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 185 15,716 SH   DFND 1 2 15,716 0 0
1-800-FLOWERS.COM INC-CL A CL A 68243Q106 3,925 332,664 SH   DFND 1 331,239 0 1,425
1ST CONSTITUTION BANCORP COM 31986N102 1,006 46,592 SH   DFND 1 46,592 0 0
1ST SOURCE CORP COM 336901103 8,703 171,933 SH   DFND 1 171,933 0 0
21VIANET GROUP INC-ADR SPONSORED ADR 90138A103 312 45,023 SH   DFND 1 45,023 0 0
22ND CENTURY GROUP INC COM 90137F103 1,556 662,362 SH   DFND 1 662,362 0 0
2U INC COM 90214J101 41,559 494,580 SH   DFND 1 494,580 0 0
3D SYSTEMS CORP COM NEW 88554D205 11,008 949,792 SH   DFND 1 944,245 0 5,547
3M CO COM 88579Y101 232 1,057 SH   DFND 1 2 1,057 0 0
3M CO COM 88579Y101 1,538,575 7,025,074 SH   DFND 1 6,992,492 0 32,582
51JOB INC-ADR SP ADR REP COM 316827104 2,235 25,982 SH   DFND 1 25,982 0 0
51JOB INC-ADR SP ADR REP COM 316827104 225 2,617 SH   DFND 1 2 2,617 0 0
58.COM INC-ADR SPON ADR REP A 31680Q104 36 451 SH   DFND 1 2 451 0 0
58.COM INC-ADR SPON ADR REP A 31680Q104 12,263 154,954 SH   DFND 1 154,716 0 238
8POINT3 ENERGY PARTNERS LP CL A RPT LTDPT 282539105 295 24,303 SH   DFND 1 24,303 0 0
8X8 INC COM 282914100 2 109 SH   DFND 1 2 109 0 0
8X8 INC COM 282914100 14,455 775,106 SH   DFND 1 775,106 0 0
A H BELO CORP-A COM CL A 001282102 566 109,965 SH   DFND 1 109,965 0 0
A10 NETWORKS INC COM 002121101 2,589 444,978 SH   DFND 1 444,978 0 0
A10 NETWORKS INC COM 002121101 71 12,226 SH   DFND 1 2 12,226 0 0
AAC HOLDINGS INC COM 000307108 905 78,890 SH   DFND 1 78,890 0 0
AAON INC COM PAR $0.004 000360206 15,082 386,725 SH   DFND 1 386,725 0 0
AAR CORP COM 000361105 12,394 280,986 SH   DFND 1 280,986 0 0
AAR CORP COM 000361105 36 837 SH   DFND 1 2 837 0 0
AARON'S INC COM PAR $0.50 002535300 30,477 654,028 SH   DFND 1 651,008 0 3,020
ABAXIS INC COM 002567105 15,075 213,474 SH   DFND 1 212,952 0 522
ABAXIS INC COM 002567105 12 177 SH   DFND 1 2 177 0 0
ABB LTD-SPON ADR SPONSORED ADR 000375204 214 9,030 SH   DFND 1 2 9,030 0 0
ABB LTD-SPON ADR SPONSORED ADR 000375204 607 25,572 SH   DFND 1 21,670 0 3,902
ABBOTT LABORATORIES COM 002824100 1,147,970 19,205,598 SH   DFND 1 19,109,441 0 96,157
ABBOTT LABORATORIES COM 002824100 87 1,468 SH   DFND 1 2 1,468 0 0
ABBVIE INC COM 00287Y109 141 1,499 SH   DFND 1 2 1,499 0 0
ABBVIE INC COM 00287Y109 1,620,065 17,158,952 SH   DFND 1 17,072,000 0 86,952
ABEONA THERAPEUTICS INC COM 00289Y107 4,071 283,712 SH   DFND 1 283,712 0 0
ABERCROMBIE & FITCH CO-CL A CL A 002896207 14,107 582,727 SH   DFND 1 582,324 0 403
ABERCROMBIE & FITCH CO-CL A CL A 002896207 22 917 SH   DFND 1 2 917 0 0
ABIOMED INC COM 003654100 109,340 375,753 SH   DFND 1 373,615 0 2,138
ABIOMED INC COM 003654100 478 1,643 SH   DFND 1 2 1,643 0 0
ABM INDUSTRIES INC COM 000957100 17,866 533,643 SH   DFND 1 533,643 0 0
ABR 5.375 11/15/20 NOTE 5.375%11/1 038923AB4 4,060 4,000,000 PRN   DFND 1 2 4,000,000 0 0
ABRAXAS PETROLEUM CORP COM 003830106 2,970 1,338,270 SH   DFND 1 1,338,270 0 0
AC IMMUNE SA SHS H00263105 467 45,188 SH   DFND 1 45,188 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 7,116 185,039 SH   DFND 1 185,039 0 0
ACACIA RESEARCH CORP ACACIA TCH COM 003881307 1,592 454,904 SH   DFND 1 454,904 0 0
ACADIA HEALTHCARE CO INC COM 00404A109 30,254 772,180 SH   DFND 1 768,180 0 4,000
ACADIA PHARMACEUTICALS INC COM 004225108 20,347 905,549 SH   DFND 1 905,549 0 0
ACADIA REALTY TRUST COM SH BEN INT 004239109 21,810 886,611 SH   DFND 1 886,611 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 6,003 262,745 SH   DFND 1 262,551 0 194
ACCELERON PHARMA INC COM 00434H108 14,284 365,338 SH   DFND 1 365,338 0 0
ACCENTURE PLC-CL A SHS CLASS A G1151C101 534 3,485 SH   DFND 1 2 3,485 0 0
ACCENTURE PLC-CL A SHS CLASS A G1151C101 1,153,073 7,529,725 SH   DFND 1 7,495,880 0 33,845
ACCESS NATIONAL CORP COM 004337101 3,660 128,305 SH   DFND 1 128,305 0 0
ACCO BRANDS CORP COM 00081T108 11,396 908,107 SH   DFND 1 908,107 0 0
ACCURAY INC COM 004397105 3,774 754,894 SH   DFND 1 754,894 0 0
ACELRX PHARMACEUTICALS INC COM 00444T100 453 215,834 SH   DFND 1 215,834 0 0
ACETO CORP COM 004446100 330 43,527 SH   DFND 1 2 43,527 0 0
ACETO CORP COM 004446100 2,159 284,079 SH   DFND 1 284,079 0 0
ACHAOGEN INC COM 004449104 3,925 303,152 SH   DFND 1 303,152 0 0
ACHILLION PHARMACEUTICALS COM 00448Q201 4,802 1,294,347 SH   DFND 1 1,294,347 0 0
ACI WORLDWIDE INC COM 004498101 25,232 1,063,777 SH   DFND 1 1,058,097 0 5,680
ACLARIS THERAPEUTICS INC COM 00461U105 4,290 244,870 SH   DFND 1 244,870 0 0
ACNB CORP COM 000868109 1,160 39,671 SH   DFND 1 39,671 0 0
ACORDA THERAPEUTICS INC COM 00484M106 62 2,650 SH   DFND 1 2 2,650 0 0
ACORDA THERAPEUTICS INC COM 00484M106 9,848 416,417 SH   DFND 1 416,417 0 0
ACTINIUM PHARMACEUTICALS INC COM 00507W107 69 191,249 SH   DFND 1 191,249 0 0
ACTIVISION BLIZZARD INC COM 00507V109 541,929 8,054,215 SH   DFND 1 7,982,848 0 71,367
ACTUANT CORP-A CL A NEW 00508X203 11,856 509,961 SH   DFND 1 509,961 0 0
ACUITY BRANDS INC COM 00508Y102 73,575 529,733 SH   DFND 1 527,540 0 2,193
ACUITY BRANDS INC COM 00508Y102 298 2,144 SH   DFND 1 2 2,144 0 0
ACUSHNET HOLDINGS CORP COM 005098108 7,809 338,229 SH   DFND 1 338,229 0 0
ACXIOM CORP COM 005125109 16,259 715,952 SH   DFND 1 712,068 0 3,884
ADAMAS PHARMACEUTICALS INC COM 00548A106 4,103 171,703 SH   DFND 1 171,703 0 0
ADAMIS PHARMACEUTICALS CORP COM NEW 00547W208 610 174,557 SH   DFND 1 174,557 0 0
ADAMS DIVERSIFIED EQUITY COM 006212104 2,394 162,032 SH   DFND 1 2 162,032 0 0
ADAMS NATURAL RESOURCES FUND COM 00548F105 3,980 218,218 SH   DFND 1 2 218,218 0 0
ADAMS RESOURCES & ENERGY INC COM NEW 006351308 763 17,555 SH   DFND 1 17,555 0 0
ADAPTIMMUNE THERAPEUTICS-ADR SPONDS ADR 00653A107 164 14,606 SH   DFND 1 2 14,606 0 0
ADAPTIMMUNE THERAPEUTICS-ADR SPONDS ADR 00653A107 321 28,605 SH   DFND 1 28,605 0 0
ADDUS HOMECARE CORP COM 006739106 3,175 65,282 SH   DFND 1 65,282 0 0
ADDVANTAGE TECHNOLOGIES GRP COM NEW 006743306 15 11,928 SH   DFND 1 11,928 0 0
ADECOAGRO SA COM L00849106 63 8,409 SH   DFND 1 2 8,409 0 0
ADECOAGRO SA COM L00849106 22 2,960 SH   DFND 1 2,960 0 0
ADESTO TECHNOLOGIES CORP COM 00687D101 483 65,333 SH   DFND 1 65,333 0 0
ADIENT PLC ORD SHS G0084W101 49,919 835,335 SH   DFND 1 835,189 0 146
ADMA BIOLOGICS INC COM 000899104 515 112,000 SH   DFND 1 112,000 0 0
ADOBE SYSTEMS INC COM 00724F101 1,173,713 5,445,374 SH   DFND 1 5,399,367 0 46,007
ADOMANI INC COM 00726A100 43 36,469 SH   DFND 1 36,469 0 0
ADT INC COM 00090Q103 9,105 1,148,229 SH   DFND 1 1,148,229 0 0
ADTALEM GLOBAL EDUCATION INC COM 00737L103 24,549 516,286 SH   DFND 1 513,335 0 2,951
ADTRAN INC COM 00738A106 7,370 473,972 SH   DFND 1 473,972 0 0
ADURO BIOTECH INC COM 00739L101 3,756 403,939 SH   DFND 1 403,939 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 96,361 814,919 SH   DFND 1 811,075 0 3,844
ADVANCED DISPOSAL SERVICES I COM 00790X101 8,771 393,695 SH   DFND 1 393,695 0 0
ADVANCED DRAINAGE SYSTEMS IN COM 00790R104 8,732 337,160 SH   DFND 1 337,160 0 0
ADVANCED EMISSIONS SOLUTIONS COM 00770C101 2,557 223,945 SH   DFND 1 223,945 0 0
ADVANCED ENERGY INDUSTRIES COM 007973100 24,835 388,664 SH   DFND 1 388,664 0 0
ADVANCED ENERGY INDUSTRIES COM 007973100 427 6,697 SH   DFND 1 2 6,697 0 0
ADVANCED MICRO DEVICES COM 007903107 101,153 10,087,547 SH   DFND 1 10,043,969 0 43,578
ADVANCED SEMICONDUCTOR E-ADR SPONSORED ADR 00215W100 1 273 SH   DFND 1 2 273 0 0
ADVANCED SEMICONDUCTOR E-ADR SPONSORED ADR 00215W100 115 15,887 SH   DFND 1 12,027 0 3,860
ADVANSIX INC COM 00773T101 8,916 256,380 SH   DFND 1 256,380 0 0
ADVAXIS INC COM NEW 007624208 482 285,323 SH   DFND 1 285,323 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 1,631 281,354 SH   DFND 1 281,354 0 0
AECOM COM 00766T100 51,794 1,453,684 SH   DFND 1 1,445,903 0 7,781
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 956 425,000 SH   DFND 1 2 425,000 0 0
AEGION CORP COM 00770F104 6,983 304,813 SH   DFND 1 304,813 0 0
AEGLEA BIOTHERAPEUTICS INC COM 00773J103 304 30,649 SH   DFND 1 30,649 0 0
AEGON N.V.-NY REG SHR NY REGISTRY SH 007924103 198 29,282 SH   DFND 1 25,842 0 3,440
AEHR TEST SYSTEMS COM 00760J108 220 98,097 SH   DFND 1 98,097 0 0
AEMETIS INC COM NEW 00770K202 101 59,740 SH   DFND 1 59,740 0 0
AERCAP HOLDINGS NV SHS N00985106 21,263 422,374 SH   DFND 1 422,374 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 18,373 338,677 SH   DFND 1 338,677 0 0
AEROHIVE NETWORKS INC COM 007786106 1,344 332,857 SH   DFND 1 332,857 0 0
AEROJET ROCKETDYNE HOLDINGS COM 007800105 17,280 617,821 SH   DFND 1 617,821 0 0
AEROVIRONMENT INC COM 008073108 8,760 192,492 SH   DFND 1 192,492 0 0
AES CORP COM 00130H105 138 12,201 SH   DFND 1 2 12,201 0 0
AES CORP COM 00130H105 96,199 8,478,182 SH   DFND 1 8,443,811 0 34,371
AETHLON MEDICAL INC COM NEW 00808Y208 28 24,234 SH   DFND 1 24,234 0 0
AETNA INC COM 00817Y108 3,718 22,000 SH   DFND 1 2 22,000 0 0
AETNA INC COM 00817Y108 577,728 3,427,080 SH   DFND 1 3,409,355 0 17,725
AEVI GENOMIC MEDICINE INC COM 00835P105 336 167,547 SH   DFND 1 167,547 0 0
AFFILIATED MANAGERS GROUP COM 008252108 116,729 617,307 SH   DFND 1 614,465 0 2,842
AFFIMED NV COM N01045108 18 10,000 SH   DFND 1 10,000 0 0
AFLAC INC COM 001055102 402,626 9,221,667 SH   DFND 1 9,178,733 0 42,934
AFLAC INC COM 001055102 66 1,531 SH   DFND 1 2 1,531 0 0
AG MORTGAGE INVESTMENT TRUST COM 001228105 4,034 232,256 SH   DFND 1 229,258 0 2,998
AGCO CORP COM 001084102 57,481 886,820 SH   DFND 1 883,594 0 3,226
AGCO CORP COM 001084102 36 559 SH   DFND 1 2 559 0 0
AGENUS INC COM NEW 00847G705 3,272 694,763 SH   DFND 1 694,763 0 0
AGENUS INC COM NEW 00847G705 24 5,148 SH   DFND 1 2 5,148 0 0
AGILE THERAPEUTICS INC COM 00847L100 440 171,318 SH   DFND 1 171,318 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 248,769 3,727,263 SH   DFND 1 3,709,551 0 17,712
AGILYSYS INC COM 00847J105 1,835 153,982 SH   DFND 1 153,982 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 34,642 423,601 SH   DFND 1 423,601 0 0
AGNC INVESTMENT CORP COM 00123Q104 108,222 5,723,200 SH   DFND 1 5,716,425 0 6,775
AGNICO EAGLE MINES LTD COMSTK 008474108 6,393 153,535 SH   DFND 1 153,270 0 265
AGNICO EAGLE MINES LTD COMSTK 008474108 1 32 SH   DFND 1 2 32 0 0
AGREE REALTY CORP COM 008492100 12,012 250,044 SH   DFND 1 250,044 0 0
AGROFRESH SOLUTIONS INC COM 00856G109 1,672 227,573 SH   DFND 1 227,573 0 0
AILERON THERAPEUTICS INC COM 00887A105 145 17,916 SH   DFND 1 17,916 0 0
AIMMUNE THERAPEUTICS INC COM 00900T107 12,036 378,143 SH   DFND 1 378,143 0 0
AIR LEASE CORP CL A 00912X302 35,571 834,626 SH   DFND 1 834,626 0 0
AIR PRODUCTS & CHEMICALS INC COM 009158106 363,803 2,293,516 SH   DFND 1 2,281,625 0 11,891
AIR TRANSPORT SERVICES GROUP COM 00922R105 11,343 486,408 SH   DFND 1 486,408 0 0
AIRCASTLE LTD COM G0129K104 9,413 473,971 SH   DFND 1 473,971 0 0
AIRGAIN INC COM 00938A104 238 30,780 SH   DFND 1 30,780 0 0
AIRMEDIA GROUP INC-ADR SPONSORED ADR 009411109 18 20,876 SH   DFND 1 20,876 0 0
AK STEEL HOLDING CORP COM 001547108 11,852 2,616,367 SH   DFND 1 2,616,367 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 144,005 2,033,348 SH   DFND 1 2,024,484 0 8,864
AKCEA THERAPEUTICS INC COM 00972L107 5,304 207,139 SH   DFND 1 207,139 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 4,915 515,820 SH   DFND 1 514,791 0 1,029
AKEBIA THERAPEUTICS INC COM 00972D105 327 34,415 SH   DFND 1 2 34,415 0 0
AKERS BIOSCIENCES INC COM 00973E102 260 313,999 SH   DFND 1 313,999 0 0
AKORN INC COM 009728106 15,427 824,558 SH   DFND 1 819,982 0 4,576
AKOUSTIS TECHNOLOGIES INC COM 00973N102 451 77,462 SH   DFND 1 77,462 0 0
ALAMO GROUP INC COM 011311107 11,545 105,051 SH   DFND 1 105,051 0 0
ALAMOS GOLD INC-CLASS A COMSTK 011532108 98 19,012 SH   DFND 1 19,012 0 0
ALARM.COM HOLDINGS INC COM 011642105 10,230 271,082 SH   DFND 1 271,082 0 0
ALASKA AIR GROUP INC COM 011659109 95,720 1,547,255 SH   DFND 1 1,540,455 0 6,800
ALASKA COMM SYSTEMS GROUP COM 01167P101 650 361,214 SH   DFND 1 361,214 0 0
ALBANY INTL CORP-CL A CL A 012348108 15,531 247,719 SH   DFND 1 247,719 0 0
ALBEMARLE CORP COM 012653101 113,489 1,226,948 SH   DFND 1 1,220,932 0 6,016
ALBIREO PHARMA INC COM 01345P106 1,554 47,736 SH   DFND 1 47,736 0 0
ALCOA CORP COM 013872106 71,829 1,597,623 SH   DFND 1 1,597,042 0 581
ALDER BIOPHARMACEUTICALS INC COM 014339105 7,249 570,789 SH   DFND 1 570,789 0 0
ALDEYRA THERAPEUTICS INC COM 01438T106 766 102,263 SH   DFND 1 102,263 0 0
ALEXANDER & BALDWIN INC COM 014491104 14,090 609,198 SH   DFND 1 605,903 0 3,295
ALEXANDER'S INC COM 014752109 11,348 29,767 SH   DFND 1 29,767 0 0
ALEXANDRIA REAL ESTATE EQUIT COM 015271109 174,599 1,400,678 SH   DFND 1 1,395,419 0 5,259
ALEXION PHARMACEUTICALS INC COM 015351109 357 3,210 SH   DFND 1 2 3,210 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 263,233 2,367,708 SH   DFND 1 2,346,903 0 20,805
ALGONQUIN POWER & UTILITIES COMSTK 015857105 360 36,346 SH   DFND 1 36,346 0 0
ALIBABA GROUP HOLDING-SP ADR SPONSORED ADS 01609W102 358,225 1,969,537 SH   DFND 1 1,968,817 0 720
ALIBABA GROUP HOLDING-SP ADR SPONSORED ADS 01609W102 100 550 SH   DFND 1 2 550 0 0
ALICO INC COM 016230104 795 29,250 SH   DFND 1 29,250 0 0
ALIGN TECHNOLOGY INC COM 016255101 239,545 955,940 SH   DFND 1 948,788 0 7,152
ALIMERA SCIENCES INC COM 016259103 149 144,795 SH   DFND 1 144,795 0 0
ALJ 3 09/15/18 NOTE 3.000% 9/1 020520AB8 32,812 21,482,000 PRN   DFND 1 2 21,482,000 0 0
ALJ REGIONAL HOLDINGS INC COM 001627108 52 24,901 SH   DFND 1 24,901 0 0
ALKERMES PLC SHS G01767105 80,058 1,382,248 SH   DFND 1 1,382,124 0 124
ALLEGHANY CORP COM 017175100 89,801 146,260 SH   DFND 1 145,507 0 753
ALLEGHENY TECHNOLOGIES INC COM 01741R102 25,014 1,056,375 SH   DFND 1 1,050,217 0 6,158
ALLEGIANCE BANCSHARES INC COM 01748H107 3,976 101,565 SH   DFND 1 101,565 0 0
ALLEGIANT TRAVEL CO COM 01748X102 20,514 118,892 SH   DFND 1 118,892 0 0
ALLEGION PLC ORD SHS G0176J109 93,355 1,097,206 SH   DFND 1 1,092,269 0 4,937
ALLEGION PLC ORD SHS G0176J109 165 1,939 SH   DFND 1 2 1,939 0 0
ALLENA PHARMACEUTICALS INC COM 018119107 121 11,049 SH   DFND 1 11,049 0 0
ALLERGAN PLC SHS G0177J108 323 1,922 SH   DFND 1 2 1,922 0 0
ALLERGAN PLC SHS G0177J108 622,443 3,707,744 SH   DFND 1 3,690,068 0 17,676
ALLETE INC COM NEW 018522300 39,141 541,745 SH   DFND 1 539,255 0 2,490
ALLIANCE CALIF MUNI INCOME COM 018546101 395 31,194 SH   DFND 1 2 31,194 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 138 649 SH   DFND 1 2 649 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 128,406 604,410 SH   DFND 1 601,888 0 2,522
ALLIANCE HOLDINGS GP LP COM UNITS LP 01861G100 1,034 41,376 SH   DFND 1 41,376 0 0
ALLIANCE MMA INC COM 018626101 14 31,107 SH   DFND 1 31,107 0 0
ALLIANCE ONE INTERNATIONAL COM NEW 018772301 65 2,528 SH   DFND 1 2 2,528 0 0
ALLIANCE ONE INTERNATIONAL COM NEW 018772301 1,300 49,910 SH   DFND 1 49,910 0 0
ALLIANCE RESOURCE PARTNERS UT LTD PART 01877R108 1,060 60,059 SH   DFND 1 2 60,059 0 0
ALLIANCE RESOURCE PARTNERS UT LTD PART 01877R108 1,489 84,406 SH   DFND 1 84,406 0 0
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 714 26,600 SH   DFND 1 2 26,600 0 0
ALLIANT ENERGY CORP COM 018802108 113,273 2,778,658 SH   DFND 1 2,766,163 0 12,495
ALLIED MOTION TECHNOLOGIES COM 019330109 43 1,097 SH   DFND 1 2 1,097 0 0
ALLIED MOTION TECHNOLOGIES COM 019330109 2,290 57,621 SH   DFND 1 57,621 0 0
ALLISON TRANSMISSION HOLDING COM 01973R101 82,448 2,110,824 SH   DFND 1 2,110,824 0 0
ALLISON TRANSMISSION HOLDING COM 01973R101 1,118 28,641 SH   DFND 1 2 28,641 0 0
ALLOT COMMUNICATIONS LTD SHS M0854Q105 99 18,186 SH   DFND 1 18,186 0 0
ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 45 3,706 SH   DFND 1 2 3,706 0 0
ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 23,909 1,935,967 SH   DFND 1 1,927,087 0 8,880
ALLSTATE CORP COM 020002101 399,755 4,226,288 SH   DFND 1 4,207,834 0 18,454
ALLSTATE CORP COM 020002101 211 2,230 SH   DFND 1 2 2,230 0 0
ALLY FINANCIAL INC COM 02005N100 100,109 3,690,443 SH   DFND 1 3,690,443 0 0
ALMOST FAMILY INC COM 020409108 6,781 121,096 SH   DFND 1 121,096 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 91,090 765,344 SH   DFND 1 765,220 0 124
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 3,845 248,871 SH   DFND 1 248,871 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 33 2,191 SH   DFND 1 2 2,191 0 0
ALPHABET INC-CL A CAP STK CL A 02079K305 36 35 SH   DFND 1 2 35 0 0
ALPHABET INC-CL A CAP STK CL A 02079K305 3,571,200 3,451,834 SH   DFND 1 3,423,808 0 28,026
ALPHABET INC-CL C CAP STK CL C 02079K107 3,650,075 3,546,238 SH   DFND 1 3,515,759 0 30,479
ALPHATEC HOLDINGS INC COM NEW 02081G201 151 47,147 SH   DFND 1 47,147 0 0
ALPINE IMMUNE SCIENCES INC COM 02083G100 251 31,490 SH   DFND 1 31,490 0 0
ALTA MESA RESOURCES INC CL A 02133L109 6,371 796,379 SH   DFND 1 796,379 0 0
ALTA MESA RESOURCES INC CL A 02133L109 1,000 125,000 SH   DFND 1 2 125,000 0 0
ALTA MESA RESOURCES INC-CW22 *W EXP 03/28/202 02133L117 139 90,000 SH   DFND 1 2 90,000 0 0
ALTABA INC COM 021346101 2,939 39,700 SH   DFND 1 2 39,700 0 0
ALTABA INC COM 021346101 1,283 17,333 SH   DFND 1 17,027 0 306
ALTAIR ENGINEERING INC - A COM CL A 021369103 5,618 179,152 SH   DFND 1 179,152 0 0
ALTERYX INC - CLASS A COM CL A 02156B103 7,038 206,163 SH   DFND 1 206,163 0 0
ALTICE USA INC- A CL A 02156K103 7,808 422,533 SH   DFND 1 422,533 0 0
ALTIMMUNE INC COM 02155H101 79 68,935 SH   DFND 1 68,238 0 697
ALTISOURCE PORTFOLIO SOL REG SHS L0175J104 2,787 104,964 SH   DFND 1 104,964 0 0
ALTRA INDUSTRIAL MOTION CORP COM 02208R106 12,536 272,831 SH   DFND 1 272,831 0 0
ALTRIA GROUP INC COM 02209S103 1,400,336 22,520,100 SH   DFND 1 22,421,126 0 98,974
AMAG 3.25 06/01/22 NOTE 3.250% 6/0 00163UAD8 4,120 4,000,000 PRN   DFND 1 2 4,000,000 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 7,446 369,556 SH   DFND 1 369,429 0 127
AMARIN CORP PLC -ADR SPONS ADR NEW 023111206 625 207,728 SH   DFND 1 207,728 0 0
AMARIN CORP PLC -ADR SPONS ADR NEW 023111206 62 20,725 SH   DFND 1 2 20,725 0 0
A-MARK PRECIOUS METALS INC COM 00181T107 234 19,162 SH   DFND 1 19,162 0 0
AMAZON.COM INC COM 023135106 72 50 SH   DFND 1 2 50 0 0
AMAZON.COM INC COM 023135106 6,449,120 4,466,809 SH   DFND 1 4,425,599 0 41,210
AMBAC FINANCIAL GROUP INC COM NEW 023139884 6,321 403,131 SH   DFND 1 403,131 0 0
AMBARELLA INC SHS G037AX101 4,578 93,453 SH   DFND 1 93,409 0 44
AMBER ROAD INC COM 02318Y108 1,525 171,446 SH   DFND 1 171,446 0 0
AMBEV SA-ADR SPONSORED ADR 02319V103 182 25,104 SH   DFND 1 2 25,104 0 0
AMBEV SA-ADR SPONSORED ADR 02319V103 1,043 143,552 SH   DFND 1 143,552 0 0
AMC ENTERTAINMENT HLDS-CL A CL A COM 00165C104 0 49 SH   DFND 1 2 49 0 0
AMC ENTERTAINMENT HLDS-CL A CL A COM 00165C104 6,330 450,568 SH   DFND 1 450,568 0 0
AMC NETWORKS INC-A CL A 00164V103 23,440 453,387 SH   DFND 1 450,969 0 2,418
AMC NETWORKS INC-A CL A 00164V103 110 2,134 SH   DFND 1 2 2,134 0 0
AMDOCS LTD SHS G02602103 39,085 585,811 SH   DFND 1 585,811 0 0
AMEDISYS INC COM 023436108 16,445 272,554 SH   DFND 1 272,554 0 0
AMER NATL BNKSHS/DANVILLE VA COM 027745108 1,910 50,800 SH   DFND 1 50,800 0 0
AMERCO COM 023586100 22,985 66,631 SH   DFND 1 66,631 0 0
AMEREN CORPORATION COM 023608102 153,169 2,711,198 SH   DFND 1 2,698,185 0 13,013
AMERESCO INC-CL A CL A 02361E108 1,928 148,374 SH   DFND 1 148,374 0 0
AMERICA FIRST MULTIFAMILY IN BEN UNIT CTF 02364V107 241 39,141 SH   DFND 1 39,141 0 0
AMERICAN AIRLINES GROUP INC COM 02376R102 257,291 4,961,071 SH   DFND 1 4,920,017 0 41,054
AMERICAN ASSETS TRUST INC COM 024013104 15,356 459,637 SH   DFND 1 459,637 0 0
AMERICAN AXLE & MFG HOLDINGS COM 024061103 18,527 1,217,332 SH   DFND 1 1,217,332 0 0
AMERICAN AXLE & MFG HOLDINGS COM 024061103 152 10,000 SH   DFND 1 2 10,000 0 0
AMERICAN CAMPUS COMMUNITIES COM 024835100 56,053 1,451,422 SH   DFND 1 1,444,740 0 6,682
AMERICAN EAGLE OUTFITTERS COM 02553E106 166 8,333 SH   DFND 1 2 8,333 0 0
AMERICAN EAGLE OUTFITTERS COM 02553E106 31,386 1,574,834 SH   DFND 1 1,565,832 0 9,002
AMERICAN ELECTRIC POWER COM 025537101 352,766 5,156,101 SH   DFND 1 5,129,743 0 26,358
AMERICAN ELECTRIC TECHNOLOGI COM 025576109 12 11,601 SH   DFND 1 11,601 0 0
AMERICAN EQUITY INVT LIFE HL COM 025676206 21,537 733,570 SH   DFND 1 733,570 0 0
AMERICAN EQUITY INVT LIFE HL COM 025676206 17 604 SH   DFND 1 2 604 0 0
AMERICAN EXPRESS CO COM 025816109 762,537 8,194,450 SH   DFND 1 8,155,862 0 38,588
AMERICAN FINANCIAL GROUP INC COM 025932104 70,120 625,442 SH   DFND 1 622,067 0 3,375
AMERICAN HOMES 4 RENT- A CL A 02665T306 53,178 2,648,355 SH   DFND 1 2,648,355 0 0
AMERICAN INTERNATIONAL GROUP COM NEW 026874784 514,661 9,480,858 SH   DFND 1 9,434,002 0 46,856
AMERICAN INTERNATIONAL GROUP COM NEW 026874784 2,788 51,239 SH   DFND 1 2 51,239 0 0
AMERICAN INTERNATIONAL-CW21 *W EXP 01/19/202 026874156 4,490 273,837 SH   DFND 1 2 273,837 0 0
AMERICAN INTERNATIONAL-CW21 *W EXP 01/19/202 026874156 11 694 SH   DFND 1 694 0 0
AMERICAN NATIONAL INSURANCE COM 028591105 11,735 100,339 SH   DFND 1 100,339 0 0
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 5,283 511,924 SH   DFND 1 511,924 0 0
AMERICAN PUBLIC EDUCATION COM 02913V103 6,547 152,258 SH   DFND 1 152,258 0 0
AMERICAN PUBLIC EDUCATION COM 02913V103 180 4,192 SH   DFND 1 2 4,192 0 0
AMERICAN RAILCAR INDUSTRIES COM 02916P103 3,038 81,226 SH   DFND 1 81,226 0 0
AMERICAN RENAL ASSOCIATES HO COM 029227105 46 2,457 SH   DFND 1 2 2,457 0 0
AMERICAN RENAL ASSOCIATES HO COM 029227105 1,681 89,225 SH   DFND 1 89,225 0 0
AMERICAN RIVER BANKSHRS (CA) COM 029326105 177 11,472 SH   DFND 1 11,472 0 0
AMERICAN SOFTWARE INC-CL A CL A 029683109 3,078 236,789 SH   DFND 1 236,789 0 0
AMERICAN STATES WATER CO COM 029899101 16,937 319,219 SH   DFND 1 319,219 0 0
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 548 94,318 SH   DFND 1 94,318 0 0
AMERICAN TOWER CORP COM 03027X100 636,555 4,391,542 SH   DFND 1 4,368,040 0 23,502
AMERICAN VANGUARD CORP COM 030371108 4,531 224,348 SH   DFND 1 224,348 0 0
AMERICAN WATER WORKS CO INC COM 030420103 169,077 2,063,538 SH   DFND 1 2,054,212 0 9,326
AMERICAN WOODMARK CORP COM 030506109 12,699 128,996 SH   DFND 1 128,996 0 0
AMERICA'S CAR-MART INC COM 03062T105 3,176 62,971 SH   DFND 1 62,971 0 0
AMERICOLD REALTY TRUST COM 03064D108 8,768 459,552 SH   DFND 1 459,552 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 233,199 1,580,281 SH   DFND 1 1,572,218 0 8,063
AMERIS BANCORP COM 03076K108 18,568 351,003 SH   DFND 1 351,003 0 0
AMERISAFE INC COM 03071H100 9,581 173,419 SH   DFND 1 173,419 0 0
AMERISERV FINANCIAL INC COM 03074A102 58 14,728 SH   DFND 1 14,728 0 0
AMERISOURCEBERGEN CORP COM 03073E105 31 363 SH   DFND 1 2 363 0 0
AMERISOURCEBERGEN CORP COM 03073E105 153,356 1,783,343 SH   DFND 1 1,773,811 0 9,532
AMES NATIONAL CORP COM 031001100 1,513 55,042 SH   DFND 1 55,042 0 0
AMETEK INC COM 031100100 200,292 2,642,806 SH   DFND 1 2,629,778 0 13,028
AMGEN INC COM 031162100 1,149 6,743 SH   DFND 1 2 6,743 0 0
AMGEN INC COM 031162100 1,379,052 8,106,959 SH   DFND 1 8,040,827 0 66,132
AMICUS THERAPEUTICS INC COM 03152W109 26,196 1,741,813 SH   DFND 1 1,741,813 0 0
AMKOR TECHNOLOGY INC COM 031652100 18,046 1,781,455 SH   DFND 1 1,781,455 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 22,919 403,864 SH   DFND 1 403,864 0 0
AMPCO-PITTSBURGH CORP COM 032037103 613 68,931 SH   DFND 1 68,931 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 0 1 SH   DFND 1 2 1 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 6,402 341,465 SH   DFND 1 341,465 0 0
AMPHENOL CORP-CL A CL A 032095101 324,963 3,781,328 SH   DFND 1 3,765,402 0 15,926
AMPIO PHARMACEUTICALS INC COM 03209T109 1,657 487,410 SH   DFND 1 487,410 0 0
AMPLIPHI BIOSCIENCES CORP COM PAR 03211P301 40 37,449 SH   DFND 1 37,449 0 0
AMRN 3.5 01/15/47 NOTE 3.500% 1/2 220485AB2 4,756 4,100,000 PRN   DFND 1 2 4,100,000 0 0
AMTECH SYSTEMS INC COM PAR $0.01N 032332504 548 74,914 SH   DFND 1 74,914 0 0
AMTECH SYSTEMS INC COM PAR $0.01N 032332504 63 8,667 SH   DFND 1 2 8,667 0 0
AMTRUST FINANCIAL SERVICES COM 032359309 123 10,000 SH   DFND 1 2 10,000 0 0
AMTRUST FINANCIAL SERVICES COM 032359309 11,267 915,348 SH   DFND 1 915,348 0 0
AMYRIS INC COM NEW 03236M200 1,138 170,185 SH   DFND 1 170,185 0 0
ANADARKO PETROLEUM CORP COM 032511107 343,152 5,695,847 SH   DFND 1 5,666,842 0 29,005
ANALOG DEVICES INC COM 032654105 383,091 4,213,894 SH   DFND 1 4,178,867 0 35,027
ANALOGIC CORP COM PAR $0.05 032657207 17,597 183,500 SH   DFND 1 183,500 0 0
ANALOGIC CORP COM PAR $0.05 032657207 933 9,731 SH   DFND 1 2 9,731 0 0
ANAPTYSBIO INC COM 032724106 15,537 149,285 SH   DFND 1 149,285 0 0
ANAVEX LIFE SCIENCES CORP COM NEW 032797300 898 325,587 SH   DFND 1 325,587 0 0
ANCHOR BANCORP COM 032838104 230 9,419 SH   DFND 1 9,419 0 0
ANDEAVOR COM 03349M105 167,533 1,669,978 SH   DFND 1 1,662,089 0 7,889
ANDERSONS INC/THE COM 034164103 8,840 267,075 SH   DFND 1 267,075 0 0
ANGI HOMESERVICES INC- A COM CL A 00183L102 4,871 358,721 SH   DFND 1 358,721 0 0
ANGIODYNAMICS INC COM 03475V101 8,659 502,016 SH   DFND 1 502,016 0 0
ANGIODYNAMICS INC COM 03475V101 126 7,338 SH   DFND 1 2 7,338 0 0
ANGLOGOLD ASHANTI-SPON ADR SPONSORED ADR 035128206 185 19,575 SH   DFND 1 2 19,575 0 0
ANGLOGOLD ASHANTI-SPON ADR SPONSORED ADR 035128206 9 999 SH   DFND 1 0 0 999
ANHEUSER-BUSCH INBEV-SPN ADR SPONSORED ADR 03524A108 1,432 13,026 SH   DFND 1 13,026 0 0
ANI PHARMACEUTICALS INC COM 00182C103 4,850 83,310 SH   DFND 1 83,310 0 0
ANIKA THERAPEUTICS INC COM 035255108 6,934 139,478 SH   DFND 1 139,356 0 122
ANIXTER INTERNATIONAL INC COM 035290105 21,600 285,149 SH   DFND 1 284,819 0 330
ANNALY CAPITAL MANAGEMENT IN COM 035710409 151,515 14,535,946 SH   DFND 1 14,535,946 0 0
ANNALY CAPITAL MANAGEMENT IN COM 035710409 122 11,781 SH   DFND 1 2 11,781 0 0
ANSYS INC COM 03662Q105 172,053 1,100,285 SH   DFND 1 1,095,914 0 4,371
ANTARES PHARMA INC COM 036642106 2,857 1,298,980 SH   DFND 1 1,298,980 0 0
ANTERO RESOURCES CORP COM 03674X106 130 6,563 SH   DFND 1 2 6,563 0 0
ANTERO RESOURCES CORP COM 03674X106 42,151 2,125,026 SH   DFND 1 2,125,026 0 0
ANTHEM INC COM 036752103 642,382 2,930,538 SH   DFND 1 2,916,317 0 14,221
ANTHEM INC COM 036752103 34 159 SH   DFND 1 2 159 0 0
ANTHERA PHARMACEUTICALS INC COM 03674U300 8 27,321 SH   DFND 1 27,321 0 0
ANW 4 11/01/18 NOTE 4.000%11/0 Y0020QAA9 2,269 2,500,000 PRN   DFND 1 2 2,500,000 0 0
ANWORTH MORTGAGE ASSET CORP COM 037347101 4,831 1,006,658 SH   DFND 1 999,795 0 6,863
AON PLC SHS CL A G0408V102 346,687 2,477,159 SH   DFND 1 2,464,343 0 12,816
APACHE CORP COM 037411105 191 4,982 SH   DFND 1 2 4,982 0 0
APACHE CORP COM 037411105 163,168 4,250,936 SH   DFND 1 4,230,710 0 20,226
APARTMENT INVT & MGMT CO 6.875 PFD CL A 6.875% 03748R762 324 12,541 SH   DFND 1 12,541 0 0
APARTMENT INVT & MGMT CO -A CL A 03748R101 88,584 2,176,877 SH   DFND 1 2,168,724 0 8,153
APELLIS PHARMACEUTICALS INC COM 03753U106 3,316 149,992 SH   DFND 1 149,992 0 0
APOGEE ENTERPRISES INC COM 037598109 11,265 259,873 SH   DFND 1 259,873 0 0
APOLLO COMMERCIAL REAL ESTAT COM 03762U105 20,190 1,122,944 SH   DFND 1 1,114,421 0 8,523
APOLLO COMMERCIAL REAL ESTAT COM 03762U105 133 7,433 SH   DFND 1 2 7,433 0 0
APOLLO INVESTMENT CORP COM 03761U106 96 18,482 SH   DFND 1 2 18,482 0 0
APOLLO INVESTMENT CORP COM 03761U106 95 18,235 SH   DFND 1 0 0 18,235
APPFOLIO INC - A COM CL A 03783C100 4,881 119,494 SH   DFND 1 119,264 0 230
APPFOLIO INC - A COM CL A 03783C100 458 11,234 SH   DFND 1 2 11,234 0 0
APPIAN CORP CL A 03782L101 1,706 67,783 SH   DFND 1 67,783 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 50,056 2,848,985 SH   DFND 1 2,848,985 0 0
APPLE INC COM 037833100 9,717,110 58,052,847 SH   DFND 1 57,573,559 0 479,288
APPLIED DNA SCIENCES INC COM NEW 03815U201 158 110,263 SH   DFND 1 110,263 0 0
APPLIED GENETIC TECHNOLOGIES COM 03820J100 377 97,992 SH   DFND 1 97,992 0 0
APPLIED INDUSTRIAL TECH INC COM 03820C105 24,258 332,760 SH   DFND 1 332,760 0 0
APPLIED MATERIALS INC COM 038222105 467 8,413 SH   DFND 1 2 8,413 0 0
APPLIED MATERIALS INC COM 038222105 726,526 13,094,499 SH   DFND 1 12,996,014 0 98,485
APPLIED OPTOELECTRONICS INC COM 03823U102 4,273 170,513 SH   DFND 1 170,417 0 96
APPLIED OPTOELECTRONICS INC COM 03823U102 32 1,286 SH   DFND 1 2 1,286 0 0
APPROACH RESOURCES INC COM 03834A103 1,099 421,439 SH   DFND 1 421,439 0 0
APPTIO INC - CLASS A CL A 03835C108 6,457 227,846 SH   DFND 1 227,846 0 0
APPTIO INC - CLASS A CL A 03835C108 414 14,634 SH   DFND 1 2 14,634 0 0
APRICUS BIOSCIENCES INC COM NEW 03832V307 10 24,953 SH   DFND 1 24,953 0 0
APTARGROUP INC COM 038336103 48,718 542,336 SH   DFND 1 539,300 0 3,036
APTEVO THERAPEUTICS INC COM 03835L108 314 96,321 SH   DFND 1 96,228 0 93
APTIV PLC SHS G6095L109 272,012 3,208,779 SH   DFND 1 3,194,957 0 13,822
AQUA AMERICA INC COM 03836W103 52,933 1,554,134 SH   DFND 1 1,545,456 0 8,678
AQUA METALS INC COM 03837J101 490 189,426 SH   DFND 1 189,426 0 0
AQUANTIA CORP COM 03842Q108 1,234 78,608 SH   DFND 1 78,608 0 0
AQUAVENTURE HOLDINGS LTD SHS G0443N107 1,267 102,071 SH   DFND 1 102,071 0 0
AQUINOX PHARMACEUTICALS INC COM 03842B101 2,033 144,400 SH   DFND 1 144,400 0 0
ARADIGM CORP COM PAR 038505400 76 63,010 SH   DFND 1 63,010 0 0
ARAMARK COM 03852U106 86,538 2,189,252 SH   DFND 1 2,189,252 0 0
ARATANA THERAPEUTICS INC COM 03874P101 1,397 316,935 SH   DFND 1 316,935 0 0
ARBOR REALTY TRUST INC COM 038923108 58 6,641 SH   DFND 1 2 6,641 0 0
ARBOR REALTY TRUST INC COM 038923108 2,715 307,853 SH   DFND 1 307,853 0 0
ARBUTUS BIOPHARMA CORP COM 03879J100 71 14,268 SH   DFND 1 14,268 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 651 296,058 SH   DFND 1 296,058 0 0
ARC GROUP WORLDWIDE INC COM 00213H105 68 35,276 SH   DFND 1 35,276 0 0
ARCBEST CORP COM 03937C105 7,675 239,473 SH   DFND 1 239,473 0 0
ARCELORMITTAL-NY REGISTERED NY REGISTRY SH 03938L203 284 8,947 SH   DFND 1 8,305 0 642
ARCH CAPITAL GROUP LTD ORD G0450A105 13 157 SH   DFND 1 2 157 0 0
ARCH CAPITAL GROUP LTD ORD G0450A105 111,666 1,305,552 SH   DFND 1 1,305,552 0 0
ARCH COAL INC - A CL A 039380407 23,695 257,901 SH   DFND 1 257,901 0 0
ARCH COAL INC - A CL A 039380407 125 1,364 SH   DFND 1 2 1,364 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 289,608 6,692,968 SH   DFND 1 6,662,128 0 30,840
ARCHER-DANIELS-MIDLAND CO COM 039483102 170 3,936 SH   DFND 1 2 3,936 0 0
ARCHROCK INC COM 03957W106 5,158 589,488 SH   DFND 1 587,276 0 2,212
ARCHROCK INC COM 03957W106 34 3,971 SH   DFND 1 2 3,971 0 0
ARCHROCK PARTNERS LP COM UNITS REPSTG 03957U100 781 63,958 SH   DFND 1 63,958 0 0
ARCONIC INC COM 03965L100 109,392 4,759,759 SH   DFND 1 4,737,523 0 22,236
ARCONIC INC COM 03965L100 460 20,000 SH   DFND 1 2 20,000 0 0
ARDAGH GROUP SA CL A L0223L101 767 41,073 SH   DFND 1 41,073 0 0
ARDELYX INC COM 039697107 1,412 279,722 SH   DFND 1 279,722 0 0
ARDMORE SHIPPING CORP COM Y0207T100 636 83,796 SH   DFND 1 83,796 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 17,581 445,099 SH   DFND 1 445,099 0 0
ARES COMMERCIAL REAL ESTATE COM 04013V108 2,956 239,422 SH   DFND 1 238,247 0 1,175
ARGAN INC COM 04010E109 1 24 SH   DFND 1 2 24 0 0
ARGAN INC COM 04010E109 11,007 256,279 SH   DFND 1 255,891 0 388
ARGO GROUP INTERNATIONAL COM G0464B107 17,641 307,342 SH   DFND 1 307,342 0 0
ARI 5.5 03/15/19 NOTE 5.500% 3/1 03762UAA3 24,141 22,636,000 PRN   DFND 1 2 22,636,000 0 0
ARISTA NETWORKS INC COM 040413106 38 150 SH   DFND 1 2 150 0 0
ARISTA NETWORKS INC COM 040413106 125,261 491,036 SH   DFND 1 491,036 0 0
ARK RESTAURANTS CORP COM 040712101 202 8,457 SH   DFND 1 8,457 0 0
ARLINGTON ASSET INVESTMENT-A CL A NEW 041356205 2,568 232,644 SH   DFND 1 226,927 0 5,717
ARMADA HOFFLER PROPERTIES IN COM 04208T108 5,410 395,198 SH   DFND 1 395,198 0 0
ARMO BIOSCIENCES INC COM 04225U104 2,630 70,311 SH   DFND 1 70,311 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 7,907 339,683 SH   DFND 1 337,297 0 2,386
ARMSTRONG FLOORING INC COM 04238R106 316 23,291 SH   DFND 1 2 23,291 0 0
ARMSTRONG FLOORING INC COM 04238R106 2,711 199,810 SH   DFND 1 199,810 0 0
ARMSTRONG WORLD INDUSTRIES COM 04247X102 23,610 419,366 SH   DFND 1 419,366 0 0
AROTECH CORP COM NEW 042682203 465 152,556 SH   DFND 1 152,556 0 0
ARQULE INC COM 04269E107 8 2,790 SH   DFND 1 2 2,790 0 0
ARQULE INC COM 04269E107 907 315,221 SH   DFND 1 315,221 0 0
ARRAY BIOPHARMA INC COM 04269X105 105 6,488 SH   DFND 1 2 6,488 0 0
ARRAY BIOPHARMA INC COM 04269X105 32,234 1,975,123 SH   DFND 1 1,975,123 0 0
ARRIS INTERNATIONAL PLC SHS G0551A103 51,677 1,944,951 SH   DFND 1 1,936,439 0 8,512
ARROW ELECTRONICS INC COM 042735100 63,120 820,319 SH   DFND 1 816,031 0 4,288
ARROW ELECTRONICS INC COM 042735100 34 448 SH   DFND 1 2 448 0 0
ARROW FINANCIAL CORP COM 042744102 3,428 100,985 SH   DFND 1 100,985 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 4,487 622,432 SH   DFND 1 622,432 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 59 8,199 SH   DFND 1 2 8,199 0 0
ARSANIS INC COM 042873109 729 31,866 SH   DFND 1 31,866 0 0
ARTESIAN RESOURCES CORP-CL A CL A 043113208 4,154 113,879 SH   DFND 1 113,879 0 0
ARTHUR J GALLAGHER & CO COM 363576109 147,048 2,144,441 SH   DFND 1 2,134,973 0 9,468
ARTISAN PARTNERS ASSET MA -A CL A 04316A108 19,508 585,832 SH   DFND 1 584,538 0 1,294
ARTISAN PARTNERS ASSET MA -A CL A 04316A108 71 2,139 SH   DFND 1 2 2,139 0 0
ASBURY AUTOMOTIVE GROUP COM 043436104 11,047 163,662 SH   DFND 1 163,662 0 0
ASBURY AUTOMOTIVE GROUP COM 043436104 133 1,978 SH   DFND 1 2 1,978 0 0
ASCENA RETAIL GROUP INC COM 04351G101 3,033 1,509,055 SH   DFND 1 1,509,055 0 0
ASCENDIS PHARMA A/S - ADR SPONSORED ADR 04351P101 1,358 20,775 SH   DFND 1 20,775 0 0
ASCENT CAPITAL GROUP INC-A COM SER A 043632108 346 94,183 SH   DFND 1 94,183 0 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 3,161 325,209 SH   DFND 1 325,209 0 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 36 3,730 SH   DFND 1 2 3,730 0 0
ASHFORD HOSPITALITY TRUST COM SHS 044103109 6,149 951,986 SH   DFND 1 951,432 0 554
ASHFORD INC COM 044104107 549 5,740 SH   DFND 1 5,740 0 0
ASHLAND GLOBAL HOLDINGS INC COM 044186104 38,926 557,771 SH   DFND 1 554,730 0 3,041
ASML HOLDING NV-NY REG SHS N Y REGISTRY SHS N07059210 11,094 55,873 SH   DFND 1 52,819 0 3,054
ASPEN AEROGELS INC COM 04523Y105 405 94,870 SH   DFND 1 94,870 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 22,820 508,818 SH   DFND 1 505,906 0 2,912
ASPEN TECHNOLOGY INC COM 045327103 58,750 744,708 SH   DFND 1 744,708 0 0
ASSEMBLY BIOSCIENCES INC COM 045396108 8,325 169,428 SH   DFND 1 169,428 0 0
ASSOCIATED BANC-CORP COM 045487105 621 25,000 SH   DFND 1 2 25,000 0 0
ASSOCIATED BANC-CORP COM 045487105 35,941 1,446,329 SH   DFND 1 1,437,985 0 8,344
ASSOCIATED CAPITAL GROUP - A CL A 045528106 1,388 37,065 SH   DFND 1 37,065 0 0
ASSURANT INC COM 04621X108 58,431 640,655 SH   DFND 1 637,918 0 2,737
ASSURED GUARANTY LTD COM G0585R106 38,503 1,063,621 SH   DFND 1 1,063,621 0 0
ASTA FUNDING INC COM 046220109 145 39,457 SH   DFND 1 39,457 0 0
ASTEC INDUSTRIES INC COM 046224101 10,514 190,542 SH   DFND 1 190,542 0 0
ASTERIAS BIOTHERAPEUTICS COM SER A 04624N107 281 194,375 SH   DFND 1 194,375 0 0
ASTRAZENECA PLC-SPONS ADR SPONSORED ADR 046353108 1,656 47,362 SH   DFND 1 45,410 0 1,952
ASTRONICS CORP COM 046433108 9,642 258,523 SH   DFND 1 258,523 0 0
ASTRONOVA INC COM 04638F108 1,421 91,679 SH   DFND 1 91,679 0 0
ASTROTECH CORP COM NEW 046484200 27 10,359 SH   DFND 1 10,359 0 0
ASURE SOFTWARE INC COM 04649U102 776 63,463 SH   DFND 1 63,463 0 0
AT HOME GROUP INC COM 04650Y100 2,056 64,191 SH   DFND 1 64,191 0 0
AT HOME GROUP INC COM 04650Y100 25 795 SH   DFND 1 2 795 0 0
AT&T INC COM 00206R102 1,483 41,612 SH   DFND 1 2 41,612 0 0
AT&T INC COM 00206R102 2,492,445 70,077,533 SH   DFND 1 69,742,673 0 334,860
ATARA BIOTHERAPEUTICS INC COM 046513107 13,718 351,753 SH   DFND 1 351,753 0 0
ATHENAHEALTH INC COM 04685W103 49,822 348,339 SH   DFND 1 348,339 0 0
ATHENE HOLDING LTD-CLASS A CL A G0684D107 50,546 1,058,296 SH   DFND 1 1,058,296 0 0
ATHENEX INC COM 04685N103 5,128 301,475 SH   DFND 1 301,475 0 0
ATHERSYS INC COM 04744L106 1,736 949,098 SH   DFND 1 949,098 0 0
ATKORE INTERNATIONAL GROUP I COM 047649108 697 35,138 SH   DFND 1 2 35,138 0 0
ATKORE INTERNATIONAL GROUP I COM 047649108 11,950 602,030 SH   DFND 1 602,030 0 0
ATLANTIC CAPITAL BANCSHARES COM 048269203 3,979 219,889 SH   DFND 1 215,558 0 4,331
ATLANTIC COAST FINANCIAL COR COM 048426100 3,431 333,130 SH   DFND 1 333,130 0 0
ATLANTIC POWER CORP COM NEW 04878Q863 900 428,178 SH   DFND 1 428,178 0 0
ATLANTICA YIELD PLC SHS G0751N103 1,608 82,141 SH   DFND 1 81,506 0 635
ATLANTICUS HOLDINGS CORP COM 04914Y102 152 71,490 SH   DFND 1 71,490 0 0
ATLAS AIR WORLDWIDE HOLDINGS COM NEW 049164205 13,731 227,156 SH   DFND 1 227,156 0 0
ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 830 80,203 SH   DFND 1 80,203 0 0
ATLASSIAN CORP PLC-CLASS A CL A G06242104 393 7,299 SH   DFND 1 2 7,299 0 0
ATLASSIAN CORP PLC-CLASS A CL A G06242104 13,070 242,401 SH   DFND 1 242,401 0 0
ATMOS ENERGY CORP COM 049560105 81,322 966,053 SH   DFND 1 960,631 0 5,422
ATN INTERNATIONAL INC COM 00215F107 6,343 106,397 SH   DFND 1 106,397 0 0
ATOMERA INC COM 04965B100 203 32,589 SH   DFND 1 32,589 0 0
ATOSSA GENETICS INC COM NEW 04962H209 74 167,678 SH   DFND 1 167,678 0 0
ATRICURE INC COM 04963C209 5,828 284,040 SH   DFND 1 284,040 0 0
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ATRION CORPORATION COM 049904105 9,385 14,867 SH   DFND 1 14,867 0 0
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AVADEL PHARMACEUTICALS PLC SPONSORED ADR 05337M104 92 12,680 SH   DFND 1 12,680 0 0
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AVNET INC COM 053807103 45,678 1,094,689 SH   DFND 1 1,088,823 0 5,866
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AXALTA COATING SYSTEMS LTD COM G0750C108 54,072 1,792,747 SH   DFND 1 1,792,747 0 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208 7,129 289,802 SH   DFND 1 289,802 0 0
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AZZ INC COM 002474104 9,538 218,266 SH   DFND 1 218,266 0 0
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B. RILEY FINANCIAL INC COM 05580M108 3,204 164,347 SH   DFND 1 164,347 0 0
B2GOLD CORP COMSTK 11777Q209 121 44,296 SH   DFND 1 44,296 0 0
BABCOCK & WILCOX ENTERPR COM 05614L100 1,810 414,216 SH   DFND 1 414,216 0 0
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BAIDU INC - SPON ADR SPON ADR REP A 056752108 146,370 659,815 SH   DFND 1 648,170 0 11,645
