	488,950	0	95,518
BJS WHSL CLUB HLDGS INC	COM	05550J101	36,783	1,659,902	SH		DFND	2,5,8,20	1,390,660	0	269,242
BLACK BOX CORP DEL	COM	091826107	11	10,273	SH		DFND	2,5,20	10,273	0	0
ACUITY BRANDS INC	COM	00508Y102	144,593	1,257,880	SH		DFND	2,5,6,8,10,11,12,13,19,20	1,076,700	52,427	128,753
BLACK HILLS CORP	COM	092113109	331,649	5,282,711	SH		DFND	2,5,6,8,11,12,13,20	5,082,677	380	199,654
BLACK KNIGHT INC	COM	09215C105	79,626	1,767,101	SH		DFND	2,5,8,13,20	1,556,027	1,950	209,124
BLACKBAUD INC	COM	09227Q100	102,051	1,622,425	SH		DFND	2,5,6,8,11,13,20	1,333,203	3,629	285,593
BLACKBERRY LTD	COM	09228F103	84	11,789	SH		DFND	8,20	11,789	0	0
BLACKLINE INC	COM	09239B109	36,763	897,745	SH		DFND	2,5,8,20	607,243	0	290,502
BLACKROCK INC	COM	09247X101	1,992,710	5,072,832	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,503,945	80,735	488,152
BLACKSTONE MTG TR INC	COM CL A	09257W100	76,956	2,370,111	SH		DFND	2,5,6,8,13,20	2,022,511	1,900	345,700
BLACKSTONE MTG TR INC	NOTE 4.375% 5/0	09257WAB6	12,037	12,325,000	SH		DFND	2,5	12,325,000	0	0
BLOCK H & R INC	COM	093671105	279,537	10,912,929	SH		DFND	2,5,6,8,10,11,12,13,19,20	8,453,480	213,725	2,245,724
BLOOM ENERGY CORP	COM CL A	093712107	176	17,600	SH		DFND	20	17,600	0	0
ACUSHNET HOLDINGS CORP	COM	005098108	13,923	660,778	SH		DFND	2,5,20	534,877	0	125,901
BLOOMIN BRANDS INC	COM	094235108	32,915	1,839,866	SH		DFND	2,5,8,10,20	1,496,106	600	343,160
BLUCORA INC	COM	095229100	39,485	1,482,163	SH		DFND	2,5,8,10,20	1,285,067	1,243	195,853
BLUE APRON HLDGS INC	CL A	09523Q101	73	71,600	SH		DFND	13,20	35,400	0	36,200
BLUE BIRD CORP	COM	095306106	4,309	236,865	SH		DFND	2,5,20	197,353	0	39,512
BLUE HILLS BANCORP INC	COM	095573101	10,479	491,051	SH		DFND	2,5,20	422,721	0	68,330
BLUEBIRD BIO INC	COM	09609G100	115,061	1,159,886	SH		DFND	2,5,8,13,20	1,080,975	1,500	77,411
BLUEGREEN VACATIONS CORP	COM	09629F108	1,315	101,663	SH		DFND	2,20	83,817	0	17,846
BLUELINX HLDGS INC	COM NEW	09624H208	4,534	183,492	SH		DFND	2,5,20	155,442	0	28,050
BLUEPRINT MEDICINES CORP	COM	09627Y109	82,753	1,535,024	SH		DFND	2,5,8,10,13,20	1,387,096	400	147,528
BLUEROCK RESIDENTIAL GRW REI	COM CL A	09627J102	4,455	485,168	SH		DFND	2,5,20	420,654	0	64,514
2U INC	COM	90214J101	36,203	728,130	SH		DFND	2,5,8,13,20	645,204	500	82,426
ADAMAS PHARMACEUTICALS INC	COM	00548A106	3,359	393,293	SH		DFND	2,5,20	322,272	0	71,021
BMC STK HLDGS INC	COM	05591B109	20,465	1,322,007	SH		DFND	2,5,8,20	1,070,628	0	251,379
BOEING CO	COM	097023105	8,392,284	26,022,586	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	18,038,220	401,332	7,583,034
BOINGO WIRELESS INC	COM	09739C102	18,555	902,042	SH		DFND	2,5,8,20	772,927	0	129,115
BOISE CASCADE CO DEL	COM	09739D100	26,317	1,103,420	SH		DFND	2,5,8,20	940,065	1,400	161,955
BOJANGLES INC	COM	097488100	5,117	318,238	SH		DFND	2,5,20	268,214	0	50,024
BOK FINL CORP	COM NEW	05561Q201	85,385	1,164,392	SH		DFND	2,5,8,13,20	1,117,444	106	46,842
BONANZA CREEK ENERGY INC	COM NEW	097793400	18,659	902,687	SH		DFND	2,5,20	840,024	0	62,663
BOOT BARN HLDGS INC	COM	099406100	14,195	833,534	SH		DFND	2,5,20	746,236	0	87,298
BOOZ ALLEN HAMILTON HLDG COR	CL A	099502106	90,573	2,009,613	SH		DFND	2,5,8,12,13,20	1,801,070	1,500	207,043
BORGWARNER INC	COM	099724106	299,546	8,622,501	SH		DFND	2,5,6,8,10,11,12,13,19,20	7,523,188	213,212	886,101
ADAMIS PHARMACEUTICALS CORP	COM NEW	00547W208	131	58,140	SH		DFND	2,20	58,140	0	0
BOSTON BEER INC	CL A	100557107	63,952	265,536	SH		DFND	2,5,6,8,20	227,452	311	37,773
BOSTON OMAHA CORP	COM	101044105	2,094	89,480	SH		DFND	2,20	75,480	0	14,000
BOSTON PRIVATE FINL HLDGS IN	COM	101119105	32,825	3,105,451	SH		DFND	2,5,8,20	2,829,989	1,448	274,014
BOSTON PROPERTIES INC	COM	101121101	988,514	8,709,769	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	7,728,213	137,340	844,216
BOSTON SCIENTIFIC CORP	COM	101137107	2,003,047	56,679,322	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	50,187,368	936,957	5,554,997
BOTTOMLINE TECH DEL INC	COM	101388106	55,176	1,149,494	SH		DFND	2,5,8,10,20	982,632	1,250	165,612
BOX INC	CL A	10316T104	42,552	2,520,835	SH		DFND	2,5,8,13,20	2,116,273	1,500	403,062
BOYD GAMING CORP	COM	103304101	51,276	2,460,470	SH		DFND	2,5,6,8,20	2,194,969	2,132	263,369
BP PLC	SPONSORED ADR	055622104	1,072,839	28,292,158	SH		DFND	1,20	163,540	28,128,618	0
BRADY CORP	CL A	104674106	55,465	1,276,232	SH		DFND	2,5,8,20	1,105,939	1,792	168,501
ADAMS RES & ENERGY INC	COM NEW	006351308	1,661	42,918	SH		DFND	2,20	35,203	0	7,715
BRAEMAR HOTELS & RESORTS INC	COM	10482B101	8,842	972,945	SH		DFND	2,5,8,20	844,329	761	127,855
BRANDYWINE RLTY TR	SH BEN INT NEW	105368203	67,450	5,240,849	SH		DFND	2,5,8,10,13,20	4,669,457	42,249	529,143
BRASKEM S A	SP ADR PFD A	105532105	9,147	373,949	SH		DFND	2,5,10,20	329,485	40,264	4,200
BRF SA	SPONSORED ADR	10552T107	11,772	2,072,479	SH		DFND	1,2,5,8,10,20	1,801,124	247,863	23,492
BRIDGE BANCORP INC	COM	108035106	8,699	341,286	SH		DFND	2,5,8,20	286,587	0	54,699
BRIDGEPOINT ED INC	COM	10807M105	284	40,474	SH		DFND	2,20	40,474	0	0
BRIDGEWATER BANCSHARES INC	COM ACCD INV	108621103	3,222	305,447	SH		DFND	2,20	247,847	0	57,600
BRIGGS & STRATTON CORP	COM	109043109	18,083	1,368,216	SH		DFND	2,5,8,10,20	1,174,992	2,098	191,126
BRIGHT HORIZONS FAM SOL IN D	COM	109194100	79,628	714,477	SH		DFND	2,5,8,13,20	630,319	600	83,558
BRIGHT SCHOLAR ED HLDGS LTD	SPONSORED ADS	109199109	177	19,193	SH		DFND	2	19,193	0	0
ADAPTIMMUNE THERAPEUTICS PLC	SPONDS ADR	00653A107	234	40,623	SH		DFND	2	40,623	0	0
BRIGHTCOVE INC	COM	10921T101	4,439	630,499	SH		DFND	2,5,20	527,232	0	103,267
BRIGHTHOUSE FINL INC	COM	10922N103	187,460	6,150,274	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,014,183	57,982	1,078,109
BRIGHTSPHERE INVESTMNT GRP P	SHS	G1644T109	17,723	1,659,467	SH		DFND	2,5,8,20	1,315,238	0	344,229
BRIGHTVIEW HLDGS INC	COM	10948C107	4,160	407,490	SH		DFND	2,20	329,980	0	77,510
BRINKER INTL INC	COM	109641100	69,763	1,586,240	SH		DFND	2,5,6,8,10,11,20	1,406,278	5,964	173,998
BRINKS CO	COM	109696104	111,999	1,732,392	SH		DFND	2,5,6,8,11,13,20	1,364,579	594	367,219
BRISTOL MYERS SQUIBB CO	COM	110122108	3,427,265	65,934,297	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	57,068,559	2,073,210	6,792,528
BRISTOW GROUP INC	COM	110394103	2,146	882,947	SH		DFND	2,5,20	782,663	0	100,284
BRITISH AMERN TOB PLC	SPONSORED ADR	110448107	101,164	3,110,810	SH		DFND	1,2,5,8,10,12,20	2,867,653	165,651	77,506
BRIXMOR PPTY GROUP INC	COM	11120U105	146,755	9,990,127	SH		DFND	2,5,8,10,13,19,20	9,038,928	75,850	875,349
ADDUS HOMECARE CORP	COM	006739106	22,396	329,928	SH		DFND	2,5,20	296,255	0	33,673
BROADCOM INC	COM	11135F101	4,158,396	16,353,612	SH		DFND	2,5,6,8,10,11,12,13,19,20	14,355,889	252,586	1,745,137
BROADRIDGE FINL SOLUTIONS IN	COM	11133T103	497,052	5,138,394	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	4,283,664	201,072	653,658
