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 3,986 337,827 SH   DFND 1 336,402 0 1,425
1ST CONSTITUTION BANCORP COM 31986N102 1,411 68,195 SH   DFND 1 68,195 0 0
1ST SOURCE CORP COM 336901103 10,163 193,149 SH   DFND 1 193,149 0 0
21VIANET GROUP INC-ADR SPONSORED ADR 90138A103 402 39,828 SH   DFND 1 39,828 0 0
22ND CENTURY GROUP INC COM 90137F103 2,886 1,027,345 SH   DFND 1 1,027,345 0 0
2U INC COM 90214J101 40,144 533,910 SH   DFND 1 533,910 0 0
3D SYSTEMS CORP COM NEW 88554D205 20,533 1,086,403 SH   DFND 1 1,086,403 0 0
3M CO COM 88579Y101 1,485,291 7,062,494 SH   DFND 1 7,030,867 0 31,627
3PEA INTERNATIONAL INC COM 88579C109 180 49,147 SH   DFND 1 49,147 0 0
51JOB INC-ADR SP ADR REP COM 316827104 5,543 72,353 SH   DFND 1 72,353 0 0
58.COM INC-ADR SPON ADR REP A 31680Q104 12,887 176,378 SH   DFND 1 176,140 0 238
8X8 INC COM 282914100 19,334 909,837 SH   DFND 1 909,837 0 0
8X8 INC COM 282914100 100 4,736 SH   DFND 1 2 4,736 0 0
A H BELO CORP-A COM CL A 001282102 514 111,827 SH   DFND 1 111,827 0 0
A10 NETWORKS INC COM 002121101 3,096 509,228 SH   DFND 1 509,228 0 0
AAC HOLDINGS INC COM 000307108 805 105,530 SH   DFND 1 105,530 0 0
AAON INC COM PAR $0.004 000360206 17,705 468,401 SH   DFND 1 468,401 0 0
AAR CORP COM 000361105 18,218 380,428 SH   DFND 1 380,428 0 0
AAR CORP COM 000361105 89 1,864 SH   DFND 1 2 1,864 0 0
AARON'S INC COM PAR $0.50 002535300 40,908 751,173 SH   DFND 1 741,836 0 9,337
AARON'S INC COM PAR $0.50 002535300 213 3,921 SH   DFND 1 2 3,921 0 0
ABB LTD-SPON ADR SPONSORED ADR 000375204 902 38,180 SH   DFND 1 34,278 0 3,902
ABB LTD-SPON ADR SPONSORED ADR 000375204 708 30,000 SH   DFND 1 2 30,000 0 0
ABBOTT LABORATORIES COM 002824100 1,490,118 20,351,937 SH   DFND 1 20,256,539 0 95,398
ABBOTT LABORATORIES COM 002824100 235 3,208 SH   DFND 1 2 3,208 0 0
ABBVIE INC COM 00287Y109 1,575,146 16,688,412 SH   DFND 1 16,607,291 0 81,121
ABBVIE INC COM 00287Y109 1,307 13,827 SH   DFND 1 2 13,827 0 0
ABEONA THERAPEUTICS INC COM 00289Y107 4,280 334,380 SH   DFND 1 334,380 0 0
ABERCROMBIE & FITCH CO-CL A CL A 002896207 16,240 768,969 SH   DFND 1 768,566 0 403
ABERDEEN EM MRKT EQTY INC COM 00301W105 933 136,143 SH   DFND 1 2 136,143 0 0
ABERDEEN JAPAN EQUITY FUND I COM 00306J109 101 12,155 SH   DFND 1 2 12,155 0 0
ABERDEEN TTL DYN DIVID COM SH BEN INT 00326L100 2,396 273,003 SH   DFND 1 2 273,003 0 0
ABIOMED INC COM 003654100 257,898 574,430 SH   DFND 1 572,049 0 2,381
ABM INDUSTRIES INC COM 000957100 21,041 652,436 SH   DFND 1 652,436 0 0
ABRAXAS PETROLEUM CORP COM 003830106 3,858 1,656,198 SH   DFND 1 1,656,198 0 0
AC IMMUNE SA SHS H00263105 427 53,495 SH   DFND 1 53,495 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 12,434 300,574 SH   DFND 1 300,574 0 0
ACACIA RESEARCH CORP ACACIA TCH COM 003881307 1,716 536,375 SH   DFND 1 536,375 0 0
ACADIA HEALTHCARE CO INC COM 00404A109 30,622 869,947 SH   DFND 1 858,032 0 11,915
ACADIA PHARMACEUTICALS INC COM 004225108 22,155 1,067,238 SH   DFND 1 1,067,238 0 0
ACADIA REALTY TRUST COM SH BEN INT 004239109 28,450 1,014,996 SH   DFND 1 1,014,996 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 6,854 298,672 SH   DFND 1 298,478 0 194
ACCELERON PHARMA INC COM 00434H108 24,090 420,942 SH   DFND 1 420,942 0 0
ACCENTURE PLC-CL A SHS CLASS A G1151C101 1,369,505 8,060,763 SH   DFND 1 8,026,193 0 34,570
ACCENTURE PLC-CL A SHS CLASS A G1151C101 440 2,586 SH   DFND 1 2 2,586 0 0
ACCESS NATIONAL CORP COM 004337101 4,023 148,413 SH   DFND 1 148,413 0 0
ACCO BRANDS CORP COM 00081T108 12,367 1,094,435 SH   DFND 1 1,094,435 0 0
ACCO BRANDS CORP COM 00081T108 840 74,373 SH   DFND 1 2 74,373 0 0
ACCURAY INC COM 004397105 3,894 865,434 SH   DFND 1 865,434 0 0
ACELRX PHARMACEUTICALS INC COM 00444T100 1,332 346,097 SH   DFND 1 346,097 0 0
ACER THERAPEUTICS INC COM 00444P108 969 31,439 SH   DFND 1 31,439 0 0
ACETO CORP COM 004446100 507 224,705 SH   DFND 1 224,705 0 0
ACHAOGEN INC COM 004449104 1,386 347,572 SH   DFND 1 347,572 0 0
ACHILLION PHARMACEUTICALS COM 00448Q201 5,356 1,455,658 SH   DFND 1 1,455,658 0 0
ACI WORLDWIDE INC COM 004498101 34,525 1,226,924 SH   DFND 1 1,211,295 0 15,629
ACLARIS THERAPEUTICS INC COM 00461U105 3,987 274,646 SH   DFND 1 274,646 0 0
ACM RESEARCH INC-CLASS A COM CL A 00108J109 812 73,397 SH   DFND 1 73,397 0 0
ACNB CORP COM 000868109 1,766 47,486 SH   DFND 1 47,486 0 0
ACORDA THERAPEUTICS INC COM 00484M106 10,755 547,356 SH   DFND 1 547,356 0 0
ACORDA THERAPEUTICS INC COM 00484M106 73 3,737 SH   DFND 1 2 3,737 0 0
ACTINIUM PHARMACEUTICALS INC COM 00507W107 320 432,407 SH   DFND 1 432,407 0 0
ACTIVISION BLIZZARD INC COM 00507V109 704,816 8,489,715 SH   DFND 1 8,413,329 0 76,386
ACTUANT CORP-A CL A NEW 00508X203 16,623 595,817 SH   DFND 1 595,817 0 0
ACTUANT CORP-A CL A NEW 00508X203 57 2,069 SH   DFND 1 2 2,069 0 0
ACUITY BRANDS INC COM 00508Y102 74,355 473,269 SH   DFND 1 467,843 0 5,426
ACUITY BRANDS INC COM 00508Y102 6 43 SH   DFND 1 2 43 0 0
ACUSHNET HOLDINGS CORP COM 005098108 9,402 342,780 SH   DFND 1 342,780 0 0
ACXIOM HOLDINGS INC COM 005125109 39,728 804,068 SH   DFND 1 793,616 0 10,452
ADAMAS PHARMACEUTICALS INC COM 00548A106 4,364 217,998 SH   DFND 1 217,998 0 0
ADAMIS PHARMACEUTICALS CORP COM NEW 00547W208 886 253,331 SH   DFND 1 253,331 0 0
ADAMS DIVERSIFIED EQUITY COM 006212104 1,699 101,955 SH   DFND 1 2 101,955 0 0
ADAMS NATURAL RESOURCES FUND COM 00548F105 3,183 159,734 SH   DFND 1 2 159,734 0 0
ADAMS RESOURCES & ENERGY INC COM NEW 006351308 984 23,189 SH   DFND 1 23,189 0 0
ADAPTIMMUNE THERAPEUTICS-ADR SPONDS ADR 00653A107 532 39,248 SH   DFND 1 39,248 0 0
ADAPTIMMUNE THERAPEUTICS-ADR SPONDS ADR 00653A107 5 407 SH   DFND 1 2 407 0 0
ADDUS HOMECARE CORP COM 006739106 7,326 104,435 SH   DFND 1 104,435 0 0
ADDVANTAGE TECHNOLOGIES GRP COM NEW 006743306 16 11,928 SH   DFND 1 11,928 0 0
ADESTO TECHNOLOGIES CORP COM 00687D101 1,467 246,662 SH   DFND 1 246,662 0 0
ADIENT PLC ORD SHS G0084W101 34,137 868,429 SH   DFND 1 856,566 0 11,863
ADMA BIOLOGICS INC COM 000899104 1,503 242,112 SH   DFND 1 242,112 0 0
ADOBE INC COM 00724F101 1,593,735 5,915,111 SH   DFND 1 5,866,281 0 48,830
ADOMANI INC COM 00726A100 41 73,583 SH   DFND 1 73,583 0 0
ADT INC COM 00090Q103 10,418 1,109,546 SH   DFND 1 1,109,546 0 0
ADTALEM GLOBAL EDUCATION INC COM 00737L103 28,589 593,134 SH   DFND 1 585,038 0 8,096
ADTRAN INC COM 00738A106 9,296 526,717 SH   DFND 1 526,717 0 0
ADURO BIOTECH INC COM 00739L101 4,145 563,950 SH   DFND 1 563,950 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 146,270 870,637 SH   DFND 1 866,841 0 3,796
ADVANCED DISPOSAL SERVICES I COM 00790X101 21,185 782,313 SH   DFND 1 782,313 0 0
ADVANCED DRAINAGE SYSTEMS IN COM 00790R104 13,375 432,858 SH   DFND 1 432,858 0 0
ADVANCED EMISSIONS SOLUTIONS COM 00770C101 2,775 232,044 SH   DFND 1 232,044 0 0
ADVANCED ENERGY INDUSTRIES COM 007973100 21,314 412,668 SH   DFND 1 412,668 0 0
ADVANCED MICRO DEVICES COM 007903107 352,073 11,417,728 SH   DFND 1 11,373,285 0 44,443
ADVANSIX INC COM 00773T101 10,206 300,630 SH   DFND 1 300,630 0 0
ADVAXIS INC COM NEW 007624208 229 243,964 SH   DFND 1 243,964 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 3,529 583,429 SH   DFND 1 583,429 0 0
AECOM COM 00766T100 50,945 1,559,885 SH   DFND 1 1,538,190 0 21,695
AECOM COM 00766T100 265 8,120 SH   DFND 1 2 8,120 0 0
AEGION CORP COM 00770F104 8,853 348,836 SH   DFND 1 348,836 0 0
AEGLEA BIOTHERAPEUTICS INC COM 00773J103 1,476 154,287 SH   DFND 1 154,287 0 0
AEGON N.V.-NY REG SHR NY REGISTRY SH 007924103 213 33,196 SH   DFND 1 29,756 0 3,440
AEHR TEST SYSTEMS COM 00760J108 217 98,097 SH   DFND 1 98,097 0 0
AEMETIS INC COM NEW 00770K202 60 59,740 SH   DFND 1 59,740 0 0
AERCAP HOLDINGS NV SHS N00985106 26,165 457,175 SH   DFND 1 457,175 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 25,564 415,344 SH   DFND 1 415,344 0 0
AEROHIVE NETWORKS INC COM 007786106 1,551 376,681 SH   DFND 1 376,681 0 0
AEROHIVE NETWORKS INC COM 007786106 401 97,353 SH   DFND 1 2 97,353 0 0
AEROJET ROCKETDYNE HOLDINGS COM 007800105 22,964 675,618 SH   DFND 1 675,618 0 0
AEROVIRONMENT INC COM 008073108 24,937 222,316 SH   DFND 1 222,316 0 0
AEROVIRONMENT INC COM 008073108 265 2,368 SH   DFND 1 2 2,368 0 0
AES CORP COM 00130H105 122,899 8,793,713 SH   DFND 1 8,759,811 0 33,902
AETHLON MEDICAL INC COM NEW 00808Y208 73 62,035 SH   DFND 1 62,035 0 0
AETNA INC COM 00817Y108 739,065 3,650,744 SH   DFND 1 3,633,465 0 17,279
AETNA INC COM 00817Y108 2,167 10,687 SH   DFND 1 2 10,687 0 0
AEVI GENOMIC MEDICINE INC COM 00835P105 206 167,547 SH   DFND 1 167,547 0 0
AFFILIATED MANAGERS GROUP COM 008252108 91,374 669,580 SH   DFND 1 666,842 0 2,738
AFFILIATED MANAGERS GROUP COM 008252108 1,039 7,606 SH   DFND 1 2 7,606 0 0
AFFIMED NV COM N01045108 222 51,220 SH   DFND 1 51,220 0 0
AFLAC INC COM 001055102 453,057 9,642,911 SH   DFND 1 9,601,532 0 41,379
AG MORTGAGE INVESTMENT TRUST COM 001228105 4,956 272,625 SH   DFND 1 269,627 0 2,998
AG MORTGAGE INVESTMENT TRUST COM 001228105 428 23,591 SH   DFND 1 2 23,591 0 0
AGCO CORP COM 001084102 72,551 1,193,820 SH   DFND 1 1,184,850 0 8,970
AGENUS INC COM NEW 00847G705 1,695 792,310 SH   DFND 1 792,310 0 0
AGILE THERAPEUTICS INC COM 00847L100 68 185,857 SH   DFND 1 185,857 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 277,466 3,940,774 SH   DFND 1 3,923,542 0 17,232
AGILENT TECHNOLOGIES INC COM 00846U101 559 7,931 SH   DFND 1 2 7,931 0 0
AGILYSYS INC COM 00847J105 2,955 181,295 SH   DFND 1 181,295 0 0
AGILYSYS INC COM 00847J105 50 3,069 SH   DFND 1 2 3,069 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 36,783 476,965 SH   DFND 1 476,965 0 0
AGNC INVESTMENT CORP COM 00123Q104 108,449 5,820,735 SH   DFND 1 5,813,960 0 6,775
AGNICO EAGLE MINES LTD COM 008474108 5,910 174,481 SH   DFND 1 174,216 0 265
AGREE REALTY CORP COM 008492100 16,513 310,877 SH   DFND 1 310,877 0 0
AGREE REALTY CORP COM 008492100 23 439 SH   DFND 1 2 439 0 0
AGROFRESH SOLUTIONS INC COM 00856G109 1,814 291,248 SH   DFND 1 291,248 0 0
AIMMUNE THERAPEUTICS INC COM 00900T107 12,099 443,531 SH   DFND 1 443,531 0 0
AIR LEASE CORP CL A 00912X302 43,904 956,939 SH   DFND 1 956,939 0 0
AIR PRODUCTS & CHEMICALS INC COM 009158106 408,298 2,449,209 SH   DFND 1 2,437,495 0 11,714
AIR TRANSPORT SERVICES GROUP COM 00922R105 12,775 595,039 SH   DFND 1 595,039 0 0
AIRCASTLE LTD COM G0129K104 11,776 537,501 SH   DFND 1 537,501 0 0
AIRGAIN INC COM 00938A104 443 33,784 SH   DFND 1 33,784 0 0
AIRMEDIA GROUP INC-ADR SPONSORED ADR 009411109 8 20,876 SH   DFND 1 20,876 0 0
AJRD 2.25 12/15/23 NOTE 2.250%12/1 007800AB1 2,853 2,000,000 PRN   DFND 1 2 2,000,000 0 0
AK STEEL HOLDING CORP COM 001547108 15,040 3,069,413 SH   DFND 1 3,069,413 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 153,816 2,106,773 SH   DFND 1 2,098,088 0 8,685
AKAMAI TECHNOLOGIES INC COM 00971T101 33 463 SH   DFND 1 2 463 0 0
AKCEA THERAPEUTICS INC COM 00972L107 7,322 209,084 SH   DFND 1 209,084 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 5,633 637,950 SH   DFND 1 636,921 0 1,029
AKERS BIOSCIENCES INC COM 00973E102 130 458,458 SH   DFND 1 458,458 0 0
AKORN INC COM 009728106 13,173 1,014,922 SH   DFND 1 1,002,213 0 12,709
AKORN INC COM 009728106 31 2,452 SH   DFND 1 2 2,452 0 0
AKOUSTIS TECHNOLOGIES INC COM 00973N102 604 76,831 SH   DFND 1 76,831 0 0
ALAMO GROUP INC COM 011311107 9,815 107,147 SH   DFND 1 107,147 0 0
ALARM.COM HOLDINGS INC COM 011642105 20,515 357,405 SH   DFND 1 357,405 0 0
ALASKA AIR GROUP INC COM 011659109 116,387 1,692,253 SH   DFND 1 1,685,544 0 6,709
ALASKA COMM SYSTEMS GROUP COM 01167P101 592 361,214 SH   DFND 1 361,214 0 0
ALBANY INTL CORP-CL A CL A 012348108 22,901 288,074 SH   DFND 1 288,074 0 0
ALBEMARLE CORP COM 012653101 128,552 1,290,838 SH   DFND 1 1,285,281 0 5,557
ALBIREO PHARMA INC COM 01345P106 2,884 87,512 SH   DFND 1 87,512 0 0
ALCOA CORP COM 013872106 72,581 1,796,568 SH   DFND 1 1,796,568 0 0
ALCOA CORP COM 013872106 3,030 75,000 SH   DFND 1 2 75,000 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 10,308 619,144 SH   DFND 1 619,144 0 0
ALDEYRA THERAPEUTICS INC COM 01438T106 2,157 156,335 SH   DFND 1 156,335 0 0
ALEXANDER & BALDWIN INC COM 014491104 16,639 733,359 SH   DFND 1 724,215 0 9,144
ALEXANDER'S INC COM 014752109 11,235 32,728 SH   DFND 1 32,728 0 0
ALEXANDRIA REAL ESTATE EQUIT COM 015271109 191,622 1,525,755 SH   DFND 1 1,520,336 0 5,419
ALEXION PHARMACEUTICALS INC COM 015351109 345,911 2,493,488 SH   DFND 1 2,471,511 0 21,977
ALEXION PHARMACEUTICALS INC COM 015351109 81 587 SH   DFND 1 2 587 0 0
ALIBABA GROUP HOLDING-SP ADR SPONSORED ADS 01609W102 360,895 2,206,263 SH   DFND 1 2,205,543 0 720
ALICO INC COM 016230104 1,107 32,768 SH   DFND 1 32,768 0 0
ALIGN TECHNOLOGY INC COM 016255101 409,242 1,047,775 SH   DFND 1 1,040,062 0 7,713
ALIMERA SCIENCES INC COM 016259103 141 144,795 SH   DFND 1 144,795 0 0
ALJ REGIONAL HOLDINGS INC COM 001627108 42 24,901 SH   DFND 1 24,901 0 0
ALKERMES PLC SHS G01767105 62,292 1,468,749 SH   DFND 1 1,468,625 0 124
ALKERMES PLC SHS G01767105 37 885 SH   DFND 1 2 885 0 0
ALLAKOS INC COM 01671P100 5,630 125,151 SH   DFND 1 125,151 0 0
ALLEGHANY CORP COM 017175100 91,399 140,168 SH   DFND 1 138,151 0 2,017
ALLEGHENY TECHNOLOGIES INC COM 01741R102 36,428 1,232,763 SH   DFND 1 1,215,798 0 16,965
ALLEGIANCE BANCSHARES INC COM 01748H107 5,632 135,081 SH   DFND 1 135,081 0 0
ALLEGIANT TRAVEL CO COM 01748X102 17,317 136,572 SH   DFND 1 136,572 0 0
ALLEGION PLC ORD SHS G0176J109 105,867 1,171,084 SH   DFND 1 1,166,216 0 4,868
ALLENA PHARMACEUTICALS INC COM 018119107 718 66,870 SH   DFND 1 66,870 0 0
ALLERGAN PLC SHS G0177J108 713,321 3,752,345 SH   DFND 1 3,735,525 0 16,820
ALLERGAN PLC SHS G0177J108 143 751 SH   DFND 1 2 751 0 0
ALLETE INC COM NEW 018522300 47,288 630,431 SH   DFND 1 623,501 0 6,930
ALLIANCE DATA SYSTEMS CORP COM 018581108 144,039 611,017 SH   DFND 1 608,596 0 2,421
ALLIANCE DATA SYSTEMS CORP COM 018581108 88 374 SH   DFND 1 2 374 0 0
ALLIANCE MMA INC COM 018626101 8 31,107 SH   DFND 1 31,107 0 0
ALLIANCE RESOURCE PARTNERS UT LTD PART 01877R108 1,854 90,913 SH   DFND 1 90,913 0 0
ALLIANCE RESOURCE PARTNERS UT LTD PART 01877R108 711 34,857 SH   DFND 1 2 34,857 0 0
ALLIANCEBERNSTEIN GL HI INC COM 01879R106 149 12,809 SH   DFND 1 2 12,809 0 0
ALLIANT ENERGY CORP COM 018802108 127,050 2,989,864 SH   DFND 1 2,977,886 0 11,978
ALLIANZGI NFJ DIVIDEND INTER COM 01883A107 239 18,317 SH   DFND 1 2 18,317 0 0
ALLIED MOTION TECHNOLOGIES COM 019330109 3,913 71,900 SH   DFND 1 71,900 0 0
ALLISON TRANSMISSION HOLDING COM 01973R101 83,859 1,612,382 SH   DFND 1 1,612,382 0 0
ALLISON TRANSMISSION HOLDING COM 01973R101 895 17,220 SH   DFND 1 2 17,220 0 0
ALLOT COMMUNICATIONS LTD SHS M0854Q105 112 18,186 SH   DFND 1 18,186 0 0
ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 33,438 2,346,557 SH   DFND 1 2,318,227 0 28,330
ALLSTATE CORP COM 020002101 427,167 4,335,936 SH   DFND 1 4,318,197 0 17,739
ALLSTATE CORP COM 020002101 544 5,517 SH   DFND 1 2 5,517 0 0
ALLY FINANCIAL INC COM 02005N100 103,046 3,898,620 SH   DFND 1 3,898,620 0 0
ALLY FINANCIAL INC COM 02005N100 269 10,192 SH   DFND 1 2 10,192 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 77,006 880,404 SH   DFND 1 880,280 0 124
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 31 359 SH   DFND 1 2 359 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 2,834 243,709 SH   DFND 1 243,709 0 0
ALPHABET INC-CL A CAP STK CL A 02079K305 4,304,414 3,572,834 SH   DFND 1 3,542,907 0 29,927
ALPHABET INC-CL C CAP STK CL C 02079K107 4,408,109 3,700,602 SH   DFND 1 3,667,787 0 32,815
ALPHATEC HOLDINGS INC COM NEW 02081G201 158 47,147 SH   DFND 1 47,147 0 0
ALPINE IMMUNE SCIENCES INC COM 02083G100 236 37,340 SH   DFND 1 37,340 0 0
ALTA MESA RESOURCES INC CL A 02133L109 5,041 1,206,169 SH   DFND 1 1,206,169 0 0
ALTABA INC COM 021346101 1,105 16,229 SH   DFND 1 16,229 0 0
ALTABA INC COM 021346101 3,044 44,700 SH   DFND 1 2 44,700 0 0
ALTAIR ENGINEERING INC - A COM CL A 021369103 12,204 280,877 SH   DFND 1 280,877 0 0
ALTERYX INC - CLASS A COM CL A 02156B103 16,308 285,056 SH   DFND 1 285,056 0 0
ALTICE USA INC- A CL A 02156K103 14,516 800,230 SH   DFND 1 800,230 0 0
ALTICE USA INC- A CL A 02156K103 1,723 95,000 SH   DFND 1 2 95,000 0 0
ALTISOURCE PORTFOLIO SOL REG SHS L0175J104 3,962 122,949 SH   DFND 1 122,949 0 0
ALTRA INDUSTRIAL MOTION CORP COM 02208R106 19,581 474,133 SH   DFND 1 474,133 0 0
ALTRA INDUSTRIAL MOTION CORP COM 02208R106 576 13,961 SH   DFND 1 2 13,961 0 0
ALTRIA GROUP INC COM 02209S103 1,385,629 23,017,846 SH   DFND 1 22,921,257 0 96,589
ALTRIA GROUP INC COM 02209S103 118 1,968 SH   DFND 1 2 1,968 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 8,111 405,600 SH   DFND 1 405,473 0 127
AMAG PHARMACEUTICALS INC COM 00163U106 597 29,888 SH   DFND 1 2 29,888 0 0
AMALGAMATED BK OF NEW YORK-A CLASS A 022663108 1,179 61,121 SH   DFND 1 61,121 0 0
AMARIN CORP PLC -ADR SPONS ADR NEW 023111206 4,620 284,006 SH   DFND 1 284,006 0 0
A-MARK PRECIOUS METALS INC COM 00181T107 249 19,162 SH   DFND 1 19,162 0 0
AMAZON.COM INC COM 023135106 9,507,707 4,756,185 SH   DFND 1 4,711,424 0 44,761
AMAZON.COM INC COM 023135106 156 78 SH   DFND 1 2 78 0 0
AMBAC FINANCIAL GROUP INC COM NEW 023139884 9,470 463,777 SH   DFND 1 463,777 0 0
AMBARELLA INC SHS G037AX101 4,746 122,701 SH   DFND 1 122,657 0 44
AMBER ROAD INC COM 02318Y108 2,149 223,419 SH   DFND 1 223,419 0 0
AMBEV SA-ADR SPONSORED ADR 02319V103 920 201,360 SH   DFND 1 201,360 0 0
AMC ENTERTAINMENT HLDS-CL A CL A COM 00165C104 10,210 498,063 SH   DFND 1 498,063 0 0
AMC NETWORKS INC-A CL A 00164V103 29,026 437,545 SH   DFND 1 431,408 0 6,137
AMC NETWORKS INC-A CL A 00164V103 19 299 SH   DFND 1 2 299 0 0
AMDOCS LTD SHS G02602103 39,789 603,056 SH   DFND 1 603,056 0 0
AMEDISYS INC COM 023436108 43,539 348,426 SH   DFND 1 348,426 0 0
AMER NATL BNKSHS/DANVILLE VA COM 027745108 2,364 60,619 SH   DFND 1 60,619 0 0
AMERCO COM 023586100 29,191 81,901 SH   DFND 1 81,901 0 0
AMEREN CORPORATION COM 023608102 196,232 3,109,535 SH   DFND 1 3,097,031 0 12,504
AMERESCO INC-CL A CL A 02361E108 2,496 182,915 SH   DFND 1 182,915 0 0
AMERICA FIRST MULTIFAMILY IN BEN UNIT CTF 02364V107 223 39,141 SH   DFND 1 39,141 0 0
AMERICAN AIRLINES GROUP INC COM 02376R102 213,147 5,164,802 SH   DFND 1 5,121,984 0 42,818
AMERICAN ASSETS TRUST INC COM 024013104 15,955 427,878 SH   DFND 1 427,878 0 0
AMERICAN AXLE & MFG HOLDINGS COM 024061103 24,673 1,414,785 SH   DFND 1 1,414,785 0 0
AMERICAN CAMPUS COMMUNITIES COM 024835100 67,403 1,637,598 SH   DFND 1 1,619,108 0 18,490
AMERICAN EAGLE OUTFITTERS COM 02553E106 40,678 1,638,287 SH   DFND 1 1,614,783 0 23,504
AMERICAN EAGLE OUTFITTERS COM 02553E106 56 2,274 SH   DFND 1 2 2,274 0 0
AMERICAN ELECTRIC POWER COM 025537101 389,258 5,503,091 SH   DFND 1 5,477,620 0 25,471
AMERICAN ELECTRIC POWER COM 025537101 37 534 SH   DFND 1 2 534 0 0
AMERICAN ELECTRIC TECHNOLOGI COM 025576109 8 11,601 SH   DFND 1 11,601 0 0
AMERICAN EQUITY INVT LIFE HL COM 025676206 30,570 864,539 SH   DFND 1 864,539 0 0
AMERICAN EXPRESS CO COM 025816109 852,953 8,026,138 SH   DFND 1 7,988,897 0 37,241
AMERICAN FINANCE TRUST INC COM CLASS A 02607T109 5,785 379,103 SH   DFND 1 379,103 0 0
AMERICAN FINANCIAL GROUP INC COM 025932104 77,895 702,419 SH   DFND 1 692,917 0 9,502
AMERICAN HOMES 4 RENT- A CL A 02665T306 65,842 3,007,862 SH   DFND 1 3,007,862 0 0
AMERICAN INTERNATIONAL GROUP COM NEW 026874784 514,381 9,681,979 SH   DFND 1 9,636,458 0 45,521
AMERICAN INTERNATIONAL GROUP COM NEW 026874784 77 1,463 SH   DFND 1 2 1,463 0 0
AMERICAN NATIONAL INSURANCE COM 028591105 14,293 110,551 SH   DFND 1 110,551 0 0
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 8,883 572,032 SH   DFND 1 572,032 0 0
AMERICAN PUBLIC EDUCATION COM 02913V103 6,147 185,997 SH   DFND 1 185,997 0 0
AMERICAN PUBLIC EDUCATION COM 02913V103 140 4,245 SH   DFND 1 2 4,245 0 0
AMERICAN RAILCAR INDUSTRIES COM 02916P103 4,050 87,859 SH   DFND 1 87,859 0 0
AMERICAN RENAL ASSOCIATES HO COM 029227105 3,471 160,367 SH   DFND 1 160,367 0 0
AMERICAN RIVER BANKSHRS (CA) COM 029326105 175 11,472 SH   DFND 1 11,472 0 0
AMERICAN SOFTWARE INC-CL A CL A 029683109 3,634 299,619 SH   DFND 1 299,619 0 0
AMERICAN STATES WATER CO COM 029899101 21,999 359,823 SH   DFND 1 359,823 0 0
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 863 124,221 SH   DFND 1 124,221 0 0
AMERICAN TOWER CORP COM 03027X100 684,106 4,718,403 SH   DFND 1 4,695,277 0 23,126
AMERICAN VANGUARD CORP COM 030371108 4,731 262,853 SH   DFND 1 262,853 0 0
AMERICAN WATER WORKS CO INC COM 030420103 193,232 2,200,709 SH   DFND 1 2,191,462 0 9,247
AMERICAN WOODMARK CORP COM 030506109 12,266 156,363 SH   DFND 1 156,363 0 0
AMERICA'S CAR-MART INC COM 03062T105 5,417 69,281 SH   DFND 1 69,281 0 0
AMERICOLD REALTY TRUST COM 03064D108 20,280 810,557 SH   DFND 1 810,557 0 0
AMERIGAS PARTNERS-LP UNIT L P INT 030975106 438 11,104 SH   DFND 1 2 11,104 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 271,130 1,839,429 SH   DFND 1 1,831,720 0 7,709
AMERIPRISE FINANCIAL INC COM 03076C106 612 4,147 SH   DFND 1 2 4,147 0 0
AMERIS BANCORP COM 03076K108 20,495 448,487 SH   DFND 1 448,487 0 0
AMERIS BANCORP COM 03076K108 48 1,059 SH   DFND 1 2 1,059 0 0
AMERISAFE INC COM 03071H100 12,589 203,214 SH   DFND 1 203,214 0 0
AMERISERV FINANCIAL INC COM 03074A102 63 14,728 SH   DFND 1 14,728 0 0
AMERISOURCEBERGEN CORP COM 03073E105 169,377 1,840,356 SH   DFND 1 1,831,092 0 9,264
AMES NATIONAL CORP COM 031001100 1,710 62,759 SH   DFND 1 62,759 0 0
AMETEK INC COM 031100100 221,482 2,804,619 SH   DFND 1 2,792,738 0 11,881
AMGEN INC COM 031162100 1,730,002 8,360,483 SH   DFND 1 8,294,616 0 65,867
AMGEN INC COM 031162100 1,447 6,981 SH   DFND 1 2 6,981 0 0
AMICUS THERAPEUTICS INC COM 03152W109 24,213 2,002,741 SH   DFND 1 2,002,741 0 0
AMKOR TECHNOLOGY INC COM 031652100 13,634 1,844,959 SH   DFND 1 1,844,959 0 0
AMKOR TECHNOLOGY INC COM 031652100 365 49,497 SH   DFND 1 2 49,497 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 25,572 467,500 SH   DFND 1 467,500 0 0
AMNEAL PHARMACEUTICALS INC COM STK CL A 03168L105 17,342 781,525 SH   DFND 1 781,525 0 0
AMPCO-PITTSBURGH CORP COM 032037103 301 51,041 SH   DFND 1 51,041 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 7,475 388,517 SH   DFND 1 388,517 0 0
AMPHENOL CORP-CL A CL A 032095101 370,899 3,951,879 SH   DFND 1 3,936,490 0 15,389
AMPIO PHARMACEUTICALS INC COM 03209T109 420 826,976 SH   DFND 1 826,976 0 0
AMPLIPHI BIOSCIENCES CORP COM PAR 03211P301 73 72,911 SH   DFND 1 72,911 0 0
AMRN 3.5 01/15/47 NOTE 3.500% 1/2 220485AB2 29,289 7,000,000 PRN   DFND 1 2 7,000,000 0 0
AMTECH SYSTEMS INC COM PAR $0.01N 032332504 400 74,914 SH   DFND 1 74,914 0 0
AMTRUST FINANCIAL SERVICES COM 032359309 15,833 1,090,469 SH   DFND 1 1,090,469 0 0
AMYRIS INC COM NEW 03236M200 2,702 340,379 SH   DFND 1 340,379 0 0
AMYRIS INC COM NEW 03236M200 336 42,382 SH   DFND 1 2 42,382 0 0
ANADARKO PETROLEUM CORP COM 032511107 388,870 5,780,523 SH   DFND 1 5,753,738 0 26,785
ANALOG DEVICES INC COM 032654105 424,905 4,603,641 SH   DFND 1 4,566,149 0 37,492
ANALOG DEVICES INC COM 032654105 32 356 SH   DFND 1 2 356 0 0
ANAPTYSBIO INC COM 032724106 23,389 234,437 SH   DFND 1 234,437 0 0
ANAPTYSBIO INC COM 032724106 55 552 SH   DFND 1 2 552 0 0
ANAVEX LIFE SCIENCES CORP COM NEW 032797300 786 288,261 SH   DFND 1 288,261 0 0
ANCHOR BANCORP COM 032838104 266 9,419 SH   DFND 1 9,419 0 0
ANDEAVOR COM 03349M105 4,979 32,440 SH   DFND 1 32,144 0 296
ANDERSONS INC/THE COM 034164103 10,979 291,607 SH   DFND 1 291,607 0 0
ANGI HOMESERVICES INC- A COM CL A 00183L102 9,987 425,365 SH   DFND 1 425,365 0 0
ANGIODYNAMICS INC COM 03475V101 14,125 649,747 SH   DFND 1 649,747 0 0
ANHEUSER-BUSCH INBEV-SPN ADR SPONSORED ADR 03524A108 1,003 11,455 SH   DFND 1 11,455 0 0
ANI PHARMACEUTICALS INC COM 00182C103 5,139 90,893 SH   DFND 1 90,893 0 0
ANI PHARMACEUTICALS INC COM 00182C103 211 3,739 SH   DFND 1 2 3,739 0 0
ANIKA THERAPEUTICS INC COM 035255108 7,250 171,905 SH   DFND 1 171,783 0 122
ANIXTER INTERNATIONAL INC COM 035290105 23,319 331,716 SH   DFND 1 331,386 0 330
ANNALY CAPITAL MANAGEMENT IN COM 035710409 161,560 15,794,227 SH   DFND 1 15,773,477 0 20,750
ANNALY CAPITAL MANAGEMENT IN COM 035710409 1,254 122,589 SH   DFND 1 2 122,589 0 0
ANSYS INC COM 03662Q105 206,312 1,107,103 SH   DFND 1 1,102,784 0 4,319
ANTARES PHARMA INC COM 036642106 4,831 1,437,881 SH   DFND 1 1,437,881 0 0
ANTARES PHARMA INC COM 036642106 13 4,146 SH   DFND 1 2 4,146 0 0
ANTERO RESOURCES CORP COM 03674X106 47,481 2,682,164 SH   DFND 1 2,682,164 0 0
ANTERO RESOURCES CORP COM 03674X106 188 10,657 SH   DFND 1 2 10,657 0 0
ANTHEM INC COM 036752103 851,726 3,113,887 SH   DFND 1 3,100,053 0 13,834
ANW 4 11/01/18 NOTE 4.000%11/0 Y0020QAA9 2,518 3,250,000 PRN   DFND 1 2 3,250,000 0 0
ANWORTH MORTGAGE ASSET CORP COM 037347101 5,020 1,084,444 SH   DFND 1 1,077,581 0 6,863
AON PLC SHS CL A G0408V102 401,171 2,614,331 SH   DFND 1 2,601,898 0 12,433
APACHE CORP COM 037411105 215,370 4,526,695 SH   DFND 1 4,506,683 0 20,012
APARTMENT INVT & MGMT CO 6.875 PFD CL A 6.875% 03748R762 290 11,241 SH   DFND 1 11,241 0 0
APARTMENT INVT & MGMT CO -A CL A 03748R101 106,430 2,414,356 SH   DFND 1 2,406,294 0 8,062
APELLIS PHARMACEUTICALS INC COM 03753U106 6,636 373,246 SH   DFND 1 373,246 0 0
APERGY CORP COM 03755L104 31,230 716,959 SH   DFND 1 706,116 0 10,843
APOGEE ENTERPRISES INC COM 037598109 12,286 297,358 SH   DFND 1 297,358 0 0
APOLLO COMMERCIAL REAL ESTAT COM 03762U105 22,329 1,183,359 SH   DFND 1 1,174,836 0 8,523
APOLLO COMMERCIAL REAL ESTAT COM 03762U105 32 1,724 SH   DFND 1 2 1,724 0 0
APOLLO ENDOSURGERY INC COM 03767D108 446 62,325 SH   DFND 1 62,325 0 0
APOLLO MEDICAL HOLDINGS INC COM NEW 03763A207 3,542 160,528 SH   DFND 1 160,528 0 0
APPFOLIO INC - A COM CL A 03783C100 11,949 152,413 SH   DFND 1 152,183 0 230
APPFOLIO INC - A COM CL A 03783C100 506 6,464 SH   DFND 1 2 6,464 0 0
APPIAN CORP CL A 03782L101 5,463 165,066 SH   DFND 1 165,066 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 60,912 3,482,731 SH   DFND 1 3,482,731 0 0
APPLE INC COM 037833100 12,364,679 54,880,285 SH   DFND 1 54,408,205 0 472,080
APPLIED DNA SCIENCES INC COM NEW 03815U201 219 147,307 SH   DFND 1 147,307 0 0
APPLIED GENETIC TECHNOLOGIES COM 03820J100 523 71,777 SH   DFND 1 71,777 0 0
APPLIED INDUSTRIAL TECH INC COM 03820C105 29,727 379,905 SH   DFND 1 379,905 0 0
APPLIED MATERIALS INC COM 038222105 511,099 13,246,603 SH   DFND 1 13,148,339 0 98,264
APPLIED MATERIALS INC COM 038222105 570 14,769 SH   DFND 1 2 14,769 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 4,930 199,946 SH   DFND 1 199,850 0 96
APPROACH RESOURCES INC COM 03834A103 1,111 498,541 SH   DFND 1 498,541 0 0
APPTIO INC - CLASS A CL A 03835C108 13,125 355,135 SH   DFND 1 355,135 0 0
APRICUS BIOSCIENCES INC COM NEW 03832V307 70 228,416 SH   DFND 1 228,416 0 0
APTARGROUP INC COM 038336103 62,567 580,731 SH   DFND 1 572,336 0 8,395
APTEVO THERAPEUTICS INC COM 03835L108 581 114,442 SH   DFND 1 114,349 0 93
APTINYX INC COM 03836N103 2,593 89,550 SH   DFND 1 89,550 0 0
APTIV PLC SHS G6095L109 280,602 3,350,655 SH   DFND 1 3,337,090 0 13,565
AQUA AMERICA INC COM 03836W103 61,250 1,659,906 SH   DFND 1 1,635,887 0 24,019
AQUA METALS INC COM 03837J101 574 222,587 SH   DFND 1 222,587 0 0
AQUABOUNTY TECHNOLOGIES COM NEW 03842K200 108 33,782 SH   DFND 1 33,782 0 0
AQUANTIA CORP COM 03842Q108 3,027 236,680 SH   DFND 1 236,680 0 0
AQUAVENTURE HOLDINGS LTD SHS G0443N107 2,072 114,694 SH   DFND 1 114,694 0 0
AQUESTIVE THERAPEUTICS INC COM 03843E104 435 24,898 SH   DFND 1 24,898 0 0
AQUINOX PHARMACEUTICALS INC COM 03842B101 486 166,203 SH   DFND 1 166,203 0 0
ARADIGM CORP COM PAR 038505400 71 63,010 SH   DFND 1 63,010 0 0
ARAMARK COM 03852U106 102,272 2,378,938 SH   DFND 1 2,378,938 0 0
ARATANA THERAPEUTICS INC COM 03874P101 2,536 434,361 SH   DFND 1 434,361 0 0
ARBOR REALTY TRUST INC COM 038923108 7,346 639,959 SH   DFND 1 639,959 0 0
ARBUTUS BIOPHARMA CORP COM 03879J100 1,746 184,805 SH   DFND 1 184,805 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 707 249,287 SH   DFND 1 249,287 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 88 31,258 SH   DFND 1 2 31,258 0 0
ARC GROUP WORLDWIDE INC COM 00213H105 58 35,276 SH   DFND 1 35,276 0 0
ARCA BIOPHARMA INC COM PAR 00211Y407 27 48,679 SH   DFND 1 48,679 0 0
ARCBEST CORP COM 03937C105 13,961 287,564 SH   DFND 1 287,564 0 0
ARCBEST CORP COM 03937C105 291 6,010 SH   DFND 1 2 6,010 0 0
ARCELORMITTAL-NY REGISTERED NY REGISTRY SH 03938L203 216 7,008 SH   DFND 1 6,366 0 642
ARCH CAPITAL GROUP LTD ORD G0450A105 120,796 4,054,796 SH   DFND 1 4,054,796 0 0
ARCH CAPITAL GROUP LTD ORD G0450A105 129 4,330 SH   DFND 1 2 4,330 0 0
ARCH COAL INC - A CL A 039380407 22,442 251,035 SH   DFND 1 251,035 0 0
ARCH COAL INC - A CL A 039380407 392 4,388 SH   DFND 1 2 4,388 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 372,686 7,426,541 SH   DFND 1 7,397,862 0 28,679
ARCHER-DANIELS-MIDLAND CO COM 039483102 95 1,890 SH   DFND 1 2 1,890 0 0
ARCHROCK INC COM 03957W106 16,333 1,338,838 SH   DFND 1 1,336,626 0 2,212
ARCONIC INC COM 03965L100 112,488 5,120,528 SH   DFND 1 5,098,505 0 22,023
ARCONIC INC COM 03965L100 880 40,000 SH   DFND 1 2 40,000 0 0
ARCOS DORADOS HOLDINGS INC-A SHS CLASS -A - G0457F107 143 22,890 SH   DFND 1 2 22,890 0 0
ARCUS BIOSCIENCES INC COM 03969F109 1,365 97,979 SH   DFND 1 97,979 0 0
ARDAGH GROUP SA CL A L0223L101 752 45,093 SH   DFND 1 45,093 0 0
ARDELYX INC COM 039697107 2,668 613,474 SH   DFND 1 613,474 0 0
ARDELYX INC COM 039697107 97 22,411 SH   DFND 1 2 22,411 0 0
ARDMORE SHIPPING CORP COM Y0207T100 711 109,489 SH   DFND 1 109,489 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 24,078 523,219 SH   DFND 1 523,219 0 0
ARES COMMERCIAL REAL ESTATE COM 04013V108 3,833 274,440 SH   DFND 1 273,265 0 1,175
ARES COMMERCIAL REAL ESTATE COM 04013V108 157 11,262 SH   DFND 1 2 11,262 0 0
ARGAN INC COM 04010E109 9,524 221,489 SH   DFND 1 221,489 0 0
ARGENX SE - ADR SPONSORED ADR 04016X101 756 9,981 SH   DFND 1 9,981 0 0
ARGO GROUP INTERNATIONAL COM G0464B107 20,490 324,981 SH   DFND 1 324,981 0 0
ARISTA NETWORKS INC COM 040413106 176,340 664,461 SH   DFND 1 661,816 0 2,645
ARLINGTON ASSET INVESTMENT-A CL A NEW 041356205 2,553 273,406 SH   DFND 1 267,689 0 5,717
ARLO TECHNOLOGIES INC COM 04206A101 1,120 77,199 SH   DFND 1 77,199 0 0
ARMADA HOFFLER PROPERTIES IN COM 04208T108 7,028 465,183 SH   DFND 1 465,183 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 9,304 414,458 SH   DFND 1 414,458 0 0
ARMSTRONG FLOORING INC COM 04238R106 3,992 220,585 SH   DFND 1 220,585 0 0
ARMSTRONG FLOORING INC COM 04238R106 328 18,135 SH   DFND 1 2 18,135 0 0
ARMSTRONG WORLD INDUSTRIES COM 04247X102 32,140 461,783 SH   DFND 1 461,783 0 0
AROTECH CORP COM NEW 042682203 518 152,556 SH   DFND 1 152,556 0 0
ARQULE INC COM 04269E107 6,630 1,171,382 SH   DFND 1 1,171,382 0 0
ARRAY BIOPHARMA INC COM 04269X105 35,270 2,320,411 SH   DFND 1 2,320,411 0 0
ARRIS INTERNATIONAL PLC SHS G0551A103 60,685 2,334,974 SH   DFND 1 2,312,099 0 22,875
ARRIS INTERNATIONAL PLC SHS G0551A103 130 5,037 SH   DFND 1 2 5,037 0 0
ARROW ELECTRONICS INC COM 042735100 61,259 831,570 SH   DFND 1 819,767 0 11,803
ARROW FINANCIAL CORP COM 042744102 4,688 126,718 SH   DFND 1 126,718 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 17,677 922,163 SH   DFND 1 922,163 0 0
ARSANIS INC COM 042873109 72 45,028 SH   DFND 1 45,028 0 0
ARTESIAN RESOURCES CORP-CL A CL A 043113208 4,717 128,257 SH   DFND 1 128,257 0 0
ARTHUR J GALLAGHER & CO COM 363576109 162,802 2,191,180 SH   DFND 1 2,181,824 0 9,356
ARTISAN PARTNERS ASSET MA -A CL A 04316A108 23,642 729,703 SH   DFND 1 728,409 0 1,294
ARTISAN PARTNERS ASSET MA -A CL A 04316A108 636 19,645 SH   DFND 1 2 19,645 0 0
ASBURY AUTOMOTIVE GROUP COM 043436104 12,978 188,777 SH   DFND 1 188,777 0 0
ASCENA RETAIL GROUP INC COM 04351G101 8,254 1,806,284 SH   DFND 1 1,806,284 0 0
ASCENA RETAIL GROUP INC COM 04351G101 31 6,974 SH   DFND 1 2 6,974 0 0
ASCENDIS PHARMA A/S - ADR SPONSORED ADR 04351P101 1,933 27,284 SH   DFND 1 27,284 0 0
ASCENT CAPITAL GROUP INC-A COM SER A 043632108 122 69,252 SH   DFND 1 69,252 0 0
ASE TECHNOLOGY HOLDING -ADR SPONSORED ADS 00215W100 61 12,805 SH   DFND 1 7,980 0 4,825
ASGN INC COM 00191U102 38,732 490,715 SH   DFND 1 490,715 0 0
ASHFORD HOSPITALITY TRUST COM SHS 044103109 7,119 1,114,170 SH   DFND 1 1,107,726 0 6,444
ASHFORD HOSPITALITY TRUST COM SHS 044103109 15 2,369 SH   DFND 1 2 2,369 0 0
ASHFORD INC COM 044104107 657 8,663 SH   DFND 1 8,663 0 0
ASHFORD INC COM 044104107 78 1,035 SH   DFND 1 2 1,035 0 0
ASHLAND GLOBAL HOLDINGS INC COM 044186104 48,258 575,461 SH   DFND 1 567,031 0 8,430
ASML HOLDING NV-NY REG SHS N Y REGISTRY SHS N07059210 9,686 51,521 SH   DFND 1 48,022 0 3,499
ASPEN AEROGELS INC COM 04523Y105 433 94,870 SH   DFND 1 94,870 0 0
ASPEN GROUP INC COM NEW 04530L203 109 16,124 SH   DFND 1 16,124 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 23,187 554,713 SH   DFND 1 546,653 0 8,060
ASPEN TECHNOLOGY INC COM 045327103 88,706 778,739 SH   DFND 1 778,739 0 0
ASSEMBLY BIOSCIENCES INC COM 045396108 8,022 216,014 SH   DFND 1 216,014 0 0
ASSERTIO THERAPEUTICS INC COM 04545L107 3,787 644,073 SH   DFND 1 644,073 0 0
ASSOCIATED BANC-CORP COM 045487105 41,075 1,579,832 SH   DFND 1 1,556,593 0 23,239
ASSOCIATED BANC-CORP COM 045487105 44 1,722 SH   DFND 1 2 1,722 0 0
ASSOCIATED CAPITAL GROUP - A CL A 045528106 1,575 37,038 SH   DFND 1 37,038 0 0
ASSURANT INC COM 04621X108 74,647 692,710 SH   DFND 1 690,005 0 2,705
ASSURED GUARANTY LTD COM G0585R106 44,190 1,046,436 SH   DFND 1 1,046,436 0 0
ASTA FUNDING INC COM 046220109 155 39,457 SH   DFND 1 39,457 0 0
ASTEC INDUSTRIES INC COM 046224101 11,797 234,026 SH   DFND 1 234,026 0 0
ASTEC INDUSTRIES INC COM 046224101 725 14,388 SH   DFND 1 2 14,388 0 0
ASTERIAS BIOTHERAPEUTICS COM SER A 04624N107 165 126,959 SH   DFND 1 126,959 0 0
ASTRAZENECA PLC-SPONS ADR SPONSORED ADR 046353108 2,090 52,834 SH   DFND 1 50,882 0 1,952
ASTRONICS CORP COM 046433108 13,309 305,972 SH   DFND 1 305,972 0 0
ASTRONOVA INC COM 04638F108 993 46,004 SH   DFND 1 46,004 0 0
ASTROTECH CORP COM NEW 046484200 28 10,359 SH   DFND 1 10,359 0 0
ASURE SOFTWARE INC COM 04649U102 1,562 125,832 SH   DFND 1 125,832 0 0
AT HOME GROUP INC COM 04650Y100 9,463 300,144 SH   DFND 1 300,144 0 0
AT&T INC COM 00206R102 2,873,729 85,741,206 SH   DFND 1 85,354,830 0 386,376
AT&T INC COM 00206R102 1,141 34,008 SH   DFND 1 2 34,008 0 0
ATARA BIOTHERAPEUTICS INC COM 046513107 18,670 451,532 SH   DFND 1 451,532 0 0
ATHENAHEALTH INC COM 04685W103 50,600 378,745 SH   DFND 1 378,745 0 0
ATHENE HOLDING LTD-CLASS A CL A G0684D107 61,159 1,184,875 SH   DFND 1 1,184,875 0 0
ATHENEX INC COM 04685N103 7,064 454,605 SH   DFND 1 454,605 0 0
ATHERSYS INC COM 04744L106 2,784 1,325,850 SH   DFND 1 1,325,850 0 0
ATKORE INTERNATIONAL GROUP I COM 047649108 17,131 645,745 SH   DFND 1 645,745 0 0
ATKORE INTERNATIONAL GROUP I COM 047649108 751 28,312 SH   DFND 1 2 28,312 0 0
ATLANTIC CAPITAL BANCSHARES COM 048269203 4,408 263,195 SH   DFND 1 260,914 0 2,281
ATLANTIC POWER CORP COM NEW 04878Q863 1,161 539,201 SH   DFND 1 527,601 0 11,600
ATLANTIC POWER CORP COM NEW 04878Q863 64 30,040 SH   DFND 1 2 30,040 0 0
ATLANTICA YIELD PLC SHS G0751N103 1,853 90,074 SH   DFND 1 87,500 0 2,574
ATLANTICUS HOLDINGS CORP COM 04914Y102 211 71,490 SH   DFND 1 71,490 0 0
ATLAS AIR WORLDWIDE HOLDINGS COM NEW 049164205 17,042 267,335 SH   DFND 1 267,335 0 0
ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 651 64,817 SH   DFND 1 64,817 0 0
ATLASSIAN CORP PLC-CLASS A CL A G06242104 26,104 271,526 SH   DFND 1 271,526 0 0
ATLASSIAN CORP PLC-CLASS A CL A G06242104 588 6,125 SH   DFND 1 2 6,125 0 0
ATMOS ENERGY CORP COM 049560105 95,963 1,022,549 SH   DFND 1 1,007,535 0 15,014
ATMOS ENERGY CORP COM 049560105 3 33 SH   DFND 1 2 33 0 0
ATN INTERNATIONAL INC COM 00215F107 8,842 119,681 SH   DFND 1 119,681 0 0
ATOMERA INC COM 04965B100 261 43,689 SH   DFND 1 43,689 0 0