BAKER HUGHES A GE CO CL A 05722G100 132,090 4,767,130 SH   DFND 1 4,744,976 0 22,154
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BALDWIN & LYONS INC -CL B CL B 057755209 1,822 82,863 SH   DFND 1 82,863 0 0
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BANCFIRST CORP COM 05945F103 13,754 259,026 SH   DFND 1 259,026 0 0
BANCO BILBAO VIZCAYA-SP ADR SPONSORED ADR 05946K101 242 30,641 SH   DFND 1 22,907 0 7,734
BANCO SANTANDER SA-SPON ADR ADR 05964H105 579 88,520 SH   DFND 1 77,746 0 10,774
BANCORP INC/THE COM 05969A105 5,131 475,125 SH   DFND 1 475,125 0 0
BANCORPSOUTH BANK COM 05971J102 22,826 717,815 SH   DFND 1 713,690 0 4,125
BANCROFT FUND LTD COM 059695106 1,213 57,794 SH   DFND 1 2 57,794 0 0
BANDWIDTH INC-CLASS A COM CL A 05988J103 701 21,474 SH   DFND 1 21,474 0 0
BANK OF AMERICA CORP COM 060505104 3,273,504 109,420,908 SH   DFND 1 108,903,917 0 516,991
BANK OF AMERICA CORP COM 060505104 113 3,800 SH   DFND 1 2 3,800 0 0
BANK OF AMERICA CORP-CW18 *W EXP 10/28/201 060505153 363 182,420 SH   DFND 1 2 182,420 0 0
BANK OF AMERICA CORP-CW19 *W EXP 01/16/201 060505146 23,260 1,280,136 SH   DFND 1 2 1,280,136 0 0
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BANK OF HAWAII CORP COM 062540109 32,594 392,233 SH   DFND 1 390,161 0 2,072
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BANK OF MONTREAL COMSTK 063671101 44,972 600,302 SH   DFND 1 599,603 0 699
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BANK OF NOVA SCOTIA COMSTK 064149107 221 3,600 SH   DFND 1 2 3,600 0 0
BANK OF NOVA SCOTIA COMSTK 064149107 58,082 951,959 SH   DFND 1 951,298 0 661
BANK OF SOUTH CAROLINA CORP COM 065066102 207 10,268 SH   DFND 1 10,268 0 0
BANK OF THE OZARKS COM 063904106 78 1,627 SH   DFND 1 2 1,627 0 0
BANK OF THE OZARKS COM 063904106 53,900 1,116,652 SH   DFND 1 1,110,720 0 5,932
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BANNER CORPORATION COM NEW 06652V208 17,174 309,510 SH   DFND 1 309,510 0 0
BAOZUN INC-SPN ADR SPONSORED ADR 06684L103 1,187 25,889 SH   DFND 1 25,889 0 0
BAR HARBOR BANKSHARES COM 066849100 3,436 123,979 SH   DFND 1 123,979 0 0
BARCLAYS PLC-SPONS ADR ADR 06738E204 1,124 95,138 SH   DFND 1 92,349 0 2,789
BARCLAYS PLC-SPONS ADR ADR 06738E204 121 10,293 SH   DFND 1 2 10,293 0 0
BARNES & NOBLE EDUCATION INC COM 06777U101 2,163 314,064 SH   DFND 1 313,881 0 183
BARNES & NOBLE INC COM 067774109 213 43,079 SH   DFND 1 2 43,079 0 0
BARNES & NOBLE INC COM 067774109 2,754 556,385 SH   DFND 1 556,094 0 291
BARNES GROUP INC COM 067806109 25,343 423,165 SH   DFND 1 423,165 0 0
BARNWELL INDUSTRIES INC COM 068221100 26 14,145 SH   DFND 1 14,145 0 0
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BARRICK GOLD CORP COMSTK 067901108 11,166 905,720 SH   DFND 1 904,914 0 806
BASIC ENERGY SERVICES INC COM NEW 06985P209 2,642 183,014 SH   DFND 1 183,014 0 0
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BAXTER INTERNATIONAL INC COM 071813109 261 4,026 SH   DFND 1 2 4,026 0 0
BAXTER INTERNATIONAL INC COM 071813109 384,816 5,930,297 SH   DFND 1 5,902,793 0 27,504
BAY BANCORP INC COM 07203T106 481 35,804 SH   DFND 1 35,804 0 0
BB&T CORP COM 054937107 424,832 8,184,737 SH   DFND 1 8,142,296 0 42,441
BBX CAPITAL CORP CL A 05491N104 4,650 504,935 SH   DFND 1 504,935 0 0
BCB BANCORP INC COM 055298103 1,759 112,421 SH   DFND 1 112,421 0 0
BCE INC COMSTK 05534B760 14,444 337,175 SH   DFND 1 336,079 0 1,096
BEACON ROOFING SUPPLY INC COM 073685109 39,840 750,708 SH   DFND 1 750,708 0 0
BEACON ROOFING SUPPLY INC COM 073685109 6 126 SH   DFND 1 2 126 0 0
BEAR STATE FINANCIAL INC COM 073844102 1,337 130,449 SH   DFND 1 130,449 0 0
BEASLEY BROADCAST GRP INC -A CL A 074014101 285 25,278 SH   DFND 1 25,278 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 6,174 387,116 SH   DFND 1 387,116 0 0
BECTON DICKINSON AND CO COM 075887109 591,970 2,739,117 SH   DFND 1 2,724,651 0 14,466
BED BATH & BEYOND INC COM 075896100 31,812 1,515,592 SH   DFND 1 1,508,617 0 6,975
BEIGENE LTD-ADR SPONSORED ADR 07725L102 2,962 17,635 SH   DFND 1 17,635 0 0
BEL FUSE INC-CL B CL B 077347300 1,608 85,128 SH   DFND 1 85,128 0 0
BEL FUSE INC-CL B CL B 077347300 24 1,300 SH   DFND 1 2 1,300 0 0
BELDEN INC COM 077454106 24,721 358,596 SH   DFND 1 356,540 0 2,056
BELLEROPHON THERAPEUTICS INC COM 078771102 300 144,551 SH   DFND 1 144,551 0 0
BELLICUM PHARMACEUTICALS INC COM 079481107 1,492 227,502 SH   DFND 1 227,502 0 0
BELMOND LTD-CLASS A CL A G1154H107 8,153 731,224 SH   DFND 1 731,224 0 0
BEMIS COMPANY COM 081437105 34,867 801,176 SH   DFND 1 796,725 0 4,451
BENCHMARK ELECTRONICS INC COM 08160H101 16,082 538,761 SH   DFND 1 538,761 0 0
BENEFICIAL BANCORP INC COM 08171T102 11,743 755,234 SH   DFND 1 755,234 0 0
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BERKSHIRE HATHAWAY INC-CL B CL B NEW 084670702 4,234,271 21,274,117 SH   DFND 1 21,172,053 0 102,064
BERKSHIRE HILLS BANCORP INC COM 084680107 12,298 324,070 SH   DFND 1 324,070 0 0
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BERRY GLOBAL GROUP INC COM 08579W103 65,451 1,194,161 SH   DFND 1 1,194,161 0 0
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BGC PARTNERS INC-CL A CL A 05541T101 49,594 3,687,323 SH   DFND 1 3,686,047 0 1,276
BHP BILLITON LTD-SPON ADR SPONSORED ADR 088606108 946 21,314 SH   DFND 1 2 21,314 0 0
BHP BILLITON LTD-SPON ADR SPONSORED ADR 088606108 698 15,726 SH   DFND 1 14,093 0 1,633
BHP BILLITON PLC-ADR SPONSORED ADR 05545E209 1,261 31,750 SH   DFND 1 30,997 0 753
BHP BILLITON PLC-ADR SPONSORED ADR 05545E209 253 6,388 SH   DFND 1 2 6,388 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 1,074 148,255 SH   DFND 1 148,255 0 0
BIG LOTS INC COM 089302103 373 8,590 SH   DFND 1 2 8,590 0 0
BIG LOTS INC COM 089302103 16,692 383,477 SH   DFND 1 381,429 0 2,048
BIOCEPT INC COM NEW 09072V204 19 67,373 SH   DFND 1 67,373 0 0
BIOCRYST PHARMACEUTICALS INC COM 09058V103 4,186 877,651 SH   DFND 1 877,651 0 0
BIODELIVERY SCIENCES INTL COM 09060J106 1,040 462,533 SH   DFND 1 462,533 0 0
BIOGEN INC COM 09062X103 421 1,538 SH   DFND 1 2 1,538 0 0
BIOGEN INC COM 09062X103 708,416 2,592,861 SH   DFND 1 2,572,865 0 19,996
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BIOLIFE SOLUTIONS INC COM NEW 09062W204 354 69,384 SH   DFND 1 69,384 0 0
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BIOMARIN PHARMACEUTICAL INC COM 09061G101 810 10,000 SH   DFND 1 2 10,000 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 118,405 1,461,946 SH   DFND 1 1,454,739 0 7,207
BIO-PATH HOLDINGS INC COM NEW 09057N201 104 52,458 SH   DFND 1 52,458 0 0
BIOPHARMX CORP COM 09072X101 155 671,686 SH   DFND 1 671,686 0 0
BIO-RAD LABORATORIES-A CL A 090572207 44,189 176,701 SH   DFND 1 175,713 0 988
BIOSCRIP INC COM 09069N108 2,772 1,126,897 SH   DFND 1 1,126,897 0 0
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BIOSPECIFICS TECHNOLOGIES COM 090931106 2,518 56,800 SH   DFND 1 56,800 0 0
BIO-TECHNE CORP COM 09073M104 51,647 341,944 SH   DFND 1 340,011 0 1,933
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BOSTON PROPERTIES INC COM 101121101 248,329 2,019,472 SH   DFND 1 2,011,447 0 8,025
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BROWN & BROWN INC COM 115236101 51,134 2,009,992 SH   DFND 1 1,998,808 0 11,184
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BT GROUP PLC-SPON ADR ADR 05577E101 238 14,751 SH   DFND 1 2 14,751 0 0
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CANON INC-SPONS ADR SPONSORED ADR 138006309 1,599 43,885 SH   DFND 1 41,462 0 2,423
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CARMAX INC COM 143130102 119,968 1,941,832 SH   DFND 1 1,932,429 0 9,403
CARNIVAL CORP UNIT 99/99/9999 143658300 286,518 4,379,666 SH   DFND 1 4,357,162 0 22,504
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CBS CORP-CLASS B NON VOTING CL B 124857202 132 2,578 SH   DFND 1 2 2,578 0 0
CBS CORP-CLASS B NON VOTING CL B 124857202 198,174 3,865,020 SH   DFND 1 3,846,823 0 18,197
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CGI GROUP INC - CLASS A COMSTK 39945C109 363 6,300 SH   DFND 1 2 6,300 0 0
CHANGYOU.COM LTD-ADR ADS REP CL A 15911M107 369 13,249 SH   DFND 1 13,249 0 0
CHANNELADVISOR CORP COM 159179100 1,778 195,432 SH   DFND 1 195,432 0 0
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CHECK POINT SOFTWARE TECH ORD M22465104 50,463 496,070 SH   DFND 1 489,465 0 6,605
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CHENIERE ENERGY INC COM NEW 16411R208 84,202 1,577,016 SH   DFND 1 1,577,016 0 0
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CIT GROUP INC COM NEW 125581801 55,670 1,081,849 SH   DFND 1 1,081,849 0 0
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CREE INC COM 225447101 36,084 895,174 SH   DFND 1 890,375 0 4,799
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CRESCENT POINT ENERGY CORP COMSTK 22576C101 65 9,600 SH   DFND 1 2 9,600 0 0
CRESCENT POINT ENERGY CORP COMSTK 22576C101 2,174 323,050 SH   DFND 1 323,050 0 0
CRESUD S.A.-SPONS ADR SPONSORED ADR 226406106 591 29,343 SH   DFND 1 29,343 0 0
CRH PLC-SPONSORED ADR ADR 12626K203 623 18,314 SH   DFND 1 17,332 0 982
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 1,257 27,513 SH   DFND 1 27,513 0 0
CRITEO SA-SPON ADR SPONS ADS 226718104 1,039 40,228 SH   DFND 1 40,228 0 0
CRITEO SA-SPON ADR SPONS ADS 226718104 75 2,903 SH   DFND 1 2 2,903 0 0
CROCS INC COM 227046109 14,720 905,899 SH   DFND 1 905,899 0 0
CROCS INC COM 227046109 81 5,023 SH   DFND 1 2 5,023 0 0
CROSS COUNTRY HEALTHCARE INC COM 227483104 3,480 313,300 SH   DFND 1 313,300 0 0
CROSS COUNTRY HEALTHCARE INC COM 227483104 16 1,469 SH   DFND 1 2 1,469 0 0
CROWN CASTLE INTL CORP COM 22822V101 462,511 4,230,210 SH   DFND 1 4,208,486 0 21,724
CROWN CRAFTS INC COM 228309100 65 11,112 SH   DFND 1 11,112 0 0
CROWN HOLDINGS INC COM 228368106 1 33 SH   DFND 1 2 33 0 0
CROWN HOLDINGS INC COM 228368106 55,299 1,090,842 SH   DFND 1 1,090,842 0 0
CRYOLIFE INC COM 228903100 5,517 275,203 SH   DFND 1 275,203 0 0
CRYOPORT INC COM PAR $0.001 229050307 1,762 204,921 SH   DFND 1 204,921 0 0
CSG SYSTEMS INTL INC COM 126349109 19,962 440,760 SH   DFND 1 440,760 0 0
CSG SYSTEMS INTL INC COM 126349109 695 15,353 SH   DFND 1 2 15,353 0 0
CSI COMPRESSCO LP COM UNIT 12637A103 121 16,799 SH   DFND 1 16,799 0 0
CSRA INC-W/I COM 12650T104 76,854 1,867,161 SH   DFND 1 1,858,649 0 8,512
CSRA INC-W/I COM 12650T104 412 10,000 SH   DFND 1 2 10,000 0 0
CSS INDUSTRIES INC COM 125906107 1,228 70,194 SH   DFND 1 70,194 0 0
CSS INDUSTRIES INC COM 125906107 458 26,227 SH   DFND 1 2 26,227 0 0
CSV 2.75 03/15/21 NOTE 2.750% 3/1 143905AM9 7,719 5,890,000 PRN   DFND 1 2 5,890,000 0 0
CSW INDUSTRIALS INC COM 126402106 6,259 138,952 SH   DFND 1 138,952 0 0
CSX CORP COM 126408103 525,255 9,452,985 SH   DFND 1 9,368,518 0 84,467
CTI BIOPHARMA CORP COM NEW 12648L601 1,182 303,229 SH   DFND 1 303,229 0 0
CTO 4.5 03/15/20 NOTE 4.500% 3/1 210226AB2 15,053 14,099,000 PRN   DFND 1 2 14,099,000 0 0
CTRIP.COM INTERNATIONAL-ADR AMERICAN DEP SHS 22943F100 45,579 983,539 SH   DFND 1 964,105 0 19,434
CTRP 1.25 10/15/18 NOTE 1.250%10/1 22943FAD2 11,566 9,500,000 PRN   DFND 1 2 9,500,000 0 0
CTS CORP COM 126501105 7,399 272,030 SH   DFND 1 272,030 0 0
CUBESMART COM 229663109 57,013 2,021,757 SH   DFND 1 2,021,757 0 0
CUBIC CORP COM 229669106 14,194 223,189 SH   DFND 1 223,189 0 0
CUE BIOPHARMA INC COM 22978P106 1,000 71,234 SH   DFND 1 71,234 0 0
CUI GLOBAL INC COM NEW 126576206 296 114,041 SH   DFND 1 114,041 0 0
CULLEN/FROST BANKERS INC COM 229899109 54,515 513,958 SH   DFND 1 511,128 0 2,830
CULP INC COM 230215105 2,400 78,564 SH   DFND 1 78,564 0 0
CUMBERLAND PHARMACEUTICALS COM 230770109 324 48,610 SH   DFND 1 48,610 0 0
CUMMINS INC COM 231021106 179 1,105 SH   DFND 1 2 1,105 0 0
CUMMINS INC COM 231021106 355,483 2,197,428 SH   DFND 1 2,188,831 0 8,597
CURIS INC COM 231269101 690 1,056,741 SH   DFND 1 1,056,741 0 0
CURO GROUP HOLDINGS CORP COM 23131L107 1,899 110,413 SH   DFND 1 110,413 0 0
CURTISS-WRIGHT CORP COM 231561101 60,651 449,038 SH   DFND 1 446,687 0 2,351
CUSHING RENAISSANCE FUND/THE COM 231647108 929 59,099 SH   DFND 1 2 59,099 0 0
CUSTOMERS BANCORP INC COM 23204G100 7,237 248,297 SH   DFND 1 248,297 0 0
CUTERA INC COM 232109108 66 1,327 SH   DFND 1 2 1,327 0 0
CUTERA INC COM 232109108 7,145 142,204 SH   DFND 1 142,204 0 0
CVB FINANCIAL CORP COM 126600105 21,511 950,134 SH   DFND 1 950,134 0 0
CVD EQUIPMENT CORP COM 126601103 368 40,414 SH   DFND 1 40,414 0 0
CVR ENERGY INC COM 12662P108 9,696 320,851 SH   DFND 1 319,341 0 1,510
CVR ENERGY INC COM 12662P108 117 3,878 SH   DFND 1 2 3,878 0 0
CVS HEALTH CORP COM 126650100 593 9,533 SH   DFND 1 2 9,533 0 0
CVS HEALTH CORP COM 126650100 710,013 11,439,467 SH   DFND 1 11,384,039 0 55,428
CYBERARK SOFTWARE LTD/ISRAEL SHS M2682V108 1,457 28,559 SH   DFND 1 28,559 0 0
CYBEROPTICS CORP COM 232517102 1,124 62,480 SH   DFND 1 62,480 0 0
CYCLACEL PHARMACEUTICALS INC COM PAR 23254L405 29 21,692 SH   DFND 1 21,692 0 0
CYMABAY THERAPEUTICS INC COM 23257D103 4,949 381,059 SH   DFND 1 381,059 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 59,514 3,509,106 SH   DFND 1 3,489,303 0 19,803
CYRUSONE INC COM 23283R100 43,392 847,351 SH   DFND 1 842,653 0 4,698
CYS INVESTMENTS INC COM 12673A108 8,976 1,335,800 SH   DFND 1 1,326,473 0 9,327
CYTOKINETICS INC COM NEW 23282W605 3,125 434,120 SH   DFND 1 434,120 0 0
CYTOMX THERAPEUTICS INC COM 23284F105 331 11,648 SH   DFND 1 2 11,648 0 0
CYTOMX THERAPEUTICS INC COM 23284F105 9,064 318,626 SH   DFND 1 318,626 0 0
CYTORI THERAPEUTICS INC COM NEW 23283K204 47 166,315 SH   DFND 1 166,315 0 0
CYTOSORBENTS CORP COM NEW 23283X206 1,021 144,882 SH   DFND 1 144,882 0 0
CYTRX CORP COM PAR 232828608 249 156,653 SH   DFND 1 156,653 0 0
DAILY JOURNAL CORP COM 233912104 1,880 8,232 SH   DFND 1 8,232 0 0
DAKTRONICS INC COM 234264109 3,064 347,808 SH   DFND 1 347,808 0 0
DANA INC COM 235825205 32,984 1,280,450 SH   DFND 1 1,273,346 0 7,104
DANAHER CORP COM 235851102 653,019 6,686,445 SH   DFND 1 6,654,007 0 32,438
DANAHER CORP COM 235851102 110 1,133 SH   DFND 1 2 1,133 0 0
DARDEN RESTAURANTS INC COM 237194105 36 433 SH   DFND 1 2 433 0 0
DARDEN RESTAURANTS INC COM 237194105 129,830 1,526,327 SH   DFND 1 1,518,606 0 7,721
DARLING INGREDIENTS INC COM 237266101 24,040 1,389,624 SH   DFND 1 1,389,624 0 0
DASAN ZHONE SOLUTIONS INC COM NEW 23305L206 239 21,270 SH   DFND 1 21,270 0 0
DASEKE INC COM 23753F107 4,188 427,864 SH   DFND 1 427,864 0 0
DASEKE INC-CW20 *W EXP 02/27/202 23753F115 1,619 1,432,843 SH   DFND 1 2 1,432,843 0 0
DATA I/O CORP COM 237690102 34 4,624 SH   DFND 1 2 4,624 0 0
DATA I/O CORP COM 237690102 226 30,481 SH   DFND 1 30,481 0 0
DATAWATCH CORP COM NEW 237917208 598 69,222 SH   DFND 1 69,222 0 0
DATAWATCH CORP COM NEW 237917208 3 454 SH   DFND 1 2 454 0 0
DAVE & BUSTER'S ENTERTAINMEN COM 238337109 15,391 368,758 SH   DFND 1 368,758 0 0
DAVIDSTEA INC COM 238661102 46 13,680 SH   DFND 1 13,680 0 0
DAVITA INC COM 23918K108 144 2,193 SH   DFND 1 2 2,193 0 0
DAVITA INC COM 23918K108 111,452 1,694,083 SH   DFND 1 1,686,492 0 7,591
DAWSON GEOPHYSICAL CO COM 239360100 748 111,017 SH   DFND 1 111,017 0 0
DBV TECHNOLOGIES SA-SPON ADR SPONSORED ADR 23306J101 492 21,358 SH   DFND 1 21,358 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 57,358 1,018,082 SH   DFND 1 1,013,500 0 4,582
DDR CORP COM 23317H102 23,761 3,241,665 SH   DFND 1 3,241,665 0 0
DEAN FOODS CO COM NEW 242370203 6,763 784,657 SH   DFND 1 784,657 0 0
DEAN FOODS CO COM NEW 242370203 46 5,431 SH   DFND 1 2 5,431 0 0
DECIPHERA PHARMACEUTICALS IN COM 24344T101 2,291 114,332 SH   DFND 1 114,332 0 0
DECKERS OUTDOOR CORP COM 243537107 30,570 339,563 SH   DFND 1 338,008 0 1,555
DEERE & CO COM 244199105 511,033 3,298,896 SH   DFND 1 3,281,182 0 17,714
DEERE & CO COM 244199105 38 247 SH   DFND 1 2 247 0 0
DEL FRISCO'S RESTAURANT GROU COM 245077102 3,105 203,654 SH   DFND 1 203,654 0 0
DEL TACO RESTAURANTS INC COM 245496104 3,476 335,538 SH   DFND 1 335,538 0 0
DEL TACO RESTAURANTS INC COM 245496104 252 24,347 SH   DFND 1 2 24,347 0 0
DELAWARE INV MINN MUNI II COM 24610V103 130 10,372 SH   DFND 1 2 10,372 0 0
DELEK US HOLDINGS INC COM 24665A103 26,682 655,582 SH   DFND 1 655,582 0 0
DELL TECHNOLOGIES INC-CL V COM CL V 24703L103 955 13,047 SH   DFND 1 2 13,047 0 0
DELL TECHNOLOGIES INC-CL V COM CL V 24703L103 126,149 1,724,693 SH   DFND 1 1,722,505 0 2,188
DELPHI TECHNOLOGIES PLC SHS G2709G107 31,462 660,287 SH   DFND 1 655,405 0 4,882
DELTA AIR LINES INC COM NEW 247361702 385,752 7,052,183 SH   DFND 1 7,015,537 0 36,646
DELTA AIR LINES INC COM NEW 247361702 136 2,489 SH   DFND 1 2 2,489 0 0
DELTA APPAREL INC COM 247368103 808 44,876 SH   DFND 1 44,876 0 0
DELUXE CORP COM 248019101 179 2,428 SH   DFND 1 2 2,428 0 0
DELUXE CORP COM 248019101 39,568 534,634 SH   DFND 1 532,295 0 2,339
DENALI THERAPEUTICS INC COM 24823R105 2,915 148,078 SH   DFND 1 148,078 0 0
DENBURY RESOURCES INC COM NEW 247916208 9,470 3,456,521 SH   DFND 1 3,456,521 0 0
DENBURY RESOURCES INC COM NEW 247916208 234 85,506 SH   DFND 1 2 85,506 0 0
DENNY'S CORP COM 24869P104 9,905 641,979 SH   DFND 1 641,979 0 0
DENTSPLY SIRONA INC COM 24906P109 236 4,698 SH   DFND 1 2 4,698 0 0
DENTSPLY SIRONA INC COM 24906P109 136,678 2,722,973 SH   DFND 1 2,701,744 0 21,229
DEPO 2.5 09/01/21 NOTE 2.500% 9/0 249908AA2 2,027 2,500,000 PRN   DFND 1 2 2,500,000 0 0
DEPOMED INC COM 249908104 3,653 554,417 SH   DFND 1 554,417 0 0
DEPOMED INC COM 249908104 27 4,247 SH   DFND 1 2 4,247 0 0
DERMIRA INC COM 24983L104 2,656 332,443 SH   DFND 1 332,443 0 0
DERMIRA INC COM 24983L104 145 18,225 SH   DFND 1 2 18,225 0 0
DESCARTES SYSTEMS GRP/THE COM 249906108 1,542 53,988 SH   DFND 1 53,988 0 0
DESTINATION MATERNITY CORP COM 25065D100 181 70,049 SH   DFND 1 70,049 0 0
DESTINATION XL GROUP INC COM 25065K104 428 245,099 SH   DFND 1 245,099 0 0
DETERMINE INC COM 250660107 104 73,362 SH   DFND 1 73,362 0 0
DEUTSCHE MUNICIPAL INCOME TR COM 25160C106 438 39,195 SH   DFND 1 2 39,195 0 0
DEUTSCHE STRATEGIC MUNICIPAL COM 25159F102 659 60,009 SH   DFND 1 2 60,009 0 0
DEVON ENERGY CORP COM 25179M103 205,465 6,477,666 SH   DFND 1 6,449,622 0 28,044
DEVON ENERGY CORP COM 25179M103 210 6,610 SH   DFND 1 2 6,610 0 0
DEXCOM INC COM 252131107 60,881 820,954 SH   DFND 1 820,954 0 0
DFB HEALTHCARE ACQUISITIONS UNIT 01/30/2023 23291E208 2,512 250,000 SH   DFND 1 2 250,000 0 0
DHI GROUP INC COM 23331S100 954 596,588 SH   DFND 1 596,588 0 0
DHI GROUP INC COM 23331S100 111 69,438 SH   DFND 1 2 69,438 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 640 188,428 SH   DFND 1 188,428 0 0
DIAGEO PLC-SPONSORED ADR SPON ADR NEW 25243Q205 3,603 26,613 SH   DFND 1 26,613 0 0
DIAMOND HILL INVESTMENT GRP COM NEW 25264R207 6,607 31,989 SH   DFND 1 31,989 0 0
DIAMOND HILL INVESTMENT GRP COM NEW 25264R207 143 695 SH   DFND 1 2 695 0 0
DIAMOND OFFSHORE DRILLING COM 25271C102 8,122 554,053 SH   DFND 1 550,911 0 3,142
DIAMONDBACK ENERGY INC COM 25278X109 118,379 936,373 SH   DFND 1 936,373 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 22,834 2,187,197 SH   DFND 1 2,187,197 0 0
DICERNA PHARMACEUTICALS INC COM 253031108 1,544 161,577 SH   DFND 1 161,577 0 0
DICK'S SPORTING GOODS INC COM 253393102 27,788 792,837 SH   DFND 1 788,781 0 4,056
DIEBOLD NIXDORF INC COM 253651103 9,549 620,066 SH   DFND 1 616,167 0 3,899
DIFFERENTIAL BRANDS GROUP IN COM 25374L108 33 26,925 SH   DFND 1 26,925 0 0
DIGI INTERNATIONAL INC COM 253798102 2,268 220,269 SH   DFND 1 220,269 0 0
DIGIMARC CORP COM 25381B101 2,333 97,439 SH   DFND 1 97,439 0 0
DIGIRAD CORP COM 253827109 99 64,454 SH   DFND 1 64,454 0 0
DIGITAL ALLY INC COM NEW 25382P208 58 22,523 SH   DFND 1 22,523 0 0
DIGITAL REALTY TRUST INC COM 253868103 279,243 2,655,376 SH   DFND 1 2,644,553 0 10,823
DIGITAL TURBINE INC COM NEW 25400W102 630 313,671 SH   DFND 1 313,671 0 0
DILLARDS INC-CL A CL A 254067101 13,232 164,706 SH   DFND 1 163,704 0 1,002
DIME COMMUNITY BANCSHARES COM 253922108 5,437 295,506 SH   DFND 1 295,506 0 0
DINE BRANDS GLOBAL INC COM 254423106 10,460 159,512 SH   DFND 1 159,512 0 0
DIODES INC COM 254543101 11,545 379,051 SH   DFND 1 379,051 0 0
DIPLOMAT PHARMACY INC COM 25456K101 8,078 400,929 SH   DFND 1 400,929 0 0
DISCOVER FINANCIAL SERVICES COM 254709108 333,538 4,647,060 SH   DFND 1 4,628,572 0 18,488
DISCOVER FINANCIAL SERVICES COM 254709108 379 5,271 SH   DFND 1 2 5,271 0 0
DISCOVERY INC - A COM SER A 25470F104 41,965 1,962,298 SH   DFND 1 1,954,934 0 7,364
DISCOVERY INC - A COM SER A 25470F104 229 10,693 SH   DFND 1 2 10,693 0 0
DISCOVERY INC-C COM SER C 25470F302 69,418 3,564,510 SH   DFND 1 3,547,749 0 16,761
DISCOVERY INC-C COM SER C 25470F302 146 7,485 SH   DFND 1 2 7,485 0 0
DISH 3.375 08/15/26 NOTE 3.375% 8/1 25470MAB5 2,889 3,000,000 PRN   DFND 1 2 3,000,000 0 0
DISH NETWORK CORP-A CL A 25470M109 1,041 27,500 SH   DFND 1 2 27,500 0 0
DISH NETWORK CORP-A CL A 25470M109 95,068 2,515,173 SH   DFND 1 2,494,107 0 21,066
DIVERSICARE HEALTHCARE SERVI COM 255104101 103 13,755 SH   DFND 1 13,755 0 0
DIVERSIFIED RESTAURANT HOLDI COM 25532M105 93 68,936 SH   DFND 1 68,936 0 0
DIVIDEND AND INCOME FUND COM NEW 25538A204 4,301 342,466 SH   DFND 1 2 342,466 0 0
DIXIE GROUP INC CL A 255519100 176 64,152 SH   DFND 1 64,152 0 0
DMC GLOBAL INC COM 23291C103 3,294 123,151 SH   DFND 1 123,151 0 0
DNB FINANCIAL CORP COM 233237106 486 13,657 SH   DFND 1 13,657 0 0
DOCUMENT SECURITY SYSTEMS COM NEW 25614T200 34 25,401 SH   DFND 1 25,401 0 0
DOLBY LABORATORIES INC-CL A COM 25659T107 34,704 546,010 SH   DFND 1 546,010 0 0
DOLLAR GENERAL CORP COM 256677105 301,652 3,231,592 SH   DFND 1 3,218,147 0 13,445
DOLLAR TREE INC COM 256746108 111 1,172 SH   DFND 1 2 1,172 0 0
DOLLAR TREE INC COM 256746108 260,843 2,755,084 SH   DFND 1 2,733,174 0 21,910
DOMINION ENERGY INC COM 25746U109 34 514 SH   DFND 1 2 514 0 0
DOMINION ENERGY INC COM 25746U109 463,335 6,888,274 SH   DFND 1 6,853,638 0 34,636
DOMINO'S PIZZA INC COM 25754A201 85,312 365,583 SH   DFND 1 363,444 0 2,139
DOMTAR CORP COM NEW 257559203 35,892 843,742 SH   DFND 1 839,578 0 4,164
DONALDSON CO INC COM 257651109 50,533 1,121,727 SH   DFND 1 1,115,380 0 6,347
DONEGAL GROUP INC-CL A CL A 257701201 2,543 160,981 SH   DFND 1 160,981 0 0
DONNELLEY FINANCIAL SOLUTION COM 25787G100 6,311 367,602 SH   DFND 1 366,550 0 1,052
DONNELLEY FINANCIAL SOLUTION COM 25787G100 22 1,312 SH   DFND 1 2 1,312 0 0
DORCHESTER MINERALS LP COM UNIT 25820R105 238 14,797 SH   DFND 1 14,797 0 0
DORIAN LPG LTD SHS USD Y2106R110 1,760 235,001 SH   DFND 1 235,001 0 0
DORMAN PRODUCTS INC COM 258278100 18,131 273,842 SH   DFND 1 273,842 0 0
DOUBLE EAGLE ACQUISITI-CW *W EXP 09/10/202 971375118 4,712 2,822,102 SH   DFND 1 2 2,822,102 0 0
DOUGLAS DYNAMICS INC COM 25960R105 8,657 199,718 SH   DFND 1 197,925 0 1,793
DOUGLAS EMMETT INC COM 25960P109 58,761 1,598,527 SH   DFND 1 1,590,722 0 7,805
DOVA PHARMACEUTICALS INC COM 25985T102 1,781 65,690 SH   DFND 1 65,690 0 0
DOVER CORP COM 260003108 169,433 1,729,384 SH   DFND 1 1,720,533 0 8,851
DOVER DOWNS GAMING & ENTERTA COM 260095104 40 30,139 SH   DFND 1 30,139 0 0
DOVER MOTORSPORTS INC COM 260174107 68 32,679 SH   DFND 1 32,679 0 0
DOWDUPONT INC COM 26078J100 3,281 51,508 SH   DFND 1 2 51,508 0 0
DOWDUPONT INC COM 26078J100 1,557,784 24,516,130 SH   DFND 1 24,389,077 0 127,053
DPW HOLDINGS INC COM 26140E105 58 73,169 SH   DFND 1 73,169 0 0
DR HORTON INC COM 23331A109 110 2,516 SH   DFND 1 2 2,516 0 0
DR HORTON INC COM 23331A109 177,092 4,048,818 SH   DFND 1 4,030,958 0 17,860
DR PEPPER SNAPPLE GROUP INC COM 26138E109 269,585 2,282,057 SH   DFND 1 2,271,918 0 10,139
DR PEPPER SNAPPLE GROUP INC COM 26138E109 1,183 10,000 SH   DFND 1 2 10,000 0 0
DR. REDDY'S LABORATORIES-ADR ADR 256135203 920 28,674 SH   DFND 1 27,421 0 1,253
DREYFUS MUNICIPAL INCOME INC COM 26201R102 264 32,700 SH   DFND 1 2 32,700 0 0
DREYFUS STRATEGIC MUNICIPALS COM 261932107 248 32,200 SH   DFND 1 2 32,200 0 0
DRIL-QUIP INC COM 262037104 19,141 427,257 SH   DFND 1 425,399 0 1,858
DRIVE SHACK INC COM 262077100 2,350 491,732 SH   DFND 1 491,732 0 0
DROPBOX INC-CLASS A CL A 26210C104 1,003 32,100 SH   DFND 1 32,100 0 0
DSP GROUP INC COM 23332B106 2,640 223,733 SH   DFND 1 223,733 0 0
DST SYSTEMS INC COM 233326107 43,188 516,305 SH   DFND 1 513,409 0 2,896
DSW INC-CLASS A CL A 23334L102 18,916 842,242 SH   DFND 1 842,242 0 0
DSW INC-CLASS A CL A 23334L102 502 22,355 SH   DFND 1 2 22,355 0 0
DTE ENERGY COMPANY COM 233331107 209,724 2,013,657 SH   DFND 1 2,004,028 0 9,629
DTF TAX-FREE INCOME INC COM 23334J107 843 63,374 SH   DFND 1 2 63,374 0 0
DUCOMMUN INC COM 264147109 2,710 89,221 SH   DFND 1 89,221 0 0
DUKE ENERGY CORP COM NEW 26441C204 601,697 7,785,350 SH   DFND 1 7,748,406 0 36,944
DUKE REALTY CORP COM NEW 264411505 130,797 4,949,444 SH   DFND 1 4,930,932 0 18,512
DULUTH HOLDINGS INC - CL B COM CL B 26443V101 2,338 124,834 SH   DFND 1 124,834 0 0
DUN & BRADSTREET CORP COM 26483E100 39,716 339,457 SH   DFND 1 337,592 0 1,865
DUNKIN' BRANDS GROUP INC COM 265504100 48,573 813,769 SH   DFND 1 809,747 0 4,022
DURECT CORPORATION COM 266605104 2,802 1,309,447 SH   DFND 1 1,309,447 0 0
DURECT CORPORATION COM 266605104 146 68,461 SH   DFND 1 2 68,461 0 0
DXC TECHNOLOGY CO COM 23355L106 113 1,131 SH   DFND 1 2 1,131 0 0
DXC TECHNOLOGY CO COM 23355L106 336,407 3,353,878 SH   DFND 1 3,338,721 0 15,157
DXP ENTERPRISES INC COM NEW 233377407 5,364 137,740 SH   DFND 1 137,740 0 0
DYCOM INDUSTRIES INC COM 267475101 28,162 261,661 SH   DFND 1 260,137 0 1,524
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 9,851 496,292 SH   DFND 1 496,292 0 0
DYNEGY INC COM 26817R108 14,634 1,082,470 SH   DFND 1 1,082,470 0 0
DYNEX CAPITAL INC COM NEW 26817Q506 3,012 454,351 SH   DFND 1 453,913 0 438
DYNEX CAPITAL INC COM NEW 26817Q506 74 11,301 SH   DFND 1 2 11,301 0 0
EAGLE BANCORP INC COM 268948106 17,820 297,758 SH   DFND 1 297,758 0 0
EAGLE BULK SHIPPING INC SHS NEW Y2187A143 628 126,901 SH   DFND 1 126,901 0 0
EAGLE MATERIALS INC COM 26969P108 40,494 392,961 SH   DFND 1 390,583 0 2,378
EAGLE PHARMACEUTICALS INC COM 269796108 4,184 79,414 SH   DFND 1 79,414 0 0
EARTHSTONE ENERGY INC - A CL A 27032D304 1,914 189,157 SH   DFND 1 189,157 0 0
EAST WEST BANCORP INC COM 27579R104 0 5 SH   DFND 1 2 5 0 0
EAST WEST BANCORP INC COM 27579R104 84,456 1,351,480 SH   DFND 1 1,344,405 0 7,075
EASTERLY GOVERNMENT PROPERTI COM 27616P103 9,271 454,482 SH   DFND 1 454,482 0 0
EASTERN CO/THE COM 276317104 1,442 50,625 SH   DFND 1 50,625 0 0
EASTGROUP PROPERTIES INC COM 277276101 28,997 350,808 SH   DFND 1 350,808 0 0
EASTMAN CHEMICAL CO COM 277432100 205,257 1,947,921 SH   DFND 1 1,940,493 0 7,428
EASTMAN KODAK CO COM NEW 277461406 1,404 262,600 SH   DFND 1 262,600 0 0
EATON CORP PLC SHS G29183103 386,819 4,852,642 SH   DFND 1 4,827,676 0 24,966
EATON VANCE CA MUNI INC TRST SH BEN INT 27826F101 1,288 113,334 SH   DFND 1 2 113,334 0 0
EATON VANCE CAL MUNI BOND COM 27828A100 1,855 180,876 SH   DFND 1 2 180,876 0 0
EATON VANCE CORP COM NON VTG 278265103 61,811 1,111,313 SH   DFND 1 1,105,445 0 5,868
EATON VANCE NEW YORK MUNICIP COM 27827Y109 1,355 117,832 SH   DFND 1 2 117,832 0 0
EATON VANCE NJ MUNICIPAL INC SH BEN INT 27826V106 799 71,607 SH   DFND 1 2 71,607 0 0
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EBAY INC COM 278642103 426,797 10,631,857 SH   DFND 1 10,540,559 0 91,298
EBIX INC COM NEW 278715206 16,024 215,091 SH   DFND 1 215,091 0 0
ECHELON CORP COM NEW 27874N303 80 17,536 SH   DFND 1 17,536 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 6,673 241,802 SH   DFND 1 241,802 0 0
ECHOSTAR CORP-A CL A 278768106 23,721 449,533 SH   DFND 1 449,533 0 0
ECLIPSE RESOURCES CORP COM 27890G100 0 245 SH   DFND 1 2 245 0 0
ECLIPSE RESOURCES CORP COM 27890G100 1,084 753,148 SH   DFND 1 753,148 0 0
ECOLAB INC COM 278865100 357,565 2,615,720 SH   DFND 1 2,602,101 0 13,619
ECOPETROL SA-SPONSORED ADR SPONSORED ADS 279158109 93 4,820 SH   DFND 1 4,609 0 211
ECOPETROL SA-SPONSORED ADR SPONSORED ADS 279158109 386 19,993 SH   DFND 1 2 19,993 0 0
ECO-STIM ENERGY SOLUTIONS IN COM 27888D101 43 45,860 SH   DFND 1 45,860 0 0
ECPG 2.875 03/15/21 NOTE 2.875% 3/1 292554AH5 2,639 2,645,000 PRN   DFND 1 2 2,645,000 0 0
ECPG 3 07/01/20 NOTE 3.000% 7/0 292554AF9 22,434 19,645,000 PRN   DFND 1 2 19,645,000 0 0
EDAP TMS SA -ADR SPONSORED ADR 268311107 42 18,494 SH   DFND 1 18,494 0 0
EDGE THERAPEUTICS INC COM 279870109 238 202,069 SH   DFND 1 202,069 0 0
EDGEWATER TECHNOLOGY INC COM 280358102 208 37,499 SH   DFND 1 37,499 0 0
EDGEWELL PERSONAL CARE CO COM 28035Q102 23,030 471,746 SH   DFND 1 469,098 0 2,648
EDGEWELL PERSONAL CARE CO COM 28035Q102 1,659 34,002 SH   DFND 1 2 34,002 0 0
EDISON INTERNATIONAL COM 281020107 235,677 3,710,955 SH   DFND 1 3,694,004 0 16,951
EDITAS MEDICINE INC COM 28106W103 11,833 356,981 SH   DFND 1 356,981 0 0
EDUCATION REALTY TRUST INC COM NEW 28140H203 25,561 780,511 SH   DFND 1 776,819 0 3,692
EDUCATIONAL DEVELOPMENT CORP COM 281479105 529 21,194 SH   DFND 1 21,194 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 355,572 2,554,378 SH   DFND 1 2,543,439 0 10,939
EGAIN CORP COM NEW 28225C806 236 29,774 SH   DFND 1 2 29,774 0 0
EGAIN CORP COM NEW 28225C806 872 109,706 SH   DFND 1 109,706 0 0
EGALET CORP COM 28226B104 42 67,633 SH   DFND 1 67,633 0 0
EHEALTH INC COM 28238P109 141 9,890 SH   DFND 1 2 9,890 0 0
EHEALTH INC COM 28238P109 2,127 148,652 SH   DFND 1 148,652 0 0
EIGER BIOPHARMACEUTICALS INC COM 28249U105 227 23,089 SH   DFND 1 23,089 0 0
EKSO BIONICS HOLDINGS INC COM NEW 282644202 486 307,897 SH   DFND 1 307,897 0 0
EL PASO ELECTRIC CO COM NEW 283677854 18,114 355,185 SH   DFND 1 355,185 0 0
EL POLLO LOCO HOLDINGS INC COM 268603107 60 6,420 SH   DFND 1 2 6,420 0 0
EL POLLO LOCO HOLDINGS INC COM 268603107 1,922 202,319 SH   DFND 1 202,319 0 0
ELBIT SYSTEMS LTD ORD M3760D101 3,404 28,005 SH   DFND 1 28,005 0 0
ELDORADO GOLD CORP COMSTK 284902103 17 20,711 SH   DFND 1 19,961 0 750
ELDORADO RESORTS INC COM 28470R102 16,882 511,599 SH   DFND 1 511,599 0 0
ELECTRO SCIENTIFIC INDS INC COM 285229100 12,199 631,115 SH   DFND 1 631,115 0 0
ELECTRO SCIENTIFIC INDS INC COM 285229100 19 1,033 SH   DFND 1 2 1,033 0 0
ELECTROMED INC COM 285409108 99 18,483 SH   DFND 1 18,483 0 0
ELECTRONIC ARTS INC COM 285512109 395,196 3,268,074 SH   DFND 1 3,239,206 0 28,868
ELECTRONICS FOR IMAGING COM 286082102 11,436 418,449 SH   DFND 1 418,449 0 0
ELEVATE CREDIT INC COM 28621V101 916 129,440 SH   DFND 1 129,440 0 0
ELEVEN BIOTHERAPEUTICS INC COM 286221106 59 56,222 SH   DFND 1 56,222 0 0
ELF BEAUTY INC COM 26856L103 3,452 178,243 SH   DFND 1 178,243 0 0
ELI LILLY & CO COM 532457108 1,016 13,140 SH   DFND 1 2 13,140 0 0
ELI LILLY & CO COM 532457108 809,331 10,486,556 SH   DFND 1 10,433,969 0 52,587
ELLIE MAE INC COM 28849P100 26,320 286,276 SH   DFND 1 286,276 0 0
ELLINGTON RESIDENTIAL MORTGA COM SHS BEN INT 288578107 876 79,980 SH   DFND 1 79,980 0 0
EMAGIN CORPORATION COM NEW 29076N206 95 65,621 SH   DFND 1 65,621 0 0
EMC INS GROUP INC COM 268664109 2,102 77,637 SH   DFND 1 77,637 0 0
EMCOR GROUP INC COM 29084Q100 49,528 635,549 SH   DFND 1 632,696 0 2,853
EMCORE CORP COM NEW 290846203 1,387 243,453 SH   DFND 1 243,453 0 0
EMERALD EXPOSITIONS EVENTS I COM 29103B100 3,978 204,253 SH   DFND 1 204,253 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 17,259 327,819 SH   DFND 1 327,633 0 186
EMERGENT BIOSOLUTIONS INC COM 29089Q105 424 8,062 SH   DFND 1 2 8,062 0 0
EMERSON ELECTRIC CO COM 291011104 464,152 6,813,244 SH   DFND 1 6,776,749 0 36,495
EMERSON RADIO CORP COM NEW 291087203 70 48,121 SH   DFND 1 48,121 0 0
EMMIS COMMUNICATIONS-CLASS A COM NEW CL A 291525400 156 33,957 SH   DFND 1 33,957 0 0
EMP DISTRIB Y COMERC NOR-ADR SPON ADR 29244A102 236 4,104 SH   DFND 1 2 4,104 0 0
EMPIRE RESORTS INC COM PAR $0 01 292052305 841 48,783 SH   DFND 1 48,783 0 0
EMPIRE STATE REALTY TRUST-A CL A 292104106 19,727 1,174,959 SH   DFND 1 1,174,959 0 0
EMPLOYERS HOLDINGS INC COM 292218104 11,099 274,411 SH   DFND 1 274,411 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 33 408 SH   DFND 1 2 408 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 12,291 151,912 SH   DFND 1 151,912 0 0
ENBRIDGE INC COM 29250N105 32,203 103,117 SH   DFND 1 102,453 0 664
ENCANA CORP COMSTK 292505104 6,612 608,643 SH   DFND 1 608,623 0 20
ENCOMPASS HEALTH CORP COM 29261A100 90 1,591 SH   DFND 1 2 1,591 0 0
ENCOMPASS HEALTH CORP COM 29261A100 58,113 1,016,501 SH   DFND 1 1,011,003 0 5,498
ENCORE CAPITAL GROUP INC COM 292554102 10,038 222,101 SH   DFND 1 221,644 0 457
ENCORE CAPITAL GROUP INC COM 292554102 206 4,578 SH   DFND 1 2 4,578 0 0
ENCORE WIRE CORP COM 292562105 10,937 192,898 SH   DFND 1 192,898 0 0
ENDO INTERNATIONAL PLC SHS G30401106 11,057 1,861,592 SH   DFND 1 1,851,800 0 9,792
ENDOCYTE INC COM 29269A102 3,497 384,782 SH   DFND 1 384,782 0 0
ENDOLOGIX INC COM 29266S106 3,097 732,173 SH   DFND 1 732,173 0 0
ENDURANCE INTERNATIONAL GROU COM 29272B105 5,291 715,028 SH   DFND 1 715,028 0 0
ENEL AMERICAS SA-ADR SPONSORED ADR 29274F104 395 34,040 SH   DFND 1 31,641 0 2,399
ENEL CHILE SA-ADR SPONSORED ADR 29278D105 777 121,532 SH   DFND 1 2 121,532 0 0
ENEL CHILE SA-ADR SPONSORED ADR 29278D105 8 1,402 SH   DFND 1 0 0 1,402
ENERGEN CORP COM 29265N108 12 191 SH   DFND 1 2 191 0 0
ENERGEN CORP COM 29265N108 54,461 866,390 SH   DFND 1 861,639 0 4,751
ENERGIZER HOLDINGS INC COM 29272W109 18 307 SH   DFND 1 2 307 0 0
ENERGIZER HOLDINGS INC COM 29272W109 29,322 492,148 SH   DFND 1 489,226 0 2,922
ENERGOUS CORP COM 29272C103 2,860 178,460 SH   DFND 1 178,460 0 0
ENERGY FOCUS INC COM NEW 29268T300 110 43,479 SH   DFND 1 43,479 0 0
ENERGY RECOVERY INC COM 29270J100 2,664 324,097 SH   DFND 1 324,097 0 0
ENERGY XXI GULF COAST INC COM 29276K101 1,095 285,250 SH   DFND 1 285,250 0 0
ENERPLUS CORP COMSTK 292766102 258 22,968 SH   DFND 1 2 22,968 0 0
ENERPLUS CORP COMSTK 292766102 162 14,448 SH   DFND 1 14,196 0 252
ENERSYS COM 29275Y102 27,152 391,411 SH   DFND 1 389,357 0 2,054
ENGILITY HOLDINGS INC COM 29286C107 3,634 148,975 SH   DFND 1 148,975 0 0
ENGLOBAL CORP COM 293306106 56 67,699 SH   DFND 1 67,699 0 0
ENI SPA-SPONSORED ADR SPONSORED ADR 26874R108 1,094 30,984 SH   DFND 1 29,417 0 1,567
ENNIS INC COM 293389102 5,069 257,351 SH   DFND 1 254,588 0 2,763
ENOVA INTERNATIONAL INC COM 29357K103 9,292 421,450 SH   DFND 1 421,450 0 0
ENOVA INTERNATIONAL INC COM 29357K103 275 12,512 SH   DFND 1 2 12,512 0 0
ENPHASE ENERGY INC COM 29355A107 1,884 412,448 SH   DFND 1 412,448 0 0
ENPRO INDUSTRIES INC COM 29355X107 13,937 180,121 SH   DFND 1 180,121 0 0
ENSCO PLC-CL A SHS CLASS A G3157S106 15,814 3,602,487 SH   DFND 1 3,581,093 0 21,394
ENSERVCO CORP COM 29358Y102 70 77,749 SH   DFND 1 77,749 0 0
ENSIGN GROUP INC/THE COM 29358P101 26 1,014 SH   DFND 1 2 1,014 0 0
ENSIGN GROUP INC/THE COM 29358P101 11,635 442,428 SH   DFND 1 442,428 0 0
ENSTAR GROUP LTD SHS G3075P101 22,013 104,703 SH   DFND 1 104,703 0 0
ENSYNC INC COM 29359T102 56 149,026 SH   DFND 1 149,026 0 0
ENTEGRA FINANCIAL CORP COM 29363J108 2,938 101,339 SH   DFND 1 101,339 0 0
ENTEGRIS INC COM 29362U104 21 606 SH   DFND 1 2 606 0 0
ENTEGRIS INC COM 29362U104 47,625 1,368,544 SH   DFND 1 1,368,544 0 0
ENTERCOM COMMUNICATIONS-CL A CL A 293639100 10,600 1,098,540 SH   DFND 1 1,098,540 0 0
ENTERGY CORP COM 29364G103 164,003 2,086,436 SH   DFND 1 2,076,151 0 10,285
ENTERPRISE BANCORP INC COM 293668109 2,820 79,914 SH   DFND 1 79,914 0 0
ENTERPRISE FINANCIAL SERVICE COM 293712105 10,260 218,769 SH   DFND 1 218,769 0 0
ENTERPRISE PRODUCTS PARTNERS COM 293792107 210 8,610 SH   DFND 1 8,610 0 0
ENTRAVISION COMMUNICATIONS-A CL A 29382R107 3,577 761,268 SH   DFND 1 761,268 0 0
ENVESTNET INC COM 29404K106 21,740 379,421 SH   DFND 1 379,421 0 0
ENVIROSTAR INC COM 29414M100 767 19,546 SH   DFND 1 19,546 0 0
ENVISION HEALTHCARE CORP COM 29414D100 57,146 1,490,151 SH   DFND 1 1,483,856 0 6,295
ENZO BIOCHEM INC COM 294100102 1,902 347,252 SH   DFND 1 347,252 0 0
ENZO BIOCHEM INC COM 294100102 294 53,686 SH   DFND 1 2 53,686 0 0
EOG RESOURCES INC COM 26875P101 631,795 6,017,517 SH   DFND 1 5,986,641 0 30,876
EP ENERGY CORP-CL A CL A 268785102 498 372,343 SH   DFND 1 372,343 0 0
EP ENERGY CORP-CL A CL A 268785102 0 523 SH   DFND 1 2 523 0 0
EPAM SYSTEMS INC COM 29414B104 48,347 422,176 SH   DFND 1 422,176 0 0
EPIZYME INC COM 29428V104 8,481 477,843 SH   DFND 1 477,843 0 0
EPLUS INC COM 294268107 10,164 130,812 SH   DFND 1 130,812 0 0
EPR 5 3/4 PERP S-C PFD C CNV 5.75% 26884U208 18,497 760,908 PRN   DFND 1 2 760,908 0 0
EPR PROPERTIES COM SH BEN INT 26884U109 30,249 546,021 SH   DFND 1 542,853 0 3,168
EPR PROPERTIES COM SH BEN INT 26884U109 36 658 SH   DFND 1 2 658 0 0
EQT CORP COM 26884L109 128,721 2,716,287 SH   DFND 1 2,703,554 0 12,733
EQUIFAX INC COM 294429105 151,694 1,290,647 SH   DFND 1 1,284,402 0 6,245
EQUINIX INC COM PAR $0.001 29444U700 352,170 844,337 SH   DFND 1 839,928 0 4,409
EQUITY BANCSHARES INC - CL A COM CL A 29460X109 3,766 96,180 SH   DFND 1 96,180 0 0
EQUITY COMMONWEALTH COM SH BEN INT 294628102 39,538 1,289,162 SH   DFND 1 1,289,162 0 0
EQUITY LIFESTYLE PROPERTIES COM 29472R108 81,836 932,400 SH   DFND 1 932,400 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 290,242 4,720,024 SH   DFND 1 4,700,800 0 19,224
ERA GROUP INC COM 26885G109 1,478 158,112 SH   DFND 1 158,112 0 0
ERICSSON (LM) TEL-SP ADR ADR B SEK 10 294821608 1,360 212,516 SH   DFND 1 207,763 0 4,753
ERIE INDEMNITY COMPANY-CL A CL A 29530P102 24,757 210,448 SH   DFND 1 210,055 0 393
ERIN ENERGY CORP COM 295625107 109 30,000 SH   DFND 1 30,000 0 0
EROS INTERNATIONAL PLC SHS NEW G3788M114 754 69,231 SH   DFND 1 68,952 0 279
ESCALADE INC COM 296056104 966 70,542 SH   DFND 1 70,542 0 0
ESCO TECHNOLOGIES INC COM 296315104 12,791 218,473 SH   DFND 1 218,473 0 0
ESPERION THERAPEUTICS INC COM 29664W105 12,928 178,743 SH   DFND 1 178,743 0 0
ESSA BANCORP INC COM 29667D104 877 59,794 SH   DFND 1 59,794 0 0
ESSENDANT INC COM 296689102 5,676 727,802 SH   DFND 1 727,167 0 635
ESSENDANT INC COM 296689102 387 49,640 SH   DFND 1 2 49,640 0 0
ESSENT GROUP LTD COM G3198U102 38,045 893,916 SH   DFND 1 893,916 0 0
ESSEX PROPERTY TRUST INC COM 297178105 213,744 889,872 SH   DFND 1 886,439 0 3,433
ESTEE LAUDER COMPANIES-CL A CL A 518439104 58 392 SH   DFND 1 2 392 0 0