BROOKDALE SR LIVING INC	COM	112463104	27,898	4,163,916	SH		DFND	2,5,8,12,20	3,572,559	6,396	584,961
BROOKFIELD PROPERTY REIT INC	CL A	11282X103	71,850	4,462,756	SH		DFND	2,5,6,8,10,12,13,19,20	3,083,134	149,717	1,229,905
BROOKLINE BANCORP INC DEL	COM	11373M107	35,987	2,604,005	SH		DFND	2,5,8,20	2,337,808	0	266,197
BROOKS AUTOMATION INC	COM	114340102	49,713	1,898,909	SH		DFND	2,5,8,20	1,663,081	459	235,369
BROWN & BROWN INC	COM	115236101	256,670	9,313,137	SH		DFND	2,5,6,8,11,12,13,19,20	8,993,092	4,730	315,315
BROWN FORMAN CORP	CL A	115637100	9,230	193,948	SH		DFND	2,5,13,20	158,340	0	35,608
BROWN FORMAN CORP	CL B	115637209	504,653	10,570,981	SH		DFND	2,5,6,8,10,12,13,19,20	9,337,464	305,474	928,043
BRT APARTMENTS CORP	COM	055645303	1,819	156,424	SH		DFND	2,20	124,311	0	32,113
ADESTO TECHNOLOGIES CORP	COM	00687D101	1,287	292,592	SH		DFND	2,20	241,692	0	50,900
BRUKER CORP	COM	116794108	47,569	1,597,892	SH		DFND	2,5,8,20	1,286,660	2,792	308,440
BRUNSWICK CORP	COM	117043109	97,883	2,107,269	SH		DFND	2,5,6,8,11,13,20	1,991,616	1,857	113,796
BRYN MAWR BK CORP	COM	117665109	15,277	444,088	SH		DFND	2,5,20	306,829	497	136,762
BSB BANCORP INC MD	COM	05573H108	4,415	157,355	SH		DFND	2,5,13,20	122,932	0	34,423
BT GROUP PLC	ADR	05577E101	385	25,246	SH		DFND	1,20	25,246	0	0
BUCKLE INC	COM	118440106	29,697	1,535,516	SH		DFND	2,5,8,10,20	1,260,808	956	273,752
BUILD A BEAR WORKSHOP	COM	120076104	96	24,408	SH		DFND	2,20	24,408	0	0
BUILDERS FIRSTSOURCE INC	COM	12008R107	25,345	2,323,081	SH		DFND	2,5,8,20	1,906,992	0	416,089
BUNGE LIMITED	COM	G16962105	241,845	4,525,536	SH		DFND	2,5,6,8,10,12,13,19,20	3,640,565	115,797	769,174
BURLINGTON STORES INC	COM	122017106	212,689	1,307,485	SH		DFND	2,5,6,8,10,12,13,19,20	1,061,232	43,764	202,489
ADIENT PLC	ORD SHS	G0084W101	33,646	2,234,129	SH		DFND	2,5,6,8,11,12,13,19,20	2,099,185	974	133,970
BUSINESS FIRST BANCSHARES IN	COM	12326C105	3,484	143,800	SH		DFND	2,20	112,800	0	31,000
BWX TECHNOLOGIES INC	COM	05605H100	88,000	2,301,869	SH		DFND	2,5,8,13,20	2,162,936	1,259	137,674
BYLINE BANCORP INC	COM	124411109	4,731	283,971	SH		DFND	2,5,20	226,427	0	57,544
C & F FINL CORP	COM	12466Q104	2,639	49,272	SH		DFND	2,13,20	39,843	0	9,429
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	669,631	7,963,260	SH		DFND	2,5,6,8,10,11,12,13,19,20	6,861,747	205,216	896,297
C&J ENERGY SVCS INC NEW	COM	12674R100	30,145	2,232,971	SH		DFND	2,5,8,20	1,939,419	0	293,552
CABLE ONE INC	COM	12685J105	98,272	119,829	SH		DFND	2,5,6,8,11,13,20	113,004	65	6,760
CABOT CORP	COM	127055101	65,088	1,515,789	SH		DFND	2,5,6,8,11,13,20	1,431,057	1,463	83,269
CABOT MICROELECTRONICS CORP	COM	12709P103	77,084	805,015	SH		DFND	2,5,8,20	690,090	152	114,773
CABOT OIL & GAS CORP	COM	127097103	520,945	23,308,486	SH		DFND	2,5,6,8,10,11,12,13,19,20	20,621,224	300,734	2,386,528
ADMA BIOLOGICS INC	COM	000899104	743	311,085	SH		DFND	2,13,20	240,689	0	70,396
CACI INTL INC	CL A	127190304	110,434	766,743	SH		DFND	2,5,6,8,11,13,20	687,897	310	78,536
CACTUS INC	CL A	127203107	27,333	997,184	SH		DFND	2,5,8,20	826,325	0	170,859
CADENCE BANCORPORATION	CL A	12739A100	56,731	3,380,874	SH		DFND	2,5,8,20	3,072,169	0	308,705
CADENCE DESIGN SYSTEM INC	COM	127387108	500,103	11,501,898	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	9,580,955	389,010	1,531,933
CADIZ INC	COM NEW	127537207	3,910	379,659	SH		DFND	2,5,20	324,039	0	55,620
CAESARS ENTMT CORP	COM	127686103	46,756	6,886,028	SH		DFND	2,5,8,13,20	6,103,911	7,800	774,317
CAESARS ENTMT CORP	NOTE 5.000%10/0	127686AA1	43,198	34,888,020	SH		DFND	2,5	34,888,020	0	0
CAESARSTONE LTD	ORD SHS	M20598104	6,180	455,035	SH		DFND	2,5,8,20	390,675	0	64,360
CAI INTERNATIONAL INC	COM	12477X106	9,924	427,205	SH		DFND	2,5,20	371,490	0	55,715
CAL MAINE FOODS INC	COM NEW	128030202	53,196	1,257,596	SH		DFND	2,5,8,19,20	1,150,090	1,000	106,506
ADOBE INC	COM	00724F101	4,270,932	18,877,883	SH		DFND	2,5,6,8,10,11,12,13,19,20	16,364,181	490,948	2,022,754
CALAMP CORP	COM	128126109	13,554	1,041,811	SH		DFND	2,5,8,20	925,952	400	115,459
CALAVO GROWERS INC	COM	128246105	31,657	433,891	SH		DFND	2,5,8,20	372,289	0	61,602
CALERES INC	COM	129500104	38,718	1,387,792	SH		DFND	2,5,8,10,20	1,237,169	1,545	149,078
CALIFORNIA RES CORP	COM NEW	13057Q206	56,045	3,289,011	SH		DFND	2,5,10,13,20	3,079,827	27,209	181,975
CALIFORNIA WTR SVC GROUP	COM	130788102	153,431	3,219,281	SH		DFND	2,5,8,13,19,20	3,052,183	600	166,498
CALITHERA BIOSCIENCES INC	COM	13089P101	2,143	534,526	SH		DFND	2,5,20	450,081	0	84,445
CALIX INC	COM	13100M509	7,659	785,504	SH		DFND	2,5,20	649,855	0	135,649
CALLAWAY GOLF CO	COM	131193104	38,855	2,539,553	SH		DFND	2,5,8,20	2,196,933	1,582	341,038
CALLON PETE CO DEL	COM	13123X102	90,608	13,961,168	SH		DFND	2,5,6,11,20	13,030,822	4,200	926,146
CALYXT INC	COM	13173L107	1,017	98,211	SH		DFND	2,5,20	83,595	0	14,616
ADT INC	COM	00090Q103	7,221	1,194,784	SH		DFND	2,13,20	1,090,589	0	104,195
CAMBREX CORP	COM	132011107	35,116	929,973	SH		DFND	2,5,8,10,20	804,257	900	124,816
CAMBRIDGE BANCORP	COM	132152109	4,752	57,082	SH		DFND	2,20	45,355	0	11,727
CAMDEN NATL CORP	COM	133034108	11,803	328,144	SH		DFND	2,5,8,20	254,325	0	73,819
CAMDEN PPTY TR	SH BEN INT	133131102	414,524	4,667,713	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,152,184	116,448	399,081
CAMECO CORP	COM	13321L108	216	19,005	SH		DFND	8	19,005	0	0
CAMPBELL SOUP CO	COM	134429109	274,034	8,306,571	SH		DFND	2,5,6,8,10,11,12,13,19,20	7,261,998	120,935	923,638
CAMPING WORLD HLDGS INC	CL A	13462K109	11,513	1,003,748	SH		DFND	2,5,8,20	904,960	0	98,788
CANADIAN NATL RY CO	COM	136375102	692	9,331	SH		DFND	20	678	0	8,653
CANADIAN PAC RY LTD	COM	13645T100	4,877	27,382	SH		DFND	8,20	3,398	0	23,984
CANADIAN SOLAR INC	COM	136635109	543	37,866	SH		DFND	2,5,20	37,866	0	0
3-D SYS CORP DEL	COM NEW	88554D205	30,737	3,022,319	SH		DFND	2,5,8,20	2,649,210	3,366	369,743
ADTALEM GLOBAL ED INC	COM	00737L103	86,815	1,834,627	SH		DFND	2,5,6,8,11,20	1,629,047	394	205,186
CANNAE HLDGS INC	COM	13765N107	23,148	1,352,089	SH		DFND	2,5,8,20	1,131,964	1,892	218,233
CANON INC	SPONSORED ADR	138006309	374	13,563	SH		DFND	20	13,563	0	0
CANTEL MEDICAL CORP	COM	138098108	73,830	991,673	SH		DFND	2,5,6,8,11,13,20	900,761	500	90,412
CAPITAL BANCORP INC MD	COM	139737100	479	42,000	SH		DFND	2,20	11,600	0	30,400
CAPITAL CITY BK GROUP INC	COM	139674105	5,538	238,620	SH		DFND	2,5,20	191,962	0	46,658
CAPITAL ONE FINL CORP	COM	14040H105	1,586,812	20,992,359	SH		DFND	2,5,6,8,10,11,12,13,19,20	18,291,820	441,433	2,259,106
CAPITAL SR LIVING CORP	COM	140475104	3,433	504,832	SH		DFND	2,5,8,20	427,607	1,100	76,125
CAPITOL FED FINL INC	COM	14057J101	34,379	2,692,194	SH		DFND	2,5,6,8,12,20	2,285,655	0	406,539
CAPSTAR FINL HLDGS INC	COM	14070T102	1,414	95,980	SH		DFND	2,13,20	76,230	0	19,750