ATOSSA GENETICS INC COM PAR 04962H506 27 15,769 SH   DFND 1 15,769 0 0
ATRICURE INC COM 04963C209 12,169 347,400 SH   DFND 1 347,400 0 0
ATRION CORPORATION COM 049904105 12,142 17,476 SH   DFND 1 17,476 0 0
ATTUNITY LTD SHS NEW M15332121 370 19,613 SH   DFND 1 19,613 0 0
ATTUNITY LTD SHS NEW M15332121 135 7,153 SH   DFND 1 2 7,153 0 0
ATYR PHARMA INC COM 002120103 86 106,008 SH   DFND 1 106,008 0 0
AUBURN NATL BANCORPORATION COM 050473107 466 12,165 SH   DFND 1 12,165 0 0
AUDENTES THERAPEUTICS INC COM 05070R104 13,365 337,599 SH   DFND 1 337,599 0 0
AUDIOCODES LTD ORD M15342104 206 20,574 SH   DFND 1 20,574 0 0
AUDIOCODES LTD ORD M15342104 957 95,201 SH   DFND 1 2 95,201 0 0
AURINIA PHARMACEUTICALS INC COM 05156V102 431 64,985 SH   DFND 1 64,985 0 0
AURIS MEDICAL HOLDING AG COM H0381L104 6 18,206 SH   DFND 1 18,206 0 0
AUTODESK INC COM 052769106 413,778 2,655,575 SH   DFND 1 2,634,016 0 21,559
AUTOHOME INC-ADR SP ADR RP CL A 05278C107 9,084 118,164 SH   DFND 1 118,164 0 0
AUTOLIV INC COM 052800109 56,232 649,276 SH   DFND 1 649,276 0 0
AUTOLIV INC COM 052800109 459 5,299 SH   DFND 1 2 5,299 0 0
AUTOMATIC DATA PROCESSING COM 053015103 866,625 5,761,961 SH   DFND 1 5,717,659 0 44,302
AUTONATION INC COM 05329W102 26,182 630,147 SH   DFND 1 622,377 0 7,770
AUTONATION INC COM 05329W102 330 7,951 SH   DFND 1 2 7,951 0 0
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AUTOZONE INC COM 053332102 262,514 339,036 SH   DFND 1 337,682 0 1,354
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AV HOMES INC COM 00234P102 1,300 65,000 SH   DFND 1 2 65,000 0 0
AVADEL PHARMACEUTICALS PLC SPONSORED ADR 05337M104 162 36,999 SH   DFND 1 36,999 0 0
AVALARA INC COM 05338G106 2,589 74,143 SH   DFND 1 74,143 0 0
AVALON HOLDINGS CORP-A CL A 05343P109 38 10,368 SH   DFND 1 10,368 0 0
AVALONBAY COMMUNITIES INC COM 053484101 380,813 2,105,425 SH   DFND 1 2,098,343 0 7,082
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AVANOS MEDICAL INC COM 05350V106 31,613 461,507 SH   DFND 1 455,126 0 6,381
AVAYA HOLDINGS CORP COM 05351X101 22,442 1,013,672 SH   DFND 1 1,013,672 0 0
AVAYA HOLDINGS CORP COM 05351X101 522 23,594 SH   DFND 1 2 23,594 0 0
AVEO PHARMACEUTICALS INC COM 053588109 3,386 1,023,249 SH   DFND 1 1,023,249 0 0
AVERY DENNISON CORP COM 053611109 126,569 1,170,158 SH   DFND 1 1,165,479 0 4,679
AVERY DENNISON CORP COM 053611109 30 278 SH   DFND 1 2 278 0 0
AVIAT NETWORKS INC COM NEW 05366Y201 421 26,118 SH   DFND 1 26,118 0 0
AVID BIOSERVICES INC COM 05368M106 3,430 500,087 SH   DFND 1 500,087 0 0
AVID TECHNOLOGY INC COM 05367P100 1,885 317,880 SH   DFND 1 317,880 0 0
AVIS BUDGET GROUP INC COM 053774105 22,752 707,927 SH   DFND 1 698,944 0 8,983
AVIS BUDGET GROUP INC COM 053774105 43 1,357 SH   DFND 1 2 1,357 0 0
AVISTA CORP COM 05379B107 32,462 642,058 SH   DFND 1 642,058 0 0
AVNET INC COM 053807103 55,855 1,248,279 SH   DFND 1 1,232,645 0 15,634
AVON PRODUCTS INC COM 054303102 6,524 2,965,483 SH   DFND 1 2,963,948 0 1,535
AVROBIO INC COM 05455M100 3,396 65,473 SH   DFND 1 65,473 0 0
AVX CORP COM 002444107 9,043 501,049 SH   DFND 1 500,500 0 549
AWARE INC/MASS COM 05453N100 128 35,720 SH   DFND 1 35,720 0 0
AXA EQUITABLE HOLDINGS INC COM 054561105 23,750 1,107,263 SH   DFND 1 1,107,263 0 0
AXALTA COATING SYSTEMS LTD COM G0750C108 55,349 1,899,451 SH   DFND 1 1,899,451 0 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208 6,857 348,964 SH   DFND 1 348,964 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 48,002 832,291 SH   DFND 1 832,291 0 0
AXOGEN INC COM 05463X106 13,087 355,167 SH   DFND 1 354,365 0 802
AXON ENTERPRISE INC COM 05464C101 40,931 598,145 SH   DFND 1 598,099 0 46
AXOS FINANCIAL INC COM 05465C100 21,522 625,850 SH   DFND 1 625,850 0 0
AXOVANT SCIENCES LTD COM G0750W104 105 43,588 SH   DFND 1 43,588 0 0
AXSOME THERAPEUTICS INC COM 05464T104 325 94,205 SH   DFND 1 94,205 0 0
AXT INC COM 00246W103 2,687 375,811 SH   DFND 1 375,811 0 0
AZZ INC COM 002474104 12,838 254,226 SH   DFND 1 254,226 0 0
B COMMUNICATIONS LTD SHS M15629104 154 15,825 SH   DFND 1 15,825 0 0
B&G FOODS INC COM 05508R106 17,556 639,572 SH   DFND 1 638,697 0 875
B&G FOODS INC COM 05508R106 112 4,091 SH   DFND 1 2 4,091 0 0
B. RILEY FINANCIAL INC COM 05580M108 4,154 183,438 SH   DFND 1 183,438 0 0
B2GOLD CORP COM 11777Q209 128 56,425 SH   DFND 1 56,425 0 0
BABCOCK & WILCOX ENTERPR COM 05614L100 1,296 1,258,555 SH   DFND 1 1,258,555 0 0
BABCOCK & WILCOX ENTERPR COM 05614L100 36 35,000 SH   DFND 1 2 35,000 0 0
BADGER METER INC COM 056525108 16,847 318,181 SH   DFND 1 318,181 0 0
BAIDU INC - SPON ADR SPON ADR REP A 056752108 159,251 700,180 SH   DFND 1 686,579 0 13,601
BAKER HUGHES A GE CO CL A 05722G100 155,027 4,592,056 SH   DFND 1 4,570,601 0 21,455
BALCHEM CORP COM 057665200 37,686 336,219 SH   DFND 1 336,219 0 0
BALL CORP COM 058498106 180,272 4,105,818 SH   DFND 1 4,088,197 0 17,621
BALLANTYNE STRONG INC COM 058516105 262 65,729 SH   DFND 1 65,729 0 0
BALLARD POWER SYSTEMS INC COM 058586108 591 137,925 SH   DFND 1 137,925 0 0
BANC OF CALIFORNIA INC COM 05990K106 7,613 402,832 SH   DFND 1 402,832 0 0
BANCFIRST CORP COM 05945F103 18,284 304,992 SH   DFND 1 304,992 0 0
BANCO BILBAO VIZCAYA-SP ADR SPONSORED ADR 05946K101 280 44,460 SH   DFND 1 36,726 0 7,734
BANCO SANTANDER MEXICO -ADR SPONSORED ADR B 05969B103 4 620 SH   DFND 1 0 0 620
BANCO SANTANDER MEXICO -ADR SPONSORED ADR B 05969B103 371 47,852 SH   DFND 1 2 47,852 0 0
BANCO SANTANDER SA-SPON ADR ADR 05964H105 458 91,671 SH   DFND 1 80,897 0 10,774
BANCOLOMBIA S.A.-SPONS ADR SPON ADR PREF 05968L102 155 3,731 SH   DFND 1 3,443 0 288
BANCOLOMBIA S.A.-SPONS ADR SPON ADR PREF 05968L102 51 1,241 SH   DFND 1 2 1,241 0 0
BANCORP INC/THE COM 05969A105 5,268 549,388 SH   DFND 1 549,388 0 0
BANCORP INC/THE COM 05969A105 55 5,794 SH   DFND 1 2 5,794 0 0
BANCORPSOUTH BANK COM 05971J102 28,116 859,828 SH   DFND 1 847,696 0 12,132
BANCROFT FUND LTD COM 059695106 977 42,670 SH   DFND 1 2 42,670 0 0
BANDWIDTH INC-CLASS A COM CL A 05988J103 1,754 32,746 SH   DFND 1 32,746 0 0
BANK OF AMERICA CORP COM 060505104 3,212,285 109,250,538 SH   DFND 1 108,755,824 0 494,714
BANK OF AMERICA CORP-CW19 *W EXP 01/16/201 060505146 12,068 677,640 SH   DFND 1 2 677,640 0 0
BANK OF COMMERCE HOLDINGS COM 06424J103 2,246 184,110 SH   DFND 1 184,110 0 0
BANK OF HAWAII CORP COM 062540109 40,400 511,976 SH   DFND 1 506,303 0 5,673
BANK OF MARIN BANCORP/CA COM 063425102 5,312 63,320 SH   DFND 1 63,320 0 0
BANK OF MONTREAL COM 063671101 53,587 653,361 SH   DFND 1 652,662 0 699
BANK OF N.T. BUTTERFIELD&SON SHS NEW G0772R208 9,107 175,615 SH   DFND 1 175,615 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 512,177 10,066,458 SH   DFND 1 10,018,807 0 47,651
BANK OF NOVA SCOTIA COM 064149107 855 14,352 SH   DFND 1 13,691 0 661
BANK OF SOUTH CAROLINA CORP COM 065066102 229 11,294 SH   DFND 1 11,294 0 0
BANK OZK COM 06417N103 50,386 1,327,345 SH   DFND 1 1,311,034 0 16,311
BANK OZK COM 06417N103 90 2,392 SH   DFND 1 2 2,392 0 0
BANKFINANCIAL CORP COM 06643P104 2,435 152,775 SH   DFND 1 152,775 0 0
BANKUNITED INC COM 06652K103 38,267 1,081,003 SH   DFND 1 1,081,003 0 0
BANKWELL FINANCIAL GROUP INC COM 06654A103 2,013 64,214 SH   DFND 1 64,214 0 0
BANNER CORPORATION COM NEW 06652V208 21,775 350,262 SH   DFND 1 350,262 0 0
BAOZUN INC-SPN ADR SPONSORED ADR 06684L103 4,737 98,054 SH   DFND 1 98,054 0 0
BAR HARBOR BANKSHARES COM 066849100 4,250 148,010 SH   DFND 1 148,010 0 0
BARCLAYS PLC-SPONS ADR ADR 06738E204 791 88,480 SH   DFND 1 85,691 0 2,789
BARCLAYS PLC-SPONS ADR ADR 06738E204 1,358 151,784 SH   DFND 1 2 151,784 0 0
BARNES & NOBLE EDUCATION INC COM 06777U101 2,021 350,972 SH   DFND 1 350,789 0 183
BARNES & NOBLE INC COM 067774109 3,548 611,743 SH   DFND 1 611,452 0 291
BARNES GROUP INC COM 067806109 33,537 472,153 SH   DFND 1 472,153 0 0
BARNWELL INDUSTRIES INC COM 068221100 25 14,145 SH   DFND 1 14,145 0 0
BARRETT BUSINESS SVCS INC COM 068463108 7,822 117,136 SH   DFND 1 116,596 0 540
BARRETT BUSINESS SVCS INC COM 068463108 501 7,506 SH   DFND 1 2 7,506 0 0
BARRICK GOLD CORP COM 067901108 11,124 1,011,949 SH   DFND 1 1,011,143 0 806
BASIC ENERGY SERVICES INC COM NEW 06985P209 2,049 205,115 SH   DFND 1 205,115 0 0
BASSETT FURNITURE INDS COM 070203104 2,555 120,250 SH   DFND 1 120,250 0 0
BASSETT FURNITURE INDS COM 070203104 701 33,010 SH   DFND 1 2 33,010 0 0
BAUSCH HEALTH COS INC COM 071734107 6,035 237,112 SH   DFND 1 236,867 0 245
BAXTER INTERNATIONAL INC COM 071813109 472,818 6,144,832 SH   DFND 1 6,117,752 0 27,080
BAXTER INTERNATIONAL INC COM 071813109 182 2,366 SH   DFND 1 2 2,366 0 0
BAYCOM CORP COM 07272M107 1,606 60,226 SH   DFND 1 60,226 0 0
BAYTEX ENERGY CORP COM 07317Q105 81 27,942 SH   DFND 1 27,826 0 116
BAYTEX ENERGY CORP COM 07317Q105 83 28,800 SH   DFND 1,2 28,800 0 0
BB&T CORP COM 054937107 418,023 8,629,752 SH   DFND 1 8,588,122 0 41,630
BBX CAPITAL CORP CL A 05491N104 5,118 689,868 SH   DFND 1 689,868 0 0
BCB BANCORP INC COM 055298103 1,753 126,622 SH   DFND 1 126,622 0 0
BCE INC COM 05534B760 14,661 360,660 SH   DFND 1 360,660 0 0
BEACON ROOFING SUPPLY INC COM 073685109 25,592 707,164 SH   DFND 1 707,164 0 0
BEASLEY BROADCAST GRP INC -A CL A 074014101 319 46,290 SH   DFND 1 46,290 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 3,451 328,748 SH   DFND 1 328,748 0 0
BECTON DICKINSON AND CO COM 075887109 777,572 2,985,368 SH   DFND 1 2,971,059 0 14,309
BED BATH & BEYOND INC COM 075896100 23,078 1,538,543 SH   DFND 1 1,519,610 0 18,933
BED BATH & BEYOND INC COM 075896100 46 3,122 SH   DFND 1 2 3,122 0 0
BEIGENE LTD-ADR SPONSORED ADR 07725L102 4,449 25,839 SH   DFND 1 25,839 0 0
BEL FUSE INC-CL B CL B 077347300 2,490 93,989 SH   DFND 1 93,989 0 0
BEL FUSE INC-CL B CL B 077347300 89 3,389 SH   DFND 1 2 3,389 0 0
BELDEN INC COM 077454106 34,773 486,957 SH   DFND 1 481,471 0 5,486
BELLEROPHON THERAPEUTICS INC COM 078771102 222 205,863 SH   DFND 1 205,863 0 0
BELLICUM PHARMACEUTICALS INC COM 079481107 2,616 424,793 SH   DFND 1 424,793 0 0
BELMOND LTD-CLASS A CL A G1154H107 15,159 830,632 SH   DFND 1 830,632 0 0
BEMIS COMPANY COM 081437105 40,846 840,469 SH   DFND 1 828,188 0 12,281
BENCHMARK ELECTRONICS INC COM 08160H101 13,682 584,721 SH   DFND 1 584,721 0 0
BENEFICIAL BANCORP INC COM 08171T102 13,870 820,724 SH   DFND 1 820,724 0 0
BENEFICIAL BANCORP INC COM 08171T102 132 7,846 SH   DFND 1 2 7,846 0 0
BENEFITFOCUS INC COM 08180D106 10,588 261,758 SH   DFND 1 261,758 0 0
BERKSHIRE HATHAWAY INC-CL B CL B NEW 084670702 4,656,979 21,790,965 SH   DFND 1 21,689,094 0 101,871
BERKSHIRE HILLS BANCORP INC COM 084680107 15,451 379,651 SH   DFND 1 379,651 0 0
BERRY GLOBAL GROUP INC COM 08579W103 59,642 1,232,537 SH   DFND 1 1,232,537 0 0
BERRY PETROLEUM CORP COM 08579X101 3,651 207,215 SH   DFND 1 207,215 0 0
BEST BUY CO INC COM 086516101 289,645 3,655,435 SH   DFND 1 3,641,580 0 13,855
BEST BUY CO INC COM 086516101 597 7,532 SH   DFND 1 2 7,532 0 0
BEYONDSPRING INC SHS G10830100 420 16,769 SH   DFND 1 16,769 0 0
BG STAFFING INC COM 05544A109 2,191 80,552 SH   DFND 1 79,710 0 842
BG STAFFING INC COM 05544A109 342 12,577 SH   DFND 1 2 12,577 0 0
BGC PARTNERS INC-CL A CL A 05541T101 34,614 2,928,429 SH   DFND 1 2,927,153 0 1,276
BHP BILLITON LTD-SPON ADR SPONSORED ADR 088606108 865 17,368 SH   DFND 1 15,735 0 1,633
BHP BILLITON PLC-ADR SPONSORED ADR 05545E209 1,305 29,681 SH   DFND 1 28,928 0 753
BIG 5 SPORTING GOODS CORP COM 08915P101 1,088 213,522 SH   DFND 1 213,522 0 0
BIG LOTS INC COM 089302103 18,406 440,463 SH   DFND 1 435,013 0 5,450
BIG LOTS INC COM 089302103 139 3,344 SH   DFND 1 2 3,344 0 0
BIGLARI HOLDINGS INC-A COM STK CL A 08986R408 924 1,003 SH   DFND 1 1,003 0 0
BIGLARI HOLDINGS INC-B COM STK CL B 08986R309 1,942 10,709 SH   DFND 1 10,709 0 0
BIOCRYST PHARMACEUTICALS INC COM 09058V103 8,537 1,118,969 SH   DFND 1 1,118,969 0 0
BIOCRYST PHARMACEUTICALS INC COM 09058V103 0 9 SH   DFND 1 2 9 0 0
BIODELIVERY SCIENCES INTL COM 09060J106 1,433 511,992 SH   DFND 1 511,992 0 0
BIOGEN INC COM 09062X103 905,779 2,568,394 SH   DFND 1 2,548,100 0 20,294
BIOGEN INC COM 09062X103 254 719 SH   DFND 1 2 719 0 0
BIOHAVEN PHARMACEUTICAL HOLD COM G11196105 10,164 270,687 SH   DFND 1 270,687 0 0
BIOLASE INC COM NEW 090911207 93 45,244 SH   DFND 1 45,244 0 0
BIOLIFE SOLUTIONS INC COM NEW 09062W204 1,090 62,321 SH   DFND 1 62,321 0 0
BIOLINERX LTD-SPONS ADR SPONSORED ADR 09071M106 61 57,628 SH   DFND 1 57,628 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 150,286 1,550,988 SH   DFND 1 1,542,482 0 8,506
BIO-PATH HOLDINGS INC COM NEW 09057N201 30 52,458 SH   DFND 1 52,458 0 0
BIOPHARMX CORP COM 09072X101 127 671,686 SH   DFND 1 671,686 0 0
BIO-RAD LABORATORIES-A CL A 090572207 62,134 198,519 SH   DFND 1 195,814 0 2,705
BIO-RAD LABORATORIES-A CL A 090572207 35 112 SH   DFND 1 2 112 0 0
BIOSCRIP INC COM 09069N108 4,072 1,313,833 SH   DFND 1 1,313,833 0 0
BIOSPECIFICS TECHNOLOGIES COM 090931106 3,741 63,961 SH   DFND 1 63,961 0 0
BIO-TECHNE CORP COM 09073M104 79,380 388,909 SH   DFND 1 383,715 0 5,194
BIOTELEMETRY INC COM 090672106 21,712 336,896 SH   DFND 1 336,896 0 0
BIOTIME INC COM 09066L105 2,797 1,190,261 SH   DFND 1 1,190,261 0 0
BJ'S RESTAURANTS INC COM 09180C106 14,883 206,136 SH   DFND 1 206,136 0 0
BJ'S WHOLESALE CLUB HOLDINGS COM 05550J101 10,511 392,520 SH   DFND 1 392,520 0 0
BK TECHNOLOGIES INC COM 09180A100 319 78,830 SH   DFND 1 78,830 0 0
BLACK BOX CORP COM 091826107 95 92,498 SH   DFND 1 92,498 0 0
BLACK HILLS CORP COM 092113109 30,247 520,706 SH   DFND 1 513,467 0 7,239
BLACK KNIGHT INC COM 09215C105 65,708 1,264,838 SH   DFND 1 1,264,838 0 0
BLACK RIDGE ACQUISITION-CW *W EXP 07/10/202 09216T115 1,247 2,772,658 SH   DFND 1 2 2,772,658 0 0
BLACKBAUD INC COM 09227Q100 51,572 508,206 SH   DFND 1 501,651 0 6,555
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BLACKBERRY LTD COM 09228F103 648 57,311 SH   DFND 1,2 57,311 0 0
BLACKLINE INC COM 09239B109 22,273 394,424 SH   DFND 1 394,424 0 0
BLACKLINE INC COM 09239B109 212 3,760 SH   DFND 1 2 3,760 0 0
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BLACKROCK ENHANCED INTERNATI COM BENE INTER 092524107 240 41,916 SH   DFND 1 2 41,916 0 0
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BLACKROCK NEW YORK MUNI INC SH BEN INT 09248L106 884 72,838 SH   DFND 1 2 72,838 0 0
BLACKSTONE MORTGAGE TRU-CL A COM CL A 09257W100 51,060 1,521,922 SH   DFND 1 1,521,922 0 0
BLINK CHARGING CO COM 09354A100 120 49,331 SH   DFND 1 49,331 0 0
BLOOM ENERGY CORP- A COM CL A 093712107 5,122 150,316 SH   DFND 1 150,316 0 0
BLOOMIN' BRANDS INC COM 094235108 19,335 977,036 SH   DFND 1 977,036 0 0
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BLUCORA INC COM 095229100 51 1,276 SH   DFND 1 2 1,276 0 0
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BLUE BIRD CORP COM 095306106 4,066 165,995 SH   DFND 1 165,995 0 0
BLUE CAPITAL REINSURANCE HOL COM G1190F107 246 24,122 SH   DFND 1 24,122 0 0
BLUE HILLS BANCORP INC COM 095573101 6,853 284,368 SH   DFND 1 284,368 0 0
BLUEBIRD BIO INC COM 09609G100 74,361 509,327 SH   DFND 1 509,327 0 0
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BLUEGREEN VACATIONS CORP COM 09629F108 1,281 71,606 SH   DFND 1 71,606 0 0
BLUEKNIGHT ENERGY PARTNERS L COM UNIT 09625U109 51 24,490 SH   DFND 1 24,490 0 0
BLUELINX HOLDINGS INC COM NEW 09624H208 2,610 82,887 SH   DFND 1 82,887 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 36,076 462,163 SH   DFND 1 462,163 0 0
BLUEROCK RESIDENTIAL GROWTH COM CL A 09627J102 2,615 266,851 SH   DFND 1 266,851 0 0
BMC STOCK HOLDINGS INC COM 05591B109 13,106 702,756 SH   DFND 1 702,756 0 0
BOEING CO/THE COM 097023105 2,244,397 6,047,158 SH   DFND 1 6,019,783 0 27,375
BOINGO WIRELESS INC COM 09739C102 15,647 448,342 SH   DFND 1 448,342 0 0
BOISE CASCADE CO COM 09739D100 15,218 413,535 SH   DFND 1 413,535 0 0
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BOK FINANCIAL CORPORATION COM NEW 05561Q201 33,706 346,494 SH   DFND 1 346,494 0 0
BONANZA CREEK ENERGY INC COM NEW 097793400 5,910 198,458 SH   DFND 1 198,458 0 0
BOOKING HOLDINGS INC COM 09857L108 1,171,153 591,394 SH   DFND 1 586,647 0 4,747
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BOOZ ALLEN HAMILTON HOLDINGS CL A 099502106 67,409 1,358,247 SH   DFND 1 1,358,247 0 0
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BOSTON BEER COMPANY INC-A CL A 100557107 33,012 114,826 SH   DFND 1 113,661 0 1,165
BOSTON OMAHA CORP-CL A COM 101044105 2,495 83,477 SH   DFND 1 83,477 0 0
BOSTON PRIVATE FINL HOLDING COM 101119105 12,411 909,260 SH   DFND 1 909,260 0 0
BOSTON PROPERTIES INC COM 101121101 276,645 2,251,035 SH   DFND 1 2,243,123 0 7,912
BOSTON SCIENTIFIC CORP COM 101137107 586,202 15,257,956 SH   DFND 1 15,187,101 0 70,855
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BOVIE MEDICAL CORP COM 10211F100 1,249 175,940 SH   DFND 1 175,940 0 0
BOX INC - CLASS A CL A 10316T104 37,110 1,552,074 SH   DFND 1 1,552,074 0 0
BOX INC - CLASS A CL A 10316T104 498 20,864 SH   DFND 1 2 20,864 0 0
BOYD GAMING CORP COM 103304101 27,222 804,209 SH   DFND 1 793,297 0 10,912
BP PLC-SPONS ADR SPONSORED ADR 055622104 4,306 93,416 SH   DFND 1 91,251 0 2,165
BP PLC-SPONS ADR SPONSORED ADR 055622104 58 1,279 SH   DFND 1 2 1,279 0 0
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BRAEMAR HOTELS & RESORTS INC COM 10482B101 4,604 391,231 SH   DFND 1 391,231 0 0
BRAEMAR HOTELS & RESORTS INC COM 10482B101 11 984 SH   DFND 1 2 984 0 0
BRAINSTORM CELL THERAPEUTICS COM NEW 10501E201 402 105,273 SH   DFND 1 105,273 0 0
BRANDYWINE REALTY TRUST SH BEN INT NEW 105368203 32,831 2,088,491 SH   DFND 1 2,088,491 0 0
BRANDYWINEGLOBAL GLOBAL INCO COM 10537L104 534 49,118 SH   DFND 1 2 49,118 0 0
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BRIDGEPOINT EDUCATION INC COM 10807M105 1,885 185,611 SH   DFND 1 185,611 0 0
BRIDGEPOINT EDUCATION INC COM 10807M105 66 6,574 SH   DFND 1 2 6,574 0 0
BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 808 62,121 SH   DFND 1 62,121 0 0
BRIGGS & STRATTON COM 109043109 8,321 432,722 SH   DFND 1 432,722 0 0
BRIGHT HORIZONS FAMILY SOLUT COM 109194100 61,063 518,188 SH   DFND 1 518,188 0 0
BRIGHTCOVE COM 10921T101 2,895 344,669 SH   DFND 1 344,669 0 0
BRIGHTCOVE COM 10921T101 315 37,567 SH   DFND 1 2 37,567 0 0
BRIGHTHOUSE FINANCIAL INC COM 10922N103 70,480 1,595,798 SH   DFND 1 1,589,250 0 6,548
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BRIGHTVIEW HOLDINGS INC COM 10948C107 3,215 200,370 SH   DFND 1 200,370 0 0
BRINKER INTERNATIONAL INC COM 109641100 21,466 459,369 SH   DFND 1 453,191 0 6,178
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BRINK'S CO/THE COM 109696104 34,851 499,664 SH   DFND 1 492,785 0 6,879
BRINK'S CO/THE COM 109696104 30 435 SH   DFND 1 2 435 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 1,270,579 20,503,940 SH   DFND 1 20,416,988 0 86,952
BRISTOL-MYERS SQUIBB CO COM 110122108 553 8,910 SH   DFND 1 2 8,910 0 0
BRISTOW GROUP INC COM 110394103 3,707 305,621 SH   DFND 1 305,621 0 0
BRITISH AMERICAN TOB-SP ADR SPONSORED ADR 110448107 2,069 46,065 SH   DFND 1 46,065 0 0
BRIXMOR PROPERTY GROUP INC COM 11120U105 78,728 4,496,179 SH   DFND 1 4,496,179 0 0
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BROADCOM INC COM 11135F101 91 372 SH   DFND 1 2 372 0 0
BROADRIDGE FINANCIAL SOLUTIO COM 11133T103 234,250 1,777,974 SH   DFND 1 1,771,739 0 6,235
BROADWIND ENERGY INC COM NEW 11161T207 183 84,042 SH   DFND 1 84,042 0 0
BROOKDALE SENIOR LIVING INC COM 112463104 17,838 1,814,661 SH   DFND 1 1,814,661 0 0
BROOKFIELD ASSET MANAGE-CL A CL A LTD VT SH 112585104 405 9,099 SH   DFND 1 7,244 0 1,855
BROOKFIELD PROPERTY PARTNERS UNIT LTD PARTN G16249107 3,680 176,030 SH   DFND 1 173,947 0 2,083
BROOKFIELD PROPERTY REIT I-A CL A 11282X103 7,296 349,663 SH   DFND 1 349,663 0 0
BROOKLINE BANCORP INC COM 11373M107 14,246 853,081 SH   DFND 1 853,081 0 0
BROOKS AUTOMATION INC COM 114340102 26,179 747,359 SH   DFND 1 747,359 0 0
BROWN & BROWN INC COM 115236101 67,259 2,274,599 SH   DFND 1 2,243,306 0 31,293
BROWN-FORMAN CORP-CLASS A CL A 115637100 5,945 117,038 SH   DFND 1 117,038 0 0
BROWN-FORMAN CORP-CLASS B CL B 115637209 133,032 2,636,151 SH   DFND 1 2,627,516 0 8,635
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BRT APARTMENTS CORP COM 055645303 3,058 253,997 SH   DFND 1 253,997 0 0
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BRUNSWICK CORP COM 117043109 52,743 786,981 SH   DFND 1 775,270 0 11,711
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BSB BANCORP INC/MA COM 05573H108 2,276 69,824 SH   DFND 1 69,824 0 0
BSQUARE CORP COM NEW 11776U300 118 51,409 SH   DFND 1 51,409 0 0
BT GROUP PLC-SPON ADR ADR 05577E101 188 12,741 SH   DFND 1 12,163 0 578
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BUILDERS FIRSTSOURCE INC COM 12008R107 17,109 1,165,498 SH   DFND 1 1,165,498 0 0
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BWX TECHNOLOGIES INC COM 05605H100 54,862 877,245 SH   DFND 1 877,245 0 0
BWX TECHNOLOGIES INC COM 05605H100 34 549 SH   DFND 1 2 549 0 0
BYLINE BANCORP INC COM 124411109 3,695 162,813 SH   DFND 1 162,813 0 0
C & F FINANCIAL CORP COM 12466Q104 1,621 27,601 SH   DFND 1 27,601 0 0
C&J ENERGY SERVICES INC COM 12674R100 13,161 632,787 SH   DFND 1 632,787 0 0
C.H. ROBINSON WORLDWIDE INC COM NEW 12541W209 193,117 1,975,369 SH   DFND 1 1,968,216 0 7,153
C.H. ROBINSON WORLDWIDE INC COM NEW 12541W209 23 245 SH   DFND 1 2 245 0 0
CA INC COM 12673P105 178,053 4,039,253 SH   DFND 1 4,000,144 0 39,109
CA INC COM 12673P105 139 3,159 SH   DFND 1 2 3,159 0 0
CABLE ONE INC COM 12685J105 38,083 43,100 SH   DFND 1 42,430 0 670
CABOT CORP COM 127055101 39,103 623,465 SH   DFND 1 615,159 0 8,306
CABOT MICROELECTRONICS CORP COM 12709P103 29,496 285,899 SH   DFND 1 285,899 0 0
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CABOT OIL & GAS CORP COM 127097103 121,764 5,417,171 SH   DFND 1 5,394,567 0 22,604
CACI INTERNATIONAL INC -CL A CL A 127190304 52,261 283,799 SH   DFND 1 283,799 0 0
CACTUS INC - A CL A 127203107 13,809 360,737 SH   DFND 1 360,737 0 0
CADENCE BANCORP CL A 12739A100 19,216 735,697 SH   DFND 1 735,697 0 0
CADENCE DESIGN SYS INC COM 127387108 194,561 4,299,544 SH   DFND 1 4,271,655 0 27,889
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CADIZ INC COM NEW 127537207 2,572 230,743 SH   DFND 1 230,743 0 0
CAE INC COM 124765108 4,103 203,972 SH   DFND 1 201,666 0 2,306
CAESARS ENTERTAINMENT CORP COM 127686103 56,253 5,488,155 SH   DFND 1 5,488,155 0 0
CAESARSTONE LTD ORD SHS M20598104 1,799 97,010 SH   DFND 1 97,010 0 0
CAFEPRESS INC COM 12769A103 38 26,471 SH   DFND 1 26,471 0 0
CAI INTERNATIONAL INC COM 12477X106 3,506 153,321 SH   DFND 1 153,321 0 0
CALADRIUS BIOSCIENCES INC COM NEW 128058203 274 46,538 SH   DFND 1 46,538 0 0
CALAMP CORP COM 128126109 8,827 368,421 SH   DFND 1 368,421 0 0
CALAMP CORP COM 128126109 38 1,616 SH   DFND 1 2 1,616 0 0
CALAVO GROWERS INC COM 128246105 16,098 166,655 SH   DFND 1 166,655 0 0
CALERES INC COM 129500104 15,048 419,653 SH   DFND 1 419,653 0 0
CALERES INC COM 129500104 137 3,823 SH   DFND 1 2 3,823 0 0
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CALIX INC COM 13100M509 4,028 497,343 SH   DFND 1 497,343 0 0
CALLAWAY GOLF COMPANY COM 131193104 20,959 862,888 SH   DFND 1 862,888 0 0
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CALLON PETROLEUM CO COM 13123X102 26,849 2,239,305 SH   DFND 1 2,208,578 0 30,727
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CALUMET SPECIALTY PRODUCTS UT LTD PARTNER 131476103 481 75,282 SH   DFND 1 75,282 0 0
CALYXT INC COM 13173L107 1,478 96,824 SH   DFND 1 96,824 0 0
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CAMECO CORP COM 13321L108 3,253 287,360 SH   DFND 1 287,034 0 326
CAMPBELL SOUP CO COM 134429109 94,064 2,572,285 SH   DFND 1 2,562,026 0 10,259
CAMPBELL SOUP CO COM 134429109 732 20,000 SH   DFND 1 2 20,000 0 0
CAMPING WORLD HOLDINGS INC-A CL A 13462K109 6,477 303,837 SH   DFND 1 303,837 0 0
CAMTEK LTD ORD M20791105 162 18,904 SH   DFND 1 18,904 0 0
CAN IMPERIAL BK OF COMMERCE COM 136069101 1,766 18,847 SH   DFND 1 18,490 0 357
CANADIAN NATL RAILWAY CO COM 136375102 1,047 11,668 SH   DFND 1 10,932 0 736
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CANADIAN PACIFIC RAILWAY LTD COM 13645T100 677 3,196 SH   DFND 1 3,042 0 154
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CANNAE HOLDINGS INC COM 13765N107 13,950 665,908 SH   DFND 1 665,908 0 0
CANON INC-SPONS ADR SPONSORED ADR 138006309 1,491 47,132 SH   DFND 1 44,709 0 2,423
CANTEL MEDICAL CORP COM 138098108 35,181 382,159 SH   DFND 1 377,262 0 4,897
CAPITAL CITY BANK GROUP INC COM 139674105 2,896 124,109 SH   DFND 1 124,109 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 559,572 5,905,605 SH   DFND 1 5,881,092 0 24,513
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CAPITAL PRODUCT PARTNERS LP COM UNIT LP Y11082107 169 61,010 SH   DFND 1 2 61,010 0 0
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CAPITOL FEDERAL FINANCIAL IN COM 14057J101 19,027 1,493,520 SH   DFND 1 1,493,520 0 0
CAPRICOR THERAPEUTICS INC COM 14070B101 124 118,686 SH   DFND 1 118,686 0 0
CAPSTAR FINANCIAL HOLDINGS I COM 14070T102 1,004 60,132 SH   DFND 1 60,132 0 0
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CAPSTONE TURBINE CORP COM NEW 14067D409 382 382,557 SH   DFND 1 382,557 0 0
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CARBO CERAMICS INC COM 140781105 1,534 211,638 SH   DFND 1 211,638 0 0
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CARDINAL HEALTH INC COM 14149Y108 212,507 3,941,961 SH   DFND 1 3,924,944 0 17,017
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CARE.COM INC COM 141633107 5,489 248,298 SH   DFND 1 248,298 0 0
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CARGURUS INC COM CL A 141788109 40,387 725,213 SH   DFND 1 725,213 0 0
CARLISLE COS INC COM 142339100 66,500 545,985 SH   DFND 1 537,919 0 8,066
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CARMAX INC COM 143130102 152,819 2,050,666 SH   DFND 1 2,041,619 0 9,047
CARNIVAL CORP UNIT 99/99/9999 143658300 281,164 4,418,445 SH   DFND 1 4,396,410 0 22,035
CARNIVAL PLC-ADR ADR 14365C103 680 10,783 SH   DFND 1 10,383 0 400
CAROLINA FINANCIAL CORP COM 143873107 7,934 210,340 SH   DFND 1 210,340 0 0
CARPENTER TECHNOLOGY COM 144285103 26,942 457,037 SH   DFND 1 450,656 0 6,381
CARRIAGE SERVICES INC COM 143905107 3,206 148,771 SH   DFND 1 148,771 0 0
CARRIZO OIL & GAS INC COM 144577103 22,948 910,651 SH   DFND 1 910,651 0 0
CARRIZO OIL & GAS INC COM 144577103 112 4,470 SH   DFND 1 2 4,470 0 0
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CARTER'S INC COM 146229109 41,424 420,131 SH   DFND 1 413,859 0 6,272
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CARVANA CO CL A 146869102 18,538 313,731 SH   DFND 1 313,731 0 0
CAS MEDICAL SYSTEMS INC COM PAR 124769209 68 29,885 SH   DFND 1 29,885 0 0
CASA SYSTEMS INC COM 14713L102 4,895 331,900 SH   DFND 1 331,900 0 0
CASELLA WASTE SYSTEMS INC-A CL A 147448104 13,003 418,669 SH   DFND 1 418,669 0 0
CASEY'S GENERAL STORES INC COM 147528103 46,181 357,689 SH   DFND 1 352,750 0 4,939
CASI PHARMACEUTICALS INC COM 14757U109 2,377 509,155 SH   DFND 1 509,155 0 0
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CASTLIGHT HEALTH INC-B CL B 14862Q100 98 36,492 SH   DFND 1 2 36,492 0 0
CATABASIS PHARMACEUTICALS IN COM 14875P107 232 290,471 SH   DFND 1 290,471 0 0
CATALENT INC COM 148806102 59,873 1,314,453 SH   DFND 1 1,294,903 0 19,550
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CATALYST PHARMACEUTICALS INC COM 14888U101 3,637 962,184 SH   DFND 1 962,184 0 0
CATASYS INC COM PAR 149049504 286 22,265 SH   DFND 1 22,265 0 0
CATCHMARK TIMBER TRUST INC-A CL A 14912Y202 5,463 477,972 SH   DFND 1 477,972 0 0
CATERPILLAR INC COM 149123101 1,019,524 6,699,583 SH   DFND 1 6,667,391 0 32,192
CATERPILLAR INC COM 149123101 275 1,805 SH   DFND 1 2 1,805 0 0
CATHAY GENERAL BANCORP COM 149150104 40,676 981,569 SH   DFND 1 971,143 0 10,426
CATO CORP-CLASS A CL A 149205106 5,130 244,061 SH   DFND 1 244,061 0 0
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CB FINANCIAL SERVICES INC COM 12479G101 1,513 49,063 SH   DFND 1 49,063 0 0
CBIZ INC COM 124805102 12,678 534,953 SH   DFND 1 534,953 0 0
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CBOE GLOBAL MARKETS INC COM 12503M108 122,824 1,282,505 SH   DFND 1 1,276,776 0 5,729
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CBS CORP-CLASS B NON VOTING CL B 124857202 223,378 3,896,014 SH   DFND 1 3,878,460 0 17,554
CBS CORP-CLASS B NON VOTING CL B 124857202 89 1,553 SH   DFND 1 2 1,553 0 0
CBTX INC COM 12481V104 7,751 218,105 SH   DFND 1 218,105 0 0
CDK GLOBAL INC COM 12508E101 79,284 1,268,117 SH   DFND 1 1,250,289 0 17,828
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CDW CORP/DE COM 12514G108 126,946 1,428,571 SH   DFND 1 1,428,571 0 0
CECO ENVIRONMENTAL CORP COM 125141101 2,267 287,734 SH   DFND 1 287,734 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 4,689 1,006,423 SH   DFND 1 1,006,423 0 0
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CELLDEX THERAPEUTICS INC COM 15117B103 463 1,027,121 SH   DFND 1 1,026,845 0 276
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CELLULAR BIOMEDICINE GROUP I COM NEW 15117P102 2,022 111,446 SH   DFND 1 111,446 0 0
CEL-SCI CORP COM PAR NEW 150837607 463 114,469 SH   DFND 1 114,469 0 0
CELSION CORP COM PAR NEW 15117N503 151 54,718 SH   DFND 1 54,718 0 0
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CEMTREX INC COM PAR $.001 15130G303 50 35,054 SH   DFND 1 35,054 0 0
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CENTENE CORP COM 15135B101 391,337 2,707,735 SH   DFND 1 2,697,218 0 10,517
CENTENNIAL RESOURCE DEVELO-A CL A 15136A102 41,317 1,890,981 SH   DFND 1 1,890,981 0 0
CENTERPOINT ENERGY INC COM 15189T107 181,662 6,580,651 SH   DFND 1 6,552,831 0 27,820
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CENTERSTATE BANK CORP COM 15201P109 35 1,255 SH   DFND 1 2 1,255 0 0
CENTRAL EUROPEAN MEDIA ENT-A CL A NEW G20045202 3,385 902,692 SH   DFND 1 902,692 0 0
CENTRAL GARDEN & PET CO COM 153527106 1,276 35,409 SH   DFND 1 35,409 0 0
CENTRAL GARDEN AND PET CO-A CL A NON-VTG 153527205 16,649 502,407 SH   DFND 1 502,407 0 0
CENTRAL PACIFIC FINANCIAL CO COM NEW 154760409 7,656 289,695 SH   DFND 1 289,695 0 0
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CENTRAL VALLEY COMM BANCORP COM 155685100 2,351 108,830 SH   DFND 1 108,830 0 0
CENTRUS ENERGY CORP-CLASS A CL A 15643U104 59 22,164 SH   DFND 1 22,164 0 0
CENTURY ALUMINUM COMPANY COM 156431108 6,531 545,691 SH   DFND 1 544,916 0 775
CENTURY BANCORP INC -CL A CL A NON VTG 156432106 2,031 28,119 SH   DFND 1 28,119 0 0
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CERIDIAN HCM HOLDING INC COM 15677J108 8,474 201,621 SH   DFND 1 201,621 0 0
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CERNER CORP COM 156782104 408 6,349 SH   DFND 1 2 6,349 0 0
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CESCA THERAPEUTICS INC COM NEW 157131202 5 18,295 SH   DFND 1 18,295 0 0
CEVA INC COM 157210105 6,864 238,778 SH   DFND 1 238,778 0 0
CF INDUSTRIES HOLDINGS INC COM 125269100 171,296 3,151,843 SH   DFND 1 3,139,281 0 12,562
CF INDUSTRIES HOLDINGS INC COM 125269100 230 4,230 SH   DFND 1 2 4,230 0 0
CGI GROUP INC - CLASS A CL A SUB VTG 39945C109 298 4,628 SH   DFND 1 4,209 0 419
CHAMPIONS ONCOLOGY INC COM NEW 15870P307 424 24,294 SH   DFND 1 24,294 0 0
CHANGYOU.COM LTD-ADR ADS REP CL A 15911M107 250 19,002 SH   DFND 1 19,002 0 0
CHANGYOU.COM LTD-ADR ADS REP CL A 15911M107 411 31,162 SH   DFND 1 2 31,162 0 0
CHANNELADVISOR CORP COM 159179100 2,969 238,515 SH   DFND 1 238,515 0 0
CHANNELADVISOR CORP COM 159179100 266 21,380 SH   DFND 1 2 21,380 0 0
CHAPARRAL ENERGY INC-CLASS A COM CL A 15942R208 3,294 186,956 SH   DFND 1 186,956 0 0
CHARAH SOLUTIONS INC COM 15957P105 241 30,515 SH   DFND 1 30,515 0 0
CHARLES & COLVARD LTD COM 159765106 42 49,187 SH   DFND 1 49,187 0 0
CHARLES RIVER LABORATORIES COM 159864107 57,507 427,439 SH   DFND 1 420,953 0 6,486
CHARLES RIVER LABORATORIES COM 159864107 163 1,212 SH   DFND 1 2 1,212 0 0
CHART INDUSTRIES INC COM PAR $0.01 16115Q308 25,260 322,490 SH   DFND 1 322,490 0 0
CHART INDUSTRIES INC COM PAR $0.01 16115Q308 55 707 SH   DFND 1 2 707 0 0
CHARTER COMMUNICATIONS INC-A CL A 16119P108 666,861 2,050,383 SH   DFND 1 2,030,147 0 20,236
CHASE CORP COM 16150R104 9,608 79,974 SH   DFND 1 79,974 0 0
CHATHAM LODGING TRUST COM 16208T102 12,001 574,524 SH   DFND 1 574,524 0 0
CHECK POINT SOFTWARE TECH ORD M22465104 61,795 525,986 SH   DFND 1 518,585 0 7,401
CHECK POINT SOFTWARE TECH ORD M22465104 56 484 SH   DFND 1 2 484 0 0
CHECKPOINT THERAPEUTICS INC COM 162828107 198 55,568 SH   DFND 1 55,568 0 0
CHEESECAKE FACTORY INC/THE COM 163072101 25,959 484,858 SH   DFND 1 479,164 0 5,694
CHEFS' WAREHOUSE INC/THE COM 163086101 8,100 222,859 SH   DFND 1 222,859 0 0
CHEFS' WAREHOUSE INC/THE COM 163086101 40 1,110 SH   DFND 1 2 1,110 0 0
CHEGG INC COM 163092109 32,947 1,158,913 SH   DFND 1 1,158,913 0 0
CHEMBIO DIAGNOSTICS INC COM NEW 163572209 544 51,859 SH   DFND 1 51,859 0 0
CHEMED CORP COM 16359R103 54,220 169,663 SH   DFND 1 167,492 0 2,171
CHEMED CORP COM 16359R103 57 181 SH   DFND 1 2 181 0 0
CHEMICAL FINANCIAL CORP COM 163731102 40,422 756,984 SH   DFND 1 747,352 0 9,632
CHEMOCENTRYX INC COM 16383L106 3,172 250,999 SH   DFND 1 250,292 0 707
CHEMOURS CO/THE COM 163851108 65,887 1,671,718 SH   DFND 1 1,647,408 0 24,310
CHEMOURS CO/THE COM 163851108 156 3,962 SH   DFND 1 2 3,962 0 0
CHEMUNG FINANCIAL CORP COM 164024101 1,238 29,181 SH   DFND 1 29,181 0 0
CHENIERE ENERGY INC COM NEW 16411R208 128,434 1,849,490 SH   DFND 1 1,849,490 0 0
CHEROKEE INC COM 16444H102 53 71,633 SH   DFND 1 71,633 0 0
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CRANE CO COM 224399105 46,729 475,136 SH   DFND 1 467,450 0 7,686
CRAWFORD & CO -CL B CL B 224633107 1,433 155,662 SH   DFND 1 155,662 0 0
CRAY INC COM NEW 225223304 10,069 468,371 SH   DFND 1 468,371 0 0
CREDICORP LTD COM G2519Y108 32,248 145,509 SH   DFND 1 145,333 0 176
CREDIT ACCEPTANCE CORP COM 225310101 56,618 129,246 SH   DFND 1 129,246 0 0
CREDIT SUISSE GROUP-SPON ADR SPONSORED ADR 225401108 262 17,588 SH   DFND 1 16,284 0 1,304
CREE INC COM 225447101 39,921 1,054,172 SH   DFND 1 1,040,427 0 13,745
CRESUD S.A.-SPONS ADR SPONSORED ADR 226406106 522 36,876 SH   DFND 1 36,876 0 0
CRH PLC-SPONSORED ADR ADR 12626K203 529 16,198 SH   DFND 1 15,216 0 982
CRINETICS PHARMACEUTICALS IN COM 22663K107 1,722 60,115 SH   DFND 1 60,115 0 0
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 1,588 35,825 SH   DFND 1 35,825 0 0
CRITEO SA-SPON ADR SPONS ADS 226718104 1,192 51,988 SH   DFND 1 51,988 0 0
CRITEO SA-SPON ADR SPONS ADS 226718104 580 25,301 SH   DFND 1 2 25,301 0 0
CROCS INC COM 227046109 22,401 1,052,192 SH   DFND 1 1,052,192 0 0
CROSS COUNTRY HEALTHCARE INC COM 227483104 3,087 353,633 SH   DFND 1 353,633 0 0
CROSS COUNTRY HEALTHCARE INC COM 227483104 58 6,718 SH   DFND 1 2 6,718 0 0
CROWN CASTLE INTL CORP COM 22822V101 506,256 4,556,924 SH   DFND 1 4,535,547 0 21,377
CROWN CRAFTS INC COM 228309100 63 11,112 SH   DFND 1 11,112 0 0
CROWN HOLDINGS INC COM 228368106 55,508 1,157,358 SH   DFND 1 1,157,358 0 0
CRYOLIFE INC COM 228903100 11,603 329,650 SH   DFND 1 329,650 0 0
CRYOPORT INC COM PAR $0.001 229050307 3,689 288,014 SH   DFND 1 288,014 0 0
CSG SYSTEMS INTL INC COM 126349109 20,640 514,212 SH   DFND 1 514,212 0 0
CSG SYSTEMS INTL INC COM 126349109 519 12,936 SH   DFND 1 2 12,936 0 0
CSI COMPRESSCO LP COM UNIT 12637A103 141 27,393 SH   DFND 1 27,393 0 0
CSS INDUSTRIES INC COM 125906107 803 56,455 SH   DFND 1 56,455 0 0
CSS INDUSTRIES INC COM 125906107 359 25,264 SH   DFND 1 2 25,264 0 0
CSV 2.75 03/15/21 NOTE 2.750% 3/1 143905AM9 6,501 5,890,000 PRN   DFND 1 2 5,890,000 0 0
CSW INDUSTRIALS INC COM 126402106 9,361 174,325 SH   DFND 1 174,325 0 0