ESTEE LAUDER COMPANIES-CL A CL A 518439104 401,113 2,685,385 SH   DFND 1 2,673,391 0 11,994
ESTERLINE TECHNOLOGIES CORP COM 297425100 17,486 239,044 SH   DFND 1 237,760 0 1,284
ETHAN ALLEN INTERIORS INC COM 297602104 5,339 232,654 SH   DFND 1 232,654 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 193 8,418 SH   DFND 1 2 8,418 0 0
ETRADE FINANCIAL CORP COM NEW 269246401 188,044 3,401,379 SH   DFND 1 3,386,251 0 15,128
ETSY INC COM 29786A106 269 9,607 SH   DFND 1 2 9,607 0 0
ETSY INC COM 29786A106 37,065 1,320,939 SH   DFND 1 1,320,939 0 0
EURONET WORLDWIDE INC COM 298736109 36,189 458,565 SH   DFND 1 458,565 0 0
EVANS BANCORP INC COM NEW 29911Q208 1,557 34,420 SH   DFND 1 34,420 0 0
EVERBRIDGE INC COM 29978A104 6,221 169,981 SH   DFND 1 169,981 0 0
EVERCORE INC - A CLASS A 29977A105 637 7,310 SH   DFND 1 2 7,310 0 0
EVERCORE INC - A CLASS A 29977A105 44,156 506,383 SH   DFND 1 504,361 0 2,022
EVEREST RE GROUP LTD COM G3223R108 129,988 507,220 SH   DFND 1 505,084 0 2,136
EVERI HOLDINGS INC COM 30034T103 4,846 737,607 SH   DFND 1 737,607 0 0
EVERSOURCE ENERGY COM 30040W108 212,304 3,611,877 SH   DFND 1 3,595,399 0 16,478
EVERSPIN TECHNOLOGIES INC COM 30041T104 382 50,600 SH   DFND 1 50,600 0 0
EVERTEC INC COM 30040P103 12,234 748,314 SH   DFND 1 745,612 0 2,702
EVINE LIVE INC CL A 300487105 381 374,408 SH   DFND 1 374,408 0 0
EVOKE PHARMA INC COM 30049G104 47 23,048 SH   DFND 1 23,048 0 0
EVOLENT HEALTH INC - A CL A 30050B101 7,306 512,756 SH   DFND 1 512,756 0 0
EVOLUS INC COM 30052C107 92 10,293 SH   DFND 1 10,293 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 2,068 256,963 SH   DFND 1 256,963 0 0
EVOLVING SYSTEMS INC COM NEW 30049R209 191 39,807 SH   DFND 1 39,807 0 0
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 9,880 464,071 SH   DFND 1 464,071 0 0
EW SCRIPPS CO/THE-A CL A NEW 811054402 5,641 470,522 SH   DFND 1 470,522 0 0
EXACT SCIENCES CORP COM 30063P105 45,412 1,126,016 SH   DFND 1 1,125,772 0 244
EXELA TECHNOLOGIES INC COM 30162V102 484 87,567 SH   DFND 1 87,567 0 0
EXELIXIS INC COM 30161Q104 32 1,466 SH   DFND 1 2 1,466 0 0
EXELIXIS INC COM 30161Q104 55,464 2,504,044 SH   DFND 1 2,503,465 0 579
EXELON CORP COM 30161N101 443,481 11,394,615 SH   DFND 1 11,343,528 0 51,087
EXLSERVICE HOLDINGS INC COM 302081104 16,739 300,153 SH   DFND 1 300,153 0 0
EXONE CO/THE COM 302104104 630 86,611 SH   DFND 1 86,611 0 0
EXPEDIA GROUP INC COM NEW 30212P303 155,371 1,410,690 SH   DFND 1 1,398,530 0 12,160
EXPEDITORS INTL WASH INC COM 302130109 149,489 2,366,486 SH   DFND 1 2,357,235 0 9,251
EXPONENT INC COM 30214U102 19,358 246,140 SH   DFND 1 246,140 0 0
EXPRESS INC COM 30219E103 4,716 658,671 SH   DFND 1 658,671 0 0
EXPRESS SCRIPTS HOLDING CO COM 30219G108 451,602 6,551,982 SH   DFND 1 6,499,768 0 52,214
EXPRESS SCRIPTS HOLDING CO COM 30219G108 3,834 55,504 SH   DFND 1 2 55,504 0 0
EXTENDED STAY AMERICA INC UNIT 99/99/9999B 30224P200 31,832 1,610,153 SH   DFND 1 1,610,153 0 0
EXTERRAN CORP COM 30227H106 7,439 278,638 SH   DFND 1 278,638 0 0
EXTRA SPACE STORAGE INC COM 30225T102 140,037 1,606,253 SH   DFND 1 1,599,707 0 6,546
EXTRACTION OIL & GAS INC COM 30227M105 13,544 1,181,876 SH   DFND 1 1,181,876 0 0
EXTREME NETWORKS INC COM 30226D106 16,473 1,488,090 SH   DFND 1 1,488,090 0 0
EXXON MOBIL CORP COM 30231G102 37 500 SH   DFND 1 2 500 0 0
EXXON MOBIL CORP COM 30231G102 3,505,584 47,104,069 SH   DFND 1 46,874,217 0 229,852
EZCORP INC-CL A CL A NON VTG 302301106 5,986 453,542 SH   DFND 1 453,542 0 0
F5 NETWORKS INC COM 315616102 131,116 908,358 SH   DFND 1 905,138 0 3,220
F5 NETWORKS INC COM 315616102 154 1,068 SH   DFND 1 2 1,068 0 0
FABRINET SHS G3323L100 9,877 314,785 SH   DFND 1 314,785 0 0
FACEBOOK INC-A CL A 30303M102 398 2,495 SH   DFND 1 2 2,495 0 0
FACEBOOK INC-A CL A 30303M102 4,222,033 26,492,278 SH   DFND 1 26,266,959 0 225,319
FACTSET RESEARCH SYSTEMS INC COM 303075105 185 931 SH   DFND 1 2 931 0 0
FACTSET RESEARCH SYSTEMS INC COM 303075105 64,291 322,390 SH   DFND 1 320,380 0 2,010
FAIR ISAAC CORP COM 303250104 43,163 254,845 SH   DFND 1 253,375 0 1,470
FAIRMOUNT SANTROL HOLDINGS I COM 30555Q108 5,400 1,270,800 SH   DFND 1 1,270,800 0 0
FAMOUS DAVE'S OF AMERICA COM 307068106 216 30,474 SH   DFND 1 30,474 0 0
FANG HOLDINGS LTD - ADR ADR 30711Y102 57 11,108 SH   DFND 1 8,426 0 2,682
FANHUA INC-SPONSORED ADR SPONSORED ADR 30712A103 527 19,517 SH   DFND 1 19,517 0 0
FARMER BROS CO COM 307675108 2,996 99,221 SH   DFND 1 99,221 0 0
FARMERS & MERCHANTS BANCO/OH COM 30779N105 2,958 73,294 SH   DFND 1 73,294 0 0
FARMERS CAPITAL BANK CORP COM 309562106 2,720 68,087 SH   DFND 1 68,087 0 0
FARMERS NATL BANC CORP COM 309627107 3,458 249,700 SH   DFND 1 249,700 0 0
FARMLAND PARTNERS INC COM 31154R109 2,629 314,871 SH   DFND 1 314,871 0 0
FARO TECHNOLOGIES INC COM 311642102 8,810 150,870 SH   DFND 1 150,870 0 0
FASTENAL CO COM 311900104 202,565 3,718,833 SH   DFND 1 3,691,866 0 26,967
FATE THERAPEUTICS INC COM 31189P102 3,949 404,634 SH   DFND 1 404,634 0 0
FB FINANCIAL CORP COM 30257X104 4,220 103,971 SH   DFND 1 103,971 0 0
FBL FINANCIAL GROUP INC-CL A CL A 30239F106 175 2,529 SH   DFND 1 2 2,529 0 0
FBL FINANCIAL GROUP INC-CL A CL A 30239F106 5,776 83,297 SH   DFND 1 83,297 0 0
FCB FINANCIAL HOLDINGS-CL A CL A 30255G103 18,250 357,147 SH   DFND 1 357,147 0 0
FEDERAL AGRIC MTG CORP-CL C CL C 313148306 8,356 96,027 SH   DFND 1 96,027 0 0
FEDERAL REALTY INVS TRUST SH BEN INT NEW 313747206 114,425 987,322 SH   DFND 1 983,493 0 3,829
FEDERAL SIGNAL CORP COM 313855108 11,285 512,526 SH   DFND 1 512,526 0 0
FEDERATED INVESTORS INC-CL B CL B 314211103 44,990 1,347,029 SH   DFND 1 1,341,933 0 5,096
FEDERATED NATIONAL HOLDING C COM 31422T101 2,748 174,278 SH   DFND 1 174,278 0 0
FEDEX CORP COM 31428X106 599,586 2,504,078 SH   DFND 1 2,491,245 0 12,833
FERRO CORP COM 315405100 16,413 706,888 SH   DFND 1 706,888 0 0
FERROGLOBE PLC SHS G33856108 1,236 115,245 SH   DFND 1 115,245 0 0
FGL HOLDINGS ORD SHS G3402M102 913 90,000 SH   DFND 1 2 90,000 0 0
FGL HOLDINGS ORD SHS G3402M102 10,533 1,037,739 SH   DFND 1 1,037,739 0 0
FIAT CHRYSLER AUTOMOBILES NV SHS N31738102 17 870 SH   DFND 1 0 0 870
FIAT CHRYSLER AUTOMOBILES NV SHS N31738102 342 16,695 SH   DFND 1 2 16,695 0 0
FIBROCELL SCIENCE INC COM PAR 315721308 34 58,710 SH   DFND 1 58,710 0 0
FIBROGEN INC COM 31572Q808 33,155 717,645 SH   DFND 1 717,645 0 0
FIBROGEN INC COM 31572Q808 33 732 SH   DFND 1 2 732 0 0
FIDELITY NATIONAL INFO SERV COM 31620M106 164 1,709 SH   DFND 1 2 1,709 0 0
FIDELITY NATIONAL INFO SERV COM 31620M106 392,047 4,080,107 SH   DFND 1 4,062,213 0 17,894
FIDELITY SOUTHERN CORP COM 316394105 5,748 249,195 SH   DFND 1 249,195 0 0
FIESTA RESTAURANT GROUP COM 31660B101 4,456 240,914 SH   DFND 1 240,914 0 0
FIFTH THIRD BANCORP COM 316773100 276,503 8,727,623 SH   DFND 1 8,689,764 0 37,859
FINANCIAL ENGINES INC COM 317485100 173 4,953 SH   DFND 1 2 4,953 0 0
FINANCIAL ENGINES INC COM 317485100 26,705 763,020 SH   DFND 1 763,020 0 0
FINANCIAL INSTITUTIONS INC COM 317585404 3,885 131,268 SH   DFND 1 131,268 0 0
FINISAR CORPORATION COM NEW 31787A507 16,259 1,028,433 SH   DFND 1 1,028,433 0 0
FINISH LINE/THE - CL A CL A 317923100 338 25,000 SH   DFND 1 2 25,000 0 0
FINISH LINE/THE - CL A CL A 317923100 4,748 350,701 SH   DFND 1 350,701 0 0
FINJAN HOLDINGS INC COM NEW 31788H303 168 51,830 SH   DFND 1 51,830 0 0
FIREEYE INC COM 31816Q101 27,978 1,652,598 SH   DFND 1 1,652,598 0 0
FIRST ACCEPTANCE CORP COM 318457108 24 28,734 SH   DFND 1 28,734 0 0
FIRST AMERICAN FINANCIAL COM 31847R102 79,255 1,350,634 SH   DFND 1 1,345,216 0 5,418
FIRST BANCORP INC/ME COM 31866P102 2,383 85,183 SH   DFND 1 85,183 0 0
FIRST BANCORP PUERTO RICO COM NEW 318672706 13,006 2,160,516 SH   DFND 1 2,160,516 0 0
FIRST BANCORP/NC COM 318910106 9,875 277,006 SH   DFND 1 277,006 0 0
FIRST BANCSHARES INC/MS COM 318916103 2,776 86,087 SH   DFND 1 86,087 0 0
FIRST BANK/HAMILTON NJ COM 31931U102 809 56,234 SH   DFND 1 56,234 0 0
FIRST BUSEY CORP COM NEW 319383204 12,285 413,390 SH   DFND 1 412,874 0 516
FIRST BUSINESS FINANCIAL SER COM 319390100 1,535 61,026 SH   DFND 1 61,026 0 0
FIRST CAPITAL INC COM 31942S104 540 13,686 SH   DFND 1 13,686 0 0
FIRST CITIZENS BCSHS -CL A CL A 31946M103 33,038 79,949 SH   DFND 1 79,949 0 0
FIRST COMMONWEALTH FINL CORP COM 319829107 11,775 833,350 SH   DFND 1 833,350 0 0
FIRST COMMUNITY BANCSHARES COM 31983A103 3,820 127,993 SH   DFND 1 127,993 0 0
FIRST COMMUNITY CORP COM 319835104 1,168 51,014 SH   DFND 1 51,014 0 0
FIRST CONNECTICUT BANCORP COM 319850103 2,955 115,452 SH   DFND 1 115,452 0 0
FIRST DATA CORP- CLASS A COM CL A 32008D106 56,096 3,509,713 SH   DFND 1 3,509,713 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 4,869 84,949 SH   DFND 1 84,949 0 0
FIRST FINANCIAL BANCORP COM 320209109 17,870 608,891 SH   DFND 1 608,891 0 0
FIRST FINANCIAL CORP/INDIANA COM 320218100 4,379 105,273 SH   DFND 1 105,273 0 0
FIRST FINANCIAL NORTHWEST COM 32022K102 1,112 66,440 SH   DFND 1 66,440 0 0
FIRST FINL BANKSHARES INC COM 32020R109 28,395 613,298 SH   DFND 1 613,298 0 0
FIRST FOUNDATION INC COM 32026V104 5,237 282,514 SH   DFND 1 282,514 0 0
FIRST GUARANTY BANCSHARES IN COM 32043P106 411 15,845 SH   DFND 1 15,845 0 0
FIRST HAWAIIAN INC COM 32051X108 15,839 569,167 SH   DFND 1 569,167 0 0
FIRST HORIZON NATIONAL CORP COM 320517105 50,858 2,700,953 SH   DFND 1 2,684,985 0 15,968
FIRST HORIZON NATIONAL CORP COM 320517105 34 1,826 SH   DFND 1 2 1,826 0 0
FIRST INDUSTRIAL REALTY TR COM 32054K103 36,422 1,246,063 SH   DFND 1 1,240,209 0 5,854
FIRST INTERNET BANCORP COM 320557101 2,745 74,201 SH   DFND 1 74,201 0 0
FIRST INTERSTATE BANCSYS-A COM CL A 32055Y201 9,698 245,213 SH   DFND 1 245,213 0 0
FIRST MERCHANTS CORP COM 320817109 15,978 383,187 SH   DFND 1 383,187 0 0
FIRST MID-ILLINOIS BNCSHS COM 320866106 2,885 79,154 SH   DFND 1 79,154 0 0
FIRST MIDWEST BANCORP INC/IL COM 320867104 22,867 929,942 SH   DFND 1 929,942 0 0
FIRST NORTHWEST BANCORP COM 335834107 1,076 63,751 SH   DFND 1 63,751 0 0
FIRST OF LONG ISLAND CORP COM 320734106 5,445 198,381 SH   DFND 1 198,381 0 0
FIRST REPUBLIC BANK/CA COM 33616C100 111,532 1,205,422 SH   DFND 1 1,205,422 0 0
FIRST SOLAR INC COM 336433107 57,750 813,612 SH   DFND 1 809,631 0 3,981
FIRST SOLAR INC COM 336433107 21 304 SH   DFND 1 2 304 0 0
FIRST TRUST HIGH INCOME LONG COM 33738E109 456 30,326 SH   DFND 1 2 30,326 0 0
FIRST TRUST STRAT HIGH INC 2 COM SHS NEW 337353304 913 74,868 SH   DFND 1 2 74,868 0 0
FIRST UNITED CORP COM 33741H107 380 19,822 SH   DFND 1 19,822 0 0
FIRST US BANCSHARES INC COM 33744V103 135 11,875 SH   DFND 1 11,875 0 0
FIRSTCASH INC COM 33767D105 103 1,269 SH   DFND 1 2 1,269 0 0
FIRSTCASH INC COM 33767D105 33,837 416,467 SH   DFND 1 416,286 0 181
FIRSTENERGY CORP COM 337932107 205,620 6,057,458 SH   DFND 1 6,031,055 0 26,403
FIRSTSERVICE CORP SUB VTG SH 33767E103 1,813 24,751 SH   DFND 1 24,751 0 0
FIRSTSERVICE CORP SUB VTG SH 33767E103 208 2,842 SH   DFND 1 2 2,842 0 0
FISERV INC COM 337738108 388,647 5,461,293 SH   DFND 1 5,423,069 0 38,224
FITBIT INC - A CL A 33812L102 7,625 1,495,183 SH   DFND 1 1,495,183 0 0
FIVE BELOW COM 33829M101 212 2,892 SH   DFND 1 2 2,892 0 0
FIVE BELOW COM 33829M101 36,727 500,789 SH   DFND 1 500,789 0 0
FIVE OAKS INVESTMENT CORP COM 33830W106 243 83,765 SH   DFND 1 83,765 0 0
FIVE POINT HOLDINGS LLC-CL A COM CL A 33833Q106 499 35,000 SH   DFND 1 2 35,000 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 5,657 329,304 SH   DFND 1 329,304 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 0 43 SH   DFND 1 2 43 0 0
FIVE STAR SENIOR LIVING INC COM 33832D106 375 288,827 SH   DFND 1 288,827 0 0
FIVE9 INC COM 338307101 14,807 497,055 SH   DFND 1 497,055 0 0
FIVE9 INC COM 338307101 119 4,021 SH   DFND 1 2 4,021 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 6,424 181,471 SH   DFND 1 181,471 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 139,696 690,574 SH   DFND 1 690,574 0 0
FLEX LTD ORD Y2573F102 5,365 332,944 SH   DFND 1 332,944 0 0
FLEX PHARMA INC COM 33938A105 284 56,938 SH   DFND 1 56,938 0 0
FLEXION THERAPEUTICS INC COM 33938J106 6,942 309,786 SH   DFND 1 309,786 0 0
FLEXSTEEL INDS COM 339382103 51 1,296 SH   DFND 1 2 1,296 0 0
FLEXSTEEL INDS COM 339382103 4,683 118,335 SH   DFND 1 118,335 0 0
FLIR SYSTEMS INC COM 302445101 88,829 1,780,028 SH   DFND 1 1,772,827 0 7,201
FLOOR & DECOR HOLDINGS INC-A CL A 339750101 13,570 260,363 SH   DFND 1 260,363 0 0
FLOTEK INDUSTRIES INC COM 343389102 3,007 493,108 SH   DFND 1 493,108 0 0
FLOWERS FOODS INC COM 343498101 36,965 1,691,031 SH   DFND 1 1,681,583 0 9,448
FLOWERS FOODS INC COM 343498101 39 1,804 SH   DFND 1 2 1,804 0 0
FLOWSERVE CORP COM 34354P105 67,984 1,572,590 SH   DFND 1 1,565,493 0 7,097
FLUIDIGM CORP COM 34385P108 1,499 256,685 SH   DFND 1 256,685 0 0
FLUOR CORP COM 343412102 97,812 1,713,300 SH   DFND 1 1,706,025 0 7,275
FLUSHING FINANCIAL CORP COM 343873105 7,109 263,711 SH   DFND 1 263,711 0 0
FLY LEASING LTD-ADR SPONSORED ADR 34407D109 159 12,003 SH   DFND 1 2 12,003 0 0
FMC CORP COM NEW 302491303 110,544 1,447,735 SH   DFND 1 1,440,753 0 6,982
FNB BANCORP COM 302515101 619 16,843 SH   DFND 1 16,843 0 0
FNB CORP COM 302520101 38,685 2,876,279 SH   DFND 1 2,856,411 0 19,868
FNF GROUP FNF GROUP COM 31620R303 123,809 3,095,460 SH   DFND 1 3,095,460 0 0
FOAMIX PHARMACEUTICALS LTD SHS M46135105 102 19,970 SH   DFND 1 19,970 0 0
FONAR CORP COM NEW 344437405 1,602 53,768 SH   DFND 1 53,768 0 0
FONAR CORP COM NEW 344437405 0 9 SH   DFND 1 2 9 0 0
FOOT LOCKER INC COM 344849104 248 5,459 SH   DFND 1 2 5,459 0 0
FOOT LOCKER INC COM 344849104 70,262 1,545,289 SH   DFND 1 1,538,967 0 6,322
FORD MOTOR CO COM PAR $0.01 345370860 519,936 47,032,467 SH   DFND 1 46,811,453 0 221,014
FORD MOTOR CO COM PAR $0.01 345370860 153 13,824 SH   DFND 1 2 13,824 0 0
FORESCOUT TECHNOLOGIES INC COM 34553D101 4,701 144,943 SH   DFND 1 144,943 0 0
FOREST CITY REALTY TRUST- A COM CL A 345605109 56,272 2,777,505 SH   DFND 1 2,777,505 0 0
FORESTAR GROUP INC COM 346232101 2,039 96,413 SH   DFND 1 96,413 0 0
FORMFACTOR INC COM 346375108 11,859 868,823 SH   DFND 1 868,823 0 0
FORMFACTOR INC COM 346375108 1 86 SH   DFND 1 2 86 0 0
FORRESTER RESEARCH INC COM 346563109 4,227 101,990 SH   DFND 1 101,990 0 0
FORRESTER RESEARCH INC COM 346563109 24 580 SH   DFND 1 2 580 0 0
FORTERRA INC COM 34960W106 1,358 163,322 SH   DFND 1 163,322 0 0
FORTINET INC COM 34959E109 70,946 1,325,393 SH   DFND 1 1,318,334 0 7,059
FORTIS INC COMSTK 349553107 9,482 284,276 SH   DFND 1 282,646 0 1,630
FORTIVE CORP COM 34959J108 279,210 3,610,165 SH   DFND 1 3,593,964 0 16,201
FORTRESS BIOTECH INC COM 34960Q109 1,375 302,211 SH   DFND 1 302,211 0 0
FORTUNE BRANDS HOME & SECURI COM 34964C106 225 3,822 SH   DFND 1 2 3,822 0 0
FORTUNE BRANDS HOME & SECURI COM 34964C106 103,091 1,754,816 SH   DFND 1 1,746,888 0 7,928
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 6,925 629,575 SH   DFND 1 629,575 0 0
FORWARD AIR CORP COM 349853101 14,499 274,294 SH   DFND 1 274,294 0 0
FORWARD AIR CORP COM 349853101 20 397 SH   DFND 1 2 397 0 0
FORWARD INDUSTRIES INC COM NEW 349862300 26 18,823 SH   DFND 1 18,823 0 0
FOSSIL GROUP INC COM 34988V106 5,061 398,535 SH   DFND 1 398,535 0 0
FOSSIL GROUP INC COM 34988V106 2 172 SH   DFND 1 2 172 0 0
FOSTER (LB) CO-A COM 350060109 1,908 81,030 SH   DFND 1 81,030 0 0
FOUNDATION BUILDING MATERIAL COM 350392106 1,731 116,142 SH   DFND 1 116,142 0 0
FOUNDATION MEDICINE INC COM 350465100 12,650 160,647 SH   DFND 1 160,647 0 0
FOUNDATION MEDICINE INC COM 350465100 138 1,763 SH   DFND 1 2 1,763 0 0
FOUR CORNERS PROPERTY TRUST COM 35086T109 12,174 527,272 SH   DFND 1 526,543 0 729
FOX FACTORY HOLDING CORP COM 35138V102 12,319 353,007 SH   DFND 1 353,007 0 0
FRANCESCAS HOLDINGS CORP COM 351793104 1,455 303,242 SH   DFND 1 303,242 0 0
FRANCESCAS HOLDINGS CORP COM 351793104 0 135 SH   DFND 1 2 135 0 0
FRANCO-NEVADA CORP COMSTK 351858105 14,919 220,196 SH   DFND 1 219,957 0 239
FRANKLIN COVEY CO COM 353469109 2,513 93,433 SH   DFND 1 93,433 0 0
FRANKLIN ELECTRIC CO INC COM 353514102 15,574 382,206 SH   DFND 1 382,206 0 0
FRANKLIN FINANCIAL NETWORK COM 35352P104 3,385 103,860 SH   DFND 1 103,860 0 0
FRANKLIN RESOURCES INC COM 354613101 640 18,480 SH   DFND 1 2 18,480 0 0
FRANKLIN RESOURCES INC COM 354613101 140,213 4,052,207 SH   DFND 1 4,035,200 0 17,007
FRANKLIN STREET PROPERTIES C COM 35471R106 9,453 1,124,118 SH   DFND 1 1,124,118 0 0
FRANK'S INTERNATIONAL NV COM N33462107 2,883 531,039 SH   DFND 1 530,278 0 761
FRED'S INC-CLASS A CL A 356108100 841 281,323 SH   DFND 1 281,323 0 0
FREEPORT-MCMORAN INC CL B 35671D857 145 8,286 SH   DFND 1 2 8,286 0 0
FREEPORT-MCMORAN INC CL B 35671D857 314,816 17,957,922 SH   DFND 1 17,885,108 0 72,814
FREIGHTCAR AMERICA INC COM 357023100 156 11,671 SH   DFND 1 2 11,671 0 0
FREIGHTCAR AMERICA INC COM 357023100 1,414 105,523 SH   DFND 1 105,523 0 0
FREQUENCY ELECTRONICS INC COM 358010106 221 25,327 SH   DFND 1 25,327 0 0
FRESENIUS MEDICAL CARE-ADR SPONSORED ADR 358029106 406 7,949 SH   DFND 1 6,989 0 960
FRESH DEL MONTE PRODUCE INC ORD G36738105 13,131 290,257 SH   DFND 1 290,257 0 0
FRESHPET INC COM 358039105 3,717 226,009 SH   DFND 1 226,009 0 0
FRIEDMAN INDUSTRIES COM 358435105 127 21,701 SH   DFND 1 21,701 0 0
FRONT YARD RESIDENTIAL CORP COM 35904G107 4,443 442,181 SH   DFND 1 442,181 0 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 210 28,391 SH   DFND 1 2 28,391 0 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 4,967 669,524 SH   DFND 1 669,524 0 0
FRONTLINE LTD SHS NEW G3682E192 857 193,467 SH   DFND 1 193,467 0 0
FRP HOLDINGS INC COM 30292L107 3,794 67,761 SH   DFND 1 67,761 0 0
FS BANCORP INC COM 30263Y104 872 16,308 SH   DFND 1 16,308 0 0
FTD COS INC COM 30281V108 496 136,471 SH   DFND 1 136,471 0 0
FTD COS INC COM 30281V108 13 3,750 SH   DFND 1 2 3,750 0 0
FTI CONSULTING INC COM 302941109 16,063 331,832 SH   DFND 1 331,832 0 0
FTS INTERNATIONAL INC COM 30283W104 3,531 192,012 SH   DFND 1 192,012 0 0
FUEL TECH INC COM 359523107 151 126,541 SH   DFND 1 126,541 0 0
FUELCELL ENERGY INC COM NEW 35952H502 727 420,430 SH   DFND 1 420,430 0 0
FULL HOUSE RESORTS INC COM 359678109 78 24,413 SH   DFND 1 24,413 0 0
FULTON FINANCIAL CORP COM 360271100 34,785 1,959,769 SH   DFND 1 1,951,170 0 8,599
FUNKO INC-CLASS A COM CL A 361008105 507 61,838 SH   DFND 1 61,838 0 0
FUSION TELECOMMUNICATIONS IN COM NEW 36116X102 425 131,658 SH   DFND 1 131,658 0 0
FUTUREFUEL CORP COM 36116M106 5,112 426,438 SH   DFND 1 426,438 0 0
G1 THERAPEUTICS INC COM 3621LQ109 6,890 185,977 SH   DFND 1 185,977 0 0
GABELLI GLOBAL SMALL & M COM 36249W104 729 60,965 SH   DFND 1 2 60,965 0 0
GABELLI HEALTHCARE&WELLNESS SHS 36246K103 1,005 105,801 SH   DFND 1 2 105,801 0 0
GAIA INC CL A 36269P104 2,170 140,025 SH   DFND 1 140,025 0 0
GAIN CAPITAL HOLDINGS INC COM 36268W100 77 11,460 SH   DFND 1 2 11,460 0 0
GAIN CAPITAL HOLDINGS INC COM 36268W100 1,755 260,049 SH   DFND 1 260,049 0 0
GALAPAGOS NV-SPON ADR SPON ADR 36315X101 592 5,938 SH   DFND 1 5,938 0 0
GALECTIN THERAPEUTICS INC COM NEW 363225202 926 195,411 SH   DFND 1 195,411 0 0
GAMCO INVESTORS INC-A CL A COM 361438104 894 36,023 SH   DFND 1 36,023 0 0
GAMESTOP CORP-CLASS A CL A 36467W109 30 2,381 SH   DFND 1 2 2,381 0 0
GAMESTOP CORP-CLASS A CL A 36467W109 20,171 1,598,377 SH   DFND 1 1,593,442 0 4,935
GAMING AND LEISURE PROPERTIE COM 36467J108 639 19,100 SH   DFND 1 2 19,100 0 0
GAMING AND LEISURE PROPERTIE COM 36467J108 94,608 2,826,674 SH   DFND 1 2,826,674 0 0
GANNETT CO INC COM 36473H104 9,884 990,424 SH   DFND 1 989,770 0 654
GANNETT CO INC COM 36473H104 27 2,754 SH   DFND 1 2 2,754 0 0
GAP INC/THE COM 364760108 118 3,790 SH   DFND 1 2 3,790 0 0
GAP INC/THE COM 364760108 95,339 3,061,879 SH   DFND 1 3,048,902 0 12,977
GARDNER DENVER HOLDINGS INC COM 36555P107 17,781 579,590 SH   DFND 1 579,590 0 0
GARMIN LTD SHS H2906T109 93,965 1,597,739 SH   DFND 1 1,591,048 0 6,691
GARTNER INC COM 366651107 127,261 1,084,369 SH   DFND 1 1,079,643 0 4,726
GASLOG LTD SHS G37585109 1,492 90,757 SH   DFND 1 90,757 0 0
GASTAR EXPLORATION LTD COM 36729W202 1,001 1,467,253 SH   DFND 1 1,467,253 0 0
GATES INDUSTRIAL CORP PLC ORD SHS G39108108 6,747 385,370 SH   DFND 1 385,370 0 0
GATX CORP COM 361448103 22,078 322,364 SH   DFND 1 320,499 0 1,865
GCI LIBERTY INC - CLASS A COM CLASS A 36164V305 47,566 899,850 SH   DFND 1 899,850 0 0
GCP APPLIED TECHNOLOGIES COM 36164Y101 17,818 613,364 SH   DFND 1 613,364 0 0
GDL FUND/THE COM SH BEN IT 361570104 261 28,041 SH   DFND 1 2 28,041 0 0
GDS HOLDINGS LTD - ADR SPONSORED ADR 36165L108 504 18,373 SH   DFND 1 18,373 0 0
GEMPHIRE THERAPEUTICS INC COM 36870A108 303 46,669 SH   DFND 1 46,669 0 0
GENCO SHIPPING & TRADING LTD SHS Y2685T131 1,041 73,260 SH   DFND 1 73,260 0 0
GENCO SHIPPING & TRADING LTD SHS Y2685T131 92 6,510 SH   DFND 1 2 6,510 0 0
GENCOR INDUSTRIES INC COM 368678108 1,017 63,210 SH   DFND 1 63,210 0 0
GENER8 MARITIME INC COM Y26889108 3,723 658,954 SH   DFND 1 658,954 0 0
GENERAC HOLDINGS INC COM 368736104 134 2,938 SH   DFND 1 2 2,938 0 0
GENERAC HOLDINGS INC COM 368736104 24,319 529,723 SH   DFND 1 529,723 0 0
GENERAL AMERICAN INVESTORS COM 368802104 2,780 83,071 SH   DFND 1 2 83,071 0 0
GENERAL CABLE CORP COM 369300108 12,235 413,364 SH   DFND 1 413,364 0 0
GENERAL DYNAMICS CORP COM 369550108 703,648 3,192,793 SH   DFND 1 3,178,413 0 14,380
GENERAL ELECTRIC CO COM 369604103 1,240,423 92,240,572 SH   DFND 1 91,770,281 0 470,291
GENERAL ELECTRIC CO COM 369604103 161 11,980 SH   DFND 1 2 11,980 0 0
GENERAL FINANCE CORP COM 369822101 97 13,475 SH   DFND 1 13,475 0 0
GENERAL MILLS INC COM 370334104 280 6,228 SH   DFND 1 2 6,228 0 0
GENERAL MILLS INC COM 370334104 293,240 6,523,468 SH   DFND 1 6,491,755 0 31,713
GENERAL MOLY INC COM 370373102 100 263,354 SH   DFND 1 263,354 0 0
GENERAL MOTORS CO COM 37045V100 508,306 14,023,058 SH   DFND 1 13,955,607 0 67,451
GENERAL MOTORS CO COM 37045V100 30 839 SH   DFND 1 2 839 0 0
GENESCO INC COM 371532102 6,970 171,688 SH   DFND 1 171,688 0 0
GENESEE & WYOMING INC-CL A CL A 371559105 38,839 548,659 SH   DFND 1 545,630 0 3,029
GENESIS HEALTHCARE INC CL A COM 37185X106 376 249,454 SH   DFND 1 249,454 0 0
GENIE ENERGY LTD-B CL B 372284208 599 120,224 SH   DFND 1 120,224 0 0
GENMARK DIAGNOSTICS INC COM 372309104 2,783 511,753 SH   DFND 1 511,753 0 0
GENOCEA BIOSCIENCES INC COM 372427104 378 360,855 SH   DFND 1 360,855 0 0
GENOMIC HEALTH INC COM 37244C101 6,924 221,311 SH   DFND 1 221,311 0 0
GENOMIC HEALTH INC COM 37244C101 435 13,927 SH   DFND 1 2 13,927 0 0
GENPACT LTD SHS G3922B107 35 1,117 SH   DFND 1 2 1,117 0 0
GENPACT LTD SHS G3922B107 40,454 1,264,597 SH   DFND 1 1,264,597 0 0
GENTEX CORP COM 371901109 73,151 3,177,729 SH   DFND 1 3,162,720 0 15,009
GENTEX CORP COM 371901109 314 13,642 SH   DFND 1 2 13,642 0 0
GENTHERM INC COM 37253A103 11,867 349,562 SH   DFND 1 349,482 0 80
GENUINE PARTS CO COM 372460105 161,851 1,805,497 SH   DFND 1 1,797,026 0 8,471
GENWORTH FINANCIAL INC-CL A COM CL A 37247D106 12,118 4,282,167 SH   DFND 1 4,254,824 0 27,343
GEO GROUP INC/THE COM 36162J106 21,218 1,036,569 SH   DFND 1 1,030,494 0 6,075
GEOSPACE TECHNOLOGIES CORP COM 37364X109 172 17,461 SH   DFND 1 2 17,461 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 1,157 117,316 SH   DFND 1 117,316 0 0
GERMAN AMERICAN BANCORP COM 373865104 6,595 197,777 SH   DFND 1 197,777 0 0
GERON CORP COM 374163103 6,113 1,438,408 SH   DFND 1 1,438,212 0 196
GETTY REALTY CORP COM 374297109 6,960 276,007 SH   DFND 1 276,007 0 0
GEVO INC COM PAR 374396307 15 34,060 SH   DFND 1 34,060 0 0
GGP INC COM 36174X101 170,961 8,372,033 SH   DFND 1 8,339,110 0 32,923
GIBRALTAR INDUSTRIES INC COM 374689107 9,882 291,938 SH   DFND 1 291,938 0 0
GIGCAPITAL INC - CW23 *W EXP 06/08/202 37518N122 564 1,200,000 SH   DFND 1 2 1,200,000 0 0
G-III APPAREL GROUP LTD COM 36237H101 14,496 384,738 SH   DFND 1 384,738 0 0
GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 203 23,036 SH   DFND 1 23,036 0 0
GILDAN ACTIVEWEAR INC COMSTK 375916103 4,723 164,897 SH   DFND 1 163,843 0 1,054
GILDAN ACTIVEWEAR INC COMSTK 375916103 645 22,347 SH   DFND 1 2 22,347 0 0
GILEAD SCIENCES INC COM 375558103 262 3,486 SH   DFND 1 2 3,486 0 0
GILEAD SCIENCES INC COM 375558103 1,280,783 17,024,082 SH   DFND 1 16,898,974 0 125,108
GLACIER BANCORP INC COM 37637Q105 27,208 708,919 SH   DFND 1 708,919 0 0
GLADSTONE COMMERCIAL CORP COM 376536108 4,744 273,625 SH   DFND 1 273,625 0 0
GLADSTONE LAND CORP COM 376549101 969 80,282 SH   DFND 1 80,282 0 0
GLATFELTER COM 377316104 7,677 373,946 SH   DFND 1 373,946 0 0
GLAUKOS CORP COM 377322102 8,645 280,419 SH   DFND 1 280,419 0 0
GLAXOSMITHKLINE PLC-SPON ADR SPONSORED ADR 37733W105 7,134 182,602 SH   DFND 1 180,626 0 1,976
GLEN BURNIE BANCORP COM 377407101 222 18,661 SH   DFND 1 18,661 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 20,275 419,787 SH   DFND 1 419,787 0 0
GLOBAL BRASS & COPPER HOLDIN COM 37953G103 9,601 287,027 SH   DFND 1 287,027 0 0
GLOBAL EAGLE ENTERTAINMENT I COM 37951D102 627 426,834 SH   DFND 1 426,834 0 0
GLOBAL INDEMNITY LTD USD CL A SHS G3933F105 2,642 76,564 SH   DFND 1 76,564 0 0
GLOBAL MEDICAL REIT INC COM NEW 37954A204 995 143,276 SH   DFND 1 143,276 0 0
GLOBAL NET LEASE INC COM NEW 379378201 9,525 564,300 SH   DFND 1 564,300 0 0
GLOBAL PARTNERS LP COM UNITS 37946R109 700 45,631 SH   DFND 1 2 45,631 0 0
GLOBAL PAYMENTS INC COM 37940X102 191,055 1,717,569 SH   DFND 1 1,709,296 0 8,273
GLOBAL SELF STORAGE INC COM 37955N106 330 74,849 SH   DFND 1 74,849 0 0
GLOBAL WATER RESOURCES INC COM 379463102 274 30,550 SH   DFND 1 30,550 0 0
GLOBALSCAPE INC COM 37940G109 108 29,423 SH   DFND 1 29,423 0 0
GLOBALSTAR INC COM 378973408 2,733 3,976,088 SH   DFND 1 3,976,088 0 0
GLOBUS MEDICAL INC - A CL A 379577208 30,881 619,861 SH   DFND 1 616,315 0 3,546
GLOWPOINT INC COM NEW 379887201 75 340,724 SH   DFND 1 340,724 0 0
GLU MOBILE INC COM 379890106 51 13,671 SH   DFND 1 2 13,671 0 0
GLU MOBILE INC COM 379890106 3,854 1,022,293 SH   DFND 1 1,022,293 0 0
GLYCOMIMETICS INC COM 38000Q102 3,269 201,433 SH   DFND 1 201,433 0 0
GMS INC COM 36251C103 9,037 295,715 SH   DFND 1 295,715 0 0
GMS INC COM 36251C103 67 2,210 SH   DFND 1 2 2,210 0 0
GNC HOLDINGS INC-CL A COM CL A 36191G107 2,249 582,798 SH   DFND 1 581,925 0 873
GODADDY INC - CLASS A CL A 380237107 54,617 889,247 SH   DFND 1 889,247 0 0
GODADDY INC - CLASS A CL A 380237107 67 1,098 SH   DFND 1 2 1,098 0 0
GOGO INC COM 38046C109 5,004 579,941 SH   DFND 1 579,941 0 0
GOLAR LNG LTD SHS G9456A100 7,735 282,717 SH   DFND 1 282,414 0 303
GOLAR LNG PARTNERS LP COM UNIT LPI Y2745C102 554 32,412 SH   DFND 1 32,412 0 0
GOLD RESOURCE CORP COM 38068T105 2,243 497,380 SH   DFND 1 497,380 0 0
GOLDCORP INC COMSTK 380956409 7,202 527,892 SH   DFND 1 527,190 0 702
GOLDEN ENTERTAINMENT INC COM 381013101 3,652 157,246 SH   DFND 1 157,246 0 0
GOLDEN MINERALS CO COM 381119106 94 236,143 SH   DFND 1 236,143 0 0
GOLDEN OCEAN GROUP LTD SHS NEW G39637205 698 87,809 SH   DFND 1 87,809 0 0
GOLDFIELD CORP COM 381370105 549 142,790 SH   DFND 1 142,790 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 979,070 3,896,962 SH   DFND 1 3,878,562 0 18,400
GOOD TIMES RESTAURANTS INC COM PAR $.001NEW 382140879 173 56,983 SH   DFND 1 56,983 0 0
GOODRICH PETROLEUM CORP COM PAR 382410843 303 27,665 SH   DFND 1 27,665 0 0
GOODYEAR TIRE & RUBBER CO COM 382550101 83,119 3,133,888 SH   DFND 1 3,121,349 0 12,539
GOPRO INC-CLASS A CL A 38268T103 4,773 996,468 SH   DFND 1 996,468 0 0
GOPRO INC-CLASS A CL A 38268T103 13 2,766 SH   DFND 1 2 2,766 0 0
GORES HOLDINGS INC-CW20 *W EXP 11/04/202 44109J114 3,357 1,422,875 SH   DFND 1 2 1,422,875 0 0
GORMAN-RUPP CO COM 383082104 4,547 155,465 SH   DFND 1 155,465 0 0
GOVERNMENT PROPERTIES INCOME COM SHS BEN INT 38376A103 12,526 916,999 SH   DFND 1 916,999 0 0
GP STRATEGIES CORP COM 36225V104 2,684 118,542 SH   DFND 1 118,542 0 0
GP STRATEGIES CORP COM 36225V104 224 9,924 SH   DFND 1 2 9,924 0 0
GPMT 5.625 12/01/22 NOTE 5.625%12/0 38741LAB3 4,417 4,500,000 PRN   DFND 1 2 4,500,000 0 0
GPRE 3.25 10/01/18 NOTE 3.250%10/0 393222AD6 2,103 2,000,000 PRN   DFND 1 2 2,000,000 0 0
GPRE 4.125 09/01/22 NOTE 4.125% 9/0 393222AF1 4,326 4,560,000 PRN   DFND 1 2 4,560,000 0 0
GRACO INC COM 384109104 70,564 1,543,415 SH   DFND 1 1,535,130 0 8,285
GRAHAM CORP COM 384556106 1,545 72,149 SH   DFND 1 72,149 0 0
GRAHAM HOLDINGS CO-CLASS B COM 384637104 24,447 40,593 SH   DFND 1 40,366 0 227
GRAMERCY PROPERTY TRUST COM NEW 385002308 28,901 1,330,012 SH   DFND 1 1,330,012 0 0
GRAND CANYON EDUCATION INC COM 38526M106 46,483 443,035 SH   DFND 1 443,035 0 0
GRANITE CONSTRUCTION INC COM 387328107 18,717 335,070 SH   DFND 1 333,114 0 1,956
GRANITE POINT MORTGAGE TRUST COM 38741L107 6,235 377,005 SH   DFND 1 377,005 0 0
GRAPHIC PACKAGING HOLDING CO COM 388689101 39,081 2,546,003 SH   DFND 1 2,546,003 0 0
GRAPHIC PACKAGING HOLDING CO COM 388689101 37 2,469 SH   DFND 1 2 2,469 0 0
GRAY TELEVISION INC COM 389375106 8,256 650,138 SH   DFND 1 650,138 0 0
GREAT AJAX CORP COM 38983D300 1,592 117,563 SH   DFND 1 117,563 0 0
GREAT ELM CAPITAL GROUP INC COM NEW 39036P209 480 120,123 SH   DFND 1 120,123 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 2,167 471,251 SH   DFND 1 471,251 0 0
GREAT PLAINS ENERGY INC COM 391164100 61,913 1,947,566 SH   DFND 1 1,937,027 0 10,539
GREAT SOUTHERN BANCORP INC COM 390905107 6,401 128,157 SH   DFND 1 128,157 0 0
GREAT WESTERN BANCORP INC COM 391416104 20,620 512,062 SH   DFND 1 512,062 0 0
GREEN BANCORP INC COM 39260X100 5,741 258,050 SH   DFND 1 257,015 0 1,035
GREEN BRICK PARTNERS INC COM 392709101 2,387 219,052 SH   DFND 1 219,052 0 0
GREEN DOT CORP-CLASS A CL A 39304D102 352 5,489 SH   DFND 1 2 5,489 0 0
GREEN DOT CORP-CLASS A CL A 39304D102 24,988 389,475 SH   DFND 1 389,475 0 0
GREEN PLAINS INC COM 393222104 5,891 350,660 SH   DFND 1 350,239 0 421
GREENBRIER COMPANIES INC COM 393657101 17,961 357,438 SH   DFND 1 357,319 0 119
GREENE COUNTY BANCORP INC COM 394357107 495 13,509 SH   DFND 1 13,509 0 0
GREENHILL & CO INC COM 395259104 4,001 216,282 SH   DFND 1 215,897 0 385
GREENLIGHT CAPITAL RE LTD-A CLASS A G4095J109 4,091 254,893 SH   DFND 1 254,893 0 0
GREENLIGHT CAPITAL RE LTD-A CLASS A G4095J109 75 4,707 SH   DFND 1 2 4,707 0 0
GREIF INC-CL A CL A 397624107 12,753 244,081 SH   DFND 1 242,618 0 1,463
GREIF INC-CL B CL B 397624206 1,140 19,586 SH   DFND 1 18,832 0 754
GRIFFIN INDUSTRIAL REALTY IN COM 398231100 455 12,149 SH   DFND 1 12,149 0 0
GRIFFON CORP COM 398433102 4,807 263,411 SH   DFND 1 263,411 0 0
GRIFOLS SA-ADR SP ADR REP B NVT 398438408 2,159 101,860 SH   DFND 1 100,227 0 1,633
GROUP 1 AUTOMOTIVE INC COM 398905109 11,088 169,707 SH   DFND 1 169,707 0 0
GROUPON INC COM 399473107 15,927 3,669,887 SH   DFND 1 3,669,887 0 0
GROUPON INC COM 399473107 57 13,362 SH   DFND 1 2 13,362 0 0
GRUBHUB INC COM 400110102 74,310 732,340 SH   DFND 1 732,340 0 0
GRUPO AEROPORTUARIO CEN-ADR SPON ADR 400501102 165 4,198 SH   DFND 1 4,198 0 0
GRUPO AEROPORTUARIO CEN-ADR SPON ADR 400501102 576 14,622 SH   DFND 1 2 14,622 0 0
GRUPO FINANCIERO GALICIA-ADR SP ADR 10 SH B 399909100 2,396 36,450 SH   DFND 1 36,450 0 0
GSCCN 7 08/15/21 NOTE 7.000% 8/1 38119TAG9 3,000 3,000,000 PRN   DFND 1 2 3,000,000 0 0
GSE SYSTEMS INC COM 36227K106 108 33,536 SH   DFND 1 33,536 0 0
GSI TECHNOLOGY INC COM 36241U106 937 126,533 SH   DFND 1 126,533 0 0
GSVC 4.75 03/28/23 NOTE 4.750% 3/2 36191JAC5 3,986 4,000,000 PRN   DFND 1 2 4,000,000 0 0
GSVC 5.25 09/15/18 NOTE 5.250% 9/1 36191JAB7 2,082 2,059,000 PRN   DFND 1 2 2,059,000 0 0
GTT COMMUNICATIONS INC COM 362393100 15,692 276,771 SH   DFND 1 276,771 0 0
GTX INC COM NEW 40052B207 819 46,175 SH   DFND 1 46,175 0 0
GTY TECHNOLOGY HOLDINGS IN-A CL A G4182A102 319 32,245 SH   DFND 1 32,245 0 0
GUARANTY BANCORP COM NEW 40075T607 6,806 240,085 SH   DFND 1 240,085 0 0
GUARANTY BANCSHARES INC COM 400764106 1,098 32,977 SH   DFND 1 32,977 0 0
GUESS INC COM 401617105 10,946 527,801 SH   DFND 1 527,801 0 0
GUESS INC COM 401617105 155 7,501 SH   DFND 1 2 7,501 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 53,994 668,002 SH   DFND 1 668,002 0 0
GULF ISLAND FABRICATION INC COM 402307102 793 111,704 SH   DFND 1 111,704 0 0
GULF RESOURCES INC COM PAR $0.0005 40251W309 25 18,051 SH   DFND 1 18,051 0 0
GULFPORT ENERGY CORP COM NEW 402635304 14,682 1,521,491 SH   DFND 1 1,513,464 0 8,027
GW PHARMACEUTICALS -ADR ADS 36197T103 1,740 15,451 SH   DFND 1 15,451 0 0
H&E EQUIPMENT SERVICES INC COM 404030108 11,149 289,676 SH   DFND 1 289,676 0 0
H&R BLOCK INC COM 093671105 88,341 3,482,443 SH   DFND 1 3,470,906 0 11,537
H&R BLOCK INC COM 093671105 10 404 SH   DFND 1 2 404 0 0
H.B. FULLER CO. COM 359694106 21,065 423,606 SH   DFND 1 423,606 0 0
HABIT RESTAURANTS INC/THE-A COM CL A 40449J103 1,836 208,641 SH   DFND 1 208,641 0 0
HACKETT GROUP INC/THE COM 404609109 4,052 252,337 SH   DFND 1 252,337 0 0
HAEMONETICS CORP/MASS COM 405024100 36,963 505,239 SH   DFND 1 505,239 0 0
HAIN CELESTIAL GROUP INC COM 405217100 30,444 949,307 SH   DFND 1 944,223 0 5,084
HALCON RESOURCES CORP COM PAR NEW 40537Q605 6,171 1,267,337 SH   DFND 1 1,267,337 0 0
HALCON RESOURCES CORP-CW20 *W EXP 09/09/202 40537Q118 7 15,200 SH   DFND 1 2 15,200 0 0
HALLADOR ENERGY CO COM 40609P105 1,113 162,138 SH   DFND 1 162,138 0 0
HALLIBURTON CO COM 406216101 110 2,349 SH   DFND 1 2 2,349 0 0
HALLIBURTON CO COM 406216101 421,476 9,003,421 SH   DFND 1 8,956,279 0 47,142
HALLMARK FINL SERVICES INC COM NEW 40624Q203 880 98,721 SH   DFND 1 98,721 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 24,831 1,267,535 SH   DFND 1 1,267,535 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 127 6,483 SH   DFND 1 2 6,483 0 0
HALYARD HEALTH INC COM 40650V100 18,613 403,936 SH   DFND 1 401,632 0 2,304
HAMILTON BEACH BRAND-A COM CL A 40701T104 1,354 63,809 SH   DFND 1 63,809 0 0
HAMILTON LANE INC-CLASS A CL A 407497106 6,714 180,342 SH   DFND 1 180,342 0 0
HANCOCK HOLDING CO COM 410120109 46,621 901,775 SH   DFND 1 896,934 0 4,841
HANESBRANDS INC COM 410345102 73,621 4,006,287 SH   DFND 1 3,986,162 0 20,125
HANMI FINANCIAL CORPORATION COM NEW 410495204 9,105 296,129 SH   DFND 1 296,129 0 0
HANNON ARMSTRONG SUSTAINABLE COM 41068X100 8,527 437,319 SH   DFND 1 437,319 0 0
HANOVER INSURANCE GROUP INC/ COM 410867105 44,329 376,023 SH   DFND 1 373,947 0 2,076
HARBORONE BANCORP INC COM 41165F101 4,313 244,277 SH   DFND 1 244,277 0 0
HARDINGE INC COM 412324303 1,815 99,107 SH   DFND 1 99,107 0 0
HARLEY-DAVIDSON INC COM 412822108 82,049 1,917,911 SH   DFND 1 1,909,159 0 8,752
HARLEY-DAVIDSON INC COM 412822108 31 746 SH   DFND 1 2 746 0 0
HARMONIC INC COM 413160102 2,670 702,632 SH   DFND 1 702,632 0 0
HARMONY GOLD MNG-SPON ADR SPONSORED ADR 413216300 118 49,421 SH   DFND 1 2 49,421 0 0
HARMONY GOLD MNG-SPON ADR SPONSORED ADR 413216300 6 2,513 SH   DFND 1 0 0 2,513
HARRIS CORP COM 413875105 229,968 1,429,117 SH   DFND 1 1,422,501 0 6,616
HARSCO CORP COM 415864107 14,146 685,056 SH   DFND 1 684,071 0 985
HARTE-HANKS INC COM 416196202 233 25,337 SH   DFND 1 25,088 0 249
HARTFORD FINANCIAL SVCS GRP COM 416515104 206,074 4,009,297 SH   DFND 1 3,990,043 0 19,254
HARTFORD FINANCIAL SVCS GRP COM 416515104 32 635 SH   DFND 1 2 635 0 0
HARVARD BIOSCIENCE INC COM 416906105 733 146,791 SH   DFND 1 146,791 0 0
HASBRO INC COM 418056107 127,912 1,520,282 SH   DFND 1 1,509,102 0 11,180
HASBRO INC COM 418056107 50 594 SH   DFND 1 2 594 0 0
HAVERTY FURNITURE COM 419596101 3,789 188,051 SH   DFND 1 188,051 0 0
HAVERTY FURNITURE COM 419596101 608 30,178 SH   DFND 1 2 30,178 0 0
HAWAIIAN ELECTRIC INDS COM 419870100 33,068 961,862 SH   DFND 1 956,538 0 5,324
HAWAIIAN HOLDINGS INC COM 419879101 23,460 606,208 SH   DFND 1 606,208 0 0
HAWAIIAN TELCOM HOLDCO INC COM 420031106 2,376 89,073 SH   DFND 1 89,073 0 0
HAWKINS INC COM 420261109 3,050 86,775 SH   DFND 1 86,775 0 0
HAWKINS INC COM 420261109 76 2,181 SH   DFND 1 2 2,181 0 0
HAWTHORN BANCSHARES INC COM 420476103 1,000 48,921 SH   DFND 1 48,921 0 0
HAYMAKER ACQUISITION CO-CW22 *W EXP 10/27/202 420870115 160 200,000 SH   DFND 1 2 200,000 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 4,254 114,640 SH   DFND 1 114,640 0 0
HC2 HOLDINGS INC COM 404139107 1,511 287,361 SH   DFND 1 287,361 0 0
HCA HEALTHCARE INC COM 40412C101 290,953 3,006,927 SH   DFND 1 2,992,345 0 14,582
HCI GROUP INC COM 40416E103 2,564 67,195 SH   DFND 1 67,115 0 80
HCP INC COM 40414L109 144,507 6,232,754 SH   DFND 1 6,207,950 0 24,804
HD SUPPLY HOLDINGS INC COM 40416M105 63,528 1,675,926 SH   DFND 1 1,675,926 0 0
HD SUPPLY HOLDINGS INC COM 40416M105 39 1,031 SH   DFND 1 2 1,031 0 0
HDFC BANK LTD-ADR ADR REPS 3 SHS 40415F101 1,763 17,855 SH   DFND 1 17,160 0 695
HEALTH INSURANCE INNOVATIO-A COM CL A 42225K106 3,831 132,580 SH   DFND 1 132,154 0 426
HEALTHCARE REALTY TRUST INC COM 421946104 36,787 1,327,602 SH   DFND 1 1,321,474 0 6,128
HEALTHCARE SERVICES GROUP COM 421906108 28,756 661,376 SH   DFND 1 657,770 0 3,606
HEALTHCARE SERVICES GROUP COM 421906108 31 724 SH   DFND 1 2 724 0 0
HEALTHCARE TRUST OF AME-CL A CL A NEW 42225P501 47,066 1,779,465 SH   DFND 1 1,779,465 0 0
HEALTHEQUITY INC COM 42226A107 76 1,263 SH   DFND 1 2 1,263 0 0
HEALTHEQUITY INC COM 42226A107 28,346 468,222 SH   DFND 1 468,222 0 0
HEALTHSTREAM INC COM 42222N103 5,718 230,308 SH   DFND 1 230,308 0 0
HEARTLAND EXPRESS INC COM 422347104 8,569 476,330 SH   DFND 1 476,330 0 0
HEARTLAND FINANCIAL USA INC COM 42234Q102 13,443 253,405 SH   DFND 1 253,405 0 0
HECLA MINING CO COM 422704106 12,413 3,382,291 SH   DFND 1 3,382,291 0 0
HEICO CORP COM 422806109 25,900 298,358 SH   DFND 1 298,358 0 0
HEICO CORP-CLASS A CL A 422806208 32,447 457,325 SH   DFND 1 457,325 0 0
HEIDRICK & STRUGGLES INTL COM 422819102 194 6,233 SH   DFND 1 2 6,233 0 0
HEIDRICK & STRUGGLES INTL COM 422819102 7,468 238,994 SH   DFND 1 238,604 0 390
HELEN OF TROY LTD COM G4388N106 470 5,409 SH   DFND 1 2 5,409 0 0
HELEN OF TROY LTD COM G4388N106 21,707 249,512 SH   DFND 1 248,198 0 1,314
HELIOS AND MATHESON ANALYTIC COM NEW 42327L200 266 94,201 SH   DFND 1 94,201 0 0
HELIX ENERGY SOLUTIONS GROUP COM 42330P107 6,999 1,208,815 SH   DFND 1 1,208,815 0 0
HELMERICH & PAYNE COM 423452101 87,839 1,322,652 SH   DFND 1 1,316,289 0 6,363
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 1,707 151,785 SH   DFND 1 151,785 0 0
HEMISPHERX BIOPHARMA INC COM NEW 42366C301 29 74,832 SH   DFND 1 74,832 0 0
