The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE

OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8

COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
1-800-FLOWERS.COM INC-CL A CL A 68243Q106 5,977 327,872 SH   DFND 1 326,447 0 1,425
1-800-FLOWERS.COM INC-CL A CL A 68243Q106 239 13,111 SH   DFND 1 2 13,111 0 0
1ST CONSTITUTION BANCORP COM 31986N102 1,354 76,237 SH   DFND 1 76,237 0 0
1ST SOURCE CORP COM 336901103 10,433 232,323 SH   DFND 1 232,323 0 0
21VIANET GROUP INC-ADR SPONSORED ADS A 90138A103 316 39,828 SH   DFND 1 39,828 0 0
22ND CENTURY GROUP INC COM 90137F103 2,206 1,290,535 SH   DFND 1 1,290,535 0 0
2U INC COM 90214J101 42,348 597,727 SH   DFND 1 597,727 0 0
3D SYSTEMS CORP COM NEW 88554D205 13,727 1,275,826 SH   DFND 1 1,275,826 0 0
3M CO COM 88579Y101 1,750,773 8,436,780 SH   DFND 1 8,406,777 0 30,003
3PEA INTERNATIONAL INC COM 88579C109 1,546 194,509 SH   DFND 1 194,509 0 0
51JOB INC-ADR SPONSORED ADS 316827104 5,869 75,711 SH   DFND 1 75,483 0 228
58.COM INC-ADR SPON ADR REP A 31680Q104 12,646 193,911 SH   DFND 1 193,673 0 238
8X8 INC COM 282914100 22,942 1,135,766 SH   DFND 1 1,135,766 0 0
A H BELO CORP-A COM CL A 001282102 380 102,236 SH   DFND 1 102,236 0 0
A10 NETWORKS INC COM 002121101 4,342 612,504 SH   DFND 1 612,504 0 0
A10 NETWORKS INC COM 002121101 113 16,036 SH   DFND 1 2 16,036 0 0
AAC HOLDINGS INC COM 000307108 223 121,220 SH   DFND 1 121,220 0 0
AAON INC COM PAR $0.004 000360206 23,740 514,091 SH   DFND 1 514,091 0 0
AAR CORP COM 000361105 16,013 492,572 SH   DFND 1 492,572 0 0
AAR CORP COM 000361105 287 8,836 SH   DFND 1 2 8,836 0 0
AARON'S INC COM PAR $0.50 002535300 47,415 901,440 SH   DFND 1 888,853 0 12,587
ABB LTD-SPON ADR SPONSORED ADR 000375204 1,792 95,000 SH   DFND 1 2 95,000 0 0
ABB LTD-SPON ADR SPONSORED ADR 000375204 347 18,398 SH   DFND 1 14,496 0 3,902
ABBOTT LABORATORIES COM 002824100 1,911,140 23,945,879 SH   DFND 1 23,854,369 0 91,510
ABBVIE INC COM 00287Y109 1,721,191 21,388,744 SH   DFND 1 21,312,369 0 76,375
ABBVIE INC COM 00287Y109 1,292 16,044 SH   DFND 1 2 16,044 0 0
ABEONA THERAPEUTICS INC COM 00289Y107 2,791 379,319 SH   DFND 1 379,319 0 0
ABERCROMBIE & FITCH CO-CL A CL A 002896207 22,112 806,723 SH   DFND 1 806,320 0 403
ABERCROMBIE & FITCH CO-CL A CL A 002896207 480 17,534 SH   DFND 1 2 17,534 0 0
ABERDEEN ASIA-PAC INCOME FD COM 003009107 559 132,260 SH   DFND 1 2 132,260 0 0
ABERDEEN EM MRKT EQTY INC COM 00301W105 145 20,015 SH   DFND 1 2 20,015 0 0
ABERDEEN GLBL DYN DIVID COM 00302M106 1,023 108,055 SH   DFND 1 2 108,055 0 0
ABERDEEN JAPAN EQUITY FUND I COM 00306J109 360 51,793 SH   DFND 1 2 51,793 0 0
ABERDEEN TTL DYN DIVID COM SH BEN INT 00326L100 431 52,324 SH   DFND 1 2 52,324 0 0
ABIOMED INC COM 003654100 179,358 629,112 SH   DFND 1 626,804 0 2,308
ABIOMED INC COM 003654100 37 133 SH   DFND 1 2 133 0 0
ABM INDUSTRIES INC COM 000957100 27,280 750,501 SH   DFND 1 750,501 0 0
ABRAXAS PETROLEUM CORP COM 003830106 2,604 2,083,280 SH   DFND 1 2,083,280 0 0
AC IMMUNE SA SHS H00263105 268 53,164 SH   DFND 1 53,164 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 20,293 353,845 SH   DFND 1 353,845 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 357 6,234 SH   DFND 1 2 6,234 0 0
ACACIA RESEARCH CORP ACACIA TCH COM 003881307 1,854 568,929 SH   DFND 1 568,929 0 0
ACADIA HEALTHCARE CO INC COM 00404A109 28,669 978,140 SH   DFND 1 961,583 0 16,557
ACADIA PHARMACEUTICALS INC COM 004225108 38,171 1,421,663 SH   DFND 1 1,421,663 0 0
ACADIA REALTY TRUST COM SH BEN INT 004239109 32,651 1,197,355 SH   DFND 1 1,197,355 0 0
ACASTI PHARMA INC CL A NEW 00430K402 49 48,665 SH   DFND 1 48,665 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 6,971 331,642 SH   DFND 1 331,448 0 194
ACCELERON PHARMA INC COM 00434H108 25,207 541,282 SH   DFND 1 541,282 0 0
ACCENTURE PLC-CL A SHS CLASS A G1151C101 1,671,477 9,508,145 SH   DFND 1 9,474,927 0 33,218
ACCO BRANDS CORP COM 00081T108 10,643 1,243,352 SH   DFND 1 1,243,352 0 0
ACCO BRANDS CORP COM 00081T108 1,163 135,978 SH   DFND 1 2 135,978 0 0
ACCURAY INC COM 004397105 5,084 1,065,901 SH   DFND 1 1,065,901 0 0
ACELRX PHARMACEUTICALS INC COM 00444T100 2,159 620,557 SH   DFND 1 620,557 0 0
ACER THERAPEUTICS INC COM 00444P108 868 35,736 SH   DFND 1 35,736 0 0
ACHAOGEN INC COM 004449104 171 375,779 SH   DFND 1 375,779 0 0
ACHIEVE LIFE SCIENCES INC COM NEW 004468203 114 35,389 SH   DFND 1 35,389 0 0
ACHILLION PHARMACEUTICALS COM 00448Q201 5,174 1,748,069 SH   DFND 1 1,748,069 0 0
ACI WORLDWIDE INC COM 004498101 47,239 1,437,147 SH   DFND 1 1,415,392 0 21,755
ACLARIS THERAPEUTICS INC COM 00461U105 2,778 463,775 SH   DFND 1 463,775 0 0
ACLARIS THERAPEUTICS INC COM 00461U105 19 3,318 SH   DFND 1 2 3,318 0 0
ACM RESEARCH INC-CLASS A COM CL A 00108J109 1,331 86,308 SH   DFND 1 86,308 0 0
ACNB CORP COM 000868109 2,260 61,088 SH   DFND 1 61,088 0 0
ACORDA THERAPEUTICS INC COM 00484M106 7,521 565,917 SH   DFND 1 565,917 0 0
ACORDA THERAPEUTICS INC COM 00484M106 85 6,449 SH   DFND 1 2 6,449 0 0
ACTINIUM PHARMACEUTICALS INC COM 00507W107 207 432,407 SH   DFND 1 432,407 0 0
ACTIVISION BLIZZARD INC COM 00507V109 452,368 9,953,481 SH   DFND 1 9,882,129 0 71,352
ACTIVISION BLIZZARD INC COM 00507V109 127 2,792 SH   DFND 1 2 2,792 0 0
ACTUANT CORP-A CL A NEW 00508X203 16,947 695,441 SH   DFND 1 695,441 0 0
ACTUANT CORP-A CL A NEW 00508X203 26 1,104 SH   DFND 1 2 1,104 0 0
ACUITY BRANDS INC COM 00508Y102 56,639 472,289 SH   DFND 1 464,817 0 7,472
ACUITY BRANDS INC COM 00508Y102 39 328 SH   DFND 1 2 328 0 0
ACUSHNET HOLDINGS CORP COM 005098108 9,441 407,996 SH   DFND 1 407,996 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 1,719 241,793 SH   DFND 1 241,793 0 0
ADAMIS PHARMACEUTICALS CORP COM NEW 00547W208 645 305,835 SH   DFND 1 305,835 0 0
ADAMS DIVERSIFIED EQUITY COM 006212104 1,615 111,852 SH   DFND 1 2 111,852 0 0
ADAMS NATURAL RESOURCES FUND COM 00548F105 5,537 330,218 SH   DFND 1 2 330,218 0 0
ADAMS RESOURCES & ENERGY INC COM NEW 006351308 1,024 26,223 SH   DFND 1 26,223 0 0
ADAPTIMMUNE THERAPEUTICS-ADR SPONDS ADR 00653A107 275 64,000 SH   DFND 1 64,000 0 0
ADDUS HOMECARE CORP COM 006739106 7,589 119,356 SH   DFND 1 119,356 0 0
ADDVANTAGE TECHNOLOGIES GRP COM NEW 006743306 16 11,928 SH   DFND 1 11,928 0 0
ADESTO TECHNOLOGIES CORP COM 00687D101 1,736 287,088 SH   DFND 1 287,088 0 0
ADIAL PHARMACEUTICALS INC COM 00688A106 267 77,985 SH   DFND 1 77,985 0 0
ADIENT PLC ORD SHS G0084W101 12,061 930,704 SH   DFND 1 914,261 0 16,443
ADMA BIOLOGICS INC COM 000899104 1,221 322,183 SH   DFND 1 322,183 0 0
ADOBE INC COM 00724F101 1,679,008 6,311,496 SH   DFND 1 6,265,933 0 45,563
ADOMANI INC COM 00726A100 26 67,360 SH   DFND 1 67,360 0 0
ADT INC COM 00090Q103 7,738 1,211,073 SH   DFND 1 1,208,424 0 2,649
ADTALEM GLOBAL EDUCATION INC COM 00737L103 30,944 668,055 SH   DFND 1 657,234 0 10,821
ADTRAN INC COM 00738A106 8,442 616,216 SH   DFND 1 616,216 0 0
ADTRAN INC COM 00738A106 164 12,029 SH   DFND 1 2 12,029 0 0
ADURO BIOTECH INC COM 00739L101 2,881 724,049 SH   DFND 1 724,049 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 192,887 1,132,863 SH   DFND 1 1,129,324 0 3,539
ADVANCED DISPOSAL SERVICES I COM 00790X101 24,107 860,973 SH   DFND 1 860,973 0 0
ADVANCED DRAINAGE SYSTEMS IN COM 00790R104 13,018 505,162 SH   DFND 1 505,162 0 0
ADVANCED EMISSIONS SOLUTIONS COM 00770C101 2,920 252,639 SH   DFND 1 252,639 0 0
ADVANCED ENERGY INDUSTRIES COM 007973100 23,162 466,237 SH   DFND 1 466,237 0 0
ADVANCED MICRO DEVICES COM 007903107 358,095 14,053,977 SH   DFND 1 13,967,298 0 86,679
ADVANSIX INC COM 00773T101 9,944 348,058 SH   DFND 1 348,058 0 0
ADVAXIS INC COM NEW 007624307 95 16,229 SH   DFND 1 16,229 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 4,153 792,621 SH   DFND 1 792,621 0 0
AECOM COM 00766T100 50,596 1,705,320 SH   DFND 1 1,676,144 0 29,176
AECOM COM 00766T100 325 10,954 SH   DFND 1 2 10,954 0 0
AEGION CORP COM 00770F104 7,173 408,278 SH   DFND 1 408,278 0 0
AEGION CORP COM 00770F104 33 1,907 SH   DFND 1 2 1,907 0 0
AEGLEA BIOTHERAPEUTICS INC COM 00773J103 1,937 240,736 SH   DFND 1 240,736 0 0
AEGON N.V.-NY REG SHR NY REGISTRY SHS 007924103 84 17,654 SH   DFND 1 14,214 0 3,440
AEHR TEST SYSTEMS COM 00760J108 135 98,097 SH   DFND 1 98,097 0 0
AEMETIS INC COM NEW 00770K202 49 59,740 SH   DFND 1 59,740 0 0
AERCAP HOLDINGS NV SHS N00985106 23,406 505,347 SH   DFND 1 505,347 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 22,536 474,448 SH   DFND 1 474,448 0 0
AEROHIVE NETWORKS INC COM 007786106 2,014 444,771 SH   DFND 1 444,771 0 0
AEROJET ROCKETDYNE HOLDINGS COM 007800105 29,103 819,116 SH   DFND 1 819,116 0 0
AEROJET ROCKETDYNE HOLDINGS COM 007800105 31 876 SH   DFND 1 2 876 0 0
AEROVIRONMENT INC COM 008073108 17,768 259,737 SH   DFND 1 259,737 0 0
AERPIO PHARMACEUTICALS INC COM 00810B105 103 114,900 SH   DFND 1 114,900 0 0
AES CORP COM 00130H105 176,500 9,778,366 SH   DFND 1 9,745,659 0 32,707
AES CORP COM 00130H105 323 17,907 SH   DFND 1 2 17,907 0 0
AETHLON MEDICAL INC COM NEW 00808Y208 120 126,809 SH   DFND 1 126,809 0 0
AEVI GENOMIC MEDICINE INC COM 00835P105 32 167,547 SH   DFND 1 167,547 0 0
AFFILIATED MANAGERS GROUP COM 008252108 86,455 808,577 SH   DFND 1 806,006 0 2,571
AFFILIATED MANAGERS GROUP COM 008252108 1,276 11,913 SH   DFND 1 2 11,913 0 0
AFFIMED NV COM N01045108 277 66,074 SH   DFND 1 66,074 0 0
AFLAC INC COM 001055102 605,128 12,119,986 SH   DFND 1 12,080,894 0 39,092
AG MORTGAGE INVESTMENT TRUST COM 001228105 6,400 380,049 SH   DFND 1 380,049 0 0
AG MORTGAGE INVESTMENT TRUST COM 001228105 671 39,861 SH   DFND 1 2 39,861 0 0
AGCO CORP COM 001084102 84,345 1,212,734 SH   DFND 1 1,200,696 0 12,038
AGCO CORP COM 001084102 380 5,474 SH   DFND 1 2 5,474 0 0
AGENUS INC COM NEW 00847G705 3,522 1,186,006 SH   DFND 1 1,186,006 0 0
AGEX THERAPEUTICS INC COM 00848H108 517 127,687 SH   DFND 1 127,687 0 0
AGILE THERAPEUTICS INC COM 00847L100 424 281,210 SH   DFND 1 281,210 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 376,429 4,690,879 SH   DFND 1 4,674,295 0 16,584
AGILENT TECHNOLOGIES INC COM 00846U101 338 4,212 SH   DFND 1 2 4,212 0 0
AGILYSYS INC COM 00847J105 5,088 240,350 SH   DFND 1 240,350 0 0
AGILYSYS INC COM 00847J105 660 31,197 SH   DFND 1 2 31,197 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 36,217 537,035 SH   DFND 1 537,035 0 0
AGNC INVESTMENT CORP COM 00123Q104 117,422 6,502,742 SH   DFND 1 6,502,021 0 721
AGNICO EAGLE MINES LTD COMSTK 008474108 9,590 222,396 SH   DFND 1 222,396 0 0
AGREE REALTY CORP COM 008492100 28,154 406,033 SH   DFND 1 406,033 0 0
AGROFRESH SOLUTIONS INC COM 00856G109 1,064 318,622 SH   DFND 1 318,622 0 0
AILERON THERAPEUTICS INC COM 00887A105 93 47,945 SH   DFND 1 47,945 0 0
AIMMUNE THERAPEUTICS INC COM 00900T107 11,041 494,010 SH   DFND 1 494,010 0 0
AIR LEASE CORP CL A 00912X302 36,459 1,061,400 SH   DFND 1 1,061,400 0 0
AIR LEASE CORP CL A 00912X302 39 1,152 SH   DFND 1 2 1,152 0 0
AIR PRODUCTS & CHEMICALS INC COM 009158106 524,617 2,751,989 SH   DFND 1 2,740,665 0 11,324
AIR TRANSPORT SERVICES GROUP COM 00922R105 16,736 726,074 SH   DFND 1 726,074 0 0
AIRCASTLE LTD COM G0129K104 12,395 612,421 SH   DFND 1 612,421 0 0
AIRGAIN INC COM 00938A104 569 44,398 SH   DFND 1 44,398 0 0
AIRGAIN INC COM 00938A104 81 6,344 SH   DFND 1 2 6,344 0 0
AIRMEDIA GROUP INC-ADR SPONSORED ADS 009411109 8 20,876 SH   DFND 1 20,876 0 0
AK STEEL HOLDING CORP COM 001547108 9,677 3,519,261 SH   DFND 1 3,519,261 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 162,816 2,274,430 SH   DFND 1 2,266,370 0 8,060
AKCEA THERAPEUTICS INC COM 00972L107 6,821 240,797 SH   DFND 1 240,797 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 10,313 1,259,314 SH   DFND 1 1,258,285 0 1,029
AKEBIA THERAPEUTICS INC COM 00972D105 40 5,005 SH   DFND 1 2 5,005 0 0
AKERS BIOSCIENCES INC COM NEW 00973E300 77 79,604 SH   DFND 1 79,604 0 0
AKORN INC COM 009728106 4,086 1,160,869 SH   DFND 1 1,160,869 0 0
AKORN INC COM 009728106 23 6,550 SH   DFND 1 2 6,550 0 0
AKOUSTIS TECHNOLOGIES INC COM 00973N102 1,143 196,817 SH   DFND 1 196,817 0 0
ALAMO GROUP INC COM 011311107 11,156 111,636 SH   DFND 1 111,636 0 0
ALARM.COM HOLDINGS INC COM 011642105 28,889 445,145 SH   DFND 1 445,145 0 0
ALARM.COM HOLDINGS INC COM 011642105 57 884 SH   DFND 1 2 884 0 0
ALASKA AIR GROUP INC COM 011659109 108,317 1,932,159 SH   DFND 1 1,925,679 0 6,480
ALASKA AIR GROUP INC COM 011659109 35 637 SH   DFND 1 2 637 0 0
ALASKA COMM SYSTEMS GROUP COM 01167P101 708 369,045 SH   DFND 1 369,045 0 0
ALBANY INTL CORP-CL A CL A 012348108 23,610 329,799 SH   DFND 1 329,799 0 0
ALBEMARLE CORP COM 012653101 118,051 1,442,586 SH   DFND 1 1,437,364 0 5,222
ALBEMARLE CORP COM 012653101 157 1,921 SH   DFND 1 2 1,921 0 0
ALBIREO PHARMA INC COM 01345P106 3,501 108,716 SH   DFND 1 108,716 0 0
ALCOA CORP COM 013872106 55,697 1,977,910 SH   DFND 1 1,977,910 0 0
ALCOA CORP COM 013872106 185 6,603 SH   DFND 1 2 6,603 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 11,850 868,135 SH   DFND 1 868,135 0 0
ALDEYRA THERAPEUTICS INC COM 01438T106 2,478 274,448 SH   DFND 1 274,448 0 0
ALECTOR INC COM 014442107 2,473 132,154 SH   DFND 1 132,154 0 0
ALEXANDER & BALDWIN INC COM 014491104 21,294 837,064 SH   DFND 1 824,399 0 12,665
ALEXANDER'S INC COM 014752109 14,731 39,162 SH   DFND 1 39,162 0 0
ALEXANDRIA REAL ESTATE EQUIT COM 015271109 272,979 1,917,535 SH   DFND 1 1,911,966 0 5,569
ALEXION PHARMACEUTICALS INC COM 015351109 388,301 2,877,930 SH   DFND 1 2,857,406 0 20,524
ALEXION PHARMACEUTICALS INC COM 015351109 12 92 SH   DFND 1 2 92 0 0
ALIBABA GROUP HOLDING-SP ADR SPONSORED ADS 01609W102 484,753 2,675,813 SH   DFND 1 2,675,093 0 720
ALICO INC COM 016230104 932 34,265 SH   DFND 1 34,265 0 0
ALIGN TECHNOLOGY INC COM 016255101 335,093 1,180,339 SH   DFND 1 1,173,186 0 7,153
ALIMERA SCIENCES INC COM 016259103 155 146,741 SH   DFND 1 146,741 0 0
ALITHYA GROUP INC-CLASS A CL A SUB VTG 01643B106 140 44,693 SH   DFND 1 44,693 0 0
ALJ REGIONAL HOLDINGS INC COM 001627108 39 24,901 SH   DFND 1 24,901 0 0
ALKALINE WATER CO INC/THE COM NEW 01643A207 753 315,458 SH   DFND 1 315,458 0 0
ALKERMES PLC SHS G01767105 59,058 1,619,608 SH   DFND 1 1,619,484 0 124
ALLAKOS INC COM 01671P100 6,722 165,979 SH   DFND 1 165,979 0 0
ALLEGHANY CORP COM 017175100 94,541 154,484 SH   DFND 1 151,779 0 2,705
ALLEGHANY CORP COM 017175100 41 67 SH   DFND 1 2 67 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 36,861 1,441,601 SH   DFND 1 1,418,093 0 23,508
ALLEGIANCE BANCSHARES INC COM 01748H107 5,439 161,306 SH   DFND 1 161,306 0 0
ALLEGIANT TRAVEL CO COM 01748X102 20,862 161,141 SH   DFND 1 161,141 0 0
ALLEGION PLC ORD SHS G0176J109 121,045 1,336,683 SH   DFND 1 1,332,018 0 4,665
ALLENA PHARMACEUTICALS INC COM 018119107 542 77,245 SH   DFND 1 77,245 0 0
ALLERGAN PLC SHS G0177J108 605,695 4,143,444 SH   DFND 1 4,127,533 0 15,911
ALLERGAN PLC SHS G0177J108 190 1,303 SH   DFND 1 2 1,303 0 0
ALLETE INC COM NEW 018522300 57,403 698,083 SH   DFND 1 688,456 0 9,627
ALLIANCE DATA SYSTEMS CORP COM 018581108 113,550 650,052 SH   DFND 1 647,331 0 2,721
ALLIANCE DATA SYSTEMS CORP COM 018581108 158 905 SH   DFND 1 2 905 0 0
ALLIANCE RESOURCE PARTNERS UT LTD PART 01877R108 1,846 90,701 SH   DFND 1 90,701 0 0
ALLIANCE RESOURCE PARTNERS UT LTD PART 01877R108 669 32,877 SH   DFND 1 2 32,877 0 0
ALLIANT ENERGY CORP COM 018802108 167,959 3,569,492 SH   DFND 1 3,557,830 0 11,662
ALLIED MOTION TECHNOLOGIES COM 019330109 3,162 91,998 SH   DFND 1 91,998 0 0
ALLIED MOTION TECHNOLOGIES COM 019330109 16 482 SH   DFND 1 2 482 0 0
ALLIQUA BIOMEDICAL INC COM PAR 019621309 59 20,266 SH   DFND 1 20,266 0 0
ALLISON TRANSMISSION HOLDING COM 01973R101 82,758 1,837,205 SH   DFND 1 1,837,205 0 0
ALLISON TRANSMISSION HOLDING COM 01973R101 536 11,934 SH   DFND 1 2 11,934 0 0
ALLOGENE THERAPEUTICS INC COM 019770106 8,987 310,889 SH   DFND 1 310,889 0 0
ALLOT LTD SHS M0854Q105 144 18,186 SH   DFND 1 18,186 0 0
ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 24,627 2,581,456 SH   DFND 1 2,549,364 0 32,092
ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 110 11,549 SH   DFND 1 2 11,549 0 0
ALLSTATE CORP COM 020002101 455,613 4,845,383 SH   DFND 1 4,828,990 0 16,393
ALLY FINANCIAL INC COM 02005N100 129,863 4,727,032 SH   DFND 1 4,727,032 0 0
ALLY FINANCIAL INC COM 02005N100 326 11,888 SH   DFND 1 2 11,888 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 93,966 1,006,222 SH   DFND 1 1,006,098 0 124
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 2,787 242,148 SH   DFND 1 242,148 0 0
ALPHABET INC-CL A CAP STK CL A 02079K305 4,701,426 4,001,924 SH   DFND 1 3,974,921 0 27,003
ALPHABET INC-CL C CAP STK CL C 02079K107 4,669,384 3,987,216 SH   DFND 1 3,958,109 0 29,107
ALPHATEC HOLDINGS INC COM NEW 02081G201 301 113,852 SH   DFND 1 113,852 0 0
ALPINE IMMUNE SCIENCES INC COM 02083G100 256 37,436 SH   DFND 1 37,436 0 0
ALTA MESA RESOURCES INC-A CL A 02133L109 358 1,349,341 SH   DFND 1 1,349,341 0 0
ALTABA INC COM 021346101 3,313 44,700 SH   DFND 1 2 44,700 0 0
ALTABA INC COM 021346101 1,357 18,311 SH   DFND 1 18,311 0 0
ALTAIR ENGINEERING INC - A COM CL A 021369103 12,732 345,909 SH   DFND 1 345,909 0 0
ALTERYX INC - CLASS A COM CL A 02156B103 32,633 389,091 SH   DFND 1 389,091 0 0
ALTERYX INC - CLASS A COM CL A 02156B103 132 1,582 SH   DFND 1 2 1,582 0 0
ALTICE USA INC- A CL A 02156K103 20,492 956,505 SH   DFND 1 956,505 0 0
ALTIMMUNE INC COM NEW 02155H200 142 49,174 SH   DFND 1 49,150 0 24
ALTISOURCE PORTFOLIO SOL REG SHS L0175J104 3,254 137,508 SH   DFND 1 137,508 0 0
ALTRA INDUSTRIAL MOTION CORP COM 02208R106 23,482 756,276 SH   DFND 1 756,276 0 0
ALTRIA GROUP INC COM 02209S103 1,547,739 26,986,124 SH   DFND 1 26,893,566 0 92,558
ALTRIA GROUP INC COM 02209S103 452 7,876 SH   DFND 1 2 7,876 0 0
ALTUS MIDSTREAM CO -A CL A 02215L100 2,806 475,660 SH   DFND 1 475,660 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 6,119 475,087 SH   DFND 1 474,960 0 127
AMALGAMATED BK OF NEW YORK-A CLASS A 022663108 1,732 110,685 SH   DFND 1 110,685 0 0
AMARIN CORP PLC -ADR SPONS ADR NEW 023111206 4,845 233,415 SH   DFND 1 233,415 0 0
A-MARK PRECIOUS METALS INC COM 00181T107 228 19,162 SH   DFND 1 19,162 0 0
AMAZON.COM INC COM 023135106 9,506,589 5,348,606 SH   DFND 1 5,308,772 0 39,834
AMBAC FINANCIAL GROUP INC COM NEW 023139884 10,020 553,016 SH   DFND 1 553,016 0 0
AMBARELLA INC SHS G037AX101 6,392 147,983 SH   DFND 1 147,939 0 44
AMBER ROAD INC COM 02318Y108 2,373 273,768 SH   DFND 1 273,768 0 0
AMBER ROAD INC COM 02318Y108 30 3,537 SH   DFND 1 2 3,537 0 0
AMBEV SA-ADR SPONSORED ADR 02319V103 213 49,643 SH   DFND 1 49,643 0 0
AMC ENTERTAINMENT HLDS-CL A CL A COM 00165C104 9,511 640,527 SH   DFND 1 640,527 0 0
AMC NETWORKS INC-A CL A 00164V103 31,794 560,153 SH   DFND 1 551,775 0 8,378
AMC NETWORKS INC-A CL A 00164V103 108 1,903 SH   DFND 1 2 1,903 0 0
AMDOCS LTD SHS G02602103 39,916 737,514 SH   DFND 1 737,514 0 0
AMDOCS LTD SHS G02602103 33 617 SH   DFND 1 2 617 0 0
AMEDISYS INC COM 023436108 54,801 444,604 SH   DFND 1 439,148 0 5,456
AMEDISYS INC COM 023436108 42 345 SH   DFND 1 2 345 0 0
AMER NATL BNKSHS/DANVILLE VA COM 027745108 2,522 72,234 SH   DFND 1 72,234 0 0
AMERCO COM 023586100 34,062 91,748 SH   DFND 1 91,748 0 0
AMEREN CORPORATION COM 023608102 284,532 3,874,747 SH   DFND 1 3,862,668 0 12,079
AMERESCO INC-CL A CL A 02361E108 3,462 213,984 SH   DFND 1 213,984 0 0
AMERICA FIRST MULTIFAMILY IN BEN UNIT CTF 02364V107 384 55,977 SH   DFND 1 2 55,977 0 0
AMERICA FIRST MULTIFAMILY IN BEN UNIT CTF 02364V107 268 39,141 SH   DFND 1 39,141 0 0
AMERICAN AIRLINES GROUP INC COM 02376R102 182,598 5,756,809 SH   DFND 1 5,718,005 0 38,804
AMERICAN AIRLINES GROUP INC COM 02376R102 44 1,391 SH   DFND 1 2 1,391 0 0
AMERICAN ASSETS TRUST INC COM 024013104 29,550 644,369 SH   DFND 1 644,369 0 0
AMERICAN AXLE & MFG HOLDINGS COM 024061103 23,177 1,619,683 SH   DFND 1 1,619,683 0 0
AMERICAN CAMPUS COMMUNITIES COM 024835100 95,277 2,002,478 SH   DFND 1 1,976,809 0 25,669
AMERICAN EAGLE OUTFITTERS COM 02553E106 47,599 2,147,023 SH   DFND 1 2,114,864 0 32,159
AMERICAN ELECTRIC POWER COM 025537101 533,886 6,386,755 SH   DFND 1 6,362,182 0 24,573
AMERICAN ELECTRIC TECHNOLOGI COM 025576109 9 11,601 SH   DFND 1 11,601 0 0
AMERICAN EQUITY INVT LIFE HL COM 025676206 27,561 1,020,047 SH   DFND 1 1,020,047 0 0
AMERICAN EXPRESS CO COM 025816109 947,016 8,681,448 SH   DFND 1 8,646,234 0 35,214
AMERICAN FINANCE TRUST INC COM CLASS A 02607T109 5,121 474,214 SH   DFND 1 474,214 0 0
AMERICAN FINANCIAL GROUP INC COM 025932104 80,067 832,771 SH   DFND 1 819,556 0 13,215
AMERICAN HOMES 4 RENT- A CL A 02665T306 82,413 3,627,341 SH   DFND 1 3,627,341 0 0
AMERICAN INTERNATIONAL GROUP COM NEW 026874784 463,048 10,774,873 SH   DFND 1 10,731,939 0 42,934
AMERICAN INTERNATIONAL GROUP COM NEW 026874784 90 2,095 SH   DFND 1 2 2,095 0 0
AMERICAN NATIONAL INSURANCE COM 028591105 14,342 118,712 SH   DFND 1 118,712 0 0
AMERICAN NATIONAL INSURANCE COM 028591105 273 2,263 SH   DFND 1 2 2,263 0 0
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 6,457 691,363 SH   DFND 1 691,363 0 0
AMERICAN PUBLIC EDUCATION COM 02913V103 6,605 219,312 SH   DFND 1 219,312 0 0
AMERICAN PUBLIC EDUCATION COM 02913V103 73 2,447 SH   DFND 1 2 2,447 0 0
AMERICAN RENAL ASSOCIATES HO COM 029227105 1,232 200,662 SH   DFND 1 200,662 0 0
AMERICAN RIVER BANKSHRS (CA) COM 029326105 151 11,670 SH   DFND 1 11,670 0 0
AMERICAN SOFTWARE INC-CL A CL A 029683109 4,014 335,901 SH   DFND 1 335,901 0 0
AMERICAN STATES WATER CO COM 029899101 30,587 429,003 SH   DFND 1 429,003 0 0
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 1,911 148,653 SH   DFND 1 148,653 0 0
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 407 31,719 SH   DFND 1 2 31,719 0 0
AMERICAN TOWER CORP COM 03027X100 1,111,436 5,650,830 SH   DFND 1 5,628,507 0 22,323
AMERICAN VANGUARD CORP COM 030371108 5,424 315,013 SH   DFND 1 315,013 0 0
AMERICAN WATER WORKS CO INC COM 030420103 277,629 2,667,253 SH   DFND 1 2,658,328 0 8,925
AMERICAN WOODMARK CORP COM 030506109 14,862 179,868 SH   DFND 1 179,868 0 0
AMERICA'S CAR-MART INC COM 03062T105 7,280 79,709 SH   DFND 1 79,709 0 0
AMERICOLD REALTY TRUST COM 03064D108 59,253 1,942,114 SH   DFND 1 1,942,114 0 0
AMERIGAS PARTNERS-LP UNIT L P INT 030975106 1,377 44,611 SH   DFND 1 2 44,611 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 279,848 2,188,039 SH   DFND 1 2,180,908 0 7,131
AMERIPRISE FINANCIAL INC COM 03076C106 1,436 11,215 SH   DFND 1 2 11,215 0 0
AMERIS BANCORP COM 03076K108 17,523 510,156 SH   DFND 1 510,156 0 0
AMERISAFE INC COM 03071H100 14,220 239,395 SH   DFND 1 239,395 0 0
AMERISERV FINANCIAL INC COM 03074A102 59 14,728 SH   DFND 1 14,728 0 0
AMERISOURCEBERGEN CORP COM 03073E105 164,728 2,075,302 SH   DFND 1 2,066,528 0 8,774
AMERISOURCEBERGEN CORP COM 03073E105 43 547 SH   DFND 1 2 547 0 0
AMES NATIONAL CORP COM 031001100 1,947 71,045 SH   DFND 1 71,045 0 0
AMETEK INC COM 031100100 256,421 3,096,087 SH   DFND 1 3,084,872 0 11,215
AMGEN INC COM 031162100 1,830,032 9,646,008 SH   DFND 1 9,587,272 0 58,736
AMGEN INC COM 031162100 1,015 5,346 SH   DFND 1 2 5,346 0 0
AMICUS THERAPEUTICS INC COM 03152W109 37,049 2,724,207 SH   DFND 1 2,724,207 0 0
AMKOR TECHNOLOGY INC COM 031652100 18,020 2,110,173 SH   DFND 1 2,110,173 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 24,978 530,450 SH   DFND 1 530,450 0 0
AMNEAL PHARMACEUTICALS INC COM STK CL A 03168L105 13,512 953,580 SH   DFND 1 953,580 0 0
AMPCO-PITTSBURGH CORP COM 032037103 168 51,041 SH   DFND 1 51,041 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 9,082 444,578 SH   DFND 1 444,578 0 0
AMPHENOL CORP-CL A CL A 032095101 391,103 4,148,416 SH   DFND 1 4,133,697 0 14,719
AMPIO PHARMACEUTICALS INC COM 03209T109 533 949,286 SH   DFND 1 949,286 0 0
AMPLIPHI BIOSCIENCES CORP COM PAR 03211P301 21 72,911 SH   DFND 1 72,911 0 0
AMTECH SYSTEMS INC COM PAR $0.01N 032332504 399 74,914 SH   DFND 1 74,914 0 0
AMYRIS INC COM NEW 03236M200 981 469,597 SH   DFND 1 469,597 0 0
ANADARKO PETROLEUM CORP COM 032511107 278,886 6,144,281 SH   DFND 1 6,119,065 0 25,216
ANALOG DEVICES INC COM 032654105 554,447 5,275,878 SH   DFND 1 5,241,213 0 34,665
ANAPLAN INC COM 03272L108 7,742 196,706 SH   DFND 1 196,706 0 0
ANAPTYSBIO INC COM 032724106 20,182 276,278 SH   DFND 1 276,278 0 0
ANAVEX LIFE SCIENCES CORP COM NEW 032797300 1,002 328,848 SH   DFND 1 328,848 0 0
ANDERSONS INC/THE COM 034164103 11,027 342,149 SH   DFND 1 342,149 0 0
ANDINA ACQUISITION CORP-CW24 *W EXP 07/31/202 G04415124 54 300,000 SH   DFND 1 2 300,000 0 0
ANGI HOMESERVICES INC- A COM CL A 00183L102 7,733 500,885 SH   DFND 1 500,885 0 0
ANGIODYNAMICS INC COM 03475V101 15,724 687,873 SH   DFND 1 687,873 0 0
ANGLOGOLD ASHANTI-SPON ADR SPONSORED ADR 035128206 207 15,833 SH   DFND 1 2 15,833 0 0
ANGLOGOLD ASHANTI-SPON ADR SPONSORED ADR 035128206 13 999 SH   DFND 1 0 0 999
ANHEUSER-BUSCH INBEV-SPN ADR SPONSORED ADR 03524A108 1,171 13,954 SH   DFND 1 13,954 0 0
ANI PHARMACEUTICALS INC COM 00182C103 7,261 102,945 SH   DFND 1 102,945 0 0
ANI PHARMACEUTICALS INC COM 00182C103 212 3,016 SH   DFND 1 2 3,016 0 0
ANIKA THERAPEUTICS INC COM 035255108 5,726 189,363 SH   DFND 1 189,241 0 122
ANIKA THERAPEUTICS INC COM 035255108 250 8,291 SH   DFND 1 2 8,291 0 0
ANIXA BIOSCIENCES INC COM 03528H109 463 102,487 SH   DFND 1 102,487 0 0
ANIXTER INTERNATIONAL INC COM 035290105 21,194 377,724 SH   DFND 1 377,394 0 330
ANIXTER INTERNATIONAL INC COM 035290105 36 656 SH   DFND 1 2 656 0 0
ANNALY CAPITAL MANAGEMENT IN COM 035710409 167,873 16,772,577 SH   DFND 1 16,765,452 0 7,125
ANSYS INC COM 03662Q105 243,600 1,335,323 SH   DFND 1 1,331,187 0 4,136
ANTARES PHARMA INC COM 036642106 5,258 1,735,406 SH   DFND 1 1,735,406 0 0
ANTERO RESOURCES CORP COM 03674X106 30,105 3,409,490 SH   DFND 1 3,409,490 0 0
ANTERO RESOURCES CORP COM 03674X106 213 24,174 SH   DFND 1 2 24,174 0 0
ANTHEM INC COM 036752103 1,039,609 3,628,374 SH   DFND 1 3,615,451 0 12,923
ANWORTH MORTGAGE ASSET CORP COM 037347101 5,256 1,301,102 SH   DFND 1 1,301,102 0 0
ANWORTH MORTGAGE ASSET CORP COM 037347101 50 12,563 SH   DFND 1 2 12,563 0 0
AON PLC SHS CL A G0408V102 518,587 3,043,868 SH   DFND 1 3,032,017 0 11,851
AON PLC SHS CL A G0408V102 764 4,481 SH   DFND 1 2 4,481 0 0
APACHE CORP COM 037411105 177,884 5,141,462 SH   DFND 1 5,122,510 0 18,952
APARTMENT INVT & MGMT CO 6.875 PFD CL A 6.875% 03748R762 221 8,668 SH   DFND 1 8,668 0 0
APARTMENT INVT & MGMT CO -A CL A 03748R754 147,129 2,928,148 SH   DFND 1 2,920,416 0 7,732
APARTMENT INVT & MGMT CO -A CL A 03748R754 0 18 SH   DFND 1 2 18 0 0
APELLIS PHARMACEUTICALS INC COM 03753U106 9,504 487,432 SH   DFND 1 487,432 0 0
APERGY CORP COM 03755L104 33,310 811,276 SH   DFND 1 796,384 0 14,892
APOGEE ENTERPRISES INC COM 037598109 12,339 329,136 SH   DFND 1 329,136 0 0
APOGEE ENTERPRISES INC COM 037598109 197 5,262 SH   DFND 1 2 5,262 0 0
APOLLO COMMERCIAL REAL ESTAT COM 03762U105 23,862 1,311,139 SH   DFND 1 1,311,139 0 0
APOLLO ENDOSURGERY INC COM 03767D108 233 62,325 SH   DFND 1 62,325 0 0
APOLLO INVESTMENT CORP COM NEW 03761U502 527 34,848 SH   DFND 1 2 34,848 0 0
APOLLO INVESTMENT CORP COM NEW 03761U502 1 78 SH   DFND 1 0 0 78
APOLLO MEDICAL HOLDINGS INC COM NEW 03763A207 3,470 189,445 SH   DFND 1 189,445 0 0
APPFOLIO INC - A COM CL A 03783C100 13,016 163,938 SH   DFND 1 163,708 0 230
APPIAN CORP CL A 03782L101 7,964 231,327 SH   DFND 1 231,327 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 60,826 3,731,692 SH   DFND 1 3,731,692 0 0
APPLE INC COM 037833100 11,580,103 61,063,812 SH   DFND 1 60,654,053 0 409,759
APPLIED DNA SCIENCES INC COM NEW 03815U201 143 201,251 SH   DFND 1 201,251 0 0
APPLIED GENETIC TECHNOLOGIES COM 03820J100 346 82,686 SH   DFND 1 82,686 0 0
APPLIED INDUSTRIAL TECH INC COM 03820C105 26,647 448,082 SH   DFND 1 448,082 0 0
APPLIED INDUSTRIAL TECH INC COM 03820C105 542 9,121 SH   DFND 1 2 9,121 0 0
APPLIED MATERIALS INC COM 038222105 524,686 13,243,383 SH   DFND 1 13,154,864 0 88,519
APPLIED OPTOELECTRONICS INC COM 03823U102 2,663 218,357 SH   DFND 1 218,261 0 96
APPROACH RESOURCES INC COM 03834A103 191 542,111 SH   DFND 1 542,111 0 0
APTARGROUP INC COM 038336103 73,184 687,890 SH   DFND 1 676,103 0 11,787
APTEVO THERAPEUTICS INC COM 03835L108 102 114,442 SH   DFND 1 114,349 0 93
APTINYX INC COM 03836N103 495 122,361 SH   DFND 1 122,361 0 0
APTIV PLC SHS G6095L109 277,055 3,491,776 SH   DFND 1 3,478,936 0 12,840
APTOSE BIOSCIENCES INC COM NEW 03835T200 35 17,740 SH   DFND 1 17,740 0 0
APYX MEDICAL CORP COM 03837C106 1,348 213,640 SH   DFND 1 213,640 0 0
AQUA AMERICA INC COM 03836W103 67,739 1,858,945 SH   DFND 1 1,825,576 0 33,369
AQUA METALS INC COM 03837J101 882 287,521 SH   DFND 1 287,521 0 0
AQUABOUNTY TECHNOLOGIES COM NEW 03842K200 126 57,538 SH   DFND 1 57,538 0 0
AQUANTIA CORP COM 03842Q108 2,467 272,349 SH   DFND 1 272,349 0 0
AQUAVENTURE HOLDINGS LTD SHS G0443N107 2,818 145,680 SH   DFND 1 145,680 0 0
AQUESTIVE THERAPEUTICS INC COM 03843E104 520 75,333 SH   DFND 1 75,333 0 0
AQUINOX PHARMACEUTICALS INC COM 03842B101 459 170,663 SH   DFND 1 170,663 0 0
ARAMARK COM 03852U106 74,575 2,525,484 SH   DFND 1 2,525,484 0 0
ARAMARK COM 03852U106 18 624 SH   DFND 1 2 624 0 0
ARATANA THERAPEUTICS INC COM 03874P101 2,059 572,084 SH   DFND 1 572,084 0 0
ARAVIVE INC COM 03890D108 212 30,229 SH   DFND 1 30,229 0 0
ARBOR REALTY TRUST INC COM 038923108 10,672 822,852 SH   DFND 1 822,852 0 0
ARBUTUS BIOPHARMA CORP COM 03879J100 941 262,990 SH   DFND 1 262,990 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 555 249,287 SH   DFND 1 249,287 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 195 87,869 SH   DFND 1 2 87,869 0 0
ARC GROUP WORLDWIDE INC COM 00213H105 32 35,276 SH   DFND 1 35,276 0 0
ARCA BIOPHARMA INC COM PAR 00211Y407 18 48,679 SH   DFND 1 48,679 0 0
ARCADIA BIOSCIENCES INC COM NEW 039014204 96 13,740 SH   DFND 1 13,740 0 0
ARCBEST CORP COM 03937C105 10,216 331,818 SH   DFND 1 331,051 0 767
ARCBEST CORP COM 03937C105 182 5,940 SH   DFND 1 2 5,940 0 0
ARCELORMITTAL-NY REGISTERED NY REGISTRY SH 03938L203 178 8,774 SH   DFND 1 8,132 0 642
ARCELORMITTAL-NY REGISTERED NY REGISTRY SH 03938L203 72 3,568 SH   DFND 1 2 3,568 0 0
ARCH CAPITAL GROUP LTD ORD G0450A105 136,641 4,229,496 SH   DFND 1 4,229,496 0 0
ARCH CAPITAL GROUP LTD ORD G0450A105 153 4,738 SH   DFND 1 2 4,738 0 0
ARCH COAL INC - A CL A 039380407 23,256 254,814 SH   DFND 1 254,814 0 0
ARCH COAL INC - A CL A 039380407 1,297 14,219 SH   DFND 1 2 14,219 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 347,320 8,066,545 SH   DFND 1 8,038,888 0 27,657
ARCHER-DANIELS-MIDLAND CO COM 039483102 113 2,627 SH   DFND 1 2 2,627 0 0
ARCHROCK INC COM 03957W106 16,829 1,720,807 SH   DFND 1 1,718,595 0 2,212
ARCIMOTO INC COM 039587100 385 80,414 SH   DFND 1 80,414 0 0
ARCONIC INC COM 03965L100 116,218 6,092,101 SH   DFND 1 6,068,231 0 23,870
ARCONIC INC COM 03965L100 1,433 75,000 SH   DFND 1 2 75,000 0 0
ARCOSA INC COM 039653100 15,032 492,055 SH   DFND 1 492,055 0 0
ARCUS BIOSCIENCES INC COM 03969F109 2,535 202,995 SH   DFND 1 202,995 0 0
ARDAGH GROUP SA CL A L0223L101 631 48,539 SH   DFND 1 48,539 0 0
ARDELYX INC COM 039697107 1,819 649,656 SH   DFND 1 649,656 0 0
ARDMORE SHIPPING CORP COM Y0207T100 790 128,286 SH   DFND 1 128,286 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 27,276 608,453 SH   DFND 1 608,453 0 0
ARES COMMERCIAL REAL ESTATE COM 04013V108 4,844 318,921 SH   DFND 1 318,921 0 0
ARES MANAGEMENT CORP - A CL A COM STK 03990B101 12,774 550,404 SH   DFND 1 550,404 0 0
ARGAN INC COM 04010E109 9,052 181,233 SH   DFND 1 181,233 0 0
ARGENX SE - ADR SPONSORED ADR 04016X101 1,833 14,690 SH   DFND 1 14,690 0 0
ARGO GROUP INTERNATIONAL COM G0464B107 26,787 379,106 SH   DFND 1 379,106 0 0
ARI 5.375 10/15/23 NOTE 5.375%10/1 03762UAC9 2,438 2,500,000 PRN   DFND 1 2 2,500,000 0 0
ARISTA NETWORKS INC COM 040413106 228,116 726,702 SH   DFND 1 724,122 0 2,580
ARISTA NETWORKS INC COM 040413106 166 530 SH   DFND 1 2 530 0 0
ARLINGTON ASSET INVESTMENT-A CL A NEW 041356205 2,990 375,658 SH   DFND 1 369,941 0 5,717
ARLO TECHNOLOGIES INC COM 04206A101 3,521 852,553 SH   DFND 1 852,553 0 0
ARMADA HOFFLER PROPERTIES IN COM 04208T108 9,013 578,184 SH   DFND 1 578,184 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 11,866 607,623 SH   DFND 1 607,623 0 0
ARMSTRONG FLOORING INC COM 04238R106 3,859 283,757 SH   DFND 1 283,757 0 0
ARMSTRONG WORLD INDUSTRIES COM 04247X102 37,539 472,673 SH   DFND 1 472,673 0 0
AROTECH CORP COM NEW 042682203 446 152,556 SH   DFND 1 152,556 0 0
ARQULE INC COM 04269E107 6,488 1,354,555 SH   DFND 1 1,354,555 0 0
ARRAY BIOPHARMA INC COM 04269X105 66,980 2,747,361 SH   DFND 1 2,747,361 0 0
ARRAY BIOPHARMA INC COM 04269X105 326 13,400 SH   DFND 1 2 13,400 0 0
ARRIS INTERNATIONAL PLC SHS G0551A103 59,575 1,884,703 SH   DFND 1 1,854,061 0 30,642
ARROW ELECTRONICS INC COM 042735100 75,005 974,073 SH   DFND 1 958,167 0 15,906
ARROW ELECTRONICS INC COM 042735100 41 540 SH   DFND 1 2 540 0 0
ARROW FINANCIAL CORP COM 042744102 4,569 138,943 SH   DFND 1 138,943 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 21,335 1,162,703 SH   DFND 1 1,161,484 0 1,219
ARTESIAN RESOURCES CORP-CL A CL A 043113208 5,055 135,643 SH   DFND 1 135,643 0 0
ARTHUR J GALLAGHER & CO COM 363576109 204,587 2,624,033 SH   DFND 1 2,614,944 0 9,089
ARTISAN PARTNERS ASSET MA -A CL A 04316A108 17,997 715,031 SH   DFND 1 713,737 0 1,294
ART'S-WAY MANUFACTURING CO COM 043168103 66 32,042 SH   DFND 1 32,042 0 0
ARVINAS INC COM 04335A105 1,722 116,734 SH   DFND 1 116,734 0 0
ASBURY AUTOMOTIVE GROUP COM 043436104 15,350 221,316 SH   DFND 1 221,316 0 0
ASCENA RETAIL GROUP INC COM 04351G101 2,372 2,196,750 SH   DFND 1 2,196,750 0 0
ASCENDIS PHARMA A/S - ADR SPONSORED ADR 04351P101 3,657 31,073 SH   DFND 1 31,073 0 0
ASCENT CAPITAL GROUP INC-A COM SER A 043632108 51 68,922 SH   DFND 1 68,922 0 0
ASE TECHNOLOGY HOLDING -ADR SPONSORED ADS 00215W100 55 12,805 SH   DFND 1 7,980 0 4,825
ASGN INC COM 00191U102 38,438 605,425 SH   DFND 1 595,563 0 9,862
ASHFORD HOSPITALITY TRUST COM SHS 044103109 6,202 1,305,767 SH   DFND 1 1,299,323 0 6,444
ASHFORD HOSPITALITY TRUST COM SHS 044103109 25 5,444 SH   DFND 1 2 5,444 0 0
ASHFORD INC COM 044104107 600 10,817 SH   DFND 1 10,817 0 0
ASHLAND GLOBAL HOLDINGS INC COM 044186104 49,546 634,161 SH   DFND 1 622,459 0 11,702
ASML HOLDING NV-NY REG SHS N Y REGISTRY SHS N07059210 10,054 53,465 SH   DFND 1 50,352 0 3,113
ASPEN AEROGELS INC COM 04523Y105 241 94,870 SH   DFND 1 94,870 0 0
ASPEN GROUP INC COM NEW 04530L203 91 17,228 SH   DFND 1 17,228 0 0
ASPEN TECHNOLOGY INC COM 045327103 76,974 736,919 SH   DFND 1 736,919 0 0
ASRT 2.5 09/01/21 NOTE 2.500% 9/0 249908AA2 8,283 10,801,000 PRN   DFND 1 2 10,801,000 0 0
ASSEMBLY BIOSCIENCES INC COM 045396108 5,030 255,494 SH   DFND 1 255,494 0 0
ASSERTIO THERAPEUTICS INC COM 04545L107 3,857 760,943 SH   DFND 1 760,943 0 0
ASSERTIO THERAPEUTICS INC COM 04545L107 191 37,699 SH   DFND 1 2 37,699 0 0
ASSOCIATED BANC-CORP COM 045487105 39,349 1,843,050 SH   DFND 1 1,812,268 0 30,782
ASSOCIATED CAPITAL GROUP - A CL A 045528106 1,516 38,329 SH   DFND 1 38,329 0 0
ASSURANT INC COM 04621X108 83,582 882,163 SH   DFND 1 879,116 0 3,047
ASSURED GUARANTY LTD COM G0585R106 50,376 1,133,851 SH   DFND 1 1,133,851 0 0
ASTA FUNDING INC COM 046220109 184 39,457 SH   DFND 1 39,457 0 0
ASTEC INDUSTRIES INC COM 046224101 10,315 273,188 SH   DFND 1 273,188 0 0
ASTEC INDUSTRIES INC COM 046224101 291 7,723 SH   DFND 1 2 7,723 0 0
ASTRAZENECA PLC-SPONS ADR SPONSORED ADR 046353108 2,221 54,940 SH   DFND 1 52,988 0 1,952
ASTRONICS CORP COM 046433108 12,917 394,799 SH   DFND 1 394,799 0 0
ASTRONOVA INC COM 04638F108 969 47,541 SH   DFND 1 47,541 0 0
ASTROTECH CORP COM NEW 046484200 103 28,550 SH   DFND 1 28,550 0 0
ASURE SOFTWARE INC COM 04649U102 847 138,629 SH   DFND 1 138,629 0 0
AT HOME GROUP INC COM 04650Y100 6,883 385,435 SH   DFND 1 385,435 0 0
AT&T INC COM 00206R102 3,103,802 99,135,832 SH   DFND 1 98,761,823 0 374,009
AT&T INC COM 00206R102 1,349 43,036 SH   DFND 1 2 43,036 0 0
ATARA BIOTHERAPEUTICS INC COM 046513107 21,699 545,911 SH   DFND 1 545,911 0 0
ATHENE HOLDING LTD-CLASS A CL A G0684D107 58,511 1,435,215 SH   DFND 1 1,435,215 0 0
ATHENEX INC COM 04685N103 6,559 535,503 SH   DFND 1 535,503 0 0
ATHERSYS INC COM 04744L106 2,148 1,432,194 SH   DFND 1 1,432,194 0 0
ATKORE INTERNATIONAL GROUP I COM 047649108 15,851 736,268 SH   DFND 1 736,268 0 0
ATKORE INTERNATIONAL GROUP I COM 047649108 1,099 51,082 SH   DFND 1 2 51,082 0 0
ATLANTIC CAPITAL BANCSHARES COM 048269203 5,775 323,945 SH   DFND 1 323,092 0 853
ATLANTIC POWER CORP COM NEW 04878Q863 1,459 579,031 SH   DFND 1 567,431 0 11,600
ATLANTIC POWER CORP COM NEW 04878Q863 599 238,014 SH   DFND 1 2 238,014 0 0
ATLANTICA YIELD PLC SHS G0751N103 1,625 83,512 SH   DFND 1 80,938 0 2,574
ATLANTICA YIELD PLC SHS G0751N103 71 3,672 SH   DFND 1 2 3,672 0 0
ATLANTICUS HOLDINGS CORP COM 04914Y102 243 71,490 SH   DFND 1 71,490 0 0
ATLAS AIR WORLDWIDE HOLDINGS COM NEW 049164205 15,068 298,037 SH   DFND 1 298,037 0 0
ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 159 64,817 SH   DFND 1 64,817 0 0
ATLASSIAN CORP PLC-CLASS A CL A G06242104 36,190 322,004 SH   DFND 1 322,004 0 0
ATLASSIAN CORP PLC-CLASS A CL A G06242104 650 5,787 SH   DFND 1 2 5,787 0 0
ATMOS ENERGY CORP COM 049560105 176,035 1,713,078 SH   DFND 1 1,707,305 0 5,773
ATN INTERNATIONAL INC COM 00215F107 7,794 138,227 SH   DFND 1 138,227 0 0
ATOMERA INC COM 04965B100 186 68,982 SH   DFND 1 68,982 0 0
ATOSSA GENETICS INC COM PAR 04962H506 166 47,372 SH   DFND 1 47,372 0 0
ATRICURE INC COM 04963C209 11,556 431,390 SH   DFND 1 431,390 0 0
ATRION CORPORATION COM 049904105 17,121 19,485 SH   DFND 1 19,485 0 0
ATTUNITY LTD SHS NEW M15332121 459 19,613 SH   DFND 1 19,613 0 0
ATYR PHARMA INC COM 002120103 58 106,008 SH   DFND 1 106,008 0 0
AUBURN NATL BANCORPORATION COM 050473107 582 14,773 SH   DFND 1 14,773 0 0
AUDENTES THERAPEUTICS INC COM 05070R104 17,130 439,030 SH   DFND 1 439,030 0 0
AUDIOCODES LTD ORD M15342104 499 36,082 SH   DFND 1 2 36,082 0 0
AUDIOCODES LTD ORD M15342104 284 20,574 SH   DFND 1 20,574 0 0
AUDIOEYE INC COM NEW 050734201 252 28,064 SH   DFND 1 28,064 0 0
AURINIA PHARMACEUTICALS INC COM 05156V102 422 64,985 SH   DFND 1 64,985 0 0
AURIS MEDICAL HOLDING LTD COM G07025102 31 91,689 SH   DFND 1 91,689 0 0
AURORA CANNABIS INC COMSTK 05156X108 1,071 122,661 SH   DFND 1 122,661 0 0
AUTODESK INC COM 052769106 479,199 3,080,678 SH   DFND 1 3,060,564 0 20,114
AUTODESK INC COM 052769106 2 16 SH   DFND 1 2 16 0 0
AUTOHOME INC-ADR SP ADR RP CL A 05278C107 13,323 127,608 SH   DFND 1 127,608 0 0
AUTOLIV INC COM 052800109 53,781 732,120 SH   DFND 1 732,120 0 0
AUTOLUS THERAPEUTICS PLC SPON ADS 05280R100 308 9,811 SH   DFND 1 9,811 0 0
AUTOMATIC DATA PROCESSING COM 053015103 1,091,607 6,843,333 SH   DFND 1 6,802,224 0 41,109
AUTONATION INC COM 05329W102 20,860 584,012 SH   DFND 1 573,227 0 10,785
AUTONATION INC COM 05329W102 87 2,436 SH   DFND 1 2 2,436 0 0
AUTOWEB INC COM 05335B100 292 77,300 SH   DFND 1 77,300 0 0
AUTOZONE INC COM 053332102 472,187 461,370 SH   DFND 1 460,138 0 1,232
AVADEL PHARMACEUTICALS PLC SPONSORED ADR 05337M104 53 36,999 SH   DFND 1 36,999 0 0
AVALARA INC COM 05338G106 9,130 163,660 SH   DFND 1 163,660 0 0
AVALON HOLDINGS CORP-A CL A 05343P109 26 10,368 SH   DFND 1 10,368 0 0
AVALONBAY COMMUNITIES INC COM 053484101 492,169 2,455,254 SH   DFND 1 2,448,411 0 6,843
AVANGRID INC COM 05351W103 28,825 572,511 SH   DFND 1 572,511 0 0
AVANOS MEDICAL INC COM 05350V106 23,499 550,593 SH   DFND 1 541,702 0 8,891
AVAYA HOLDINGS CORP COM 05351X101 20,131 1,196,152 SH   DFND 1 1,196,152 0 0
AVAYA HOLDINGS CORP COM 05351X101 397 23,633 SH   DFND 1 2 23,633 0 0
AVEO PHARMACEUTICALS INC COM 053588109 1,175 1,433,171 SH   DFND 1 1,433,171 0 0
AVERY DENNISON CORP COM 053611109 133,827 1,186,427 SH   DFND 1 1,182,080 0 4,347
AVIAT NETWORKS INC COM NEW 05366Y201 401 26,118 SH   DFND 1 26,118 0 0
AVID BIOSERVICES INC COM 05368M106 2,520 593,092 SH   DFND 1 593,092 0 0
AVID TECHNOLOGY INC COM 05367P100 2,941 394,788 SH   DFND 1 394,788 0 0
AVID TECHNOLOGY INC COM 05367P100 534 71,770 SH   DFND 1 2 71,770 0 0
AVIS BUDGET GROUP INC COM 053774105 28,024 803,915 SH   DFND 1 791,994 0 11,921
AVISTA CORP COM 05379B107 29,571 728,010 SH   DFND 1 728,010 0 0
AVISTA CORP COM 05379B107 307 7,561 SH   DFND 1 2 7,561 0 0
AVNET INC COM 053807103 64,736 1,492,656 SH   DFND 1 1,472,346 0 20,310
AVON PRODUCTS INC COM 054303102 9,707 3,301,931 SH   DFND 1 3,300,396 0 1,535
AVROBIO INC COM 05455M100 2,739 124,245 SH   DFND 1 124,245 0 0
AVX CORP COM 002444107 9,873 569,417 SH   DFND 1 568,868 0 549
AWARE INC/MASS COM 05453N100 129 35,720 SH   DFND 1 35,720 0 0
AXA EQUITABLE HOLDINGS INC COM 054561105 40,382 2,007,148 SH   DFND 1 2,007,148 0 0
AXA EQUITABLE HOLDINGS INC COM 054561105 123 6,154 SH   DFND 1 2 6,154 0 0
AXALTA COATING SYSTEMS LTD COM G0750C108 54,108 2,147,868 SH   DFND 1 2,147,868 0 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208 7,963 395,792 SH   DFND 1 395,792 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 47,523 867,525 SH   DFND 1 867,525 0 0
AXOGEN INC COM 05463X106 8,777 416,779 SH   DFND 1 415,977 0 802
AXON ENTERPRISE INC COM 05464C101 39,507 726,104 SH   DFND 1 726,058 0 46
AXONICS MODULATION TECHNOLOG COM 05465P101 2,337 97,620 SH   DFND 1 97,620 0 0
AXOS FINANCIAL INC COM 05465C100 18,378 634,627 SH   DFND 1 634,627 0 0
AXOVANT GENE THERAPIES LTD COM G0750W104 233 175,751 SH   DFND 1 175,751 0 0
AXSOME THERAPEUTICS INC COM 05464T104 2,311 162,454 SH   DFND 1 162,454 0 0
AXT INC COM 00246W103 1,838 413,077 SH   DFND 1 413,077 0 0
AYTU BIOSCIENCE INC COM PAR 054754700 91 54,580 SH   DFND 1 54,580 0 0
AZZ INC COM 002474104 12,141 296,642 SH   DFND 1 296,642 0 0
B COMMUNICATIONS LTD SHS M15629104 33 15,951 SH   DFND 1 15,951 0 0
B&G FOODS INC COM 05508R106 18,220 746,149 SH   DFND 1 745,274 0 875
B&G FOODS INC COM 05508R106 3 148 SH   DFND 1 2 148 0 0
B. RILEY FINANCIAL INC COM 05580M108 3,537 211,935 SH   DFND 1 211,935 0 0
B2GOLD CORP COMSTK 11777Q209 464 165,902 SH   DFND 1 165,902 0 0
B2GOLD CORP COMSTK 11777Q209 0 51 SH   DFND 1 2 51 0 0
BABCOCK & WILCOX ENTERPR COM 05614L100 548 1,333,155 SH   DFND 1 1,333,155 0 0
BADGER METER INC COM 056525108 20,020 359,817 SH   DFND 1 359,817 0 0
BAIDU INC - SPON ADR SPON ADR REP A 056752108 121,927 743,758 SH   DFND 1 731,625 0 12,133
BAKER HUGHES A GE CO CL A 05722G100 176,652 6,385,233 SH   DFND 1 6,359,762 0 25,471
BALCHEM CORP COM 057665200 36,296 391,126 SH   DFND 1 391,126 0 0
BALL CORP COM 058498106 281,197 4,868,001 SH   DFND 1 4,851,492 0 16,509
BALLANTYNE STRONG INC COM 058516105 115 65,729 SH   DFND 1 65,729 0 0
BALLARD POWER SYSTEMS INC COM 058586108 497 164,008 SH   DFND 1 164,008 0 0
BANC OF CALIFORNIA INC COM 05990K106 6,868 496,290 SH   DFND 1 496,290 0 0
BANCFIRST CORP COM 05945F103 17,510 335,773 SH   DFND 1 335,773 0 0
BANCO BILBAO VIZCAYA-SP ADR SPONSORED ADR 05946K101 204 35,699 SH   DFND 1 27,965 0 7,734
BANCO SANTANDER MEXICO -ADR SPONSORED ADS B 05969B103 863 127,531 SH   DFND 1 2 127,531 0 0
BANCO SANTANDER MEXICO -ADR SPONSORED ADS B 05969B103 4 620 SH   DFND 1 0 0 620
BANCO SANTANDER SA-SPON ADR ADR 05964H105 332 71,707 SH   DFND 1 60,846 0 10,861
BANCOLOMBIA S.A.-SPONS ADR SPON ADR PREF 05968L102 606 11,885 SH   DFND 1 11,597 0 288
BANCORP INC/THE COM 05969A105 5,185 641,803 SH   DFND 1 641,803 0 0
BANCORP INC/THE COM 05969A105 553 68,498 SH   DFND 1 2 68,498 0 0
BANCORPSOUTH BANK COM 05971J102 29,866 1,058,357 SH   DFND 1 1,041,370 0 16,987
BANCROFT FUND LTD COM 059695106 1,440 67,376 SH   DFND 1 2 67,376 0 0
BANDWIDTH INC-CLASS A COM CL A 05988J103 4,776 71,327 SH   DFND 1 71,327 0 0
BANDWIDTH INC-CLASS A COM CL A 05988J103 444 6,641 SH   DFND 1 2 6,641 0 0
BANK OF AMERICA CORP COM 060505104 3,213,834 116,677,555 SH   DFND 1 116,215,216 0 462,339
BANK OF COMMERCE HOLDINGS COM 06424J103 2,091 198,237 SH   DFND 1 198,237 0 0
BANK OF HAWAII CORP COM 062540109 38,958 493,959 SH   DFND 1 486,240 0 7,719
BANK OF MARIN BANCORP/CA COM 063425102 6,709 164,883 SH   DFND 1 164,883 0 0
BANK OF MONTREAL COMSTK 063671101 46,677 621,156 SH   DFND 1 621,156 0 0
BANK OF MONTREAL COM 063671101 740 9,900 SH   DFND 1 9,201 0 699
BANK OF N.T. BUTTERFIELD&SON SHS NEW G0772R208 7,923 220,834 SH   DFND 1 220,834 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 551,879 10,965,709 SH   DFND 1 10,921,815 0 43,894
BANK OF NOVA SCOTIA COM 064149107 717 13,472 SH   DFND 1 12,811 0 661
BANK OF SOUTH CAROLINA CORP COM 065066102 205 11,294 SH   DFND 1 11,294 0 0
BANK OZK COM 06417N103 40,603 1,401,070 SH   DFND 1 1,378,428 0 22,642
BANK7 CORP COM 06652N107 246 14,180 SH   DFND 1 14,180 0 0
BANKFINANCIAL CORP COM 06643P104 2,745 184,633 SH   DFND 1 184,633 0 0
BANKFINANCIAL CORP COM 06643P104 64 4,331 SH   DFND 1 2 4,331 0 0
BANKUNITED INC COM 06652K103 38,607 1,155,907 SH   DFND 1 1,155,907 0 0
BANKWELL FINANCIAL GROUP INC COM 06654A103 2,027 69,489 SH   DFND 1 69,489 0 0
BANNER CORPORATION COM NEW 06652V208 21,274 392,730 SH   DFND 1 392,730 0 0
BAOZUN INC-SPN ADR SPONSORED ADR 06684L103 4,393 106,300 SH   DFND 1 105,753 0 547
BAR HARBOR BANKSHARES COM 066849100 4,193 162,095 SH   DFND 1 162,095 0 0
BARCLAYS PLC-SPONS ADR ADR 06738E204 801 100,131 SH   DFND 1 97,342 0 2,789
BARCLAYS PLC-SPONS ADR ADR 06738E204 158 19,792 SH   DFND 1 2 19,792 0 0
BARNES & NOBLE EDUCATION INC COM 06777U101 1,887 449,513 SH   DFND 1 449,330 0 183
BARNES & NOBLE INC COM 067774109 3,709 683,089 SH   DFND 1 682,798 0 291
BARNES GROUP INC COM 067806109 28,321 550,899 SH   DFND 1 550,899 0 0
BARNES GROUP INC COM 067806109 485 9,442 SH   DFND 1 2 9,442 0 0
BARNWELL INDUSTRIES INC COM 068221100 20 14,145 SH   DFND 1 14,145 0 0
BARRETT BUSINESS SVCS INC COM 068463108 10,000 129,326 SH   DFND 1 128,786 0 540
BARRICK GOLD CORP COM 067901108 637 50,614 SH   DFND 1 48,644 0 1,970
BASIC ENERGY SERVICES INC COM NEW 06985P209 852 224,231 SH   DFND 1 224,231 0 0
BASSETT FURNITURE INDS COM 070203104 1,970 120,093 SH   DFND 1 120,093 0 0
BAUSCH HEALTH COS INC COMSTK 071734107 7,287 297,825 SH   DFND 1 297,825 0 0
BAUSCH HEALTH COS INC COM 071734107 233 9,453 SH   DFND 1 9,208 0 245
BAUSCH HEALTH COS INC COMSTK 071734107 0 39 SH   DFND 1 2 39 0 0
BAXTER INTERNATIONAL INC COM 071813109 512,288 6,312,258 SH   DFND 1 6,287,099 0 25,159
BAYCOM CORP COM 07272M107 1,571 69,431 SH   DFND 1 69,431 0 0
BAYTEX ENERGY CORP COMSTK 07317Q105 91 54,000 SH   DFND 1 54,000 0 0
BB&T CORP COM 054937107 449,382 9,676,583 SH   DFND 1 9,636,924 0 39,659
BB&T CORP COM 054937107 42 905 SH   DFND 1 2 905 0 0
BBX CAPITAL CORP CL A 05491N104 4,600 777,176 SH   DFND 1 777,176 0 0
BBX CAPITAL CORP CL A 05491N104 36 6,100 SH   DFND 1 2 6,100 0 0
BCB BANCORP INC COM 055298103 1,815 135,516 SH   DFND 1 135,516 0 0