CSX CORP COM 126408103 719,853 9,740,057 SH   DFND 1 9,655,913 0 84,144
CTI BIOPHARMA CORP COM NEW 12648L601 1,355 627,513 SH   DFND 1 627,513 0 0
CTO 4.5 03/15/20 NOTE 4.500% 3/1 210226AB2 14,910 14,149,000 PRN   DFND 1 2 14,149,000 0 0
CTRIP.COM INTERNATIONAL-ADR AMERICAN DEP SHS 22943F100 39,670 1,072,829 SH   DFND 1 1,049,997 0 22,832
CTRP 1.25 10/15/18 NOTE 1.250%10/1 22943FAD2 22,996 23,000,000 PRN   DFND 1 2 23,000,000 0 0
CTS CORP COM 126501105 11,080 323,057 SH   DFND 1 323,057 0 0
CUBESMART COM 229663109 62,120 2,177,384 SH   DFND 1 2,177,384 0 0
CUBESMART COM 229663109 31 1,116 SH   DFND 1 2 1,116 0 0
CUBIC CORP COM 229669106 18,004 246,472 SH   DFND 1 246,472 0 0
CUBIC CORP COM 229669106 166 2,279 SH   DFND 1 2 2,279 0 0
CUE BIOPHARMA INC COM 22978P106 1,050 116,038 SH   DFND 1 116,038 0 0
CUI GLOBAL INC COM NEW 126576206 270 121,210 SH   DFND 1 121,210 0 0
CULLEN/FROST BANKERS INC COM 229899109 63,514 608,139 SH   DFND 1 599,510 0 8,629
CULLEN/FROST BANKERS INC COM 229899109 32 310 SH   DFND 1 2 310 0 0
CULP INC COM 230215105 2,217 91,632 SH   DFND 1 91,632 0 0
CUMBERLAND PHARMACEUTICALS COM 230770109 277 48,610 SH   DFND 1 48,610 0 0
CUMMINS INC COM 231021106 349,883 2,398,790 SH   DFND 1 2,390,611 0 8,179
CURIS INC COM NEW 231269200 320 180,014 SH   DFND 1 180,014 0 0
CURO GROUP HOLDINGS CORP COM 23131L107 8,262 273,307 SH   DFND 1 273,307 0 0
CURTISS-WRIGHT CORP COM 231561101 58,051 422,436 SH   DFND 1 416,498 0 5,938
CUSHMAN & WAKEFIELD PLC SHS G2717B108 2,234 131,520 SH   DFND 1 131,520 0 0
CUSTOMERS BANCORP INC COM 23204G100 6,709 285,140 SH   DFND 1 285,140 0 0
CUTERA INC COM 232109108 4,544 139,610 SH   DFND 1 139,610 0 0
CVB FINANCIAL CORP COM 126600105 25,276 1,132,474 SH   DFND 1 1,132,474 0 0
CVD EQUIPMENT CORP COM 126601103 248 40,414 SH   DFND 1 40,414 0 0
CVR ENERGY INC COM 12662P108 15,058 374,414 SH   DFND 1 373,562 0 852
CVR REFINING LP COMUNIT REP LT 12663P107 443 22,533 SH   DFND 1 2 22,533 0 0
CVS HEALTH CORP COM 126650100 949,532 12,085,606 SH   DFND 1 12,031,233 0 54,373
CVS HEALTH CORP COM 126650100 6 82 SH   DFND 1 2 82 0 0
CYBERARK SOFTWARE LTD/ISRAEL SHS M2682V108 2,673 33,489 SH   DFND 1 33,489 0 0
CYBERARK SOFTWARE LTD/ISRAEL SHS M2682V108 230 2,893 SH   DFND 1 2 2,893 0 0
CYBEROPTICS CORP COM 232517102 955 47,292 SH   DFND 1 47,292 0 0
CYCLACEL PHARMACEUTICALS INC COM PAR 23254L405 29 21,692 SH   DFND 1 21,692 0 0
CYMABAY THERAPEUTICS INC COM 23257D103 6,573 593,290 SH   DFND 1 593,290 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 50,205 3,464,845 SH   DFND 1 3,413,562 0 51,283
CYRUSONE INC COM 23283R100 62,665 988,413 SH   DFND 1 974,287 0 14,126
CYTOKINETICS INC COM NEW 23282W605 5,068 514,589 SH   DFND 1 514,589 0 0
CYTOMX THERAPEUTICS INC COM 23284F105 9,316 503,581 SH   DFND 1 503,581 0 0
CYTOMX THERAPEUTICS INC COM 23284F105 195 10,584 SH   DFND 1 2 10,584 0 0
CYTORI THERAPEUTICS INC COM PAR 23283K402 6 16,632 SH   DFND 1 16,632 0 0
CYTOSORBENTS CORP COM NEW 23283X206 3,674 284,819 SH   DFND 1 284,819 0 0
CYTRX CORP COM PAR 232828608 195 186,584 SH   DFND 1 186,584 0 0
DAILY JOURNAL CORP COM 233912104 2,250 9,339 SH   DFND 1 9,339 0 0
DAKTRONICS INC COM 234264109 3,135 399,916 SH   DFND 1 399,916 0 0
DANA INC COM 235825205 26,797 1,435,300 SH   DFND 1 1,415,782 0 19,518
DANA INC COM 235825205 126 6,774 SH   DFND 1 2 6,774 0 0
DANAHER CORP COM 235851102 752,889 6,943,062 SH   DFND 1 6,911,044 0 32,018
DANAHER CORP COM 235851102 96 886 SH   DFND 1 2 886 0 0
DARDEN RESTAURANTS INC COM 237194105 181,615 1,636,205 SH   DFND 1 1,628,556 0 7,649
DARE BIOSCIENCE INC COM 23666P101 56 58,300 SH   DFND 1 58,300 0 0
DARLING INGREDIENTS INC COM 237266101 30,985 1,603,817 SH   DFND 1 1,603,817 0 0
DARLING INGREDIENTS INC COM 237266101 24 1,283 SH   DFND 1 2 1,283 0 0
DASAN ZHONE SOLUTIONS INC COM NEW 23305L206 621 43,798 SH   DFND 1 43,798 0 0
DASEKE INC COM 23753F107 3,867 482,225 SH   DFND 1 482,225 0 0
DASEKE INC-CW20 *W EXP 02/27/202 23753F115 1,559 1,948,893 SH   DFND 1 2 1,948,893 0 0
DATA I/O CORP COM 237690102 214 40,918 SH   DFND 1 40,918 0 0
DATAWATCH CORP COM NEW 237917208 832 71,432 SH   DFND 1 71,432 0 0
DAVE & BUSTER'S ENTERTAINMEN COM 238337109 27,765 419,298 SH   DFND 1 419,298 0 0
DAVIDSTEA INC COM 238661102 36 13,680 SH   DFND 1 13,680 0 0
DAVITA INC COM 23918K108 106,758 1,493,403 SH   DFND 1 1,486,904 0 6,499
DAVITA INC COM 23918K108 150 2,097 SH   DFND 1 2 2,097 0 0
DAWSON GEOPHYSICAL CO COM 239360100 1,152 186,150 SH   DFND 1 186,150 0 0
DBV TECHNOLOGIES SA-SPON ADR SPONSORED ADR 23306J101 644 28,697 SH   DFND 1 28,697 0 0
DDR CORP COM 82981J109 23,798 1,777,312 SH   DFND 1 1,777,312 0 0
DEAN FOODS CO COM NEW 242370203 6,164 868,233 SH   DFND 1 868,233 0 0
DECIPHERA PHARMACEUTICALS IN COM 24344T101 5,411 139,747 SH   DFND 1 139,747 0 0
DECKERS OUTDOOR CORP COM 243537107 71,853 605,946 SH   DFND 1 601,888 0 4,058
DECKERS OUTDOOR CORP COM 243537107 35 296 SH   DFND 1 2 296 0 0
DEERE & CO COM 244199105 511,717 3,411,305 SH   DFND 1 3,394,715 0 16,590
DEL FRISCO'S RESTAURANT GROU COM 245077102 2,825 340,398 SH   DFND 1 340,398 0 0
DEL TACO RESTAURANTS INC COM 245496104 4,344 367,840 SH   DFND 1 367,840 0 0
DELAWARE INV MINN MUNI II COM 24610V103 370 31,141 SH   DFND 1 2 31,141 0 0
DELEK US HOLDINGS INC COM 24665A103 39,760 937,081 SH   DFND 1 937,081 0 0
DELEK US HOLDINGS INC COM 24665A103 221 5,216 SH   DFND 1 2 5,216 0 0
DELL TECHNOLOGIES INC-CL V COM CL V 24703L103 189,075 1,948,132 SH   DFND 1 1,946,268 0 1,864
DELL TECHNOLOGIES INC-CL V COM CL V 24703L103 547 5,636 SH   DFND 1 2 5,636 0 0
DELPHI TECHNOLOGIES PLC SHS G2709G107 19,040 607,143 SH   DFND 1 594,610 0 12,533
DELTA AIR LINES INC COM NEW 247361702 417,138 7,223,987 SH   DFND 1 7,188,987 0 35,000
DELTA AIR LINES INC COM NEW 247361702 34 590 SH   DFND 1 2 590 0 0
DELTA APPAREL INC COM 247368103 530 29,802 SH   DFND 1 29,802 0 0
DELTA APPAREL INC COM 247368103 103 5,830 SH   DFND 1 2 5,830 0 0
DELUXE CORP COM 248019101 31,587 554,758 SH   DFND 1 548,321 0 6,437
DELUXE CORP COM 248019101 454 7,990 SH   DFND 1 2 7,990 0 0
DENALI THERAPEUTICS INC COM 24823R105 15,421 709,345 SH   DFND 1 709,345 0 0
DENBURY RESOURCES INC COM NEW 247916208 27,635 4,457,367 SH   DFND 1 4,457,367 0 0
DENBURY RESOURCES INC COM NEW 247916208 58 9,362 SH   DFND 1 2 9,362 0 0
DENNY'S CORP COM 24869P104 10,866 738,187 SH   DFND 1 738,187 0 0
DENNY'S CORP COM 24869P104 39 2,670 SH   DFND 1 2 2,670 0 0
DENTSPLY SIRONA INC COM 24906P109 104,842 2,783,116 SH   DFND 1 2,761,189 0 21,927
DENTSPLY SIRONA INC COM 24906P109 1,086 28,802 SH   DFND 1 2 28,802 0 0
DERMIRA INC COM 24983L104 4,146 380,424 SH   DFND 1 380,424 0 0
DESCARTES SYSTEMS GRP/THE COM 249906108 2,099 61,902 SH   DFND 1 61,902 0 0
DESTINATION MATERNITY CORP COM 25065D100 440 94,509 SH   DFND 1 94,509 0 0
DESTINATION XL GROUP INC COM 25065K104 612 245,099 SH   DFND 1 245,099 0 0
DETERMINE INC COM 250660107 52 73,362 SH   DFND 1 73,362 0 0
DEVON ENERGY CORP COM 25179M103 251,773 6,315,525 SH   DFND 1 6,288,900 0 26,625
DEXCOM INC COM 252131107 127,212 889,350 SH   DFND 1 889,350 0 0
DFB HEALTHCARE ACQUISIT - WA *W EXP 04/11/202 23291E117 227 148,633 SH   DFND 1 2 148,633 0 0
DFB HEALTHCARE ACQUISITIONS COM 23291E109 4,324 449,999 SH   DFND 1 2 449,999 0 0
DHI GROUP INC COM 23331S100 1,004 478,273 SH   DFND 1 478,273 0 0
DHI GROUP INC COM 23331S100 461 219,973 SH   DFND 1 2 219,973 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 1,271 270,499 SH   DFND 1 270,499 0 0
DIAGEO PLC-SPONSORED ADR SPON ADR NEW 25243Q205 2,950 20,830 SH   DFND 1 20,830 0 0
DIAMOND HILL INVESTMENT GRP COM NEW 25264R207 6,168 37,295 SH   DFND 1 37,295 0 0
DIAMOND OFFSHORE DRILLING COM 25271C102 13,099 654,970 SH   DFND 1 646,244 0 8,726
DIAMONDBACK ENERGY INC COM 25278X109 120,858 894,602 SH   DFND 1 894,602 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 32,867 2,816,426 SH   DFND 1 2,816,426 0 0
DICERNA PHARMACEUTICALS INC COM 253031108 6,805 445,945 SH   DFND 1 445,945 0 0
DICK'S SPORTING GOODS INC COM 253393102 51,226 1,443,805 SH   DFND 1 1,433,475 0 10,330
DICK'S SPORTING GOODS INC COM 253393102 659 18,587 SH   DFND 1 2 18,587 0 0
DIEBOLD NIXDORF INC COM 253651103 3,312 736,206 SH   DFND 1 736,006 0 200
DIFFERENTIAL BRANDS GROUP IN COM 25374L108 387 95,510 SH   DFND 1 95,510 0 0
DIGI INTERNATIONAL INC COM 253798102 3,658 272,015 SH   DFND 1 272,015 0 0
DIGIMARC CORP COM 25381B101 3,742 118,998 SH   DFND 1 118,998 0 0
DIGIRAD CORP COM 253827109 96 64,454 SH   DFND 1 64,454 0 0
DIGITAL ALLY INC COM NEW 25382P208 104 36,648 SH   DFND 1 36,648 0 0
DIGITAL REALTY TRUST INC COM 253868103 340,613 3,032,998 SH   DFND 1 3,022,299 0 10,699
DIGITAL TURBINE INC COM NEW 25400W102 423 341,791 SH   DFND 1 341,791 0 0
DILLARDS INC-CL A CL A 254067101 13,209 173,034 SH   DFND 1 170,435 0 2,599
DIME COMMUNITY BANCSHARES COM 253922108 6,245 349,869 SH   DFND 1 349,869 0 0
DINE BRANDS GLOBAL INC COM 254423106 14,149 174,014 SH   DFND 1 174,014 0 0
DIODES INC COM 254543101 14,039 421,735 SH   DFND 1 421,735 0 0
DIPLOMAT PHARMACY INC COM 25456K101 10,252 528,225 SH   DFND 1 528,225 0 0
DISCOVER FINANCIAL SERVICES COM 254709108 345,335 4,525,039 SH   DFND 1 4,506,117 0 18,922
DISCOVER FINANCIAL SERVICES COM 254709108 619 8,109 SH   DFND 1 2 8,109 0 0
DISCOVERY INC - A COM SER A 25470F104 73,373 2,296,269 SH   DFND 1 2,288,293 0 7,976
DISCOVERY INC - A COM SER A 25470F104 116 3,625 SH   DFND 1 2 3,625 0 0
DISCOVERY INC-C COM SER C 25470F302 127,070 4,303,918 SH   DFND 1 4,285,457 0 18,461
DISH NETWORK CORP-A CL A 25470M109 106,120 2,972,815 SH   DFND 1 2,961,077 0 11,738
DISH NETWORK CORP-A CL A 25470M109 1,318 36,879 SH   DFND 1 2 36,879 0 0
DIVERSICARE HEALTHCARE SERVI COM 255104101 88 13,755 SH   DFND 1 13,755 0 0
DIVERSIFIED RESTAURANT HOLDI COM 25532M105 96 68,936 SH   DFND 1 68,936 0 0
DIVIDEND AND INCOME FUND COM NEW 25538A204 2,613 219,051 SH   DFND 1 2 219,051 0 0
DIXIE GROUP INC CL A 255519100 102 64,152 SH   DFND 1 64,152 0 0
DMC GLOBAL INC COM 23291C103 5,919 145,098 SH   DFND 1 145,098 0 0
DNB FINANCIAL CORP COM 233237106 277 7,516 SH   DFND 1 7,516 0 0
DOCUMENT SECURITY SYSTEMS COM NEW 25614T200 26 25,401 SH   DFND 1 25,401 0 0
DOCUSIGN INC COM 256163106 16,634 316,420 SH   DFND 1 316,420 0 0
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DOLLAR GENERAL CORP COM 256677105 374,525 3,432,705 SH   DFND 1 3,419,100 0 13,605
DOLLAR TREE INC COM 256746108 239,891 2,947,170 SH   DFND 1 2,923,711 0 23,459
DOLLAR TREE INC COM 256746108 157 1,930 SH   DFND 1 2 1,930 0 0
DOMINION ENERGY INC COM 25746U109 516,112 7,358,651 SH   DFND 1 7,324,469 0 34,182
DOMINION ENERGY MIDSTREAM PA COM UT REP LTD 257454108 447 25,000 SH   DFND 1 2 25,000 0 0
DOMINO'S PIZZA INC COM 25754A201 115,096 390,672 SH   DFND 1 385,019 0 5,653
DOMO INC - CLASS B COM CL B 257554105 2,005 93,505 SH   DFND 1 93,505 0 0
DOMTAR CORP COM NEW 257559203 61,514 1,179,120 SH   DFND 1 1,169,537 0 9,583
DONALDSON CO INC COM 257651109 71,601 1,229,003 SH   DFND 1 1,211,590 0 17,413
DONEGAL GROUP INC-CL A CL A 257701201 2,132 150,072 SH   DFND 1 150,072 0 0
DONNELLEY FINANCIAL SOLUTION COM 25787G100 6,295 351,330 SH   DFND 1 351,330 0 0
DORCHESTER MINERALS LP COM UNIT 25820R105 490 24,044 SH   DFND 1 24,044 0 0
DORCHESTER MINERALS LP COM UNIT 25820R105 461 22,601 SH   DFND 1 2 22,601 0 0
DORIAN LPG LTD SHS USD Y2106R110 2,230 279,838 SH   DFND 1 279,838 0 0
DORMAN PRODUCTS INC COM 258278100 25,208 327,722 SH   DFND 1 327,722 0 0
DOUGLAS DYNAMICS INC COM 25960R105 9,690 220,733 SH   DFND 1 218,940 0 1,793
DOUGLAS EMMETT INC COM 25960P109 70,663 1,873,371 SH   DFND 1 1,851,570 0 21,801
DOUGLAS EMMETT INC COM 25960P109 32 872 SH   DFND 1 2 872 0 0
DOVA PHARMACEUTICALS INC COM 25985T102 3,030 144,500 SH   DFND 1 144,500 0 0
DOVER CORP COM 260003108 157,804 1,785,900 SH   DFND 1 1,777,527 0 8,373
DOVER DOWNS GAMING & ENTERTA COM 260095104 442 155,826 SH   DFND 1 155,826 0 0
DOVER MOTORSPORTS INC COM 260174107 70 32,679 SH   DFND 1 32,679 0 0
DOWDUPONT INC COM 26078J100 1,650,066 25,710,356 SH   DFND 1 25,590,910 0 119,446
DOWDUPONT INC COM 26078J100 4,180 65,000 SH   DFND 1 2 65,000 0 0
DPW HOLDINGS INC COM 26140E105 116 279,402 SH   DFND 1 279,402 0 0
DR HORTON INC COM 23331A109 182,491 4,334,422 SH   DFND 1 4,316,841 0 17,581
DR HORTON INC COM 23331A109 924 21,918 SH   DFND 1 2 21,918 0 0
DR. REDDY'S LABORATORIES-ADR ADR 256135203 1,117 32,726 SH   DFND 1 31,473 0 1,253
DREYFUS MUNICIPAL INCOME INC COM 26201R102 97 12,486 SH   DFND 1 2 12,486 0 0
DREYFUS STRATEGIC MUNICIPALS COM 261932107 276 36,874 SH   DFND 1 2 36,874 0 0
DRIL-QUIP INC COM 262037104 19,290 369,190 SH   DFND 1 364,119 0 5,071
DRIVE SHACK INC COM 262077100 3,366 564,855 SH   DFND 1 564,855 0 0
DROPBOX INC-CLASS A CL A 26210C104 10,076 375,581 SH   DFND 1 375,581 0 0
DSP GROUP INC COM 23332B106 2,237 188,046 SH   DFND 1 188,046 0 0
DSW INC-CLASS A CL A 23334L102 29,896 882,410 SH   DFND 1 882,410 0 0
DSW INC-CLASS A CL A 23334L102 280 8,292 SH   DFND 1 2 8,292 0 0
DTE ENERGY COMPANY COM 233331107 238,991 2,194,147 SH   DFND 1 2,184,534 0 9,613
DTF TAX-FREE INCOME INC COM 23334J107 347 27,059 SH   DFND 1 2 27,059 0 0
DUCOMMUN INC COM 264147109 4,135 101,260 SH   DFND 1 101,260 0 0
DUFF & PHELPS SELECT ENERGY COM 26433F108 85 14,097 SH   DFND 1 2 14,097 0 0
DUKE ENERGY CORP COM NEW 26441C204 654,896 8,200,511 SH   DFND 1 8,163,550 0 36,961
DUKE REALTY CORP COM NEW 264411505 157,813 5,571,017 SH   DFND 1 5,552,712 0 18,305
DULUTH HOLDINGS INC - CL B COM CL B 26443V101 3,953 125,682 SH   DFND 1 125,682 0 0
DUN & BRADSTREET CORP COM 26483E100 51,853 363,857 SH   DFND 1 358,787 0 5,070
DUN & BRADSTREET CORP COM 26483E100 1,564 10,977 SH   DFND 1 2 10,977 0 0
DUNKIN' BRANDS GROUP INC COM 265504100 57,970 786,364 SH   DFND 1 775,051 0 11,313
DURECT CORPORATION COM 266605104 1,795 1,632,111 SH   DFND 1 1,632,111 0 0
DWS MUNICIPAL INCOME TRUST COM 233368109 376 35,853 SH   DFND 1 2 35,853 0 0
DWS STRATEGIC MUNICIPAL INCO COM 23342Q101 274 25,917 SH   DFND 1 2 25,917 0 0
DXC TECHNOLOGY CO COM 23355L106 373,176 3,996,910 SH   DFND 1 3,982,227 0 14,683
DXC TECHNOLOGY CO COM 23355L106 390 4,179 SH   DFND 1 2 4,179 0 0
DXP ENTERPRISES INC COM NEW 233377407 6,926 172,868 SH   DFND 1 172,868 0 0
DYCOM INDUSTRIES INC COM 267475101 25,533 301,810 SH   DFND 1 297,593 0 4,217
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 7,364 593,871 SH   DFND 1 593,871 0 0
DYNEX CAPITAL INC COM NEW 26817Q506 3,885 609,068 SH   DFND 1 608,630 0 438
EAGLE BANCORP INC COM 268948106 17,169 339,319 SH   DFND 1 339,319 0 0
EAGLE BULK SHIPPING INC SHS NEW Y2187A143 3,689 656,543 SH   DFND 1 656,543 0 0
EAGLE MATERIALS INC COM 26969P108 35,799 419,985 SH   DFND 1 413,535 0 6,450
EAGLE MATERIALS INC COM 26969P108 261 3,069 SH   DFND 1 2 3,069 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 8,204 118,347 SH   DFND 1 118,347 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 65 948 SH   DFND 1 2 948 0 0
EARTHSTONE ENERGY INC - A CL A 27032D304 1,942 207,103 SH   DFND 1 207,103 0 0
EAST WEST BANCORP INC COM 27579R104 99,799 1,654,042 SH   DFND 1 1,634,476 0 19,566
EAST WEST BANCORP INC COM 27579R104 31 530 SH   DFND 1 2 530 0 0
EASTERLY GOVERNMENT PROPERTI COM 27616P103 14,178 731,984 SH   DFND 1 731,984 0 0
EASTERN CO/THE COM 276317104 1,569 55,258 SH   DFND 1 55,258 0 0
EASTGROUP PROPERTIES INC COM 277276101 41,239 431,286 SH   DFND 1 431,286 0 0
EASTMAN CHEMICAL CO COM 277432100 198,349 2,075,415 SH   DFND 1 2,068,176 0 7,239
EASTMAN KODAK CO COM NEW 277461406 971 313,500 SH   DFND 1 313,500 0 0
EATON CORP PLC SHS G29183103 447,460 5,168,732 SH   DFND 1 5,144,483 0 24,249
EATON VANCE CA MUNI INC TRST SH BEN INT 27826F101 476 42,414 SH   DFND 1 2 42,414 0 0
EATON VANCE CAL MUNI BOND COM 27828A100 1,403 140,868 SH   DFND 1 2 140,868 0 0
EATON VANCE CORP COM NON VTG 278265103 66,112 1,258,600 SH   DFND 1 1,242,658 0 15,942
EATON VANCE NEW YORK MUNICIP COM 27827Y109 612 55,367 SH   DFND 1 2 55,367 0 0
EATON VANCE NJ MUNICIPAL INC SH BEN INT 27826V106 371 32,502 SH   DFND 1 2 32,502 0 0
EATON VANCE NY MUNICIPAL INC SH BEN INT 27826W104 292 24,975 SH   DFND 1 2 24,975 0 0
EATON VANCE TAX-ADVANTAGED B COM SH BEN INT 27829M103 1,191 135,505 SH   DFND 1 2 135,505 0 0
EBAY INC COM 278642103 384,015 11,651,423 SH   DFND 1 11,555,501 0 95,922
EBAY INC COM 278642103 1,260 38,172 SH   DFND 1 2 38,172 0 0
EBIX INC COM NEW 278715206 19,433 245,522 SH   DFND 1 245,522 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 8,476 273,885 SH   DFND 1 273,885 0 0
ECHOSTAR CORP-A CL A 278768106 22,508 485,410 SH   DFND 1 485,410 0 0
ECHOSTAR CORP-A CL A 278768106 117 2,531 SH   DFND 1 2 2,531 0 0
ECLIPSE RESOURCES CORP COM 27890G100 1,101 925,732 SH   DFND 1 925,732 0 0
ECLIPSE RESOURCES CORP COM 27890G100 47 40,050 SH   DFND 1 2 40,050 0 0
ECOLAB INC COM 278865100 436,317 2,788,866 SH   DFND 1 2,775,747 0 13,119
ECO-STIM ENERGY SOLUTIONS IN COM 27888D101 12 45,860 SH   DFND 1 45,860 0 0
ECPG 3 07/01/20 NOTE 3.000% 7/0 292554AF9 20,686 20,645,000 PRN   DFND 1 2 20,645,000 0 0
ECPG 4.5 09/01/23 NOTE 4.500% 9/0 29260UAA5 4,092 4,000,000 PRN   DFND 1 2 4,000,000 0 0
EDAP TMS SA -ADR SPONSORED ADR 268311107 56 18,494 SH   DFND 1 18,494 0 0
EDGE THERAPEUTICS INC COM 279870109 193 235,810 SH   DFND 1 235,810 0 0
EDGEWATER TECHNOLOGY INC COM 280358102 188 37,499 SH   DFND 1 37,499 0 0
EDGEWELL PERSONAL CARE CO COM 28035Q102 27,033 584,759 SH   DFND 1 577,462 0 7,297
EDGEWELL PERSONAL CARE CO COM 28035Q102 1,628 35,216 SH   DFND 1 2 35,216 0 0
EDISON INTERNATIONAL COM 281020107 266,301 3,942,272 SH   DFND 1 3,925,579 0 16,693
EDITAS MEDICINE INC COM 28106W103 14,440 453,820 SH   DFND 1 453,820 0 0
EDUCATIONAL DEVELOPMENT CORP COM 281479105 568 49,636 SH   DFND 1 49,636 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 476,233 2,740,246 SH   DFND 1 2,729,518 0 10,728
EGAIN CORP COM NEW 28225C806 1,505 185,837 SH   DFND 1 185,837 0 0
EHEALTH INC COM 28238P109 5,126 181,398 SH   DFND 1 181,398 0 0
EHI CAR SERVICES - SPON ADR SPON ADS CL A 26853A100 2 203 SH   DFND 1 203 0 0
EHI CAR SERVICES - SPON ADR SPON ADS CL A 26853A100 148 13,053 SH   DFND 1 2 13,053 0 0
EIDOS THERAPEUTICS INC COM 28249H104 312 31,362 SH   DFND 1 31,362 0 0
EIGER BIOPHARMACEUTICALS INC COM 28249U105 931 77,656 SH   DFND 1 77,656 0 0
EKSO BIONICS HOLDINGS INC COM NEW 282644202 891 380,818 SH   DFND 1 380,818 0 0
EL PASO ELECTRIC CO COM NEW 283677854 22,842 399,337 SH   DFND 1 399,337 0 0
EL POLLO LOCO HOLDINGS INC COM 268603107 2,841 226,387 SH   DFND 1 226,387 0 0
ELBIT SYSTEMS LTD ORD M3760D101 3,851 30,685 SH   DFND 1 30,685 0 0
ELDORADO RESORTS INC COM 28470R102 32,305 664,726 SH   DFND 1 655,961 0 8,765
ELECTRO SCIENTIFIC INDS INC COM 285229100 11,217 642,845 SH   DFND 1 642,845 0 0
ELECTROCORE INC COM 28531P103 462 33,054 SH   DFND 1 33,054 0 0
ELECTROMED INC COM 285409108 120 18,483 SH   DFND 1 18,483 0 0
ELECTRONIC ARTS INC COM 285512109 414,809 3,449,765 SH   DFND 1 3,419,206 0 30,559
ELECTRONICS FOR IMAGING COM 286082102 16,351 479,807 SH   DFND 1 479,807 0 0
ELEVATE CREDIT INC COM 28621V101 1,321 163,935 SH   DFND 1 163,935 0 0
ELF BEAUTY INC COM 26856L103 2,680 210,567 SH   DFND 1 210,567 0 0
ELI LILLY & CO COM 532457108 1,314,830 12,274,254 SH   DFND 1 12,222,905 0 51,349
ELI LILLY & CO COM 532457108 328 3,059 SH   DFND 1 2 3,059 0 0
ELLIE MAE INC COM 28849P100 31,223 329,461 SH   DFND 1 329,461 0 0
ELLIE MAE INC COM 28849P100 31 332 SH   DFND 1 2 332 0 0
ELLINGTON FINANCIAL LLC COM 288522303 190 11,926 SH   DFND 1 2 11,926 0 0
ELLINGTON RESIDENTIAL MORTGA COM SHS BEN INT 288578107 652 57,789 SH   DFND 1 57,789 0 0
ELOXX PHARMACEUTICALS INC COM 29014R103 3,686 216,352 SH   DFND 1 216,352 0 0
EMAGIN CORPORATION COM NEW 29076N206 98 65,621 SH   DFND 1 65,621 0 0
EMC INS GROUP INC COM 268664109 2,096 84,827 SH   DFND 1 84,827 0 0
EMCOR GROUP INC COM 29084Q100 59,523 792,488 SH   DFND 1 784,638 0 7,850
EMCORE CORP COM NEW 290846203 894 188,384 SH   DFND 1 188,384 0 0
EMERALD EXPOSITIONS EVENTS I COM 29103B100 4,104 249,052 SH   DFND 1 249,052 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 30,775 467,497 SH   DFND 1 467,311 0 186
EMERGENT BIOSOLUTIONS INC COM 29089Q105 21 333 SH   DFND 1 2 333 0 0
EMERSON ELECTRIC CO COM 291011104 538,017 7,039,445 SH   DFND 1 7,003,813 0 35,632
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 177 33,957 SH   DFND 1 33,957 0 0
EMPIRE RESORTS INC COM PAR $0 01 292052305 508 54,673 SH   DFND 1 54,673 0 0
EMPIRE STATE REALTY TRUST-A CL A 292104106 21,172 1,274,668 SH   DFND 1 1,274,668 0 0
EMPLOYERS HOLDINGS INC COM 292218104 14,369 317,202 SH   DFND 1 317,202 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 15,551 181,970 SH   DFND 1 181,970 0 0
ENBRIDGE INC COM 29250N105 40,170 1,253,651 SH   DFND 1 1,252,987 0 664
ENCANA CORP COM 292505104 9,303 715,771 SH   DFND 1 715,751 0 20
ENCOMPASS HEALTH CORP COM 29261A100 75,271 965,632 SH   DFND 1 951,580 0 14,052
ENCORE CAPITAL GROUP INC COM 292554102 10,271 286,521 SH   DFND 1 286,064 0 457
ENCORE WIRE CORP COM 292562105 10,990 219,370 SH   DFND 1 219,370 0 0
ENDO INTERNATIONAL PLC SHS G30401106 41,015 2,437,043 SH   DFND 1 2,437,043 0 0
ENDO INTERNATIONAL PLC SHS G30401106 883 52,502 SH   DFND 1 2 52,502 0 0
ENDOCYTE INC COM 29269A102 11,907 670,451 SH   DFND 1 670,451 0 0
ENDOLOGIX INC COM 29266S106 1,592 833,807 SH   DFND 1 833,807 0 0
ENDOLOGIX INC COM 29266S106 53 28,123 SH   DFND 1 2 28,123 0 0
ENDURANCE INTERNATIONAL GROU COM 29272B105 7,602 863,895 SH   DFND 1 863,895 0 0
ENEL AMERICAS SA-ADR SPONSORED ADR 29274F104 18 2,399 SH   DFND 1 0 0 2,399
ENEL AMERICAS SA-ADR SPONSORED ADR 29274F104 1,110 143,640 SH   DFND 1 2 143,640 0 0
ENEL CHILE SA-ADR SPONSORED ADR 29278D105 7 1,402 SH   DFND 1 0 0 1,402
ENEL CHILE SA-ADR SPONSORED ADR 29278D105 360 71,910 SH   DFND 1 2 71,910 0 0
ENERGEN CORP COM 29265N108 66,701 774,068 SH   DFND 1 763,002 0 11,066
ENERGEN CORP COM 29265N108 161 1,874 SH   DFND 1 2 1,874 0 0
ENERGIZER HOLDINGS INC COM 29272W109 33,438 570,136 SH   DFND 1 562,073 0 8,063
ENERGOUS CORP COM 29272C103 2,156 213,075 SH   DFND 1 213,075 0 0
ENERGY FOCUS INC COM NEW 29268T300 89 43,479 SH   DFND 1 43,479 0 0
ENERGY FUELS INC COM NEW 292671708 788 241,356 SH   DFND 1 241,356 0 0
ENERGY RECOVERY INC COM 29270J100 3,261 364,466 SH   DFND 1 364,466 0 0
ENERGY XXI GULF COAST INC COM 29276K101 2,880 344,561 SH   DFND 1 344,561 0 0
ENERPLUS CORP COM 292766102 234 18,990 SH   DFND 1 18,738 0 252
ENERPLUS CORP COM 292766102 71 5,768 SH   DFND 1,2 5,768 0 0
ENERSYS COM 29275Y102 38,762 444,884 SH   DFND 1 439,200 0 5,684
ENGILITY HOLDINGS INC COM 29286C107 6,817 189,415 SH   DFND 1 187,087 0 2,328
ENGILITY HOLDINGS INC COM 29286C107 89 2,500 SH   DFND 1 2 2,500 0 0
ENGLOBAL CORP COM 293306106 69 67,699 SH   DFND 1 67,699 0 0
ENI SPA-SPONSORED ADR SPONSORED ADR 26874R108 1,219 32,387 SH   DFND 1 30,820 0 1,567
ENNIS INC COM 293389102 5,674 277,502 SH   DFND 1 274,739 0 2,763
ENOVA INTERNATIONAL INC COM 29357K103 14,472 502,518 SH   DFND 1 501,253 0 1,265
ENPHASE ENERGY INC COM 29355A107 3,959 816,298 SH   DFND 1 816,298 0 0
ENPRO INDUSTRIES INC COM 29355X107 14,790 202,809 SH   DFND 1 202,809 0 0
ENSCO PLC-CL A SHS CLASS A G3157S106 25,015 2,963,888 SH   DFND 1 2,904,889 0 58,999
ENSERVCO CORP COM 29358Y102 77 98,285 SH   DFND 1 98,285 0 0
ENSIGN GROUP INC/THE COM 29358P101 19,530 515,035 SH   DFND 1 515,035 0 0
ENSTAR GROUP LTD SHS G3075P101 32,365 155,231 SH   DFND 1 155,231 0 0
ENSYNC INC COM 29359T102 38 149,026 SH   DFND 1 149,026 0 0
ENTEGRA FINANCIAL CORP COM 29363J108 2,345 88,331 SH   DFND 1 88,331 0 0
ENTEGRIS INC COM 29362U104 42,534 1,469,240 SH   DFND 1 1,469,240 0 0
ENTEGRIS INC COM 29362U104 129 4,465 SH   DFND 1 2 4,465 0 0
ENTERCOM COMMUNICATIONS-CL A CL A 293639100 10,543 1,334,676 SH   DFND 1 1,334,676 0 0
ENTERGY CORP COM 29364G103 186,871 2,307,523 SH   DFND 1 2,297,927 0 9,596
ENTERPRISE BANCORP INC COM 293668109 3,054 88,822 SH   DFND 1 88,822 0 0
ENTERPRISE FINANCIAL SERVICE COM 293712105 12,804 241,360 SH   DFND 1 241,360 0 0
ENTERPRISE PRODUCTS PARTNERS COM 293792107 271 9,454 SH   DFND 1 9,454 0 0
ENTRAVISION COMMUNICATIONS-A CL A 29382R107 3,606 735,965 SH   DFND 1 735,965 0 0
ENTRAVISION COMMUNICATIONS-A CL A 29382R107 275 56,260 SH   DFND 1 2 56,260 0 0
ENV 1.75 12/15/19 NOTE 1.750%12/1 29404KAA4 6,586 6,000,000 PRN   DFND 1 2 6,000,000 0 0
ENVESTNET INC COM 29404K106 26,863 440,739 SH   DFND 1 440,739 0 0
ENVIROSTAR INC COM 29414M100 999 25,662 SH   DFND 1 25,662 0 0
ENVISION HEALTHCARE CORP COM 29414D100 72,425 1,585,780 SH   DFND 1 1,579,574 0 6,206
ENVISION HEALTHCARE CORP COM 29414D100 139 3,057 SH   DFND 1 2 3,057 0 0
ENZO BIOCHEM INC COM 294100102 1,604 389,514 SH   DFND 1 389,514 0 0
ENZO BIOCHEM INC COM 294100102 343 83,305 SH   DFND 1 2 83,305 0 0
EOG RESOURCES INC COM 26875P101 803,387 6,310,971 SH   DFND 1 6,280,797 0 30,174
EP ENERGY CORP-CL A CL A 268785102 968 414,046 SH   DFND 1 414,046 0 0
EPAM SYSTEMS INC COM 29414B104 64,851 470,959 SH   DFND 1 470,959 0 0
EPIZYME INC COM 29428V104 5,743 541,821 SH   DFND 1 541,821 0 0
EPLUS INC COM 294268107 13,869 149,612 SH   DFND 1 149,612 0 0
EPR 5 3/4 PERP S-C PFD C CNV 5.75% 26884U208 21,313 760,908 PRN   DFND 1 2 760,908 0 0
EPR PROPERTIES COM SH BEN INT 26884U109 43,949 642,440 SH   DFND 1 632,408 0 10,032
EQT CORP COM 26884L109 139,141 3,151,922 SH   DFND 1 3,138,396 0 13,526
EQUIFAX INC COM 294429105 184,536 1,416,071 SH   DFND 1 1,409,902 0 6,169
EQUINIX INC COM PAR $0.001 29444U700 392,103 907,621 SH   DFND 1 903,547 0 4,074
EQUINIX INC COM PAR $0.001 29444U700 273 632 SH   DFND 1 2 632 0 0
EQUINOR ASA-SPON ADR SPONSORED ADR 29446M102 683 24,253 SH   DFND 1 22,488 0 1,765
EQUINOR ASA-SPON ADR SPONSORED ADR 29446M102 711 25,242 SH   DFND 1 2 25,242 0 0
EQUITY BANCSHARES INC - CL A COM CL A 29460X109 5,644 143,774 SH   DFND 1 143,774 0 0
EQUITY COMMONWEALTH COM SH BEN INT 294628102 56,064 1,747,108 SH   DFND 1 1,747,108 0 0
EQUITY COMMONWEALTH COM SH BEN INT 294628102 520 16,217 SH   DFND 1 2 16,217 0 0
EQUITY LIFESTYLE PROPERTIES COM 29472R108 96,775 1,003,374 SH   DFND 1 1,003,374 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 369,611 5,586,626 SH   DFND 1 5,567,757 0 18,869
ERA GROUP INC COM 26885G109 2,214 179,349 SH   DFND 1 179,349 0 0
ERICSSON (LM) TEL-SP ADR ADR B SEK 10 294821608 2,383 270,896 SH   DFND 1 266,143 0 4,753
ERIE INDEMNITY COMPANY-CL A CL A 29530P102 30,303 237,617 SH   DFND 1 237,617 0 0
ERIE INDEMNITY COMPANY-CL A CL A 29530P102 191 1,500 SH   DFND 1 2 1,500 0 0
EROS INTERNATIONAL PLC SHS NEW G3788M114 1,293 107,374 SH   DFND 1 107,095 0 279
ESCALADE INC COM 296056104 1,029 80,101 SH   DFND 1 80,101 0 0
ESCO TECHNOLOGIES INC COM 296315104 17,081 251,015 SH   DFND 1 251,015 0 0
ESPERION THERAPEUTICS INC COM 29664W105 11,314 255,007 SH   DFND 1 255,007 0 0
ESPEY MFG & ELECTRONICS CORP COM 296650104 220 7,373 SH   DFND 1 7,373 0 0
ESQUIRE FINANCIAL HOLDINGS I COM 29667J101 697 27,947 SH   DFND 1 27,947 0 0
ESSA BANCORP INC COM 29667D104 1,131 69,597 SH   DFND 1 69,597 0 0
ESSENDANT INC COM 296689102 5,207 406,164 SH   DFND 1 405,529 0 635
ESSENT GROUP LTD COM G3198U102 54,792 1,238,241 SH   DFND 1 1,238,241 0 0
ESSENTIAL PROPERTIES REALTY COM 29670E107 3,473 244,818 SH   DFND 1 244,818 0 0
ESSEX PROPERTY TRUST INC COM 297178105 244,311 991,830 SH   DFND 1 988,446 0 3,384
ESTEE LAUDER COMPANIES-CL A CL A 518439104 400,387 2,760,359 SH   DFND 1 2,748,575 0 11,784
ESTERLINE TECHNOLOGIES CORP COM 297425100 24,692 271,493 SH   DFND 1 267,914 0 3,579
ETHAN ALLEN INTERIORS INC COM 297602104 5,602 270,003 SH   DFND 1 270,003 0 0
ETRADE FINANCIAL CORP COM NEW 269246401 176,778 3,380,202 SH   DFND 1 3,366,475 0 13,727
ETRADE FINANCIAL CORP COM NEW 269246401 1,077 20,570 SH   DFND 1 2 20,570 0 0
ETSY INC COM 29786A106 71,580 1,393,162 SH   DFND 1 1,393,162 0 0
ETSY INC COM 29786A106 58 1,133 SH   DFND 1 2 1,133 0 0
EURONET WORLDWIDE INC COM 298736109 52,225 521,104 SH   DFND 1 521,104 0 0
EVANS BANCORP INC COM NEW 29911Q208 1,810 38,568 SH   DFND 1 38,568 0 0
EVELO BIOSCIENCES INC COM 299734103 628 51,601 SH   DFND 1 51,601 0 0
EVERBRIDGE INC COM 29978A104 15,874 275,416 SH   DFND 1 275,416 0 0
EVERBRIDGE INC COM 29978A104 300 5,205 SH   DFND 1 2 5,205 0 0
EVERCORE INC - A CLASS A 29977A105 42,691 424,584 SH   DFND 1 418,585 0 5,999
EVERCORE INC - A CLASS A 29977A105 600 5,970 SH   DFND 1 2 5,970 0 0
EVEREST RE GROUP LTD COM G3223R108 123,138 539,895 SH   DFND 1 537,802 0 2,093
EVERGY INC COM 30034W106 181,602 3,312,907 SH   DFND 1 3,298,987 0 13,920
EVERI HOLDINGS INC COM 30034T103 6,041 658,877 SH   DFND 1 658,877 0 0
EVERSOURCE ENERGY COM 30040W108 235,219 3,835,716 SH   DFND 1 3,819,480 0 16,236
EVERSOURCE ENERGY COM 30040W108 26 433 SH   DFND 1 2 433 0 0
EVERSPIN TECHNOLOGIES INC COM 30041T104 480 62,510 SH   DFND 1 62,510 0 0
EVERTEC INC COM 30040P103 20,355 844,635 SH   DFND 1 842,825 0 1,810
EVERTEC INC COM 30040P103 29 1,215 SH   DFND 1 2 1,215 0 0
EVINE LIVE INC CL A 300487105 430 374,408 SH   DFND 1 374,408 0 0
EVO PAYMENTS INC-CLASS A CL A COM 26927E104 3,472 145,295 SH   DFND 1 145,295 0 0
EVOFEM BIOSCIENCES INC COM 30048L104 138 34,225 SH   DFND 1 34,225 0 0
EVOKE PHARMA INC COM 30049G104 68 23,048 SH   DFND 1 23,048 0 0
EVOLENT HEALTH INC - A CL A 30050B101 18,990 668,697 SH   DFND 1 668,697 0 0
EVOLUS INC COM 30052C107 1,726 92,715 SH   DFND 1 92,715 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 2,915 263,809 SH   DFND 1 263,809 0 0
EVOLVING SYSTEMS INC COM NEW 30049R209 93 39,807 SH   DFND 1 39,807 0 0
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 11,278 634,326 SH   DFND 1 634,326 0 0
EW SCRIPPS CO/THE-A CL A NEW 811054402 8,489 514,532 SH   DFND 1 514,532 0 0
EXACT SCIENCES CORP COM 30063P105 89,077 1,128,712 SH   DFND 1 1,128,468 0 244
EXANTAS CAPITAL CORP COM NEW 30068N105 3,363 306,371 SH   DFND 1 306,371 0 0
EXANTAS CAPITAL CORP COM NEW 30068N105 1,404 127,957 SH   DFND 1 2 127,957 0 0
EXELA TECHNOLOGIES INC COM 30162V102 3,598 504,632 SH   DFND 1 504,632 0 0
EXELIXIS INC COM 30161Q104 49,603 2,799,273 SH   DFND 1 2,758,482 0 40,791
EXELON CORP COM 30161N101 516,126 11,843,652 SH   DFND 1 11,793,357 0 50,295
EXELON CORP COM 30161N101 45 1,047 SH   DFND 1 2 1,047 0 0
EXLSERVICE HOLDINGS INC COM 302081104 23,580 356,198 SH   DFND 1 356,198 0 0
EXONE CO/THE COM 302104104 721 76,148 SH   DFND 1 76,148 0 0
EXP WORLD HOLDINGS INC COM 30212W100 5,123 278,601 SH   DFND 1 278,601 0 0
EXPEDIA GROUP INC COM NEW 30212P303 189,360 1,454,003 SH   DFND 1 1,441,287 0 12,716
EXPEDITORS INTL WASH INC COM 302130109 184,330 2,510,868 SH   DFND 1 2,501,849 0 9,019
EXPEDITORS INTL WASH INC COM 302130109 34 470 SH   DFND 1 2 470 0 0
EXPONENT INC COM 30214U102 31,363 585,144 SH   DFND 1 585,144 0 0
EXPONENT INC COM 30214U102 371 6,930 SH   DFND 1 2 6,930 0 0
EXPRESS INC COM 30219E103 11,674 1,055,527 SH   DFND 1 1,055,527 0 0
EXPRESS SCRIPTS HOLDING CO COM 30219G108 651,211 6,867,095 SH   DFND 1 6,811,628 0 55,467
EXPRESS SCRIPTS HOLDING CO COM 30219G108 280 2,951 SH   DFND 1 2 2,951 0 0
EXTENDED STAY AMERICA INC UNIT 99/99/9999B 30224P200 40,115 1,982,951 SH   DFND 1 1,982,951 0 0
EXTERRAN CORP COM 30227H106 8,321 313,663 SH   DFND 1 313,663 0 0
EXTRA SPACE STORAGE INC COM 30225T102 155,709 1,800,098 SH   DFND 1 1,793,617 0 6,481
EXTRA SPACE STORAGE INC COM 30225T102 29 341 SH   DFND 1 2 341 0 0
EXTRACTION OIL & GAS INC COM 30227M105 14,390 1,274,581 SH   DFND 1 1,274,581 0 0
EXTREME NETWORKS INC COM 30226D106 6,892 1,257,829 SH   DFND 1 1,257,829 0 0
EXXON MOBIL CORP COM 30231G102 4,124,092 48,602,488 SH   DFND 1 48,377,247 0 225,241
EYEPOINT PHARMACEUTICALS INC COM 30233G100 1,117 313,015 SH   DFND 1 313,015 0 0
EZCORP INC-CL A CL A NON VTG 302301106 5,698 532,553 SH   DFND 1 532,553 0 0
EZCORP INC-CL A CL A NON VTG 302301106 19 1,815 SH   DFND 1 2 1,815 0 0
F5 NETWORKS INC COM 315616102 203,665 1,022,685 SH   DFND 1 1,019,569 0 3,116
FABRINET SHS G3323L100 16,486 356,379 SH   DFND 1 356,379 0 0
FACEBOOK INC-A CL A 30303M102 4,853,818 29,569,123 SH   DFND 1 29,327,566 0 241,557
FACTSET RESEARCH SYSTEMS INC COM 303075105 90,010 402,355 SH   DFND 1 397,176 0 5,179
FACTSET RESEARCH SYSTEMS INC COM 303075105 454 2,031 SH   DFND 1 2 2,031 0 0
FAIR ISAAC CORP COM 303250104 62,789 274,730 SH   DFND 1 270,794 0 3,936
FAMOUS DAVE'S OF AMERICA COM 307068106 209 32,050 SH   DFND 1 32,050 0 0
FANG HOLDINGS LTD - ADR ADR 30711Y102 944 367,232 SH   DFND 1 364,550 0 2,682
FANHUA INC-SPONSORED ADR SPONSORED ADR 30712A103 597 22,099 SH   DFND 1 22,099 0 0
FAR POINT ACQUISITION CORP-A COM CL A 30734W109 853 88,800 SH   DFND 1 2 88,800 0 0
FARMER BROS CO COM 307675108 3,204 121,394 SH   DFND 1 121,394 0 0
FARMERS & MERCHANTS BANCO/OH COM 30779N105 3,527 82,827 SH   DFND 1 82,827 0 0
FARMERS NATL BANC CORP COM 309627107 4,153 271,449 SH   DFND 1 271,449 0 0
FARMLAND PARTNERS INC COM 31154R109 2,591 386,774 SH   DFND 1 386,774 0 0
FARO TECHNOLOGIES INC COM 311642102 11,078 172,167 SH   DFND 1 172,167 0 0
FASTENAL CO COM 311900104 228,217 3,940,094 SH   DFND 1 3,911,396 0 28,698
FATE THERAPEUTICS INC COM 31189P102 8,393 515,252 SH   DFND 1 515,252 0 0
FB FINANCIAL CORP COM 30257X104 6,433 164,198 SH   DFND 1 164,198 0 0
FBL FINANCIAL GROUP INC-CL A CL A 30239F106 7,735 102,798 SH   DFND 1 102,798 0 0
FCB FINANCIAL HOLDINGS-CL A CL A 30255G103 20,771 438,223 SH   DFND 1 438,223 0 0
FCB FINANCIAL HOLDINGS-CL A CL A 30255G103 1,422 30,000 SH   DFND 1 2 30,000 0 0
FEDERAL AGRIC MTG CORP-CL C CL C 313148306 8,149 112,907 SH   DFND 1 112,907 0 0
FEDERAL REALTY INVS TRUST SH BEN INT NEW 313747206 141,281 1,118,801 SH   DFND 1 1,115,036 0 3,765
FEDERAL SIGNAL CORP COM 313855108 15,623 583,385 SH   DFND 1 583,385 0 0
FEDERATED INVESTORS INC-CL B CL B 314211103 28,290 1,171,243 SH   DFND 1 1,157,871 0 13,372
FEDEX CORP COM 31428X106 615,299 2,560,985 SH   DFND 1 2,548,520 0 12,465
FEDNAT HOLDING CO COM 31431B109 4,103 161,041 SH   DFND 1 161,041 0 0
FENNEC PHARMACEUTICALS INC COM 31447P100 279 34,048 SH   DFND 1 34,048 0 0
FERRO CORP COM 315405100 19,075 821,533 SH   DFND 1 821,533 0 0
FERROGLOBE PLC SHS G33856108 1,109 135,851 SH   DFND 1 135,851 0 0
FGL HOLDINGS ORD SHS G3402M102 13,545 1,513,476 SH   DFND 1 1,513,476 0 0
FGL HOLDINGS ORD SHS G3402M102 805 90,000 SH   DFND 1 2 90,000 0 0
FIBROCELL SCIENCE INC COM PAR 315721407 29 12,643 SH   DFND 1 12,643 0 0
FIBROGEN INC COM 31572Q808 50,373 829,193 SH   DFND 1 829,193 0 0
FIBROGEN INC COM 31572Q808 35 579 SH   DFND 1 2 579 0 0
FIDELITY D&D BANCORP INC COM 31609R100 1,718 24,912 SH   DFND 1 24,912 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 111,575 2,837,176 SH   DFND 1 2,837,176 0 0
FIDELITY NATIONAL INFO SERV COM 31620M106 454,144 4,171,484 SH   DFND 1 4,153,996 0 17,488
FIDELITY NATIONAL INFO SERV COM 31620M106 108 997 SH   DFND 1 2 997 0 0
FIDELITY SOUTHERN CORP COM 316394105 6,735 271,799 SH   DFND 1 271,799 0 0
FIESTA RESTAURANT GROUP COM 31660B101 7,184 268,577 SH   DFND 1 268,577 0 0
FIFTH THIRD BANCORP COM 316773100 248,087 8,901,000 SH   DFND 1 8,865,159 0 35,841
FIFTH THIRD BANCORP COM 316773100 1 60 SH   DFND 1 2 60 0 0
FINANCIAL INSTITUTIONS INC COM 317585404 5,644 179,770 SH   DFND 1 179,770 0 0
FINISAR CORPORATION COM NEW 31787A507 23,103 1,212,776 SH   DFND 1 1,212,776 0 0
FINJAN HOLDINGS INC COM NEW 31788H303 322 74,735 SH   DFND 1 74,735 0 0
FINJAN HOLDINGS INC COM NEW 31788H303 441 102,365 SH   DFND 1 2 102,365 0 0
FIREEYE INC COM 31816Q101 31,090 1,828,826 SH   DFND 1 1,828,826 0 0
FIRST AMERICAN FINANCIAL COM 31847R102 83,972 1,627,681 SH   DFND 1 1,612,605 0 15,076
FIRST BANCORP INC/ME COM 31866P102 2,742 94,684 SH   DFND 1 94,684 0 0
FIRST BANCORP PUERTO RICO COM NEW 318672706 25,270 2,777,013 SH   DFND 1 2,777,013 0 0
FIRST BANCORP/NC COM 318910106 13,058 322,350 SH   DFND 1 322,350 0 0
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FIRST BUSEY CORP COM NEW 319383204 14,730 474,412 SH   DFND 1 473,896 0 516