HENNESSY ADVISORS INC COM 425885100 254 13,164 SH   DFND 1 13,164 0 0
HENRY SCHEIN INC COM 806407102 134,277 2,002,032 SH   DFND 1 1,987,805 0 14,227
HERBALIFE LTD COM USD SHS G4412G101 49,564 508,515 SH   DFND 1 508,515 0 0
HERBALIFE LTD COM USD SHS G4412G101 126 1,300 SH   DFND 1 2 1,300 0 0
HERC HOLDINGS INC COM 42704L104 14,673 225,923 SH   DFND 1 225,923 0 0
HERITAGE COMMERCE CORP COM 426927109 5,291 321,073 SH   DFND 1 321,073 0 0
HERITAGE FINANCIAL CORP COM 42722X106 8,224 268,776 SH   DFND 1 268,776 0 0
HERITAGE INSURANCE HOLDINGS COM 42727J102 3,138 207,000 SH   DFND 1 207,000 0 0
HERITAGE-CRYSTAL CLEAN INC COM 42726M106 3,114 132,249 SH   DFND 1 132,249 0 0
HERMAN MILLER INC COM 600544100 23,017 720,417 SH   DFND 1 717,510 0 2,907
HERMAN MILLER INC COM 600544100 46 1,452 SH   DFND 1 2 1,452 0 0
HERON THERAPEUTICS INC COM 427746102 13,129 475,700 SH   DFND 1 475,700 0 0
HERSHA HOSPITALITY TRUST PR SHS BEN INT 427825500 7,472 417,445 SH   DFND 1 417,445 0 0
HERSHEY CO/THE COM 427866108 203 2,060 SH   DFND 1 2 2,060 0 0
HERSHEY CO/THE COM 427866108 169,545 1,716,982 SH   DFND 1 1,709,354 0 7,628
HERTZ GLOBAL HOLDINGS INC COM 42806J106 12,708 640,212 SH   DFND 1 640,212 0 0
HESKA CORP COM RESTRC NEW 42805E306 4,835 61,155 SH   DFND 1 61,155 0 0
HESS CORP COM 42809H107 152,408 3,018,554 SH   DFND 1 3,004,608 0 13,946
HEWLETT PACKARD ENTERPRISE COM 42824C109 302,308 17,276,358 SH   DFND 1 17,192,419 0 83,939
HEWLETT PACKARD ENTERPRISE COM 42824C109 305 17,390 SH   DFND 1 2 17,390 0 0
HEXCEL CORP COM 428291108 48,407 749,462 SH   DFND 1 749,462 0 0
HFF INC-CLASS A CL A 40418F108 16,837 338,773 SH   DFND 1 338,773 0 0
HIBBETT SPORTS INC COM 428567101 4,301 179,596 SH   DFND 1 179,596 0 0
HIBBETT SPORTS INC COM 428567101 64 2,681 SH   DFND 1 2 2,681 0 0
HIGHPOINT RESOURCES CORP COM 43114K108 4,711 927,550 SH   DFND 1 927,550 0 0
HIGHPOWER INTERNATIONAL INC COM 43113X101 38 10,264 SH   DFND 1 10,264 0 0
HIGHWOODS PROPERTIES INC COM 431284108 47,640 1,087,182 SH   DFND 1 1,082,116 0 5,066
HILL INTERNATIONAL INC COM 431466101 1,582 277,655 SH   DFND 1 277,655 0 0
HILLENBRAND INC COM 431571108 25,787 561,815 SH   DFND 1 561,815 0 0
HILL-ROM HOLDINGS INC COM 431475102 51,409 590,914 SH   DFND 1 587,475 0 3,439
HILLTOP HOLDINGS INC COM 432748101 15,657 667,425 SH   DFND 1 667,425 0 0
HILTON GRAND VACATIONS INC COM 43283X105 34,258 796,329 SH   DFND 1 796,329 0 0
HILTON GRAND VACATIONS INC COM 43283X105 13 314 SH   DFND 1 2 314 0 0
HILTON WORLDWIDE HOLDINGS IN COM 43300A203 177,107 2,253,968 SH   DFND 1 2,243,459 0 10,509
HIMAX TECHNOLOGIES INC-ADR SPONSORED ADR 43289P106 443 71,922 SH   DFND 1 71,922 0 0
HINGHAM INSTITUTION FOR SVGS COM 433323102 3,100 15,053 SH   DFND 1 15,053 0 0
HMS HOLDINGS CORP COM 40425J101 123 7,362 SH   DFND 1 2 7,362 0 0
HMS HOLDINGS CORP COM 40425J101 14,559 864,562 SH   DFND 1 864,562 0 0
HNI CORP COM 404251100 13,610 377,118 SH   DFND 1 374,257 0 2,861
HOLLYFRONTIER CORP COM 436106108 32 661 SH   DFND 1 2 661 0 0
HOLLYFRONTIER CORP COM 436106108 85,764 1,756,699 SH   DFND 1 1,747,204 0 9,495
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 1,077 43,600 SH   DFND 1 43,600 0 0
HOLOGIC INC COM 436440101 119,735 3,212,281 SH   DFND 1 3,186,642 0 25,639
HOME BANCORP INC COM 43689E107 2,027 46,965 SH   DFND 1 46,965 0 0
HOME BANCSHARES INC COM 436893200 34,378 1,507,159 SH   DFND 1 1,499,432 0 7,727
HOME DEPOT INC COM 437076102 2,221,200 12,494,161 SH   DFND 1 12,430,549 0 63,612
HOMESTREET INC COM 43785V102 7,452 260,134 SH   DFND 1 260,134 0 0
HOMETRUST BANCSHARES INC COM 437872104 4,133 158,658 SH   DFND 1 158,658 0 0
HONDA MOTOR CO LTD-SPONS ADR AMERN SHS 438128308 900 25,920 SH   DFND 1 23,217 0 2,703
HONEYWELL INTERNATIONAL INC COM 438516106 2,817 19,500 SH   DFND 1 2 19,500 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 1,251,997 8,683,790 SH   DFND 1 8,644,629 0 39,161
HOOKER FURNITURE CORP COM 439038100 3,840 104,638 SH   DFND 1 104,638 0 0
HOPE BANCORP INC COM 43940T109 21,897 1,203,846 SH   DFND 1 1,203,846 0 0
HOPFED BANCORP INC COM 439734104 320 22,075 SH   DFND 1 22,075 0 0
HORACE MANN EDUCATORS COM 440327104 14,765 345,385 SH   DFND 1 345,385 0 0
HORIZON BANCORP INDIANA COM 440407104 6,184 206,093 SH   DFND 1 206,093 0 0
HORIZON GLOBAL CORP COM 44052W104 1,680 203,933 SH   DFND 1 203,933 0 0
HORIZON PHARMA PLC SHS G4617B105 188 13,281 SH   DFND 1 2 13,281 0 0
HORIZON PHARMA PLC SHS G4617B105 22,863 1,610,086 SH   DFND 1 1,610,086 0 0
HORMEL FOODS CORP COM 440452100 117,548 3,432,541 SH   DFND 1 3,417,608 0 14,933
HORNBECK OFFSHORE SERVICES COM 440543106 553 190,128 SH   DFND 1 190,128 0 0
HORTONWORKS INC COM 440894103 11,632 571,064 SH   DFND 1 571,064 0 0
HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 50,788 2,004,298 SH   DFND 1 1,994,952 0 9,346
HOST HOTELS & RESORTS INC COM 44107P104 187,623 10,084,826 SH   DFND 1 10,043,293 0 41,533
HOSTESS BRANDS INC CL A 44109J106 11,029 745,740 SH   DFND 1 745,740 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 180 25,930 SH   DFND 1 2 25,930 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 6,817 980,895 SH   DFND 1 980,895 0 0
HOULIHAN LOKEY INC CL A 441593100 465 10,434 SH   DFND 1 2 10,434 0 0
HOULIHAN LOKEY INC CL A 441593100 12,184 273,203 SH   DFND 1 273,203 0 0
HOUSTON AMERICAN ENERGY CORP COM 44183U100 42 135,281 SH   DFND 1 135,281 0 0
HOUSTON WIRE & CABLE CO COM 44244K109 672 91,860 SH   DFND 1 91,860 0 0
HOVNANIAN ENTERPRISES-A CL A 442487203 1,902 1,039,595 SH   DFND 1 1,035,379 0 4,216
HOWARD BANCORP INC COM 442496105 1,376 69,543 SH   DFND 1 69,543 0 0
HOWARD HUGHES CORP/THE COM 44267D107 45,668 328,241 SH   DFND 1 328,241 0 0
HP INC COM 40434L105 438,443 20,046,646 SH   DFND 1 19,952,776 0 93,870
HRG GROUP INC COM 40434J100 19,773 1,199,129 SH   DFND 1 1,199,129 0 0
HSBC HOLDINGS PLC-SPONS ADR SPON ADR NEW 404280406 8,263 173,338 SH   DFND 1 170,567 0 2,771
HTG MOLECULAR DIAGNOSTICS COM 40434H104 645 178,250 SH   DFND 1 178,250 0 0
HTG MOLECULAR DIAGNOSTICS COM 40434H104 15 4,151 SH   DFND 1 2 4,151 0 0
HUB GROUP INC-CL A CL A 443320106 12,943 309,282 SH   DFND 1 309,282 0 0
HUBBELL INC COM 443510607 33 278 SH   DFND 1 2 278 0 0
HUBBELL INC COM 443510607 56,249 461,897 SH   DFND 1 459,224 0 2,673
HUBSPOT INC COM 443573100 61 565 SH   DFND 1 2 565 0 0
HUBSPOT INC COM 443573100 32,279 298,053 SH   DFND 1 298,053 0 0
HUDBAY MINERALS INC COMSTK 443628102 84 11,872 SH   DFND 1 11,872 0 0
HUDBAY MINERALS INC COMSTK 443628102 38 5,500 SH   DFND 1 2 5,500 0 0
HUDSON GLOBAL INC COM 443787106 176 90,899 SH   DFND 1 90,899 0 0
HUDSON LTD-CLASS A COM CL A G46408103 1,426 89,636 SH   DFND 1 89,636 0 0
HUDSON PACIFIC PROPERTIES IN COM 444097109 53,489 1,644,309 SH   DFND 1 1,644,309 0 0
HUDSON TECHNOLOGIES INC COM 444144109 1,624 328,747 SH   DFND 1 328,747 0 0
HUMANA INC COM 444859102 667 2,483 SH   DFND 1 2 2,483 0 0
HUMANA INC COM 444859102 431,425 1,608,551 SH   DFND 1 1,601,078 0 7,473
HUNT (JB) TRANSPRT SVCS INC COM 445658107 127,883 1,093,952 SH   DFND 1 1,085,069 0 8,883
HUNTER MARITIME ACQUISITION CL A Y37828111 4,890 500,000 SH   DFND 1 2 500,000 0 0
HUNTER MARITIME ACQUISITIO-W *W EXP 99/99/999 Y37828129 292 664,850 SH   DFND 1 2 664,850 0 0
HUNTINGTON BANCSHARES INC COM 446150104 198,889 13,201,375 SH   DFND 1 13,143,497 0 57,878
HUNTINGTON INGALLS INDUSTRIE COM 446413106 98 381 SH   DFND 1 2 381 0 0
HUNTINGTON INGALLS INDUSTRIE COM 446413106 154,645 601,231 SH   DFND 1 598,869 0 2,362
HUNTSMAN CORP COM 447011107 1,011 34,567 SH   DFND 1 2 34,567 0 0
HUNTSMAN CORP COM 447011107 90,790 3,103,936 SH   DFND 1 3,103,936 0 0
HURCO COMPANIES INC COM 447324104 3,787 82,525 SH   DFND 1 82,525 0 0
HURON CONSULTING GROUP INC COM 447462102 7,793 204,552 SH   DFND 1 204,552 0 0
HUTTIG BUILDING PRODUCTS INC COM 448451104 883 169,019 SH   DFND 1 169,019 0 0
HYATT HOTELS CORP - CL A COM CL A 448579102 32,718 429,042 SH   DFND 1 429,042 0 0
HYDROGENICS CORP COM NEW 448883207 102 12,364 SH   DFND 1 12,364 0 0
HYSTER-YALE MATERIALS CL A 449172105 6,460 92,384 SH   DFND 1 92,384 0 0
IAC/INTERACTIVECORP COM 44919P508 104,909 671,404 SH   DFND 1 671,254 0 150
IAMGOLD CORP COMSTK 450913108 112 21,764 SH   DFND 1 21,764 0 0
IBERIABANK CORP COM 450828108 40,742 522,343 SH   DFND 1 522,343 0 0
IBIO INC COM 451033104 74 342,667 SH   DFND 1 342,667 0 0
ICAD INC COM NEW 44934S206 225 73,148 SH   DFND 1 73,148 0 0
ICAHN ENTERPRISES LP DEPOSITARY UNIT 451100101 5,894 103,339 SH   DFND 1 103,339 0 0
ICF INTERNATIONAL INC COM 44925C103 10,326 176,664 SH   DFND 1 176,664 0 0
ICHOR HOLDINGS LTD SHS G4740B105 0 19 SH   DFND 1 2 19 0 0
ICHOR HOLDINGS LTD SHS G4740B105 3,904 161,281 SH   DFND 1 161,281 0 0
ICICI BANK LTD-SPON ADR ADR 45104G104 552 62,406 SH   DFND 1 59,434 0 2,972
ICON PLC SHS G4705A100 4,022 34,046 SH   DFND 1 34,046 0 0
ICON PLC SHS G4705A100 193 1,634 SH   DFND 1 2 1,634 0 0
ICONIX BRAND GROUP INC COM 451055107 538 485,491 SH   DFND 1 485,491 0 0
ICU MEDICAL INC COM 44930G107 35,792 141,808 SH   DFND 1 141,069 0 739
ID SYSTEMS INC COM 449489103 351 56,581 SH   DFND 1 56,581 0 0
IDACORP INC COM 451107106 41,132 465,980 SH   DFND 1 463,513 0 2,467
IDEAL POWER INC COM 451622104 67 59,328 SH   DFND 1 59,328 0 0
IDENTIV INC COM NEW 45170X205 209 55,993 SH   DFND 1 55,993 0 0
IDERA PHARMACEUTICALS INC COM NEW 45168K306 2,709 1,472,753 SH   DFND 1 1,472,753 0 0
IDEX CORP COM 45167R104 94,381 662,810 SH   DFND 1 659,070 0 3,740
IDEXX LABORATORIES INC COM 45168D104 190,021 995,243 SH   DFND 1 987,187 0 8,056
IDT CORP-CLASS B CL B NEW 448947507 1,079 172,205 SH   DFND 1 172,205 0 0
IEC ELECTRONICS CORP COM 44949L105 81 18,187 SH   DFND 1 18,187 0 0
IES HOLDINGS INC COM 44951W106 1,251 82,614 SH   DFND 1 82,614 0 0
IHS MARKIT LTD SHS G47567105 204,604 4,251,435 SH   DFND 1 4,232,553 0 18,882
II-VI INC COM 902104108 20,787 508,253 SH   DFND 1 508,253 0 0
IKANG HEALTHCARE GROUP-ADR SPONSORED ADR 45174L108 826 41,421 SH   DFND 1 41,421 0 0
ILG INC COM 44967H101 777 25,000 SH   DFND 1 2 25,000 0 0
ILG INC COM 44967H101 30,277 973,227 SH   DFND 1 967,954 0 5,273
ILLINOIS TOOL WORKS COM 452308109 543,309 3,476,547 SH   DFND 1 3,459,542 0 17,005
ILLUMINA INC COM 452327109 395,182 1,675,466 SH   DFND 1 1,661,665 0 13,801
ILLUMINA INC COM 452327109 141 600 SH   DFND 1 2 600 0 0
IMAX CORP COM 45245E109 2,393 124,653 SH   DFND 1 124,653 0 0
IMMERSION CORPORATION COM 452521107 3,215 269,104 SH   DFND 1 269,104 0 0
IMMUNE DESIGN CORP COM 45252L103 947 287,031 SH   DFND 1 286,357 0 674
IMMUNE PHARMACEUTICALS INC COM NEW 45254C200 7 22,355 SH   DFND 1 22,355 0 0
IMMUNOGEN INC COM 45253H101 11,218 1,066,394 SH   DFND 1 1,065,542 0 852
IMMUNOMEDICS INC COM 452907108 15,242 1,043,326 SH   DFND 1 1,043,326 0 0
IMMUNOMEDICS INC COM 452907108 35 2,441 SH   DFND 1 2 2,441 0 0
IMPAC MORTGAGE HOLDINGS INC COM NEW 45254P508 868 109,973 SH   DFND 1 109,973 0 0
IMPAX LABORATORIES INC COM 45256B101 13,035 670,206 SH   DFND 1 670,206 0 0
IMPERIAL OIL LTD COMSTK 453038408 4,650 178,063 SH   DFND 1 177,738 0 325
IMPERIAL OIL LTD COMSTK 453038408 23 905 SH   DFND 1 2 905 0 0
IMPERVA INC COM 45321L100 13,247 305,943 SH   DFND 1 305,943 0 0
IMPERVA INC COM 45321L100 16 385 SH   DFND 1 2 385 0 0
IMPINJ INC COM 453204109 2,127 163,390 SH   DFND 1 163,390 0 0
IMPRIMIS PHARMACEUTICALS INC COM NEW 45323A201 121 68,853 SH   DFND 1 68,853 0 0
INCYTE CORP COM 45337C102 841 10,099 SH   DFND 1 2 10,099 0 0
INCYTE CORP COM 45337C102 171,064 2,057,342 SH   DFND 1 2,039,366 0 17,976
INDEPENDENCE CONTRACT DRILLI COM 453415309 949 251,129 SH   DFND 1 251,129 0 0
INDEPENDENCE HOLDING CO COM NEW 453440307 4,428 124,221 SH   DFND 1 124,221 0 0
INDEPENDENCE REALTY TRUST IN COM 45378A106 7,790 848,638 SH   DFND 1 848,638 0 0
INDEPENDENT BANK CORP - MICH COM NEW 453838609 4,244 185,361 SH   DFND 1 185,361 0 0
INDEPENDENT BANK CORP/MA COM 453836108 18,281 255,501 SH   DFND 1 255,501 0 0
INDEPENDENT BANK GROUP INC COM 45384B106 12,389 175,237 SH   DFND 1 175,237 0 0
INDUSTRIAL LOGISTICS PROPERT COM SHS BEN INT 456237106 4,812 236,602 SH   DFND 1 236,602 0 0
INDUSTRIAL SVCS OF AMERICA COM 456314103 37 15,157 SH   DFND 1 15,157 0 0
INFINERA CORP COM 45667G103 15,219 1,401,423 SH   DFND 1 1,401,423 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 683 325,567 SH   DFND 1 325,241 0 326
INFINITY PROPERTY & CASUALTY COM 45665Q103 11,873 100,287 SH   DFND 1 100,287 0 0
INFLARX NV COM N44821101 1,047 36,325 SH   DFND 1 36,325 0 0
INFORMATION SERVICES GROUP COM 45675Y104 914 218,742 SH   DFND 1 218,742 0 0
INFOSYS LTD-SP ADR SPONSORED ADR 456788108 5,572 314,766 SH   DFND 1 312,042 0 2,724
INFRAREIT INC COM 45685L100 591 30,432 SH   DFND 1 2 30,432 0 0
INFRAREIT INC COM 45685L100 7,968 410,117 SH   DFND 1 410,117 0 0
INFUSYSTEM HOLDINGS INC COM 45685K102 135 46,642 SH   DFND 1 46,642 0 0
ING GROEP N.V.-SPONSORED ADR SPONSORED ADR 456837103 491 29,022 SH   DFND 1 25,994 0 3,028
INGERSOLL-RAND PLC SHS G47791101 40 472 SH   DFND 1 2 472 0 0
INGERSOLL-RAND PLC SHS G47791101 245,961 2,883,335 SH   DFND 1 2,869,770 0 13,565
INGEVITY CORP COM 45688C107 26,697 362,291 SH   DFND 1 362,226 0 65
INGLES MARKETS INC-CLASS A CL A 457030104 7,434 219,638 SH   DFND 1 219,638 0 0
INGLES MARKETS INC-CLASS A CL A 457030104 17 520 SH   DFND 1 2 520 0 0
INGREDION INC COM 457187102 90,919 705,836 SH   DFND 1 702,103 0 3,733
INNERWORKINGS INC COM 45773Y105 3,637 401,917 SH   DFND 1 401,917 0 0
INNODATA INC COM NEW 457642205 78 72,296 SH   DFND 1 72,296 0 0
INNOPHOS HOLDINGS INC COM 45774N108 7,461 185,565 SH   DFND 1 185,241 0 324
INNOSPEC INC COM 45768S105 15,087 219,932 SH   DFND 1 219,932 0 0
INNOVATIVE INDUSTRIAL PROPER COM 45781V101 952 35,600 SH   DFND 1 35,600 0 0
INNOVATIVE SOLUTIONS & SUPP COM 45769N105 198 56,144 SH   DFND 1 56,144 0 0
INNOVIVA INC COM 45781M101 12,572 754,194 SH   DFND 1 752,754 0 1,440
INNOVIVA INC COM 45781M101 3 219 SH   DFND 1 2 219 0 0
INOGEN INC COM 45780L104 183 1,495 SH   DFND 1 2 1,495 0 0
INOGEN INC COM 45780L104 19,597 159,535 SH   DFND 1 159,535 0 0
INOVALON HOLDINGS INC - A COM CL A 45781D101 6,341 598,255 SH   DFND 1 598,255 0 0
INOVALON HOLDINGS INC - A COM CL A 45781D101 210 19,822 SH   DFND 1 2 19,822 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 5 1,171 SH   DFND 1 2 1,171 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 3,787 804,130 SH   DFND 1 804,130 0 0
INPHI CORP COM 45772F107 10,836 360,008 SH   DFND 1 360,008 0 0
INSEEGO CORP COM 45782B104 392 220,379 SH   DFND 1 220,379 0 0
INSIGHT ENTERPRISES INC COM 45765U103 11,252 322,137 SH   DFND 1 322,137 0 0
INSIGNIA SYSTEMS INC COM 45765Y105 45 28,672 SH   DFND 1 28,672 0 0
INSMED INC COM PAR $.01 457669307 16,467 731,229 SH   DFND 1 731,229 0 0
INSPERITY INC COM 45778Q107 28,683 412,420 SH   DFND 1 411,652 0 768
INSPERITY INC COM 45778Q107 620 8,925 SH   DFND 1 2 8,925 0 0
INSPIRED ENTERTAINMENT INC COM 45782N108 540 98,309 SH   DFND 1 98,309 0 0
INSTALLED BUILDING PRODUCTS COM 45780R101 0 7 SH   DFND 1 2 7 0 0
INSTALLED BUILDING PRODUCTS COM 45780R101 10,547 175,637 SH   DFND 1 175,637 0 0
INSTEEL INDUSTRIES INC COM 45774W108 4,334 156,888 SH   DFND 1 156,888 0 0
INSTRUCTURE INC COM 45781U103 222 5,273 SH   DFND 1 2 5,273 0 0
INSTRUCTURE INC COM 45781U103 11,053 262,234 SH   DFND 1 262,234 0 0
INSULET CORP COM 45784P101 46,077 531,581 SH   DFND 1 531,581 0 0
INSYS THERAPEUTICS INC COM NEW 45824V209 1,514 250,715 SH   DFND 1 250,397 0 318
INTEGER HOLDINGS CORP COM 45826H109 14,070 248,811 SH   DFND 1 248,056 0 755
INTEGRA LIFESCIENCES HOLDING COM NEW 457985208 32,819 593,050 SH   DFND 1 593,050 0 0
INTEGRATED DEVICE TECH INC COM 458118106 37,011 1,211,118 SH   DFND 1 1,204,644 0 6,474
INTEL CORP COM 458140100 3,273,849 63,000,188 SH   DFND 1 62,557,650 0 442,538
INTELLIA THERAPEUTICS INC COM 45826J105 4,213 199,790 SH   DFND 1 199,790 0 0
INTELLICHECK INC COM NEW 45817G201 20 11,261 SH   DFND 1 11,261 0 0
INTELLIPHARMACEUTICS INTERNA COM 458173101 7 13,756 SH   DFND 1 13,756 0 0
INTELSAT SA COM L5140P101 300 80,011 SH   DFND 1 80,011 0 0
INTER PARFUMS INC COM 458334109 8,426 178,716 SH   DFND 1 178,716 0 0
INTERACTIVE BROKERS GRO-CL A COM 45841N107 42,065 625,609 SH   DFND 1 621,565 0 4,044
INTERCEPT PHARMACEUTICALS IN COM 45845P108 10,170 165,316 SH   DFND 1 165,300 0 16
INTERCONTINENTAL EXCHANGE IN COM 45866F104 428,814 5,929,010 SH   DFND 1 5,898,682 0 30,328
INTERCONTINENTAL HOTELS-ADR SPONSORED ADR 45857P707 406 6,633 SH   DFND 1 5,689 0 944
INTERCONTINENTAL HOTELS-ADR SPONSORED ADR 45857P707 6 108 SH   DFND 1 2 108 0 0
INTERDIGITAL INC COM 45867G101 24,038 326,607 SH   DFND 1 324,648 0 1,959
INTERFACE INC COM 458665304 14,007 555,842 SH   DFND 1 555,842 0 0
INTERMOLECULAR INC COM 45882D109 90 69,386 SH   DFND 1 69,386 0 0
INTERNAP CORP COM PAR 45885A409 1,545 140,524 SH   DFND 1 140,181 0 343
INTERNATIONAL BANCSHARES CRP COM 459044103 24,953 641,481 SH   DFND 1 638,841 0 2,640
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 6,928 259,193 SH   DFND 1 259,193 0 0
INTERNATIONAL PAPER CO COM 460146103 238,440 4,474,015 SH   DFND 1 4,449,980 0 24,035
INTERNATIONAL SEAWAYS INC COM Y41053102 4,978 282,855 SH   DFND 1 282,855 0 0
INTERPACE DIAGNOSTICS GROUP COM NEW 46062X204 75 84,995 SH   DFND 1 84,995 0 0
INTERPUBLIC GROUP OF COS INC COM 460690100 118,021 5,135,347 SH   DFND 1 5,114,550 0 20,797
INTERSECT ENT INC COM 46071F103 10,503 267,272 SH   DFND 1 267,272 0 0
INTERSECTIONS INC COM 460981301 109 67,353 SH   DFND 1 67,353 0 0
INTEST CORP COM 461147100 0 109 SH   DFND 1 2 109 0 0
INTEST CORP COM 461147100 240 36,180 SH   DFND 1 36,180 0 0
INTEVAC INC COM 461148108 1,154 167,353 SH   DFND 1 167,353 0 0
INTL BUSINESS MACHINES CORP COM 459200101 92 601 SH   DFND 1 2 601 0 0
INTL BUSINESS MACHINES CORP COM 459200101 1,595,107 10,419,464 SH   DFND 1 10,372,081 0 47,383
INTL FCSTONE INC COM 46116V105 10,028 234,962 SH   DFND 1 234,962 0 0
INTL FLAVORS & FRAGRANCES COM 459506101 129,463 947,830 SH   DFND 1 943,564 0 4,266
INTL SPEEDWAY CORP-CL A CL A 460335201 10,462 237,248 SH   DFND 1 236,054 0 1,194
INTRA-CELLULAR THERAPIES INC COM 46116X101 8,783 417,256 SH   DFND 1 417,256 0 0
INTREPID POTASH INC COM 46121Y102 3,216 883,697 SH   DFND 1 883,697 0 0
INTREXON CORP COM 46122T102 8,278 539,988 SH   DFND 1 539,988 0 0
INTRICON CORP COM 46121H109 529 26,478 SH   DFND 1 26,478 0 0
INTUIT INC COM 461202103 540,632 3,125,400 SH   DFND 1 3,101,779 0 23,621
INTUITIVE SURGICAL INC COM NEW 46120E602 571,395 1,387,247 SH   DFND 1 1,376,807 0 10,440
INUVO INC COM NEW 46122W204 98 106,848 SH   DFND 1 106,848 0 0
INVACARE CORP COM 461203101 4,920 282,759 SH   DFND 1 282,759 0 0
INVESCO LTD SHS G491BT108 150,010 4,697,388 SH   DFND 1 4,676,209 0 21,179
INVESCO LTD SHS G491BT108 38 1,206 SH   DFND 1 2 1,206 0 0
INVESCO MORTGAGE CAPITAL COM 46131B100 15,200 927,992 SH   DFND 1 922,144 0 5,848
INVESCO MUNICIPAL OPPORTUNI COM 46132C107 1,366 116,559 SH   DFND 1 2 116,559 0 0
INVESCO PENNSYLVANIA VALUE M COM 46132K109 1,352 115,076 SH   DFND 1 2 115,076 0 0
INVESTAR HOLDING CORP COM 46134L105 1,616 62,531 SH   DFND 1 62,531 0 0
INVESTMENT TECHNOLOGY GROUP COM 46145F105 355 18,006 SH   DFND 1 2 18,006 0 0
INVESTMENT TECHNOLOGY GROUP COM 46145F105 6,496 329,104 SH   DFND 1 329,104 0 0
INVESTORS BANCORP INC COM 46146L101 545 40,000 SH   DFND 1 2 40,000 0 0
INVESTORS BANCORP INC COM 46146L101 34,922 2,560,312 SH   DFND 1 2,560,312 0 0
INVESTORS REAL ESTATE TRUST SH BEN INT 461730103 5,335 1,028,021 SH   DFND 1 1,028,021 0 0
INVESTORS TITLE CO COM 461804106 2,162 10,817 SH   DFND 1 10,817 0 0
INVITAE CORP COM 46185L103 10 2,240 SH   DFND 1 2 2,240 0 0
INVITAE CORP COM 46185L103 1,565 333,901 SH   DFND 1 333,901 0 0
INVITATION HOMES INC COM 46187W107 70,057 3,070,692 SH   DFND 1 3,070,692 0 0
INVIVO THERAPEUTICS HOLDINGS COM NEW 46186M209 93 173,842 SH   DFND 1 173,842 0 0
INVUITY INC COM NEW 46187J205 277 72,121 SH   DFND 1 72,121 0 0
ION GEOPHYSICAL CORP COM NEW 462044207 185 6,851 SH   DFND 1 2 6,851 0 0
ION GEOPHYSICAL CORP COM NEW 462044207 1,602 59,119 SH   DFND 1 59,119 0 0
IONIS PHARMACEUTICALS INC COM 462222100 48,181 1,093,042 SH   DFND 1 1,092,842 0 200
IOVANCE BIOTHERAPEUTICS INC COM 462260100 11,098 656,714 SH   DFND 1 656,714 0 0
IPASS INC COM 46261V108 180 474,363 SH   DFND 1 474,363 0 0
IPG PHOTONICS CORP COM 44980X109 120,666 518,127 SH   DFND 1 516,156 0 1,971
IQVIA HOLDINGS INC COM 46266C105 158,617 1,620,457 SH   DFND 1 1,612,884 0 7,573
IRADIMED CORP COM 46266A109 356 25,310 SH   DFND 1 25,310 0 0
IRDM 6 3/4 PERP S-B PERP PFD CNV B 46269C409 26,479 68,688 PRN   DFND 1 2 68,688 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 10,112 160,648 SH   DFND 1 160,648 0 0
IRIDEX CORP COM 462684101 216 37,770 SH   DFND 1 37,770 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 8,805 782,714 SH   DFND 1 782,714 0 0
IROBOT CORP COM 462726100 16,081 250,525 SH   DFND 1 250,368 0 157
IRON MOUNTAIN INC COM 46284V101 106,339 3,243,285 SH   DFND 1 3,228,367 0 14,918
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 19,792 1,282,719 SH   DFND 1 1,282,719 0 0
ISHA CURR HEDGED MSCI EAFE HDG MSCI EAFE 46434V803 3,051 106,261 PRN   DFND 1 106,261 0 0
ISHARES CORE MSCI EMERGING CORE MSCI EMKT 46434G103 12,086 206,969 PRN   DFND 1 206,969 0 0
ISHARES CORE S&P 500 ETF CORE S&P500 ETF 464287200 110,091 414,860 PRN   DFND 1 414,860 0 0
ISHARES CORE S&P MIDCAP ETF CORE S&P MCP ETF 464287507 13,629 72,661 PRN   DFND 1 72,661 0 0
ISHARES CORE S&P SMALL-CAP E CORE S&P SCP ETF 464287804 10,983 142,623 PRN   DFND 1 142,623 0 0
ISHARES CURRENCY HEDGED MSCI CUR HD EURZN ETF 46434V639 6,689 228,000 PRN   DFND 1 228,000 0 0
ISHARES GLOBAL CLEAN ENERGY GL CLEAN ENE ETF 464288224 119 12,600 PRN   DFND 1 12,600 0 0
ISHARES GLOBAL HEALTHCARE ET GLOB HLTHCRE ETF 464287325 410 3,690 PRN   DFND 1 3,690 0 0
ISHARES MSCI EAFE ETF MSCI EAFE ETF 464287465 6,481 93,020 PRN   DFND 1 93,020 0 0
ISHARES MSCI EMERGING MARKET MSCI EMG MKT ETF 464287234 12,820 265,553 PRN   DFND 1 265,553 0 0
ISHARES MSCI INDIA ETF MSCI INDIA ETF 46429B598 13,596 398,381 PRN   DFND 1 398,381 0 0
ISHARES MSCI TAIWAN ETF MSCI TAIWAN ETF 46434G772 31,022 809,149 PRN   DFND 1 809,149 0 0
ISHARES RUSSELL 1000 ETF RUS 1000 ETF 464287622 760 5,175 PRN   DFND 1 5,175 0 0
ISORAY INC COM 46489V104 113 269,778 SH   DFND 1 269,778 0 0
ISRAMCO INC COM NEW 465141406 687 6,623 SH   DFND 1 6,623 0 0
ISSUER DIRECT CORP COM NEW 46520M204 610 35,897 SH   DFND 1 35,897 0 0
ISTAR INC COM 45031U101 5,592 549,869 SH   DFND 1 549,869 0 0
ITERIS INC COM 46564T107 1,149 231,727 SH   DFND 1 231,727 0 0
ITRON INC COM 465741106 22,537 314,983 SH   DFND 1 314,983 0 0
ITRON INC COM 465741106 58 811 SH   DFND 1 2 811 0 0
ITT INC COM 45073V108 37,003 755,485 SH   DFND 1 751,174 0 4,311
ITURAN LOCATION AND CONTROL SHS M6158M104 40 1,318 SH   DFND 1 2 1,318 0 0
ITURAN LOCATION AND CONTROL SHS M6158M104 425 13,696 SH   DFND 1 13,696 0 0
ITUS CORP COM NEW 45069V203 336 87,602 SH   DFND 1 87,602 0 0
IVY HIGH INCOME OPPORTUNITY COM 465893105 1,310 92,439 SH   DFND 1 2 92,439 0 0
IZEA INC COM 46603N301 91 24,901 SH   DFND 1 24,901 0 0
J & J SNACK FOODS CORP COM 466032109 18,808 137,734 SH   DFND 1 137,734 0 0
J ALEXANDER'S HOLDINGS COM 46609J106 1,230 107,446 SH   DFND 1 107,446 0 0
J. JILL INC COM 46620W102 748 169,451 SH   DFND 1 169,451 0 0
J. JILL INC COM 46620W102 105 23,792 SH   DFND 1 2 23,792 0 0
J.C. PENNEY CO INC COM 708160106 194 64,415 SH   DFND 1 2 64,415 0 0
J.C. PENNEY CO INC COM 708160106 7,773 2,574,147 SH   DFND 1 2,574,147 0 0
J2 GLOBAL INC COM 48123V102 34,236 433,813 SH   DFND 1 431,212 0 2,601
JA SOLAR HOLDINGS CO LTD-ADR SPON ADR REP5ORD 466090206 117 17,962 SH   DFND 1 17,962 0 0
JABIL INC COM 466313103 47,152 1,641,220 SH   DFND 1 1,632,358 0 8,862
JACK HENRY & ASSOCIATES INC COM 426281101 107,375 888,334 SH   DFND 1 884,557 0 3,777
JACK IN THE BOX INC COM 466367109 22,559 264,384 SH   DFND 1 262,935 0 1,449
JACOBS ENGINEERING GROUP INC COM 469814107 31 528 SH   DFND 1 2 528 0 0
JACOBS ENGINEERING GROUP INC COM 469814107 87,867 1,488,996 SH   DFND 1 1,482,754 0 6,242
JAGGED PEAK ENERGY INC COM 47009K107 4,930 348,969 SH   DFND 1 348,969 0 0
JAGUAR HEALTH INC COM 47010C201 87 448,963 SH   DFND 1 448,963 0 0
JAKKS PACIFIC INC COM 47012E106 211 100,763 SH   DFND 1 99,225 0 1,538
JAMBA INC COM NEW 47023A309 780 91,082 SH   DFND 1 91,082 0 0
JAMES RIVER GROUP HOLDINGS L COM G5005R107 8,313 234,384 SH   DFND 1 234,384 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 37,478 1,132,624 SH   DFND 1 1,123,608 0 9,016
JASON INDUSTRIES INC COM 471172106 170 54,863 SH   DFND 1 54,863 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 553 3,665 SH   DFND 1 2 3,665 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 66,306 439,652 SH   DFND 1 439,652 0 0
JBG SMITH PROPERTIES COM 46590V100 30,690 910,428 SH   DFND 1 905,853 0 4,575
JD.COM INC-ADR SPON ADR CL A 47215P106 70,182 1,743,146 SH   DFND 1 1,704,931 0 38,215
JELD-WEN HOLDING INC COM 47580P103 18,233 595,483 SH   DFND 1 595,483 0 0
JELD-WEN HOLDING INC COM 47580P103 157 5,151 SH   DFND 1 2 5,151 0 0
JERNIGAN CAPITAL INC COM 476405105 2,169 119,863 SH   DFND 1 119,863 0 0
JETBLUE AIRWAYS CORP COM 477143101 63,310 3,115,692 SH   DFND 1 3,099,938 0 15,754
JM SMUCKER CO/THE COM NEW 832696405 189,195 1,528,614 SH   DFND 1 1,522,258 0 6,356
JM SMUCKER CO/THE COM NEW 832696405 170 1,376 SH   DFND 1 2 1,376 0 0
JOHN B. SANFILIPPO & SON INC COM 800422107 4,682 80,906 SH   DFND 1 80,569 0 337
JOHN BEAN TECHNOLOGIES CORP COM 477839104 30,364 267,761 SH   DFND 1 267,761 0 0
JOHNSON & JOHNSON COM 478160104 4,103,074 32,089,620 SH   DFND 1 31,944,125 0 145,495
JOHNSON CONTROLS INTERNATION SHS G51502105 337,572 9,605,398 SH   DFND 1 9,555,663 0 49,735
JOHNSON OUTDOORS INC-A CL A 479167108 299 4,826 SH   DFND 1 2 4,826 0 0
JOHNSON OUTDOORS INC-A CL A 479167108 5,903 95,212 SH   DFND 1 95,212 0 0
JONES ENERGY INC - A COM CL A 48019R108 404 505,990 SH   DFND 1 505,990 0 0
JONES LANG LASALLE INC COM 48020Q107 69,846 400,295 SH   DFND 1 398,073 0 2,222
JOUNCE THERAPEUTICS INC COM 481116101 2,306 103,198 SH   DFND 1 102,963 0 235
JPMORGAN CHASE & CO COM 46625H100 4,257,943 38,814,022 SH   DFND 1 38,628,857 0 185,165
JRJR33 INC COM 46645Q106 5 44,389 SH   DFND 1 44,389 0 0
JUNIPER NETWORKS INC COM 48203R104 1,168 48,008 SH   DFND 1 2 48,008 0 0
JUNIPER NETWORKS INC COM 48203R104 133,211 5,484,563 SH   DFND 1 5,465,635 0 18,928
JUNIPER PHARMACEUTICALS INC COM 48203L107 304 30,005 SH   DFND 1 2 30,005 0 0
JUNIPER PHARMACEUTICALS INC COM 48203L107 621 61,279 SH   DFND 1 61,279 0 0
K12 INC COM 48273U102 839 59,178 SH   DFND 1 2 59,178 0 0
K12 INC COM 48273U102 8,627 608,407 SH   DFND 1 608,081 0 326
K2M GROUP HOLDINGS INC COM 48273J107 7,247 382,472 SH   DFND 1 382,472 0 0
KADANT INC COM 48282T104 8,726 92,347 SH   DFND 1 92,347 0 0
KADMON HOLDINGS INC COM 48283N106 1,971 463,844 SH   DFND 1 463,844 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 15,756 156,162 SH   DFND 1 156,162 0 0
KALA PHARMACEUTICALS INC COM 483119103 1,336 84,428 SH   DFND 1 84,428 0 0
KALVISTA PHARMACEUTICALS INC COM 483497103 196 20,762 SH   DFND 1 20,762 0 0
KAMADA LTD SHS M6240T109 77 16,824 SH   DFND 1 16,824 0 0
KAMAN CORP COM 483548103 14,910 240,026 SH   DFND 1 240,026 0 0
KANDI TECHNOLOGIES GROUP INC COM 483709101 117 24,321 SH   DFND 1 24,321 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 128,098 1,168,945 SH   DFND 1 1,163,560 0 5,385
KAPSTONE PAPER AND PACKAGING COM 48562P103 686 20,000 SH   DFND 1 2 20,000 0 0
KAPSTONE PAPER AND PACKAGING COM 48562P103 25,425 741,044 SH   DFND 1 741,044 0 0
KAR AUCTION SERVICES INC COM 48238T109 100,360 1,851,678 SH   DFND 1 1,851,678 0 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 4,312 321,323 SH   DFND 1 321,323 0 0
KB HOME COM 48666K109 27,032 950,171 SH   DFND 1 944,625 0 5,546
KB HOME COM 48666K109 67 2,377 SH   DFND 1 2 2,377 0 0
KBR INC COM 48242W106 24,369 1,505,227 SH   DFND 1 1,495,895 0 9,332
KEANE GROUP INC COM 48669A108 6,552 442,741 SH   DFND 1 442,741 0 0
KEARNY FINANCIAL CORP/MD COM 48716P108 10,218 786,011 SH   DFND 1 786,011 0 0
KELLOGG CO COM 487836108 185,327 2,857,730 SH   DFND 1 2,844,125 0 13,605
KELLY SERVICES INC -A CL A 488152208 11,025 379,676 SH   DFND 1 379,676 0 0
KEMET CORP COM NEW 488360207 7,626 420,635 SH   DFND 1 419,098 0 1,537
KEMPER CORP COM 488401100 24,790 434,917 SH   DFND 1 432,524 0 2,393
KEMPHARM INC COM 488445107 533 67,567 SH   DFND 1 67,567 0 0
KENNAMETAL INC COM 489170100 28,578 711,617 SH   DFND 1 707,627 0 3,990
KENNEDY-WILSON HOLDINGS INC COM 489398107 19,608 1,126,932 SH   DFND 1 1,126,932 0 0
KERYX BIOPHARMACEUTICALS COM 492515101 3,790 926,708 SH   DFND 1 926,708 0 0
KEWAUNEE SCIENTIFIC CP COM 492854104 286 8,408 SH   DFND 1 8,408 0 0
KEY ENERGY SERVICES INC COM 49309J103 934 79,693 SH   DFND 1 79,693 0 0
KEY TRONIC CORP COM 493144109 245 35,271 SH   DFND 1 35,271 0 0
KEYCORP COM 493267108 37 1,913 SH   DFND 1 2 1,913 0 0
KEYCORP COM 493267108 233,730 11,984,967 SH   DFND 1 11,927,849 0 57,118
KEYSIGHT TECHNOLOGIES IN COM 49338L103 86,591 1,652,830 SH   DFND 1 1,643,533 0 9,297
KEYW HOLDING CORP/THE COM 493723100 3,408 433,646 SH   DFND 1 433,646 0 0
KFORCE INC COM 493732101 7,084 261,907 SH   DFND 1 261,907 0 0
KFORCE INC COM 493732101 1 51 SH   DFND 1 2 51 0 0
KILROY REALTY CORP COM 49427F108 74,594 1,051,221 SH   DFND 1 1,046,398 0 4,823
KIMBALL ELECTRONICS INC COM 49428J109 5,509 341,135 SH   DFND 1 341,135 0 0
KIMBALL INTERNATIONAL-B CL B 494274103 68 4,033 SH   DFND 1 2 4,033 0 0
KIMBALL INTERNATIONAL-B CL B 494274103 10,482 615,190 SH   DFND 1 615,190 0 0
KIMBERLY-CLARK CORP COM 494368103 462,380 4,207,955 SH   DFND 1 4,188,795 0 19,160
KIMBERLY-CLARK CORP COM 494368103 38 348 SH   DFND 1 2 348 0 0
KIMCO REALTY CORP COM 49446R109 54 3,784 SH   DFND 1 2 3,784 0 0
KIMCO REALTY CORP COM 49446R109 81,560 5,675,449 SH   DFND 1 5,653,303 0 22,146
KINDER MORGAN INC COM 49456B101 201 13,413 SH   DFND 1 2 13,413 0 0
KINDER MORGAN INC COM 49456B101 313,267 20,854,734 SH   DFND 1 20,752,714 0 102,020
KINDRED BIOSCIENCES INC COM 494577109 1,828 211,428 SH   DFND 1 211,428 0 0
KINDRED HEALTHCARE INC COM 494580103 6,644 726,162 SH   DFND 1 726,162 0 0
KINGOLD JEWELRY INC COM NEW 49579A204 34 26,949 SH   DFND 1 26,949 0 0
KINGSTONE COS INC COM 496719105 1,235 73,514 SH   DFND 1 73,514 0 0
KINROSS GOLD CORP COMSTK 496902404 2,974 760,237 SH   DFND 1 759,627 0 610
KINSALE CAPITAL GROUP INC COM 49714P108 8,561 166,798 SH   DFND 1 166,798 0 0
KIRBY CORP COM 497266106 35,350 459,399 SH   DFND 1 456,774 0 2,625
KIRKLAND'S INC COM 497498105 1 170 SH   DFND 1 2 170 0 0
KIRKLAND'S INC COM 497498105 1,245 128,551 SH   DFND 1 128,551 0 0
KITE REALTY GROUP TRUST COM NEW 49803T300 13,266 871,068 SH   DFND 1 871,068 0 0
KKR REAL ESTATE FINANCE TRUS COM 48251K100 2,711 135,156 SH   DFND 1 135,156 0 0
KLA-TENCOR CORP COM 482480100 615 5,649 SH   DFND 1 2 5,649 0 0
KLA-TENCOR CORP COM 482480100 240,041 2,206,405 SH   DFND 1 2,191,683 0 14,722
KLONDEX MINES LTD COM 498696103 956 406,665 SH   DFND 1 406,665 0 0
KLX INC COM 482539103 355 5,000 SH   DFND 1 2 5,000 0 0
KLX INC COM 482539103 33,659 473,672 SH   DFND 1 471,049 0 2,623
KMG CHEMICALS INC COM 482564101 1 19 SH   DFND 1 2 19 0 0
KMG CHEMICALS INC COM 482564101 6,164 102,834 SH   DFND 1 102,834 0 0
KNIGHT-SWIFT TRANSPORTATION CL A 499049104 49,779 1,082,864 SH   DFND 1 1,076,598 0 6,266
KNOLL INC COM NEW 498904200 9,508 470,932 SH   DFND 1 469,952 0 980
KNOWLES CORP COM 49926D109 9,761 775,307 SH   DFND 1 770,951 0 4,356
KOHLS CORP COM 500255104 172,287 2,634,467 SH   DFND 1 2,624,631 0 9,836
KOHLS CORP COM 500255104 123 1,892 SH   DFND 1 2 1,892 0 0
KONA GRILL INC COM 50047H201 98 52,010 SH   DFND 1 52,010 0 0
KONINKLIJKE PHILIPS NVR- NY NY REG SH NEW 500472303 465 12,140 SH   DFND 1 10,600 0 1,540
KOPIN CORP COM 500600101 1,638 525,311 SH   DFND 1 525,311 0 0
KOPPERS HOLDINGS INC COM 50060P106 7,167 174,390 SH   DFND 1 174,390 0 0
KORN/FERRY INTERNATIONAL COM NEW 500643200 24,922 483,083 SH   DFND 1 483,083 0 0
KORNIT DIGITAL LTD SHS M6372Q113 295 22,892 SH   DFND 1 22,892 0 0
KOSMOS ENERGY LTD SHS G5315B107 12,506 1,985,221 SH   DFND 1 1,985,221 0 0
KRAFT HEINZ CO/THE COM 500754106 446,907 7,191,063 SH   DFND 1 7,109,469 0 81,594
KRAFT HEINZ CO/THE COM 500754106 136 2,194 SH   DFND 1 2 2,194 0 0
KRATON CORP COM 50077C106 13,087 274,310 SH   DFND 1 274,310 0 0
KRATOS DEFENSE & SECURITY COM NEW 50077B207 8,305 807,104 SH   DFND 1 807,104 0 0
KROGER CO COM 501044101 221,961 9,295,752 SH   DFND 1 9,249,739 0 46,013
KRONOS WORLDWIDE INC COM 50105F105 9,555 422,815 SH   DFND 1 422,815 0 0
KRONOS WORLDWIDE INC COM 50105F105 90 4,000 SH   DFND 1 2 4,000 0 0
KULICKE & SOFFA INDUSTRIES COM 501242101 12,872 514,687 SH   DFND 1 514,687 0 0
KULICKE & SOFFA INDUSTRIES COM 501242101 225 9,006 SH   DFND 1 2 9,006 0 0
KURA ONCOLOGY INC COM 50127T109 4,374 233,331 SH   DFND 1 233,331 0 0
KVH INDUSTRIES INC COM 482738101 1,245 120,323 SH   DFND 1 120,323 0 0
KYOCERA CORP -SPONS ADR ADR 501556203 325 5,738 SH   DFND 1 4,418 0 1,320
L BRANDS INC COM 501797104 107,202 2,812,147 SH   DFND 1 2,798,641 0 13,506
L BRANDS INC COM 501797104 163 4,274 SH   DFND 1 2 4,274 0 0
L3 TECHNOLOGIES INC COM 502413107 187,611 904,214 SH   DFND 1 900,150 0 4,064
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 5,087 170,842 SH   DFND 1 170,842 0 0
LA QUINTA HOLDINGS INC COM 50420D108 567 30,000 SH   DFND 1 2 30,000 0 0
LA QUINTA HOLDINGS INC COM 50420D108 13,112 693,425 SH   DFND 1 693,425 0 0
LABORATORY CRP OF AMER HLDGS COM NEW 50540R409 195,863 1,213,630 SH   DFND 1 1,208,336 0 5,294
LABORATORY CRP OF AMER HLDGS COM NEW 50540R409 182 1,129 SH   DFND 1 2 1,129 0 0
LADDER CAPITAL CORP-REIT CL A 505743104 11,449 759,224 SH   DFND 1 759,224 0 0
LADENBURG THALMANN FINANCIAL COM 50575Q102 2,525 772,244 SH   DFND 1 772,244 0 0
LAKELAND BANCORP INC COM 511637100 8,398 423,078 SH   DFND 1 423,078 0 0
LAKELAND FINANCIAL CORP COM 511656100 10,876 235,272 SH   DFND 1 235,272 0 0
LAKELAND INDUSTRIES INC COM 511795106 458 35,442 SH   DFND 1 35,442 0 0
LAM RESEARCH CORP COM 512807108 391,611 1,932,273 SH   DFND 1 1,916,920 0 15,353
LAMAR ADVERTISING CO-A CL A 512816109 35 550 SH   DFND 1 2 550 0 0
LAMAR ADVERTISING CO-A CL A 512816109 49,562 778,546 SH   DFND 1 774,451 0 4,095
LAMB WESTON HOLDINGS INC COM 513272104 54 934 SH   DFND 1 2 934 0 0
LAMB WESTON HOLDINGS INC COM 513272104 73,300 1,259,025 SH   DFND 1 1,251,542 0 7,483
LANCASTER COLONY CORP COM 513847103 22,061 179,159 SH   DFND 1 178,210 0 949
LANDCADIA HOLDINGS INC CL A 51476W107 6,604 657,800 SH   DFND 1 2 657,800 0 0
LANDCADIA HOLDINGS INC CL A 51476W107 158 15,779 SH   DFND 1 15,779 0 0
LANDCADIA HOLDINGS INC-CW23 *W EXP 06/01/202 51476W115 55 75,000 SH   DFND 1 2 75,000 0 0
LANDEC CORP COM 514766104 2,958 226,702 SH   DFND 1 226,702 0 0
LANDMARK INFRASTRUCTURE PART COM UNIT LTD 51508J108 201 12,077 SH   DFND 1 12,077 0 0
LANDS' END INC COM 51509F105 3,944 168,950 SH   DFND 1 168,823 0 127
LANDSTAR SYSTEM INC COM 515098101 40,518 369,528 SH   DFND 1 367,475 0 2,053
LANDSTAR SYSTEM INC COM 515098101 88 804 SH   DFND 1 2 804 0 0
LANNETT CO INC COM 516012101 4,057 252,833 SH   DFND 1 252,693 0 140
LANTHEUS HOLDINGS INC COM 516544103 6,082 382,570 SH   DFND 1 382,570 0 0
LANTHEUS HOLDINGS INC COM 516544103 0 15 SH   DFND 1 2 15 0 0
LANTRONIX INC COM NEW 516548203 23 11,642 SH   DFND 1 11,642 0 0
LAREDO PETROLEUM INC COM 516806106 110 12,649 SH   DFND 1 2 12,649 0 0
LAREDO PETROLEUM INC COM 516806106 9,910 1,137,876 SH   DFND 1 1,137,876 0 0
LAS VEGAS SANDS CORP COM 517834107 190,956 2,658,891 SH   DFND 1 2,658,891 0 0
LASALLE HOTEL PROPERTIES COM SH BEN INT 517942108 35,635 1,228,378 SH   DFND 1 1,222,422 0 5,956
LATTICE SEMICONDUCTOR CORP COM 518415104 6,738 1,209,836 SH   DFND 1 1,209,836 0 0
LAUREATE EDUCATION INC-A CL A 518613203 5,851 425,595 SH   DFND 1 425,595 0 0
LAWSON PRODUCTS INC COM 520776105 1,218 48,247 SH   DFND 1 48,247 0 0
LAYN 8 05/01/19 144A NOTE 8.000% 5/0 521050AD6 16,670 13,000,000 PRN   DFND 1 2 13,000,000 0 0
LAYNE CHRISTENSEN COMPANY COM 521050104 2,586 173,363 SH   DFND 1 173,363 0 0
LAZARD LTD-CL A SHS A G54050102 360 6,850 SH   DFND 1 2 6,850 0 0
LAZARD LTD-CL A SHS A G54050102 59,435 1,130,808 SH   DFND 1 1,129,998 0 810
LA-Z-BOY INC COM 505336107 18,281 610,396 SH   DFND 1 610,396 0 0
LA-Z-BOY INC COM 505336107 233 7,799 SH   DFND 1 2 7,799 0 0
LCI INDUSTRIES COM 50189K103 22,055 211,771 SH   DFND 1 211,771 0 0
LCNB CORPORATION COM 50181P100 1,205 63,444 SH   DFND 1 63,444 0 0
LEAF GROUP LTD COM 52177G102 650 92,309 SH   DFND 1 90,672 0 1,637
LEAR CORP COM NEW 521865204 599 3,219 SH   DFND 1 2 3,219 0 0
LEAR CORP COM NEW 521865204 144,619 777,660 SH   DFND 1 777,660 0 0
LEE ENTERPRISES COM 523768109 500 256,513 SH   DFND 1 256,513 0 0
LEGACY ACQUISITION CORP-CW22 *W EXP 11/30/202 524643111 231 700,000 SH   DFND 1 2 700,000 0 0
LEGACY RESERVES LP UNIT LP INT 524707304 0 200 SH   DFND 1 2 200 0 0
LEGACY RESERVES LP UNIT LP INT 524707304 122 25,959 SH   DFND 1 25,959 0 0
LEGACYTEXAS FINANCIAL GROUP COM 52471Y106 36 863 SH   DFND 1 2 863 0 0
LEGACYTEXAS FINANCIAL GROUP COM 52471Y106 18,895 441,286 SH   DFND 1 441,286 0 0
LEGG MASON INC COM 524901105 32,156 791,061 SH   DFND 1 786,926 0 4,135
LEGG MASON INC COM 524901105 128 3,158 SH   DFND 1 2 3,158 0 0
LEGGETT & PLATT INC COM 524660107 75,205 1,698,829 SH   DFND 1 1,691,675 0 7,154
LEIDOS HOLDINGS INC COM 525327102 80,272 1,228,473 SH   DFND 1 1,220,624 0 7,849
LEMAITRE VASCULAR INC COM 525558201 5,449 150,415 SH   DFND 1 150,415 0 0
LENDINGCLUB CORP COM 52603A109 10,637 3,039,147 SH   DFND 1 3,039,147 0 0
LENDINGTREE INC COM 52603B107 28,866 87,966 SH   DFND 1 87,497 0 469
LENNAR CORP - B SHS CL B 526057302 1,990 41,748 SH   DFND 1 40,283 0 1,465
LENNAR CORP - B SHS CL B 526057302 2,312 48,500 SH   DFND 1 2 48,500 0 0
LENNAR CORP-A CL A 526057104 137 2,331 SH   DFND 1 2 2,331 0 0
LENNAR CORP-A CL A 526057104 184,971 3,145,522 SH   DFND 1 3,131,294 0 14,228
LENNOX INTERNATIONAL INC COM 526107107 66,193 324,204 SH   DFND 1 322,367 0 1,837
LEO HOLDINGS CORP UNIT 99/99/9999 G5463L121 3,500 350,000 SH   DFND 1 2 350,000 0 0
LEUCADIA NATIONAL CORP COM 527288104 78 3,445 SH   DFND 1 2 3,445 0 0