CAPSTEAD MTG CORP	COM NO PAR	14067E506	22,272	3,299,852	SH		DFND	2,5,6,8,13,20	2,976,236	4,493	319,123
ADTRAN INC	COM	00738A106	17,795	1,656,862	SH		DFND	2,5,8,20	1,385,830	1,818	269,214
CARA THERAPEUTICS INC	COM	140755109	27,602	2,123,225	SH		DFND	2,5,20	2,029,043	0	94,182
CARBO CERAMICS INC	COM	140781105	2,272	653,003	SH		DFND	2,5,20	586,679	0	66,324
CARBON BLACK INC	COM	14081R103	8,500	633,387	SH		DFND	2,20	525,487	0	107,900
CARBONITE INC	COM	141337105	15,912	629,941	SH		DFND	2,5,8,20	534,033	0	95,908
CARDINAL HEALTH INC	COM	14149Y108	836,883	18,567,501	SH		DFND	2,5,6,8,10,11,12,13,19,20	16,687,531	222,002	1,657,968
CARDIOVASCULAR SYS INC DEL	COM	141619106	32,235	1,131,452	SH		DFND	2,5,8,20	810,296	800	320,356
CARDLYTICS INC	COM	14161W105	805	74,356	SH		DFND	2,20	62,056	0	12,300
CARDTRONICS PLC	SHS CL A	G1991C105	28,634	1,101,316	SH		DFND	2,5,8,20	959,127	1,200	140,989
CARE COM INC	COM	141633107	7,909	409,561	SH		DFND	2,5,20	347,818	0	61,743
CAREDX INC	COM	14167L103	47,137	1,874,961	SH		DFND	2,5,8,20	1,767,516	0	107,445
ADURO BIOTECH INC	COM	00739L101	2,929	1,109,546	SH		DFND	2,5,20	894,349	0	215,197
CAREER EDUCATION CORP	COM	141665109	21,679	1,898,369	SH		DFND	2,5,8,20	1,651,893	0	246,476
CARETRUST REIT INC	COM	14174T107	48,748	2,612,657	SH		DFND	2,5,8,10,20	2,152,397	19,420	440,840
CARGURUS INC	COM CL A	141788109	31,102	922,082	SH		DFND	2,5,20	776,982	0	145,100
CARLISLE COS INC	COM	142339100	247,011	2,457,328	SH		DFND	2,5,6,8,11,13,20	2,378,367	647	78,314
CARMAX INC	COM	143130102	445,020	7,094,212	SH		DFND	2,5,6,8,10,11,12,13,19,20	6,273,156	100,218	720,838
CARNIVAL CORP	UNIT 99/99/9999	143658300	832,322	16,882,806	SH		DFND	2,5,6,8,10,11,12,13,19,20	14,837,736	391,764	1,653,306
CAROLINA FINL CORP NEW	COM	143873107	13,935	469,648	SH		DFND	2,5,20	411,479	0	58,169
CARPENTER TECHNOLOGY CORP	COM	144285103	66,609	1,870,514	SH		DFND	2,5,6,8,11,20	1,676,669	314	193,531
CARRIAGE SVCS INC	COM	143905107	4,967	320,456	SH		DFND	2,5,20	269,127	0	51,329
CARRIZO OIL & GAS INC	COM	144577103	72,422	6,414,738	SH		DFND	2,5,20	5,890,651	1,591	522,496
ADVANCE AUTO PARTS INC	COM	00751Y106	509,109	3,232,042	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,624,067	78,973	529,002
CARROLS RESTAURANT GROUP INC	COM	14574X104	6,714	682,298	SH		DFND	2,5,20	579,419	0	102,879
CARS COM INC	COM	14575E105	51,048	2,374,333	SH		DFND	2,5,6,8,11,12,13,20	1,931,273	1,676	441,384
CARTERS INC	COM	146229109	91,575	1,121,964	SH		DFND	2,5,6,8,11,13,20	1,050,257	475	71,232
CARVANA CO	CL A	146869102	24,528	749,873	SH		DFND	2,5,20	655,923	0	93,950
CASA SYS INC	COM	14713L102	8,093	616,412	SH		DFND	2,5,20	499,922	0	116,490
CASELLA WASTE SYS INC	CL A	147448104	21,675	760,794	SH		DFND	2,5,8,20	635,553	0	125,241
CASEYS GEN STORES INC	COM	147528103	120,267	938,556	SH		DFND	2,5,6,8,11,12,13,20	882,930	439	55,187
CASI PHARMACEUTICALS INC	COM	14757U109	3,081	766,307	SH		DFND	1,2,5,20	626,007	0	140,300
CASS INFORMATION SYS INC	COM	14808P109	15,787	298,313	SH		DFND	2,5,8,10,20	238,494	0	59,819
CASTLE BRANDS INC	COM	148435100	1,079	1,268,725	SH		DFND	2,20	1,081,876	0	186,849
ADVANCED DISP SVCS INC DEL	COM	00790X101	33,338	1,392,582	SH		DFND	2,5,8,20	1,168,737	0	223,845
CASTLIGHT HEALTH INC	CL B	14862Q100	2,890	1,331,867	SH		DFND	2,5,20	1,080,321	0	251,546
CATALENT INC	COM	148806102	117,180	3,758,165	SH		DFND	2,5,6,8,11,12,13,20	3,400,128	1,300	356,737
CATALYST BIOSCIENCES INC	COM NEW	14888D208	1,583	200,616	SH		DFND	2,20	161,947	0	38,669
CATALYST PHARMACEUTICALS INC	COM	14888U101	2,987	1,555,977	SH		DFND	2,5,20	1,234,878	0	321,099
CATCHMARK TIMBER TR INC	CL A	14912Y202	6,950	978,882	SH		DFND	2,5,8,20	811,129	0	167,753
CATERPILLAR INC DEL	COM	149123101	6,038,060	47,517,589	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	21,656,314	431,407	25,429,868
CATHAY GEN BANCORP	COM	149150104	126,406	3,769,934	SH		DFND	2,5,6,8,11,20	3,464,413	454	305,067
CATO CORP NEW	CL A	149205106	14,832	1,013,419	SH		DFND	2,5,8,20	922,842	1,391	89,186
CAVCO INDS INC DEL	COM	149568107	34,599	265,370	SH		DFND	2,5,8,20	235,365	31	29,974
CB FINL SVCS INC	COM	12479G101	1,658	66,925	SH		DFND	2,20	52,550	0	14,375
ADVANCED DRAIN SYS INC DEL	COM	00790R104	18,679	770,263	SH		DFND	2,5,8,10,20	637,344	0	132,919
CBIZ INC	COM	124805102	22,350	1,134,539	SH		DFND	2,5,8,10,20	928,425	0	206,114
CBL & ASSOC PPTYS INC	COM	124830100	15,649	7,847,506	SH		DFND	2,5,8,10,12,13,20	7,016,027	42,410	789,069
CBOE GLOBAL MARKETS INC	COM	12503M108	451,805	4,618,266	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,111,663	71,983	434,620
CBRE GROUP INC	CL A	12504L109	507,452	12,673,628	SH		DFND	2,5,6,8,10,11,12,13,19,20	10,624,659	488,193	1,560,776
CBS CORP NEW	CL B	124857202	570,110	12,987,163	SH		DFND	2,5,6,8,10,11,12,13,19,20	11,382,107	243,884	1,361,172
CBTX INC	COM	12481V104	12,145	412,407	SH		DFND	2,5,20	348,849	0	63,558
CDK GLOBAL INC	COM	12508E101	258,446	5,397,784	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	4,864,140	92,359	441,285
CDN IMPERIAL BK COMM TORONTO	COM	136069101	4,016	53,164	SH		DFND	2,5,20	37,826	538	14,800
CDW CORP	COM	12514G108	248,324	3,063,838	SH		DFND	2,5,6,8,10,12,13,19,20	2,502,641	102,107	459,090
CECO ENVIRONMENTAL CORP	COM	125141101	3,669	543,511	SH		DFND	2,5,20	458,812	0	84,699
ADVANCED EMISSIONS SOLUTS IN	COM	00770C101	3,631	344,210	SH		DFND	2,5,20	294,625	0	49,585
CEDAR REALTY TRUST INC	COM NEW	150602209	7,796	2,482,664	SH		DFND	2,5,8,20	2,134,575	6,921	341,168
CEL SCI CORP	COM PAR NEW	150837607	97	33,947	SH		DFND	2,20	33,947	0	0
CELANESE CORP DEL	COM	150870103	538,487	5,985,179	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,870,995	411,215	702,969
CELCUITY INC	COM	15102K100	1,693	70,585	SH		DFND	2,20	57,745	0	12,840
CELGENE CORP	COM	151020104	1,873,780	29,236,696	SH		DFND	2,5,6,8,10,11,12,13,19,20	25,339,223	742,438	3,155,035
CELLCOM ISRAEL LTD	SHS	M2196U109	201	34,102	SH		DFND	20	34,102	0	0
CELLDEX THERAPEUTICS INC NEW	COM	15117B103	27	134,640	SH		DFND	20	133,340	0	1,300
CELLULAR BIOMEDICINE GROUP I	COM NEW	15117P102	3,032	171,714	SH		DFND	2,20	136,414	0	35,300
CELSIUS HOLDINGS INC	COM NEW	15118V207	1,151	331,707	SH		DFND	2,20	262,327	0	69,380
CEMEX SAB DE CV	NOTE 3.720% 3/1	151290BT9	1,392	1,408,000	SH		DFND	5	1,408,000	0	0
ADVANCED ENERGY INDS	COM	007973100	47,024	1,095,361	SH		DFND	2,5,8,20	920,795	200	174,366
CEMEX SAB DE CV	SPON ADR NEW	151290889	2,809	582,764	SH		DFND	1,5,13,20	536,669	0	46,095
CENTENE CORP DEL	COM	15135B101	961,408	8,338,319	SH		DFND	2,5,6,8,10,11,12,13,19,20	7,289,838	159,121	889,360
CENTENNIAL RESOURCE DEV INC	CL A	15136A102	65,364	5,931,435	SH		DFND	2,5,13,20	5,697,253	700	233,482
CENTERPOINT ENERGY INC	COM	15189T107	751,334	26,614,720	SH		DFND	2,5,6,8,10,11,12,13,19,20	23,262,569	416,881	2,935,270
CENTERPOINT ENERGY INC	DEP RP PFD CV B	15189T503	27,200	540,000	SH		DFND	2	540,000	0	0