FIRST BUSINESS FINANCIAL SER COM 319390100 1,589 68,574 SH   DFND 1 68,574 0 0
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FIRST CHOICE BANCORP COM 31948P104 1,803 66,563 SH   DFND 1 66,563 0 0
FIRST CITIZENS BCSHS -CL A CL A 31946M103 39,907 88,236 SH   DFND 1 88,236 0 0
FIRST COMMONWEALTH FINL CORP COM 319829107 20,243 1,254,225 SH   DFND 1 1,254,225 0 0
FIRST COMMUNITY BANKSHARES COM 31983A103 4,963 146,506 SH   DFND 1 146,506 0 0
FIRST COMMUNITY CORP COM 319835104 1,905 78,752 SH   DFND 1 78,752 0 0
FIRST CONNECTICUT BANCORP COM 319850103 4,140 140,118 SH   DFND 1 140,118 0 0
FIRST CONNECTICUT BANCORP COM 319850103 131 4,437 SH   DFND 1 2 4,437 0 0
FIRST DATA CORP- CLASS A COM CL A 32008D106 109,366 4,472,281 SH   DFND 1 4,472,281 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 7,001 232,533 SH   DFND 1 232,533 0 0
FIRST FINANCIAL BANCORP COM 320209109 30,955 1,042,283 SH   DFND 1 1,042,283 0 0
FIRST FINANCIAL CORP/INDIANA COM 320218100 6,497 129,438 SH   DFND 1 129,438 0 0
FIRST FINANCIAL NORTHWEST COM 32022K102 1,317 79,539 SH   DFND 1 79,539 0 0
FIRST FINL BANKSHARES INC COM 32020R109 45,531 770,407 SH   DFND 1 770,407 0 0
FIRST FOUNDATION INC COM 32026V104 5,574 356,857 SH   DFND 1 356,857 0 0
FIRST GUARANTY BANCSHARES IN COM 32043P106 538 20,949 SH   DFND 1 20,949 0 0
FIRST HAWAIIAN INC COM 32051X108 25,958 955,755 SH   DFND 1 955,755 0 0
FIRST HORIZON NATIONAL CORP COM 320517105 51,965 3,010,767 SH   DFND 1 2,966,877 0 43,890
FIRST HORIZON NATIONAL CORP COM 320517105 40 2,365 SH   DFND 1 2 2,365 0 0
FIRST INDUSTRIAL REALTY TR COM 32054K103 49,010 1,560,840 SH   DFND 1 1,543,845 0 16,995
FIRST INTERNET BANCORP COM 320557101 2,912 95,634 SH   DFND 1 95,634 0 0
FIRST INTERSTATE BANCSYS-A COM CL A 32055Y201 16,931 377,939 SH   DFND 1 377,939 0 0
FIRST MERCHANTS CORP COM 320817109 23,244 516,652 SH   DFND 1 516,652 0 0
FIRST MID-ILLINOIS BNCSHS COM 320866106 4,861 120,546 SH   DFND 1 120,546 0 0
FIRST MIDWEST BANCORP INC/IL COM 320867104 28,660 1,077,855 SH   DFND 1 1,077,855 0 0
FIRST NORTHWEST BANCORP COM 335834107 1,136 73,790 SH   DFND 1 73,790 0 0
FIRST OF LONG ISLAND CORP COM 320734106 5,373 247,054 SH   DFND 1 247,054 0 0
FIRST REPUBLIC BANK/CA COM 33616C100 127,834 1,332,644 SH   DFND 1 1,332,644 0 0
FIRST SAVINGS FINANCIAL GRP COM 33621E109 440 6,451 SH   DFND 1 6,451 0 0
FIRST SOLAR INC COM 336433107 40,560 837,686 SH   DFND 1 827,506 0 10,180
FIRST SOLAR INC COM 336433107 31 643 SH   DFND 1 2 643 0 0
FIRST TRUST HIGH INCOME LONG COM 33738E109 3,916 265,515 SH   DFND 1 2 265,515 0 0
FIRST TRUST NEW OPPORTUNITIE COM 33739M100 189 19,712 SH   DFND 1 2 19,712 0 0
FIRST UNITED CORP COM 33741H107 1,069 56,913 SH   DFND 1 56,913 0 0
FIRST US BANCSHARES INC COM 33744V103 128 11,875 SH   DFND 1 11,875 0 0
FIRSTCASH INC COM 33767D105 36,382 443,695 SH   DFND 1 443,514 0 181
FIRSTENERGY CORP COM 337932107 222,984 6,010,354 SH   DFND 1 5,982,278 0 28,076
FIRSTSERVICE CORP SUB VTG SH 33767E103 2,247 26,605 SH   DFND 1 26,605 0 0
FIRSTSERVICE CORP SUB VTG SH 33767E103 400 4,737 SH   DFND 1 2 4,737 0 0
FISERV INC COM 337738108 473,053 5,751,857 SH   DFND 1 5,711,925 0 39,932
FITBIT INC - A CL A 33812L102 11,371 2,125,573 SH   DFND 1 2,125,573 0 0
FIVE BELOW COM 33829M101 76,003 584,369 SH   DFND 1 576,844 0 7,525
FIVE BELOW COM 33829M101 213 1,644 SH   DFND 1 2 1,644 0 0
FIVE POINT HOLDINGS LLC-CL A COM CL A 33833Q106 423 45,000 SH   DFND 1 2 45,000 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 5,165 371,100 SH   DFND 1 371,100 0 0
FIVE STAR SENIOR LIVING INC COM 33832D106 248 288,827 SH   DFND 1 288,827 0 0
FIVE9 INC COM 338307101 25,860 591,905 SH   DFND 1 591,905 0 0
FIVE9 INC COM 338307101 158 3,626 SH   DFND 1 2 3,626 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 9,029 286,913 SH   DFND 1 286,913 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 236,685 1,040,897 SH   DFND 1 1,036,368 0 4,529
FLEX LTD ORD Y2573F102 5,049 388,350 SH   DFND 1 388,350 0 0
FLEX PHARMA INC COM 33938A105 26 56,938 SH   DFND 1 56,938 0 0
FLEXION THERAPEUTICS INC COM 33938J106 7,046 376,619 SH   DFND 1 376,619 0 0
FLEXSTEEL INDS COM 339382103 3,592 120,807 SH   DFND 1 120,807 0 0
FLEXSTEEL INDS COM 339382103 203 6,853 SH   DFND 1 2 6,853 0 0
FLIR SYSTEMS INC COM 302445101 125,226 2,040,362 SH   DFND 1 2,033,290 0 7,072
FLOOR & DECOR HOLDINGS INC-A CL A 339750101 14,404 477,456 SH   DFND 1 477,456 0 0
FLOTEK INDUSTRIES INC COM 343389102 1,297 540,634 SH   DFND 1 540,634 0 0
FLOWERS FOODS INC COM 343498101 35,048 1,878,249 SH   DFND 1 1,853,114 0 25,135
FLOWSERVE CORP COM 34354P105 90,677 1,661,050 SH   DFND 1 1,654,046 0 7,004
FLUENT INC COM 34380C102 887 412,633 SH   DFND 1 412,633 0 0
FLUIDIGM CORP COM 34385P108 2,393 319,508 SH   DFND 1 319,508 0 0
FLUOR CORP COM 343412102 104,511 1,801,969 SH   DFND 1 1,794,764 0 7,205
FLUSHING FINANCIAL CORP COM 343873105 7,410 303,722 SH   DFND 1 303,722 0 0
FLY LEASING LTD-ADR SPONSORED ADR 34407D109 832 59,075 SH   DFND 1 2 59,075 0 0
FMC CORP COM NEW 302491303 136,898 1,573,382 SH   DFND 1 1,566,484 0 6,898
FNB CORP COM 302520101 39,998 3,144,559 SH   DFND 1 3,096,758 0 47,801
FOAMIX PHARMACEUTICALS LTD SHS M46135105 114 19,970 SH   DFND 1 19,970 0 0
FOCUS FINANCIAL PARTNERS-A COM CL A 34417P100 10,906 229,804 SH   DFND 1 229,804 0 0
FONAR CORP COM NEW 344437405 1,500 60,257 SH   DFND 1 60,257 0 0
FONAR CORP COM NEW 344437405 225 9,046 SH   DFND 1 2 9,046 0 0
FOOT LOCKER INC COM 344849104 89,417 1,755,914 SH   DFND 1 1,749,379 0 6,535
FOOT LOCKER INC COM 344849104 771 15,143 SH   DFND 1 2 15,143 0 0
FORD MOTOR CO COM PAR $0.01 345370860 446,858 48,392,909 SH   DFND 1 48,174,715 0 218,194
FORESCOUT TECHNOLOGIES INC COM 34553D101 9,828 260,291 SH   DFND 1 260,291 0 0
FOREST CITY REALTY TRUST- A COM CL A 345605109 75,351 3,003,240 SH   DFND 1 3,003,240 0 0
FOREST CITY REALTY TRUST- A COM CL A 345605109 138 5,531 SH   DFND 1 2 5,531 0 0
FORESTAR GROUP INC COM 346232101 2,257 106,491 SH   DFND 1 106,491 0 0
FORMFACTOR INC COM 346375108 10,830 787,687 SH   DFND 1 787,687 0 0
FORRESTER RESEARCH INC COM 346563109 5,929 129,186 SH   DFND 1 129,186 0 0
FORTERRA INC COM 34960W106 1,355 181,649 SH   DFND 1 181,649 0 0
FORTINET INC COM 34959E109 144,042 1,562,047 SH   DFND 1 1,542,637 0 19,410
FORTINET INC COM 34959E109 194 2,107 SH   DFND 1 2 2,107 0 0
FORTIS INC COM 349553107 14,263 441,281 SH   DFND 1 439,651 0 1,630
FORTIVE CORP COM 34959J108 323,041 3,843,765 SH   DFND 1 3,827,772 0 15,993
FORTRESS BIOTECH INC COM 34960Q109 538 336,733 SH   DFND 1 336,733 0 0
FORTUNE BRANDS HOME & SECURI COM 34964C106 93,094 1,781,327 SH   DFND 1 1,774,030 0 7,297
FORTUNE BRANDS HOME & SECURI COM 34964C106 401 7,676 SH   DFND 1 2 7,676 0 0
FORTY SEVEN INC COM 34983P104 647 43,430 SH   DFND 1 43,430 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 7,804 754,061 SH   DFND 1 754,061 0 0
FORWARD AIR CORP COM 349853101 22,407 312,520 SH   DFND 1 312,520 0 0
FORWARD AIR CORP COM 349853101 29 418 SH   DFND 1 2 418 0 0
FORWARD INDUSTRIES INC COM NEW 349862300 28 18,823 SH   DFND 1 18,823 0 0
FOSSIL GROUP INC COM 34988V106 16,924 726,988 SH   DFND 1 726,988 0 0
FOSTER (LB) CO-A COM 350060109 2,082 101,323 SH   DFND 1 101,323 0 0
FOUNDATION BUILDING MATERIAL COM 350392106 1,612 129,334 SH   DFND 1 129,334 0 0
FOUR CORNERS PROPERTY TRUST COM 35086T109 17,262 671,964 SH   DFND 1 671,235 0 729
FOX FACTORY HOLDING CORP COM 35138V102 27,616 394,234 SH   DFND 1 394,234 0 0
FRANCESCAS HOLDINGS CORP COM 351793104 1,236 333,190 SH   DFND 1 333,190 0 0
FRANKLIN COVEY CO COM 353469109 2,513 106,278 SH   DFND 1 106,278 0 0
FRANKLIN ELECTRIC CO INC COM 353514102 20,911 442,579 SH   DFND 1 442,579 0 0
FRANKLIN FINANCIAL NETWORK COM 35352P104 4,592 117,453 SH   DFND 1 117,453 0 0
FRANKLIN RESOURCES INC COM 354613101 121,368 3,998,211 SH   DFND 1 3,982,548 0 15,663
FRANKLIN RESOURCES INC COM 354613101 940 30,925 SH   DFND 1 2 30,925 0 0
FRANKLIN STREET PROPERTIES C COM 35471R106 10,718 1,341,429 SH   DFND 1 1,341,429 0 0
FRANK'S INTERNATIONAL NV COM N33462107 5,659 651,964 SH   DFND 1 651,203 0 761
FRED'S INC-CLASS A CL A 356108100 431 211,377 SH   DFND 1 211,377 0 0
FREEPORT-MCMORAN INC CL B 35671D857 280,054 20,151,484 SH   DFND 1 20,074,711 0 76,773
FREEPORT-MCMORAN INC CL B 35671D857 2,203 158,274 SH   DFND 1 2 158,274 0 0
FREIGHTCAR AMERICA INC COM 357023100 1,883 117,235 SH   DFND 1 117,235 0 0
FREQUENCY ELECTRONICS INC COM 358010106 262 25,327 SH   DFND 1 25,327 0 0
FRESENIUS MEDICAL CARE-ADR SPONSORED ADR 358029106 539 10,487 SH   DFND 1 9,527 0 960
FRESH DEL MONTE PRODUCE INC ORD G36738105 11,049 326,034 SH   DFND 1 326,034 0 0
FRESHPET INC COM 358039105 9,691 264,066 SH   DFND 1 264,066 0 0
FRIEDMAN INDUSTRIES COM 358435105 268 28,460 SH   DFND 1 28,460 0 0
FRONT YARD RESIDENTIAL CORP COM 35904G107 5,581 514,420 SH   DFND 1 514,420 0 0
FRONTDOOR INC COM 35905A109 5,690 135,511 SH   DFND 1 135,511 0 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 6,600 1,016,999 SH   DFND 1 1,016,999 0 0
FRONTLINE LTD SHS NEW G3682E192 1,454 250,426 SH   DFND 1 250,426 0 0
FRP HOLDINGS INC COM 30292L107 4,880 78,592 SH   DFND 1 78,592 0 0
FS BANCORP INC COM 30263Y104 1,647 29,569 SH   DFND 1 29,569 0 0
FS INVESTMENT CORP COM 302635107 111 15,781 SH   DFND 1 2 15,781 0 0
FTD COS INC COM 30281V108 262 99,818 SH   DFND 1 99,818 0 0
FTE NETWORKS INC COM PAR 30283R402 239 20,485 SH   DFND 1 20,485 0 0
FTI CONSULTING INC COM 302941109 26,649 364,114 SH   DFND 1 364,114 0 0
FTS INTERNATIONAL INC COM 30283W104 3,129 265,445 SH   DFND 1 265,445 0 0
FUEL TECH INC COM 359523107 164 126,541 SH   DFND 1 126,541 0 0
FUELCELL ENERGY INC COM NEW 35952H502 898 839,545 SH   DFND 1 839,545 0 0
FULL HOUSE RESORTS INC COM 359678109 99 34,413 SH   DFND 1 34,413 0 0
FULTON FINANCIAL CORP COM 360271100 37,429 2,248,012 SH   DFND 1 2,224,224 0 23,788
FUNKO INC-CLASS A COM CL A 361008105 2,733 115,395 SH   DFND 1 115,395 0 0
FUSION CONNECT INC COM 36116X102 540 210,187 SH   DFND 1 210,187 0 0
FUTUREFUEL CORP COM 36116M106 8,639 465,982 SH   DFND 1 465,982 0 0
G1 THERAPEUTICS INC COM 3621LQ109 13,227 252,965 SH   DFND 1 252,965 0 0
GABELLI GLOBAL SMALL & M COM 36249W104 706 57,934 SH   DFND 1 2 57,934 0 0
GABELLI HEALTHCARE&WELLNESS SHS 36246K103 1,015 92,075 SH   DFND 1 2 92,075 0 0
GAIA INC CL A 36269P104 2,191 142,280 SH   DFND 1 142,280 0 0
GAIN CAPITAL HOLDINGS INC COM 36268W100 1,543 237,458 SH   DFND 1 237,458 0 0
GALAPAGOS NV-SPON ADR SPON ADR 36315X101 645 5,742 SH   DFND 1 5,742 0 0
GALECTIN THERAPEUTICS INC COM NEW 363225202 1,272 211,765 SH   DFND 1 211,765 0 0
GALMED PHARMACEUTICALS LTD SHS M47238106 159 11,746 SH   DFND 1 11,746 0 0
GAMCO INVESTORS INC-A CL A COM 361438104 883 37,716 SH   DFND 1 37,716 0 0
GAMESTOP CORP-CLASS A CL A 36467W109 15,064 986,523 SH   DFND 1 986,523 0 0
GAMESTOP CORP-CLASS A CL A 36467W109 137 9,035 SH   DFND 1 2 9,035 0 0
GAMING AND LEISURE PROPERTIE COM 36467J108 102,516 2,908,264 SH   DFND 1 2,908,264 0 0
GAMING AND LEISURE PROPERTIE COM 36467J108 914 25,939 SH   DFND 1 2 25,939 0 0
GANNETT CO INC COM 36473H104 10,974 1,096,338 SH   DFND 1 1,095,684 0 654
GANNETT CO INC COM 36473H104 33 3,368 SH   DFND 1 2 3,368 0 0
GAP INC/THE COM 364760108 121,709 4,223,773 SH   DFND 1 4,211,002 0 12,771
GAP INC/THE COM 364760108 828 28,723 SH   DFND 1 2 28,723 0 0
GARDNER DENVER HOLDINGS INC COM 36555P107 27,213 960,245 SH   DFND 1 960,245 0 0
GARMIN LTD SHS H2906T109 158,157 2,260,498 SH   DFND 1 2,253,383 0 7,115
GARRETT MOTION INC COM 366505105 13,643 780,681 SH   DFND 1 776,877 0 3,804
GARTNER INC COM 366651107 164,998 1,043,158 SH   DFND 1 1,038,492 0 4,666
GASLOG LTD SHS G37585109 2,405 121,807 SH   DFND 1 121,807 0 0
GATES INDUSTRIAL CORP PLC ORD SHS G39108108 8,797 451,142 SH   DFND 1 451,142 0 0
GATX CORP COM 361448103 32,126 371,024 SH   DFND 1 365,935 0 5,089
GCI LIBERTY INC - CLASS A COM CLASS A 36164V305 50,085 982,068 SH   DFND 1 982,068 0 0
GCP APPLIED TECHNOLOGIES COM 36164Y101 19,040 717,160 SH   DFND 1 717,160 0 0
GDS HOLDINGS LTD - ADR SPONSORED ADR 36165L108 4,734 135,581 SH   DFND 1 135,581 0 0
GEMPHIRE THERAPEUTICS INC COM 36870A108 123 60,168 SH   DFND 1 60,168 0 0
GENCO SHIPPING & TRADING LTD SHS Y2685T131 2,316 165,475 SH   DFND 1 165,475 0 0
GENCO SHIPPING & TRADING LTD SHS Y2685T131 556 39,728 SH   DFND 1 2 39,728 0 0
GENCOR INDUSTRIES INC COM 368678108 847 70,352 SH   DFND 1 70,352 0 0
GENERAC HOLDINGS INC COM 368736104 39,945 708,126 SH   DFND 1 708,126 0 0
GENERAC HOLDINGS INC COM 368736104 245 4,357 SH   DFND 1 2 4,357 0 0
GENERAL AMERICAN INVESTORS COM 368802104 4,847 131,037 SH   DFND 1 2 131,037 0 0
GENERAL DYNAMICS CORP COM 369550108 678,037 3,318,242 SH   DFND 1 3,303,973 0 14,269
GENERAL ELECTRIC CO COM 369604103 1,079,012 95,768,252 SH   DFND 1 95,304,861 0 463,391
GENERAL ELECTRIC CO COM 369604103 217 19,307 SH   DFND 1 2 19,307 0 0
GENERAL FINANCE CORP COM 369822101 2,468 154,764 SH   DFND 1 154,764 0 0
GENERAL MILLS INC COM 370334104 289,427 6,756,832 SH   DFND 1 6,724,236 0 32,596
GENERAL MOLY INC COM 370373102 97 263,354 SH   DFND 1 263,354 0 0
GENERAL MOTORS CO COM 37045V100 506,913 15,084,083 SH   DFND 1 15,016,854 0 67,229
GENERAL MOTORS CO COM 37045V100 250 7,452 SH   DFND 1 2 7,452 0 0
GENESCO INC COM 371532102 8,953 190,102 SH   DFND 1 190,102 0 0
GENESCO INC COM 371532102 267 5,670 SH   DFND 1 2 5,670 0 0
GENESEE & WYOMING INC-CL A CL A 371559105 52,622 578,331 SH   DFND 1 570,311 0 8,020
GENESIS HEALTHCARE INC CL A COM 37185X106 607 450,328 SH   DFND 1 450,328 0 0
GENIE ENERGY LTD-B CL B 372284208 498 92,286 SH   DFND 1 92,286 0 0
GENMARK DIAGNOSTICS INC COM 372309104 4,152 564,905 SH   DFND 1 564,905 0 0
GENOCEA BIOSCIENCES INC COM 372427104 169 217,344 SH   DFND 1 217,344 0 0
GENOMIC HEALTH INC COM 37244C101 17,994 256,266 SH   DFND 1 256,266 0 0
GENOMIC HEALTH INC COM 37244C101 536 7,646 SH   DFND 1 2 7,646 0 0
GENPACT LTD SHS G3922B107 39,617 1,294,263 SH   DFND 1 1,294,263 0 0
GENTEX CORP COM 371901109 77,871 3,628,659 SH   DFND 1 3,590,740 0 37,919
GENTEX CORP COM 371901109 404 18,834 SH   DFND 1 2 18,834 0 0
GENTHERM INC COM 37253A103 17,986 395,740 SH   DFND 1 395,660 0 80
GENUINE PARTS CO COM 372460105 178,784 1,801,997 SH   DFND 1 1,793,632 0 8,365
GENWORTH FINANCIAL INC-CL A COM CL A 37247D106 20,396 4,891,195 SH   DFND 1 4,820,571 0 70,624
GEO GROUP INC/THE COM 36162J106 30,355 1,206,506 SH   DFND 1 1,190,064 0 16,442
GEO GROUP INC/THE COM 36162J106 381 15,153 SH   DFND 1 2 15,153 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 1,506 109,945 SH   DFND 1 109,945 0 0
GERMAN AMERICAN BANCORP COM 373865104 8,124 230,298 SH   DFND 1 230,298 0 0
GERON CORP COM 374163103 3,196 1,816,421 SH   DFND 1 1,816,225 0 196
GETTY REALTY CORP COM 374297109 9,527 333,582 SH   DFND 1 333,582 0 0
GEVO INC COM PAR 374396406 84 21,445 SH   DFND 1 21,445 0 0
GIBRALTAR INDUSTRIES INC COM 374689107 15,477 339,426 SH   DFND 1 339,426 0 0
GIGCAPITAL INC - CW23 *W EXP 06/08/202 37518N122 597 1,200,000 SH   DFND 1 2 1,200,000 0 0
G-III APPAREL GROUP LTD COM 36237H101 21,791 452,207 SH   DFND 1 452,207 0 0
GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 197 23,036 SH   DFND 1 23,036 0 0
GILDAN ACTIVEWEAR INC COM 375916103 5,446 180,289 SH   DFND 1 179,235 0 1,054
GILDAN ACTIVEWEAR INC COM 375916103 692 22,747 SH   DFND 1,2 22,747 0 0
GILEAD SCIENCES INC COM 375558103 1,235,253 16,027,903 SH   DFND 1 15,896,112 0 131,791
GILEAD SCIENCES INC COM 375558103 250 3,247 SH   DFND 1 2 3,247 0 0
GLACIER BANCORP INC COM 37637Q105 37,397 867,894 SH   DFND 1 867,894 0 0
GLADSTONE COMMERCIAL CORP COM 376536108 6,703 350,049 SH   DFND 1 350,049 0 0
GLADSTONE LAND CORP COM 376549101 1,762 142,796 SH   DFND 1 142,796 0 0
GLATFELTER COM 377316104 8,239 431,158 SH   DFND 1 431,158 0 0
GLAUKOS CORP COM 377322102 20,529 316,330 SH   DFND 1 316,330 0 0
GLAUKOS CORP COM 377322102 261 4,029 SH   DFND 1 2 4,029 0 0
GLAXOSMITHKLINE PLC-SPON ADR SPONSORED ADR 37733W105 15,100 375,921 SH   DFND 1 373,945 0 1,976
GLEN BURNIE BANCORP COM 377407101 228 18,661 SH   DFND 1 18,661 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 20,382 536,383 SH   DFND 1 536,383 0 0
GLOBAL BRASS & COPPER HOLDIN COM 37953G103 10,788 292,363 SH   DFND 1 292,363 0 0
GLOBAL CORD BLOOD CORP SHS G39342103 145 20,751 SH   DFND 1 2 20,751 0 0
GLOBAL EAGLE ENTERTAINMENT I COM 37951D102 1,262 447,774 SH   DFND 1 447,774 0 0
GLOBAL EAGLE ENTERTAINMENT I COM 37951D102 65 23,270 SH   DFND 1 2 23,270 0 0
GLOBAL INDEMNITY LTD USD CL A SHS G3933F105 3,166 83,983 SH   DFND 1 83,983 0 0
GLOBAL MEDICAL REIT INC COM NEW 37954A204 1,539 163,477 SH   DFND 1 163,477 0 0
GLOBAL NET LEASE INC COM NEW 379378201 15,249 731,372 SH   DFND 1 731,372 0 0
GLOBAL PAYMENTS INC COM 37940X102 234,092 1,841,197 SH   DFND 1 1,833,092 0 8,105
GLOBAL SELF STORAGE INC COM 37955N106 313 74,849 SH   DFND 1 74,849 0 0
GLOBAL WATER RESOURCES INC COM 379463102 454 42,908 SH   DFND 1 42,908 0 0
GLOBALSCAPE INC COM 37940G109 117 29,423 SH   DFND 1 29,423 0 0
GLOBALSTAR INC COM 378973408 1,572 3,094,873 SH   DFND 1 3,094,873 0 0
GLOBALSTAR INC COM 378973408 139 274,890 SH   DFND 1 2 274,890 0 0
GLOBUS MEDICAL INC - A CL A 379577208 43,594 768,053 SH   DFND 1 758,157 0 9,896
GLOWPOINT INC COM NEW 379887201 56 340,724 SH   DFND 1 340,724 0 0
GLU MOBILE INC COM 379890106 11,027 1,480,165 SH   DFND 1 1,480,165 0 0
GLU MOBILE INC COM 379890106 1 172 SH   DFND 1 2 172 0 0
GLYCOMIMETICS INC COM 38000Q102 5,106 354,611 SH   DFND 1 354,611 0 0
GMS INC COM 36251C103 7,105 306,261 SH   DFND 1 306,261 0 0
GMS INC COM 36251C103 121 5,256 SH   DFND 1 2 5,256 0 0
GNC HOLDINGS INC-CL A COM CL A 36191G107 2,930 707,853 SH   DFND 1 706,980 0 873
GODADDY INC - CLASS A CL A 380237107 141,211 1,694,325 SH   DFND 1 1,694,325 0 0
GOGO INC COM 38046C109 3,367 648,757 SH   DFND 1 648,757 0 0
GOLAR LNG LTD SHS G9456A100 9,863 354,820 SH   DFND 1 354,517 0 303
GOLAR LNG PARTNERS LP COM UNIT LPI Y2745C102 829 57,902 SH   DFND 1 57,902 0 0
GOLD FIELDS LTD-SPONS ADR SPONSORED ADR 38059T106 4 1,845 SH   DFND 1 0 0 1,845
GOLD FIELDS LTD-SPONS ADR SPONSORED ADR 38059T106 510 210,888 SH   DFND 1 2 210,888 0 0
GOLD RESOURCE CORP COM 38068T105 2,808 546,428 SH   DFND 1 546,428 0 0
GOLDEN ENTERTAINMENT INC COM 381013101 4,576 190,613 SH   DFND 1 190,613 0 0
GOLDEN MINERALS CO COM 381119106 48 236,143 SH   DFND 1 236,143 0 0
GOLDEN OCEAN GROUP LTD SHS NEW G39637205 1,161 117,802 SH   DFND 1 117,802 0 0
GOLDFIELD CORP COM 381370105 630 148,441 SH   DFND 1 148,441 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 867,887 3,878,479 SH   DFND 1 3,860,489 0 17,990
GOLDMAN SACHS GROUP INC COM 38141G104 304 1,358 SH   DFND 1 2 1,358 0 0
GOOD TIMES RESTAURANTS INC COM PAR $.001NEW 382140879 264 56,983 SH   DFND 1 56,983 0 0
GOODRICH PETROLEUM CORP COM PAR 382410843 787 56,057 SH   DFND 1 56,057 0 0
GOODYEAR TIRE & RUBBER CO COM 382550101 76,810 3,289,448 SH   DFND 1 3,277,327 0 12,121
GOOSEHEAD INSURANCE INC -A COM CL A 38267D109 3,239 95,647 SH   DFND 1 95,647 0 0
GOPRO INC-CLASS A CL A 38268T103 9,330 1,295,926 SH   DFND 1 1,295,926 0 0
GOPRO INC-CLASS A CL A 38268T103 1,522 211,417 SH   DFND 1 2 211,417 0 0
GORES HOLDINGS INC-CW20 *W EXP 11/04/202 44109J114 1,826 1,722,875 SH   DFND 1 2 1,722,875 0 0
GORMAN-RUPP CO COM 383082104 7,263 199,013 SH   DFND 1 199,013 0 0
GOVERNMENT PROPERTIES INCOME COM SHS BEN INT 38376A103 11,784 1,043,804 SH   DFND 1 1,043,804 0 0
GP STRATEGIES CORP COM 36225V104 2,235 132,696 SH   DFND 1 132,696 0 0
GPRO 3.5 04/15/22 NOTE 3.500% 4/1 38268TAB9 4,735 5,000,000 PRN   DFND 1 2 5,000,000 0 0
GRACO INC COM 384109104 75,525 1,629,820 SH   DFND 1 1,607,253 0 22,567
GRACO INC COM 384109104 144 3,113 SH   DFND 1 2 3,113 0 0
GRAFTECH INTERNATIONAL LTD COM 384313508 11,975 613,812 SH   DFND 1 613,812 0 0
GRAHAM CORP COM 384556106 2,372 84,235 SH   DFND 1 84,235 0 0
GRAHAM HOLDINGS CO-CLASS B COM 384637104 23,979 41,394 SH   DFND 1 40,802 0 592
GRAMERCY PROPERTY TRUST COM NEW 385002308 42,706 1,556,374 SH   DFND 1 1,556,374 0 0
GRAN TIERRA ENERGY INC COM 38500T101 48 12,768 SH   DFND 1 2 12,768 0 0
GRAND CANYON EDUCATION INC COM 38526M106 61,670 546,726 SH   DFND 1 546,726 0 0
GRANITE CONSTRUCTION INC COM 387328107 20,009 437,848 SH   DFND 1 431,674 0 6,174
GRANITE POINT MORTGAGE TRUST COM 38741L107 8,066 418,403 SH   DFND 1 418,403 0 0
GRAPHIC PACKAGING HOLDING CO COM 388689101 38,901 2,776,691 SH   DFND 1 2,776,691 0 0
GRAY TELEVISION INC COM 389375106 13,362 763,591 SH   DFND 1 763,591 0 0
GREAT AJAX CORP COM 38983D300 1,880 138,180 SH   DFND 1 138,180 0 0
GREAT ELM CAPITAL GROUP INC COM NEW 39036P209 390 120,123 SH   DFND 1 120,123 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 3,411 550,281 SH   DFND 1 550,281 0 0
GREAT SOUTHERN BANCORP INC COM 390905107 9,581 173,099 SH   DFND 1 173,099 0 0
GREAT WESTERN BANCORP INC COM 391416104 24,700 585,456 SH   DFND 1 585,456 0 0
GREEN BANCORP INC COM 39260X100 6,712 303,748 SH   DFND 1 302,713 0 1,035
GREEN BRICK PARTNERS INC COM 392709101 2,704 267,758 SH   DFND 1 267,758 0 0
GREEN DOT CORP-CLASS A CL A 39304D102 45,355 510,646 SH   DFND 1 510,646 0 0
GREEN DOT CORP-CLASS A CL A 39304D102 578 6,515 SH   DFND 1 2 6,515 0 0
GREEN PLAINS INC COM 393222104 7,608 442,382 SH   DFND 1 441,961 0 421
GREEN PLAINS PARTNERS LP COM REP PTR IN 393221106 197 13,251 SH   DFND 1 13,251 0 0
GREENBRIER COMPANIES INC COM 393657101 20,480 340,774 SH   DFND 1 340,655 0 119
GREENE COUNTY BANCORP INC COM 394357107 521 16,251 SH   DFND 1 16,251 0 0
GREENHILL & CO INC COM 395259104 5,177 196,487 SH   DFND 1 196,102 0 385
GREENLIGHT CAPITAL RE LTD-A CLASS A G4095J109 3,729 300,771 SH   DFND 1 300,771 0 0
GREENSKY INC-CLASS A CL A 39572G100 5,545 308,069 SH   DFND 1 308,069 0 0
GREIF INC-CL A CL A 397624107 13,192 245,848 SH   DFND 1 242,145 0 3,703
GREIF INC-CL B CL B 397624206 3,850 66,794 SH   DFND 1 66,040 0 754
GRIFFIN INDUSTRIAL REALTY IN COM 398231100 514 13,193 SH   DFND 1 13,193 0 0
GRIFFON CORP COM 398433102 5,214 322,894 SH   DFND 1 322,894 0 0
GRIFOLS SA-ADR SP ADR REP B NVT 398438408 2,610 122,157 SH   DFND 1 120,524 0 1,633
GROUP 1 AUTOMOTIVE INC COM 398905109 13,148 202,595 SH   DFND 1 202,595 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 150 2,319 SH   DFND 1 2 2,319 0 0
GROUPON INC COM 399473107 16,665 4,420,632 SH   DFND 1 4,420,632 0 0
GROUPON INC COM 399473107 174 46,334 SH   DFND 1 2 46,334 0 0
GRUBHUB INC COM 400110102 109,850 792,461 SH   DFND 1 792,461 0 0
GRUPO AEROPORTUARIO CEN-ADR SPON ADR 400501102 239 4,198 SH   DFND 1 4,198 0 0
GRUPO AEROPORTUARIO CEN-ADR SPON ADR 400501102 1,024 17,982 SH   DFND 1 2 17,982 0 0
GRUPO FINANCIERO GALICIA-ADR SP ADR 10 SH B 399909100 1,093 42,992 SH   DFND 1 42,992 0 0
GSCCN 7 08/15/21 NOTE 7.000% 8/1 38119TAG9 5,293 5,000,000 PRN   DFND 1 2 5,000,000 0 0
GSE SYSTEMS INC COM 36227K106 120 33,536 SH   DFND 1 33,536 0 0
GSI TECHNOLOGY INC COM 36241U106 644 93,432 SH   DFND 1 93,432 0 0
GSVC 4.75 03/28/23 NOTE 4.750% 3/2 36191JAC5 3,835 4,000,000 PRN   DFND 1 2 4,000,000 0 0
GTT COMMUNICATIONS INC COM 362393100 15,702 361,803 SH   DFND 1 361,803 0 0
GTX INC COM NEW 40052B207 403 256,744 SH   DFND 1 256,744 0 0
GTY TECHNOLOGY HOLDINGS IN-A CL A G4182A102 460 45,430 SH   DFND 1 45,430 0 0
GUARANTY BANCORP COM NEW 40075T607 7,990 269,040 SH   DFND 1 269,040 0 0
GUARANTY BANCSHARES INC COM 400764106 2,865 94,802 SH   DFND 1 94,802 0 0
GUESS INC COM 401617105 12,912 571,359 SH   DFND 1 571,359 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 70,130 694,296 SH   DFND 1 694,296 0 0
GULF ISLAND FABRICATION INC COM 402307102 933 93,851 SH   DFND 1 93,851 0 0
GULF RESOURCES INC COM PAR $0.0005 40251W309 18 18,051 SH   DFND 1 18,051 0 0
GULFMARK OFFSHORE INC COM 402629505 1,161 31,144 SH   DFND 1 31,144 0 0
GULFPORT ENERGY CORP COM NEW 402635304 18,397 1,767,305 SH   DFND 1 1,746,004 0 21,301
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GW PHARMACEUTICALS -ADR ADS 36197T103 3,217 18,628 SH   DFND 1 18,628 0 0
H&E EQUIPMENT SERVICES INC COM 404030108 12,438 329,222 SH   DFND 1 329,222 0 0
H&R BLOCK INC COM 093671105 74,669 2,904,518 SH   DFND 1 2,893,324 0 11,194
H.B. FULLER CO. COM 359694106 25,039 484,606 SH   DFND 1 484,606 0 0
HABIT RESTAURANTS INC/THE-A COM CL A 40449J103 3,638 228,089 SH   DFND 1 228,089 0 0
HACKETT GROUP INC/THE COM 404609109 5,365 266,293 SH   DFND 1 266,293 0 0
HAEMONETICS CORP/MASS COM 405024100 68,902 601,351 SH   DFND 1 593,586 0 7,765
HAIN CELESTIAL GROUP INC COM 405217100 25,026 922,806 SH   DFND 1 910,731 0 12,075
HALCON RESOURCES CORP COM PAR NEW 40537Q605 6,412 1,434,571 SH   DFND 1 1,434,571 0 0
HALCON RESOURCES CORP-CW20 *W EXP 09/09/202 40537Q118 1 15,200 SH   DFND 1 2 15,200 0 0
HALLADOR ENERGY CO COM 40609P105 1,103 177,449 SH   DFND 1 177,449 0 0
HALLADOR ENERGY CO COM 40609P105 42 6,769 SH   DFND 1 2 6,769 0 0
HALLIBURTON CO COM 406216101 374,952 9,271,606 SH   DFND 1 9,224,874 0 46,732
HALLMARK FINL SERVICES INC COM NEW 40624Q203 1,218 110,757 SH   DFND 1 110,757 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 26,230 1,443,631 SH   DFND 1 1,443,631 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 4 273 SH   DFND 1 2 273 0 0
HAMILTON BEACH BRAND-A COM CL A 40701T104 1,589 72,436 SH   DFND 1 72,436 0 0
HAMILTON LANE INC-CLASS A CL A 407497106 8,088 182,669 SH   DFND 1 182,669 0 0
HANCOCK WHITNEY CORP COM 410120109 50,061 1,052,814 SH   DFND 1 1,040,624 0 12,190
HANESBRANDS INC COM 410345102 81,545 4,432,909 SH   DFND 1 4,413,021 0 19,888
HANESBRANDS INC COM 410345102 282 15,354 SH   DFND 1 2 15,354 0 0
HANMI FINANCIAL CORPORATION COM NEW 410495204 9,110 365,870 SH   DFND 1 365,870 0 0
HANNON ARMSTRONG SUSTAINABLE COM 41068X100 11,178 520,662 SH   DFND 1 520,662 0 0
HANOVER INSURANCE GROUP INC/ COM 410867105 48,627 394,158 SH   DFND 1 388,419 0 5,739
HARBORONE BANCORP INC COM 41165F101 5,067 265,048 SH   DFND 1 265,048 0 0
HARLEY-DAVIDSON INC COM 412822108 103,566 2,290,068 SH   DFND 1 2,281,534 0 8,534
HARMONIC INC COM 413160102 4,851 882,027 SH   DFND 1 882,027 0 0
HARRIS CORP COM 413875105 249,187 1,475,399 SH   DFND 1 1,468,960 0 6,439
HARRIS CORP COM 413875105 78 464 SH   DFND 1 2 464 0 0
HARSCO CORP COM 415864107 22,562 790,286 SH   DFND 1 789,301 0 985
HARTE-HANKS INC COM 416196202 180 25,337 SH   DFND 1 25,088 0 249
HARTFORD FINANCIAL SVCS GRP COM 416515104 212,784 4,267,263 SH   DFND 1 4,248,199 0 19,064
HARTFORD FINANCIAL SVCS GRP COM 416515104 95 1,910 SH   DFND 1 2 1,910 0 0
HARVARD BIOSCIENCE INC COM 416906105 1,755 334,453 SH   DFND 1 334,453 0 0
HASBRO INC COM 418056107 171,807 1,637,078 SH   DFND 1 1,624,812 0 12,266
HAVERTY FURNITURE COM 419596101 5,348 242,012 SH   DFND 1 242,012 0 0
HAVERTY FURNITURE COM 419596101 180 8,158 SH   DFND 1 2 8,158 0 0
HAWAIIAN ELECTRIC INDS COM 419870100 36,083 1,013,856 SH   DFND 1 999,170 0 14,686
HAWAIIAN HOLDINGS INC COM 419879101 21,325 531,811 SH   DFND 1 531,811 0 0
HAWKINS INC COM 420261109 4,130 99,662 SH   DFND 1 99,662 0 0
HAWTHORN BANCSHARES INC COM 420476103 1,157 50,877 SH   DFND 1 50,877 0 0
HAYMAKER ACQUISITION CO-CW22 *W EXP 10/27/202 420870115 240 200,000 SH   DFND 1 2 200,000 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 4,528 127,559 SH   DFND 1 127,559 0 0
HC2 HOLDINGS INC COM 404139107 2,194 358,612 SH   DFND 1 358,612 0 0
HCA HEALTHCARE INC COM 40412C101 430,761 3,102,623 SH   DFND 1 3,088,794 0 13,829
HCA HEALTHCARE INC COM 40412C101 273 1,967 SH   DFND 1 2 1,967 0 0
HCI GROUP INC COM 40416E103 3,195 73,049 SH   DFND 1 72,969 0 80
HCP INC COM 40414L109 182,154 6,931,558 SH   DFND 1 6,907,088 0 24,470
HD SUPPLY HOLDINGS INC COM 40416M105 79,693 1,863,575 SH   DFND 1 1,863,575 0 0
HDFC BANK LTD-ADR ADR REPS 3 SHS 40415F101 1,611 17,130 SH   DFND 1 16,588 0 542
HEALTH INSURANCE INNOVATIO-A COM CL A 42225K106 10,741 174,235 SH   DFND 1 173,809 0 426
HEALTHCARE REALTY TRUST INC COM 421946104 46,319 1,583,019 SH   DFND 1 1,566,109 0 16,910
HEALTHCARE SERVICES GROUP COM 421906108 31,575 777,333 SH   DFND 1 767,371 0 9,962
HEALTHCARE TRUST OF AME-CL A CL A NEW 42225P501 49,729 1,864,622 SH   DFND 1 1,864,622 0 0
HEALTHEQUITY INC COM 42226A107 53,255 564,090 SH   DFND 1 556,776 0 7,314
HEALTHEQUITY INC COM 42226A107 306 3,242 SH   DFND 1 2 3,242 0 0
HEALTHSTREAM INC COM 42222N103 9,936 320,415 SH   DFND 1 320,415 0 0
HEARTLAND EXPRESS INC COM 422347104 10,807 547,765 SH   DFND 1 547,765 0 0
HEARTLAND FINANCIAL USA INC COM 42234Q102 18,002 310,117 SH   DFND 1 310,117 0 0
HEAT BIOLOGICS INC COM NEW 42237K300 245 122,984 SH   DFND 1 122,984 0 0
HECLA MINING CO COM 422704106 12,825 4,596,782 SH   DFND 1 4,596,782 0 0
HEICO CORP COM 422806109 35,553 383,911 SH   DFND 1 383,911 0 0
HEICO CORP-CLASS A CL A 422806208 45,516 602,872 SH   DFND 1 602,872 0 0
HEIDRICK & STRUGGLES INTL COM 422819102 10,411 307,579 SH   DFND 1 307,189 0 390
HELEN OF TROY LTD COM G4388N106 45,738 349,415 SH   DFND 1 345,859 0 3,556
HELIOS AND MATHESON ANALYTIC COM PAR 42327L309 17 1,170,461 SH   DFND 1 1,170,461 0 0
HELIUS MEDICAL TECHNOLOGIES COM CL A 42328V504 1,218 124,504 SH   DFND 1 124,504 0 0
HELIX ENERGY SOLUTIONS GROUP COM 42330P107 13,455 1,361,934 SH   DFND 1 1,361,934 0 0
HELMERICH & PAYNE COM 423452101 95,272 1,387,879 SH   DFND 1 1,381,581 0 6,298
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 2,473 177,292 SH   DFND 1 177,292 0 0
HEMISPHERX BIOPHARMA INC COM NEW 42366C301 17 74,832 SH   DFND 1 74,832 0 0
HENNESSY ADVISORS INC COM 425885100 182 13,164 SH   DFND 1 13,164 0 0
HENNESSY CAPITAL ACQUIS-CW24 *W EXP 06/15/202 42588L113 375 250,000 SH   DFND 1 2 250,000 0 0
HENNESSY CAPITAL ACQUISITION COM 42588L105 8,916 875,000 SH   DFND 1 2 875,000 0 0
HENRY SCHEIN INC COM 806407102 164,980 1,943,772 SH   DFND 1 1,928,673 0 15,099
HERBALIFE NUTRITION LTD COM SHS G4412G101 58,915 1,080,019 SH   DFND 1 1,080,019 0 0
HERC HOLDINGS INC COM 42704L104 12,151 237,343 SH   DFND 1 237,343 0 0
HERITAGE COMMERCE CORP COM 426927109 5,993 401,677 SH   DFND 1 401,677 0 0
HERITAGE FINANCIAL CORP COM 42722X106 12,013 341,771 SH   DFND 1 341,771 0 0
HERITAGE INSURANCE HOLDINGS COM 42727J102 3,407 229,935 SH   DFND 1 229,935 0 0
HERITAGE INSURANCE HOLDINGS COM 42727J102 25 1,748 SH   DFND 1 2 1,748 0 0
HERITAGE-CRYSTAL CLEAN INC COM 42726M106 3,343 156,596 SH   DFND 1 156,596 0 0
HERMAN MILLER INC COM 600544100 31,473 819,611 SH   DFND 1 811,577 0 8,034
HERMAN MILLER INC COM 600544100 282 7,369 SH   DFND 1 2 7,369 0 0
HERON THERAPEUTICS INC COM 427746102 22,940 724,821 SH   DFND 1 724,821 0 0
HERSHA HOSPITALITY TRUST PR SHS BEN INT 427825500 10,497 463,047 SH   DFND 1 463,047 0 0
HERSHEY CO/THE COM 427866108 197,576 1,940,221 SH   DFND 1 1,932,760 0 7,461
HERTZ GLOBAL HOLDINGS INC COM 42806J106 8,840 541,389 SH   DFND 1 541,389 0 0
HESKA CORP COM RESTRC NEW 42805E306 7,972 70,356 SH   DFND 1 70,356 0 0
HESS CORP COM 42809H107 222,647 3,116,448 SH   DFND 1 3,103,550 0 12,898
HEWLETT PACKARD ENTERPRISE COM 42824C109 282,728 17,367,493 SH   DFND 1 17,292,091 0 75,402
HEWLETT PACKARD ENTERPRISE COM 42824C109 692 42,472 SH   DFND 1 2 42,472 0 0
HEXCEL CORP COM 428291108 52,796 787,426 SH   DFND 1 787,426 0 0
HFF INC-CLASS A CL A 40418F108 16,722 393,648 SH   DFND 1 393,648 0 0
HIBBETT SPORTS INC COM 428567101 3,666 195,011 SH   DFND 1 195,011 0 0
HIGHPOINT RESOURCES CORP COM 43114K108 4,942 1,012,882 SH   DFND 1 1,012,882 0 0
HIGHPOWER INTERNATIONAL INC COM 43113X101 41 15,239 SH   DFND 1 15,239 0 0
HIGHWOODS PROPERTIES INC COM 431284108 57,163 1,209,551 SH   DFND 1 1,195,591 0 13,960
HILLENBRAND INC COM 431571108 34,302 655,882 SH   DFND 1 655,882 0 0
HILL-ROM HOLDINGS INC COM 431475102 58,604 620,806 SH   DFND 1 611,638 0 9,168
HILL-ROM HOLDINGS INC COM 431475102 10 111 SH   DFND 1 2 111 0 0
HILLTOP HOLDINGS INC COM 432748101 15,439 765,486 SH   DFND 1 765,486 0 0
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HILTON WORLDWIDE HOLDINGS IN COM 43300A203 238 2,955 SH   DFND 1 2 2,955 0 0
HIMAX TECHNOLOGIES INC-ADR SPONSORED ADR 43289P106 475 80,923 SH   DFND 1 80,923 0 0
HINGHAM INSTITUTION FOR SVGS COM 433323102 3,578 16,279 SH   DFND 1 16,279 0 0
HMS HOLDINGS CORP COM 40425J101 35,819 1,091,740 SH   DFND 1 1,091,740 0 0
HNI CORP COM 404251100 18,942 428,183 SH   DFND 1 421,523 0 6,660
HOLLYFRONTIER CORP COM 436106108 189,657 2,717,008 SH   DFND 1 2,707,890 0 9,118
HOLLYFRONTIER CORP COM 436106108 481 6,895 SH   DFND 1 2 6,895 0 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 1,044 48,865 SH   DFND 1 48,865 0 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 3 165 SH   DFND 1 2 165 0 0
HOLOGIC INC COM 436440101 147,306 3,600,811 SH   DFND 1 3,573,975 0 26,836
HOLOGIC INC COM 436440101 562 13,730 SH   DFND 1 2 13,730 0 0
HOME BANCORP INC COM 43689E107 3,070 70,625 SH   DFND 1 70,625 0 0
HOME BANCSHARES INC COM 436893200 37,508 1,712,726 SH   DFND 1 1,691,045 0 21,681
HOME DEPOT INC COM 437076102 2,645,896 12,798,827 SH   DFND 1 12,738,256 0 60,571
HOMESTREET INC COM 43785V102 7,537 284,449 SH   DFND 1 284,449 0 0
HOMETRUST BANCSHARES INC COM 437872104 5,109 175,274 SH   DFND 1 175,274 0 0
HOMOLOGY MEDICINES INC COM 438083107 2,538 111,061 SH   DFND 1 111,061 0 0
HONDA MOTOR CO LTD-SPONS ADR AMERN SHS 438128308 774 25,752 SH   DFND 1 23,049 0 2,703
HONEYWELL INTERNATIONAL INC COM 438516106 1,489,000 8,965,408 SH   DFND 1 8,927,360 0 38,048
HOOKER FURNITURE CORP COM 439038100 4,078 120,669 SH   DFND 1 120,669 0 0
HOPE BANCORP INC COM 43940T109 21,295 1,316,959 SH   DFND 1 1,316,959 0 0
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HORACE MANN EDUCATORS COM 440327104 17,953 399,864 SH   DFND 1 399,864 0 0
HORIZON BANCORP INC/IN COM 440407104 9,904 501,501 SH   DFND 1 501,501 0 0
HORIZON GLOBAL CORP COM 44052W104 1,093 153,400 SH   DFND 1 153,400 0 0
HORIZON PHARMA PLC SHS G4617B105 34,795 1,777,115 SH   DFND 1 1,777,115 0 0
HORIZON TECHNOLOGY FINANCE C COM 44045A102 138 12,178 SH   DFND 1 12,178 0 0
HORMEL FOODS CORP COM 440452100 143,560 3,650,053 SH   DFND 1 3,635,322 0 14,731
HORNBECK OFFSHORE SERVICES COM 440543106 1,211 206,107 SH   DFND 1 206,107 0 0
HORTONWORKS INC COM 440894103 16,914 741,557 SH   DFND 1 741,557 0 0
HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 64,874 2,249,465 SH   DFND 1 2,225,988 0 23,477
HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 32 1,114 SH   DFND 1 2 1,114 0 0
HOST HOTELS & RESORTS INC COM 44107P104 236,363 11,218,967 SH   DFND 1 11,177,653 0 41,314
HOSTESS BRANDS INC CL A 44109J106 10,885 983,303 SH   DFND 1 983,303 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 7,872 1,124,594 SH   DFND 1 1,124,594 0 0
HOULIHAN LOKEY INC CL A 441593100 16,131 359,042 SH   DFND 1 359,042 0 0
HOULIHAN LOKEY INC CL A 441593100 265 5,905 SH   DFND 1 2 5,905 0 0
HOUSTON AMERICAN ENERGY CORP COM 44183U100 29 135,281 SH   DFND 1 135,281 0 0
HOUSTON WIRE & CABLE CO COM 44244K109 731 94,970 SH   DFND 1 94,970 0 0
HOVNANIAN ENTERPRISES-A CL A 442487203 1,855 1,159,613 SH   DFND 1 1,142,898 0 16,715
HOWARD BANCORP INC COM 442496105 1,794 101,363 SH   DFND 1 101,363 0 0
HOWARD HUGHES CORP/THE COM 44267D107 43,012 346,264 SH   DFND 1 346,264 0 0
HP INC COM 40434L105 510,910 19,861,102 SH   DFND 1 19,771,462 0 89,640
HSBC HOLDINGS PLC-SPONS ADR SPON ADR NEW 404280406 18,283 415,628 SH   DFND 1 412,857 0 2,771
HTG MOLECULAR DIAGNOSTICS COM 40434H104 956 189,493 SH   DFND 1 189,493 0 0
HUAZHU GROUP LTD-ADR SPONSORED ADS 44332N106 11,284 351,186 SH   DFND 1 350,498 0 688
HUB GROUP INC-CL A CL A 443320106 16,000 350,898 SH   DFND 1 350,898 0 0
HUBBELL INC COM 443510607 65,673 491,680 SH   DFND 1 484,283 0 7,397
HUBBELL INC COM 443510607 69 524 SH   DFND 1 2 524 0 0
HUBSPOT INC COM 443573100 52,344 346,769 SH   DFND 1 346,769 0 0
HUBSPOT INC COM 443573100 244 1,623 SH   DFND 1 2 1,623 0 0
HUDBAY MINERALS INC COM 443628102 60 11,872 SH   DFND 1 11,872 0 0
HUDBAY MINERALS INC COM 443628102 322 63,700 SH   DFND 1,2 63,700 0 0