LEUCADIA NATIONAL CORP COM 527288104 116,720 5,144,021 SH   DFND 1 5,127,718 0 16,303
LEXICON PHARMACEUTICALS INC COM NEW 528872302 3,871 451,742 SH   DFND 1 451,742 0 0
LEXINGTON REALTY TRUST COM 529043101 14,748 1,874,000 SH   DFND 1 1,874,000 0 0
LGI HOMES INC COM 50187T106 11,305 160,208 SH   DFND 1 160,208 0 0
LGIH 4.25 11/15/19 NOTE 4.250%11/1 50187TAB2 26,180 8,000,000 PRN   DFND 1 2 8,000,000 0 0
LHC GROUP INC COM 50187A107 9,206 149,559 SH   DFND 1 149,559 0 0
LIBBEY INC COM 529898108 835 170,903 SH   DFND 1 170,903 0 0
LIBERTY BROADBAND-A COM SER A 530307107 20,857 245,964 SH   DFND 1 245,964 0 0
LIBERTY BROADBAND-C COM SER C 530307305 104,454 1,219,759 SH   DFND 1 1,219,759 0 0
LIBERTY EXPEDIA HOLD-A SER A COM 53046P109 20,124 512,323 SH   DFND 1 512,323 0 0
LIBERTY GLOBAL PLC- C SHS CL C G5480U120 128,139 4,214,871 SH   DFND 1 4,191,485 0 23,386
LIBERTY GLOBAL PLC-A SHS CL A G5480U104 46,981 1,502,101 SH   DFND 1 1,493,233 0 8,868
LIBERTY LATIN AMERIC-CL A COM CL A G9001E102 5,889 302,788 SH   DFND 1 302,788 0 0
LIBERTY LATIN AMERIC-CL C COM CL C G9001E128 14,806 775,637 SH   DFND 1 775,637 0 0
LIBERTY MEDIA CORP-BRAVES A COM A BRAVES GRP 531229706 2,045 90,013 SH   DFND 1 90,013 0 0
LIBERTY MEDIA CORP-BRAVES C COM C BRAVES GRP 531229888 7,862 344,538 SH   DFND 1 344,538 0 0
LIBERTY MEDIA CORP-LIBERTY-A COM SER A FRMLA 531229870 6,800 232,173 SH   DFND 1 232,173 0 0
LIBERTY MEDIA CORP-LIBERTY-C COM SER C FRMLA 531229854 56,203 1,823,043 SH   DFND 1 1,823,043 0 0
LIBERTY MEDIA COR-SIRIUSXM A COM A SIRIUSXM 531229409 189 4,614 SH   DFND 1 2 4,614 0 0
LIBERTY MEDIA COR-SIRIUSXM A COM A SIRIUSXM 531229409 33,928 826,078 SH   DFND 1 826,078 0 0
LIBERTY MEDIA COR-SIRIUSXM C COM C SIRIUSXM 531229607 57,954 1,420,281 SH   DFND 1 1,420,281 0 0
LIBERTY MEDIA-INTERACTIVE A COM QVC GP COM SER A 53071M104 485 19,293 SH   DFND 1 2 19,293 0 0
LIBERTY MEDIA-INTERACTIVE A COM QVC GP COM SER A 53071M104 112,962 4,491,563 SH   DFND 1 4,472,787 0 18,776
LIBERTY OILFIELD SERVICES -A COM CL A 53115L104 1,788 105,864 SH   DFND 1 105,864 0 0
LIBERTY PROPERTY TRUST SH BEN INT 531172104 66,894 1,684,652 SH   DFND 1 1,677,445 0 7,207
LIBERTY TAX INC CL A 53128T102 806 79,820 SH   DFND 1 79,820 0 0
LIBERTY TAX INC CL A 53128T102 142 14,146 SH   DFND 1 2 14,146 0 0
LIBERTY TRIPADVISOR HDG-A COM SER A 531465102 7,864 731,575 SH   DFND 1 731,306 0 269
LIFE STORAGE INC COM 53223X107 40,773 488,183 SH   DFND 1 485,909 0 2,274
LIFEPOINT HEALTH INC COM 53219L109 16,974 361,149 SH   DFND 1 359,250 0 1,899
LIFEPOINT HEALTH INC COM 53219L109 203 4,332 SH   DFND 1 2 4,332 0 0
LIFETIME BRANDS INC COM 53222Q103 1,190 96,027 SH   DFND 1 96,027 0 0
LIFEVANTAGE CORP COM NEW 53222K205 326 90,377 SH   DFND 1 90,377 0 0
LIFEWAY FOODS INC COM 531914109 294 49,223 SH   DFND 1 49,223 0 0
LIGAND PHARMACEUTICALS COM NEW 53220K504 79 480 SH   DFND 1 2 480 0 0
LIGAND PHARMACEUTICALS COM NEW 53220K504 32,610 197,447 SH   DFND 1 197,447 0 0
LIGHTBRIDGE CORP COM NEW 53224K203 15 13,315 SH   DFND 1 13,315 0 0
LIGHTPATH TECHNOLOGIES INC-A CL A NEW 532257805 195 88,989 SH   DFND 1 88,989 0 0
LILIS ENERGY INC COM NEW 532403201 1,343 338,520 SH   DFND 1 338,520 0 0
LIMELIGHT NETWORKS INC COM 53261M104 4,082 993,322 SH   DFND 1 993,322 0 0
LIMONEIRA CO COM 532746104 2,285 96,305 SH   DFND 1 96,305 0 0
LINCOLN EDUCATIONAL SERVICES COM 533535100 214 111,083 SH   DFND 1 111,083 0 0
LINCOLN ELECTRIC HOLDINGS COM 533900106 49,159 546,521 SH   DFND 1 543,000 0 3,521
LINCOLN NATIONAL CORP COM 534187109 35 481 SH   DFND 1 2 481 0 0
LINCOLN NATIONAL CORP COM 534187109 184,556 2,532,116 SH   DFND 1 2,519,970 0 12,146
LINDBLAD EXPEDITIONS HOLDING COM 535219109 2,088 203,320 SH   DFND 1 203,320 0 0
LINDSAY CORP COM 535555106 8,551 93,521 SH   DFND 1 93,521 0 0
LIONS GATE ENTERTAINMENT-A CL A VTG 535919401 13,719 531,137 SH   DFND 1 531,137 0 0
LIONS GATE ENTERTAINMENT-B CL B NON VTG 535919500 22,890 950,613 SH   DFND 1 950,613 0 0
LIPOCINE INC COM 53630X104 159 104,428 SH   DFND 1 104,428 0 0
LIQTECH INTERNATIONAL INC COM 53632A102 44 90,569 SH   DFND 1 90,569 0 0
LIQUIDITY SERVICES INC COM 53635B107 1,361 209,458 SH   DFND 1 209,458 0 0
LITHIA MOTORS INC-CL A CL A 536797103 20,353 202,479 SH   DFND 1 202,479 0 0
LITHIA MOTORS INC-CL A CL A 536797103 35 357 SH   DFND 1 2 357 0 0
LITTELFUSE INC COM 537008104 46,304 222,423 SH   DFND 1 221,209 0 1,214
LIVANOVA PLC SHS G5509L101 36,549 412,987 SH   DFND 1 410,862 0 2,125
LIVE NATION ENTERTAINMENT IN COM 538034109 48,756 1,157,895 SH   DFND 1 1,151,286 0 6,609
LIVE OAK BANCSHARES INC COM 53803X105 6,908 248,517 SH   DFND 1 248,517 0 0
LIVE VENTURES INC COM NEW 538142308 180 14,842 SH   DFND 1 14,842 0 0
LIVEPERSON INC COM 538146101 8,412 514,544 SH   DFND 1 514,544 0 0
LKQ CORP COM 501889208 137,906 3,642,276 SH   DFND 1 3,626,210 0 16,066
LLOYDS BANKING GROUP PLC-ADR SPONSORED ADR 539439109 962 258,691 SH   DFND 1 248,134 0 10,557
LLOYDS BANKING GROUP PLC-ADR SPONSORED ADR 539439109 144 38,755 SH   DFND 1 2 38,755 0 0
LOCKHEED MARTIN CORP COM 539830109 929,316 2,756,781 SH   DFND 1 2,743,846 0 12,935
LOEWS CORP COM 540424108 250 5,036 SH   DFND 1 2 5,036 0 0
LOEWS CORP COM 540424108 189,354 3,815,051 SH   DFND 1 3,801,013 0 14,038
LOGITECH INTERNATIONAL-REG SHS H50430232 3,603 98,108 SH   DFND 1 98,108 0 0
LOGMEIN INC COM 54142L109 54,642 472,891 SH   DFND 1 470,330 0 2,561
LONESTAR RESOURCES US I-CL A CL A VTG 54240F103 481 110,879 SH   DFND 1 110,879 0 0
LONGFIN CORP COM CLASS A 54304F106 5,417 313,861 SH   DFND 1 313,861 0 0
LORAL SPACE & COMMUNICATIONS COM 543881106 5,138 123,382 SH   DFND 1 123,382 0 0
LOUISIANA-PACIFIC CORP COM 546347105 79,353 2,758,192 SH   DFND 1 2,751,108 0 7,084
LOUISIANA-PACIFIC CORP COM 546347105 487 16,936 SH   DFND 1 2 16,936 0 0
LOWE'S COS INC COM 548661107 835,002 9,538,822 SH   DFND 1 9,493,394 0 45,428
LOXO ONCOLOGY INC COM 548862101 24,702 214,112 SH   DFND 1 214,112 0 0
LPL FINANCIAL HOLDINGS INC COM 50212V100 33 544 SH   DFND 1 2 544 0 0
LPL FINANCIAL HOLDINGS INC COM 50212V100 55,429 907,639 SH   DFND 1 907,639 0 0
LRAD CORP COM 50213V109 329 143,413 SH   DFND 1 143,413 0 0
LSB INDUSTRIES INC COM 502160104 1,031 168,317 SH   DFND 1 168,317 0 0
LSC COMMUNICATIONS INC COM 50218P107 180 10,333 SH   DFND 1 2 10,333 0 0
LSC COMMUNICATIONS INC COM 50218P107 13,823 792,178 SH   DFND 1 791,723 0 455
LSI INDUSTRIES INC COM 50216C108 1,794 221,212 SH   DFND 1 221,212 0 0
LSI INDUSTRIES INC COM 50216C108 67 8,366 SH   DFND 1 2 8,366 0 0
LTC PROPERTIES INC COM 502175102 15,319 403,151 SH   DFND 1 403,151 0 0
LUBY'S INC COM 549282101 193 69,569 SH   DFND 1 69,569 0 0
LULULEMON ATHLETICA INC COM 550021109 89,871 1,009,291 SH   DFND 1 1,009,291 0 0
LULULEMON ATHLETICA INC COM 550021109 156 1,753 SH   DFND 1 2 1,753 0 0
LUMBER LIQUIDATORS HOLDINGS COM 55003T107 5,729 239,534 SH   DFND 1 239,534 0 0
LUMENTUM HOLDINGS INC COM 55024U109 35,994 564,171 SH   DFND 1 564,171 0 0
LUMINEX CORP COM 55027E102 8,992 426,815 SH   DFND 1 426,815 0 0
LUMINEX CORP COM 55027E102 2 109 SH   DFND 1 2 109 0 0
LUNA INNOVATIONS INC COM 550351100 482 148,929 SH   DFND 1 148,929 0 0
LUTHER BURBANK CORP COM 550550107 1,245 103,744 SH   DFND 1 103,744 0 0
LYDALL INC COM 550819106 7,321 151,750 SH   DFND 1 151,750 0 0
LYONDELLBASELL INDU-CL A SHS - A - N53745100 427,742 4,056,682 SH   DFND 1 4,037,945 0 18,737
LYONDELLBASELL INDU-CL A SHS - A - N53745100 720 6,814 SH   DFND 1 2 6,814 0 0
M & T BANK CORP COM 55261F104 323,525 1,758,936 SH   DFND 1 1,751,010 0 7,926
M I ACQUISITIONS INC *W EXP 11/15/202 55304A112 159 200,000 SH   DFND 1 2 200,000 0 0
M/I HOMES INC COM 55305B101 7,286 228,765 SH   DFND 1 228,765 0 0
MACATAWA BANK CORP COM 554225102 1,830 178,257 SH   DFND 1 178,257 0 0
MACERICH CO/THE COM 554382101 82,605 1,477,457 SH   DFND 1 1,471,819 0 5,638
MACK-CALI REALTY CORP COM 554489104 15,591 933,074 SH   DFND 1 928,683 0 4,391
MACK-CALI REALTY CORP COM 554489104 41 2,511 SH   DFND 1 2 2,511 0 0
MACOM TECHNOLOGY SOLUTIONS H COM 55405Y100 6,521 392,868 SH   DFND 1 392,868 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 26,707 723,766 SH   DFND 1 722,712 0 1,054
MACROGENICS INC COM 556099109 7,823 310,953 SH   DFND 1 310,953 0 0
MACROGENICS INC COM 556099109 73 2,907 SH   DFND 1 2 2,907 0 0
MACY'S INC COM 55616P104 138,294 4,658,450 SH   DFND 1 4,642,606 0 15,844
MACY'S INC COM 55616P104 356 11,972 SH   DFND 1 2 11,972 0 0
MADISON SQUARE GARDEN CO- A CL A 55825T103 467 1,900 SH   DFND 1 2 1,900 0 0
MADISON SQUARE GARDEN CO- A CL A 55825T103 35,634 144,973 SH   DFND 1 144,973 0 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 6,014 51,502 SH   DFND 1 51,502 0 0
MAGAL SECURITY SYS LTD ORD M6786D104 65 11,406 SH   DFND 1 11,406 0 0
MAGELLAN HEALTH INC COM NEW 559079207 30,603 285,750 SH   DFND 1 285,750 0 0
MAGELLAN MIDSTREAM PARTNERS COM UNIT RP LP 559080106 238 4,079 SH   DFND 1 2 4,079 0 0
MAGIC SOFTWARE ENTERPRISES ORD 559166103 242 28,509 SH   DFND 1 28,509 0 0
MAGNA INTERNATIONAL INC COM 559222401 14,378 257,838 SH   DFND 1 257,324 0 514
MAGNA INTERNATIONAL INC COM 559222401 743 13,201 SH   DFND 1 2 13,201 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 4,371 672,550 SH   DFND 1 670,143 0 2,407
MAINSOURCE FINANCIAL GROUP I COM 56062Y102 9,841 242,098 SH   DFND 1 242,098 0 0
MAJESCO COM 56068V102 323 63,895 SH   DFND 1 63,895 0 0
MAKEMYTRIP LTD SHS V5633W109 1,913 55,130 SH   DFND 1 55,130 0 0
MALIBU BOATS INC - A COM CL A 56117J100 6,300 189,703 SH   DFND 1 189,703 0 0
MALLINCKRODT PLC SHS G5785G107 11,905 822,170 SH   DFND 1 817,868 0 4,302
MALLINCKRODT PLC SHS G5785G107 26 1,862 SH   DFND 1 2 1,862 0 0
MALVERN BANCORP INC COM 561409103 2,164 83,257 SH   DFND 1 83,257 0 0
MAMMOTH ENERGY SERVICES INC COM 56155L108 4,209 131,296 SH   DFND 1 131,296 0 0
MANHATTAN ASSOCIATES INC COM 562750109 25,535 609,730 SH   DFND 1 606,401 0 3,329
MANITEX INTERNATIONAL INC COM 563420108 793 69,438 SH   DFND 1 69,438 0 0
MANITOWOC COMPANY INC COM NEW 563571405 8,310 292,014 SH   DFND 1 292,014 0 0
MANNING & NAPIER INC CL A 56382Q102 405 115,972 SH   DFND 1 115,972 0 0
MANNKIND CORP COM NEW 56400P706 1,377 604,366 SH   DFND 1 604,366 0 0
MANPOWERGROUP INC COM 56418H100 273 2,377 SH   DFND 1 2 2,377 0 0
MANPOWERGROUP INC COM 56418H100 81,399 707,711 SH   DFND 1 704,278 0 3,433
MANTECH INTERNATIONAL CORP-A CL A 564563104 16,114 290,502 SH   DFND 1 290,502 0 0
MANULIFE FINANCIAL CORP COM 56501R106 22,572 1,230,977 SH   DFND 1 1,229,330 0 1,647
MARATHON OIL CORP COM 565849106 175,600 10,912,149 SH   DFND 1 10,866,847 0 45,302
MARATHON OIL CORP COM 565849106 157 9,769 SH   DFND 1 2 9,769 0 0
MARATHON PATENT GROUP INC COM PAR 56585W302 12 11,166 SH   DFND 1 11,166 0 0
MARATHON PETROLEUM CORP COM 56585A102 503 6,881 SH   DFND 1 2 6,881 0 0
MARATHON PETROLEUM CORP COM 56585A102 455,625 6,245,287 SH   DFND 1 6,219,377 0 25,910
MARCHEX INC-CLASS B CL B 56624R108 448 164,240 SH   DFND 1 163,055 0 1,185
MARCUS & MILLICHAP INC COM 566324109 238 6,620 SH   DFND 1 2 6,620 0 0
MARCUS & MILLICHAP INC COM 566324109 4,775 132,438 SH   DFND 1 132,438 0 0
MARCUS CORPORATION COM 566330106 4,956 163,300 SH   DFND 1 163,300 0 0
MARIN SOFTWARE INC COM NEW 56804T205 82 12,445 SH   DFND 1 12,445 0 0
MARINE PRODUCTS CORP COM 568427108 751 53,666 SH   DFND 1 53,666 0 0
MARINEMAX INC COM 567908108 3,626 186,476 SH   DFND 1 186,476 0 0
MARINUS PHARMACEUTICALS INC COM 56854Q101 626 164,060 SH   DFND 1 164,060 0 0
MARKEL CORP COM 570535104 140,398 120,081 SH   DFND 1 120,081 0 0
MARKETAXESS HOLDINGS INC COM 57060D108 71,928 330,798 SH   DFND 1 328,959 0 1,839
MARLIN BUSINESS SERVICES INC COM 571157106 3,564 125,721 SH   DFND 1 125,721 0 0
MARLIN BUSINESS SERVICES INC COM 571157106 64 2,270 SH   DFND 1 2 2,270 0 0
MARRIOTT INTERNATIONAL -CL A CL A 571903202 452,197 3,333,793 SH   DFND 1 3,303,507 0 30,286
MARRIOTT VACATIONS WORLD COM 57164Y107 25,849 194,067 SH   DFND 1 194,067 0 0
MARRONE BIO INNOVATIONS INC COM 57165B106 178 89,410 SH   DFND 1 89,410 0 0
MARSH & MCLENNAN COS COM 571748102 472,284 5,732,123 SH   DFND 1 5,705,698 0 26,425
MARSH & MCLENNAN COS COM 571748102 201 2,444 SH   DFND 1 2 2,444 0 0
MARTEN TRANSPORT LTD COM 573075108 8,605 377,414 SH   DFND 1 377,414 0 0
MARTIN MARIETTA MATERIALS COM 573284106 140,295 678,569 SH   DFND 1 675,239 0 3,330
MARTIN MIDSTREAM PARTNERS LP UNIT L P INT 573331105 324 24,013 SH   DFND 1 24,013 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 107,219 5,108,472 SH   DFND 1 5,107,572 0 900
MASCO CORP COM 574599106 9 243 SH   DFND 1 2 243 0 0
MASCO CORP COM 574599106 140,172 3,474,932 SH   DFND 1 3,457,765 0 17,167
MASIMO CORP COM 574795100 43,586 495,586 SH   DFND 1 492,254 0 3,332
MASONITE INTERNATIONAL CORP COM 575385109 14,801 241,257 SH   DFND 1 241,257 0 0
MASONITE INTERNATIONAL CORP COM 575385109 257 4,195 SH   DFND 1 2 4,195 0 0
MASTEC INC COM 576323109 26,770 568,970 SH   DFND 1 568,970 0 0
MASTERCARD INC - A CL A 57636Q104 1,977,251 11,314,411 SH   DFND 1 11,264,066 0 50,345
MATADOR RESOURCES CO COM 576485205 24,617 823,049 SH   DFND 1 818,276 0 4,773
MATCH GROUP INC COM 57665R106 21,297 479,245 SH   DFND 1 479,245 0 0
MATERION CORP COM 576690101 8,830 172,981 SH   DFND 1 172,981 0 0
MATINAS BIOPHARMA HOLDINGS I COM 576810105 415 543,804 SH   DFND 1 543,804 0 0
MATLIN AND PARTNERS ACQ-CW21 *W EXP 05/28/202 57682V114 265 500,000 SH   DFND 1 2 500,000 0 0
MATLIN AND PARTNERS ACQUISIT UNIT 05/28/2021A 57682V205 1,028 100,000 SH   DFND 1 2 100,000 0 0
MATRIX SERVICE CO COM 576853105 38 2,809 SH   DFND 1 2 2,809 0 0
MATRIX SERVICE CO COM 576853105 3,458 252,448 SH   DFND 1 252,448 0 0
MATSON INC COM 57686G105 10,290 359,295 SH   DFND 1 359,295 0 0
MATTEL INC COM 577081102 460 35,000 SH   DFND 1 2 35,000 0 0
MATTEL INC COM 577081102 53,768 4,097,498 SH   DFND 1 4,079,496 0 18,002
MATTERSIGHT CORP COM 577097108 161 77,017 SH   DFND 1 77,017 0 0
MATTHEWS INTL CORP-CLASS A CL A 577128101 14,920 294,865 SH   DFND 1 294,865 0 0
MAUI LAND & PINEAPPLE CO COM 577345101 1,240 106,490 SH   DFND 1 106,490 0 0
MAXIM INTEGRATED PRODUCTS COM 57772K101 175,763 2,920,905 SH   DFND 1 2,907,954 0 12,951
MAXIMUS INC COM 577933104 190 2,847 SH   DFND 1 2 2,847 0 0
MAXIMUS INC COM 577933104 46,755 700,568 SH   DFND 1 697,379 0 3,189
MAXLINEAR INC COM 57776J100 11,837 520,314 SH   DFND 1 520,314 0 0
MAXWELL TECHNOLOGIES INC COM 577767106 1,550 261,433 SH   DFND 1 261,433 0 0
MAZOR ROBOTICS LTD-SPON ADR SPONSORED ADS 57886P103 622 10,141 SH   DFND 1 10,141 0 0
MB FINANCIAL INC COM 55264U108 32,536 803,769 SH   DFND 1 799,660 0 4,109
MB FINANCIAL INC COM 55264U108 607 15,000 SH   DFND 1 2 15,000 0 0
MBIA INC COM 55262C100 7,852 847,952 SH   DFND 1 847,952 0 0
MBT FINANCIAL CORP COM 578877102 1,496 139,196 SH   DFND 1 139,196 0 0
MCBC HOLDINGS INC COM 55276F107 6,472 256,833 SH   DFND 1 256,833 0 0
MCBC HOLDINGS INC COM 55276F107 150 5,975 SH   DFND 1 2 5,975 0 0
MCCLATCHY CO-CLASS A CL A NEW 579489303 314 34,032 SH   DFND 1 34,032 0 0
MCCORMICK & CO-NON VTG SHRS COM NON VTG 579780206 148,754 1,401,338 SH   DFND 1 1,394,824 0 6,514
MCDERMOTT INTL INC COM 580037109 143 23,547 SH   DFND 1 2 23,547 0 0
MCDERMOTT INTL INC COM 580037109 19,727 3,239,289 SH   DFND 1 3,239,289 0 0
MCDONALD'S CORP COM 580135101 1,301,162 8,340,890 SH   DFND 1 8,297,142 0 43,748
MCDONALD'S CORP COM 580135101 247 1,580 SH   DFND 1 2 1,580 0 0
MCEWEN MINING INC COM 58039P107 3,135 1,507,666 SH   DFND 1 1,507,666 0 0
MCGRATH RENTCORP COM 580589109 11,996 223,446 SH   DFND 1 223,446 0 0
MCHP 1.625 02/15/25 NOTE 1.625% 2/1 595017AD6 23,720 13,379,000 PRN   DFND 1 2 13,379,000 0 0
MCHP 2.25 02/15/37 SDCV 2.250% 2/1 595017AH7 10,721 9,000,000 PRN   DFND 1 2 9,000,000 0 0
MCKESSON CORP COM 58155Q103 359 2,551 SH   DFND 1 2 2,551 0 0
MCKESSON CORP COM 58155Q103 339,985 2,418,969 SH   DFND 1 2,407,803 0 11,166
MDC HOLDINGS INC COM 552676108 5 207 SH   DFND 1 2 207 0 0
MDC HOLDINGS INC COM 552676108 14,503 519,484 SH   DFND 1 518,175 0 1,309
MDC PARTNERS INC-A CL A SUB VTG 552697104 1,251 173,820 SH   DFND 1 173,820 0 0
MDCO 2.5 01/15/22 NOTE 2.500% 1/1 584688AE5 3,450 3,000,000 PRN   DFND 1 2 3,000,000 0 0
MDSO 1 08/01/18 NOTE 1.000% 8/0 58471AAB1 5,612 5,000,000 PRN   DFND 1 2 5,000,000 0 0
MDU RESOURCES GROUP INC COM 552690109 56,366 2,001,642 SH   DFND 1 1,992,103 0 9,539
MEDEQUITIES REALTY TRUST INC COM 58409L306 1,080 102,824 SH   DFND 1 2 102,824 0 0
MEDEQUITIES REALTY TRUST INC COM 58409L306 2,794 265,865 SH   DFND 1 265,865 0 0
MEDICAL PROPERTIES TRUST INC COM 58463J304 44,827 3,448,292 SH   DFND 1 3,430,430 0 17,862
MEDICAL TRANSCRIPTION BILLIN COM 58464J105 102 30,694 SH   DFND 1 30,694 0 0
MEDICINES COMPANY COM 584688105 21,100 640,566 SH   DFND 1 640,566 0 0
MEDICINOVA INC COM NEW 58468P206 3,463 338,925 SH   DFND 1 338,925 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 34,110 543,068 SH   DFND 1 540,171 0 2,897
MEDIFAST INC COM 58470H101 16,499 176,562 SH   DFND 1 176,562 0 0
MEDIFAST INC COM 58470H101 1,052 11,261 SH   DFND 1 2 11,261 0 0
MEDIWOUND LTD ORD SHS M68830104 54 10,429 SH   DFND 1 10,429 0 0
MEDLEY MANAGEMENT INC - A CL A COM 58503T106 258 45,358 SH   DFND 1 44,146 0 1,212
MEDNAX INC COM 58502B106 46,600 837,693 SH   DFND 1 833,112 0 4,581
MEDPACE HOLDINGS INC COM 58506Q109 1 57 SH   DFND 1 2 57 0 0
MEDPACE HOLDINGS INC COM 58506Q109 4,826 138,242 SH   DFND 1 138,242 0 0
MEDTRONIC PLC SHS G5960L103 121 1,519 SH   DFND 1 2 1,519 0 0
MEDTRONIC PLC SHS G5960L103 1,199,838 14,994,549 SH   DFND 1 14,920,278 0 74,271
MEET GROUP INC/THE COM 58513U101 1,248 597,168 SH   DFND 1 597,168 0 0
MEI PHARMA INC COM NEW 55279B202 422 204,136 SH   DFND 1 204,136 0 0
MELCO RESORTS & ENTERT-ADR ADR 585464100 25,887 904,347 SH   DFND 1 904,347 0 0
MELINTA THERAPEUTICS INC COM 58549G100 1,034 139,823 SH   DFND 1 139,823 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 2,325 31,926 SH   DFND 1 31,926 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 268 3,683 SH   DFND 1 2 3,683 0 0
MENLO THERAPEUTICS INC COM 586858102 2,436 64,842 SH   DFND 1 64,842 0 0
MERCADOLIBRE INC COM 58733R102 32,163 90,592 SH   DFND 1 88,808 0 1,784
MERCADOLIBRE INC COM 58733R102 19 55 SH   DFND 1 2 55 0 0
MERCANTILE BANK CORP COM 587376104 4,571 137,491 SH   DFND 1 137,491 0 0
MERCER INTERNATIONAL INC COM 588056101 808 64,944 SH   DFND 1 2 64,944 0 0
MERCER INTERNATIONAL INC COM 588056101 4,367 350,792 SH   DFND 1 350,792 0 0
MERCHANTS BANCORP/IN COM 58844R108 1,420 66,070 SH   DFND 1 66,070 0 0
MERCK & CO. INC. COM 58933Y105 81 1,495 SH   DFND 1 2 1,495 0 0
MERCK & CO. INC. COM 58933Y105 1,650,975 30,379,258 SH   DFND 1 30,232,363 0 146,895
MERCURY GENERAL CORP COM 589400100 236 5,155 SH   DFND 1 2 5,155 0 0
MERCURY GENERAL CORP COM 589400100 13,860 302,176 SH   DFND 1 299,464 0 2,712
MERCURY SYSTEMS INC COM 589378108 21,128 437,261 SH   DFND 1 437,261 0 0
MEREDITH CORP COM 589433101 17,711 329,212 SH   DFND 1 326,907 0 2,305
MEREDITH CORP COM 589433101 88 1,652 SH   DFND 1 2 1,652 0 0
MERIDIAN BANCORP INC COM 58958U103 10,434 517,830 SH   DFND 1 517,830 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 10,093 710,816 SH   DFND 1 707,951 0 2,865
MERIDIAN BIOSCIENCE INC COM 589584101 380 26,822 SH   DFND 1 2 26,822 0 0
MERIT MEDICAL SYSTEMS INC COM 589889104 20,798 458,626 SH   DFND 1 458,626 0 0
MERITAGE HOMES CORP COM 59001A102 14,458 319,525 SH   DFND 1 319,525 0 0
MERITOR INC COM 59001K100 14,910 725,197 SH   DFND 1 725,197 0 0
MERRIMACK PHARMACEUTICALS IN COM NEW 590328209 884 109,879 SH   DFND 1 109,879 0 0
MERSANA THERAPEUTICS INC COM 59045L106 1,359 86,217 SH   DFND 1 86,217 0 0
MESA LABORATORIES INC COM 59064R109 4,512 30,402 SH   DFND 1 30,402 0 0
META FINANCIAL GROUP INC COM 59100U108 9,281 85,000 SH   DFND 1 85,000 0 0
METHANEX CORP COM 59151K108 6,507 108,189 SH   DFND 1 108,189 0 0
METHANEX CORP COM 59151K108 1,379 22,772 SH   DFND 1 2 22,772 0 0
METHODE ELECTRONICS INC COM 591520200 12,508 319,907 SH   DFND 1 319,907 0 0
METLIFE INC COM 59156R108 128 2,792 SH   DFND 1 2 2,792 0 0
METLIFE INC COM 59156R108 523,142 11,426,252 SH   DFND 1 11,367,740 0 58,512
METROPOLITAN BANK HOLDING CO COM 591774104 1,185 28,152 SH   DFND 1 28,152 0 0
METTLER-TOLEDO INTERNATIONAL COM 592688105 176,060 306,844 SH   DFND 1 305,514 0 1,330
METTLER-TOLEDO INTERNATIONAL COM 592688105 33 59 SH   DFND 1 2 59 0 0
MFA FINANCIAL INC COM 55272X102 43,115 5,725,866 SH   DFND 1 5,720,428 0 5,438
MGE ENERGY INC COM 55277P104 18,503 329,824 SH   DFND 1 329,824 0 0
MGIC INVESTMENT CORP COM 552848103 42,478 3,267,573 SH   DFND 1 3,267,573 0 0
MGM RESORTS INTERNATIONAL COM 552953101 198,180 5,672,728 SH   DFND 1 5,646,235 0 26,493
MGP INGREDIENTS INC COM 55303J106 10,781 120,339 SH   DFND 1 120,339 0 0
MGP INGREDIENTS INC COM 55303J106 63 708 SH   DFND 1 2 708 0 0
MICHAEL KORS HOLDINGS LTD SHS G60754101 164,673 2,656,668 SH   DFND 1 2,648,762 0 7,906
MICHAEL KORS HOLDINGS LTD SHS G60754101 277 4,476 SH   DFND 1 2 4,476 0 0
MICHAELS COS INC/THE COM 59408Q106 20,316 1,030,773 SH   DFND 1 1,025,351 0 5,422
MICHAELS COS INC/THE COM 59408Q106 320 16,285 SH   DFND 1 2 16,285 0 0
MICROBOT MEDICAL INC COM 59503A105 24 36,200 SH   DFND 1 36,200 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 243,941 2,676,360 SH   DFND 1 2,653,478 0 22,882
MICRON TECHNOLOGY INC COM 595112103 468 8,989 SH   DFND 1 2 8,989 0 0
MICRON TECHNOLOGY INC COM 595112103 720,495 13,849,958 SH   DFND 1 13,741,844 0 108,114
MICRONET ENERTEC TECHNOLOGIE COM 595117102 14 11,589 SH   DFND 1 11,589 0 0
MICROSEMI CORP COM 595137100 67,738 1,046,632 SH   DFND 1 1,040,887 0 5,745
MICROSOFT CORP COM 594918104 8,205,555 90,115,080 SH   DFND 1 89,387,317 0 727,763
MICROSTRATEGY INC-CL A CL A NEW 594972408 11,296 87,578 SH   DFND 1 87,578 0 0
MICROVISION INC COM NEW 594960304 758 671,105 SH   DFND 1 671,105 0 0
MID PENN BANCORP INC COM 59540G107 904 28,255 SH   DFND 1 28,255 0 0
MID-AMERICA APARTMENT COMM COM 59522J103 139,308 1,529,825 SH   DFND 1 1,523,918 0 5,907
MIDDLEBY CORP COM 596278101 68,084 550,448 SH   DFND 1 550,448 0 0
MIDDLEFIELD BANC CORP COM NEW 596304204 1,477 30,099 SH   DFND 1 30,099 0 0
MIDDLESEX WATER CO COM 596680108 6,074 165,513 SH   DFND 1 165,513 0 0
MIDLAND STATES BANCORP INC COM 597742105 4,641 147,073 SH   DFND 1 147,073 0 0
MIDSOUTH BANCORP INC COM 598039105 1,474 116,537 SH   DFND 1 116,537 0 0
MIDSTATES PETROLEUM CO INC COM PAR 59804T407 2,325 174,473 SH   DFND 1 174,473 0 0
MIDWESTONE FINANCIAL GROUP I COM 598511103 2,961 88,966 SH   DFND 1 88,966 0 0
MILACRON HOLDINGS CORP COM 59870L106 9,432 468,336 SH   DFND 1 468,336 0 0
MILESTONE SCIENTIFIC INC COM NEW 59935P209 32 45,410 SH   DFND 1 45,410 0 0
MILLER INDUSTRIES INC/TENN COM NEW 600551204 2,158 86,338 SH   DFND 1 86,338 0 0
MIMECAST LTD ORD SHS G14838109 1,604 45,279 SH   DFND 1 45,279 0 0
MIMEDX GROUP INC COM 602496101 6,981 1,001,699 SH   DFND 1 1,001,699 0 0
MINDBODY INC - CLASS A COM CL A 60255W105 12,176 313,026 SH   DFND 1 313,026 0 0
MINERALS TECHNOLOGIES INC COM 603158106 21,872 326,692 SH   DFND 1 324,956 0 1,736
MINERVA NEUROSCIENCES INC COM 603380106 1,699 271,967 SH   DFND 1 271,967 0 0
MIRAGEN THERAPEUTICS INC COM 60463E103 712 101,627 SH   DFND 1 101,627 0 0
MIRATI THERAPEUTICS INC COM 60468T105 5,661 184,406 SH   DFND 1 184,406 0 0
MISONIX INC COM 604871103 302 30,511 SH   DFND 1 30,511 0 0
MISTRAS GROUP INC COM 60649T107 2,732 144,295 SH   DFND 1 144,295 0 0
MISTRAS GROUP INC COM 60649T107 133 7,071 SH   DFND 1 2 7,071 0 0
MITCHAM INDUSTRIES INC COM 606501104 228 70,654 SH   DFND 1 70,654 0 0
MITEK SYSTEMS INC COM NEW 606710200 2,031 274,516 SH   DFND 1 274,516 0 0
MITEL NETWORKS CORP COM 60671Q104 823 88,714 SH   DFND 1 88,714 0 0
MITSUBISHI UFJ FINL-SPON ADR SPONSORED ADS 606822104 452 68,157 SH   DFND 1 53,202 0 14,955
MIX TELEMATICS LTD-SP ADR SPONSORED ADR 60688N102 632 40,671 SH   DFND 1 2 40,671 0 0
MIZUHO FINANCIAL GROUP-ADR SPONSORED ADR 60687Y109 228 61,843 SH   DFND 1 39,219 0 22,624
MKS INSTRUMENTS INC COM 55306N104 64,795 560,269 SH   DFND 1 557,607 0 2,662
MKS INSTRUMENTS INC COM 55306N104 42 369 SH   DFND 1 2 369 0 0
MOBILE MINI INC COM 60740F105 18,109 416,301 SH   DFND 1 416,150 0 151
MOBILEIRON INC COM NEW 60739U204 54 10,953 SH   DFND 1 2 10,953 0 0
MOBILEIRON INC COM NEW 60739U204 2,336 472,066 SH   DFND 1 472,066 0 0
MODEL N INC COM 607525102 0 11 SH   DFND 1 2 11 0 0
MODEL N INC COM 607525102 4,337 240,306 SH   DFND 1 240,306 0 0
MODINE MANUFACTURING CO COM 607828100 8,806 416,397 SH   DFND 1 416,397 0 0
MOELIS & CO - CLASS A CL A 60786M105 79 1,556 SH   DFND 1 2 1,556 0 0
MOELIS & CO - CLASS A CL A 60786M105 18,777 369,282 SH   DFND 1 369,038 0 244
MOHAWK INDUSTRIES INC COM 608190104 1,393 6,000 SH   DFND 1 2 6,000 0 0
MOHAWK INDUSTRIES INC COM 608190104 163,230 704,616 SH   DFND 1 701,330 0 3,286
MOLECULAR TEMPLATES INC COM 608550109 348 43,571 SH   DFND 1 43,571 0 0
MOLECULIN BIOTECH INC COM 60855D101 154 85,590 SH   DFND 1 85,590 0 0
MOLINA HEALTHCARE INC COM 60855R100 335 4,128 SH   DFND 1 2 4,128 0 0
MOLINA HEALTHCARE INC COM 60855R100 47,129 580,554 SH   DFND 1 578,056 0 2,498
MOLSON COORS BREWING CO -B CL B 60871R209 163,515 2,175,625 SH   DFND 1 2,165,984 0 9,641
MOLSON COORS BREWING CO -B CL B 60871R209 149 1,979 SH   DFND 1 2 1,979 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 13,207 727,675 SH   DFND 1 727,675 0 0
MOMO INC-SPON ADR ADR 60879B107 169 4,533 SH   DFND 1 2 4,533 0 0
MOMO INC-SPON ADR ADR 60879B107 9,903 266,652 SH   DFND 1 266,652 0 0
MONARCH CASINO & RESORT INC COM 609027107 4,755 112,458 SH   DFND 1 112,458 0 0
MONDELEZ INTERNATIONAL INC-A CL A 609207105 696,981 16,744,217 SH   DFND 1 16,605,056 0 139,161
MONEYGRAM INTERNATIONAL INC COM NEW 60935Y208 2,686 311,676 SH   DFND 1 311,676 0 0
MONEYGRAM INTERNATIONAL INC COM NEW 60935Y208 123 14,280 SH   DFND 1 2 14,280 0 0
MONGODB INC CL A 60937P106 4,892 112,721 SH   DFND 1 112,721 0 0
MONMOUTH REAL ESTATE INV COR CL A 609720107 9,217 612,863 SH   DFND 1 612,863 0 0
MONOLITHIC POWER SYSTEMS INC COM 609839105 41,021 354,336 SH   DFND 1 352,440 0 1,896
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 8,561 381,378 SH   DFND 1 381,378 0 0
MONRO INC COM 610236101 16,029 299,052 SH   DFND 1 299,052 0 0
MONSANTO CO COM 61166W101 2,627 22,520 SH   DFND 1 2 22,520 0 0
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MONSTER BEVERAGE CORP COM 61174X109 281,329 4,928,774 SH   DFND 1 4,881,758 0 47,016
MOODY'S CORP COM 615369105 295,091 1,834,057 SH   DFND 1 1,824,307 0 9,750
MOOG INC-CLASS A CL A 615394202 28,944 351,228 SH   DFND 1 351,228 0 0
MORGAN STANLEY COM NEW 617446448 844,823 15,694,422 SH   DFND 1 15,622,570 0 71,852
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MOVADO GROUP INC COM 624580106 8,970 233,604 SH   DFND 1 233,604 0 0
MRC GLOBAL INC COM 55345K103 13,085 795,951 SH   DFND 1 795,951 0 0
MRC GLOBAL INC COM 55345K103 21 1,292 SH   DFND 1 2 1,292 0 0
MSA SAFETY INC COM 553498106 29,951 359,817 SH   DFND 1 358,152 0 1,665
MSA SAFETY INC COM 553498106 76 919 SH   DFND 1 2 919 0 0
MSC INDUSTRIAL DIRECT CO-A CL A 553530106 36,091 393,535 SH   DFND 1 390,936 0 2,599
MSCI INC COM 55354G100 777 5,199 SH   DFND 1 2 5,199 0 0
MSCI INC COM 55354G100 118,237 791,635 SH   DFND 1 786,808 0 4,827
MSG NETWORKS INC- A CL A 553573106 14,951 661,570 SH   DFND 1 661,570 0 0
MTGE INVESTMENT CORP COM 55378A105 7,863 439,282 SH   DFND 1 436,220 0 3,062
MTS SYSTEMS CORP COM 553777103 8,320 161,095 SH   DFND 1 160,933 0 162
MU 3.125 05/01/32 D NOTE 3.125% 5/0 595112AX1 57,992 11,100,000 PRN   DFND 1 2 11,100,000 0 0
MUDRICK CAPITAL ACQUISI *W EXP 02/12/202 624745113 480 800,000 SH   DFND 1 2 800,000 0 0
MUDRICK CAPITAL ACQUISI - A COM CLASS A 624745105 5,228 547,500 SH   DFND 1 2 547,500 0 0
MUELLER INDUSTRIES INC COM 624756102 13,061 499,294 SH   DFND 1 499,294 0 0
MUELLER WATER PRODUCTS INC-A COM SER A 624758108 14,555 1,339,050 SH   DFND 1 1,339,050 0 0
MULESOFT INC -A CL A 625207105 14,952 339,988 SH   DFND 1 339,988 0 0
MULTI-COLOR CORP COM 625383104 8,779 132,922 SH   DFND 1 132,922 0 0
MURPHY OIL CORP COM 626717102 44,673 1,728,843 SH   DFND 1 1,720,652 0 8,191
MURPHY USA INC COM 626755102 20,316 279,079 SH   DFND 1 277,535 0 1,544
MUSTANG BIO INC COM 62818Q104 724 66,238 SH   DFND 1 66,238 0 0
MUTUALFIRST FINANCIAL INC COM 62845B104 1,930 53,245 SH   DFND 1 53,245 0 0
MYERS INDUSTRIES INC COM 628464109 5,234 247,498 SH   DFND 1 247,498 0 0
MYERS INDUSTRIES INC COM 628464109 35 1,700 SH   DFND 1 2 1,700 0 0
MYLAN NV SHS EURO N59465109 262,084 6,379,681 SH   DFND 1 6,331,190 0 48,491
MYOKARDIA INC COM 62857M105 9,570 196,111 SH   DFND 1 196,111 0 0
MYOMO INC COM 62857J102 110 37,314 SH   DFND 1 37,314 0 0
MYR GROUP INC/DELAWARE COM 55405W104 4,773 154,871 SH   DFND 1 154,871 0 0
MYRIAD GENETICS INC COM 62855J104 19,983 676,259 SH   DFND 1 676,259 0 0
N B T BANCORP INC COM 628778102 15,621 440,304 SH   DFND 1 440,304 0 0
NABORS INDUSTRIES LTD SHS G6359F103 18,978 2,715,041 SH   DFND 1 2,699,556 0 15,485
NABORS INDUSTRIES LTD SHS G6359F103 1,013 145,049 SH   DFND 1 2 145,049 0 0
NABRIVA THERAPEUTICS PLC SHS G63637105 60 12,089 SH   DFND 1 12,089 0 0
NACCO INDUSTRIES-CL A CL A 629579103 1,432 43,619 SH   DFND 1 43,619 0 0
NAKED BRANDS GROUP INC COM NEW 629839200 51 34,817 SH   DFND 1 34,817 0 0
NANOMETRICS INC COM 630077105 7,748 288,060 SH   DFND 1 288,060 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 1,338 178,215 SH   DFND 1 178,215 0 0
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NANTHEALTH INC COM 630104107 992 325,466 SH   DFND 1 325,466 0 0
NANTKWEST INC COM 63016Q102 1,118 287,589 SH   DFND 1 287,589 0 0
NAPCO SECURITY TECHNOLOGIES COM 630402105 852 72,858 SH   DFND 1 72,858 0 0
NASDAQ INC COM 631103108 120,759 1,403,847 SH   DFND 1 1,397,796 0 6,051
NATERA INC COM 632307104 3,301 356,123 SH   DFND 1 356,123 0 0
NATHAN'S FAMOUS INC COM 632347100 1,977 26,761 SH   DFND 1 26,761 0 0
NATIONAL AMERICAN UNIVERSITY COM 63245Q105 39 30,209 SH   DFND 1 30,209 0 0
NATIONAL BANK HOLD-CL A CL A 633707104 8,177 245,954 SH   DFND 1 245,954 0 0
NATIONAL BANKSHARES INC/VA COM 634865109 2,361 52,413 SH   DFND 1 52,413 0 0
NATIONAL BEVERAGE CORP COM 635017106 15,205 170,813 SH   DFND 1 170,721 0 92
NATIONAL BEVERAGE CORP COM 635017106 34 393 SH   DFND 1 2 393 0 0
NATIONAL CINEMEDIA INC COM 635309107 2,723 524,679 SH   DFND 1 523,406 0 1,273
NATIONAL COMMERCE CORP COM 63546L102 4,777 109,698 SH   DFND 1 109,698 0 0
NATIONAL FUEL GAS CO COM 636180101 42,246 821,124 SH   DFND 1 816,926 0 4,198
NATIONAL FUEL GAS CO COM 636180101 94 1,836 SH   DFND 1 2 1,836 0 0
NATIONAL GENERAL HLDGS COM 636220303 14,616 601,266 SH   DFND 1 601,266 0 0
NATIONAL GRID PLC-SP ADR SPONSORED ADR NE 636274409 2,743 48,626 SH   DFND 1 47,245 0 1,381
NATIONAL HEALTHCARE CORP COM 635906100 268 4,510 SH   DFND 1 2 4,510 0 0
NATIONAL HEALTHCARE CORP COM 635906100 9,560 160,333 SH   DFND 1 160,333 0 0
NATIONAL INSTRUMENTS CORP COM 636518102 49,785 984,481 SH   DFND 1 979,222 0 5,259
NATIONAL OILWELL VARCO INC COM 637071101 158,367 4,313,238 SH   DFND 1 4,292,924 0 20,314
NATIONAL PRESTO INDS INC COM 637215104 4,310 45,976 SH   DFND 1 45,976 0 0
NATIONAL RESEARCH CORP-A CL A 637372202 118 4,068 SH   DFND 1 2 4,068 0 0
NATIONAL RESEARCH CORP-A CL A 637372202 2,741 93,739 SH   DFND 1 93,739 0 0
NATIONAL RETAIL PROPERTIES COM 637417106 56,477 1,439,634 SH   DFND 1 1,432,104 0 7,530
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 13,311 530,752 SH   DFND 1 528,074 0 2,678
NATIONAL VISION HOLDINGS INC COM 63845R107 10,497 324,900 SH   DFND 1 324,900 0 0
NATIONAL WESTERN LIFE GROU-A CL A 638517102 6,511 21,358 SH   DFND 1 21,358 0 0
NATIONSTAR MORTGAGE HOLDINGS COM 63861C109 4,656 259,296 SH   DFND 1 259,296 0 0
NATL HEALTH INVESTORS INC COM 63633D104 24,104 358,221 SH   DFND 1 358,221 0 0
NATURAL ALTERNATIVES INTL COM NEW 638842302 263 23,978 SH   DFND 1 23,978 0 0
NATURAL GAS SERVICES GROUP COM 63886Q109 2,522 105,775 SH   DFND 1 105,775 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 615 85,905 SH   DFND 1 85,905 0 0
NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 1,281 67,427 SH   DFND 1 67,219 0 208
NATURES SUNSHINE PRODS INC COM 639027101 794 72,221 SH   DFND 1 72,221 0 0
NATUS MEDICAL INC COM 639050103 9,676 287,570 SH   DFND 1 287,570 0 0
NAUTILUS INC COM 63910B102 19 1,444 SH   DFND 1 2 1,444 0 0
NAUTILUS INC COM 63910B102 3,869 287,713 SH   DFND 1 287,713 0 0
NAVIDEA BIOPHARMACEUTICALS I COM 63937X103 259 720,207 SH   DFND 1 720,207 0 0
NAVIENT CORP COM 63938C108 45,732 3,490,678 SH   DFND 1 3,475,877 0 14,801
NAVIGANT CONSULTING INC COM 63935N107 37 1,942 SH   DFND 1 2 1,942 0 0
NAVIGANT CONSULTING INC COM 63935N107 7,457 387,609 SH   DFND 1 387,609 0 0
NAVIGATORS GROUP INC COM 638904102 12,212 211,836 SH   DFND 1 211,836 0 0
NAVIOS MARITIME ACQUISITION SHS Y62159101 224 267,696 SH   DFND 1 267,696 0 0
NAVIOS MARITIME HOLDINGS INC COM Y62196103 193 214,962 SH   DFND 1 214,962 0 0
NAVISTAR INTERNATIONAL CORP COM 63934E108 270 7,734 SH   DFND 1 2 7,734 0 0
NAVISTAR INTERNATIONAL CORP COM 63934E108 19,211 549,357 SH   DFND 1 549,357 0 0
NCI BUILDING SYSTEMS INC COM NEW 628852204 91 5,190 SH   DFND 1 2 5,190 0 0
NCI BUILDING SYSTEMS INC COM NEW 628852204 8,036 454,020 SH   DFND 1 454,020 0 0
NCR CORPORATION COM 62886E108 32,493 1,030,885 SH   DFND 1 1,025,097 0 5,788
NCR CORPORATION COM 62886E108 33 1,056 SH   DFND 1 2 1,056 0 0
NCS MULTISTAGE HOLDINGS INC COM 628877102 2,206 147,070 SH   DFND 1 147,070 0 0
NEENAH INC COM 640079109 11,289 143,998 SH   DFND 1 143,998 0 0
NEKTAR THERAPEUTICS COM 640268108 216,685 2,042,359 SH   DFND 1 2,033,642 0 8,717
NELNET INC-CL A CL A 64031N108 14,062 268,309 SH   DFND 1 268,309 0 0
NEOGEN CORP COM 640491106 31,684 472,978 SH   DFND 1 472,978 0 0
NEOGENOMICS INC COM NEW 64049M209 4,463 547,029 SH   DFND 1 547,029 0 0
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NEOPHOTONICS CORP COM 64051T100 1,918 280,000 SH   DFND 1 280,000 0 0
NEOS THERAPEUTICS INC COM 64052L106 1,738 209,514 SH   DFND 1 209,514 0 0
NEOVASC INC COM 64065J106 0 11,628 SH   DFND 1 11,628 0 0
NEPTUNE TECH & BIORESSOURCES COM 64077P108 112 39,978 SH   DFND 1 39,978 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 201 21,299 SH   DFND 1 21,299 0 0
NET ELEMENT INC COM PAR 64111R300 110 15,898 SH   DFND 1 15,898 0 0
NETAPP INC COM 64110D104 35 581 SH   DFND 1 2 581 0 0
NETAPP INC COM 64110D104 210,720 3,423,518 SH   DFND 1 3,408,948 0 14,570
NETEASE INC-ADR SPONSORED ADR 64110W102 55,064 197,597 SH   DFND 1 194,419 0 3,178
NETFLIX INC COM 64110L106 158 535 SH   DFND 1 2 535 0 0
NETFLIX INC COM 64110L106 1,410,934 4,789,549 SH   DFND 1 4,748,616 0 40,933
NETGEAR INC COM 64111Q104 16,412 286,932 SH   DFND 1 286,932 0 0
NETLIST INC COM 64118P109 62 270,723 SH   DFND 1 270,723 0 0
NETSCOUT SYSTEMS INC COM 64115T104 23,421 888,879 SH   DFND 1 884,601 0 4,278
NETSOL TECHNOLOGIES INC COM PAR $.001 64115A402 241 52,458 SH   DFND 1 52,458 0 0
NETWORK-1 TECHNOLOGIES INC COM 64121N109 178 67,212 SH   DFND 1 67,212 0 0
NEURALSTEM INC COM NEW 64127R401 137 83,079 SH   DFND 1 83,079 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 64,829 781,738 SH   DFND 1 781,509 0 229
NEUROCRINE BIOSCIENCES INC COM 64125C109 299 3,615 SH   DFND 1 2 3,615 0 0
NEVRO CORP COM 64157F103 20,924 241,422 SH   DFND 1 241,422 0 0
NEVSUN RESOURCES LTD COMSTK 64156L101 28 11,969 SH   DFND 1 11,969 0 0
NEW AGE BEVERAGES CORP COM 64157V108 306 126,662 SH   DFND 1 126,662 0 0
NEW AMERICA HIGH INCOME FUND COM NEW 641876800 1,978 227,392 SH   DFND 1 2 227,392 0 0
NEW GOLD INC COMSTK 644535106 77 29,708 SH   DFND 1 29,054 0 654
NEW HOME CO INC/THE COM 645370107 1,122 101,275 SH   DFND 1 101,275 0 0
NEW IRELAND FUND INC COM 645673104 449 37,322 SH   DFND 1 2 37,322 0 0
NEW JERSEY RESOURCES CORP COM 646025106 29,004 723,300 SH   DFND 1 718,717 0 4,583
NEW MEDIA INVESTMENT GROUP COM 64704V106 8,006 467,095 SH   DFND 1 464,337 0 2,758
NEW ORIENTAL EDUCATIO-SP ADR SPON ADR 647581107 20,823 239,615 SH   DFND 1 239,143 0 472
NEW RELIC INC COM 64829B100 663 8,956 SH   DFND 1 2 8,956 0 0
NEW RELIC INC COM 64829B100 27,522 371,319 SH   DFND 1 371,319 0 0
NEW RESIDENTIAL INVESTMENT COM NEW 64828T201 56,870 3,457,202 SH   DFND 1 3,457,202 0 0
NEW SENIOR INVESTMENT GROUP COM 648691103 5,852 715,465 SH   DFND 1 715,465 0 0
NEW YORK & CO COM 649295102 535 158,300 SH   DFND 1 158,300 0 0
NEW YORK COMMUNITY BANCORP COM 649445103 55,133 4,234,493 SH   DFND 1 4,209,725 0 24,768
NEW YORK MORTGAGE TRUST INC COM PAR $.02 649604501 6,130 1,033,876 SH   DFND 1 1,031,597 0 2,279
NEW YORK TIMES CO-A CL A 650111107 25,974 1,077,766 SH   DFND 1 1,071,504 0 6,262
NEWELL BRANDS INC COM 651229106 143,053 5,627,117 SH   DFND 1 5,601,499 0 25,618
NEWELL BRANDS INC COM 651229106 169 6,661 SH   DFND 1 2 6,661 0 0
NEWFIELD EXPLORATION CO COM 651290108 90 3,692 SH   DFND 1 2 3,692 0 0
NEWFIELD EXPLORATION CO COM 651290108 55,959 2,297,218 SH   DFND 1 2,286,863 0 10,355
NEWLINK GENETICS CORP COM 651511107 1,733 239,035 SH   DFND 1 238,961 0 74
NEWLINK GENETICS CORP COM 651511107 0 10 SH   DFND 1 2 10 0 0
NEWMARK GROUP INC-CLASS A CL A 65158N102 12,007 790,477 SH   DFND 1 790,477 0 0
NEWMARKET CORP COM 651587107 31,279 77,872 SH   DFND 1 77,422 0 450
NEWMONT MINING CORP COM 651639106 280,813 7,202,277 SH   DFND 1 7,174,541 0 27,736
NEWPARK RESOURCES INC COM PAR $.01NEW 651718504 6,069 749,301 SH   DFND 1 749,301 0 0
NEWS CORP - CLASS A CL A 65249B109 76,051 4,823,745 SH   DFND 1 4,803,728 0 20,017
NEWS CORP - CLASS B CL B 65249B208 22,834 1,420,752 SH   DFND 1 1,414,532 0 6,220
NEXEO SOLUTIONS INC COM SHS 65342H102 5,040 471,043 SH   DFND 1 471,043 0 0
NEXEO SOLUTIONS INC -CW19 *W EXP 06/09/202 65342H110 3,528 4,833,333 SH   DFND 1 2 4,833,333 0 0
NEXPOINT RESIDENTIAL COM 65341D102 4,351 175,196 SH   DFND 1 175,196 0 0
NEXSTAR MEDIA GROUP INC-CL A CL A 65336K103 28,162 423,492 SH   DFND 1 423,492 0 0
NEXTDECADE CORP COM 65342K105 898 181,822 SH   DFND 1 181,822 0 0
NEXTERA ENERGY INC COM 65339F101 833,446 5,115,448 SH   DFND 1 5,090,389 0 25,059
NI HOLDINGS INC COM 65342T106 1,556 93,189 SH   DFND 1 93,189 0 0
NIC INC COM 62914B100 8,138 611,926 SH   DFND 1 611,926 0 0
NIC INC COM 62914B100 158 11,884 SH   DFND 1 2 11,884 0 0
NICE LTD - SPON ADR SPONSORED ADR 653656108 3,535 37,635 SH   DFND 1 37,351 0 284