CENTERSTATE BK CORP	COM	15201P109	74,536	3,542,570	SH		DFND	2,5,6,8,20	3,264,601	0	277,969
CENTRAIS ELETRICAS BRASILEIR	SPON ADR PFD B	15234Q108	2,933	408,558	SH		DFND	2,10,20	300,322	99,736	8,500
CENTRAIS ELETRICAS BRASILEIR	SPONSORED ADR	15234Q207	1,790	281,816	SH		DFND	2	281,816	0	0
CENTRAL EUROPEAN MEDIA ENTRP	CL A NEW	G20045202	3,878	1,394,816	SH		DFND	2,5,20	1,156,919	0	237,897
CENTRAL GARDEN & PET CO	CL A NON-VTG	153527205	35,539	1,137,263	SH		DFND	2,5,6,8,20	956,329	0	180,934
ADVANCED MICRO DEVICES INC	COM	007903107	634,774	34,386,470	SH		DFND	2,5,6,8,10,11,12,13,19,20	29,805,913	497,050	4,083,507
CENTRAL GARDEN & PET CO	COM	153527106	9,426	273,619	SH		DFND	2,5,20	238,355	0	35,264
CENTRAL PAC FINL CORP	COM NEW	154760409	27,394	1,124,998	SH		DFND	2,5,8,10,20	983,626	0	141,372
CENTRAL VALLEY CMNTY BANCORP	COM	155685100	3,310	175,387	SH		DFND	2,5,20	140,113	0	35,274
CENTURY ALUM CO	COM	156431108	28,868	3,949,074	SH		DFND	2,5,8,20	3,778,575	2,024	168,475
CENTURY BANCORP INC MASS	CL A NON VTG	156432106	3,515	51,897	SH		DFND	2,20	42,728	0	9,169
CENTURY CASINOS INC	COM	156492100	2,962	400,762	SH		DFND	2,20	307,505	0	93,257
CENTURY CMNTYS INC	COM	156504300	11,730	679,617	SH		DFND	2,5,20	592,499	0	87,118
CENTURYLINK INC	COM	156700106	778,517	51,387,249	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	34,456,495	770,336	16,160,418
CERAGON NETWORKS LTD	ORD	M22013102	198	52,405	SH		DFND	2	52,405	0	0
CERIDIAN HCM HLDG INC	COM	15677J108	14,047	407,291	SH		DFND	2,5,20	367,303	0	39,988
ADVANCED MICRO DEVICES INC	NOTE 2.125% 9/0	007903BD8	64,842	26,775,000	SH		DFND	2,5	26,775,000	0	0
CERNER CORP	COM	156782104	688,334	13,126,128	SH		DFND	2,5,6,8,10,11,12,13,19,20	11,172,077	381,871	1,572,180
CERUS CORP	COM	157085101	17,195	3,391,462	SH		DFND	2,5,8,20	2,968,791	0	422,671
CEVA INC	COM	157210105	14,836	671,605	SH		DFND	2,5,8,20	599,612	1,237	70,756
CF INDS HLDGS INC	COM	125269100	492,927	11,329,045	SH		DFND	2,5,6,8,10,11,12,13,19,20	9,922,012	161,341	1,245,692
CHANGYOU COM LTD	ADS REP CL A	15911M107	2,485	135,954	SH		DFND	2,5,13,20	122,354	0	13,600
CHANNELADVISOR CORP	COM	159179100	4,977	438,515	SH		DFND	2,5,8,20	366,565	0	71,950
CHAPARRAL ENERGY INC	COM CL A	15942R208	223	45,300	SH		DFND	20	45,300	0	0
CHARAH SOLUTIONS INC	COM	15957P105	301	36,088	SH		DFND	2,20	27,088	0	9,000
CHARLES RIV LABS INTL INC	COM	159864107	129,093	1,140,595	SH		DFND	2,5,6,8,11,13,20	1,069,140	426	71,029
CHART INDS INC	COM PAR $0.01	16115Q308	53,519	822,985	SH		DFND	2,5,8,20	715,177	1,146	106,662
3M CO	COM	88579Y101	8,141,349	42,727,769	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	20,944,926	13,427,028	8,355,815
ADVANSIX INC	COM	00773T101	22,331	917,463	SH		DFND	1,2,5,8,10,13,20	757,113	1,353	158,997
CHARTER COMMUNICATIONS INC N	CL A	16119P108	2,093,802	7,347,446	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	6,118,703	91,803	1,136,940
CHASE CORP	COM	16150R104	15,042	150,340	SH		DFND	2,5,20	116,571	0	33,769
CHATHAM LODGING TR	COM	16208T102	36,091	2,029,030	SH		DFND	2,5,8,10,20	1,719,679	10,274	299,077
CHECK POINT SOFTWARE TECH LT	ORD	M22465104	250,761	2,442,870	SH		DFND	2,5,6,8,10,12,13,19,20	1,998,560	136,515	307,795
CHEESECAKE FACTORY INC	COM	163072101	63,528	1,460,087	SH		DFND	2,5,6,8,10,11,20	1,250,193	294	209,600
CHEETAH MOBILE INC	ADR	163075104	364	59,523	SH		DFND	2	59,523	0	0
CHEFS WHSE INC	COM	163086101	18,555	580,221	SH		DFND	2,5,8,20	507,467	0	72,754
CHEGG INC	COM	163092109	58,728	2,066,427	SH		DFND	2,5,8,20	1,730,632	1,200	334,595
CHEMED CORP NEW	COM	16359R103	115,520	407,795	SH		DFND	2,5,6,8,11,13,20	379,369	247	28,179
CHEMICAL FINL CORP	COM	163731102	122,974	3,359,032	SH		DFND	2,5,6,8,11,13,20	3,093,031	631	265,370
ADVAXIS INC	COM NEW	007624208	5	24,803	SH		DFND	20	24,803	0	0
CHEMOCENTRYX INC	COM	16383L106	5,317	487,355	SH		DFND	2,5,20	392,616	0	94,739
CHEMOURS CO	COM	163851108	149,149	5,285,224	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,568,866	94,415	621,943
CHEMUNG FINL CORP	COM	164024101	2,167	52,128	SH		DFND	2,20	42,497	0	9,631
CHENIERE ENERGY INC	COM NEW	16411R208	276,327	4,668,467	SH		DFND	2,5,6,8,10,12,13,19,20	3,872,783	110,811	684,873
CHENIERE ENERGY INC	NOTE 4.250% 3/1	16411RAG4	14,125	19,725,000	SH		DFND	2,5	19,725,000	0	0
CHERRY HILL MTG INVT CORP	COM	164651101	8,356	459,815	SH		DFND	2,5,10,20	400,056	0	59,759
CHESAPEAKE ENERGY CORP	COM	165167107	88,533	42,158,406	SH		DFND	2,5,6,11,12,13,20	41,014,474	20,146	1,123,786
CHESAPEAKE ENERGY CORP	NOTE 5.500% 9/1	165167CY1	40,848	49,875,000	SH		DFND	2,5	49,875,000	0	0
CHESAPEAKE LODGING TR	SH BEN INT	165240102	66,386	2,682,804	SH		DFND	2,5,8,10,20	2,345,411	14,940	322,453
CHESAPEAKE UTILS CORP	COM	165303108	26,820	328,416	SH		DFND	2,5,8,20	270,632	36	57,748
ADVERUM BIOTECHNOLOGIES INC	COM	00773U108	2,882	914,765	SH		DFND	2,5,20	744,165	0	170,600
CHEVRON CORP NEW	COM	166764100	12,487,856	114,788,636	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	86,522,672	15,485,128	12,780,836
CHICOS FAS INC	COM	168615102	25,937	4,615,078	SH		DFND	2,5,8,12,20	4,112,338	6,009	496,731
CHILDRENS PL INC	COM	168905107	47,958	532,330	SH		DFND	2,5,8,10,20	466,059	137	66,134
CHIMERA INVT CORP	COM NEW	16934Q208	56,152	3,066,683	SH		DFND	2,5,6,8,13,20	2,784,906	3,113	278,664
CHIMERIX INC	COM	16934W106	2,280	887,302	SH		DFND	2,5,20	691,800	0	195,502
CHINA BIOLOGIC PRODS HLDGS I	COM	G21515104	2,080	27,397	SH		DFND	2,13	26,697	0	700
CHINA CUST RELATIONS CNTR IN	COM	G2118P102	209	16,045	SH		DFND	2	16,045	0	0
CHINA DISTANCE ED HLDGS LTD	SPONS ADR	16944W104	295	44,076	SH		DFND	2	44,076	0	0
CHINA MOBILE LIMITED	SPONSORED ADR	16941M109	1,149	23,935	SH		DFND	1,2,20	23,935	0	0
CHINA PETE & CHEM CORP	SPON ADR H SHS	16941R108	2,931	41,509	SH		DFND	5,8,20	39,809	0	1,700
AECOM	COM	00766T100	95,934	3,620,141	SH		DFND	2,5,6,11,12,13,20	3,424,683	1,595	193,863
CHINA TELECOM CORP LTD	SPON ADR H SHS	169426103	1,155	22,766	SH		DFND	5,20	20,366	0	2,400
CHINA YUCHAI INTL LTD	COM	G21082105	642	51,610	SH		DFND	2,5,20	51,610	0	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	434,403	1,006,052	SH		DFND	2,5,6,8,10,11,12,13,19,20	859,848	18,979	127,225
CHOICE HOTELS INTL INC	COM	169905106	33,785	470,578	SH		DFND	2,5,8,13,20	414,565	274	55,739
CHRISTOPHER & BANKS CORP	COM	171046105	7	15,823	SH		DFND	20	15,823	0	0
CHROMADEX CORP	COM NEW	171077407	1,904	555,142	SH		DFND	2,20	450,162	0	104,980
CHUBB LIMITED	COM	H1467J104	2,705,142	20,824,067	SH		DFND	2,5,6,8,10,11,12,13,19,20	18,640,612	315,311	1,868,144
CHUNGHWA TELECOM CO LTD	SPON ADR NEW11	17133Q502	8,947	249,975	SH		DFND	2,5,13,20	224,316	0	25,659
CHURCH & DWIGHT INC	COM	171340102	913,681	13,894,178	SH		DFND	2,5,6,8,10,11,12,13,19,20	11,789,607	403,685	1,700,886
CHURCHILL DOWNS INC	COM	171484108	88,328	359,698	SH		DFND	2,5,6,8,13,20	320,346	167	39,185