HUDSON GLOBAL INC COM 443787106 161 101,412 SH   DFND 1 101,412 0 0
HUDSON LTD-CLASS A COM CL A G46408103 2,642 117,127 SH   DFND 1 117,127 0 0
HUDSON PACIFIC PROPERTIES IN COM 444097109 60,245 1,841,230 SH   DFND 1 1,841,230 0 0
HUDSON TECHNOLOGIES INC COM 444144109 314 245,824 SH   DFND 1 245,824 0 0
HUMANA INC COM 444859102 552,964 1,636,666 SH   DFND 1 1,629,308 0 7,358
HUMANA INC COM 444859102 383 1,134 SH   DFND 1 2 1,134 0 0
HUNT (JB) TRANSPRT SVCS INC COM 445658107 138,331 1,165,029 SH   DFND 1 1,155,366 0 9,663
HUNT COMPANIES FINANCE TRUST COM 44558T100 314 83,765 SH   DFND 1 83,765 0 0
HUNTER MARITIME ACQUISITIO-W *W EXP 11/17/202 Y37828129 153 664,850 SH   DFND 1 2 664,850 0 0
HUNTINGTON BANCSHARES INC COM 446150104 205,757 13,816,741 SH   DFND 1 13,759,765 0 56,976
HUNTINGTON INGALLS INDUSTRIE COM 446413106 154,734 605,241 SH   DFND 1 603,022 0 2,219
HUNTSMAN CORP COM 447011107 94,325 3,464,025 SH   DFND 1 3,462,372 0 1,653
HUNTSMAN CORP COM 447011107 1,277 46,923 SH   DFND 1 2 46,923 0 0
HURCO COMPANIES INC COM 447324104 4,054 89,898 SH   DFND 1 89,898 0 0
HURCO COMPANIES INC COM 447324104 65 1,459 SH   DFND 1 2 1,459 0 0
HURON CONSULTING GROUP INC COM 447462102 11,847 239,827 SH   DFND 1 239,827 0 0
HUTCHISON CHINA MEDITECH-ADR SPONSORED ADR 44842L103 500 15,546 SH   DFND 1 15,546 0 0
HUTTIG BUILDING PRODUCTS INC COM 448451104 479 113,703 SH   DFND 1 113,703 0 0
HYATT HOTELS CORP - CL A COM CL A 448579102 32,378 406,815 SH   DFND 1 406,815 0 0
HYDROGENICS CORP COM NEW 448883207 89 12,364 SH   DFND 1 12,364 0 0
HYSTER-YALE MATERIALS CL A 449172105 7,074 114,982 SH   DFND 1 114,982 0 0
I3 VERTICALS INC-CLASS A COM CL A 46571Y107 1,127 49,069 SH   DFND 1 49,069 0 0
IAC/INTERACTIVECORP COM 44919P508 149,660 691,091 SH   DFND 1 690,941 0 150
IAMGOLD CORP COM 450913108 101 27,602 SH   DFND 1 27,602 0 0
IBERIABANK CORP COM 450828108 54,570 670,811 SH   DFND 1 670,811 0 0
IBERIABANK CORP COM 450828108 48 600 SH   DFND 1 2 600 0 0
IBIO INC COM NEW 451033203 29 34,266 SH   DFND 1 34,266 0 0
ICAD INC COM NEW 44934S206 212 73,148 SH   DFND 1 73,148 0 0
ICAHN ENTERPRISES LP DEPOSITARY UNIT 451100101 8,850 125,155 SH   DFND 1 125,155 0 0
ICF INTERNATIONAL INC COM 44925C103 15,814 209,601 SH   DFND 1 209,601 0 0
ICHOR HOLDINGS LTD SHS G4740B105 5,208 255,091 SH   DFND 1 255,091 0 0
ICICI BANK LTD-SPON ADR ADR 45104G104 108 12,743 SH   DFND 1 9,771 0 2,972
ICON PLC SHS G4705A100 5,962 38,782 SH   DFND 1 38,782 0 0
ICONIX BRAND GROUP INC COM 451055107 116 376,124 SH   DFND 1 376,124 0 0
ICU MEDICAL INC COM 44930G107 44,457 157,234 SH   DFND 1 154,995 0 2,239
ICU MEDICAL INC COM 44930G107 129 459 SH   DFND 1 2 459 0 0
ID SYSTEMS INC COM 449489103 393 56,581 SH   DFND 1 56,581 0 0
IDACORP INC COM 451107106 50,574 509,673 SH   DFND 1 502,869 0 6,804
IDEAL POWER INC COM 451622104 41 65,278 SH   DFND 1 65,278 0 0
IDENTIV INC COM NEW 45170X205 424 71,264 SH   DFND 1 71,264 0 0
IDERA PHARMACEUTICALS INC COM PAR 45168K405 1,978 222,109 SH   DFND 1 222,109 0 0
IDEX CORP COM 45167R104 117,185 778,300 SH   DFND 1 767,947 0 10,353
IDEXX LABORATORIES INC COM 45168D104 269,454 1,081,268 SH   DFND 1 1,072,728 0 8,540
IDT CORP-CLASS B CL B NEW 448947507 726 136,065 SH   DFND 1 136,065 0 0
IDTI 0.875 11/15/22 NOTE 0.875%11/1 458118AC0 16,530 11,000,000 PRN   DFND 1 2 11,000,000 0 0
IEC ELECTRONICS CORP COM 44949L105 153 29,162 SH   DFND 1 29,162 0 0
IES HOLDINGS INC COM 44951W106 1,820 93,374 SH   DFND 1 93,374 0 0
IFF 6 09/15/21 UNIT 09/15/2021 459506309 1,082 20,000 PRN   DFND 1 2 20,000 0 0
IFRESH INC COM 449538107 57 25,786 SH   DFND 1 25,786 0 0
IHS MARKIT LTD SHS G47567105 244,608 4,541,571 SH   DFND 1 4,523,293 0 18,278
II-VI INC COM 902104108 28,890 610,796 SH   DFND 1 610,796 0 0
IKANG HEALTHCARE GROUP-ADR SPONSORED ADR 45174L108 864 47,786 SH   DFND 1 47,786 0 0
ILLINOIS TOOL WORKS COM 452308109 520,787 3,697,494 SH   DFND 1 3,680,686 0 16,808
ILLUMINA INC COM 452327109 616,994 1,684,300 SH   DFND 1 1,669,598 0 14,702
IMAX CORP COM 45245E109 4,091 158,601 SH   DFND 1 158,601 0 0
IMMERSION CORPORATION COM 452521107 4,750 449,392 SH   DFND 1 449,392 0 0
IMMERSION CORPORATION COM 452521107 687 65,047 SH   DFND 1 2 65,047 0 0
IMMUNE DESIGN CORP COM 45252L103 1,214 351,915 SH   DFND 1 351,241 0 674
IMMUNOGEN INC COM 45253H101 15,348 1,620,786 SH   DFND 1 1,619,934 0 852
IMMUNOMEDICS INC COM 452907108 34,359 1,649,527 SH   DFND 1 1,649,527 0 0
IMMUNOMEDICS INC COM 452907108 32 1,579 SH   DFND 1 2 1,579 0 0
IMPAC MORTGAGE HOLDINGS INC COM NEW 45254P508 885 118,263 SH   DFND 1 118,263 0 0
IMPERIAL OIL LTD COM 453038408 6,651 207,404 SH   DFND 1 207,079 0 325
IMPERIAL OIL LTD COM 453038408 784 24,228 SH   DFND 1,2 24,228 0 0
IMPERVA INC COM 45321L100 16,251 349,879 SH   DFND 1 349,879 0 0
IMPINJ INC COM 453204109 4,626 186,383 SH   DFND 1 186,383 0 0
IMPRIMIS PHARMACEUTICALS INC COM NEW 45323A201 191 68,853 SH   DFND 1 68,853 0 0
INCYTE CORP COM 45337C102 150,301 2,179,791 SH   DFND 1 2,160,679 0 19,112
INCYTE CORP COM 45337C102 988 14,305 SH   DFND 1 2 14,305 0 0
INDEPENDENCE CONTRACT DRILLI COM 453415309 1,394 282,358 SH   DFND 1 282,358 0 0
INDEPENDENCE CONTRACT DRILLI COM 453415309 23 4,793 SH   DFND 1 2 4,793 0 0
INDEPENDENCE HOLDING CO COM NEW 453440307 2,598 72,394 SH   DFND 1 72,394 0 0
INDEPENDENCE REALTY TRUST IN COM 45378A106 11,293 1,072,547 SH   DFND 1 1,072,547 0 0
INDEPENDENT BANK CORP - MICH COM NEW 453838609 5,425 229,405 SH   DFND 1 229,405 0 0
INDEPENDENT BANK CORP/MA COM 453836108 24,563 297,378 SH   DFND 1 297,378 0 0
INDEPENDENT BANK GROUP INC COM 45384B106 15,879 239,512 SH   DFND 1 239,512 0 0
INDIA FUND INC COM 454089103 1,989 89,887 SH   DFND 1 2 89,887 0 0
INDUSTREA ACQUISITION-CW24 *W EXP 08/01/202 45579J112 693 700,000 SH   DFND 1 2 700,000 0 0
INDUSTRIAL LOGISTICS PROPERT COM SHS BEN INT 456237106 5,992 260,422 SH   DFND 1 260,422 0 0
INDUSTRIAL SVCS OF AMERICA COM 456314103 34 15,157 SH   DFND 1 15,157 0 0
INFINERA CORP COM 45667G103 11,664 1,597,895 SH   DFND 1 1,597,895 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 959 354,047 SH   DFND 1 353,721 0 326
INFLARX NV COM N44821101 2,753 80,227 SH   DFND 1 80,227 0 0
INFN 2.125 09/01/24 NOTE 2.125% 9/0 45667GAC7 4,037 4,000,000 PRN   DFND 1 2 4,000,000 0 0
INFORMATION SERVICES GROUP COM 45675Y104 1,206 252,437 SH   DFND 1 252,437 0 0
INFOSYS LTD-SP ADR SPONSORED ADR 456788108 4,019 401,550 SH   DFND 1 396,102 0 5,448
INFRAREIT INC COM 45685L100 9,624 455,065 SH   DFND 1 455,065 0 0
INFRASTRUCTURE AND ENERGY AL COM 45686J104 1,013 96,524 SH   DFND 1 96,524 0 0
INFUSYSTEM HOLDINGS INC COM 45685K102 151 46,642 SH   DFND 1 46,642 0 0
ING GROEP N.V.-SPONSORED ADR SPONSORED ADR 456837103 297 22,923 SH   DFND 1 19,895 0 3,028
INGERSOLL-RAND PLC SHS G47791101 303,949 2,976,790 SH   DFND 1 2,963,652 0 13,138
INGEVITY CORP COM 45688C107 41,821 410,496 SH   DFND 1 410,431 0 65
INGLES MARKETS INC-CLASS A CL A 457030104 8,780 256,370 SH   DFND 1 256,370 0 0
INGLES MARKETS INC-CLASS A CL A 457030104 21 628 SH   DFND 1 2 628 0 0
INGREDION INC COM 457187102 79,263 755,643 SH   DFND 1 745,852 0 9,791
INGREDION INC COM 457187102 928 8,849 SH   DFND 1 2 8,849 0 0
INNERWORKINGS INC COM 45773Y105 3,897 492,115 SH   DFND 1 492,115 0 0
INNODATA INC COM NEW 457642205 106 72,296 SH   DFND 1 72,296 0 0
INNOPHOS HOLDINGS INC COM 45774N108 9,395 211,621 SH   DFND 1 211,297 0 324
INNOSPEC INC COM 45768S105 20,092 261,791 SH   DFND 1 261,791 0 0
INNOVATE BIOPHARMACEUTICALS COM PAR 45782F105 920 134,816 SH   DFND 1 134,816 0 0
INNOVATIVE SOLUTIONS & SUPP COM 45769N105 142 56,144 SH   DFND 1 56,144 0 0
INNOVIVA INC COM 45781M101 11,837 776,738 SH   DFND 1 775,298 0 1,440
INOGEN INC COM 45780L104 45,717 187,273 SH   DFND 1 184,679 0 2,594
INOGEN INC COM 45780L104 415 1,704 SH   DFND 1 2 1,704 0 0
INOVALON HOLDINGS INC - A COM CL A 45781D101 7,218 718,209 SH   DFND 1 718,209 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 4,887 879,129 SH   DFND 1 879,129 0 0
INPHI CORP COM 45772F107 16,351 430,527 SH   DFND 1 430,527 0 0
INSEEGO CORP COM 45782B104 1,373 356,762 SH   DFND 1 356,762 0 0
INSEEGO CORP COM 45782B104 86 22,419 SH   DFND 1 2 22,419 0 0
INSIGHT ENTERPRISES INC COM 45765U103 24,545 453,789 SH   DFND 1 453,789 0 0
INSIGHT ENTERPRISES INC COM 45765U103 58 1,089 SH   DFND 1 2 1,089 0 0
INSIGNIA SYSTEMS INC COM 45765Y105 61 35,506 SH   DFND 1 35,506 0 0
INSMED INC COM PAR $.01 457669307 16,407 811,463 SH   DFND 1 811,463 0 0
INSPERITY INC COM 45778Q107 65,514 555,444 SH   DFND 1 554,676 0 768
INSPERITY INC COM 45778Q107 589 5,000 SH   DFND 1 2 5,000 0 0
INSPIRE MEDICAL SYSTEMS INC COM 457730109 3,411 81,063 SH   DFND 1 81,063 0 0
INSPIRED ENTERTAINMENT INC COM 45782N108 520 85,251 SH   DFND 1 85,251 0 0
INSTALLED BUILDING PRODUCTS COM 45780R101 8,188 209,973 SH   DFND 1 209,973 0 0
INSTEEL INDUSTRIES INC COM 45774W108 6,993 194,901 SH   DFND 1 194,901 0 0
INSTEEL INDUSTRIES INC COM 45774W108 42 1,196 SH   DFND 1 2 1,196 0 0
INSTRUCTURE INC COM 45781U103 10,842 306,287 SH   DFND 1 306,287 0 0
INSULET CORP COM 45784P101 58,463 551,807 SH   DFND 1 551,807 0 0
INSYS THERAPEUTICS INC COM NEW 45824V209 3,147 312,250 SH   DFND 1 311,932 0 318
INTEC PHARMA LTD SHS M53644106 97 17,341 SH   DFND 1 17,341 0 0
INTEGER HOLDINGS CORP COM 45826H109 27,094 326,634 SH   DFND 1 325,879 0 755
INTEGRA LIFESCIENCES HOLDING COM NEW 457985208 45,568 691,794 SH   DFND 1 682,261 0 9,533
INTEGRATED DEVICE TECH INC COM 458118106 65,593 1,395,314 SH   DFND 1 1,377,847 0 17,467
INTEGRATED DEVICE TECH INC COM 458118106 140 2,983 SH   DFND 1 2 2,983 0 0
INTEL CORP COM 458140100 3,052,470 64,652,558 SH   DFND 1 64,188,842 0 463,716
INTEL CORP COM 458140100 1,477 31,249 SH   DFND 1 2 31,249 0 0
INTELLIA THERAPEUTICS INC COM 45826J105 9,779 341,708 SH   DFND 1 341,708 0 0
INTELLICHECK INC COM NEW 45817G201 28 11,261 SH   DFND 1 11,261 0 0
INTELSAT SA COM L5140P101 7,542 251,405 SH   DFND 1 251,405 0 0
INTER PARFUMS INC COM 458334109 12,736 197,614 SH   DFND 1 197,614 0 0
INTERACTIVE BROKERS GRO-CL A COM 45841N107 36,924 667,595 SH   DFND 1 656,904 0 10,691
INTERCEPT PHARMACEUTICALS IN COM 45845P108 30,048 237,799 SH   DFND 1 237,783 0 16
INTERCEPT PHARMACEUTICALS IN COM 45845P108 3 28 SH   DFND 1 2 28 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 460,822 6,166,529 SH   DFND 1 6,137,148 0 29,381
INTERCONTINENTAL HOTELS-ADR SPONSORED ADR 45857P707 598 9,524 SH   DFND 1 8,580 0 944
INTERDIGITAL INC COM 45867G101 29,268 365,861 SH   DFND 1 360,897 0 4,964
INTERFACE INC COM 458665304 15,985 684,600 SH   DFND 1 684,600 0 0
INTERFACE INC COM 458665304 438 18,796 SH   DFND 1 2 18,796 0 0
INTERMOLECULAR INC COM 45882D109 81 69,386 SH   DFND 1 69,386 0 0
INTERNAP CORP COM PAR 45885A409 2,028 160,625 SH   DFND 1 160,282 0 343
INTERNATIONAL BANCSHARES CRP COM 459044103 33,598 746,637 SH   DFND 1 739,211 0 7,426
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 4,705 238,228 SH   DFND 1 238,228 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 113 5,765 SH   DFND 1 2 5,765 0 0
INTERNATIONAL MONEY EXP-CW22 *W EXP 01/19/202 46005L119 435 223,300 SH   DFND 1 2 223,300 0 0
INTERNATIONAL MONEY EXPRESS COM 46005L101 315 26,247 SH   DFND 1 26,247 0 0
INTERNATIONAL PAPER CO COM 460146103 249,436 5,083,554 SH   DFND 1 5,061,109 0 22,445
INTERNATIONAL SEAWAYS INC COM Y41053102 5,686 284,063 SH   DFND 1 284,063 0 0
INTERPACE DIAGNOSTICS GROUP COM NEW 46062X204 209 135,723 SH   DFND 1 135,723 0 0
INTERPUBLIC GROUP OF COS INC COM 460690100 124,076 5,433,843 SH   DFND 1 5,413,378 0 20,465
INTERSECT ENT INC COM 46071F103 8,983 312,468 SH   DFND 1 312,468 0 0
INTERSECTIONS INC COM 460981301 121 67,353 SH   DFND 1 67,353 0 0
INTERXION HOLDING NV SHS N47279109 278 4,132 SH   DFND 1 4,132 0 0
INTEST CORP COM 461147100 280 36,180 SH   DFND 1 36,180 0 0
INTEVAC INC COM 461148108 711 136,793 SH   DFND 1 136,793 0 0
INTL BUSINESS MACHINES CORP COM 459200101 1,774,627 11,756,848 SH   DFND 1 11,707,315 0 49,533
INTL BUSINESS MACHINES CORP COM 459200101 119 791 SH   DFND 1 2 791 0 0
INTL FCSTONE INC COM 46116V105 12,405 256,731 SH   DFND 1 256,731 0 0
INTL FLAVORS & FRAGRANCES COM 459506101 163,118 1,174,545 SH   DFND 1 1,169,685 0 4,860
INTL SPEEDWAY CORP-CL A CL A 460335201 11,270 257,320 SH   DFND 1 254,019 0 3,301
INTRA-CELLULAR THERAPIES INC COM 46116X101 10,825 498,873 SH   DFND 1 498,873 0 0
INTREPID POTASH INC COM 46121Y102 3,466 965,596 SH   DFND 1 965,596 0 0
INTREXON CORP COM 46122T102 13,195 766,317 SH   DFND 1 766,317 0 0
INTRICON CORP COM 46121H109 5,010 89,155 SH   DFND 1 89,155 0 0
INTRICON CORP COM 46121H109 21 389 SH   DFND 1 2 389 0 0
INTUIT INC COM 461202103 815,039 3,590,050 SH   DFND 1 3,563,941 0 26,109
INTUITIVE SURGICAL INC COM NEW 46120E602 832,386 1,452,771 SH   DFND 1 1,441,500 0 11,271
INUVO INC COM NEW 46122W204 66 106,848 SH   DFND 1 106,848 0 0
INVACARE CORP COM 461203101 4,829 331,939 SH   DFND 1 331,939 0 0
INVESCO LTD SHS G491BT108 117,735 5,155,234 SH   DFND 1 5,134,183 0 21,051
INVESCO LTD SHS G491BT108 259 11,332 SH   DFND 1 2 11,332 0 0
INVESCO MORTGAGE CAPITAL COM 46131B100 17,784 1,124,197 SH   DFND 1 1,118,349 0 5,848
INVESCO MUNICIPAL OPPORTUNI COM 46132C107 553 48,344 SH   DFND 1 2 48,344 0 0
INVESTAR HOLDING CORP COM 46134L105 1,931 71,953 SH   DFND 1 71,953 0 0
INVESTMENT TECHNOLOGY GROUP COM 46145F105 6,956 321,189 SH   DFND 1 321,189 0 0
INVESTMENT TECHNOLOGY GROUP COM 46145F105 59 2,768 SH   DFND 1 2 2,768 0 0
INVESTORS BANCORP INC COM 46146L101 35,380 2,883,473 SH   DFND 1 2,883,473 0 0
INVESTORS BANCORP INC COM 46146L101 490 40,000 SH   DFND 1 2 40,000 0 0
INVESTORS REAL ESTATE TRUST SH BEN INT 461730103 7,039 1,177,221 SH   DFND 1 1,177,221 0 0
INVESTORS TITLE CO COM 461804106 2,206 13,140 SH   DFND 1 13,140 0 0
INVH 3 07/01/19 NOTE 3.000% 7/0 85571WAB5 23,720 19,014,000 PRN   DFND 1 2 19,014,000 0 0
INVITAE CORP COM 46185L103 10,160 607,296 SH   DFND 1 607,296 0 0
INVITAE CORP COM 46185L103 62 3,720 SH   DFND 1 2 3,720 0 0
INVITATION HOMES INC COM 46187W107 75,401 3,293,174 SH   DFND 1 3,293,174 0 0
INVIVO THERAPEUTICS HOLDINGS COM PAR 46186M407 20 10,036 SH   DFND 1 10,036 0 0
INVUITY INC COM NEW 46187J205 974 131,742 SH   DFND 1 131,742 0 0
ION GEOPHYSICAL CORP COM NEW 462044207 1,561 100,422 SH   DFND 1 100,422 0 0
ION GEOPHYSICAL CORP COM NEW 462044207 240 15,435 SH   DFND 1 2 15,435 0 0
IONIS PHARMACEUTICALS INC COM 462222100 64,953 1,259,281 SH   DFND 1 1,259,081 0 200
IOVANCE BIOTHERAPEUTICS INC COM 462260100 9,882 878,484 SH   DFND 1 878,484 0 0
IPASS INC COM NEW 46261V306 96 47,435 SH   DFND 1 47,435 0 0
IPG PHOTONICS CORP COM 44980X109 82,518 529,552 SH   DFND 1 527,706 0 1,846
IQIYI INC-ADR SPONSORED ADS 46267X108 2,326 85,938 SH   DFND 1 85,938 0 0
IQVIA HOLDINGS INC COM 46266C105 254,441 1,964,882 SH   DFND 1 1,956,578 0 8,304
IQVIA HOLDINGS INC COM 46266C105 113 877 SH   DFND 1 2 877 0 0
IRADIMED CORP COM 46266A109 1,639 44,132 SH   DFND 1 44,132 0 0
IRDM 6 3/4 PERP S-B PERP PFD CNV B 46269C409 60,016 78,688 PRN   DFND 1 2 78,688 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 22,387 236,503 SH   DFND 1 236,503 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 90 956 SH   DFND 1 2 956 0 0
IRIDEX CORP COM 462684101 246 38,849 SH   DFND 1 38,849 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 22,555 1,002,473 SH   DFND 1 1,002,473 0 0
IROBOT CORP COM 462726100 34,246 311,562 SH   DFND 1 311,562 0 0
IRON MOUNTAIN INC COM 46284V101 125,600 3,644,963 SH   DFND 1 3,630,017 0 14,946
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 28,876 1,564,301 SH   DFND 1 1,564,301 0 0
ISHA CURR HEDGED MSCI EAFE HDG MSCI EAFE 46434V803 3,181 106,261 PRN   DFND 1 106,261 0 0
ISHARES 20 YEAR TREASURY BO 20 YR TR BD ETF 464287432 649 5,537 PRN   DFND 1 2 5,537 0 0
ISHARES CHINA LARGE-CAP ETF CHINA LG-CAP ETF 464287184 483 11,284 PRN   DFND 1 2 11,284 0 0
ISHARES CORE MSCI EMERGING CORE MSCI EMKT 46434G103 13,814 266,793 PRN   DFND 1 266,793 0 0
ISHARES CORE S&P 500 ETF CORE S&P500 ETF 464287200 747 2,556 PRN   DFND 1 2,556 0 0
ISHARES CURRENCY HEDGED MSCI CUR HD EURZN ETF 46434V639 6,762 228,000 PRN   DFND 1 228,000 0 0
ISHARES GLOBAL CLEAN ENERGY GL CLEAN ENE ETF 464288224 129 15,100 PRN   DFND 1 15,100 0 0
ISHARES GLOBAL HEALTHCARE ET GLOB HLTHCRE ETF 464287325 464 7,380 PRN   DFND 1 7,380 0 0
ISHARES IBOXX HIGH YLD CORP IBOXX HI YD ETF 464288513 17 204 PRN   DFND 1 204 0 0
ISHARES IBOXX HIGH YLD CORP IBOXX HI YD ETF 464288513 4,973 57,533 PRN   DFND 1 2 57,533 0 0
ISHARES MSCI EAFE ETF MSCI EAFE ETF 464287465 5,975 87,895 PRN   DFND 1 87,895 0 0
ISHARES MSCI EMERGING MARKET MSCI EMG MKT ETF 464287234 11,397 265,553 PRN   DFND 1 265,553 0 0
ISHARES MSCI EMERGING MARKET MSCI EMG MKT ETF 464287234 2,691 62,703 PRN   DFND 1 2 62,703 0 0
ISHARES MSCI INDIA ETF MSCI INDIA ETF 46429B598 18,565 571,789 PRN   DFND 1 571,789 0 0
ISHARES MSCI MEXICO ETF MSCI MEXICO ETF 464286822 875 17,093 PRN   DFND 1 2 17,093 0 0
ISHARES MSCI SOUTH AFRICA ET MSCI STH AFR ETF 464286780 884 16,487 PRN   DFND 1 2 16,487 0 0
ISHARES MSCI TAIWAN ETF MSCI TAIWAN ETF 46434G772 22,151 587,584 PRN   DFND 1 587,584 0 0
ISHARES RUSSELL 1000 ETF RUS 1000 ETF 464287622 836 5,175 PRN   DFND 1 5,175 0 0
ISORAY INC COM 46489V104 139 269,778 SH   DFND 1 269,778 0 0
ISRAMCO INC COM NEW 465141406 898 7,360 SH   DFND 1 7,360 0 0
ISSUER DIRECT CORP COM NEW 46520M204 549 35,897 SH   DFND 1 35,897 0 0
ISTAR INC COM 45031U101 7,545 675,496 SH   DFND 1 675,496 0 0
ITAU UNIBANCO H-SPON PRF ADR SPON ADR REP PFD 465562106 2,639 240,407 SH   DFND 1 237,899 0 2,508
ITERIS INC COM 46564T107 1,374 255,405 SH   DFND 1 255,405 0 0
ITRON INC COM 465741106 22,922 357,043 SH   DFND 1 357,043 0 0
ITT INC COM 45073V108 50,519 824,680 SH   DFND 1 812,850 0 11,830
ITURAN LOCATION AND CONTROL SHS M6158M104 750 21,812 SH   DFND 1 21,812 0 0
ITURAN LOCATION AND CONTROL SHS M6158M104 57 1,680 SH   DFND 1 2 1,680 0 0
IVY HIGH INCOME OPPORTUNITY COM 465893105 1,474 103,397 SH   DFND 1 2 103,397 0 0
IZEA WORLDWIDE INC COM 46604H105 39 24,901 SH   DFND 1 24,901 0 0
J & J SNACK FOODS CORP COM 466032109 23,786 157,643 SH   DFND 1 157,643 0 0
J ALEXANDER'S HOLDINGS COM 46609J106 1,413 118,816 SH   DFND 1 118,816 0 0
J. JILL INC COM 46620W102 897 145,237 SH   DFND 1 145,237 0 0
J.C. PENNEY CO INC COM 708160106 5,001 3,012,656 SH   DFND 1 3,012,656 0 0
J2 GLOBAL INC COM 48123V102 43,271 522,290 SH   DFND 1 515,073 0 7,217
J2 GLOBAL INC COM 48123V102 65 791 SH   DFND 1 2 791 0 0
JABIL INC COM 466313103 41,687 1,539,433 SH   DFND 1 1,518,454 0 20,979
JABIL INC COM 466313103 166 6,152 SH   DFND 1 2 6,152 0 0
JACK HENRY & ASSOCIATES INC COM 426281101 159,402 996,292 SH   DFND 1 985,871 0 10,421
JACK IN THE BOX INC COM 466367109 26,462 315,665 SH   DFND 1 311,983 0 3,682
JACOBS ENGINEERING GROUP INC COM 469814107 121,615 1,592,534 SH   DFND 1 1,586,427 0 6,107
JAGGED PEAK ENERGY INC COM 47009K107 8,203 593,189 SH   DFND 1 593,189 0 0
JAGGED PEAK ENERGY INC COM 47009K107 4 354 SH   DFND 1 2 354 0 0
JAGUAR HEALTH INC COM NEW 47010C300 25 29,930 SH   DFND 1 29,930 0 0
JAKKS PACIFIC INC COM 47012E106 317 124,489 SH   DFND 1 122,951 0 1,538
JAMES RIVER GROUP HOLDINGS L COM G5005R107 13,012 305,306 SH   DFND 1 305,306 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 37,166 1,378,571 SH   DFND 1 1,355,669 0 22,902
JAPAN SMALLER CAPITALIZATION COM 47109U104 1,937 175,024 SH   DFND 1 2 175,024 0 0
JASON INDUSTRIES INC COM 471172106 280 83,305 SH   DFND 1 83,305 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 95,425 567,951 SH   DFND 1 567,951 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 408 2,430 SH   DFND 1 2 2,430 0 0
JBG SMITH PROPERTIES COM 46590V100 45,314 1,230,357 SH   DFND 1 1,215,745 0 14,612
JD.COM INC-ADR SPON ADR CL A 47215P106 50,258 1,936,223 SH   DFND 1 1,891,562 0 44,661
JEFFERIES FINANCIAL GROUP IN COM 47233W109 82,367 3,757,748 SH   DFND 1 3,742,889 0 14,859
JELD-WEN HOLDING INC COM 47580P103 16,868 684,031 SH   DFND 1 684,031 0 0
JERNIGAN CAPITAL INC COM 476405105 3,039 157,558 SH   DFND 1 157,558 0 0
JETBLUE AIRWAYS CORP COM 477143101 68,940 3,560,990 SH   DFND 1 3,518,749 0 42,241
JM SMUCKER CO/THE COM NEW 832696405 144,351 1,409,391 SH   DFND 1 1,403,112 0 6,279
JM SMUCKER CO/THE COM NEW 832696405 167 1,631 SH   DFND 1 2 1,631 0 0
JOHN B. SANFILIPPO & SON INC COM 800422107 6,532 91,521 SH   DFND 1 91,184 0 337
JOHN BEAN TECHNOLOGIES CORP COM 477839104 36,873 309,083 SH   DFND 1 309,083 0 0
JOHN HANCOCK TAX-ADVANTAGED TAX ADV GLB SH 41013P749 248 33,538 SH   DFND 1 2 33,538 0 0
JOHNSON & JOHNSON COM 478160104 4,637,334 33,623,523 SH   DFND 1 33,480,893 0 142,630
JOHNSON CONTROLS INTERNATION SHS G51502105 369,034 10,565,280 SH   DFND 1 10,516,426 0 48,854
JOHNSON OUTDOORS INC-A CL A 479167108 10,642 114,446 SH   DFND 1 114,446 0 0
JOINT CORP/THE COM 47973J102 478 55,935 SH   DFND 1 55,935 0 0
JOINT CORP/THE COM 47973J102 85 9,955 SH   DFND 1 2 9,955 0 0
JONES ENERGY INC - A CL A NEW 48019R306 117 19,657 SH   DFND 1 19,657 0 0
JONES LANG LASALLE INC COM 48020Q107 62,232 431,484 SH   DFND 1 425,335 0 6,149
JOUNCE THERAPEUTICS INC COM 481116101 880 135,511 SH   DFND 1 135,276 0 235
JOUNCE THERAPEUTICS INC COM 481116101 34 5,272 SH   DFND 1 2 5,272 0 0
JPMORGAN CHASE & CO COM 46625H100 4,365,017 38,759,505 SH   DFND 1 38,582,777 0 176,728
JUNIPER NETWORKS INC COM 48203R104 167,053 5,581,819 SH   DFND 1 5,563,153 0 18,666
JUNIPER NETWORKS INC COM 48203R104 6 204 SH   DFND 1 2 204 0 0
JUST ENERGY GROUP INC COM 48213W101 146 36,931 SH   DFND 1 36,931 0 0
JUST ENERGY GROUP INC COM 48213W101 0 97 SH   DFND 1,2 97 0 0
K12 INC COM 48273U102 12,290 694,383 SH   DFND 1 694,057 0 326
K12 INC COM 48273U102 340 19,210 SH   DFND 1 2 19,210 0 0
K2M GROUP HOLDINGS INC COM 48273J107 11,972 437,423 SH   DFND 1 437,423 0 0
K2M GROUP HOLDINGS INC COM 48273J107 138 5,069 SH   DFND 1 2 5,069 0 0
KADANT INC COM 48282T104 11,641 107,941 SH   DFND 1 107,941 0 0
KADMON HOLDINGS INC COM 48283N106 3,355 1,004,750 SH   DFND 1 1,004,750 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 19,246 176,479 SH   DFND 1 176,479 0 0
KALA PHARMACEUTICALS INC COM 483119103 1,100 111,451 SH   DFND 1 111,451 0 0
KALVISTA PHARMACEUTICALS INC COM 483497103 1,067 48,284 SH   DFND 1 48,284 0 0
KALVISTA PHARMACEUTICALS INC COM 483497103 352 15,961 SH   DFND 1 2 15,961 0 0
KAMADA LTD SHS M6240T109 131 21,224 SH   DFND 1 21,224 0 0
KAMAN CORP COM 483548103 19,172 287,093 SH   DFND 1 287,093 0 0
KANDI TECHNOLOGIES GROUP INC COM 483709101 219 45,300 SH   DFND 1 45,300 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 136,764 1,209,648 SH   DFND 1 1,204,414 0 5,234
KAPSTONE PAPER AND PACKAGING COM 48562P103 29,061 857,018 SH   DFND 1 857,018 0 0
KAR AUCTION SERVICES INC COM 48238T109 112,913 1,891,670 SH   DFND 1 1,891,670 0 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 9,052 531,569 SH   DFND 1 531,569 0 0
KB HOME COM 48666K109 25,618 1,071,442 SH   DFND 1 1,058,477 0 12,965
KB HOME COM 48666K109 1,311 54,870 SH   DFND 1 2 54,870 0 0
KBR INC COM 48242W106 33,550 1,587,794 SH   DFND 1 1,568,287 0 19,507
KEANE GROUP INC COM 48669A108 5,788 467,954 SH   DFND 1 467,954 0 0
KEARNY FINANCIAL CORP/MD COM 48716P108 15,442 1,114,976 SH   DFND 1 1,114,976 0 0
KELLOGG CO COM 487836108 220,315 3,152,314 SH   DFND 1 3,138,673 0 13,641
KELLY SERVICES INC -A CL A 488152208 10,084 419,654 SH   DFND 1 419,654 0 0
KEMET CORP COM NEW 488360207 9,698 522,856 SH   DFND 1 522,856 0 0
KEMPER CORP COM 488401100 50,317 625,456 SH   DFND 1 617,239 0 8,217
KEMPHARM INC COM 488445107 346 72,272 SH   DFND 1 72,272 0 0
KENNAMETAL INC COM 489170100 34,778 798,408 SH   DFND 1 787,381 0 11,027
KENNEDY-WILSON HOLDINGS INC COM 489398107 26,274 1,222,086 SH   DFND 1 1,222,086 0 0
KERYX BIOPHARMACEUTICALS COM 492515101 3,825 1,125,202 SH   DFND 1 1,125,202 0 0
KEURIG DR PEPPER INC COM 49271V100 33,044 1,426,171 SH   DFND 1 1,426,171 0 0
KEWAUNEE SCIENTIFIC CP COM 492854104 264 8,408 SH   DFND 1 8,408 0 0
KEY ENERGY SERVICES INC COM 49309J103 1,074 93,944 SH   DFND 1 93,944 0 0
KEY TRONIC CORP COM 493144109 269 35,271 SH   DFND 1 35,271 0 0
KEYCORP COM 493267108 248,472 12,516,893 SH   DFND 1 12,461,141 0 55,752
KEYSIGHT TECHNOLOGIES IN COM 49338L103 119,674 1,806,755 SH   DFND 1 1,781,449 0 25,306
KEYW HOLDING CORP/THE COM 493723100 4,199 484,885 SH   DFND 1 484,885 0 0
KEZAR LIFE SCIENCES INC COM 49372L100 548 25,605 SH   DFND 1 25,605 0 0
KFORCE INC COM 493732101 15,028 399,700 SH   DFND 1 399,700 0 0
KFORCE INC COM 493732101 258 6,865 SH   DFND 1 2 6,865 0 0
KILROY REALTY CORP COM 49427F108 83,753 1,168,274 SH   DFND 1 1,154,682 0 13,592
KIMBALL ELECTRONICS INC COM 49428J109 7,219 367,420 SH   DFND 1 367,420 0 0
KIMBALL INTERNATIONAL-B CL B 494274103 11,528 688,256 SH   DFND 1 688,256 0 0
KIMBERLY-CLARK CORP COM 494368103 433,948 3,826,403 SH   DFND 1 3,808,590 0 17,813
KIMCO REALTY CORP COM 49446R109 110,385 6,604,044 SH   DFND 1 6,582,454 0 21,590
KINDER MORGAN INC COM 49456B101 384,637 21,738,836 SH   DFND 1 21,638,384 0 100,452
KINDER MORGAN INC COM 49456B101 274 15,491 SH   DFND 1 2 15,491 0 0
KINDRED BIOSCIENCES INC COM 494577109 4,665 334,411 SH   DFND 1 334,411 0 0
KINGOLD JEWELRY INC COM NEW 49579A204 26 26,949 SH   DFND 1 26,949 0 0
KINGSTONE COS INC COM 496719105 1,562 82,256 SH   DFND 1 82,256 0 0
KINIKSA PHARMACEUTICALS-A COM CL A G5269C101 2,476 97,123 SH   DFND 1 97,123 0 0
KINROSS GOLD CORP COM 496902404 2,485 920,337 SH   DFND 1 919,727 0 610
KINSALE CAPITAL GROUP INC COM 49714P108 13,575 212,581 SH   DFND 1 212,581 0 0
KIRBY CORP COM 497266106 41,893 509,349 SH   DFND 1 502,072 0 7,277
KIRKLAND LAKE GOLD LTD COM 49741E100 253 13,383 SH   DFND 1 13,383 0 0
KIRKLAND'S INC COM 497498105 1,447 143,461 SH   DFND 1 143,461 0 0
KITE REALTY GROUP TRUST COM NEW 49803T300 17,312 1,039,812 SH   DFND 1 1,039,812 0 0
KKR & CO INC -A CL A 48251W104 94,520 3,466,090 SH   DFND 1 3,466,090 0 0
KKR REAL ESTATE FINANCE TRUS COM 48251K100 5,473 271,384 SH   DFND 1 271,384 0 0
KKR REAL ESTATE FINANCE TRUS COM 48251K100 21 1,083 SH   DFND 1 2 1,083 0 0
KLA-TENCOR CORP COM 482480100 227,669 2,241,672 SH   DFND 1 2,226,030 0 15,642
KLA-TENCOR CORP COM 482480100 778 7,653 SH   DFND 1 2 7,653 0 0
KLX ENERGY SERVICES HOLDING COM 48253L106 9,744 304,427 SH   DFND 1 304,364 0 63
KLX ENERGY SERVICES HOLDING COM 48253L106 128 4,000 SH   DFND 1 2 4,000 0 0
KLX INC COM 482539103 33,719 537,105 SH   DFND 1 531,703 0 5,402
KLX INC COM 482539103 627 10,000 SH   DFND 1 2 10,000 0 0
KMG CHEMICALS INC COM 482564101 9,496 125,683 SH   DFND 1 125,683 0 0
KMG CHEMICALS INC COM 482564101 137 1,817 SH   DFND 1 2 1,817 0 0
KNIGHT-SWIFT TRANSPORTATION CL A 499049104 43,117 1,251,234 SH   DFND 1 1,233,926 0 17,308
KNOLL INC COM NEW 498904200 11,996 511,577 SH   DFND 1 510,597 0 980
KNOLL INC COM NEW 498904200 285 12,193 SH   DFND 1 2 12,193 0 0
KNOWLES CORP COM 49926D109 14,477 871,062 SH   DFND 1 871,062 0 0
KOHLS CORP COM 500255104 205,529 2,760,074 SH   DFND 1 2,750,460 0 9,614
KOHLS CORP COM 500255104 97 1,312 SH   DFND 1 2 1,312 0 0
KONA GRILL INC COM 50047H201 119 52,010 SH   DFND 1 52,010 0 0
KONINKLIJKE PHILIPS NVR- NY NY REG SH NEW 500472303 602 13,231 SH   DFND 1 11,691 0 1,540
KOPIN CORP COM 500600101 1,488 615,055 SH   DFND 1 615,055 0 0
KOPPERS HOLDINGS INC COM 50060P106 6,368 204,437 SH   DFND 1 204,437 0 0
KORN/FERRY INTERNATIONAL COM NEW 500643200 31,985 649,590 SH   DFND 1 649,590 0 0
KORN/FERRY INTERNATIONAL COM NEW 500643200 1,247 25,327 SH   DFND 1 2 25,327 0 0
KORNIT DIGITAL LTD SHS M6372Q113 622 28,426 SH   DFND 1 28,426 0 0
KOSMOS ENERGY LTD SHS G5315B107 20,327 2,174,015 SH   DFND 1 2,174,015 0 0
KOSMOS ENERGY LTD SHS G5315B107 40 4,308 SH   DFND 1 2 4,308 0 0
KRAFT HEINZ CO/THE COM 500754106 415,714 7,557,068 SH   DFND 1 7,466,227 0 90,841
KRAFT HEINZ CO/THE COM 500754106 97 1,777 SH   DFND 1 2 1,777 0 0
KRATON CORP COM 50077C106 20,920 443,702 SH   DFND 1 443,702 0 0
KRATOS DEFENSE & SECURITY COM NEW 50077B207 13,788 932,944 SH   DFND 1 932,944 0 0
KROGER CO COM 501044101 323,573 11,134,068 SH   DFND 1 11,093,150 0 40,918
KRONOS WORLDWIDE INC COM 50105F105 3,627 223,241 SH   DFND 1 221,917 0 1,324
KRONOS WORLDWIDE INC COM 50105F105 80 4,976 SH   DFND 1 2 4,976 0 0
KRYSTAL BIOTECH INC COM 501147102 641 36,466 SH   DFND 1 36,466 0 0
KULICKE & SOFFA INDUSTRIES COM 501242101 12,671 531,517 SH   DFND 1 531,517 0 0
KULICKE & SOFFA INDUSTRIES COM 501242101 508 21,338 SH   DFND 1 2 21,338 0 0
KURA ONCOLOGY INC COM 50127T109 5,439 310,805 SH   DFND 1 310,805 0 0
KVH INDUSTRIES INC COM 482738101 1,780 135,897 SH   DFND 1 135,897 0 0
L BRANDS INC COM 501797104 87,192 2,882,036 SH   DFND 1 2,869,678 0 12,358
L3 TECHNOLOGIES INC COM 502413107 200,435 944,479 SH   DFND 1 940,466 0 4,013
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 4,430 220,114 SH   DFND 1 220,114 0 0
LABORATORY CRP OF AMER HLDGS COM NEW 50540R409 225,293 1,299,561 SH   DFND 1 1,294,340 0 5,221
LABORATORY CRP OF AMER HLDGS COM NEW 50540R409 116 673 SH   DFND 1 2 673 0 0
LADDER CAPITAL CORP-REIT CL A 505743104 18,813 1,110,601 SH   DFND 1 1,110,601 0 0
LADENBURG THALMANN FINANCIAL COM 50575Q102 2,401 889,463 SH   DFND 1 889,463 0 0
LAKELAND BANCORP INC COM 511637100 8,873 491,580 SH   DFND 1 491,580 0 0
LAKELAND FINANCIAL CORP COM 511656100 12,735 273,989 SH   DFND 1 273,989 0 0
LAKELAND INDUSTRIES INC COM 511795106 504 37,914 SH   DFND 1 37,914 0 0
LAM RESEARCH CORP COM 512807108 321,512 2,122,879 SH   DFND 1 2,107,055 0 15,824
LAM RESEARCH CORP COM 512807108 243 1,604 SH   DFND 1 2 1,604 0 0
LAMAR ADVERTISING CO-A CL A 512816109 66,579 855,776 SH   DFND 1 844,351 0 11,425
LAMB WESTON HOLDINGS INC COM 513272104 90,787 1,363,178 SH   DFND 1 1,343,075 0 20,103
LANCASTER COLONY CORP COM 513847103 33,309 223,238 SH   DFND 1 220,605 0 2,633
LANDCADIA HOLDINGS INC-CW23 *W EXP 06/01/202 51476W115 23 19,500 SH   DFND 1 2 19,500 0 0
LANDEC CORP COM 514766104 3,793 263,469 SH   DFND 1 263,469 0 0
LANDMARK INFRASTRUCTURE PART COM UNIT LTD 51508J108 167 12,077 SH   DFND 1 12,077 0 0
LANDS' END INC COM 51509F105 2,902 165,389 SH   DFND 1 165,262 0 127
LANDSTAR SYSTEM INC COM 515098101 52,060 426,724 SH   DFND 1 421,177 0 5,547
LANDSTAR SYSTEM INC COM 515098101 32 269 SH   DFND 1 2 269 0 0
LANNETT CO INC COM 516012101 1,328 279,624 SH   DFND 1 279,484 0 140
LANTHEUS HOLDINGS INC COM 516544103 5,561 372,004 SH   DFND 1 372,004 0 0
LANTRONIX INC COM NEW 516548203 227 55,826 SH   DFND 1 55,826 0 0
LANTRONIX INC COM NEW 516548203 65 16,157 SH   DFND 1 2 16,157 0 0
LAREDO PETROLEUM INC COM 516806106 11,628 1,423,294 SH   DFND 1 1,423,294 0 0
LAREDO PETROLEUM INC COM 516806106 140 17,250 SH   DFND 1 2 17,250 0 0
LAS VEGAS SANDS CORP COM 517834107 185,248 3,124,331 SH   DFND 1 3,124,331 0 0
LAS VEGAS SANDS CORP COM 517834107 208 3,520 SH   DFND 1 2 3,520 0 0
LASALLE HOTEL PROPERTIES COM SH BEN INT 517942108 47,962 1,386,610 SH   DFND 1 1,371,310 0 15,300
LATTICE SEMICONDUCTOR CORP COM 518415104 12,078 1,509,771 SH   DFND 1 1,509,771 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 14 1,819 SH   DFND 1 2 1,819 0 0
LAUREATE EDUCATION INC-A CL A 518613203 10,281 665,877 SH   DFND 1 665,877 0 0
LAWSON PRODUCTS INC COM 520776105 1,911 56,378 SH   DFND 1 56,378 0 0
LAZARD LTD-CL A SHS A G54050102 62,591 1,299,431 SH   DFND 1 1,298,621 0 810
LAZARD LTD-CL A SHS A G54050102 669 13,920 SH   DFND 1 2 13,920 0 0
LA-Z-BOY INC COM 505336107 21,071 666,835 SH   DFND 1 666,835 0 0
LCI INDUSTRIES COM 50189K103 20,131 243,135 SH   DFND 1 243,135 0 0
LCNB CORPORATION COM 50181P100 1,853 99,401 SH   DFND 1 99,401 0 0
LCNB CORPORATION COM 50181P100 21 1,127 SH   DFND 1 2 1,127 0 0
LEAF GROUP LTD COM 52177G102 1,449 144,913 SH   DFND 1 143,276 0 1,637
LEAF GROUP LTD COM 52177G102 34 3,465 SH   DFND 1 2 3,465 0 0
LEAP THERAPEUTICS INC COM 52187K101 296 38,117 SH   DFND 1 38,117 0 0
LEAR CORP COM NEW 521865204 103,478 714,059 SH   DFND 1 714,059 0 0
LEAR CORP COM NEW 521865204 747 5,152 SH   DFND 1 2 5,152 0 0
LEE ENTERPRISES COM 523768109 841 317,665 SH   DFND 1 317,665 0 0
LEE ENTERPRISES COM 523768109 180 68,257 SH   DFND 1 2 68,257 0 0
LEGACY ACQUISITION CORP-CW22 *W EXP 11/30/202 524643111 287 700,000 SH   DFND 1 2 700,000 0 0
LEGACY RESERVES INC COM 524706108 195 40,309 SH   DFND 1 40,309 0 0
LEGACYTEXAS FINANCIAL GROUP COM 52471Y106 21,671 508,719 SH   DFND 1 508,719 0 0
LEGG MASON INC COM 524901105 24,696 790,781 SH   DFND 1 779,237 0 11,544
LEGG MASON INC COM 524901105 669 21,450 SH   DFND 1 2 21,450 0 0
LEGGETT & PLATT INC COM 524660107 86,048 1,968,039 SH   DFND 1 1,961,070 0 6,969
LEIDOS HOLDINGS INC COM 525327102 95,193 1,377,364 SH   DFND 1 1,356,165 0 21,199
LEIDOS HOLDINGS INC COM 525327102 30 446 SH   DFND 1 2 446 0 0
LEMAITRE VASCULAR INC COM 525558201 6,999 180,668 SH   DFND 1 180,668 0 0
LENDINGCLUB CORP COM 52603A109 14,185 3,655,971 SH   DFND 1 3,655,971 0 0
LENDINGTREE INC COM 52603B107 26,068 113,290 SH   DFND 1 112,286 0 1,004
LENNAR CORP - B SHS CL B 526057302 2,008 52,157 SH   DFND 1 50,692 0 1,465
LENNAR CORP - B SHS CL B 526057302 1,867 48,500 SH   DFND 1 2 48,500 0 0
LENNAR CORP-A CL A 526057104 166,280 3,567,999 SH   DFND 1 3,553,052 0 14,947
LENNAR CORP-A CL A 526057104 398 8,544 SH   DFND 1 2 8,544 0 0
LENNOX INTERNATIONAL INC COM 526107107 69,383 317,928 SH   DFND 1 313,036 0 4,892
LEO HOLDINGS CORP UNIT 99/99/9999 G5463L121 3,587 350,000 SH   DFND 1 2 350,000 0 0
LEXICON PHARMACEUTICALS INC COM NEW 528872302 5,883 551,421 SH   DFND 1 551,421 0 0
LEXINGTON REALTY TRUST COM 529043101 17,756 2,139,392 SH   DFND 1 2,139,392 0 0
LGI HOMES INC COM 50187T106 9,211 194,170 SH   DFND 1 194,170 0 0
LGIH 4.25 11/15/19 NOTE 4.250%11/1 50187TAB2 18,837 8,561,000 PRN   DFND 1 2 8,561,000 0 0
LHC GROUP INC COM 50187A107 31,418 305,066 SH   DFND 1 305,066 0 0
LIBBEY INC COM 529898108 1,290 147,452 SH   DFND 1 147,452 0 0
LIBERTY BROADBAND-A COM SER A 530307107 21,131 250,580 SH   DFND 1 250,580 0 0
LIBERTY BROADBAND-C COM SER C 530307305 109,094 1,294,784 SH   DFND 1 1,294,784 0 0
LIBERTY EXPEDIA HOLD-A SER A COM 53046P109 27,332 581,055 SH   DFND 1 579,489 0 1,566
LIBERTY GLOBAL PLC- C SHS CL C G5480U120 121,434 4,315,828 SH   DFND 1 4,289,670 0 26,158
LIBERTY GLOBAL PLC- C SHS CL C G5480U120 107 3,820 SH   DFND 1 2 3,820 0 0
LIBERTY GLOBAL PLC-A SHS CL A G5480U104 55,969 1,935,964 SH   DFND 1 1,926,177 0 9,787
LIBERTY LATIN AMERIC-CL A COM CL A G9001E102 9,643 462,763 SH   DFND 1 462,763 0 0
LIBERTY LATIN AMERIC-CL C COM CL C G9001E128 24,367 1,181,182 SH   DFND 1 1,181,182 0 0
LIBERTY MEDIA CORP-BRAVES A COM A BRAVES GRP 531229706 2,882 105,647 SH   DFND 1 105,647 0 0
LIBERTY MEDIA CORP-BRAVES C COM C BRAVES GRP 531229888 10,236 375,660 SH   DFND 1 375,660 0 0
LIBERTY MEDIA CORP-LIBERTY-A COM SER A FRMLA 531229870 9,103 255,852 SH   DFND 1 255,852 0 0
LIBERTY MEDIA CORP-LIBERTY-C COM SER C FRMLA 531229854 73,371 1,974,195 SH   DFND 1 1,974,195 0 0
LIBERTY MEDIA COR-SIRIUSXM A COM A SIRIUSXM 531229409 43,020 990,779 SH   DFND 1 990,779 0 0
LIBERTY MEDIA COR-SIRIUSXM C COM C SIRIUSXM 531229607 80,093 1,844,580 SH   DFND 1 1,844,580 0 0
LIBERTY MEDIA COR-SIRIUSXM C COM C SIRIUSXM 531229607 162 3,731 SH   DFND 1 2 3,731 0 0
LIBERTY OILFIELD SERVICES -A COM CL A 53115L104 9,893 458,680 SH   DFND 1 458,680 0 0
LIBERTY PROPERTY TRUST SH BEN INT 531172104 77,480 1,834,784 SH   DFND 1 1,814,822 0 19,962
LIBERTY TRIPADVISOR HDG-A COM SER A 531465102 13,889 935,315 SH   DFND 1 933,882 0 1,433
LIBERTY TRIPADVISOR HDG-A COM SER A 531465102 328 22,150 SH   DFND 1 2 22,150 0 0
LIFE STORAGE INC COM 53223X107 55,854 586,953 SH   DFND 1 580,659 0 6,294
LIFE STORAGE INC COM 53223X107 54 574 SH   DFND 1 2 574 0 0
LIFEPOINT HEALTH INC COM 53219L109 25,622 397,866 SH   DFND 1 392,645 0 5,221
LIFEPOINT HEALTH INC COM 53219L109 138 2,158 SH   DFND 1 2 2,158 0 0
LIFETIME BRANDS INC COM 53222Q103 1,239 113,694 SH   DFND 1 113,694 0 0