BCE INC COMSTK 05534B760 11,716 240,354 SH   DFND 1 240,354 0 0
BEACON ROOFING SUPPLY INC COM 073685109 26,377 820,207 SH   DFND 1 820,207 0 0
BEASLEY BROADCAST GRP INC -A CL A 074014101 206 51,759 SH   DFND 1 51,759 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 4,576 397,609 SH   DFND 1 397,609 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 4 402 SH   DFND 1 2 402 0 0
BECTON DICKINSON AND CO COM 075887109 832,825 3,341,462 SH   DFND 1 3,327,576 0 13,886
BED BATH & BEYOND INC COM 075896100 30,580 1,799,891 SH   DFND 1 1,774,143 0 25,748
BED BATH & BEYOND INC COM 075896100 414 24,413 SH   DFND 1 2 24,413 0 0
BEIGENE LTD-ADR SPONSORED ADR 07725L102 18,150 138,880 SH   DFND 1 138,758 0 122
BEL FUSE INC-CL B CL B 077347300 2,703 106,961 SH   DFND 1 106,961 0 0
BEL FUSE INC-CL B CL B 077347300 119 4,742 SH   DFND 1 2 4,742 0 0
BELDEN INC COM 077454106 29,126 542,394 SH   DFND 1 535,014 0 7,380
BELDEN INC COM 077454106 197 3,680 SH   DFND 1 2 3,680 0 0
BELLEROPHON THERAPEUTICS INC COM 078771102 152 232,890 SH   DFND 1 232,890 0 0
BELLICUM PHARMACEUTICALS INC COM 079481107 1,748 518,714 SH   DFND 1 518,714 0 0
BELMOND LTD-CLASS A CL A G1154H107 25,537 1,024,354 SH   DFND 1 1,024,354 0 0
BEMIS COMPANY COM 081437105 54,899 989,541 SH   DFND 1 972,485 0 17,056
BENCHMARK ELECTRONICS INC COM 08160H101 15,595 594,126 SH   DFND 1 594,126 0 0
BENEFITFOCUS INC COM 08180D106 16,733 337,922 SH   DFND 1 337,922 0 0
BERKSHIRE HATHAWAY INC-CL B CL B NEW 084670702 5,104,254 25,450,246 SH   DFND 1 25,352,032 0 98,214
BERKSHIRE HILLS BANCORP INC COM 084680107 13,287 487,795 SH   DFND 1 487,795 0 0
BERRY GLOBAL GROUP INC COM 08579W103 69,373 1,287,796 SH   DFND 1 1,287,796 0 0
BERRY PETROLEUM CORP COM 08579X101 6,215 538,592 SH   DFND 1 538,592 0 0
BEST BUY CO INC COM 086516101 246,506 3,474,779 SH   DFND 1 3,461,818 0 12,961
BEST BUY CO INC COM 086516101 301 4,241 SH   DFND 1 2 4,241 0 0
BEYONDSPRING INC SHS G10830100 266 16,621 SH   DFND 1 16,621 0 0
BG STAFFING INC COM 05544A109 2,087 95,583 SH   DFND 1 94,741 0 842
BGC PARTNERS INC-CL A CL A 05541T101 15,939 3,001,863 SH   DFND 1 3,000,587 0 1,276
BGC PARTNERS INC-CL A CL A 05541T101 175 33,108 SH   DFND 1 2 33,108 0 0
BHP GROUP LTD-SPON ADR SPONSORED ADS 088606108 856 15,660 SH   DFND 1 2 15,660 0 0
BHP GROUP LTD-SPON ADR SPONSORED ADS 088606108 839 15,351 SH   DFND 1 13,718 0 1,633
BHP GROUP PLC-ADR SPONSORED ADR 05545E209 1,579 32,712 SH   DFND 1 31,959 0 753
BIG 5 SPORTING GOODS CORP COM 08915P101 779 245,236 SH   DFND 1 245,236 0 0
BIG LOTS INC COM 089302103 17,204 452,509 SH   DFND 1 452,509 0 0
BIGLARI HOLDINGS INC-A COM STK CL A 08986R408 750 1,021 SH   DFND 1 1,021 0 0
BIGLARI HOLDINGS INC-B COM STK CL B 08986R309 1,703 12,049 SH   DFND 1 12,049 0 0
BIOCEPT INC COM PAR 09072V402 80 70,353 SH   DFND 1 70,353 0 0
BIOCRYST PHARMACEUTICALS INC COM 09058V103 10,781 1,324,509 SH   DFND 1 1,324,509 0 0
BIODELIVERY SCIENCES INTL COM 09060J106 2,758 520,529 SH   DFND 1 520,529 0 0
BIODELIVERY SCIENCES INTL COM 09060J106 99 18,849 SH   DFND 1 2 18,849 0 0
BIOGEN INC COM 09062X103 716,418 3,035,390 SH   DFND 1 3,016,895 0 18,495
BIOGEN INC COM 09062X103 1,844 7,801 SH   DFND 1 2 7,801 0 0
BIOHAVEN PHARMACEUTICAL HOLD COM G11196105 20,257 393,586 SH   DFND 1 393,586 0 0
BIOLASE INC COM NEW 090911207 110 46,515 SH   DFND 1 46,515 0 0
BIOLIFE SOLUTIONS INC COM NEW 09062W204 1,773 99,110 SH   DFND 1 99,110 0 0
BIOLIFE SOLUTIONS INC COM NEW 09062W204 15 839 SH   DFND 1 2 839 0 0
BIOLINERX LTD-SPONS ADR SPONSORED ADS 09071M106 24 57,628 SH   DFND 1 57,628 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 155,631 1,753,433 SH   DFND 1 1,745,767 0 7,666
BIOMARIN PHARMACEUTICAL INC COM 09061G101 57 649 SH   DFND 1 2 649 0 0
BIOPHARMX CORP COM 09072X101 59 671,686 SH   DFND 1 671,686 0 0
BIO-RAD LABORATORIES-A CL A 090572207 68,412 223,804 SH   DFND 1 220,033 0 3,771
BIOSCRIP INC COM 09069N108 3,141 1,570,822 SH   DFND 1 1,570,822 0 0
BIOSCRIP INC COM 09069N108 100 50,000 SH   DFND 1 2 50,000 0 0
BIOSPECIFICS TECHNOLOGIES COM 090931106 5,010 80,385 SH   DFND 1 80,385 0 0
BIOSPECIFICS TECHNOLOGIES COM 090931106 107 1,721 SH   DFND 1 2 1,721 0 0
BIO-TECHNE CORP COM 09073M104 84,621 426,196 SH   DFND 1 419,022 0 7,174
BIOTELEMETRY INC COM 090672106 25,657 409,734 SH   DFND 1 409,156 0 578
BIOTELEMETRY INC COM 090672106 41 669 SH   DFND 1 2 669 0 0
BIOTIME INC COM 09066L105 1,902 1,452,306 SH   DFND 1 1,452,306 0 0
BIOXCEL THERAPEUTICS INC COM 09075P105 250 25,342 SH   DFND 1 25,342 0 0
BJ'S RESTAURANTS INC COM 09180C106 12,668 267,936 SH   DFND 1 267,936 0 0
BJ'S WHOLESALE CLUB HOLDINGS COM 05550J101 32,569 1,188,681 SH   DFND 1 1,188,681 0 0
BK TECHNOLOGIES CORP COM 05587G104 336 78,830 SH   DFND 1 78,830 0 0
BLACK HILLS CORP COM 092113109 46,064 621,910 SH   DFND 1 611,794 0 10,116
BLACK KNIGHT INC COM 09215C105 74,901 1,374,339 SH   DFND 1 1,374,339 0 0
BLACK RIDGE ACQUISITION-CW *W EXP 07/10/202 09216T115 831 2,771,658 SH   DFND 1 2 2,771,658 0 0
BLACKBAUD INC COM 09227Q100 48,133 603,707 SH   DFND 1 594,610 0 9,097
BLACKBERRY LTD COMSTK 09228F103 4,896 489,610 SH   DFND 1 489,610 0 0
BLACKLINE INC COM 09239B109 26,221 566,101 SH   DFND 1 566,101 0 0
BLACKLINE INC COM 09239B109 22 481 SH   DFND 1 2 481 0 0
BLACKROCK CAPITAL INVESTMENT COM 092533108 190 31,788 SH   DFND 1 2 31,788 0 0
BLACKROCK ENHANCED GLOBAL DI COM 092501105 1,644 153,672 SH   DFND 1 2 153,672 0 0
BLACKROCK ENHANCED INTERNATI COM BENE INTER 092524107 646 116,330 SH   DFND 1 2 116,330 0 0
BLACKROCK INC COM 09247X101 691,922 1,621,961 SH   DFND 1 1,615,489 0 6,472
BLACKROCK INC COM 09247X101 27 64 SH   DFND 1 2 64 0 0
BLACKROCK MUNIHOLDINGS CA QU COM 09254L107 336 25,409 SH   DFND 1 2 25,409 0 0
BLACKROCK MUNIHOLDINGS NJ QU COM 09254X101 482 35,261 SH   DFND 1 2 35,261 0 0
BLACKROCK MUNIYIELD CA QUALI COM 09254N103 1,416 105,162 SH   DFND 1 2 105,162 0 0
BLACKROCK MUNIYIELD NJ FUND COM 09254Y109 397 27,599 SH   DFND 1 2 27,599 0 0
BLACKROCK NEW YORK MUN II COM 09249R102 306 22,539 SH   DFND 1 2 22,539 0 0
BLACKROCK NEW YORK MUNI INC SH BEN INT 09248L106 184 14,170 SH   DFND 1 2 14,170 0 0
BLACKROCK RESOURCES & COMMOD SHS 09257A108 788 96,475 SH   DFND 1 2 96,475 0 0
BLACKROCK TCP CAPITAL CORP COM 09259E108 389 27,491 SH   DFND 1 2 27,491 0 0
BLACKSTONE MORTGAGE TRU-CL A COM CL A 09257W100 53,303 1,532,542 SH   DFND 1 1,532,542 0 0
BLINK CHARGING CO COM 09354A100 281 89,888 SH   DFND 1 89,888 0 0
BLOOM ENERGY CORP- A COM CL A 093712107 2,078 160,864 SH   DFND 1 160,864 0 0
BLOOMIN' BRANDS INC COM 094235108 22,813 1,115,583 SH   DFND 1 1,115,583 0 0
BLUCORA INC COM 095229100 24,531 734,925 SH   DFND 1 734,218 0 707
BLUE APRON HOLDINGS INC-A CL A 09523Q101 538 549,334 SH   DFND 1 549,334 0 0
BLUE BIRD CORP COM 095306106 3,222 190,324 SH   DFND 1 190,324 0 0
BLUE CAPITAL REINSURANCE HOL COM G1190F107 161 23,939 SH   DFND 1 23,939 0 0
BLUEBIRD BIO INC COM 09609G100 92,565 588,352 SH   DFND 1 588,352 0 0
BLUEGREEN VACATIONS CORP COM 09629F108 1,441 97,016 SH   DFND 1 97,016 0 0
BLUEKNIGHT ENERGY PARTNERS L COM UNIT 09625U109 55 54,150 SH   DFND 1 54,150 0 0
BLUELINX HOLDINGS INC COM NEW 09624H208 2,789 104,705 SH   DFND 1 104,705 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 42,937 536,378 SH   DFND 1 536,378 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 43 545 SH   DFND 1 2 545 0 0
BLUEROCK RESIDENTIAL GROWTH COM CL A 09627J102 3,369 312,560 SH   DFND 1 312,560 0 0
BMC STOCK HOLDINGS INC COM 05591B109 15,236 862,284 SH   DFND 1 862,284 0 0
BOEING CO/THE COM 097023105 2,506,678 6,582,888 SH   DFND 1 6,556,942 0 25,946
BOEING CO/THE COM 097023105 523 1,372 SH   DFND 1 2 1,372 0 0
BOINGO WIRELESS INC COM 09739C102 12,230 525,379 SH   DFND 1 525,379 0 0
BOISE CASCADE CO COM 09739D100 13,162 491,864 SH   DFND 1 491,864 0 0
BOK FINANCIAL CORPORATION COM NEW 05561Q201 31,347 384,395 SH   DFND 1 384,395 0 0
BONANZA CREEK ENERGY INC COM NEW 097793400 4,968 218,986 SH   DFND 1 218,986 0 0
BOOKING HOLDINGS INC COM 09857L108 1,170,454 671,725 SH   DFND 1 667,525 0 4,200
BOOT BARN HOLDINGS INC COM 099406100 9,454 321,148 SH   DFND 1 321,148 0 0
BOOZ ALLEN HAMILTON HOLDINGS CL A 099502106 88,385 1,520,214 SH   DFND 1 1,520,214 0 0
BORGWARNER INC COM 099724106 120,685 3,147,009 SH   DFND 1 3,136,752 0 10,257
BORGWARNER INC COM 099724106 170 4,440 SH   DFND 1 2 4,440 0 0
BOSTON BEER COMPANY INC-A CL A 100557107 37,420 126,967 SH   DFND 1 125,336 0 1,631
BOSTON OMAHA CORP-CL A COM 101044105 2,342 93,919 SH   DFND 1 93,919 0 0
BOSTON PRIVATE FINL HOLDING COM 101119105 11,570 1,055,721 SH   DFND 1 1,055,721 0 0
BOSTON PROPERTIES INC COM 101121101 349,566 2,614,783 SH   DFND 1 2,607,151 0 7,632
BOSTON SCIENTIFIC CORP COM 101137107 681,457 17,789,329 SH   DFND 1 17,720,891 0 68,438
BOTTOMLINE TECHNOLOGIES (DE) COM 101388106 23,767 474,500 SH   DFND 1 474,500 0 0
BOULDER GROWTH & INCOME FUND COM 101507101 1,658 153,865 SH   DFND 1 2 153,865 0 0
BOX INC - CLASS A CL A 10316T104 30,249 1,566,536 SH   DFND 1 1,566,536 0 0
BOXLIGHT CORP - CLASS A COM CL A 103197109 120 37,515 SH   DFND 1 37,515 0 0
BOYD GAMING CORP COM 103304101 25,617 936,324 SH   DFND 1 921,358 0 14,966
BP PLC-SPONS ADR SPONSORED ADR 055622104 4,182 95,658 SH   DFND 1 95,658 0 0
BRADY CORPORATION - CL A CL A 104674106 31,339 675,269 SH   DFND 1 675,269 0 0
BRAEMAR HOTELS & RESORTS INC COM 10482B101 4,630 379,243 SH   DFND 1 379,243 0 0
BRAINSTORM CELL THERAPEUTICS COM NEW 10501E201 456 105,273 SH   DFND 1 105,273 0 0
BRANDYWINE REALTY TRUST SH BEN INT NEW 105368203 38,129 2,404,117 SH   DFND 1 2,404,117 0 0
BRANDYWINEGLOBAL GLOBAL INCO COM 10537L104 1,261 113,372 SH   DFND 1 2 113,372 0 0
BRIDGE BANCORP INC COM 108035106 6,913 235,952 SH   DFND 1 235,952 0 0
BRIDGEPOINT EDUCATION INC COM 10807M105 1,158 189,616 SH   DFND 1 189,616 0 0
BRIDGEPOINT EDUCATION INC COM 10807M105 23 3,814 SH   DFND 1 2 3,814 0 0
BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 1,547 150,132 SH   DFND 1 150,132 0 0
BRIGGS & STRATTON COM 109043109 5,842 493,884 SH   DFND 1 493,884 0 0
BRIGHT HORIZONS FAMILY SOLUT COM 109194100 81,220 638,910 SH   DFND 1 638,910 0 0
BRIGHTCOVE COM 10921T101 3,352 398,647 SH   DFND 1 398,647 0 0
BRIGHTCOVE COM 10921T101 284 33,773 SH   DFND 1 2 33,773 0 0
BRIGHTHOUSE FINANCIAL INC COM 10922N103 66,549 1,836,706 SH   DFND 1 1,830,534 0 6,172
BRIGHTHOUSE FINANCIAL INC COM 10922N103 44 1,215 SH   DFND 1 2 1,215 0 0
BRIGHTSPHERE INVESTMENT GROU SHS G1644T109 4,354 321,114 SH   DFND 1 318,523 0 2,591
BRIGHTSPHERE INVESTMENT GROU SHS G1644T109 414 30,548 SH   DFND 1 2 30,548 0 0
BRIGHTVIEW HOLDINGS INC COM 10948C107 4,182 290,469 SH   DFND 1 290,469 0 0
BRINKER INTERNATIONAL INC COM 109641100 20,711 466,685 SH   DFND 1 458,996 0 7,689
BRINK'S CO/THE COM 109696104 43,578 577,891 SH   DFND 1 568,592 0 9,299
BRISTOL-MYERS SQUIBB CO COM 110122108 1,149,633 24,129,556 SH   DFND 1 24,045,594 0 83,962
BRISTOL-MYERS SQUIBB CO COM 110122108 1,644 34,476 SH   DFND 1 2 34,476 0 0
BRISTOW GROUP INC COM 110394103 427 385,502 SH   DFND 1 385,502 0 0
BRITISH AMERICAN TOB-SP ADR SPONSORED ADR 110448107 2,740 68,680 SH   DFND 1 68,680 0 0
BRIXMOR PROPERTY GROUP INC COM 11120U105 91,713 4,992,553 SH   DFND 1 4,933,797 0 58,756
BROADCOM INC COM 11135F101 1,572,008 5,235,497 SH   DFND 1 5,198,360 0 37,137
BROADCOM INC COM 11135F101 111 372 SH   DFND 1 2 372 0 0
BROADRIDGE FINANCIAL SOLUTIO COM 11133T103 174,073 1,681,515 SH   DFND 1 1,675,528 0 5,987
BROADWIND ENERGY INC COM NEW 11161T207 141 84,042 SH   DFND 1 84,042 0 0
BROOKDALE SENIOR LIVING INC COM 112463104 14,475 2,199,950 SH   DFND 1 2,199,950 0 0
BROOKFIELD ASSET MANAGE-CL A CL A LTD VT SH 112585104 369 7,922 SH   DFND 1 6,067 0 1,855
BROOKFIELD PROPERTY PARTNERS UNIT LTD PARTN G16249107 4,271 207,669 SH   DFND 1 207,199 0 470
BROOKFIELD PROPERTY REIT I-A CL A 11282X103 7,468 366,145 SH   DFND 1 366,145 0 0
BROOKLINE BANCORP INC COM 11373M107 14,285 992,063 SH   DFND 1 992,063 0 0
BROOKS AUTOMATION INC COM 114340102 25,337 863,893 SH   DFND 1 863,893 0 0
BROWN & BROWN INC COM 115236101 80,894 2,739,800 SH   DFND 1 2,696,317 0 43,483
BROWN-FORMAN CORP-CLASS A CL A 115637100 7,009 136,978 SH   DFND 1 136,978 0 0
BROWN-FORMAN CORP-CLASS B CL B 115637209 162,695 3,087,363 SH   DFND 1 3,079,152 0 8,211
BRP INC/CA- SUB VOTING COM SUN VTG 05577W200 665 24,000 SH   DFND 1 24,000 0 0
BRT APARTMENTS CORP COM 055645303 3,698 266,465 SH   DFND 1 266,465 0 0
BRUKER CORP COM 116794108 55,211 1,436,301 SH   DFND 1 1,436,301 0 0
BRUNSWICK CORP COM 117043109 44,528 884,731 SH   DFND 1 868,430 0 16,301
BRYN MAWR BANK CORP COM 117665109 8,675 240,125 SH   DFND 1 240,125 0 0
BSQUARE CORP COM NEW 11776U300 100 51,409 SH   DFND 1 51,409 0 0
BT GROUP PLC-SPON ADR ADR 05577E101 205 13,886 SH   DFND 1 13,308 0 578
BUCKLE INC/THE COM 118440106 6,837 365,244 SH   DFND 1 365,244 0 0
BUILD-A-BEAR WORKSHOP INC COM 120076104 587 96,345 SH   DFND 1 96,345 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 18,354 1,375,870 SH   DFND 1 1,375,870 0 0
BUNGE LTD COM G16962105 70,744 1,334,195 SH   DFND 1 1,334,195 0 0
BUNGE LTD COM G16962105 2,388 45,000 SH   DFND 1 2 45,000 0 0
BURLINGTON STORES INC COM 122017106 108,112 690,536 SH   DFND 1 690,536 0 0
BUSINESS FIRST BANCSHARES COM 12326C105 2,861 116,597 SH   DFND 1 116,597 0 0
BWX TECHNOLOGIES INC COM 05605H100 49,550 999,396 SH   DFND 1 999,396 0 0
BYLINE BANCORP INC COM 124411109 3,497 189,256 SH   DFND 1 189,256 0 0
C & F FINANCIAL CORP COM 12466Q104 1,548 30,609 SH   DFND 1 30,609 0 0
C&J ENERGY SERVICES INC COM 12674R100 10,929 704,242 SH   DFND 1 704,242 0 0
C.H. ROBINSON WORLDWIDE INC COM NEW 12541W209 174,333 2,006,780 SH   DFND 1 1,999,967 0 6,813
C.H. ROBINSON WORLDWIDE INC COM NEW 12541W209 41 480 SH   DFND 1 2 480 0 0
CABLE ONE INC COM 12685J105 63,712 64,919 SH   DFND 1 63,990 0 929
CABOT CORP COM 127055101 25,835 620,599 SH   DFND 1 609,450 0 11,149
CABOT CORP COM 127055101 195 4,697 SH   DFND 1 2 4,697 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 41,035 366,517 SH   DFND 1 366,517 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 137 1,226 SH   DFND 1 2 1,226 0 0
CABOT OIL & GAS CORP COM 127097103 156,392 6,002,441 SH   DFND 1 5,981,534 0 20,907
CABOT OIL & GAS CORP COM 127097103 304 11,657 SH   DFND 1 2 11,657 0 0
CACI INTERNATIONAL INC -CL A CL A 127190304 59,364 326,144 SH   DFND 1 321,487 0 4,657
CACTUS INC - A CL A 127203107 17,521 492,185 SH   DFND 1 492,185 0 0
CADENCE BANCORP CL A 12739A100 25,644 1,382,468 SH   DFND 1 1,382,468 0 0
CADENCE DESIGN SYS INC COM 127387108 322,790 5,089,372 SH   DFND 1 5,063,621 0 25,751
CADIZ INC COM NEW 127537207 2,590 267,579 SH   DFND 1 267,579 0 0
CAE INC COMSTK 124765108 5,732 257,834 SH   DFND 1 257,834 0 0
CAE INC COM 124765108 322 14,545 SH   DFND 1 12,239 0 2,306
CAESARS ENTERTAINMENT CORP COM 127686103 52,491 6,040,432 SH   DFND 1 5,931,230 0 109,202
CAESARS ENTERTAINMENT CORP COM 127686103 1,477 170,000 SH   DFND 1 2 170,000 0 0
CAESARSTONE LTD ORD SHS M20598104 1,851 118,602 SH   DFND 1 118,602 0 0
CAI INTERNATIONAL INC COM 12477X106 4,627 199,478 SH   DFND 1 199,478 0 0
CALADRIUS BIOSCIENCES INC COM NEW 128058203 168 46,538 SH   DFND 1 46,538 0 0
CALAMP CORP COM 128126109 5,298 421,187 SH   DFND 1 421,187 0 0
CALAMP CORP COM 128126109 325 25,845 SH   DFND 1 2 25,845 0 0
CALAVO GROWERS INC COM 128246105 16,193 193,121 SH   DFND 1 193,121 0 0
CALERES INC COM 129500104 12,220 494,960 SH   DFND 1 494,960 0 0
CALERES INC COM 129500104 16 682 SH   DFND 1 2 682 0 0
CALIFORNIA RESOURCES CORP COM NEW 13057Q206 13,843 538,450 SH   DFND 1 538,434 0 16
CALIFORNIA RESOURCES CORP COM NEW 13057Q206 91 3,578 SH   DFND 1 2 3,578 0 0
CALIFORNIA WATER SERVICE GRP COM 130788102 30,681 565,249 SH   DFND 1 565,249 0 0
CALITHERA BIOSCIENCES INC COM 13089P101 2,616 388,199 SH   DFND 1 388,199 0 0
CALITHERA BIOSCIENCES INC COM 13089P101 144 21,402 SH   DFND 1 2 21,402 0 0
CALIX INC COM 13100M509 7,547 980,149 SH   DFND 1 980,149 0 0
CALIX INC COM 13100M509 459 59,659 SH   DFND 1 2 59,659 0 0
CALLAWAY GOLF COMPANY COM 131193104 16,407 1,029,982 SH   DFND 1 1,029,982 0 0
CALLON PETROLEUM CO COM 13123X102 20,028 2,652,768 SH   DFND 1 2,610,174 0 42,594
CAL-MAINE FOODS INC COM NEW 128030202 17,062 382,319 SH   DFND 1 382,009 0 310
CALUMET SPECIALTY PRODUCTS UT LTD PARTNER 131476103 176 49,624 SH   DFND 1 49,624 0 0
CALYXT INC COM 13173L107 1,827 103,878 SH   DFND 1 103,878 0 0
CAMBREX CORP COM 132011107 14,988 385,814 SH   DFND 1 385,814 0 0
CAMBRIDGE BANCORP COM 132152109 3,452 41,670 SH   DFND 1 41,670 0 0
CAMDEN NATIONAL CORP COM 133034108 8,091 193,951 SH   DFND 1 193,951 0 0
CAMDEN PROPERTY TRUST SH BEN INT 133131102 135,050 1,331,222 SH   DFND 1 1,313,144 0 18,078
CAMECO CORP COMSTK 13321L108 4,329 369,516 SH   DFND 1 369,516 0 0
CAMPBELL SOUP CO COM 134429109 97,641 2,565,407 SH   DFND 1 2,555,493 0 9,914
CAMPING WORLD HOLDINGS INC-A CL A 13462K109 5,212 374,750 SH   DFND 1 374,750 0 0
CAMTEK LTD ORD M20791105 168 18,904 SH   DFND 1 18,904 0 0
CAN IMPERIAL BK OF COMMERCE COM 136069101 471 5,968 SH   DFND 1 5,611 0 357
CANADA GOOSE HOLDINGS INC COMSTK 135086106 219 4,565 SH   DFND 1 4,565 0 0
CANADIAN NATL RAILWAY CO COM 136375102 1,054 11,786 SH   DFND 1 11,050 0 736
CANADIAN NATURAL RESOURCES COM 136385101 335 12,214 SH   DFND 1 12,214 0 0
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 449 2,184 SH   DFND 1 2,030 0 154
CANADIAN SOLAR INC COM 136635109 1,091 58,588 SH   DFND 1 58,588 0 0
CANCER GENETICS INC COM 13739U104 53 221,803 SH   DFND 1 221,803 0 0
CANNAE HOLDINGS INC COM 13765N107 20,888 861,037 SH   DFND 1 861,037 0 0
CANON INC-SPONS ADR SPONSORED ADR 138006309 839 28,907 SH   DFND 1 26,484 0 2,423
CANOPY GROWTH CORP COMSTK 138035100 1,441 33,305 SH   DFND 1 33,305 0 0
CANTEL MEDICAL CORP COM 138098108 25,809 385,855 SH   DFND 1 379,070 0 6,785
CANTEL MEDICAL CORP COM 138098108 81 1,218 SH   DFND 1 2 1,218 0 0
CAPITAL BANCORP INC/MD COM 139737100 293 25,249 SH   DFND 1 25,249 0 0
CAPITAL CITY BANK GROUP INC COM 139674105 2,924 134,265 SH   DFND 1 134,265 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 530,862 6,509,939 SH   DFND 1 6,486,836 0 23,103
CAPITAL ONE FINANCIAL CORP COM 14040H105 1,163 14,238 SH   DFND 1 2 14,238 0 0
CAPITAL PRODUCT PARTNERS LP PARTNERSHP UNITS Y11082206 655 62,520 SH   DFND 1 2 62,520 0 0
CAPITAL PRODUCT PARTNERS LP PARTNERSHP UNITS Y11082206 139 13,358 SH   DFND 1 13,358 0 0
CAPITAL SENIOR LIVING CORP COM 140475104 1,215 304,710 SH   DFND 1 304,710 0 0
CAPITAL SENIOR LIVING CORP COM 140475104 75 18,840 SH   DFND 1 2 18,840 0 0
CAPITAL SOUTHWEST CORP COM 140501107 243 11,586 SH   DFND 1 11,586 0 0
CAPITOL FEDERAL FINANCIAL IN COM 14057J101 23,340 1,748,376 SH   DFND 1 1,748,376 0 0
CAPITOL INVESTMENT CORP IV-A CL A ORD G18920101 152 15,000 SH   DFND 1 2 15,000 0 0
CAPRI HOLDINGS LTD SHS G1890L107 107,099 2,344,711 SH   DFND 1 2,337,174 0 7,537
CAPRI HOLDINGS LTD SHS G1890L107 523 11,439 SH   DFND 1 2 11,439 0 0
CAPRICOR THERAPEUTICS INC COM 14070B101 55 118,686 SH   DFND 1 118,686 0 0
CAPSTAR FINANCIAL HOLDINGS I COM 14070T102 982 68,071 SH   DFND 1 68,071 0 0
CAPSTEAD MORTGAGE CORP COM NO PAR 14067E506 8,694 1,012,206 SH   DFND 1 1,012,206 0 0
CAPSTONE TURBINE CORP COM NEW 14067D409 357 397,235 SH   DFND 1 397,235 0 0
CARA THERAPEUTICS INC COM 140755109 7,807 397,950 SH   DFND 1 397,950 0 0
CARBO CERAMICS INC COM 140781105 825 235,917 SH   DFND 1 235,917 0 0
CARBON BLACK INC COM 14081R103 3,735 267,811 SH   DFND 1 267,811 0 0
CARBONITE INC COM 141337105 10,088 406,616 SH   DFND 1 406,616 0 0
CARDINAL HEALTH INC COM 14149Y108 217,290 4,516,819 SH   DFND 1 4,500,910 0 15,909
CARDINAL HEALTH INC COM 14149Y108 122 2,548 SH   DFND 1 2 2,548 0 0
CARDIOVASCULAR SYSTEMS INC COM 141619106 16,702 432,035 SH   DFND 1 432,035 0 0
CARDLYTICS INC COM 14161W105 1,896 114,654 SH   DFND 1 114,654 0 0
CARDTRONICS PLC - A SHS CL A G1991C105 16,800 472,178 SH   DFND 1 472,178 0 0
CARE.COM INC COM 141633107 6,171 312,316 SH   DFND 1 312,316 0 0
CARE.COM INC COM 141633107 544 27,552 SH   DFND 1 2 27,552 0 0
CAREDX INC COM 14167L103 15,141 480,371 SH   DFND 1 479,954 0 417
CAREER EDUCATION CORP COM 141665109 14,215 860,520 SH   DFND 1 860,520 0 0
CAREER EDUCATION CORP COM 141665109 64 3,880 SH   DFND 1 2 3,880 0 0
CARETRUST REIT INC COM 14174T107 24,813 1,057,705 SH   DFND 1 1,057,705 0 0
CARGURUS INC COM CL A 141788109 32,855 820,152 SH   DFND 1 820,152 0 0
CARGURUS INC COM CL A 141788109 447 11,178 SH   DFND 1 2 11,178 0 0
CARLISLE COS INC COM 142339100 72,978 595,159 SH   DFND 1 584,431 0 10,728
CARLISLE COS INC COM 142339100 41 338 SH   DFND 1 2 338 0 0
CARLYLE GROUP/THE COM UTS LTD PTN 14309L102 1,649 90,254 SH   DFND 1 90,254 0 0
CARMAX INC COM 143130102 159,519 2,289,572 SH   DFND 1 2,281,173 0 8,399
CARNIVAL CORP UNIT 99/99/9999 143658300 252,208 4,982,487 SH   DFND 1 4,961,343 0 21,144
CARNIVAL CORP UNIT 99/99/9999 143658300 41 823 SH   DFND 1 2 823 0 0
CARNIVAL PLC-ADR ADR 14365C103 711 14,290 SH   DFND 1 13,890 0 400
CAROLINA FINANCIAL CORP COM 143873107 8,623 249,296 SH   DFND 1 249,296 0 0
CARPENTER TECHNOLOGY COM 144285103 24,915 543,417 SH   DFND 1 534,543 0 8,874
CARRIAGE SERVICES INC COM 143905107 3,446 179,045 SH   DFND 1 179,045 0 0
CARRIZO OIL & GAS INC COM 144577103 12,555 1,006,862 SH   DFND 1 1,006,862 0 0
CARRIZO OIL & GAS INC COM 144577103 151 12,185 SH   DFND 1 2 12,185 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 4,328 434,161 SH   DFND 1 434,161 0 0
CARS.COM INC COM 14575E105 17,122 751,003 SH   DFND 1 739,067 0 11,936
CARS.COM INC COM 14575E105 156 6,846 SH   DFND 1 2 6,846 0 0
CARTER'S INC COM 146229109 47,840 474,652 SH   DFND 1 466,125 0 8,527
CARVANA CO CL A 146869102 21,567 371,476 SH   DFND 1 371,476 0 0
CAS MEDICAL SYSTEMS INC COM PAR 124769209 265 109,396 SH   DFND 1 109,396 0 0
CASA SYSTEMS INC COM 14713L102 3,305 398,220 SH   DFND 1 398,220 0 0
CASA SYSTEMS INC COM 14713L102 164 19,795 SH   DFND 1 2 19,795 0 0
CASELLA WASTE SYSTEMS INC-A CL A 147448104 19,048 535,675 SH   DFND 1 535,675 0 0
CASEY'S GENERAL STORES INC COM 147528103 51,907 403,104 SH   DFND 1 396,247 0 6,857
CASEY'S GENERAL STORES INC COM 147528103 41 324 SH   DFND 1 2 324 0 0
CASI PHARMACEUTICALS INC COM 14757U109 1,786 622,336 SH   DFND 1 622,336 0 0
CASS INFORMATION SYSTEMS INC COM 14808P109 8,321 175,936 SH   DFND 1 175,936 0 0
CASSAVA SCIENCES INC COM 14817C107 85 66,068 SH   DFND 1 66,068 0 0
CASTLE BRANDS INC COM 148435100 616 884,474 SH   DFND 1 884,474 0 0
CASTLIGHT HEALTH INC-B CL B 14862Q100 3,279 874,573 SH   DFND 1 874,573 0 0
CATABASIS PHARMACEUTICALS IN COM NEW 14875P206 620 78,363 SH   DFND 1 78,363 0 0
CATALENT INC COM 148806102 60,120 1,481,155 SH   DFND 1 1,453,876 0 27,279
CATALYST BIOSCIENCES INC COM NEW 14888D208 1,118 137,874 SH   DFND 1 137,874 0 0
CATALYST PHARMACEUTICALS INC COM 14888U101 5,846 1,146,422 SH   DFND 1 1,146,422 0 0
CATASYS INC COM PAR 149049504 819 66,975 SH   DFND 1 66,975 0 0
CATCHMARK TIMBER TRUST INC-A CL A 14912Y202 5,532 563,395 SH   DFND 1 563,395 0 0
CATERPILLAR INC COM 149123101 976,994 7,223,650 SH   DFND 1 7,193,489 0 30,161
CATHAY GENERAL BANCORP COM 149150104 37,783 1,114,215 SH   DFND 1 1,099,890 0 14,325
CATO CORP-CLASS A CL A 149205106 4,137 276,171 SH   DFND 1 276,171 0 0
CATO CORP-CLASS A CL A 149205106 16 1,104 SH   DFND 1 2 1,104 0 0
CAVCO INDUSTRIES INC COM 149568107 13,116 111,598 SH   DFND 1 111,598 0 0
CAVCO INDUSTRIES INC COM 149568107 311 2,648 SH   DFND 1 2 2,648 0 0
CB FINANCIAL SERVICES INC COM 12479G101 1,235 52,059 SH   DFND 1 52,059 0 0
CBIZ INC COM 124805102 12,741 629,536 SH   DFND 1 629,536 0 0
CBL & ASSOCIATES PROPERTIES COM 124830100 4,057 2,617,733 SH   DFND 1 2,613,473 0 4,260
CBOE GLOBAL MARKETS INC COM 12503M108 152,588 1,601,599 SH   DFND 1 1,596,058 0 5,541
CBRE CLARION GL R/E INCOME F COM 12504G100 2,496 334,175 SH   DFND 1 2 334,175 0 0
CBRE GROUP INC - A CL A 12504L109 212,219 4,299,323 SH   DFND 1 4,283,898 0 15,425
CBS CORP-CLASS B NON VOTING CL B 124857202 220,581 4,649,284 SH   DFND 1 4,631,906 0 17,378
CBS CORP-CLASS B NON VOTING CL B 124857202 1,307 27,500 SH   DFND 1 2 27,500 0 0
CBTX INC COM 12481V104 7,644 235,424 SH   DFND 1 235,424 0 0
CDK GLOBAL INC COM 12508E101 79,667 1,355,096 SH   DFND 1 1,331,387 0 23,709
CDK GLOBAL INC COM 12508E101 586 9,976 SH   DFND 1 2 9,976 0 0
CDW CORP/DE COM 12514G108 163,388 1,696,570 SH   DFND 1 1,696,570 0 0
CECO ENVIRONMENTAL CORP COM 125141101 2,308 320,606 SH   DFND 1 320,606 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 3,436 1,010,707 SH   DFND 1 1,010,707 0 0
CELANESE CORP COM 150870103 178,090 1,809,173 SH   DFND 1 1,802,848 0 6,325
CELANESE CORP COM 150870103 505 5,128 SH   DFND 1 2 5,128 0 0
CELCUITY INC COM 15102K100 839 38,336 SH   DFND 1 38,336 0 0
CELESTICA INC COMSTK 15101Q108 49 5,878 SH   DFND 1 2 5,878 0 0
CELESTICA INC COMSTK 15101Q108 46 5,518 SH   DFND 1 5,518 0 0
CELGENE CORP COM 151020104 884,136 9,388,039 SH   DFND 1 9,322,946 0 65,093
CELGENE CORP COM 151020104 406 4,313 SH   DFND 1 2 4,313 0 0
CELLDEX THERAPEUTICS INC COM NEW 15117B202 532 108,305 SH   DFND 1 108,287 0 18
CELLULAR BIOMEDICINE GROUP I COM NEW 15117P102 2,283 132,003 SH   DFND 1 132,003 0 0
CEL-SCI CORP COM PAR NEW 150837607 429 121,323 SH   DFND 1 121,323 0 0
CELSION CORP COM PAR NEW 15117N503 107 54,718 SH   DFND 1 54,718 0 0
CELSIUS HOLDINGS INC COM NEW 15118V207 793 186,281 SH   DFND 1 186,281 0 0
CEMEX SAB-SPONS ADR PART CER SPON ADR NEW 151290889 1,565 337,328 SH   DFND 1 2 337,328 0 0
CEMEX SAB-SPONS ADR PART CER SPON ADR NEW 151290889 10 2,168 SH   DFND 1 0 0 2,168
CEMTREX INC COM PAR 15130G303 17 35,054 SH   DFND 1 35,054 0 0
CENOVUS ENERGY INC COMSTK 15135U109 8,440 980,633 SH   DFND 1 980,633 0 0
CENTENE CORP COM 15135B101 317,982 5,998,422 SH   DFND 1 5,978,020 0 20,402
CENTENE CORP COM 15135B101 1,777 33,476 SH   DFND 1 2 33,476 0 0
CENTENNIAL RESOURCE DEVELO-A CL A 15136A102 18,129 2,062,506 SH   DFND 1 2,062,506 0 0
CENTERPOINT ENERGY INC COM 15189T107 223,918 7,305,968 SH   DFND 1 7,276,340 0 29,628
CENTERSTATE BANK CORP COM 15201P109 31,589 1,326,742 SH   DFND 1 1,326,742 0 0
CENTRAL EUROPEAN MEDIA ENT-A CL A NEW G20045202 4,971 1,249,000 SH   DFND 1 1,249,000 0 0
CENTRAL GARDEN & PET CO COM 153527106 1,352 52,901 SH   DFND 1 52,901 0 0
CENTRAL GARDEN AND PET CO-A CL A NON-VTG 153527205 13,484 579,962 SH   DFND 1 579,886 0 76
CENTRAL GARDEN AND PET CO-A CL A NON-VTG 153527205 5 235 SH   DFND 1 2 235 0 0
CENTRAL PACIFIC FINANCIAL CO COM NEW 154760409 9,644 334,417 SH   DFND 1 334,417 0 0
CENTRAL SECURITIES CORP COM 155123102 2,759 96,316 SH   DFND 1 2 96,316 0 0
CENTRAL VALLEY COMM BANCORP COM 155685100 2,335 119,444 SH   DFND 1 119,444 0 0
CENTRIC BRANDS INC COM 15644G104 429 95,510 SH   DFND 1 95,510 0 0
CENTRUS ENERGY CORP-CLASS A CL A 15643U104 61 22,164 SH   DFND 1 22,164 0 0
CENTURY ALUMINUM COMPANY COM 156431108 5,477 616,840 SH   DFND 1 616,065 0 775
CENTURY BANCORP INC -CL A CL A NON VTG 156432106 2,267 31,062 SH   DFND 1 31,062 0 0
CENTURY CASINOS INC COM 156492100 2,742 302,656 SH   DFND 1 302,656 0 0
CENTURY COMMUNITIES INC COM 156504300 7,506 313,176 SH   DFND 1 313,176 0 0
CENTURYLINK INC COM 156700106 166,825 13,925,600 SH   DFND 1 13,877,419 0 48,181
CENTURYLINK INC COM 156700106 1,832 152,795 SH   DFND 1 2 152,795 0 0
CERAGON NETWORKS LTD ORD M22013102 173 48,460 SH   DFND 1 2 48,460 0 0
CERAGON NETWORKS LTD ORD M22013102 131 36,506 SH   DFND 1 36,506 0 0
CERECOR INC COM 15671L109 731 125,178 SH   DFND 1 125,178 0 0
CERIDIAN HCM HOLDING INC COM 15677J108 26,622 518,965 SH   DFND 1 518,965 0 0
CERNER CORP COM 156782104 260,419 4,559,709 SH   DFND 1 4,529,919 0 29,790
CERNER CORP COM 156782104 890 15,562 SH   DFND 1 2 15,562 0 0
CERUS CORP COM 157085101 10,414 1,671,708 SH   DFND 1 1,671,708 0 0
CERUS CORP COM 157085101 49 7,886 SH   DFND 1 2 7,886 0 0
CESCA THERAPEUTICS INC COM NEW 157131202 5 18,295 SH   DFND 1 18,295 0 0
CEVA INC COM 157210105 7,208 267,391 SH   DFND 1 267,391 0 0
CF INDUSTRIES HOLDINGS INC COM 125269100 159,155 3,898,627 SH   DFND 1 3,887,021 0 11,606
CF INDUSTRIES HOLDINGS INC COM 125269100 501 12,277 SH   DFND 1 2 12,277 0 0
CFX 5 3/4 01/15/22 UNIT 01/15/2022T 194014205 8,668 65,000 PRN   DFND 1 2 65,000 0 0
CGI INC COMSTK 12532H104 16,005 234,764 SH   DFND 1 234,764 0 0
CGI INC CL A SUB VTG 12532H104 233 3,393 SH   DFND 1 2,974 0 419
CGI INC COMSTK 12532H104 100 1,461 SH   DFND 1 2 1,461 0 0
CHAMPIONS ONCOLOGY INC COM NEW 15870P307 422 43,135 SH   DFND 1 43,135 0 0
CHANGYOU.COM LTD-ADR ADS REP CL A 15911M107 1,701 99,513 SH   DFND 1 2 99,513 0 0
CHANGYOU.COM LTD-ADR ADS REP CL A 15911M107 239 13,998 SH   DFND 1 13,998 0 0
CHANNELADVISOR CORP COM 159179100 3,689 302,944 SH   DFND 1 302,944 0 0
CHANNELADVISOR CORP COM 159179100 418 34,385 SH   DFND 1 2 34,385 0 0
CHAPARRAL ENERGY INC-CLASS A COM CL A 15942R208 1,374 241,185 SH   DFND 1 241,185 0 0
CHARAH SOLUTIONS INC COM 15957P105 402 62,899 SH   DFND 1 62,899 0 0
CHARLES & COLVARD LTD COM 159765106 55 49,187 SH   DFND 1 49,187 0 0
CHARLES RIVER LABORATORIES COM 159864107 69,232 476,644 SH   DFND 1 467,611 0 9,033
CHART INDUSTRIES INC COM PAR $0.01 16115Q308 34,604 382,289 SH   DFND 1 382,289 0 0
CHARTER COMMUNICATIONS INC-A CL A 16119P108 787,509 2,274,197 SH   DFND 1 2,255,958 0 18,239
CHARTER COMMUNICATIONS INC-A CL A 16119P108 110 318 SH   DFND 1 2 318 0 0
CHASE CORP COM 16150R104 7,987 86,309 SH   DFND 1 86,309 0 0
CHATHAM LODGING TRUST COM 16208T102 13,562 704,902 SH   DFND 1 704,902 0 0
CHECK POINT SOFTWARE TECH ORD M22465104 120,028 948,539 SH   DFND 1 941,906 0 6,633
CHECKPOINT THERAPEUTICS INC COM 162828107 162 56,959 SH   DFND 1 56,959 0 0
CHEESECAKE FACTORY INC/THE COM 163072101 27,079 553,549 SH   DFND 1 545,737 0 7,812
CHEFS' WAREHOUSE INC/THE COM 163086101 8,436 271,704 SH   DFND 1 271,704 0 0
CHEGG INC COM 163092109 47,620 1,249,226 SH   DFND 1 1,249,226 0 0
CHEGG INC COM 163092109 869 22,811 SH   DFND 1 2 22,811 0 0
CHEMBIO DIAGNOSTICS INC COM NEW 163572209 454 81,947 SH   DFND 1 81,947 0 0
CHEMED CORP COM 16359R103 68,078 212,698 SH   DFND 1 209,707 0 2,991
CHEMICAL FINANCIAL CORP COM 163731102 35,969 873,906 SH   DFND 1 860,523 0 13,383
CHEMOCENTRYX INC COM 16383L106 4,739 341,250 SH   DFND 1 340,543 0 707
CHEMOCENTRYX INC COM 16383L106 273 19,681 SH   DFND 1 2 19,681 0 0
CHEMOURS CO/THE COM 163851108 67,067 1,806,095 SH   DFND 1 1,774,378 0 31,717
CHEMOURS CO/THE COM 163851108 272 7,338 SH   DFND 1 2 7,338 0 0
CHEMUNG FINANCIAL CORP COM 164024101 1,510 32,176 SH   DFND 1 32,176 0 0
CHENIERE ENERGY INC COM NEW 16411R208 148,220 2,169,873 SH   DFND 1 2,169,873 0 0
CHENIERE ENERGY INC COM NEW 16411R208 78 1,155 SH   DFND 1 2 1,155 0 0
CHEROKEE INC COM 16444H102 50 71,633 SH   DFND 1 71,633 0 0
CHERRY HILL MORTGAGE INVESTM COM 164651101 3,821 221,903 SH   DFND 1 221,903 0 0
CHERRY HILL MORTGAGE INVESTM COM 164651101 174 10,147 SH   DFND 1 2 10,147 0 0
CHESAPEAKE ENERGY CORP COM 165167107 32,708 10,551,150 SH   DFND 1 10,355,563 0 195,587
CHESAPEAKE ENERGY CORP COM 165167107 1,601 516,760 SH   DFND 1 2 516,760 0 0
CHESAPEAKE LODGING TRUST SH BEN INT 165240102 28,208 1,014,330 SH   DFND 1 1,014,330 0 0
CHESAPEAKE UTILITIES CORP COM 165303108 17,250 189,133 SH   DFND 1 189,133 0 0
CHEVRON CORP COM 166764100 3,121,814 25,381,753 SH   DFND 1 25,284,274 0 97,479
CHIASMA INC COM 16706W102 410 79,036 SH   DFND 1 79,036 0 0
CHICO'S FAS INC COM 168615102 6,241 1,461,623 SH   DFND 1 1,461,323 0 300
CHICO'S FAS INC COM 168615102 101 23,733 SH   DFND 1 2 23,733 0 0
CHILDREN'S PLACE INC/THE COM 168905107 20,260 208,268 SH   DFND 1 208,268 0 0
CHIMERA INVESTMENT CORP COM NEW 16934Q208 53,385 2,826,209 SH   DFND 1 2,820,693 0 5,516
CHIMERIX INC COM 16934W106 1,486 707,707 SH   DFND 1 707,707 0 0
CHINA AUTOMOTIVE SYSTEMS INC COM 16936R105 42 13,333 SH   DFND 1 13,333 0 0
CHINA BIOLOGIC PRODUCTS HOLD COM G21515104 2,356 25,823 SH   DFND 1 25,823 0 0
CHINA HGS REAL ESTATE INC COM 16948W100 14 13,939 SH   DFND 1 13,939 0 0
CHINA INTERNET NATIONWIDE FI SHS G2120A101 44 11,616 SH   DFND 1 11,616 0 0
CHINA NATURAL RESOURCES INC COM G2110U109 18 11,233 SH   DFND 1 11,233 0 0
CHINA XD PLASTICS CO LTD COM 16948F107 64 26,293 SH   DFND 1 26,293 0 0
CHINA YUCHAI INTL LTD COM G21082105 573 36,207 SH   DFND 1 2 36,207 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 240,376 339,009 SH   DFND 1 337,807 0 1,202
CHIPOTLE MEXICAN GRILL INC COM 169656105 39 56 SH   DFND 1 2 56 0 0
CHOICE HOTELS INTL INC COM 169905106 26,359 339,075 SH   DFND 1 339,046 0 29
CHRISTOPHER & BANKS CORP COM 171046105 68 200,064 SH   DFND 1 200,064 0 0
CHROMADEX CORP COM NEW 171077407 1,590 379,635 SH   DFND 1 379,635 0 0
CHUBB LTD COM H1467J104 839,119 6,001,118 SH   DFND 1 5,978,315 0 22,803
CHURCH & DWIGHT CO INC COM 171340102 262,975 3,697,882 SH   DFND 1 3,685,739 0 12,143
CHURCH & DWIGHT CO INC COM 171340102 12 178 SH   DFND 1 2 178 0 0
CHURCHILL DOWNS INC COM 171484108 42,948 475,836 SH   DFND 1 469,196 0 6,640
CHURCHILL DOWNS INC COM 171484108 74 822 SH   DFND 1 2 822 0 0
CHUY'S HOLDINGS INC COM 171604101 4,864 213,643 SH   DFND 1 213,643 0 0
CIA CERVECERIAS UNI-SPON ADR SPONSORED ADR 204429104 554 18,830 SH   DFND 1 2 18,830 0 0
CIA ENERGETICA DE-SPON ADR SP ADR N-V PFD 204409601 403 113,069 SH   DFND 1 104,843 0 8,226
CIA PARANAENSE ENER-SP ADR P SPON ADR PFD 20441B407 210 22,717 SH   DFND 1 2 22,717 0 0
CIA PARANAENSE ENER-SP ADR P SPON ADR PFD 20441B407 155 16,731 SH   DFND 1 15,931 0 800
CIA SANEAMENTO BASICO DE-ADR SPONSORED ADR 20441A102 380 36,000 SH   DFND 1 2 36,000 0 0
CIA SANEAMENTO BASICO DE-ADR SPONSORED ADR 20441A102 145 13,772 SH   DFND 1 12,493 0 1,279
CIDARA THERAPEUTICS INC COM 171757107 165 62,280 SH   DFND 1 62,280 0 0
CIENA CORP COM NEW 171779309 73,283 1,962,601 SH   DFND 1 1,935,660 0 26,941
CIENA CORP COM NEW 171779309 135 3,637 SH   DFND 1 2 3,637 0 0
CIGNA CORP COM 125523100 812,483 5,061,335 SH   DFND 1 5,041,835 0 19,500
CIGNA CORP COM 125523100 38 241 SH   DFND 1 2 241 0 0
CIM COMMERCIAL TRUST CORP COM 125525105 1,685 92,129 SH   DFND 1 92,129 0 0
CIMAREX ENERGY CO COM 171798101 100,374 1,438,438 SH   DFND 1 1,433,428 0 5,010
CIMAREX ENERGY CO COM 171798101 64 926 SH   DFND 1 2 926 0 0
CIMPRESS NV SHS EURO N20146101 8,744 109,131 SH   DFND 1 109,131 0 0
CINCINNATI BELL INC COM NEW 171871502 5,471 573,569 SH   DFND 1 573,569 0 0
CINCINNATI FINANCIAL CORP COM 172062101 207,193 2,415,701 SH   DFND 1 2,407,919 0 7,782
CINEDIGM CORP - A COM NEW 172406209 55 29,345 SH   DFND 1 29,345 0 0
CINEMARK HOLDINGS INC COM 17243V102 48,601 1,215,277 SH   DFND 1 1,195,326 0 19,951
CINTAS CORP COM 172908105 248,504 1,231,665 SH   DFND 1 1,223,045 0 8,620
CIRCOR INTERNATIONAL INC COM 17273K109 6,947 213,103 SH   DFND 1 213,103 0 0
CIRRUS LOGIC INC COM 172755100 36,023 856,275 SH   DFND 1 845,197 0 11,078
CISCO SYSTEMS INC COM 17275R102 3,333,634 61,837,880 SH   DFND 1 61,424,239 0 413,641
CISION LTD SHS G1992S109 11,692 849,139 SH   DFND 1 849,139 0 0
CIT GROUP INC COM NEW 125581801 52,832 1,102,178 SH   DFND 1 1,102,178 0 0
CIT GROUP INC COM NEW 125581801 60 1,266 SH   DFND 1 2 1,266 0 0
CITI TRENDS INC COM 17306X102 3,151 163,205 SH   DFND 1 163,205 0 0
CITI TRENDS INC COM 17306X102 810 41,975 SH   DFND 1 2 41,975 0 0
CITIGROUP INC COM NEW 172967424 1,957,448 31,518,011 SH   DFND 1 31,398,738 0 119,273
CITIZENS & NORTHERN CORP COM 172922106 2,713 108,378 SH   DFND 1 108,378 0 0
CITIZENS COMMUNITY BANCORP I COM 174903104 232 19,448 SH   DFND 1 19,448 0 0
CITIZENS FINANCIAL GROUP COM 174610105 214,406 6,608,765 SH   DFND 1 6,586,032 0 22,733
CITIZENS FIRST CORP COM 17462Q107 366 14,760 SH   DFND 1 14,760 0 0
CITIZENS HOLDING COMPANY COM 174715102 314 13,960 SH   DFND 1 13,960 0 0
CITIZENS INC CL A 174740100 3,348 501,957 SH   DFND 1 501,957 0 0
CITRIX SYSTEMS INC COM 177376100 190,445 1,912,743 SH   DFND 1 1,900,970 0 11,773
CITRIX SYSTEMS INC COM 177376100 38 386 SH   DFND 1 2 386 0 0
CITY HOLDING CO COM 177835105 16,163 212,153 SH   DFND 1 212,153 0 0
CITY OFFICE REIT INC COM 178587101 4,939 436,730 SH   DFND 1 436,730 0 0
CIVISTA BANCSHARES INC COM NO PAR 178867107 3,236 148,279 SH   DFND 1 148,279 0 0
CLARUS CORP COM 18270P109 3,534 275,932 SH   DFND 1 275,932 0 0
CLEAN ENERGY FUELS CORP COM 184499101 5,484 1,774,810 SH   DFND 1 1,774,810 0 0
CLEAN HARBORS INC COM 184496107 37,465 523,776 SH   DFND 1 514,256 0 9,520
CLEAR CHANNEL OUTDOOR-CL A CL A 18451C109 2,043 382,008 SH   DFND 1 380,487 0 1,521
CLEARBRIDGE ENERGY MIDSTREAM COM 18469P100 505 52,605 SH   DFND 1 2 52,605 0 0
CLEARFIELD INC COM 18482P103 1,779 121,026 SH   DFND 1 121,026 0 0
CLEARONE INC COM 18506U104 213 105,899 SH   DFND 1 105,899 0 0
CLEARSIDE BIOMEDICAL INC COM 185063104 441 319,590 SH   DFND 1 319,590 0 0
CLEARSIGN COMBUSTION CORP COM 185064102 136 151,477 SH   DFND 1 151,477 0 0
CLEARWATER PAPER CORP COM 18538R103 3,681 189,007 SH   DFND 1 189,007 0 0
CLEARWAY ENERGY INC-A CL A 18539C105 8,675 596,678 SH   DFND 1 596,167 0 511
CLEARWAY ENERGY INC-C CL C 18539C204 13,899 919,878 SH   DFND 1 919,483 0 395
CLEMENTIA PHARMACEUTICALS IN COM 185575107 1,071 41,041 SH   DFND 1 41,041 0 0
CLEVELAND BIOLABS INC COM NEW 185860202 27 16,688 SH   DFND 1 16,688 0 0
CLEVELAND-CLIFFS INC COM 185899101 33,553 3,358,668 SH   DFND 1 3,357,497 0 1,171
CLIPPER REALTY INC COM 18885T306 1,771 132,337 SH   DFND 1 132,337 0 0
CLOROX COMPANY COM 189054109 326,888 2,040,309 SH   DFND 1 2,033,680 0 6,629
CLOUDERA INC COM 18914U100 26,388 2,412,139 SH   DFND 1 2,412,139 0 0
CLOVIS ONCOLOGY INC COM 189464100 15,363 619,011 SH   DFND 1 618,910 0 101
CM FINANCE INC COM 12574Q103 75 10,178 SH   DFND 1 10,178 0 0
CME GROUP INC COM CL A 12572Q105 955,221 5,808,964 SH   DFND 1 5,790,399 0 18,565
CME GROUP INC COM CL A 12572Q105 35 213 SH   DFND 1 2 213 0 0
CMS ENERGY CORP COM 125896100 230,226 4,152,145 SH   DFND 1 4,138,149 0 13,996
CNA FINANCIAL CORP COM 126117100 13,222 305,009 SH   DFND 1 305,009 0 0
CNB FINANCIAL CORP/PA COM 126128107 3,843 152,078 SH   DFND 1 152,078 0 0
CNO FINANCIAL GROUP INC COM 12621E103 30,570 1,889,417 SH   DFND 1 1,859,312 0 30,105
CNO FINANCIAL GROUP INC COM 12621E103 21 1,302 SH   DFND 1 2 1,302 0 0
CNOOC LTD-SPON ADR SPONSORED ADR 126132109 682 3,676 SH   DFND 1 3,676 0 0
CNP 7 09/01/21 S-B DEP RP PFD CV B 15189T503 7,946 150,000 PRN   DFND 1 2 150,000 0 0
CNX RESOURCES CORP COM 12653C108 22,074 2,049,648 SH   DFND 1 2,012,497 0 37,151
COASTAL FINANCIAL CORP/WA COM NEW 19046P209 537 31,617 SH   DFND 1 31,617 0 0
COCA-COLA CO/THE COM 191216100 2,264,728 48,412,412 SH   DFND 1 48,214,210 0 198,202
COCA-COLA CONSOLIDATED INC COM 191098102 17,692 61,469 SH   DFND 1 61,469 0 0
COCA-COLA EUROPEAN PARTNERS SHS G25839104 37,947 737,421 SH   DFND 1 736,821 0 600
COCA-COLA EUROPEAN PARTNERS SHS G25839104 187 3,620 SH   DFND 1 2 3,620 0 0
COCA-COLA FEMSA SAB-SP ADR SPON ADR REP L 191241108 185 2,805 SH   DFND 1 2 2,805 0 0
COCA-COLA FEMSA SAB-SP ADR SPON ADR REP L 191241108 21 329 SH   DFND 1 0 0 329
CODEXIS INC COM 192005106 12,109 589,846 SH   DFND 1 588,973 0 873
CO-DIAGNOSTICS INC COM 189763105 51 48,285 SH   DFND 1 48,285 0 0
CODORUS VALLEY BANCORP INC COM 192025104 1,709 80,062 SH   DFND 1 80,062 0 0
COEUR MINING INC COM NEW 192108504 9,465 2,319,905 SH   DFND 1 2,319,905 0 0
COFFEE HOLDING CO INC COM 192176105 240 44,422 SH   DFND 1 44,422 0 0
COGENT COMMUNICATIONS HOLDIN COM NEW 19239V302 28,100 517,989 SH   DFND 1 517,989 0 0
COGNEX CORP COM 192422103 100,039 1,968,281 SH   DFND 1 1,936,324 0 31,957
COGNIZANT TECH SOLUTIONS-A CL A 192446102 536,380 7,417,521 SH   DFND 1 7,364,667 0 52,854
COHBAR INC COM 19249J109 918 281,818 SH   DFND 1 281,818 0 0
COHEN & STEERS INC COM 19247A100 11,345 268,407 SH   DFND 1 268,407 0 0
COHERENT INC COM 192479103 36,862 260,107 SH   DFND 1 255,550 0 4,557
COHERUS BIOSCIENCES INC COM 19249H103 9,506 696,985 SH   DFND 1 696,985 0 0
COHU INC COM 192576106 7,215 489,211 SH   DFND 1 489,211 0 0
COLFAX CORP COM 194014106 27,729 934,285 SH   DFND 1 916,485 0 17,800
COLGATE-PALMOLIVE CO COM 194162103 870,681 12,719,358 SH   DFND 1 12,675,596 0 43,762
COLLECTORS UNIVERSE COM NEW 19421R200 1,033 58,992 SH   DFND 1 58,992 0 0
COLLECTORS UNIVERSE COM NEW 19421R200 33 1,921 SH   DFND 1 2 1,921 0 0
COLLEGIUM PHARMACEUTICAL INC COM 19459J104 5,497 363,136 SH   DFND 1 362,106 0 1,030
COLLIERS INTERNATIONAL GROUP SUB VTG SHS 194693107 2,125 31,819 SH   DFND 1 31,819 0 0
COLLIERS INTERNATIONAL GROUP SUB VTG SHS 194693107 233 3,502 SH   DFND 1 2 3,502 0 0
COLONY CAPITAL INC CL A COM 19626G108 26,897 5,055,879 SH   DFND 1 5,055,315 0 564
COLONY CREDIT REAL ESTATE IN COM CL A 19625T101 15,622 997,620 SH   DFND 1 997,620 0 0
COLUMBIA BANKING SYSTEM INC COM 197236102 29,536 903,531 SH   DFND 1 903,531 0 0
COLUMBIA FINANCIAL INC COM 197641103 10,562 674,032 SH   DFND 1 674,032 0 0
COLUMBIA PROPERTY TRUST INC COM NEW 198287203 37,069 1,646,793 SH   DFND 1 1,646,793 0 0
COLUMBIA SPORTSWEAR CO COM 198516106 37,017 355,321 SH   DFND 1 355,321 0 0
COLUMBUS MCKINNON CORP/NY COM 199333105 9,246 269,176 SH   DFND 1 269,176 0 0
COMCAST CORP-CLASS A CL A 20030N101 2,559,939 64,130,347 SH   DFND 1 63,705,960 0 424,387
COMERICA INC COM 200340107 167,653 2,290,487 SH   DFND 1 2,282,636 0 7,851
COMERICA INC COM 200340107 39 541 SH   DFND 1 2 541 0 0
COMFORT SYSTEMS USA INC COM 199908104 23,481 448,207 SH   DFND 1 448,207 0 0
COMMERCE BANCSHARES INC COM 200525103 67,865 1,168,878 SH   DFND 1 1,150,391 0 18,487
COMMERCIAL METALS CO COM 201723103 23,381 1,368,947 SH   DFND 1 1,346,918 0 22,029
COMMERCIAL VEHICLE GROUP INC COM 202608105 2,788 363,578 SH   DFND 1 363,578 0 0
COMMERCIAL VEHICLE GROUP INC COM 202608105 241 31,460 SH   DFND 1 2 31,460 0 0
COMMSCOPE HOLDING CO INC COM 20337X109 47,431 2,184,285 SH   DFND 1 2,184,285 0 0
COMMSCOPE HOLDING CO INC COM 20337X109 350 16,136 SH   DFND 1 2 16,136 0 0
COMMUNICATIONS SYSTEMS INC COM 203900105 69 26,144 SH   DFND 1 26,144 0 0
COMMUNITY BANK SYSTEM INC COM 203607106 35,840 599,639 SH   DFND 1 599,639 0 0
COMMUNITY BANKERS TRUST CORP COM 203612106 2,189 299,045 SH   DFND 1 299,045 0 0
COMMUNITY FINANCIAL CORP/THE COM 20368X101 1,213 42,790 SH   DFND 1 42,790 0 0
COMMUNITY HEALTH SYSTEMS INC COM 203668108 4,540 1,217,243 SH   DFND 1 1,217,243 0 0
COMMUNITY HEALTH SYSTEMS INC COM 203668108 118 31,719 SH   DFND 1 2 31,719 0 0
COMMUNITY HEALTHCARE TRUST I COM 20369C106 7,606 211,931 SH   DFND 1 211,931 0 0
COMMUNITY TRUST BANCORP INC COM 204149108 9,100 221,644 SH   DFND 1 221,644 0 0
COMMVAULT SYSTEMS INC COM 204166102 35,051 541,425 SH   DFND 1 534,204 0 7,221
COMMVAULT SYSTEMS INC COM 204166102 600 9,282 SH   DFND 1 2 9,282 0 0
COMPASS MINERALS INTERNATION COM 20451N101 21,362 392,901 SH   DFND 1 386,556 0 6,345
COMPUGEN LTD ORD M25722105 106 25,643 SH   DFND 1 25,643 0 0
COMPUTER PROGRAMS & SYSTEMS COM 205306103 4,529 152,556 SH   DFND 1 152,083 0 473
COMPUTER PROGRAMS & SYSTEMS COM 205306103 221 7,464 SH   DFND 1 2 7,464 0 0
COMPUTER TASK GROUP INC COM 205477102 321 74,797 SH   DFND 1 74,797 0 0
COMSCORE INC COM 20564W105 8,192 404,557 SH   DFND 1 404,557 0 0
COMSTOCK MINING INC COM NEW 205750201 11 56,140 SH   DFND 1 56,140 0 0
COMSTOCK RESOURCES INC COM 205768302 841 121,486 SH   DFND 1 121,486 0 0
COMTECH TELECOMMUNICATIONS COM NEW 205826209 7,972 343,332 SH   DFND 1 343,283 0 49
COMTECH TELECOMMUNICATIONS COM NEW 205826209 398 17,164 SH   DFND 1 2 17,164 0 0
CONAGRA BRANDS INC COM 205887102 200,605 7,243,467 SH   DFND 1 7,218,487 0 24,980
CONAGRA BRANDS INC COM 205887102 87 3,157 SH   DFND 1 2 3,157 0 0
CONATUS PHARMACEUTICALS INC COM 20600T108 258 239,083 SH   DFND 1 238,102 0 981
CONCERT PHARMACEUTICALS INC COM 206022105 2,740 227,088 SH   DFND 1 227,088 0 0
CONCHO RESOURCES INC COM 20605P101 301,121 2,718,631 SH   DFND 1 2,708,726 0 9,905
CONDUENT INC COM 206787103 26,940 1,947,973 SH   DFND 1 1,947,973 0 0
CONDUENT INC COM 206787103 47 3,450 SH   DFND 1 2 3,450 0 0
CONFORMIS INC COM 20717E101 1,689 586,674 SH   DFND 1 586,674 0 0
CONIFER HOLDINGS INC COM 20731J102 74 16,566 SH   DFND 1 16,566 0 0
CONMED CORP COM 207410101 27,513 330,771 SH   DFND 1 330,771 0 0
CONNECTICUT WATER SVC INC COM 207797101 10,406 151,583 SH   DFND 1 151,583 0 0
CONNECTICUT WATER SVC INC COM 207797101 138 2,020 SH   DFND 1 2 2,020 0 0
CONNECTONE BANCORP INC COM 20786W107 7,395 375,407 SH   DFND 1 375,407 0 0
CONN'S INC COM 208242107 7,262 317,714 SH   DFND 1 317,714 0 0
CONOCOPHILLIPS COM 20825C104 1,031,810 15,487,845 SH   DFND 1 15,430,942 0 56,903
CONOCOPHILLIPS COM 20825C104 369 5,533 SH   DFND 1 2 5,533 0 0
CONS TOMOKA LAND CO-FLORIDA COM 210226106 2,936 49,731 SH   DFND 1 49,731 0 0
CONSOL COAL RESOURCES LP COM UNIT 20855T100 392 22,186 SH   DFND 1 2 22,186 0 0
CONSOL ENERGY INC COM 20854L108 11,681 341,378 SH   DFND 1 341,378 0 0
CONSOL ENERGY INC COM 20854L108 167 4,883 SH   DFND 1 2 4,883 0 0
CONSOLIDATED COMMUNICATIONS COM 209034107 9,185 841,889 SH   DFND 1 841,889 0 0
CONSOLIDATED EDISON INC COM 209115104 392,569 4,636,507 SH   DFND 1 4,620,653 0 15,854
CONSOLIDATED WATER CO-ORD SH ORD G23773107 781 60,715 SH   DFND 1 60,715 0 0
CONSTELLATION ALPHA CAP-CW22 *W EXP 03/23/202 G2379F116 66 554,272 SH   DFND 1 2 554,272 0 0
CONSTELLATION BRANDS INC-A CL A 21036P108 367,258 2,098,728 SH   DFND 1 2,090,504 0 8,224
CONSTELLATION PHARMACEUTICAL COM 210373106 1,213 89,587 SH   DFND 1 89,587 0 0
CONSTRUCTION PARTNERS INC-A COM CL A 21044C107 1,022 80,059 SH   DFND 1 80,059 0 0
CONSUMER PORTFOLIO SERVICES COM 210502100 388 111,189 SH   DFND 1 111,189 0 0
CONTAINER STORE GROUP INC/TH COM 210751103 1,507 171,309 SH   DFND 1 171,309 0 0
CONTANGO OIL & GAS COM NEW 21075N204 561 178,208 SH   DFND 1 178,208 0 0
CONTINENTAL BUILDING PRODUCT COM 211171103 10,253 413,622 SH   DFND 1 413,622 0 0
CONTINENTAL BUILDING PRODUCT COM 211171103 629 25,388 SH   DFND 1 2 25,388 0 0
CONTINENTAL RESOURCES INC/OK COM 212015101 36,448 814,803 SH   DFND 1 814,803 0 0
CONTINENTAL RESOURCES INC/OK COM 212015101 324 7,240 SH   DFND 1 2 7,240 0 0
CONTRAFECT CORP COM 212326102 150 377,908 SH   DFND 1 377,908 0 0
CONTRAVIR PHARMACEUTICALS IN COM NEW 21234W202 14 62,817 SH   DFND 1 62,817 0 0
CONTROL4 CORP COM 21240D107 5,509 325,438 SH   DFND 1 325,438 0 0
CONTROL4 CORP COM 21240D107 319 18,856 SH   DFND 1 2 18,856 0 0
CONTURA ENERGY INC COM 21241B100 2,187 37,769 SH   DFND 1 37,769 0 0
CONTURA ENERGY INC COM 21241B100 1,318 22,757 SH   DFND 1 2 22,757 0 0
COOL HOLDINGS INC COM 21640C105 86 24,819 SH   DFND 1 24,819 0 0
COOPER COS INC/THE COM NEW 216648402 215,961 730,384 SH   DFND 1 727,948 0 2,436
COOPER TIRE & RUBBER COM 216831107 17,338 580,065 SH   DFND 1 580,065 0 0
COOPER-STANDARD HOLDING COM 21676P103 9,939 211,669 SH   DFND 1 211,669 0 0
COOPER-STANDARD HOLDING COM 21676P103 512 10,908 SH   DFND 1 2 10,908 0 0