AEGION CORP	COM	00770F104	22,799	1,396,984	SH		DFND	2,5,8,20	775,066	1,063	620,855
CHUYS HLDGS INC	COM	171604101	7,834	441,594	SH		DFND	2,5,8,20	384,873	0	56,721
CIENA CORP	COM NEW	171779309	153,346	4,522,148	SH		DFND	2,5,6,8,10,11,13,20	4,033,679	3,103	485,366
CIGNA CORP NEW	COM	125523100	3,078,472	16,209,309	SH		DFND	2,5,6,8,10,11,12,13,19,20	13,988,322	485,779	1,735,208
CIM COML TR CORP	COM	125525105	199	13,115	SH		DFND	20	13,115	0	0
CIMAREX ENERGY CO	COM	171798101	330,995	5,368,933	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,724,795	87,820	556,318
CIMPRESS N V	SHS EURO	N20146101	41,554	401,797	SH		DFND	2,5,8,13,20	332,515	200	69,082
CINCINNATI BELL INC NEW	COM NEW	171871502	10,638	1,367,304	SH		DFND	2,5,8,20	1,213,816	1,481	152,007
CINCINNATI FINL CORP	COM	172062101	756,936	9,711,895	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	8,978,128	115,564	618,203
CINEMARK HOLDINGS INC	COM	17243V102	95,800	2,675,977	SH		DFND	2,5,6,8,11,12,13,20	2,535,334	2,500	138,143
CINTAS CORP	COM	172908105	662,545	3,943,957	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	3,452,500	79,627	411,830
AEGLEA BIOTHERAPEUTICS INC	COM	00773J103	1,843	246,040	SH		DFND	2,20	197,903	0	48,137
CIRCOR INTL INC	COM	17273K109	10,027	470,751	SH		DFND	2,5,8,20	413,123	409	57,219
CIRRUS LOGIC INC	COM	172755100	68,077	2,051,746	SH		DFND	2,5,6,8,10,11,13,20	1,852,582	1,124	198,040
CISCO SYS INC	COM	17275R102	8,266,708	190,784,853	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	159,487,100	5,196,778	26,100,975
CISION LTD	SHS	G1992S109	15,997	1,367,235	SH		DFND	2,5,20	1,188,045	0	179,190
CIT GROUP INC	COM NEW	125581801	180,131	4,706,851	SH		DFND	1,2,5,6,8,10,12,13,19,20	4,093,689	117,281	495,881
CITI TRENDS INC	COM	17306X102	6,935	340,127	SH		DFND	2,5,10,20	248,664	0	91,463
CITIGROUP INC	COM NEW	172967424	5,560,234	106,804,346	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	94,081,339	1,769,660	10,953,347
CITIZENS & NORTHN CORP	COM	172922106	6,257	236,725	SH		DFND	2,5,20	204,909	0	31,816
CITIZENS CMNTY BANCORP INC M	COM	174903104	284	26,018	SH		DFND	20	923	0	25,095
CITIZENS FINL GROUP INC	COM	174610105	695,512	23,394,274	SH		DFND	2,5,6,8,10,11,12,13,19,20	20,971,643	322,584	2,100,047
AEMETIS INC	COM NEW	00770K202	53	86,900	SH		DFND	20	86,900	0	0
CITIZENS INC	CL A	174740100	6,929	921,466	SH		DFND	2,5,8,20	775,827	800	144,839
CITRIX SYS INC	COM	177376100	544,642	5,315,658	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,529,697	143,449	642,512
CITRIX SYS INC	NOTE 0.500% 4/1	177376AD2	54,715	38,565,000	SH		DFND	2,5	38,565,000	0	0
CITY HLDG CO	COM	177835105	35,257	521,631	SH		DFND	2,5,8,20	467,543	0	54,088
CITY OFFICE REIT INC	COM	178587101	7,632	744,592	SH		DFND	2,5,20	639,324	0	105,268
CIVEO CORP CDA	COM	17878Y108	465	325,190	SH		DFND	2,20	325,190	0	0
CIVISTA BANCSHARES INC	COM NO PAR	178867107	3,475	199,487	SH		DFND	2,20	150,540	0	48,947
CIVITAS SOLUTIONS INC	COM	17887R102	7,247	413,895	SH		DFND	2,5,20	370,955	0	42,940
CLARUS CORP NEW	COM	18270P109	3,216	317,805	SH		DFND	2,20	269,363	0	48,442
CLEAN ENERGY FUELS CORP	COM	184499101	6,877	3,998,382	SH		DFND	2,5,20	3,598,829	0	399,553
AERCAP HOLDINGS NV	SHS	N00985106	134,707	3,401,689	SH		DFND	2,5,6,8,10,12,13,19,20	2,147,444	301,487	952,758
CLEAN HARBORS INC	COM	184496107	68,903	1,396,214	SH		DFND	2,5,6,8,11,20	1,140,077	746	255,391
CLEAR CHANNEL OUTDOOR HLDGS	CL A	18451C109	3,709	714,669	SH		DFND	2,5,8,20	582,961	2,005	129,703
CLEARFIELD INC	COM	18482P103	1,648	166,168	SH		DFND	2,20	137,756	0	28,412
CLEARSIDE BIOMEDICAL INC	COM	185063104	477	446,063	SH		DFND	2,5,20	371,864	0	74,199
CLEARWATER PAPER CORP	COM	18538R103	10,976	450,396	SH		DFND	2,5,8,20	393,010	998	56,388
CLEARWAY ENERGY INC	CL A	18539C105	12,383	731,860	SH		DFND	2,5,20	597,571	0	134,289
CLEARWAY ENERGY INC	CL C	18539C204	22,999	1,333,247	SH		DFND	2,5,20	1,112,275	0	220,972
CLEVELAND CLIFFS INC	COM	185899101	64,725	8,416,737	SH		DFND	2,5,8,20	7,501,883	5,829	909,025
CLIPPER RLTY INC	COM	18885T306	3,053	233,603	SH		DFND	2,20	195,127	0	38,476
CLOROX CO DEL	COM	189054109	1,210,515	7,853,345	SH		DFND	2,5,6,8,10,11,12,13,19,20	6,275,951	98,437	1,478,957
AERIE PHARMACEUTICALS INC	COM	00771V108	32,259	893,614	SH		DFND	2,5,8,20	778,088	0	115,526
CLOUD PEAK ENERGY INC	COM	18911Q102	861	2,350,528	SH		DFND	2,5,20	2,140,090	0	210,438
CLOUDERA INC	COM	18914U100	26,254	2,373,804	SH		DFND	2,5,8,20	1,938,368	0	435,436
CLOVIS ONCOLOGY INC	COM	189464100	60,985	3,395,589	SH		DFND	2,5,8,13,20	3,244,906	500	150,183
CME GROUP INC	COM CL A	12572Q105	3,055,189	16,091,741	SH		DFND	2,5,6,8,10,11,12,13,19,20	14,369,200	241,860	1,480,681
CMS ENERGY CORP	COM	125896100	681,103	13,718,082	SH		DFND	2,5,6,8,10,11,12,13,19,20	12,418,014	239,050	1,061,018
CNA FINL CORP	COM	126117100	17,106	387,454	SH		DFND	2,5,6,10,12,13,19,20	357,825	0	29,629
CNB FINL CORP PA	COM	126128107	6,007	261,728	SH		DFND	2,5,20	221,584	0	40,144
CNH INDL N V	SHS	N20944109	880	95,578	SH		DFND	20	95,578	0	0
CNO FINL GROUP INC	COM	12621E103	87,493	5,879,928	SH		DFND	2,5,6,8,11,12,13,20	5,299,103	3,624	577,201
CNX RESOURCES CORPORATION	COM	12653C108	105,076	9,201,034	SH		DFND	2,5,6,8,11,12,13,20	8,942,308	2,045	256,681
AEROHIVE NETWORKS INC	COM	007786106	1,342	411,721	SH		DFND	2,20	337,248	0	74,473
COASTAL FINL CORP WA	COM NEW	19046P209	1,215	79,773	SH		DFND	2,20	59,248	0	20,525
COCA COLA BOTTLING CO CONS	COM	191098102	23,163	130,582	SH		DFND	2,5,8,20	113,776	0	16,806
COCA COLA CO	COM	191216100	8,012,641	169,221,560	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	144,661,679	2,311,253	22,248,628
COCA COLA EUROPEAN PARTNERS	SHS	G25839104	124,634	2,718,296	SH		DFND	2,5,6,8,10,11,12,13,19,20	1,605,789	50,322	1,062,185
COCA COLA FEMSA S A B DE C V	SPON ADR REP L	191241108	334	5,490	SH		DFND	8,13,20	4,100	0	1,390
CODEXIS INC	COM	192005106	17,008	1,018,420	SH		DFND	2,5,8,20	825,898	0	192,522
CODORUS VY BANCORP INC	COM	192025104	3,404	160,172	SH		DFND	2,5,20	133,560	0	26,612
COEUR MNG INC	COM NEW	192108504	33,352	7,461,274	SH		DFND	2,5,8,20	6,864,425	3,121	593,728
COGENT COMMUNICATIONS HLDGS	COM NEW	19239V302	54,550	1,206,583	SH		DFND	2,5,8,20	1,060,388	252	145,943
COGNEX CORP	COM	192422103	196,062	5,070,126	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,424,301	171,671	474,154
500 COM LTD	SPON ADR REP A	33829R100	648	85,481	SH		DFND	2,5,20	85,481	0	0
AEROJET ROCKETDYNE HLDGS INC	COM	007800105	111,358	3,160,886	SH		DFND	2,5,8,20	2,921,690	2,255	236,941
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	1,423,780	22,428,790	SH		DFND	2,5,6,8,10,11,12,13,19,20	19,490,623	567,409	2,370,758
COHBAR INC	COM	19249J109	1,004	322,958	SH		DFND	2,20	234,658	0	88,300
COHEN & STEERS INC	COM	19247A100	18,106	527,554	SH		DFND	2,5,8,20	422,090	0	105,464
COHERENT INC	COM	192479103	61,860	585,185	SH		DFND	2,5,6,8,11,13,20	551,046	200	33,939