LIFEVANTAGE CORP COM NEW 53222K205 1,014 92,291 SH   DFND 1 92,291 0 0
LIFEWAY FOODS INC COM 531914109 101 38,028 SH   DFND 1 38,028 0 0
LIGAND PHARMACEUTICALS COM NEW 53220K504 62,498 227,691 SH   DFND 1 227,691 0 0
LIGHTBRIDGE CORP COM NEW 53224K203 30 32,587 SH   DFND 1 32,587 0 0
LIGHTPATH TECHNOLOGIES INC-A CL A NEW 532257805 179 88,989 SH   DFND 1 88,989 0 0
LILIS ENERGY INC COM NEW 532403201 1,846 376,890 SH   DFND 1 376,890 0 0
LIMELIGHT NETWORKS INC COM 53261M104 5,963 1,187,993 SH   DFND 1 1,187,993 0 0
LIMONEIRA CO COM 532746104 3,914 149,907 SH   DFND 1 149,907 0 0
LINCOLN EDUCATIONAL SERVICES COM 533535100 251 111,083 SH   DFND 1 111,083 0 0
LINCOLN ELECTRIC HOLDINGS COM 533900106 68,043 728,208 SH   DFND 1 718,908 0 9,300
LINCOLN NATIONAL CORP COM 534187109 182,007 2,695,120 SH   DFND 1 2,683,443 0 11,677
LINCOLN NATIONAL CORP COM 534187109 415 6,140 SH   DFND 1 2 6,140 0 0
LINDBLAD EXPEDITIONS HOLDING COM 535219109 4,063 273,275 SH   DFND 1 273,275 0 0
LINDSAY CORP COM 535555106 10,975 109,496 SH   DFND 1 109,496 0 0
LINTA 3.5 01/15/31 DEB 3.500% 1/1 530715AN1 15,164 22,000,000 PRN   DFND 1 2 22,000,000 0 0
LIONS GATE ENTERTAINMENT-A CL A VTG 535919401 15,065 617,711 SH   DFND 1 617,711 0 0
LIONS GATE ENTERTAINMENT-B CL B NON VTG 535919500 21,516 923,465 SH   DFND 1 923,465 0 0
LIPOCINE INC COM 53630X104 144 104,428 SH   DFND 1 104,428 0 0
LIQTECH INTERNATIONAL INC COM 53632A102 609 367,413 SH   DFND 1 367,413 0 0
LIQUIDIA TECHNOLOGIES INC COM 53635D202 901 32,866 SH   DFND 1 32,866 0 0
LIQUIDITY SERVICES INC COM 53635B107 1,544 243,229 SH   DFND 1 243,229 0 0
LITHIA MOTORS INC-CL A CL A 536797103 18,704 229,050 SH   DFND 1 229,050 0 0
LITTELFUSE INC COM 537008104 46,953 237,270 SH   DFND 1 233,886 0 3,384
LITTELFUSE INC COM 537008104 30 155 SH   DFND 1 2 155 0 0
LIVANOVA PLC SHS G5509L101 69,242 558,539 SH   DFND 1 551,978 0 6,561
LIVE NATION ENTERTAINMENT IN COM 538034109 66,130 1,215,020 SH   DFND 1 1,196,390 0 18,630
LIVE OAK BANCSHARES INC COM 53803X105 7,855 293,106 SH   DFND 1 293,106 0 0
LIVE VENTURES INC COM NEW 538142308 130 14,842 SH   DFND 1 14,842 0 0
LIVEPERSON INC COM 538146101 16,117 621,104 SH   DFND 1 621,104 0 0
LIVEXLIVE MEDIA INC COM NEW 53839L208 593 151,479 SH   DFND 1 151,479 0 0
LKQ CORP COM 501889208 124,563 3,940,385 SH   DFND 1 3,924,087 0 16,298
LKQ CORP COM 501889208 300 9,496 SH   DFND 1 2 9,496 0 0
LLOYDS BANKING GROUP PLC-ADR SPONSORED ADR 539439109 616 202,778 SH   DFND 1 192,221 0 10,557
LLOYDS BANKING GROUP PLC-ADR SPONSORED ADR 539439109 92 30,539 SH   DFND 1 2 30,539 0 0
LMRK 0 PERP S-C 7% CNV PFD UNT C 51508J405 2,079 90,208 PRN   DFND 1 2 90,208 0 0
LOCKHEED MARTIN CORP COM 539830109 942,889 2,731,049 SH   DFND 1 2,718,355 0 12,694
LOEWS CORP COM 540424108 202,238 4,032,592 SH   DFND 1 4,018,345 0 14,247
LOEWS CORP COM 540424108 98 1,962 SH   DFND 1 2 1,962 0 0
LOGITECH INTERNATIONAL-REG SHS H50430232 5,328 119,154 SH   DFND 1 119,154 0 0
LOGMEIN INC COM 54142L109 46,886 526,226 SH   DFND 1 519,227 0 6,999
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LOVESAC CO/THE COM 54738L109 553 22,169 SH   DFND 1 22,169 0 0
LOWE'S COS INC COM 548661107 1,100,951 9,607,269 SH   DFND 1 9,564,249 0 43,020
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MADRIGAL PHARMACEUTICALS INC COM 558868105 18,380 85,838 SH   DFND 1 85,838 0 0
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MAGNOLIA OIL & GAS CORP *W EXP 07/31/202 559663117 10,692 2,275,000 SH   DFND 1 2 2,275,000 0 0
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MAJESCO COM 56068V102 521 69,097 SH   DFND 1 69,097 0 0
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MALLINCKRODT PLC SHS G5785G107 25,986 886,618 SH   DFND 1 875,293 0 11,325
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MAMMOTH ENERGY SERVICES INC COM 56155L108 4,411 151,603 SH   DFND 1 151,603 0 0
MANCHESTER UNITED PLC-CL A ORD CL A G5784H106 280 12,473 SH   DFND 1 2 12,473 0 0
MANHATTAN ASSOCIATES INC COM 562750109 37,513 687,063 SH   DFND 1 678,188 0 8,875
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MARCHEX INC-CLASS B CL B 56624R108 456 164,240 SH   DFND 1 163,055 0 1,185
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MARRONE BIO INNOVATIONS INC COM 57165B106 767 419,151 SH   DFND 1 419,151 0 0
MARSH & MCLENNAN COS COM 571748102 513,361 6,217,625 SH   DFND 1 6,191,752 0 25,873
MARTEN TRANSPORT LTD COM 573075108 8,815 418,792 SH   DFND 1 418,792 0 0
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MARTIN MIDSTREAM PARTNERS LP UNIT L P INT 573331105 261 22,574 SH   DFND 1 22,574 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 108,226 5,611,383 SH   DFND 1 5,610,483 0 900
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MASCO CORP COM 574599106 130,339 3,568,268 SH   DFND 1 3,551,714 0 16,554
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MASIMO CORP COM 574795100 59,455 477,400 SH   DFND 1 469,909 0 7,491
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MATADOR RESOURCES CO COM 576485205 33,814 1,023,134 SH   DFND 1 1,009,156 0 13,978
MATCH GROUP INC COM 57665R106 29,474 508,972 SH   DFND 1 508,972 0 0
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MATERION CORP COM 576690101 11,846 195,818 SH   DFND 1 195,818 0 0
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MATLIN AND PARTNERS ACQ-CW21 *W EXP 05/28/202 57682V114 1,745 2,327,731 SH   DFND 1 2 2,327,731 0 0
MATLIN AND PARTNERS ACQUISIT UNIT 05/28/2021A 57682V205 1,057 100,000 SH   DFND 1 2 100,000 0 0
MATRIX SERVICE CO COM 576853105 8,836 358,466 SH   DFND 1 358,466 0 0
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MATSON INC COM 57686G105 16,367 412,914 SH   DFND 1 412,914 0 0
MATTEL INC COM 577081102 72,140 4,602,796 SH   DFND 1 4,585,040 0 17,756
MATTHEWS INTL CORP-CLASS A CL A 577128101 16,806 335,129 SH   DFND 1 335,129 0 0
MAUI LAND & PINEAPPLE CO COM 577345101 1,290 100,848 SH   DFND 1 100,848 0 0
MAXAR TECHNOLOGIES LTD COM 57778L103 5,539 168,208 SH   DFND 1 168,208 0 0
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MAXLINEAR INC COM 57776J100 12,312 619,333 SH   DFND 1 619,333 0 0
MAXWELL TECHNOLOGIES INC COM 577767106 1,411 404,444 SH   DFND 1 404,444 0 0
MAZOR ROBOTICS LTD-SPON ADR SPONSORED ADS 57886P103 908 15,577 SH   DFND 1 15,577 0 0
MB FINANCIAL INC COM 55264U108 40,653 881,664 SH   DFND 1 870,304 0 11,360
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MBIA INC COM 55262C100 9,731 910,362 SH   DFND 1 910,362 0 0
MBT FINANCIAL CORP COM 578877102 1,850 163,801 SH   DFND 1 163,801 0 0
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MCCLATCHY CO-CLASS A CL A NEW 579489303 291 34,203 SH   DFND 1 34,203 0 0
MCCORMICK & CO-NON VTG SHRS COM NON VTG 579780206 204,257 1,553,177 SH   DFND 1 1,546,763 0 6,414
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MCHP 1.625 02/15/25 NOTE 1.625% 2/1 595017AD6 30,270 20,000,000 PRN   DFND 1 2 20,000,000 0 0
MCHP 2.25 02/15/37 NOTE 2.250% 2/1 595017AH7 9,491 9,000,000 PRN   DFND 1 2 9,000,000 0 0
MCKESSON CORP COM 58155Q103 329,816 2,490,967 SH   DFND 1 2,480,315 0 10,652
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MDC HOLDINGS INC COM 552676108 13,117 443,443 SH   DFND 1 443,443 0 0
MDC PARTNERS INC-A CL A SUB VTG 552697104 1,023 246,696 SH   DFND 1 246,696 0 0
MDCO 2.5 01/15/22 NOTE 2.500% 1/1 584688AE5 1,074 1,000,000 PRN   DFND 1 2 1,000,000 0 0
MDU RESOURCES GROUP INC COM 552690109 65,861 2,563,704 SH   DFND 1 2,537,238 0 26,466
MECHEL PJSC-SPONSORED ADR SPONSORED ADR NE 583840608 42 13,492 SH   DFND 1 13,492 0 0
MEDEQUITIES REALTY TRUST INC COM 58409L306 2,818 290,014 SH   DFND 1 290,014 0 0
MEDEQUITIES REALTY TRUST INC COM 58409L306 383 39,422 SH   DFND 1 2 39,422 0 0
MEDICAL PROPERTIES TRUST INC COM 58463J304 56,546 3,792,507 SH   DFND 1 3,743,226 0 49,281
MEDICAL TRANSCRIPTION BILLIN COM 58464J105 159 30,694 SH   DFND 1 30,694 0 0
MEDICINES COMPANY COM 584688105 21,540 720,163 SH   DFND 1 720,163 0 0
MEDICINOVA INC COM NEW 58468P206 4,898 392,190 SH   DFND 1 392,190 0 0
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MEDIFAST INC COM 58470H101 34,167 154,220 SH   DFND 1 154,220 0 0
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MEDIWOUND LTD ORD SHS M68830104 87 14,279 SH   DFND 1 14,279 0 0
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MEDNAX INC COM 58502B106 43,314 928,307 SH   DFND 1 915,693 0 12,614
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MEDPACE HOLDINGS INC COM 58506Q109 714 11,921 SH   DFND 1 2 11,921 0 0
MEDTRONIC PLC SHS G5960L103 1,487,511 15,152,077 SH   DFND 1 15,079,192 0 72,885
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MELCO RESORTS & ENTERT-ADR ADR 585464100 19,306 922,131 SH   DFND 1 922,131 0 0
MELCO RESORTS & ENTERT-ADR ADR 585464100 199 9,434 SH   DFND 1 2 9,434 0 0
MELINTA THERAPEUTICS INC COM 58549G100 1,601 405,416 SH   DFND 1 405,416 0 0
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MENLO THERAPEUTICS INC COM 586858102 795 80,779 SH   DFND 1 80,779 0 0
MERCADOLIBRE INC COM 58733R102 11,692 34,601 SH   DFND 1 32,509 0 2,092
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MERCK & CO. INC. COM 58933Y105 2,181,553 30,812,489 SH   DFND 1 30,670,880 0 141,609
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MERIDIAN BIOSCIENCE INC COM 589584101 12,294 825,167 SH   DFND 1 822,302 0 2,865
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MERIT MEDICAL SYSTEMS INC COM 589889104 34,474 561,020 SH   DFND 1 561,020 0 0
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MERUS NV COM N5749R100 249 12,614 SH   DFND 1 12,614 0 0
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METLIFE INC COM 59156R108 539,211 11,562,000 SH   DFND 1 11,506,499 0 55,501
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METTLER-TOLEDO INTERNATIONAL COM 592688105 197,909 325,566 SH   DFND 1 324,274 0 1,292
MFA FINANCIAL INC COM 55272X102 51,062 6,947,332 SH   DFND 1 6,947,332 0 0
MGE ENERGY INC COM 55277P104 21,150 331,249 SH   DFND 1 331,249 0 0
MGIC INVESTMENT CORP COM 552848103 49,356 3,708,259 SH   DFND 1 3,708,259 0 0
MGM RESORTS INTERNATIONAL COM 552953101 167,711 6,020,844 SH   DFND 1 5,994,662 0 26,182
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MICHAEL KORS HOLDINGS LTD SHS G60754101 150,969 2,205,427 SH   DFND 1 2,197,776 0 7,651
MICHAEL KORS HOLDINGS LTD SHS G60754101 127 1,857 SH   DFND 1 2 1,857 0 0
MICHAELS COS INC/THE COM 59408Q106 18,419 1,134,913 SH   DFND 1 1,121,717 0 13,196
MICHAELS COS INC/THE COM 59408Q106 306 18,858 SH   DFND 1 2 18,858 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 226,202 2,872,055 SH   DFND 1 2,847,629 0 24,426
MICRON TECHNOLOGY INC COM 595112103 650,022 14,398,205 SH   DFND 1 14,282,656 0 115,549
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MICROSOFT CORP COM 594918104 10,614,066 92,975,919 SH   DFND 1 92,205,715 0 770,204
MICROSTRATEGY INC-CL A CL A NEW 594972408 14,819 105,386 SH   DFND 1 105,386 0 0
MICROVISION INC COM NEW 594960304 742 613,832 SH   DFND 1 613,832 0 0
MICROVISION INC COM NEW 594960304 104 86,400 SH   DFND 1 2 86,400 0 0
MICT INC COM 55328R109 12 11,589 SH   DFND 1 11,589 0 0
MID PENN BANCORP INC COM 59540G107 1,250 42,905 SH   DFND 1 42,905 0 0
MID-AMERICA APARTMENT COMM COM 59522J103 169,183 1,691,427 SH   DFND 1 1,685,596 0 5,831
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MIDDLESEX WATER CO COM 596680108 9,024 186,378 SH   DFND 1 186,378 0 0
MIDLAND STATES BANCORP INC COM 597742105 6,467 201,479 SH   DFND 1 201,479 0 0
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MILACRON HOLDINGS CORP COM 59870L106 13,706 676,869 SH   DFND 1 676,869 0 0
MILESTONE SCIENTIFIC INC COM NEW 59935P209 33 45,410 SH   DFND 1 45,410 0 0
MILLER INDUSTRIES INC/TENN COM NEW 600551204 2,564 95,339 SH   DFND 1 95,339 0 0
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MINDBODY INC - CLASS A COM CL A 60255W105 15,261 375,428 SH   DFND 1 375,428 0 0
MINERALS TECHNOLOGIES INC COM 603158106 24,877 368,006 SH   DFND 1 363,238 0 4,768
MINERVA NEUROSCIENCES INC COM 603380106 3,870 308,372 SH   DFND 1 308,372 0 0
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MITEL NETWORKS CORP COM 60671Q104 1,169 106,119 SH   DFND 1 106,119 0 0
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MIZUHO FINANCIAL GROUP-ADR SPONSORED ADR 60687Y109 235 67,237 SH   DFND 1 44,613 0 22,624
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MOMENTA PHARMACEUTICALS INC COM 60877T100 21,987 836,029 SH   DFND 1 836,029 0 0
MOMO INC-SPON ADR ADR 60879B107 16,340 375,044 SH   DFND 1 374,984 0 60
MONARCH CASINO & RESORT INC COM 609027107 5,707 125,573 SH   DFND 1 125,573 0 0
MONDELEZ INTERNATIONAL INC-A CL A 609207105 726,606 16,947,283 SH   DFND 1 16,801,072 0 146,211
MONEYGRAM INTERNATIONAL INC COM NEW 60935Y208 2,063 385,757 SH   DFND 1 385,757 0 0
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MONGODB INC CL A 60937P106 14,422 176,859 SH   DFND 1 176,859 0 0
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MONMOUTH REAL ESTATE INV COR CL A 609720107 22 1,345 SH   DFND 1 2 1,345 0 0
MONOLITHIC POWER SYSTEMS INC COM 609839105 50,544 402,652 SH   DFND 1 397,395 0 5,257
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MONRO INC COM 610236101 25,835 371,206 SH   DFND 1 371,206 0 0
MONSTER BEVERAGE CORP COM 61174X109 293,510 5,045,559 SH   DFND 1 4,998,998 0 46,561
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MORNINGSTAR INC COM 617700109 1,240 9,854 SH   DFND 1 2 9,854 0 0
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MOSAIC CO/THE COM 61945C103 147 4,545 SH   DFND 1 2 4,545 0 0
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MOTORCAR PARTS OF AMERICA IN COM 620071100 4,791 204,329 SH   DFND 1 204,329 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 284,178 2,187,099 SH   DFND 1 2,178,258 0 8,841
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MOVADO GROUP INC COM 624580106 12,836 306,351 SH   DFND 1 306,351 0 0
MOVADO GROUP INC COM 624580106 1,047 24,992 SH   DFND 1 2 24,992 0 0
MRC GLOBAL INC COM 55345K103 15,897 846,976 SH   DFND 1 846,976 0 0
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MSC INDUSTRIAL DIRECT CO-A CL A 553530106 36,379 412,890 SH   DFND 1 406,277 0 6,613
MSC INDUSTRIAL DIRECT CO-A CL A 553530106 7 84 SH   DFND 1 2 84 0 0
MSCI INC COM 55354G100 199,458 1,126,320 SH   DFND 1 1,121,769 0 4,551
MSCI INC COM 55354G100 238 1,342 SH   DFND 1 2 1,342 0 0
MSG NETWORKS INC- A CL A 553573106 15,273 592,010 SH   DFND 1 592,010 0 0
MTOR 3.25 10/15/37 NOTE 3.250%10/1 59001KAF7 9,543 10,000,000 PRN   DFND 1 2 10,000,000 0 0
MTS SYSTEMS CORP COM 553777103 10,441 190,715 SH   DFND 1 190,553 0 162
MUDRICK CAPITAL ACQUISI *W EXP 02/12/202 624745113 528 800,000 SH   DFND 1 2 800,000 0 0
MUELLER INDUSTRIES INC COM 624756102 16,199 558,984 SH   DFND 1 558,984 0 0
MUELLER INDUSTRIES INC COM 624756102 70 2,421 SH   DFND 1 2 2,421 0 0
MUELLER WATER PRODUCTS INC-A COM SER A 624758108 17,814 1,547,704 SH   DFND 1 1,547,704 0 0
MULTI-COLOR CORP COM 625383104 9,693 155,725 SH   DFND 1 155,725 0 0
MURPHY OIL CORP COM 626717102 64,261 1,927,455 SH   DFND 1 1,905,246 0 22,209
MURPHY USA INC COM 626755102 25,625 299,852 SH   DFND 1 295,810 0 4,042
MUSTANG BIO INC COM 62818Q104 972 163,476 SH   DFND 1 163,476 0 0
MUTUALFIRST FINANCIAL INC COM 62845B104 2,180 59,159 SH   DFND 1 59,159 0 0
MVB FINANCIAL CORP COM 553810102 1,923 106,720 SH   DFND 1 106,720 0 0
MY SIZE INC COM 62844N109 54 46,419 SH   DFND 1 46,419 0 0
MYERS INDUSTRIES INC COM 628464109 13,435 577,892 SH   DFND 1 577,892 0 0
MYERS INDUSTRIES INC COM 628464109 228 9,843 SH   DFND 1 2 9,843 0 0
MYLAN NV SHS EURO N59465109 250,138 6,846,158 SH   DFND 1 6,795,314 0 50,844
MYLAN NV SHS EURO N59465109 84 2,315 SH   DFND 1 2 2,315 0 0
MYOKARDIA INC COM 62857M105 23,497 360,392 SH   DFND 1 360,392 0 0
MYOMO INC COM 62857J102 93 48,371 SH   DFND 1 48,371 0 0
MYR GROUP INC/DELAWARE COM 55405W104 5,611 171,921 SH   DFND 1 171,921 0 0
MYRIAD GENETICS INC COM 62855J104 35,692 775,921 SH   DFND 1 775,921 0 0
N B T BANCORP INC COM 628778102 18,636 485,566 SH   DFND 1 485,566 0 0
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NABORS INDUSTRIES LTD SHS G6359F103 770 125,149 SH   DFND 1 2 125,149 0 0
NABRIVA THERAPEUTICS PLC SHS G63637105 126 46,739 SH   DFND 1 46,739 0 0
NACCO INDUSTRIES-CL A CL A 629579103 1,434 43,814 SH   DFND 1 43,814 0 0
NAKED BRAND GROUP LTD ORD SHS Q6519T109 33 12,501 SH   DFND 1 12,501 0 0
NANOMETRICS INC COM 630077105 9,150 243,891 SH   DFND 1 243,891 0 0
NANOMETRICS INC COM 630077105 78 2,086 SH   DFND 1 2 2,086 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 4,602 258,115 SH   DFND 1 258,115 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 749 42,009 SH   DFND 1 2 42,009 0 0
NANOVIRICIDES INC COM NEW 630087203 63 175,983 SH   DFND 1 175,983 0 0
NANTHEALTH INC COM 630104107 579 369,208 SH   DFND 1 369,208 0 0
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NAPCO SECURITY TECHNOLOGIES COM 630402105 1,862 124,578 SH   DFND 1 124,578 0 0
NASDAQ INC COM 631103108 132,361 1,545,341 SH   DFND 1 1,539,441 0 5,900
NASDAQ INC COM 631103108 32 374 SH   DFND 1 2 374 0 0
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NATIONAL AMERICAN UNIVERSITY COM 63245Q105 24 30,209 SH   DFND 1 30,209 0 0
NATIONAL BANK HOLD-CL A CL A 633707104 10,574 280,860 SH   DFND 1 280,860 0 0
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NATIONAL BEVERAGE CORP COM 635017106 18,004 154,389 SH   DFND 1 154,297 0 92
NATIONAL CINEMEDIA INC COM 635309107 6,691 631,840 SH   DFND 1 630,567 0 1,273
NATIONAL CINEMEDIA INC COM 635309107 240 22,685 SH   DFND 1 2 22,685 0 0
NATIONAL COMMERCE CORP COM 63546L102 7,424 179,769 SH   DFND 1 179,769 0 0
NATIONAL FUEL GAS CO COM 636180101 47,324 844,169 SH   DFND 1 832,571 0 11,598
NATIONAL GENERAL HLDGS COM 636220303 18,850 702,314 SH   DFND 1 702,314 0 0
NATIONAL GRID PLC-SP ADR SPONSORED ADR NE 636274409 1,546 29,821 SH   DFND 1 28,440 0 1,381
NATIONAL HEALTHCARE CORP COM 635906100 14,153 187,782 SH   DFND 1 187,782 0 0
NATIONAL HEALTHCARE CORP COM 635906100 497 6,601 SH   DFND 1 2 6,601 0 0
NATIONAL INSTRUMENTS CORP COM 636518102 56,737 1,173,957 SH   DFND 1 1,158,783 0 15,174
NATIONAL OILWELL VARCO INC COM 637071101 198,630 4,619,564 SH   DFND 1 4,599,408 0 20,156
NATIONAL PRESTO INDS INC COM 637215104 6,729 51,903 SH   DFND 1 51,903 0 0
NATIONAL RESEARCH CORP COM NEW 637372202 5,045 130,724 SH   DFND 1 130,724 0 0
NATIONAL RESEARCH CORP COM NEW 637372202 303 7,869 SH   DFND 1 2 7,869 0 0
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NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 17,701 695,813 SH   DFND 1 693,135 0 2,678
NATIONAL VISION HOLDINGS INC COM 63845R107 23,591 522,620 SH   DFND 1 522,620 0 0
NATIONAL WESTERN LIFE GROU-A CL A 638517102 8,177 25,620 SH   DFND 1 25,620 0 0
NATL HEALTH INVESTORS INC COM 63633D104 31,382 415,168 SH   DFND 1 415,168 0 0
NATURAL ALTERNATIVES INTL COM NEW 638842302 234 23,978 SH   DFND 1 23,978 0 0
NATURAL GAS SERVICES GROUP COM 63886Q109 2,378 112,735 SH   DFND 1 112,735 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 2,592 153,467 SH   DFND 1 153,467 0 0
NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 1,794 77,066 SH   DFND 1 76,858 0 208
NATURAL RESOURCE PARTNERS LP COM UNIT LTD PAR 63900P608 420 13,573 SH   DFND 1 2 13,573 0 0
NATURES SUNSHINE PRODS INC COM 639027101 657 75,174 SH   DFND 1 75,174 0 0
NATUS MEDICAL INC COM 639050103 12,330 345,881 SH   DFND 1 345,881 0 0
NAUTILUS INC COM 63910B102 4,421 316,978 SH   DFND 1 316,978 0 0
NAVIDEA BIOPHARMACEUTICALS I COM 63937X103 166 720,207 SH   DFND 1 720,207 0 0
NAVIENT CORP COM 63938C108 40,162 2,979,386 SH   DFND 1 2,946,472 0 32,914
NAVIGANT CONSULTING INC COM 63935N107 10,116 438,687 SH   DFND 1 438,687 0 0
NAVIGATORS GROUP INC COM 638904102 16,388 237,167 SH   DFND 1 237,167 0 0
NAVISTAR INTERNATIONAL CORP COM 63934E108 22,697 589,541 SH   DFND 1 589,541 0 0
NCI BUILDING SYSTEMS INC COM NEW 628852204 8,133 536,894 SH   DFND 1 536,894 0 0
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NCR CORPORATION COM 62886E108 29,812 1,049,361 SH   DFND 1 1,033,443 0 15,918
NCS MULTISTAGE HOLDINGS INC COM 628877102 2,711 164,261 SH   DFND 1 164,261 0 0
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NEKTAR THERAPEUTICS COM 640268108 135,646 2,229,038 SH   DFND 1 2,219,865 0 9,173
NELNET INC-CL A CL A 64031N108 16,489 288,435 SH   DFND 1 288,435 0 0
NEOGEN CORP COM 640491106 40,695 568,933 SH   DFND 1 568,933 0 0
NEOGENOMICS INC COM NEW 64049M209 11,686 761,363 SH   DFND 1 761,363 0 0
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NEOPHOTONICS CORP COM 64051T100 2,892 348,444 SH   DFND 1 348,444 0 0
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NEPTUNE WELLNESS SOLUTIONS I COM 64079L105 297 76,890 SH   DFND 1 76,890 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 293 36,698 SH   DFND 1 36,698 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 860 107,501 SH   DFND 1 2 107,501 0 0
NET ELEMENT INC COM PAR 64111R300 85 15,898 SH   DFND 1 15,898 0 0
NETAPP INC COM 64110D104 334,850 3,904,695 SH   DFND 1 3,890,792 0 13,903
NETAPP INC COM 64110D104 735 8,567 SH   DFND 1 2 8,567 0 0
NETEASE INC-ADR SPONSORED ADR 64110W102 48,008 211,408 SH   DFND 1 207,648 0 3,760
NETFLIX INC COM 64110L106 1,939,640 5,194,413 SH   DFND 1 5,150,822 0 43,591
NETFLIX INC COM 64110L106 99 267 SH   DFND 1 2 267 0 0
NETGEAR INC COM 64111Q104 20,834 331,491 SH   DFND 1 331,491 0 0
NETSCOUT SYSTEMS INC COM 64115T104 20,319 804,724 SH   DFND 1 794,934 0 9,790
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NETSOL TECHNOLOGIES INC COM PAR $.001 64115A402 374 56,703 SH   DFND 1 56,703 0 0
NETWORK-1 TECHNOLOGIES INC COM 64121N109 181 67,212 SH   DFND 1 67,212 0 0
NEURALSTEM INC COM NEW 64127R401 88 83,079 SH   DFND 1 83,079 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 106,635 867,310 SH   DFND 1 867,081 0 229
NEUROCRINE BIOSCIENCES INC COM 64125C109 427 3,474 SH   DFND 1 2 3,474 0 0
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NEVRO CORP COM 64157F103 16,110 282,639 SH   DFND 1 282,639 0 0
NEW AGE BEVERAGES CORP COM 64157V108 1,339 250,451 SH   DFND 1 250,451 0 0
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NEW HOME CO INC/THE COM 645370107 921 114,334 SH   DFND 1 114,334 0 0
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NEW JERSEY RESOURCES CORP COM 646025106 39,159 849,443 SH   DFND 1 837,247 0 12,196
NEW MEDIA INVESTMENT GROUP COM 64704V106 10,067 641,640 SH   DFND 1 638,882 0 2,758
NEW ORIENTAL EDUCATIO-SP ADR SPON ADR 647581107 21,030 286,090 SH   DFND 1 285,618 0 472
NEW RELIC INC COM 64829B100 40,423 428,988 SH   DFND 1 428,988 0 0
NEW RELIC INC COM 64829B100 65 700 SH   DFND 1 2 700 0 0
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NEW YORK & CO COM 649295102 995 257,901 SH   DFND 1 257,901 0 0
NEW YORK & CO COM 649295102 41 10,666 SH   DFND 1 2 10,666 0 0
NEW YORK COMMUNITY BANCORP COM 649445103 49,701 4,791,842 SH   DFND 1 4,724,842 0 67,000
NEW YORK MORTGAGE TRUST INC COM PAR $.02 649604501 8,244 1,356,001 SH   DFND 1 1,353,722 0 2,279
NEW YORK TIMES CO-A CL A 650111107 30,623 1,322,836 SH   DFND 1 1,303,792 0 19,044
NEWELL BRANDS INC COM 651229106 110,333 5,443,757 SH   DFND 1 5,421,144 0 22,613
NEWFIELD EXPLORATION CO COM 651290108 71,875 2,497,644 SH   DFND 1 2,487,404 0 10,240
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NEWLINK GENETICS CORP COM 651511107 1,082 453,110 SH   DFND 1 453,036 0 74
NEWLINK GENETICS CORP COM 651511107 70 29,702 SH   DFND 1 2 29,702 0 0
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NEWMARKET CORP COM 651587107 31,575 77,867 SH   DFND 1 76,662 0 1,205
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NEWPARK RESOURCES INC COM PAR $.01NEW 651718504 9,026 872,160 SH   DFND 1 872,160 0 0
NEWS CORP - CLASS A CL A 65249B109 67,549 5,130,031 SH   DFND 1 5,110,292 0 19,739
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NEWS CORP - CLASS B CL B 65249B208 20,635 1,519,338 SH   DFND 1 1,513,122 0 6,216
NEWTEK BUSINESS SERVICES COR COM NEW 652526203 357 17,076 SH   DFND 1 17,076 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 6,497 530,406 SH   DFND 1 530,406 0 0
NEXEO SOLUTIONS INC -CW19 *W EXP 06/09/202 65342H110 4,386 4,300,345 SH   DFND 1 2 4,300,345 0 0
NEXPOINT RESIDENTIAL COM 65341D102 5,499 165,648 SH   DFND 1 165,648 0 0
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NEXTDECADE CORP COM 65342K105 1,190 210,767 SH   DFND 1 210,767 0 0
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NI HOLDINGS INC COM 65342T106 1,719 101,955 SH   DFND 1 101,955 0 0
NIC INC COM 62914B100 11,025 744,943 SH   DFND 1 744,943 0 0
NICE LTD - SPON ADR SPONSORED ADR 653656108 5,035 43,988 SH   DFND 1 43,704 0 284
NICHOLAS FINANCIAL INC COM NEW 65373J209 995 84,318 SH   DFND 1 84,318 0 0
NICOLET BANKSHARES INC COM 65406E102 3,927 72,057 SH   DFND 1 72,057 0 0
NIELSEN HOLDINGS PLC SHS EUR G6518L108 121,969 4,416,614 SH   DFND 1 4,396,927 0 19,687
NIELSEN HOLDINGS PLC SHS EUR G6518L108 36 1,331 SH   DFND 1 2 1,331 0 0
NII HOLDINGS INC COM PAR 62913F508 5,433 927,163 SH   DFND 1 927,163 0 0
NII HOLDINGS INC COM PAR 62913F508 205 35,000 SH   DFND 1 2 35,000 0 0
NIKE INC -CL B CL B 654106103 1,375,816 16,269,007 SH   DFND 1 16,202,071 0 66,936
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NLIGHT INC COM 65487K100 1,911 86,074 SH   DFND 1 86,074 0 0
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NN INC COM 629337106 5,387 345,350 SH   DFND 1 345,350 0 0
NOAH HOLDINGS LTD-SPON ADS SPON ADS CL A 65487X102 2,199 52,552 SH   DFND 1 52,552 0 0
NOBLE CORP PLC SHS USD G65431101 16,743 2,381,765 SH   DFND 1 2,381,765 0 0
NOBLE CORP PLC SHS USD G65431101 500 71,224 SH   DFND 1 2 71,224 0 0
NOBLE ENERGY INC COM 655044105 178,319 5,728,278 SH   DFND 1 5,703,525 0 24,753
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NOKIA CORP-SPON ADR SPONSORED ADR 654902204 85 15,350 SH   DFND 1 12,654 0 2,696
NOMAD FOODS LTD USD ORD SHS G6564A105 1,721 84,950 SH   DFND 1 84,950 0 0
NOMURA HOLDINGS INC-SPON ADR SPONSORED ADR 65535H208 213 44,576 SH   DFND 1 34,755 0 9,821
NOODLES & CO COM CL A 65540B105 4,059 335,482 SH   DFND 1 335,482 0 0
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NORDSON CORP COM 655663102 75,859 546,146 SH   DFND 1 539,080 0 7,066
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NORFOLK SOUTHERN CORP COM 655844108 566,160 3,143,071 SH   DFND 1 3,128,023 0 15,048
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NORTHERN OIL AND GAS INC COM 665531109 7,859 1,964,996 SH   DFND 1 1,964,996 0 0
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NORTHWEST BANCSHARES INC COM 667340103 24,082 1,390,458 SH   DFND 1 1,386,097 0 4,361
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NORWEGIAN CRUISE LINE HOLDIN SHS G66721104 145,674 2,541,255 SH   DFND 1 2,530,816 0 10,439
NORWOOD FINANCIAL CORP COM 669549107 2,170 55,421 SH   DFND 1 55,421 0 0
NOVA LIFESTYLE INC COM 66979P102 227 130,824 SH   DFND 1 130,824 0 0
NOVA MEASURING INSTRUMENTS COM M7516K103 684 26,031 SH   DFND 1 26,031 0 0
NOVAN INC COM 66988N106 132 47,577 SH   DFND 1 47,577 0 0
NOVANTA INC COM 67000B104 23,351 341,394 SH   DFND 1 341,394 0 0
NOVARTIS AG-SPONSORED ADR SPONSORED ADR 66987V109 3,524 40,906 SH   DFND 1 39,127 0 1,779
NOVAVAX INC COM 670002104 8,749 4,653,959 SH   DFND 1 4,653,959 0 0
NOVELION THERAPEUTICS INC COM NEW 67001K202 168 56,898 SH   DFND 1 56,898 0 0
NOVOCURE LTD ORD SHS G6674U108 14,443 275,646 SH   DFND 1 275,326 0 320
NOVO-NORDISK A/S-SPONS ADR ADR 670100205 1,738 36,882 SH   DFND 1 34,758 0 2,124
NOVUS THERAPEUTICS INC COM 67011N105 54 11,712 SH   DFND 1 11,712 0 0
NOW INC COM 67011P100 17,688 1,068,778 SH   DFND 1 1,054,138 0 14,640
NRG ENERGY INC COM NEW 629377508 152,797 4,090,544 SH   DFND 1 4,073,931 0 16,613
NRG ENERGY INC COM NEW 629377508 149 4,009 SH   DFND 1 2 4,009 0 0
NTN BUZZTIME INC COM PAR 629410606 94 21,179 SH   DFND 1 21,179 0 0
NU SKIN ENTERPRISES INC - A CL A 67018T105 41,852 507,792 SH   DFND 1 500,113 0 7,679
NU SKIN ENTERPRISES INC - A CL A 67018T105 184 2,244 SH   DFND 1 2 2,244 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 47,993 2,770,969 SH   DFND 1 2,770,969 0 0
NUCOR CORP COM 670346105 284,527 4,491,509 SH   DFND 1 4,474,601 0 16,908
NUCOR CORP COM 670346105 5 93 SH   DFND 1 2 93 0 0
NUTANIX INC - A CL A 67059N108 33,281 779,056 SH   DFND 1 779,056 0 0
NUTRIEN LTD COM 67077M108 26,753 467,420 SH   DFND 1 467,420 0 0
NUTRISYSTEM INC COM 67069D108 12,355 333,493 SH   DFND 1 333,436 0 57
NUVASIVE INC COM 670704105 38,626 544,188 SH   DFND 1 537,250 0 6,938
NUVECTRA CORP COM 67075N108 2,998 136,412 SH   DFND 1 136,412 0 0
NUVEEN CA AMT-FR MUNI INC FD COM 670651108 271 21,089 SH   DFND 1 2 21,089 0 0
NUVEEN ENERGY MLP TOT RET FD COM 67074U103 145 13,131 SH   DFND 1 2 13,131 0 0
NUVEEN GA QUAL MUNI INC FD COM 67072B107 742 67,166 SH   DFND 1 2 67,166 0 0
NUVEEN MA QUAL MUNI INC FD COM 67061E104 188 15,810 SH   DFND 1 2 15,810 0 0
NUVEEN MD QUAL MUNI INC FD COM 67061Q107 383 32,519 SH   DFND 1 2 32,519 0 0
NUVEEN NJ QUAL MUNI INC FD COM 67069Y102 705 54,934 SH   DFND 1 2 54,934 0 0
NUVEEN NY QUAL MUNI INC FD COM 67066X107 283 23,046 SH   DFND 1 2 23,046 0 0
NUVEEN OH QUAL MUNI INC FD COM 670980101 156 11,574 SH   DFND 1 2 11,574 0 0
NUVEEN PA QUAL MUNI INC FD COM 670972108 344 27,636 SH   DFND 1 2 27,636 0 0
NUVEEN TX QUAL MUNI INC FD COM 670983105 168 13,511 SH   DFND 1 2 13,511 0 0
NV5 GLOBAL INC COM 62945V109 8,643 99,698 SH   DFND 1 99,698 0 0
NVAX 3.75 02/01/23 NOTE 3.750% 2/0 670002AB0 2,126 3,500,000 PRN   DFND 1 2 3,500,000 0 0
NVE CORP COM NEW 629445206 5,726 54,087 SH   DFND 1 54,087 0 0
NVENT ELECTRIC PLC SHS G6700G107 47,397 1,745,132 SH   DFND 1 1,723,061 0 22,071
NVIDIA CORP COM 67066G104 2,205,568 7,862,228 SH   DFND 1 7,801,362 0 60,866
NVR INC COM 62944T105 90,396 36,608 SH   DFND 1 36,148 0 460
NVR INC COM 62944T105 229 93 SH   DFND 1 2 93 0 0
NXP SEMICONDUCTORS NV COM N6596X109 133,347 1,565,533 SH   DFND 1 1,565,533 0 0
NXP SEMICONDUCTORS NV COM N6596X109 3,574 41,805 SH   DFND 1 2 41,805 0 0
NXSTAGE MEDICAL INC COM 67072V103 21,988 788,393 SH   DFND 1 788,393 0 0
NXSTAGE MEDICAL INC COM 67072V103 286 10,261 SH   DFND 1 2 10,261 0 0
NXT-ID INC COM NEW 67091J206 175 134,194 SH   DFND 1 134,194 0 0
NYMOX PHARMACEUTICAL CORP COM P73398102 297 120,918 SH   DFND 1 120,918 0 0
O2MICRO INTERNATIONAL-ADR SPONS ADR 67107W100 31 13,662 SH   DFND 1 13,662 0 0
OAK VALLEY BANCORP COM 671807105 505 25,741 SH   DFND 1 25,741 0 0
OASIS PETROLEUM INC COM 674215108 36,941 2,605,180 SH   DFND 1 2,569,136 0 36,044
OCCIDENTAL PETROLEUM CORP COM 674599105 723,332 8,819,821 SH   DFND 1 8,778,926 0 40,895
OCCIDENTAL PETROLEUM CORP COM 674599105 1,318 16,047 SH   DFND 1 2 16,047 0 0
OCEAN BIO-CHEM INC COM 674631106 107 26,292 SH   DFND 1 26,292 0 0
OCEAN POWER TECHNOLOGIES INC COM PAR 674870407 50 73,347 SH   DFND 1 73,347 0 0
OCEAN RIG UDW INC-A COM CL A G66964118 7,577 218,879 SH   DFND 1 218,879 0 0
OCEANEERING INTL INC COM 675232102 27,252 987,399 SH   DFND 1 974,088 0 13,311
OCEANFIRST FINANCIAL CORP COM 675234108 12,412 456,008 SH   DFND 1 456,008 0 0
OCLARO INC COM NEW 67555N206 16,022 1,792,210 SH   DFND 1 1,792,210 0 0
OCULAR THERAPEUTIX INC COM 67576A100 2,094 304,392 SH   DFND 1 304,150 0 242
OCWEN FINANCIAL CORP COM NEW 675746309 4,241 1,076,426 SH   DFND 1 1,076,426 0 0
ODONATE THERAPEUTICS INC COM 676079106 1,410 72,674 SH   DFND 1 72,674 0 0
ODYSSEY MARINE EXPLORATION COM NEW 676118201 484 59,795 SH   DFND 1 59,795 0 0
OFFICE DEPOT INC COM 676220106 23,621 7,358,868 SH   DFND 1 7,358,868 0 0
OFFICE DEPOT INC COM 676220106 159 49,646 SH   DFND 1 2 49,646 0 0
OFG BANCORP COM 67103X102 7,618 471,722 SH   DFND 1 471,722 0 0
OGE ENERGY CORP COM 670837103 100,874 2,778,572 SH   DFND 1 2,751,604 0 26,968
OHIO VALLEY BANC CORP COM 677719106 1,163 31,739 SH   DFND 1 31,739 0 0
OHR PHARMACEUTICAL INC COM NEW 67778H200 49 268,161 SH   DFND 1 268,161 0 0
OIL STATES INTERNATIONAL INC COM 678026105 19,404 584,487 SH   DFND 1 584,487 0 0
OIL-DRI CORP OF AMERICA COM 677864100 1,562 40,514 SH   DFND 1 40,514 0 0
OKTA INC CL A 679295105 51,897 737,599 SH   DFND 1 737,599 0 0
OKTA INC CL A 679295105 212 3,020 SH   DFND 1 2 3,020 0 0
OLD DOMINION FREIGHT LINE COM 679580100 109,923 682,032 SH   DFND 1 673,175 0 8,857
OLD LINE BANCSHARES INC COM 67984M100 4,337 137,091 SH   DFND 1 137,091 0 0
OLD NATIONAL BANCORP COM 680033107 30,361 1,573,154 SH   DFND 1 1,573,154 0 0
OLD POINT FINANCIAL CORP COM 680194107 402 13,448 SH   DFND 1 13,448 0 0
OLD REPUBLIC INTL CORP COM 680223104 77,317 3,454,774 SH   DFND 1 3,416,388 0 38,386
OLD SECOND BANCORP INC COM 680277100 4,531 293,272 SH   DFND 1 293,272 0 0
OLD SECOND BANCORP INC COM 680277100 20 1,353 SH   DFND 1 2 1,353 0 0
OLIN CORP COM PAR $1 680665205 41,897 1,631,520 SH   DFND 1 1,608,988 0 22,532
OLLIE'S BARGAIN OUTLET HOLDI COM 681116109 51,105 531,793 SH   DFND 1 524,854 0 6,939
OLLIE'S BARGAIN OUTLET HOLDI COM 681116109 30 318 SH   DFND 1 2 318 0 0
OLYMPIC STEEL INC COM 68162K106 2,006 96,159 SH   DFND 1 96,159 0 0
OMEGA FLEX INC COM 682095104 3,152 44,304 SH   DFND 1 44,304 0 0
OMEGA HEALTHCARE INVESTORS COM 681936100 70,308 2,140,851 SH   DFND 1 2,113,472 0 27,379
OMEROS CORP COM 682143102 11,732 480,658 SH   DFND 1 480,658 0 0
OMNICELL INC COM 68213N109 29,455 409,672 SH   DFND 1 409,672 0 0
OMNICOM GROUP COM 681919106 221,031 3,254,688 SH   DFND 1 3,242,592 0 12,096
OMNICOM GROUP COM 681919106 38 560 SH   DFND 1 2 560 0 0
OMNOVA SOLUTIONS INC COM 682129101 4,120 418,297 SH   DFND 1 418,297 0 0
OMNOVA SOLUTIONS INC COM 682129101 120 12,257 SH   DFND 1 2 12,257 0 0
ON 1 12/01/20 NOTE 1.000%12/0 682189AK1 3,480 3,000,000 PRN   DFND 1 2 3,000,000 0 0
ON DECK CAPITAL INC COM 682163100 3,557 469,995 SH   DFND 1 469,995 0 0
ON DECK CAPITAL INC COM 682163100 83 11,026 SH   DFND 1 2 11,026 0 0
ON SEMICONDUCTOR CORP COM 682189105 80,347 4,362,293 SH   DFND 1 4,362,293 0 0
ON SEMICONDUCTOR CORP COM 682189105 1 83 SH   DFND 1 2 83 0 0
ON TRACK INNOVATIONS LTD SHS M8791A109 21 22,179 SH   DFND 1 22,179 0 0
ONCOBIOLOGICS INC COM 68235M105 10 11,165 SH   DFND 1 11,165 0 0
ONCOCYTE CORP COM 68235C107 38 15,451 SH   DFND 1 15,451 0 0
ONCOMED PHARMACEUTICALS INC COM 68234X102 270 127,480 SH   DFND 1 127,480 0 0
ONCONOVA THERAPEUTICS INC COM PAR 68232V405 191 26,137 SH   DFND 1 26,137 0 0
ONCOSEC MEDICAL INC COM NEW 68234L207 315 225,283 SH   DFND 1 225,283 0 0
ONE GAS INC COM 68235P108 42,344 514,639 SH   DFND 1 507,551 0 7,088
ONE LIBERTY PROPERTIES INC COM 682406103 4,491 161,681 SH   DFND 1 161,681 0 0
ONEMAIN HOLDINGS INC COM 68268W103 24,782 737,352 SH   DFND 1 737,352 0 0
ONEOK INC COM 682680103 332,908 4,919,108 SH   DFND 1 4,895,767 0 23,341
ONESPAN INC COM 68287N100 6,286 330,011 SH   DFND 1 330,011 0 0
OOMA INC COM 683416101 2,993 180,341 SH   DFND 1 180,341 0 0
OOMA INC COM 683416101 455 27,448 SH   DFND 1 2 27,448 0 0
OP BANCORP COM 67109R109 531 45,816 SH   DFND 1 45,816 0 0
OPEN TEXT CORP COM 683715106 8,162 216,450 SH   DFND 1 216,450 0 0
OPES ACQUISITION CORP-CW23 *W EXP 03/13/202 68373P118 269 672,912 SH   DFND 1 2 672,912 0 0
OPHTHOTECH CORP COM 683745103 410 173,774 SH   DFND 1 173,774 0 0
OPKO HEALTH INC COM 68375N103 13,499 3,901,729 SH   DFND 1 3,901,729 0 0
OPKO HEALTH INC COM 68375N103 38 11,151 SH   DFND 1 2 11,151 0 0
OPPENHEIMER HOLDINGS-CL A CL A NON VTG 683797104 3,987 126,182 SH   DFND 1 126,182 0 0
OPTICAL CABLE CORP COM NEW 683827208 73 12,030 SH   DFND 1 12,030 0 0
OPTIMIZERX CORP COM NEW 68401U204 277 15,421 SH   DFND 1 15,421 0 0
OPTINOSE INC COM 68404V100 1,956 157,413 SH   DFND 1 157,413 0 0
OPUS BANK COM 684000102 5,963 217,633 SH   DFND 1 217,633 0 0
ORACLE CORP COM 68389X105 1,649,930 32,065,483 SH   DFND 1 31,913,171 0 152,312
ORACLE CORP COM 68389X105 1,849 35,863 SH   DFND 1 2 35,863 0 0