COPA HOLDINGS SA-CLASS A CL A P31076105 6,932 86,000 SH   DFND 1 85,757 0 243
COPART INC COM 217204106 172,923 2,858,974 SH   DFND 1 2,849,058 0 9,916
CORBUS PHARMACEUTICALS HOLDI COM 21833P103 4,391 631,874 SH   DFND 1 631,874 0 0
CORCEPT THERAPEUTICS INC COM 218352102 14,787 1,259,569 SH   DFND 1 1,259,569 0 0
CORE LABORATORIES N.V. COM N22717107 22,978 333,354 SH   DFND 1 325,055 0 8,299
CORE MOLDING TECHNOLOGIES IN COM 218683100 303 41,150 SH   DFND 1 41,150 0 0
CORECIVIC INC COM 21871N101 32,226 1,656,894 SH   DFND 1 1,634,667 0 22,227
CORECIVIC INC COM 21871N101 1,814 93,308 SH   DFND 1 2 93,308 0 0
CORELOGIC INC COM 21871D103 34,067 914,306 SH   DFND 1 898,108 0 16,198
CORELOGIC INC COM 21871D103 507 13,609 SH   DFND 1 2 13,609 0 0
CORE-MARK HOLDING CO INC COM 218681104 26,906 724,656 SH   DFND 1 724,656 0 0
CORE-MARK HOLDING CO INC COM 218681104 11 320 SH   DFND 1 2 320 0 0
CORENERGY INFRASTRUCTURE TRU COM NEW 21870U502 5,155 140,279 SH   DFND 1 139,131 0 1,148
COREPOINT LODGING INC COM 21872L104 6,718 601,512 SH   DFND 1 601,512 0 0
CORESITE REALTY CORP COM 21870Q105 38,554 360,254 SH   DFND 1 353,378 0 6,876
CORINDUS VASCULAR ROBOTICS I COM 218730109 1,310 753,247 SH   DFND 1 753,247 0 0
CORMEDIX INC COM 21900C308 1,490 157,773 SH   DFND 1 157,773 0 0
CORNERSTONE ONDEMAND INC COM 21925Y103 36,120 659,368 SH   DFND 1 659,368 0 0
CORNERSTONE ONDEMAND INC COM 21925Y103 207 3,783 SH   DFND 1 2 3,783 0 0
CORNING INC COM 219350105 367,231 11,113,883 SH   DFND 1 11,073,278 0 40,605
CORPORATE OFFICE PROPERTIES SH BEN INT 22002T108 40,514 1,484,050 SH   DFND 1 1,463,395 0 20,655
CORREVIO PHARMA CORP COM 22026V105 106 33,798 SH   DFND 1 33,798 0 0
CORVEL CORP COM 221006109 13,246 203,039 SH   DFND 1 203,039 0 0
CORVEL CORP COM 221006109 1,409 21,607 SH   DFND 1 2 21,607 0 0
CORVUS PHARMACEUTICALS INC COM 221015100 654 162,891 SH   DFND 1 162,891 0 0
COSAN LTD-CLASS A SHARES SHS A G25343107 869 75,061 SH   DFND 1 2 75,061 0 0
COSTAMARE INC SHS Y1771G102 1,054 202,706 SH   DFND 1 201,842 0 864
COSTAR GROUP INC COM 22160N109 164,235 352,399 SH   DFND 1 352,399 0 0
COSTAR GROUP INC COM 22160N109 444 953 SH   DFND 1 2 953 0 0
COSTCO WHOLESALE CORP COM 22160K105 1,396,087 5,776,325 SH   DFND 1 5,735,661 0 40,664
COTY INC-CL A COM CL A 222070203 74,228 6,465,963 SH   DFND 1 6,443,706 0 22,257
COUNTY BANCORP INC COM 221907108 870 49,450 SH   DFND 1 49,450 0 0
COUPA SOFTWARE INC COM 22266L106 60,387 663,749 SH   DFND 1 663,458 0 291
COUPA SOFTWARE INC COM 22266L106 171 1,881 SH   DFND 1 2 1,881 0 0
COUSINS PROPERTIES INC COM 222795106 65,033 6,732,239 SH   DFND 1 6,653,488 0 78,751
COUSINS PROPERTIES INC COM 222795106 162 16,842 SH   DFND 1 2 16,842 0 0
COVANTA HOLDING CORP COM 22282E102 23,904 1,380,981 SH   DFND 1 1,380,100 0 881
COVENANT TRANSPORT GRP-CL A CL A 22284P105 2,821 148,633 SH   DFND 1 148,633 0 0
COVETRUS INC COM 22304C100 28,814 905,128 SH   DFND 1 887,217 0 17,911
COVIA HOLDINGS CORP COM 22305A103 1,937 346,549 SH   DFND 1 346,549 0 0
COWEN INC CL A NEW 223622606 4,827 333,141 SH   DFND 1 333,141 0 0
COWEN INC CL A NEW 223622606 140 9,693 SH   DFND 1 2 9,693 0 0
CPI AEROSTRUCTURES INC COM NEW 125919308 389 59,926 SH   DFND 1 59,926 0 0
CPI CARD GROUP INC COM NEW 12634H200 69 20,190 SH   DFND 1 20,019 0 171
CRA INTERNATIONAL INC COM 12618T105 4,968 98,307 SH   DFND 1 98,307 0 0
CRACKER BARREL OLD COUNTRY COM 22410J106 54,933 339,058 SH   DFND 1 334,407 0 4,651
CRAFT BREW ALLIANCE INC COM 224122101 1,955 139,849 SH   DFND 1 139,849 0 0
CRANE CO COM 224399105 43,595 515,190 SH   DFND 1 504,828 0 10,362
CRAWFORD & CO -CL B CL B 224633107 1,118 122,490 SH   DFND 1 122,490 0 0
CRAY INC COM NEW 225223304 14,257 547,329 SH   DFND 1 547,329 0 0
CREDICORP LTD COM G2519Y108 37,939 159,127 SH   DFND 1 158,951 0 176
CREDICORP LTD COMSTK G2519Y108 1,557 6,502 SH   DFND 1 6,502 0 0
CREDIT ACCEPTANCE CORP COM 225310101 76,215 168,441 SH   DFND 1 168,441 0 0
CREDIT SUISSE ASSET MGMT INC COM 224916106 91 29,644 SH   DFND 1 2 29,644 0 0
CREDIT SUISSE GROUP-SPON ADR SPONSORED ADR 225401108 381 32,788 SH   DFND 1 31,484 0 1,304
CREE INC COM 225447101 72,452 1,266,209 SH   DFND 1 1,246,875 0 19,334
CRESUD S.A.-SPONS ADR SPONSORED ADR 226406106 389 33,564 SH   DFND 1 33,564 0 0
CRH PLC-SPONSORED ADR ADR 12626K203 662 21,363 SH   DFND 1 20,381 0 982
CRINETICS PHARMACEUTICALS IN COM 22663K107 2,052 90,192 SH   DFND 1 90,192 0 0
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 1,378 38,588 SH   DFND 1 38,588 0 0
CRITEO SA-SPON ADR SPONS ADS 226718104 870 43,465 SH   DFND 1 43,465 0 0
CRITEO SA-SPON ADR SPONS ADS 226718104 816 40,745 SH   DFND 1 2 40,745 0 0
CROCS INC COM 227046109 26,084 1,013,004 SH   DFND 1 1,013,004 0 0
CROSS COUNTRY HEALTHCARE INC COM 227483104 2,978 423,660 SH   DFND 1 423,660 0 0
CROWN CASTLE INTL CORP COM 22822V101 675,522 5,286,893 SH   DFND 1 5,266,249 0 20,644
CROWN CRAFTS INC COM 228309100 60 11,684 SH   DFND 1 11,684 0 0
CROWN HOLDINGS INC COM 228368106 71,174 1,305,377 SH   DFND 1 1,305,377 0 0
CRYOLIFE INC COM 228903100 11,540 395,612 SH   DFND 1 395,612 0 0
CRYOPORT INC COM PAR $0.001 229050307 4,761 368,500 SH   DFND 1 368,500 0 0
CSG SYSTEMS INTL INC COM 126349109 23,107 546,285 SH   DFND 1 546,285 0 0
CSI COMPRESSCO LP COM UNIT 12637A103 112 39,634 SH   DFND 1 39,634 0 0
CSS INDUSTRIES INC COM 125906107 338 56,455 SH   DFND 1 56,455 0 0
CSW INDUSTRIALS INC COM 126402106 10,946 191,064 SH   DFND 1 191,064 0 0
CSX CORP COM 126408103 823,448 11,024,807 SH   DFND 1 10,950,260 0 74,547
CTI BIOPHARMA CORP COM NEW 12648L601 612 631,113 SH   DFND 1 631,113 0 0
CTO 4.5 03/15/20 NOTE 4.500% 3/1 210226AB2 18,037 17,713,000 PRN   DFND 1 2 17,713,000 0 0
CTRIP.COM INTERNATIONAL-ADR SPONSORED ADS 22943F100 49,477 1,138,462 SH   DFND 1 1,117,029 0 21,433
CTRP 1 07/01/20 NOTE 1.000% 7/0 22943FAF7 5,084 5,000,000 PRN   DFND 1 2 5,000,000 0 0
CTRP 1.25 09/15/22 NOTE 1.250% 9/1 22943FAM2 7,101 7,000,000 PRN   DFND 1 2 7,000,000 0 0
CTS CORP COM 126501105 11,368 387,082 SH   DFND 1 387,082 0 0
CUBESMART COM 229663109 82,771 2,583,389 SH   DFND 1 2,583,389 0 0
CUBIC CORP COM 229669106 19,516 347,025 SH   DFND 1 347,025 0 0
CUE BIOPHARMA INC COM 22978P106 1,130 146,185 SH   DFND 1 146,185 0 0
CUI GLOBAL INC COM NEW 126576206 143 121,210 SH   DFND 1 121,210 0 0
CULLEN/FROST BANKERS INC COM 229899109 62,260 641,395 SH   DFND 1 629,596 0 11,799
CULP INC COM 230215105 2,155 112,070 SH   DFND 1 112,070 0 0
CUMBERLAND PHARMACEUTICALS COM 230770109 282 48,610 SH   DFND 1 48,610 0 0
CUMMINS INC COM 231021106 380,307 2,412,571 SH   DFND 1 2,404,942 0 7,629
CUMMINS INC COM 231021106 895 5,672 SH   DFND 1 2 5,672 0 0
CURIS INC COM NEW 231269200 434 218,128 SH   DFND 1 218,128 0 0
CURO GROUP HOLDINGS CORP COM 23131L107 3,210 320,107 SH   DFND 1 320,107 0 0
CURO GROUP HOLDINGS CORP COM 23131L107 33 3,361 SH   DFND 1 2 3,361 0 0
CURTISS-WRIGHT CORP COM 231561101 51,869 457,641 SH   DFND 1 449,626 0 8,015
CUSHMAN & WAKEFIELD PLC SHS G2717B108 4,498 252,717 SH   DFND 1 252,717 0 0
CUSTOMERS BANCORP INC COM 23204G100 6,320 345,199 SH   DFND 1 345,199 0 0
CUTERA INC COM 232109108 3,120 176,712 SH   DFND 1 176,712 0 0
CVB FINANCIAL CORP COM 126600105 28,243 1,341,716 SH   DFND 1 1,341,716 0 0
CVD EQUIPMENT CORP COM 126601103 158 40,414 SH   DFND 1 40,414 0 0
CVR ENERGY INC COM 12662P108 12,186 295,793 SH   DFND 1 294,941 0 852
CVS HEALTH CORP COM 126650100 945,929 17,567,862 SH   DFND 1 17,501,602 0 66,260
CYBERARK SOFTWARE LTD/ISRAEL SHS M2682V108 4,078 34,257 SH   DFND 1 34,257 0 0
CYBERARK SOFTWARE LTD/ISRAEL SHS M2682V108 831 6,984 SH   DFND 1 2 6,984 0 0
CYBEROPTICS CORP COM 232517102 864 50,536 SH   DFND 1 50,536 0 0
CYCLACEL PHARMACEUTICALS INC COM PAR 23254L405 20 21,692 SH   DFND 1 21,692 0 0
CYMABAY THERAPEUTICS INC COM 23257D103 10,268 773,256 SH   DFND 1 773,256 0 0
CYMABAY THERAPEUTICS INC COM 23257D103 37 2,824 SH   DFND 1 2 2,824 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 61,181 4,100,670 SH   DFND 1 4,030,061 0 70,609
CYRUSONE INC COM 23283R100 61,234 1,167,714 SH   DFND 1 1,147,436 0 20,278
CYTOKINETICS INC COM NEW 23282W605 5,429 671,135 SH   DFND 1 671,135 0 0
CYTOMX THERAPEUTICS INC COM 23284F105 6,415 596,814 SH   DFND 1 596,814 0 0
CYTORI THERAPEUTICS INC COM PAR 23283K402 4 16,632 SH   DFND 1 16,632 0 0
CYTOSORBENTS CORP COM NEW 23283X206 2,440 322,385 SH   DFND 1 322,385 0 0
CYTRX CORP COM PAR 232828608 118 186,584 SH   DFND 1 186,584 0 0
DAILY JOURNAL CORP COM 233912104 2,187 10,215 SH   DFND 1 10,215 0 0
DAKTRONICS INC COM 234264109 3,434 461,040 SH   DFND 1 461,040 0 0
DANA INC COM 235825205 31,702 1,787,055 SH   DFND 1 1,760,205 0 26,850
DANAHER CORP COM 235851102 1,069,710 8,117,863 SH   DFND 1 8,086,370 0 31,493
DARDEN RESTAURANTS INC COM 237194105 229,444 1,891,840 SH   DFND 1 1,884,884 0 6,956
DARE BIOSCIENCE INC COM 23666P101 147 105,470 SH   DFND 1 105,470 0 0
DARLING INGREDIENTS INC COM 237266101 40,506 1,870,985 SH   DFND 1 1,870,985 0 0
DASAN ZHONE SOLUTIONS INC COM NEW 23305L206 543 50,807 SH   DFND 1 50,807 0 0
DASEKE INC COM 23753F107 3,177 624,230 SH   DFND 1 624,230 0 0
DASEKE INC-CW20 *W EXP 02/27/202 23753F115 720 2,222,892 SH   DFND 1 2 2,222,892 0 0
DATA I/O CORP COM 237690102 227 40,918 SH   DFND 1 40,918 0 0
DAVE & BUSTER'S ENTERTAINMEN COM 238337109 23,466 470,554 SH   DFND 1 470,554 0 0
DAVIDSTEA INC COM 238661102 18 13,680 SH   DFND 1 13,680 0 0
DAVITA INC COM 23918K108 92,566 1,708,105 SH   DFND 1 1,701,860 0 6,245
DAVITA INC COM 23918K108 283 5,230 SH   DFND 1 2 5,230 0 0
DAWSON GEOPHYSICAL CO COM 239360100 596 203,728 SH   DFND 1 203,728 0 0
DBV TECHNOLOGIES SA-SPON ADR SPONSORED ADR 23306J101 188 24,420 SH   DFND 1 24,420 0 0
DEAN FOODS CO COM NEW 242370203 3,225 1,064,406 SH   DFND 1 1,064,406 0 0
DECIPHERA PHARMACEUTICALS IN COM 24344T101 4,218 181,746 SH   DFND 1 181,746 0 0
DECKERS OUTDOOR CORP COM 243537107 80,405 547,012 SH   DFND 1 541,556 0 5,456
DECKERS OUTDOOR CORP COM 243537107 1,104 7,514 SH   DFND 1 2 7,514 0 0
DEERE & CO COM 244199105 629,957 3,948,845 SH   DFND 1 3,933,009 0 15,836
DEL FRISCO'S RESTAURANT GROU COM 245077102 2,620 408,770 SH   DFND 1 408,770 0 0
DEL FRISCO'S RESTAURANT GROU COM 245077102 384 60,000 SH   DFND 1 2 60,000 0 0
DEL TACO RESTAURANTS INC COM 245496104 4,338 431,217 SH   DFND 1 431,217 0 0
DELAWARE ENHANCED GLOBAL DIV COM 246060107 1,508 155,956 SH   DFND 1 2 155,956 0 0
DELEK LOGISTICS PARTNERS LP COM UNT RP INT 24664T103 403 12,451 SH   DFND 1 2 12,451 0 0
DELEK US HOLDINGS INC COM 24665A103 38,321 1,052,211 SH   DFND 1 1,052,211 0 0
DELL TECHNOLOGIES -C CL C 24703L202 116,069 1,978,852 SH   DFND 1 1,977,826 0 1,026
DELL TECHNOLOGIES -C CL C 24703L202 67 1,154 SH   DFND 1 2 1,154 0 0
DELPHI TECHNOLOGIES PLC SHS G2709G107 13,239 687,417 SH   DFND 1 670,875 0 16,542
DELTA AIR LINES INC COM NEW 247361702 412,896 8,005,815 SH   DFND 1 7,972,539 0 33,276
DELTA AIR LINES INC COM NEW 247361702 85 1,651 SH   DFND 1 2 1,651 0 0
DELTA APPAREL INC COM 247368103 662 29,802 SH   DFND 1 29,802 0 0
DELUXE CORP COM 248019101 27,150 620,999 SH   DFND 1 612,819 0 8,180
DELUXE CORP COM 248019101 585 13,387 SH   DFND 1 2 13,387 0 0
DENALI THERAPEUTICS INC COM 24823R105 17,927 772,088 SH   DFND 1 772,088 0 0
DENALI THERAPEUTICS INC COM 24823R105 41 1,799 SH   DFND 1 2 1,799 0 0
DENBURY RESOURCES INC COM NEW 247916208 10,655 5,197,595 SH   DFND 1 5,197,595 0 0
DENBURY RESOURCES INC COM NEW 247916208 235 115,111 SH   DFND 1 2 115,111 0 0
DENNY'S CORP COM 24869P104 15,499 844,662 SH   DFND 1 844,662 0 0
DENTSPLY SIRONA INC COM 24906P109 172,795 3,489,923 SH   DFND 1 3,478,933 0 10,990
DERMIRA INC COM 24983L104 6,162 454,772 SH   DFND 1 454,772 0 0
DESCARTES SYSTEMS GRP/THE COM 249906108 2,259 62,154 SH   DFND 1 62,154 0 0
DESTINATION MATERNITY CORP COM 25065D100 206 94,509 SH   DFND 1 94,509 0 0
DESTINATION XL GROUP INC COM 25065K104 600 245,099 SH   DFND 1 245,099 0 0
DEUTSCHE BANK AG-REGISTERED NAMEN AKT D18190898 2,030 250,000 SH   DFND 1 2 250,000 0 0
DEUTSCHE BANK AG-REGISTERED NAMEN AKT D18190898 12 1,600 SH   DFND 1 0 0 1,600
DEVON ENERGY CORP COM 25179M103 205,886 6,534,538 SH   DFND 1 6,512,339 0 22,199
DEXCOM INC COM 252131107 131,529 1,105,033 SH   DFND 1 1,105,033 0 0
DEXCOM INC COM 252131107 188 1,584 SH   DFND 1 2 1,584 0 0
DFB HEALTHCARE ACQUISIT - WA *W EXP 04/11/202 23291E117 306 266,867 SH   DFND 1 2 266,867 0 0
DHI GROUP INC COM 23331S100 871 358,526 SH   DFND 1 358,526 0 0
DHI GROUP INC COM 23331S100 157 64,627 SH   DFND 1 2 64,627 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 1,652 370,493 SH   DFND 1 370,493 0 0
DIAGEO PLC-SPONSORED ADR SPON ADR NEW 25243Q205 4,146 25,344 SH   DFND 1 25,344 0 0
DIAMOND HILL INVESTMENT GRP COM NEW 25264R207 6,218 44,418 SH   DFND 1 44,418 0 0
DIAMOND HILL INVESTMENT GRP COM NEW 25264R207 96 692 SH   DFND 1 2 692 0 0
DIAMOND OFFSHORE DRILLING COM 25271C102 7,704 734,449 SH   DFND 1 734,449 0 0
DIAMOND S SHIPPING INC COM Y20676105 446 42,941 SH   DFND 1 2 42,941 0 0
DIAMOND S SHIPPING INC COM Y20676105 95 9,175 SH   DFND 1 9,175 0 0
DIAMONDBACK ENERGY INC COM 25278X109 225,171 2,221,557 SH   DFND 1 2,213,927 0 7,630
DIAMONDROCK HOSPITALITY CO COM 252784301 35,455 3,273,810 SH   DFND 1 3,273,810 0 0
DICERNA PHARMACEUTICALS INC COM 253031108 9,570 653,279 SH   DFND 1 653,279 0 0
DICK'S SPORTING GOODS INC COM 253393102 45,975 1,249,006 SH   DFND 1 1,235,216 0 13,790
DICK'S SPORTING GOODS INC COM 253393102 77 2,114 SH   DFND 1 2 2,114 0 0
DIEBOLD NIXDORF INC COM 253651103 9,870 891,662 SH   DFND 1 891,462 0 200
DIFFUSION PHARMACEUTICALS IN COM PAR 253748305 37 10,060 SH   DFND 1 10,060 0 0
DIGI INTERNATIONAL INC COM 253798102 4,524 357,140 SH   DFND 1 357,140 0 0
DIGIMARC CORP COM 25381B101 4,429 141,165 SH   DFND 1 141,165 0 0
DIGIRAD CORP COM 253827109 58 64,454 SH   DFND 1 64,454 0 0
DIGITAL ALLY INC COM NEW 25382P208 273 73,408 SH   DFND 1 73,408 0 0
DIGITAL REALTY TRUST INC COM 253868103 418,024 3,517,867 SH   DFND 1 3,507,465 0 10,402
DIGITAL TURBINE INC COM NEW 25400W102 1,766 504,692 SH   DFND 1 504,692 0 0
DILLARDS INC-CL A CL A 254067101 13,380 185,784 SH   DFND 1 182,323 0 3,461
DIME COMMUNITY BANCSHARES COM 253922108 7,441 397,298 SH   DFND 1 397,298 0 0
DINE BRANDS GLOBAL INC COM 254423106 17,998 197,156 SH   DFND 1 197,156 0 0
DIODES INC COM 254543101 17,488 503,989 SH   DFND 1 503,989 0 0
DIODES INC COM 254543101 58 1,689 SH   DFND 1 2 1,689 0 0
DIPLOMAT PHARMACY INC COM 25456K101 3,797 653,680 SH   DFND 1 653,680 0 0
DISCOVER FINANCIAL SERVICES COM 254709108 349,417 4,916,988 SH   DFND 1 4,899,406 0 17,582
DISCOVER FINANCIAL SERVICES COM 254709108 233 3,284 SH   DFND 1 2 3,284 0 0
DISCOVERY INC - A COM SER A 25470F104 72,068 2,671,047 SH   DFND 1 2,663,149 0 7,898
DISCOVERY INC-C COM SER C 25470F302 130,107 5,126,746 SH   DFND 1 5,108,376 0 18,370
DISH NETWORK CORP-A CL A 25470M109 107,534 3,398,783 SH   DFND 1 3,387,453 0 11,330
DISH NETWORK CORP-A CL A 25470M109 98 3,117 SH   DFND 1 2 3,117 0 0
DIVERSICARE HEALTHCARE SERVI COM 255104101 55 13,755 SH   DFND 1 13,755 0 0
DIVERSIFIED RESTAURANT HOLDI COM 25532M105 61 68,936 SH   DFND 1 68,936 0 0
DIVIDEND AND INCOME FUND COM NEW 25538A204 3,436 302,549 SH   DFND 1 2 302,549 0 0
DIXIE GROUP INC CL A 255519100 60 64,152 SH   DFND 1 64,152 0 0
DMC GLOBAL INC COM 23291C103 8,622 173,703 SH   DFND 1 173,703 0 0
DNB FINANCIAL CORP COM 233237106 296 7,844 SH   DFND 1 7,844 0 0
DOCUMENT SECURITY SYSTEMS COM NEW 25614T200 70 53,936 SH   DFND 1 53,936 0 0
DOCUSIGN INC COM 256163106 23,724 457,647 SH   DFND 1 457,647 0 0
DOLBY LABORATORIES INC-CL A COM CL A 25659T107 52,066 826,845 SH   DFND 1 826,845 0 0
DOLLAR GENERAL CORP COM 256677105 435,086 3,653,408 SH   DFND 1 3,640,427 0 12,981
DOLLAR TREE INC COM 256746108 357,451 3,408,796 SH   DFND 1 3,386,940 0 21,856
DOLLAR TREE INC COM 256746108 121 1,154 SH   DFND 1 2 1,154 0 0
DOMINION ENERGY INC COM 25746U109 805,271 10,507,020 SH   DFND 1 10,466,865 0 40,155
DOMINION ENERGY INC COM 25746U109 51 673 SH   DFND 1 2 673 0 0
DOMINO'S PIZZA INC COM 25754A201 112,975 438,026 SH   DFND 1 430,344 0 7,682
DOMO INC - CLASS B COM CL B 257554105 6,044 149,867 SH   DFND 1 149,867 0 0
DOMTAR CORP COM NEW 257559203 58,742 1,183,137 SH   DFND 1 1,170,265 0 12,872
DOMTAR CORP COM NEW 257559203 1,105 22,270 SH   DFND 1 2 22,270 0 0
DONALDSON CO INC COM 257651109 68,775 1,373,855 SH   DFND 1 1,349,900 0 23,955
DONEGAL GROUP INC-CL A CL A 257701201 2,094 155,760 SH   DFND 1 155,760 0 0
DONNELLEY FINANCIAL SOLUTION COM 25787G100 6,417 431,292 SH   DFND 1 431,292 0 0
DORCHESTER MINERALS LP COM UNIT 25820R105 502 27,544 SH   DFND 1 2 27,544 0 0
DORCHESTER MINERALS LP COM UNIT 25820R105 439 24,044 SH   DFND 1 24,044 0 0
DORIAN LPG LTD SHS USD Y2106R110 2,275 354,452 SH   DFND 1 354,452 0 0
DORMAN PRODUCTS INC COM 258278100 32,281 366,461 SH   DFND 1 366,461 0 0
DOUGLAS DYNAMICS INC COM 25960R105 10,061 264,301 SH   DFND 1 263,672 0 629
DOUGLAS EMMETT INC COM 25960P109 87,998 2,177,094 SH   DFND 1 2,146,812 0 30,282
DOVA PHARMACEUTICALS INC COM 25985T102 1,462 164,546 SH   DFND 1 164,546 0 0
DOVER CORP COM 260003108 191,822 2,048,679 SH   DFND 1 2,040,717 0 7,962
DOVER MOTORSPORTS INC COM 260174107 66 32,679 SH   DFND 1 32,679 0 0
DOWDUPONT INC COM 26078J100 1,578,965 29,669,756 SH   DFND 1 29,557,193 0 112,563
DOWDUPONT INC COM 26078J100 4,504 84,500 SH   DFND 1 2 84,500 0 0
DPW HOLDINGS INC COM NEW 26140E501 4 13,968 SH   DFND 1 13,968 0 0
DR HORTON INC COM 23331A109 200,028 4,842,373 SH   DFND 1 4,825,593 0 16,780
DR HORTON INC COM 23331A109 97 2,361 SH   DFND 1 2 2,361 0 0
DRIL-QUIP INC COM 262037104 18,720 408,298 SH   DFND 1 408,298 0 0
DRIL-QUIP INC COM 262037104 119 2,596 SH   DFND 1 2 2,596 0 0
DRIVE SHACK INC COM 262077100 2,918 649,915 SH   DFND 1 649,915 0 0
DROPBOX INC-CLASS A CL A 26210C104 17,421 799,136 SH   DFND 1 799,136 0 0
DSP GROUP INC COM 23332B106 2,683 190,721 SH   DFND 1 190,721 0 0
DSP GROUP INC COM 23332B106 42 3,031 SH   DFND 1 2 3,031 0 0
DSW INC-CLASS A CL A 23334L102 21,639 973,882 SH   DFND 1 973,882 0 0
DSW INC-CLASS A CL A 23334L102 36 1,649 SH   DFND 1 2 1,649 0 0
DTE ENERGY COMPANY COM 233331107 329,567 2,646,457 SH   DFND 1 2,637,174 0 9,283
DTF TAX-FREE INCOME INC COM 23334J107 367 27,765 SH   DFND 1 2 27,765 0 0
DUCOMMUN INC COM 264147109 5,394 123,948 SH   DFND 1 123,948 0 0
DUKE ENERGY CORP COM NEW 26441C204 907,451 10,099,152 SH   DFND 1 10,062,791 0 36,361
DUKE REALTY CORP COM NEW 264411505 193,308 6,330,232 SH   DFND 1 6,312,478 0 17,754
DULUTH HOLDINGS INC - CL B COM CL B 26443V101 3,045 127,733 SH   DFND 1 127,733 0 0
DUNKIN' BRANDS GROUP INC COM 265504100 69,207 921,540 SH   DFND 1 906,062 0 15,478
DURECT CORPORATION COM 266605104 1,094 1,749,188 SH   DFND 1 1,749,188 0 0
DWS MUNICIPAL INCOME TRUST COM 233368109 332 30,183 SH   DFND 1 2 30,183 0 0
DXC TECHNOLOGY CO COM 23355L106 279,511 4,352,970 SH   DFND 1 4,339,446 0 13,524
DXC TECHNOLOGY CO COM 23355L106 1,046 16,277 SH   DFND 1 2 16,277 0 0
DXP ENTERPRISES INC COM NEW 233377407 7,628 196,015 SH   DFND 1 196,015 0 0
DYCOM INDUSTRIES INC COM 267475101 16,331 355,495 SH   DFND 1 349,606 0 5,889
DYCOM INDUSTRIES INC COM 267475101 71 1,556 SH   DFND 1 2 1,556 0 0
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 5,055 691,595 SH   DFND 1 691,595 0 0
DYNEX CAPITAL INC COM NEW 26817Q506 4,702 772,238 SH   DFND 1 771,800 0 438
DYNEX CAPITAL INC COM NEW 26817Q506 19 3,223 SH   DFND 1 2 3,223 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 164,563 3,550,312 SH   DFND 1 3,537,726 0 12,586
EAGLE BANCORP INC COM 268948106 19,776 393,956 SH   DFND 1 393,956 0 0
EAGLE BANCORP INC COM 268948106 38 768 SH   DFND 1 2 768 0 0
EAGLE BULK SHIPPING INC SHS NEW Y2187A143 3,931 845,473 SH   DFND 1 845,473 0 0
EAGLE MATERIALS INC COM 26969P108 37,977 450,506 SH   DFND 1 441,909 0 8,597
EAGLE PHARMACEUTICALS INC COM 269796108 7,639 151,309 SH   DFND 1 151,309 0 0
EARTHSTONE ENERGY INC - A CL A 27032D304 1,625 229,558 SH   DFND 1 229,558 0 0
EAST WEST BANCORP INC COM 27579R104 78,099 1,627,703 SH   DFND 1 1,600,624 0 27,079
EAST WEST BANCORP INC COM 27579R104 88 1,849 SH   DFND 1 2 1,849 0 0
EASTERLY GOVERNMENT PROPERTI COM 27616P103 16,008 888,887 SH   DFND 1 888,887 0 0
EASTERN CO COMSTK 276317104 2,209 2,080,930 SH   DFND 1 2,080,930 0 0
EASTERN CO/THE COM 276317104 1,655 60,148 SH   DFND 1 60,148 0 0
EASTGROUP PROPERTIES INC COM 277276101 62,358 558,567 SH   DFND 1 558,567 0 0
EASTMAN CHEMICAL CO COM 277432100 176,907 2,334,753 SH   DFND 1 2,327,850 0 6,903
EASTMAN CHEMICAL CO COM 277432100 246 3,247 SH   DFND 1 2 3,247 0 0
EASTMAN KODAK CO COM NEW 277461406 977 330,403 SH   DFND 1 330,403 0 0
EATON CORP PLC SHS G29183103 450,071 5,594,444 SH   DFND 1 5,571,479 0 22,965
EATON VANCE CA MUNI INC TRST SH BEN INT 27826F101 527 43,995 SH   DFND 1 2 43,995 0 0
EATON VANCE CAL MUNI BOND COM 27828A100 540 51,265 SH   DFND 1 2 51,265 0 0
EATON VANCE CORP COM NON VTG 278265103 58,991 1,464,655 SH   DFND 1 1,443,085 0 21,570
EATON VANCE MUNICIPAL INCOME SH BEN INT 27826U108 301 24,741 SH   DFND 1 2 24,741 0 0
EATON VANCE NY MUNICIPAL INC SH BEN INT 27826W104 364 29,559 SH   DFND 1 2 29,559 0 0
EATON VANCE TAX-MGD B/W STR COM SH BEN INT 27829M103 562 60,747 SH   DFND 1 2 60,747 0 0
EBAY INC COM 278642103 455,252 12,279,159 SH   DFND 1 12,196,467 0 82,692
EBAY INC COM 278642103 130 3,517 SH   DFND 1 2 3,517 0 0
EBIX INC COM NEW 278715206 14,224 288,128 SH   DFND 1 288,128 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 8,378 338,098 SH   DFND 1 338,098 0 0
ECHOSTAR CORP-A CL A 278768106 19,241 527,876 SH   DFND 1 527,876 0 0
ECHOSTAR CORP-A CL A 278768106 403 11,078 SH   DFND 1 2 11,078 0 0
ECOLAB INC COM 278865100 598,960 3,398,347 SH   DFND 1 3,385,746 0 12,601
ECOPETROL SA-SPONSORED ADR SPONSORED ADS 279158109 420 19,614 SH   DFND 1 2 19,614 0 0
ECOPETROL SA-SPONSORED ADR SPONSORED ADS 279158109 98 4,609 SH   DFND 1 4,609 0 0
ECPG 3 07/01/20 NOTE 3.000% 7/0 292554AF9 14,281 15,000,000 PRN   DFND 1 2 15,000,000 0 0
ECPG 3.25 03/15/22 NOTE 3.250% 3/1 292554AK8 4,303 4,875,000 PRN   DFND 1 2 4,875,000 0 0
ECPG 4.5 09/01/23 NOTE 4.500% 9/0 29260UAA5 3,574 4,000,000 PRN   DFND 1 2 4,000,000 0 0
EDAP TMS SA -ADR SPONSORED ADR 268311107 55 18,494 SH   DFND 1 18,494 0 0
EDGEWELL PERSONAL CARE CO COM 28035Q102 33,215 756,780 SH   DFND 1 746,643 0 10,137
EDGEWELL PERSONAL CARE CO COM 28035Q102 1,176 26,804 SH   DFND 1 2 26,804 0 0
EDISON INTERNATIONAL COM 281020107 279,741 4,525,730 SH   DFND 1 4,509,642 0 16,088
EDITAS MEDICINE INC COM 28106W103 13,290 543,598 SH   DFND 1 543,598 0 0
EDUCATIONAL DEVELOPMENT CORP COM 281479105 375 49,636 SH   DFND 1 49,636 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 560,802 2,935,764 SH   DFND 1 2,925,505 0 10,259
EGAIN CORP COM NEW 28225C806 2,344 224,338 SH   DFND 1 224,338 0 0
EHEALTH INC COM 28238P109 15,384 246,779 SH   DFND 1 246,779 0 0
EIDOS THERAPEUTICS INC COM 28249H104 2,937 125,263 SH   DFND 1 125,263 0 0
EIGER BIOPHARMACEUTICALS INC COM 28249U105 1,718 122,908 SH   DFND 1 122,908 0 0
EKSO BIONICS HOLDINGS INC COM NEW 282644202 955 380,818 SH   DFND 1 380,818 0 0
EL PASO ELECTRIC CO COM NEW 283677854 27,403 465,895 SH   DFND 1 465,895 0 0
EL POLLO LOCO HOLDINGS INC COM 268603107 3,706 284,882 SH   DFND 1 284,882 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 103,843 3,240,322 SH   DFND 1 3,240,322 0 0
ELASTIC NV ORD SHS N14506104 5,682 71,153 SH   DFND 1 71,153 0 0
ELBIT SYSTEMS LTD ORD M3760D101 3,972 30,793 SH   DFND 1 30,793 0 0
ELDORADO RESORTS INC COM 28470R102 36,846 789,173 SH   DFND 1 776,990 0 12,183
ELECTROCORE INC COM 28531P103 761 108,852 SH   DFND 1 108,852 0 0
ELECTROMED INC COM 285409108 95 18,483 SH   DFND 1 18,483 0 0
ELECTRONIC ARTS INC COM 285512109 387,431 3,819,294 SH   DFND 1 3,791,279 0 28,015
ELECTRONICS FOR IMAGING COM 286082102 15,450 574,381 SH   DFND 1 574,381 0 0
ELEMENT SOLUTIONS INC COM 28618M106 23,761 2,352,599 SH   DFND 1 2,352,599 0 0
ELEVATE CREDIT INC COM 28621V101 853 196,752 SH   DFND 1 196,752 0 0
ELEVATE CREDIT INC COM 28621V101 160 36,946 SH   DFND 1 2 36,946 0 0
ELF BEAUTY INC COM 26856L103 2,692 253,995 SH   DFND 1 253,995 0 0
ELI LILLY & CO COM 532457108 1,590,005 12,271,496 SH   DFND 1 12,226,475 0 45,021
ELLIE MAE INC COM 28849P100 38,952 394,697 SH   DFND 1 394,697 0 0
ELLINGTON FINANCIAL INC COM 28852N109 264 14,777 SH   DFND 1 2 14,777 0 0
ELLINGTON RESIDENTIAL MORTGA COM SHS BEN INT 288578107 668 56,199 SH   DFND 1 56,199 0 0
ELOXX PHARMACEUTICALS INC COM 29014R103 2,879 246,520 SH   DFND 1 246,520 0 0
EMAGIN CORPORATION COM NEW 29076N206 54 65,621 SH   DFND 1 65,621 0 0
EMC INS GROUP INC COM 268664109 3,940 123,608 SH   DFND 1 123,608 0 0
EMCOR GROUP INC COM 29084Q100 70,039 958,397 SH   DFND 1 947,908 0 10,489
EMCOR GROUP INC COM 29084Q100 112 1,534 SH   DFND 1 2 1,534 0 0
EMCORE CORP COM NEW 290846203 684 187,590 SH   DFND 1 187,590 0 0
EMERALD EXPOSITIONS EVENTS I COM 29103B100 4,048 318,803 SH   DFND 1 318,803 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 27,427 542,901 SH   DFND 1 542,715 0 186
EMERGENT BIOSOLUTIONS INC COM 29089Q105 34 683 SH   DFND 1 2 683 0 0
EMERSON ELECTRIC CO COM 291011104 522,518 7,643,108 SH   DFND 1 7,609,327 0 33,781
EMERSON RADIO CORP COM NEW 291087203 62 48,121 SH   DFND 1 48,121 0 0
EMMIS COMMUNICATIONS-CLASS A COM NEW CL A 291525400 121 33,957 SH   DFND 1 33,957 0 0
EMPIRE RESORTS INC COM PAR $0 01 292052305 588 58,515 SH   DFND 1 58,515 0 0
EMPIRE STATE REALTY TRUST-A CL A 292104106 22,318 1,412,554 SH   DFND 1 1,412,554 0 0
EMPLOYERS HOLDINGS INC COM 292218104 15,076 375,877 SH   DFND 1 375,877 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 20,292 212,443 SH   DFND 1 212,443 0 0
ENBRIDGE INC COMSTK 29250N105 72,113 1,972,134 SH   DFND 1 1,972,134 0 0
ENBRIDGE INC COM 29250N105 1,257 37,244 SH   DFND 1 37,244 0 0
ENCANA CORP COMSTK 292505104 10,066 1,401,204 SH   DFND 1 1,401,204 0 0
ENCOMPASS HEALTH CORP COM 29261A100 63,912 1,094,386 SH   DFND 1 1,075,217 0 19,169
ENCOMPASS HEALTH CORP COM 29261A100 35 613 SH   DFND 1 2 613 0 0
ENCORE CAPITAL GROUP INC COM 292554102 8,828 324,221 SH   DFND 1 324,221 0 0
ENCORE WIRE CORP COM 292562105 15,054 263,103 SH   DFND 1 263,103 0 0
ENCORE WIRE CORP COM 292562105 1,078 18,840 SH   DFND 1 2 18,840 0 0
ENDO INTERNATIONAL PLC SHS G30401106 21,364 2,660,645 SH   DFND 1 2,660,645 0 0
ENDO INTERNATIONAL PLC SHS G30401106 43 5,398 SH   DFND 1 2 5,398 0 0
ENDOLOGIX INC COM NEW 29266S304 734 111,058 SH   DFND 1 111,058 0 0
ENDRA LIFE SCIENCES INC COM 29273B104 84 51,104 SH   DFND 1 51,104 0 0
ENDURANCE INTERNATIONAL GROU COM 29272B105 7,308 1,008,016 SH   DFND 1 1,008,016 0 0
ENEL AMERICAS SA-ADR SPONSORED ADR 29274F104 270 30,239 SH   DFND 1 2 30,239 0 0
ENEL AMERICAS SA-ADR SPONSORED ADR 29274F104 21 2,399 SH   DFND 1 0 0 2,399
ENEL CHILE SA-ADR SPONSORED ADR 29278D105 661 127,780 SH   DFND 1 2 127,780 0 0
ENEL CHILE SA-ADR SPONSORED ADR 29278D105 7 1,402 SH   DFND 1 0 0 1,402
ENERGIZER HOLDINGS INC COM 29272W109 28,647 637,606 SH   DFND 1 625,695 0 11,911
ENERGOUS CORP COM 29272C103 1,525 240,563 SH   DFND 1 240,563 0 0
ENERGY FOCUS INC COM NEW 29268T300 53 43,479 SH   DFND 1 43,479 0 0
ENERGY FUELS INC COM NEW 292671708 1,136 342,982 SH   DFND 1 342,982 0 0
ENERGY RECOVERY INC COM 29270J100 3,560 407,814 SH   DFND 1 407,814 0 0
ENERPLUS CORP COMSTK 292766102 386 46,106 SH   DFND 1 46,106 0 0
ENERPLUS CORP COMSTK 292766102 143 17,168 SH   DFND 1 2 17,168 0 0
ENERSYS COM 29275Y102 33,776 518,367 SH   DFND 1 510,304 0 8,063
ENERSYS COM 29275Y102 289 4,438 SH   DFND 1 2 4,438 0 0
ENGLOBAL CORP COM 293306106 34 67,699 SH   DFND 1 67,699 0 0
ENI SPA-SPONSORED ADR SPONSORED ADR 26874R108 1,281 36,379 SH   DFND 1 36,379 0 0
ENNIS INC COM 293389102 6,349 305,849 SH   DFND 1 303,086 0 2,763
ENOVA INTERNATIONAL INC COM 29357K103 13,814 605,371 SH   DFND 1 604,106 0 1,265
ENOVA INTERNATIONAL INC COM 29357K103 88 3,883 SH   DFND 1 2 3,883 0 0
ENPHASE ENERGY INC COM 29355A107 9,544 1,034,120 SH   DFND 1 1,034,120 0 0
ENPRO INDUSTRIES INC COM 29355X107 15,090 234,139 SH   DFND 1 234,139 0 0
ENR 7 1/2 01/15/22 S-A 7.5 MCNV PFD A 29272W208 2,918 30,000 PRN   DFND 1 2 30,000 0 0
ENSCO PLC-CL A SHS CLASS A G3157S106 12,881 3,277,832 SH   DFND 1 3,196,016 0 81,816
ENSERVCO CORP COM 29358Y102 52 98,285 SH   DFND 1 98,285 0 0
ENSIGN GROUP INC/THE COM 29358P101 31,967 624,494 SH   DFND 1 624,494 0 0
ENSTAR GROUP LTD SHS G3075P101 30,506 175,322 SH   DFND 1 175,322 0 0
ENTEGRA FINANCIAL CORP COM 29363J108 2,332 103,906 SH   DFND 1 103,906 0 0
ENTEGRIS INC COM 29362U104 60,242 1,687,932 SH   DFND 1 1,687,932 0 0
ENTERCOM COMMUNICATIONS-CL A CL A 293639100 7,336 1,397,355 SH   DFND 1 1,397,355 0 0
ENTERGY CORP COM 29364G103 268,508 2,812,317 SH   DFND 1 2,802,626 0 9,691
ENTERPRISE BANCORP INC COM 293668109 2,863 99,680 SH   DFND 1 99,680 0 0
ENTERPRISE FINANCIAL SERVICE COM 293712105 11,794 289,283 SH   DFND 1 289,283 0 0
ENTERPRISE PRODUCTS PARTNERS COM 293792107 501 17,220 SH   DFND 1 17,220 0 0
ENTRAVISION COMMUNICATIONS-A CL A 29382R107 2,279 703,537 SH   DFND 1 703,537 0 0
ENV 1.75 12/15/19 NOTE 1.750%12/1 29404KAA4 11,135 10,000,000 PRN   DFND 1 2 10,000,000 0 0
ENVESTNET INC COM 29404K106 34,936 534,278 SH   DFND 1 534,278 0 0
ENZO BIOCHEM INC COM 294100102 1,161 425,306 SH   DFND 1 425,306 0 0
EOG RESOURCES INC COM 26875P101 684,061 7,201,154 SH   DFND 1 7,172,013 0 29,141
EP ENERGY CORP-CL A CL A 268785102 114 439,007 SH   DFND 1 439,007 0 0
EPAM SYSTEMS INC COM 29414B104 90,275 533,762 SH   DFND 1 533,762 0 0
EPIZYME INC COM 29428V104 10,159 819,955 SH   DFND 1 819,955 0 0
EPLUS INC COM 294268107 15,075 170,266 SH   DFND 1 170,266 0 0
EPR 5 3/4 PERP S-C PFD C CNV 5.75% 26884U208 23,960 760,908 PRN   DFND 1 2 760,908 0 0
EPR PROPERTIES COM SH BEN INT 26884U109 63,114 820,729 SH   DFND 1 806,697 0 14,032
EQT CORP COM 26884L109 53,883 2,598,043 SH   DFND 1 2,550,331 0 47,712
EQUIFAX INC COM 294429105 192,975 1,631,424 SH   DFND 1 1,625,464 0 5,960
EQUILLIUM INC COM 29446K106 160 20,019 SH   DFND 1 20,019 0 0
EQUINIX INC COM 29444U700 479,922 1,061,067 SH   DFND 1 1,056,953 0 4,114
EQUINIX INC COM 29444U700 190 421 SH   DFND 1 2 421 0 0
EQUINOR ASA-SPON ADR SPONSORED ADR 29446M102 1,418 64,550 SH   DFND 1 2 64,550 0 0
EQUINOR ASA-SPON ADR SPONSORED ADR 29446M102 547 24,926 SH   DFND 1 24,926 0 0
EQUITRANS MIDSTREAM CORP COM 294600101 42,621 1,956,942 SH   DFND 1 1,918,362 0 38,580
EQUITY BANCSHARES INC - CL A COM CL A 29460X109 5,051 175,406 SH   DFND 1 175,406 0 0
EQUITY COMMONWEALTH COM SH BEN INT 294628102 58,734 1,796,720 SH   DFND 1 1,796,720 0 0
EQUITY LIFESTYLE PROPERTIES COM 29472R108 139,382 1,218,683 SH   DFND 1 1,218,683 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 476,506 6,335,389 SH   DFND 1 6,317,115 0 18,274
ERA GROUP INC COM 26885G109 2,473 214,312 SH   DFND 1 214,312 0 0
ERICSSON (LM) TEL-SP ADR ADR B SEK 10 294821608 2,498 272,149 SH   DFND 1 267,396 0 4,753
ERIE INDEMNITY COMPANY-CL A CL A 29530P102 55,676 311,877 SH   DFND 1 311,877 0 0
ERIE INDEMNITY COMPANY-CL A CL A 29530P102 1,086 6,084 SH   DFND 1 2 6,084 0 0
EROS INTERNATIONAL PLC SHS NEW G3788M114 1,233 134,906 SH   DFND 1 134,627 0 279
ESCALADE INC COM 296056104 1,000 89,582 SH   DFND 1 89,582 0 0
ESCO TECHNOLOGIES INC COM 296315104 20,206 301,449 SH   DFND 1 301,449 0 0
ESPERION THERAPEUTICS INC COM 29664W105 11,832 294,714 SH   DFND 1 294,714 0 0
ESQUIRE FINANCIAL HOLDINGS I COM 29667J101 793 34,858 SH   DFND 1 34,858 0 0
ESSA BANCORP INC COM 29667D104 1,204 78,188 SH   DFND 1 78,188 0 0
ESSENT GROUP LTD COM G3198U102 69,737 1,602,880 SH   DFND 1 1,602,880 0 0
ESSENTIAL PROPERTIES REALTY COM 29670E107 9,126 467,525 SH   DFND 1 467,525 0 0
ESSEX PROPERTY TRUST INC COM 297178105 330,230 1,143,305 SH   DFND 1 1,140,060 0 3,245
ESTEE LAUDER COMPANIES-CL A CL A 518439104 511,294 3,093,797 SH   DFND 1 3,082,720 0 11,077
ETHAN ALLEN INTERIORS INC COM 297602104 5,718 298,911 SH   DFND 1 298,911 0 0
ETSY INC COM 29786A106 106,668 1,586,852 SH   DFND 1 1,586,852 0 0
ETSY INC COM 29786A106 232 3,452 SH   DFND 1 2 3,452 0 0
EURONET WORLDWIDE INC COM 298736109 77,871 546,121 SH   DFND 1 546,121 0 0
EURONET WORLDWIDE INC COM 298736109 2,153 15,100 SH   DFND 1 2 15,100 0 0
EVANS BANCORP INC COM NEW 29911Q208 1,541 43,233 SH   DFND 1 43,233 0 0
EVELO BIOSCIENCES INC COM 299734103 819 102,462 SH   DFND 1 102,462 0 0
EVENTBRITE INC-CLASS A COM CL A 29975E109 1,789 93,354 SH   DFND 1 93,354 0 0
EVERBRIDGE INC COM 29978A104 26,730 356,363 SH   DFND 1 356,363 0 0
EVERBRIDGE INC COM 29978A104 473 6,310 SH   DFND 1 2 6,310 0 0
EVERCORE INC - A CLASS A 29977A105 46,817 514,475 SH   DFND 1 506,328 0 8,147
EVERCORE INC - A CLASS A 29977A105 857 9,426 SH   DFND 1 2 9,426 0 0
EVEREST RE GROUP LTD COM G3223R108 131,006 607,415 SH   DFND 1 605,406 0 2,009
EVERGY INC COM 30034W106 209,410 3,613,665 SH   DFND 1 3,601,092 0 12,573
EVERI HOLDINGS INC COM 30034T103 8,587 816,294 SH   DFND 1 816,294 0 0
EVERI HOLDINGS INC COM 30034T103 142 13,566 SH   DFND 1 2 13,566 0 0
EVERQUOTE INC - CLASS A COM CL A 30041R108 244 32,902 SH   DFND 1 32,902 0 0
EVERSOURCE ENERGY COM 30040W108 330,975 4,672,742 SH   DFND 1 4,657,090 0 15,652
EVERSPIN TECHNOLOGIES INC COM 30041T104 629 82,191 SH   DFND 1 82,191 0 0
EVERTEC INC COM 30040P103 24,562 883,231 SH   DFND 1 881,790 0 1,441
EVI INDUSTRIES INC COM 26929N102 1,682 44,115 SH   DFND 1 44,115 0 0
EVINE LIVE INC CL A 300487105 175 374,408 SH   DFND 1 374,408 0 0
EVO PAYMENTS INC-CLASS A CL A COM 26927E104 8,450 290,900 SH   DFND 1 290,900 0 0
EVOFEM BIOSCIENCES INC COM 30048L104 260 74,451 SH   DFND 1 74,451 0 0
EVOKE PHARMA INC COM 30049G104 34 23,048 SH   DFND 1 23,048 0 0
EVOLENT HEALTH INC - A CL A 30050B101 9,822 780,801 SH   DFND 1 780,801 0 0
EVOLUS INC COM 30052C107 3,058 135,512 SH   DFND 1 135,512 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 2,143 317,532 SH   DFND 1 317,532 0 0
EVOLVING SYSTEMS INC COM NEW 30049R209 47 39,807 SH   DFND 1 39,807 0 0
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 9,820 780,620 SH   DFND 1 780,620 0 0
EW SCRIPPS CO/THE-A CL A NEW 811054402 13,108 624,210 SH   DFND 1 624,210 0 0
EXACT SCIENCES CORP COM 30063P105 110,729 1,278,331 SH   DFND 1 1,278,087 0 244
EXANTAS CAPITAL CORP COM NEW 30068N105 3,862 363,392 SH   DFND 1 363,392 0 0
EXANTAS CAPITAL CORP COM NEW 30068N105 386 36,347 SH   DFND 1 2 36,347 0 0
EXELA TECHNOLOGIES INC COM 30162V102 2,051 614,183 SH   DFND 1 614,183 0 0
EXELIXIS INC COM 30161Q104 75,055 3,153,596 SH   DFND 1 3,096,802 0 56,794
EXELON CORP COM 30161N101 703,105 14,049,216 SH   DFND 1 14,000,525 0 48,691
EXLSERVICE HOLDINGS INC COM 302081104 25,398 423,163 SH   DFND 1 423,163 0 0
EXONE CO/THE COM 302104104 782 92,129 SH   DFND 1 92,129 0 0
EXP WORLD HOLDINGS INC COM 30212W100 3,260 299,986 SH   DFND 1 299,986 0 0
EXPEDIA GROUP INC COM NEW 30212P303 194,771 1,639,637 SH   DFND 1 1,628,007 0 11,630
EXPEDITORS INTL WASH INC COM 302130109 192,285 2,536,911 SH   DFND 1 2,528,347 0 8,564
EXPONENT INC COM 30214U102 39,309 681,045 SH   DFND 1 681,045 0 0
EXPONENT INC COM 30214U102 595 10,325 SH   DFND 1 2 10,325 0 0
EXPRESS INC COM 30219E103 3,459 808,267 SH   DFND 1 808,267 0 0
EXPRESS INC COM 30219E103 274 64,237 SH   DFND 1 2 64,237 0 0
EXTENDED STAY AMERICA INC UNIT 99/99/9999B 30224P200 42,160 2,348,769 SH   DFND 1 2,348,769 0 0
EXTERRAN CORP COM 30227H106 6,108 362,548 SH   DFND 1 362,548 0 0
EXTRA SPACE STORAGE INC COM 30225T102 221,221 2,173,843 SH   DFND 1 2,167,555 0 6,288
EXTRACTION OIL & GAS INC COM 30227M105 5,545 1,311,001 SH   DFND 1 1,311,001 0 0
EXTREME NETWORKS INC COM 30226D106 10,558 1,409,645 SH   DFND 1 1,409,645 0 0
EXXON MOBIL CORP COM 30231G102 4,587,178 56,860,401 SH   DFND 1 56,642,862 0 217,539
EYENOVIA INC COM 30234E104 418 69,821 SH   DFND 1 69,821 0 0
EYEPOINT PHARMACEUTICALS INC COM 30233G100 775 433,283 SH   DFND 1 433,283 0 0
EZCORP INC-CL A CL A NON VTG 302301106 5,939 637,275 SH   DFND 1 637,275 0 0
F5 NETWORKS INC COM 315616102 163,555 1,042,892 SH   DFND 1 1,039,957 0 2,935
F5 NETWORKS INC COM 315616102 42 269 SH   DFND 1 2 269 0 0
FABRINET SHS G3323L100 24,028 458,901 SH   DFND 1 458,901 0 0
FACEBOOK INC-CLASS A CL A 30303M102 5,151,590 30,962,815 SH   DFND 1 30,749,155 0 213,660
FACTSET RESEARCH SYSTEMS INC COM 303075105 132,704 534,132 SH   DFND 1 527,008 0 7,124
FACTSET RESEARCH SYSTEMS INC COM 303075105 13 56 SH   DFND 1 2 56 0 0
FAIR ISAAC CORP COM 303250104 83,916 308,937 SH   DFND 1 303,492 0 5,445
FALCON MINERALS CORP CL A COM 30607B109 3,343 378,233 SH   DFND 1 378,233 0 0
FAMOUS DAVE'S OF AMERICA COM 307068106 182 32,050 SH   DFND 1 32,050 0 0
FANG HOLDINGS LTD - ADR ADR 30711Y102 145 107,677 SH   DFND 1 104,995 0 2,682
FANHUA INC-SPONSORED ADR SPONSORED ADR 30712A103 878 33,446 SH   DFND 1 33,446 0 0
FARMER BROS CO COM 307675108 2,768 138,357 SH   DFND 1 138,357 0 0
FARMERS & MERCHANTS BANCO/OH COM 30779N105 3,325 110,494 SH   DFND 1 110,494 0 0
FARMERS NATL BANC CORP COM 309627107 4,053 293,938 SH   DFND 1 293,938 0 0
FARMLAND PARTNERS INC COM 31154R109 2,655 414,984 SH   DFND 1 414,984 0 0
FARO TECHNOLOGIES INC COM 311642102 9,257 210,827 SH   DFND 1 210,827 0 0
FASTENAL CO COM 311900104 305,748 4,761,282 SH   DFND 1 4,734,601 0 26,681
FATE THERAPEUTICS INC COM 31189P102 13,895 790,871 SH   DFND 1 790,871 0 0
FB FINANCIAL CORP COM 30257X104 6,496 204,558 SH   DFND 1 204,558 0 0
FBL FINANCIAL GROUP INC-CL A CL A 30239F106 8,016 127,811 SH   DFND 1 127,811 0 0
FBL FINANCIAL GROUP INC-CL A CL A 30239F106 33 530 SH   DFND 1 2 530 0 0
FEDERAL AGRIC MTG CORP-CL C CL C 313148306 9,734 134,403 SH   DFND 1 134,403 0 0
FEDERAL AGRIC MTG CORP-CL C CL C 313148306 121 1,678 SH   DFND 1 2 1,678 0 0
FEDERAL REALTY INVS TRUST SH BEN INT NEW 313747206 179,278 1,302,306 SH   DFND 1 1,298,630 0 3,676
FEDERAL SIGNAL CORP COM 313855108 17,976 691,670 SH   DFND 1 691,670 0 0
FEDERATED INVESTORS INC-CL B CL B 314211103 35,022 1,194,897 SH   DFND 1 1,176,552 0 18,345
FEDERATED INVESTORS INC-CL B CL B 314211103 27 942 SH   DFND 1 2 942 0 0
FEDEX CORP COM 31428X106 522,719 2,887,361 SH   DFND 1 2,875,502 0 11,859
FEDNAT HOLDING CO COM 31431B109 2,181 135,998 SH   DFND 1 135,998 0 0
FEDNAT HOLDING CO COM 31431B109 424 26,442 SH   DFND 1 2 26,442 0 0
FENNEC PHARMACEUTICALS INC COM 31447P100 223 46,059 SH   DFND 1 46,059 0 0
FERRELLGAS PARTNERS-LP UNIT LTD PART 315293100 41 31,823 SH   DFND 1 2 31,823 0 0
FERRO CORP COM 315405100 18,130 957,778 SH   DFND 1 957,778 0 0
FERROGLOBE PLC SHS G33856108 241 117,850 SH   DFND 1 117,850 0 0
FGL HOLDINGS ORD SHS G3402M102 14,836 1,885,170 SH   DFND 1 1,885,170 0 0
FIAT CHRYSLER AUTOMOBILES NV SHS N31738102 699 47,112 SH   DFND 1 2 47,112 0 0
FIAT CHRYSLER AUTOMOBILES NV SHS N31738102 12 870 SH   DFND 1 0 0 870
FIBROCELL SCIENCE INC COM 315721407 24 12,643 SH   DFND 1 12,643 0 0
FIBROGEN INC COM 31572Q808 51,930 955,478 SH   DFND 1 955,478 0 0
FIBROGEN INC COM 31572Q808 55 1,013 SH   DFND 1 2 1,013 0 0
FIDELITY D&D BANCORP INC COM 31609R100 1,643 27,804 SH   DFND 1 27,804 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 105,810 2,897,025 SH   DFND 1 2,897,025 0 0
FIDELITY NATIONAL INFO SERV COM 31620M106 545,240 4,828,666 SH   DFND 1 4,812,080 0 16,586
FIDELITY SOUTHERN CORP COM 316394105 8,071 294,696 SH   DFND 1 294,696 0 0
FIESTA RESTAURANT GROUP COM 31660B101 3,795 289,547 SH   DFND 1 289,547 0 0
FIESTA RESTAURANT GROUP COM 31660B101 38 2,917 SH   DFND 1 2 2,917 0 0
FIFTH THIRD BANCORP COM 316773100 296,315 11,768,036 SH   DFND 1 11,728,326 0 39,710
FIFTH THIRD BANCORP COM 316773100 41 1,631 SH   DFND 1 2 1,631 0 0
FINANCIAL INSTITUTIONS INC COM 317585404 5,566 204,819 SH   DFND 1 204,819 0 0
FINISAR CORPORATION COM NEW 31787A507 33,234 1,434,393 SH   DFND 1 1,434,393 0 0
FINISAR CORPORATION COM NEW 31787A507 252 10,881 SH   DFND 1 2 10,881 0 0
FINJAN HOLDINGS INC COM NEW 31788H303 346 118,269 SH   DFND 1 118,269 0 0
FINJAN HOLDINGS INC COM NEW 31788H303 72 24,856 SH   DFND 1 2 24,856 0 0
FIREEYE INC COM 31816Q101 39,662 2,362,297 SH   DFND 1 2,362,297 0 0
FIRST AMERICAN FINANCIAL COM 31847R102 92,756 1,801,093 SH   DFND 1 1,780,213 0 20,880
FIRST BANCORP INC/ME COM 31866P102 2,611 104,788 SH   DFND 1 104,788 0 0
FIRST BANCORP PUERTO RICO COM NEW 318672706 34,294 2,992,515 SH   DFND 1 2,992,515 0 0
FIRST BANCORP/NC COM 318910106 12,945 372,412 SH   DFND 1 372,412 0 0
FIRST BANCSHARES INC/MS COM 318916103 4,494 145,456 SH   DFND 1 145,456 0 0
FIRST BANK/HAMILTON NJ COM 31931U102 2,065 179,177 SH   DFND 1 179,177 0 0
FIRST BUSEY CORP COM NEW 319383204 13,974 572,730 SH   DFND 1 572,214 0 516
FIRST BUSINESS FINANCIAL SER COM 319390100 1,508 75,333 SH   DFND 1 75,333 0 0
FIRST CAPITAL INC COM 31942S104 707 13,741 SH   DFND 1 13,741 0 0
FIRST CHOICE BANCORP COM 31948P104 2,040 94,930 SH   DFND 1 94,930 0 0
FIRST CITIZENS BCSHS -CL A CL A 31946M103 39,257 96,408 SH   DFND 1 96,408 0 0
FIRST COMMONWEALTH FINL CORP COM 319829107 15,182 1,204,987 SH   DFND 1 1,204,987 0 0
FIRST COMMUNITY BANKSHARES COM 31983A103 5,723 172,711 SH   DFND 1 172,711 0 0
FIRST COMMUNITY CORP COM 319835104 1,626 85,289 SH   DFND 1 85,289 0 0
FIRST DATA CORP- CLASS A COM CL A 32008D106 133,357 5,080,528 SH   DFND 1 5,080,528 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 7,768 270,301 SH   DFND 1 270,301 0 0
FIRST FINANCIAL BANCORP COM 320209109 28,383 1,179,716 SH   DFND 1 1,179,716 0 0
FIRST FINANCIAL CORP/INDIANA COM 320218100 6,130 145,968 SH   DFND 1 145,968 0 0
FIRST FINANCIAL NORTHWEST COM 32022K102 1,361 86,473 SH   DFND 1 86,473 0 0
FIRST FINL BANKSHARES INC COM 32020R109 52,762 913,154 SH   DFND 1 900,452 0 12,702
FIRST FOUNDATION INC COM 32026V104 6,400 471,649 SH   DFND 1 471,649 0 0
FIRST GUARANTY BANCSHARES IN COM 32043P106 535 26,105 SH   DFND 1 26,105 0 0
FIRST HAWAIIAN INC COM 32051X108 29,029 1,114,394 SH   DFND 1 1,114,394 0 0
FIRST HORIZON NATIONAL CORP COM 320517105 48,613 3,477,385 SH   DFND 1 3,417,778 0 59,607
FIRST INDUSTRIAL REALTY TR COM 32054K103 66,099 1,869,332 SH   DFND 1 1,845,627 0 23,705
FIRST INTERNET BANCORP COM 320557101 2,294 118,711 SH   DFND 1 118,711 0 0
FIRST INTERSTATE BANCSYS-A COM CL A 32055Y201 19,334 485,538 SH   DFND 1 485,538 0 0
FIRST MAJESTIC SILVER CORP COMSTK 32076V103 110 16,859 SH   DFND 1 16,859 0 0
FIRST MERCHANTS CORP COM 320817109 24,504 664,975 SH   DFND 1 664,975 0 0
FIRST MID-ILLINOIS BNCSHS COM 320866106 4,436 133,156 SH   DFND 1 133,156 0 0
FIRST MIDWEST BANCORP INC/IL COM 320867104 26,158 1,278,519 SH   DFND 1 1,278,519 0 0
FIRST NORTHWEST BANCORP COM 335834107 1,268 81,474 SH   DFND 1 81,474 0 0
FIRST OF LONG ISLAND CORP COM 320734106 6,576 299,896 SH   DFND 1 299,896 0 0
FIRST REPUBLIC BANK/CA COM 33616C100 234,093 2,334,230 SH   DFND 1 2,326,093 0 8,137
FIRST SAVINGS FINANCIAL GRP COM 33621E109 441 8,173 SH   DFND 1 8,173 0 0
FIRST SOLAR INC COM 336433107 46,539 880,772 SH   DFND 1 866,626 0 14,146
FIRST TRUST ABERDEEN EMG OPP COM 33731K102 638 47,470 SH   DFND 1 2 47,470 0 0
FIRST TRUST HIGH INCOME LONG COM 33738E109 2,374 162,530 SH   DFND 1 2 162,530 0 0
FIRST TRUST MLP AND ENERGY I COM 33739B104 698 60,735 SH   DFND 1 2 60,735 0 0
FIRST TRUST NEW OPPORTUNITIE COM 33739M100 159 17,219 SH   DFND 1 2 17,219 0 0
FIRST UNITED CORP COM 33741H107 1,088 63,067 SH   DFND 1 63,067 0 0
FIRST US BANCSHARES INC COM 33744V103 118 11,875 SH   DFND 1 11,875 0 0
FIRSTCASH INC COM 33767D105 45,586 527,011 SH   DFND 1 526,739 0 272
FIRSTENERGY CORP COM 337932107 291,756 7,023,910 SH   DFND 1 6,995,865 0 28,045
FIRSTSERVICE CORP SUB VTG SH 33767E103 2,701 30,329 SH   DFND 1 30,329 0 0
FIRSTSERVICE CORP SUB VTG SH 33767E103 395 4,445 SH   DFND 1 2 4,445 0 0
FISERV INC COM 337738108 518,532 5,883,187 SH   DFND 1 5,847,222 0 35,965
FITBIT INC - A CL A 33812L102 14,744 2,490,690 SH   DFND 1 2,490,690 0 0
FITBIT INC - A CL A 33812L102 602 101,829 SH   DFND 1 2 101,829 0 0
FIVE BELOW COM 33829M101 84,471 679,848 SH   DFND 1 669,404 0 10,444
FIVE POINT HOLDINGS LLC-CL A COM CL A 33833Q106 490 68,000 SH   DFND 1 2 68,000 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 5,740 428,389 SH   DFND 1 428,389 0 0
FIVE STAR SENIOR LIVING INC COM 33832D106 281 288,827 SH   DFND 1 288,827 0 0
FIVE9 INC COM 338307101 37,322 706,468 SH   DFND 1 706,468 0 0
FIVE9 INC COM 338307101 60 1,142 SH   DFND 1 2 1,142 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 10,957 332,862 SH   DFND 1 332,862 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 280,917 1,141,321 SH   DFND 1 1,137,081 0 4,240
FLEX LTD ORD Y2573F102 6,759 680,173 SH   DFND 1 680,173 0 0
FLEX PHARMA INC COM 33938A105 21 56,938 SH   DFND 1 56,938 0 0
FLEXION THERAPEUTICS INC COM 33938J106 5,081 407,174 SH   DFND 1 407,174 0 0
FLEXSHOPPER INC COM NEW 33939J303 49 60,932 SH   DFND 1 60,932 0 0
FLEXSTEEL INDS COM 339382103 2,838 122,422 SH   DFND 1 122,422 0 0
FLEXSTEEL INDS COM 339382103 297 12,836 SH   DFND 1 2 12,836 0 0
FLIR SYSTEMS INC COM 302445101 102,517 2,157,879 SH   DFND 1 2,151,189 0 6,690
FLIR SYSTEMS INC COM 302445101 41 868 SH   DFND 1 2 868 0 0
FLOOR & DECOR HOLDINGS INC-A CL A 339750101 23,199 562,824 SH   DFND 1 562,824 0 0
FLOTEK INDUSTRIES INC COM 343389102 1,951 602,397 SH   DFND 1 602,397 0 0
FLOWERS FOODS INC COM 343498101 43,495 2,040,128 SH   DFND 1 2,005,377 0 34,751
FLOWSERVE CORP COM 34354P105 85,158 1,889,677 SH   DFND 1 1,882,909 0 6,768
FLUENT INC COM 34380C102 2,559 455,354 SH   DFND 1 455,354 0 0
FLUENT INC COM 34380C102 157 28,047 SH   DFND 1 2 28,047 0 0
FLUIDIGM CORP COM 34385P108 7,711 580,238 SH   DFND 1 580,238 0 0
FLUIDIGM CORP COM 34385P108 782 58,863 SH   DFND 1 2 58,863 0 0
FLUOR CORP COM 343412102 74,157 2,018,625 SH   DFND 1 2,011,733 0 6,892
FLUSHING FINANCIAL CORP COM 343873105 7,487 341,449 SH   DFND 1 341,449 0 0
FMC CORP COM NEW 302491303 139,560 1,820,011 SH   DFND 1 1,813,361 0 6,650
FMC CORP COM NEW 302491303 40 530 SH   DFND 1 2 530 0 0
FNB CORP COM 302520101 36,946 3,485,504 SH   DFND 1 3,420,683 0 64,821
FNCB BANCORP INC COM 302578109 598 77,740 SH   DFND 1 77,740 0 0
FOAMIX PHARMACEUTICALS LTD SHS M46135105 74 19,970 SH   DFND 1 19,970 0 0
FOCUS FINANCIAL PARTNERS-A COM CL A 34417P100 10,575 296,742 SH   DFND 1 296,742 0 0
FONAR CORP COM NEW 344437405 1,341 65,549 SH   DFND 1 65,549 0 0
FONAR CORP COM NEW 344437405 77 3,769 SH   DFND 1 2 3,769 0 0
FOOT LOCKER INC COM 344849104 115,264 1,903,945 SH   DFND 1 1,897,825 0 6,120
FOOT LOCKER INC COM 344849104 19 315 SH   DFND 1 2 315 0 0
FORD MOTOR CO COM 345370860 473,874 54,001,974 SH   DFND 1 53,791,412 0 210,562
FORESCOUT TECHNOLOGIES INC COM 34553D101 13,368 318,992 SH   DFND 1 318,992 0 0
FORESCOUT TECHNOLOGIES INC COM 34553D101 201 4,810 SH   DFND 1 2 4,810 0 0
FORESTAR GROUP INC COM 346232101 2,033 117,617 SH   DFND 1 117,617 0 0