COHERUS BIOSCIENCES INC	COM	19249H103	23,929	2,644,123	SH		DFND	2,5,8,20	2,471,147	0	172,976
COHU INC	COM	192576106	18,920	1,172,971	SH		DFND	2,5,8,20	1,029,677	577	142,717
COLFAX CORP	COM	194014106	23,280	1,113,882	SH		DFND	2,5,8,13,20	994,865	700	118,317
COLGATE PALMOLIVE CO	COM	194162103	3,270,938	54,955,283	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	34,665,804	16,709,069	3,580,410
COLLEGIUM PHARMACEUTICAL INC	COM	19459J104	10,948	637,612	SH		DFND	2,5,20	546,482	0	91,130
COLONY CAP INC NEW	CL A COM	19626G108	38,873	8,117,805	SH		DFND	2,5,8,10,13,20	6,860,912	132,108	1,124,785
AEROVIRONMENT INC	COM	008073108	81,007	1,192,157	SH		DFND	2,5,8,20	1,115,581	0	76,576
COLONY CAP INC NEW	NOTE 3.875% 1/1	19624RAB2	12,410	13,050,000	SH		DFND	2,5	13,050,000	0	0
COLONY CR REAL ESTATE INC	COM CL A	19625T101	25,235	1,583,675	SH		DFND	2,5,8,20	1,323,553	0	260,122
COLUMBIA BKG SYS INC	COM	197236102	102,235	2,817,164	SH		DFND	2,5,8,20	2,524,305	1,262	291,597
COLUMBIA FINL INC	COM	197641103	13,051	853,556	SH		DFND	2,20	702,598	0	150,958
COLUMBIA PPTY TR INC	COM NEW	198287203	65,624	3,357,752	SH		DFND	2,5,8,10,12,13,20	3,038,628	28,711	290,413
COLUMBIA SPORTSWEAR CO	COM	198516106	31,689	376,847	SH		DFND	2,5,8,20	336,173	788	39,886
COLUMBUS MCKINNON CORP N Y	COM	199333105	12,571	417,093	SH		DFND	2,5,8,20	346,438	612	70,043
COMCAST CORP NEW	CL A	20030N101	5,575,106	162,828,152	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	140,711,069	3,382,593	18,734,490
COMERICA INC	COM	200340107	571,867	8,251,291	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	7,443,330	134,903	673,058
COMFORT SYS USA INC	COM	199908104	45,176	1,034,254	SH		DFND	2,5,8,20	886,356	0	147,898
AES CORP	COM	00130H105	490,704	33,935,278	SH		DFND	2,5,6,8,10,11,12,13,19,20	28,942,729	389,869	4,602,680
COMMERCE BANCSHARES INC	COM	200525103	322,515	5,721,389	SH		DFND	2,5,6,8,11,12,13,19,20	5,582,959	1,082	137,348
COMMERCIAL METALS CO	COM	201723103	80,485	5,024,050	SH		DFND	2,5,6,8,11,12,20	4,455,902	768	567,380
COMMERCIAL VEH GROUP INC	COM	202608105	2,646	464,157	SH		DFND	2,5,20	377,821	0	86,336
COMMSCOPE HLDG CO INC	COM	20337X109	68,614	4,186,304	SH		DFND	2,5,6,8,10,12,13,19,20	3,217,643	124,195	844,466
COMMUNITY BANKERS TR CORP	COM	203612106	2,297	318,099	SH		DFND	2,20	266,954	0	51,145
COMMUNITY BK SYS INC	COM	203607106	235,004	4,007,124	SH		DFND	2,5,8,20	3,772,430	375	234,319
COMMUNITY FINL CORP MD	COM	20368X101	1,894	64,762	SH		DFND	2,20	54,718	0	10,044
COMMUNITY HEALTH SYS INC NEW	COM	203668108	9,589	3,400,375	SH		DFND	1,2,5,8,20	3,062,472	3,578	334,325
COMMUNITY HEALTH SYS INC NEW	RIGHT 12/31/2019	203668116	0	82,187	SH		DFND	1,20	82,187	0	0
COMMUNITY HEALTHCARE TR INC	COM	20369C106	15,392	533,883	SH		DFND	2,5,8,20	465,095	0	68,788
AEVI GENOMIC MEDICINE INC	COM	00835P105	12	17,213	SH		DFND	20	17,213	0	0
COMMUNITY TR BANCORP INC	COM	204149108	14,418	360,805	SH		DFND	2,5,8,10,20	293,076	0	67,729
COMMVAULT SYSTEMS INC	COM	204166102	72,528	1,227,422	SH		DFND	2,5,6,8,11,13,20	1,097,796	486	129,140
COMPANHIA BRASILEIRA DE DIST	SPN ADR PFD CL A	20440T201	12,970	624,452	SH		DFND	1,2,5,10,13,20	543,359	68,114	12,979
COMPANHIA DE SANEAMENTO BASI	SPONSORED ADR	20441A102	18,300	2,267,698	SH		DFND	2,5,10,13,19,20	2,030,751	152,446	84,501
COMPANHIA ENERGETICA DE MINA	SP ADR N-V PFD	204409601	13,016	3,543,079	SH		DFND	2,5,10,20	3,110,785	376,356	55,938
COMPANHIA PARANAENSE ENERG C	SPON ADR PFD	20441B407	3,823	474,080	SH		DFND	2,5,13,20	376,380	0	97,700
COMPANHIA SIDERURGICA NACION	SPONSORED ADR	20440W105	6,207	2,834,048	SH		DFND	2,5,10,20	2,543,998	248,850	41,200
COMPANIA CERVECERIAS UNIDAS	SPONSORED ADR	204429104	8,714	341,719	SH		DFND	2,5,8,13,20	336,936	0	4,783
COMPANIA DE MINAS BUENAVENTU	SPONSORED ADR	204448104	97,233	5,994,638	SH		DFND	1,2,5,6,8,10,12,13,19,20	2,837,820	87,200	3,069,618
COMPASS DIVERSIFIED HOLDINGS	SH BEN INT	20451Q104	1,013	81,326	SH		DFND	2	81,326	0	0
AFFILIATED MANAGERS GROUP	COM	008252108	262,906	2,698,137	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,402,842	49,078	246,217
COMPASS MINERALS INTL INC	COM	20451N101	70,815	1,698,609	SH		DFND	2,5,6,8,11,20	1,522,246	1,095	175,268
COMPUTER PROGRAMS & SYS INC	COM	205306103	7,734	308,114	SH		DFND	2,5,8,20	271,227	100	36,787
COMSCORE INC	COM	20564W105	957	66,300	SH		DFND	20	66,300	0	0
COMSTOCK RES INC	COM	205768302	182	40,206	SH		DFND	2,20	40,206	0	0
COMTECH TELECOMMUNICATIONS C	COM NEW	205826209	17,800	731,288	SH		DFND	2,5,8,20	648,537	371	82,380
CONAGRA BRANDS INC	COM	205887102	465,299	21,783,676	SH		DFND	2,5,6,8,10,11,12,13,19,20	18,541,667	364,201	2,877,808
CONATUS PHARMACEUTICALS INC	COM	20600T108	66	38,152	SH		DFND	2,20	38,152	0	0
CONCERT PHARMACEUTICALS INC	COM	206022105	5,579	444,510	SH		DFND	2,5,10,20	372,097	0	72,413
CONCHO RES INC	COM	20605P101	1,022,487	9,947,336	SH		DFND	2,5,6,8,10,11,12,13,19,20	8,958,306	131,635	857,395
CONDUENT INC	COM	206787103	27,748	2,610,377	SH		DFND	1,2,5,8,12,13,20	2,348,814	4,381	257,182
AFLAC INC	COM	001055102	1,840,333	40,393,623	SH		DFND	2,5,6,8,10,11,12,13,19,20	35,692,795	955,038	3,745,790
CONFORMIS INC	COM	20717E101	11	30,727	SH		DFND	20	30,727	0	0
CONMED CORP	COM	207410101	64,358	999,519	SH		DFND	2,5,8,10,20	769,091	100	230,328
CONNECTICUT WTR SVC INC	COM	207797101	16,209	242,396	SH		DFND	2,5,8,20	203,632	822	37,942
CONNECTONE BANCORP INC NEW	COM	20786W107	14,136	765,323	SH		DFND	2,5,8,20	676,959	0	88,364
CONNS INC	COM	208242107	12,605	668,360	SH		DFND	2,5,8,20	604,933	1,000	62,427
CONOCOPHILLIPS	COM	20825C104	3,496,894	56,084,905	SH		DFND	2,5,6,8,10,11,12,13,19,20	50,614,562	840,318	4,630,025
CONSOL ENERGY INC NEW	COM	20854L108	37,571	1,184,823	SH		DFND	2,5,10,20	1,095,852	255	88,716
CONSOLIDATED COMM HLDGS INC	COM	209034107	20,261	2,050,700	SH		DFND	2,5,8,20	1,799,905	1,045	249,750
CONSOLIDATED EDISON INC	COM	209115104	1,565,911	20,480,128	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	18,194,646	386,232	1,899,250
CONSOLIDATED TOMOKA LD CO	COM	210226106	3,845	73,237	SH		DFND	2,5,20	61,650	0	11,587
AG MTG INVT TR INC	COM	001228105	13,153	800,678	SH		DFND	2,5,8,10,20	669,833	2,400	128,445
CONSOLIDATED WATER CO INC	ORD	G23773107	2,404	204,703	SH		DFND	2,20	160,863	0	43,840
CONSTELLATION BRANDS INC	CL A	21036P108	1,110,939	6,907,964	SH		DFND	2,5,6,8,10,12,13,19,20	5,992,400	100,133	815,431
CONSTELLATION PHARMCETICLS I	COM	210373106	68	16,894	SH		DFND	2,20	9,594	0	7,300
CONSTELLIUM NV	CL A	N22035104	4,594	657,172	SH		DFND	2,5,8,12,20	542,472	0	114,700
CONTAINER STORE GROUP INC	COM	210751103	1,408	295,130	SH		DFND	2,20	256,055	0	39,075
CONTANGO OIL & GAS COMPANY	COM NEW	21075N204	33	10,228	SH		DFND	5,20	10,228	0	0
CONTINENTAL BLDG PRODS INC	COM	211171103	20,146	791,610	SH		DFND	2,5,8,10,20	631,731	0	159,879