NICE LTD - SPON ADR SPONSORED ADR 653656108 78 837 SH   DFND 1 2 837 0 0
NICHOLAS FINANCIAL INC COM NEW 65373J209 764 84,318 SH   DFND 1 84,318 0 0
NICOLET BANKSHARES INC COM 65406E102 3,663 66,533 SH   DFND 1 66,533 0 0
NIELSEN HOLDINGS PLC SHS EUR G6518L108 102 3,217 SH   DFND 1 2 3,217 0 0
NIELSEN HOLDINGS PLC SHS EUR G6518L108 125,621 3,960,392 SH   DFND 1 3,941,544 0 18,848
NII HOLDINGS INC COM PAR 62913F508 272 128,960 SH   DFND 1 2 128,960 0 0
NII HOLDINGS INC COM PAR 62913F508 1,142 541,464 SH   DFND 1 541,464 0 0
NIKE INC -CL B CL B 654106103 1,006,464 15,184,167 SH   DFND 1 15,115,236 0 68,931
NINE ENERGY SERVICE INC COM 65441V101 1,594 65,467 SH   DFND 1 65,467 0 0
NISOURCE INC COM 65473P105 89,616 3,757,086 SH   DFND 1 3,739,571 0 17,515
NL INDUSTRIES COM NEW 629156407 343 43,728 SH   DFND 1 43,728 0 0
NMI HOLDINGS INC-CLASS A CL A 629209305 9,319 563,086 SH   DFND 1 563,086 0 0
NN INC COM 629337106 5,862 244,270 SH   DFND 1 244,270 0 0
NOBLE CORP PLC SHS USD G65431101 7,636 2,058,371 SH   DFND 1 2,058,371 0 0
NOBLE CORP PLC SHS USD G65431101 98 26,514 SH   DFND 1 2 26,514 0 0
NOBLE ENERGY INC COM 655044105 166,354 5,503,732 SH   DFND 1 5,478,091 0 25,641
NOKIA CORP-SPON ADR SPONSORED ADR 654902204 75 13,812 SH   DFND 1 11,116 0 2,696
NOMURA HOLDINGS INC-SPON ADR SPONSORED ADR 65535H208 226 38,717 SH   DFND 1 28,896 0 9,821
NOODLES & CO COM CL A 65540B105 1,163 154,118 SH   DFND 1 154,118 0 0
NORBORD INC COMSTK 65548P403 798 22,033 SH   DFND 1 2 22,033 0 0
NORBORD INC COMSTK 65548P403 74 2,053 SH   DFND 1 2,053 0 0
NORDIC AMERICAN TANKERS LTD COM G65773106 605 312,129 SH   DFND 1 312,129 0 0
NORDSON CORP COM 655663102 64,629 474,032 SH   DFND 1 471,535 0 2,497
NORDSTROM INC COM 655664100 74,136 1,534,648 SH   DFND 1 1,528,587 0 6,061
NORFOLK SOUTHERN CORP COM 655844108 400,065 2,954,176 SH   DFND 1 2,938,672 0 15,504
NORFOLK SOUTHERN CORP COM 655844108 36 266 SH   DFND 1 2 266 0 0
NORTH AMERICAN ENERGY PARTNE COM 656844107 116 22,279 SH   DFND 1 2 22,279 0 0
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NORTHERN OIL AND GAS INC COM 665531109 613 309,961 SH   DFND 1 309,961 0 0
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NORTHERN TRUST CORP COM 665859104 260,176 2,528,755 SH   DFND 1 2,517,671 0 11,084
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NORTHFIELD BANCORP INC COM 66611T108 6,918 443,232 SH   DFND 1 443,232 0 0
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NORTHROP GRUMMAN CORP COM 666807102 711,857 2,043,679 SH   DFND 1 2,034,612 0 9,067
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NORTHWEST BANCSHARES INC COM 667340103 20,925 1,263,615 SH   DFND 1 1,259,254 0 4,361
NORTHWEST NATURAL GAS CO COM 667655104 14,435 250,404 SH   DFND 1 250,404 0 0
NORTHWEST PIPE CO COM 667746101 1,366 79,001 SH   DFND 1 79,001 0 0
NORTHWESTERN CORP COM NEW 668074305 23,839 443,115 SH   DFND 1 440,709 0 2,406
NORWEGIAN CRUISE LINE HOLDIN SHS G66721104 121,066 2,291,266 SH   DFND 1 2,280,564 0 10,702
NORWOOD FINANCIAL CORP COM 669549107 1,507 50,086 SH   DFND 1 50,086 0 0
NOVA LIFESTYLE INC COM 66979P102 282 130,824 SH   DFND 1 130,824 0 0
NOVA MEASURING INSTRUMENTS COM M7516K103 284 10,484 SH   DFND 1 2 10,484 0 0
NOVA MEASURING INSTRUMENTS COM M7516K103 526 19,390 SH   DFND 1 19,390 0 0
NOVAN INC COM 66988N106 139 47,577 SH   DFND 1 47,577 0 0
NOVANTA INC COM 67000B104 15,968 306,210 SH   DFND 1 306,210 0 0
NOVARTIS AG-SPONSORED ADR SPONSORED ADR 66987V109 1,828 22,613 SH   DFND 1 20,834 0 1,779
NOVAVAX INC COM 670002104 6,294 2,997,250 SH   DFND 1 2,997,250 0 0
NOVAVAX INC COM 670002104 47 22,640 SH   DFND 1 2 22,640 0 0
NOVELION THERAPEUTICS INC COM NEW 67001K202 295 84,511 SH   DFND 1 84,511 0 0
NOVOCURE LTD ORD SHS G6674U108 4,098 188,022 SH   DFND 1 187,702 0 320
NOVO-NORDISK A/S-SPONS ADR ADR 670100205 1,420 28,845 SH   DFND 1 26,721 0 2,124
NOW INC COM 67011P100 9,137 894,072 SH   DFND 1 888,827 0 5,245
NRG ENERGY INC COM NEW 629377508 18 610 SH   DFND 1 2 610 0 0
NRG ENERGY INC COM NEW 629377508 121,572 3,987,939 SH   DFND 1 3,971,064 0 16,875
NRG YIELD INC-CLASS A CL A NEW 62942X306 8,714 530,105 SH   DFND 1 530,105 0 0
NRG YIELD INC-CLASS C CL C 62942X405 10,938 643,417 SH   DFND 1 641,728 0 1,689
NRG YIELD INC-CLASS C CL C 62942X405 354 20,852 SH   DFND 1 2 20,852 0 0
NTN BUZZTIME INC COM PAR 629410606 144 21,179 SH   DFND 1 21,179 0 0
NTT DOCOMO INC-SPON ADR SPONS ADR 62942M201 1,218 47,652 SH   DFND 1 44,634 0 3,018
NU SKIN ENTERPRISES INC - A CL A 67018T105 140 1,912 SH   DFND 1 2 1,912 0 0
NU SKIN ENTERPRISES INC - A CL A 67018T105 31,831 431,851 SH   DFND 1 428,885 0 2,966
NUANCE COMMUNICATIONS INC COM 67020Y100 40,825 2,592,092 SH   DFND 1 2,592,092 0 0
NUCOR CORP COM 670346105 238,824 3,918,460 SH   DFND 1 3,901,227 0 17,233
NUTANIX INC - A CL A 67059N108 35,462 722,097 SH   DFND 1 722,097 0 0
NUTANIX INC - A CL A 67059N108 168 3,423 SH   DFND 1 2 3,423 0 0
NUTRIEN LTD COM 67077M108 18,772 402,349 SH   DFND 1 402,349 0 0
NUTRISYSTEM INC COM 67069D108 8,912 330,716 SH   DFND 1 330,659 0 57
NUVASIVE INC COM 670704105 24,139 462,349 SH   DFND 1 459,837 0 2,512
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NUVECTRA CORP COM 67075N108 708 54,447 SH   DFND 1 54,447 0 0
NUVEEN CA AMT-FR MUNI INC FD COM 670651108 992 73,266 SH   DFND 1 2 73,266 0 0
NUVEEN CT QUAL MUNI INC FD COM 67060D107 1,409 122,204 SH   DFND 1 2 122,204 0 0
NUVEEN GA QUAL MUNI INC FD COM 67072B107 457 39,672 SH   DFND 1 2 39,672 0 0
NUVEEN MD QUAL MUNI INC FD COM 67061Q107 459 38,062 SH   DFND 1 2 38,062 0 0
NUVEEN MI QUAL MUNI INC FD COM 670979103 744 58,780 SH   DFND 1 2 58,780 0 0
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NUVEEN PA QUAL MUNI INC FD COM 670972108 1,816 145,082 SH   DFND 1 2 145,082 0 0
NV5 GLOBAL INC COM 62945V109 3,939 70,664 SH   DFND 1 70,664 0 0
NVE CORP COM NEW 629445206 3,582 43,110 SH   DFND 1 43,110 0 0
NVIDIA CORP COM 67066G104 1,698,530 7,351,963 SH   DFND 1 7,294,994 0 56,969
NVR INC COM 62944T105 100,650 35,967 SH   DFND 1 35,800 0 167
NXP SEMICONDUCTORS NV COM N6596X109 121 1,038 SH   DFND 1 2 1,038 0 0
NXP SEMICONDUCTORS NV COM N6596X109 156,993 1,348,749 SH   DFND 1 1,348,749 0 0
NXPI 1 12/01/19 DBCV 1.000%12/0 62952QAB6 4,801 3,880,000 PRN   DFND 1 2 3,880,000 0 0
NXSTAGE MEDICAL INC COM 67072V103 17,186 691,336 SH   DFND 1 691,336 0 0
NXSTAGE MEDICAL INC COM 67072V103 1,988 80,000 SH   DFND 1 2 80,000 0 0
NXT-ID INC COM NEW 67091J206 189 95,174 SH   DFND 1 95,174 0 0
NYMOX PHARMACEUTICAL CORP COM P73398102 382 90,502 SH   DFND 1 90,502 0 0
O2MICRO INTERNATIONAL-ADR SPONS ADR 67107W100 18 13,662 SH   DFND 1 13,662 0 0
OAKTREE SPECIALTY LENDING CO COM 67401P108 62 14,800 SH   DFND 1 2 14,800 0 0
OASIS PETROLEUM INC COM 674215108 18,288 2,257,891 SH   DFND 1 2,257,891 0 0
OBALON THERAPEUTICS INC COM 67424L100 93 27,287 SH   DFND 1 27,287 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 534,394 8,248,194 SH   DFND 1 8,206,602 0 41,592
OCEAN BIO-CHEM INC COM 674631106 104 26,292 SH   DFND 1 26,292 0 0
OCEAN POWER TECHNOLOGIES INC COM PAR $ 674870407 78 73,347 SH   DFND 1 73,347 0 0
OCEAN RIG UDW INC-A COM CL A G66964118 1,009 40,000 SH   DFND 1 40,000 0 0
OCEANEERING INTL INC COM 675232102 15,806 852,565 SH   DFND 1 847,720 0 4,845
OCEANEERING INTL INC COM 675232102 0 21 SH   DFND 1 2 21 0 0
OCEANFIRST FINANCIAL CORP COM 675234108 10,410 389,187 SH   DFND 1 389,187 0 0
OCLARO INC COM NEW 67555N206 14,770 1,545,002 SH   DFND 1 1,545,002 0 0
OCLARO INC COM NEW 67555N206 956 100,000 SH   DFND 1 2 100,000 0 0
OCULAR THERAPEUTIX INC COM 67576A100 1,526 234,545 SH   DFND 1 234,303 0 242
OCWEN FINANCIAL CORP COM NEW 675746309 0 64 SH   DFND 1 2 64 0 0
OCWEN FINANCIAL CORP COM NEW 675746309 3,727 904,686 SH   DFND 1 904,686 0 0
ODONATE THERAPEUTICS INC COM 676079106 1,313 62,038 SH   DFND 1 62,038 0 0
ODYSSEY MARINE EXPLORATION COM NEW 676118201 262 31,729 SH   DFND 1 31,729 0 0
OFFICE DEPOT INC COM 676220106 235 109,569 SH   DFND 1 2 109,569 0 0
OFFICE DEPOT INC COM 676220106 13,446 6,254,300 SH   DFND 1 6,229,219 0 25,081
OFG BANCORP COM 67103X102 3,845 367,984 SH   DFND 1 367,984 0 0
OGE ENERGY CORP COM 670837103 57,079 1,743,376 SH   DFND 1 1,733,586 0 9,790
OHIO VALLEY BANC CORP COM 677719106 1,106 26,432 SH   DFND 1 26,432 0 0
OHR PHARMACEUTICAL INC COM NEW 67778H200 58 268,161 SH   DFND 1 268,161 0 0
OIL STATES INTERNATIONAL INC COM 678026105 12,853 490,586 SH   DFND 1 490,586 0 0
OIL-DRI CORP OF AMERICA COM 677864100 1,451 36,126 SH   DFND 1 36,126 0 0
OKTA INC CL A 679295105 12,346 309,820 SH   DFND 1 309,820 0 0
OLD DOMINION FREIGHT LINE COM 679580100 101,663 692,179 SH   DFND 1 688,831 0 3,348
OLD LINE BANCSHARES INC COM 67984M100 2,257 68,405 SH   DFND 1 68,405 0 0
OLD NATIONAL BANCORP COM 680033107 21,173 1,252,881 SH   DFND 1 1,252,881 0 0
OLD POINT FINANCIAL CORP COM 680194107 547 20,760 SH   DFND 1 20,760 0 0
OLD REPUBLIC INTL CORP COM 680223104 92 4,314 SH   DFND 1 2 4,314 0 0
OLD REPUBLIC INTL CORP COM 680223104 75,385 3,514,498 SH   DFND 1 3,502,255 0 12,243
OLD SECOND BANCORP INC COM 680277100 3,492 251,260 SH   DFND 1 251,260 0 0
OLIN CORP COM PAR $1 680665205 30 1,014 SH   DFND 1 2 1,014 0 0
OLIN CORP COM PAR $1 680665205 43,952 1,446,293 SH   DFND 1 1,438,131 0 8,162
OLLIE'S BARGAIN OUTLET HOLDI COM 681116109 27,754 460,268 SH   DFND 1 460,268 0 0
OLYMPIC STEEL INC COM 68162K106 1,709 83,330 SH   DFND 1 83,330 0 0
OMEGA FLEX INC COM 682095104 3,118 47,908 SH   DFND 1 47,908 0 0
OMEGA HEALTHCARE INVESTORS COM 681936100 49,929 1,846,488 SH   DFND 1 1,836,457 0 10,031
OMEROS CORP COM 682143102 4,463 399,605 SH   DFND 1 399,605 0 0
OMINTO INC COM NEW 68217C208 208 72,810 SH   DFND 1 72,810 0 0
OMNICELL INC COM 68213N109 14,907 343,486 SH   DFND 1 343,486 0 0
OMNICOM GROUP COM 681919106 219,388 3,024,949 SH   DFND 1 3,012,360 0 12,589
OMNICOM GROUP COM 681919106 34 477 SH   DFND 1 2 477 0 0
OMNOVA SOLUTIONS INC COM 682129101 3,791 361,087 SH   DFND 1 361,087 0 0
ON ASSIGNMENT INC COM 682159108 34,321 419,171 SH   DFND 1 419,171 0 0
ON DECK CAPITAL INC COM 682163100 2,044 365,706 SH   DFND 1 365,706 0 0
ON SEMICONDUCTOR CORP COM 682189105 96,101 3,928,931 SH   DFND 1 3,928,931 0 0
ON TRACK INNOVATIONS LTD SHS M8791A109 21 22,179 SH   DFND 1 22,179 0 0
ONCOBIOLOGICS INC COM 68235M105 9 11,165 SH   DFND 1 11,165 0 0
ONCOCYTE CORP COM 68235C107 50 23,855 SH   DFND 1 23,855 0 0
ONCOMED PHARMACEUTICALS INC COM 68234X102 373 117,330 SH   DFND 1 117,330 0 0
ONCOSEC MEDICAL INC COM NEW 68234L207 261 139,197 SH   DFND 1 139,197 0 0
ONE GAS INC COM 68235P108 29,774 450,991 SH   DFND 1 448,445 0 2,546
ONE LIBERTY PROPERTIES INC COM 682406103 3,237 146,478 SH   DFND 1 146,478 0 0
ONE LIBERTY PROPERTIES INC COM 682406103 44 2,022 SH   DFND 1 2 2,022 0 0
ONEMAIN HOLDINGS INC COM 68268W103 18,604 621,400 SH   DFND 1 621,400 0 0
ONEOK INC COM 682680103 38 679 SH   DFND 1 2 679 0 0
ONEOK INC COM 682680103 250,508 4,412,435 SH   DFND 1 4,388,735 0 23,700
OOMA INC COM 683416101 1,770 162,467 SH   DFND 1 162,467 0 0
OOMA INC COM 683416101 82 7,564 SH   DFND 1 2 7,564 0 0
OPEN TEXT CORP COM 683715106 6,409 186,141 SH   DFND 1 186,141 0 0
OPES ACQUISITION CORP-CW23 *W EXP 01/15/202 68373P118 95 250,000 SH   DFND 1 2 250,000 0 0
OPHTHOTECH CORP COM 683745103 476 173,774 SH   DFND 1 173,774 0 0
OPKO HEALTH INC COM 68375N103 179 56,677 SH   DFND 1 2 56,677 0 0
OPKO HEALTH INC COM 68375N103 10,933 3,449,085 SH   DFND 1 3,449,085 0 0
OPPENHEIMER HOLDINGS-CL A CL A NON VTG 683797104 1,996 77,536 SH   DFND 1 77,536 0 0
OPPENHEIMER HOLDINGS-CL A CL A NON VTG 683797104 1 51 SH   DFND 1 2 51 0 0
OPTICAL CABLE CORP COM NEW 683827208 34 12,030 SH   DFND 1 12,030 0 0
OPTINOSE INC COM 68404V100 1,314 65,661 SH   DFND 1 65,661 0 0
OPUS BANK COM 684000102 5,060 180,736 SH   DFND 1 180,736 0 0
ORACLE CORP COM 68389X105 47 1,045 SH   DFND 1 2 1,045 0 0
ORACLE CORP COM 68389X105 1,506,053 33,003,219 SH   DFND 1 32,838,353 0 164,866
ORANGE-SPON ADR SPONSORED ADR 684060106 496 29,064 SH   DFND 1 27,852 0 1,212
ORASURE TECHNOLOGIES INC COM 68554V108 9,272 549,003 SH   DFND 1 549,003 0 0
ORBCOMM INC COM 68555P100 5,922 632,070 SH   DFND 1 632,070 0 0
ORBITAL ATK INC COM 68557N103 65,951 497,337 SH   DFND 1 494,511 0 2,826
ORBOTECH LTD ORD M75253100 2,003 32,220 SH   DFND 1 32,220 0 0
ORCHID ISLAND CAPITAL INC COM 68571X103 3,044 413,049 SH   DFND 1 413,049 0 0
ORCHIDS PAPER PRODUCTS CO COM 68572N104 597 73,371 SH   DFND 1 73,371 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 270,940 1,097,579 SH   DFND 1 1,089,838 0 7,741
ORGANOVO HOLDINGS INC COM 68620A104 1,000 971,200 SH   DFND 1 971,200 0 0
ORIGIN AGRITECH LTD SHS G67828106 8 10,619 SH   DFND 1 10,619 0 0
ORION ENERGY SYSTEMS INC COM 686275108 98 116,148 SH   DFND 1 116,148 0 0
ORION GROUP HOLDINGS INC COM 68628V308 1,402 212,865 SH   DFND 1 212,865 0 0
ORITANI FINANCIAL CORP COM 68633D103 6,522 424,896 SH   DFND 1 424,896 0 0
ORIX - SPONSORED ADR SPONSORED ADR 686330101 668 7,436 SH   DFND 1 6,941 0 495
ORMAT TECHNOLOGIES INC COM 686688102 17,520 310,766 SH   DFND 1 310,766 0 0
ORRSTOWN FINL SERVICES INC COM 687380105 1,397 57,866 SH   DFND 1 57,866 0 0
ORTHOFIX INTERNATIONAL NV COM N6748L102 13,012 221,369 SH   DFND 1 221,369 0 0
ORTHOPEDIATRICS CORP COM 68752L100 253 16,856 SH   DFND 1 16,856 0 0
OSHKOSH CORP COM 688239201 51,555 667,212 SH   DFND 1 663,566 0 3,646
OSI SYSTEMS INC COM 671044105 10,537 161,439 SH   DFND 1 161,439 0 0
OTONOMY INC COM 68906L105 892 212,436 SH   DFND 1 212,436 0 0
OTTER TAIL CORP COM 689648103 16,386 377,998 SH   DFND 1 377,998 0 0
OUTFRONT MEDIA INC COM 69007J106 133 7,149 SH   DFND 1 2 7,149 0 0
OUTFRONT MEDIA INC COM 69007J106 22,139 1,181,392 SH   DFND 1 1,181,287 0 105
OVASCIENCE INC COM 69014Q101 174 214,927 SH   DFND 1 214,927 0 0
OVERSEAS SHIPHOLDING GROUP-A CL A NEW 69036R863 1,925 677,881 SH   DFND 1 677,881 0 0
OVERSTOCK.COM INC COM 690370101 6,248 172,379 SH   DFND 1 172,379 0 0
OVID THERAPEUTICS INC COM 690469101 353 50,019 SH   DFND 1 50,019 0 0
OWENS & MINOR INC COM 690732102 11,319 727,955 SH   DFND 1 727,955 0 0
OWENS CORNING COM 690742101 75 944 SH   DFND 1 2 944 0 0
OWENS CORNING COM 690742101 116,967 1,455,586 SH   DFND 1 1,455,586 0 0
OWENS REALTY MORTGAGE INC COM 690828108 1,700 116,657 SH   DFND 1 116,657 0 0
OWENS-ILLINOIS INC COM NEW 690768403 30,557 1,410,781 SH   DFND 1 1,402,798 0 7,983
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 853 68,581 SH   DFND 1 68,581 0 0
OXFORD INDUSTRIES INC COM 691497309 26 362 SH   DFND 1 2 362 0 0
OXFORD INDUSTRIES INC COM 691497309 11,782 158,022 SH   DFND 1 158,022 0 0
P G & E CORP COM 69331C108 135 3,090 SH   DFND 1 2 3,090 0 0
P G & E CORP COM 69331C108 275,302 6,281,007 SH   DFND 1 6,254,172 0 26,835
P.A.M. TRANSPORTATION SVCS COM 693149106 658 18,125 SH   DFND 1 18,125 0 0
PACCAR INC COM 693718108 285,917 4,330,888 SH   DFND 1 4,297,399 0 33,489
PACCAR INC COM 693718108 36 550 SH   DFND 1 2 550 0 0
PACIFIC BIOSCIENCES OF CALIF COM 69404D108 82 40,154 SH   DFND 1 2 40,154 0 0
PACIFIC BIOSCIENCES OF CALIF COM 69404D108 1,992 971,782 SH   DFND 1 971,782 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 966 322,049 SH   DFND 1 322,049 0 0
PACIFIC MERCANTILE BANCORP COM 694552100 1,282 134,291 SH   DFND 1 134,291 0 0
PACIFIC PREMIER BANCORP INC COM 69478X105 14,837 369,102 SH   DFND 1 369,102 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 13,001 417,399 SH   DFND 1 417,399 0 0
PACKAGING CORP OF AMERICA COM 695156109 125,240 1,113,814 SH   DFND 1 1,108,816 0 4,998
PACWEST BANCORP COM 695263103 36 743 SH   DFND 1 2 743 0 0
PACWEST BANCORP COM 695263103 60,670 1,224,923 SH   DFND 1 1,217,777 0 7,146
PAIN THERAPEUTICS INC COM NEW 69562K506 200 28,219 SH   DFND 1 28,219 0 0
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 191 175,920 SH   DFND 1 2 175,920 0 0
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 915 839,777 SH   DFND 1 839,777 0 0
PALO ALTO NETWORKS INC COM 697435105 123,073 678,772 SH   DFND 1 678,772 0 0
PALO ALTO NETWORKS INC COM 697435105 50 280 SH   DFND 1 2 280 0 0
PAN AMERICAN SILVER CORP COM 697900108 1,615 100,009 SH   DFND 1 99,846 0 163
PANDORA MEDIA INC COM 698354107 10,276 2,043,036 SH   DFND 1 2,043,036 0 0
PANHANDLE OIL AND GAS INC-A CL A 698477106 2,952 152,970 SH   DFND 1 152,970 0 0
PANW 0 07/01/19 NOTE 7/0 697435AB1 4,125 2,500,000 PRN   DFND 1 2 2,500,000 0 0
PAPA JOHN'S INTL INC COM 698813102 13,763 240,206 SH   DFND 1 239,013 0 1,193
PAPA MURPHY'S HOLDINGS INC COM 698814100 346 71,313 SH   DFND 1 71,313 0 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 4,248 247,409 SH   DFND 1 247,409 0 0
PAR TECHNOLOGY CORP/DEL COM 698884103 384 27,309 SH   DFND 1 27,309 0 0
PARAMOUNT GOLD NEVADA CORP COM 69924M109 43 30,702 SH   DFND 1 30,702 0 0
PARAMOUNT GROUP INC COM 69924R108 30,506 2,142,329 SH   DFND 1 2,142,329 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 3,366 258,965 SH   DFND 1 258,965 0 0
PARETEUM CORP COM NEW 69946T207 657 269,320 SH   DFND 1 269,320 0 0
PARK CITY GROUP INC COM NEW 700215304 1,067 122,048 SH   DFND 1 122,048 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 2,615 155,302 SH   DFND 1 155,302 0 0
PARK HOTELS & RESORTS INC COM 700517105 83,201 3,079,264 SH   DFND 1 3,079,264 0 0
PARK NATIONAL CORP COM 700658107 12,493 120,410 SH   DFND 1 119,626 0 784
PARKE BANCORP INC COM 700885106 449 21,612 SH   DFND 1 21,612 0 0
PARKER DRILLING CO COM 701081101 665 1,048,630 SH   DFND 1 1,048,630 0 0
PARKER HANNIFIN CORP COM 701094104 251,255 1,472,759 SH   DFND 1 1,465,678 0 7,081
PARKERVISION INC COM NEW 701354300 64 80,855 SH   DFND 1 80,855 0 0
PARK-OHIO HOLDINGS CORP COM 700666100 2,980 76,724 SH   DFND 1 76,724 0 0
PARSLEY ENERGY INC-CLASS A CL A 701877102 57,376 1,981,184 SH   DFND 1 1,981,184 0 0
PARTY CITY HOLDCO INC COM 702149105 5,435 348,414 SH   DFND 1 348,414 0 0
PATRICK INDUSTRIES INC COM 703343103 13,608 220,030 SH   DFND 1 220,030 0 0
PATTERN ENERGY GROUP INC -A CL A 70338P100 14,450 835,799 SH   DFND 1 834,496 0 1,303
PATTERSON COS INC COM 703395103 18,321 824,192 SH   DFND 1 820,219 0 3,973
PATTERSON COS INC COM 703395103 390 17,575 SH   DFND 1 2 17,575 0 0
PATTERSON-UTI ENERGY INC COM 703481101 35,707 2,039,275 SH   DFND 1 2,028,413 0 10,862
PAYCHEX INC COM 704326107 31 517 SH   DFND 1 2 517 0 0
PAYCHEX INC COM 704326107 273,536 4,450,159 SH   DFND 1 4,416,418 0 33,741
PAYCOM SOFTWARE INC COM 70432V102 48,150 448,366 SH   DFND 1 448,366 0 0
PAYLOCITY HOLDING CORP COM 70438V106 13,354 260,668 SH   DFND 1 260,668 0 0
PAYPAL HOLDINGS INC COM 70450Y103 952,212 12,581,274 SH   DFND 1 12,472,642 0 108,632
PB BANCORP INC COM 70454T100 124 11,925 SH   DFND 1 11,925 0 0
PBF ENERGY INC-CLASS A CL A 69318G106 37,674 1,111,340 SH   DFND 1 1,105,225 0 6,115
PBF ENERGY INC-CLASS A CL A 69318G106 271 8,018 SH   DFND 1 2 8,018 0 0
PC CONNECTION INC COM 69318J100 3,634 145,365 SH   DFND 1 145,365 0 0
PCM INC COM 69323K100 581 70,055 SH   DFND 1 70,055 0 0
PCSB FINANCIAL CORP COM 69324R104 3,840 183,048 SH   DFND 1 183,048 0 0
PC-TEL INC COM 69325Q105 627 87,366 SH   DFND 1 87,366 0 0
PDC ENERGY INC COM 69327R101 29,315 597,904 SH   DFND 1 597,904 0 0
PDF SOLUTIONS INC COM 693282105 187 16,111 SH   DFND 1 2 16,111 0 0
PDF SOLUTIONS INC COM 693282105 2,935 251,785 SH   DFND 1 251,785 0 0
PDL BIOPHARMA INC COM 69329Y104 5,026 1,709,699 SH   DFND 1 1,709,699 0 0
PDL BIOPHARMA INC COM 69329Y104 803 273,134 SH   DFND 1 2 273,134 0 0
PDVWIRELESS INC COM 69290R104 2,771 92,831 SH   DFND 1 92,831 0 0
PEABODY ENERGY CORP COM 704551100 62 1,721 SH   DFND 1 2 1,721 0 0
PEABODY ENERGY CORP COM 704551100 34,903 956,259 SH   DFND 1 956,259 0 0
PEAK RESORTS INC COM 70469L100 131 27,108 SH   DFND 1 27,108 0 0
PEAPACK GLADSTONE FINL CORP COM 704699107 5,117 153,259 SH   DFND 1 153,259 0 0
PEARSON PLC-SPONSORED ADR SPONSORED ADR 705015105 166 15,828 SH   DFND 1 13,630 0 2,198
PEBBLEBROOK HOTEL TRUST COM 70509V100 24,166 703,542 SH   DFND 1 703,542 0 0
PEGASYSTEMS INC COM 705573103 23,376 385,439 SH   DFND 1 384,952 0 487
PEMBINA PIPELINE CORP COMSTK 706327103 9,472 307,875 SH   DFND 1 307,197 0 678
PENGROWTH ENERGY CORP COMSTK 70706P104 7 11,159 SH   DFND 1 11,159 0 0
PENN NATIONAL GAMING INC COM 707569109 22,711 864,858 SH   DFND 1 864,858 0 0
PENN REAL ESTATE INVEST TST SH BEN INT 709102107 6,851 709,990 SH   DFND 1 709,990 0 0
PENN VIRGINIA CORP COM 70788V102 4,367 124,645 SH   DFND 1 124,645 0 0
PENNS WOODS BANCORP INC COM 708430103 1,502 35,515 SH   DFND 1 35,515 0 0
PENNYMAC FINANCIAL SERVICE-A CL A 70932B101 4,147 183,104 SH   DFND 1 183,104 0 0
PENNYMAC MORTGAGE INVESTMENT COM 70931T103 10,441 579,142 SH   DFND 1 579,142 0 0
PENSKE AUTOMOTIVE GROUP INC COM 70959W103 13,685 308,724 SH   DFND 1 308,724 0 0
PENSKE AUTOMOTIVE GROUP INC COM 70959W103 96 2,187 SH   DFND 1 2 2,187 0 0
PENTAIR PLC SHS G7S00T104 126,836 1,866,059 SH   DFND 1 1,857,310 0 8,749
PENTAIR PLC SHS G7S00T104 1,293 18,990 SH   DFND 1 2 18,990 0 0
PENUMBRA INC COM 70975L107 29,296 253,320 SH   DFND 1 253,320 0 0
PEOPLES BANCORP INC COM 709789101 5,891 166,180 SH   DFND 1 166,180 0 0
PEOPLES BANCORP OF NC COM 710577107 1,470 47,854 SH   DFND 1 47,854 0 0
PEOPLES FINANCIAL SERVICES COM 711040105 2,690 58,935 SH   DFND 1 58,935 0 0
PEOPLE'S UNITED FINANCIAL COM 712704105 34 1,857 SH   DFND 1 2 1,857 0 0
PEOPLE'S UNITED FINANCIAL COM 712704105 86,367 4,638,676 SH   DFND 1 4,620,191 0 18,485
PEOPLE'S UTAH BANCORP COM 712706209 4,840 149,865 SH   DFND 1 149,865 0 0
PEPSICO INC COM 713448108 1,901,247 17,456,169 SH   DFND 1 17,378,570 0 77,599
PERCEPTRON INC COM 71361F100 450 52,634 SH   DFND 1 52,634 0 0
PERFICIENT INC COM 71375U101 7,462 325,582 SH   DFND 1 325,582 0 0
PERFICIENT INC COM 71375U101 243 10,609 SH   DFND 1 2 10,609 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 22,757 762,408 SH   DFND 1 762,408 0 0
PERFORMANT FINANCIAL CORP COM 71377E105 453 151,177 SH   DFND 1 151,177 0 0
PERKINELMER INC COM 714046109 99,758 1,319,636 SH   DFND 1 1,313,905 0 5,731
PERMA-FIX ENVIRONMENTAL SVCS COM NEW 714157203 132 31,932 SH   DFND 1 31,932 0 0
PERMA-PIPE INTERNATIONAL HOL COM 714167103 125 13,866 SH   DFND 1 13,866 0 0
PERNIX THERAPEUTICS HOLDINGS COM NEW 71426V306 94 39,595 SH   DFND 1 39,595 0 0
PERRIGO CO PLC SHS G97822103 122,854 1,477,565 SH   DFND 1 1,470,667 0 6,898
PERRIGO CO PLC SHS G97822103 113 1,356 SH   DFND 1 2 1,356 0 0
PERRY ELLIS INTERNATIONAL COM 288853104 3,093 119,899 SH   DFND 1 119,899 0 0
PERSHING GOLD CORP COM NEW 715302204 241 117,782 SH   DFND 1 117,782 0 0
PETIQ INC COM CL A 71639T106 1,646 61,910 SH   DFND 1 61,910 0 0
PETMED EXPRESS INC COM 716382106 12,461 298,482 SH   DFND 1 297,618 0 864
PETROQUEST ENERGY INC COM NEW 716748306 42 73,129 SH   DFND 1 73,129 0 0
PFENEX INC COM 717071104 520 86,816 SH   DFND 1 86,816 0 0
PFIZER INC COM 717081103 2,367,469 66,867,442 SH   DFND 1 66,541,351 0 326,091
PFIZER INC COM 717081103 1,094 30,838 SH   DFND 1 2 30,838 0 0
PFSWEB INC COM NEW 717098206 815 93,307 SH   DFND 1 93,307 0 0
PGT INNOVATIONS INC COM 69336V101 8,003 429,127 SH   DFND 1 429,127 0 0
PGT INNOVATIONS INC COM 69336V101 0 13 SH   DFND 1 2 13 0 0
PHH CORP COM NEW 693320202 3,483 333,030 SH   DFND 1 333,030 0 0
PHI INC-NON VOTING COM NON VTG 69336T205 1,146 111,936 SH   DFND 1 111,936 0 0
PHIBRO ANIMAL HEALTH CORP-A CL A COM 71742Q106 8,079 203,525 SH   DFND 1 203,525 0 0
PHILIP MORRIS INTERNATIONAL COM 718172109 1,666,795 16,809,202 SH   DFND 1 16,728,316 0 80,886
PHILLIPS 66 COM 718546104 419,566 4,385,805 SH   DFND 1 4,362,469 0 23,336
PHOENIX NEW MEDIA LTD -ADR SPONSORED ADS 71910C103 97 22,343 SH   DFND 1 2 22,343 0 0
PHOTRONICS INC COM 719405102 5,321 644,990 SH   DFND 1 644,990 0 0
PHYSICIANS REALTY TRUST COM 71943U104 23,563 1,513,360 SH   DFND 1 1,513,360 0 0
PICO HOLDINGS INC COM NEW 693366205 2,308 201,615 SH   DFND 1 201,615 0 0
PIEDMONT OFFICE REALTY TRU-A COM CL A 720190206 27,189 1,545,749 SH   DFND 1 1,545,749 0 0
PIER 1 IMPORTS INC COM 720279108 0 4 SH   DFND 1 2 4 0 0
PIER 1 IMPORTS INC COM 720279108 3,422 1,062,752 SH   DFND 1 1,062,063 0 689
PIERIS PHARMACEUTICALS INC COM 720795103 1,419 208,110 SH   DFND 1 205,171 0 2,939
PIERIS PHARMACEUTICALS INC COM 720795103 306 44,978 SH   DFND 1 2 44,978 0 0
PILGRIM'S PRIDE CORP COM 72147K108 14,601 593,322 SH   DFND 1 592,186 0 1,136
PINGTAN MARINE ENTERPRISE LT SHS G7114V102 110 37,129 SH   DFND 1 37,129 0 0
PINNACLE ENTERTAINMENT INC COM 72348Y105 15,277 506,702 SH   DFND 1 506,702 0 0
PINNACLE FINANCIAL PARTNERS COM 72346Q104 42,276 658,515 SH   DFND 1 654,897 0 3,618
PINNACLE FOODS INC COM 72348P104 55,247 1,021,219 SH   DFND 1 1,021,219 0 0
PINNACLE WEST CAPITAL COM 723484101 105,771 1,328,342 SH   DFND 1 1,322,341 0 6,001
PIONEER ENERGY SERVICES CORP COM 723664108 1,654 612,786 SH   DFND 1 612,786 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 309,714 1,807,780 SH   DFND 1 1,798,900 0 8,880
PIPER JAFFRAY COS COM 724078100 121 1,461 SH   DFND 1 2 1,461 0 0
PIPER JAFFRAY COS COM 724078100 15,227 183,355 SH   DFND 1 183,355 0 0
PITNEY BOWES INC COM 724479100 19,831 1,821,054 SH   DFND 1 1,811,955 0 9,099
PIXELWORKS INC COM NEW 72581M305 1,063 274,798 SH   DFND 1 274,798 0 0
PJT PARTNERS INC - A COM CL A 69343T107 7,877 157,228 SH   DFND 1 157,228 0 0
PLAB 3.25 04/01/19 NOTE 3.250% 4/0 719405AK8 9,042 8,756,000 PRN   DFND 1 2 8,756,000 0 0
PLANET FITNESS INC - CL A CL A 72703H101 151 4,024 SH   DFND 1 2 4,024 0 0
PLANET FITNESS INC - CL A CL A 72703H101 27,482 727,616 SH   DFND 1 727,616 0 0
PLANTRONICS INC COM 727493108 124 2,065 SH   DFND 1 2 2,065 0 0
PLANTRONICS INC COM 727493108 24,259 401,850 SH   DFND 1 400,239 0 1,611
PLATFORM SPECIALTY PRODUCTS COM 72766Q105 17,306 1,797,187 SH   DFND 1 1,797,187 0 0
PLAYA HOTELS & RESORTS NV SHS N70544106 4,922 481,672 SH   DFND 1 481,672 0 0
PLAYAGS INC COM 72814N104 2,314 99,520 SH   DFND 1 99,520 0 0
PLEXUS CORP COM 729132100 20,999 351,579 SH   DFND 1 351,579 0 0
PLUG POWER INC COM NEW 72919P202 4,074 2,155,609 SH   DFND 1 2,155,609 0 0
PLURISTEM THERAPEUTICS INC COM 72940R102 57 41,630 SH   DFND 1 41,630 0 0
PLY GEM HOLDINGS INC COM 72941W100 3,988 184,663 SH   DFND 1 184,663 0 0
PLY GEM HOLDINGS INC COM 72941W100 216 10,000 SH   DFND 1 2 10,000 0 0
PNC FINANCIAL SERVICES GROUP COM 693475105 762,820 5,056,614 SH   DFND 1 5,031,072 0 25,542
PNM RESOURCES INC COM 69349H107 26,936 704,234 SH   DFND 1 700,332 0 3,902
POINTS INTERNATIONAL LTD COM NEW 730843208 73 7,506 SH   DFND 1 7,506 0 0
POINTS INTERNATIONAL LTD COM NEW 730843208 141 14,516 SH   DFND 1 2 14,516 0 0
POLAR POWER INC COM 73102V105 64 12,969 SH   DFND 1 12,969 0 0
POLARIS INDUSTRIES INC COM 731068102 60,290 526,936 SH   DFND 1 523,931 0 3,005
POLARITYTE INC COM 731094108 596 32,875 SH   DFND 1 32,875 0 0
POLYONE CORPORATION COM 73179P106 34,193 804,175 SH   DFND 1 800,220 0 3,955
POOL CORP COM 73278L105 52,243 357,296 SH   DFND 1 355,323 0 1,973
POPULAR INC COM NEW 733174700 40,928 983,393 SH   DFND 1 983,393 0 0
PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 36,413 898,883 SH   DFND 1 898,883 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 19 582 SH   DFND 1 2 582 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 19,403 594,094 SH   DFND 1 593,845 0 249
POST HOLDINGS INC COM 737446104 44,563 588,222 SH   DFND 1 585,015 0 3,207
POTBELLY CORP COM 73754Y100 2,502 207,652 SH   DFND 1 207,652 0 0
POTBELLY CORP COM 73754Y100 9 781 SH   DFND 1 2 781 0 0
POTLATCHDELTIC CORP COM 737630103 748 14,380 SH   DFND 1 2 14,380 0 0
POTLATCHDELTIC CORP COM 737630103 34,677 666,227 SH   DFND 1 663,284 0 2,943
POWELL INDUSTRIES INC COM 739128106 137 5,119 SH   DFND 1 2 5,119 0 0
POWELL INDUSTRIES INC COM 739128106 2,185 81,438 SH   DFND 1 81,438 0 0
POWER INTEGRATIONS INC COM 739276103 18,426 269,591 SH   DFND 1 269,591 0 0
POWER INTEGRATIONS INC COM 739276103 89 1,304 SH   DFND 1 2 1,304 0 0
PPG INDUSTRIES INC COM 693506107 284,497 2,556,277 SH   DFND 1 2,543,041 0 13,236
PPL CORP COM 69351T106 86 3,059 SH   DFND 1 2 3,059 0 0
PPL CORP COM 69351T106 251,827 8,920,359 SH   DFND 1 8,883,463 0 36,896
PQ GROUP HOLDINGS INC COM 73943T103 4,877 349,153 SH   DFND 1 349,153 0 0
PRA GROUP INC COM 69354N106 15,758 414,686 SH   DFND 1 414,686 0 0
PRA HEALTH SCIENCES INC COM 69354M108 39,729 478,894 SH   DFND 1 478,894 0 0
PRAXAIR INC COM 74005P104 428,039 2,974,194 SH   DFND 1 2,958,903 0 15,291
PRECISION DRILLING CORP COMSTK 74022D308 52 18,987 SH   DFND 1 18,987 0 0
PRECISION THERAPEUTICS INC COM 74033P100 51 47,035 SH   DFND 1 47,035 0 0
PREFERRED APARTMENT COMMUN-A COM 74039L103 4,551 320,744 SH   DFND 1 318,766 0 1,978
PREFERRED BANK/LOS ANGELES COM NEW 740367404 7,858 122,402 SH   DFND 1 122,402 0 0
PREFORMED LINE PRODUCTS CO COM 740444104 1,874 28,800 SH   DFND 1 28,800 0 0
PREMIER FINANCIAL BANCORP COM 74050M105 984 52,922 SH   DFND 1 52,922 0 0
PREMIER INC-CLASS A CL A 74051N102 72 2,319 SH   DFND 1 2 2,319 0 0
PREMIER INC-CLASS A CL A 74051N102 16,043 512,415 SH   DFND 1 512,415 0 0
PRESBIA PLC SHS G7234P100 37 14,898 SH   DFND 1 14,898 0 0
PRESIDIO INC COM 74102M103 5,680 363,191 SH   DFND 1 363,191 0 0
PRESTIGE BRANDS HOLDINGS INC COM 74112D101 15,763 467,490 SH   DFND 1 464,906 0 2,584
PRGX GLOBAL INC COM NEW 69357C503 1,521 161,045 SH   DFND 1 161,045 0 0
PRICESMART INC COM 741511109 17,765 212,631 SH   DFND 1 212,631 0 0
PRIMEENERGY CORP COM 74158E104 242 4,839 SH   DFND 1 4,839 0 0
PRIMERICA INC COM 74164M108 35,988 372,547 SH   DFND 1 370,385 0 2,162
PRIMO WATER CORP COM 74165N105 2,711 231,512 SH   DFND 1 231,512 0 0
PRIMORIS SERVICES CORP COM 74164F103 692 27,734 SH   DFND 1 2 27,734 0 0
PRIMORIS SERVICES CORP COM 74164F103 13,264 530,995 SH   DFND 1 530,995 0 0
PRINCIPAL FINANCIAL GROUP COM 74251V102 201,677 3,318,826 SH   DFND 1 3,301,642 0 17,184
PROASSURANCE CORP COM 74267C106 23,136 476,550 SH   DFND 1 476,550 0 0
PROCTER & GAMBLE CO/THE COM 742718109 2,252,709 28,482,143 SH   DFND 1 28,344,573 0 137,570
PROCTER & GAMBLE CO/THE COM 742718109 206 2,607 SH   DFND 1 2 2,607 0 0
PROFIRE ENERGY INC COM 74316X101 325 119,381 SH   DFND 1 119,381 0 0
PROGENICS PHARMACEUTICALS COM 743187106 4,626 620,240 SH   DFND 1 620,240 0 0
PROGRESS SOFTWARE CORP COM 743312100 22,204 577,501 SH   DFND 1 577,501 0 0
PROGRESS SOFTWARE CORP COM 743312100 452 11,772 SH   DFND 1 2 11,772 0 0
PROGRESSIVE CORP COM 743315103 440,100 7,238,736 SH   DFND 1 7,208,207 0 30,529
PROLOGIS INC COM 74340W103 453,213 7,209,386 SH   DFND 1 7,181,597 0 27,789
PROOFPOINT INC COM 743424103 49,879 438,890 SH   DFND 1 438,890 0 0
PROPETRO HOLDING CORP COM 74347M108 7,727 486,305 SH   DFND 1 486,305 0 0
PROS HOLDINGS INC COM 74346Y103 8,016 242,853 SH   DFND 1 242,853 0 0
PROSPERITY BANCSHARES INC COM 743606105 43,855 603,825 SH   DFND 1 600,406 0 3,419
PROTAGONIST THERAPEUTICS INC COM 74366E102 1,209 140,811 SH   DFND 1 140,811 0 0
PROTAGONIST THERAPEUTICS INC COM 74366E102 7 873 SH   DFND 1 2 873 0 0
PROTEON THERAPEUTICS INC COM 74371L109 80 32,340 SH   DFND 1 32,340 0 0
PROTEOSTASIS THERAPEUTICS IN COM 74373B109 798 168,141 SH   DFND 1 168,141 0 0
PROTHENA CORP PLC SHS G72800108 12,970 353,327 SH   DFND 1 353,125 0 202
PROTO LABS INC COM 743713109 24,633 209,559 SH   DFND 1 209,042 0 517
PROTO LABS INC COM 743713109 65 560 SH   DFND 1 2 560 0 0
PROVIDENCE SERVICE CORP COM 743815102 9,177 132,734 SH   DFND 1 132,734 0 0
PROVIDENCE SERVICE CORP COM 743815102 33 479 SH   DFND 1 2 479 0 0
PROVIDENT BANCORP INC COM 74383X109 2,708 102,029 SH   DFND 1 102,029 0 0
PROVIDENT FINANCIAL HLDGS COM 743868101 742 41,042 SH   DFND 1 41,042 0 0
PROVIDENT FINANCIAL SERVICES COM 74386T105 13,488 527,087 SH   DFND 1 527,087 0 0
PRUDENTIAL BANCORP INC COM 74431A101 1,873 103,292 SH   DFND 1 103,292 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 186 1,803 SH   DFND 1 2 1,803 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 472,676 4,576,051 SH   DFND 1 4,552,393 0 23,658
PRUDENTIAL PLC-ADR ADR 74435K204 1,852 36,229 SH   DFND 1 34,241 0 1,988
PS BUSINESS PARKS INC/CA COM 69360J107 31 282 SH   DFND 1 2 282 0 0
PS BUSINESS PARKS INC/CA COM 69360J107 26,573 235,077 SH   DFND 1 235,077 0 0
PSYCHEMEDICS CORP COM NEW 744375205 117 5,679 SH   DFND 1 2 5,679 0 0
PSYCHEMEDICS CORP COM NEW 744375205 616 29,834 SH   DFND 1 29,834 0 0
PTC INC COM 69370C100 79,888 1,024,080 SH   DFND 1 1,018,388 0 5,692
PTC THERAPEUTICS INC COM 69366J200 9,885 365,322 SH   DFND 1 365,322 0 0
PUBLIC SERVICE ENTERPRISE GP COM 744573106 284,777 5,682,297 SH   DFND 1 5,653,628 0 28,669
PUBLIC STORAGE COM 74460D109 406,849 2,034,226 SH   DFND 1 2,025,964 0 8,262
PULMATRIX INC COM 74584P103 20 39,706 SH   DFND 1 39,706 0 0
PULSE BIOSCIENCES INC COM 74587B101 832 61,540 SH   DFND 1 61,540 0 0
PULTEGROUP INC COM 745867101 120,825 4,104,847 SH   DFND 1 4,090,500 0 14,347
PULTEGROUP INC COM 745867101 248 8,417 SH   DFND 1 2 8,417 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 20,303 298,357 SH   DFND 1 298,357 0 0
PURE CYCLE CORP COM NEW 746228303 1,261 133,510 SH   DFND 1 133,510 0 0
PURE STORAGE INC - CLASS A CL A 74624M102 362 18,169 SH   DFND 1 2 18,169 0 0
PURE STORAGE INC - CLASS A CL A 74624M102 24,596 1,232,904 SH   DFND 1 1,232,904 0 0
PVH CORP COM 693656100 131,393 870,025 SH   DFND 1 866,036 0 3,989
PZENA INVESTMENT MANAGM-CL A CLASS A 74731Q103 1,131 101,702 SH   DFND 1 99,068 0 2,634
Q2 HOLDINGS INC COM 74736L109 12,707 278,970 SH   DFND 1 278,970 0 0
Q2 HOLDINGS INC COM 74736L109 82 1,810 SH   DFND 1 2 1,810 0 0
QAD INC-A CL A 74727D306 3,694 88,709 SH   DFND 1 88,709 0 0
QAD INC-B CL B 74727D207 897 28,665 SH   DFND 1 28,665 0 0
QCR HOLDINGS INC COM 74727A104 5,502 122,680 SH   DFND 1 122,680 0 0
QEP RESOURCES INC COM 74733V100 20,225 2,065,909 SH   DFND 1 2,054,101 0 11,808
QIAGEN N.V. SHS NEW N72482123 17,202 532,410 SH   DFND 1 532,410 0 0
QIWI PLC-SPONSORED ADR SPON ADR REP B 74735M108 658 34,464 SH   DFND 1 34,464 0 0
QORVO INC COM 74736K101 61 869 SH   DFND 1 2 869 0 0
QORVO INC COM 74736K101 102,685 1,461,042 SH   DFND 1 1,454,213 0 6,829
QTS REALTY TRUST INC-CL A COM CL A 74736A103 18,786 518,677 SH   DFND 1 518,677 0 0
QUAD GRAPHICS INC COM CL A 747301109 80 3,185 SH   DFND 1 2 3,185 0 0
QUAD GRAPHICS INC COM CL A 747301109 12,370 487,977 SH   DFND 1 487,225 0 752
QUAKER CHEMICAL CORP COM 747316107 16,382 110,593 SH   DFND 1 110,593 0 0
QUALCOMM INC COM 747525103 242 4,375 SH   DFND 1 2 4,375 0 0
QUALCOMM INC COM 747525103 945,080 17,096,451 SH   DFND 1 16,955,751 0 140,700
QUALITY CARE PROPERTIES COM 747545101 22,092 1,137,025 SH   DFND 1 1,132,376 0 4,649
QUALITY SYSTEMS INC COM 747582104 11,434 837,707 SH   DFND 1 835,131 0 2,576
QUALSTAR CORP COM NEW 74758R208 135 11,989 SH   DFND 1 11,989 0 0
QUALYS INC COM 74758T303 21,399 294,149 SH   DFND 1 294,149 0 0
QUALYS INC COM 74758T303 221 3,049 SH   DFND 1 2 3,049 0 0
QUANEX BUILDING PRODUCTS COM 747619104 5,285 303,758 SH   DFND 1 303,758 0 0
QUANEX BUILDING PRODUCTS COM 747619104 483 27,802 SH   DFND 1 2 27,802 0 0
QUANTA SERVICES INC COM 74762E102 63,144 1,841,306 SH   DFND 1 1,833,259 0 8,047
QUANTENNA COMMUNICATIONS INC COM 74766D100 2,435 177,800 SH   DFND 1 177,800 0 0
QUANTERIX CORP COM 74766Q101 767 45,021 SH   DFND 1 45,021 0 0
QUANTUM CORP COM NEW 747906501 909 249,813 SH   DFND 1 249,813 0 0
QUARTERHILL INC COM 747713105 68 47,397 SH   DFND 1 47,397 0 0
QUEST DIAGNOSTICS INC COM 74834L100 367 3,663 SH   DFND 1 2 3,663 0 0
QUEST DIAGNOSTICS INC COM 74834L100 188,359 1,881,546 SH   DFND 1 1,874,174 0 7,372
QUEST RESOURCE HOLDING CORP COM NEW 74836W203 86 39,339 SH   DFND 1 39,339 0 0
QUICKLOGIC CORP COM 74837P108 827 544,174 SH   DFND 1 544,174 0 0
QUIDEL CORP COM 74838J101 19,607 378,445 SH   DFND 1 378,445 0 0
QUINSTREET INC COM 74874Q100 14 1,103 SH   DFND 1 2 1,103 0 0
QUINSTREET INC COM 74874Q100 4,236 331,781 SH   DFND 1 331,781 0 0
QUINTANA ENERGY SERVICES INC COM 74875T103 779 79,905 SH   DFND 1 79,905 0 0
QUMU CORP COM 749063103 163 92,861 SH   DFND 1 92,861 0 0
QUORUM HEALTH CORP COM 74909E106 1,348 164,844 SH   DFND 1 164,844 0 0
QUOTIENT LTD SHS G73268107 376 79,836 SH   DFND 1 79,836 0 0
QUOTIENT TECHNOLOGY INC COM 749119103 8,286 632,595 SH   DFND 1 632,595 0 0
R1 RCM INC COM 749397105 5,764 807,311 SH   DFND 1 807,311 0 0
RA PHARMACEUTICALS INC COM 74933V108 605 114,037 SH   DFND 1 114,037 0 0
RADA ELECTRONIC INDS LTD COM PAR NEW M81863124 63 26,723 SH   DFND 1 26,723 0 0
RADIAN GROUP INC COM 750236101 35,575 1,868,481 SH   DFND 1 1,868,481 0 0
RADIANT LOGISTICS INC COM 75025X100 1,089 281,473 SH   DFND 1 281,473 0 0
RADISYS CORP COM 750459109 175 274,523 SH   DFND 1 274,523 0 0
RADIUS HEALTH INC COM NEW 750469207 13,527 376,384 SH   DFND 1 376,384 0 0
RADNET INC COM 750491102 367 25,553 SH   DFND 1 2 25,553 0 0
RADNET INC COM 750491102 7,621 529,298 SH   DFND 1 529,298 0 0
RADWARE LTD ORD M81873107 743 34,807 SH   DFND 1 34,807 0 0
RAFAEL HOLDINGS INC-CLASS B COM CL B 75062E106 421 86,820 SH   DFND 1 86,820 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 124 768,580 SH   DFND 1 768,580 0 0
RALPH LAUREN CORP CL A 751212101 78,665 705,194 SH   DFND 1 702,289 0 2,905
RAMACO RESOURCES INC COM 75134P303 333 46,402 SH   DFND 1 46,402 0 0
RAMBUS INC COM 750917106 19,330 1,439,377 SH   DFND 1 1,439,377 0 0
RAMBUS INC COM 750917106 181 13,492 SH   DFND 1 2 13,492 0 0
RAMCO-GERSHENSON PROPERTIES COM SH BEN INT 751452202 9,924 802,934 SH   DFND 1 802,934 0 0
RANDGOLD RESOURCES LTD-ADR ADR 752344309 2,142 25,743 SH   DFND 1 25,553 0 190
RANGE RESOURCES CORP COM 75281A109 0 16 SH   DFND 1 2 16 0 0
RANGE RESOURCES CORP COM 75281A109 39,481 2,721,461 SH   DFND 1 2,709,712 0 11,749
RANGER ENERGY SERVICES INC COM CL A 75282U104 309 38,012 SH   DFND 1 38,012 0 0
RAPID7 INC COM 753422104 8,069 315,586 SH   DFND 1 315,586 0 0
RAPID7 INC COM 753422104 432 16,898 SH   DFND 1 2 16,898 0 0
RAVE RESTAURANT GROUP INC COM 754198109 51 41,524 SH   DFND 1 41,524 0 0
RAVEN INDUSTRIES INC COM 754212108 352 10,065 SH   DFND 1 2 10,065 0 0
RAVEN INDUSTRIES INC COM 754212108 11,850 338,115 SH   DFND 1 338,115 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 130,874 1,467,257 SH   DFND 1 1,460,497 0 6,760
RAYONIER ADVANCED MATERIALS COM 75508B104 9,810 456,954 SH   DFND 1 456,954 0 0
RAYONIER INC COM 754907103 39,416 1,120,433 SH   DFND 1 1,114,127 0 6,306