FORMFACTOR INC COM 346375108 14,647 910,361 SH   DFND 1 910,361 0 0
FORRESTER RESEARCH INC COM 346563109 7,345 151,928 SH   DFND 1 151,928 0 0
FORRESTER RESEARCH INC COM 346563109 111 2,314 SH   DFND 1 2 2,314 0 0
FORTERRA INC COM 34960W106 851 201,893 SH   DFND 1 201,893 0 0
FORTINET INC COM 34959E109 216,571 2,582,708 SH   DFND 1 2,575,546 0 7,162
FORTINET INC COM 34959E109 327 3,901 SH   DFND 1 2 3,901 0 0
FORTIS INC COMSTK 349553107 16,340 442,919 SH   DFND 1 442,919 0 0
FORTIS INC COM 349553107 344 9,301 SH   DFND 1 7,671 0 1,630
FORTIVE CORP COM 34959J108 340,302 4,063,781 SH   DFND 1 4,049,006 0 14,775
FORTIVE CORP COM 34959J108 629 7,500 SH   DFND 1 2 7,500 0 0
FORTRESS BIOTECH INC COM 34960Q109 885 497,635 SH   DFND 1 497,635 0 0
FORTUNE BRANDS HOME & SECURI COM 34964C106 96,421 2,028,850 SH   DFND 1 2,021,909 0 6,941
FORTY SEVEN INC COM 34983P104 2,164 133,923 SH   DFND 1 133,923 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 4,907 960,368 SH   DFND 1 960,368 0 0
FORWARD AIR CORP COM 349853101 22,662 350,103 SH   DFND 1 350,103 0 0
FORWARD INDUSTRIES INC COM NEW 349862300 27 18,823 SH   DFND 1 18,823 0 0
FOSSIL GROUP INC COM 34988V106 10,243 746,630 SH   DFND 1 746,630 0 0
FOSTER (LB) CO-A COM 350060109 2,132 113,329 SH   DFND 1 113,329 0 0
FOSTER (LB) CO-A COM 350060109 295 15,725 SH   DFND 1 2 15,725 0 0
FOUNDATION BUILDING MATERIAL COM 350392106 1,785 181,447 SH   DFND 1 181,447 0 0
FOUR CORNERS PROPERTY TRUST COM 35086T109 23,372 789,609 SH   DFND 1 788,880 0 729
FOX CORP - CLASS A CL A COM 35137L105 174,583 4,763,740 SH   DFND 1 4,731,346 0 32,394
FOX CORP - CLASS B CL B COM 35137L204 80,663 2,252,828 SH   DFND 1 2,233,436 0 19,392
FOX FACTORY HOLDING CORP COM 35138V102 31,876 456,096 SH   DFND 1 456,096 0 0
FRANCESCAS HOLDINGS CORP COM 351793104 256 379,584 SH   DFND 1 379,584 0 0
FRANKLIN COVEY CO COM 353469109 2,920 115,437 SH   DFND 1 115,437 0 0
FRANKLIN ELECTRIC CO INC COM 353514102 26,742 523,431 SH   DFND 1 523,431 0 0
FRANKLIN FINANCIAL NETWORK COM 35352P104 4,129 142,340 SH   DFND 1 142,340 0 0
FRANKLIN RESOURCES INC COM 354613101 134,820 4,075,807 SH   DFND 1 4,061,215 0 14,592
FRANKLIN STREET PROPERTIES C COM 35471R106 11,311 1,573,217 SH   DFND 1 1,573,217 0 0
FRANK'S INTERNATIONAL NV COM N33462107 6,061 976,037 SH   DFND 1 975,276 0 761
FRED'S INC-CLASS A CL A 356108100 569 230,763 SH   DFND 1 230,763 0 0
FREEPORT-MCMORAN INC CL B 35671D857 274,048 21,295,310 SH   DFND 1 21,221,225 0 74,085
FREEPORT-MCMORAN INC CL B 35671D857 772 59,959 SH   DFND 1 2 59,959 0 0
FREIGHTCAR AMERICA INC COM 357023100 793 128,780 SH   DFND 1 128,780 0 0
FREQUENCY ELECTRONICS INC COM 358010106 303 25,616 SH   DFND 1 25,616 0 0
FRESENIUS MEDICAL CARE-ADR SPONSORED ADR 358029106 444 10,979 SH   DFND 1 10,019 0 960
FRESH DEL MONTE PRODUCE INC ORD G36738105 9,499 351,426 SH   DFND 1 351,426 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 107 3,985 SH   DFND 1 2 3,985 0 0
FRESHPET INC COM 358039105 14,620 345,718 SH   DFND 1 345,718 0 0
FRESHPET INC COM 358039105 51 1,214 SH   DFND 1 2 1,214 0 0
FRIEDMAN INDUSTRIES COM 358435105 218 28,460 SH   DFND 1 28,460 0 0
FRONT YARD RESIDENTIAL CORP COM 35904G107 6,764 729,757 SH   DFND 1 729,757 0 0
FRONTDOOR INC COM 35905A109 27,995 813,336 SH   DFND 1 813,336 0 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 2,385 1,198,665 SH   DFND 1 1,198,665 0 0
FRONTLINE LTD SHS NEW G3682E192 2,153 333,378 SH   DFND 1 333,378 0 0
FRP HOLDINGS INC COM 30292L107 4,122 86,662 SH   DFND 1 86,662 0 0
FS BANCORP INC COM 30263Y104 1,948 38,605 SH   DFND 1 38,605 0 0
FS KKR CAPITAL CORP COM 302635107 575 95,155 SH   DFND 1 2 95,155 0 0
FTD COS INC COM 30281V108 55 108,511 SH   DFND 1 108,511 0 0
FTE NETWORKS INC COM PAR 30283R402 36 20,485 SH   DFND 1 20,485 0 0
FTI CONSULTING INC COM 302941109 35,914 467,516 SH   DFND 1 467,516 0 0
FTS INTERNATIONAL INC COM 30283W104 3,910 391,094 SH   DFND 1 391,094 0 0
FUEL TECH INC COM 359523107 211 126,541 SH   DFND 1 126,541 0 0
FUELCELL ENERGY INC COM NEW 35952H502 303 1,230,709 SH   DFND 1 1,230,709 0 0
FULL HOUSE RESORTS INC COM 359678109 69 34,413 SH   DFND 1 34,413 0 0
FULTON FINANCIAL CORP COM 360271100 37,807 2,442,314 SH   DFND 1 2,410,493 0 31,821
FULTON FINANCIAL CORP COM 360271100 31 2,029 SH   DFND 1 2 2,029 0 0
FUNKO INC-CLASS A COM CL A 361008105 2,856 131,518 SH   DFND 1 131,518 0 0
FUSION CONNECT INC COM 36116X102 302 231,201 SH   DFND 1 231,201 0 0
FUTUREFUEL CORP COM 36116M106 6,883 513,713 SH   DFND 1 513,713 0 0
G1 THERAPEUTICS INC COM 3621LQ109 5,183 312,230 SH   DFND 1 312,230 0 0
GABELLI GLOBAL SMALL & M COM 36249W104 556 47,306 SH   DFND 1 2 47,306 0 0
GAIA INC CL A 36269P104 1,467 160,348 SH   DFND 1 160,348 0 0
GAIN CAPITAL HOLDINGS INC COM 36268W100 1,846 293,979 SH   DFND 1 293,979 0 0
GALAPAGOS NV-SPON ADR SPON ADR 36315X101 676 5,742 SH   DFND 1 5,742 0 0
GALECTIN THERAPEUTICS INC COM NEW 363225202 1,429 279,748 SH   DFND 1 279,748 0 0
GALMED PHARMACEUTICALS LTD SHS M47238106 142 17,397 SH   DFND 1 17,397 0 0
GAMCO GLOBAL GOLD NATURAL RE COM SH BEN INT 36465A109 542 124,997 SH   DFND 1 2 124,997 0 0
GAMCO INVESTORS INC-A CL A COM 361438104 916 44,695 SH   DFND 1 44,695 0 0
GAMCO NATURAL RESOURCES GOLD SH BEN INT 36465E101 643 113,890 SH   DFND 1 2 113,890 0 0
GAMESTOP CORP-CLASS A CL A 36467W109 11,780 1,159,460 SH   DFND 1 1,159,460 0 0
GAMESTOP CORP-CLASS A CL A 36467W109 57 5,696 SH   DFND 1 2 5,696 0 0
GAMING AND LEISURE PROPERTIE COM 36467J108 112,251 2,910,343 SH   DFND 1 2,910,343 0 0
GAMING AND LEISURE PROPERTIE COM 36467J108 1,098 28,479 SH   DFND 1 2 28,479 0 0
GANNETT CO INC COM 36473H104 14,077 1,335,610 SH   DFND 1 1,334,956 0 654
GAP INC/THE COM 364760108 84,905 3,248,387 SH   DFND 1 3,236,185 0 12,202
GAP INC/THE COM 364760108 99 3,799 SH   DFND 1 2 3,799 0 0
GARDNER DENVER HOLDINGS INC COM 36555P107 36,955 1,328,863 SH   DFND 1 1,328,863 0 0
GARMIN LTD SHS H2906T109 179,461 2,081,205 SH   DFND 1 2,074,981 0 6,224
GARMIN LTD SHS H2906T109 486 5,639 SH   DFND 1 2 5,639 0 0
GARRETT MOTION INC COM 366505105 8,750 594,061 SH   DFND 1 594,061 0 0
GARTNER INC COM 366651107 181,162 1,196,574 SH   DFND 1 1,192,131 0 4,443
GASLOG LTD SHS G37585109 2,784 159,485 SH   DFND 1 159,485 0 0
GATES INDUSTRIAL CORP PLC ORD SHS G39108108 7,169 499,942 SH   DFND 1 499,942 0 0
GATX CORP COM 361448103 32,869 430,393 SH   DFND 1 423,538 0 6,855
GCI LIBERTY INC - CLASS A COM CLASS A 36164V305 60,569 1,089,190 SH   DFND 1 1,089,190 0 0
GCP APPLIED TECHNOLOGIES COM 36164Y101 24,522 828,455 SH   DFND 1 828,455 0 0
GDS HOLDINGS LTD - ADR SPONSORED ADS 36165L108 5,597 157,665 SH   DFND 1 157,665 0 0
GEMPHIRE THERAPEUTICS INC COM 36870A108 69 60,168 SH   DFND 1 60,168 0 0
GENCO SHIPPING & TRADING LTD SHS Y2685T131 1,274 170,840 SH   DFND 1 169,870 0 970
GENCOR INDUSTRIES INC COM 368678108 980 79,310 SH   DFND 1 79,310 0 0
GENERAC HOLDINGS INC COM 368736104 42,036 820,547 SH   DFND 1 820,547 0 0
GENERAC HOLDINGS INC COM 368736104 264 5,158 SH   DFND 1 2 5,158 0 0
GENERAL AMERICAN INVESTORS COM 368802104 4,796 144,005 SH   DFND 1 2 144,005 0 0
GENERAL DYNAMICS CORP COM 369550108 586,064 3,468,552 SH   DFND 1 3,455,173 0 13,379
GENERAL ELECTRIC CO COM 369604103 1,084,205 108,741,522 SH   DFND 1 108,298,261 0 443,261
GENERAL ELECTRIC CO COM 369604103 294 29,503 SH   DFND 1 2 29,503 0 0
GENERAL FINANCE CORP COM 369822101 1,673 179,387 SH   DFND 1 179,387 0 0
GENERAL MILLS INC COM 370334104 395,363 7,652,039 SH   DFND 1 7,620,511 0 31,528
GENERAL MOLY INC COM 370373102 57 263,354 SH   DFND 1 263,354 0 0
GENERAL MOTORS CO COM 37045V100 635,386 17,142,786 SH   DFND 1 17,078,059 0 64,727
GENERAL MOTORS CO COM 37045V100 252 6,796 SH   DFND 1 2 6,796 0 0
GENESCO INC COM 371532102 11,365 249,511 SH   DFND 1 249,511 0 0
GENESEE & WYOMING INC-CL A CL A 371559105 50,675 581,538 SH   DFND 1 570,996 0 10,542
GENESIS HEALTHCARE INC CL A COM 37185X106 719 499,755 SH   DFND 1 499,755 0 0
GENIE ENERGY LTD-B CL B 372284208 1,133 133,382 SH   DFND 1 133,382 0 0
GENMARK DIAGNOSTICS INC COM 372309104 4,674 659,282 SH   DFND 1 659,282 0 0
GENMARK DIAGNOSTICS INC COM 372309104 194 27,445 SH   DFND 1 2 27,445 0 0
GENOCEA BIOSCIENCES INC COM 372427104 128 217,344 SH   DFND 1 217,344 0 0
GENOMIC HEALTH INC COM 37244C101 25,619 365,736 SH   DFND 1 365,736 0 0
GENOMIC HEALTH INC COM 37244C101 1,753 25,028 SH   DFND 1 2 25,028 0 0
GENPACT LTD SHS G3922B107 57,252 1,627,084 SH   DFND 1 1,627,084 0 0
GENTEX CORP COM 371901109 78,614 3,801,487 SH   DFND 1 3,751,336 0 50,151
GENTEX CORP COM 371901109 341 16,524 SH   DFND 1 2 16,524 0 0
GENTHERM INC COM 37253A103 15,851 430,046 SH   DFND 1 429,966 0 80
GENUINE PARTS CO COM 372460105 223,175 1,995,657 SH   DFND 1 1,987,604 0 8,053
GENWORTH FINANCIAL INC-CL A COM CL A 37247D106 22,158 5,785,558 SH   DFND 1 5,688,805 0 96,753
GEO GROUP INC/THE COM 36162J106 27,601 1,437,570 SH   DFND 1 1,414,957 0 22,613
GEO GROUP INC/THE COM 36162J106 910 47,418 SH   DFND 1 2 47,418 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 1,489 115,072 SH   DFND 1 115,072 0 0
GERMAN AMERICAN BANCORP COM 373865104 8,638 293,826 SH   DFND 1 293,826 0 0
GERON CORP COM 374163103 3,631 2,187,560 SH   DFND 1 2,187,364 0 196
GETTY REALTY CORP COM 374297109 13,330 416,182 SH   DFND 1 416,182 0 0
GEVO INC COM PAR 374396406 46 21,445 SH   DFND 1 21,445 0 0
GIBRALTAR INDUSTRIES INC COM 374689107 15,997 393,942 SH   DFND 1 393,942 0 0
GIGCAPITAL INC - CW23 *W EXP 06/08/202 37518N122 705 2,485,200 SH   DFND 1 2 2,485,200 0 0
GIGCAPITAL INC - RTS RIGHT 03/06/2020 37518N114 221 341,300 SH   DFND 1 2 341,300 0 0
G-III APPAREL GROUP LTD COM 36237H101 21,190 530,299 SH   DFND 1 530,299 0 0
G-III APPAREL GROUP LTD COM 36237H101 62 1,556 SH   DFND 1 2 1,556 0 0
GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 193 23,036 SH   DFND 1 23,036 0 0
GILDAN ACTIVEWEAR INC COMSTK 375916103 7,765 217,461 SH   DFND 1 217,461 0 0
GILDAN ACTIVEWEAR INC COM 375916103 260 7,239 SH   DFND 1 6,185 0 1,054
GILDAN ACTIVEWEAR INC COMSTK 375916103 1 47 SH   DFND 1 2 47 0 0
GILEAD SCIENCES INC COM 375558103 1,143,378 17,614,111 SH   DFND 1 17,493,015 0 121,096
GILEAD SCIENCES INC COM 375558103 439 6,754 SH   DFND 1 2 6,754 0 0
GLACIER BANCORP INC COM 37637Q105 41,359 1,032,169 SH   DFND 1 1,032,169 0 0
GLADSTONE COMMERCIAL CORP COM 376536108 8,036 386,938 SH   DFND 1 386,938 0 0
GLADSTONE LAND CORP COM 376549101 2,282 180,438 SH   DFND 1 180,438 0 0
GLATFELTER COM 377316104 7,254 513,785 SH   DFND 1 513,785 0 0
GLAUKOS CORP COM 377322102 29,968 382,401 SH   DFND 1 382,401 0 0
GLAUKOS CORP COM 377322102 472 6,026 SH   DFND 1 2 6,026 0 0
GLAXOSMITHKLINE PLC-SPON ADR SPONSORED ADR 37733W105 12,265 293,493 SH   DFND 1 291,517 0 1,976
GLEN BURNIE BANCORP COM 377407101 197 18,661 SH   DFND 1 18,661 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 35,870 677,697 SH   DFND 1 677,697 0 0
GLOBAL BRASS & COPPER HOLDIN COM 37953G103 11,228 326,023 SH   DFND 1 326,023 0 0
GLOBAL BRASS & COPPER HOLDIN COM 37953G103 80 2,342 SH   DFND 1 2 2,342 0 0
GLOBAL EAGLE ENTERTAINMENT I COM 37951D102 1,276 1,800,000 SH   DFND 1 2 1,800,000 0 0
GLOBAL EAGLE ENTERTAINMENT I COM 37951D102 317 447,774 SH   DFND 1 447,774 0 0
GLOBAL INDEMNITY LTD USD CL A SHS G3933F105 2,794 91,988 SH   DFND 1 91,988 0 0
GLOBAL MEDICAL REIT INC COM NEW 37954A204 2,856 290,906 SH   DFND 1 290,906 0 0
GLOBAL NET LEASE INC COM NEW 379378201 18,278 967,136 SH   DFND 1 967,136 0 0
GLOBAL PAYMENTS INC COM 37940X102 284,568 2,088,293 SH   DFND 1 2,080,511 0 7,782
GLOBAL SELF STORAGE INC COM 37955N106 288 74,849 SH   DFND 1 74,849 0 0
GLOBAL WATER RESOURCES INC COM 379463102 509 51,886 SH   DFND 1 51,886 0 0
GLOBALSCAPE INC COM 37940G109 219 34,660 SH   DFND 1 34,660 0 0
GLOBALSTAR INC COM 378973408 2,173 5,053,887 SH   DFND 1 5,053,887 0 0
GLOBALSTAR INC COM 378973408 165 385,000 SH   DFND 1 2 385,000 0 0
GLOBUS MEDICAL INC - A CL A 379577208 43,002 870,316 SH   DFND 1 856,060 0 14,256
GLOWPOINT INC COM NEW 379887201 46 340,724 SH   DFND 1 340,724 0 0
GLU MOBILE INC COM 379890106 20,428 1,867,353 SH   DFND 1 1,863,543 0 3,810
GLU MOBILE INC COM 379890106 768 70,255 SH   DFND 1 2 70,255 0 0
GLYCOMIMETICS INC COM 38000Q102 5,545 445,076 SH   DFND 1 445,076 0 0
GMS INC COM 36251C103 5,913 391,130 SH   DFND 1 391,130 0 0
GNC HOLDINGS INC-CL A COM CL A 36191G107 2,513 920,719 SH   DFND 1 919,846 0 873
GODADDY INC - CLASS A CL A 380237107 138,619 1,844,924 SH   DFND 1 1,844,924 0 0
GOGO INC COM 38046C109 3,154 702,662 SH   DFND 1 702,662 0 0
GOLAR LNG LTD SHS G9456A100 9,504 450,674 SH   DFND 1 450,371 0 303
GOLAR LNG PARTNERS LP COM UNIT LPI Y2745C102 684 53,047 SH   DFND 1 53,047 0 0
GOLD RESOURCE CORP COM 38068T105 2,720 692,114 SH   DFND 1 692,114 0 0
GOLDCORP INC COMSTK 380956409 9,216 812,199 SH   DFND 1 812,199 0 0
GOLDCORP INC COM 380956409 263 23,019 SH   DFND 1 2 23,019 0 0
GOLDCORP INC COM 380956409 95 8,377 SH   DFND 1 7,675 0 702
GOLDEN ENTERTAINMENT INC COM 381013101 3,508 247,783 SH   DFND 1 247,783 0 0
GOLDEN MINERALS CO COM 381119106 63 236,143 SH   DFND 1 236,143 0 0
GOLDEN OCEAN GROUP LTD SHS NEW G39637205 564 118,441 SH   DFND 1 118,441 0 0
GOLDFIELD CORP COM 381370105 322 145,817 SH   DFND 1 145,817 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 853,041 4,451,428 SH   DFND 1 4,434,516 0 16,912
GOLDMAN SACHS GROUP INC COM 38141G104 110 574 SH   DFND 1 2 574 0 0
GOOD TIMES RESTAURANTS INC COM PAR $.001NEW 382140879 137 56,983 SH   DFND 1 56,983 0 0
GOODRICH PETROLEUM CORP COM PAR 382410843 914 67,214 SH   DFND 1 67,214 0 0
GOODYEAR TIRE & RUBBER CO COM 382550101 48,928 2,697,394 SH   DFND 1 2,653,906 0 43,488
GOODYEAR TIRE & RUBBER CO COM 382550101 36 2,033 SH   DFND 1 2 2,033 0 0
GOOSEHEAD INSURANCE INC -A COM CL A 38267D109 3,949 141,657 SH   DFND 1 141,657 0 0
GOPRO INC-CLASS A CL A 38268T103 8,859 1,362,983 SH   DFND 1 1,362,983 0 0
GORES HOLDINGS INC-CW20 *W EXP 11/04/202 44109J114 2,402 1,847,875 SH   DFND 1 2 1,847,875 0 0
GORMAN-RUPP CO COM 383082104 7,904 232,889 SH   DFND 1 232,889 0 0
GOSSAMER BIO INC COM 38341P102 4,507 207,997 SH   DFND 1 207,997 0 0
GP STRATEGIES CORP COM 36225V104 1,840 151,453 SH   DFND 1 151,453 0 0
GPMT 6.375 10/01/23 NOTE 6.375%10/0 38741LAC1 7,048 7,000,000 PRN   DFND 1 2 7,000,000 0 0
GRACO INC COM 384109104 90,187 1,815,434 SH   DFND 1 1,784,473 0 30,961
GRAF INDUSTRIAL CORP-CW25 *W EXP 12/31/202 384278115 165 500,000 SH   DFND 1 2 500,000 0 0
GRAFTECH INTERNATIONAL LTD COM 384313508 12,198 953,792 SH   DFND 1 952,980 0 812
GRAHAM CORP COM 384556106 1,800 91,698 SH   DFND 1 91,698 0 0
GRAHAM HOLDINGS CO-CLASS B COM 384637104 30,553 44,723 SH   DFND 1 43,908 0 815
GRAND CANYON EDUCATION INC COM 38526M106 58,369 509,737 SH   DFND 1 509,737 0 0
GRANITE CONSTRUCTION INC COM 387328107 23,004 533,140 SH   DFND 1 524,395 0 8,745
GRANITE POINT MORTGAGE TRUST COM 38741L107 10,453 562,924 SH   DFND 1 562,924 0 0
GRAPHIC PACKAGING HOLDING CO COM 388689101 37,611 2,977,926 SH   DFND 1 2,977,926 0 0
GRAVITY CO LTD-SPONSORED ADR SPONSORED ADS NE 38911N206 274 4,254 SH   DFND 1 4,254 0 0
GRAY TELEVISION INC COM 389375106 18,790 879,707 SH   DFND 1 879,707 0 0
GRAY TELEVISION INC COM 389375106 338 15,829 SH   DFND 1 2 15,829 0 0
GREAT AJAX CORP COM 38983D300 2,128 154,903 SH   DFND 1 154,903 0 0
GREAT ELM CAPITAL GROUP INC COM NEW 39036P209 510 120,123 SH   DFND 1 120,123 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 6,450 723,934 SH   DFND 1 723,934 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 1,684 189,097 SH   DFND 1 2 189,097 0 0
GREAT SOUTHERN BANCORP INC COM 390905107 10,099 194,592 SH   DFND 1 194,592 0 0
GREAT WESTERN BANCORP INC COM 391416104 20,568 651,115 SH   DFND 1 651,115 0 0
GREEN BRICK PARTNERS INC COM 392709101 2,590 296,038 SH   DFND 1 296,038 0 0
GREEN DOT CORP-CLASS A CL A 39304D102 33,141 546,437 SH   DFND 1 537,517 0 8,920
GREEN DOT CORP-CLASS A CL A 39304D102 250 4,138 SH   DFND 1 2 4,138 0 0
GREEN PLAINS INC COM 393222104 8,125 487,161 SH   DFND 1 486,740 0 421
GREEN PLAINS PARTNERS LP COM REP PTR IN 393221106 209 13,251 SH   DFND 1 13,251 0 0
GREENBRIER COMPANIES INC COM 393657101 11,783 365,622 SH   DFND 1 365,503 0 119
GREENBRIER COMPANIES INC COM 393657101 402 12,498 SH   DFND 1 2 12,498 0 0
GREENE COUNTY BANCORP INC COM 394357107 563 18,552 SH   DFND 1 18,552 0 0
GREENHILL & CO INC COM 395259104 4,323 201,019 SH   DFND 1 200,634 0 385
GREENHILL & CO INC COM 395259104 26 1,216 SH   DFND 1 2 1,216 0 0
GREENLIGHT CAPITAL RE LTD-A CLASS A G4095J109 3,734 343,562 SH   DFND 1 343,562 0 0
GREENSKY INC-CLASS A CL A 39572G100 4,226 326,596 SH   DFND 1 326,596 0 0
GREIF INC-CL A CL A 397624107 12,080 292,858 SH   DFND 1 287,741 0 5,117
GREIF INC-CL A CL A 397624107 429 10,415 SH   DFND 1 2 10,415 0 0
GREIF INC-CL B CL B 397624206 3,453 70,633 SH   DFND 1 70,215 0 418
GRIFFIN INDUSTRIAL REALTY IN COM 398231100 480 13,786 SH   DFND 1 13,786 0 0
GRIFFON CORP COM 398433102 7,667 414,920 SH   DFND 1 414,920 0 0
GRIFOLS SA-ADR SP ADR REP B NVT 398438408 2,727 135,612 SH   DFND 1 134,554 0 1,058
GRITSTONE ONCOLOGY INC COM 39868T105 1,382 103,946 SH   DFND 1 103,946 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 14,090 217,789 SH   DFND 1 217,789 0 0
GROUPON INC COM 399473107 18,475 5,204,503 SH   DFND 1 5,204,503 0 0
GRUBHUB INC COM 400110102 61,178 881,345 SH   DFND 1 881,345 0 0
GRUPO AEROPORTUARIO CEN-ADR SPON ADR 400501102 1,526 33,865 SH   DFND 1 2 33,865 0 0
GRUPO AEROPORTUARIO CEN-ADR SPON ADR 400501102 189 4,198 SH   DFND 1 4,198 0 0
GRUPO AEROPORTUARIO PAC-ADR SPON ADR B 400506101 781 8,788 SH   DFND 1 2 8,788 0 0
GRUPO AEROPORTUARIO PAC-ADR SPON ADR B 400506101 22 256 SH   DFND 1 0 0 256
GRUPO AEROPORTUARIO SUR-ADR SPON ADR SER B 40051E202 255 1,577 SH   DFND 1 2 1,577 0 0
GRUPO AEROPORTUARIO SUR-ADR SPON ADR SER B 40051E202 22 142 SH   DFND 1 0 0 142
GRUPO FINANCIERO GALICIA-ADR SPONSORED ADR 399909100 1,114 43,662 SH   DFND 1 43,662 0 0
GRUPO TELEVISA SA-SPON ADR SPON ADR REP ORD 40049J206 918 83,013 SH   DFND 1 2 83,013 0 0
GRUPO TELEVISA SA-SPON ADR SPON ADR REP ORD 40049J206 2 250 SH   DFND 1 0 0 250
GS ACQUISITION HOLDINGS- A COM CL A 36255F102 1,002 100,000 SH   DFND 1 2 100,000 0 0
GSE SYSTEMS INC COM 36227K106 93 33,536 SH   DFND 1 33,536 0 0
GSI TECHNOLOGY INC COM 36241U106 743 95,723 SH   DFND 1 95,723 0 0
GSVC 4.75 03/28/23 NOTE 4.750% 3/2 36191JAC5 5,486 5,530,000 PRN   DFND 1 2 5,530,000 0 0
GTT COMMUNICATIONS INC COM 362393100 14,634 421,756 SH   DFND 1 421,756 0 0
GTX INC COM NEW 40052B207 280 234,155 SH   DFND 1 234,155 0 0
GTY GOVTECH INC COM 362409104 401 45,655 SH   DFND 1 45,655 0 0
GUARANTY BANCSHARES INC COM 400764106 2,979 101,965 SH   DFND 1 101,965 0 0
GUARDANT HEALTH INC COM 40131M109 16,692 217,630 SH   DFND 1 217,630 0 0
GUESS INC COM 401617105 12,980 662,284 SH   DFND 1 662,284 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 75,988 782,101 SH   DFND 1 782,101 0 0
GULF ISLAND FABRICATION INC COM 402307102 845 92,199 SH   DFND 1 92,199 0 0
GULF RESOURCES INC COM PAR 40251W309 19 18,051 SH   DFND 1 18,051 0 0
GULFPORT ENERGY CORP COM NEW 402635304 16,872 2,103,796 SH   DFND 1 2,103,796 0 0
GW PHARMACEUTICALS -ADR ADS 36197T103 3,376 20,032 SH   DFND 1 20,032 0 0
H&E EQUIPMENT SERVICES INC COM 404030108 9,829 391,454 SH   DFND 1 391,454 0 0
H&R BLOCK INC COM 093671105 84,693 3,542,997 SH   DFND 1 3,532,183 0 10,814
H.B. FULLER CO. COM 359694106 27,929 574,213 SH   DFND 1 574,213 0 0
H.B. FULLER CO. COM 359694106 38 791 SH   DFND 1 2 791 0 0
HABIT RESTAURANTS INC/THE-A COM CL A 40449J103 2,861 264,451 SH   DFND 1 264,451 0 0
HACKETT GROUP INC/THE COM 404609109 5,077 321,342 SH   DFND 1 321,342 0 0
HAEMONETICS CORP/MASS COM 405024100 57,861 661,428 SH   DFND 1 651,088 0 10,340
HAEMONETICS CORP/MASS COM 405024100 34 394 SH   DFND 1 2 394 0 0
HAIN CELESTIAL GROUP INC COM 405217100 23,240 1,005,213 SH   DFND 1 988,460 0 16,753
HALCON RESOURCES CORP COM PAR NEW 40537Q605 2,100 1,555,703 SH   DFND 1 1,555,703 0 0
HALLADOR ENERGY CO COM 40609P105 1,022 194,399 SH   DFND 1 194,399 0 0
HALLIBURTON CO COM 406216101 305,766 10,457,026 SH   DFND 1 10,412,290 0 44,736
HALLIBURTON CO COM 406216101 314 10,736 SH   DFND 1 2 10,736 0 0
HALLMARK FINL SERVICES INC COM NEW 40624Q203 1,265 121,693 SH   DFND 1 121,693 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 26,538 1,648,355 SH   DFND 1 1,648,355 0 0
HAMILTON BEACH BRAND-A COM CL A 40701T104 1,675 78,094 SH   DFND 1 78,094 0 0
HAMILTON LANE INC-CLASS A CL A 407497106 9,529 218,668 SH   DFND 1 218,668 0 0
HANCOCK WHITNEY CORP COM 410120109 49,329 1,221,025 SH   DFND 1 1,204,975 0 16,050
HANESBRANDS INC COM 410345102 90,185 5,052,573 SH   DFND 1 5,033,308 0 19,265
HANGER INC COM NEW 41043F208 5,290 277,742 SH   DFND 1 277,742 0 0
HANMI FINANCIAL CORPORATION COM NEW 410495204 8,534 401,260 SH   DFND 1 401,260 0 0
HANNON ARMSTRONG SUSTAINABLE COM 41068X100 17,756 692,550 SH   DFND 1 692,550 0 0
HANOVER INSURANCE GROUP INC/ COM 410867105 48,645 426,081 SH   DFND 1 418,481 0 7,600
HARBORONE BANCORP INC COM 41165F101 5,282 307,140 SH   DFND 1 307,140 0 0
HARLEY-DAVIDSON INC COM 412822108 90,375 2,538,226 SH   DFND 1 2,529,498 0 8,728
HARLEY-DAVIDSON INC COM 412822108 2 65 SH   DFND 1 2 65 0 0
HARMONIC INC COM 413160102 5,797 1,069,623 SH   DFND 1 1,069,623 0 0
HARPOON THERAPEUTICS INC COM 41358P106 110 11,709 SH   DFND 1 11,709 0 0
HARRIS CORP COM 413875105 249,627 1,565,877 SH   DFND 1 1,559,634 0 6,243
HARROW HEALTH INC COM 415858109 915 183,882 SH   DFND 1 183,882 0 0
HARSCO CORP COM 415864107 18,543 919,793 SH   DFND 1 918,808 0 985
HARTE-HANKS INC COM 416196202 90 25,337 SH   DFND 1 25,088 0 249
HARTFORD FINANCIAL SVCS GRP COM 416515104 243,905 4,914,284 SH   DFND 1 4,895,833 0 18,451
HARTFORD FINANCIAL SVCS GRP COM 416515104 126 2,538 SH   DFND 1 2 2,538 0 0
HARVARD BIOSCIENCE INC COM 416906105 1,591 369,328 SH   DFND 1 369,328 0 0
HASBRO INC COM 418056107 140,162 1,651,374 SH   DFND 1 1,640,045 0 11,329
HASBRO INC COM 418056107 41 491 SH   DFND 1 2 491 0 0
HAVERTY FURNITURE COM 419596101 6,529 298,411 SH   DFND 1 298,411 0 0
HAVERTY FURNITURE COM 419596101 646 29,555 SH   DFND 1 2 29,555 0 0
HAWAIIAN ELECTRIC INDS COM 419870100 47,664 1,169,108 SH   DFND 1 1,148,703 0 20,405
HAWAIIAN HOLDINGS INC COM 419879101 15,659 596,539 SH   DFND 1 596,539 0 0
HAWKINS INC COM 420261109 4,327 117,505 SH   DFND 1 117,505 0 0
HAWTHORN BANCSHARES INC COM 420476103 1,171 50,390 SH   DFND 1 50,390 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 4,844 147,573 SH   DFND 1 147,573 0 0
HC2 HOLDINGS INC COM 404139107 1,024 418,042 SH   DFND 1 418,042 0 0
HCA HEALTHCARE INC COM 40412C101 479,069 3,680,913 SH   DFND 1 3,667,726 0 13,187
HCA HEALTHCARE INC COM 40412C101 328 2,521 SH   DFND 1 2 2,521 0 0
HCI GROUP INC COM 40416E103 3,632 85,010 SH   DFND 1 84,930 0 80
HCI GROUP INC COM 40416E103 84 1,968 SH   DFND 1 2 1,968 0 0
HCP INC COM 40414L109 261,701 8,372,593 SH   DFND 1 8,348,596 0 23,997
HD SUPPLY HOLDINGS INC COM 40416M105 83,810 1,934,599 SH   DFND 1 1,934,599 0 0
HDFC BANK LTD-ADR SPONSORED ADS 40415F101 1,979 17,076 SH   DFND 1 16,848 0 228
HEALTH INSURANCE INNOVATIO-A COM CL A 42225K106 7,060 263,269 SH   DFND 1 262,843 0 426
HEALTHCARE REALTY TRUST INC COM 421946104 60,086 1,871,274 SH   DFND 1 1,847,802 0 23,472
HEALTHCARE SERVICES GROUP COM 421906108 29,665 899,227 SH   DFND 1 885,418 0 13,809
HEALTHCARE TRUST OF AME-CL A CL A NEW 42225P501 60,059 2,100,727 SH   DFND 1 2,100,727 0 0
HEALTHEQUITY INC COM 42226A107 49,526 669,454 SH   DFND 1 659,287 0 10,167
HEALTHSTREAM INC COM 42222N103 10,455 372,610 SH   DFND 1 372,610 0 0
HEARTLAND EXPRESS INC COM 422347104 12,262 636,014 SH   DFND 1 636,014 0 0
HEARTLAND FINANCIAL USA INC COM 42234Q102 15,441 362,041 SH   DFND 1 362,041 0 0
HEAT BIOLOGICS INC COM NEW 42237K300 230 181,516 SH   DFND 1 181,516 0 0
HECLA MINING CO COM 422704106 12,703 5,523,326 SH   DFND 1 5,523,326 0 0
HECLA MINING CO COM 422704106 17 7,758 SH   DFND 1 2 7,758 0 0
HEICO CORP COM 422806109 44,167 465,554 SH   DFND 1 465,554 0 0
HEICO CORP-CLASS A CL A 422806208 59,573 708,700 SH   DFND 1 708,700 0 0
HEIDRICK & STRUGGLES INTL COM 422819102 13,329 347,758 SH   DFND 1 347,368 0 390
HEIDRICK & STRUGGLES INTL COM 422819102 856 22,350 SH   DFND 1 2 22,350 0 0
HELEN OF TROY LTD COM G4388N106 45,891 395,750 SH   DFND 1 390,956 0 4,794
HELIUS MEDICAL TECHNOLOGIES COM CL A 42328V504 1,334 200,373 SH   DFND 1 200,373 0 0
HELIX ENERGY SOLUTIONS GROUP COM 42330P107 12,682 1,603,362 SH   DFND 1 1,603,362 0 0
HELMERICH & PAYNE COM 423452101 88,176 1,589,885 SH   DFND 1 1,583,766 0 6,119
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 2,716 192,680 SH   DFND 1 192,680 0 0
HEMISPHERX BIOPHARMA INC COM NEW 42366C301 11 74,832 SH   DFND 1 74,832 0 0
HENNESSY ADVISORS INC COM 425885100 121 13,164 SH   DFND 1 13,164 0 0
HENNESSY CAPITAL ACQUISITION UNIT 99/99/9999 42589C203 834 82,816 SH   DFND 1 2 82,816 0 0
HENRY SCHEIN INC COM 806407102 132,217 2,203,224 SH   DFND 1 2,189,318 0 13,906
HENRY SCHEIN INC COM 806407102 29 491 SH   DFND 1 2 491 0 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 74,025 1,396,968 SH   DFND 1 1,396,968 0 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 271 5,125 SH   DFND 1 2 5,125 0 0
HERC HOLDINGS INC COM 42704L104 10,718 274,970 SH   DFND 1 274,970 0 0
HERITAGE COMMERCE CORP COM 426927109 5,791 478,674 SH   DFND 1 478,674 0 0
HERITAGE FINANCIAL CORP COM 42722X106 12,751 423,062 SH   DFND 1 423,062 0 0
HERITAGE INSURANCE HOLDINGS COM 42727J102 3,846 263,461 SH   DFND 1 263,461 0 0
HERITAGE-CRYSTAL CLEAN INC COM 42726M106 4,884 177,937 SH   DFND 1 177,937 0 0
HERMAN MILLER INC COM 600544100 32,139 913,586 SH   DFND 1 902,555 0 11,031
HERMAN MILLER INC COM 600544100 635 18,051 SH   DFND 1 2 18,051 0 0
HERON THERAPEUTICS INC COM 427746102 19,924 815,228 SH   DFND 1 815,228 0 0
HERSHA HOSPITALITY TRUST PR SHS BEN INT 427825500 9,037 527,277 SH   DFND 1 527,277 0 0
HERSHEY CO/THE COM 427866108 235,095 2,050,735 SH   DFND 1 2,043,569 0 7,166
HERTZ GLOBAL HOLDINGS INC COM 42806J106 10,734 617,995 SH   DFND 1 617,995 0 0
HERTZ GLOBAL HOLDINGS INC COM 42806J106 4 286 SH   DFND 1 2 286 0 0
HESKA CORP COM RESTRC NEW 42805E306 7,654 89,923 SH   DFND 1 89,923 0 0
HESS CORP COM 42809H107 213,842 3,556,737 SH   DFND 1 3,544,168 0 12,569
HEWLETT PACKARD ENTERPRISE COM 42824C109 310,163 20,122,824 SH   DFND 1 20,054,832 0 67,992
HEWLETT PACKARD ENTERPRISE COM 42824C109 679 44,026 SH   DFND 1 2 44,026 0 0
HEXCEL CORP COM 428291108 59,863 865,576 SH   DFND 1 864,048 0 1,528
HEXINDAI INC-ADR ADR 428295109 81 24,464 SH   DFND 1 24,464 0 0
HFF INC-CLASS A CL A 40418F108 22,628 473,903 SH   DFND 1 472,150 0 1,753
HIBBETT SPORTS INC COM 428567101 5,504 241,337 SH   DFND 1 241,337 0 0
HIBBETT SPORTS INC COM 428567101 165 7,274 SH   DFND 1 2 7,274 0 0
HIGHPOINT RESOURCES CORP COM 43114K108 2,762 1,249,941 SH   DFND 1 1,249,941 0 0
HIGHPOWER INTERNATIONAL INC COM 43113X101 44 15,239 SH   DFND 1 15,239 0 0
HIGHWOODS PROPERTIES INC COM 431284108 65,089 1,391,391 SH   DFND 1 1,371,991 0 19,400
HILL INTERNATIONAL INC COM 431466101 376 129,013 SH   DFND 1 129,013 0 0
HILLENBRAND INC COM 431571108 32,395 780,046 SH   DFND 1 780,046 0 0
HILLENBRAND INC COM 431571108 339 8,174 SH   DFND 1 2 8,174 0 0
HILL-ROM HOLDINGS INC COM 431475102 71,324 673,764 SH   DFND 1 661,078 0 12,686
HILLTOP HOLDINGS INC COM 432748101 15,515 850,166 SH   DFND 1 850,166 0 0
HILTON GRAND VACATIONS INC COM 43283X105 29,126 944,125 SH   DFND 1 944,125 0 0
HILTON WORLDWIDE HOLDINGS IN COM 43300A203 319,599 3,852,549 SH   DFND 1 3,838,088 0 14,461
HILTON WORLDWIDE HOLDINGS IN COM 43300A203 233 2,804 SH   DFND 1 2 2,804 0 0
HIMAX TECHNOLOGIES INC-ADR SPONSORED ADR 43289P106 239 74,976 SH   DFND 1 74,976 0 0
HINGHAM INSTITUTION FOR SVGS COM 433323102 2,988 17,374 SH   DFND 1 17,374 0 0
HISTOGENICS CORP COM 43358V109 33 291,743 SH   DFND 1 291,743 0 0
HMS HOLDINGS CORP COM 40425J101 36,322 1,226,703 SH   DFND 1 1,226,703 0 0
HNI CORP COM 404251100 18,495 509,669 SH   DFND 1 500,769 0 8,900
HOLLYFRONTIER CORP COM 436106108 139,262 2,830,336 SH   DFND 1 2,821,764 0 8,572
HOLLYFRONTIER CORP COM 436106108 744 15,113 SH   DFND 1 2 15,113 0 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 1,333 63,674 SH   DFND 1 63,674 0 0
HOLOGIC INC COM 436440101 198,715 4,112,377 SH   DFND 1 4,099,153 0 13,224
HOME BANCORP INC COM 43689E107 2,565 77,154 SH   DFND 1 77,154 0 0
HOME BANCSHARES INC COM 436893200 34,988 1,991,353 SH   DFND 1 1,962,283 0 29,070
HOME DEPOT INC COM 437076102 2,965,126 15,472,926 SH   DFND 1 15,415,201 0 57,725
HOMESTREET INC COM 43785V102 9,010 341,946 SH   DFND 1 341,946 0 0
HOMETRUST BANCSHARES INC COM 437872104 5,131 203,627 SH   DFND 1 203,627 0 0
HOMOLOGY MEDICINES INC COM 438083107 4,668 168,368 SH   DFND 1 168,368 0 0
HONDA MOTOR CO LTD-SPONS ADR AMERN SHS 438128308 895 32,954 SH   DFND 1 30,251 0 2,703
HONEYWELL INTERNATIONAL INC COM 438516106 1,461,057 9,209,245 SH   DFND 1 9,173,243 0 36,002
HOOKER FURNITURE CORP COM 439038100 3,981 138,118 SH   DFND 1 138,118 0 0
HOPE BANCORP INC COM 43940T109 19,606 1,498,964 SH   DFND 1 1,498,964 0 0
HOPFED BANCORP INC COM 439734104 911 46,264 SH   DFND 1 46,264 0 0
HORACE MANN EDUCATORS COM 440327104 16,751 475,758 SH   DFND 1 475,758 0 0
HORIZON BANCORP INC/IN COM 440407104 8,471 526,480 SH   DFND 1 526,480 0 0
HORIZON GLOBAL CORP COM 44052W104 294 151,749 SH   DFND 1 151,749 0 0
HORIZON PHARMA PLC SHS G4617B105 59,253 2,241,886 SH   DFND 1 2,241,886 0 0
HORIZON PHARMA PLC SHS G4617B105 41 1,561 SH   DFND 1 2 1,561 0 0
HORIZON TECHNOLOGY FINANCE C COM 44045A102 143 12,178 SH   DFND 1 12,178 0 0
HORMEL FOODS CORP COM 440452100 181,254 4,056,291 SH   DFND 1 4,042,028 0 14,263
HORNBECK OFFSHORE SERVICES COM 440543106 254 204,926 SH   DFND 1 204,926 0 0
HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 63,293 2,405,699 SH   DFND 1 2,373,594 0 32,105
HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 356 13,534 SH   DFND 1 2 13,534 0 0
HOST HOTELS & RESORTS INC COM 44107P104 244,863 12,973,768 SH   DFND 1 12,933,883 0 39,885
HOSTESS BRANDS INC CL A 44109J106 15,248 1,219,873 SH   DFND 1 1,219,873 0 0
HOSTESS BRANDS INC CL A 44109J106 22 1,830 SH   DFND 1 2 1,830 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 9,485 1,304,710 SH   DFND 1 1,304,710 0 0
HOULIHAN LOKEY INC CL A 441593100 20,382 444,538 SH   DFND 1 444,538 0 0
HOULIHAN LOKEY INC CL A 441593100 193 4,220 SH   DFND 1 2 4,220 0 0
HOUSTON AMERICAN ENERGY CORP COM 44183U100 29 135,281 SH   DFND 1 135,281 0 0
HOUSTON WIRE & CABLE CO COM 44244K109 601 94,970 SH   DFND 1 94,970 0 0
HOVNANIAN ENTERPRISES-A CL A NEW 442487401 560 51,119 SH   DFND 1 50,690 0 429
HOWARD BANCORP INC COM 442496105 1,773 119,719 SH   DFND 1 119,719 0 0
HOWARD HUGHES CORP/THE COM 44267D107 42,610 387,370 SH   DFND 1 387,370 0 0
HP INC COM 40434L105 403,010 20,769,535 SH   DFND 1 20,685,246 0 84,289
HP INC COM 40434L105 89 4,628 SH   DFND 1 2 4,628 0 0
HSBC HOLDINGS PLC-SPONS ADR SPON ADR NEW 404280406 19,611 483,287 SH   DFND 1 480,516 0 2,771
HTG MOLECULAR DIAGNOSTICS COM 40434H104 596 238,453 SH   DFND 1 238,453 0 0
HUAMI CORP - ADR SPONSORED ADS 44331K103 136 10,415 SH   DFND 1 2 10,415 0 0
HUAZHU GROUP LTD-ADR SPONSORED ADS 44332N106 15,700 374,538 SH   DFND 1 373,850 0 688
HUB GROUP INC-CL A CL A 443320106 17,062 417,693 SH   DFND 1 417,693 0 0
HUBBELL INC COM 443510607 69,850 592,053 SH   DFND 1 581,826 0 10,227
HUBBELL INC COM 443510607 90 763 SH   DFND 1 2 763 0 0
HUBSPOT INC COM 443573100 77,646 467,160 SH   DFND 1 467,160 0 0
HUBSPOT INC COM 443573100 673 4,051 SH   DFND 1 2 4,051 0 0
HUDBAY MINERALS INC COMSTK 443628102 670 93,800 SH   DFND 1 2 93,800 0 0
HUDBAY MINERALS INC COMSTK 443628102 204 28,641 SH   DFND 1 28,641 0 0
HUDSON GLOBAL INC COM 443787106 154 101,412 SH   DFND 1 101,412 0 0
HUDSON LTD-CLASS A COM CL A G46408103 2,175 158,213 SH   DFND 1 158,213 0 0
HUDSON PACIFIC PROPERTIES IN COM 444097109 70,731 2,054,939 SH   DFND 1 2,054,939 0 0
HUDSON TECHNOLOGIES INC COM 444144109 510 264,718 SH   DFND 1 264,718 0 0
HUMANA INC COM 444859102 470,329 1,771,475 SH   DFND 1 1,764,732 0 6,743
HUMANA INC COM 444859102 943 3,547 SH   DFND 1 2 3,547 0 0
HUNT (JB) TRANSPRT SVCS INC COM 445658107 124,422 1,230,560 SH   DFND 1 1,221,647 0 8,913
HUNT (JB) TRANSPRT SVCS INC COM 445658107 41 414 SH   DFND 1 2 414 0 0
HUNT COMPANIES FINANCE TRUST COM 44558T100 292 83,765 SH   DFND 1 83,765 0 0
HUNTER MARITIME ACQUISITIO-W *W EXP 11/17/202 Y37828129 117 251,879 SH   DFND 1 2 251,879 0 0
HUNTINGTON BANCSHARES INC COM 446150104 196,754 15,543,392 SH   DFND 1 15,491,301 0 52,091
HUNTINGTON INGALLS INDUSTRIE COM 446413106 122,384 591,710 SH   DFND 1 589,659 0 2,051
HUNTSMAN CORP COM 447011107 80,103 3,561,755 SH   DFND 1 3,560,102 0 1,653
HUNTSMAN CORP COM 447011107 523 23,271 SH   DFND 1 2 23,271 0 0
HURCO COMPANIES INC COM 447324104 4,106 101,824 SH   DFND 1 101,824 0 0
HURCO COMPANIES INC COM 447324104 27 686 SH   DFND 1 2 686 0 0
HURON CONSULTING GROUP INC COM 447462102 13,140 278,273 SH   DFND 1 278,273 0 0
HUTCHISON CHINA MEDITECH-ADR SPONSORED ADR 44842L103 3,695 121,644 SH   DFND 1 121,644 0 0
HUTTIG BUILDING PRODUCTS INC COM 448451104 314 113,703 SH   DFND 1 113,703 0 0
HYATT HOTELS CORP - CL A COM CL A 448579102 31,380 432,416 SH   DFND 1 432,416 0 0
HYDROGENICS CORP COM NEW 448883207 98 12,364 SH   DFND 1 12,364 0 0
HYRECAR INC COM 44916T107 138 27,600 SH   DFND 1 27,600 0 0
HYSTER-YALE MATERIALS CL A 449172105 8,912 142,919 SH   DFND 1 142,919 0 0
I3 VERTICALS INC-CLASS A COM CL A 46571Y107 2,323 96,734 SH   DFND 1 96,734 0 0
IAC/INTERACTIVECORP COM 44919P508 168,678 803,400 SH   DFND 1 803,250 0 150
IAMGOLD CORP COMSTK 450913108 157 45,413 SH   DFND 1 45,413 0 0
IBERIABANK CORP COM 450828108 54,206 755,909 SH   DFND 1 755,909 0 0
IBIO INC COM NEW 451033203 29 34,266 SH   DFND 1 34,266 0 0
ICAD INC COM NEW 44934S206 491 95,002 SH   DFND 1 95,002 0 0
ICAHN ENTERPRISES LP DEPOSITARY UNIT 451100101 9,398 129,634 SH   DFND 1 129,634 0 0
ICF INTERNATIONAL INC COM 44925C103 17,790 233,834 SH   DFND 1 233,834 0 0
ICHOR HOLDINGS LTD SHS G4740B105 6,214 275,239 SH   DFND 1 275,239 0 0
ICICI BANK LTD-SPON ADR ADR 45104G104 144 12,574 SH   DFND 1 9,602 0 2,972
ICON PLC SHS G4705A100 5,617 41,133 SH   DFND 1 41,133 0 0
ICON PLC SHS G4705A100 267 1,957 SH   DFND 1 2 1,957 0 0
ICONIX BRAND GROUP INC COM NEW 451055305 77 37,614 SH   DFND 1 37,614 0 0
ICU MEDICAL INC COM 44930G107 42,165 176,181 SH   DFND 1 173,076 0 3,105
ICU MEDICAL INC COM 44930G107 30 126 SH   DFND 1 2 126 0 0
ID SYSTEMS INC COM 449489103 355 59,880 SH   DFND 1 59,880 0 0
IDACORP INC COM 451107106 58,961 592,342 SH   DFND 1 582,905 0 9,437
IDACORP INC COM 451107106 47 475 SH   DFND 1 2 475 0 0
IDEAL POWER INC COM 451622104 22 65,278 SH   DFND 1 65,278 0 0
IDEANOMICS INC COM 45166V106 211 109,229 SH   DFND 1 109,229 0 0
IDENTIV INC COM NEW 45170X205 361 71,726 SH   DFND 1 71,726 0 0
IDERA PHARMACEUTICALS INC COM PAR 45168K405 649 254,653 SH   DFND 1 254,653 0 0
IDEX CORP COM 45167R104 114,895 757,739 SH   DFND 1 743,561 0 14,178
IDEX CORP COM 45167R104 0 1 SH   DFND 1 2 1 0 0
IDEXX LABORATORIES INC COM 45168D104 307,637 1,377,665 SH   DFND 1 1,369,766 0 7,899
IDT CORP-CLASS B CL B NEW 448947507 1,041 156,828 SH   DFND 1 156,828 0 0
IDTI 0.875 11/15/22 NOTE 0.875%11/1 458118AC0 17,231 11,000,000 PRN   DFND 1 2 11,000,000 0 0
IEC ELECTRONICS CORP COM 44949L105 369 53,954 SH   DFND 1 53,954 0 0
IES HOLDINGS INC COM 44951W106 1,775 99,894 SH   DFND 1 99,894 0 0
IFRESH INC COM 449538107 54 46,551 SH   DFND 1 46,551 0 0
IHS MARKIT LTD SHS G47567105 315,130 5,804,041 SH   DFND 1 5,786,094 0 17,947
II-VI INC COM 902104108 27,662 742,813 SH   DFND 1 742,813 0 0
II-VI INC COM 902104108 247 6,654 SH   DFND 1 2 6,654 0 0
ILLINOIS TOOL WORKS COM 452308109 625,164 4,359,374 SH   DFND 1 4,343,469 0 15,905
ILLUMINA INC COM 452327109 599,878 1,934,381 SH   DFND 1 1,920,675 0 13,706
ILMN 0 06/15/19 NOTE 6/1 452327AF6 18,353 15,000,000 PRN   DFND 1 2 15,000,000 0 0
IMAX CORP COM 45245E109 4,794 211,406 SH   DFND 1 211,406 0 0
IMMERSION CORPORATION COM 452521107 3,341 396,389 SH   DFND 1 396,389 0 0
IMMUNE DESIGN CORP COM 45252L103 2,467 421,833 SH   DFND 1 421,159 0 674
IMMUNOGEN INC COM 45253H101 5,053 1,864,609 SH   DFND 1 1,863,757 0 852
IMMUNOMEDICS INC COM 452907108 39,267 2,044,131 SH   DFND 1 2,044,131 0 0
IMPAC MORTGAGE HOLDINGS INC COM NEW 45254P508 501 127,830 SH   DFND 1 127,830 0 0
IMPERIAL OIL LTD COMSTK 453038408 6,959 256,207 SH   DFND 1 256,207 0 0
IMPERIAL OIL LTD COMSTK 453038408 110 4,032 SH   DFND 1 2 4,032 0 0
IMPINJ INC COM 453204109 3,072 183,383 SH   DFND 1 183,383 0 0
INCYTE CORP COM 45337C102 214,639 2,499,880 SH   DFND 1 2,482,018 0 17,862
INCYTE CORP COM 45337C102 699 8,133 SH   DFND 1 2 8,133 0 0
INDEPENDENCE CONTRACT DRILLI COM 453415309 1,193 430,791 SH   DFND 1 430,791 0 0
INDEPENDENCE HOLDING CO COM NEW 453440307 2,680 76,041 SH   DFND 1 76,041 0 0
INDEPENDENCE REALTY TRUST IN COM 45378A106 14,339 1,328,959 SH   DFND 1 1,328,959 0 0
INDEPENDENT BANK CORP - MICH COM NEW 453838609 6,378 296,687 SH   DFND 1 296,687 0 0
INDEPENDENT BANK CORP/MA COM 453836108 34,583 426,898 SH   DFND 1 426,898 0 0
INDEPENDENT BANK GROUP INC COM 45384B106 22,229 433,414 SH   DFND 1 433,414 0 0
INDIA FUND INC COM 454089103 1,844 86,260 SH   DFND 1 2 86,260 0 0
INDUSTRIAL LOGISTICS PROPERT COM SHS BEN INT 456237106 17,197 852,651 SH   DFND 1 852,651 0 0
INDUSTRIAL SVCS OF AMERICA COM 456314103 18 15,157 SH   DFND 1 15,157 0 0
INDUSTRIAS BACHOCO SAB SP AD SPON ADR B 456463108 455 9,875 SH   DFND 1 2 9,875 0 0
INFINERA CORP COM 45667G103 8,033 1,850,999 SH   DFND 1 1,850,999 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 665 354,047 SH   DFND 1 353,721 0 326
INFLARX NV COM N44821101 504 13,353 SH   DFND 1 13,353 0 0
INFORMATION SERVICES GROUP COM 45675Y104 1,044 280,131 SH   DFND 1 280,131 0 0
INFOSYS LTD-SP ADR SPONSORED ADR 456788108 2,925 274,041 SH   DFND 1 268,593 0 5,448
INFRAREIT INC COM 45685L100 9,646 459,997 SH   DFND 1 459,997 0 0
INFRASTRUCTURE AND ENERGY AL COM 45686J104 584 111,488 SH   DFND 1 111,488 0 0
INFUSYSTEM HOLDINGS INC COM 45685K102 233 46,642 SH   DFND 1 46,642 0 0
ING GROEP N.V.-SPONSORED ADR SPONSORED ADR 456837103 417 34,388 SH   DFND 1 31,360 0 3,028
INGERSOLL-RAND PLC SHS G47791101 370,203 3,435,311 SH   DFND 1 3,422,784 0 12,527
INGEVITY CORP COM 45688C107 53,452 506,129 SH   DFND 1 498,268 0 7,861
INGEVITY CORP COM 45688C107 104 991 SH   DFND 1 2 991 0 0
INGLES MARKETS INC-CLASS A CL A 457030104 7,704 278,956 SH   DFND 1 278,956 0 0
INGLES MARKETS INC-CLASS A CL A 457030104 134 4,872 SH   DFND 1 2 4,872 0 0
INGREDION INC COM 457187102 75,170 794,369 SH   DFND 1 781,681 0 12,688
INGREDION INC COM 457187102 623 6,588 SH   DFND 1 2 6,588 0 0
INNERWORKINGS INC COM 45773Y105 1,940 536,112 SH   DFND 1 536,112 0 0
INNERWORKINGS INC COM 45773Y105 5 1,572 SH   DFND 1 2 1,572 0 0
INNODATA INC COM NEW 457642205 91 72,296 SH   DFND 1 72,296 0 0
INNOPHOS HOLDINGS INC COM 45774N108 7,492 248,575 SH   DFND 1 248,575 0 0
INNOSPEC INC COM 45768S105 24,966 299,540 SH   DFND 1 299,540 0 0
INNOVATE BIOPHARMACEUTICALS COM PAR 45782F105 342 177,258 SH   DFND 1 177,258 0 0
INNOVATIVE SOLUTIONS & SUPP COM 45769N105 168 56,144 SH   DFND 1 56,144 0 0
INNOVIVA INC COM 45781M101 12,133 864,838 SH   DFND 1 864,838 0 0
INOGEN INC COM 45780L104 21,273 223,062 SH   DFND 1 219,482 0 3,580
INOGEN INC COM 45780L104 119 1,250 SH   DFND 1 2 1,250 0 0
INOVALON HOLDINGS INC - A COM CL A 45781D101 11,146 896,713 SH   DFND 1 896,713 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 4,219 1,131,213 SH   DFND 1 1,131,213 0 0
INPHI CORP COM 45772F107 21,688 495,848 SH   DFND 1 495,848 0 0
INSEEGO CORP COM 45782B104 2,012 426,430 SH   DFND 1 426,430 0 0
INSIGHT ENTERPRISES INC COM 45765U103 28,399 515,794 SH   DFND 1 515,794 0 0
INSIGNIA SYSTEMS INC COM 45765Y105 47 35,506 SH   DFND 1 35,506 0 0
INSMED INC COM PAR $.01 457669307 27,836 957,552 SH   DFND 1 957,552 0 0
INSPERITY INC COM 45778Q107 81,846 661,865 SH   DFND 1 654,416 0 7,449
INSPERITY INC COM 45778Q107 451 3,648 SH   DFND 1 2 3,648 0 0
INSPIRE MEDICAL SYSTEMS INC COM 457730109 8,927 157,230 SH   DFND 1 157,230 0 0
INSPIRED ENTERTAINMENT INC COM 45782N108 568 85,251 SH   DFND 1 85,251 0 0
INSTALLED BUILDING PRODUCTS COM 45780R101 12,288 253,381 SH   DFND 1 253,381 0 0
INSTEEL INDUSTRIES INC COM 45774W108 4,742 226,715 SH   DFND 1 225,380 0 1,335
INSTRUCTURE INC COM 45781U103 17,397 369,224 SH   DFND 1 369,224 0 0
INSULET CORP COM 45784P101 58,073 610,726 SH   DFND 1 610,726 0 0
INSYS THERAPEUTICS INC COM NEW 45824V209 1,552 336,136 SH   DFND 1 335,818 0 318
INTEC PHARMA LTD SHS M53644106 127 17,341 SH   DFND 1 17,341 0 0
INTEGER HOLDINGS CORP COM 45826H109 29,473 390,792 SH   DFND 1 390,037 0 755
INTEGER HOLDINGS CORP COM 45826H109 29 396 SH   DFND 1 2 396 0 0
INTEGRA LIFESCIENCES HOLDING COM NEW 457985208 42,911 770,132 SH   DFND 1 756,890 0 13,242
INTEL CORP COM 458140100 3,466,522 64,647,304 SH   DFND 1 64,225,294 0 422,010
INTEL CORP COM 458140100 170 3,168 SH   DFND 1 2 3,168 0 0
INTELLIA THERAPEUTICS INC COM 45826J105 6,872 402,359 SH   DFND 1 402,359 0 0
INTELLICHECK INC COM NEW 45817G201 42 12,181 SH   DFND 1 12,181 0 0
INTELLIGENT SYSTEMS CORP COM 45816D100 1,274 39,909 SH   DFND 1 39,909 0 0
INTELSAT SA COM L5140P101 7,457 476,218 SH   DFND 1 476,218 0 0
INTER PARFUMS INC COM 458334109 17,426 229,692 SH   DFND 1 229,692 0 0
INTER PARFUMS INC COM 458334109 237 3,125 SH   DFND 1 2 3,125 0 0
INTERACTIVE BROKERS GRO-CL A COM CL A 45841N107 37,382 718,895 SH   DFND 1 704,281 0 14,614
INTERCEPT PHARMACEUTICALS IN COM 45845P108 31,058 277,658 SH   DFND 1 277,642 0 16
INTERCONTINENTAL EXCHANGE IN COM 45866F104 557,048 7,329,388 SH   DFND 1 7,301,316 0 28,072
INTERCONTINENTAL HOTELS-ADR SPONSORED ADS 45857P806 788 12,912 SH   DFND 1 12,016 0 896
INTERDIGITAL INC COM 45867G101 27,045 409,907 SH   DFND 1 403,536 0 6,371
INTERFACE INC COM 458665304 11,319 738,877 SH   DFND 1 738,877 0 0
INTERMOLECULAR INC COM 45882D109 79 69,386 SH   DFND 1 69,386 0 0
INTERNAP CORP COM PAR 45885A409 1,167 235,357 SH   DFND 1 235,014 0 343
INTERNATIONAL BANCSHARES CRP COM 459044103 32,224 847,344 SH   DFND 1 837,143 0 10,201
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 3,427 263,850 SH   DFND 1 263,850 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 76 5,910 SH   DFND 1 2 5,910 0 0
INTERNATIONAL MONEY EXPRESS COM 46005L101 991 85,031 SH   DFND 1 85,031 0 0
INTERNATIONAL PAPER CO COM 460146103 271,487 5,874,009 SH   DFND 1 5,852,750 0 21,259
INTERNATIONAL PAPER CO COM 460146103 172 3,737 SH   DFND 1 2 3,737 0 0
INTERNATIONAL SEAWAYS INC COM Y41053102 5,394 314,704 SH   DFND 1 314,704 0 0
INTERPACE DIAGNOSTICS GROUP COM NEW 46062X204 245 307,237 SH   DFND 1 307,237 0 0
INTERPUBLIC GROUP OF COS INC COM 460690100 118,628 5,648,254 SH   DFND 1 5,628,446 0 19,808
INTERPUBLIC GROUP OF COS INC COM 460690100 39 1,873 SH   DFND 1 2 1,873 0 0
INTERSECT ENT INC COM 46071F103 11,994 373,072 SH   DFND 1 373,072 0 0
INTERXION HOLDING NV SHS N47279109 906 13,586 SH   DFND 1 13,586 0 0
INTEST CORP COM 461147100 267 39,775 SH   DFND 1 39,775 0 0
INTEVAC INC COM 461148108 896 146,265 SH   DFND 1 146,265 0 0
INTL BUSINESS MACHINES CORP COM 459200101 1,670,092 11,855,602 SH   DFND 1 11,809,820 0 45,782
INTL FCSTONE INC COM 46116V105 11,080 285,874 SH   DFND 1 285,874 0 0
INTL FLAVORS & FRAGRANCES COM 459506101 177,867 1,383,410 SH   DFND 1 1,378,247 0 5,163
INTL SPEEDWAY CORP-CL A CL A 460335201 13,241 303,485 SH   DFND 1 299,032 0 4,453
INTRA-CELLULAR THERAPIES INC COM 46116X101 7,461 612,614 SH   DFND 1 612,614 0 0
INTREPID POTASH INC COM 46121Y102 4,238 1,118,452 SH   DFND 1 1,118,452 0 0
INTREXON CORP COM 46122T102 4,711 895,779 SH   DFND 1 895,779 0 0
INTRICON CORP COM 46121H109 2,246 89,575 SH   DFND 1 89,575 0 0
INTUIT INC COM 461202103 1,067,915 4,091,436 SH   DFND 1 4,067,042 0 24,394
INTUITIVE SURGICAL INC COM NEW 46120E602 982,107 1,723,887 SH   DFND 1 1,713,319 0 10,568
INUVO INC COM NEW 46122W204 132 106,848 SH   DFND 1 106,848 0 0
INVACARE CORP COM 461203101 3,195 381,794 SH   DFND 1 381,794 0 0
INVESCO DYNAMIC CREDIT OPP COM 46132R104 578 53,311 SH   DFND 1 2 53,311 0 0
INVESCO LTD SHS G491BT108 134,391 6,945,341 SH   DFND 1 6,925,733 0 19,608
INVESCO MORTGAGE CAPITAL COM 46131B100 22,827 1,444,761 SH   DFND 1 1,444,761 0 0
INVESCO MORTGAGE CAPITAL COM 46131B100 112 7,124 SH   DFND 1 2 7,124 0 0
INVESTAR HOLDING CORP COM 46134L105 1,872 82,474 SH   DFND 1 82,474 0 0
INVESTORS BANCORP INC COM 46146L101 38,177 3,221,749 SH   DFND 1 3,221,749 0 0
INVESTORS REAL ESTATE TRUST SH BEN INT 461730509 8,588 143,354 SH   DFND 1 143,354 0 0
INVESTORS TITLE CO COM 461804106 2,477 15,693 SH   DFND 1 15,693 0 0
INVH 3.5 01/15/22 NOTE 3.500% 1/1 19625XAB8 2,286 2,000,000 PRN   DFND 1 2 2,000,000 0 0
INVITAE CORP COM 46185L103 21,671 925,359 SH   DFND 1 925,359 0 0
INVITAE CORP COM 46185L103 124 5,313 SH   DFND 1 2 5,313 0 0
INVITATION HOMES INC COM 46187W107 108,652 4,468,335 SH   DFND 1 4,468,335 0 0
INVIVO THERAPEUTICS HOLDINGS COM PAR 46186M407 15 10,036 SH   DFND 1 10,036 0 0
ION GEOPHYSICAL CORP COM NEW 462044207 1,794 124,279 SH   DFND 1 124,279 0 0
IONIS PHARMACEUTICALS INC COM 462222100 114,435 1,409,820 SH   DFND 1 1,409,620 0 200
IONIS PHARMACEUTICALS INC COM 462222100 576 7,102 SH   DFND 1 2 7,102 0 0
IONS 1 11/15/21 NOTE 1.000%11/1 464337AJ3 6,759 5,000,000 PRN   DFND 1 2 5,000,000 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 14,012 1,473,408 SH   DFND 1 1,473,408 0 0
IPG PHOTONICS CORP COM 44980X109 82,601 545,112 SH   DFND 1 543,360 0 1,752
IQIYI INC-ADR SPONSORED ADS 46267X108 11,073 464,792 SH   DFND 1 464,792 0 0
IQVIA HOLDINGS INC COM 46266C105 337,368 2,349,164 SH   DFND 1 2,341,350 0 7,814
IQVIA HOLDINGS INC COM 46266C105 209 1,455 SH   DFND 1 2 1,455 0 0
IRADIMED CORP COM 46266A109 1,443 51,400 SH   DFND 1 51,400 0 0
IRDM 6 3/4 PERP S-B PERP PFD CNV B 46269C409 56,616 63,188 PRN   DFND 1 2 63,188 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 21,008 280,258 SH   DFND 1 279,999 0 259
IRIDEX CORP COM 462684101 177 38,849 SH   DFND 1 38,849 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 31,387 1,187,125 SH   DFND 1 1,187,125 0 0
IROBOT CORP COM 462726100 39,423 334,978 SH   DFND 1 334,978 0 0
IROBOT CORP COM 462726100 152 1,300 SH   DFND 1 2 1,300 0 0
IRON MOUNTAIN INC COM 46284V101 148,292 4,188,810 SH   DFND 1 4,174,379 0 14,431
IRON MOUNTAIN INC COM 46284V101 365 10,311 SH   DFND 1 2 10,311 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 26,048 1,925,239 SH   DFND 1 1,925,239 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 226 16,740 SH   DFND 1 2 16,740 0 0