CONTINENTAL RESOURCES INC	COM	212015101	127,923	3,182,944	SH		DFND	2,5,6,8,10,12,13,19,20	2,587,523	97,542	497,879
CONTRAFECT CORP	COM	212326102	107	69,886	SH		DFND	2,20	69,886	0	0
CONTROL4 CORP	COM	21240D107	12,591	715,397	SH		DFND	2,5,8,20	612,152	0	103,245
AGCO CORP	COM	001084102	133,259	2,393,737	SH		DFND	2,5,6,8,11,12,13,19,20	2,171,845	3,313	218,579
CONTURA ENERGY INC	COM	21241B100	224	3,400	SH		DFND	20	3,400	0	0
CONVERGEONE HLDGS INC	COM CL A	212481105	4,856	392,246	SH		DFND	2,20	297,836	0	94,410
COOPER COS INC	COM NEW	216648402	613,785	2,411,730	SH		DFND	2,5,6,8,10,11,12,13,19,20	2,151,092	45,395	215,243
COOPER STD HLDGS INC	COM	21676P103	31,735	510,861	SH		DFND	2,5,8,20	425,155	0	85,706
COOPER TIRE & RUBR CO	COM	216831107	50,904	1,574,507	SH		DFND	2,5,8,20	1,331,466	33	243,008
COPA HOLDINGS SA	CL A	P31076105	72,944	926,748	SH		DFND	2,5,13,19,20	891,701	0	35,047
COPART INC	COM	217204106	390,028	8,162,998	SH		DFND	2,5,6,8,10,11,12,13,19,20	6,996,787	318,313	847,898
CORBUS PHARMACEUTICALS HLDGS	COM	21833P103	5,163	884,115	SH		DFND	2,5,20	722,396	0	161,719
CORCEPT THERAPEUTICS INC	COM	218352102	39,310	2,942,351	SH		DFND	2,5,8,20	2,594,299	0	348,052
CORE LABORATORIES N V	COM	N22717107	49,413	827,842	SH		DFND	2,5,6,8,11,12,13,19,20	703,393	1,300	123,149
AGENUS INC	COM NEW	00847G705	3,612	1,517,708	SH		DFND	2,5,20	1,295,258	0	222,450
CORE MARK HOLDING CO INC	COM	218681104	29,045	1,249,267	SH		DFND	2,5,8,12,20	1,122,767	1,600	124,900
CORECIVIC INC	COM	21871N101	67,584	3,701,791	SH		DFND	2,5,6,8,10,11,12,13,20	3,361,325	657	339,809
CORELOGIC INC	COM	21871D103	67,529	2,020,616	SH		DFND	2,5,6,8,11,13,20	1,811,221	1,306	208,089
CORENERGY INFRASTRUCTURE TR	COM NEW	21870U502	8,984	271,594	SH		DFND	2,5,20	238,422	0	33,172
COREPOINT LODGING INC	COM	21872L104	15,713	1,262,332	SH		DFND	2,5,8,20	1,108,003	0	154,329
CORESITE RLTY CORP	COM	21870Q105	82,393	932,894	SH		DFND	2,5,6,8,11,20	832,789	800	99,305
CORINDUS VASCULAR ROBOTICS I	COM	218730109	121	143,572	SH		DFND	2,20	143,572	0	0
CORMEDIX INC	COM	21900C100	88	68,247	SH		DFND	20	68,247	0	0
CORNERSTONE ONDEMAND INC	COM	21925Y103	61,958	1,228,589	SH		DFND	2,5,8,20	916,277	1,700	310,612
CORNING INC	COM	219350105	1,109,232	36,717,393	SH		DFND	2,5,6,8,10,11,12,13,19,20	32,161,002	602,931	3,953,460
AGEX THERAPEUTICS INC	COM	00848H108	699	233,764	SH		DFND	2,5,20	211,896	0	21,868
CORPORACION AMER ARPTS S A	COM	L1995B107	204	30,703	SH		DFND	2	30,703	0	0
CORPORATE OFFICE PPTYS TR	SH BEN INT	22002T108	88,539	4,156,077	SH		DFND	1,2,5,6,8,10,11,13,20	3,832,613	23,995	299,469
CORVEL CORP	COM	221006109	18,664	302,400	SH		DFND	2,5,8,10,20	260,900	0	41,500
CORVUS PHARMACEUTICALS INC	COM	221015100	748	203,776	SH		DFND	2,20	156,124	0	47,652
COSAN LTD	SHS A	G25343107	2,761	313,767	SH		DFND	2,5,12,20	313,767	0	0
COSTAMARE INC	SHS	Y1771G102	3,977	905,861	SH		DFND	2,5,10,20	770,528	0	135,333
COSTAR GROUP INC	COM	22160N109	231,279	685,596	SH		DFND	2,5,6,8,10,12,13,19,20	573,527	24,473	87,596
COSTCO WHSL CORP NEW	COM	22160K105	3,606,215	17,702,692	SH		DFND	2,5,6,8,10,11,12,13,19,20	15,366,328	510,145	1,826,219
COTT CORP QUE	COM	22163N106	2,398	172,056	SH		DFND	2,20	100	0	171,956
COTY INC	COM CL A	222070203	126,706	19,314,990	SH		DFND	2,5,6,8,10,11,12,13,19,20	16,773,112	261,282	2,280,596
51JOB INC	SP ADR REP COM	316827104	29,364	470,269	SH		DFND	2,5,6,8,10,11,12,13,19,20	365,003	11,400	93,866
AGILENT TECHNOLOGIES INC	COM	00846U101	866,736	12,817,108	SH		DFND	2,5,6,8,10,11,12,13,19,20	11,140,127	231,366	1,445,615
COUNTY BANCORP INC	COM	221907108	1,170	67,335	SH		DFND	2,20	57,066	0	10,269
COUPA SOFTWARE INC	COM	22266L106	66,659	1,060,441	SH		DFND	2,5,8,20	890,941	600	168,900
COUSINS PPTYS INC	COM	222795106	170,302	21,557,174	SH		DFND	2,5,6,8,10,11,19,20	18,640,568	98,057	2,818,549
COVANTA HLDG CORP	COM	22282E102	32,506	2,378,337	SH		DFND	2,5,8,20	2,009,904	3,914	364,519
COVENANT TRANSN GROUP INC	CL A	22284P105	4,577	238,401	SH		DFND	2,5,20	184,359	0	54,042
COVIA HLDGS CORP	COM	22305A103	2,049	599,027	SH		DFND	2,5,8,20	500,294	0	98,733
COWEN INC	CL A NEW	223622606	7,728	579,305	SH		DFND	2,5,8,20	472,527	0	106,778
CRA INTL INC	COM	12618T105	7,936	186,503	SH		DFND	2,5,20	145,213	0	41,290
CRACKER BARREL OLD CTRY STOR	COM	22410J106	111,894	699,951	SH		DFND	2,5,6,8,10,11,13,20	617,521	285	82,145
CRAFT BREW ALLIANCE INC	COM	224122101	3,325	232,353	SH		DFND	2,5,13,20	186,121	0	46,232
AGILYSYS INC	COM	00847J105	6,448	449,637	SH		DFND	2,5,20	401,487	0	48,150
CRANE CO	COM	224399105	91,393	1,266,176	SH		DFND	2,5,6,8,11,13,20	1,104,157	622	161,397
CRAWFORD & CO	CL A	224633206	189	21,189	SH		DFND	20	21,189	0	0
CRAWFORD & CO	CL B	224633107	2,257	250,801	SH		DFND	2,5,6,20	215,022	0	35,779
CRAY INC	COM NEW	225223304	23,772	1,101,056	SH		DFND	2,5,8,20	965,391	1,400	134,265
CREDICORP LTD	COM	G2519Y108	517,975	2,336,693	SH		DFND	2,5,6,8,10,12,13,19,20	1,106,914	30,700	1,199,079
CREDIT ACCEP CORP MICH	COM	225310101	55,572	145,569	SH		DFND	2,5,8,13,20	128,463	183	16,923
CREDIT SUISSE GROUP	SPONSORED ADR	225401108	2,250	207,149	SH		DFND	1,20	207,149	0	0
CREE INC	COM	225447101	140,889	3,293,712	SH		DFND	2,5,6,8,11,13,20	2,980,096	1,660	311,956
CRH PLC	ADR	12626K203	688	26,105	SH		DFND	1,20	26,105	0	0
CRINETICS PHARMACEUTICALS IN	COM	22663K107	3,093	103,148	SH		DFND	2,20	85,148	0	18,000
AGIOS PHARMACEUTICALS INC	COM	00847X104	75,894	1,645,928	SH		DFND	2,5,8,13,20	1,567,889	1,000	77,039
CRISPR THERAPEUTICS AG	NAMEN AKT	H17182108	753	26,353	SH		DFND	2,5,8,20	23,253	0	3,100
CRITEO S A	SPONS ADS	226718104	2,990	131,585	SH		DFND	1,2,5,20	131,585	0	0
CROCS INC	COM	227046109	48,140	1,852,955	SH		DFND	2,5,8,20	1,600,063	3,168	249,724
CROSS CTRY HEALTHCARE INC	COM	227483104	8,919	1,216,799	SH		DFND	2,5,8,20	1,099,303	0	117,496
CROWN CASTLE INTL CORP NEW	6.875% CON PFD A	22822V309	46,250	43,950	SH		DFND	2	43,950	0	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	1,851,930	17,048,056	SH		DFND	2,5,6,8,10,11,12,13,19,20	14,097,107	907,204	2,043,745
CROWN HOLDINGS INC	COM	228368106	108,484	2,609,662	SH		DFND	2,5,6,8,10,12,13,19,20	2,051,934	74,525	483,203
CRYOLIFE INC	COM	228903100	31,219	1,100,030	SH		DFND	2,5,8,20	978,075	0	121,955
CRYOPORT INC	COM PAR $0.001	229050307	4,709	426,913	SH		DFND	2,5,20	343,713	0	83,200
CSG SYS INTL INC	COM	126349109	35,690	1,123,380	SH		DFND	2,5,8,10,20	908,112	20	215,248
AGNC INVT CORP	COM	00123Q104	326,923	18,458,058	SH		DFND	2,5,6,8,10,12,13,19,20	13,266,633	636,681	4,554,744
CSS INDS INC	COM	125906107	1,071	119,453	SH		DFND	2,20	119,453	0	0
CSW INDUSTRIALS INC	COM	126402106	14,829	306,707	SH		DFND	2,5,8,10,20	255,779	0	50,928
CSX CORP	COM	126408103	1,987,013	31,981,532	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	27,796,212	830,025	3,355,295
CTI BIOPHARMA CORP	COM NEW	12648L601	677	922,844	SH		DFND	2,20	662,475	0	260,369