RAYTHEON COMPANY COM NEW 755111507 792,328 3,679,279 SH   DFND 1 3,664,244 0 15,035
RAYTHEON COMPANY COM NEW 755111507 0 2 SH   DFND 1 2 2 0 0
RBB BANCORP COM 74930B105 713 27,058 SH   DFND 1 27,058 0 0
RBC BEARINGS INC COM 75524B104 27,602 222,244 SH   DFND 1 222,244 0 0
RCI HOSPITALITY HOLDINGS INC COM 74934Q108 2,315 81,576 SH   DFND 1 81,576 0 0
RCM TECHNOLOGIES INC COM NEW 749360400 234 40,694 SH   DFND 1 40,694 0 0
RE/MAX HOLDINGS INC-CL A CL A 75524W108 9,084 150,280 SH   DFND 1 150,280 0 0
READING INTERNATIONAL INC-A CL A 755408101 2,747 164,989 SH   DFND 1 164,989 0 0
REAL GOODS SOLAR INC-CLASS A CL A 2017 75601N500 42 43,365 SH   DFND 1 43,365 0 0
REALNETWORKS INC COM NEW 75605L708 526 171,948 SH   DFND 1 171,948 0 0
REALOGY HOLDINGS CORP COM 75605Y106 45,324 1,661,450 SH   DFND 1 1,661,450 0 0
REALPAGE INC COM 75606N109 28,500 553,410 SH   DFND 1 553,410 0 0
REALTY INCOME CORP COM 756109104 171,675 3,326,060 SH   DFND 1 3,311,194 0 14,866
REATA PHARMACEUTICALS INC-A CL A 75615P103 2,342 114,231 SH   DFND 1 114,231 0 0
RECRO PHARMA INC COM 75629F109 1,312 119,233 SH   DFND 1 119,233 0 0
RED HAT INC COM 756577102 132 886 SH   DFND 1 2 886 0 0
RED HAT INC COM 756577102 296,912 1,990,861 SH   DFND 1 1,981,629 0 9,232
RED LION HOTELS CORP COM 756764106 1,359 139,385 SH   DFND 1 139,385 0 0
RED ROBIN GOURMET BURGERS COM 75689M101 6,880 118,626 SH   DFND 1 118,626 0 0
RED ROCK RESORTS INC-CLASS A CL A 75700L108 17,675 603,679 SH   DFND 1 603,679 0 0
RED VIOLET INC COM 75704L104 268 44,003 SH   DFND 1 44,003 0 0
REDFIN CORP COM 75737F108 5,588 244,769 SH   DFND 1 244,769 0 0
REDWOOD TRUST INC COM 758075402 10,428 674,120 SH   DFND 1 674,120 0 0
REED'S INC COM 758338107 125 73,731 SH   DFND 1 73,731 0 0
REGAL BELOIT CORP COM 758750103 34,214 466,453 SH   DFND 1 464,279 0 2,174
REGAL BELOIT CORP COM 758750103 226 3,082 SH   DFND 1 2 3,082 0 0
REGALWOOD GLOBAL ENERGY-CW22 *W EXP 12/05/202 G74760128 303 300,000 SH   DFND 1 2 300,000 0 0
REGENCY CENTERS CORP COM 758849103 122,470 2,080,385 SH   DFND 1 2,072,607 0 7,778
REGENERON PHARMACEUTICALS COM 75886F107 109 318 SH   DFND 1 2 318 0 0
REGENERON PHARMACEUTICALS COM 75886F107 321,461 935,658 SH   DFND 1 927,205 0 8,453
REGENXBIO INC COM 75901B107 7,773 260,412 SH   DFND 1 260,412 0 0
REGI 4 06/15/36 NOTE 4.000% 6/1 75972AAC7 17,537 13,000,000 PRN   DFND 1 2 13,000,000 0 0
REGIONAL HEALTH PROPERTIES COM 75903M101 15 40,556 SH   DFND 1 40,556 0 0
REGIONAL MANAGEMENT CORP COM 75902K106 2,461 77,298 SH   DFND 1 77,298 0 0
REGIONAL MANAGEMENT CORP COM 75902K106 139 4,391 SH   DFND 1 2 4,391 0 0
REGIONS FINANCIAL CORP COM 7591EP100 25 1,378 SH   DFND 1 2 1,378 0 0
REGIONS FINANCIAL CORP COM 7591EP100 275,924 14,882,088 SH   DFND 1 14,821,114 0 60,974
REGIS CORP COM 758932107 4,633 306,237 SH   DFND 1 306,237 0 0
REGULUS THERAPEUTICS INC COM 75915K101 347 483,951 SH   DFND 1 483,951 0 0
REINSURANCE GROUP OF AMERICA COM NEW 759351604 92,100 598,533 SH   DFND 1 595,379 0 3,154
REIS INC COM 75936P105 1,526 71,173 SH   DFND 1 71,173 0 0
RELIANCE STEEL & ALUMINUM COM 759509102 37 443 SH   DFND 1 2 443 0 0
RELIANCE STEEL & ALUMINUM COM 759509102 70,171 818,421 SH   DFND 1 814,804 0 3,617
RELIANT BANCORP INC COM 75956B101 1,191 52,283 SH   DFND 1 52,283 0 0
RELM WIRELESS CORP COM 759525108 311 78,830 SH   DFND 1 78,830 0 0
RELX NV - SPON ADR SPONSORED ADR 75955B102 279 13,435 SH   DFND 1 9,895 0 3,540
RELX PLC - SPON ADR SPONSORED ADR 759530108 806 38,611 SH   DFND 1 34,971 0 3,640
REMARK HOLDINGS INC COM 75955K102 633 111,460 SH   DFND 1 111,460 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 54,878 396,489 SH   DFND 1 394,534 0 1,955
RENASANT CORP COM 75970E107 17,590 413,322 SH   DFND 1 413,322 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 4,201 328,248 SH   DFND 1 328,248 0 0
RENT-A-CENTER INC COM 76009N100 4,025 466,479 SH   DFND 1 466,479 0 0
REPLIGEN CORP COM 759916109 13,286 367,220 SH   DFND 1 367,220 0 0
REPUBLIC BANCORP INC-CLASS A CL A 760281204 3,867 100,990 SH   DFND 1 100,990 0 0
REPUBLIC FIRST BANCORP INC COM 760416107 4,264 490,182 SH   DFND 1 490,182 0 0
REPUBLIC SERVICES INC COM 760759100 222,284 3,362,372 SH   DFND 1 3,349,998 0 12,374
RESEARCH FRONTIERS INC COM 760911107 93 95,951 SH   DFND 1 95,951 0 0
RESHAPE LIFESCIENCES INC COM 761123108 38 26,518 SH   DFND 1 26,518 0 0
RESMED INC COM 761152107 179,325 1,825,109 SH   DFND 1 1,817,140 0 7,969
RESOLUTE ENERGY CORP COM NEW 76116A306 5,706 164,697 SH   DFND 1 164,697 0 0
RESOLUTE FOREST PRODUCTS COM 76117W109 4,533 546,252 SH   DFND 1 546,252 0 0
RESOLUTE FOREST PRODUCTS COM 76117W109 813 98,003 SH   DFND 1 2 98,003 0 0
RESONANT INC COM 76118L102 115 36,246 SH   DFND 1 36,246 0 0
RESOURCE CAPITAL CORP COM NEW 76120W708 580 61,029 SH   DFND 1 2 61,029 0 0
RESOURCE CAPITAL CORP COM NEW 76120W708 2,532 266,248 SH   DFND 1 266,248 0 0
RESOURCES CONNECTION INC COM 76122Q105 154 9,542 SH   DFND 1 2 9,542 0 0
RESOURCES CONNECTION INC COM 76122Q105 8,778 541,883 SH   DFND 1 541,883 0 0
RESTAURANT BRANDS INTERN COM 76131D103 7,942 141,434 SH   DFND 1 141,266 0 168
RESTORBIO INC COM 76133L103 532 55,613 SH   DFND 1 55,613 0 0
RETAIL OPPORTUNITY INVESTMEN COM 76131N101 23,062 1,305,188 SH   DFND 1 1,305,188 0 0
RETAIL PROPERTIES OF AME - A CL A 76131V202 27,848 2,388,390 SH   DFND 1 2,388,390 0 0
RETRACTABLE TECHNOLOGIES INC COM 76129W105 43 41,762 SH   DFND 1 41,762 0 0
RETROPHIN INC COM 761299106 8,230 368,083 SH   DFND 1 368,047 0 36
REV GROUP INC COM 749527107 4,849 233,620 SH   DFND 1 233,426 0 194
REVANCE THERAPEUTICS INC COM 761330109 8,081 262,392 SH   DFND 1 262,392 0 0
REVLON INC-CLASS A CL A NEW 761525609 2,068 100,435 SH   DFND 1 100,435 0 0
REVOLUTION LIGHTING TECHNOLO COM NEW 76155G206 267 78,046 SH   DFND 1 78,046 0 0
REX AMERICAN RESOURCES CORP COM 761624105 3,653 50,189 SH   DFND 1 50,017 0 172
REX ENERGY CORP COM NEW 761565506 45 49,760 SH   DFND 1 49,760 0 0
REXAHN PHARMACEUTICALS INC COM NEW 761640200 220 146,083 SH   DFND 1 146,083 0 0
REXFORD INDUSTRIAL REALTY IN COM 76169C100 22,745 790,036 SH   DFND 1 790,036 0 0
REXNORD CORP COM 76169B102 26,079 878,704 SH   DFND 1 878,704 0 0
RF INDUSTRIES LTD COM PAR $0.01 749552105 90 19,760 SH   DFND 1 19,760 0 0
RGC RESOURCES INC COM 74955L103 1,936 76,239 SH   DFND 1 76,239 0 0
RH COM 74967X103 15,511 162,800 SH   DFND 1 162,800 0 0
RHYTHM PHARMACEUTICALS INC COM 76243J105 2,375 119,358 SH   DFND 1 119,358 0 0
RIBBON COMMUNICATIONS INC COM 762544104 2,420 474,651 SH   DFND 1 474,651 0 0
RICEBRAN TECHNOLOGIES COM NEW 762831204 24 15,640 SH   DFND 1 15,640 0 0
RICHARDSON ELEC LTD COM 763165107 534 67,211 SH   DFND 1 67,211 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 4,513 1,275,104 SH   DFND 1 1,275,104 0 0
RIGNET INC COM 766582100 1,431 105,280 SH   DFND 1 105,280 0 0
RING ENERGY INC COM 76680V108 6,210 432,762 SH   DFND 1 432,762 0 0
RINGCENTRAL INC-CLASS A CL A 76680R206 38,181 601,281 SH   DFND 1 601,281 0 0
RINGCENTRAL INC-CLASS A CL A 76680R206 420 6,627 SH   DFND 1 2 6,627 0 0
RIO TINTO PLC-SPON ADR SPONSORED ADR 767204100 1,641 31,860 SH   DFND 1 30,891 0 969
RIO TINTO PLC-SPON ADR SPONSORED ADR 767204100 427 8,295 SH   DFND 1 2 8,295 0 0
RIOT BLOCKCHAIN INC COM 767292105 398 60,248 SH   DFND 1 60,248 0 0
RITE AID CORP COM 767754104 15,016 8,938,227 SH   DFND 1 8,938,227 0 0
RIVERVIEW BANCORP INC COM 769397100 1,985 212,610 SH   DFND 1 212,610 0 0
RLI CORP COM 749607107 21,651 341,557 SH   DFND 1 339,746 0 1,811
RLJ ENTERTAINMENT INC COM NEW 74965F203 408 91,642 SH   DFND 1 91,642 0 0
RLJ LODGING TRUST COM 74965L101 39,851 2,049,989 SH   DFND 1 2,049,989 0 0
RMR GROUP INC/THE - A CL A 74967R106 10,290 147,107 SH   DFND 1 147,086 0 21
RMR GROUP INC/THE - A CL A 74967R106 181 2,599 SH   DFND 1 2 2,599 0 0
RMR REAL ESTATE INCOME FUND COM 76970B101 2,143 128,601 SH   DFND 1 2 128,601 0 0
ROADRUNNER TRANSPORTATION SY COM 76973Q105 641 252,375 SH   DFND 1 252,375 0 0
ROADRUNNER TRANSPORTATION SY COM 76973Q105 228 90,060 SH   DFND 1 2 90,060 0 0
ROBERT HALF INTL INC COM 770323103 72 1,248 SH   DFND 1 2 1,248 0 0
ROBERT HALF INTL INC COM 770323103 119,472 2,067,222 SH   DFND 1 2,060,410 0 6,812
ROCKET PHARMACEUTICALS INC COM 77313F106 1,508 80,478 SH   DFND 1 80,478 0 0
ROCKWELL AUTOMATION INC COM 773903109 270,515 1,556,287 SH   DFND 1 1,549,132 0 7,155
ROCKWELL AUTOMATION INC COM 773903109 906 5,202 SH   DFND 1 2 5,202 0 0
ROCKWELL COLLINS INC COM 774341101 240,588 1,788,366 SH   DFND 1 1,779,832 0 8,534
ROCKWELL COLLINS INC COM 774341101 1,483 11,000 SH   DFND 1 2 11,000 0 0
ROCKWELL MEDICAL INC COM 774374102 2,181 418,695 SH   DFND 1 418,695 0 0
ROCKY BRANDS INC COM 774515100 825 38,498 SH   DFND 1 38,498 0 0
ROCKY BRANDS INC COM 774515100 424 19,810 SH   DFND 1 2 19,810 0 0
ROGERS COMMUNICATIONS INC-B COMSTK 775109200 16,292 367,309 SH   DFND 1 367,309 0 0
ROGERS CORP COM 775133101 18,226 152,469 SH   DFND 1 152,469 0 0
ROKU INC COM CL A 77543R102 3,713 119,419 SH   DFND 1 119,419 0 0
ROLLINS INC COM 775711104 48,384 948,871 SH   DFND 1 944,177 0 4,694
ROPER TECHNOLOGIES INC COM 776696106 317,286 1,133,200 SH   DFND 1 1,127,843 0 5,357
ROSETTA STONE INC COM 777780107 38 2,920 SH   DFND 1 2 2,920 0 0
ROSETTA STONE INC COM 777780107 1,829 139,099 SH   DFND 1 139,099 0 0
ROSS STORES INC COM 778296103 137 1,757 SH   DFND 1 2 1,757 0 0
ROSS STORES INC COM 778296103 394,992 5,076,048 SH   DFND 1 5,040,426 0 35,622
ROWAN COMPANIES PLC-A SHS CL A G7665A101 11,097 961,628 SH   DFND 1 956,092 0 5,536
ROYAL BANK OF CANADA COM 780087102 82,933 1,084,251 SH   DFND 1 1,083,431 0 820
ROYAL BANK OF CANADA COM 780087102 432 5,600 SH   DFND 1 2 5,600 0 0
ROYAL BANK OF SCOT-SPON ADR SPONS ADR 2 ORD 780097689 207 28,094 SH   DFND 1 2 28,094 0 0
ROYAL BANK OF SCOT-SPON ADR SPONS ADR 2 ORD 780097689 342 46,346 SH   DFND 1 45,076 0 1,270
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 277,550 2,361,968 SH   DFND 1 2,352,320 0 9,648
ROYAL DUTCH SHELL-SPON ADR-A SPONS ADR A 780259206 785 12,316 SH   DFND 1 10,890 0 1,426
ROYAL DUTCH SHELL-SPON ADR-B SPON ADR B 780259107 5,659 86,372 SH   DFND 1 85,053 0 1,319
ROYAL GOLD INC COM 780287108 51,538 600,189 SH   DFND 1 596,992 0 3,197
ROYCE GLOBAL VALUE TRUST COM 78081T104 142 12,970 SH   DFND 1 2 12,970 0 0
RPC INC COM 749660106 146 8,125 SH   DFND 1 2 8,125 0 0
RPC INC COM 749660106 9,017 500,151 SH   DFND 1 499,821 0 330
RPM INTERNATIONAL INC COM 749685103 715 15,000 SH   DFND 1 2 15,000 0 0
RPM INTERNATIONAL INC COM 749685103 52,575 1,102,895 SH   DFND 1 1,096,349 0 6,546
RPT 7 1/4 PERP S-D PERP PFD-D CV 751452608 10,507 200,800 PRN   DFND 1 2 200,800 0 0
RPX CORP COM 74972G103 6,674 624,349 SH   DFND 1 622,664 0 1,685
RR DONNELLEY & SONS CO COM 257867200 5,129 587,621 SH   DFND 1 587,231 0 390
RR DONNELLEY & SONS CO COM 257867200 66 7,577 SH   DFND 1 2 7,577 0 0
RSO 4.5 08/15/22 NOTE 4.500% 8/1 76120WAC8 7,739 8,000,000 PRN   DFND 1 2 8,000,000 0 0
RSP PERMIAN INC COM 74978Q105 49,963 1,065,767 SH   DFND 1 1,065,767 0 0
RTI 1.625 10/15/19 NOTE 1.625%10/1 74973WAB3 6,304 6,000,000 PRN   DFND 1 2 6,000,000 0 0
RTI SURGICAL INC COM 74975N105 2,303 500,827 SH   DFND 1 500,827 0 0
RUBICON PROJECT INC/THE COM 78112V102 585 325,191 SH   DFND 1 325,191 0 0
RUBICON TECHNOLOGY INC COM NEW 78112T206 78 11,352 SH   DFND 1 11,352 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 13,426 484,716 SH   DFND 1 481,561 0 3,155
RUSH ENTERPRISES INC - CL B CL B 781846308 439 10,878 SH   DFND 1 10,878 0 0
RUSH ENTERPRISES INC-CL A CL A 781846209 324 7,641 SH   DFND 1 2 7,641 0 0
RUSH ENTERPRISES INC-CL A CL A 781846209 19,758 465,008 SH   DFND 1 465,008 0 0
RUTH'S HOSPITALITY GROUP INC COM 783332109 138 5,666 SH   DFND 1 2 5,666 0 0
RUTH'S HOSPITALITY GROUP INC COM 783332109 7,137 291,935 SH   DFND 1 291,935 0 0
RYAM 8 S-A PFD CV SER A 75508B203 19,360 129,000 PRN   DFND 1 2 129,000 0 0
RYANAIR HOLDINGS PLC-SP ADR SPONSORED ADR NE 783513203 18,081 147,180 SH   DFND 1 147,004 0 176
RYDER SYSTEM INC COM 783549108 37 516 SH   DFND 1 2 516 0 0
RYDER SYSTEM INC COM 783549108 35,238 484,117 SH   DFND 1 481,526 0 2,591
RYERSON HOLDING CORP COM 783754104 1,151 141,234 SH   DFND 1 141,234 0 0
RYMAN HOSPITALITY PROPERTIES COM 78377T107 46,212 596,681 SH   DFND 1 596,681 0 0
S & T BANCORP INC COM 783859101 13,695 342,909 SH   DFND 1 342,909 0 0
S&P GLOBAL INC COM 78409V104 256 1,344 SH   DFND 1 2 1,344 0 0
S&P GLOBAL INC COM 78409V104 494,066 2,592,970 SH   DFND 1 2,579,593 0 13,377
S&W SEED CO COM 785135104 198 55,055 SH   DFND 1 55,055 0 0
SABAN CAPITAL ACQ-CW21 *W EXP 09/21/202 78516C114 440 338,700 SH   DFND 1 2 338,700 0 0
SABAN CAPITAL ACQUISITION-A COM CL A 78516C106 157 15,807 SH   DFND 1 2 15,807 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 29,530 1,673,141 SH   DFND 1 1,662,357 0 10,784
SABRE CORP COM 78573M104 43,757 2,041,374 SH   DFND 1 2,030,355 0 11,019
SAFE BULKERS INC COM Y7388L103 357 112,857 SH   DFND 1 112,857 0 0
SAFEGUARD SCIENTIFICS INC COM NEW 786449207 1,961 160,156 SH   DFND 1 160,156 0 0
SAFETY INCOME & GROWTH INC COM 78649D104 1,303 81,531 SH   DFND 1 81,531 0 0
SAFETY INSURANCE GROUP INC COM 78648T100 10,676 138,930 SH   DFND 1 138,930 0 0
SAGA COMMUNICATIONS INC-CL A CL A NEW 786598300 1,146 30,767 SH   DFND 1 30,767 0 0
SAGE THERAPEUTICS INC COM 78667J108 68,917 427,874 SH   DFND 1 427,874 0 0
SAIA INC COM 78709Y105 17,619 234,461 SH   DFND 1 234,461 0 0
SAILPOINT TECHNOLOGIES HOLDI COM 78781P105 4,404 212,879 SH   DFND 1 212,879 0 0
SALEM MEDIA GROUP INC CL A 794093104 308 85,645 SH   DFND 1 85,645 0 0
SALESFORCE.COM INC COM 79466L302 795,260 6,857,481 SH   DFND 1 6,821,043 0 36,438
SALLY BEAUTY HOLDINGS INC COM 79546E104 92 5,645 SH   DFND 1 2 5,645 0 0
SALLY BEAUTY HOLDINGS INC COM 79546E104 17,886 1,087,343 SH   DFND 1 1,081,249 0 6,094
SANCHEZ ENERGY CORP COM 79970Y105 1,905 608,774 SH   DFND 1 608,774 0 0
SANDERSON FARMS INC COM 800013104 29,507 247,921 SH   DFND 1 246,942 0 979
SANDRIDGE ENERGY INC COM NEW 80007P869 4,286 295,441 SH   DFND 1 295,441 0 0
SANDY SPRING BANCORP INC COM 800363103 12,993 335,223 SH   DFND 1 335,223 0 0
SANGAMO THERAPEUTICS INC COM 800677106 74 3,905 SH   DFND 1 2 3,905 0 0
SANGAMO THERAPEUTICS INC COM 800677106 15,847 834,090 SH   DFND 1 834,090 0 0
SANMINA CORP COM 801056102 17,213 658,271 SH   DFND 1 658,271 0 0
SANOFI-ADR SPONSORED ADR 80105N105 1,135 28,331 SH   DFND 1 26,561 0 1,770
SANOFI-ADR SPONSORED ADR 80105N105 441 11,017 SH   DFND 1 2 11,017 0 0
SANTANDER CONSUMER USA HOLDI COM 80283M101 17,206 1,055,601 SH   DFND 1 1,055,601 0 0
SAP SE-SPONSORED ADR SPON ADR 803054204 1,716 16,320 SH   DFND 1 15,460 0 860
SAPIENS INTERNATIONAL CORP SHS NEW N7716A151 386 45,296 SH   DFND 1 45,296 0 0
SAREPTA THERAPEUTICS INC COM 803607100 42,927 579,392 SH   DFND 1 579,392 0 0
SAUL CENTERS INC COM 804395101 6,676 130,982 SH   DFND 1 130,982 0 0
SAVARA INC COM 805111101 1,411 153,388 SH   DFND 1 153,388 0 0
SB FINANCIAL GROUP INC COM 78408D105 213 11,593 SH   DFND 1 11,593 0 0
SBA COMMUNICATIONS CORP CL A 78410G104 226,822 1,330,192 SH   DFND 1 1,323,991 0 6,201
SCANA CORP COM 80589M102 63,311 1,689,637 SH   DFND 1 1,682,218 0 7,419
SCANSOURCE INC COM 806037107 11,299 317,839 SH   DFND 1 317,839 0 0
SCHLUMBERGER LTD COM 806857108 963,531 14,912,794 SH   DFND 1 14,838,446 0 74,348
SCHLUMBERGER LTD COM 806857108 36 561 SH   DFND 1 2 561 0 0
SCHNEIDER NATIONAL INC-CL B CL B 80689H102 9,116 349,810 SH   DFND 1 349,810 0 0
SCHNITZER STEEL INDS INC-A CL A 806882106 10,297 318,314 SH   DFND 1 317,954 0 360
SCHOLASTIC CORP COM 807066105 10,483 269,921 SH   DFND 1 269,921 0 0
SCHULMAN (A.) INC COM 808194104 11,674 271,505 SH   DFND 1 271,505 0 0
SCHULMAN (A.) INC COM 808194104 430 10,000 SH   DFND 1 2 10,000 0 0
SCHWAB (CHARLES) CORP COM 808513105 636,460 12,221,744 SH   DFND 1 12,159,338 0 62,406
SCHWEITZER-MAUDUIT INTL INC COM 808541106 15,644 399,598 SH   DFND 1 399,598 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 204 5,235 SH   DFND 1 2 5,235 0 0
SCIENCE APPLICATIONS INTE COM 808625107 30,545 387,631 SH   DFND 1 385,540 0 2,091
SCIENTIFIC GAMES CORP COM 80874P109 606 14,575 SH   DFND 1 2 14,575 0 0
SCIENTIFIC GAMES CORP COM 80874P109 23,597 567,258 SH   DFND 1 564,672 0 2,586
SCORPIO BULKERS INC COM Y7546A122 980 139,058 SH   DFND 1 138,246 0 812
SCORPIO TANKERS INC SHS Y7542C106 1,185 604,698 SH   DFND 1 604,366 0 332
SCOTTS MIRACLE-GRO CO CL A 810186106 35,811 417,630 SH   DFND 1 415,527 0 2,103
SCPHARMACEUTICALS INC COM 810648105 501 40,448 SH   DFND 1 40,448 0 0
SCYNEXIS INC COM 811292101 172 128,724 SH   DFND 1 128,724 0 0
SEABOARD CORP COM 811543107 9,839 2,307 SH   DFND 1 2,307 0 0
SEACHANGE INTERNATIONAL INC COM 811699107 498 184,042 SH   DFND 1 184,042 0 0
SEACHANGE INTERNATIONAL INC COM 811699107 504 186,130 SH   DFND 1 2 186,130 0 0
SEACOAST BANKING CORP/FL COM NEW 811707801 11,138 420,795 SH   DFND 1 420,795 0 0
SEACOR HOLDINGS INC COM 811904101 7,625 149,223 SH   DFND 1 149,223 0 0
SEACOR HOLDINGS INC COM 811904101 34 679 SH   DFND 1 2 679 0 0
SEACOR MARINE HOLDINGS INC COM 78413P101 2,871 150,958 SH   DFND 1 150,958 0 0
SEAGATE TECHNOLOGY SHS G7945M107 210,628 3,607,363 SH   DFND 1 3,581,014 0 26,349
SEAGATE TECHNOLOGY SHS G7945M107 256 4,376 SH   DFND 1 2 4,376 0 0
SEALED AIR CORP COM 81211K100 85,939 2,013,307 SH   DFND 1 2,004,598 0 8,709
SEARS HOLDINGS CORP COM 812350106 764 286,459 SH   DFND 1 286,459 0 0
SEARS HOMETOWN AND OUTLET ST COM 812362101 192 64,184 SH   DFND 1 64,184 0 0
SEASPAN CORP SHS Y75638109 4 665 SH   DFND 1 665 0 0
SEASPAN CORP SHS Y75638109 94 14,169 SH   DFND 1 2 14,169 0 0
SEASPINE HOLDINGS CORP COM 81255T108 605 59,678 SH   DFND 1 59,678 0 0
SEATTLE GENETICS INC COM 812578102 51,089 976,886 SH   DFND 1 976,886 0 0
SEAWORLD ENTERTAINMENT INC COM 81282V100 8,472 571,310 SH   DFND 1 571,310 0 0
SECOND SIGHT MEDICAL PRODUCT COM 81362J100 194 101,449 SH   DFND 1 101,449 0 0
SECUREWORKS CORP - A CL A 81374A105 765 94,794 SH   DFND 1 94,794 0 0
SECURITY NATL FINL CORP-CL A CL A NEW 814785309 272 52,985 SH   DFND 1 52,985 0 0
SEI INVESTMENTS COMPANY COM 784117103 106,069 1,416,927 SH   DFND 1 1,409,501 0 7,426
SEI INVESTMENTS COMPANY COM 784117103 101 1,357 SH   DFND 1 2 1,357 0 0
SELECT ENERGY SERVICES INC-A CL A COM 81617J301 2,546 201,804 SH   DFND 1 200,772 0 1,032
SELECT INCOME REIT COM SH BEN INT 81618T100 12,166 624,565 SH   DFND 1 624,565 0 0
SELECT MEDICAL HOLDINGS CORP COM 81619Q105 15,711 910,830 SH   DFND 1 910,772 0 58
SELECTA BIOSCIENCES INC COM 816212104 968 95,087 SH   DFND 1 95,087 0 0
SELECTIVE INSURANCE GROUP COM 816300107 33,399 550,246 SH   DFND 1 550,246 0 0
SEMGROUP CORP-CLASS A CL A 81663A105 11,889 555,588 SH   DFND 1 555,172 0 416
SEMPRA ENERGY COM 816851109 316,282 2,850,518 SH   DFND 1 2,837,182 0 13,336
SEMTECH CORP COM 816850101 24,196 619,638 SH   DFND 1 619,638 0 0
SENDGRID INC COM 816883102 2,310 82,105 SH   DFND 1 82,105 0 0
SENECA FOODS CORP - CL A CL A 817070501 2,046 73,873 SH   DFND 1 73,873 0 0
SENIOR HOUSING PROP TRUST SH BEN INT 81721M109 48,921 3,123,989 SH   DFND 1 3,111,347 0 12,642
SENOMYX INC COM 81724Q107 219 246,288 SH   DFND 1 246,288 0 0
SENS 5.25 02/01/23 NOTE 5.250% 2/0 81727UAA3 5,907 5,500,000 PRN   DFND 1 2 5,500,000 0 0
SENSATA TECHNOLOGIES HOLDING SHS G8060N102 74,869 1,445,939 SH   DFND 1 1,445,939 0 0
SENSEONICS HOLDINGS INC COM 81727U105 838 279,620 SH   DFND 1 279,620 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 28,915 409,678 SH   DFND 1 407,560 0 2,118
SEQUENTIAL BRANDS GROUP INC COM 81734P107 750 359,808 SH   DFND 1 359,808 0 0
SERES THERAPEUTICS INC COM 81750R102 1,545 210,556 SH   DFND 1 210,556 0 0
SERES THERAPEUTICS INC COM 81750R102 124 16,966 SH   DFND 1 2 16,966 0 0
SERITAGE GROWTH PROP- A REIT CL A 81752R100 9,270 260,779 SH   DFND 1 260,779 0 0
SERVICE CORP INTERNATIONAL COM 817565104 57,116 1,513,412 SH   DFND 1 1,504,374 0 9,038
SERVICEMASTER GLOBAL HOLDING COM 81761R109 56,021 1,101,708 SH   DFND 1 1,101,708 0 0
SERVICENOW INC COM 81762P102 219,147 1,325,951 SH   DFND 1 1,325,951 0 0
SERVICENOW INC COM 81762P102 406 2,459 SH   DFND 1 2 2,459 0 0
SERVICESOURCE INTERNATIONAL COM 81763U100 2,206 579,255 SH   DFND 1 579,255 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 17,840 437,059 SH   DFND 1 437,059 0 0
SEVEN STARS CLOUD GROUP INC COM 81789Y102 62 29,569 SH   DFND 1 29,569 0 0
SFLY 0.25 05/15/18 NOTE 0.250% 5/1 82568PAB2 13,856 11,000,000 PRN   DFND 1 2 11,000,000 0 0
SFR 3 07/01/19 NOTE 3.000% 7/0 85571WAB5 17,552 14,000,000 PRN   DFND 1 2 14,000,000 0 0
SHAKE SHACK INC - CLASS A CL A 819047101 6,964 167,306 SH   DFND 1 167,306 0 0
SHARPS COMPLIANCE CORP COM 820017101 260 57,439 SH   DFND 1 57,439 0 0
SHAW COMMUNICATIONS INC-B COMSTK 82028K200 5 300 SH   DFND 1 2 300 0 0
SHAW COMMUNICATIONS INC-B COMSTK 82028K200 10,928 570,518 SH   DFND 1 570,128 0 390
SHENANDOAH TELECOMMUNICATION COM 82312B106 16,598 461,068 SH   DFND 1 461,068 0 0
SHERWIN-WILLIAMS CO/THE COM 824348106 373,046 953,654 SH   DFND 1 949,344 0 4,310
SHILOH INDUSTRIES INC COM 824543102 1,082 124,431 SH   DFND 1 124,431 0 0
SHIP FINANCE INTL LTD SHS G81075106 1,933 135,208 SH   DFND 1 134,215 0 993
SHIRE PLC-ADR SPONSORED ADR 82481R106 8,230 55,094 SH   DFND 1 51,855 0 3,239
SHOE CARNIVAL INC COM 824889109 2,491 104,701 SH   DFND 1 104,701 0 0
SHOE CARNIVAL INC COM 824889109 434 18,273 SH   DFND 1 2 18,273 0 0
SHOPIFY INC - CLASS A COMSTK 82509L107 6,565 53,382 SH   DFND 1 53,382 0 0
SHORE BANCSHARES INC COM 825107105 1,603 85,033 SH   DFND 1 85,033 0 0
SHOTSPOTTER INC COM 82536T107 510 19,279 SH   DFND 1 19,279 0 0
SHUTTERFLY INC COM 82568P304 1,061 13,062 SH   DFND 1 2 13,062 0 0
SHUTTERFLY INC COM 82568P304 32,897 404,896 SH   DFND 1 404,896 0 0
SHUTTERSTOCK INC COM 825690100 7,531 156,422 SH   DFND 1 156,422 0 0
SHUTTERSTOCK INC COM 825690100 6 132 SH   DFND 1 2 132 0 0
SI FINANCIAL GROUP INC COM 78425V104 787 54,692 SH   DFND 1 54,692 0 0
SIEBERT FINANCIAL CORP COM 826176109 124 14,814 SH   DFND 1 14,814 0 0
SIENNA BIOPHARMACEUTICALS IN COM 82622H108 1,305 69,501 SH   DFND 1 69,501 0 0
SIENTRA INC COM 82621J105 1,265 131,027 SH   DFND 1 131,027 0 0
SIERRA BANCORP COM 82620P102 2,633 98,849 SH   DFND 1 98,849 0 0
SIERRA ONCOLOGY INC COM 82640U107 73 35,365 SH   DFND 1 35,365 0 0
SIERRA WIRELESS INC COM 826516106 431 26,154 SH   DFND 1 26,154 0 0
SIGMA DESIGNS INC COM 826565103 21 3,523 SH   DFND 1 2 3,523 0 0
SIGMA DESIGNS INC COM 826565103 2,075 334,681 SH   DFND 1 334,681 0 0
SIGMATRON INTERNATIONAL INC COM 82661L101 66 11,463 SH   DFND 1 11,463 0 0
SIGNATURE BANK COM 82669G104 70,002 493,594 SH   DFND 1 490,967 0 2,627
SIGNET JEWELERS LTD SHS G81276100 21,612 561,072 SH   DFND 1 558,111 0 2,961
SIGNET JEWELERS LTD SHS G81276100 35 934 SH   DFND 1 2 934 0 0
SILGAN HOLDINGS INC COM 827048109 18,879 677,882 SH   DFND 1 674,279 0 3,603
SILICON LABORATORIES INC COM 826919102 34,757 386,620 SH   DFND 1 384,530 0 2,090
SILICON MOTION TECHNOL-ADR SPONSORED ADR 82706C108 1,098 22,833 SH   DFND 1 22,833 0 0
SILICON MOTION TECHNOL-ADR SPONSORED ADR 82706C108 1 39 SH   DFND 1 2 39 0 0
SILVERBOW RESOURCES INC COM 82836G102 1,476 50,743 SH   DFND 1 50,743 0 0
SILVERCREST ASSET MANAGEME-A CL A 828359109 714 47,002 SH   DFND 1 47,002 0 0
SIMMONS FIRST NATL CORP-CL A CL A $1 PAR 828730200 20,813 731,597 SH   DFND 1 731,597 0 0
SIMON PROPERTY GROUP INC COM 828806109 584,731 3,796,367 SH   DFND 1 3,779,385 0 16,982
SIMPLY GOOD FOODS CO/THE COM 82900L102 5,823 424,144 SH   DFND 1 424,144 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 20,755 360,397 SH   DFND 1 360,397 0 0
SIMULATIONS PLUS INC COM 829214105 1,254 85,053 SH   DFND 1 85,053 0 0
SINA CORP ORD G81477104 16,483 158,990 SH   DFND 1 158,990 0 0
SINCLAIR BROADCAST GROUP -A CL A 829226109 21,048 672,480 SH   DFND 1 672,480 0 0
SINCLAIR BROADCAST GROUP -A CL A 829226109 33 1,077 SH   DFND 1 2 1,077 0 0
SINOVAC BIOTECH LTD SHS P8696W104 238 27,717 SH   DFND 1 27,717 0 0
SIRIUS XM HOLDINGS INC COM 82968B103 90,258 14,475,666 SH   DFND 1 14,294,149 0 181,517
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 24,811 322,062 SH   DFND 1 322,062 0 0
SITO MOBILE LTD COM NEW 82988R203 424 105,583 SH   DFND 1 105,583 0 0
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 40,158 645,011 SH   DFND 1 639,221 0 5,790
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 34 562 SH   DFND 1 2 562 0 0
SJW GROUP COM 784305104 7,387 140,148 SH   DFND 1 140,148 0 0
SK TELECOM CO LTD-SPON ADR SPONSORED ADR 78440P108 33 1,400 SH   DFND 1 0 0 1,400
SK TELECOM CO LTD-SPON ADR SPONSORED ADR 78440P108 278 11,527 SH   DFND 1 2 11,527 0 0
SKECHERS USA INC-CL A CL A 830566105 44,660 1,148,374 SH   DFND 1 1,141,745 0 6,629
SKYLINE CORP COM 830830105 1,151 52,358 SH   DFND 1 52,358 0 0
SKYWEST INC COM 830879102 25,971 477,415 SH   DFND 1 477,415 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 31 312 SH   DFND 1 2 312 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 238,824 2,387,076 SH   DFND 1 2,369,743 0 17,333
SL GREEN REALTY CORP COM 78440X101 116,931 1,210,064 SH   DFND 1 1,205,340 0 4,724
SLEEP NUMBER CORP COM 83125X103 16,196 460,788 SH   DFND 1 460,788 0 0
SLM CORP COM 78442P106 45,395 4,049,576 SH   DFND 1 4,028,388 0 21,188
SM ENERGY CO COM 78454L100 16,125 894,361 SH   DFND 1 889,358 0 5,003
SMART & FINAL STORES INC COM 83190B101 1,274 229,581 SH   DFND 1 229,581 0 0
SMART & FINAL STORES INC COM 83190B101 18 3,331 SH   DFND 1 2 3,331 0 0
SMART GLOBAL HOLDINGS INC SHS G8232Y101 3,481 69,856 SH   DFND 1 69,856 0 0
SMART SAND INC COM 83191H107 1,220 209,792 SH   DFND 1 209,792 0 0
SMART SAND INC COM 83191H107 4 827 SH   DFND 1 2 827 0 0
SMARTFINANCIAL INC COM NEW 83190L208 1,390 59,005 SH   DFND 1 59,005 0 0
SMITH & NEPHEW PLC -SPON ADR SPDN ADR NEW 83175M205 582 15,264 SH   DFND 1 12,209 0 3,055
SMITH & NEPHEW PLC -SPON ADR SPDN ADR NEW 83175M205 572 15,000 SH   DFND 1 2 15,000 0 0
SMITH (A.O.) CORP COM 831865209 115,450 1,819,649 SH   DFND 1 1,812,070 0 7,579
SMITH MICRO SOFTWARE INC COM NEW 832154207 77 44,330 SH   DFND 1 44,330 0 0
SNAP INC - A CL A 83304A106 23,736 1,495,666 SH   DFND 1 1,495,666 0 0
SNAP-ON INC COM 833034101 356 2,414 SH   DFND 1 2 2,414 0 0
SNAP-ON INC COM 833034101 108,769 738,771 SH   DFND 1 735,805 0 2,966
SOCIAL REALITY INC COM CL A NEW 83362P300 135 35,322 SH   DFND 1 35,322 0 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 1,785 19,439 SH   DFND 1 19,439 0 0
SOHU.COM INC COM 83408W103 864 27,944 SH   DFND 1 27,944 0 0
SOHU.COM INC COM 83408W103 823 26,641 SH   DFND 1 2 26,641 0 0
SOLAR CAPITAL LTD COM 83413U100 363 17,907 SH   DFND 1 2 17,907 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 13,454 255,793 SH   DFND 1 255,793 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 396 7,538 SH   DFND 1 2 7,538 0 0
SOLARIS OILFIELD INFRAST-A COM CL A 83418M103 2,883 174,147 SH   DFND 1 174,147 0 0
SOLID BIOSCIENCES INC COM 83422E105 448 59,782 SH   DFND 1 59,782 0 0
SOLIGENIX INC COM 834223307 39 20,298 SH   DFND 1 20,298 0 0
SOLITARIO ZINC CORP COM 8342EP107 35 75,942 SH   DFND 1 75,942 0 0
SONIC AUTOMOTIVE INC-CLASS A CL A 83545G102 3,917 206,738 SH   DFND 1 206,738 0 0
SONIC CORP COM 835451105 9,719 385,238 SH   DFND 1 385,238 0 0
SONIC FOUNDRY INC COM NEW 83545R207 127 57,646 SH   DFND 1 57,646 0 0
SONOCO PRODUCTS CO COM 835495102 41,990 865,777 SH   DFND 1 860,511 0 5,266
SONOMA PHARMACEUTICALS INC COM 83558L105 48 13,177 SH   DFND 1 13,177 0 0
SONY CORP-SPONSORED ADR SPONSORED ADR 835699307 666 13,792 SH   DFND 1 12,623 0 1,169
SOPHIRIS BIO INC COM NEW 83578Q209 38 19,042 SH   DFND 1 19,042 0 0
SORRENTO THERAPEUTICS INC COM NEW 83587F202 2,532 491,776 SH   DFND 1 491,776 0 0
SOTHEBY'S COM 835898107 34 682 SH   DFND 1 2 682 0 0
SOTHEBY'S COM 835898107 16,832 328,063 SH   DFND 1 326,248 0 1,815
SOTHERLY HOTELS INC COM 83600C103 365 52,782 SH   DFND 1 52,782 0 0
SOURCE CAPITAL INC COM 836144105 526 13,208 SH   DFND 1 2 13,208 0 0
SOUTH JERSEY INDUSTRIES COM 838518108 19,781 702,476 SH   DFND 1 702,476 0 0
SOUTH STATE CORP COM 840441109 28,424 333,226 SH   DFND 1 333,226 0 0
SOUTHERN CO/THE COM 842587107 495,760 11,127,413 SH   DFND 1 11,073,496 0 53,917
SOUTHERN COPPER CORP COM 84265V105 13,252 245,981 SH   DFND 1 245,981 0 0
SOUTHERN FIRST BANCSHARES COM 842873101 2,854 64,139 SH   DFND 1 64,139 0 0
SOUTHERN MISSOURI BANCORP COM 843380106 1,700 46,460 SH   DFND 1 46,460 0 0
SOUTHERN NATL BANCORP OF VA COM 843395104 2,928 184,905 SH   DFND 1 184,905 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 9,521 274,068 SH   DFND 1 274,068 0 0
SOUTHWEST AIRLINES CO COM 844741108 330,513 5,782,119 SH   DFND 1 5,752,858 0 29,261
SOUTHWEST AIRLINES CO COM 844741108 151 2,646 SH   DFND 1 2 2,646 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 30,530 451,433 SH   DFND 1 449,072 0 2,361
SOUTHWEST GAS HOLDINGS INC COM 844895102 73 1,084 SH   DFND 1 2 1,084 0 0
SOUTHWESTERN ENERGY CO COM 845467109 19,851 4,584,757 SH   DFND 1 4,559,861 0 24,896
SP PLUS CORP COM 78469C103 7,581 212,962 SH   DFND 1 212,962 0 0
SPAR GROUP INC COM 784933103 201 145,742 SH   DFND 1 145,742 0 0
SPARK ENERGY INC-CLASS A CL A COM 846511103 1,562 131,844 SH   DFND 1 129,735 0 2,109
SPARK THERAPEUTICS INC COM 84652J103 19,581 294,066 SH   DFND 1 294,066 0 0
SPARTAN MOTORS INC COM 846819100 5,160 300,003 SH   DFND 1 300,003 0 0
SPARTANNASH CO COM 847215100 9,305 540,699 SH   DFND 1 540,699 0 0
SPARTON CORP COM 847235108 1,478 84,948 SH   DFND 1 84,948 0 0
SPDR S&P DIVIDEND ETF S&P DIVID ETF 78464A763 2,230 24,462 PRN   DFND 1 24,462 0 0
SPECTRUM BRANDS HOLDINGS INC COM 84763R101 19,935 192,379 SH   DFND 1 192,379 0 0
SPECTRUM BRANDS HOLDINGS INC COM 84763R101 259 2,500 SH   DFND 1 2 2,500 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 48 3,003 SH   DFND 1 2 3,003 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 13,284 825,640 SH   DFND 1 825,640 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 1,878 105,406 SH   DFND 1 105,051 0 355
SPERO THERAPEUTICS INC COM 84833T103 290 20,396 SH   DFND 1 20,396 0 0
SPHERIX INC COM PAR NEW 84842R403 26 22,380 SH   DFND 1 22,380 0 0
SPIRE INC COM 84857L101 29,637 409,923 SH   DFND 1 409,923 0 0
SPIRIT AEROSYSTEMS HOLD-CL A COM CL A 848574109 36 441 SH   DFND 1 2 441 0 0
SPIRIT AEROSYSTEMS HOLD-CL A COM CL A 848574109 99,596 1,190,857 SH   DFND 1 1,190,226 0 631
SPIRIT AIRLINES INC COM 848577102 23,588 624,375 SH   DFND 1 624,375 0 0
SPIRIT REALTY CAPITAL INC COM 84860W102 31,897 4,110,547 SH   DFND 1 4,110,547 0 0
SPLUNK INC COM 848637104 243 2,476 SH   DFND 1 2 2,476 0 0
SPLUNK INC COM 848637104 124,498 1,266,470 SH   DFND 1 1,266,245 0 225
SPOK HOLDINGS INC COM 84863T106 3,961 265,015 SH   DFND 1 265,015 0 0
SPORTSMAN'S WAREHOUSE HOLDIN COM 84920Y106 1,218 298,641 SH   DFND 1 298,641 0 0
SPRING BANK PHARMACEUTICALS COM 849431101 769 50,065 SH   DFND 1 50,065 0 0
SPRINT CORP COM SER 1 85207U105 24,318 4,989,721 SH   DFND 1 4,989,721 0 0
SPROUTS FARMERS MARKET INC COM 85208M102 26,343 1,122,452 SH   DFND 1 1,116,388 0 6,064
SPS COMMERCE INC COM 78463M107 10,483 163,621 SH   DFND 1 163,621 0 0
SPX CORP COM 784635104 11,876 365,657 SH   DFND 1 365,657 0 0
SPX FLOW INC COM 78469X107 17,815 362,170 SH   DFND 1 362,170 0 0
SQUARE INC - A CL A 852234103 117,006 2,380,367 SH   DFND 1 2,379,651 0 716
SRC ENERGY INC COM 78470V108 19,060 2,021,312 SH   DFND 1 2,021,312 0 0
SS&C TECHNOLOGIES HOLDINGS COM 78467J100 86,551 1,615,020 SH   DFND 1 1,615,020 0 0
SSR MINING INC COM 784730103 789 82,267 SH   DFND 1 82,267 0 0
ST JOE CO/THE COM 790148100 10,109 536,296 SH   DFND 1 536,296 0 0
STAAR SURGICAL CO COM PAR $0.01 852312305 4,092 276,517 SH   DFND 1 276,517 0 0
STAG INDUSTRIAL INC COM 85254J102 18,581 776,825 SH   DFND 1 776,825 0 0
STAGE STORES INC COM NEW 85254C305 365 167,530 SH   DFND 1 166,966 0 564
STAMPS.COM INC COM NEW 852857200 29,961 149,023 SH   DFND 1 148,995 0 28
STANDARD MOTOR PRODS COM 853666105 8,716 183,244 SH   DFND 1 183,244 0 0
STANDEX INTERNATIONAL CORP COM 854231107 10,532 110,457 SH   DFND 1 110,457 0 0
STANLEY BLACK & DECKER INC COM 854502101 264,440 1,730,338 SH   DFND 1 1,722,034 0 8,304
STAR BULK CARRIERS CORP SHS PAR Y8162K204 533 45,914 SH   DFND 1 45,914 0 0
STAR GROUP LP UNIT LTD PARTNR 85512C105 99 10,666 SH   DFND 1 2 10,666 0 0
STARBUCKS CORP COM 855244109 1,012,633 17,529,613 SH   DFND 1 17,395,921 0 133,692
STARRETT (L.S.) CO -CL A CL A 855668109 171 25,372 SH   DFND 1 25,372 0 0
STARS GROUP INC/THE COM 85570W100 2,635 95,487 SH   DFND 1 95,487 0 0
STARS GROUP INC/THE COM 85570W100 253 9,192 SH   DFND 1 2 9,192 0 0
STARTEK INC COM 85569C107 813 83,130 SH   DFND 1 83,130 0 0
STARWOOD PROPERTY TRUST INC COM 85571B105 56,530 2,698,337 SH   DFND 1 2,695,737 0 2,600
STATE AUTO FINANCIAL CORP COM 855707105 4,559 159,585 SH   DFND 1 159,585 0 0
STATE BANK FINANCIAL CORP COM 856190103 10,815 360,409 SH   DFND 1 360,409 0 0
STATE STREET CORP COM 857477103 379,102 3,811,393 SH   DFND 1 3,791,915 0 19,478
STATOIL ASA-SPON ADR SPONSORED ADR 85771P102 228 9,648 SH   DFND 1 2 9,648 0 0
STATOIL ASA-SPON ADR SPONSORED ADR 85771P102 670 28,347 SH   DFND 1 26,582 0 1,765
STEALTHGAS INC SHS Y81669106 69 17,223 SH   DFND 1 17,223 0 0
STEEL CONNECT INC COM 858098106 401 189,164 SH   DFND 1 189,164 0 0
STEEL DYNAMICS INC COM 858119100 102,978 2,330,554 SH   DFND 1 2,318,416 0 12,138
STEELCASE INC-CL A CL A 858155203 15,420 1,133,825 SH   DFND 1 1,133,825 0 0
STEELCASE INC-CL A CL A 858155203 36 2,717 SH   DFND 1 2 2,717 0 0
STEIN MART INC COM 858375108 244 160,928 SH   DFND 1 160,928 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 3,554 232,314 SH   DFND 1 232,314 0 0
STEPAN CO COM 858586100 17,214 206,950 SH   DFND 1 206,950 0 0
STERICYCLE INC COM 858912108 60,235 1,031,261 SH   DFND 1 1,026,821 0 4,440
STERICYCLE INC COM 858912108 33 578 SH   DFND 1 2 578 0 0
STERIS PLC SHS USD G84720104 69,727 746,864 SH   DFND 1 742,718 0 4,146
STERLING BANCORP INC/MI COM 85917W102 2,491 184,422 SH   DFND 1 184,422 0 0
STERLING BANCORP/DE COM 85917A100 42,815 1,898,694 SH   DFND 1 1,887,710 0 10,984
STERLING CONSTRUCTION CO COM 859241101 2,693 235,075 SH   DFND 1 235,075 0 0
STEVEN MADDEN LTD COM 556269108 22,653 516,020 SH   DFND 1 516,020 0 0
STEWART INFORMATION SERVICES COM 860372101 8,600 195,738 SH   DFND 1 195,738 0 0
STIFEL FINANCIAL CORP COM 860630102 36,860 622,335 SH   DFND 1 618,823 0 3,512
STITCH FIX INC-CLASS A COM CL A 860897107 1,636 80,707 SH   DFND 1 80,707 0 0
STOCK YARDS BANCORP INC COM 861025104 7,616 216,993 SH   DFND 1 216,993 0 0
STONE ENERGY CORP COM PAR 861642403 6,732 181,465 SH   DFND 1 181,465 0 0
STONERIDGE INC COM 86183P102 6,133 222,237 SH   DFND 1 222,237 0 0
STORE CAPITAL CORP COM 862121100 36,096 1,454,343 SH   DFND 1 1,454,343 0 0
STRATASYS LTD SHS M85548101 3,050 151,153 SH   DFND 1 151,153 0 0
STRATTEC SECURITY CORP COM 863111100 819 22,548 SH   DFND 1 22,548 0 0
STRATUS PROPERTIES INC COM NEW 863167201 1,294 42,873 SH   DFND 1 42,873 0 0
STRAYER EDUCATION INC COM 863236105 10,017 99,134 SH   DFND 1 99,134 0 0
STREAMLINE HEALTH SOLUTIONS COM 86323X106 146 79,728 SH   DFND 1 79,728 0 0
STRONGBRIDGE BIOPHARMA PLC SHS USD G85347105 889 100,525 SH   DFND 1 100,525 0 0
STRYKER CORP COM 863667101 535,885 3,339,132 SH   DFND 1 3,322,353 0 16,779
STUDENT TRANSPORTATION INC COM 86388A108 354 47,416 SH   DFND 1 47,416 0 0
STURM RUGER & CO INC COM 864159108 7,952 151,470 SH   DFND 1 151,470 0 0
SUMITOMO MITSUI-SPONS ADR SPONSORED ADR 86562M209 565 66,477 SH   DFND 1 54,767 0 11,710
SUMMER INFANT INC COM 865646103 82 71,771 SH   DFND 1 71,771 0 0
SUMMIT FINANCIAL GROUP INC COM 86606G101 1,798 71,924 SH   DFND 1 71,924 0 0
SUMMIT HOTEL PROPERTIES INC COM 866082100 16,270 1,195,492 SH   DFND 1 1,195,492 0 0
SUMMIT MATERIALS INC -CL A CL A 86614U100 28,001 924,741 SH   DFND 1 924,741 0 0
SUN COMMUNITIES INC COM 866674104 76,197 833,949 SH   DFND 1 833,949 0 0
SUN HYDRAULICS CORP COM 866942105 13,571 253,387 SH   DFND 1 253,387 0 0
SUN LIFE FINANCIAL INC COM 866796105 15,529 382,884 SH   DFND 1 382,217 0 667
SUNCOKE ENERGY INC COM 86722A103 5,828 541,714 SH   DFND 1 541,714 0 0
SUNCOKE ENERGY PARTNERS LP COMUNIT REP LT 86722Y101 288 16,210 SH   DFND 1 2 16,210 0 0
SUNCOR ENERGY INC COM 867224107 35,283 1,034,646 SH   DFND 1 1,033,806 0 840
SUNESIS PHARMACEUTICALS INC COM PAR 867328700 373 137,196 SH   DFND 1 137,196 0 0
SUNLINK HEALTH SYSTEMS INC COM 86737U102 13 10,217 SH   DFND 1 10,217 0 0
SUNOPTA INC COM 8676EP108 465 65,530 SH   DFND 1 65,530 0 0
SUNPOWER CORP COM 867652406 4,791 600,478 SH   DFND 1 600,478 0 0
SUNRUN INC COM 86771W105 6,048 677,282 SH   DFND 1 677,282 0 0
SUNSTONE HOTEL INVESTORS INC COM 867892101 44,033 2,893,107 SH   DFND 1 2,893,107 0 0
SUNTRUST BANKS INC COM 867914103 365,701 5,387,966 SH   DFND 1 5,363,570 0 24,396
SUNWORKS INC COM 86803X105 57 60,274 SH   DFND 1 60,274 0 0
SUPER MICRO COMPUTER INC COM 86800U104 6,075 357,390 SH   DFND 1 357,390 0 0
SUPERCONDUCTOR TECHNOLOGIES COM PAR NEW 867931503 26 28,045 SH   DFND 1 28,045 0 0
SUPERIOR ENERGY SERVICES INC COM 868157108 10,772 1,277,832 SH   DFND 1 1,270,318 0 7,514
SUPERIOR INDUSTRIES INTL COM 868168105 2,712 203,967 SH   DFND 1 203,967 0 0
SUPERIOR UNIFORM GROUP INC COM 868358102 1,858 70,746 SH   DFND 1 70,746 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 22,876 499,489 SH   DFND 1 499,489 0 0
SUPERVALU INC COM NEW 868536301 5,602 367,860 SH   DFND 1 367,860 0 0
SUPPORT.COM INC COM NEW 86858W200 308 111,827 SH   DFND 1 111,827 0 0
SURGERY PARTNERS INC COM 86881A100 3,130 182,526 SH   DFND 1 182,526 0 0
SURMODICS INC COM 868873100 5,079 133,493 SH   DFND 1 133,493 0 0
SUSSEX BANCORP COM 78413T103 459 15,124 SH   DFND 1 15,124 0 0
SUTHERLAND ASSET MANAGEMENT COM 86933G105 1,715 113,255 SH   DFND 1 113,255 0 0
SVB FINANCIAL GROUP COM 78486Q101 33 141 SH   DFND 1 2 141 0 0
SVB FINANCIAL GROUP COM 78486Q101 158,855 663,293 SH   DFND 1 660,538 0 2,755
SWITCH INC - A CL A 87105L104 5,702 358,440 SH   DFND 1 358,440 0 0
SYKES ENTERPRISES INC COM 871237103 14,031 484,852 SH   DFND 1 484,852 0 0
SYKES ENTERPRISES INC COM 871237103 47 1,629 SH   DFND 1 2 1,629 0 0
SYMANTEC CORP COM 871503108 140 5,419 SH   DFND 1 2 5,419 0 0
SYMANTEC CORP COM 871503108 182,846 7,090,242 SH   DFND 1 7,030,135 0 60,107
SYNACOR INC COM 871561106 257 160,983 SH   DFND 1 160,983 0 0