ISHA CURR HEDGED MSCI EAFE HDG MSCI EAFE 46434V803 1,068 37,000 PRN   DFND 1 37,000 0 0
ISHARES CORE MSCI EMERGING CORE MSCI EMKT 46434G103 12,677 245,163 PRN   DFND 1 245,163 0 0
ISHARES CORE S&P 500 ETF CORE S&P500 ETF 464287200 1,018 3,580 PRN   DFND 1 3,580 0 0
ISHARES GLOBAL HEALTHCARE ET GLOB HLTHCRE ETF 464287325 450 7,380 PRN   DFND 1 7,380 0 0
ISHARES MSCI EMERGING MARKET MSCI EMG MKT ETF 464287234 11,397 265,553 PRN   DFND 1 265,553 0 0
ISHARES MSCI INDIA ETF MSCI INDIA ETF 46429B598 20,606 584,589 PRN   DFND 1 584,589 0 0
ISHARES MSCI KLD 400 SOCIAL MSCI KLD400 SOC 464288570 8,719 82,661 PRN   DFND 1 82,661 0 0
ISHARES MSCI TAIWAN ETF MSCI TAIWAN ETF 46434G772 22,009 636,475 PRN   DFND 1 636,475 0 0
ISHARES RUSSELL 1000 ETF RUS 1000 ETF 464287622 814 5,175 PRN   DFND 1 5,175 0 0
ISORAY INC COM 46489V104 98 269,778 SH   DFND 1 269,778 0 0
ISRAEL CHEMICALS LTD COMSTK M5920A109 12,121 2,336,883 SH   DFND 1 2,336,883 0 0
ISRAEL CHEMICALS LTD SHS M5920A109 146 27,890 SH   DFND 1 27,890 0 0
ISRAMCO INC COM NEW 465141406 898 7,954 SH   DFND 1 7,954 0 0
ISSUER DIRECT CORP COM NEW 46520M204 444 35,897 SH   DFND 1 35,897 0 0
ISTAR INC COM 45031U101 6,405 760,724 SH   DFND 1 760,724 0 0
ITAU UNIBANCO H-SPON PRF ADR SPON ADR REP PFD 465562106 341 38,802 SH   DFND 1 35,040 0 3,762
ITAU UNIBANCO H-SPON PRF ADR SPON ADR REP PFD 465562106 63 7,255 SH   DFND 1 2 7,255 0 0
ITERIS INC COM 46564T107 1,155 277,179 SH   DFND 1 277,179 0 0
ITRON INC COM 465741106 19,843 425,361 SH   DFND 1 425,361 0 0
ITT INC COM 45073V108 52,265 901,129 SH   DFND 1 884,759 0 16,370
ITURAN LOCATION AND CONTROL SHS M6158M104 748 21,929 SH   DFND 1 21,929 0 0
IVY HIGH INCOME OPPORTUNITY COM 465893105 1,487 110,021 SH   DFND 1 2 110,021 0 0
IZEA WORLDWIDE INC COM 46604H105 28 24,901 SH   DFND 1 24,901 0 0
J & J SNACK FOODS CORP COM 466032109 29,578 186,216 SH   DFND 1 186,216 0 0
J ALEXANDER'S HOLDINGS COM 46609J106 1,274 129,835 SH   DFND 1 129,835 0 0
J. JILL INC COM 46620W102 958 174,572 SH   DFND 1 174,572 0 0
J.C. PENNEY CO INC COM 708160106 5,503 3,693,302 SH   DFND 1 3,693,302 0 0
J2 GLOBAL INC COM 48123V102 54,999 635,101 SH   DFND 1 625,522 0 9,579
J2 GLOBAL INC COM 48123V102 175 2,022 SH   DFND 1 2 2,022 0 0
JABIL INC COM 466313103 42,378 1,593,766 SH   DFND 1 1,567,094 0 26,672
JABIL INC COM 466313103 65 2,480 SH   DFND 1 2 2,480 0 0
JACK HENRY & ASSOCIATES INC COM 426281101 165,843 1,197,161 SH   DFND 1 1,193,350 0 3,811
JACK IN THE BOX INC COM 466367109 27,651 341,118 SH   DFND 1 336,296 0 4,822
JACOBS ENGINEERING GROUP INC COM 469814107 128,828 1,716,314 SH   DFND 1 1,710,527 0 5,787
JAGGED PEAK ENERGY INC COM 47009K107 7,709 736,328 SH   DFND 1 736,328 0 0
JAGUAR HEALTH INC COM NEW 47010C300 8 29,930 SH   DFND 1 29,930 0 0
JAKKS PACIFIC INC COM 47012E106 125 124,489 SH   DFND 1 122,951 0 1,538
JAMES RIVER GROUP HOLDINGS L COM G5005R107 14,343 357,860 SH   DFND 1 357,860 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 37,380 1,496,415 SH   DFND 1 1,465,325 0 31,090
JAPAN SMALLER CAPITALIZATION COM 47109U104 2,536 289,198 SH   DFND 1 2 289,198 0 0
JASON INDUSTRIES INC COM 471172106 118 84,439 SH   DFND 1 84,439 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 100,262 701,849 SH   DFND 1 701,849 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 1,964 13,745 SH   DFND 1 2 13,745 0 0
JBG SMITH PROPERTIES COM 46590V100 61,225 1,480,673 SH   DFND 1 1,460,005 0 20,668
JBG SMITH PROPERTIES COM 46590V100 57 1,394 SH   DFND 1 2 1,394 0 0
JD.COM INC-ADR SPON ADR CL A 47215P106 61,978 2,066,376 SH   DFND 1 2,026,170 0 40,206
JEFFERIES FINANCIAL GROUP IN COM 47233W109 68,274 3,640,105 SH   DFND 1 3,627,119 0 12,986
JELD-WEN HOLDING INC COM 47580P103 13,799 781,419 SH   DFND 1 781,419 0 0
JERNIGAN CAPITAL INC COM 476405105 4,538 215,703 SH   DFND 1 215,703 0 0
JETBLUE AIRWAYS CORP COM 477143101 60,495 3,697,762 SH   DFND 1 3,640,349 0 57,413
JETBLUE AIRWAYS CORP COM 477143101 37 2,284 SH   DFND 1 2 2,284 0 0
JM SMUCKER CO/THE COM NEW 832696405 187,754 1,614,387 SH   DFND 1 1,608,319 0 6,068
JM SMUCKER CO/THE COM NEW 832696405 112 969 SH   DFND 1 2 969 0 0
JOHN B. SANFILIPPO & SON INC COM 800422107 7,676 106,807 SH   DFND 1 106,470 0 337
JOHN BEAN TECHNOLOGIES CORP COM 477839104 33,263 361,992 SH   DFND 1 361,992 0 0
JOHN HANCOCK TAX-ADVANTAGED TAX ADV GLB SH 41013P749 982 143,171 SH   DFND 1 2 143,171 0 0
JOHNSON & JOHNSON COM 478160104 5,001,859 35,840,332 SH   DFND 1 35,705,341 0 134,991
JOHNSON CONTROLS INTERNATION SHS G51502105 440,023 11,932,305 SH   DFND 1 11,885,772 0 46,533
JOHNSON OUTDOORS INC-A CL A 479167108 9,065 127,043 SH   DFND 1 127,043 0 0
JOINT CORP/THE COM 47973J102 1,176 74,689 SH   DFND 1 74,689 0 0
JONES LANG LASALLE INC COM 48020Q107 75,072 487,282 SH   DFND 1 478,737 0 8,545
JONES LANG LASALLE INC COM 48020Q107 144 940 SH   DFND 1 2 940 0 0
JOUNCE THERAPEUTICS INC COM 481116101 1,240 200,156 SH   DFND 1 199,921 0 235
JPMORGAN CHASE & CO COM 46625H100 4,277,470 42,325,472 SH   DFND 1 42,159,262 0 166,210
JPMORGAN CHASE & CO COM 46625H100 325 3,220 SH   DFND 1 2 3,220 0 0
JUNIPER NETWORKS INC COM 48203R104 160,638 6,069,999 SH   DFND 1 6,051,818 0 18,181
JUNIPER NETWORKS INC COM 48203R104 41 1,550 SH   DFND 1 2 1,550 0 0
JUST ENERGY GROUP INC COMSTK 48213W101 48 14,385 SH   DFND 1 14,385 0 0
K12 INC COM 48273U102 20,492 600,433 SH   DFND 1 600,107 0 326
KADANT INC COM 48282T104 11,249 127,891 SH   DFND 1 127,891 0 0
KADMON HOLDINGS INC COM 48283N106 3,685 1,395,889 SH   DFND 1 1,395,889 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 21,089 201,372 SH   DFND 1 201,372 0 0
KALA PHARMACEUTICALS INC COM 483119103 2,126 257,086 SH   DFND 1 257,086 0 0
KALVISTA PHARMACEUTICALS INC COM 483497103 2,378 83,095 SH   DFND 1 83,095 0 0
KAMADA LTD SHS M6240T109 121 21,224 SH   DFND 1 21,224 0 0
KAMAN CORP COM 483548103 20,016 342,510 SH   DFND 1 342,510 0 0
KANDI TECHNOLOGIES GROUP INC COM 483709101 254 45,300 SH   DFND 1 45,300 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 174,483 1,506,892 SH   DFND 1 1,501,907 0 4,985
KAR AUCTION SERVICES INC COM 48238T109 99,346 1,936,197 SH   DFND 1 1,934,836 0 1,361
KARYOPHARM THERAPEUTICS INC COM 48576U106 3,426 586,659 SH   DFND 1 586,659 0 0
KB HOME COM 48666K109 29,231 1,209,400 SH   DFND 1 1,193,539 0 15,861
KBR INC COM 48242W106 33,662 1,763,345 SH   DFND 1 1,736,430 0 26,915
KEANE GROUP INC COM 48669A108 5,623 516,433 SH   DFND 1 516,433 0 0
KEARNY FINANCIAL CORP/MD COM 48716P108 15,154 1,177,522 SH   DFND 1 1,177,522 0 0
KELLOGG CO COM 487836108 197,518 3,448,467 SH   DFND 1 3,435,395 0 13,072
KELLY SERVICES INC -A CL A 488152208 10,391 471,054 SH   DFND 1 471,054 0 0
KEMET CORP COM NEW 488360207 11,293 665,501 SH   DFND 1 665,501 0 0
KEMPER CORP COM 488401100 51,951 682,309 SH   DFND 1 670,907 0 11,402
KEMPHARM INC COM 488445107 285 171,047 SH   DFND 1 171,047 0 0
KENNAMETAL INC COM 489170100 35,040 953,490 SH   DFND 1 938,095 0 15,395
KENNEDY-WILSON HOLDINGS INC COM 489398107 32,126 1,501,948 SH   DFND 1 1,501,948 0 0
KEURIG DR PEPPER INC COM 49271V100 45,243 1,617,572 SH   DFND 1 1,617,572 0 0
KEY ENERGY SERVICES INC COM 49309J103 423 104,217 SH   DFND 1 104,217 0 0
KEY TRONIC CORP COM 493144109 217 35,271 SH   DFND 1 35,271 0 0
KEYCORP COM 493267108 224,949 14,307,262 SH   DFND 1 14,255,599 0 51,663
KEYCORP COM 493267108 1,381 87,727 SH   DFND 1 2 87,727 0 0
KEYSIGHT TECHNOLOGIES IN COM 49338L103 256,228 2,942,975 SH   DFND 1 2,933,704 0 9,271
KEYW HOLDING CORP/THE COM 493723100 5,306 615,546 SH   DFND 1 615,546 0 0
KEZAR LIFE SCIENCES INC COM 49372L100 1,663 93,776 SH   DFND 1 93,776 0 0
KFORCE INC COM 493732101 15,947 454,093 SH   DFND 1 454,093 0 0
KILROY REALTY CORP COM 49427F108 102,985 1,355,781 SH   DFND 1 1,336,895 0 18,886
KIMBALL ELECTRONICS INC COM 49428J109 6,377 411,698 SH   DFND 1 411,698 0 0
KIMBALL INTERNATIONAL-B CL B 494274103 10,706 757,173 SH   DFND 1 757,173 0 0
KIMBALL INTERNATIONAL-B CL B 494274103 21 1,533 SH   DFND 1 2 1,533 0 0
KIMBERLY-CLARK CORP COM 494368103 623,496 5,038,088 SH   DFND 1 5,021,080 0 17,008
KIMCO REALTY CORP COM 49446R109 140,557 7,608,100 SH   DFND 1 7,587,282 0 20,818
KINDER MORGAN INC COM 49456B101 504,147 25,242,544 SH   DFND 1 25,143,203 0 99,341
KINDRED BIOSCIENCES INC COM 494577109 3,630 395,943 SH   DFND 1 395,943 0 0
KINGOLD JEWELRY INC COM NEW 49579A204 22 26,949 SH   DFND 1 26,949 0 0
KINGSTONE COS INC COM 496719105 1,378 93,508 SH   DFND 1 93,508 0 0
KINIKSA PHARMACEUTICALS-A COM CL A G5269C101 2,710 150,096 SH   DFND 1 150,096 0 0
KINROSS GOLD CORP COMSTK 496902404 3,996 1,170,627 SH   DFND 1 1,170,627 0 0
KINROSS GOLD CORP COM 496902404 57 16,787 SH   DFND 1 16,177 0 610
KINSALE CAPITAL GROUP INC COM 49714P108 16,841 245,606 SH   DFND 1 245,606 0 0
KIRBY CORP COM 497266106 42,620 567,435 SH   DFND 1 557,343 0 10,092
KIRKLAND LAKE GOLD LTD COMSTK 49741E100 1,520 50,000 SH   DFND 1 2 50,000 0 0
KIRKLAND LAKE GOLD LTD COMSTK 49741E100 929 29,593 SH   DFND 1 29,593 0 0
KIRKLAND'S INC COM 497498105 1,330 189,224 SH   DFND 1 189,224 0 0
KIRKLAND'S INC COM 497498105 49 7,067 SH   DFND 1 2 7,067 0 0
KITE REALTY GROUP TRUST COM NEW 49803T300 20,014 1,251,707 SH   DFND 1 1,251,707 0 0
KKR & CO INC -A CL A 48251W104 90,898 3,873,244 SH   DFND 1 3,873,244 0 0
KKR REAL ESTATE FINANCE TRUS COM 48251K100 6,356 317,517 SH   DFND 1 317,517 0 0
KLA-TENCOR CORP COM 482480100 330,872 2,772,738 SH   DFND 1 2,757,907 0 14,831
KLA-TENCOR CORP COM 482480100 59 502 SH   DFND 1 2 502 0 0
KLX ENERGY SERVICES HOLDING COM 48253L106 6,753 268,632 SH   DFND 1 268,569 0 63
KLX ENERGY SERVICES HOLDING COM 48253L106 100 4,000 SH   DFND 1 2 4,000 0 0
KNIGHT-SWIFT TRANSPORTATION CL A 499049104 44,359 1,358,534 SH   DFND 1 1,335,203 0 23,331
KNOLL INC COM NEW 498904200 11,129 588,552 SH   DFND 1 587,572 0 980
KNOLL INC COM NEW 498904200 750 39,664 SH   DFND 1 2 39,664 0 0
KNOWLES CORP COM 49926D109 17,909 1,015,830 SH   DFND 1 1,015,830 0 0
KODIAK SCIENCES INC COM 50015M109 498 76,405 SH   DFND 1 76,405 0 0
KOHLS CORP COM 500255104 201,063 2,927,746 SH   DFND 1 2,918,520 0 9,226
KOHLS CORP COM 500255104 258 3,752 SH   DFND 1 2 3,752 0 0
KONA GRILL INC COM 50047H201 47 52,010 SH   DFND 1 52,010 0 0
KONINKLIJKE PHILIPS NVR- NY NY REG SH NEW 500472303 626 15,322 SH   DFND 1 13,782 0 1,540
KOPIN CORP COM 500600101 918 685,083 SH   DFND 1 685,083 0 0
KOPPERS HOLDINGS INC COM 50060P106 6,350 244,424 SH   DFND 1 244,424 0 0
KOREA FUND INC COM NEW 500634209 588 20,117 SH   DFND 1 2 20,117 0 0
KORN FERRY COM NEW 500643200 31,616 706,047 SH   DFND 1 706,047 0 0
KORN FERRY COM NEW 500643200 442 9,886 SH   DFND 1 2 9,886 0 0
KORNIT DIGITAL LTD SHS M6372Q113 679 28,534 SH   DFND 1 28,534 0 0
KOSMOS ENERGY LTD COM 500688106 15,086 2,421,569 SH   DFND 1 2,421,569 0 0
KRAFT HEINZ CO/THE COM 500754106 291,743 8,948,321 SH   DFND 1 8,864,621 0 83,700
KRAFT HEINZ CO/THE COM 500754106 579 17,740 SH   DFND 1 2 17,740 0 0
KRATON CORP COM 50077C106 17,171 533,614 SH   DFND 1 533,614 0 0
KRATOS DEFENSE & SECURITY COM NEW 50077B207 17,313 1,107,740 SH   DFND 1 1,107,740 0 0
KROGER CO COM 501044101 312,546 12,724,571 SH   DFND 1 12,685,078 0 39,493
KROGER CO COM 501044101 42 1,708 SH   DFND 1 2 1,708 0 0
KRONOS WORLDWIDE INC COM 50105F105 4,207 300,104 SH   DFND 1 298,780 0 1,324
KRYSTAL BIOTECH INC COM 501147102 2,358 71,698 SH   DFND 1 71,698 0 0
KULICKE & SOFFA INDUSTRIES COM 501242101 12,163 550,123 SH   DFND 1 550,123 0 0
KURA ONCOLOGY INC COM 50127T109 6,201 373,784 SH   DFND 1 373,784 0 0
KVH INDUSTRIES INC COM 482738101 1,555 152,667 SH   DFND 1 152,667 0 0
L BRANDS INC COM 501797104 90,218 3,258,073 SH   DFND 1 3,246,136 0 11,937
L3 TECHNOLOGIES INC COM 502413107 225,198 1,093,167 SH   DFND 1 1,089,251 0 3,916
L3 TECHNOLOGIES INC COM 502413107 182 882 SH   DFND 1 2 882 0 0
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 1,673 260,273 SH   DFND 1 260,273 0 0
LABORATORY CRP OF AMER HLDGS COM NEW 50540R409 219,119 1,434,750 SH   DFND 1 1,429,881 0 4,869
LABORATORY CRP OF AMER HLDGS COM NEW 50540R409 94 618 SH   DFND 1 2 618 0 0
LADDER CAPITAL CORP-REIT CL A 505743104 22,711 1,334,418 SH   DFND 1 1,334,418 0 0
LADENBURG THALMANN FINANCIAL COM 50575Q102 2,988 1,056,044 SH   DFND 1 1,056,044 0 0
LADENBURG THALMANN FINANCIAL COM 50575Q102 340 120,395 SH   DFND 1 2 120,395 0 0
LAKELAND BANCORP INC COM 511637100 8,879 594,722 SH   DFND 1 594,722 0 0
LAKELAND FINANCIAL CORP COM 511656100 14,484 320,311 SH   DFND 1 320,311 0 0
LAKELAND INDUSTRIES INC COM 511795106 445 37,914 SH   DFND 1 37,914 0 0
LAM RESEARCH CORP COM 512807108 428,042 2,393,694 SH   DFND 1 2,379,396 0 14,298
LAM RESEARCH CORP COM 512807108 92 516 SH   DFND 1 2 516 0 0
LAMAR ADVERTISING CO-A CL A 512816109 77,136 973,208 SH   DFND 1 957,256 0 15,952
LAMB WESTON HOLDINGS INC COM 513272104 163,719 2,188,250 SH   DFND 1 2,180,683 0 7,567
LAMB WESTON HOLDINGS INC COM 513272104 104 1,400 SH   DFND 1 2 1,400 0 0
LANCASTER COLONY CORP COM 513847103 40,912 261,106 SH   DFND 1 257,451 0 3,655
LANDEC CORP COM 514766104 4,095 333,524 SH   DFND 1 333,524 0 0
LANDMARK INFRASTRUCTURE PART COM UNIT LTD 51508J108 204 12,077 SH   DFND 1 12,077 0 0
LANDS' END INC COM 51509F105 2,946 177,364 SH   DFND 1 177,237 0 127
LANDSTAR SYSTEM INC COM 515098101 51,518 470,966 SH   DFND 1 463,453 0 7,513
LANNETT CO INC COM 516012101 2,990 379,930 SH   DFND 1 379,790 0 140
LANNETT CO INC COM 516012101 59 7,580 SH   DFND 1 2 7,580 0 0
LANTHEUS HOLDINGS INC COM 516544103 11,344 463,403 SH   DFND 1 463,403 0 0
LANTHEUS HOLDINGS INC COM 516544103 293 11,974 SH   DFND 1 2 11,974 0 0
LANTRONIX INC COM NEW 516548203 171 56,680 SH   DFND 1 56,680 0 0
LAREDO PETROLEUM INC COM 516806106 5,314 1,719,743 SH   DFND 1 1,719,743 0 0
LAS VEGAS SANDS CORP COM 517834107 235,654 3,859,422 SH   DFND 1 3,859,422 0 0
LAS VEGAS SANDS CORP COM 517834107 21 351 SH   DFND 1 2 351 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 20,205 1,693,634 SH   DFND 1 1,693,634 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 554 46,438 SH   DFND 1 2 46,438 0 0
LAUREATE EDUCATION INC-A CL A 518613203 14,078 940,444 SH   DFND 1 940,444 0 0
LAUREATE EDUCATION INC-A CL A 518613203 26 1,782 SH   DFND 1 2 1,782 0 0
LAWSON PRODUCTS INC COM 520776105 2,022 64,481 SH   DFND 1 64,481 0 0
LAZARD LTD-CL A SHS A G54050102 48,577 1,340,830 SH   DFND 1 1,340,020 0 810
LAZARD LTD-CL A SHS A G54050102 1,291 35,745 SH   DFND 1 2 35,745 0 0
LA-Z-BOY INC COM 505336107 24,421 740,281 SH   DFND 1 740,281 0 0
LCI INDUSTRIES COM 50189K103 21,759 283,250 SH   DFND 1 283,250 0 0
LCNB CORPORATION COM 50181P100 1,833 106,885 SH   DFND 1 106,885 0 0
LEAF GROUP LTD COM 52177G102 1,309 163,259 SH   DFND 1 162,174 0 1,085
LEAP THERAPEUTICS INC COM 52187K101 200 107,013 SH   DFND 1 107,013 0 0
LEAR CORP COM NEW 521865204 95,214 702,120 SH   DFND 1 702,120 0 0
LEAR CORP COM NEW 521865204 1,014 7,477 SH   DFND 1 2 7,477 0 0
LEE ENTERPRISES COM 523768109 1,283 388,847 SH   DFND 1 388,847 0 0
LEGACY ACQUISITION CORP-CL A COM CL A 524643103 2,008 200,000 SH   DFND 1 2 200,000 0 0
LEGACY ACQUISITION CORP-CW22 *W EXP 11/30/202 524643111 210 700,000 SH   DFND 1 2 700,000 0 0
LEGACY HOUSING CORP COM 52472M101 345 29,012 SH   DFND 1 29,012 0 0
LEGACY RESERVES INC COM 524706108 392 799,050 SH   DFND 1 799,050 0 0
LEGACYTEXAS FINANCIAL GROUP COM 52471Y106 21,129 565,106 SH   DFND 1 565,106 0 0
LEGG MASON INC COM 524901105 23,989 876,492 SH   DFND 1 860,480 0 16,012
LEGG MASON INC COM 524901105 164 6,006 SH   DFND 1 2 6,006 0 0
LEGGETT & PLATT INC COM 524660107 84,923 2,014,807 SH   DFND 1 2,008,034 0 6,773
LEIDOS HOLDINGS INC COM 525327102 95,512 1,491,309 SH   DFND 1 1,463,084 0 28,225
LEMAITRE VASCULAR INC COM 525558201 6,803 219,481 SH   DFND 1 219,481 0 0
LENDINGCLUB CORP COM 52603A109 14,468 4,682,221 SH   DFND 1 4,682,221 0 0
LENDINGTREE INC COM 52603B107 40,699 115,768 SH   DFND 1 114,374 0 1,394
LENNAR CORP - B SHS CL B 526057302 2,327 59,496 SH   DFND 1 58,031 0 1,465
LENNAR CORP - B SHS CL B 526057302 1,897 48,500 SH   DFND 1 2 48,500 0 0
LENNAR CORP-A CL A 526057104 197,430 4,028,817 SH   DFND 1 4,014,697 0 14,120
LENNAR CORP-A CL A 526057104 401 8,179 SH   DFND 1 2 8,179 0 0
LENNOX INTERNATIONAL INC COM 526107107 107,310 406,123 SH   DFND 1 399,408 0 6,715
LEO HOLDINGS CORP UNIT 99/99/9999 G5463L121 3,626 350,000 SH   DFND 1 2 350,000 0 0
LEVEL BRANDS INC COM NEW 52730Q209 173 39,175 SH   DFND 1 39,175 0 0
LEVEL ONE BANCORP INC COM 52730D208 588 25,321 SH   DFND 1 25,321 0 0
LEXICON PHARMACEUTICALS INC COM NEW 528872302 3,464 623,120 SH   DFND 1 623,120 0 0
LEXINFINTECH HOLDINGS L-ADR ADR 528877103 423 40,374 SH   DFND 1 40,374 0 0
LEXINFINTECH HOLDINGS L-ADR ADR 528877103 77 7,401 SH   DFND 1 2 7,401 0 0
LEXINGTON REALTY TRUST COM 529043101 23,911 2,639,256 SH   DFND 1 2,639,256 0 0
LGI HOMES INC COM 50187T106 13,966 231,848 SH   DFND 1 231,848 0 0
LHC GROUP INC COM 50187A107 39,506 356,361 SH   DFND 1 356,361 0 0
LIBBEY INC COM 529898108 456 160,763 SH   DFND 1 160,763 0 0
LIBERTY ALL-STAR GROWTH FD COM 529900102 114 20,592 SH   DFND 1 2 20,592 0 0
LIBERTY BROADBAND-A COM SER A 530307107 23,080 251,856 SH   DFND 1 251,856 0 0
LIBERTY BROADBAND-C COM SER C 530307305 134,914 1,471,401 SH   DFND 1 1,471,401 0 0
LIBERTY EXPEDIA HOLD-A SER A COM 53046P109 28,703 670,632 SH   DFND 1 669,066 0 1,566
LIBERTY EXPEDIA HOLD-A SER A COM 53046P109 1,378 32,200 SH   DFND 1 2 32,200 0 0
LIBERTY GLOBAL PLC- C SHS CL C G5480U120 116,810 4,828,502 SH   DFND 1 4,806,145 0 22,357
LIBERTY GLOBAL PLC-A SHS CL A G5480U104 50,588 2,031,142 SH   DFND 1 2,022,459 0 8,683
LIBERTY LATIN AMERIC-CL A COM CL A G9001E102 9,625 497,687 SH   DFND 1 497,687 0 0
LIBERTY LATIN AMERIC-CL C COM CL C G9001E128 28,064 1,442,887 SH   DFND 1 1,442,887 0 0
LIBERTY MEDIA CORP-BRAVES A COM A BRAVES GRP 531229706 3,117 111,583 SH   DFND 1 111,583 0 0
LIBERTY MEDIA CORP-BRAVES C COM C BRAVES GRP 531229888 13,306 479,155 SH   DFND 1 479,155 0 0
LIBERTY MEDIA CORP-LIBERTY-A COM SER A FRMLA 531229870 8,746 256,949 SH   DFND 1 256,949 0 0
LIBERTY MEDIA CORP-LIBERTY-C COM SER C FRMLA 531229854 77,109 2,201,434 SH   DFND 1 2,201,434 0 0
LIBERTY MEDIA COR-SIRIUSXM A COM A SIRIUSXM 531229409 41,281 1,081,762 SH   DFND 1 1,081,762 0 0
LIBERTY MEDIA COR-SIRIUSXM C COM C SIRIUSXM 531229607 76,668 2,006,416 SH   DFND 1 2,006,416 0 0
LIBERTY MEDIA COR-SIRIUSXM C COM C SIRIUSXM 531229607 164 4,309 SH   DFND 1 2 4,309 0 0
LIBERTY OILFIELD SERVICES -A COM CL A 53115L104 7,230 469,804 SH   DFND 1 469,804 0 0
LIBERTY PROPERTY TRUST SH BEN INT 531172104 102,317 2,114,210 SH   DFND 1 2,086,495 0 27,715
LIBERTY TRIPADVISOR HDG-A COM SER A 531465102 17,508 1,233,876 SH   DFND 1 1,232,443 0 1,433
LIBERTY TRIPADVISOR HDG-A COM SER A 531465102 1,135 80,005 SH   DFND 1 2 80,005 0 0
LIFE STORAGE INC COM 53223X107 66,304 681,654 SH   DFND 1 672,918 0 8,736
LIFETIME BRANDS INC COM 53222Q103 1,166 123,443 SH   DFND 1 123,443 0 0
LIFEVANTAGE CORP COM NEW 53222K205 1,600 111,987 SH   DFND 1 111,987 0 0
LIFEVANTAGE CORP COM NEW 53222K205 130 9,125 SH   DFND 1 2 9,125 0 0
LIFEWAY FOODS INC COM 531914109 92 38,028 SH   DFND 1 38,028 0 0
LIGAND PHARMACEUTICALS COM NEW 53220K504 32,652 259,748 SH   DFND 1 255,919 0 3,829
LIGHTBRIDGE CORP COM NEW 53224K203 17 32,587 SH   DFND 1 32,587 0 0
LIGHTPATH TECHNOLOGIES INC-A CL A NEW 532257805 133 88,989 SH   DFND 1 88,989 0 0
LILIS ENERGY INC COM NEW 532403201 523 447,639 SH   DFND 1 447,639 0 0
LIMELIGHT NETWORKS INC COM 53261M104 4,379 1,355,882 SH   DFND 1 1,355,882 0 0
LIMESTONE BANCORP INC COM 53262L105 318 21,316 SH   DFND 1 21,316 0 0
LIMONEIRA CO COM 532746104 4,244 180,394 SH   DFND 1 180,394 0 0
LINCOLN EDUCATIONAL SERVICES COM 533535100 344 111,083 SH   DFND 1 111,083 0 0
LINCOLN ELECTRIC HOLDINGS COM 533900106 63,665 759,093 SH   DFND 1 746,742 0 12,351
LINCOLN NATIONAL CORP COM 534187109 172,145 2,937,872 SH   DFND 1 2,927,209 0 10,663
LINCOLN NATIONAL CORP COM 534187109 683 11,651 SH   DFND 1 2 11,651 0 0
LINDBLAD EXPEDITIONS HOLDING COM 535219109 5,239 343,568 SH   DFND 1 343,568 0 0
LINDE PLC COM G5494J103 1,246,550 7,094,668 SH   DFND 1 7,067,127 0 27,541
LINDE PLC COMSTK G5494J103 7,012 44,200 SH   DFND 1 44,200 0 0
LINDSAY CORP COM 535555106 11,997 123,957 SH   DFND 1 123,957 0 0
LINTA 3.5 01/15/31 DEB 3.500% 1/1 530715AN1 11,251 15,000,000 PRN   DFND 1 2 15,000,000 0 0
LIONS GATE ENTERTAINMENT-A CL A VTG 535919401 10,335 660,814 SH   DFND 1 660,814 0 0
LIONS GATE ENTERTAINMENT-B CL B NON VTG 535919500 13,811 914,638 SH   DFND 1 914,218 0 420
LIPOCINE INC COM 53630X104 409 177,263 SH   DFND 1 177,263 0 0
LIQTECH INTERNATIONAL INC COM 53632A201 925 430,262 SH   DFND 1 430,262 0 0
LIQUIDIA TECHNOLOGIES INC COM 53635D202 779 68,464 SH   DFND 1 68,464 0 0
LIQUIDITY SERVICES INC COM 53635B107 2,458 318,815 SH   DFND 1 318,815 0 0
LITHIA MOTORS INC-CL A CL A 536797103 24,037 259,166 SH   DFND 1 259,166 0 0
LITTELFUSE INC COM 537008104 50,476 276,616 SH   DFND 1 271,988 0 4,628
LIVANOVA PLC SHS G5509L101 59,739 614,293 SH   DFND 1 605,174 0 9,119
LIVE NATION ENTERTAINMENT IN COM 538034109 92,466 1,456,368 SH   DFND 1 1,430,489 0 25,879
LIVE OAK BANCSHARES INC COM 53803X105 5,229 357,966 SH   DFND 1 357,966 0 0
LIVE VENTURES INC COM NEW 538142308 113 14,842 SH   DFND 1 14,842 0 0
LIVENT CORP COM 53814L108 20,389 1,661,246 SH   DFND 1 1,661,246 0 0
LIVEPERSON INC COM 538146101 20,797 716,667 SH   DFND 1 716,667 0 0
LIVEPERSON INC COM 538146101 35 1,236 SH   DFND 1 2 1,236 0 0
LIVERAMP HOLDINGS INC COM 53815P108 42,866 785,527 SH   DFND 1 772,746 0 12,781
LIVEXLIVE MEDIA INC COM NEW 53839L208 1,363 253,449 SH   DFND 1 253,449 0 0
LKQ CORP COM 501889208 127,918 4,515,387 SH   DFND 1 4,499,842 0 15,545
LLOYDS BANKING GROUP PLC-ADR SPONSORED ADR 539439109 701 218,419 SH   DFND 1 207,862 0 10,557
LLOYDS BANKING GROUP PLC-ADR SPONSORED ADR 539439109 113 35,464 SH   DFND 1 2 35,464 0 0
LM FUNDING AMERICA INC COM NEW 502074305 41 30,394 SH   DFND 1 30,394 0 0
LOCKHEED MARTIN CORP COM 539830109 950,667 3,172,415 SH   DFND 1 3,160,276 0 12,139
LOEWS CORP COM 540424108 218,890 4,573,465 SH   DFND 1 4,559,939 0 13,526
LOEWS CORP COM 540424108 314 6,568 SH   DFND 1 2 6,568 0 0
LOGICBIO THERAPEUTICS INC COM 54142F102 620 62,833 SH   DFND 1 62,833 0 0
LOGITECH INTERNATIONAL-REG SHS H50430232 4,774 121,365 SH   DFND 1 121,365 0 0
LOGMEIN INC COM 54142L109 45,007 561,890 SH   DFND 1 551,674 0 10,216
LOGMEIN INC COM 54142L109 39 495 SH   DFND 1 2 495 0 0
LONESTAR RESOURCES US I-CL A CL A VTG 54240F103 640 159,669 SH   DFND 1 159,669 0 0
LOOP INDUSTRIES INC COM 543518104 354 44,807 SH   DFND 1 44,807 0 0
LORAL SPACE & COMMUNICATIONS COM 543881106 5,941 164,799 SH   DFND 1 164,799 0 0
LOUISIANA-PACIFIC CORP COM 546347105 48,341 1,982,818 SH   DFND 1 1,956,536 0 26,282
LOVESAC CO/THE COM 54738L109 1,895 68,162 SH   DFND 1 68,162 0 0
LOWE'S COS INC COM 548661107 1,073,297 9,822,022 SH   DFND 1 9,781,001 0 41,021
LPL FINANCIAL HOLDINGS INC COM 50212V100 91,456 1,313,082 SH   DFND 1 1,313,082 0 0
LPL FINANCIAL HOLDINGS INC COM 50212V100 2,061 29,592 SH   DFND 1 2 29,592 0 0
LRAD CORP COM 50213V109 441 154,925 SH   DFND 1 154,925 0 0
LSB INDUSTRIES INC COM 502160104 1,332 213,494 SH   DFND 1 213,494 0 0
LSC COMMUNICATIONS INC COM 50218P107 2,569 393,530 SH   DFND 1 393,075 0 455
LSC COMMUNICATIONS INC COM 50218P107 217 33,341 SH   DFND 1 2 33,341 0 0
LSI INDUSTRIES INC COM 50216C108 480 182,634 SH   DFND 1 182,634 0 0
LSI INDUSTRIES INC COM 50216C108 121 46,052 SH   DFND 1 2 46,052 0 0
LTC PROPERTIES INC COM 502175102 26,562 579,967 SH   DFND 1 579,967 0 0
LUBY'S INC COM 549282101 100 69,569 SH   DFND 1 69,569 0 0
LULULEMON ATHLETICA INC COM 550021109 222,076 1,355,960 SH   DFND 1 1,350,795 0 5,165
LULULEMON ATHLETICA INC COM 550021109 627 3,831 SH   DFND 1 2 3,831 0 0
LUMBER LIQUIDATORS HOLDINGS COM 55003T107 3,391 335,795 SH   DFND 1 335,795 0 0
LUMENTUM HOLDINGS INC COM 55024U109 53,010 937,579 SH   DFND 1 923,325 0 14,254
LUMINEX CORP COM 55027E102 12,569 546,271 SH   DFND 1 546,271 0 0
LUNA INNOVATIONS INC COM 550351100 621 148,929 SH   DFND 1 148,929 0 0
LUTHER BURBANK CORP COM 550550107 1,938 191,963 SH   DFND 1 191,963 0 0
LUXFER HOLDINGS PLC SHS G5698W116 603 24,165 SH   DFND 1 2 24,165 0 0
LXRX 5.25 12/01/21 NOTE 5.250%12/0 528872AB0 2,513 2,500,000 PRN   DFND 1 2 2,500,000 0 0
LYDALL INC COM 550819106 4,723 201,345 SH   DFND 1 201,345 0 0
LYFT INC-A CL A COM 55087P104 12,424 158,700 SH   DFND 1 158,700 0 0
LYONDELLBASELL INDU-CL A SHS - A - N53745100 337,480 4,013,365 SH   DFND 1 3,996,467 0 16,898
LYONDELLBASELL INDU-CL A SHS - A - N53745100 960 11,418 SH   DFND 1 2 11,418 0 0
M & T BANK CORP COM 55261F104 344,165 2,195,190 SH   DFND 1 2,188,250 0 6,940
M III ACQUISITION CORP-CW21 *W EXP 05/20/202 45686J112 65 145,020 SH   DFND 1 2 145,020 0 0
M/I HOMES INC COM 55305B101 8,887 333,847 SH   DFND 1 333,847 0 0
MACATAWA BANK CORP COM 554225102 2,378 239,311 SH   DFND 1 239,311 0 0
MACERICH CO/THE COM 554382101 84,674 1,955,816 SH   DFND 1 1,950,585 0 5,231
MACERICH CO/THE COM 554382101 37 859 SH   DFND 1 2 859 0 0
MACK-CALI REALTY CORP COM 554489104 29,992 1,351,028 SH   DFND 1 1,334,121 0 16,907
MACKINAC FINANCIAL CORP COM 554571109 324 20,598 SH   DFND 1 20,598 0 0
MACOM TECHNOLOGY SOLUTIONS H COM 55405Y100 9,219 551,751 SH   DFND 1 551,751 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 33,647 816,300 SH   DFND 1 816,300 0 0
MACROGENICS INC COM 556099109 9,127 507,664 SH   DFND 1 507,664 0 0
MACY'S INC COM 55616P104 115,583 4,797,552 SH   DFND 1 4,781,494 0 16,058
MACY'S INC COM 55616P104 108 4,510 SH   DFND 1 2 4,510 0 0
MADISON SQUARE GARDEN CO- A CL A 55825T103 51,991 177,368 SH   DFND 1 177,368 0 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 12,472 99,573 SH   DFND 1 99,573 0 0
MAGAL SECURITY SYS LTD ORD M6786D104 59 11,406 SH   DFND 1 11,406 0 0
MAGELLAN HEALTH INC COM NEW 559079207 21,010 318,728 SH   DFND 1 318,728 0 0
MAGENTA THERAPEUTICS INC COM 55910K108 1,991 120,938 SH   DFND 1 120,938 0 0
MAGIC SOFTWARE ENTERPRISES ORD 559166103 243 29,103 SH   DFND 1 29,103 0 0
MAGNA INTERNATIONAL INC COM 559222401 214 4,401 SH   DFND 1 3,887 0 514
MAGNOLIA OIL & GAS CORP CL A 559663109 8,180 681,701 SH   DFND 1 681,701 0 0
MAGNOLIA OIL & GAS CORP *W EXP 07/31/202 559663117 6,700 1,976,600 SH   DFND 1 2 1,976,600 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 605 814,800 SH   DFND 1 814,800 0 0
MAJESCO COM 56068V102 612 86,912 SH   DFND 1 86,912 0 0
MAKEMYTRIP LTD SHS V5633W109 1,313 47,608 SH   DFND 1 47,608 0 0
MALIBU BOATS INC - A COM CL A 56117J100 10,019 253,155 SH   DFND 1 253,155 0 0
MALLINCKRODT PLC SHS G5785G107 22,433 1,031,890 SH   DFND 1 1,016,160 0 15,730
MALLINCKRODT PLC SHS G5785G107 711 32,748 SH   DFND 1 2 32,748 0 0
MALVERN BANCORP INC COM 561409103 2,527 125,631 SH   DFND 1 125,631 0 0
MAMMOTH ENERGY SERVICES INC COM 56155L108 3,040 182,639 SH   DFND 1 182,639 0 0
MANHATTAN ASSOCIATES INC COM 562750109 48,290 876,251 SH   DFND 1 864,073 0 12,178
MANITEX INTERNATIONAL INC COM 563420108 1,325 173,299 SH   DFND 1 173,299 0 0
MANITOWOC COMPANY INC COM NEW 563571405 6,673 406,685 SH   DFND 1 406,685 0 0
MANNING & NAPIER INC CL A 56382Q102 159 76,062 SH   DFND 1 76,062 0 0
MANNKIND CORP COM NEW 56400P706 4,239 2,152,020 SH   DFND 1 2,152,020 0 0
MANPOWERGROUP INC COM 56418H100 67,384 815,464 SH   DFND 1 803,954 0 11,510
MANPOWERGROUP INC COM 56418H100 943 11,409 SH   DFND 1 2 11,409 0 0
MANTECH INTERNATIONAL CORP-A CL A 564563104 17,629 326,350 SH   DFND 1 326,350 0 0
MANULIFE FINANCIAL CORP COM 56501R106 273 16,171 SH   DFND 1 14,524 0 1,647
MARATHON OIL CORP COM 565849106 202,889 12,161,871 SH   DFND 1 12,120,339 0 41,532
MARATHON OIL CORP COM 565849106 101 6,061 SH   DFND 1 2 6,061 0 0
MARATHON PATENT GROUP INC COM PAR 56585W302 49 94,258 SH   DFND 1 94,258 0 0
MARATHON PETROLEUM CORP COM 56585A102 529,060 8,856,308 SH   DFND 1 8,821,356 0 34,952
MARATHON PETROLEUM CORP COM 56585A102 207 3,467 SH   DFND 1 2 3,467 0 0
MARCHEX INC-CLASS B CL B 56624R108 1,118 236,513 SH   DFND 1 235,328 0 1,185
MARCUS & MILLICHAP INC COM 566324109 10,594 260,108 SH   DFND 1 260,108 0 0
MARCUS & MILLICHAP INC COM 566324109 674 16,550 SH   DFND 1 2 16,550 0 0
MARCUS CORPORATION COM 566330106 9,911 247,478 SH   DFND 1 247,478 0 0
MARIN SOFTWARE INC COM NEW 56804T205 108 23,659 SH   DFND 1 23,659 0 0
MARINE PRODUCTS CORP COM 568427108 1,075 79,863 SH   DFND 1 79,863 0 0
MARINEMAX INC COM 567908108 4,810 251,062 SH   DFND 1 251,062 0 0
MARINEMAX INC COM 567908108 37 1,982 SH   DFND 1 2 1,982 0 0
MARINUS PHARMACEUTICALS INC COM 56854Q101 2,532 605,856 SH   DFND 1 605,856 0 0
MARKEL CORP COM 570535104 128,976 129,566 SH   DFND 1 129,566 0 0
MARKER THERAPEUTICS INC COM 57055L107 1,572 238,272 SH   DFND 1 238,272 0 0
MARKETAXESS HOLDINGS INC COM 57060D108 129,640 526,823 SH   DFND 1 519,770 0 7,053
MARLIN BUSINESS SERVICES INC COM 571157106 3,079 143,218 SH   DFND 1 143,218 0 0
MARLIN BUSINESS SERVICES INC COM 571157106 99 4,623 SH   DFND 1 2 4,623 0 0
MARRIOTT INTERNATIONAL -CL A CL A 571903202 453,561 3,632,814 SH   DFND 1 3,604,203 0 28,611
MARRIOTT VACATIONS WORLD COM 57164Y107 44,549 476,467 SH   DFND 1 469,082 0 7,385
MARRONE BIO INNOVATIONS INC COM 57165B106 717 469,041 SH   DFND 1 469,041 0 0
MARSH & MCLENNAN COS COM 571748102 703,235 7,500,987 SH   DFND 1 7,476,045 0 24,942
MARSH & MCLENNAN COS COM 571748102 30 326 SH   DFND 1 2 326 0 0
MARTEN TRANSPORT LTD COM 573075108 9,098 510,318 SH   DFND 1 510,318 0 0
MARTIN MARIETTA MATERIALS COM 573284106 166,873 831,001 SH   DFND 1 827,857 0 3,144
MARTIN MIDSTREAM PARTNERS LP UNIT L P INT 573331105 566 45,533 SH   DFND 1 45,533 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 124,624 6,270,374 SH   DFND 1 6,269,474 0 900
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 497 25,000 SH   DFND 1 2 25,000 0 0
MASCO CORP COM 574599106 154,628 3,941,078 SH   DFND 1 3,925,735 0 15,343
MASIMO CORP COM 574795100 79,618 575,778 SH   DFND 1 566,287 0 9,491
MASONITE INTERNATIONAL CORP COM 575385109 15,015 300,974 SH   DFND 1 300,974 0 0
MASONITE INTERNATIONAL CORP COM 575385109 1,139 22,841 SH   DFND 1 2 22,841 0 0
MASTEC INC COM 576323109 34,389 714,968 SH   DFND 1 703,433 0 11,535
MASTERCARD INC - A CL A 57636Q104 2,983,669 12,692,989 SH   DFND 1 12,647,279 0 45,710
MASTERCRAFT BOAT HOLDINGS IN COM 57637H103 7,566 335,247 SH   DFND 1 335,247 0 0
MASTERCRAFT BOAT HOLDINGS IN COM 57637H103 58 2,581 SH   DFND 1 2 2,581 0 0
MATADOR RESOURCES CO COM 576485205 23,088 1,194,419 SH   DFND 1 1,175,043 0 19,376
MATCH GROUP INC COM 57665R106 34,202 604,180 SH   DFND 1 604,180 0 0
MATERIALISE NV-ADR SPONSORED ADS 57667T100 229 14,582 SH   DFND 1 14,582 0 0
MATERION CORP COM 576690101 13,905 243,702 SH   DFND 1 243,702 0 0
MATINAS BIOPHARMA HOLDINGS I COM 576810105 743 682,332 SH   DFND 1 682,332 0 0
MATLIN AND PARTNERS ACQ-CW21 *W EXP 03/15/202 91274U119 294 292,000 SH   DFND 1 2 292,000 0 0
MATRIX SERVICE CO COM 576853105 8,337 425,813 SH   DFND 1 425,813 0 0
MATRIX SERVICE CO COM 576853105 152 7,782 SH   DFND 1 2 7,782 0 0
MATSON INC COM 57686G105 17,947 497,308 SH   DFND 1 497,308 0 0
MATTEL INC COM 577081102 67,233 5,180,059 SH   DFND 1 5,162,881 0 17,178
MATTHEWS INTL CORP-CLASS A CL A 577128101 14,494 392,278 SH   DFND 1 392,278 0 0
MAUI LAND & PINEAPPLE CO COM 577345101 1,094 95,787 SH   DFND 1 95,787 0 0
MAXAR TECHNOLOGIES INC COM 57778K105 969 241,118 SH   DFND 1 241,118 0 0
MAXIM INTEGRATED PRODUCTS COM 57772K101 241,991 4,554,342 SH   DFND 1 4,528,634 0 25,708
MAXIMUS INC COM 577933104 66,197 932,623 SH   DFND 1 920,673 0 11,950
MAXLINEAR INC COM 57776J100 18,304 716,977 SH   DFND 1 716,977 0 0
MAXWELL TECHNOLOGIES INC COM 577767106 2,279 510,042 SH   DFND 1 510,042 0 0
MBIA INC COM 55262C100 9,883 1,038,175 SH   DFND 1 1,038,175 0 0
MBT FINANCIAL CORP COM 578877102 2,366 236,225 SH   DFND 1 236,225 0 0
MCCLATCHY CO-CLASS A CL A NEW 579489303 168 33,626 SH   DFND 1 33,626 0 0
MCCORMICK & CO-NON VTG SHRS COM NON VTG 579780206 280,334 1,864,060 SH   DFND 1 1,857,806 0 6,254
MCCORMICK & CO-NON VTG SHRS COM NON VTG 579780206 29 199 SH   DFND 1 2 199 0 0
MCDERMOTT INTL INC COM 580037703 15,623 2,099,905 SH   DFND 1 2,065,998 0 33,907
MCDERMOTT INTL INC COM 580037703 55 7,494 SH   DFND 1 2 7,494 0 0
MCDONALD'S CORP COM 580135101 2,276,207 11,998,993 SH   DFND 1 11,959,792 0 39,201
MCEWEN MINING INC COM 58039P107 3,213 2,142,140 SH   DFND 1 2,142,140 0 0
MCGRATH RENTCORP COM 580589109 16,771 296,467 SH   DFND 1 296,467 0 0
MCHP 1.625 02/15/25 NOTE 1.625% 2/1 595017AD6 28,499 17,540,000 PRN   DFND 1 2 17,540,000 0 0
MCHP 2.25 02/15/37 NOTE 2.250% 2/1 595017AH7 9,917 9,000,000 PRN   DFND 1 2 9,000,000 0 0
MCKESSON CORP COM 58155Q103 291,383 2,493,883 SH   DFND 1 2,483,994 0 9,889
MCKESSON CORP COM 58155Q103 259 2,218 SH   DFND 1 2 2,218 0 0
MDC HOLDINGS INC COM 552676108 16,265 559,735 SH   DFND 1 559,735 0 0
MDC PARTNERS INC-A CL A SUB VTG 552697104 594 264,164 SH   DFND 1 264,164 0 0
MDCO 2.75 07/15/23 NOTE 2.750% 7/1 584688AG0 6,309 7,500,000 PRN   DFND 1 2 7,500,000 0 0
MDU RESOURCES GROUP INC COM 552690109 78,846 3,052,504 SH   DFND 1 3,015,775 0 36,729
MECHEL PJSC-SPONSORED ADR SPONSORED ADR NE 583840608 26 13,492 SH   DFND 1 13,492 0 0
MEDEQUITIES REALTY TRUST INC COM 58409L306 4,058 364,676 SH   DFND 1 364,676 0 0
MEDICAL PROPERTIES TRUST INC COM 58463J304 83,731 4,523,595 SH   DFND 1 4,452,213 0 71,382
MEDICINES COMPANY COM 584688105 23,349 835,393 SH   DFND 1 835,393 0 0
MEDICINOVA INC COM NEW 58468P206 3,579 432,302 SH   DFND 1 432,302 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 55,044 751,557 SH   DFND 1 739,892 0 11,665
MEDIFAST INC COM 58470H101 23,505 184,286 SH   DFND 1 184,286 0 0
MEDIFAST INC COM 58470H101 653 5,127 SH   DFND 1 2 5,127 0 0
MEDIWOUND LTD ORD SHS M68830104 71 14,279 SH   DFND 1 14,279 0 0
MEDLEY MANAGEMENT INC - A CL A COM 58503T106 119 34,755 SH   DFND 1 33,543 0 1,212
MEDNAX INC COM 58502B106 26,333 969,211 SH   DFND 1 952,743 0 16,468
MEDNAX INC COM 58502B106 722 26,588 SH   DFND 1 2 26,588 0 0
MEDPACE HOLDINGS INC COM 58506Q109 20,557 348,617 SH   DFND 1 348,059 0 558
MEDPACE HOLDINGS INC COM 58506Q109 235 4,000 SH   DFND 1 2 4,000 0 0
MEDTRONIC PLC SHS G5960L103 1,593,828 17,528,513 SH   DFND 1 17,458,598 0 69,915
MEET GROUP INC/THE COM 58513U101 5,801 1,153,307 SH   DFND 1 1,149,918 0 3,389
MEET GROUP INC/THE COM 58513U101 484 96,318 SH   DFND 1 2 96,318 0 0
MEI PHARMA INC COM NEW 55279B202 802 261,278 SH   DFND 1 261,278 0 0
MEIRAGTX HOLDINGS PLC COM G59665102 1,162 67,470 SH   DFND 1 67,470 0 0
MELCO RESORTS & ENTERT-ADR ADR 585464100 22,918 1,025,030 SH   DFND 1 1,025,030 0 0
MELINTA THERAPEUTICS INC COM NEW 58549G209 438 123,382 SH   DFND 1 123,382 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 4,653 39,320 SH   DFND 1 39,320 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 334 2,828 SH   DFND 1 2 2,828 0 0
MENLO THERAPEUTICS INC COM 586858102 700 89,206 SH   DFND 1 89,206 0 0
MERCADOLIBRE INC COM 58733R102 14,923 29,721 SH   DFND 1 27,802 0 1,919
MERCANTILE BANK CORP COM 587376104 6,548 200,140 SH   DFND 1 200,140 0 0
MERCER INTERNATIONAL INC COM 588056101 5,259 389,332 SH   DFND 1 389,332 0 0
MERCER INTERNATIONAL INC COM 588056101 646 47,839 SH   DFND 1 2 47,839 0 0
MERCHANTS BANCORP/IN COM 58844R108 3,991 185,636 SH   DFND 1 185,636 0 0
MERCK & CO. INC. COM 58933Y105 3,143,842 37,856,313 SH   DFND 1 37,723,508 0 132,805
MERCURY GENERAL CORP COM 589400100 14,176 283,124 SH   DFND 1 278,040 0 5,084
MERCURY SYSTEMS INC COM 589378108 37,346 582,807 SH   DFND 1 582,807 0 0
MEREDITH CORP COM 589433101 25,103 454,286 SH   DFND 1 446,423 0 7,863
MERIDIAN BANCORP INC COM 58958U103 10,309 657,100 SH   DFND 1 657,100 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 14,791 839,921 SH   DFND 1 837,056 0 2,865
MERIT MEDICAL SYSTEMS INC COM 589889104 40,637 657,246 SH   DFND 1 657,246 0 0
MERITAGE HOMES CORP COM 59001A102 18,980 424,533 SH   DFND 1 424,533 0 0
MERITAGE HOMES CORP COM 59001A102 191 4,280 SH   DFND 1 2 4,280 0 0
MERITOR INC COM 59001K100 19,165 941,786 SH   DFND 1 941,786 0 0
MERRIMACK PHARMACEUTICALS IN COM NEW 590328209 562 80,898 SH   DFND 1 80,898 0 0
MERSANA THERAPEUTICS INC COM 59045L106 1,944 369,661 SH   DFND 1 369,661 0 0
MERUS NV COM N5749R100 221 14,987 SH   DFND 1 14,987 0 0
MESA AIR GROUP INC COM NEW 590479135 1,145 137,300 SH   DFND 1 137,300 0 0
MESA LABORATORIES INC COM 59064R109 9,789 42,469 SH   DFND 1 42,469 0 0
META FINANCIAL GROUP INC COM 59100U108 6,835 347,316 SH   DFND 1 347,316 0 0
METHANEX CORP COMSTK 59151K108 3,702 65,149 SH   DFND 1 65,149 0 0
METHANEX CORP COM 59151K108 3,535 62,245 SH   DFND 1 62,245 0 0
METHANEX CORP COMSTK 59151K108 1,247 21,972 SH   DFND 1 2 21,972 0 0
METHODE ELECTRONICS INC COM 591520200 12,040 418,376 SH   DFND 1 418,376 0 0
METLIFE INC COM 59156R108 535,182 12,594,244 SH   DFND 1 12,542,446 0 51,798
METLIFE INC COM 59156R108 407 9,578 SH   DFND 1 2 9,578 0 0
METROPOLITAN BANK HOLDING CO COM 591774104 2,047 58,864 SH   DFND 1 58,864 0 0
METTLER-TOLEDO INTERNATIONAL COM 592688105 277,975 384,994 SH   DFND 1 383,770 0 1,224
MFA FINANCIAL INC COM 55272X102 67,177 9,176,561 SH   DFND 1 9,176,561 0 0
MFA FINANCIAL INC COM 55272X102 30 4,150 SH   DFND 1 2 4,150 0 0
MFS INTERMEDIATE INC TRUST SH BEN INT 55273C107 1,081 284,693 SH   DFND 1 2 284,693 0 0
MGE ENERGY INC COM 55277P104 29,365 432,041 SH   DFND 1 432,041 0 0
MGIC INVESTMENT CORP COM 552848103 57,086 4,327,988 SH   DFND 1 4,327,988 0 0
MGM RESORTS INTERNATIONAL COM 552953101 177,891 6,945,019 SH   DFND 1 6,919,832 0 25,187
MGM RESORTS INTERNATIONAL COM 552953101 331 12,921 SH   DFND 1 2 12,921 0 0
MGP INGREDIENTS INC COM 55303J106 12,586 163,148 SH   DFND 1 163,148 0 0
MICHAELS COS INC/THE COM 59408Q106 12,044 1,054,681 SH   DFND 1 1,037,843 0 16,838
MICHAELS COS INC/THE COM 59408Q106 364 31,937 SH   DFND 1 2 31,937 0 0
MICRO FOCUS INTL-SPN ADR SPON ADR NEW 594837304 259 10,070 SH   DFND 1 9,000 0 1,070
MICROBOT MEDICAL INC COM NEW 59503A204 323 41,734 SH   DFND 1 41,734 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 271,946 3,283,798 SH   DFND 1 3,260,839 0 22,959
MICRON TECHNOLOGY INC COM 595112103 628,254 15,228,344 SH   DFND 1 15,124,212 0 104,132
MICRON TECHNOLOGY INC COM 595112103 185 4,494 SH   DFND 1 2 4,494 0 0
MICROSOFT CORP COM 594918104 11,949,033 101,479,425 SH   DFND 1 100,793,725 0 685,700
MICROSTRATEGY INC-CL A CL A NEW 594972408 15,949 110,566 SH   DFND 1 110,566 0 0
MICROVISION INC COM NEW 594960304 592 611,381 SH   DFND 1 611,381 0 0
MICT INC COM 55328R109 14 11,589 SH   DFND 1 11,589 0 0
MID PENN BANCORP INC COM 59540G107 1,231 50,264 SH   DFND 1 50,264 0 0
MID-AMERICA APARTMENT COMM COM 59522J103 216,853 1,986,241 SH   DFND 1 1,980,613 0 5,628
MIDDLEBY CORP COM 596278101 76,846 591,389 SH   DFND 1 591,389 0 0
MIDDLEFIELD BANC CORP COM NEW 596304204 1,061 25,752 SH   DFND 1 25,752 0 0
MIDDLESEX WATER CO COM 596680108 12,226 218,367 SH   DFND 1 218,367 0 0
MIDLAND STATES BANCORP INC COM 597742105 5,999 249,344 SH   DFND 1 249,344 0 0
MIDSOUTH BANCORP INC COM 598039105 1,649 144,547 SH   DFND 1 144,547 0 0
MIDSTATES PETROLEUM CO INC COM PAR 59804T407 2,381 243,738 SH   DFND 1 243,738 0 0
MIDWESTONE FINANCIAL GROUP I COM 598511103 3,054 112,095 SH   DFND 1 112,095 0 0
MILACRON HOLDINGS CORP COM 59870L106 9,213 813,931 SH   DFND 1 813,931 0 0
MILACRON HOLDINGS CORP COM 59870L106 572 50,610 SH   DFND 1 2 50,610 0 0
MILESTONE SCIENTIFIC INC COM NEW 59935P209 41 126,110 SH   DFND 1 126,110 0 0
MILLENDO THERAPEUTICS INC COM 60040X103 214 14,327 SH   DFND 1 14,327 0 0
MILLER INDUSTRIES INC/TENN COM NEW 600551204 4,047 131,213 SH   DFND 1 131,213 0 0
MILLICOM INTL CELLULAR S.A. COM STK L6388F110 3,567 58,229 SH   DFND 1 58,229 0 0
MIMECAST LTD ORD SHS G14838109 2,244 47,405 SH   DFND 1 47,405 0 0
MINERALS TECHNOLOGIES INC COM 603158106 25,415 432,315 SH   DFND 1 425,716 0 6,599
MINERVA NEUROSCIENCES INC COM 603380106 2,990 380,498 SH   DFND 1 380,498 0 0
MIRAGEN THERAPEUTICS INC COM 60463E103 673 241,264 SH   DFND 1 241,264 0 0
MIRATI THERAPEUTICS INC COM 60468T105 27,245 371,703 SH   DFND 1 371,703 0 0
MISONIX INC COM 604871103 725 37,735 SH   DFND 1 37,735 0 0
MISTRAS GROUP INC COM 60649T107 2,708 196,117 SH   DFND 1 196,117 0 0
MISTRAS GROUP INC COM 60649T107 23 1,690 SH   DFND 1 2 1,690 0 0
MITCHAM INDUSTRIES INC COM 606501104 277 70,654 SH   DFND 1 70,654 0 0
MITEK SYSTEMS INC COM NEW 606710200 5,379 439,529 SH   DFND 1 439,529 0 0
MITSUBISHI UFJ FINL-SPON ADR SPONSORED ADS 606822104 467 94,355 SH   DFND 1 79,400 0 14,955
MIZUHO FINANCIAL GROUP-ADR SPONSORED ADR 60687Y109 82 26,861 SH   DFND 1 4,237 0 22,624
MKS INSTRUMENTS INC COM 55306N104 55,726 598,883 SH   DFND 1 588,731 0 10,152
MOBILE MINI INC COM 60740F105 18,653 549,611 SH   DFND 1 549,460 0 151
MOBILEIRON INC COM NEW 60739U204 5,435 993,606 SH   DFND 1 993,606 0 0
MOBILEIRON INC COM NEW 60739U204 283 51,801 SH   DFND 1 2 51,801 0 0
MODEL N INC COM 607525102 5,425 309,308 SH   DFND 1 309,308 0 0
MODERNA INC COM 60770K107 5,700 280,136 SH   DFND 1 280,136 0 0
MODINE MANUFACTURING CO COM 607828100 7,875 567,786 SH   DFND 1 567,786 0 0
MOELIS & CO - CLASS A CL A 60786M105 23,781 571,543 SH   DFND 1 570,991 0 552
MOELIS & CO - CLASS A CL A 60786M105 102 2,462 SH   DFND 1 2 2,462 0 0
MOHAWK INDUSTRIES INC COM 608190104 110,985 881,270 SH   DFND 1 878,235 0 3,035
MOHAWK INDUSTRIES INC COM 608190104 41 329 SH   DFND 1 2 329 0 0
MOLECULAR TEMPLATES INC COM 608550109 825 142,018 SH   DFND 1 142,018 0 0
MOLECULIN BIOTECH INC COM 60855D101 102 126,497 SH   DFND 1 126,497 0 0
MOLINA HEALTHCARE INC COM 60855R100 93,392 657,879 SH   DFND 1 646,125 0 11,754
MOLINA HEALTHCARE INC COM 60855R100 962 6,778 SH   DFND 1 2 6,778 0 0
MOLSON COORS BREWING CO -B CL B 60871R209 160,512 2,695,497 SH   DFND 1 2,686,231 0 9,266
MOLSON COORS BREWING CO -B CL B 60871R209 133 2,241 SH   DFND 1 2 2,241 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 17,613 1,212,194 SH   DFND 1 1,212,194 0 0
MOMO INC-SPON ADR ADR 60879B107 15,381 404,360 SH   DFND 1 404,300 0 60
MONARCH CASINO & RESORT INC COM 609027107 6,720 153,024 SH   DFND 1 153,024 0 0
MONDELEZ INTERNATIONAL INC-A CL A 609207105 972,352 19,513,488 SH   DFND 1 19,379,268 0 134,220
MONEYGRAM INTERNATIONAL INC COM NEW 60935Y208 818 401,443 SH   DFND 1 401,443 0 0
MONGODB INC CL A 60937P106 32,782 222,977 SH   DFND 1 222,977 0 0
MONGODB INC CL A 60937P106 49 338 SH   DFND 1 2 338 0 0
MONMOUTH REAL ESTATE INV COR CL A 609720107 14,040 1,065,301 SH   DFND 1 1,065,301 0 0
MONOCLE ACQUISITION COR-CW24 *W EXP 12/06/202 609754114 112 350,000 SH   DFND 1 2 350,000 0 0
MONOLITHIC POWER SYSTEMS INC COM 609839105 61,365 452,917 SH   DFND 1 445,522 0 7,395
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 10,927 549,374 SH   DFND 1 549,374 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 282 14,198 SH   DFND 1 2 14,198 0 0
MONRO INC COM 610236101 37,486 433,269 SH   DFND 1 433,269 0 0
MONSTER BEVERAGE CORP COM 61174X109 279,533 5,126,455 SH   DFND 1 5,084,081 0 42,374
MONSTER BEVERAGE CORP COM 61174X109 273 5,002 SH   DFND 1 2 5,002 0 0
MONTAGE RESOURCES CORP COM 61179L100 1,188 78,998 SH   DFND 1 78,998 0 0
MOODY'S CORP COM 615369105 465,434 2,573,700 SH   DFND 1 2,565,347 0 8,353
MOOG INC-CLASS A CL A 615394202 42,129 484,529 SH   DFND 1 484,529 0 0
MORGAN STANLEY COM NEW 617446448 740,128 17,570,092 SH   DFND 1 17,503,530 0 66,562
MORGAN STANLEY COM NEW 617446448 78 1,863 SH   DFND 1 2 1,863 0 0
MORGAN STANLEY INDIA INVEST COM 61745C105 4,662 223,104 SH   DFND 1 2 223,104 0 0
MORNINGSTAR INC COM 617700109 35,434 281,247 SH   DFND 1 281,247 0 0
MORNINGSTAR INC COM 617700109 7 63 SH   DFND 1 2 63 0 0
MOSAIC ACQUISITION CORP-CL A COM CL A 61946M100 3,024 300,000 SH   DFND 1 2 300,000 0 0
MOSAIC CO/THE COM 61945C103 139,104 5,102,285 SH   DFND 1 5,084,474 0 17,811
MOSAIC CO/THE COM 61945C103 131 4,825 SH   DFND 1 2 4,825 0 0
MOSYS INC COM NEW 619718208 3 22,618 SH   DFND 1 22,618 0 0
MOTORCAR PARTS OF AMERICA IN COM 620071100 4,199 222,559 SH   DFND 1 222,559 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 335,893 2,396,061 SH   DFND 1 2,387,442 0 8,619
MOUNTAIN PROVINCE DIAMONDS COM NEW 62426E402 64 73,559 SH   DFND 1 73,559 0 0
MOVADO GROUP INC COM 624580106 11,771 323,572 SH   DFND 1 323,572 0 0
MR COOPER GROUP INC COM 62482R107 5,513 574,901 SH   DFND 1 573,192 0 1,709
MRC GLOBAL INC COM 55345K103 17,125 979,747 SH   DFND 1 979,747 0 0
MSA SAFETY INC COM 553498106 44,219 427,651 SH   DFND 1 421,098 0 6,553
MSC INDUSTRIAL DIRECT CO-A CL A 553530106 42,040 508,289 SH   DFND 1 499,436 0 8,853
MSC INDUSTRIAL DIRECT CO-A CL A 553530106 34 423 SH   DFND 1 2 423 0 0
MSCI INC COM 55354G100 268,395 1,351,376 SH   DFND 1 1,347,212 0 4,164
MSCI INC COM 55354G100 38 196 SH   DFND 1 2 196 0 0
MSG NETWORKS INC- A CL A 553573106 15,654 719,751 SH   DFND 1 719,751 0 0
MTBC INC COM 55378G102 166 37,854 SH   DFND 1 37,854 0 0
MTECH ACQUISITION CORP-CW24 *W EXP 08/01/202 55378W115 96 150,000 SH   DFND 1 2 150,000 0 0
MTOR 3.25 10/15/37 NOTE 3.250%10/1 59001KAF7 9,623 10,000,000 PRN   DFND 1 2 10,000,000 0 0
MTS SYSTEMS CORP COM 553777103 12,150 223,109 SH   DFND 1 222,947 0 162
MUDRICK CAPITAL ACQUISI *W EXP 02/12/202 624745113 818 1,604,115 SH   DFND 1 2 1,604,115 0 0
MUELLER INDUSTRIES INC COM 624756102 20,530 655,076 SH   DFND 1 655,076 0 0
MUELLER WATER PRODUCTS INC-A COM SER A 624758108 18,048 1,797,694 SH   DFND 1 1,797,694 0 0
MULTI-COLOR CORP COM 625383104 8,764 175,680 SH   DFND 1 175,680 0 0
MURPHY OIL CORP COM 626717102 51,870 1,770,312 SH   DFND 1 1,739,587 0 30,725
MURPHY USA INC COM 626755102 29,718 347,092 SH   DFND 1 341,474 0 5,618
MUSTANG BIO INC COM 62818Q104 606 177,772 SH   DFND 1 177,772 0 0
MUTUALFIRST FINANCIAL INC COM 62845B104 1,940 64,744 SH   DFND 1 64,744 0 0
MVB FINANCIAL CORP COM 553810102 1,762 115,576 SH   DFND 1 115,576 0 0
MY SIZE INC COM 62844N109 36 46,419 SH   DFND 1 46,419 0 0
MYERS INDUSTRIES INC COM 628464109 11,327 662,052 SH   DFND 1 662,052 0 0
MYLAN NV SHS EURO N59465109 233,566 8,254,208 SH   DFND 1 8,206,839 0 47,369
MYLAN NV SHS EURO N59465109 297 10,485 SH   DFND 1 2 10,485 0 0
MYOKARDIA INC COM 62857M105 22,171 426,464 SH   DFND 1 426,464 0 0
MYOMO INC COM 62857J102 58 48,371 SH   DFND 1 48,371 0 0
MYR GROUP INC/DELAWARE COM 55405W104 7,102 205,093 SH   DFND 1 205,093 0 0
MYRIAD GENETICS INC COM 62855J104 30,768 926,773 SH   DFND 1 926,773 0 0
N B T BANCORP INC COM 628778102 20,087 557,824 SH   DFND 1 557,824 0 0
NABORS INDUSTRIES LTD SHS G6359F103 12,585 3,658,561 SH   DFND 1 3,658,561 0 0
NABORS INDUSTRIES LTD SHS G6359F103 437 127,201 SH   DFND 1 2 127,201 0 0
NABRIVA THERAPEUTICS PLC SHS G63637105 114 46,739 SH   DFND 1 46,739 0 0