CTRIP COM INTL LTD	AMERICAN DEP SHS	22943F100	206,084	7,615,831	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	5,902,436	261,471	1,451,924
CTRIP COM INTL LTD	NOTE 1.000% 7/0	22943FAF7	22,202	23,850,000	SH		DFND	2,5	23,850,000	0	0
CTRIP COM INTL LTD	NOTE 1.250% 9/1	22943FAM2	31,567	32,505,000	SH		DFND	2,5	32,505,000	0	0
CTRIP COM INTL LTD	NOTE 1.990% 7/0	22943FAH3	12,321	12,665,000	SH		DFND	2,5	12,665,000	0	0
CTS CORP	COM	126501105	23,470	905,135	SH		DFND	2,5,8,20	786,952	1,122	117,061
CUBESMART	COM	229663109	168,030	5,793,307	SH		DFND	2,5,8,10,12,13,19,20	5,213,583	42,694	537,030
AGNICO EAGLE MINES LTD	COM	008474108	263	6,500	SH		DFND	8,20	700	5,800	0
CUBIC CORP	COM	229669106	61,643	1,147,067	SH		DFND	2,5,8,20	1,053,152	566	93,349
CUE BIOPHARMA INC	COM	22978P106	1,289	274,358	SH		DFND	2,20	214,258	0	60,100
CULLEN FROST BANKERS INC	COM	229899109	400,139	4,550,141	SH		DFND	2,5,6,8,11,12,13,20	4,415,195	3,910	131,036
CULP INC	COM	230215105	3,862	203,272	SH		DFND	2,5,20	172,095	0	31,177
CUMMINS INC	COM	231021106	1,422,073	10,641,075	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	5,694,388	4,219,039	727,648
CURIS INC	COM NEW	231269200	9	12,988	SH		DFND	20	12,288	0	700
CURO GROUP HLDGS CORP	COM	23131L107	1,861	196,130	SH		DFND	2,20	157,360	0	38,770
CURTISS WRIGHT CORP	COM	231561101	153,883	1,506,886	SH		DFND	2,5,6,8,11,13,20	1,444,504	413	61,969
CUSHMAN WAKEFIELD PLC	SHS	G2717B108	11,062	764,497	SH		DFND	2,8,20	627,239	0	137,258
CUSTOMERS BANCORP INC	COM	23204G100	22,273	1,223,772	SH		DFND	2,5,8,20	1,124,422	0	99,350
AGREE REALTY CORP	COM	008492100	61,601	1,033,473	SH		DFND	2,5,8,10,20	877,429	7,400	148,644
CUTERA INC	COM	232109108	6,084	357,454	SH		DFND	2,5,20	317,060	0	40,394
CVB FINL CORP	COM	126600105	101,466	5,015,617	SH		DFND	2,5,8,20	4,454,827	631	560,159
CVR ENERGY INC	COM	12662P108	45,720	1,325,989	SH		DFND	2,5,8,13,20	1,255,454	7,700	62,835
CVS HEALTH CORP	COM	126650100	3,813,272	58,200,123	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	46,264,856	6,310,148	5,625,119
CYBERARK SOFTWARE LTD	SHS	M2682V108	14,393	194,134	SH		DFND	2,5,8,10,20	150,234	500	43,400
CYBEROPTICS CORP	COM	232517102	229	12,968	SH		DFND	2,20	12,968	0	0
CYMABAY THERAPEUTICS INC	COM	23257D103	10,092	1,282,395	SH		DFND	2,5,20	1,088,875	0	193,520
CYPRESS SEMICONDUCTOR CORP	COM	232806109	114,957	8,960,685	SH		DFND	2,5,6,8,11,13,20	8,460,179	3,358	497,148
CYRUSONE INC	COM	23283R100	172,474	3,234,038	SH		DFND	2,5,6,8,10,11,19,20	2,911,570	25,000	297,468
CYTOKINETICS INC	COM NEW	23282W605	12,109	1,915,962	SH		DFND	2,5,20	1,692,380	0	223,582
AGROFRESH SOLUTIONS	COM	00856G109	2,115	558,123	SH		DFND	2,5,20	482,693	0	75,430
CYTOMX THERAPEUTICS INC	COM	23284F105	23,253	1,539,950	SH		DFND	2,5,8,10,20	1,381,487	0	158,463
CYTOSORBENTS CORP	COM NEW	23283X206	3,799	470,195	SH		DFND	2,5,20	375,635	0	94,560
D R HORTON INC	COM	23331A109	522,879	15,085,957	SH		DFND	2,5,6,8,10,11,12,13,19,20	13,198,004	245,709	1,642,244
DAILY JOURNAL CORP	COM	233912104	4,286	18,317	SH		DFND	2,5,20	15,271	0	3,046
DAKTRONICS INC	COM	234264109	7,470	1,009,440	SH		DFND	2,5,8,20	889,115	1,057	119,268
DANA INCORPORATED	COM	235825205	61,318	4,498,731	SH		DFND	2,5,6,8,11,12,13,20	4,033,665	2,077	462,989
DANAHER CORP DEL	COM	235851102	2,552,018	24,709,662	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	21,543,673	432,224	2,733,765
DANAHER CORP DEL	DBCV 1/2	235851AF9	102	26,000	SH		DFND	1	26,000	0	0
DAQO NEW ENERGY CORP	SPNSRD ADR NEW	23703Q203	5,786	247,276	SH		DFND	2,5,13,20	141,376	0	105,900
DARDEN RESTAURANTS INC	COM	237194105	575,885	5,766,927	SH		DFND	2,5,6,8,10,11,12,13,19,20	4,740,838	201,918	824,171
AIMMUNE THERAPEUTICS INC	COM	00900T107	45,642	1,908,094	SH		DFND	2,5,8,20	1,769,123	0	138,971
DARLING INGREDIENTS INC	COM	237266101	99,513	5,172,198	SH		DFND	2,5,8,12,20	3,946,786	1,184	1,224,228
DASAN ZHONE SOLUTIONS INC	COM NEW	23305L206	731	52,586	SH		DFND	2,20	39,186	0	13,400
DASEKE INC	COM	23753F107	2,604	707,712	SH		DFND	2,5,20	593,164	0	114,548
DAVE & BUSTERS ENTMT INC	COM	238337109	50,583	1,131,397	SH		DFND	2,5,8,10,20	954,016	0	177,381
DAVITA INC	COM	23918K108	320,695	6,231,927	SH		DFND	2,5,6,8,10,11,12,13,19,20	5,173,397	93,825	964,705
DAWSON GEOPHYSICAL CO NEW	COM	239360100	1,035	306,287	SH		DFND	2,20	253,187	0	53,100
DEAN FOODS CO NEW	COM NEW	242370203	10,635	2,791,382	SH		DFND	2,5,8,12,20	2,474,732	2,830	313,820
DECIPHERA PHARMACEUTICALS IN	COM	24344T101	12,366	589,153	SH		DFND	2,20	563,125	0	26,028
DECKERS OUTDOOR CORP	COM	243537107	122,812	959,843	SH		DFND	2,5,6,8,10,11,12,20	813,443	293	146,107
DEERE & CO	COM	244199105	1,854,250	12,367,246	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	10,858,004	209,750	1,299,492
AIR LEASE CORP	CL A	00912X302	39,775	1,311,090	SH		DFND	2,5,8,13,20	1,178,272	1,500	131,318
DEL FRISCOS RESTAURANT GROUP	COM	245077102	3,381	472,871	SH		DFND	2,5,20	377,509	0	95,362
DEL TACO RESTAURANTS INC	COM	245496104	6,233	623,878	SH		DFND	2,5,20	536,969	0	86,909
DELEK US HLDGS INC NEW	COM	24665A103	93,209	2,867,086	SH		DFND	2,5,8,12,20	2,608,913	1,400	256,773
DELL TECHNOLOGIES INC	CL C	24703L202	183,878	3,762,593	SH		DFND	2,5,6,8,10,12,13,19,20	3,107,708	107,487	547,398
DELPHI TECHNOLOGIES PLC	SHS	G2709G107	17,246	1,204,344	SH		DFND	2,5,6,8,11,12,13,20	1,180,752	4,049	19,543
DELTA AIR LINES INC DEL	COM NEW	247361702	1,062,871	21,300,028	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	19,044,110	201,406	2,054,512
DELUXE CORP	COM	248019101	56,070	1,458,638	SH		DFND	2,5,6,8,11,20	1,282,381	7,967	168,290
DENALI THERAPEUTICS INC	COM	24823R105	31,477	1,523,584	SH		DFND	2,5,8,20	1,384,501	0	139,083
DENBURY RES INC	COM NEW	247916208	61,777	36,126,785	SH		DFND	2,5,10,20	34,301,053	140,835	1,684,897
DENNYS CORP	COM	24869P104	20,169	1,244,214	SH		DFND	2,5,8,20	1,045,535	0	198,679
AIR PRODS & CHEMS INC	COM	009158106	1,668,348	10,353,122	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	9,296,460	155,258	901,404
DENTSPLY SIRONA INC	COM	24906P109	340,765	9,136,373	SH		DFND	2,5,6,8,10,11,12,13,19,20	8,010,515	161,781	964,077
DERMIRA INC	COM	24983L104	6,301	876,294	SH		DFND	2,5,8,20	748,653	0	127,641
DESTINATION XL GROUP INC	COM	25065K104	48	22,082	SH		DFND	20	22,082	0	0
DEVON ENERGY CORP NEW	COM	25179M103	553,811	24,570,154	SH		DFND	1,2,5,6,8,10,11,12,13,19,20	22,348,967	351,254	1,869,933
DEXCOM INC	COM	252131107	201,805	1,684,512	SH		DFND	2,5,6,8,10,12,13,19,20	1,388,144	48,957	247,411
DEXCOM INC	NOTE 0.750% 5/1	252131AF4	16,267	12,085,000	SH		DFND	2,5	12,085,000	0	0
DHI GROUP INC	COM	23331S100	51	33,775	SH		DFND	20	33,775	0	0
DHT HOLDINGS INC	SHS NEW	Y2065G121	6,187	1,578,442	SH		DFND	2,5,20	1,274,968	0	303,474
DIAGEO P L C	SPON ADR NEW	25243Q205	4,557	32,134	SH		DFND	1,20	32,134	0	0
DIAMOND HILL INVESTMENT GROU	COM NEW	25264R207	9,644	64,527	SH		DFND	2,5,8,20	54,658	0	9,869