ORANGE-SPON ADR SPONSORED ADR 684060106 548 34,500 SH   DFND 1 33,288 0 1,212
ORASURE TECHNOLOGIES INC COM 68554V108 9,994 646,913 SH   DFND 1 646,913 0 0
ORBCOMM INC COM 68555P100 8,594 791,409 SH   DFND 1 791,409 0 0
ORBOTECH LTD ORD M75253100 2,254 37,925 SH   DFND 1 37,925 0 0
ORBOTECH LTD ORD M75253100 135 2,272 SH   DFND 1 2 2,272 0 0
ORCHID ISLAND CAPITAL INC COM 68571X103 3,895 537,337 SH   DFND 1 537,337 0 0
ORCHIDS PAPER PRODUCTS CO COM 68572N104 175 53,203 SH   DFND 1 53,203 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 353,766 1,020,426 SH   DFND 1 1,012,481 0 7,945
O'REILLY AUTOMOTIVE INC COM 67103H107 145 420 SH   DFND 1 2 420 0 0
ORGANOVO HOLDINGS INC COM 68620A104 1,453 1,264,158 SH   DFND 1 1,264,158 0 0
ORIGIN BANCORP INC COM 68621T102 3,191 84,775 SH   DFND 1 84,775 0 0
ORION ENERGY SYSTEMS INC COM 686275108 111 116,148 SH   DFND 1 116,148 0 0
ORION GROUP HOLDINGS INC COM 68628V308 1,865 247,150 SH   DFND 1 247,150 0 0
ORITANI FINANCIAL CORP COM 68633D103 7,295 469,151 SH   DFND 1 469,151 0 0
ORIX - SPONSORED ADR SPONSORED ADR 686330101 677 8,360 SH   DFND 1 7,865 0 495
ORMAT TECHNOLOGIES INC COM 686688102 26,329 486,594 SH   DFND 1 486,594 0 0
ORRSTOWN FINL SERVICES INC COM 687380105 1,554 65,301 SH   DFND 1 65,301 0 0
ORTHOFIX MEDICAL INC COM 68752M108 17,961 310,693 SH   DFND 1 310,693 0 0
ORTHOPEDIATRICS CORP COM 68752L100 1,937 52,881 SH   DFND 1 52,881 0 0
OSHKOSH CORP COM 688239201 63,386 889,761 SH   DFND 1 879,895 0 9,866
OSHKOSH CORP COM 688239201 234 3,292 SH   DFND 1 2 3,292 0 0
OSI SYSTEMS INC COM 671044105 14,003 183,509 SH   DFND 1 183,509 0 0
OSIRIS THERAPEUTICS INC COM 68827R108 1,197 107,874 SH   DFND 1 107,874 0 0
OTONOMY INC COM 68906L105 421 153,261 SH   DFND 1 153,261 0 0
OTTER TAIL CORP COM 689648103 20,583 429,724 SH   DFND 1 429,724 0 0
OUTFRONT MEDIA INC COM 69007J106 25,641 1,285,274 SH   DFND 1 1,285,169 0 105
OVASCIENCE INC COM 69014Q101 156 214,927 SH   DFND 1 214,927 0 0
OVERSEAS SHIPHOLDING GROUP-A CL A NEW 69036R863 2,496 792,541 SH   DFND 1 792,541 0 0
OVERSEAS SHIPHOLDING GROUP-A CL A NEW 69036R863 213 67,878 SH   DFND 1 2 67,878 0 0
OVERSTOCK.COM INC COM 690370101 5,958 215,096 SH   DFND 1 215,096 0 0
OVID THERAPEUTICS INC COM 690469101 507 89,474 SH   DFND 1 89,474 0 0
OWENS & MINOR INC COM 690732102 9,706 587,587 SH   DFND 1 587,587 0 0
OWENS CORNING COM 690742101 58,937 1,086,709 SH   DFND 1 1,086,709 0 0
OWENS CORNING COM 690742101 288 5,317 SH   DFND 1 2 5,317 0 0
OWENS REALTY MORTGAGE INC COM 690828108 1,622 96,068 SH   DFND 1 96,068 0 0
OWENS-ILLINOIS INC COM NEW 690768403 28,525 1,518,123 SH   DFND 1 1,496,617 0 21,506
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 1,427 87,956 SH   DFND 1 87,956 0 0
OXFORD INDUSTRIES INC COM 691497309 15,324 169,894 SH   DFND 1 169,894 0 0
P G & E CORP COM 69331C108 293,623 6,393,713 SH   DFND 1 6,367,216 0 26,497
P G & E CORP COM 69331C108 176 3,836 SH   DFND 1 2 3,836 0 0
P.A.M. TRANSPORTATION SVCS COM 693149106 1,631 25,070 SH   DFND 1 25,070 0 0
PACCAR INC COM 693718108 321,205 4,718,614 SH   DFND 1 4,683,145 0 35,469
PACIFIC BIOSCIENCES OF CALIF COM 69404D108 7,576 1,400,402 SH   DFND 1 1,400,402 0 0
PACIFIC BIOSCIENCES OF CALIF COM 69404D108 90 16,675 SH   DFND 1 2 16,675 0 0
PACIFIC CITY FINANCIAL CORP COM NEW 69406T408 838 43,380 SH   DFND 1 43,380 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 440 232,092 SH   DFND 1 232,092 0 0
PACIFIC MERCANTILE BANCORP COM 694552100 1,385 148,219 SH   DFND 1 148,219 0 0
PACIFIC PREMIER BANCORP INC COM 69478X105 17,575 472,453 SH   DFND 1 472,453 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 23,647 481,139 SH   DFND 1 481,139 0 0
PACKAGING CORP OF AMERICA COM 695156109 127,679 1,166,164 SH   DFND 1 1,161,227 0 4,937
PACWEST BANCORP COM 695263103 63,273 1,327,886 SH   DFND 1 1,310,352 0 17,534
PAIN THERAPEUTICS INC COM NEW 69562K506 38 37,754 SH   DFND 1 37,754 0 0
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 2,311 2,317,336 SH   DFND 1 2,317,336 0 0
PALO ALTO NETWORKS INC COM 697435105 175,272 778,700 SH   DFND 1 778,700 0 0
PAN AMERICAN SILVER CORP COM 697900108 1,833 124,208 SH   DFND 1 124,045 0 163
PANDORA MEDIA INC COM 698354107 23,842 2,507,120 SH   DFND 1 2,507,120 0 0
PANDORA MEDIA INC COM 698354107 854 89,900 SH   DFND 1 2 89,900 0 0
PANHANDLE OIL AND GAS INC-A CL A 698477106 3,101 168,127 SH   DFND 1 168,127 0 0
PAPA JOHN'S INTL INC COM 698813102 13,912 271,303 SH   DFND 1 268,270 0 3,033
PAPA JOHN'S INTL INC COM 698813102 1,538 30,000 SH   DFND 1 2 30,000 0 0
PAPA MURPHY'S HOLDINGS INC COM 698814100 370 71,313 SH   DFND 1 71,313 0 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 5,590 274,067 SH   DFND 1 274,067 0 0
PAR TECHNOLOGY CORP/DEL COM 698884103 2,188 98,510 SH   DFND 1 98,510 0 0
PARAMOUNT GOLD NEVADA CORP COM 69924M109 32 30,702 SH   DFND 1 30,702 0 0
PARAMOUNT GROUP INC COM 69924R108 37,112 2,459,429 SH   DFND 1 2,459,429 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 2,929 301,962 SH   DFND 1 301,962 0 0
PARETEUM CORP COM NEW 69946T207 1,005 335,122 SH   DFND 1 335,122 0 0
PARK CITY GROUP INC COM NEW 700215304 1,353 133,978 SH   DFND 1 133,978 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 3,812 195,626 SH   DFND 1 195,626 0 0
PARK HOTELS & RESORTS INC COM 700517105 107,979 3,285,476 SH   DFND 1 3,285,476 0 0
PARK NATIONAL CORP COM 700658107 14,257 135,065 SH   DFND 1 134,508 0 557
PARK NATIONAL CORP COM 700658107 19 184 SH   DFND 1 2 184 0 0
PARKE BANCORP INC COM 700885106 1,245 55,473 SH   DFND 1 55,473 0 0
PARKER DRILLING CO COM NEW 701081408 149 50,152 SH   DFND 1 50,152 0 0
PARKER HANNIFIN CORP COM 701094104 289,945 1,579,493 SH   DFND 1 1,572,561 0 6,932
PARK-OHIO HOLDINGS CORP COM 700666100 3,351 87,385 SH   DFND 1 87,385 0 0
PARSLEY ENERGY INC-CLASS A CL A 701877102 67,032 2,293,211 SH   DFND 1 2,293,211 0 0
PARTY CITY HOLDCO INC COM 702149105 6,611 487,962 SH   DFND 1 487,962 0 0
PARTY CITY HOLDCO INC COM 702149105 97 7,227 SH   DFND 1 2 7,227 0 0
PATRICK INDUSTRIES INC COM 703343103 14,518 245,239 SH   DFND 1 245,239 0 0
PATRICK INDUSTRIES INC COM 703343103 32 555 SH   DFND 1 2 555 0 0
PATTERN ENERGY GROUP INC -A CL A 70338P100 18,342 923,138 SH   DFND 1 921,835 0 1,303
PATTERSON COS INC COM 703395103 28,385 1,160,946 SH   DFND 1 1,149,799 0 11,147
PATTERSON-UTI ENERGY INC COM 703481101 37,301 2,180,105 SH   DFND 1 2,150,393 0 29,712
PAVMED INC COM 70387R106 91 70,465 SH   DFND 1 70,465 0 0
PAYCHEX INC COM 704326107 363,429 4,941,514 SH   DFND 1 4,905,504 0 36,010
PAYCOM SOFTWARE INC COM 70432V102 74,731 480,864 SH   DFND 1 480,864 0 0
PAYLOCITY HOLDING CORP COM 70438V106 26,533 330,350 SH   DFND 1 330,350 0 0
PAYPAL HOLDINGS INC COM 70450Y103 1,189,687 13,570,722 SH   DFND 1 13,453,532 0 117,190
PB BANCORP INC COM 70454T100 140 11,925 SH   DFND 1 11,925 0 0
PBF ENERGY INC-CLASS A CL A 69318G106 76,506 1,532,884 SH   DFND 1 1,515,997 0 16,887
PBF ENERGY INC-CLASS A CL A 69318G106 501 10,039 SH   DFND 1 2 10,039 0 0
PC CONNECTION INC COM 69318J100 5,638 144,976 SH   DFND 1 144,976 0 0
PCM INC COM 69323K100 1,448 74,075 SH   DFND 1 74,075 0 0
PCM INC COM 69323K100 27 1,403 SH   DFND 1 2 1,403 0 0
PCSB FINANCIAL CORP COM 69324R104 4,105 201,851 SH   DFND 1 201,851 0 0
PC-TEL INC COM 69325Q105 427 91,839 SH   DFND 1 91,839 0 0
PDC ENERGY INC COM 69327R101 33,672 687,748 SH   DFND 1 687,748 0 0
PDC ENERGY INC COM 69327R101 30 632 SH   DFND 1 2 632 0 0
PDF SOLUTIONS INC COM 693282105 2,564 284,030 SH   DFND 1 284,030 0 0
PDF SOLUTIONS INC COM 693282105 175 19,446 SH   DFND 1 2 19,446 0 0
PDL BIOPHARMA INC COM 69329Y104 4,746 1,804,744 SH   DFND 1 1,804,744 0 0
PDL BIOPHARMA INC COM 69329Y104 158 60,251 SH   DFND 1 2 60,251 0 0
PDL COMMUNITY BANCORP COM 69290X101 404 26,782 SH   DFND 1 26,782 0 0
PDVWIRELESS INC COM 69290R104 3,600 106,216 SH   DFND 1 106,216 0 0
PEABODY ENERGY CORP COM 704551100 47,427 1,330,724 SH   DFND 1 1,330,724 0 0
PEABODY ENERGY CORP COM 704551100 993 27,869 SH   DFND 1 2 27,869 0 0
PEAK RESORTS INC COM 70469L100 132 27,108 SH   DFND 1 27,108 0 0
PEAPACK GLADSTONE FINL CORP COM 704699107 5,797 187,677 SH   DFND 1 187,677 0 0
PEARSON PLC-SPONSORED ADR SPONSORED ADR 705015105 255 22,191 SH   DFND 1 19,993 0 2,198
PEBBLEBROOK HOTEL TRUST COM 70509V100 32,578 895,750 SH   DFND 1 895,750 0 0
PEGASYSTEMS INC COM 705573103 23,769 379,709 SH   DFND 1 379,222 0 487
PEMBINA PIPELINE CORP COM 706327103 12,310 364,730 SH   DFND 1 364,052 0 678
PENN NATIONAL GAMING INC COM 707569109 32,098 975,057 SH   DFND 1 975,057 0 0
PENN NATIONAL GAMING INC COM 707569109 453 13,771 SH   DFND 1 2 13,771 0 0
PENN REAL ESTATE INVEST TST SH BEN INT 709102107 7,998 845,559 SH   DFND 1 845,559 0 0
PENN VIRGINIA CORP COM 70788V102 11,106 137,895 SH   DFND 1 137,895 0 0
PENNS WOODS BANCORP INC COM 708430103 1,731 39,845 SH   DFND 1 39,845 0 0
PENNYMAC FINANCIAL SERVICE-A CL A 70932B101 4,446 212,744 SH   DFND 1 212,744 0 0
PENNYMAC MORTGAGE INVESTMENT COM 70931T103 12,837 634,284 SH   DFND 1 634,284 0 0
PENSARE ACQUISITION CORP-CW *W EXP 07/27/202 70957E113 230 500,000 SH   DFND 1 2 500,000 0 0
PENSKE AUTOMOTIVE GROUP INC COM 70959W103 15,606 329,325 SH   DFND 1 329,325 0 0
PENTAIR PLC SHS G7S00T104 107,730 2,488,935 SH   DFND 1 2,480,576 0 8,359
PENTAIR PLC SHS G7S00T104 23 541 SH   DFND 1 2 541 0 0
PENUMBRA INC COM 70975L107 39,822 266,017 SH   DFND 1 266,017 0 0
PEOPLES BANCORP INC COM 709789101 6,919 197,542 SH   DFND 1 197,542 0 0
PEOPLES BANCORP OF NC COM 710577107 1,505 52,202 SH   DFND 1 52,202 0 0
PEOPLES FINANCIAL SERVICES COM 711040105 2,764 65,199 SH   DFND 1 65,199 0 0
PEOPLE'S UNITED FINANCIAL COM 712704105 91,493 5,352,388 SH   DFND 1 5,334,011 0 18,377
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PEOPLE'S UTAH BANCORP COM 712706209 5,769 169,932 SH   DFND 1 169,932 0 0
PEPSICO INC COM 713448108 1,989,559 17,828,485 SH   DFND 1 17,685,473 0 143,012
PERCEPTRON INC COM 71361F100 513 52,634 SH   DFND 1 52,634 0 0
PERFICIENT INC COM 71375U101 9,638 361,681 SH   DFND 1 361,681 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 33,818 1,015,561 SH   DFND 1 1,015,561 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 70 2,127 SH   DFND 1 2 2,127 0 0
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PERKINELMER INC COM 714046109 135,836 1,398,331 SH   DFND 1 1,392,657 0 5,674
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PERMA-PIPE INTERNATIONAL HOL COM 714167103 159 17,486 SH   DFND 1 17,486 0 0
PERNIX THERAPEUTICS HOLDINGS COM NEW 71426V306 45 47,126 SH   DFND 1 47,126 0 0
PERRIGO CO PLC SHS G97822103 106,074 1,501,155 SH   DFND 1 1,494,618 0 6,537
PERRIGO CO PLC SHS G97822103 32 459 SH   DFND 1 2 459 0 0
PERRY ELLIS INTERNATIONAL COM 288853104 3,734 136,663 SH   DFND 1 136,663 0 0
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PERSHING GOLD CORP COM NEW 715302204 142 117,782 SH   DFND 1 117,782 0 0
PERSPECTA INC COM 715347100 36,283 1,410,723 SH   DFND 1 1,391,355 0 19,368
PETIQ INC COM CL A 71639T106 4,614 117,379 SH   DFND 1 117,379 0 0
PETMED EXPRESS INC COM 716382106 7,587 229,856 SH   DFND 1 228,992 0 864
PFENEX INC COM 717071104 1,438 281,556 SH   DFND 1 281,556 0 0
PFENEX INC COM 717071104 89 17,584 SH   DFND 1 2 17,584 0 0
PFIZER INC COM 717081103 2,997,655 68,153,120 SH   DFND 1 67,840,266 0 312,854
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PFSWEB INC COM NEW 717098206 51 6,954 SH   DFND 1 2 6,954 0 0
PGT INNOVATIONS INC COM 69336V101 11,252 520,937 SH   DFND 1 520,937 0 0
PHH CORP COM NEW 693320202 3,988 362,930 SH   DFND 1 362,930 0 0
PHI INC-NON VOTING COM NON VTG 69336T205 997 106,848 SH   DFND 1 106,848 0 0
PHIBRO ANIMAL HEALTH CORP-A CL A COM 71742Q106 10,131 236,166 SH   DFND 1 236,166 0 0
PHILIP MORRIS INTERNATIONAL COM 718172109 1,417,957 17,424,983 SH   DFND 1 17,345,336 0 79,647
PHILIP MORRIS INTERNATIONAL COM 718172109 121 1,488 SH   DFND 1 2 1,488 0 0
PHILLIPS 66 COM 718546104 561,289 4,989,467 SH   DFND 1 4,966,133 0 23,334
PHILLIPS 66 COM 718546104 51 461 SH   DFND 1 2 461 0 0
PHOTRONICS INC COM 719405102 7,041 714,891 SH   DFND 1 714,891 0 0
PHYSICIANS REALTY TRUST COM 71943U104 29,798 1,767,411 SH   DFND 1 1,767,411 0 0
PICO HOLDINGS INC COM NEW 693366205 2,923 232,962 SH   DFND 1 232,962 0 0
PIEDMONT OFFICE REALTY TRU-A COM CL A 720190206 30,383 1,605,026 SH   DFND 1 1,605,026 0 0
PIER 1 IMPORTS INC COM 720279108 1,130 753,848 SH   DFND 1 753,159 0 689
PIER 1 IMPORTS INC COM 720279108 82 55,039 SH   DFND 1 2 55,039 0 0
PIERIS PHARMACEUTICALS INC COM 720795103 1,679 299,995 SH   DFND 1 297,056 0 2,939
PILGRIM'S PRIDE CORP COM 72147K108 11,972 661,827 SH   DFND 1 661,827 0 0
PINDUODUO INC-ADR SPONSORED ADS 722304102 1,520 57,830 SH   DFND 1 57,830 0 0
PINGTAN MARINE ENTERPRISE LT SHS G7114V102 83 37,129 SH   DFND 1 37,129 0 0
PINNACLE ENTERTAINMENT INC COM 72348Y105 19,068 565,987 SH   DFND 1 565,987 0 0
PINNACLE FINANCIAL PARTNERS COM 72346Q104 43,841 728,864 SH   DFND 1 718,978 0 9,886
PINNACLE FOODS INC COM 72348P104 69,217 1,068,001 SH   DFND 1 1,068,001 0 0
PINNACLE FOODS INC COM 72348P104 135 2,085 SH   DFND 1 2 2,085 0 0
PINNACLE WEST CAPITAL COM 723484101 111,653 1,412,700 SH   DFND 1 1,406,763 0 5,937
PIONEER ENERGY SERVICES CORP COM 723664108 2,254 764,289 SH   DFND 1 764,289 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 322,874 1,857,525 SH   DFND 1 1,848,794 0 8,731
PIONEER NATURAL RESOURCES CO COM 723787107 109 629 SH   DFND 1 2 629 0 0
PIPER JAFFRAY COS COM 724078100 14,671 192,159 SH   DFND 1 192,159 0 0
PITNEY BOWES INC COM 724479100 13,904 1,963,921 SH   DFND 1 1,935,933 0 27,988
PIVOTAL SOFTWARE INC - CL A COM CL A 72582H107 5,209 266,076 SH   DFND 1 266,076 0 0
PIXELWORKS INC COM NEW 72581M305 1,001 222,000 SH   DFND 1 222,000 0 0
PJT PARTNERS INC - A COM CL A 69343T107 9,945 189,983 SH   DFND 1 189,983 0 0
PLAB 3.25 04/01/19 NOTE 3.250% 4/0 719405AK8 9,347 8,756,000 PRN   DFND 1 2 8,756,000 0 0
PLANET FITNESS INC - CL A CL A 72703H101 48,569 898,935 SH   DFND 1 898,935 0 0
PLANET FITNESS INC - CL A CL A 72703H101 43 811 SH   DFND 1 2 811 0 0
PLANTRONICS INC COM 727493108 26,685 442,545 SH   DFND 1 438,092 0 4,453
PLANTRONICS INC COM 727493108 1,365 22,638 SH   DFND 1 2 22,638 0 0
PLATFORM SPECIALTY PRODUCTS COM 72766Q105 25,055 2,009,290 SH   DFND 1 2,009,290 0 0
PLAYA HOTELS & RESORTS NV SHS N70544106 5,523 573,533 SH   DFND 1 573,533 0 0
PLAYAGS INC COM 72814N104 6,342 215,223 SH   DFND 1 215,223 0 0
PLEXUS CORP COM 729132100 21,891 374,153 SH   DFND 1 374,153 0 0
PLUG POWER INC COM NEW 72919P202 4,471 2,328,675 SH   DFND 1 2,328,675 0 0
PLURALSIGHT INC - A COM CL A 72941B106 7,370 230,319 SH   DFND 1 230,319 0 0
PLURISTEM THERAPEUTICS INC COM 72940R102 142 109,370 SH   DFND 1 109,370 0 0
PNC FINANCIAL SERVICES GROUP COM 693475105 710,003 5,224,031 SH   DFND 1 5,199,258 0 24,773
PNM RESOURCES INC COM 69349H107 31,190 790,622 SH   DFND 1 779,861 0 10,761
POAGE BANKSHARES INC COM 730206109 268 10,590 SH   DFND 1 10,590 0 0
PODD 1.25 09/15/21 NOTE 1.250% 9/1 45784PAF8 14,168 7,719,000 PRN   DFND 1 2 7,719,000 0 0
POINTS INTERNATIONAL LTD COM NEW 730843208 228 16,254 SH   DFND 1 16,254 0 0
POINTS INTERNATIONAL LTD COM NEW 730843208 824 58,744 SH   DFND 1 2 58,744 0 0
POLAR POWER INC COM 73102V105 66 12,969 SH   DFND 1 12,969 0 0
POLARIS INDUSTRIES INC COM 731068102 53,157 526,937 SH   DFND 1 518,902 0 8,035
POLARIS INDUSTRIES INC COM 731068102 32 320 SH   DFND 1 2 320 0 0
POLARITYTE INC COM 731094108 2,813 147,303 SH   DFND 1 147,303 0 0
POLYONE CORPORATION COM 73179P106 39,396 901,109 SH   DFND 1 890,322 0 10,787
POOL CORP COM 73278L105 62,915 377,012 SH   DFND 1 371,564 0 5,448
POPULAR INC COM NEW 733174700 54,522 1,063,855 SH   DFND 1 1,063,855 0 0
PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 59,288 1,299,906 SH   DFND 1 1,299,906 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 18,548 696,515 SH   DFND 1 696,266 0 249
POST HOLDINGS INC COM 737446104 62,355 636,024 SH   DFND 1 627,028 0 8,996
POTBELLY CORP COM 73754Y100 2,942 239,241 SH   DFND 1 239,241 0 0
POTBELLY CORP COM 73754Y100 301 24,543 SH   DFND 1 2 24,543 0 0
POTLATCHDELTIC CORP COM 737630103 27,259 665,673 SH   DFND 1 657,199 0 8,474
POWELL INDUSTRIES INC COM 739128106 3,237 89,297 SH   DFND 1 89,297 0 0
POWER INTEGRATIONS INC COM 739276103 20,500 324,379 SH   DFND 1 324,379 0 0
POWER INTEGRATIONS INC COM 739276103 193 3,058 SH   DFND 1 2 3,058 0 0
PPG INDUSTRIES INC COM 693506107 292,499 2,685,956 SH   DFND 1 2,673,556 0 12,400
PPL CORP COM 69351T106 269,850 9,236,450 SH   DFND 1 9,199,907 0 36,543
PQ GROUP HOLDINGS INC COM 73943T103 6,258 358,268 SH   DFND 1 358,268 0 0
PRA GROUP INC COM 69354N106 17,276 479,911 SH   DFND 1 479,911 0 0
PRA HEALTH SCIENCES INC COM 69354M108 60,474 548,820 SH   DFND 1 540,997 0 7,823
PRAXAIR INC COM 74005P104 554,585 3,457,007 SH   DFND 1 3,441,943 0 15,064
PRECISION DRILLING CORP COM 74022D308 65 18,987 SH   DFND 1 18,987 0 0
PRECISION DRILLING CORP COM 74022D308 168 48,777 SH   DFND 1,2 48,777 0 0
PRECISION THERAPEUTICS INC COM 74033P100 49 47,035 SH   DFND 1 47,035 0 0
PREFERRED APARTMENT COMMUN-A COM 74039L103 6,924 393,907 SH   DFND 1 391,929 0 1,978
PREFERRED BANK/LOS ANGELES COM NEW 740367404 9,118 155,875 SH   DFND 1 155,875 0 0
PREFORMED LINE PRODUCTS CO COM 740444104 2,785 39,633 SH   DFND 1 39,633 0 0
PREFORMED LINE PRODUCTS CO COM 740444104 512 7,296 SH   DFND 1 2 7,296 0 0
PREMIER FINANCIAL BANCORP COM 74050M105 1,710 92,520 SH   DFND 1 92,520 0 0
PREMIER INC-CLASS A CL A 74051N102 24,135 527,212 SH   DFND 1 527,212 0 0
PREMIER INC-CLASS A CL A 74051N102 64 1,403 SH   DFND 1 2 1,403 0 0
PRESBIA PLC SHS G7234P100 26 14,898 SH   DFND 1 14,898 0 0
PRESIDIO INC COM 74102M103 7,528 493,699 SH   DFND 1 492,136 0 1,563
PRESIDIO INC COM 74102M103 301 19,748 SH   DFND 1 2 19,748 0 0
PRESTIGE CONSUMER HEALTHCARE COM 74112D101 20,158 532,015 SH   DFND 1 525,027 0 6,988
PRGX GLOBAL INC COM NEW 69357C503 1,993 229,130 SH   DFND 1 229,130 0 0
PRICESMART INC COM 741511109 19,517 241,105 SH   DFND 1 241,105 0 0
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PRIMERICA INC COM 74164M108 54,309 450,513 SH   DFND 1 444,690 0 5,823
PRIMO WATER CORP COM 74165N105 6,438 356,694 SH   DFND 1 356,694 0 0
PRIMORIS SERVICES CORP COM 74164F103 14,723 593,191 SH   DFND 1 593,191 0 0
PRINCIPAL FINANCIAL GROUP COM 74251V102 210,210 3,594,024 SH   DFND 1 3,577,319 0 16,705
PRINCIPAL FINANCIAL GROUP COM 74251V102 277 4,739 SH   DFND 1 2 4,739 0 0
PRIORITY TECHNOLOGY HOLDINGS CW20 *W EXP 09/12/202 74275G115 833 493,300 SH   DFND 1 2 493,300 0 0
PROASSURANCE CORP COM 74267C106 24,728 526,692 SH   DFND 1 526,692 0 0
PROCTER & GAMBLE CO/THE COM 742718109 2,623,280 31,575,108 SH   DFND 1 31,441,602 0 133,506
PROFIRE ENERGY INC COM 74316X101 959 300,807 SH   DFND 1 300,807 0 0
PROGENICS PHARMACEUTICALS COM 743187106 5,290 843,843 SH   DFND 1 843,843 0 0
PROGRESS SOFTWARE CORP COM 743312100 22,947 650,264 SH   DFND 1 650,264 0 0
PROGRESS SOFTWARE CORP COM 743312100 829 23,500 SH   DFND 1 2 23,500 0 0
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PROGRESSIVE CORP COM 743315103 255 3,590 SH   DFND 1 2 3,590 0 0
PROLOGIS INC COM 74340W103 582,489 8,607,132 SH   DFND 1 8,574,878 0 32,254
PROOFPOINT INC COM 743424103 50,297 473,030 SH   DFND 1 473,030 0 0
PROOFPOINT INC COM 743424103 60 565 SH   DFND 1 2 565 0 0
PROPETRO HOLDING CORP COM 74347M108 11,142 675,719 SH   DFND 1 675,719 0 0
PROQR THERAPEUTICS NV SHS EURO N71542109 325 16,818 SH   DFND 1 16,818 0 0
PROS HOLDINGS INC COM 74346Y103 11,466 327,423 SH   DFND 1 327,423 0 0
PROSPERITY BANCSHARES INC COM 743606105 41,853 603,518 SH   DFND 1 594,559 0 8,959
PROTAGONIST THERAPEUTICS INC COM 74366E102 1,212 117,825 SH   DFND 1 117,825 0 0
PROTECTIVE INSURANCE CORP- B CL B 74368L203 2,200 95,871 SH   DFND 1 95,871 0 0
PROTEON THERAPEUTICS INC COM 74371L109 63 32,340 SH   DFND 1 32,340 0 0
PROTEOSTASIS THERAPEUTICS IN COM 74373B109 620 257,590 SH   DFND 1 257,590 0 0
PROTHENA CORP PLC SHS G72800108 5,792 442,854 SH   DFND 1 442,652 0 202
PROTO LABS INC COM 743713109 41,776 258,280 SH   DFND 1 258,075 0 205
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PRUDENTIAL FINANCIAL INC COM 744320102 1,157 11,428 SH   DFND 1 2 11,428 0 0
PRUDENTIAL PLC-ADR ADR 74435K204 1,484 32,342 SH   DFND 1 30,354 0 1,988
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PSYCHEMEDICS CORP COM NEW 744375205 583 31,010 SH   DFND 1 31,010 0 0
PSYCHEMEDICS CORP COM NEW 744375205 148 7,871 SH   DFND 1 2 7,871 0 0
PTC INC COM 69370C100 111,616 1,051,102 SH   DFND 1 1,036,783 0 14,319
PTC THERAPEUTICS INC COM 69366J200 24,633 524,114 SH   DFND 1 524,114 0 0
PTC THERAPEUTICS INC COM 69366J200 79 1,699 SH   DFND 1 2 1,699 0 0
PUBLIC SERVICE ENTERPRISE GP COM 744573106 318,118 6,037,826 SH   DFND 1 6,011,568 0 26,258
PUBLIC STORAGE COM 74460D109 459,200 2,280,956 SH   DFND 1 2,272,827 0 8,129
PUBLIC STORAGE COM 74460D109 31 157 SH   DFND 1 2 157 0 0
PULMATRIX INC COM 74584P103 70 190,220 SH   DFND 1 190,220 0 0
PULSE BIOSCIENCES INC COM 74587B101 1,112 78,386 SH   DFND 1 78,386 0 0
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PULTEGROUP INC COM 745867101 669 27,013 SH   DFND 1 2 27,013 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 14,856 324,029 SH   DFND 1 324,029 0 0
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PURE ACQUISITION CORP-CW23 *W EXP 04/17/202 74621Q114 632 468,500 SH   DFND 1 2 468,500 0 0
PURE CYCLE CORP COM NEW 746228303 1,755 152,027 SH   DFND 1 152,027 0 0
PURE STORAGE INC - CLASS A CL A 74624M102 39,407 1,518,575 SH   DFND 1 1,518,575 0 0
PURPLE INNOVATION INC COM 74640Y106 86 14,831 SH   DFND 1 14,831 0 0
PVH CORP COM 693656100 167,677 1,162,971 SH   DFND 1 1,159,040 0 3,931
PYXUS INTERNATIONAL INC COM 74737V106 1,891 82,231 SH   DFND 1 82,231 0 0
PZENA INVESTMENT MANAGM-CL A CLASS A 74731Q103 1,148 120,406 SH   DFND 1 117,772 0 2,634
Q2 HOLDINGS INC COM 74736L109 20,796 343,455 SH   DFND 1 343,455 0 0
Q2 HOLDINGS INC COM 74736L109 348 5,752 SH   DFND 1 2 5,752 0 0
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QAD INC-B CL B 74727D207 1,189 28,665 SH   DFND 1 28,665 0 0
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QEP RESOURCES INC COM 74733V100 25,343 2,238,859 SH   DFND 1 2,206,868 0 31,991
QIAGEN N.V. SHS NEW N72482123 20,335 536,848 SH   DFND 1 536,848 0 0
QIWI PLC-SPONSORED ADR SPON ADR REP B 74735M108 495 37,599 SH   DFND 1 37,599 0 0
QORVO INC COM 74736K101 126,033 1,642,022 SH   DFND 1 1,635,374 0 6,648
QTS 6 1/2 PERP S-B 6.50% CON PFD B 74736A301 3,168 30,000 PRN   DFND 1 2 30,000 0 0
QTS REALTY TRUST INC-CL A COM CL A 74736A103 27,148 636,241 SH   DFND 1 636,241 0 0
QUAD GRAPHICS INC COM CL A 747301109 11,595 556,418 SH   DFND 1 555,666 0 752
QUAD GRAPHICS INC COM CL A 747301109 90 4,342 SH   DFND 1 2 4,342 0 0
QUAKER CHEMICAL CORP COM 747316107 28,468 140,785 SH   DFND 1 140,785 0 0
QUALCOMM INC COM 747525103 1,184,490 16,475,583 SH   DFND 1 16,330,781 0 144,802
QUALSTAR CORP COM NEW 74758R208 93 11,989 SH   DFND 1 11,989 0 0
QUALYS INC COM 74758T303 31,478 353,294 SH   DFND 1 353,294 0 0
QUALYS INC COM 74758T303 85 962 SH   DFND 1 2 962 0 0
QUANEX BUILDING PRODUCTS COM 747619104 6,496 356,943 SH   DFND 1 356,943 0 0
QUANTA SERVICES INC COM 74762E102 65,462 1,963,597 SH   DFND 1 1,955,972 0 7,625
QUANTA SERVICES INC COM 74762E102 190 5,707 SH   DFND 1 2 5,707 0 0
QUANTENNA COMMUNICATIONS INC COM 74766D100 5,056 274,074 SH   DFND 1 274,074 0 0
QUANTERIX CORP COM 74766Q101 1,586 74,074 SH   DFND 1 74,074 0 0
QUANTUM CORP COM NEW 747906501 445 185,591 SH   DFND 1 185,591 0 0
QUARTERHILL INC COM 747713105 86 61,937 SH   DFND 1 61,937 0 0
QUEST DIAGNOSTICS INC COM 74834L100 206,520 1,916,963 SH   DFND 1 1,909,631 0 7,332
QUEST DIAGNOSTICS INC COM 74834L100 357 3,309 SH   DFND 1 2 3,309 0 0
QUEST RESOURCE HOLDING CORP COM NEW 74836W203 100 39,339 SH   DFND 1 39,339 0 0
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QUIDEL CORP COM 74838J101 23,456 359,923 SH   DFND 1 359,923 0 0
QUIMICA Y MINERA CHIL-SP ADR SPON ADR SER B 833635105 239 5,228 SH   DFND 1 5,228 0 0
QUINSTREET INC COM 74874Q100 5,344 393,835 SH   DFND 1 393,835 0 0
QUINTANA ENERGY SERVICES INC COM 74875T103 647 88,217 SH   DFND 1 88,217 0 0
QUMU CORP COM 749063103 250 92,861 SH   DFND 1 92,861 0 0
QUORUM HEALTH CORP COM 74909E106 1,619 276,398 SH   DFND 1 276,398 0 0
QUOTIENT LTD SHS G73268107 203 27,011 SH   DFND 1 27,011 0 0
QUOTIENT TECHNOLOGY INC COM 749119103 11,585 747,430 SH   DFND 1 747,430 0 0
QURATE RETAIL INC COM SER A 74915M100 92,807 4,181,434 SH   DFND 1 4,160,394 0 21,040
R1 RCM INC COM 749397105 10,798 1,062,876 SH   DFND 1 1,062,876 0 0
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RADCOM LTD SHS NEW M81865111 153 13,668 SH   DFND 1 13,668 0 0
RADIAN GROUP INC COM 750236101 49,203 2,380,419 SH   DFND 1 2,380,419 0 0
RADIANT LOGISTICS INC COM 75025X100 1,879 318,025 SH   DFND 1 318,025 0 0
RADISYS CORP COM 750459109 439 269,929 SH   DFND 1 269,929 0 0
RADIUS HEALTH INC COM NEW 750469207 7,493 420,970 SH   DFND 1 420,970 0 0
RADNET INC COM 750491102 11,002 731,062 SH   DFND 1 731,062 0 0
RADWARE LTD ORD M81873107 1,051 39,743 SH   DFND 1 39,743 0 0
RAFAEL HOLDINGS INC-CLASS B COM CL B 75062E106 568 67,691 SH   DFND 1 67,691 0 0
RALPH LAUREN CORP CL A 751212101 118,654 863,905 SH   DFND 1 861,049 0 2,856
RAMACO RESOURCES INC COM 75134P303 498 66,816 SH   DFND 1 66,816 0 0
RAMBUS INC COM 750917106 16,131 1,478,557 SH   DFND 1 1,478,557 0 0
RAMCO-GERSHENSON PROPERTIES COM SH BEN INT 751452202 13,651 1,003,819 SH   DFND 1 1,003,819 0 0
RANDGOLD RESOURCES LTD-ADR ADR 752344309 2,048 29,036 SH   DFND 1 28,846 0 190
RANGE RESOURCES CORP COM 75281A109 33,001 1,942,384 SH   DFND 1 1,914,438 0 27,946
RANGER ENERGY SERVICES INC COM CL A 75282U104 223 26,658 SH   DFND 1 26,658 0 0
RAPID7 INC COM 753422104 15,794 427,802 SH   DFND 1 427,802 0 0
RAPID7 INC COM 753422104 224 6,090 SH   DFND 1 2 6,090 0 0
RAVE RESTAURANT GROUP INC COM 754198109 59 41,524 SH   DFND 1 41,524 0 0
RAVEN INDUSTRIES INC COM 754212108 17,275 377,599 SH   DFND 1 377,599 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 141,480 1,540,023 SH   DFND 1 1,533,296 0 6,727
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RAYONIER ADVANCED MATERIALS COM 75508B104 9,391 509,582 SH   DFND 1 509,582 0 0
RAYONIER INC COM 754907103 40,738 1,204,935 SH   DFND 1 1,187,455 0 17,480
RAYTHEON COMPANY COM NEW 755111507 730,887 3,543,223 SH   DFND 1 3,528,607 0 14,616
RBB BANCORP COM 74930B105 2,567 104,785 SH   DFND 1 104,785 0 0
RBC BEARINGS INC COM 75524B104 38,078 253,250 SH   DFND 1 253,250 0 0
RCI HOSPITALITY HOLDINGS INC COM 74934Q108 2,742 92,610 SH   DFND 1 92,610 0 0
RCM TECHNOLOGIES INC COM NEW 749360400 173 40,694 SH   DFND 1 40,694 0 0
RE/MAX HOLDINGS INC-CL A CL A 75524W108 7,617 171,764 SH   DFND 1 171,764 0 0
READING INTERNATIONAL INC-A CL A 755408101 2,874 181,905 SH   DFND 1 181,905 0 0
REAL GOODS SOLAR INC-CLASS A CL A 2017 75601N500 16 43,365 SH   DFND 1 43,365 0 0
REALNETWORKS INC COM NEW 75605L708 354 120,691 SH   DFND 1 120,691 0 0
REALOGY HOLDINGS CORP COM 75605Y106 24,343 1,179,421 SH   DFND 1 1,162,674 0 16,747
REALPAGE INC COM 75606N109 44,810 679,976 SH   DFND 1 679,976 0 0
REALTY INCOME CORP COM 756109104 204,750 3,605,683 SH   DFND 1 3,590,822 0 14,861
REATA PHARMACEUTICALS INC-A CL A 75615P103 14,827 181,348 SH   DFND 1 181,348 0 0
RECRO PHARMA INC COM 75629F109 1,000 140,654 SH   DFND 1 140,654 0 0
RED HAT INC COM 756577102 337,993 2,484,244 SH   DFND 1 2,475,156 0 9,088
RED HAT INC COM 756577102 902 6,624 SH   DFND 1 2 6,624 0 0
RED LION HOTELS CORP COM 756764106 2,919 233,526 SH   DFND 1 233,526 0 0
RED ROBIN GOURMET BURGERS COM 75689M101 5,594 139,339 SH   DFND 1 139,339 0 0
RED ROCK RESORTS INC-CLASS A CL A 75700L108 18,795 705,283 SH   DFND 1 705,283 0 0
RED VIOLET INC COM 75704L104 311 47,912 SH   DFND 1 47,912 0 0
REDFIN CORP COM 75737F108 13,940 745,498 SH   DFND 1 745,498 0 0
REDWOOD TRUST INC COM 758075402 12,517 770,807 SH   DFND 1 770,807 0 0
REED'S INC COM 758338107 239 73,731 SH   DFND 1 73,731 0 0
REGAL BELOIT CORP COM 758750103 41,595 504,499 SH   DFND 1 498,637 0 5,862
REGAL BELOIT CORP COM 758750103 156 1,898 SH   DFND 1 2 1,898 0 0
REGALWOOD GLOBAL ENERGY-CW22 *W EXP 12/05/202 G74760128 438 300,000 SH   DFND 1 2 300,000 0 0
REGENCY CENTERS CORP COM 758849103 171,964 2,662,926 SH   DFND 1 2,654,245 0 8,681
REGENERON PHARMACEUTICALS COM 75886F107 403,437 1,000,310 SH   DFND 1 991,248 0 9,062
REGENXBIO INC COM 75901B107 25,566 338,629 SH   DFND 1 338,629 0 0
REGI 4 06/15/36 NOTE 4.000% 6/1 75972AAC7 68,216 25,000,000 PRN   DFND 1 2 25,000,000 0 0
REGIONAL HEALTH PROPERTIES COM 75903M101 6 40,556 SH   DFND 1 40,556 0 0
REGIONAL MANAGEMENT CORP COM 75902K106 2,529 87,744 SH   DFND 1 87,744 0 0
REGIONS FINANCIAL CORP COM 7591EP100 267,043 14,578,188 SH   DFND 1 14,519,224 0 58,964
REGIS CORP COM 758932107 6,935 339,453 SH   DFND 1 339,453 0 0
REGULUS THERAPEUTICS INC COM 75915K101 95 483,951 SH   DFND 1 483,951 0 0
REINSURANCE GROUP OF AMERICA COM NEW 759351604 90,922 629,347 SH   DFND 1 620,752 0 8,595
REIS INC COM 75936P105 2,137 92,923 SH   DFND 1 92,923 0 0
RELIANCE STEEL & ALUMINUM COM 759509102 77,804 912,237 SH   DFND 1 902,418 0 9,819
RELIANCE STEEL & ALUMINUM COM 759509102 298 3,501 SH   DFND 1 2 3,501 0 0
RELIANT BANCORP INC COM 75956B101 1,875 73,342 SH   DFND 1 73,342 0 0
RELX PLC - SPON ADR SPONSORED ADR 759530108 1,360 64,982 SH   DFND 1 63,283 0 1,699
REMARK HOLDINGS INC COM 75955K102 757 237,540 SH   DFND 1 237,540 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 57,740 432,506 SH   DFND 1 427,073 0 5,433
RENASANT CORP COM 75970E107 21,781 528,542 SH   DFND 1 528,542 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 11,472 398,341 SH   DFND 1 397,577 0 764
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 1,478 51,325 SH   DFND 1 2 51,325 0 0
RENT-A-CENTER INC COM 76009N100 7,847 545,693 SH   DFND 1 545,693 0 0
REPLIGEN CORP COM 759916109 22,711 409,513 SH   DFND 1 409,513 0 0
REPLIMUNE GROUP INC COM 76029N106 737 45,809 SH   DFND 1 45,809 0 0
REPUBLIC BANCORP INC-CLASS A CL A 760281204 5,303 115,037 SH   DFND 1 115,037 0 0
REPUBLIC FIRST BANCORP INC COM 760416107 3,785 529,501 SH   DFND 1 529,501 0 0
REPUBLIC SERVICES INC COM 760759100 253,607 3,495,432 SH   DFND 1 3,483,633 0 11,799
RESEARCH FRONTIERS INC COM 760911107 150 95,951 SH   DFND 1 95,951 0 0
RESMED INC COM 761152107 217,509 1,889,067 SH   DFND 1 1,881,232 0 7,835
RESOLUTE ENERGY CORP COM NEW 76116A306 7,584 200,602 SH   DFND 1 200,602 0 0
RESOLUTE FOREST PRODUCTS COM 76117W109 7,953 614,192 SH   DFND 1 614,192 0 0
RESOLUTE FOREST PRODUCTS COM 76117W109 859 66,391 SH   DFND 1 2 66,391 0 0
RESONANT INC COM 76118L102 619 152,499 SH   DFND 1 152,499 0 0
RESOURCES CONNECTION INC COM 76122Q105 10,577 637,217 SH   DFND 1 637,217 0 0
RESTAURANT BRANDS INTERN COM 76131D103 512 8,647 SH   DFND 1 8,479 0 168
RESTORATION ROBOTICS INC COM 76133C103 109 37,654 SH   DFND 1 37,654 0 0
RESTORBIO INC COM 76133L103 1,073 70,928 SH   DFND 1 70,928 0 0
RETAIL OPPORTUNITY INVESTMEN COM 76131N101 27,333 1,464,051 SH   DFND 1 1,464,051 0 0
RETAIL PROPERTIES OF AME - A CL A 76131V202 39,979 3,279,690 SH   DFND 1 3,279,690 0 0
RETAIL VALUE INC COM 76133Q102 5,879 179,858 SH   DFND 1 179,858 0 0
RETRACTABLE TECHNOLOGIES INC COM 76129W105 30 41,762 SH   DFND 1 41,762 0 0
RETROPHIN INC COM 761299106 13,176 458,615 SH   DFND 1 458,579 0 36
REV GROUP INC COM 749527107 4,413 281,119 SH   DFND 1 280,925 0 194
REVANCE THERAPEUTICS INC COM 761330109 8,386 337,493 SH   DFND 1 337,493 0 0
REVLON INC-CLASS A CL A NEW 761525609 2,241 100,501 SH   DFND 1 100,501 0 0
REVLON INC-CLASS A CL A NEW 761525609 72 3,270 SH   DFND 1 2 3,270 0 0
REVOLUTION LIGHTING TECHNOLO COM NEW 76155G206 199 70,265 SH   DFND 1 70,265 0 0
REX AMERICAN RESOURCES CORP COM 761624105 4,224 55,915 SH   DFND 1 55,743 0 172
REX AMERICAN RESOURCES CORP COM 761624105 20 266 SH   DFND 1 2 266 0 0
REXAHN PHARMACEUTICALS INC COM NEW 761640200 260 146,083 SH   DFND 1 146,083 0 0
REXFORD INDUSTRIAL REALTY IN COM 76169C100 35,780 1,119,531 SH   DFND 1 1,119,531 0 0
REXNORD CORP COM 76169B102 31,445 1,020,966 SH   DFND 1 1,020,966 0 0
RF INDUSTRIES LTD COM PAR $0.01 749552105 324 45,686 SH   DFND 1 45,686 0 0
RGC RESOURCES INC COM 74955L103 2,250 84,264 SH   DFND 1 84,264 0 0
RH COM 74967X103 24,266 185,225 SH   DFND 1 185,225 0 0
RH 0 07/15/20 DBCV 7/1 761283AC4 11,100 9,000,000 PRN   DFND 1 2 9,000,000 0 0
RHYTHM PHARMACEUTICALS INC COM 76243J105 5,240 179,647 SH   DFND 1 179,647 0 0
RIBBON COMMUNICATIONS INC COM 762544104 3,741 547,845 SH   DFND 1 547,845 0 0
RICEBRAN TECHNOLOGIES COM NEW 762831204 102 35,803 SH   DFND 1 35,803 0 0
RICHARDSON ELEC LTD COM 763165107 589 67,211 SH   DFND 1 67,211 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 5,295 1,649,772 SH   DFND 1 1,649,772 0 0
RIGNET INC COM 766582100 2,608 128,187 SH   DFND 1 128,187 0 0
RIMINI STREET INC COM 76674Q107 226 35,957 SH   DFND 1 35,957 0 0
RIMINI STREET INC COM 76674Q107 126 20,000 SH   DFND 1 2 20,000 0 0
RING ENERGY INC COM 76680V108 5,400 544,964 SH   DFND 1 544,964 0 0
RINGCENTRAL INC-CLASS A CL A 76680R206 54,186 582,340 SH   DFND 1 582,340 0 0
RIO TINTO PLC-SPON ADR SPONSORED ADR 767204100 1,339 26,246 SH   DFND 1 25,277 0 969
RIO TINTO PLC-SPON ADR SPONSORED ADR 767204100 30 595 SH   DFND 1 2 595 0 0
RIOT BLOCKCHAIN INC COM 767292105 309 84,762 SH   DFND 1 84,762 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 243 6,746 SH   DFND 1 6,746 0 0
RITE AID CORP COM 767754104 13,166 10,286,512 SH   DFND 1 10,286,512 0 0
RIVERVIEW BANCORP INC COM 769397100 2,075 234,830 SH   DFND 1 234,830 0 0
RLI CORP COM 749607107 29,744 378,526 SH   DFND 1 377,415 0 1,111
RLJ ENTERTAINMENT INC COM NEW 74965F203 568 91,642 SH   DFND 1 91,642 0 0
RLJ LODGING TRUST COM 74965L101 49,724 2,257,106 SH   DFND 1 2,257,106 0 0
RMR GROUP INC/THE - A CL A 74967R106 14,627 157,626 SH   DFND 1 157,605 0 21
RMR GROUP INC/THE - A CL A 74967R106 227 2,447 SH   DFND 1 2 2,447 0 0
RMR REAL ESTATE INCOME FUND COM 76970B101 2,485 138,226 SH   DFND 1 2 138,226 0 0
ROADRUNNER TRANSPORTATION SY COM 76973Q105 136 163,371 SH   DFND 1 163,371 0 0
ROBERT HALF INTL INC COM 770323103 152,266 2,166,267 SH   DFND 1 2,159,693 0 6,574
ROBERT HALF INTL INC COM 770323103 36 519 SH   DFND 1 2 519 0 0
ROCKET PHARMACEUTICALS INC COM 77313F106 5,468 222,109 SH   DFND 1 222,109 0 0
ROCKWELL AUTOMATION INC COM 773903109 301,649 1,611,473 SH   DFND 1 1,604,663 0 6,810
ROCKWELL COLLINS INC COM 774341101 291,483 2,078,834 SH   DFND 1 2,070,413 0 8,421
ROCKWELL COLLINS INC COM 774341101 1,545 11,000 SH   DFND 1 2 11,000 0 0
ROCKWELL MEDICAL INC COM 774374102 2,035 482,447 SH   DFND 1 482,447 0 0
ROCKY BRANDS INC COM 774515100 2,382 84,171 SH   DFND 1 84,171 0 0
ROGERS CORP COM 775133101 28,499 193,452 SH   DFND 1 193,452 0 0
ROKU INC COM CL A 77543R102 34,301 469,695 SH   DFND 1 469,695 0 0
ROLLINS INC COM 775711104 87,494 1,443,958 SH   DFND 1 1,438,929 0 5,029
ROPER TECHNOLOGIES INC COM 776696106 368,169 1,245,324 SH   DFND 1 1,240,029 0 5,295
ROSETTA STONE INC COM 777780107 4,022 202,250 SH   DFND 1 202,250 0 0
ROSETTA STONE INC COM 777780107 94 4,732 SH   DFND 1 2 4,732 0 0
ROSS STORES INC COM 778296103 556,908 5,628,437 SH   DFND 1 5,591,038 0 37,399
ROSS STORES INC COM 778296103 357 3,608 SH   DFND 1 2 3,608 0 0
ROWAN COMPANIES PLC-A SHS CL A G7665A101 22,798 1,210,751 SH   DFND 1 1,193,593 0 17,158
ROWAN COMPANIES PLC-A SHS CL A G7665A101 127 6,745 SH   DFND 1 2 6,745 0 0
ROYAL BANK OF CANADA COM 780087102 1,323 16,504 SH   DFND 1 15,684 0 820
ROYAL BANK OF SCOT-SPON ADR SPONS ADR 2 ORD 780097689 363 55,718 SH   DFND 1 54,448 0 1,270
ROYAL BANK OF SCOT-SPON ADR SPONS ADR 2 ORD 780097689 172 26,442 SH   DFND 1 2 26,442 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 263,538 2,032,075 SH   DFND 1 2,022,850 0 9,225