NACCO INDUSTRIES-CL A CL A 629579103 1,708 44,709 SH   DFND 1 44,709 0 0
NANOMETRICS INC COM 630077105 9,041 292,806 SH   DFND 1 292,806 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 9,025 377,175 SH   DFND 1 377,175 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 306 12,818 SH   DFND 1 2 12,818 0 0
NANOVIRICIDES INC COM NEW 630087203 47 175,983 SH   DFND 1 175,983 0 0
NANTHEALTH INC COM 630104107 356 386,960 SH   DFND 1 386,960 0 0
NANTKWEST INC COM 63016Q102 539 341,369 SH   DFND 1 341,369 0 0
NAPCO SECURITY TECHNOLOGIES COM 630402105 3,108 149,872 SH   DFND 1 149,872 0 0
NASDAQ INC COM 631103108 153,733 1,759,963 SH   DFND 1 1,754,245 0 5,718
NATERA INC COM 632307104 10,510 509,725 SH   DFND 1 509,725 0 0
NATHAN'S FAMOUS INC COM 632347100 2,321 33,935 SH   DFND 1 33,935 0 0
NATIONAL BANK HOLD-CL A CL A 633707104 10,396 312,577 SH   DFND 1 312,577 0 0
NATIONAL BANKSHARES INC/VA COM 634865109 3,392 79,170 SH   DFND 1 79,170 0 0
NATIONAL BEVERAGE CORP COM 635017106 10,389 179,963 SH   DFND 1 179,871 0 92
NATIONAL CINEMEDIA INC COM 635309107 5,962 845,806 SH   DFND 1 844,533 0 1,273
NATIONAL CINEMEDIA INC COM 635309107 0 100 SH   DFND 1 2 100 0 0
NATIONAL ENERGY SERVICES REU SHS G6375R107 172 16,518 SH   DFND 1 16,518 0 0
NATIONAL FUEL GAS CO COM 636180101 53,138 871,687 SH   DFND 1 855,525 0 16,162
NATIONAL GENERAL HLDGS COM 636220303 21,164 891,895 SH   DFND 1 891,895 0 0
NATIONAL GENERAL HLDGS COM 636220303 857 36,147 SH   DFND 1 2 36,147 0 0
NATIONAL GRID PLC-SP ADR SPONSORED ADR NE 636274409 1,687 30,226 SH   DFND 1 28,845 0 1,381
NATIONAL HEALTHCARE CORP COM 635906100 14,566 191,961 SH   DFND 1 191,961 0 0
NATIONAL HEALTHCARE CORP COM 635906100 935 12,326 SH   DFND 1 2 12,326 0 0
NATIONAL INSTRUMENTS CORP COM 636518102 62,583 1,410,800 SH   DFND 1 1,389,745 0 21,055
NATIONAL INSTRUMENTS CORP COM 636518102 37 838 SH   DFND 1 2 838 0 0
NATIONAL OILWELL VARCO INC COM 637071101 139,149 5,232,965 SH   DFND 1 5,213,479 0 19,486
NATIONAL PRESTO INDS INC COM 637215104 7,102 65,434 SH   DFND 1 65,434 0 0
NATIONAL PRESTO INDS INC COM 637215104 66 615 SH   DFND 1 2 615 0 0
NATIONAL RESEARCH CORP COM NEW 637372202 5,959 154,403 SH   DFND 1 154,403 0 0
NATIONAL RETAIL PROPERTIES COM 637417106 103,371 1,867,411 SH   DFND 1 1,837,182 0 30,229
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 24,097 845,233 SH   DFND 1 842,555 0 2,678
NATIONAL VISION HOLDINGS INC COM 63845R107 24,468 778,504 SH   DFND 1 778,504 0 0
NATIONAL WESTERN LIFE GROU-A CL A 638517102 7,851 29,913 SH   DFND 1 29,913 0 0
NATL HEALTH INVESTORS INC COM 63633D104 39,894 507,889 SH   DFND 1 507,889 0 0
NATURAL ALTERNATIVES INTL COM NEW 638842302 275 23,978 SH   DFND 1 23,978 0 0
NATURAL GAS SERVICES GROUP COM 63886Q109 2,416 139,606 SH   DFND 1 139,606 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 2,040 170,714 SH   DFND 1 170,714 0 0
NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 1,303 100,545 SH   DFND 1 100,337 0 208
NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 125 9,702 SH   DFND 1 2 9,702 0 0
NATURAL RESOURCE PARTNERS LP COM UNIT LTD PAR 63900P608 363 8,662 SH   DFND 1 2 8,662 0 0
NATURES SUNSHINE PRODS INC COM 639027101 765 82,449 SH   DFND 1 82,449 0 0
NATUS MEDICAL INC COM 639050103 10,504 413,888 SH   DFND 1 413,888 0 0
NAUTILUS INC COM 63910B102 1,810 325,547 SH   DFND 1 325,547 0 0
NAUTILUS INC COM 63910B102 338 60,946 SH   DFND 1 2 60,946 0 0
NAVIDEA BIOPHARMACEUTICALS I COM 63937X103 99 720,207 SH   DFND 1 720,207 0 0
NAVIENT CORP COM 63938C108 29,520 2,551,428 SH   DFND 1 2,509,546 0 41,882
NAVIENT CORP COM 63938C108 459 39,731 SH   DFND 1 2 39,731 0 0
NAVIGANT CONSULTING INC COM 63935N107 10,447 536,604 SH   DFND 1 536,604 0 0
NAVIGATORS GROUP INC COM 638904102 19,688 281,793 SH   DFND 1 281,793 0 0
NAVISTAR INTERNATIONAL CORP COM 63934E108 22,069 683,271 SH   DFND 1 683,271 0 0
NAVISTAR INTERNATIONAL CORP COM 63934E108 196 6,069 SH   DFND 1 2 6,069 0 0
NCI BUILDING SYSTEMS INC COM NEW 628852204 3,151 511,552 SH   DFND 1 511,552 0 0
NCI BUILDING SYSTEMS INC COM NEW 628852204 826 134,143 SH   DFND 1 2 134,143 0 0
NCR CORPORATION COM 62886E108 33,823 1,239,425 SH   DFND 1 1,215,434 0 23,991
NCS MULTISTAGE HOLDINGS INC COM 628877102 956 184,658 SH   DFND 1 184,658 0 0
NEENAH INC COM 640079109 12,455 193,522 SH   DFND 1 193,522 0 0
NEKTAR THERAPEUTICS COM 640268108 80,433 2,398,081 SH   DFND 1 2,389,148 0 8,933
NELNET INC-CL A CL A 64031N108 17,745 322,243 SH   DFND 1 322,243 0 0
NEOGEN CORP COM 640491106 38,515 671,112 SH   DFND 1 671,112 0 0
NEOGENOMICS INC COM NEW 64049M209 22,882 1,118,400 SH   DFND 1 1,118,400 0 0
NEON THERAPEUTICS INC COM 64050Y100 686 106,336 SH   DFND 1 106,336 0 0
NEONODE INC COM PAR 64051M709 55 17,533 SH   DFND 1 17,533 0 0
NEOPHOTONICS CORP COM 64051T100 2,473 393,312 SH   DFND 1 393,312 0 0
NEOS THERAPEUTICS INC COM 64052L106 1,233 472,591 SH   DFND 1 472,591 0 0
NEPTUNE WELLNESS SOLUTIONS I COM 64079L105 243 76,890 SH   DFND 1 76,890 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 131 36,698 SH   DFND 1 36,698 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 95 26,514 SH   DFND 1 2 26,514 0 0
NET ELEMENT INC COM PAR 64111R300 93 15,898 SH   DFND 1 15,898 0 0
NETAPP INC COM 64110D104 300,386 4,336,540 SH   DFND 1 4,313,239 0 23,301
NETAPP INC COM 64110D104 970 13,999 SH   DFND 1 2 13,999 0 0
NETEASE INC-ADR SPONSORED ADR 64110W102 58,954 245,307 SH   DFND 1 242,055 0 3,252
NETFLIX INC COM 64110L106 1,996,373 5,609,623 SH   DFND 1 5,568,877 0 40,746
NETFLIX INC COM 64110L106 236 662 SH   DFND 1 2 662 0 0
NETGEAR INC COM 64111Q104 15,026 453,703 SH   DFND 1 453,703 0 0
NETSCOUT SYSTEMS INC COM 64115T104 25,533 909,624 SH   DFND 1 896,504 0 13,120
NETSOL TECHNOLOGIES INC COM PAR $.001 64115A402 431 66,357 SH   DFND 1 66,357 0 0
NETWORK-1 TECHNOLOGIES INC COM 64121N109 174 67,212 SH   DFND 1 67,212 0 0
NEURALSTEM INC COM NEW 64127R401 37 83,079 SH   DFND 1 83,079 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 83,618 949,129 SH   DFND 1 948,900 0 229
NEURONETICS INC COM 64131A105 1,651 108,324 SH   DFND 1 108,324 0 0
NEVRO CORP COM 64157F103 21,281 340,454 SH   DFND 1 340,454 0 0
NEW AGE BEVERAGES CORP COM 64157V108 2,638 501,559 SH   DFND 1 501,559 0 0
NEW AMERICA HIGH INCOME FUND COM NEW 641876800 988 116,244 SH   DFND 1 2 116,244 0 0
NEW GERMANY FUND COM 644465106 820 58,761 SH   DFND 1 2 58,761 0 0
NEW HOME CO INC/THE COM 645370107 611 128,438 SH   DFND 1 128,438 0 0
NEW IRELAND FUND INC COM 645673104 306 34,056 SH   DFND 1 2 34,056 0 0
NEW JERSEY RESOURCES CORP COM 646025106 51,226 1,028,848 SH   DFND 1 1,011,938 0 16,910
NEW MEDIA INVESTMENT GROUP COM 64704V106 7,308 696,083 SH   DFND 1 696,083 0 0
NEW ORIENTAL EDUCATIO-SP ADR SPON ADR 647581107 27,627 308,709 SH   DFND 1 308,425 0 284
NEW ORIENTAL EDUCATIO-SP ADR SPON ADR 647581107 391 4,341 SH   DFND 1 2 4,341 0 0
NEW RELIC INC COM 64829B100 51,169 518,432 SH   DFND 1 518,432 0 0
NEW RELIC INC COM 64829B100 128 1,306 SH   DFND 1 2 1,306 0 0
NEW RESIDENTIAL INVESTMENT COM NEW 64828T201 83,312 4,901,290 SH   DFND 1 4,901,290 0 0
NEW SENIOR INVESTMENT GROUP COM 648691103 5,660 1,038,677 SH   DFND 1 1,038,677 0 0
NEW SENIOR INVESTMENT GROUP COM 648691103 282 51,881 SH   DFND 1 2 51,881 0 0
NEW YORK COMMUNITY BANCORP COM 649445103 59,183 5,115,292 SH   DFND 1 5,026,938 0 88,354
NEW YORK MORTGAGE TRUST INC COM PAR $.02 649604501 13,279 2,180,493 SH   DFND 1 2,180,493 0 0
NEW YORK TIMES CO-A CL A 650111107 54,142 1,648,175 SH   DFND 1 1,621,578 0 26,597
NEWELL BRANDS INC COM 651229106 91,742 5,990,722 SH   DFND 1 5,971,175 0 19,547
NEWLINK GENETICS CORP COM 651511107 941 487,981 SH   DFND 1 487,907 0 74
NEWMARK GROUP INC-CLASS A CL A 65158N102 16,521 1,980,976 SH   DFND 1 1,980,976 0 0
NEWMARKET CORP COM 651587107 39,254 90,541 SH   DFND 1 88,907 0 1,634
NEWMONT MINING CORP COM 651639106 275,394 7,711,863 SH   DFND 1 7,685,561 0 26,302
NEWPARK RESOURCES INC COM PAR $.01NEW 651718504 9,710 1,060,067 SH   DFND 1 1,060,067 0 0
NEWS CORP - CLASS A CL A 65249B109 73,671 5,931,337 SH   DFND 1 5,912,156 0 19,181
NEWS CORP - CLASS A CL A 65249B109 4 335 SH   DFND 1 2 335 0 0
NEWS CORP - CLASS B CL B 65249B208 21,340 1,710,701 SH   DFND 1 1,704,744 0 5,957
NEWTEK BUSINESS SERVICES COR COM NEW 652526203 335 17,076 SH   DFND 1 17,076 0 0
NEWTEK BUSINESS SERVICES COR COM NEW 652526203 12 652 SH   DFND 1 2 652 0 0
NEXGEN ENERGY LTD COMSTK 65340P106 64 39,734 SH   DFND 1 39,734 0 0
NEXPOINT RESIDENTIAL COM 65341D102 9,031 235,562 SH   DFND 1 235,562 0 0
NEXPOINT STRATEGIC OPPORTUNI COM NEW 65340G205 400 18,390 SH   DFND 1 2 18,390 0 0
NEXSTAR MEDIA GROUP INC-CL A CL A 65336K103 65,225 599,903 SH   DFND 1 599,903 0 0
NEXTDECADE CORP COM 65342K105 1,186 215,022 SH   DFND 1 215,022 0 0
NEXTERA ENERGY INC COM 65339F101 1,207,651 6,258,555 SH   DFND 1 6,234,381 0 24,174
NEXTGEN HEALTHCARE INC COM 65343C102 15,681 931,746 SH   DFND 1 931,746 0 0
NGL ENERGY PARTNERS LP COM UNIT REPST 62913M107 286 20,387 SH   DFND 1 2 20,387 0 0
NI HOLDINGS INC COM 65342T106 1,768 110,543 SH   DFND 1 110,543 0 0
NIC INC COM 62914B100 14,976 876,311 SH   DFND 1 876,311 0 0
NICE LTD - SPON ADR SPONSORED ADR 653656108 5,833 47,619 SH   DFND 1 47,335 0 284
NICHOLAS FINANCIAL INC COM NEW 65373J209 758 84,318 SH   DFND 1 84,318 0 0
NICOLET BANKSHARES INC COM 65406E102 5,267 88,375 SH   DFND 1 88,375 0 0
NIELSEN HOLDINGS PLC SHS EUR G6518L108 114,417 4,842,508 SH   DFND 1 4,823,521 0 18,987
NIGHTSTAR THERAPEUTICS PLC ADR 65413A101 209 8,267 SH   DFND 1 8,267 0 0
NII HOLDINGS INC COM PAR 62913F508 2,184 1,114,380 SH   DFND 1 1,114,380 0 0
NII HOLDINGS INC COM PAR 62913F508 509 260,000 SH   DFND 1 2 260,000 0 0
NIKE INC -CL B CL B 654106103 1,611,411 19,162,427 SH   DFND 1 19,098,941 0 63,486
NINE ENERGY SERVICE INC COM 65441V101 3,237 142,936 SH   DFND 1 142,936 0 0
NIO INC - ADR SPON ADS 62914V106 201 39,425 SH   DFND 1 2 39,425 0 0
NISOURCE INC COM 65473P105 147,065 5,140,439 SH   DFND 1 5,122,044 0 18,395
NL INDUSTRIES COM NEW 629156407 234 60,439 SH   DFND 1 60,439 0 0
NLIGHT INC COM 65487K100 3,502 157,207 SH   DFND 1 157,207 0 0
NMI HOLDINGS INC-CLASS A CL A 629209305 21,021 812,601 SH   DFND 1 812,601 0 0
NMI HOLDINGS INC-CLASS A CL A 629209305 818 31,630 SH   DFND 1 2 31,630 0 0
NN INC COM 629337106 3,850 514,090 SH   DFND 1 514,090 0 0
NOAH HOLDINGS LTD-SPON ADS SPON ADS CL A 65487X102 2,852 59,288 SH   DFND 1 59,288 0 0
NOBLE CORP PLC SHS USD G65431101 8,241 2,871,429 SH   DFND 1 2,871,429 0 0
NOBLE ENERGY INC COM 655044105 163,046 6,604,796 SH   DFND 1 6,580,917 0 23,879
NOKIA CORP-SPON ADR SPONSORED ADR 654902204 134 23,541 SH   DFND 1 20,845 0 2,696
NOMURA HOLDINGS INC-SPON ADR SPONSORED ADR 65535H208 98 27,354 SH   DFND 1 17,533 0 9,821
NOODLES & CO COM CL A 65540B105 2,709 398,479 SH   DFND 1 398,479 0 0
NORBORD INC COMSTK 65548P403 469 17,033 SH   DFND 1 2 17,033 0 0
NORBORD INC COMSTK 65548P403 382 10,911 SH   DFND 1 10,911 0 0
NORDIC AMERICAN TANKERS LTD COM G65773106 1,145 567,204 SH   DFND 1 567,204 0 0
NORDSON CORP COM 655663102 81,230 612,970 SH   DFND 1 603,320 0 9,650
NORDSTROM INC COM 655664100 72,745 1,641,854 SH   DFND 1 1,636,606 0 5,248
NORDSTROM INC COM 655664100 35 808 SH   DFND 1 2 808 0 0
NORFOLK SOUTHERN CORP COM 655844108 644,939 3,457,457 SH   DFND 1 3,443,550 0 13,907
NORFOLK SOUTHERN CORP COM 655844108 92 493 SH   DFND 1 2 493 0 0
NORTHEAST BANCORP COM NEW 663904209 1,991 96,319 SH   DFND 1 95,758 0 561
NORTHERN OIL AND GAS INC COM 665531109 6,581 2,401,931 SH   DFND 1 2,401,931 0 0
NORTHERN TECHNOLOGIES INTL COM 665809109 259 9,703 SH   DFND 1 9,703 0 0
NORTHERN TRUST CORP COM 665859104 281,589 3,119,839 SH   DFND 1 3,109,054 0 10,785
NORTHERN TRUST CORP COM 665859104 79 876 SH   DFND 1 2 876 0 0
NORTHFIELD BANCORP INC COM 66611T108 8,052 579,327 SH   DFND 1 579,327 0 0
NORTHRIM BANCORP INC COM 666762109 2,541 73,829 SH   DFND 1 73,829 0 0
NORTHROP GRUMMAN CORP COM 666807102 573,454 2,130,958 SH   DFND 1 2,122,576 0 8,382
NORTHROP GRUMMAN CORP COM 666807102 41 154 SH   DFND 1 2 154 0 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 12,199 702,738 SH   DFND 1 702,738 0 0
NORTHWEST BANCSHARES INC COM 667340103 25,738 1,516,684 SH   DFND 1 1,516,684 0 0
NORTHWEST NATURAL HOLDING CO COM 66765N105 22,152 337,535 SH   DFND 1 337,535 0 0
NORTHWEST PIPE CO COM 667746101 2,746 114,418 SH   DFND 1 114,418 0 0
NORTHWESTERN CORP COM NEW 668074305 41,149 584,423 SH   DFND 1 574,992 0 9,431
NORWEGIAN CRUISE LINE HOLDIN SHS G66721104 171,937 3,133,737 SH   DFND 1 3,122,989 0 10,748
NORWOOD FINANCIAL CORP COM 669549107 1,879 60,940 SH   DFND 1 60,940 0 0
NOVA LIFESTYLE INC COM 66979P102 115 130,824 SH   DFND 1 130,824 0 0
NOVA MEASURING INSTRUMENTS COM M7516K103 659 26,184 SH   DFND 1 26,184 0 0
NOVAN INC COM 66988N106 45 47,577 SH   DFND 1 47,577 0 0
NOVANTA INC COM 67000B104 35,363 417,369 SH   DFND 1 417,369 0 0
NOVARTIS AG-SPONSORED ADR SPONSORED ADR 66987V109 4,527 47,096 SH   DFND 1 45,317 0 1,779
NOVAVAX INC COM 670002104 2,974 5,398,761 SH   DFND 1 5,398,761 0 0
NOVAVAX INC COM 670002104 91 165,191 SH   DFND 1 2 165,191 0 0
NOVELION THERAPEUTICS INC COM NEW 67001K202 104 84,881 SH   DFND 1 84,881 0 0
NOVOCURE LTD ORD SHS G6674U108 18,721 388,655 SH   DFND 1 388,335 0 320
NOVO-NORDISK A/S-SPONS ADR ADR 670100205 2,180 41,682 SH   DFND 1 39,558 0 2,124
NOVUS THERAPEUTICS INC COM 67011N105 47 11,712 SH   DFND 1 11,712 0 0
NOW INC COM 67011P100 17,619 1,262,169 SH   DFND 1 1,241,842 0 20,327
NR 4 12/01/21 NOTE 4.000%12/0 651718AE8 4,915 4,000,000 PRN   DFND 1 2 4,000,000 0 0
NRC GROUP HOLDINGS CORP-CW24 *W EXP 10/17/202 629375114 2,082 2,313,400 SH   DFND 1 2 2,313,400 0 0
NRG ENERGY INC COM NEW 629377508 207,895 4,900,822 SH   DFND 1 4,885,880 0 14,942
NRG ENERGY INC COM NEW 629377508 802 18,882 SH   DFND 1 2 18,882 0 0
NTN BUZZTIME INC COM PAR 629410606 85 21,179 SH   DFND 1 21,179 0 0
NU SKIN ENTERPRISES INC - A CL A 67018T105 26,897 562,007 SH   DFND 1 551,457 0 10,550
NU SKIN ENTERPRISES INC - A CL A 67018T105 1,235 25,823 SH   DFND 1 2 25,823 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 57,805 3,414,374 SH   DFND 1 3,409,810 0 4,564
NUCOR CORP COM 670346105 291,620 5,005,238 SH   DFND 1 4,989,458 0 15,780
NUCOR CORP COM 670346105 53 912 SH   DFND 1 2 912 0 0
NUTANIX INC - A CL A 67059N108 36,980 979,865 SH   DFND 1 979,865 0 0
NUTRIEN LTD COMSTK 67077M108 31,721 599,790 SH   DFND 1 599,790 0 0
NUTRIEN LTD COM 67077M108 226 4,292 SH   DFND 1 4,292 0 0
NUVASIVE INC COM 670704105 35,728 629,136 SH   DFND 1 619,464 0 9,672
NUVECTRA CORP COM 67075N108 2,311 209,910 SH   DFND 1 209,910 0 0
NUVEEN CREDIT STRAT INC FD COM SHS 67073D102 1,913 247,531 SH   DFND 1 2 247,531 0 0
NUVEEN NJ QUAL MUNI INC FD COM 67069Y102 586 42,378 SH   DFND 1 2 42,378 0 0
NV5 GLOBAL INC COM 62945V109 6,793 114,441 SH   DFND 1 114,441 0 0
NVAX 3.75 02/01/23 NOTE 3.750% 2/0 670002AB0 1,800 5,000,000 PRN   DFND 1 2 5,000,000 0 0
NVE CORP COM NEW 629445206 6,089 62,205 SH   DFND 1 62,205 0 0
NVENT ELECTRIC PLC SHS G6700G107 56,105 2,079,522 SH   DFND 1 2,049,223 0 30,299
NVIDIA CORP COM 67066G104 1,391,892 7,764,936 SH   DFND 1 7,708,372 0 56,564
NVR INC COM 62944T105 104,382 37,749 SH   DFND 1 37,113 0 636
NXP SEMICONDUCTORS NV COM N6596X109 161,528 1,833,821 SH   DFND 1 1,819,384 0 14,437
NXP SEMICONDUCTORS NV COM N6596X109 3,765 42,596 SH   DFND 1 2 42,596 0 0
NXPI 1 12/01/19 NOTE 1.000%12/0 62952QAB6 5,120 5,000,000 PRN   DFND 1 2 5,000,000 0 0
NXT-ID INC COM NEW 67091J206 114 134,194 SH   DFND 1 134,194 0 0
NYMOX PHARMACEUTICAL CORP COM P73398102 294 149,354 SH   DFND 1 149,354 0 0
O2MICRO INTERNATIONAL-ADR SPONS ADR 67107W100 23 13,662 SH   DFND 1 13,662 0 0
OAK VALLEY BANCORP COM 671807105 580 32,897 SH   DFND 1 32,897 0 0
OASIS PETROLEUM INC COM 674215108 18,701 3,096,265 SH   DFND 1 3,045,626 0 50,639
OBALON THERAPEUTICS INC COM 67424L100 95 66,444 SH   DFND 1 66,444 0 0
OBSEVA SA COM H5861P103 202 15,851 SH   DFND 1 15,851 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 630,028 9,535,332 SH   DFND 1 9,496,606 0 38,726
OCEAN BIO-CHEM INC COM 674631106 89 26,292 SH   DFND 1 26,292 0 0
OCEANEERING INTL INC COM 675232102 17,854 1,132,176 SH   DFND 1 1,113,683 0 18,493
OCEANFIRST FINANCIAL CORP COM 675234108 13,736 570,946 SH   DFND 1 570,946 0 0
OCULAR THERAPEUTIX INC COM 67576A100 1,614 406,560 SH   DFND 1 406,318 0 242
OCWEN FINANCIAL CORP COM NEW 675746309 2,355 1,294,445 SH   DFND 1 1,294,445 0 0
ODONATE THERAPEUTICS INC COM 676079106 2,366 107,032 SH   DFND 1 107,032 0 0
ODYSSEY MARINE EXPLORATION COM NEW 676118201 428 59,795 SH   DFND 1 59,795 0 0
OFFICE DEPOT INC COM 676220106 28,422 7,829,782 SH   DFND 1 7,829,782 0 0
OFFICE DEPOT INC COM 676220106 484 133,552 SH   DFND 1 2 133,552 0 0
OFFICE PROPERTIES INCOME TRU COM SHS BEN INT 67623C109 16,121 583,276 SH   DFND 1 583,276 0 0
OFG BANCORP COM 67103X102 13,170 665,506 SH   DFND 1 665,506 0 0
OGE ENERGY CORP COM 670837103 125,412 2,910,253 SH   DFND 1 2,872,841 0 37,412
OHIO VALLEY BANC CORP COM 677719106 1,293 35,794 SH   DFND 1 35,794 0 0
OHR PHARMACEUTICAL INC COM 67778H309 30 13,409 SH   DFND 1 13,409 0 0
OIL STATES INTERNATIONAL INC COM 678026105 11,778 694,513 SH   DFND 1 694,513 0 0
OIL-DRI CORP OF AMERICA COM 677864100 1,411 45,318 SH   DFND 1 45,318 0 0
OKTA INC CL A 679295105 73,191 884,706 SH   DFND 1 884,706 0 0
OKTA INC CL A 679295105 358 4,339 SH   DFND 1 2 4,339 0 0
OLD DOMINION FREIGHT LINE COM 679580100 95,182 659,690 SH   DFND 1 647,542 0 12,148
OLD LINE BANCSHARES INC COM 67984M100 4,653 186,675 SH   DFND 1 186,675 0 0
OLD NATIONAL BANCORP COM 680033107 31,781 1,937,886 SH   DFND 1 1,937,886 0 0
OLD POINT FINANCIAL CORP COM 680194107 283 13,361 SH   DFND 1 13,361 0 0
OLD REPUBLIC INTL CORP COM 680223104 86,623 4,119,223 SH   DFND 1 4,065,915 0 53,308
OLD SECOND BANCORP INC COM 680277100 4,143 329,143 SH   DFND 1 329,143 0 0
OLIN CORP COM PAR $1 680665205 41,522 1,794,385 SH   DFND 1 1,763,500 0 30,885
OLLIE'S BARGAIN OUTLET HOLDI COM 681116109 53,799 630,482 SH   DFND 1 620,823 0 9,659
OLYMPIC STEEL INC COM 68162K106 1,783 112,403 SH   DFND 1 112,403 0 0
OLYMPIC STEEL INC COM 68162K106 18 1,173 SH   DFND 1 2 1,173 0 0
OMEGA FLEX INC COM 682095104 3,668 48,401 SH   DFND 1 48,401 0 0
OMEGA HEALTHCARE INVESTORS COM 681936100 79,893 2,094,184 SH   DFND 1 2,055,646 0 38,538
OMEROS CORP COM 682143102 9,888 569,289 SH   DFND 1 569,289 0 0
OMNICELL INC COM 68213N109 40,496 500,952 SH   DFND 1 500,505 0 447
OMNICOM GROUP COM 681919106 267,875 3,673,164 SH   DFND 1 3,661,518 0 11,646
OMNICOM GROUP COM 681919106 41 568 SH   DFND 1 2 568 0 0
OMNOVA SOLUTIONS INC COM 682129101 3,564 507,703 SH   DFND 1 507,703 0 0
OMNOVA SOLUTIONS INC COM 682129101 33 4,811 SH   DFND 1 2 4,811 0 0
ON 1 12/01/20 NOTE 1.000%12/0 682189AK1 15,470 12,518,000 PRN   DFND 1 2 12,518,000 0 0
ON DECK CAPITAL INC COM 682163100 4,060 749,148 SH   DFND 1 749,148 0 0
ON DECK CAPITAL INC COM 682163100 204 37,822 SH   DFND 1 2 37,822 0 0
ON SEMICONDUCTOR CORP COM 682189105 96,550 4,696,819 SH   DFND 1 4,696,819 0 0
ON TRACK INNOVATIONS LTD SHS M8791A109 13 22,179 SH   DFND 1 22,179 0 0
ONCOCYTE CORP COM 68235C107 699 177,211 SH   DFND 1 177,211 0 0
ONCOMED PHARMACEUTICALS INC COM 68234X102 205 197,855 SH   DFND 1 197,855 0 0
ONCONOVA THERAPEUTICS INC COM PAR 68232V405 115 35,099 SH   DFND 1 35,099 0 0
ONCOSEC MEDICAL INC COM NEW 68234L207 216 388,688 SH   DFND 1 388,688 0 0
ONE GAS INC COM 68235P108 54,045 607,050 SH   DFND 1 597,202 0 9,848
ONE LIBERTY PROPERTIES INC COM 682406103 5,298 182,717 SH   DFND 1 182,717 0 0
ONEMAIN HOLDINGS INC COM 68268W103 25,272 795,997 SH   DFND 1 794,543 0 1,454
ONEMAIN HOLDINGS INC COM 68268W103 403 12,721 SH   DFND 1 2 12,721 0 0
ONEOK INC COM 682680103 394,564 5,659,647 SH   DFND 1 5,637,052 0 22,595
ONESPAN INC COM 68287N100 7,486 389,532 SH   DFND 1 389,532 0 0
OOMA INC COM 683416101 2,883 217,796 SH   DFND 1 217,796 0 0
OOMA INC COM 683416101 496 37,473 SH   DFND 1 2 37,473 0 0
OP BANCORP COM 67109R109 491 56,182 SH   DFND 1 56,182 0 0
OPEN TEXT CORP COMSTK 683715106 9,759 256,202 SH   DFND 1 256,202 0 0
OPEN TEXT CORP COM 683715106 7,487 195,013 SH   DFND 1 195,013 0 0
OPES ACQUISITION CORP-CW23 *W EXP 03/13/202 68373P118 161 672,912 SH   DFND 1 2 672,912 0 0
OPHTHOTECH CORP COM 683745103 245 173,774 SH   DFND 1 173,774 0 0
OPKO HEALTH INC COM 68375N103 11,817 4,527,632 SH   DFND 1 4,527,632 0 0
OPPENHEIMER HOLDINGS-CL A CL A NON VTG 683797104 4,095 157,394 SH   DFND 1 157,394 0 0
OPPENHEIMER HOLDINGS-CL A CL A NON VTG 683797104 349 13,442 SH   DFND 1 2 13,442 0 0
OPTICAL CABLE CORP COM NEW 683827208 56 12,030 SH   DFND 1 12,030 0 0
OPTIMIZERX CORP COM NEW 68401U204 940 73,977 SH   DFND 1 73,977 0 0
OPTINOSE INC COM 68404V100 2,393 232,406 SH   DFND 1 232,406 0 0
OPUS BANK COM 684000102 5,510 278,288 SH   DFND 1 278,288 0 0
ORACLE CORP COM 68389X105 1,951,833 36,398,367 SH   DFND 1 36,266,615 0 131,752
ORACLE CORP COM 68389X105 253 4,724 SH   DFND 1 2 4,724 0 0
ORANGE-SPON ADR SPONSORED ADR 684060106 640 39,268 SH   DFND 1 38,056 0 1,212
ORASURE TECHNOLOGIES INC COM 68554V108 8,372 750,876 SH   DFND 1 750,876 0 0
ORBCOMM INC COM 68555P100 6,323 932,707 SH   DFND 1 932,707 0 0
ORCHID ISLAND CAPITAL INC COM 68571X103 3,847 584,723 SH   DFND 1 584,723 0 0
ORCHIDS PAPER PRODUCTS CO COM 68572N104 65 53,134 SH   DFND 1 53,134 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 520,573 1,341,814 SH   DFND 1 1,334,616 0 7,198
ORGANOGENESIS HOLDINGS INC COM 68621F102 1,003 133,811 SH   DFND 1 133,811 0 0
ORGANOVO HOLDINGS INC COM 68620A104 1,394 1,405,760 SH   DFND 1 1,405,760 0 0
ORGENESIS INC COM NEW 68619K204 242 45,425 SH   DFND 1 45,425 0 0
ORIGIN BANCORP INC COM 68621T102 3,790 111,313 SH   DFND 1 111,313 0 0
ORION ENERGY SYSTEMS INC COM 686275108 102 116,148 SH   DFND 1 116,148 0 0
ORION GROUP HOLDINGS INC COM 68628V308 813 278,701 SH   DFND 1 278,701 0 0
ORITANI FINANCIAL CORP COM 68633D103 8,758 526,690 SH   DFND 1 526,690 0 0
ORIX - SPONSORED ADR SPONSORED ADR 686330101 329 4,585 SH   DFND 1 4,090 0 495
ORMAT TECHNOLOGIES INC COM 686688102 29,864 541,506 SH   DFND 1 541,506 0 0
ORRSTOWN FINL SERVICES INC COM 687380105 1,509 81,179 SH   DFND 1 81,179 0 0
ORTHOFIX MEDICAL INC COM 68752M108 17,829 316,078 SH   DFND 1 316,078 0 0
ORTHOPEDIATRICS CORP COM 68752L100 4,281 96,810 SH   DFND 1 96,810 0 0
OSHKOSH CORP COM 688239201 64,241 855,066 SH   DFND 1 841,946 0 13,120
OSHKOSH CORP COM 688239201 286 3,810 SH   DFND 1 2 3,810 0 0
OSI SYSTEMS INC COM 671044105 18,460 210,736 SH   DFND 1 210,736 0 0
OSIRIS THERAPEUTICS INC COM 68827R108 3,048 160,461 SH   DFND 1 160,461 0 0
OSISKO GOLD ROYALTIES LTD COMSTK 68827L101 239 20,413 SH   DFND 1 20,413 0 0
OSMOTICA PHARMACEUTICALS PLC SHS G6S41R101 332 92,309 SH   DFND 1 92,309 0 0
OTONOMY INC COM 68906L105 401 152,631 SH   DFND 1 152,631 0 0
OTTER TAIL CORP COM 689648103 25,577 513,400 SH   DFND 1 513,400 0 0
OUTFRONT MEDIA INC COM 69007J106 32,783 1,400,986 SH   DFND 1 1,400,881 0 105
OVERSEAS SHIPHOLDING GROUP-A CL A NEW 69036R863 2,138 933,864 SH   DFND 1 933,864 0 0
OVERSTOCK.COM INC COM 690370101 4,715 283,713 SH   DFND 1 283,713 0 0
OVID THERAPEUTICS INC COM 690469101 390 220,688 SH   DFND 1 220,688 0 0
OWENS & MINOR INC COM 690732102 3,026 738,097 SH   DFND 1 738,097 0 0
OWENS & MINOR INC COM 690732102 17 4,153 SH   DFND 1 2 4,153 0 0
OWENS CORNING COM 690742101 55,846 1,185,997 SH   DFND 1 1,185,997 0 0
OWENS CORNING COM 690742101 39 830 SH   DFND 1 2 830 0 0
OWENS-ILLINOIS INC COM NEW 690768403 32,510 1,712,890 SH   DFND 1 1,684,116 0 28,774
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 2,014 116,919 SH   DFND 1 116,919 0 0
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 84 4,890 SH   DFND 1 2 4,890 0 0
OXFORD INDUSTRIES INC COM 691497309 14,804 196,707 SH   DFND 1 196,707 0 0
OXFORD SQUARE CAPITAL CORP COM 69181V107 162 24,974 SH   DFND 1 2 24,974 0 0
P G & E CORP COM 69331C108 18,413 1,034,441 SH   DFND 1 1,034,441 0 0
P G & E CORP COM 69331C108 145 8,147 SH   DFND 1 2 8,147 0 0
P.A.M. TRANSPORTATION SVCS COM 693149106 1,349 27,568 SH   DFND 1 27,568 0 0
PACCAR INC COM 693718108 366,523 5,384,417 SH   DFND 1 5,351,674 0 32,743
PACIFIC BIOSCIENCES OF CALIF COM 69404D108 12,377 1,712,015 SH   DFND 1 1,712,015 0 0
PACIFIC BIOSCIENCES OF CALIF COM 69404D108 278 38,496 SH   DFND 1 2 38,496 0 0
PACIFIC CITY FINANCIAL CORP COM NEW 69406T408 1,174 67,280 SH   DFND 1 67,280 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 320 327,395 SH   DFND 1 327,395 0 0
PACIFIC MERCANTILE BANCORP COM 694552100 1,288 169,044 SH   DFND 1 169,044 0 0
PACIFIC PREMIER BANCORP INC COM 69478X105 14,974 564,430 SH   DFND 1 564,430 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 20,888 548,824 SH   DFND 1 548,824 0 0
PACKAGING CORP OF AMERICA COM 695156109 131,393 1,324,394 SH   DFND 1 1,319,633 0 4,761
PACWEST BANCORP COM 695263103 52,660 1,400,179 SH   DFND 1 1,376,550 0 23,629
PAGSEGURO DIGITAL LTD-CL A COM CL A G68707101 6,836 229,022 SH   DFND 1 229,022 0 0
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 2,389 2,437,516 SH   DFND 1 2,437,516 0 0
PALO ALTO NETWORKS INC COM 697435105 207,631 855,596 SH   DFND 1 855,596 0 0
PALO ALTO NETWORKS INC COM 697435105 488 2,010 SH   DFND 1 2 2,010 0 0
PAN AMERICAN SILVER CORP COM 697900108 1,461 110,296 SH   DFND 1 110,133 0 163
PAN AMERICAN SILVER CORP COMSTK 697900108 369 27,913 SH   DFND 1 27,913 0 0
PANHANDLE OIL AND GAS INC-A CL A 698477106 2,841 181,016 SH   DFND 1 181,016 0 0
PAPA JOHN'S INTL INC COM 698813102 16,241 306,724 SH   DFND 1 302,517 0 4,207
PAPA MURPHY'S HOLDINGS INC COM 698814100 373 71,313 SH   DFND 1 71,313 0 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 6,381 358,317 SH   DFND 1 358,317 0 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 21 1,225 SH   DFND 1 2 1,225 0 0
PAR TECHNOLOGY CORP/DEL COM 698884103 3,079 125,912 SH   DFND 1 125,912 0 0
PARAMOUNT GOLD NEVADA CORP COM 69924M109 25 30,702 SH   DFND 1 30,702 0 0
PARAMOUNT GROUP INC COM 69924R108 38,522 2,714,740 SH   DFND 1 2,714,740 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 1,819 339,492 SH   DFND 1 339,492 0 0
PARETEUM CORP COM NEW 69946T207 2,364 519,736 SH   DFND 1 519,736 0 0
PARK CITY GROUP INC COM NEW 700215304 1,178 147,451 SH   DFND 1 147,451 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 3,456 220,168 SH   DFND 1 220,168 0 0
PARK HOTELS & RESORTS INC COM 700517105 117,373 3,749,287 SH   DFND 1 3,749,287 0 0
PARK NATIONAL CORP COM 700658107 15,449 163,053 SH   DFND 1 163,053 0 0
PARKE BANCORP INC COM 700885106 1,304 62,448 SH   DFND 1 62,448 0 0
PARKER HANNIFIN CORP COM 701094104 306,657 1,790,009 SH   DFND 1 1,783,471 0 6,538
PARK-OHIO HOLDINGS CORP COM 700666100 3,361 103,807 SH   DFND 1 103,807 0 0
PARK-OHIO HOLDINGS CORP COM 700666100 165 5,100 SH   DFND 1 2 5,100 0 0
PARSLEY ENERGY INC-CLASS A CL A 701877102 51,795 2,685,423 SH   DFND 1 2,685,423 0 0
PARSLEY ENERGY INC-CLASS A CL A 701877102 1,217 63,086 SH   DFND 1 2 63,086 0 0
PARTY CITY HOLDCO INC COM 702149105 5,138 647,229 SH   DFND 1 647,229 0 0
PATRICK INDUSTRIES INC COM 703343103 12,854 283,634 SH   DFND 1 283,157 0 477
PATTERN ENERGY GROUP INC -A CL A 70338P100 27,988 1,272,203 SH   DFND 1 1,270,900 0 1,303
PATTERSON COS INC COM 703395103 27,543 1,260,581 SH   DFND 1 1,243,943 0 16,638
PATTERSON-UTI ENERGY INC COM 703481101 32,925 2,348,454 SH   DFND 1 2,308,429 0 40,025
PAVMED INC COM 70387R106 77 70,465 SH   DFND 1 70,465 0 0
PAYCHEX INC COM 704326107 435,630 5,434,581 SH   DFND 1 5,402,392 0 32,189
PAYCOM SOFTWARE INC COM 70432V102 119,716 632,984 SH   DFND 1 632,984 0 0
PAYCOM SOFTWARE INC COM 70432V102 53 282 SH   DFND 1 2 282 0 0
PAYLOCITY HOLDING CORP COM 70438V106 34,812 390,321 SH   DFND 1 390,321 0 0
PAYPAL HOLDINGS INC COM 70450Y103 1,578,505 15,229,505 SH   DFND 1 15,121,295 0 108,210
PB BANCORP INC COM 70454T100 132 11,925 SH   DFND 1 11,925 0 0
PBF ENERGY INC-CLASS A CL A 69318G106 45,981 1,476,619 SH   DFND 1 1,453,466 0 23,153
PC CONNECTION INC COM 69318J100 6,471 176,472 SH   DFND 1 176,472 0 0
PCM INC COM 69323K100 3,016 82,355 SH   DFND 1 82,355 0 0
PCSB FINANCIAL CORP COM 69324R104 4,483 229,085 SH   DFND 1 229,085 0 0
PC-TEL INC COM 69325Q105 460 91,839 SH   DFND 1 91,839 0 0
PDC ENERGY INC COM 69327R101 32,476 798,332 SH   DFND 1 798,332 0 0
PDC ENERGY INC COM 69327R101 41 1,026 SH   DFND 1 2 1,026 0 0
PDF SOLUTIONS INC COM 693282105 4,279 346,537 SH   DFND 1 346,537 0 0
PDL BIOPHARMA INC COM 69329Y104 7,073 1,901,542 SH   DFND 1 1,901,542 0 0
PDL BIOPHARMA INC COM 69329Y104 458 123,193 SH   DFND 1 2 123,193 0 0
PDL COMMUNITY BANCORP COM 69290X101 468 33,583 SH   DFND 1 33,583 0 0
PDS BIOTECHNOLOGY CORP COM 70465T107 87 11,788 SH   DFND 1 11,788 0 0
PDVWIRELESS INC COM 69290R104 4,139 117,744 SH   DFND 1 117,744 0 0
PEABODY ENERGY CORP COM 704551100 26,488 935,005 SH   DFND 1 935,005 0 0
PEAK RESORTS INC COM 70469L100 123 27,108 SH   DFND 1 27,108 0 0
PEAPACK GLADSTONE FINL CORP COM 704699107 5,783 220,582 SH   DFND 1 220,582 0 0
PEARSON PLC-SPONSORED ADR SPONSORED ADR 705015105 170 15,501 SH   DFND 1 13,303 0 2,198
PEBBLEBROOK HOTEL TRUST COM 70509V100 60,343 1,942,818 SH   DFND 1 1,916,132 0 26,686
PEBBLEBROOK HOTEL TRUST COM 70509V100 16 518 SH   DFND 1 2 518 0 0
PEGASYSTEMS INC COM 705573103 26,930 414,310 SH   DFND 1 413,823 0 487
PEMBINA PIPELINE CORP COMSTK 706327103 18,890 506,926 SH   DFND 1 506,926 0 0
PEMBINA PIPELINE CORP COM 706327103 574 15,636 SH   DFND 1 15,636 0 0
PENN NATIONAL GAMING INC COM 707569109 26,744 1,330,560 SH   DFND 1 1,310,645 0 19,915
PENN NATIONAL GAMING INC COM 707569109 38 1,894 SH   DFND 1 2 1,894 0 0
PENN REAL ESTATE INVEST TST SH BEN INT 709102107 6,235 991,326 SH   DFND 1 991,326 0 0
PENN REAL ESTATE INVEST TST SH BEN INT 709102107 41 6,572 SH   DFND 1 2 6,572 0 0
PENN VIRGINIA CORP COM 70788V102 7,159 162,346 SH   DFND 1 162,346 0 0
PENNS WOODS BANCORP INC COM 708430103 1,784 43,422 SH   DFND 1 43,422 0 0
PENNYMAC FINANCIAL SERVICES COM 70932M107 11,722 527,087 SH   DFND 1 527,087 0 0
PENNYMAC MORTGAGE INVESTMENT COM 70931T103 15,994 772,294 SH   DFND 1 772,294 0 0
PENSKE AUTOMOTIVE GROUP INC COM 70959W103 17,051 381,889 SH   DFND 1 381,889 0 0
PENTAIR PLC SHS G7S00T104 117,420 2,642,253 SH   DFND 1 2,634,375 0 7,878
PENUMBRA INC COM 70975L107 44,114 300,077 SH   DFND 1 300,077 0 0
PEOPLES BANCORP INC COM 709789101 6,871 221,882 SH   DFND 1 221,882 0 0
PEOPLES BANCORP OF NC COM 710577107 1,508 56,702 SH   DFND 1 56,702 0 0
PEOPLES FINANCIAL SERVICES COM 711040105 3,286 72,647 SH   DFND 1 72,647 0 0
PEOPLE'S UNITED FINANCIAL COM 712704105 101,530 6,186,233 SH   DFND 1 6,166,318 0 19,915
PEOPLE'S UTAH BANCORP COM 712706209 4,936 187,201 SH   DFND 1 187,201 0 0
PEPSICO INC COM 713448108 2,277,860 18,619,741 SH   DFND 1 18,487,195 0 132,546
PERCEPTRON INC COM 71361F100 394 52,634 SH   DFND 1 52,634 0 0
PERFICIENT INC COM 71375U101 11,079 404,499 SH   DFND 1 404,499 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 51,346 1,295,327 SH   DFND 1 1,295,327 0 0
PERFORMANT FINANCIAL CORP COM 71377E105 325 157,366 SH   DFND 1 157,366 0 0
PERKINELMER INC COM 714046109 152,818 1,587,767 SH   DFND 1 1,582,295 0 5,472
PERMA-FIX ENVIRONMENTAL SVCS COM NEW 714157203 130 37,142 SH   DFND 1 37,142 0 0
PERMA-PIPE INTERNATIONAL HOL COM 714167103 153 17,486 SH   DFND 1 17,486 0 0
PERRIGO CO PLC SHS G97822103 85,711 1,782,816 SH   DFND 1 1,776,556 0 6,260
PERRIGO CO PLC SHS G97822103 202 4,202 SH   DFND 1 2 4,202 0 0
PERSHING GOLD CORP COM NEW 715302204 136 117,782 SH   DFND 1 117,782 0 0
PERSPECTA INC COM 715347100 33,039 1,634,009 SH   DFND 1 1,607,530 0 26,479
PETIQ INC COM CL A 71639T106 6,268 199,561 SH   DFND 1 199,561 0 0
PETMED EXPRESS INC COM 716382106 6,201 272,222 SH   DFND 1 271,358 0 864
PFENEX INC COM 717071104 2,090 338,215 SH   DFND 1 338,215 0 0
PFENEX INC COM 717071104 23 3,839 SH   DFND 1 2 3,839 0 0
PFIZER INC COM 717081103 3,562,691 84,009,975 SH   DFND 1 83,723,327 0 286,648
PFIZER INC COM 717081103 37 873 SH   DFND 1 2 873 0 0
PFSWEB INC COM NEW 717098206 871 167,357 SH   DFND 1 167,357 0 0
PFSWEB INC COM NEW 717098206 11 2,200 SH   DFND 1 2 2,200 0 0
PGT INNOVATIONS INC COM 69336V101 9,175 662,504 SH   DFND 1 662,504 0 0
PHASEBIO PHARMACEUTICALS INC COM 717224109 725 76,304 SH   DFND 1 76,304 0 0
PHIBRO ANIMAL HEALTH CORP-A CL A COM 71742Q106 9,111 276,109 SH   DFND 1 276,109 0 0
PHILIP MORRIS INTERNATIONAL COM 718172109 2,021,601 22,902,599 SH   DFND 1 22,825,838 0 76,761
PHILLIPS 66 COM 718546104 531,118 5,591,079 SH   DFND 1 5,568,913 0 22,166
PHILLIPS 66 COM 718546104 939 9,869 SH   DFND 1 2 9,869 0 0
PHOENIX NEW MEDIA LTD -ADR SPONSORED ADS 71910C103 64 15,429 SH   DFND 1 2 15,429 0 0
PHOTRONICS INC COM 719405102 8,032 849,974 SH   DFND 1 849,974 0 0
PHYSICIANS REALTY TRUST COM 71943U104 39,239 2,086,074 SH   DFND 1 2,086,074 0 0
PICO HOLDINGS INC COM NEW 693366205 2,449 247,376 SH   DFND 1 247,376 0 0
PIEDMONT OFFICE REALTY TRU-A COM CL A 720190206 39,914 1,914,352 SH   DFND 1 1,914,352 0 0
PIER 1 IMPORTS INC COM 720279108 711 932,032 SH   DFND 1 931,343 0 689
PIERIS PHARMACEUTICALS INC COM 720795103 830 247,969 SH   DFND 1 245,030 0 2,939
PILGRIM'S PRIDE CORP COM 72147K108 15,659 702,520 SH   DFND 1 702,520 0 0
PINDUODUO INC-ADR SPONSORED ADS 722304102 10,854 440,482 SH   DFND 1 440,482 0 0
PINGTAN MARINE ENTERPRISE LT SHS G7114V102 87 37,129 SH   DFND 1 37,129 0 0
PINNACLE FINANCIAL PARTNERS COM 72346Q104 44,004 804,473 SH   DFND 1 790,822 0 13,651
PINNACLE WEST CAPITAL COM 723484101 158,737 1,663,509 SH   DFND 1 1,657,770 0 5,739
PIONEER ENERGY SERVICES CORP COM 723664108 1,497 845,909 SH   DFND 1 845,909 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 313,565 2,063,259 SH   DFND 1 2,054,945 0 8,314
PIPER JAFFRAY COS COM 724078100 13,743 188,706 SH   DFND 1 188,706 0 0
PITNEY BOWES INC COM 724479100 18,531 2,697,439 SH   DFND 1 2,659,669 0 37,770
PIVOTAL SOFTWARE INC - CL A COM CL A 72582H107 6,569 315,088 SH   DFND 1 315,088 0 0
PIVOTAL SOFTWARE INC - CW24 *W EXP 12/01/202 72583A119 537 1,250,000 SH   DFND 1 2 1,250,000 0 0
PIXELWORKS INC COM NEW 72581M305 946 241,340 SH   DFND 1 241,340 0 0
PJT PARTNERS INC - A COM CL A 69343T107 9,560 228,731 SH   DFND 1 228,731 0 0
PLAINS GP HOLDINGS LP-CL A LTD PARTNR INT A 72651A207 193 7,761 SH   DFND 1 2 7,761 0 0
PLAINS GP HOLDINGS LP-CL A LTD PARTNR INT A 72651A207 133 6,436 SH   DFND 1 6,436 0 0
PLANET FITNESS INC - CL A CL A 72703H101 80,118 1,165,873 SH   DFND 1 1,165,873 0 0
PLANET FITNESS INC - CL A CL A 72703H101 530 7,717 SH   DFND 1 2 7,717 0 0
PLANTRONICS INC COM 727493108 17,914 388,508 SH   DFND 1 382,371 0 6,137
PLANTRONICS INC COM 727493108 113 2,453 SH   DFND 1 2 2,453 0 0
PLAYA HOTELS & RESORTS NV SHS N70544106 4,228 554,159 SH   DFND 1 554,159 0 0
PLAYAGS INC COM 72814N104 6,661 278,363 SH   DFND 1 278,363 0 0
PLEXUS CORP COM 729132100 24,524 402,373 SH   DFND 1 402,373 0 0
PLUG POWER INC COM NEW 72919P202 6,486 2,702,811 SH   DFND 1 2,702,811 0 0
PLURALSIGHT INC - A COM CL A 72941B106 27,853 877,558 SH   DFND 1 877,558 0 0
PLURISTEM THERAPEUTICS INC COM 72940R102 106 109,370 SH   DFND 1 109,370 0 0
PLYMOUTH INDUSTRIAL REIT INC COM 729640102 360 21,426 SH   DFND 1 21,426 0 0
PNC FINANCIAL SERVICES GROUP COM 693475105 701,055 5,726,525 SH   DFND 1 5,703,142 0 23,383
PNM RESOURCES INC COM 69349H107 54,507 1,151,413 SH   DFND 1 1,136,493 0 14,920
PODD 1.25 09/15/21 NOTE 1.250% 9/1 45784PAF8 12,723 7,719,000 PRN   DFND 1 2 7,719,000 0 0
POINTS INTERNATIONAL LTD COM NEW 730843208 916 68,170 SH   DFND 1 2 68,170 0 0
POINTS INTERNATIONAL LTD COM NEW 730843208 218 16,254 SH   DFND 1 16,254 0 0
POLAR POWER INC COM 73102V105 58 12,969 SH   DFND 1 12,969 0 0
POLARIS INDUSTRIES INC COM 731068102 48,898 579,684 SH   DFND 1 568,816 0 10,868
POLARIS INDUSTRIES INC COM 731068102 43 521 SH   DFND 1 2 521 0 0
POLARITYTE INC COM 731094108 2,153 201,239 SH   DFND 1 201,239 0 0
POLYONE CORPORATION COM 73179P106 30,014 1,024,049 SH   DFND 1 1,009,491 0 14,558
POLYONE CORPORATION COM 73179P106 475 16,207 SH   DFND 1 2 16,207 0 0
POOL CORP COM 73278L105 69,051 418,572 SH   DFND 1 411,194 0 7,378
POPULAR INC COM NEW 733174700 59,993 1,150,836 SH   DFND 1 1,150,836 0 0
PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 77,035 1,486,016 SH   DFND 1 1,486,016 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 27,959 805,759 SH   DFND 1 805,510 0 249
POST HOLDINGS INC COM 737446104 72,497 662,682 SH   DFND 1 650,226 0 12,456
POST HOLDINGS INC COM 737446104 51 474 SH   DFND 1 2 474 0 0
POTBELLY CORP COM 73754Y100 2,498 293,599 SH   DFND 1 293,599 0 0
POTBELLY CORP COM 73754Y100 41 4,900 SH   DFND 1 2 4,900 0 0
POTLATCHDELTIC CORP COM 737630103 31,367 830,058 SH   DFND 1 817,345 0 12,713
POWELL INDUSTRIES INC COM 739128106 2,707 101,985 SH   DFND 1 101,985 0 0
POWER INTEGRATIONS INC COM 739276103 27,218 389,164 SH   DFND 1 389,164 0 0
PPG INDUSTRIES INC COM 693506107 334,024 2,965,105 SH   DFND 1 2,953,457 0 11,648
PPG INDUSTRIES INC COM 693506107 34 303 SH   DFND 1 2 303 0 0
PPL CORP COM 69351T106 347,086 10,920,778 SH   DFND 1 10,884,479 0 36,299
PQ GROUP HOLDINGS INC COM 73943T103 6,927 456,657 SH   DFND 1 456,657 0 0
PRA GROUP INC COM 69354N106 15,150 565,114 SH   DFND 1 565,114 0 0
PRA HEALTH SCIENCES INC COM 69354M108 73,049 662,342 SH   DFND 1 651,295 0 11,047
PRECISION DRILLING CORP COMSTK 74022D308 45 18,987 SH   DFND 1 18,987 0 0
PRECISION THERAPEUTICS INC COM 74033P100 35 47,035 SH   DFND 1 47,035 0 0
PREFERRED APARTMENT COMMUN-A COM 74039L103 7,249 489,159 SH   DFND 1 487,181 0 1,978
PREFERRED BANK/LOS ANGELES COM NEW 740367404 8,467 188,302 SH   DFND 1 188,302 0 0
PREFORMED LINE PRODUCTS CO COM 740444104 2,590 48,797 SH   DFND 1 48,797 0 0
PREFORMED LINE PRODUCTS CO COM 740444104 670 12,621 SH   DFND 1 2 12,621 0 0
PREMIER FINANCIAL BANCORP COM 74050M105 1,693 107,811 SH   DFND 1 107,811 0 0
PREMIER INC-CLASS A CL A 74051N102 19,726 571,945 SH   DFND 1 571,945 0 0
PRESBIA PLC SHS G7234P100 10 14,898 SH   DFND 1 14,898 0 0
PRESIDIO INC COM 74102M103 8,670 585,828 SH   DFND 1 585,828 0 0
PRESTIGE CONSUMER HEALTHCARE COM 74112D101 18,399 615,159 SH   DFND 1 605,453 0 9,706
PRESTIGE CONSUMER HEALTHCARE COM 74112D101 27 908 SH   DFND 1 2 908 0 0
PRGX GLOBAL INC COM NEW 69357C503 1,960 247,569 SH   DFND 1 247,569 0 0
PRICESMART INC COM 741511109 16,948 287,852 SH   DFND 1 287,852 0 0
PRICESMART INC COM 741511109 267 4,545 SH   DFND 1 2 4,545 0 0
PRIMEENERGY RESOURCES CORP COM 74158E104 793 4,839 SH   DFND 1 4,839 0 0
PRIMERICA INC COM 74164M108 75,297 616,435 SH   DFND 1 608,459 0 7,976
PRIMO WATER CORP COM 74165N105 6,692 432,918 SH   DFND 1 432,918 0 0
PRIMORIS SERVICES CORP COM 74164F103 11,744 567,895 SH   DFND 1 567,895 0 0
PRINCIPAL FINANCIAL GROUP COM 74251V102 203,419 4,059,465 SH   DFND 1 4,043,547 0 15,918
PRINCIPIA BIOPHARMA INC COM 74257L108 3,978 117,006 SH   DFND 1 117,006 0 0
PRO 2 12/01/19 NOTE 2.000%12/0 74346YAB9 5,152 4,000,000 PRN   DFND 1 2 4,000,000 0 0
PROASSURANCE CORP COM 74267C106 21,060 608,502 SH   DFND 1 608,502 0 0
PROCTER & GAMBLE CO/THE COM 742718109 3,677,957 35,401,794 SH   DFND 1 35,273,610 0 128,184
PROFIRE ENERGY INC COM 74316X101 573 320,455 SH   DFND 1 320,455 0 0
PROGENICS PHARMACEUTICALS COM 743187106 4,626 997,020 SH   DFND 1 997,020 0 0
PROGRESS SOFTWARE CORP COM 743312100 31,067 700,184 SH   DFND 1 700,184 0 0
PROGRESS SOFTWARE CORP COM 743312100 1,699 38,295 SH   DFND 1 2 38,295 0 0
PROGRESSIVE CORP COM 743315103 655,610 9,108,549 SH   DFND 1 9,079,125 0 29,424
PROLOGIS INC COM 74340W103 715,936 9,965,806 SH   DFND 1 9,934,676 0 31,130
PROOFPOINT INC COM 743424103 67,921 559,344 SH   DFND 1 559,344 0 0
PROOFPOINT INC COM 743424103 100 831 SH   DFND 1 2 831 0 0
PROPETRO HOLDING CORP COM 74347M108 18,799 834,036 SH   DFND 1 834,036 0 0
PROPETRO HOLDING CORP COM 74347M108 332 14,732 SH   DFND 1 2 14,732 0 0
PROQR THERAPEUTICS NV SHS EURO N71542109 409 29,511 SH   DFND 1 29,511 0 0
PROS HOLDINGS INC COM 74346Y103 16,841 398,699 SH   DFND 1 398,699 0 0
PROSPERITY BANCSHARES INC COM 743606105 47,756 691,526 SH   DFND 1 679,097 0 12,429
PROTAGONIST THERAPEUTICS INC COM 74366E102 1,667 132,644 SH   DFND 1 132,644 0 0
PROTECTIVE INSURANCE CORP- B CL B 74368L203 1,894 102,278 SH   DFND 1 102,278 0 0
PROTEON THERAPEUTICS INC COM 74371L109 16 32,340 SH   DFND 1 32,340 0 0
PROTEOSTASIS THERAPEUTICS IN COM 74373B109 581 461,336 SH   DFND 1 461,336 0 0
PROTHENA CORP PLC SHS G72800108 6,622 545,923 SH   DFND 1 545,721 0 202
PROTO LABS INC COM 743713109 32,575 309,834 SH   DFND 1 309,337 0 497
PROVIDENCE SERVICE CORP COM 743815102 13,216 198,391 SH   DFND 1 198,391 0 0
PROVIDENT BANCORP INC COM 74383X109 1,842 81,344 SH   DFND 1 81,344 0 0
PROVIDENT FINANCIAL HLDGS COM 743868101 495 24,861 SH   DFND 1 24,861 0 0
PROVIDENT FINANCIAL SERVICES COM 74386T105 18,719 723,057 SH   DFND 1 723,057 0 0
PRUDENTIAL BANCORP INC COM 74431A101 2,765 159,401 SH   DFND 1 159,401 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 505,920 5,511,019 SH   DFND 1 5,489,139 0 21,880
PRUDENTIAL FINANCIAL INC COM 744320102 1,408 15,329 SH   DFND 1 2 15,329 0 0
PRUDENTIAL PLC-ADR ADR 74435K204 1,546 38,450 SH   DFND 1 36,462 0 1,988
PS BUSINESS PARKS INC/CA COM 69360J107 48,483 309,147 SH   DFND 1 309,147 0 0
PS BUSINESS PARKS INC/CA COM 69360J107 35 224 SH   DFND 1 2 224 0 0
PSYCHEMEDICS CORP COM NEW 744375205 435 31,010 SH   DFND 1 31,010 0 0
PSYCHEMEDICS CORP COM NEW 744375205 67 4,837 SH   DFND 1 2 4,837 0 0
PTC INC COM 69370C100 108,047 1,173,003 SH   DFND 1 1,153,029 0 19,974
PTC THERAPEUTICS INC COM 69366J200 25,645 681,348 SH   DFND 1 681,348 0 0
PUBLIC SERVICE ENTERPRISE GP COM 744573106 412,811 6,960,822 SH   DFND 1 6,935,496 0 25,326
PUBLIC STORAGE COM 74460D109 579,590 2,664,663 SH   DFND 1 2,656,800 0 7,863
PULMATRIX INC COM NEW 74584P202 53 42,322 SH   DFND 1 42,322 0 0
PULSE BIOSCIENCES INC COM 74587B101 2,366 134,533 SH   DFND 1 134,533 0 0
PULTEGROUP INC COM 745867101 108,058 3,870,946 SH   DFND 1 3,853,659 0 17,287
PULTEGROUP INC COM 745867101 445 15,919 SH   DFND 1 2 15,919 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 14,310 368,920 SH   DFND 1 368,920 0 0
PURE ACQUISITION CORP-CW23 *W EXP 04/17/202 74621Q114 520 468,500 SH   DFND 1 2 468,500 0 0
PURE CYCLE CORP COM NEW 746228303 1,646 167,002 SH   DFND 1 167,002 0 0
PURE STORAGE INC - CLASS A CL A 74624M102 36,112 1,657,308 SH   DFND 1 1,657,308 0 0
PURPLE INNOVATION INC COM 74640Y106 81 17,646 SH   DFND 1 17,646 0 0
PVH CORP COM 693656100 149,700 1,229,376 SH   DFND 1 1,225,636 0 3,740
PVH CORP COM 693656100 228 1,873 SH   DFND 1 2 1,873 0 0
PYXUS INTERNATIONAL INC COM 74737V106 2,223 93,073 SH   DFND 1 93,073 0 0
PZENA INVESTMENT MANAGM-CL A CLASS A 74731Q103 1,121 138,604 SH   DFND 1 135,970 0 2,634
Q2 HOLDINGS INC COM 74736L109 32,071 463,057 SH   DFND 1 463,057 0 0
Q2 HOLDINGS INC COM 74736L109 85 1,232 SH   DFND 1 2 1,232 0 0
QAD INC-A CL A 74727D306 5,730 133,057 SH   DFND 1 133,057 0 0
QAD INC-B CL B 74727D207 888 28,665 SH   DFND 1 28,665 0 0
QCR HOLDINGS INC COM 74727A104 5,489 161,849 SH   DFND 1 161,849 0 0
QEP RESOURCES INC COM 74733V100 18,943 2,431,790 SH   DFND 1 2,387,511 0 44,279
QIAGEN N.V. SHS NEW N72482123 24,599 604,718 SH   DFND 1 604,718 0 0
QIWI PLC-SPONSORED ADR SPON ADR REP B 74735M108 495 34,442 SH   DFND 1 34,442 0 0
QORVO INC COM 74736K101 132,440 1,849,455 SH   DFND 1 1,843,180 0 6,275
QTS 6 1/2 PERP S-B 6.50% CON PFD B 74736A301 4,352 40,000 PRN   DFND 1 2 40,000 0 0
QTS REALTY TRUST INC-CL A COM CL A 74736A103 36,091 802,215 SH   DFND 1 802,215 0 0
QUAD GRAPHICS INC COM CL A 747301109 6,932 582,524 SH   DFND 1 581,772 0 752
QUAKER CHEMICAL CORP COM 747316107 32,372 161,597 SH   DFND 1 161,597 0 0
QUAKER CHEMICAL CORP COM 747316107 258 1,291 SH   DFND 1 2 1,291 0 0
QUALCOMM INC COM 747525103 936,519 16,446,674 SH   DFND 1 16,333,977 0 112,697
QUALCOMM INC COM 747525103 1,070 18,779 SH   DFND 1 2 18,779 0 0
QUALSTAR CORP COM NEW 74758R208 65 11,989 SH   DFND 1 11,989 0 0
QUALYS INC COM 74758T303 34,435 416,186 SH   DFND 1 416,186 0 0
QUANEX BUILDING PRODUCTS COM 747619104 6,387 401,997 SH   DFND 1 401,997 0 0
QUANEX BUILDING PRODUCTS COM 747619104 852 53,646 SH   DFND 1 2 53,646 0 0
QUANTA SERVICES INC COM 74762E102 81,713 2,167,546 SH   DFND 1 2,160,565 0 6,981
QUANTENNA COMMUNICATIONS INC COM 74766D100 8,873 364,728 SH   DFND 1 364,728 0 0
QUANTERIX CORP COM 74766Q101 2,884 111,673 SH   DFND 1 111,673 0 0
QUANTERIX CORP COM 74766Q101 367 14,209 SH   DFND 1 2 14,209 0 0
QUARTERHILL INC COM 747713105 68 61,937 SH   DFND 1 61,937 0 0
QUDIAN INC-SPON ADR ADR 747798106 877 173,479 SH   DFND 1 2 173,479 0 0
QUEST DIAGNOSTICS INC COM 74834L100 196,273 2,185,236 SH   DFND 1 2,178,276 0 6,960
QUEST DIAGNOSTICS INC COM 74834L100 312 3,473 SH   DFND 1 2 3,473 0 0
QUEST RESOURCE HOLDING CORP COM NEW 74836W203 64 39,339 SH   DFND 1 39,339 0 0
QUICKLOGIC CORP COM 74837P108 347 569,061 SH   DFND 1 569,061 0 0
QUIDEL CORP COM 74838J101 27,878 425,823 SH   DFND 1 425,823 0 0
QUIMICA Y MINERA CHIL-SP ADR SPON ADR SER B 833635105 432 11,246 SH   DFND 1 11,030 0 216
QUINSTREET INC COM 74874Q100 6,662 497,591 SH   DFND 1 497,591 0 0
QUINTANA ENERGY SERVICES INC COM 74875T103 402 93,061 SH   DFND 1 93,061 0 0
QUMU CORP COM 749063103 227 92,861 SH   DFND 1 92,861 0 0
QUORUM HEALTH CORP COM 74909E106 423 302,418 SH   DFND 1 302,418 0 0
QUOTIENT LTD SHS G73268107 404 44,928 SH   DFND 1 44,928 0 0
QUOTIENT TECHNOLOGY INC COM 749119103 9,108 922,869 SH   DFND 1 922,869 0 0
QURATE RETAIL INC COM SER A 74915M100 71,661 4,487,553 SH   DFND 1 4,486,935 0 618
QURATE RETAIL INC COM SER A 74915M100 815 51,062 SH   DFND 1 2 51,062 0 0
R1 RCM INC COM 749397105 11,592 1,198,837 SH   DFND 1 1,198,837 0 0
RA PHARMACEUTICALS INC COM 74933V108 8,321 371,488 SH   DFND 1 371,488 0 0
RADA ELECTRONIC INDS LTD COM PAR NEW M81863124 78 26,723 SH   DFND 1 26,723 0 0
RADCOM LTD SHS NEW M81865111 101 13,668 SH   DFND 1 13,668 0 0
RADIAN GROUP INC COM 750236101 58,717 2,831,144 SH   DFND 1 2,831,144 0 0
RADIANT LOGISTICS INC COM 75025X100 2,663 422,799 SH   DFND 1 422,799 0 0
RADIUS HEALTH INC COM NEW 750469207 10,110 507,029 SH   DFND 1 507,029 0 0
RADNET INC COM 750491102 10,536 850,391 SH   DFND 1 850,391 0 0
RADWARE LTD ORD M81873107 1,265 48,414 SH   DFND 1 48,414 0 0
RAFAEL HOLDINGS INC-CLASS B COM CL B 75062E106 914 72,257 SH   DFND 1 72,257 0 0
RALPH LAUREN CORP CL A 751212101 119,206 920,516 SH   DFND 1 917,887 0 2,629
RAMACO RESOURCES INC COM 75134P303 414 71,467 SH   DFND 1 71,467 0 0
RAMBUS INC COM 750917106 17,078 1,634,353 SH   DFND 1 1,634,353 0 0
RANGE RESOURCES CORP COM 75281A109 24,148 2,148,442 SH   DFND 1 2,109,566 0 38,876
RANGER ENERGY SERVICES INC COM CL A 75282U104 203 25,573 SH   DFND 1 25,573 0 0