SYNALLOY CORP COM 871565107 545 38,040 SH   DFND 1 38,040 0 0
SYNAPTICS INC COM 87157D109 19,082 417,279 SH   DFND 1 415,598 0 1,681
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 4,193 397,506 SH   DFND 1 397,506 0 0
SYNCHRONY FINANCIAL COM 87165B103 309,801 9,259,641 SH   DFND 1 9,217,692 0 41,949
SYNDAX PHARMACEUTICALS INC COM 87164F105 2,199 154,556 SH   DFND 1 154,556 0 0
SYNEOS HEALTH INC CL A 87166B102 19,634 553,093 SH   DFND 1 550,348 0 2,745
SYNERGY PHARMACEUTICALS INC COM NEW 871639308 3,724 2,035,049 SH   DFND 1 2,035,049 0 0
SYNLOGIC INC COM 87166L100 613 65,421 SH   DFND 1 65,421 0 0
SYNNEX CORP COM 87162W100 35,861 302,882 SH   DFND 1 301,448 0 1,434
SYNOPSYS INC COM 871607107 33 408 SH   DFND 1 2 408 0 0
SYNOPSYS INC COM 871607107 160,184 1,928,522 SH   DFND 1 1,914,758 0 13,764
SYNOVUS FINANCIAL CORP COM NEW 87161C501 52,488 1,051,037 SH   DFND 1 1,045,235 0 5,802
SYNOVUS FINANCIAL CORP COM NEW 87161C501 27 559 SH   DFND 1 2 559 0 0
SYNTEL INC COM 87162H103 10,873 425,894 SH   DFND 1 425,894 0 0
SYNTHESIS ENERGY SYSTEMS INC COM NEW 871628202 148 55,329 SH   DFND 1 55,329 0 0
SYNTHETIC BIOLOGICS INC COM 87164U102 196 617,136 SH   DFND 1 617,136 0 0
SYPRIS SOLUTIONS INC COM 871655106 82 50,846 SH   DFND 1 50,846 0 0
SYROS PHARMACEUTICALS INC COM 87184Q107 2,123 163,567 SH   DFND 1 163,567 0 0
SYSCO CORP COM 871829107 289,761 4,845,763 SH   DFND 1 4,820,246 0 25,517
SYSCO CORP COM 871829107 330 5,510 SH   DFND 1 2 5,510 0 0
SYSTEMAX INC COM 871851101 10 384 SH   DFND 1 2 384 0 0
SYSTEMAX INC COM 871851101 3,248 113,783 SH   DFND 1 113,783 0 0
T ROWE PRICE GROUP INC COM 74144T108 350,537 3,253,407 SH   DFND 1 3,240,421 0 12,986
T2 BIOSYSTEMS INC COM 89853L104 872 134,470 SH   DFND 1 134,470 0 0
TABLEAU SOFTWARE INC-CL A CL A 87336U105 44,332 548,536 SH   DFND 1 548,536 0 0
TABULA RASA HEALTHCARE INC COM 873379101 4,678 120,586 SH   DFND 1 120,586 0 0
TACTILE SYSTEMS TECHNOLOGY I COM 87357P100 4,073 128,103 SH   DFND 1 128,103 0 0
TAHOE RESOURCES INC COM 873868103 3,578 761,996 SH   DFND 1 761,996 0 0
TAILORED BRANDS INC COM 87403A107 266 10,637 SH   DFND 1 2 10,637 0 0
TAILORED BRANDS INC COM 87403A107 15,937 635,958 SH   DFND 1 635,958 0 0
TAIWAN SEMICONDUCTOR-SP ADR SPONSORED ADR 874039100 1,162 26,567 SH   DFND 1 22,469 0 4,098
TAKE-TWO INTERACTIVE SOFTWRE COM 874054109 135,966 1,393,612 SH   DFND 1 1,382,784 0 10,828
TAKE-TWO INTERACTIVE SOFTWRE COM 874054109 31 324 SH   DFND 1 2 324 0 0
TAL EDUCATION GROUP- ADR SPONSORED ADS 874080104 19,657 534,725 SH   DFND 1 534,115 0 610
TAL EDUCATION GROUP- ADR SPONSORED ADS 874080104 114 3,076 SH   DFND 1 2 3,076 0 0
TALEND SA - ADR ADS 874224207 970 20,164 SH   DFND 1 20,164 0 0
TALEND SA - ADR ADS 874224207 39 827 SH   DFND 1 2 827 0 0
TANDEM DIABETES CARE INC COM NEW 875372203 1,263 254,651 SH   DFND 1 254,651 0 0
TANGER FACTORY OUTLET CENTER COM 875465106 22,107 1,004,884 SH   DFND 1 1,000,250 0 4,634
TANTECH HOLDINGS LTD COM G8675X107 33 12,107 SH   DFND 1 12,107 0 0
TAPESTRY INC COM 876030107 169,189 3,223,534 SH   DFND 1 3,207,298 0 16,236
TARENA INTERNATIONAL INC-ADR ADR 876108101 308 27,518 SH   DFND 1 27,518 0 0
TARENA INTERNATIONAL INC-ADR ADR 876108101 168 14,974 SH   DFND 1 2 14,974 0 0
TARGA RESOURCES CORP COM 87612G101 85,776 1,951,186 SH   DFND 1 1,950,335 0 851
TARGET CORP COM 87612E106 141 2,039 SH   DFND 1 2 2,039 0 0
TARGET CORP COM 87612E106 471,048 6,798,833 SH   DFND 1 6,768,826 0 30,007
TARO PHARMACEUTICAL INDUS SHS M8737E108 133 1,354 SH   DFND 1 1,354 0 0
TARO PHARMACEUTICAL INDUS SHS M8737E108 112 1,138 SH   DFND 1 2 1,138 0 0
TASEKO MINES LTD COM 876511106 182 154,883 SH   DFND 1 2 154,883 0 0
TATA MOTORS LTD-SPON ADR SPONSORED ADR 876568502 848 33,009 SH   DFND 1 32,316 0 693
TAUBMAN CENTERS INC COM 876664103 35,949 631,694 SH   DFND 1 628,717 0 2,977
TAYLOR MORRISON HOME CORP-A CL A 87724P106 586 25,213 SH   DFND 1 2 25,213 0 0
TAYLOR MORRISON HOME CORP-A CL A 87724P106 49,331 2,119,030 SH   DFND 1 2,119,030 0 0
TBPH 3.25 11/01/23 NOTE 3.250%11/0 88339KAA0 5,059 5,000,000 PRN   DFND 1 2 5,000,000 0 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 334 9,656 SH   DFND 1 2 9,656 0 0
TCF FINANCIAL CORP COM 872275102 32,760 1,436,238 SH   DFND 1 1,427,883 0 8,355
TD AMERITRADE HOLDING CORP COM 87236Y108 162,403 2,744,173 SH   DFND 1 2,744,173 0 0
TE CONNECTIVITY LTD REG SHS H84989104 380,567 3,819,576 SH   DFND 1 3,801,291 0 18,285
TEAM INC COM 878155100 3,614 262,871 SH   DFND 1 262,871 0 0
TECH DATA CORP COM 878237106 38,120 447,797 SH   DFND 1 446,095 0 1,702
TECH DATA CORP COM 878237106 43 508 SH   DFND 1 2 508 0 0
TECHNIPFMC PLC COM G87110105 128,314 4,369,206 SH   DFND 1 4,346,016 0 23,190
TECHTARGET COM 87874R100 3,323 167,197 SH   DFND 1 167,197 0 0
TECK RESOURCES LTD-CLS B CL B 878742204 9,207 362,324 SH   DFND 1 362,324 0 0
TECK RESOURCES LTD-CLS B CL B 878742204 744 28,891 SH   DFND 1 2 28,891 0 0
TECNOGLASS INC SHS G87264100 371 39,275 SH   DFND 1 39,275 0 0
TEEKAY CORP COM Y8564W103 1,141 141,120 SH   DFND 1 141,120 0 0
TEEKAY TANKERS LTD-CLASS A CL A Y8565N102 598 503,185 SH   DFND 1 503,185 0 0
TEGNA INC COM 87901J105 41,635 3,655,473 SH   DFND 1 3,643,922 0 11,551
TEGNA INC COM 87901J105 62 5,457 SH   DFND 1 2 5,457 0 0
TEJON RANCH CO COM 879080109 3,527 152,643 SH   DFND 1 152,643 0 0
TELADOC INC COM 87918A105 18,033 447,469 SH   DFND 1 447,469 0 0
TELARIA INC COM 879181105 594 158,098 SH   DFND 1 158,098 0 0
TELECOM ITALIA SPA-SPON ADR SPON ADR ORD 87927Y102 212 22,240 SH   DFND 1 22,108 0 132
TELEDYNE TECHNOLOGIES INC COM 879360105 58,502 312,564 SH   DFND 1 310,443 0 2,121
TELEFLEX INC COM 879369106 105,387 413,670 SH   DFND 1 411,436 0 2,234
TELEFONICA SA-SPON ADR SPONSORED ADR 879382208 290 29,439 SH   DFND 1 27,383 0 2,056
TELENAV INC COM 879455103 1,457 269,957 SH   DFND 1 269,957 0 0
TELEPHONE AND DATA SYSTEMS COM NEW 879433829 23,412 835,264 SH   DFND 1 830,734 0 4,530
TELEPHONE AND DATA SYSTEMS COM NEW 879433829 6 221 SH   DFND 1 2 221 0 0
TELIGENT INC COM 87960W104 1,417 421,998 SH   DFND 1 421,998 0 0
TELLURIAN INC COM 87968A104 4,815 667,914 SH   DFND 1 667,914 0 0
TELUS CORP COMSTK 87971M103 15,648 446,942 SH   DFND 1 446,942 0 0
TEMPLETON DRAGON FUND INC COM 88018T101 371 16,684 SH   DFND 1 2 16,684 0 0
TEMPUR SEALY INTERNATIONAL I COM 88023U101 17,903 395,310 SH   DFND 1 393,061 0 2,249
TEMPUR SEALY INTERNATIONAL I COM 88023U101 0 16 SH   DFND 1 2 16 0 0
TENARIS SA-ADR SPONSORED ADR 88031M109 214 6,179 SH   DFND 1 5,579 0 600
TENET HEALTHCARE CORP COM NEW 88033G407 16,508 680,776 SH   DFND 1 676,836 0 3,940
TENET HEALTHCARE CORP COM NEW 88033G407 108 4,490 SH   DFND 1 2 4,490 0 0
TENGASCO INC COM PAR 88033R502 52 74,276 SH   DFND 1 74,276 0 0
TENNANT CO COM 880345103 10,137 149,748 SH   DFND 1 149,748 0 0
TENNECO INC COM 880349105 31,634 576,540 SH   DFND 1 576,540 0 0
TENNECO INC COM 880349105 168 3,076 SH   DFND 1 2 3,076 0 0
TERADATA CORP COM 88076W103 41,995 1,058,611 SH   DFND 1 1,052,652 0 5,959
TERADYNE INC COM 880770102 137 3,006 SH   DFND 1 2 3,006 0 0
TERADYNE INC COM 880770102 85,004 1,859,657 SH   DFND 1 1,850,090 0 9,567
TEREX CORP COM 880779103 26,623 711,668 SH   DFND 1 707,897 0 3,771
TEREX CORP COM 880779103 28 761 SH   DFND 1 2 761 0 0
TERRAFORM POWER INC - A COM CL A 88104R209 4,563 425,336 SH   DFND 1 425,336 0 0
TERRENO REALTY CORP COM 88146M101 16,052 465,142 SH   DFND 1 465,142 0 0
TERRITORIAL BANCORP INC COM 88145X108 1,913 64,508 SH   DFND 1 64,508 0 0
TESARO INC COM 881569107 19,879 348,051 SH   DFND 1 348,051 0 0
TESLA INC COM 88160R101 271,232 1,020,248 SH   DFND 1 1,013,250 0 6,998
TESLA INC COM 88160R101 3,262 12,258 SH   DFND 1 2 12,258 0 0
TESSCO TECHNOLOGIES INC COM 872386107 804 34,764 SH   DFND 1 34,764 0 0
TETRA TECH INC COM 88162G103 25,042 511,595 SH   DFND 1 511,595 0 0
TETRA TECHNOLOGIES INC COM 88162F105 0 96 SH   DFND 1 2 96 0 0
TETRA TECHNOLOGIES INC COM 88162F105 3,707 988,623 SH   DFND 1 988,623 0 0
TETRAPHASE PHARMACEUTICALS I COM 88165N105 1,331 433,727 SH   DFND 1 433,727 0 0
TEVA 0.25 02/01/26 C DBCV 0.250% 2/0 88163VAE9 8,764 10,000,000 PRN   DFND 1 2 10,000,000 0 0
TEVA PHARMACEUTICAL-SP ADR SPONSORED ADR 881624209 42,314 2,482,829 SH   DFND 1 2,481,884 0 945
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 41,707 463,931 SH   DFND 1 461,504 0 2,427
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 26 297 SH   DFND 1 2 297 0 0
TEXAS INSTRUMENTS INC COM 882508104 1,307,388 12,611,580 SH   DFND 1 12,517,067 0 94,513
TEXAS PACIFIC LAND TRUST SUB CTF PROP I T 882610108 433 857 SH   DFND 1 2 857 0 0
TEXAS ROADHOUSE INC COM 882681109 34,672 600,076 SH   DFND 1 596,864 0 3,212
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 1,025 60,498 SH   DFND 1 60,498 0 0
TEXTRON INC COM 883203101 172,536 2,933,268 SH   DFND 1 2,919,655 0 13,613
TFS FINANCIAL CORP COM 87240R107 11,555 786,624 SH   DFND 1 786,624 0 0
TG THERAPEUTICS INC COM 88322Q108 7,075 498,251 SH   DFND 1 498,251 0 0
THE BANK OF PRINCETON COM 064520109 724 20,997 SH   DFND 1 20,997 0 0
THERAPEUTICSMD INC COM 88338N107 7,960 1,634,585 SH   DFND 1 1,634,585 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 9,530 393,009 SH   DFND 1 393,009 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 850,367 4,129,465 SH   DFND 1 4,107,857 0 21,608
THERMON GROUP HOLDINGS INC COM 88362T103 6,022 268,750 SH   DFND 1 268,750 0 0
THESTREET INC COM 88368Q103 175 97,860 SH   DFND 1 97,860 0 0
THIRD POINT REINSURANCE LTD COM G8827U100 10,346 741,712 SH   DFND 1 741,712 0 0
THL CREDIT INC COM 872438106 874 112,546 SH   DFND 1 2 112,546 0 0
THOMSON REUTERS CORP COM 884903105 19,761 513,252 SH   DFND 1 513,152 0 100
THOR INDUSTRIES INC COM 885160101 46,315 402,148 SH   DFND 1 399,755 0 2,393
THOR INDUSTRIES INC COM 885160101 74 651 SH   DFND 1 2 651 0 0
TIBERIUS ACQUISITION CORP UNIT 02/28/2021 88633A206 1,497 149,614 SH   DFND 1 2 149,614 0 0
TIDEWATER INC COM 88642R109 4,363 152,507 SH   DFND 1 152,507 0 0
TIER REIT INC COM NEW 88650V208 9,617 520,401 SH   DFND 1 520,401 0 0
TIFFANY & CO COM 886547108 113,561 1,165,712 SH   DFND 1 1,160,102 0 5,610
TILE SHOP HLDGS INC COM 88677Q109 2,013 335,513 SH   DFND 1 335,513 0 0
TILE SHOP HLDGS INC COM 88677Q109 0 125 SH   DFND 1 2 125 0 0
TILLY'S INC-CLASS A SHRS CL A 886885102 1,415 125,296 SH   DFND 1 125,296 0 0
TILLY'S INC-CLASS A SHRS CL A 886885102 595 52,656 SH   DFND 1 2 52,656 0 0
TIMBERLAND BANCORP INC COM 887098101 1,535 50,501 SH   DFND 1 50,501 0 0
TIME WARNER INC COM NEW 887317303 836,463 8,864,792 SH   DFND 1 8,822,815 0 41,977
TIME WARNER INC COM NEW 887317303 4,615 48,803 SH   DFND 1 2 48,803 0 0
TIMKEN CO COM 887389104 28,318 621,011 SH   DFND 1 617,659 0 3,352
TIMKENSTEEL CORP COM 887399103 5,166 340,103 SH   DFND 1 340,103 0 0
TINTRI INC COM 88770Q105 153 89,980 SH   DFND 1 89,980 0 0
TIPTREE INC CL A 88822Q103 1,494 235,412 SH   DFND 1 235,412 0 0
TITAN INTERNATIONAL INC COM 88830M102 5,387 427,267 SH   DFND 1 427,267 0 0
TITAN MACHINERY INC COM 88830R101 4,410 187,220 SH   DFND 1 187,220 0 0
TITAN PHARMACEUTICALS INC COM NEW 888314309 91 87,349 SH   DFND 1 87,349 0 0
TIVITY HEALTH INC COM 88870R102 15,927 401,709 SH   DFND 1 401,709 0 0
TIVO CORP COM 88870P106 16,245 1,198,909 SH   DFND 1 1,198,547 0 362
TJX COMPANIES INC COM 872540109 603,987 7,422,594 SH   DFND 1 7,389,655 0 32,939
TJX COMPANIES INC COM 872540109 72 889 SH   DFND 1 2 889 0 0
T-MOBILE US INC COM 872590104 867 14,218 SH   DFND 1 2 14,218 0 0
T-MOBILE US INC COM 872590104 164,451 2,696,350 SH   DFND 1 2,661,822 0 34,528
TMST 6 06/01/21 NOTE 6.000% 6/0 887399AA1 2,198 1,500,000 PRN   DFND 1 2 1,500,000 0 0
TOCAGEN INC COM 888846102 1,090 92,008 SH   DFND 1 92,008 0 0
TOLL BROTHERS INC COM 889478103 89,253 2,064,606 SH   DFND 1 2,057,609 0 6,997
TOLL BROTHERS INC COM 889478103 588 13,606 SH   DFND 1 2 13,606 0 0
TOMPKINS FINANCIAL CORP COM 890110109 8,707 114,931 SH   DFND 1 114,931 0 0
TOOTSIE ROLL INDS COM 890516107 5,613 190,595 SH   DFND 1 189,650 0 945
TOPBUILD CORP COM 89055F103 23,748 310,362 SH   DFND 1 310,274 0 88
TORCHLIGHT ENERGY RESOURCES COM 89102U103 358 275,806 SH   DFND 1 275,806 0 0
TORCHMARK CORP COM 891027104 108,916 1,296,928 SH   DFND 1 1,291,408 0 5,520
TORO CO COM 891092108 11 182 SH   DFND 1 2 182 0 0
TORO CO COM 891092108 59,143 947,050 SH   DFND 1 941,802 0 5,248
TORONTO-DOMINION BANK COM NEW 891160509 75,240 1,339,704 SH   DFND 1 1,338,749 0 955
TORONTO-DOMINION BANK COM NEW 891160509 334 5,900 SH   DFND 1 2 5,900 0 0
TOTAL SA-SPON ADR SPONSORED ADR 89151E109 383 6,640 SH   DFND 1 2 6,640 0 0
TOTAL SA-SPON ADR SPONSORED ADR 89151E109 2,510 43,525 SH   DFND 1 42,069 0 1,456
TOTAL SYSTEM SERVICES INC COM 891906109 174,083 2,022,698 SH   DFND 1 2,013,793 0 8,905
TOWER INTERNATIONAL INC COM 891826109 5,123 184,638 SH   DFND 1 184,638 0 0
TOWER INTERNATIONAL INC COM 891826109 306 11,031 SH   DFND 1 2 11,031 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 1,632 60,649 SH   DFND 1 60,649 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 412 15,329 SH   DFND 1 2 15,329 0 0
TOWN SPORTS INTERNATIONAL COM 89214A102 902 118,779 SH   DFND 1 118,779 0 0
TOWN SPORTS INTERNATIONAL COM 89214A102 237 31,231 SH   DFND 1 2 31,231 0 0
TOWNE BANK COM 89214P109 17,243 602,930 SH   DFND 1 602,930 0 0
TOWNSQUARE MEDIA INC - CL A CL A 892231101 510 64,383 SH   DFND 1 64,383 0 0
TOYOTA MOTOR CORP -SPON ADR SP ADR REP2COM 892331307 2,054 15,761 SH   DFND 1 14,040 0 1,721
TPG PACE ENERGY HOLD *W EXP 99/99/999 872656111 304 164,766 SH   DFND 1 2 164,766 0 0
TPG RE FINANCE TRUST INC COM 87266M107 2,816 141,579 SH   DFND 1 141,579 0 0
TPG SPECIALTY LENDING INC COM 87265K102 571 32,020 SH   DFND 1 2 32,020 0 0
TPI COMPOSITES INC COM 87266J104 3,470 154,600 SH   DFND 1 154,600 0 0
TRACON PHARMACEUTICALS INC COM 89237H100 62 27,057 SH   DFND 1 27,057 0 0
TRACTOR SUPPLY COMPANY COM 892356106 214 3,411 SH   DFND 1 2 3,411 0 0
TRACTOR SUPPLY COMPANY COM 892356106 99,981 1,590,292 SH   DFND 1 1,583,672 0 6,620
TRADE DESK INC/THE -CLASS A COM CL A 88339J105 10,278 207,139 SH   DFND 1 207,139 0 0
TRANS WORLD ENTERTAINMENT CP COM 89336Q100 44 35,758 SH   DFND 1 35,758 0 0
TRANSACT TECHNOLOGIES INC COM 892918103 117 9,023 SH   DFND 1 2 9,023 0 0
TRANSACT TECHNOLOGIES INC COM 892918103 438 33,579 SH   DFND 1 33,579 0 0
TRANSATLANTIC PETROLEUM LTD SHS NEW G89982113 126 97,946 SH   DFND 1 97,946 0 0
TRANSCANADA CORP COM 89353D107 25,794 630,639 SH   DFND 1 629,941 0 698
TRANSCONTINENTAL REALTY INV COM NEW 893617209 1,040 25,625 SH   DFND 1 25,625 0 0
TRANSDIGM GROUP INC COM 893641100 211 688 SH   DFND 1 2 688 0 0
TRANSDIGM GROUP INC COM 893641100 161,113 526,283 SH   DFND 1 523,753 0 2,530
TRANSENTERIX INC COM NEW 89366M201 1,139 670,160 SH   DFND 1 670,160 0 0
TRANSGLOBE ENERGY CORP COM 893662106 36 26,813 SH   DFND 1 26,813 0 0
TRANSOCEAN LTD REG SHS H8817H100 37,814 3,819,610 SH   DFND 1 3,798,310 0 21,300
TRANSOCEAN LTD REG SHS H8817H100 208 21,061 SH   DFND 1 2 21,061 0 0
TRANSUNION COM 89400J107 75,083 1,323,621 SH   DFND 1 1,323,621 0 0
TRAVELCENTERS OF AMERICA LLC COM 894174101 60 16,708 SH   DFND 1 16,708 0 0
TRAVELERS COS INC/THE COM 89417E109 405,732 2,929,084 SH   DFND 1 2,914,092 0 14,992
TRAVELPORT WORLDWIDE LTD SHS G9019D104 354 21,668 SH   DFND 1 2 21,668 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 24,347 1,490,053 SH   DFND 1 1,490,053 0 0
TRAVELZOO COM NEW 89421Q205 325 44,847 SH   DFND 1 44,847 0 0
TRECORA RESOURCES COM 894648104 1,996 146,813 SH   DFND 1 146,813 0 0
TREDEGAR CORP COM 894650100 4,465 248,751 SH   DFND 1 248,751 0 0
TREEHOUSE FOODS INC COM 89469A104 74 1,954 SH   DFND 1 2 1,954 0 0
TREEHOUSE FOODS INC COM 89469A104 20,927 546,845 SH   DFND 1 544,094 0 2,751
TREVENA INC COM 89532E109 677 413,256 SH   DFND 1 413,256 0 0
TREX COMPANY INC COM 89531P105 26,816 246,543 SH   DFND 1 246,543 0 0
TRI POINTE GROUP INC COM 87265H109 20,950 1,275,115 SH   DFND 1 1,267,706 0 7,409
TRIBUNE MEDIA CO - A CL A 896047503 1,215 30,000 SH   DFND 1 2 30,000 0 0
TRIBUNE MEDIA CO - A CL A 896047503 24,989 616,874 SH   DFND 1 616,874 0 0
TRICO BANCSHARES COM 896095106 7,489 201,233 SH   DFND 1 201,233 0 0
TRIMAS CORP COM NEW 896215209 10,922 416,101 SH   DFND 1 416,101 0 0
TRIMBLE INC COM 896239100 30 843 SH   DFND 1 2 843 0 0
TRIMBLE INC COM 896239100 79,522 2,218,107 SH   DFND 1 2,205,952 0 12,155
TRINET GROUP INC COM 896288107 234 5,064 SH   DFND 1 2 5,064 0 0
TRINET GROUP INC COM 896288107 23,115 499,047 SH   DFND 1 499,047 0 0
TRINITY INDUSTRIES INC COM 896522109 42,899 1,314,725 SH   DFND 1 1,306,757 0 7,968
TRINITY PLACE HOLDINGS INC COM 89656D101 557 85,727 SH   DFND 1 85,727 0 0
TRINSEO SA SHS L9340P101 34 460 SH   DFND 1 2 460 0 0
TRINSEO SA SHS L9340P101 34,281 462,945 SH   DFND 1 462,945 0 0
TRIPADVISOR INC COM 896945201 55,960 1,371,345 SH   DFND 1 1,365,706 0 5,639
TRIPLE-S MANAGEMENT CORP-B CL B 896749108 9,954 380,824 SH   DFND 1 380,197 0 627
TRIPLE-S MANAGEMENT CORP-B CL B 896749108 166 6,387 SH   DFND 1 2 6,387 0 0
TRISTATE CAPITAL HLDGS INC COM 89678F100 16 696 SH   DFND 1 2 696 0 0
TRISTATE CAPITAL HLDGS INC COM 89678F100 4,656 200,266 SH   DFND 1 200,266 0 0
TRITON INTERNATIONAL LTD/BER CL A G9078F107 43 1,406 SH   DFND 1 2 1,406 0 0
TRITON INTERNATIONAL LTD/BER CL A G9078F107 14,176 463,294 SH   DFND 1 463,294 0 0
TRIUMPH BANCORP INC COM 89679E300 6,871 166,787 SH   DFND 1 166,787 0 0
TRIUMPH GROUP INC COM 896818101 14,470 574,242 SH   DFND 1 574,242 0 0
TRONC INC COM 89703P107 3,859 235,038 SH   DFND 1 235,038 0 0
TRONOX LTD-CL A SHS CL A Q9235V101 19,963 1,082,628 SH   DFND 1 1,082,373 0 255
TROVAGENE INC COM NEW 897238309 48 139,330 SH   DFND 1 139,330 0 0
TRUEBLUE INC COM 89785X101 4 161 SH   DFND 1 2 161 0 0
TRUEBLUE INC COM 89785X101 9,934 383,558 SH   DFND 1 383,558 0 0
TRUECAR INC COM 89785L107 129 13,652 SH   DFND 1 2 13,652 0 0
TRUECAR INC COM 89785L107 6,661 704,180 SH   DFND 1 704,180 0 0
TRUPANION INC COM 898202106 5,772 193,111 SH   DFND 1 193,111 0 0
TRUSTCO BANK CORP NY COM 898349105 7,409 876,920 SH   DFND 1 876,920 0 0
TRUSTMARK CORP COM 898402102 19,602 629,091 SH   DFND 1 622,787 0 6,304
TSLA 0.25 03/01/19 NOTE 0.250% 3/0 88160RAB7 21,828 21,900,000 PRN   DFND 1 2 21,900,000 0 0
TSRO 3 10/01/21 NOTE 3.000%10/0 881569AA5 4,493 2,500,000 PRN   DFND 1 2 2,500,000 0 0
TTEC HOLDINGS INC COM 89854H102 195 6,374 SH   DFND 1 2 6,374 0 0
TTEC HOLDINGS INC COM 89854H102 5,089 165,768 SH   DFND 1 165,768 0 0
TTM TECHNOLOGIES COM 87305R109 18,354 1,200,451 SH   DFND 1 1,200,451 0 0
TUCOWS INC-CLASS A COM NEW 898697206 1,619 28,923 SH   DFND 1 28,923 0 0
TUESDAY MORNING CORP COM NEW 899035505 1,015 257,069 SH   DFND 1 257,069 0 0
TUNIU CORP-SPON ADR SPONSORED ADS CL 89977P106 67 11,278 SH   DFND 1 2 11,278 0 0
TUNIU CORP-SPON ADR SPONSORED ADS CL 89977P106 110 18,382 SH   DFND 1 18,382 0 0
TUPPERWARE BRANDS CORP COM 899896104 0 5 SH   DFND 1 2 5 0 0
TUPPERWARE BRANDS CORP COM 899896104 20,437 422,439 SH   DFND 1 419,396 0 3,043
TURNING POINT BRANDS INC COM 90041L105 802 41,304 SH   DFND 1 41,304 0 0
TURNING POINT BRANDS INC COM 90041L105 223 11,496 SH   DFND 1 2 11,496 0 0
TURQUOISE HILL RESOURCES LTD COM 900435108 1,929 637,583 SH   DFND 1 635,830 0 1,753
TURTLE BEACH CORP COM 900450107 37 61,853 SH   DFND 1 61,853 0 0
TUTOR PERINI CORP COM 901109108 7,377 334,581 SH   DFND 1 334,581 0 0
TWENTY-FIRST CENTURY FOX - B CL B 90130A200 195,122 5,377,827 SH   DFND 1 5,322,626 0 55,201
TWENTY-FIRST CENTURY FOX-A CL A 90130A101 1,467 40,000 SH   DFND 1 2 40,000 0 0
TWENTY-FIRST CENTURY FOX-A CL A 90130A101 447,203 12,217,569 SH   DFND 1 12,118,954 0 98,615
TWILIO INC - A CL A 90138F102 21,544 564,281 SH   DFND 1 564,281 0 0
TWIN DISC INC COM 901476101 1,481 68,158 SH   DFND 1 68,158 0 0
TWITTER INC COM 90184L102 155,318 5,358,885 SH   DFND 1 5,358,284 0 601
TWO HARBORS INVESTMENT CORP COM NEW 90187B408 32,123 2,089,989 SH   DFND 1 2,089,989 0 0
TWO RIVER BANCORP COM 90207C105 1,117 61,916 SH   DFND 1 61,916 0 0
TYLER TECHNOLOGIES INC COM 902252105 61,146 289,847 SH   DFND 1 288,125 0 1,722
TYSON FOODS INC-CL A CL A 902494103 282,304 3,865,088 SH   DFND 1 3,849,470 0 15,618
TYSON FOODS INC-CL A CL A 902494103 196 2,679 SH   DFND 1 2 2,679 0 0
U S ENERGY CORP - WYOMING COM NEW 911805208 23 19,379 SH   DFND 1 19,379 0 0
U.S. GLOBAL INVESTORS INC-A CL A 902952100 114 45,139 SH   DFND 1 45,139 0 0
U.S. PHYSICAL THERAPY INC COM 90337L108 8,545 105,113 SH   DFND 1 105,113 0 0
UBIQUITI NETWORKS INC COM 90347A100 16,788 244,022 SH   DFND 1 244,022 0 0
UBS GROUP AG-REG SHS H42097107 223 12,659 SH   DFND 1 9,364 0 3,295
UDR INC COM 902653104 132,646 3,731,000 SH   DFND 1 3,717,101 0 13,899
UFP TECHNOLOGIES INC COM 902673102 1,704 57,785 SH   DFND 1 57,785 0 0
UGI CORP COM 902681105 96,810 2,180,916 SH   DFND 1 2,172,454 0 8,462
UGI CORP COM 902681105 82 1,853 SH   DFND 1 2 1,853 0 0
ULTA BEAUTY INC COM 90384S303 151,539 743,390 SH   DFND 1 737,913 0 5,477
ULTIMATE SOFTWARE GROUP INC COM 90385D107 62,496 256,450 SH   DFND 1 255,028 0 1,422
ULTRA CLEAN HOLDINGS INC COM 90385V107 6,437 334,441 SH   DFND 1 334,441 0 0
ULTRA CLEAN HOLDINGS INC COM 90385V107 76 3,952 SH   DFND 1 2 3,952 0 0
ULTRA PETROLEUM CORP COM NEW 903914208 7,314 1,754,186 SH   DFND 1 1,754,186 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 22,184 435,072 SH   DFND 1 435,072 0 0
ULTRALIFE CORP COM 903899102 631 63,199 SH   DFND 1 63,199 0 0
UMB FINANCIAL CORP COM 902788108 31,080 429,348 SH   DFND 1 427,192 0 2,156
UMH PROPERTIES INC COM 903002103 4,351 324,529 SH   DFND 1 324,529 0 0
UMPQUA HOLDINGS CORP COM 904214103 49,883 2,329,911 SH   DFND 1 2,317,376 0 12,535
UNDER ARMOUR INC-CLASS A CL A 904311107 32,836 2,013,240 SH   DFND 1 2,004,387 0 8,853
UNDER ARMOUR INC-CLASS C CL C 904311206 28,615 1,998,746 SH   DFND 1 1,988,277 0 10,469
UNIFI INC COM NEW 904677200 4,892 134,960 SH   DFND 1 134,960 0 0
UNIFIRST CORP/MA COM 904708104 35 220 SH   DFND 1 2 220 0 0
UNIFIRST CORP/MA COM 904708104 21,427 132,555 SH   DFND 1 132,555 0 0
UNILEVER N V -NY SHARES N Y SHS NEW 904784709 3 61 SH   DFND 1 2 61 0 0
UNILEVER N V -NY SHARES N Y SHS NEW 904784709 1,134 20,123 SH   DFND 1 17,341 0 2,782
UNILEVER PLC-SPONSORED ADR SPON ADR NEW 904767704 1,547 27,845 SH   DFND 1 24,957 0 2,888
UNION BANKSHARES CORP COM 90539J109 19,310 526,025 SH   DFND 1 526,025 0 0
UNION BANKSHARES INC /VT COM 905400107 1,956 38,523 SH   DFND 1 38,523 0 0
UNION PACIFIC CORP COM 907818108 1,200,181 8,950,115 SH   DFND 1 8,906,933 0 43,182
UNIQURE NV SHS N90064101 289 12,330 SH   DFND 1 12,330 0 0
UNISYS CORP COM NEW 909214306 4,763 443,097 SH   DFND 1 442,489 0 608
UNIT CORP COM 909218109 8,905 450,696 SH   DFND 1 450,696 0 0
UNITED BANCORP INC/OHIO COM 909911109 524 41,665 SH   DFND 1 41,665 0 0
UNITED BANKSHARES INC COM 909907107 33,372 946,749 SH   DFND 1 940,485 0 6,264
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UNITED MICROELECTRON-SP ADR SPON ADR NEW 910873405 33 12,866 SH   DFND 1 0 0 12,866
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UNITEDHEALTH GROUP INC COM 91324P102 2,166,199 10,146,659 SH   DFND 1 10,093,867 0 52,792
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VALHI INC COM 918905100 1,925 317,670 SH   DFND 1 317,670 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 47,225 700,149 SH   DFND 1 700,149 0 0
VALLEY NATIONAL BANCORP COM 919794107 34,268 2,750,275 SH   DFND 1 2,735,318 0 14,957
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VALUE LINE INC COM 920437100 311 17,000 SH   DFND 1 17,000 0 0
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VANTAGE ENERGY ACQUISIT-CW24 *W EXP 04/12/202 92211L113 715 550,000 SH   DFND 1 2 550,000 0 0
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VERU INC COM 92536C103 165 91,295 SH   DFND 1 91,295 0 0
VF CORP COM 918204108 299,414 4,048,490 SH   DFND 1 4,030,337 0 18,153
VF CORP COM 918204108 56 757 SH   DFND 1 2 757 0 0
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VIAD CORP COM NEW 92552R406 8,980 171,227 SH   DFND 1 171,227 0 0
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VIEWRAY INC COM 92672L107 1,983 308,399 SH   DFND 1 308,399 0 0
VIKING THERAPEUTICS INC COM 92686J106 1,023 234,314 SH   DFND 1 234,314 0 0
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VIRTUS INVESTMENT PARTNERS COM 92828Q109 7,786 62,898 SH   DFND 1 62,898 0 0
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VISA INC-CLASS A SHARES COM CL A 92826C839 2,516,650 21,088,965 SH   DFND 1 20,991,294 0 97,671
VISHAY INTERTECHNOLOGY INC COM 928298108 28,892 1,553,340 SH   DFND 1 1,546,868 0 6,472
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VORNADO REALTY TRUST SH BEN INT 929042109 152,821 2,275,194 SH   DFND 1 2,266,225 0 8,969
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VOYA FINANCIAL INC COM 929089100 80,518 1,595,823 SH   DFND 1 1,595,823 0 0
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VULCAN MATERIALS CO COM 929160109 162,573 1,427,726 SH   DFND 1 1,420,846 0 6,880
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W&T OFFSHORE INC COM 92922P106 9,166 2,069,162 SH   DFND 1 2,069,162 0 0
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WALMART INC COM 931142103 208 2,342 SH   DFND 1 2 2,342 0 0
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WAVE LIFE SCIENCES LTD SHS Y95308105 5,624 140,255 SH   DFND 1 140,255 0 0
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WAYSIDE TECHNOLOGY GROUP INC COM 946760105 225 17,318 SH   DFND 1 17,318 0 0
WD-40 CO COM 929236107 17,046 129,438 SH   DFND 1 129,438 0 0
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WEBSTER FINANCIAL CORP COM 947890109 43,875 791,969 SH   DFND 1 787,465 0 4,504
WEC ENERGY GROUP INC COM 92939U106 228,706 3,656,142 SH   DFND 1 3,638,840 0 17,302
WEIBO CORP-SPON ADR SPONSORED ADR 948596101 581 4,865 SH   DFND 1 2 4,865 0 0
WEIBO CORP-SPON ADR SPONSORED ADR 948596101 14,101 118,705 SH   DFND 1 118,438 0 267
WEIGHT WATCHERS INTL INC COM 948626106 15,003 235,454 SH   DFND 1 235,162 0 292
WEINGARTEN REALTY INVESTORS SH BEN INT 948741103 35,918 1,279,141 SH   DFND 1 1,273,289 0 5,852
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WELBILT INC COM 949090104 22,240 1,143,493 SH   DFND 1 1,143,493 0 0
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WELLS FARGO & CO COM 949746101 2,517,122 48,150,808 SH   DFND 1 47,912,386 0 238,422
WELLTOWER INC COM 95040Q104 271,025 4,989,112 SH   DFND 1 4,969,843 0 19,269
WENDY'S CO/THE COM 95058W100 29,117 1,659,103 SH   DFND 1 1,650,274 0 8,829
WERNER ENTERPRISES INC COM 950755108 15,941 436,761 SH   DFND 1 434,573 0 2,188
WESBANCO INC COM 950810101 17,349 410,158 SH   DFND 1 410,158 0 0
WESCO AIRCRAFT HOLDINGS INC COM 950814103 5,242 511,500 SH   DFND 1 511,500 0 0
WESCO INTERNATIONAL INC COM 95082P105 24,873 400,863 SH   DFND 1 400,863 0 0
WEST BANCORPORATION CAP STK 95123P106 4,192 163,781 SH   DFND 1 163,781 0 0
WEST PHARMACEUTICAL SERVICES COM 955306105 53,989 611,497 SH   DFND 1 607,873 0 3,624
WESTAMERICA BANCORPORATION COM 957090103 14,683 252,816 SH   DFND 1 252,816 0 0
WESTAMERICA BANCORPORATION COM 957090103 35 611 SH   DFND 1 2 611 0 0
WESTAR ENERGY INC COM 95709T100 68,801 1,309,357 SH   DFND 1 1,302,409 0 6,948
WESTELL TECHNOLOGIES INC-A CL A NEW 957541204 203 60,615 SH   DFND 1 60,615 0 0
WESTERN ALLIANCE BANCORP COM 957638109 24 416 SH   DFND 1 2 416 0 0
WESTERN ALLIANCE BANCORP COM 957638109 49,130 845,475 SH   DFND 1 845,475 0 0
WESTERN ASSET EMERGING MARKE COM 95766A101 1,995 137,347 SH   DFND 1 2 137,347 0 0
WESTERN ASSET GLOBAL HIGH IN COM 95766B109 359 38,257 SH   DFND 1 2 38,257 0 0
WESTERN ASSET MORTGAGE CAPIT COM 95790D105 3,643 376,039 SH   DFND 1 369,533 0 6,506
WESTERN DIGITAL CORP COM 958102105 887 9,621 SH   DFND 1 2 9,621 0 0
WESTERN DIGITAL CORP COM 958102105 382,042 4,148,667 SH   DFND 1 4,120,409 0 28,258
WESTERN NEW ENGLAND BANCORP COM 958892101 2,521 236,735 SH   DFND 1 236,735 0 0
WESTERN UNION CO COM 959802109 130,297 6,787,734 SH   DFND 1 6,755,526 0 32,208
WESTLAKE CHEMICAL CORP COM 960413102 50,605 455,286 SH   DFND 1 455,286 0 0
WESTMORELAND COAL CO COM 960878106 62 151,698 SH   DFND 1 151,698 0 0
WESTPAC BANKING CORP-SP ADR SPONSORED ADR 961214301 755 34,069 SH   DFND 1 29,733 0 4,336
WESTPORT FUEL SYSTEMS INC COM NEW 960908309 58 26,542 SH   DFND 1 26,542 0 0
WESTROCK CO COM 96145D105 198,217 3,096,021 SH   DFND 1 3,081,525 0 14,496
WESTWATER RESOURCES INC COM 961684107 94 165,640 SH   DFND 1 165,640 0 0
WESTWOOD HOLDINGS GROUP INC COM 961765104 244 4,321 SH   DFND 1 2 4,321 0 0
WESTWOOD HOLDINGS GROUP INC COM 961765104 3,555 62,944 SH   DFND 1 62,944 0 0
WEX INC COM 96208T104 51,435 328,408 SH   DFND 1 326,453 0 1,955
WEYCO GROUP INC COM 962149100 143 4,259 SH   DFND 1 2 4,259 0 0
WEYCO GROUP INC COM 962149100 1,746 51,983 SH   DFND 1 51,983 0 0
WEYERHAEUSER CO COM 962166104 344,038 9,849,724 SH   DFND 1 9,810,330 0 39,394
WEYERHAEUSER CO COM 962166104 1,022 29,201 SH   DFND 1 2 29,201 0 0
WGL HOLDINGS INC COM 92924F106 36,435 435,576 SH   DFND 1 433,067 0 2,509
WHEATON PRECIOUS METALS CORP COMSTK 962879102 5,708 283,429 SH   DFND 1 282,796 0 633
WHEELER REAL ESTATE INVESTME COM NEW 963025705 160 44,936 SH   DFND 1 44,936 0 0
WHIRLPOOL CORP COM 963320106 66 437 SH   DFND 1 2 437 0 0
WHIRLPOOL CORP COM 963320106 129,133 845,374 SH   DFND 1 841,453 0 3,921
WHITE MOUNTAINS INSURANCE GP COM G9618E107 27,055 32,894 SH   DFND 1 32,894 0 0
WHITESTONE REIT COM 966084204 3,657 352,063 SH   DFND 1 352,063 0 0
WHITING PETROLEUM CORP COM NEW 966387409 26,476 782,406 SH   DFND 1 782,406 0 0
WHLR 8 3/4 PERP S-D PFD CNV SER D 963025606 2,480 160,000 PRN   DFND 1 2 160,000 0 0
WIDEOPENWEST INC COM 96758W101 1,484 207,638 SH   DFND 1 207,638 0 0
WIDEPOINT CORP COM 967590100 198 340,820 SH   DFND 1 340,820 0 0
WILDHORSE RESOURCE DEVELOPME COM 96812T102 4,935 258,513 SH   DFND 1 258,513 0 0
WILEY (JOHN) & SONS-CLASS A CL A 968223206 25,718 403,750 SH   DFND 1 401,574 0 2,176
WILLDAN GROUP INC COM 96924N100 1,835 64,741 SH   DFND 1 64,741 0 0
WILLIAM LYON HOMES-CL A CL A NEW 552074700 9,447 343,678 SH   DFND 1 343,678 0 0
WILLIAM LYON HOMES-CL A CL A NEW 552074700 62 2,271 SH   DFND 1 2 2,271 0 0
WILLIAMS COS INC COM 969457100 151 6,105 SH   DFND 1 2 6,105 0 0
WILLIAMS COS INC COM 969457100 235,366 9,489,952 SH   DFND 1 9,442,616 0 47,336
WILLIAMS-SONOMA INC COM 969904101 37,445 709,732 SH   DFND 1 705,876 0 3,856
WILLIAMS-SONOMA INC COM 969904101 152 2,898 SH   DFND 1 2 2,898 0 0
WILLIS LEASE FINANCE CORP COM 970646105 1,145 33,414 SH   DFND 1 33,414 0 0
WILLIS TOWERS WATSON PLC SHS G96629103 234,895 1,546,947 SH   DFND 1 1,540,051 0 6,896
WILLSCOT CORP COM 971375126 3,028 221,877 SH   DFND 1 221,877 0 0
WINDSTREAM HOLDINGS INC COM NEW 97382A200 2,297 1,629,362 SH   DFND 1 1,629,362 0 0
WINGSTOP INC COM 974155103 12,966 274,537 SH   DFND 1 274,537 0 0
WINMARK CORP COM 974250102 2,475 18,928 SH   DFND 1 18,928 0 0
WINNEBAGO INDUSTRIES COM 974637100 9,428 250,748 SH   DFND 1 250,748 0 0
WINNEBAGO INDUSTRIES COM 974637100 96 2,575 SH   DFND 1 2 2,575 0 0
WINS FINANCE HOLDINGS INC ORD SHS G97223104 1,290 9,151 SH   DFND 1 9,151 0 0
WINTRUST FINANCIAL CORP COM 97650W108 50,544 587,381 SH   DFND 1 584,633 0 2,748
WIPRO LTD-ADR SPON ADR 1 SH 97651M109 128 24,939 SH   DFND 1 19,315 0 5,624
WIRELESS TELECOM GROUP INC COM 976524108 113 46,661 SH   DFND 1 46,661 0 0
WISDOMTREE INVESTMENTS INC COM 97717P104 9,616 1,048,657 SH   DFND 1 1,046,518 0 2,139
WIX.COM LTD SHS M98068105 2,385 29,991 SH   DFND 1 29,991 0 0
WIX.COM LTD SHS M98068105 10 127 SH   DFND 1 2 127 0 0
WMIH CORP COM 92936P100 2,524 1,778,138 SH   DFND 1 1,778,138 0 0
WOLVERINE WORLD WIDE INC COM 978097103 23,211 803,158 SH   DFND 1 803,158 0 0
WOLVERINE WORLD WIDE INC COM 978097103 42 1,486 SH   DFND 1 2 1,486 0 0
WOODWARD INC COM 980745103 38,021 530,588 SH   DFND 1 527,893 0 2,695
WORKDAY INC-CLASS A CL A 98138H101 14 118 SH   DFND 1 2 118 0 0
WORKDAY INC-CLASS A CL A 98138H101 142,470 1,121,942 SH   DFND 1 1,116,406 0 5,536
WORKHORSE GROUP INC COM NEW 98138J206 395 149,634 SH   DFND 1 149,634 0 0
WORKIVA INC COM CL A 98139A105 33 1,400 SH   DFND 1 2 1,400 0 0
WORKIVA INC COM CL A 98139A105 5,869 247,653 SH   DFND 1 247,653 0 0
WORLD ACCEPTANCE CORP COM 981419104 6,032 57,289 SH   DFND 1 57,289 0 0
WORLD FUEL SERVICES CORP COM 981475106 211 8,611 SH   DFND 1 2 8,611 0 0
WORLD FUEL SERVICES CORP COM 981475106 14,757 601,140 SH   DFND 1 597,845 0 3,295
WORLD WRESTLING ENTERTAIN-A CL A 98156Q108 475 13,193 SH   DFND 1 2 13,193 0 0
WORLD WRESTLING ENTERTAIN-A CL A 98156Q108 12,591 349,667 SH   DFND 1 349,667 0 0
WORLDPAY INC-CLASS A CL A 981558109 187,666 2,283,562 SH   DFND 1 2,283,562 0 0
WORTHINGTON INDUSTRIES COM 981811102 16,725 389,686 SH   DFND 1 387,470 0 2,216
WP CAREY INC COM 92936U109 58,477 943,334 SH   DFND 1 943,334 0 0
WPP PLC-SPONSORED ADR ADR 92937A102 412 5,182 SH   DFND 1 4,732 0 450
WPX ENERGY INC COM 98212B103 50,881 3,442,613 SH   DFND 1 3,423,155 0 19,458
WR BERKLEY CORP COM 084423102 66,493 915,426 SH   DFND 1 910,728 0 4,698
WR GRACE & CO COM 38388F108 33,876 553,747 SH   DFND 1 553,747 0 0
WRIGHT MEDICAL GROUP NV ORD SHS 0.03 PAR N96617118 18,825 948,883 SH   DFND 1 948,883 0 0
WSFS FINANCIAL CORP COM 929328102 14,061 293,558 SH   DFND 1 293,558 0 0
WW GRAINGER INC COM 384802104 89 317 SH   DFND 1 2 317 0 0
WW GRAINGER INC COM 384802104 178,036 632,166 SH   DFND 1 629,226 0 2,940
WYNDHAM WORLDWIDE CORP COM 98310W108 36 319 SH   DFND 1 2 319 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 123,398 1,081,085 SH   DFND 1 1,075,496 0 5,589
WYNN RESORTS LTD COM 983134107 179,616 987,386 SH   DFND 1 979,027 0 8,359
XBIOTECH INC COM 98400H102 908 169,806 SH   DFND 1 169,806 0 0
XCEL ENERGY INC COM 98389B100 286,859 6,320,996 SH   DFND 1 6,294,453 0 26,543
XCERRA CORP COM 98400J108 6,765 580,764 SH   DFND 1 580,764 0 0
XENCOR INC COM 98401F105 0 19 SH   DFND 1 2 19 0 0
XENCOR INC COM 98401F105 11,783 393,029 SH   DFND 1 393,029 0 0
XENIA HOTELS & RESORTS INC COM 984017103 27,951 1,417,394 SH   DFND 1 1,417,394 0 0
XERIUM TECHNOLOGIES INC COM NEW 98416J118 375 58,265 SH   DFND 1 58,265 0 0
XEROX CORP COM NEW 984121608 76,097 2,649,888 SH   DFND 1 2,638,783 0 11,105
XEROX CORP COM NEW 984121608 35 1,247 SH   DFND 1 2 1,247 0 0
XILINX INC COM 983919101 1,083 15,000 SH   DFND 1 2 15,000 0 0
XILINX INC COM 983919101 231,894 3,217,016 SH   DFND 1 3,192,740 0 24,276
XL GROUP LTD COM G98294104 828 15,000 SH   DFND 1 2 15,000 0 0
XL GROUP LTD COM G98294104 157,056 2,848,910 SH   DFND 1 2,835,504 0 13,406
XO GROUP INC COM 983772104 818 39,457 SH   DFND 1 2 39,457 0 0
XO GROUP INC COM 983772104 5,528 266,449 SH   DFND 1 266,449 0 0
XOMA CORP COM NEW 98419J206 176 8,707 SH   DFND 1 2 8,707 0 0
XOMA CORP COM NEW 98419J206 1,012 50,054 SH   DFND 1 50,054 0 0
XPERI CORP COM 98421B100 11,018 520,966 SH   DFND 1 520,783 0 183
XPERI CORP COM 98421B100 122 5,773 SH   DFND 1 2 5,773 0 0
XPLORE TECHNOLOGIES CORP COM PAR $0.001 983950700 54 16,945 SH   DFND 1 16,945 0 0
XPO LOGISTICS INC COM 983793100 90,290 886,852 SH   DFND 1 886,852 0 0
XPO LOGISTICS INC COM 983793100 176 1,731 SH   DFND 1 2 1,731 0 0
XPRESSPA GROUP INC COM 98420U109 80 112,055 SH   DFND 1 112,055 0 0
XUNLEI LTD-ADR SPONSORED ADR 98419E108 165 16,359 SH   DFND 1 16,359 0 0
XYLEM INC COM 98419M100 165,251 2,153,309 SH   DFND 1 2,143,910 0 9,399
YAMANA GOLD INC COM 98462Y100 195 70,727 SH   DFND 1 70,174 0 553
YAMANA GOLD INC COM 98462Y100 0 1 SH   DFND 1 2 1 0 0
YANDEX NV-A SHS CLASS A N97284108 217 5,523 SH   DFND 1 2 5,523 0 0
YANDEX NV-A SHS CLASS A N97284108 7,086 179,627 SH   DFND 1 179,627 0 0
YANGTZE RIVER PORT AND LOGIS COM 98475Y105 459 111,763 SH   DFND 1 111,763 0 0
YATRA ONLINE INC ORD SHS G98338109 495 74,904 SH   DFND 1 74,904 0 0
YELP INC CL A 985817105 27,503 658,765 SH   DFND 1 658,765 0 0
YEXT INC COM 98585N106 1,784 141,079 SH   DFND 1 141,079 0 0
YORK WATER CO COM 987184108 4,128 133,191 SH   DFND 1 133,191 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 2,482 281,144 SH   DFND 1 280,369 0 775
YRC WORLDWIDE INC COM PAR $.01 984249607 13 1,513 SH   DFND 1 2 1,513 0 0
YUM CHINA HOLDINGS INC COM 98850P109 56,435 1,362,893 SH   DFND 1 1,361,993 0 900
YUM CHINA HOLDINGS INC COM 98850P109 119 2,886 SH   DFND 1 2 2,886 0 0
YUM! BRANDS INC COM 988498101 283,646 3,340,851 SH   DFND 1 3,322,623 0 18,228
YY INC-ADR ADS REPCOM CLA 98426T106 10,231 97,939 SH   DFND 1 97,805 0 134
YY INC-ADR ADS REPCOM CLA 98426T106 357 3,396 SH   DFND 1 2 3,396 0 0
ZAFGEN INC COM 98885E103 1,023 137,342 SH   DFND 1 137,199 0 143
ZAGG INC COM 98884U108 2,960 242,682 SH   DFND 1 241,743 0 939
ZAIS GROUP HOLDINGS INC COM 98887G106 89 22,211 SH   DFND 1 22,211 0 0
ZAYO GROUP HOLDINGS INC COM 98919V105 55,451 1,624,646 SH   DFND 1 1,624,646 0 0
ZEBRA TECHNOLOGIES CORP-CL A CL A 989207105 74,447 534,859 SH   DFND 1 532,254 0 2,605
ZEDGE INC-CL B CL B 98923T104 219 68,569 SH   DFND 1 68,569 0 0
ZENDESK INC COM 98936J101 41,629 869,631 SH   DFND 1 869,631 0 0
ZENDESK INC COM 98936J101 437 9,133 SH   DFND 1 2 9,133 0 0
ZILLOW GROUP INC - A CL A 98954M101 26,373 488,391 SH   DFND 1 488,391 0 0
ZILLOW GROUP INC - C CL C CAP STK 98954M200 49,045 912,297 SH   DFND 1 912,297 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 175 1,612 SH   DFND 1 2 1,612 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 249,399 2,292,714 SH   DFND 1 2,282,115 0 10,599
ZION OIL & GAS INC COM 989696109 1,610 338,236 SH   DFND 1 338,236 0 0
ZIONS BANCORPORATION COM 989701107 129,797 2,466,749 SH   DFND 1 2,456,498 0 10,251
ZIONS BANCORPORATION-CW20 *W EXP 05/22/202 989701115 55,711 2,744,407 SH   DFND 1 2 2,744,407 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 4,652 1,186,966 SH   DFND 1 1,186,077 0 889
ZIX CORP COM 98974P100 2,128 498,419 SH   DFND 1 498,419 0 0
ZIX CORP COM 98974P100 256 60,004 SH   DFND 1 2 60,004 0 0
ZOE'S KITCHEN INC COM 98979J109 2,237 154,946 SH   DFND 1 154,946 0 0
ZOETIS INC CL A 98978V103 454,062 5,451,108 SH   DFND 1 5,425,714 0 25,394
ZOGENIX INC COM NEW 98978L204 12,513 312,439 SH   DFND 1 312,439 0 0
ZUMIEZ INC COM 989817101 4,044 169,229 SH   DFND 1 169,229 0 0
ZYNERBA PHARMACEUTICALS INC COM 98986X109 880 101,302 SH   DFND 1 101,302 0 0
ZYNGA INC - CL A CL A 98986T108 26,226 7,165,743 SH   DFND 1 7,165,743 0 0