RAPID7 INC COM 753422104 24,707 488,191 SH   DFND 1 488,191 0 0
RAPID7 INC COM 753422104 645 12,753 SH   DFND 1 2 12,753 0 0
RAVE RESTAURANT GROUP INC COM 754198109 63 41,524 SH   DFND 1 41,524 0 0
RAVEN INDUSTRIES INC COM 754212108 18,173 473,629 SH   DFND 1 473,629 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 139,562 1,738,691 SH   DFND 1 1,732,422 0 6,269
RAYMOND JAMES FINANCIAL INC COM 754730109 115 1,431 SH   DFND 1 2 1,431 0 0
RAYONIER ADVANCED MATERIALS COM 75508B104 7,826 577,198 SH   DFND 1 577,198 0 0
RAYONIER INC COM 754907103 43,161 1,369,347 SH   DFND 1 1,345,091 0 24,256
RAYTHEON COMPANY COM NEW 755111507 659,046 3,626,117 SH   DFND 1 3,612,180 0 13,937
RBB BANCORP COM 74930B105 2,631 139,994 SH   DFND 1 139,994 0 0
RBC BEARINGS INC COM 75524B104 37,869 297,786 SH   DFND 1 297,786 0 0
RCI HOSPITALITY HOLDINGS INC COM 74934Q108 2,384 103,790 SH   DFND 1 103,790 0 0
RCM TECHNOLOGIES INC COM NEW 749360400 160 40,694 SH   DFND 1 40,694 0 0
RE/MAX HOLDINGS INC-CL A CL A 75524W108 8,091 209,957 SH   DFND 1 209,957 0 0
READING INTERNATIONAL INC-A CL A 755408101 3,213 201,354 SH   DFND 1 201,354 0 0
READY CAPITAL CORP COM 75574U101 6,282 428,284 SH   DFND 1 428,284 0 0
READY CAPITAL CORP COM 75574U101 119 8,159 SH   DFND 1 2 8,159 0 0
REALNETWORKS INC COM NEW 75605L708 371 119,336 SH   DFND 1 119,336 0 0
REALOGY HOLDINGS CORP COM 75605Y106 13,475 1,182,019 SH   DFND 1 1,160,762 0 21,257
REALOGY HOLDINGS CORP COM 75605Y106 385 33,836 SH   DFND 1 2 33,836 0 0
REALPAGE INC COM 75606N109 46,365 763,966 SH   DFND 1 763,966 0 0
REALTY INCOME CORP COM 756109104 337,417 4,594,235 SH   DFND 1 4,579,227 0 15,008
REATA PHARMACEUTICALS INC-A CL A 75615P103 18,462 216,006 SH   DFND 1 216,006 0 0
RECRO PHARMA INC COM 75629F109 1,167 199,155 SH   DFND 1 199,155 0 0
RED HAT INC COM 756577102 522,942 2,866,541 SH   DFND 1 2,857,813 0 8,728
RED HAT INC COM 756577102 3,087 16,898 SH   DFND 1 2 16,898 0 0
RED LION HOTELS CORP COM 756764106 2,084 257,936 SH   DFND 1 257,936 0 0
RED ROBIN GOURMET BURGERS COM 75689M101 4,432 153,857 SH   DFND 1 153,857 0 0
RED ROCK RESORTS INC-CLASS A CL A 75700L108 21,126 817,271 SH   DFND 1 817,271 0 0
RED VIOLET INC COM 75704L104 318 47,381 SH   DFND 1 47,381 0 0
REDFIN CORP COM 75737F108 18,010 888,543 SH   DFND 1 888,543 0 0
REDHILL BIOPHARMA LTD-SP ADR SPONSORED ADS 757468103 110 13,251 SH   DFND 1 13,251 0 0
REDWOOD TRUST INC COM 758075402 17,330 1,073,113 SH   DFND 1 1,073,113 0 0
REED'S INC COM 758338107 478 165,517 SH   DFND 1 165,517 0 0
REGAL BELOIT CORP COM 758750103 43,759 534,503 SH   DFND 1 526,488 0 8,015
REGAL BELOIT CORP COM 758750103 284 3,474 SH   DFND 1 2 3,474 0 0
REGALWOOD GLOBAL ENERGY-CW22 *W EXP 12/05/202 G74760128 270 300,000 SH   DFND 1 2 300,000 0 0
REGENCY CENTERS CORP COM 758849103 203,983 3,026,321 SH   DFND 1 3,018,044 0 8,277
REGENERON PHARMACEUTICALS COM 75886F107 449,966 1,097,746 SH   DFND 1 1,089,254 0 8,492
REGENERON PHARMACEUTICALS COM 75886F107 41 102 SH   DFND 1 2 102 0 0
REGENXBIO INC COM 75901B107 23,346 407,374 SH   DFND 1 407,374 0 0
REGI 4 06/15/36 NOTE 4.000% 6/1 75972AAC7 50,183 23,858,000 PRN   DFND 1 2 23,858,000 0 0
REGIONAL MANAGEMENT CORP COM 75902K106 2,411 98,756 SH   DFND 1 98,756 0 0
REGIONAL MANAGEMENT CORP COM 75902K106 85 3,508 SH   DFND 1 2 3,508 0 0
REGIONS FINANCIAL CORP COM 7591EP100 221,342 15,667,448 SH   DFND 1 15,614,716 0 52,732
REGIONS FINANCIAL CORP COM 7591EP100 167 11,831 SH   DFND 1 2 11,831 0 0
REGIS CORP COM 758932107 7,121 362,073 SH   DFND 1 362,073 0 0
REGULUS THERAPEUTICS INC COM NEW 75915K200 41 40,327 SH   DFND 1 40,327 0 0
REINSURANCE GROUP OF AMERICA COM NEW 759351604 121,361 855,233 SH   DFND 1 843,468 0 11,765
RELIANCE STEEL & ALUMINUM COM 759509102 93,695 1,038,067 SH   DFND 1 1,025,462 0 12,605
RELIANCE STEEL & ALUMINUM COM 759509102 80 890 SH   DFND 1 2 890 0 0
RELIANT BANCORP INC COM 75956B101 1,858 83,246 SH   DFND 1 83,246 0 0
RELX PLC - SPON ADR SPONSORED ADR 759530108 1,378 64,271 SH   DFND 1 62,572 0 1,699
REMARK HOLDINGS INC COM 75955K102 503 272,393 SH   DFND 1 272,393 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 64,599 450,459 SH   DFND 1 442,553 0 7,906
RENASANT CORP COM 75970E107 20,993 620,190 SH   DFND 1 620,190 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 9,882 450,018 SH   DFND 1 449,254 0 764
RENT-A-CENTER INC COM 76009N100 12,345 591,565 SH   DFND 1 591,565 0 0
RENT-A-CENTER INC COM 76009N100 1,151 55,194 SH   DFND 1 2 55,194 0 0
REPLIGEN CORP COM 759916109 29,683 502,426 SH   DFND 1 502,426 0 0
REPLIMUNE GROUP INC COM 76029N106 1,732 113,856 SH   DFND 1 113,856 0 0
REPUBLIC BANCORP INC-CLASS A CL A 760281204 5,886 131,634 SH   DFND 1 131,634 0 0
REPUBLIC FIRST BANCORP INC COM 760416107 3,049 580,877 SH   DFND 1 580,877 0 0
REPUBLIC SERVICES INC COM 760759100 292,976 3,649,546 SH   DFND 1 3,638,276 0 11,270
RESEARCH FRONTIERS INC COM 760911107 207 95,951 SH   DFND 1 95,951 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 19,340 1,002,615 SH   DFND 1 979,586 0 23,029
RESMED INC COM 761152107 210,785 2,030,769 SH   DFND 1 2,023,171 0 7,598
RESOLUTE FOREST PRODUCTS COM 76117W109 5,348 677,055 SH   DFND 1 677,055 0 0
RESOLUTE FOREST PRODUCTS COM 76117W109 1,967 249,032 SH   DFND 1 2 249,032 0 0
RESONANT INC COM 76118L102 570 190,219 SH   DFND 1 190,219 0 0
RESOURCES CONNECTION INC COM 76122Q105 10,826 654,564 SH   DFND 1 654,564 0 0
RESTAURANT BRANDS INTERN COM 76131D103 626 9,625 SH   DFND 1 9,457 0 168
RESTORATION ROBOTICS INC COM 76133C103 22 37,654 SH   DFND 1 37,654 0 0
RESTORBIO INC COM 76133L103 616 90,359 SH   DFND 1 90,359 0 0
RETAIL OPPORTUNITY INVESTMEN COM 76131N101 30,274 1,745,909 SH   DFND 1 1,745,909 0 0
RETAIL PROPERTIES OF AME - A CL A 76131V202 41,058 3,368,208 SH   DFND 1 3,368,208 0 0
RETAIL PROPERTIES OF AME - A CL A 76131V202 173 14,213 SH   DFND 1 2 14,213 0 0
RETAIL VALUE INC COM 76133Q102 6,582 211,180 SH   DFND 1 211,180 0 0
RETRACTABLE TECHNOLOGIES INC COM 76129W105 26 41,762 SH   DFND 1 41,762 0 0
RETROPHIN INC COM 761299106 12,116 535,438 SH   DFND 1 535,402 0 36
REV GROUP INC COM 749527107 3,825 349,344 SH   DFND 1 349,150 0 194
REVANCE THERAPEUTICS INC COM 761330109 7,696 488,347 SH   DFND 1 488,347 0 0
REVLON INC-CLASS A CL A NEW 761525609 1,739 89,779 SH   DFND 1 89,779 0 0
REVOLUTION LIGHTING TECHNOLO COM NEW 76155G206 16 70,265 SH   DFND 1 70,265 0 0
REWALK ROBOTICS LTD COMSTK M8216Q200 61 11,372 SH   DFND 1 11,372 0 0
REX AMERICAN RESOURCES CORP COM 761624105 5,359 66,483 SH   DFND 1 66,311 0 172
REXAHN PHARMACEUTICALS INC COM NEW 761640200 162 318,965 SH   DFND 1 318,965 0 0
REXFORD INDUSTRIAL REALTY IN COM 76169C100 50,788 1,418,277 SH   DFND 1 1,418,277 0 0
REXNORD CORP COM 76169B102 29,719 1,182,146 SH   DFND 1 1,182,146 0 0
REXNORD CORP COM 76169B102 199 7,932 SH   DFND 1 2 7,932 0 0
RF INDUSTRIES LTD COM PAR $0.01 749552105 307 45,686 SH   DFND 1 45,686 0 0
RGC RESOURCES INC COM 74955L103 2,414 91,060 SH   DFND 1 91,060 0 0
RH COM 74967X103 22,020 213,899 SH   DFND 1 213,899 0 0
RH 0 07/15/20 DBCV 7/1 761283AC4 9,211 8,436,000 PRN   DFND 1 2 8,436,000 0 0
RHYTHM PHARMACEUTICALS INC COM 76243J105 6,907 252,017 SH   DFND 1 252,017 0 0
RIBBON COMMUNICATIONS INC COM 762544104 3,393 658,835 SH   DFND 1 658,835 0 0
RICEBRAN TECHNOLOGIES COM NEW 762831204 136 36,711 SH   DFND 1 36,711 0 0
RICHARDSON ELEC LTD COM 763165107 469 69,304 SH   DFND 1 69,304 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 5,218 2,030,430 SH   DFND 1 2,030,430 0 0
RIGNET INC COM 766582100 1,642 168,152 SH   DFND 1 168,152 0 0
RIMINI STREET INC COM 76674Q107 239 47,952 SH   DFND 1 47,952 0 0
RING ENERGY INC COM 76680V108 4,023 685,377 SH   DFND 1 685,377 0 0
RINGCENTRAL INC-CLASS A CL A 76680R206 70,995 658,588 SH   DFND 1 658,588 0 0
RINGCENTRAL INC-CLASS A CL A 76680R206 441 4,093 SH   DFND 1 2 4,093 0 0
RIO TINTO PLC-SPON ADR SPONSORED ADR 767204100 1,986 33,760 SH   DFND 1 32,791 0 969
RIOT BLOCKCHAIN INC COM 767292105 441 135,138 SH   DFND 1 135,138 0 0
RITCHIE BROS AUCTIONEERS COMSTK 767744105 657 18,457 SH   DFND 1 18,457 0 0
RITE AID CORP COM 767754104 7,770 12,237,397 SH   DFND 1 12,237,397 0 0
RIVERVIEW BANCORP INC COM 769397100 1,845 252,424 SH   DFND 1 252,424 0 0
RLI CORP COM 749607107 32,615 454,575 SH   DFND 1 453,464 0 1,111
RLJ LODGING TRUST COM 74965L101 53,330 3,035,312 SH   DFND 1 3,035,312 0 0
RMR GROUP INC/THE - A CL A 74967R106 10,962 179,767 SH   DFND 1 179,746 0 21
RMR GROUP INC/THE - A CL A 74967R106 347 5,696 SH   DFND 1 2 5,696 0 0
RMR REAL ESTATE INCOME FUND COM 76970B101 2,050 109,690 SH   DFND 1 2 109,690 0 0
ROADRUNNER TRANSPORTATION SY COM 76973Q105 183 435,955 SH   DFND 1 435,955 0 0
ROAN RESOURCES INC CL A COM 769755109 1,918 313,927 SH   DFND 1 313,927 0 0
ROBERT HALF INTL INC COM 770323103 151,077 2,321,562 SH   DFND 1 2,315,381 0 6,181
ROBERT HALF INTL INC COM 770323103 493 7,571 SH   DFND 1 2 7,571 0 0
ROCKET PHARMACEUTICALS INC COM 77313F106 5,808 331,154 SH   DFND 1 331,154 0 0
ROCKWELL AUTOMATION INC COM 773903109 325,311 1,855,439 SH   DFND 1 1,849,036 0 6,403
ROCKWELL MEDICAL INC COM 774374102 3,570 627,510 SH   DFND 1 627,510 0 0
ROCKY BRANDS INC COM 774515100 2,328 97,200 SH   DFND 1 97,200 0 0
ROCKY BRANDS INC COM 774515100 26 1,100 SH   DFND 1 2 1,100 0 0
ROGERS COMMUNICATIONS INC-B CL B 775109200 271 5,036 SH   DFND 1 3,826 0 1,210
ROGERS CORP COM 775133101 33,902 213,382 SH   DFND 1 213,382 0 0
ROKU INC COM CL A 77543R102 38,184 591,910 SH   DFND 1 591,910 0 0
ROLLINS INC COM 775711104 111,673 2,685,532 SH   DFND 1 2,678,255 0 7,277
ROPER TECHNOLOGIES INC COM 776696106 483,030 1,415,013 SH   DFND 1 1,409,897 0 5,116
ROSEHILL RESOURCES INC CL A 777385105 201 59,148 SH   DFND 1 59,148 0 0
ROSETTA STONE INC COM 777780107 5,339 244,362 SH   DFND 1 244,362 0 0
ROSETTA STONE INC COM 777780107 465 21,321 SH   DFND 1 2 21,321 0 0
ROSS STORES INC COM 778296103 588,194 6,324,033 SH   DFND 1 6,289,732 0 34,301
ROWAN COMPANIES PLC-A SHS CL A G7665A101 15,897 1,473,377 SH   DFND 1 1,449,524 0 23,853
ROYAL BANK OF CANADA COM 780087102 1,189 15,751 SH   DFND 1 14,931 0 820
ROYAL BANK OF SCOT-SPON ADR SPONS ADR 2 ORD 780097689 343 52,729 SH   DFND 1 51,459 0 1,270
ROYAL BANK OF SCOT-SPON ADR SPONS ADR 2 ORD 780097689 186 28,553 SH   DFND 1 2 28,553 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 268,393 2,345,745 SH   DFND 1 2,336,830 0 8,915
ROYAL DUTCH SHELL-SPON ADR-A SPONS ADR A 780259206 624 9,977 SH   DFND 1 9,977 0 0
ROYAL DUTCH SHELL-SPON ADR-A SPONS ADR A 780259206 39 630 SH   DFND 1 2 630 0 0
ROYAL DUTCH SHELL-SPON ADR-B SPON ADR B 780259107 4,949 77,393 SH   DFND 1 77,393 0 0
ROYAL GOLD INC COM 780287108 72,033 792,181 SH   DFND 1 779,909 0 12,272
ROYCE GLOBAL VALUE TRUST COM 78081T104 191 18,999 SH   DFND 1 2 18,999 0 0
ROYCE MICRO-CAP TRUST INC COM 780915104 937 112,553 SH   DFND 1 2 112,553 0 0
ROYCE VALUE TRUST COM 780910105 601 43,678 SH   DFND 1 2 43,678 0 0
RPC INC COM 749660106 6,772 593,579 SH   DFND 1 593,249 0 330
RPM INTERNATIONAL INC COM 749685103 77,727 1,339,203 SH   DFND 1 1,314,545 0 24,658
RPT REALTY COM SH BEN INT 74971D101 14,013 1,166,807 SH   DFND 1 1,166,807 0 0
RR DONNELLEY & SONS CO COM 257867200 3,712 786,606 SH   DFND 1 786,216 0 390
RTI SURGICAL HDS INC COM 74975N105 4,419 735,308 SH   DFND 1 735,308 0 0
RTW RETAILWINDS INC COM 74980D100 694 289,398 SH   DFND 1 289,398 0 0
RUBICON PROJECT INC/THE COM 78112V102 2,155 354,543 SH   DFND 1 354,543 0 0
RUBICON PROJECT INC/THE COM 78112V102 326 53,656 SH   DFND 1 2 53,656 0 0
RUBICON TECHNOLOGY INC COM NEW 78112T206 91 11,352 SH   DFND 1 11,352 0 0
RUBIUS THERAPEUTICS INC COM 78116T103 5,513 304,624 SH   DFND 1 304,624 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 9,723 426,482 SH   DFND 1 426,482 0 0
RUMBLEON INC-B CL B 781386206 286 58,002 SH   DFND 1 58,002 0 0
RUSH ENTERPRISES INC - CL B CL B 781846308 865 20,849 SH   DFND 1 20,849 0 0
RUSH ENTERPRISES INC-CL A CL A 781846209 22,644 541,610 SH   DFND 1 541,610 0 0
RUTH'S HOSPITALITY GROUP INC COM 783332109 10,085 394,134 SH   DFND 1 394,134 0 0
RWT 5.625 07/15/24 NOTE 5.625% 7/1 758075AD7 2,537 2,600,000 PRN   DFND 1 2 2,600,000 0 0
RYANAIR HOLDINGS PLC-SP ADR SPONSORED ADS 783513203 9,319 124,360 SH   DFND 1 124,360 0 0
RYDER SYSTEM INC COM 783549108 35,280 569,133 SH   DFND 1 559,201 0 9,932
RYERSON HOLDING CORP COM 783754104 1,531 178,920 SH   DFND 1 178,920 0 0
RYMAN HOSPITALITY PROPERTIES COM 78377T107 68,941 838,291 SH   DFND 1 838,291 0 0
S & T BANCORP INC COM 783859101 17,362 439,226 SH   DFND 1 439,226 0 0
S&P GLOBAL INC COM 78409V104 631,369 3,004,218 SH   DFND 1 2,991,645 0 12,573
S&W SEED CO COM 785135104 314 117,291 SH   DFND 1 117,291 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 49,779 2,517,048 SH   DFND 1 2,481,599 0 35,449
SABRE CORP COM 78573M104 70,172 3,282,836 SH   DFND 1 3,231,251 0 51,585
SABRE CORP COM 78573M104 206 9,674 SH   DFND 1 2 9,674 0 0
SAEXPLORATION HOLDINGS INC COM PAR 78636X873 76 22,492 SH   DFND 1 22,492 0 0
SAFE BULKERS INC COM Y7388L103 287 197,108 SH   DFND 1 190,341 0 6,767
SAFE BULKERS INC COM Y7388L103 27 18,801 SH   DFND 1 2 18,801 0 0
SAFEGUARD SCIENTIFICS INC COM NEW 786449207 2,194 202,299 SH   DFND 1 202,299 0 0
SAFEHOLD INC COM 78645L100 2,011 92,228 SH   DFND 1 92,228 0 0
SAFETY INSURANCE GROUP INC COM 78648T100 16,511 189,481 SH   DFND 1 189,481 0 0
SAGA COMMUNICATIONS INC-CL A CL A NEW 786598300 1,202 36,217 SH   DFND 1 36,217 0 0
SAGE THERAPEUTICS INC COM 78667J108 83,467 524,786 SH   DFND 1 524,786 0 0
SAIA INC COM 78709Y105 19,364 316,927 SH   DFND 1 316,927 0 0
SAILPOINT TECHNOLOGIES HOLDI COM 78781P105 23,924 833,030 SH   DFND 1 833,030 0 0
SAILPOINT TECHNOLOGIES HOLDI COM 78781P105 378 13,162 SH   DFND 1 2 13,162 0 0
SALEM MEDIA GROUP INC CL A 794093104 152 59,787 SH   DFND 1 59,787 0 0
SALESFORCE.COM INC COM 79466L302 1,526,051 9,654,628 SH   DFND 1 9,615,659 0 38,969
SALLY BEAUTY HOLDINGS INC COM 79546E104 29,257 1,589,233 SH   DFND 1 1,566,655 0 22,578
SALLY BEAUTY HOLDINGS INC COM 79546E104 143 7,788 SH   DFND 1 2 7,788 0 0
SANDERSON FARMS INC COM 800013104 32,312 245,092 SH   DFND 1 241,439 0 3,653
SANDRIDGE ENERGY INC COM NEW 80007P869 2,936 366,189 SH   DFND 1 366,189 0 0
SANDSTORM GOLD LTD COMSTK 80013R206 61 11,208 SH   DFND 1 11,208 0 0
SANDSTORM GOLD LTD COMSTK 80013R206 0 63 SH   DFND 1 2 63 0 0
SANDY SPRING BANCORP INC COM 800363103 13,918 444,972 SH   DFND 1 444,972 0 0
SANGAMO THERAPEUTICS INC COM 800677106 11,948 1,252,473 SH   DFND 1 1,252,473 0 0
SANMINA CORP COM 801056102 24,286 841,809 SH   DFND 1 841,809 0 0
SANOFI-ADR SPONSORED ADR 80105N105 9,375 211,733 SH   DFND 1 209,963 0 1,770
SANTANDER CONSUMER USA HOLDI COM 80283M101 24,566 1,162,635 SH   DFND 1 1,162,635 0 0
SAP SE-SPONSORED ADR SPON ADR 803054204 2,050 17,757 SH   DFND 1 16,897 0 860
SAPIENS INTERNATIONAL CORP SHS G7T16G103 768 50,285 SH   DFND 1 50,285 0 0
SAREPTA THERAPEUTICS INC COM 803607100 82,528 692,413 SH   DFND 1 692,413 0 0
SAREPTA THERAPEUTICS INC COM 803607100 32 271 SH   DFND 1 2 271 0 0
SAUL CENTERS INC COM 804395101 7,301 142,135 SH   DFND 1 142,135 0 0
SAUL CENTERS INC COM 804395101 193 3,776 SH   DFND 1 2 3,776 0 0
SAVARA INC COM 805111101 2,413 327,537 SH   DFND 1 327,537 0 0
SB FINANCIAL GROUP INC COM 78408D105 214 11,883 SH   DFND 1 11,883 0 0
SB ONE BANCORP COM 78413T103 1,541 70,974 SH   DFND 1 70,974 0 0
SBA COMMUNICATIONS CORP CL A 78410G104 316,609 1,588,485 SH   DFND 1 1,582,924 0 5,561
SCANSOURCE INC COM 806037107 14,061 392,561 SH   DFND 1 392,561 0 0
SCHLUMBERGER LTD COM 806857108 761,834 17,503,847 SH   DFND 1 17,433,110 0 70,737
SCHNEIDER NATIONAL INC-CL B CL B 80689H102 7,033 334,145 SH   DFND 1 334,145 0 0
SCHNITZER STEEL INDS INC-A CL A 806882106 8,210 342,108 SH   DFND 1 341,748 0 360
SCHOLAR ROCK HOLDING CORP COM 80706P103 2,379 126,653 SH   DFND 1 126,653 0 0
SCHOLASTIC CORP COM 807066105 13,786 346,755 SH   DFND 1 346,755 0 0
SCHULTZE SPECIAL PURPOSE -24 *W EXP 12/31/202 80821R117 93 300,000 SH   DFND 1 2 300,000 0 0
SCHWAB (CHARLES) CORP COM 808513105 608,634 14,262,830 SH   DFND 1 14,204,253 0 58,577
SCHWAB (CHARLES) CORP COM 808513105 41 962 SH   DFND 1 2 962 0 0
SCHWAB EMERGING MARKETS EQUI EMRG MKTEQ ETF 808524706 4,085 157,092 PRN   DFND 1 157,092 0 0
SCHWAB INTL EQUITY ETF INTL EQTY ETF 808524805 2,051 65,521 PRN   DFND 1 65,521 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 19,145 494,473 SH   DFND 1 494,473 0 0
SCIENCE APPLICATIONS INTE COM 808625107 49,262 640,194 SH   DFND 1 630,662 0 9,532
SCIENCE APPLICATIONS INTE COM 808625107 81 1,055 SH   DFND 1 2 1,055 0 0
SCIENTIFIC GAMES CORP COM 80874P109 14,185 694,667 SH   DFND 1 684,300 0 10,367
SCIENTIFIC GAMES CORP COM 80874P109 115 5,645 SH   DFND 1 2 5,645 0 0
SCORPIO BULKERS INC COM Y7546A122 807 210,382 SH   DFND 1 209,570 0 812
SCORPIO TANKERS INC SHS Y7542C130 3,621 182,522 SH   DFND 1 182,489 0 33
SCOTTS MIRACLE-GRO CO CL A 810186106 31,388 399,447 SH   DFND 1 391,936 0 7,511
SCPHARMACEUTICALS INC COM 810648105 165 55,043 SH   DFND 1 55,043 0 0
SCYNEXIS INC COM 811292101 811 537,452 SH   DFND 1 537,452 0 0
SEABOARD CORP COM 811543107 12,789 2,985 SH   DFND 1 2,985 0 0
SEACHANGE INTERNATIONAL INC COM 811699107 244 184,042 SH   DFND 1 184,042 0 0
SEACOAST BANKING CORP/FL COM NEW 811707801 15,974 606,234 SH   DFND 1 606,234 0 0
SEACOR HOLDINGS INC COM 811904101 9,023 213,432 SH   DFND 1 213,432 0 0
SEACOR MARINE HOLDINGS INC COM 78413P101 2,697 202,695 SH   DFND 1 202,695 0 0
SEAGATE TECHNOLOGY SHS G7945M107 171,761 3,588,781 SH   DFND 1 3,576,121 0 12,660
SEALED AIR CORP COM 81211K100 101,886 2,215,914 SH   DFND 1 2,208,228 0 7,686
SEARS HOMETOWN AND OUTLET ST COM 812362101 165 75,298 SH   DFND 1 75,298 0 0
SEASPINE HOLDINGS CORP COM 81255T108 2,571 170,545 SH   DFND 1 170,545 0 0
SEASPINE HOLDINGS CORP COM 81255T108 3 204 SH   DFND 1 2 204 0 0
SEATTLE GENETICS INC COM 812578102 86,310 1,179,318 SH   DFND 1 1,179,318 0 0
SEATTLE GENETICS INC COM 812578102 127 1,738 SH   DFND 1 2 1,738 0 0
SEAWORLD ENTERTAINMENT INC COM 81282V100 18,513 718,678 SH   DFND 1 718,678 0 0
SEAWORLD ENTERTAINMENT INC COM 81282V100 109 4,248 SH   DFND 1 2 4,248 0 0
SECOND SIGHT MEDICAL PRODUCT COM 81362J100 153 193,688 SH   DFND 1 193,688 0 0
SECUREWORKS CORP - A CL A 81374A105 2,485 135,060 SH   DFND 1 135,060 0 0
SECURITY NATL FINL CORP-CL A CL A NEW 814785309 262 55,634 SH   DFND 1 55,634 0 0
SEELOS THERAPEUTICS INC COM 81577F109 129 38,578 SH   DFND 1 38,578 0 0
SEI INVESTMENTS COMPANY COM 784117103 105,843 2,025,155 SH   DFND 1 2,000,975 0 24,180
SEI INVESTMENTS COMPANY COM 784117103 226 4,342 SH   DFND 1 2 4,342 0 0
SELECT BANCORP INC COM 81617L108 1,635 143,885 SH   DFND 1 143,885 0 0
SELECT ENERGY SERVICES INC-A CL A COM 81617J301 7,941 660,681 SH   DFND 1 660,681 0 0
SELECT MEDICAL HOLDINGS CORP COM 81619Q105 19,847 1,408,605 SH   DFND 1 1,408,547 0 58
SELECTA BIOSCIENCES INC COM 816212104 978 412,858 SH   DFND 1 412,858 0 0
SELECTIVE INSURANCE GROUP COM 816300107 49,653 784,661 SH   DFND 1 784,661 0 0
SELLAS LIFE SCIENCES GROUP I COM 81642T100 116 114,194 SH   DFND 1 114,194 0 0
SEMGROUP CORP-CLASS A CL A 81663A105 11,651 790,490 SH   DFND 1 790,490 0 0
SEMPRA ENERGY COM 816851109 471,154 3,750,132 SH   DFND 1 3,736,572 0 13,560
SEMTECH CORP COM 816850101 40,359 792,771 SH   DFND 1 792,771 0 0
SENECA FOODS CORP - CL A CL A 817070501 1,931 78,526 SH   DFND 1 78,526 0 0
SENESTECH INC COM 81720R109 113 92,634 SH   DFND 1 92,634 0 0
SENIOR HOUSING PROP TRUST SH BEN INT 81721M109 53,025 4,442,208 SH   DFND 1 4,396,680 0 45,528
SENIOR HOUSING PROP TRUST SH BEN INT 81721M109 59 5,064 SH   DFND 1 2 5,064 0 0
SENSATA TECHNOLOGIES HOLDING SHS G8060N102 73,061 1,624,169 SH   DFND 1 1,624,169 0 0
SENSATA TECHNOLOGIES HOLDING SHS G8060N102 313 6,962 SH   DFND 1 2 6,962 0 0
SENSEONICS HOLDINGS INC COM 81727U105 2,611 1,065,921 SH   DFND 1 1,065,921 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 32,912 485,505 SH   DFND 1 477,583 0 7,922
SENSUS HEALTHCARE INC COM 81728J109 334 47,611 SH   DFND 1 47,611 0 0
SENTINEL ENERGY SERVICE-CW22 *W EXP 11/02/202 81728P113 352 517,900 SH   DFND 1 2 517,900 0 0
SEQUENTIAL BRANDS GROUP INC COM 81734P107 392 306,631 SH   DFND 1 306,631 0 0
SERES THERAPEUTICS INC COM 81750R102 1,909 277,957 SH   DFND 1 277,957 0 0
SERITAGE GROWTH PROP- A REIT CL A 81752R100 18,964 426,734 SH   DFND 1 426,734 0 0
SERVICE CORP INTERNATIONAL COM 817565104 72,912 1,815,996 SH   DFND 1 1,782,075 0 33,921
SERVICE CORP INTERNATIONAL COM 817565104 38 962 SH   DFND 1 2 962 0 0
SERVICEMASTER GLOBAL HOLDING COM 81761R109 61,519 1,317,339 SH   DFND 1 1,317,339 0 0
SERVICENOW INC COM 81762P102 420,386 1,706,861 SH   DFND 1 1,706,861 0 0
SERVICENOW INC COM 81762P102 404 1,642 SH   DFND 1 2 1,642 0 0
SERVICESOURCE INTERNATIONAL COM 81763U100 735 798,742 SH   DFND 1 798,742 0 0
SERVICESOURCE INTERNATIONAL COM 81763U100 138 149,898 SH   DFND 1 2 149,898 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 21,065 623,971 SH   DFND 1 623,971 0 0
SESEN BIO INC COM 817763105 458 445,121 SH   DFND 1 445,121 0 0
SFL 4.875 05/01/23 NOTE 4.875% 5/0 824689AG8 9,384 9,496,000 PRN   DFND 1 2 9,496,000 0 0
SHAKE SHACK INC - CLASS A CL A 819047101 17,063 288,480 SH   DFND 1 288,480 0 0
SHARPS COMPLIANCE CORP COM 820017101 210 57,439 SH   DFND 1 57,439 0 0
SHARPSPRING INC COM 820054104 665 41,532 SH   DFND 1 41,532 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 25,773 581,007 SH   DFND 1 581,007 0 0
SHERWIN-WILLIAMS CO/THE COM 824348106 423,221 984,626 SH   DFND 1 980,597 0 4,029
SHIFTPIXY INC COM 82452L104 20 15,135 SH   DFND 1 15,135 0 0
SHILOH INDUSTRIES INC COM 824543102 877 159,556 SH   DFND 1 159,556 0 0
SHIP FINANCE INTL LTD SHS G81075106 3,966 321,407 SH   DFND 1 321,407 0 0
SHOE CARNIVAL INC COM 824889109 7,511 220,740 SH   DFND 1 220,740 0 0
SHOE CARNIVAL INC COM 824889109 1,236 36,350 SH   DFND 1 2 36,350 0 0
SHORE BANCSHARES INC COM 825107105 1,642 110,192 SH   DFND 1 110,192 0 0
SHOTSPOTTER INC COM 82536T107 3,691 95,645 SH   DFND 1 95,645 0 0
SHUTTERFLY INC COM 82568P304 16,790 413,161 SH   DFND 1 413,161 0 0
SHUTTERSTOCK INC COM 825690100 11,068 237,361 SH   DFND 1 237,361 0 0
SI FINANCIAL GROUP INC COM 78425V104 2,066 160,078 SH   DFND 1 160,078 0 0
SI-BONE INC COM 825704109 1,921 101,979 SH   DFND 1 101,979 0 0
SIEBERT FINANCIAL CORP COM 826176109 731 61,911 SH   DFND 1 61,911 0 0
SIENNA BIOPHARMACEUTICALS IN COM 82622H108 530 228,531 SH   DFND 1 228,531 0 0
SIENTRA INC COM 82621J105 2,445 285,056 SH   DFND 1 285,056 0 0
SIERRA BANCORP COM 82620P102 3,841 158,071 SH   DFND 1 158,071 0 0
SIERRA ONCOLOGY INC COM 82640U107 60 35,365 SH   DFND 1 35,365 0 0
SIERRA WIRELESS INC COM 826516106 520 42,117 SH   DFND 1 2 42,117 0 0
SIERRA WIRELESS INC COM 826516106 338 27,360 SH   DFND 1 27,360 0 0
SIGA TECHNOLOGIES INC COM 826917106 3,569 594,005 SH   DFND 1 594,005 0 0
SIGMA LABS INC COM PAR 826598302 41 24,951 SH   DFND 1 24,951 0 0
SIGMATRON INTERNATIONAL INC COM 82661L101 33 11,463 SH   DFND 1 11,463 0 0
SIGNATURE BANK COM 82669G104 75,251 587,975 SH   DFND 1 577,655 0 10,320
SIGNET JEWELERS LTD SHS G81276100 20,144 741,711 SH   DFND 1 731,978 0 9,733
SILGAN HOLDINGS INC COM 827048109 25,296 853,762 SH   DFND 1 839,296 0 14,466
SILICON LABORATORIES INC COM 826919102 45,420 561,719 SH   DFND 1 553,648 0 8,071
SILICON MOTION TECHNOL-ADR SPONSORED ADR 82706C108 1,211 30,572 SH   DFND 1 30,572 0 0
SILVERBOW RESOURCES INC COM 82836G102 1,556 67,671 SH   DFND 1 67,671 0 0
SILVERCORP METALS INC COMSTK 82835P103 283 110,487 SH   DFND 1 2 110,487 0 0
SILVERCORP METALS INC COMSTK 82835P103 12 5,014 SH   DFND 1 5,014 0 0
SILVERCREST ASSET MANAGEME-A CL A 828359109 918 64,433 SH   DFND 1 64,433 0 0
SIMMONS FIRST NATL CORP-CL A CL A $1 PAR 828730200 27,874 1,138,646 SH   DFND 1 1,138,646 0 0
SIMON PROPERTY GROUP INC COM 828806109 1,043,331 5,728,095 SH   DFND 1 5,712,065 0 16,030
SIMPLY GOOD FOODS CO/THE COM 82900L102 13,812 670,812 SH   DFND 1 670,812 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 27,724 467,767 SH   DFND 1 467,767 0 0
SIMULATIONS PLUS INC COM 829214105 3,030 143,551 SH   DFND 1 143,551 0 0
SINA CORP ORD G81477104 12,680 214,963 SH   DFND 1 214,963 0 0
SINA CORP ORD G81477104 239 4,044 SH   DFND 1 2 4,044 0 0
SINCLAIR BROADCAST GROUP -A CL A 829226109 33,670 875,013 SH   DFND 1 875,013 0 0
SINOVAC BIOTECH LTD SHS P8696W104 179 27,717 SH   DFND 1 27,717 0 0
SIRIUS XM HOLDINGS INC COM 82968B103 138,402 24,419,820 SH   DFND 1 24,235,289 0 184,531
SIRIUS XM HOLDINGS INC COM 82968B103 364 64,297 SH   DFND 1 2 64,297 0 0
SITE CENTERS CORP COM 82981J109 26,888 1,974,191 SH   DFND 1 1,974,191 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 26,522 464,092 SH   DFND 1 464,092 0 0
SITO MOBILE LTD COM NEW 82988R203 238 131,211 SH   DFND 1 131,211 0 0
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 40,110 806,757 SH   DFND 1 792,275 0 14,482
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 88 1,799 SH   DFND 1 2 1,799 0 0
SJW GROUP COM 784305104 17,212 278,796 SH   DFND 1 278,796 0 0
SKECHERS USA INC-CL A CL A 830566105 47,124 1,402,086 SH   DFND 1 1,377,089 0 24,997
SKYLINE CHAMPION CORP COM 830830105 9,502 500,110 SH   DFND 1 500,110 0 0
SKYWEST INC COM 830879102 34,089 627,907 SH   DFND 1 627,907 0 0
SKYWEST INC COM 830879102 43 799 SH   DFND 1 2 799 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 214,383 2,603,477 SH   DFND 1 2,587,034 0 16,443
SKYWORKS SOLUTIONS INC COM 83088M102 91 1,111 SH   DFND 1 2 1,111 0 0
SL GREEN REALTY CORP COM 78440X101 127,444 1,419,436 SH   DFND 1 1,415,300 0 4,136
SL GREEN REALTY CORP COM 78440X101 41 456 SH   DFND 1 2 456 0 0
SLEEP NUMBER CORP COM 83125X103 19,653 418,167 SH   DFND 1 418,167 0 0
SLEEP NUMBER CORP COM 83125X103 89 1,906 SH   DFND 1 2 1,906 0 0
SLM CORP COM 78442P106 48,228 4,866,683 SH   DFND 1 4,785,010 0 81,673
SM ENERGY CO COM 78454L100 18,921 1,081,826 SH   DFND 1 1,062,523 0 19,303
SMART & FINAL STORES INC COM 83190B101 1,554 314,579 SH   DFND 1 314,579 0 0
SMART GLOBAL HOLDINGS INC SHS G8232Y101 2,996 156,068 SH   DFND 1 156,068 0 0
SMART SAND INC COM 83191H107 1,345 302,340 SH   DFND 1 302,340 0 0
SMARTFINANCIAL INC COM NEW 83190L208 2,009 106,287 SH   DFND 1 106,287 0 0
SMARTSHEET INC-CLASS A COM CL A 83200N103 4,062 99,599 SH   DFND 1 99,599 0 0
SMITH & NEPHEW PLC -SPON ADR SPDN ADR NEW 83175M205 1,147 28,602 SH   DFND 1 27,450 0 1,152
SMITH (A.O.) CORP COM 831865209 113,136 2,125,273 SH   DFND 1 2,118,270 0 7,003
SMITH MICRO SOFTWARE INC COM NEW 832154207 415 148,439 SH   DFND 1 148,439 0 0
SNAP INC - A CL A 83304A106 60,357 5,477,081 SH   DFND 1 5,477,081 0 0
SNAP-ON INC COM 833034101 125,469 802,953 SH   DFND 1 800,206 0 2,747
SNAP-ON INC COM 833034101 42 269 SH   DFND 1 2 269 0 0
SOCIAL REALITY INC COM CL A NEW 83362P300 144 42,438 SH   DFND 1 42,438 0 0
SOHU.COM LTD-ADR SPONSORED ADS 83410S108 505 30,490 SH   DFND 1 30,490 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 13,953 370,305 SH   DFND 1 370,305 0 0
SOLARIS OILFIELD INFRAST-A COM CL A 83418M103 5,257 319,800 SH   DFND 1 319,800 0 0
SOLARWINDS CORP COM 83417Q105 1,138 58,329 SH   DFND 1 58,329 0 0
SOLENO THERAPEUTICS INC COM NEW 834203200 59 29,035 SH   DFND 1 29,035 0 0
SOLID BIOSCIENCES INC COM 83422E105 1,681 182,721 SH   DFND 1 182,721 0 0
SOLIGENIX INC COM 834223307 18 20,298 SH   DFND 1 20,298 0 0
SOLITARIO ZINC CORP COM 8342EP107 32 75,942 SH   DFND 1 75,942 0 0
SONIC AUTOMOTIVE INC-CLASS A CL A 83545G102 4,361 294,483 SH   DFND 1 294,483 0 0
SONOCO PRODUCTS CO COM 835495102 62,978 1,023,545 SH   DFND 1 1,004,432 0 19,113
SONOMA PHARMACEUTICALS INC COM 83558L105 12 13,177 SH   DFND 1 13,177 0 0
SONOS INC COM 83570H108 2,332 226,694 SH   DFND 1 226,694 0 0
SONY CORP-SPONSORED ADR SPONSORED ADR 835699307 705 16,696 SH   DFND 1 15,527 0 1,169
SONY CORP-SPONSORED ADR SPONSORED ADR 835699307 147 3,487 SH   DFND 1 2 3,487 0 0
SOPHIRIS BIO INC COM NEW 83578Q209 241 243,523 SH   DFND 1 243,523 0 0
SORRENTO THERAPEUTICS INC COM NEW 83587F202 6,321 1,330,747 SH   DFND 1 1,330,747 0 0
SOTHEBY'S COM 835898107 14,486 383,737 SH   DFND 1 377,570 0 6,167
SOTHERLY HOTELS INC COM 83600C103 397 58,440 SH   DFND 1 58,440 0 0
SOURCE CAPITAL INC COM 836144105 1,660 46,128 SH   DFND 1 2 46,128 0 0
SOUTH JERSEY INDUSTRIES COM 838518108 33,738 1,052,040 SH   DFND 1 1,052,040 0 0
SOUTH STATE CORP COM 840441109 29,714 434,797 SH   DFND 1 434,797 0 0
SOUTHERN CO/THE COM 842587107 701,277 13,573,188 SH   DFND 1 13,520,703 0 52,485
SOUTHERN COPPER CORP COM 84265V105 8,123 205,924 SH   DFND 1 205,924 0 0
SOUTHERN FIRST BANCSHARES COM 842873101 2,769 81,771 SH   DFND 1 81,771 0 0
SOUTHERN MISSOURI BANCORP COM 843380106 1,912 62,100 SH   DFND 1 62,100 0 0
SOUTHERN MISSOURI BANCORP COM 843380106 80 2,626 SH   DFND 1 2 2,626 0 0
SOUTHERN NATL BANCORP OF VA COM 843395104 3,257 222,346 SH   DFND 1 222,346 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 13,548 407,729 SH   DFND 1 407,729 0 0
SOUTHWEST AIRLINES CO COM 844741108 340,809 6,574,822 SH   DFND 1 6,549,174 0 25,648
SOUTHWEST AIRLINES CO COM 844741108 1,384 26,662 SH   DFND 1 2 26,662 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 50,512 614,065 SH   DFND 1 604,128 0 9,937
SOUTHWESTERN ENERGY CO COM 845467109 33,885 7,225,073 SH   DFND 1 7,123,676 0 101,397
SP PLUS CORP COM 78469C103 10,900 319,474 SH   DFND 1 319,474 0 0
SPAR GROUP INC COM 784933103 96 145,742 SH   DFND 1 145,742 0 0
SPARK ENERGY INC-CLASS A CL A COM 846511103 1,433 160,923 SH   DFND 1 160,923 0 0
SPARK THERAPEUTICS INC COM 84652J103 45,256 397,409 SH   DFND 1 397,409 0 0
SPARTAN MOTORS INC COM 846819100 3,482 394,376 SH   DFND 1 394,376 0 0
SPARTANNASH CO COM 847215100 6,947 437,781 SH   DFND 1 437,781 0 0
SPARTANNASH CO COM 847215100 11 694 SH   DFND 1 2 694 0 0
SPDR S&P DIVIDEND ETF S&P DIVID ETF 78464A763 1,540 15,492 PRN   DFND 1 15,492 0 0
SPECIAL OPPORTUNITIES FUND COM 84741T104 650 48,464 SH   DFND 1 2 48,464 0 0
SPECTRUM BRANDS HOLDINGS INC COM 84790A105 24,432 446,011 SH   DFND 1 446,011 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 13,653 1,277,261 SH   DFND 1 1,277,261 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 1,789 123,647 SH   DFND 1 123,292 0 355
SPERO THERAPEUTICS INC COM 84833T103 1,208 94,341 SH   DFND 1 94,341 0 0
SPHERIX INC COM PAR NEW 84842R403 20 22,380 SH   DFND 1 22,380 0 0
SPIRE INC COM 84857L101 49,214 598,058 SH   DFND 1 588,558 0 9,500
SPIRIT AEROSYSTEMS HOLD-CL A COM CL A 848574109 94,797 1,036,574 SH   DFND 1 1,035,943 0 631
SPIRIT AIRLINES INC COM 848577102 43,315 819,432 SH   DFND 1 819,432 0 0
SPIRIT AIRLINES INC COM 848577102 37 708 SH   DFND 1 2 708 0 0
SPIRIT MTA REIT COM SHS BEN IN 84861U105 3,790 584,129 SH   DFND 1 580,296 0 3,833
SPIRIT OF TEXAS BANCSHARES I COM 84861D103 2,454 115,776 SH   DFND 1 115,776 0 0
SPIRIT REALTY CAPITAL INC COM NEW 84860W300 70,749 1,780,747 SH   DFND 1 1,780,747 0 0
SPIRIT REALTY CAPITAL INC COM NEW 84860W300 45 1,138 SH   DFND 1 2 1,138 0 0
SPLUNK INC COM 848637104 183,046 1,470,195 SH   DFND 1 1,469,970 0 225
SPLUNK INC COM 848637104 30 248 SH   DFND 1 2 248 0 0
SPOK HOLDINGS INC COM 84863T106 3,551 260,720 SH   DFND 1 260,720 0 0
SPORTSMAN'S WAREHOUSE HOLDIN COM 84920Y106 2,304 480,030 SH   DFND 1 480,030 0 0
SPOTIFY TECHNOLOGY SA SHS L8681T102 354 2,551 SH   DFND 1 2,551 0 0
SPRING BANK PHARMACEUTICALS COM 849431101 1,288 122,790 SH   DFND 1 122,790 0 0
SPRINT CORP COM 85207U105 30,920 5,478,290 SH   DFND 1 5,478,290 0 0
SPRINT CORP COM 85207U105 1,423 251,984 SH   DFND 1 2 251,984 0 0
SPROTT FOCUS TRUST INC COM 85208J109 1,073 157,621 SH   DFND 1 2 157,621 0 0
SPROUTS FARMERS MARKET INC COM 85208M102 29,599 1,374,145 SH   DFND 1 1,350,896 0 23,249
SPROUTS FARMERS MARKET INC COM 85208M102 27 1,296 SH   DFND 1 2 1,296 0 0
SPS COMMERCE INC COM 78463M107 23,050 217,337 SH   DFND 1 217,337 0 0
SPS COMMERCE INC COM 78463M107 97 923 SH   DFND 1 2 923 0 0
SPX CORP COM 784635104 17,283 496,802 SH   DFND 1 496,802 0 0
SPX FLOW INC COM 78469X107 15,268 478,648 SH   DFND 1 478,648 0 0
SQUARE INC - A CL A 852234103 217,282 2,902,556 SH   DFND 1 2,902,070 0 486
SRC ENERGY INC COM 78470V108 14,088 2,751,667 SH   DFND 1 2,751,667 0 0
SS&C TECHNOLOGIES HOLDINGS COM 78467J100 147,632 2,319,660 SH   DFND 1 2,318,423 0 1,237
SS&C TECHNOLOGIES HOLDINGS COM 78467J100 159 2,509 SH   DFND 1 2 2,509 0 0
SSR MINING INC COM 784730103 1,141 90,278 SH   DFND 1 90,278 0 0
ST JOE CO/THE COM 790148100 9,896 600,134 SH   DFND 1 600,134 0 0
STAAR SURGICAL CO COM PAR $0.01 852312305 15,233 445,561 SH   DFND 1 444,657 0 904
STAFFING 360 SOLUTIONS INC COM PAR 852387307 47 32,301 SH   DFND 1 32,301 0 0
STAG INDUSTRIAL INC COM 85254J102 35,858 1,209,393 SH   DFND 1 1,209,393 0 0
STAGE STORES INC COM NEW 85254C305 172 167,530 SH   DFND 1 166,966 0 564
STAMPS.COM INC COM NEW 852857200 17,230 211,646 SH   DFND 1 211,618 0 28
STAMPS.COM INC COM NEW 852857200 33 414 SH   DFND 1 2 414 0 0
STANDARD MOTOR PRODS COM 853666105 11,705 238,407 SH   DFND 1 238,407 0 0
STANDEX INTERNATIONAL CORP COM 854231107 10,736 146,280 SH   DFND 1 146,280 0 0
STANDEX INTERNATIONAL CORP COM 854231107 213 2,905 SH   DFND 1 2 2,905 0 0
STANLEY BLACK & DECKER INC COM 854502101 283,387 2,084,817 SH   DFND 1 2,077,016 0 7,801
STANTEC INC COMSTK 85472N109 448 19,000 SH   DFND 1 19,000 0 0
STAR BULK CARRIERS CORP SHS PAR Y8162K204 398 60,487 SH   DFND 1 60,487 0 0
STARBUCKS CORP COM 855244109 1,344,316 18,102,578 SH   DFND 1 17,984,664 0 117,914
STARRETT (L.S.) CO -CL A CL A 855668109 195 25,372 SH   DFND 1 25,372 0 0
STARS GROUP INC COMSTK 85570W100 2,934 169,252 SH   DFND 1 169,252 0 0
STARS GROUP INC/THE COM 85570W100 3,257 186,346 SH   DFND 1 186,346 0 0
STARTEK INC COM 85569C107 502 63,823 SH   DFND 1 63,823 0 0
STARWOOD PROPERTY TRUST INC COM 85571B105 65,937 2,948,457 SH   DFND 1 2,948,457 0 0
STATE AUTO FINANCIAL CORP COM 855707105 7,642 232,139 SH   DFND 1 232,139 0 0
STATE STREET CORP COM 857477103 322,181 4,904,853 SH   DFND 1 4,885,100 0 19,753
STATE STREET CORP COM 857477103 467 7,099 SH   DFND 1 2 7,099 0 0
STEALTHGAS INC SHS Y81669106 105 30,114 SH   DFND 1 30,114 0 0
STEEL CONNECT INC COM 858098106 380 189,164 SH   DFND 1 189,164 0 0
STEEL DYNAMICS INC COM 858119100 97,397 2,763,362 SH   DFND 1 2,719,818 0 43,544
STEEL DYNAMICS INC COM 858119100 1,749 49,599 SH   DFND 1 2 49,599 0 0
STEELCASE INC-CL A CL A 858155203 19,046 1,309,014 SH   DFND 1 1,309,014 0 0
STEIN MART INC COM 858375108 159 160,928 SH   DFND 1 160,928 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 5,676 441,768 SH   DFND 1 441,768 0 0
STEPAN CO COM 858586100 26,194 299,298 SH   DFND 1 299,298 0 0
STERICYCLE INC COM 858912108 50,690 931,472 SH   DFND 1 915,523 0 15,949
STERIS PLC SHS USD G8473T100 109,912 858,488 SH   DFND 1 842,647 0 15,841
STERLING BANCORP INC/MI COM 85917W102 2,549 251,464 SH   DFND 1 251,464 0 0
STERLING BANCORP/DE COM 85917A100 43,118 2,314,443 SH   DFND 1 2,274,602 0 39,841
STERLING CONSTRUCTION CO COM 859241101 3,937 314,472 SH   DFND 1 314,472 0 0
STEVEN MADDEN LTD COM 556269108 36,295 1,072,573 SH   DFND 1 1,072,573 0 0
STEWART INFORMATION SERVICES COM 860372101 11,569 271,022 SH   DFND 1 271,022 0 0
STEWART INFORMATION SERVICES COM 860372101 250 5,872 SH   DFND 1 2 5,872 0 0
STIFEL FINANCIAL CORP COM 860630102 43,087 816,663 SH   DFND 1 803,200 0 13,463
STITCH FIX INC-CLASS A COM CL A 860897107 4,731 167,620 SH   DFND 1 167,620 0 0
STMICROELECTRONICS NV-NY SHS NY REGISTRY 861012102 223 15,044 SH   DFND 1 13,883 0 1,161
STOCK YARDS BANCORP INC COM 861025104 9,539 282,164 SH   DFND 1 282,164 0 0
STONECO LTD-A COM CL A G85158106 3,292 80,078 SH   DFND 1 80,078 0 0
STONERIDGE INC COM 86183P102 9,578 331,904 SH   DFND 1 331,904 0 0
STORE CAPITAL CORP COM 862121100 80,555 2,404,652 SH   DFND 1 2,404,652 0 0
STRATA SKIN SCIENCES INC COM NEW 86272A206 92 32,625 SH   DFND 1 32,625 0 0
STRATASYS LTD SHS M85548101 6,670 280,051 SH   DFND 1 280,051 0 0
STRATEGIC EDUCATION INC COM 86272C103 34,577 263,328 SH   DFND 1 263,328 0 0
STRATTEC SECURITY CORP COM 863111100 676 23,033 SH   DFND 1 23,033 0 0
STRATUS PROPERTIES INC COM NEW 863167201 1,421 53,837 SH   DFND 1 53,837 0 0
STREAMLINE HEALTH SOLUTIONS COM 86323X106 83 79,728 SH   DFND 1 79,728 0 0
STRONGBRIDGE BIOPHARMA PLC SHS USD G85347105 186 37,467 SH   DFND 1 37,467 0 0
STRYKER CORP COM 863667101 768,488 3,898,367 SH   DFND 1 3,882,663 0 15,704
STURM RUGER & CO INC COM 864159108 11,596 218,719 SH   DFND 1 218,719 0 0
STURM RUGER & CO INC COM 864159108 11 222 SH   DFND 1 2 222 0 0
SUMITOMO MITSUI-SPONS ADR SPONSORED ADR 86562M209 566 80,565 SH   DFND 1 68,855 0 11,710
SUMMER INFANT INC COM 865646103 51 71,771 SH   DFND 1 71,771 0 0
SUMMIT FINANCIAL GROUP INC COM 86606G101 2,524 95,241 SH   DFND 1 95,241 0 0
SUMMIT HOTEL PROPERTIES INC COM 866082100 17,723 1,553,355 SH   DFND 1 1,553,355 0 0
SUMMIT MATERIALS INC -CL A CL A 86614U100 20,084 1,265,576 SH   DFND 1 1,265,576 0 0
SUN COMMUNITIES INC COM 866674104 135,966 1,147,204 SH   DFND 1 1,147,204 0 0
SUN HYDRAULICS CORP COM 866942105 17,368 373,432 SH   DFND 1 373,432 0 0
SUN LIFE FINANCIAL INC COM 866796105 943 24,561 SH   DFND 1 23,894 0 667
SUNCOKE ENERGY INC COM 86722A103 7,144 841,563 SH   DFND 1 841,563 0 0
SUNCOKE ENERGY INC COM 86722A103 563 66,356 SH   DFND 1 2 66,356 0 0
SUNCOR ENERGY INC COM 867224107 399 12,328 SH   DFND 1 12,328 0 0
SUNESIS PHARMACEUTICALS INC COM PAR 867328700 382 314,975 SH   DFND 1 314,975 0 0
SUNLINK HEALTH SYSTEMS INC COM 86737U102 16 10,217 SH   DFND 1 10,217 0 0
SUNOPTA INC COM 8676EP108 291 84,154 SH   DFND 1 84,154 0 0
SUNPOWER CORP COM 867652406 5,265 808,840 SH   DFND 1 808,840 0 0
SUNPOWER CORP COM 867652406 31 4,837 SH   DFND 1 2 4,837 0 0
SUNRUN INC COM 86771W105 14,634 1,040,864 SH   DFND 1 1,040,864 0 0
SUNSTONE HOTEL INVESTORS INC COM 867892101 54,149 3,760,399 SH   DFND 1 3,760,399 0 0
SUNSTONE HOTEL INVESTORS INC COM 867892101 41 2,858 SH   DFND 1 2 2,858 0 0
SUNTRUST BANKS INC COM 867914103 386,436 6,532,985 SH   DFND 1 6,511,097 0 21,888
SUNWORKS INC COM 86803X105 26 60,274 SH   DFND 1 60,274 0 0
SUPERIOR DRILLING PRODUCTS I COM 868153107 114 87,066 SH   DFND 1 87,066 0 0
SUPERIOR ENERGY SERVICES INC COM 868157108 8,574 1,836,156 SH   DFND 1 1,836,156 0 0
SUPERIOR GROUP OF COS INC COM 868358102 1,444 86,898 SH   DFND 1 86,898 0 0
SUPERIOR INDUSTRIES INTL COM 868168105 1,303 273,935 SH   DFND 1 273,935 0 0
SUPERIOR INDUSTRIES INTL COM 868168105 95 19,983 SH   DFND 1 2 19,983 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 22,244 634,830 SH   DFND 1 634,830 0 0
SUPPORT.COM INC COM NEW 86858W200 252 111,827 SH   DFND 1 111,827 0 0
SURFACE ONCOLOGY INC COM 86877M209 588 123,295 SH   DFND 1 123,295 0 0
SURGERY PARTNERS INC COM 86881A100 2,589 229,558 SH   DFND 1 229,558 0 0
SURMODICS INC COM 868873100 10,656 245,096 SH   DFND 1 245,096 0 0
SURMODICS INC COM 868873100 318 7,336 SH   DFND 1 2 7,336 0 0
SUTRO BIOPHARMA INC COM 869367102 610 53,620 SH   DFND 1 53,620 0 0
SVB FINANCIAL GROUP COM 78486Q101 166,928 751,636 SH   DFND 1 749,037 0 2,599
SVMK INC COM 78489X103 5,136 282,065 SH   DFND 1 282,065 0 0
SWISS HELVETIA FUND COM 870875101 2,005 263,946 SH   DFND 1 2 263,946 0 0
SWITCH INC - A CL A 87105L104 4,008 388,814 SH   DFND 1 388,814 0 0
SYKES ENTERPRISES INC COM 871237103 19,569 691,985 SH   DFND 1 691,985 0 0
SYMANTEC CORP COM 871503108 210,356 9,165,332 SH   DFND 1 9,103,879 0 61,453
SYMANTEC CORP COM 871503108 123 5,359 SH   DFND 1 2 5,359 0 0
SYNACOR INC COM 871561106 252 160,983 SH   DFND 1 160,983 0 0
SYNALLOY CORP COM 871565107 1,283 84,445 SH   DFND 1 84,445 0 0
SYNAPTICS INC COM 87157D109 21,286 535,503 SH   DFND 1 529,059 0 6,444
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 2,053 337,674 SH   DFND 1 337,674 0 0
SYNCHRONY FINANCIAL COM 87165B103 335,717 10,536,999 SH   DFND 1 10,500,032 0 36,967
SYNDAX PHARMACEUTICALS INC COM 87164F105 1,037 197,606 SH   DFND 1 197,606 0 0
SYNEOS HEALTH INC CL A 87166B102 44,361 857,060 SH   DFND 1 845,669 0 11,391
SYNEOS HEALTH INC CL A 87166B102 388 7,509 SH   DFND 1 2 7,509 0 0
SYNLOGIC INC COM 87166L100 1,254 165,290 SH   DFND 1 165,290 0 0
SYNNEX CORP COM 87162W100 54,545 571,816 SH   DFND 1 564,051 0 7,765
SYNNEX CORP COM 87162W100 273 2,862 SH   DFND 1 2 2,862 0 0
SYNOPSYS INC COM 871607107 283,434 2,465,128 SH   DFND 1 2,451,381 0 13,747
SYNOVUS FINANCIAL CORP COM NEW 87161C501 55,714 1,621,496 SH   DFND 1 1,591,687 0 29,809
SYNTHESIS ENERGY SYSTEMS INC COM NEW 871628202 29 55,329 SH   DFND 1 55,329 0 0
SYNTHETIC BIOLOGICS INC COM NEW 87164U201 11 17,633 SH   DFND 1 17,633 0 0
SYNTHORX INC COM 87167A103 2,913 143,021 SH   DFND 1 143,021 0 0
SYPRIS SOLUTIONS INC COM 871655106 56 50,846 SH   DFND 1 50,846 0 0
SYROS PHARMACEUTICALS INC COM 87184Q107 2,655 290,531 SH   DFND 1 290,531 0 0
SYSCO CORP COM 871829107 399,892 6,001,681 SH   DFND 1 5,977,850 0 23,831
SYSTEMAX INC COM 871851101 4,864 214,856 SH   DFND 1 214,856 0 0
T ROWE PRICE GROUP INC COM 74144T108 381,192 3,813,253 SH   DFND 1 3,801,339 0 11,914
T2 BIOSYSTEMS INC COM 89853L104 1,162 442,030 SH   DFND 1 442,030 0 0
TABLEAU SOFTWARE INC-CL A CL A 87336U105 92,361 726,199 SH   DFND 1 726,199 0 0
TABLEAU SOFTWARE INC-CL A CL A 87336U105 468 3,677 SH   DFND 1 2 3,677 0 0
TABULA RASA HEALTHCARE INC COM 873379101 11,800 209,158 SH   DFND 1 209,158 0 0
TACTILE SYSTEMS TECHNOLOGY I COM 87357P100 11,245 213,313 SH   DFND 1 213,313 0 0
TACTILE SYSTEMS TECHNOLOGY I COM 87357P100 31 606 SH   DFND 1 2 606 0 0
TAILORED BRANDS INC COM 87403A107 4,511 575,402 SH   DFND 1 574,472 0 930
TAILORED BRANDS INC COM 87403A107 44 5,631 SH   DFND 1 2 5,631 0 0
TAIWAN FUND INC COM 874036106 353 19,729 SH   DFND 1 2 19,729 0 0
TAIWAN SEMICONDUCTOR-SP ADR SPONSORED ADS 874039100 873 21,324 SH   DFND 1 17,226 0 4,098
TAKEDA PHARMACEUTIC-SP ADR SPONSORED ADS 874060205 1,542 75,708 SH   DFND 1 72,941 0 2,767
TAKEDA PHARMACEUTIC-SP ADR SPONSORED ADS 874060205 66 3,287 SH   DFND 1 2 3,287 0 0
TAKE-TWO INTERACTIVE SOFTWRE COM 874054109 149,043 1,582,123 SH   DFND 1 1,571,484 0 10,639
TAL EDUCATION GROUP- ADR SPONSORED ADS 874080104 26,363 735,789 SH   DFND 1 735,179 0 610
TALEND SA - ADR ADS 874224207 1,122 22,204 SH   DFND 1 22,204 0 0
TALOS ENERGY INC COM 87484T108 6,559 246,951 SH   DFND 1 246,951 0 0
TANDEM DIABETES CARE INC COM NEW 875372203 45,824 721,639 SH   DFND 1 721,639 0 0
TANGER FACTORY OUTLET CENTER COM 875465106 29,020 1,383,241 SH   DFND 1 1,365,666 0 17,575
TANTECH HOLDINGS LTD COM G8675X107 47 31,503 SH   DFND 1 31,503 0 0
TAOPING INC COM G8675V101 20 20,266 SH   DFND 1 20,266 0 0
TAPESTRY INC COM 876030107 142,113 4,381,243 SH   DFND 1 4,365,574 0 15,669
TAPESTRY INC COM 876030107 1,129 34,762 SH   DFND 1 2 34,762 0 0
TARENA INTERNATIONAL INC-ADR SPONSORED ADS 876108101 149 27,518 SH   DFND 1 27,518 0 0
TARGA RESOURCES CORP COM 87612G101 104,811 2,510,823 SH   DFND 1 2,509,972 0 851
TARGET CORP COM 87612E106 576,875 7,192,185 SH   DFND 1 7,166,417 0 25,768
TARGET HOSPITALITY CORP COM 87615L107 2,137 225,000 SH   DFND 1 2 225,000 0 0
TARGET HOSPITALITY CORP-CW25 *W EXP 03/15/202 87615L115 548 354,165 SH   DFND 1 2 354,165 0 0
TARO PHARMACEUTICAL INDUS SHS M8737E108 1,161 10,742 SH   DFND 1 2 10,742 0 0
TARO PHARMACEUTICAL INDUS SHS M8737E108 39 365 SH   DFND 1 365 0 0
TARONIS TECHNOLOGIES INC COM 876214107 43 68,462 SH   DFND 1 68,462 0 0
TAUBMAN CENTERS INC COM 876664103 42,887 811,037 SH   DFND 1 799,596 0 11,441
TAYLOR MORRISON HOME CORP-A CL A 87724P106 28,179 1,587,603 SH   DFND 1 1,587,439 0 164
TAYLOR MORRISON HOME CORP-A CL A 87724P106 21 1,210 SH   DFND 1 2 1,210 0 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 703 18,826 SH   DFND 1 2 18,826 0 0
TCF FINANCIAL CORP COM 872275102 35,174 1,700,085 SH   DFND 1 1,669,370 0 30,715
TD AMERITRADE HOLDING CORP COM 87236Y108 151,436 3,031,488 SH   DFND 1 3,031,488 0 0
TD AMERITRADE HOLDING CORP COM 87236Y108 191 3,828 SH   DFND 1 2 3,828 0 0
TE CONNECTIVITY LTD REG SHS H84989104 321,365 3,986,674 SH   DFND 1 3,969,942 0 16,732
TEAM INC COM 878155100 6,263 357,933 SH   DFND 1 357,933 0 0
TECH DATA CORP COM 878237106 59,793 583,866 SH   DFND 1 576,876 0 6,990
TECH DATA CORP COM 878237106 1,579 15,423 SH   DFND 1 2 15,423 0 0
TECHNIPFMC PLC COM G87110105 121,836 5,190,325 SH   DFND 1 5,169,316 0 21,009
TECHTARGET COM 87874R100 4,764 292,865 SH   DFND 1 292,865 0 0
TECK RESOURCES LTD-CLS B CL B 878742204 263 11,379 SH   DFND 1 10,937 0 442
TECNOGLASS INC SHS G87264100 322 44,242 SH   DFND 1 44,242 0 0
TECNOGLASS INC SHS G87264100 34 4,744 SH   DFND 1 2 4,744 0 0
TEEKAY CORP COM Y8564W103 1,131 288,681 SH   DFND 1 288,681 0 0
TEEKAY TANKERS LTD-CLASS A CL A Y8565N102 778 802,312 SH   DFND 1 802,312 0 0
TEGNA INC COM 87901J105 36,685 2,601,780 SH   DFND 1 2,560,377 0 41,403
TEJON RANCH CO COM 879080109 4,522 256,961 SH   DFND 1 256,961 0 0
TELADOC HEALTH INC COM 87918A105 43,302 778,825 SH   DFND 1 778,120 0 705
TELADOC HEALTH INC COM 87918A105 26 483 SH   DFND 1 2 483 0 0
TELARIA INC COM 879181105 2,454 387,133 SH   DFND 1 387,133 0 0
TELECOM ITALIA SPA-SPON ADR SPON ADR ORD 87927Y102 216 34,409 SH   DFND 1 34,277 0 132
TELEDYNE TECHNOLOGIES INC COM 879360105 95,407 402,546 SH   DFND 1 395,387 0 7,159
TELEFLEX INC COM 879369106 194,100 643,500 SH   DFND 1 641,197 0 2,303
TELEFONICA SA-SPON ADR SPONSORED ADR 879382208 735 87,973 SH   DFND 1 85,917 0 2,056
TELENAV INC COM 879455103 2,564 422,496 SH   DFND 1 422,496 0 0
TELENAV INC COM 879455103 150 24,785 SH   DFND 1 2 24,785 0 0
TELEPHONE AND DATA SYSTEMS COM NEW 879433829 43,234 1,406,929 SH   DFND 1 1,389,366 0 17,563
TELIGENT INC COM 87960W104 569 490,892 SH   DFND 1 490,892 0 0
TELLURIAN INC COM 87968A104 13,588 1,213,236 SH   DFND 1 1,213,236 0 0
TELUS CORP COMSTK 87971M103 8,360 227,396 SH   DFND 1 227,396 0 0
TEMPLETON DRAGON FUND INC COM 88018T101 1,899 95,543 SH   DFND 1 2 95,543 0 0
TEMPLETON GLOBAL INCOME FUND COM 880198106 1,828 290,241 SH   DFND 1 2 290,241 0 0
TEMPUR SEALY INTERNATIONAL I COM 88023U101 25,686 445,412 SH   DFND 1 436,822 0 8,590
TENABLE HOLDINGS INC COM 88025T102 8,626 272,481 SH   DFND 1 272,481 0 0
TENARIS SA-ADR SPONSORED ADS 88031M109 326 11,549 SH   DFND 1 11,549 0 0
TENAX THERAPEUTICS INC COM NEW 88032L209 55 27,658 SH   DFND 1 27,658 0 0
TENCENT MUSIC ENTERTAINM-ADR SPON ADS 88034P109 3,178 176,977 SH   DFND 1 176,977 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 32,660 1,132,463 SH   DFND 1 1,116,889 0 15,574
TENET HEALTHCARE CORP COM NEW 88033G407 28 1,002 SH   DFND 1 2 1,002 0 0
TENGASCO INC COM PAR 88033R502 76 74,276 SH   DFND 1 74,276 0 0
TENNANT CO COM 880345103 13,121 211,326 SH   DFND 1 211,326 0 0
TENNECO INC-CLASS A CL A VTG COM STK 880349105 14,881 671,561 SH   DFND 1 671,561 0 0
TERADATA CORP COM 88076W103 51,362 1,176,701 SH   DFND 1 1,154,730 0 21,971
TERADATA CORP COM 88076W103 41 944 SH   DFND 1 2 944 0 0
TERADYNE INC COM 880770102 77,015 1,933,115 SH   DFND 1 1,900,594 0 32,521
TEREX CORP COM 880779103 21,395 665,895 SH   DFND 1 654,291 0 11,604
TEREX CORP COM 880779103 150 4,692 SH   DFND 1 2 4,692 0 0
TERNIUM SA-SPONSORED ADR SPONSORED ADS 880890108 586 21,541 SH   DFND 1 2 21,541 0 0
TERNIUM SA-SPONSORED ADR SPONSORED ADS 880890108 70 2,578 SH   DFND 1 2,578 0 0
TERRAFORM POWER INC - A COM CL A 88104R209 14,230 1,035,715 SH   DFND 1 1,035,715 0 0
TERRENO REALTY CORP COM 88146M101 29,297 696,902 SH   DFND 1 696,902 0 0
TERRITORIAL BANCORP INC COM 88145X108 2,027 75,345 SH   DFND 1 75,345 0 0
TESLA INC COM 88160R101 327,868 1,172,528 SH   DFND 1 1,165,022 0 7,506
TESSCO TECHNOLOGIES INC COM 872386107 622 40,227 SH   DFND 1 40,227 0 0
TETRA TECH INC COM 88162G103 45,026 755,599 SH   DFND 1 755,599 0 0
TETRA TECHNOLOGIES INC COM 88162F105 3,214 1,373,790 SH   DFND 1 1,373,790 0 0
TETRAPHASE PHARMACEUTICALS I COM 88165N105 771 575,673 SH   DFND 1 575,673 0 0
TEVA PHARMACEUTICAL-SP ADR SPONSORED ADS 881624209 50,724 3,242,211 SH   DFND 1 3,241,266 0 945
TEVA PHARMACEUTICAL-SP ADR SPONSORED ADS 881624209 157 10,054 SH   DFND 1 2 10,054 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 29,259 535,987 SH   DFND 1 526,584 0 9,403
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 57 1,057 SH   DFND 1 2 1,057 0 0
TEXAS INSTRUMENTS INC COM 882508104 1,498,925 14,149,399 SH   DFND 1 14,061,662 0 87,737
TEXAS ROADHOUSE INC COM 882681109 56,434 907,457 SH   DFND 1 894,976 0 12,481
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 1,095 113,501 SH   DFND 1 113,501 0 0
TEXTRON INC COM 883203101 162,659 3,216,675 SH   DFND 1 3,205,087 0 11,588
TEXTRON INC COM 883203101 141 2,794 SH   DFND 1 2 2,794 0 0
TFS FINANCIAL CORP COM 87240R107 14,512 881,122 SH   DFND 1 881,122 0 0
TG THERAPEUTICS INC COM 88322Q108 7,462 928,149 SH   DFND 1 928,149 0 0
THE BANK OF PRINCETON COM 064520109 1,929 60,804 SH   DFND 1 60,804 0 0
THERAPEUTICSMD INC COM 88338N107 11,852 2,433,762 SH   DFND 1 2,433,762 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 12,333 544,029 SH   DFND 1 544,029 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 1,445,315 5,290,039 SH   DFND 1 5,269,476 0 20,563
THERMON GROUP HOLDINGS INC COM 88362T103 9,181 374,618 SH   DFND 1 374,618 0 0
THESTREET INC COM 88368Q103 497 213,336 SH   DFND 1 213,336 0 0
THIRD POINT REINSURANCE LTD COM G8827U100 8,883 855,844 SH   DFND 1 855,844 0 0
THL CREDIT INC COM 872438106 757 115,429 SH   DFND 1 2 115,429 0 0
THOMSON REUTERS CORP COMSTK 884903709 12,547 212,576 SH   DFND 1 212,576 0 0
THOMSON REUTERS CORP COM NEW 884903709 462 7,815 SH   DFND 1 7,725 0 90
THOR INDUSTRIES INC COM 885160101 36,090 578,656 SH   DFND 1 568,858 0 9,798
THOR INDUSTRIES INC COM 885160101 129 2,079 SH   DFND 1 2 2,079 0 0
THUNDER BRIDGE ACQ *W EXP 01/01/202 G8857R126 1,008 1,400,000 SH   DFND 1 2 1,400,000 0 0
TIBERIUS ACQUISITION CO-CW21 *W EXP 02/28/202 88633A115 350 927,214 SH   DFND 1 2 927,214 0 0
TIDEWATER INC COM 88642R109 8,583 370,140 SH   DFND 1 370,140 0 0
TIER REIT INC COM NEW 88650V208 23,089 805,633 SH   DFND 1 805,633 0 0
TIFFANY & CO COM 886547108 158,443 1,503,756 SH   DFND 1 1,498,099 0 5,657
TIFFANY & CO COM 886547108 5 49 SH   DFND 1 2 49 0 0
TILE SHOP HLDGS INC COM 88677Q109 2,940 519,490 SH   DFND 1 519,490 0 0
TILLY'S INC-CLASS A SHRS CL A 886885102 2,917 262,164 SH   DFND 1 262,164 0 0
TIMBERLAND BANCORP INC COM 887098101 2,034 72,705 SH   DFND 1 72,705 0 0
TIMKEN CO COM 887389104 30,649 702,657 SH   DFND 1 689,885 0 12,772
TIMKEN CO COM 887389104 77 1,777 SH   DFND 1 2 1,777 0 0
TIMKENSTEEL CORP COM 887399103 4,942 455,080 SH   DFND 1 455,080 0 0
TIPTREE INC COM 88822Q103 1,823 288,117 SH   DFND 1 288,117 0 0
TISI 5 08/01/23 NOTE 5.000% 8/0 878155AE0 11,279 10,450,000 PRN   DFND 1 2 10,450,000 0 0
TITAN INTERNATIONAL INC COM 88830M102 3,463 580,185 SH   DFND 1 580,185 0 0
TITAN MACHINERY INC COM 88830R101 3,513 225,829 SH   DFND 1 225,829 0 0
TITAN MACHINERY INC COM 88830R101 8 567 SH   DFND 1 2 567 0 0
TITAN PHARMACEUTICALS INC COM 888314507 101 56,913 SH   DFND 1 56,913 0 0
TIVITY HEALTH INC COM 88870R102 13,273 755,870 SH   DFND 1 755,858 0 12
TIVO CORP COM 88870P106 14,353 1,540,064 SH   DFND 1 1,539,702 0 362
TJX COMPANIES INC COM 872540109 993,634 18,698,009 SH   DFND 1 18,636,901 0 61,108
T-MOBILE US INC COM 872590104 238,687 3,456,779 SH   DFND 1 3,420,677 0 36,102
TMST 6 06/01/21 NOTE 6.000% 6/0 887399AA1 5,831 5,000,000 PRN   DFND 1 2 5,000,000 0 0
TOCAGEN INC COM 888846102 2,929 269,545 SH   DFND 1 269,545 0 0
TOLL BROTHERS INC COM 889478103 55,842 1,542,612 SH   DFND 1 1,517,510 0 25,102
TOLL BROTHERS INC COM 889478103 815 22,536 SH   DFND 1 2 22,536 0 0
TOMPKINS FINANCIAL CORP COM 890110109 11,998 157,729 SH   DFND 1 157,729 0 0
TONIX PHARMACEUTICALS HOLDIN COM NEW 890260508 39 16,399 SH   DFND 1 16,399 0 0
TOOTSIE ROLL INDS COM 890516107 8,785 235,906 SH   DFND 1 232,349 0 3,558
TOPBUILD CORP COM 89055F103 26,353 406,558 SH   DFND 1 406,470 0 88
TORCHLIGHT ENERGY RESOURCES COM 89102U103 556 339,206 SH   DFND 1 339,206 0 0
TORCHMARK CORP COM 891027104 140,790 1,720,552 SH   DFND 1 1,715,542 0 5,010
TORO CO COM 891092108 82,756 1,201,350 SH   DFND 1 1,181,045 0 20,305
TORONTO-DOMINION BANK COM NEW 891160509 1,121 20,643 SH   DFND 1 19,688 0 955
TORTOISE ACQUISITION CORP UNIT 03/04/2024 89154L209 1,998 200,000 SH   DFND 1 2 200,000 0 0
TOTAL SA-SPON ADR SPONSORED ADS 89151E109 3,020 54,280 SH   DFND 1 54,280 0 0
TOTAL SYSTEM SERVICES INC COM 891906109 209,469 2,208,888 SH   DFND 1 2,200,561 0 8,327
TOWER INTERNATIONAL INC COM 891826109 5,186 246,616 SH   DFND 1 246,616 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 1,063 64,229 SH   DFND 1 64,229 0 0
TOWER SEMICONDUCTOR LTD COMSTK M87915274 192 11,742 SH   DFND 1 11,742 0 0
TOWN SPORTS INTERNATIONAL COM 89214A102 1,145 240,731 SH   DFND 1 240,731 0 0
TOWNE BANK COM 89214P109 21,038 850,040 SH   DFND 1 850,040 0 0
TOWNSQUARE MEDIA INC - CL A CL A 892231101 238 41,756 SH   DFND 1 41,756 0 0
TOYOTA MOTOR CORP -SPON ADR SP ADR REP2COM 892331307 2,084 17,666 SH   DFND 1 16,461 0 1,205
TPG RE FINANCE TRUST INC COM 87266M107 10,506 536,036 SH   DFND 1 536,036 0 0
TPI COMPOSITES INC COM 87266J104 6,613 231,076 SH   DFND 1 231,076 0 0
TRACON PHARMACEUTICALS INC COM 89237H100 78 56,974 SH   DFND 1 56,974 0 0
TRACTOR SUPPLY COMPANY COM 892356106 172,964 1,772,249 SH   DFND 1 1,766,172 0 6,077
TRADE DESK INC/THE -CLASS A COM CL A 88339J105 88,485 447,009 SH   DFND 1 446,828 0 181
TRANS WORLD ENTERTAINMENT CP COM 89336Q100 15 35,758 SH   DFND 1 35,758 0 0
TRANSACT TECHNOLOGIES INC COM 892918103 348 38,158 SH   DFND 1 38,158 0 0
TRANSALTA CORP COMSTK 89346D107 554 75,400 SH   DFND 1 2 75,400 0 0
TRANSALTA CORP COMSTK 89346D107 350 47,751 SH   DFND 1 47,751 0 0
TRANSATLANTIC PETROLEUM LTD SHS NEW G89982113 84 97,946 SH   DFND 1 97,946 0 0
TRANSCANADA CORP COMSTK 89353D107 41,039 905,377 SH   DFND 1 905,377 0 0
TRANSCANADA CORP COM 89353D107 407 9,064 SH   DFND 1 9,064 0 0
TRANSCAT INC COM 893529107 760 33,082 SH   DFND 1 33,082 0 0
TRANSCONTINENTAL REALTY INV COM NEW 893617209 894 28,647 SH   DFND 1 28,647 0 0
TRANSDIGM GROUP INC COM 893641100 299,195 660,213 SH   DFND 1 657,810 0 2,403
TRANSENTERIX INC COM NEW 89366M201 4,931 2,072,060 SH   DFND 1 2,067,387 0 4,673
TRANSGLOBE ENERGY CORP COM 893662106 145 77,310 SH   DFND 1 77,310 0 0
TRANSGLOBE ENERGY CORP COMSTK 893662106 55 29,322 SH   DFND 1 2 29,322 0 0
TRANSLATE BIO INC COM 89374L104 2,483 243,754 SH   DFND 1 243,754 0 0
TRANSOCEAN LTD REG SHS H8817H100 45,578 5,232,922 SH   DFND 1 5,138,068 0 94,854
TRANSOCEAN LTD REG SHS H8817H100 320 36,768 SH   DFND 1 2 36,768 0 0
TRANSUNION COM 89400J107 110,986 1,661,916 SH   DFND 1 1,661,916 0 0
TRAVELCENTERS OF AMERICA LLC COM 894174101 104 25,541 SH   DFND 1 25,541 0 0
TRAVELCENTERS OF AMERICA LLC COM 894174101 14 3,550 SH   DFND 1 2 3,550 0 0
TRAVELERS COS INC/THE COM 89417E109 452,811 3,307,743 SH   DFND 1 3,293,876 0 13,867
TRAVELPORT WORLDWIDE LTD SHS G9019D104 22,866 1,453,716 SH   DFND 1 1,453,716 0 0
TRAVELZOO COM NEW 89421Q205 922 68,809 SH   DFND 1 68,809 0 0
TRAVELZOO COM NEW 89421Q205 9 700 SH   DFND 1 2 700 0 0
TRECORA RESOURCES COM 894648104 1,743 191,853 SH   DFND 1 191,853 0 0
TREDEGAR CORP COM 894650100 5,165 320,036 SH   DFND 1 320,036 0 0
TREEHOUSE FOODS INC COM 89469A104 37,333 578,359 SH   DFND 1 567,870 0 10,489
TREVENA INC COM 89532E109 999 640,950 SH   DFND 1 640,950 0 0
TREX COMPANY INC COM 89531P105 41,695 677,763 SH   DFND 1 666,663 0 11,100
TREX COMPANY INC COM 89531P105 39 638 SH   DFND 1 2 638 0 0
TRI POINTE GROUP INC COM 87265H109 20,987 1,660,427 SH   DFND 1 1,633,888 0 26,539
TRI POINTE GROUP INC COM 87265H109 537 42,535 SH   DFND 1 2 42,535 0 0
TRIBUNE MEDIA CO - A CL A 896047503 40,768 883,576 SH   DFND 1 883,576 0 0
TRIBUNE PUBLISHING CO COM 89609W107 3,172 269,103 SH   DFND 1 269,103 0 0
TRICIDA INC COM 89610F101 9,073 234,935 SH   DFND 1 234,935 0 0
TRICO BANCSHARES COM 896095106 13,362 340,103 SH   DFND 1 340,103 0 0
TRILLIUM THERAPEUTICS INC COM NEW 89620X506 17 26,627 SH   DFND 1 26,627 0 0
TRIMAS CORP COM NEW 896215209 17,003 562,467 SH   DFND 1 562,467 0 0
TRIMBLE INC COM 896239100 111,687 2,766,418 SH   DFND 1 2,719,315 0 47,103
TRINE ACQUISITION CORP UNIT 03/31/2021 89628U207 2,004 200,000 SH   DFND 1 2 200,000 0 0
TRINET GROUP INC COM 896288107 38,141 638,456 SH   DFND 1 638,456 0 0
TRINET GROUP INC COM 896288107 26 450 SH   DFND 1 2 450 0 0
TRINITY BIOTECH PLC-SPON ADR SPON ADR NEW 896438306 39 13,909 SH   DFND 1 13,909 0 0
TRINITY INDUSTRIES INC COM 896522109 30,361 1,397,235 SH   DFND 1 1,372,262 0 24,973
TRINITY PLACE HOLDINGS INC COM 89656D101 468 117,083 SH   DFND 1 117,083 0 0
TRINSEO SA SHS L9340P101 24,916 550,023 SH   DFND 1 549,861 0 162
TRINSEO SA SHS L9340P101 873 19,291 SH   DFND 1 2 19,291 0 0
TRIPADVISOR INC COM 896945201 91,121 1,773,621 SH   DFND 1 1,768,546 0 5,075
TRIPADVISOR INC COM 896945201 489 9,508 SH   DFND 1 2 9,508 0 0
TRIPLE-S MANAGEMENT CORP-B CL B 896749108 7,682 336,678 SH   DFND 1 336,051 0 627
TRIPLE-S MANAGEMENT CORP-B CL B 896749108 78 3,449 SH   DFND 1 2 3,449 0 0
TRISTATE CAPITAL HLDGS INC COM 89678F100 6,083 297,783 SH   DFND 1 297,783 0 0
TRITON INTERNATIONAL LTD/BER CL A G9078F107 21,204 681,817 SH   DFND 1 681,817 0 0
TRIUMPH BANCORP INC COM 89679E300 8,559 291,247 SH   DFND 1 291,247 0 0
TRIUMPH GROUP INC COM 896818101 10,783 565,747 SH   DFND 1 565,370 0 377
TRONOX HOLDINGS PLC-CLASS A SHS G9087Q102 17,021 1,294,387 SH   DFND 1 1,294,132 0 255
TROVAGENE INC COM 897238606 62 16,581 SH   DFND 1 16,581 0 0
TRUEBLUE INC COM 89785X101 11,987 507,078 SH   DFND 1 507,078 0 0
TRUEBLUE INC COM 89785X101 708 29,953 SH   DFND 1 2 29,953 0 0
TRUECAR INC COM 89785L107 7,451 1,122,193 SH   DFND 1 1,122,193 0 0
TRUECAR INC COM 89785L107 410 61,749 SH   DFND 1 2 61,749 0 0
TRUPANION INC COM 898202106 11,521 351,914 SH   DFND 1 351,914 0 0
TRUSTCO BANK CORP NY COM 898349105 9,551 1,230,802 SH   DFND 1 1,230,802 0 0
TRUSTMARK CORP COM 898402102 27,511 818,072 SH   DFND 1 805,863 0 12,209
TSLA 1.25 03/01/21 NOTE 1.250% 3/0 88160RAC5 5,134 5,000,000 PRN   DFND 1 2 5,000,000 0 0
TTEC HOLDINGS INC COM 89854H102 7,483 206,544 SH   DFND 1 206,544 0 0
TTM TECHNOLOGIES COM 87305R109 14,659 1,249,782 SH   DFND 1 1,249,782 0 0
TUCOWS INC-CLASS A COM NEW 898697206 3,911 48,184 SH   DFND 1 48,184 0 0
TUESDAY MORNING CORP COM NEW 899035505 764 360,523 SH   DFND 1 360,523 0 0
TUNIU CORP-SPON ADR SPONSORED ADS A 89977P106 88 18,382 SH   DFND 1 18,382 0 0
TUPPERWARE BRANDS CORP COM 899896104 14,253 557,221 SH   DFND 1 548,105 0 9,116
TURKCELL ILETISIM HIZMET-ADR SPON ADR NEW 900111204 802 149,747 SH   DFND 1 2 149,747 0 0
TURKCELL ILETISIM HIZMET-ADR SPON ADR NEW 900111204 8 1,621 SH   DFND 1 0 0 1,621
TURNING POINT BRANDS INC COM 90041L105 4,667 101,277 SH   DFND 1 101,277 0 0
TURTLE BEACH CORP COM NEW 900450206 965 84,974 SH   DFND 1 84,753 0 221
TURTLE BEACH CORP COM NEW 900450206 40 3,549 SH   DFND 1 2 3,549 0 0
TUTOR PERINI CORP COM 901109108 8,024 468,734 SH   DFND 1 468,734 0 0
TUTOR PERINI CORP COM 901109108 33 1,934 SH   DFND 1 2 1,934 0 0
TWILIO INC - A CL A 90138F102 129,302 1,000,947 SH   DFND 1 1,000,657 0 290
TWILIO INC - A CL A 90138F102 418 3,237 SH   DFND 1 2 3,237 0 0
TWIN DISC INC COM 901476101 1,755 105,417 SH   DFND 1 105,417 0 0
TWIN RIVER WORLDWIDE HOLDING COM 90171V204 419 14,002 SH   DFND 1 14,002 0 0
TWIST BIOSCIENCE CORP COM 90184D100 2,036 87,858 SH   DFND 1 87,858 0 0
TWITTER INC COM 90184L102 315,746 9,620,452 SH   DFND 1 9,583,879 0 36,573
TWO HARBORS INVESTMENT CORP COM NEW 90187B408 47,556 3,485,429 SH   DFND 1 3,481,064 0 4,365
TWO RIVER BANCORP COM 90207C105 741 46,775 SH   DFND 1 46,775 0 0
TWTR 1 09/15/21 NOTE 1.000% 9/1 90184LAD4 4,704 5,000,000 PRN   DFND 1 2 5,000,000 0 0
TYLER TECHNOLOGIES INC COM 902252105 77,132 377,362 SH   DFND 1 370,190 0 7,172
TYME TECHNOLOGIES INC COM 90238J103 1,341 762,061 SH   DFND 1 762,061 0 0
TYSON FOODS INC-CL A CL A 902494103 296,316 4,275,017 SH   DFND 1 4,260,290 0 14,727
TYSON FOODS INC-CL A CL A 902494103 559 8,061 SH   DFND 1 2 8,061 0 0
U S ENERGY CORP - WYOMING COM NEW 911805208 15 19,379 SH   DFND 1 19,379 0 0
U.S. GLOBAL INVESTORS INC-A CL A 902952100 65 59,912 SH   DFND 1 59,912 0 0
U.S. PHYSICAL THERAPY INC COM 90337L108 16,931 161,205 SH   DFND 1 161,205 0 0
UBIQUITI NETWORKS INC COM 90347A100 36,658 244,865 SH   DFND 1 244,865 0 0
UBS GROUP AG-REG SHS H42097107 131 10,839 SH   DFND 1 7,544 0 3,295
UDR INC COM 902653104 218,678 4,816,991 SH   DFND 1 4,803,370 0 13,621
UFP TECHNOLOGIES INC COM 902673102 2,640 70,594 SH   DFND 1 70,594 0 0
UGI CORP COM 902681105 128,696 2,323,559 SH   DFND 1 2,291,023 0 32,536
ULTA BEAUTY INC COM 90384S303 288,980 830,043 SH   DFND 1 824,742 0 5,301
ULTIMATE SOFTWARE GROUP INC COM 90385D107 109,234 330,882 SH   DFND 1 324,956 0 5,926
ULTRA CLEAN HOLDINGS INC COM 90385V107 4,926 475,981 SH   DFND 1 475,981 0 0
ULTRA PETROLEUM CORP COM NEW 903914208 1,315 2,156,691 SH   DFND 1 2,156,691 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 46,523 670,756 SH   DFND 1 670,756 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 33 490 SH   DFND 1 2 490 0 0
ULTRALIFE CORP COM 903899102 1,041 101,423 SH   DFND 1 101,423 0 0
UMB FINANCIAL CORP COM 902788108 37,150 580,117 SH   DFND 1 571,848 0 8,269
UMH PROPERTIES INC COM 903002103 5,656 401,719 SH   DFND 1 401,719 0 0
UMPQUA HOLDINGS CORP COM 904214103 39,881 2,417,064 SH   DFND 1 2,374,028 0 43,036
UMPQUA HOLDINGS CORP COM 904214103 39 2,384 SH   DFND 1 2 2,384 0 0
UNDER ARMOUR INC-CLASS A CL A 904311107 54,101 2,564,029 SH   DFND 1 2,554,769 0 9,260
UNDER ARMOUR INC-CLASS C CL C 904311206 47,739 2,534,298 SH   DFND 1 2,523,860 0 10,438
UNIFI INC COM NEW 904677200 3,487 180,237 SH   DFND 1 180,237 0 0
UNIFIRST CORP/MA COM 904708104 31,481 205,090 SH   DFND 1 205,090 0 0
UNIFIRST CORP/MA COM 904708104 932 6,072 SH   DFND 1 2 6,072 0 0
UNILEVER N V -NY SHARES N Y SHS NEW 904784709 1,058 18,156 SH   DFND 1 16,428 0 1,728
UNILEVER PLC-SPONSORED ADR SPON ADR NEW 904767704 1,702 29,496 SH   DFND 1 27,584 0 1,912
UNION BANKSHARES CORP COM 90539J109 28,732 888,716 SH   DFND 1 888,716 0 0
UNION BANKSHARES INC /VT COM 905400107 2,046 45,238 SH   DFND 1 45,238 0 0
UNION PACIFIC CORP COM 907818108 1,549,665 9,282,165 SH   DFND 1 9,244,853 0 37,312
UNIQURE NV SHS N90064101 2,266 37,989 SH   DFND 1 37,989 0 0
UNISYS CORP COM NEW 909214306 6,783 581,289 SH   DFND 1 579,712 0 1,577
UNIT CORP COM 909218109 8,942 627,968 SH   DFND 1 627,968 0 0
UNITED BANCORP INC/OHIO COM 909911109 452 41,665 SH   DFND 1 41,665 0 0
UNITED BANKSHARES INC COM 909907107 45,687 1,260,701 SH   DFND 1 1,240,451 0 20,250
UNITED COMMUNITY BANKS/GA COM 90984P303 23,973 961,623 SH   DFND 1 961,623 0 0
UNITED COMMUNITY FINANCIAL COM 909839102 5,420 579,718 SH   DFND 1 579,718 0 0
UNITED CONTINENTAL HOLDINGS COM 910047109 302,421 3,795,010 SH   DFND 1 3,772,458 0 22,552
UNITED CONTINENTAL HOLDINGS COM 910047109 187 2,344 SH   DFND 1 2 2,344 0 0
UNITED FINANCIAL BANCORP INC COM 910304104 9,450 658,543 SH   DFND 1 658,543 0 0
UNITED FIRE GROUP INC COM 910340108 11,780 269,520 SH   DFND 1 269,520 0 0
UNITED INSURANCE HOLDINGS CO COM 910710102 4,724 297,122 SH   DFND 1 297,122 0 0
UNITED MICROELECTRON-SP ADR SPON ADR NEW 910873405 1,509 803,112 SH   DFND 1 2 803,112 0 0
UNITED MICROELECTRON-SP ADR SPON ADR NEW 910873405 24 12,866 SH   DFND 1 0 0 12,866
UNITED NATURAL FOODS INC COM 911163103 9,651 730,074 SH   DFND 1 730,074 0 0
UNITED PARCEL SERVICE-CL B CL B 911312106 937,534 8,404,928 SH   DFND 1 8,369,539 0 35,389
UNITED RENTALS INC COM 911363109 126,852 1,112,263 SH   DFND 1 1,108,332 0 3,931
UNITED RENTALS INC COM 911363109 369 3,230 SH   DFND 1 2 3,230 0 0
UNITED SECURITY BANCSHARE/CA COM 911460103 861 81,232 SH   DFND 1 81,232 0 0
UNITED STATES ANTIMONY CORP COM 911549103 78 166,130 SH   DFND 1 166,130 0 0
UNITED STATES LIME & MINERAL COM 911922102 1,921 24,920 SH   DFND 1 24,920 0 0
UNITED STATES STEEL CORP COM 912909108 36,981 1,897,460 SH   DFND 1 1,865,015 0 32,445
UNITED STATES STEEL CORP COM 912909108 41 2,107 SH   DFND 1 2 2,107 0 0
UNITED TECHNOLOGIES CORP COM 913017109 1,332,967 10,361,697 SH   DFND 1 10,319,112 0 42,585
UNITED TECHNOLOGIES CORP COM 913017109 644 5,000 SH   DFND 1 2 5,000 0 0
UNITED THERAPEUTICS CORP COM 91307C102 67,287 573,608 SH   DFND 1 565,419 0 8,189
UNITEDHEALTH GROUP INC COM 91324P102 3,058,173 12,389,893 SH   DFND 1 12,340,466 0 49,427
UNITEDHEALTH GROUP INC COM 91324P102 41 166 SH   DFND 1 2 166 0 0
UNITI GROUP INC COM 91325V108 23,548 2,104,451 SH   DFND 1 2,069,941 0 34,510
UNITIL CORP COM 913259107 11,609 214,319 SH   DFND 1 214,319 0 0
UNITY BANCORP INC COM 913290102 1,870 99,076 SH   DFND 1 99,076 0 0
UNITY BIOTECHNOLOGY INC COM 91381U101 1,369 168,897 SH   DFND 1 168,897 0 0
UNIVAR INC COM 91336L107 28,866 1,302,627 SH   DFND 1 1,302,627 0 0
UNIVERSAL CORP/VA COM 913456109 16,837 292,171 SH   DFND 1 292,171 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 69,171 452,543 SH   DFND 1 444,601 0 7,942
UNIVERSAL ELECTRONICS INC COM 913483103 6,162 165,876 SH   DFND 1 165,876 0 0
UNIVERSAL FOREST PRODUCTS COM 913543104 23,274 778,660 SH   DFND 1 778,660 0 0
UNIVERSAL HEALTH RLTY INCOME SH BEN INT 91359E105 15,180 200,515 SH   DFND 1 200,515 0 0
UNIVERSAL HEALTH SERVICES-B CL B 913903100 154,507 1,157,068 SH   DFND 1 1,152,943 0 4,125
UNIVERSAL INSURANCE HOLDINGS COM 91359V107 13,995 451,459 SH   DFND 1 450,687 0 772
UNIVERSAL LOGISTICS HOLDINGS COM 91388P105 2,497 126,907 SH   DFND 1 126,907 0 0
UNIVERSAL LOGISTICS HOLDINGS COM 91388P105 114 5,799 SH   DFND 1 2 5,799 0 0
UNIVERSAL STAINLESS & ALLOY COM 913837100 1,634 98,624 SH   DFND 1 98,624 0 0
UNIVERSAL TECHNICAL INSTITUT COM 913915104 407 119,574 SH   DFND 1 119,574 0 0
UNIVEST FINANCIAL CORP COM 915271100 9,050 370,021 SH   DFND 1 369,221 0 800
UNUM GROUP COM 91529Y106 110,925 3,284,067 SH   DFND 1 3,272,979 0 11,088
UNUM THERAPEUTICS INC COM 903214104 621 141,653 SH   DFND 1 141,653 0 0
UPLAND SOFTWARE INC COM 91544A109 8,449 199,472 SH   DFND 1 198,538 0 934
UPWORK INC COM 91688F104 11,135 581,801 SH   DFND 1 581,801 0 0
UQM TECHNOLOGIES INC COM 903213106 575 348,695 SH   DFND 1 348,695 0 0
URANIUM ENERGY CORP COM 916896103 2,779 1,985,690 SH   DFND 1 1,985,690 0 0
URBAN EDGE PROPERTIES COM 91704F104 31,650 1,665,839 SH   DFND 1 1,644,434 0 21,405
URBAN ONE INC CL D NON VTG 91705J204 330 165,460 SH   DFND 1 165,460 0 0
URBAN OUTFITTERS INC COM 917047102 26,345 888,846 SH   DFND 1 874,730 0 14,116
URBAN OUTFITTERS INC COM 917047102 33 1,131 SH   DFND 1 2 1,131 0 0
UROGEN PHARMA LTD COM M96088105 575 15,575 SH   DFND 1 15,575 0 0
UROVANT SCIENCES LTD SHS G9381B108 391 38,943 SH   DFND 1 38,943 0 0
URSTADT BIDDLE - CLASS A CL A 917286205 8,078 391,421 SH   DFND 1 391,421 0 0
US AUTO PARTS NETWORK INC COM 90343C100 109 108,294 SH   DFND 1 108,294 0 0
US BANCORP COM NEW 902973304 956,451 19,884,387 SH   DFND 1 19,805,679 0 78,708
US BANCORP COM NEW 902973304 41 862 SH   DFND 1 2 862 0 0
US CELLULAR CORP COM 911684108 9,296 202,503 SH   DFND 1 202,503 0 0
US CELLULAR CORP COM 911684108 918 20,000 SH   DFND 1 2 20,000 0 0
US CONCRETE INC COM NEW 90333L201 7,920 191,231 SH   DFND 1 191,231 0 0
US ECOLOGY INC COM 91732J102 15,236 272,176 SH   DFND 1 272,176 0 0
US FOODS HOLDING CORP COM 912008109 86,269 2,471,206 SH   DFND 1 2,471,206 0 0
US SILICA HOLDINGS INC COM 90346E103 15,443 889,616 SH   DFND 1 889,425 0 191
US WELL SERVICES INC CL A 91274U101 2,857 358,073 SH   DFND 1 2 358,073 0 0
US WELL SERVICES INC CL A 91274U101 509 63,873 SH   DFND 1 63,873 0 0
US XPRESS ENTERPRISES INC -A COM CL A 90338N202 1,377 208,366 SH   DFND 1 208,366 0 0
USA TECHNOLOGIES INC COM NO PAR 90328S500 2,859 688,967 SH   DFND 1 688,967 0 0
USA TRUCK INC COM 902925106 1,382 95,756 SH   DFND 1 94,863 0 893
USANA HEALTH SCIENCES INC COM 90328M107 17,533 209,051 SH   DFND 1 209,051 0 0
USANA HEALTH SCIENCES INC COM 90328M107 743 8,869 SH   DFND 1 2 8,869 0 0
USG CORP COM NEW 903293405 36,801 849,913 SH   DFND 1 849,913 0 0
UTAH MEDICAL PRODUCTS INC COM 917488108 4,296 48,687 SH   DFND 1 48,687 0 0
UTAH MEDICAL PRODUCTS INC COM 917488108 314 3,563 SH   DFND 1 2 3,563 0 0
UTSTARCOM HOLDINGS CORP SHS NEW G9310A114 78 21,290 SH   DFND 1 21,290 0 0
UXIN LTD - ADR ADS 91818X108 199 52,651 SH   DFND 1 52,651 0 0
VAALCO ENERGY INC COM NEW 91851C201 839 374,992 SH   DFND 1 374,992 0 0
VAALCO ENERGY INC COM NEW 91851C201 1 477 SH   DFND 1 2 477 0 0
VAIL RESORTS INC COM 91879Q109 90,817 418,245 SH   DFND 1 418,145 0 100
VALERITAS HOLDINGS INC COM NEW 91914N202 140 430,296 SH   DFND 1 430,296 0 0
VALERO ENERGY CORP COM 91913Y100 470,316 5,554,438 SH   DFND 1 5,533,281 0 21,157
VALHI INC COM 918905100 737 319,440 SH   DFND 1 319,440 0 0
VALLEY NATIONAL BANCORP COM 919794107 38,858 4,056,209 SH   DFND 1 3,992,297 0 63,912
VALMONT INDUSTRIES COM 920253101 29,625 227,717 SH   DFND 1 223,607 0 4,110
VALUE LINE INC COM 920437100 558 22,640 SH   DFND 1 22,640 0 0
VALVOLINE INC COM 92047W101 38,337 2,041,718 SH   DFND 1 2,006,474 0 35,244
VANDA PHARMACEUTICALS INC COM 921659108 11,759 639,094 SH   DFND 1 639,094 0 0
VANTAGE ENERGY ACQUISIT-CW24 *W EXP 04/12/202 92211L113 596 2,595,080 SH   DFND 1 2 2,595,080 0 0
VAPOTHERM INC COM 922107107 1,127 57,370 SH   DFND 1 57,370 0 0
VAREX IMAGING CORP COM 92214X106 15,917 469,822 SH   DFND 1 469,822 0 0
VARIAN MEDICAL SYSTEMS INC COM 92220P105 183,321 1,295,767 SH   DFND 1 1,291,284 0 4,483
VARIAN MEDICAL SYSTEMS INC COM 92220P105 5 37 SH   DFND 1 2 37 0 0
VARONIS SYSTEMS INC COM 922280102 21,185 355,284 SH   DFND 1 355,284 0 0
VASCULAR BIOGENICS LTD COM M96883109 17 11,422 SH   DFND 1 11,422 0 0
VAXART INC COM NEW 92243A200 41 21,435 SH   DFND 1 21,435 0 0
VBI VACCINES INC COM NEW 91822J103 1,178 630,098 SH   DFND 1 630,098 0 0
VECTOIQ ACQUISITION CO-CW23 *W EXP 05/11/202 92243N111 400 1,000,000 SH   DFND 1 2 1,000,000 0 0
VECTOR GROUP LTD COM 92240M108 12,766 1,183,213 SH   DFND 1 1,183,213 0 0
VECTOR GROUP LTD COM 92240M108 0 2 SH   DFND 1 2 2 0 0
VECTRUS INC COM 92242T101 3,803 143,052 SH   DFND 1 142,700 0 352
VEDANTA LTD-ADR SPONSORED ADR 92242Y100 187 17,776 SH   DFND 1 16,193 0 1,583
VEECO INSTRUMENTS INC COM 922417100 6,373 587,919 SH   DFND 1 587,919 0 0
VEEVA SYSTEMS INC-CLASS A CL A COM 922475108 199,699 1,575,139 SH   DFND 1 1,575,139 0 0
VEEVA SYSTEMS INC-CLASS A CL A COM 922475108 869 6,857 SH   DFND 1 2 6,857 0 0
VENATOR MATERIALS PLC SHS G9329Z100 2,240 398,703 SH   DFND 1 398,703 0 0
VENTAS INC COM 92276F100 406,523 6,379,503 SH   DFND 1 6,359,757 0 19,746
VEON LTD SPONSORED ADR 91822M106 2,091 1,000,719 SH   DFND 1 1,000,057 0 662
VEON LTD SPONSORED ADR 91822M106 1,634 781,867 SH   DFND 1 2 781,867 0 0
VEONEER INC COM 92336X109 15,074 659,140 SH   DFND 1 659,140 0 0
VERA BRADLEY INC COM 92335C106 3,739 282,261 SH   DFND 1 282,261 0 0
VERA BRADLEY INC COM 92335C106 188 14,214 SH   DFND 1 2 14,214 0 0
VERACYTE INC COM 92337F107 10,465 418,272 SH   DFND 1 418,272 0 0
VERACYTE INC COM 92337F107 710 28,412 SH   DFND 1 2 28,412 0 0
VERASTEM INC COM 92337C104 2,643 892,945 SH   DFND 1 892,945 0 0
VEREIT INC COM 92339V100 84,284 10,077,420 SH   DFND 1 10,057,818 0 19,602
VERICEL CORP COM 92346J108 9,571 546,611 SH   DFND 1 546,128 0 483
VERICEL CORP COM 92346J108 2 139 SH   DFND 1 2 139 0 0
VERINT SYSTEMS INC COM 92343X100 52,901 883,752 SH   DFND 1 883,752 0 0
VERINT SYSTEMS INC COM 92343X100 77 1,291 SH   DFND 1 2 1,291 0 0
VERISIGN INC COM 92343E102 319,482 1,761,418 SH   DFND 1 1,751,133 0 10,285
VERISK ANALYTICS INC COM 92345Y106 325,505 2,448,694 SH   DFND 1 2,433,677 0 15,017
VERITEX HOLDINGS INC COM 923451108 13,241 546,721 SH   DFND 1 546,721 0 0
VERITIV CORP COM 923454102 3,721 141,403 SH   DFND 1 141,403 0 0
VERITONE INC COM 92347M100 582 111,938 SH   DFND 1 111,938 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 3,407,484 57,719,409 SH   DFND 1 57,506,463 0 212,946
VERIZON COMMUNICATIONS INC COM 92343V104 228 3,867 SH   DFND 1 2 3,867 0 0
VERMILION ENERGY INC COMSTK 923725105 4,625 179,607 SH   DFND 1 179,607 0 0
VERMILLION INC COM NEW 92407M206 240 209,441 SH   DFND 1 209,441 0 0
VERRA MOBILITY CORP COM 92511U102 8,007 672,868 SH   DFND 1 672,868 0 0
VERRICA PHARMACEUTICALS INC COM 92511W108 665 61,583 SH   DFND 1 61,583 0 0
VERSO CORP - A CL A 92531L207 9,568 446,687 SH   DFND 1 444,972 0 1,715
VERSUM MATERIALS INC COM 92532W103 54,136 1,076,067 SH   DFND 1 1,055,391 0 20,676
VERTEX ENERGY INC COM 92534K107 143 88,481 SH   DFND 1 88,481 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 593,678 3,233,633 SH   DFND 1 3,209,889 0 23,744
VERTEX PHARMACEUTICALS INC COM 92532F100 342 1,864 SH   DFND 1 2 1,864 0 0
VERU INC COM 92536C103 314 215,601 SH   DFND 1 215,601 0 0
VF CORP COM 918204108 397,528 4,582,029 SH   DFND 1 4,565,015 0 17,014
VIACOM INC-CLASS A CL A 92553P102 2,176 67,069 SH   DFND 1 67,069 0 0
VIACOM INC-CLASS B CL B 92553P201 167,682 5,976,509 SH   DFND 1 5,958,529 0 17,980
VIACOM INC-CLASS B CL B 92553P201 1,174 41,833 SH   DFND 1 2 41,833 0 0
VIAD CORP COM NEW 92552R406 13,281 235,952 SH   DFND 1 235,952 0 0
VIASAT INC COM 92552V100 56,665 731,172 SH   DFND 1 720,523 0 10,649
VIAVI SOLUTIONS INC COM 925550105 34,578 2,793,126 SH   DFND 1 2,793,126 0 0
VICAL INC COM NEW 925602203 134 111,688 SH   DFND 1 111,688 0 0
VICI PROPERTIES INC COM 925652109 81,463 3,723,197 SH   DFND 1 3,723,197 0 0
VICOR CORP COM 925815102 6,654 214,532 SH   DFND 1 214,532 0 0
VICTORY CAPITAL HOLDING - A COM CL A 92645B103 1,604 106,810 SH   DFND 1 106,810 0 0
VICTORY CAPITAL HOLDING - A COM CL A 92645B103 339 22,612 SH   DFND 1 2 22,612 0 0
VIEWRAY INC COM 92672L107 5,220 706,495 SH   DFND 1 706,495 0 0
VIKING THERAPEUTICS INC COM 92686J106 6,692 673,320 SH   DFND 1 673,320 0 0
VILLAGE BANK AND TRUST FINAN COM NEW 92705T200 287 8,883 SH   DFND 1 8,883 0 0
VILLAGE SUPER MARKET-CLASS A CL A NEW 927107409 2,812 102,905 SH   DFND 1 102,905 0 0
VILLAGE SUPER MARKET-CLASS A CL A NEW 927107409 53 1,958 SH   DFND 1 2 1,958 0 0
VINCE HOLDING CORP COM NEW 92719W207 221 17,850 SH   DFND 1 17,850 0 0
VIPER ENERGY PARTNERS LP COM UNT RP INT 92763M105 1,301 39,240 SH   DFND 1 39,240 0 0
VIPSHOP HOLDINGS LTD - ADR SPONSORED ADS A 92763W103 7,126 894,035 SH   DFND 1 893,670 0 365
VIRCO MFG CORPORATION COM 927651109 88 20,401 SH   DFND 1 20,401 0 0
VIRNETX HOLDING CORP COM 92823T108 4,317 682,056 SH   DFND 1 682,056 0 0
VIRTU FINANCIAL INC-CLASS A CL A 928254101 14,169 596,613 SH   DFND 1 596,613 0 0
VIRTUS GLOBAL MULTI-SECTOR COM 92829B101 300 24,498 SH   DFND 1 2 24,498 0 0
VIRTUS INVESTMENT PARTNERS COM 92828Q109 8,314 85,236 SH   DFND 1 85,236 0 0
VIRTUS TOTAL RETURN FUND INC COM 92837G100 4,180 415,948 SH   DFND 1 2 415,948 0 0
VIRTUSA CORP COM 92827P102 18,416 344,547 SH   DFND 1 344,547 0 0
VISA INC-CLASS A SHARES COM CL A 92826C839 3,885,810 24,919,103 SH   DFND 1 24,829,669 0 89,434
VISHAY INTERTECHNOLOGY INC COM 928298108 35,567 1,925,709 SH   DFND 1 1,901,016 0 24,693
VISHAY INTERTECHNOLOGY INC COM 928298108 39 2,118 SH   DFND 1 2 2,118 0 0
VISHAY PRECISION GROUP COM 92835K103 4,504 131,684 SH   DFND 1 131,684 0 0
VISTA OUTDOOR INC COM 928377100 5,424 677,206 SH   DFND 1 677,206 0 0
VISTAGEN THERAPEUTICS INC COM NEW 92840H202 197 154,457 SH   DFND 1 154,457 0 0
VISTEON CORP COM NEW 92839U206 20,452 303,669 SH   DFND 1 298,379 0 5,290
VISTEON CORP COM NEW 92839U206 40 603 SH   DFND 1 2 603 0 0
VISTRA ENERGY CORP COM 92840M102 128,492 4,938,707 SH   DFND 1 4,938,707 0 0
VISTRA ENERGY CORP COM 92840M102 276 10,608 SH   DFND 1 2 10,608 0 0
VITAL THERAPIES INC COM 92847R104 148 751,685 SH   DFND 1 751,685 0 0
VITAMIN SHOPPE INC COM 92849E101 980 139,299 SH   DFND 1 139,299 0 0
VITAMIN SHOPPE INC COM 92849E101 102 14,585 SH   DFND 1 2 14,585 0 0
VIVEVE MEDICAL INC COM NEW 92852W204 203 216,566 SH   DFND 1 216,566 0 0
VIVINT SOLAR INC COM 92854Q106 2,368 476,638 SH   DFND 1 476,638 0 0
VIVUS INC COM NEW 928551308 335 79,896 SH   DFND 1 79,896 0 0
VMWARE INC-CLASS A CL A COM 928563402 150,691 835,444 SH   DFND 1 835,444 0 0
VOCERA COMMUNICATIONS INC COM 92857F107 10,999 347,767 SH   DFND 1 347,767 0 0
VODAFONE GROUP PLC-SP ADR SPONSORED ADR 92857W308 8,386 461,305 SH   DFND 1 459,838 0 1,467
VODAFONE GROUP PLC-SP ADR SPONSORED ADR 92857W308 1,096 60,303 SH   DFND 1 2 60,303 0 0
VOLITIONRX LTD COM 928661107 327 100,890 SH   DFND 1 100,890 0 0
VOLT INFO SCIENCES INC COM 928703107 298 63,589 SH   DFND 1 63,589 0 0
VONAGE HOLDINGS CORP COM 92886T201 25,383 2,528,275 SH   DFND 1 2,528,275 0 0
VORNADO REALTY TRUST SH BEN INT 929042109 197,294 2,929,625 SH   DFND 1 2,921,059 0 8,566
VORNADO REALTY TRUST SH BEN INT 929042109 2,604 38,621 SH   DFND 1 2 38,621 0 0
VOXX INTERNATIONAL CORP CL A 91829F104 625 135,478 SH   DFND 1 135,478 0 0
VOYA ASIA PACIFIC HIGH DIVID COM 92912J102 1,159 123,846 SH   DFND 1 2 123,846 0 0
VOYA EMERGING MARKETS HIGH I COM 92912P108 880 110,737 SH   DFND 1 2 110,737 0 0
VOYA FINANCIAL INC COM 929089100 76,774 1,538,158 SH   DFND 1 1,538,158 0 0
VOYA INFRASTRUCTURE INDUSTRI COM 92912X101 519 41,251 SH   DFND 1 2 41,251 0 0
VOYAGER THERAPEUTICS INC COM 92915B106 6,063 316,803 SH   DFND 1 316,803 0 0
VSE CORP COM 918284100 3,894 123,317 SH   DFND 1 123,317 0 0
VSTM 5 11/01/48 NOTE 5.000%11/0 92337CAA2 3,546 4,500,000 PRN   DFND 1 2 4,500,000 0 0
VTV THERAPEUTICS INC- CL A CL A 918385105 123 72,131 SH   DFND 1 72,131 0 0
VULCAN MATERIALS CO COM 929160109 206,675 1,748,791 SH   DFND 1 1,742,281 0 6,510
VUZIX CORP COM NEW 92921W300 818 267,433 SH   DFND 1 267,433 0 0
W&T OFFSHORE INC COM 92922P106 12,168 1,763,549 SH   DFND 1 1,758,696 0 4,853
W&T OFFSHORE INC COM 92922P106 306 44,474 SH   DFND 1 2 44,474 0 0
WABASH NATIONAL CORP COM 929566107 8,625 636,550 SH   DFND 1 636,550 0 0
WABASH NATIONAL CORP COM 929566107 123 9,120 SH   DFND 1 2 9,120 0 0
WABCO HOLDINGS INC COM 92927K102 67,101 509,440 SH   DFND 1 509,440 0 0
WABTEC CORP COM 929740108 145,331 1,975,089 SH   DFND 1 1,968,175 0 6,914
WABTEC CORP COM 929740108 6 88 SH   DFND 1 2 88 0 0
WADDELL & REED FINANCIAL-A CL A 930059100 20,886 1,207,991 SH   DFND 1 1,206,612 0 1,379
WAGEWORKS INC COM 930427109 16,973 449,503 SH   DFND 1 449,503 0 0
WAITR HOLDINGS INC COM 930752100 5,471 445,213 SH   DFND 1 445,213 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 718,305 11,372,619 SH   DFND 1 11,291,059 0 81,560
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,054 16,665 SH   DFND 1 2 16,665 0 0
WALKER & DUNLOP INC COM 93148P102 22,853 448,897 SH   DFND 1 448,680 0 217
WALMART INC COM 931142103 1,904,041 19,557,533 SH   DFND 1 19,484,382 0 73,151
WALT DISNEY CO/THE COM DISNEY 254687106 2,491,505 22,479,479 SH   DFND 1 22,390,157 0 89,322
WALT DISNEY CO/THE COM DISNEY 254687106 42 384 SH   DFND 1 2 384 0 0
WARRIOR MET COAL INC COM 93627C101 18,726 615,989 SH   DFND 1 615,127 0 862
WARRIOR MET COAL INC COM 93627C101 133 4,380 SH   DFND 1 2 4,380 0 0
WASHINGTON FEDERAL INC COM 938824109 29,093 1,007,037 SH   DFND 1 991,845 0 15,192
WASHINGTON PRIME GROUP INC COM 93964W108 15,684 2,775,932 SH   DFND 1 2,771,760 0 4,172
WASHINGTON REIT SH BEN INT 939653101 34,310 1,208,976 SH   DFND 1 1,208,976 0 0
WASHINGTON TRUST BANCORP COM 940610108 9,330 193,788 SH   DFND 1 193,788 0 0
WASTE CONNECTIONS INC COM 94106B101 3,867 45,677 SH   DFND 1 45,006 0 671
WASTE CONNECTIONS INC COMSTK 94106B101 2,024 19,964 SH   DFND 1 19,964 0 0
WASTE MANAGEMENT INC COM 94106L109 541,539 5,220,833 SH   DFND 1 5,200,581 0 20,252
WASTE MANAGEMENT INC COM 94106L109 5 56 SH   DFND 1 2 56 0 0
WATERS CORP COM 941848103 284,491 1,132,012 SH   DFND 1 1,128,481 0 3,531
WATERSTONE FINANCIAL INC COM 94188P101 6,415 389,748 SH   DFND 1 389,748 0 0
WATERSTONE FINANCIAL INC COM 94188P101 98 5,959 SH   DFND 1 2 5,959 0 0
WATSCO INC COM 942622200 50,935 355,672 SH   DFND 1 349,653 0 6,019
WATTS WATER TECHNOLOGIES-A CL A 942749102 25,887 320,309 SH   DFND 1 320,309 0 0
WAVE LIFE SCIENCES LTD SHS Y95308105 9,326 240,059 SH   DFND 1 240,059 0 0
WAYFAIR INC- CLASS A CL A 94419L101 89,453 603,035 SH   DFND 1 602,886 0 149
WAYSIDE TECHNOLOGY GROUP INC COM 946760105 193 17,318 SH   DFND 1 17,318 0 0
WD-40 CO COM 929236107 30,178 178,110 SH   DFND 1 178,110 0 0
WDAY 0.25 10/01/22 NOTE 0.250%10/0 98138HAF8 17,648 12,500,000 PRN   DFND 1 2 12,500,000 0 0
WEATHERFORD INTERNATIONAL PL ORD SHS G48833100 7,184 10,292,270 SH   DFND 1 10,292,270 0 0
WEATHERFORD INTERNATIONAL PL ORD SHS G48833100 2 3,170 SH   DFND 1 2 3,170 0 0
WEBSTER FINANCIAL CORP COM 947890109 48,779 962,684 SH   DFND 1 945,398 0 17,286
WEC ENERGY GROUP INC COM 92939U106 371,790 4,709,128 SH   DFND 1 4,692,652 0 16,476
WEC ENERGY GROUP INC COM 92939U106 26 338 SH   DFND 1 2 338 0 0
WEIBO CORP-SPON ADR SPONSORED ADR 948596101 10,336 167,565 SH   DFND 1 167,529 0 36
WEIGHT WATCHERS INTL INC COM 948626106 10,480 520,103 SH   DFND 1 512,549 0 7,554
WEIGHT WATCHERS INTL INC COM 948626106 47 2,362 SH   DFND 1 2 2,362 0 0
WEINGARTEN REALTY INVESTORS SH BEN INT 948741103 64,395 2,192,546 SH   DFND 1 2,170,151 0 22,395
WEIS MARKETS INC COM 948849104 8,035 196,910 SH   DFND 1 196,910 0 0
WELBILT INC COM 949090104 20,536 1,253,752 SH   DFND 1 1,253,752 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 191,367 710,648 SH   DFND 1 708,179 0 2,469
WELLS FARGO & CO COM 949746101 2,567,749 53,227,450 SH   DFND 1 53,016,259 0 211,191
WELLS FARGO & CO COM 949746101 34 721 SH   DFND 1 2 721 0 0
WELLS FARGO GLOBAL DIVIDEND COM 94987C103 1,009 192,620 SH   DFND 1 2 192,620 0 0
WELLTOWER INC COM 95040Q104 528,398 6,818,575 SH   DFND 1 6,799,494 0 19,081
WENDY'S CO/THE COM 95058W100 36,587 2,045,132 SH   DFND 1 2,011,038 0 34,094
WERNER ENTERPRISES INC COM 950755108 19,328 566,002 SH   DFND 1 557,817 0 8,185
WESBANCO INC COM 950810101 27,957 703,323 SH   DFND 1 703,323 0 0
WESCO AIRCRAFT HOLDINGS INC COM 950814103 6,460 735,007 SH   DFND 1 735,007 0 0
WESCO INTERNATIONAL INC COM 95082P105 26,796 505,498 SH   DFND 1 505,498 0 0
WESCO INTERNATIONAL INC COM 95082P105 637 12,034 SH   DFND 1 2 12,034 0 0
WEST BANCORPORATION CAP STK 95123P106 4,086 197,584 SH   DFND 1 197,584 0 0
WEST PHARMACEUTICAL SERVICES COM 955306105 89,641 813,441 SH   DFND 1 799,547 0 13,894
WESTAMERICA BANCORPORATION COM 957090103 20,647 334,106 SH   DFND 1 334,106 0 0
WESTELL TECHNOLOGIES INC-A CL A NEW 957541204 123 60,615 SH   DFND 1 60,615 0 0
WESTERN ALLIANCE BANCORP COM 957638109 43,809 1,065,590 SH   DFND 1 1,065,590 0 0
WESTERN ALLIANCE BANCORP COM 957638109 41 1,016 SH   DFND 1 2 1,016 0 0
WESTERN ASSET EMRG MRKT DBT COM 95766A101 2,418 177,300 SH   DFND 1 2 177,300 0 0
WESTERN ASSET GLOBAL HIGH IN COM 95766B109 386 41,174 SH   DFND 1 2 41,174 0 0
WESTERN ASSET INFL-LINK SEC COM SH BEN INT 95766Q106 988 88,152 SH   DFND 1 2 88,152 0 0
WESTERN ASSET MORTGAGE CAPIT COM 95790D105 5,844 571,291 SH   DFND 1 571,291 0 0
WESTERN DIGITAL CORP COM 958102105 239,400 4,984,216 SH   DFND 1 4,956,770 0 27,446
WESTERN DIGITAL CORP COM 958102105 694 14,448 SH   DFND 1 2 14,448 0 0
WESTERN NEW ENGLAND BANCORP COM 958892101 2,803 303,684 SH   DFND 1 303,684 0 0
WESTERN UNION CO COM 959802109 109,374 5,932,694 SH   DFND 1 5,902,860 0 29,834
WESTLAKE CHEMICAL CORP COM 960413102 22,329 329,340 SH   DFND 1 329,340 0 0
WESTLAKE CHEMICAL CORP COM 960413102 280 4,129 SH   DFND 1 2 4,129 0 0
WESTPAC BANKING CORP-SP ADR SPONSORED ADR 961214301 624 33,745 SH   DFND 1 29,409 0 4,336
WESTPORT FUEL SYSTEMS INC COM NEW 960908309 51 33,412 SH   DFND 1 33,412 0 0
WESTROCK CO COM 96145D105 145,920 3,811,060 SH   DFND 1 3,797,268 0 13,792
WESTROCK CO COM 96145D105 427 11,136 SH   DFND 1 2 11,136 0 0
WESTWATER RESOURCES INC COM 961684107 22 165,640 SH   DFND 1 165,640 0 0
WESTWOOD HOLDINGS GROUP INC COM 961765104 3,512 99,588 SH   DFND 1 99,588 0 0
WESTWOOD HOLDINGS GROUP INC COM 961765104 656 18,600 SH   DFND 1 2 18,600 0 0
WEX INC COM 96208T104 80,789 420,799 SH   DFND 1 412,726 0 8,073
WEYCO GROUP INC COM 962149100 2,363 76,326 SH   DFND 1 76,326 0 0
WEYERHAEUSER CO COM 962166104 303,373 11,535,761 SH   DFND 1 11,498,895 0 36,866
WEYERHAEUSER CO COM 962166104 195 7,410 SH   DFND 1 2 7,410 0 0
WHEATON PRECIOUS METALS CORP COMSTK 962879102 10,488 437,904 SH   DFND 1 437,904 0 0
WHEELER REAL ESTATE INVESTME COM NEW 963025705 84 56,779 SH   DFND 1 56,779 0 0
WHIRLPOOL CORP COM 963320106 115,281 869,016 SH   DFND 1 865,637 0 3,379
WHITE MOUNTAINS INSURANCE GP COM G9618E107 30,936 33,427 SH   DFND 1 33,427 0 0
WHITESTONE REIT COM 966084204 5,413 450,374 SH   DFND 1 450,374 0 0
WHITING PETROLEUM CORP COM NEW 966387409 25,909 991,200 SH   DFND 1 991,200 0 0
WHITING PETROLEUM CORP COM NEW 966387409 572 21,907 SH   DFND 1 2 21,907 0 0
WHLR 8 3/4 PERP S-D PFD CNV SER D 963025606 2,660 189,743 PRN   DFND 1 2 189,743 0 0
WIDEOPENWEST INC COM 96758W101 3,333 366,324 SH   DFND 1 366,324 0 0
WIDEPOINT CORP COM 967590100 155 340,820 SH   DFND 1 340,820 0 0
WILEY (JOHN) & SONS-CLASS A CL A 968223206 21,094 477,034 SH   DFND 1 468,561 0 8,473
WILEY (JOHN) & SONS-CLASS A CL A 968223206 1,230 27,816 SH   DFND 1 2 27,816 0 0
WILLDAN GROUP INC COM 96924N100 4,344 117,200 SH   DFND 1 117,200 0 0
WILLIAM LYON HOMES-CL A CL A NEW 552074700 5,961 387,853 SH   DFND 1 387,853 0 0
WILLIAMS COS INC COM 969457100 477,536 16,633,584 SH   DFND 1 16,569,627 0 63,957
WILLIAMS-SONOMA INC COM 969904101 49,620 881,837 SH   DFND 1 866,755 0 15,082
WILLIAMS-SONOMA INC COM 969904101 1,095 19,473 SH   DFND 1 2 19,473 0 0
WILLIS LEASE FINANCE CORP COM 970646105 1,699 40,081 SH   DFND 1 40,081 0 0
WILLIS TOWERS WATSON PLC SHS G96629103 323,912 1,847,235 SH   DFND 1 1,835,378 0 11,857
WILLSCOT CORP COM 971375126 5,141 463,618 SH   DFND 1 463,618 0 0
WINGSTOP INC COM 974155103 29,047 382,047 SH   DFND 1 382,047 0 0
WINMARK CORP COM 974250102 5,209 27,623 SH   DFND 1 27,623 0 0
WINNEBAGO INDUSTRIES COM 974637100 10,635 341,417 SH   DFND 1 341,417 0 0
WINS FINANCE HOLDINGS INC ORD SHS G97223104 224 9,151 SH   DFND 1 9,151 0 0
WINTRUST FINANCIAL CORP COM 97650W108 41,524 616,726 SH   DFND 1 606,145 0 10,581
WINTRUST FINANCIAL CORP COM 97650W108 41 618 SH   DFND 1 2 618 0 0
WIPRO LTD-ADR SPON ADR 1 SH 97651M109 101 25,511 SH   DFND 1 18,013 0 7,498
WIRELESS TELECOM GROUP INC COM 976524108 71 46,661 SH   DFND 1 46,661 0 0
WISDOMTREE INVESTMENTS INC COM 97717P104 10,576 1,498,149 SH   DFND 1 1,498,149 0 0
WIX.COM LTD SHS M98068105 21,538 178,583 SH   DFND 1 178,583 0 0
WIX.COM LTD SHS M98068105 895 7,414 SH   DFND 1 2 7,414 0 0
WNS HOLDINGS LTD-ADR SPON ADR 92932M101 3,692 69,316 SH   DFND 1 69,316 0 0
WOLVERINE WORLD WIDE INC COM 978097103 37,698 1,055,103 SH   DFND 1 1,055,103 0 0
WOODWARD INC COM 980745103 70,950 747,708 SH   DFND 1 737,242 0 10,466
WORKDAY INC-CLASS A CL A 98138H101 299,858 1,556,019 SH   DFND 1 1,549,607 0 6,412
WORKDAY INC-CLASS A CL A 98138H101 504 2,618 SH   DFND 1 2 2,618 0 0
WORKHORSE GROUP INC COM NEW 98138J206 112 182,877 SH   DFND 1 182,877 0 0
WORKIVA INC COM CL A 98139A105 18,162 358,230 SH   DFND 1 358,230 0 0
WORKIVA INC COM CL A 98139A105 760 14,991 SH   DFND 1 2 14,991 0 0
WORLD ACCEPTANCE CORP COM 981419104 10,010 85,465 SH   DFND 1 85,465 0 0
WORLD FUEL SERVICES CORP COM 981475106 22,589 781,901 SH   DFND 1 769,318 0 12,583
WORLD FUEL SERVICES CORP COM 981475106 68 2,358 SH   DFND 1 2 2,358 0 0
WORLD WRESTLING ENTERTAIN-A CL A 98156Q108 49,114 565,970 SH   DFND 1 557,781 0 8,189
WORLDPAY INC-CLASS A CL A 981558109 329,237 2,902,346 SH   DFND 1 2,902,346 0 0
WORTHINGTON INDUSTRIES COM 981811102 17,489 468,626 SH   DFND 1 461,186 0 7,440
WP CAREY INC COM 92936U109 129,096 1,649,326 SH   DFND 1 1,649,326 0 0
WP CAREY INC COM 92936U109 98 1,256 SH   DFND 1 2 1,256 0 0
WPP PLC-SPONSORED ADR ADR 92937A102 463 8,787 SH   DFND 1 8,337 0 450
WPX ENERGY INC COM 98212B103 53,726 4,098,166 SH   DFND 1 4,024,251 0 73,915
WR BERKLEY CORP COM 084423102 89,916 1,061,512 SH   DFND 1 1,043,458 0 18,054
WR GRACE & CO COM 38388F108 50,664 649,212 SH   DFND 1 649,212 0 0
WRAP TECHNOLOGIES INC COM 98212N107 300 42,363 SH   DFND 1 42,363 0 0
WRIGHT MEDICAL GROUP NV ORD SHS N96617118 44,586 1,417,708 SH   DFND 1 1,417,708 0 0
WSFS FINANCIAL CORP COM 929328102 25,400 658,048 SH   DFND 1 658,048 0 0
WW GRAINGER INC COM 384802104 201,105 669,402 SH   DFND 1 666,895 0 2,507
WYNDHAM DESTINATIONS INC COM 98310W108 56,421 1,393,462 SH   DFND 1 1,375,379 0 18,083
WYNDHAM DESTINATIONS INC COM 98310W108 197 4,874 SH   DFND 1 2 4,874 0 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 48,493 970,071 SH   DFND 1 951,347 0 18,724
WYNN RESORTS LTD COM 983134107 161,838 1,358,709 SH   DFND 1 1,349,356 0 9,353
X4 PHARMACEUTICALS INC COM 98420X103 224 12,902 SH   DFND 1 12,902 0 0
XAN 4.5 08/15/22 NOTE 4.500% 8/1 76120WAC8 12,896 13,142,000 PRN   DFND 1 2 13,142,000 0 0
XBIOTECH INC COM 98400H102 1,827 165,866 SH   DFND 1 165,866 0 0
XCEL ENERGY INC COM 98389B100 463,854 8,262,697 SH   DFND 1 8,215,470 0 47,227
XENCOR INC COM 98401F105 18,524 596,399 SH   DFND 1 596,399 0 0
XENIA HOTELS & RESORTS INC COM 984017103 43,014 1,963,251 SH   DFND 1 1,963,251 0 0
XENON PHARMACEUTICALS INC COM 98420N105 143 14,084 SH   DFND 1 14,084 0 0
XERIS PHARMACEUTICALS INC COM 98422L107 2,709 269,882 SH   DFND 1 269,882 0 0
XEROX CORP COM NEW 984121608 131,034 4,102,695 SH   DFND 1 4,092,825 0 9,870
XEROX CORP COM NEW 984121608 372 11,640 SH   DFND 1 2 11,640 0 0
XILINX INC COM 983919101 551,943 4,359,374 SH   DFND 1 4,335,797 0 23,577
XILINX INC COM 983919101 172 1,357 SH   DFND 1 2 1,357 0 0
XOMA CORP COM NEW 98419J206 1,018 82,236 SH   DFND 1 82,236 0 0
XPERI CORP COM 98421B100 14,104 602,749 SH   DFND 1 602,566 0 183
XPO LOGISTICS INC COM 983793100 58,001 1,080,216 SH   DFND 1 1,059,763 0 20,453
XPO LOGISTICS INC COM 983793100 76 1,420 SH   DFND 1 2 1,420 0 0
XUNLEI LTD-ADR SPONSORED ADR 98419E108 217 59,356 SH   DFND 1 2 59,356 0 0
XUNLEI LTD-ADR SPONSORED ADR 98419E108 70 19,309 SH   DFND 1 19,309 0 0
XYLEM INC COM 98419M100 190,670 2,416,687 SH   DFND 1 2,407,821 0 8,866
YAMANA GOLD INC COMSTK 98462Y100 425 163,428 SH   DFND 1 163,428 0 0
YANDEX NV-A SHS CLASS A N97284108 7,480 217,837 SH   DFND 1 217,837 0 0
YANGTZE RIVER PORT AND LOGIS COM 98475Y105 69 123,338 SH   DFND 1 123,338 0 0
YATRA ONLINE INC ORD SHS G98338109 275 56,191 SH   DFND 1 56,191 0 0
YELP INC CL A 985817105 41,744 1,209,992 SH   DFND 1 1,195,857 0 14,135
YELP INC CL A 985817105 1,196 34,689 SH   DFND 1 2 34,689 0 0
YETI HOLDINGS INC COM 98585X104 5,636 186,326 SH   DFND 1 186,326 0 0
YEXT INC COM 98585N106 26,493 1,211,977 SH   DFND 1 1,211,977 0 0
YEXT INC COM 98585N106 18 861 SH   DFND 1 2 861 0 0
YIELD10 BIOSCIENCE INC COM NEW 98585K201 62 54,924 SH   DFND 1 54,924 0 0
Y-MABS THERAPEUTICS INC COM 984241109 2,345 89,470 SH   DFND 1 89,470 0 0
YORK WATER CO COM 987184108 5,447 158,735 SH   DFND 1 158,735 0 0
YOUNGEVITY INTERNATIONAL INC COM NEW 987537206 321 56,431 SH   DFND 1 56,431 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 2,747 410,724 SH   DFND 1 409,949 0 775
YRC WORLDWIDE INC COM PAR $.01 984249607 31 4,720 SH   DFND 1 2 4,720 0 0
YUM CHINA HOLDINGS INC COM 98850P109 82,250 1,836,682 SH   DFND 1 1,835,782 0 900
YUM CHINA HOLDINGS INC COM 98850P109 5 133 SH   DFND 1 2 133 0 0
YUM! BRANDS INC COM 988498101 465,255 4,666,014 SH   DFND 1 4,650,352 0 15,662
YY INC-ADR SPONSORED ADS A 98426T106 11,014 131,806 SH   DFND 1 131,672 0 134
ZAFGEN INC COM 98885E103 1,219 445,133 SH   DFND 1 444,990 0 143
ZAGG INC COM 98884U108 3,058 337,209 SH   DFND 1 336,270 0 939
ZAGG INC COM 98884U108 251 27,711 SH   DFND 1 2 27,711 0 0
ZAI LAB LTD-ADR ADR 98887Q104 413 14,007 SH   DFND 1 14,007 0 0
ZAYO GROUP HOLDINGS INC COM 98919V105 57,298 2,017,633 SH   DFND 1 2,017,633 0 0
ZEBRA TECHNOLOGIES CORP-CL A CL A 989207105 134,113 640,069 SH   DFND 1 629,553 0 10,516
ZEDGE INC-CL B CL B 98923T104 121 68,028 SH   DFND 1 68,028 0 0
ZENDESK INC COM 98936J101 88,313 1,038,988 SH   DFND 1 1,038,988 0 0
ZENDESK INC COM 98936J101 509 5,996 SH   DFND 1 2 5,996 0 0
ZILLOW GROUP INC - A CL A 98954M101 17,079 499,394 SH   DFND 1 499,394 0 0
ZILLOW GROUP INC - C CL C CAP STK 98954M200 44,895 1,293,195 SH   DFND 1 1,293,195 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 357,977 2,808,243 SH   DFND 1 2,798,131 0 10,112
ZIMMER BIOMET HOLDINGS INC COM 98956P102 113 889 SH   DFND 1 2 889 0 0
ZION OIL & GAS INC COM 989696109 510 676,667 SH   DFND 1 676,667 0 0
ZIONS BANCORP NA COM 989701107 127,811 2,819,129 SH   DFND 1 2,809,934 0 9,195
ZIONS BANCORPORATION-CW20 *W EXP 05/21/202 989701115 22,969 1,768,274 SH   DFND 1 2 1,768,274 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 6,763 1,756,856 SH   DFND 1 1,755,967 0 889
ZIX CORP COM 98974P100 5,383 782,544 SH   DFND 1 782,544 0 0
ZOETIS INC CL A 98978V103 606,785 6,038,263 SH   DFND 1 6,014,622 0 23,641
ZOGENIX INC COM NEW 98978L204 28,875 524,906 SH   DFND 1 524,906 0 0
ZOMEDICA PHARMACEUTICALS COR COM 98979F107 58 166,364 SH   DFND 1 166,364 0 0
ZOSANO PHARMA CORP COM NEW 98979H202 390 81,829 SH   DFND 1 81,829 0 0
ZSCALER INC COM 98980G102 33,399 470,885 SH   DFND 1 470,885 0 0
ZSCALER INC COM 98980G102 168 2,380 SH   DFND 1 2 2,380 0 0
ZTO EXPRESS CAYMAN INC-ADR SPONSORED ADS A 98980A105 18,346 1,008,150 SH   DFND 1 1,008,150 0 0
ZUMIEZ INC COM 989817101 5,861 235,490 SH   DFND 1 235,490 0 0
ZUMIEZ INC COM 989817101 159 6,392 SH   DFND 1 2 6,392 0 0
ZUORA INC - CLASS A COM CL A 98983V106 2,056 102,654 SH   DFND 1 102,654 0 0
ZYNERBA PHARMACEUTICALS INC COM 98986X109 560 103,475 SH   DFND 1 103,475 0 0
ZYNGA INC - CL A CL A 98986T108 46,862 8,792,137 SH   DFND 1 8,792,137 0 0