ROYAL DUTCH SHELL-SPON ADR-A SPONS ADR A 780259206 821 12,059 SH   DFND 1 10,633 0 1,426
ROYAL DUTCH SHELL-SPON ADR-B SPON ADR B 780259107 5,909 83,309 SH   DFND 1 81,990 0 1,319
ROYAL GOLD INC COM 780287108 49,405 641,134 SH   DFND 1 632,293 0 8,841
ROYCE GLOBAL VALUE TRUST COM 78081T104 676 64,361 SH   DFND 1 2 64,361 0 0
RPC INC COM 749660106 8,397 542,473 SH   DFND 1 542,143 0 330
RPM INTERNATIONAL INC COM 749685103 77,606 1,195,044 SH   DFND 1 1,177,023 0 18,021
RPT 7 1/4 PERP S-D PERP PFD-D CV 751452608 10,807 200,800 PRN   DFND 1 2 200,800 0 0
RR DONNELLEY & SONS CO COM 257867200 3,714 687,823 SH   DFND 1 687,433 0 390
RTI SURGICAL INC COM 74975N105 2,548 566,350 SH   DFND 1 566,350 0 0
RUBICON PROJECT INC/THE COM 78112V102 931 258,686 SH   DFND 1 258,686 0 0
RUBICON TECHNOLOGY INC COM NEW 78112T206 101 11,352 SH   DFND 1 11,352 0 0
RUBIUS THERAPEUTICS INC COM 78116T103 3,884 161,845 SH   DFND 1 161,845 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 10,679 436,807 SH   DFND 1 433,652 0 3,155
RUMBLEON INC-B CL B 781386206 168 16,053 SH   DFND 1 16,053 0 0
RUSH ENTERPRISES INC - CL B CL B 781846308 673 16,893 SH   DFND 1 16,893 0 0
RUSH ENTERPRISES INC-CL A CL A 781846209 20,057 510,241 SH   DFND 1 510,241 0 0
RUSH ENTERPRISES INC-CL A CL A 781846209 32 824 SH   DFND 1 2 824 0 0
RUTH'S HOSPITALITY GROUP INC COM 783332109 10,567 334,952 SH   DFND 1 334,952 0 0
RWT 5.625 07/15/24 NOTE 5.625% 7/1 758075AD7 2,565 2,600,000 PRN   DFND 1 2 2,600,000 0 0
RYANAIR HOLDINGS PLC-SP ADR SPONSORED ADR NE 783513203 14,764 153,734 SH   DFND 1 153,558 0 176
RYDER SYSTEM INC COM 783549108 37,677 515,633 SH   DFND 1 508,465 0 7,168
RYDER SYSTEM INC COM 783549108 33 459 SH   DFND 1 2 459 0 0
RYERSON HOLDING CORP COM 783754104 1,761 155,876 SH   DFND 1 155,876 0 0
RYERSON HOLDING CORP COM 783754104 106 9,455 SH   DFND 1 2 9,455 0 0
RYMAN HOSPITALITY PROPERTIES COM 78377T107 61,877 718,089 SH   DFND 1 718,089 0 0
S & T BANCORP INC COM 783859101 16,392 378,052 SH   DFND 1 378,052 0 0
S&P GLOBAL INC COM 78409V104 540,819 2,773,680 SH   DFND 1 2,760,638 0 13,042
S&P GLOBAL INC COM 78409V104 571 2,924 SH   DFND 1 2 2,924 0 0
S&W SEED CO COM 785135104 134 55,055 SH   DFND 1 55,055 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 43,370 1,875,889 SH   DFND 1 1,849,781 0 26,108
SABRE CORP COM 78573M104 73,117 2,804,745 SH   DFND 1 2,770,939 0 33,806
SABRE CORP COM 78573M104 98 3,781 SH   DFND 1 2 3,781 0 0
SAFE BULKERS INC COM Y7388L103 425 147,839 SH   DFND 1 147,839 0 0
SAFE BULKERS INC COM Y7388L103 188 65,591 SH   DFND 1 2 65,591 0 0
SAFEGUARD SCIENTIFICS INC COM NEW 786449207 1,701 181,980 SH   DFND 1 181,980 0 0
SAFETY INCOME & GROWTH INC COM 78649D104 1,569 83,809 SH   DFND 1 83,809 0 0
SAFETY INSURANCE GROUP INC COM 78648T100 14,408 160,807 SH   DFND 1 160,807 0 0
SAGA COMMUNICATIONS INC-CL A CL A NEW 786598300 1,195 33,084 SH   DFND 1 33,084 0 0
SAGE THERAPEUTICS INC COM 78667J108 61,568 435,884 SH   DFND 1 435,884 0 0
SAIA INC COM 78709Y105 21,119 276,255 SH   DFND 1 276,255 0 0
SAILPOINT TECHNOLOGIES HOLDI COM 78781P105 19,876 584,264 SH   DFND 1 584,264 0 0
SALEM MEDIA GROUP INC CL A 794093104 208 61,245 SH   DFND 1 61,245 0 0
SALESFORCE.COM INC COM 79466L302 1,324,665 8,346,763 SH   DFND 1 8,306,799 0 39,964
SALIENT MIDSTREAM & MLP FUND SH BEN INT 79471V105 120 11,815 SH   DFND 1 2 11,815 0 0
SALLY BEAUTY HOLDINGS INC COM 79546E104 24,009 1,305,592 SH   DFND 1 1,289,365 0 16,227
SALLY BEAUTY HOLDINGS INC COM 79546E104 40 2,206 SH   DFND 1 2 2,206 0 0
SANCHEZ ENERGY CORP COM 79970Y105 1,626 706,992 SH   DFND 1 706,992 0 0
SANCHEZ ENERGY CORP COM 79970Y105 726 315,953 SH   DFND 1 2 315,953 0 0
SANDERSON FARMS INC COM 800013104 22,600 218,639 SH   DFND 1 215,925 0 2,714
SANDRIDGE ENERGY INC COM NEW 80007P869 3,616 332,712 SH   DFND 1 332,712 0 0
SANDSTORM GOLD LTD COM 80013R206 41 11,208 SH   DFND 1 11,208 0 0
SANDY SPRING BANCORP INC COM 800363103 14,364 365,412 SH   DFND 1 365,412 0 0
SANGAMO THERAPEUTICS INC COM 800677106 18,875 1,113,615 SH   DFND 1 1,113,615 0 0
SANMINA CORP COM 801056102 20,104 728,439 SH   DFND 1 728,439 0 0
SANOFI-ADR SPONSORED ADR 80105N105 2,281 51,065 SH   DFND 1 49,295 0 1,770
SANTANDER CONSUMER USA HOLDI COM 80283M101 20,915 1,043,681 SH   DFND 1 1,043,681 0 0
SAP SE-SPONSORED ADR SPON ADR 803054204 2,123 17,268 SH   DFND 1 16,408 0 860
SAPIENS INTERNATIONAL CORP SHS G7T16G103 659 49,943 SH   DFND 1 49,943 0 0
SAREPTA THERAPEUTICS INC COM 803607100 95,476 591,152 SH   DFND 1 591,152 0 0
SAUL CENTERS INC COM 804395101 8,648 154,442 SH   DFND 1 154,442 0 0
SAVARA INC COM 805111101 3,262 292,327 SH   DFND 1 292,327 0 0
SB FINANCIAL GROUP INC COM 78408D105 235 11,593 SH   DFND 1 11,593 0 0
SB ONE BANCORP COM 78413T103 1,564 62,090 SH   DFND 1 62,090 0 0
SBA COMMUNICATIONS CORP CL A 78410G104 227,269 1,417,544 SH   DFND 1 1,411,660 0 5,884
SCANA CORP COM 80589M102 76,763 1,976,096 SH   DFND 1 1,968,788 0 7,308
SCANA CORP COM 80589M102 151 3,902 SH   DFND 1 2 3,902 0 0
SCANSOURCE INC COM 806037107 12,942 324,384 SH   DFND 1 324,384 0 0
SCHLUMBERGER LTD COM 806857108 933,895 15,361,818 SH   DFND 1 15,288,602 0 73,216
SCHLUMBERGER LTD COM 806857108 32 539 SH   DFND 1 2 539 0 0
SCHNEIDER NATIONAL INC-CL B CL B 80689H102 9,685 387,734 SH   DFND 1 387,734 0 0
SCHNITZER STEEL INDS INC-A CL A 806882106 8,290 306,474 SH   DFND 1 306,114 0 360
SCHOLAR ROCK HOLDING CORP COM 80706P103 1,331 51,712 SH   DFND 1 51,712 0 0
SCHOLASTIC CORP COM 807066105 13,900 297,727 SH   DFND 1 297,727 0 0
SCHWAB (CHARLES) CORP COM 808513105 631,154 12,869,176 SH   DFND 1 12,807,568 0 61,608
SCHWAB EMERGING MARKETS EQUI EMRG MKTEQ ETF 808524706 4,038 157,092 PRN   DFND 1 157,092 0 0
SCHWAB INTL EQUITY ETF INTL EQTY ETF 808524805 15,164 452,265 PRN   DFND 1 452,265 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 16,759 437,479 SH   DFND 1 437,479 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 235 6,145 SH   DFND 1 2 6,145 0 0
SCIENCE APPLICATIONS INTE COM 808625107 40,452 501,898 SH   DFND 1 496,171 0 5,727
SCIENCE APPLICATIONS INTE COM 808625107 1,670 20,729 SH   DFND 1 2 20,729 0 0
SCIENTIFIC GAMES CORP COM 80874P109 15,178 597,587 SH   DFND 1 590,178 0 7,409
SCIENTIFIC GAMES CORP COM 80874P109 248 9,773 SH   DFND 1 2 9,773 0 0
SCORPIO BULKERS INC COM Y7546A122 1,240 171,145 SH   DFND 1 170,333 0 812
SCORPIO TANKERS INC SHS Y7542C106 1,730 861,181 SH   DFND 1 860,849 0 332
SCOTTS MIRACLE-GRO CO CL A 810186106 27,934 354,810 SH   DFND 1 349,343 0 5,467
SCPHARMACEUTICALS INC COM 810648105 295 50,285 SH   DFND 1 50,285 0 0
SCYNEXIS INC COM 811292101 564 470,130 SH   DFND 1 470,130 0 0
SEABOARD CORP COM 811543107 9,742 2,626 SH   DFND 1 2,626 0 0
SEACHANGE INTERNATIONAL INC COM 811699107 329 184,042 SH   DFND 1 184,042 0 0
SEACOAST BANKING CORP/FL COM NEW 811707801 14,108 483,156 SH   DFND 1 483,156 0 0
SEACOR HOLDINGS INC COM 811904101 9,475 191,772 SH   DFND 1 191,772 0 0
SEACOR MARINE HOLDINGS INC COM 78413P101 3,771 166,665 SH   DFND 1 166,665 0 0
SEAGATE TECHNOLOGY SHS G7945M107 181,633 3,841,318 SH   DFND 1 3,814,321 0 26,997
SEAGATE TECHNOLOGY SHS G7945M107 1,317 27,822 SH   DFND 1 2 27,822 0 0
SEALED AIR CORP COM 81211K100 79,252 1,977,642 SH   DFND 1 1,969,505 0 8,137
SEARS HOLDINGS CORP COM 812350106 369 382,135 SH   DFND 1 382,135 0 0
SEARS HOMETOWN AND OUTLET ST COM 812362101 214 75,298 SH   DFND 1 75,298 0 0
SEASPINE HOLDINGS CORP COM 81255T108 1,619 104,053 SH   DFND 1 104,053 0 0
SEATTLE GENETICS INC COM 812578102 80,674 1,046,806 SH   DFND 1 1,046,806 0 0
SEAWORLD ENTERTAINMENT INC COM 81282V100 19,248 612,427 SH   DFND 1 612,427 0 0
SECOND SIGHT MEDICAL PRODUCT COM 81362J100 368 193,688 SH   DFND 1 193,688 0 0
SECUREWORKS CORP - A CL A 81374A105 1,510 103,072 SH   DFND 1 103,072 0 0
SECURITY NATL FINL CORP-CL A CL A NEW 814785309 275 52,985 SH   DFND 1 52,985 0 0
SEI INVESTMENTS COMPANY COM 784117103 90,770 1,486,450 SH   DFND 1 1,468,663 0 17,787
SELECT BANCORP INC COM 81617L108 1,431 115,444 SH   DFND 1 115,444 0 0
SELECT ENERGY SERVICES INC-A CL A COM 81617J301 6,234 526,525 SH   DFND 1 525,493 0 1,032
SELECT INCOME REIT COM SH BEN INT 81618T100 16,155 736,349 SH   DFND 1 736,349 0 0
SELECT MEDICAL HOLDINGS CORP COM 81619Q105 19,327 1,050,408 SH   DFND 1 1,050,350 0 58
SELECTA BIOSCIENCES INC COM 816212104 2,312 148,740 SH   DFND 1 148,740 0 0
SELECTIVE INSURANCE GROUP COM 816300107 41,285 650,168 SH   DFND 1 650,168 0 0
SEMGROUP CORP-CLASS A CL A 81663A105 15,779 715,624 SH   DFND 1 715,208 0 416
SEMPRA ENERGY COM 816851109 371,040 3,267,943 SH   DFND 1 3,253,904 0 14,039
SEMTECH CORP COM 816850101 38,446 691,477 SH   DFND 1 691,477 0 0
SENDGRID INC COM 816883102 12,571 341,702 SH   DFND 1 341,702 0 0
SENECA FOODS CORP - CL A CL A 817070501 2,376 70,519 SH   DFND 1 70,519 0 0
SENESTECH INC COM 81720R109 63 92,634 SH   DFND 1 92,634 0 0
SENIOR HOUSING PROP TRUST SH BEN INT 81721M109 64,040 3,644,101 SH   DFND 1 3,611,018 0 33,083
SENOMYX INC COM 81724Q107 416 281,754 SH   DFND 1 281,754 0 0
SENS 5.25 02/01/23 NOTE 5.250% 2/0 81727UAA3 9,334 5,750,000 PRN   DFND 1 2 5,750,000 0 0
SENSATA TECHNOLOGIES HOLDING SHS G8060N102 73,732 1,489,093 SH   DFND 1 1,489,093 0 0
SENSATA TECHNOLOGIES HOLDING SHS G8060N102 33 678 SH   DFND 1 2 678 0 0
SENSEONICS HOLDINGS INC COM 81727U105 3,945 827,108 SH   DFND 1 827,108 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 34,418 449,862 SH   DFND 1 444,154 0 5,708
SENSUS HEALTHCARE INC COM 81728J109 117 13,964 SH   DFND 1 13,964 0 0
SEQUENTIAL BRANDS GROUP INC COM 81734P107 512 307,101 SH   DFND 1 307,101 0 0
SERES THERAPEUTICS INC COM 81750R102 1,717 226,298 SH   DFND 1 226,298 0 0
SERITAGE GROWTH PROP- A REIT CL A 81752R100 16,691 351,479 SH   DFND 1 351,479 0 0
SERVICE CORP INTERNATIONAL COM 817565104 70,273 1,589,904 SH   DFND 1 1,565,562 0 24,342
SERVICEMASTER GLOBAL HOLDING COM 81761R109 67,932 1,182,450 SH   DFND 1 1,182,450 0 0
SERVICENOW INC COM 81762P102 289,419 1,480,583 SH   DFND 1 1,480,583 0 0
SERVICESOURCE INTERNATIONAL COM 81763U100 2,049 719,152 SH   DFND 1 719,152 0 0
SERVICESOURCE INTERNATIONAL COM 81763U100 24 8,769 SH   DFND 1 2 8,769 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 20,563 525,259 SH   DFND 1 525,259 0 0
SESEN BIO INC COM 817763105 957 445,121 SH   DFND 1 445,121 0 0
SEVEN STARS CLOUD GROUP INC COM 81789Y102 155 40,987 SH   DFND 1 40,987 0 0
SFL 4.875 05/01/23 NOTE 4.875% 5/0 824689AG8 9,966 9,996,000 PRN   DFND 1 2 9,996,000 0 0
SFL 5.75 10/15/21 NOTE 5.750%10/1 G81075AF3 1,985 2,000,000 PRN   DFND 1 2 2,000,000 0 0
SHAKE SHACK INC - CLASS A CL A 819047101 15,150 240,445 SH   DFND 1 240,445 0 0
SHARPS COMPLIANCE CORP COM 820017101 198 57,439 SH   DFND 1 57,439 0 0
SHARPSPRING INC COM 820054104 223 15,949 SH   DFND 1 15,949 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 19,306 498,231 SH   DFND 1 498,231 0 0
SHERWIN-WILLIAMS CO/THE COM 824348106 397,092 874,275 SH   DFND 1 870,065 0 4,210
SHIFTPIXY INC COM 82452L104 58 15,135 SH   DFND 1 15,135 0 0
SHILOH INDUSTRIES INC COM 824543102 1,627 147,955 SH   DFND 1 147,955 0 0
SHIP FINANCE INTL LTD SHS G81075106 3,477 250,164 SH   DFND 1 249,171 0 993
SHIRE PLC-ADR SPONSORED ADR 82481R106 9,350 51,584 SH   DFND 1 47,965 0 3,619
SHIRE PLC-ADR SPONSORED ADR 82481R106 1,150 6,345 SH   DFND 1 2 6,345 0 0
SHOE CARNIVAL INC COM 824889109 5,538 143,850 SH   DFND 1 143,850 0 0
SHOE CARNIVAL INC COM 824889109 495 12,874 SH   DFND 1 2 12,874 0 0
SHORE BANCSHARES INC COM 825107105 1,746 98,022 SH   DFND 1 98,022 0 0
SHOTSPOTTER INC COM 82536T107 4,798 78,286 SH   DFND 1 78,286 0 0
SHUTTERFLY INC COM 82568P304 27,911 423,601 SH   DFND 1 423,601 0 0
SHUTTERFLY INC COM 82568P304 494 7,509 SH   DFND 1 2 7,509 0 0
SHUTTERSTOCK INC COM 825690100 9,882 181,073 SH   DFND 1 181,073 0 0
SI FINANCIAL GROUP INC COM 78425V104 896 64,043 SH   DFND 1 64,043 0 0
SIEBERT FINANCIAL CORP COM 826176109 781 53,362 SH   DFND 1 53,362 0 0
SIENNA BIOPHARMACEUTICALS IN COM 82622H108 2,393 161,520 SH   DFND 1 161,520 0 0
SIENTRA INC COM 82621J105 5,531 231,630 SH   DFND 1 231,630 0 0
SIERRA BANCORP COM 82620P102 3,848 133,169 SH   DFND 1 133,169 0 0
SIERRA ONCOLOGY INC COM 82640U107 60 35,365 SH   DFND 1 35,365 0 0
SIERRA WIRELESS INC COM 826516106 579 28,789 SH   DFND 1 28,789 0 0
SIGA TECHNOLOGIES INC COM 826917106 3,486 506,048 SH   DFND 1 506,048 0 0
SIGMATRON INTERNATIONAL INC COM 82661L101 65 11,463 SH   DFND 1 11,463 0 0
SIGNATURE BANK COM 82669G104 60,633 528,330 SH   DFND 1 520,856 0 7,474
SIGNET JEWELERS LTD SHS G81276100 46,923 711,722 SH   DFND 1 704,717 0 7,005
SILGAN HOLDINGS INC COM 827048109 21,487 772,947 SH   DFND 1 762,496 0 10,451
SILICON LABORATORIES INC COM 826919102 41,878 456,194 SH   DFND 1 450,346 0 5,848
SILICON MOTION TECHNOL-ADR SPONSORED ADR 82706C108 1,548 28,839 SH   DFND 1 28,839 0 0
SILVERBOW RESOURCES INC COM 82836G102 1,569 58,844 SH   DFND 1 58,844 0 0
SILVERCORP METALS INC COM 82835P103 12 5,014 SH   DFND 1 5,014 0 0
SILVERCORP METALS INC COM 82835P103 12 5,287 SH   DFND 1,2 5,287 0 0
SILVERCREST ASSET MANAGEME-A CL A 828359109 786 56,765 SH   DFND 1 56,765 0 0
SIMMONS FIRST NATL CORP-CL A CL A $1 PAR 828730200 28,552 969,512 SH   DFND 1 969,512 0 0
SIMON PROPERTY GROUP INC COM 828806109 741,965 4,204,970 SH   DFND 1 4,188,355 0 16,615
SIMPLY GOOD FOODS CO/THE COM 82900L102 11,682 600,619 SH   DFND 1 600,619 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 28,944 399,448 SH   DFND 1 399,448 0 0
SIMULATIONS PLUS INC COM 829214105 2,397 118,705 SH   DFND 1 118,705 0 0
SIMULATIONS PLUS INC COM 829214105 33 1,682 SH   DFND 1 2 1,682 0 0
SINA CORP ORD G81477104 14,033 202,872 SH   DFND 1 202,872 0 0
SINA CORP ORD G81477104 126 1,826 SH   DFND 1 2 1,826 0 0
SINCLAIR BROADCAST GROUP -A CL A 829226109 21,881 771,824 SH   DFND 1 771,824 0 0
SINOVAC BIOTECH LTD SHS P8696W104 213 27,717 SH   DFND 1 27,717 0 0
SIRIUS XM HOLDINGS INC COM 82968B103 95,266 15,083,579 SH   DFND 1 14,870,932 0 212,647
SIRIUS XM HOLDINGS INC COM 82968B103 148 23,476 SH   DFND 1 2 23,476 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 29,020 385,198 SH   DFND 1 385,198 0 0
SITO MOBILE LTD COM NEW 82988R203 233 131,211 SH   DFND 1 131,211 0 0
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 46,956 671,917 SH   DFND 1 660,330 0 11,587
SJW GROUP COM 784305104 9,907 162,013 SH   DFND 1 162,013 0 0
SKECHERS USA INC-CL A CL A 830566105 36,052 1,290,814 SH   DFND 1 1,272,583 0 18,231
SKYLINE CHAMPION CORP COM 830830105 4,007 140,259 SH   DFND 1 140,259 0 0
SKYWEST INC COM 830879102 32,049 544,126 SH   DFND 1 544,126 0 0
SKYWEST INC COM 830879102 47 799 SH   DFND 1 2 799 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 221,491 2,445,868 SH   DFND 1 2,427,761 0 18,107
SKYWORKS SOLUTIONS INC COM 83088M102 404 4,464 SH   DFND 1 2 4,464 0 0
SL GREEN REALTY CORP COM 78440X101 122,024 1,253,177 SH   DFND 1 1,248,742 0 4,435
SL GREEN REALTY CORP COM 78440X101 32 333 SH   DFND 1 2 333 0 0
SLEEP NUMBER CORP COM 83125X103 15,154 412,032 SH   DFND 1 412,032 0 0
SLM CORP COM 78442P106 48,668 4,364,871 SH   DFND 1 4,306,129 0 58,742
SM ENERGY CO COM 78454L100 30,712 974,065 SH   DFND 1 960,143 0 13,922
SMART & FINAL STORES INC COM 83190B101 1,432 251,280 SH   DFND 1 251,280 0 0
SMART GLOBAL HOLDINGS INC SHS G8232Y101 7,628 265,432 SH   DFND 1 265,432 0 0
SMART GLOBAL HOLDINGS INC SHS G8232Y101 44 1,537 SH   DFND 1 2 1,537 0 0
SMART SAND INC COM 83191H107 962 234,273 SH   DFND 1 234,273 0 0
SMARTFINANCIAL INC COM NEW 83190L208 1,904 80,870 SH   DFND 1 80,870 0 0
SMARTSHEET INC-CLASS A COM CL A 83200N103 3,206 102,574 SH   DFND 1 102,574 0 0
SMITH & NEPHEW PLC -SPON ADR SPDN ADR NEW 83175M205 774 20,888 SH   DFND 1 18,802 0 2,086
SMITH & NEPHEW PLC -SPON ADR SPDN ADR NEW 83175M205 87 2,358 SH   DFND 1 2 2,358 0 0
SMITH (A.O.) CORP COM 831865209 103,448 1,941,676 SH   DFND 1 1,934,270 0 7,406
SMITH (A.O.) CORP COM 831865209 13 245 SH   DFND 1 2 245 0 0
SMITH MICRO SOFTWARE INC COM NEW 832154207 283 112,507 SH   DFND 1 112,507 0 0
SNAP INC - A CL A 83304A106 39,020 4,601,429 SH   DFND 1 4,601,429 0 0
SNAP-ON INC COM 833034101 146,931 801,583 SH   DFND 1 798,693 0 2,890
SOCIAL REALITY INC COM CL A NEW 83362P300 158 42,438 SH   DFND 1 42,438 0 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 2,614 18,271 SH   DFND 1 18,271 0 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 3,000 20,973 SH   DFND 1 2 20,973 0 0
SOHU.COM LTD-ADR SPONSORED ADS 83410S108 673 33,882 SH   DFND 1 33,882 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 11,815 313,826 SH   DFND 1 313,826 0 0
SOLARIS OILFIELD INFRAST-A COM CL A 83418M103 4,571 241,993 SH   DFND 1 241,993 0 0
SOLENO THERAPEUTICS INC COM NEW 834203200 62 29,035 SH   DFND 1 29,035 0 0
SOLID BIOSCIENCES INC COM 83422E105 6,323 134,030 SH   DFND 1 134,030 0 0
SOLIGENIX INC COM 834223307 38 20,298 SH   DFND 1 20,298 0 0
SOLITARIO ZINC CORP COM 8342EP107 26 75,942 SH   DFND 1 75,942 0 0
SONIC AUTOMOTIVE INC-CLASS A CL A 83545G102 4,604 237,977 SH   DFND 1 237,977 0 0
SONIC CORP COM 835451105 18,069 416,923 SH   DFND 1 416,923 0 0
SONIC FOUNDRY INC COM NEW 83545R207 92 57,646 SH   DFND 1 57,646 0 0
SONOCO PRODUCTS CO COM 835495102 51,198 922,496 SH   DFND 1 908,649 0 13,847
SONOMA PHARMACEUTICALS INC COM 83558L105 19 13,177 SH   DFND 1 13,177 0 0
SONOS INC COM 83570H108 2,520 157,148 SH   DFND 1 157,148 0 0
SONY CORP-SPONSORED ADR SPONSORED ADR 835699307 1,067 17,599 SH   DFND 1 16,430 0 1,169
SOPHIRIS BIO INC COM NEW 83578Q209 591 211,944 SH   DFND 1 211,944 0 0
SORRENTO THERAPEUTICS INC COM NEW 83587F202 4,358 990,620 SH   DFND 1 990,620 0 0
SOTHEBY'S COM 835898107 18,113 368,245 SH   DFND 1 363,296 0 4,949
SOTHERLY HOTELS INC COM 83600C103 420 58,440 SH   DFND 1 58,440 0 0
SOUTH JERSEY INDUSTRIES COM 838518108 30,089 853,120 SH   DFND 1 853,120 0 0
SOUTH STATE CORP COM 840441109 31,861 388,554 SH   DFND 1 388,554 0 0
SOUTHERN CO/THE COM 842587107 503,744 11,574,445 SH   DFND 1 11,521,085 0 53,360
SOUTHERN COPPER CORP COM 84265V105 8,038 187,521 SH   DFND 1 187,521 0 0
SOUTHERN FIRST BANCSHARES COM 842873101 2,815 71,643 SH   DFND 1 71,643 0 0
SOUTHERN MISSOURI BANCORP COM 843380106 1,994 53,513 SH   DFND 1 53,513 0 0
SOUTHERN NATL BANCORP OF VA COM 843395104 3,214 198,417 SH   DFND 1 198,417 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 11,433 328,543 SH   DFND 1 328,543 0 0
SOUTHWEST AIRLINES CO COM 844741108 367,698 5,897,381 SH   DFND 1 5,869,873 0 27,508
SOUTHWEST GAS HOLDINGS INC COM 844895102 40,519 512,714 SH   DFND 1 506,081 0 6,633
SOUTHWESTERN ENERGY CO COM 845467109 31,941 6,250,687 SH   DFND 1 6,171,558 0 79,129
SOUTHWESTERN ENERGY CO COM 845467109 207 40,521 SH   DFND 1 2 40,521 0 0
SP PLUS CORP COM 78469C103 9,789 268,209 SH   DFND 1 268,209 0 0
SPAR GROUP INC COM 784933103 142 145,742 SH   DFND 1 145,742 0 0
SPARK ENERGY INC-CLASS A CL A COM 846511103 1,177 142,688 SH   DFND 1 140,579 0 2,109
SPARK THERAPEUTICS INC COM 84652J103 18,360 336,586 SH   DFND 1 336,586 0 0
SPARTAN MOTORS INC COM 846819100 5,148 349,050 SH   DFND 1 349,050 0 0
SPARTANNASH CO COM 847215100 9,933 495,191 SH   DFND 1 495,191 0 0
SPARTANNASH CO COM 847215100 75 3,763 SH   DFND 1 2 3,763 0 0
SPARTON CORP COM 847235108 1,344 93,156 SH   DFND 1 93,156 0 0
SPDR S&P DIVIDEND ETF S&P DIVID ETF 78464A763 2,395 24,462 PRN   DFND 1 24,462 0 0
SPECTRUM BRANDS HOLDINGS INC COM 84790A105 29,274 391,784 SH   DFND 1 391,784 0 0
SPECTRUM BRANDS HOLDINGS INC COM 84790A105 257 3,449 SH   DFND 1 2 3,449 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 17,226 1,025,404 SH   DFND 1 1,025,404 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 2,026 113,548 SH   DFND 1 113,193 0 355
SPERO THERAPEUTICS INC COM 84833T103 924 87,966 SH   DFND 1 87,966 0 0
SPHERE 3D CORP COM NEW 84841L209 13 35,059 SH   DFND 1 35,059 0 0
SPHERIX INC COM PAR NEW 84842R403 22 22,380 SH   DFND 1 22,380 0 0
SPIRE INC COM 84857L101 35,890 487,970 SH   DFND 1 487,970 0 0
SPIRIT AEROSYSTEMS HOLD-CL A COM CL A 848574109 87,482 955,035 SH   DFND 1 954,404 0 631
SPIRIT AIRLINES INC COM 848577102 32,649 695,107 SH   DFND 1 695,107 0 0
SPIRIT MTA REIT COM SHS BEN IN 84861U105 6,129 532,045 SH   DFND 1 528,212 0 3,833
SPIRIT REALTY CAPITAL INC COM 84860W102 58,693 7,282,079 SH   DFND 1 7,282,079 0 0
SPIRIT REALTY CAPITAL INC COM 84860W102 33 4,206 SH   DFND 1 2 4,206 0 0
SPLUNK INC COM 848637104 156,516 1,295,455 SH   DFND 1 1,295,230 0 225
SPLUNK INC COM 848637104 17 147 SH   DFND 1 2 147 0 0
SPOK HOLDINGS INC COM 84863T106 3,556 230,932 SH   DFND 1 230,932 0 0
SPOK HOLDINGS INC COM 84863T106 139 9,084 SH   DFND 1 2 9,084 0 0
SPORTSMAN'S WAREHOUSE HOLDIN COM 84920Y106 2,380 406,983 SH   DFND 1 406,983 0 0
SPRING BANK PHARMACEUTICALS COM 849431101 1,294 107,463 SH   DFND 1 107,463 0 0
SPRINT CORP COM SER 1 85207U105 35,573 5,444,358 SH   DFND 1 5,444,358 0 0
SPRINT CORP COM SER 1 85207U105 803 122,842 SH   DFND 1 2 122,842 0 0
SPROUTS FARMERS MARKET INC COM 85208M102 33,012 1,204,384 SH   DFND 1 1,187,226 0 17,158
SPS COMMERCE INC COM 78463M107 18,464 186,063 SH   DFND 1 186,063 0 0
SPX CORP COM 784635104 13,782 413,761 SH   DFND 1 413,761 0 0
SPX FLOW INC COM 78469X107 21,590 415,194 SH   DFND 1 415,194 0 0
SQ 0.375 03/01/22 NOTE 0.375% 3/0 852234AB9 65,279 15,331,000 PRN   DFND 1 2 15,331,000 0 0
SQUARE INC - A CL A 852234103 263,283 2,660,906 SH   DFND 1 2,660,420 0 486
SRC ENERGY INC COM 78470V108 21,346 2,401,165 SH   DFND 1 2,401,165 0 0
SS&C TECHNOLOGIES HOLDINGS COM 78467J100 122,204 2,151,650 SH   DFND 1 2,150,413 0 1,237
SSR MINING INC COM 784730103 801 92,152 SH   DFND 1 92,152 0 0
ST JOE CO/THE COM 790148100 9,197 547,448 SH   DFND 1 547,448 0 0
STAAR SURGICAL CO COM PAR $0.01 852312305 19,333 402,771 SH   DFND 1 402,771 0 0
STAG INDUSTRIAL INC COM 85254J102 27,698 1,007,207 SH   DFND 1 1,007,207 0 0
STAGE STORES INC COM NEW 85254C305 330 167,530 SH   DFND 1 166,966 0 564
STAMPS.COM INC COM NEW 852857200 39,864 176,237 SH   DFND 1 176,209 0 28
STAMPS.COM INC COM NEW 852857200 31 141 SH   DFND 1 2 141 0 0
STANDARD MOTOR PRODS COM 853666105 10,210 207,452 SH   DFND 1 207,452 0 0
STANDEX INTERNATIONAL CORP COM 854231107 13,335 127,918 SH   DFND 1 127,918 0 0
STANLEY BLACK & DECKER INC COM 854502101 268,636 1,838,014 SH   DFND 1 1,829,847 0 8,167
STAR BULK CARRIERS CORP SHS PAR Y8162K204 868 60,127 SH   DFND 1 60,127 0 0
STARBUCKS CORP COM 855244109 998,004 17,589,371 SH   DFND 1 17,452,629 0 136,742
STARRETT (L.S.) CO -CL A CL A 855668109 152 25,372 SH   DFND 1 25,372 0 0
STARS GROUP INC COM 85570W100 4,821 194,113 SH   DFND 1 194,113 0 0
STARTEK INC COM 85569C107 422 63,823 SH   DFND 1 63,823 0 0
STARWOOD PROPERTY TRUST INC COM 85571B105 60,637 2,814,909 SH   DFND 1 2,814,909 0 0
STATE AUTO FINANCIAL CORP COM 855707105 5,740 187,971 SH   DFND 1 187,971 0 0
STATE BANK FINANCIAL CORP COM 856190103 12,430 411,893 SH   DFND 1 411,893 0 0
STATE STREET CORP COM 857477103 346,002 4,138,581 SH   DFND 1 4,118,086 0 20,495
STATE STREET CORP COM 857477103 792 9,454 SH   DFND 1 2 9,454 0 0
STEALTHGAS INC SHS Y81669106 61 17,223 SH   DFND 1 17,223 0 0
STEEL CONNECT INC COM 858098106 402 189,164 SH   DFND 1 189,164 0 0
STEEL DYNAMICS INC COM 858119100 116,641 2,582,594 SH   DFND 1 2,550,312 0 32,282
STEEL DYNAMICS INC COM 858119100 179 3,968 SH   DFND 1 2 3,968 0 0
STEELCASE INC-CL A CL A 858155203 22,321 1,206,567 SH   DFND 1 1,206,567 0 0
STEIN MART INC COM 858375108 378 160,928 SH   DFND 1 160,928 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 4,664 281,003 SH   DFND 1 281,003 0 0
STEPAN CO COM 858586100 22,494 258,533 SH   DFND 1 258,533 0 0
STERICYCLE INC COM 858912108 69,105 1,179,652 SH   DFND 1 1,175,254 0 4,398
STERICYCLE INC COM 858912108 31 545 SH   DFND 1 2 545 0 0
STERIS PLC SHS USD G84720104 88,454 773,207 SH   DFND 1 761,790 0 11,417
STERLING BANCORP INC/MI COM 85917W102 2,502 221,270 SH   DFND 1 221,270 0 0
STERLING BANCORP/DE COM 85917A100 45,337 2,060,815 SH   DFND 1 2,030,364 0 30,451
STERLING CONSTRUCTION CO COM 859241101 3,738 261,069 SH   DFND 1 261,069 0 0
STEVEN MADDEN LTD COM 556269108 32,429 613,030 SH   DFND 1 613,030 0 0
STEWART INFORMATION SERVICES COM 860372101 10,414 231,372 SH   DFND 1 231,372 0 0
STEWART INFORMATION SERVICES COM 860372101 138 3,076 SH   DFND 1 2 3,076 0 0
STIFEL FINANCIAL CORP COM 860630102 35,907 700,499 SH   DFND 1 690,893 0 9,606
STITCH FIX INC-CLASS A COM CL A 860897107 4,433 101,291 SH   DFND 1 101,291 0 0
STMICROELECTRONICS NV-NY SHS NY REGISTRY 861012102 228 12,471 SH   DFND 1 11,310 0 1,161
STOCK YARDS BANCORP INC COM 861025104 9,091 250,450 SH   DFND 1 250,450 0 0
STONERIDGE INC COM 86183P102 8,606 289,586 SH   DFND 1 289,586 0 0
STORE CAPITAL CORP COM 862121100 42,623 1,533,767 SH   DFND 1 1,533,767 0 0
STRATA SKIN SCIENCES INC COM NEW 86272A206 115 32,625 SH   DFND 1 32,625 0 0
STRATA SKIN SCIENCES INC COM NEW 86272A206 226 63,980 SH   DFND 1 2 63,980 0 0
STRATASYS LTD SHS M85548101 4,544 196,659 SH   DFND 1 196,659 0 0
STRATEGIC EDUCATION INC COM 86272C103 31,441 229,449 SH   DFND 1 229,449 0 0
STRATTEC SECURITY CORP COM 863111100 821 23,033 SH   DFND 1 23,033 0 0
STRATUS PROPERTIES INC COM NEW 863167201 1,473 48,144 SH   DFND 1 48,144 0 0
STREAMLINE HEALTH SOLUTIONS COM 86323X106 94 79,728 SH   DFND 1 79,728 0 0
STRONGBRIDGE BIOPHARMA PLC SHS USD G85347105 181 37,467 SH   DFND 1 37,467 0 0
STRYKER CORP COM 863667101 609,993 3,440,420 SH   DFND 1 3,424,516 0 15,904
STURM RUGER & CO INC COM 864159108 12,454 180,369 SH   DFND 1 180,369 0 0
SUMITOMO MITSUI-SPONS ADR SPONSORED ADR 86562M209 462 57,576 SH   DFND 1 45,866 0 11,710
SUMMER INFANT INC COM 865646103 113 71,771 SH   DFND 1 71,771 0 0
SUMMIT FINANCIAL GROUP INC COM 86606G101 1,897 81,741 SH   DFND 1 81,741 0 0
SUMMIT HOTEL PROPERTIES INC COM 866082100 17,950 1,326,750 SH   DFND 1 1,326,750 0 0
SUMMIT MATERIALS INC -CL A CL A 86614U100 19,699 1,083,573 SH   DFND 1 1,083,573 0 0
SUN COMMUNITIES INC COM 866674104 96,582 951,172 SH   DFND 1 951,172 0 0
SUN COMMUNITIES INC COM 866674104 70 697 SH   DFND 1 2 697 0 0
SUN HYDRAULICS CORP COM 866942105 16,535 301,855 SH   DFND 1 301,855 0 0
SUN LIFE FINANCIAL INC COM 866796105 540 13,595 SH   DFND 1 12,928 0 667
SUNCOKE ENERGY INC COM 86722A103 8,348 718,442 SH   DFND 1 718,442 0 0
SUNCOKE ENERGY PARTNERS LP COMUNIT REP LT 86722Y101 486 31,928 SH   DFND 1 2 31,928 0 0
SUNCOR ENERGY INC COM 867224107 755 19,528 SH   DFND 1 18,688 0 840
SUNESIS PHARMACEUTICALS INC COM PAR 867328700 325 162,882 SH   DFND 1 162,882 0 0
SUNLINK HEALTH SYSTEMS INC COM 86737U102 13 10,217 SH   DFND 1 10,217 0 0
SUNOPTA INC COM 8676EP108 618 84,163 SH   DFND 1 84,163 0 0
SUNPOWER CORP COM 867652406 5,196 711,876 SH   DFND 1 711,876 0 0
SUNRUN INC COM 86771W105 10,660 856,933 SH   DFND 1 856,933 0 0
SUNSTONE HOTEL INVESTORS INC COM 867892101 53,015 3,240,554 SH   DFND 1 3,240,554 0 0
SUNTRUST BANKS INC COM 867914103 374,123 5,612,125 SH   DFND 1 5,588,519 0 23,606
SUNTRUST BANKS INC COM 867914103 32 480 SH   DFND 1 2 480 0 0
SUNWORKS INC COM 86803X105 29 60,274 SH   DFND 1 60,274 0 0
SUPERIOR ENERGY SERVICES INC COM 868157108 14,855 1,525,161 SH   DFND 1 1,504,287 0 20,874
SUPERIOR GROUP OF COS INC COM 868358102 1,500 78,894 SH   DFND 1 78,894 0 0
SUPERIOR INDUSTRIES INTL COM 868168105 3,866 226,752 SH   DFND 1 226,752 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 27,389 543,991 SH   DFND 1 543,991 0 0
SUPERVALU INC COM NEW 868536301 12,406 385,053 SH   DFND 1 385,053 0 0
SUPPORT.COM INC COM NEW 86858W200 324 111,827 SH   DFND 1 111,827 0 0
SURFACE ONCOLOGY INC COM 86877M209 848 77,571 SH   DFND 1 77,571 0 0
SURGERY PARTNERS INC COM 86881A100 3,301 200,074 SH   DFND 1 200,074 0 0
SURMODICS INC COM 868873100 16,536 221,517 SH   DFND 1 221,517 0 0
SURMODICS INC COM 868873100 1,423 19,067 SH   DFND 1 2 19,067 0 0
SVB FINANCIAL GROUP COM 78486Q101 210,975 679,978 SH   DFND 1 677,252 0 2,726
SVMK INC COM 78489X103 1,171 73,100 SH   DFND 1 73,100 0 0
SWISS HELVETIA FUND COM 870875101 432 50,766 SH   DFND 1 2 50,766 0 0
SWITCH INC - A CL A 87105L104 3,766 348,710 SH   DFND 1 348,710 0 0
SYKES ENTERPRISES INC COM 871237103 18,135 594,803 SH   DFND 1 594,803 0 0
SYKES ENTERPRISES INC COM 871237103 77 2,538 SH   DFND 1 2 2,538 0 0
SYMANTEC CORP COM 871503108 198,721 9,352,495 SH   DFND 1 9,288,455 0 64,040
SYMANTEC CORP COM 871503108 526 24,747 SH   DFND 1 2 24,747 0 0
SYNACOR INC COM 871561106 257 160,983 SH   DFND 1 160,983 0 0
SYNALLOY CORP COM 871565107 1,748 76,527 SH   DFND 1 76,527 0 0
SYNAPTICS INC COM 87157D109 18,832 412,808 SH   DFND 1 408,032 0 4,776
SYNCHRONY FINANCIAL COM 87165B103 298,677 9,625,781 SH   DFND 1 9,586,149 0 39,632
SYNCHRONY FINANCIAL COM 87165B103 1,133 36,462 SH   DFND 1 2 36,462 0 0
SYNDAX PHARMACEUTICALS INC COM 87164F105 1,401 173,431 SH   DFND 1 173,431 0 0
SYNEOS HEALTH INC CL A 87166B102 35,486 688,392 SH   DFND 1 680,200 0 8,192
SYNERGY PHARMACEUTICALS INC COM NEW 871639308 4,109 2,417,091 SH   DFND 1 2,417,091 0 0
SYNLOGIC INC COM 87166L100 1,969 138,570 SH   DFND 1 138,570 0 0
SYNNEX CORP COM 87162W100 29,871 352,669 SH   DFND 1 348,603 0 4,066
SYNOPSYS INC COM 871607107 210,213 2,135,195 SH   DFND 1 2,120,542 0 14,653
SYNOVUS FINANCIAL CORP COM NEW 87161C501 49,775 1,087,039 SH   DFND 1 1,071,189 0 15,850
SYNOVUS FINANCIAL CORP COM NEW 87161C501 30 674 SH   DFND 1 2 674 0 0
SYNTEL INC COM 87162H103 17,222 420,267 SH   DFND 1 420,267 0 0
SYNTHESIS ENERGY SYSTEMS INC COM NEW 871628202 132 55,329 SH   DFND 1 55,329 0 0
SYNTHETIC BIOLOGICS INC COM NEW 87164U201 45 17,633 SH   DFND 1 17,633 0 0
SYPRIS SOLUTIONS INC COM 871655106 69 50,846 SH   DFND 1 50,846 0 0
SYROS PHARMACEUTICALS INC COM 87184Q107 2,696 226,434 SH   DFND 1 226,434 0 0
SYSCO CORP COM 871829107 384,147 5,255,436 SH   DFND 1 5,230,431 0 25,005
SYSTEMAX INC COM 871851101 6,484 196,862 SH   DFND 1 196,862 0 0
T ROWE PRICE GROUP INC COM 74144T108 366,566 3,363,044 SH   DFND 1 3,350,336 0 12,708
T ROWE PRICE GROUP INC COM 74144T108 56 519 SH   DFND 1 2 519 0 0
T2 BIOSYSTEMS INC COM 89853L104 2,697 362,030 SH   DFND 1 362,030 0 0
TABLEAU SOFTWARE INC-CL A CL A 87336U105 67,429 603,450 SH   DFND 1 603,450 0 0
TABLEAU SOFTWARE INC-CL A CL A 87336U105 97 876 SH   DFND 1 2 876 0 0
TABULA RASA HEALTHCARE INC COM 873379101 14,074 173,350 SH   DFND 1 173,350 0 0
TACTILE SYSTEMS TECHNOLOGY I COM 87357P100 12,456 175,314 SH   DFND 1 175,314 0 0
TAHOE RESOURCES INC COM 873868103 2,574 922,662 SH   DFND 1 922,662 0 0
TAILORED BRANDS INC COM 87403A107 17,563 697,259 SH   DFND 1 696,329 0 930
TAILORED BRANDS INC COM 87403A107 369 14,678 SH   DFND 1 2 14,678 0 0
TAIWAN SEMICONDUCTOR-SP ADR SPONSORED ADR 874039100 1,065 24,117 SH   DFND 1 20,019 0 4,098
TAKE-TWO INTERACTIVE SOFTWRE COM 874054109 193,759 1,406,813 SH   DFND 1 1,395,342 0 11,471
TAL EDUCATION GROUP- ADR SPONSORED ADS 874080104 17,313 678,245 SH   DFND 1 677,635 0 610
TALEND SA - ADR ADS 874224207 1,541 22,105 SH   DFND 1 22,105 0 0
TALEND SA - ADR ADS 874224207 173 2,493 SH   DFND 1 2 2,493 0 0
TALOS ENERGY INC COM 87484T108 6,651 202,657 SH   DFND 1 202,657 0 0
TANDEM DIABETES CARE INC COM NEW 875372203 25,090 585,672 SH   DFND 1 585,672 0 0
TANGER FACTORY OUTLET CENTER COM 875465106 26,732 1,168,378 SH   DFND 1 1,155,696 0 12,682
TANTECH HOLDINGS LTD COM G8675X107 51 31,503 SH   DFND 1 31,503 0 0
TAOPING INC COM G8675V101 25 20,266 SH   DFND 1 20,266 0 0
TAPESTRY INC COM 876030107 184,302 3,673,003 SH   DFND 1 3,656,895 0 16,108
TAPIMMUNE INC COM PAR 876033408 438 48,482 SH   DFND 1 48,482 0 0
TARENA INTERNATIONAL INC-ADR ADR 876108101 223 27,518 SH   DFND 1 27,518 0 0
TARGA RESOURCES CORP COM 87612G101 120,271 2,135,885 SH   DFND 1 2,135,034 0 851
TARGET CORP COM 87612E106 581,074 6,598,718 SH   DFND 1 6,570,083 0 28,635
TARO PHARMACEUTICAL INDUS SHS M8737E108 14 144 SH   DFND 1 144 0 0
TARO PHARMACEUTICAL INDUS SHS M8737E108 304 3,093 SH   DFND 1 2 3,093 0 0
TAUBMAN CENTERS INC COM 876664103 41,948 701,126 SH   DFND 1 692,896 0 8,230
TAYLOR MORRISON HOME CORP-A CL A 87724P106 25,082 1,390,406 SH   DFND 1 1,390,406 0 0
TAYLOR MORRISON HOME CORP-A CL A 87724P106 1,258 69,736 SH   DFND 1 2 69,736 0 0
TCF FINANCIAL CORP COM 872275102 40,156 1,686,534 SH   DFND 1 1,663,892 0 22,642
TCF FINANCIAL CORP COM 872275102 0 31 SH   DFND 1 2 31 0 0
TD AMERITRADE HOLDING CORP COM 87236Y108 122,507 2,320,645 SH   DFND 1 2,320,645 0 0
TD AMERITRADE HOLDING CORP COM 87236Y108 55 1,051 SH   DFND 1 2 1,051 0 0
TE CONNECTIVITY LTD REG SHS H84989104 317,812 3,622,231 SH   DFND 1 3,604,377 0 17,854
TEAM INC COM 878155100 6,544 290,881 SH   DFND 1 290,881 0 0
TECH DATA CORP COM 878237106 34,551 482,765 SH   DFND 1 477,588 0 5,177
TECHNIPFMC PLC COM G87110105 144,497 4,633,891 SH   DFND 1 4,611,607 0 22,284
TECHTARGET COM 87874R100 4,179 215,235 SH   DFND 1 211,328 0 3,907
TECHTARGET COM 87874R100 86 4,460 SH   DFND 1 2 4,460 0 0
TECK RESOURCES LTD-CLS B CL B 878742204 283 11,760 SH   DFND 1 11,318 0 442
TECNOGLASS INC SHS G87264100 408 41,545 SH   DFND 1 41,545 0 0
TEEKAY CORP COM Y8564W103 1,387 205,874 SH   DFND 1 205,874 0 0
TEEKAY TANKERS LTD-CLASS A CL A Y8565N102 556 563,541 SH   DFND 1 563,541 0 0
TEGNA INC COM 87901J105 25,888 2,164,573 SH   DFND 1 2,134,522 0 30,051
TEJON RANCH CO COM 879080109 3,817 175,845 SH   DFND 1 175,845 0 0
TELADOC HEALTH INC COM 87918A105 57,047 660,650 SH   DFND 1 660,650 0 0
TELADOC HEALTH INC COM 87918A105 43 502 SH   DFND 1 2 502 0 0
TELARIA INC COM 879181105 1,086 286,647 SH   DFND 1 286,647 0 0
TELECOM ITALIA SPA-SPON ADR SPON ADR ORD 87927Y102 135 22,648 SH   DFND 1 22,516 0 132
TELEDYNE TECHNOLOGIES INC COM 879360105 83,310 337,725 SH   DFND 1 332,499 0 5,226
TELEFLEX INC COM 879369106 104,400 392,626 SH   DFND 1 386,412 0 6,214
TELEFLEX INC COM 879369106 46 175 SH   DFND 1 2 175 0 0
TELEFONICA BRASIL-ADR PREF SPONSORED ADR 87936R106 581 59,717 SH   DFND 1 2 59,717 0 0
TELEFONICA SA-SPON ADR SPONSORED ADR 879382208 544 69,334 SH   DFND 1 67,278 0 2,056
TELENAV INC COM 879455103 1,540 305,115 SH   DFND 1 305,115 0 0
TELEPHONE AND DATA SYSTEMS COM NEW 879433829 33,066 1,086,647 SH   DFND 1 1,074,217 0 12,430
TELIGENT INC COM 87960W104 1,823 461,534 SH   DFND 1 461,534 0 0
TELLURIAN INC COM 87968A104 9,407 1,048,761 SH   DFND 1 1,048,761 0 0
TELUS CORP COM 87971M103 16,216 440,958 SH   DFND 1 440,958 0 0
TEMPLETON EMERGING MKTS FND COM 880191101 464 31,651 SH   DFND 1 2 31,651 0 0
TEMPLETON GLOBAL INCOME FUND COM 880198106 797 130,229 SH   DFND 1 2 130,229 0 0
TEMPUR SEALY INTERNATIONAL I COM 88023U101 21,454 405,573 SH   DFND 1 399,397 0 6,176
TENABLE HOLDINGS INC COM 88025T102 6,221 160,008 SH   DFND 1 160,008 0 0
TENARIS SA-ADR SPONSORED ADR 88031M109 212 6,328 SH   DFND 1 5,728 0 600
TENET HEALTHCARE CORP COM NEW 88033G407 23,189 814,821 SH   DFND 1 803,630 0 11,191
TENET HEALTHCARE CORP COM NEW 88033G407 83 2,931 SH   DFND 1 2 2,931 0 0
TENGASCO INC COM PAR 88033R502 86 74,276 SH   DFND 1 74,276 0 0
TENNANT CO COM 880345103 13,502 177,782 SH   DFND 1 177,782 0 0
TENNECO INC-CLASS A COM 880349105 27,597 654,909 SH   DFND 1 654,909 0 0
TENNECO INC-CLASS A COM 880349105 242 5,763 SH   DFND 1 2 5,763 0 0
TERADATA CORP COM 88076W103 40,818 1,082,430 SH   DFND 1 1,066,359 0 16,071
TERADATA CORP COM 88076W103 32 856 SH   DFND 1 2 856 0 0
TERADYNE INC COM 880770102 66,466 1,797,351 SH   DFND 1 1,772,174 0 25,177
TEREX CORP COM 880779103 23,744 594,947 SH   DFND 1 586,187 0 8,760
TEREX CORP COM 880779103 325 8,145 SH   DFND 1 2 8,145 0 0
TERNIUM SA-SPONSORED ADR SPON ADR 880890108 1,033 34,113 SH   DFND 1 2 34,113 0 0
TERRAFORM POWER INC - A COM CL A 88104R209 10,068 871,758 SH   DFND 1 871,758 0 0
TERRENO REALTY CORP COM 88146M101 20,291 538,245 SH   DFND 1 538,245 0 0
TERRITORIAL BANCORP INC COM 88145X108 2,034 68,844 SH   DFND 1 68,844 0 0
TESARO INC COM 881569107 15,955 409,003 SH   DFND 1 409,003 0 0
TESLA INC COM 88160R101 278,239 1,051,690 SH   DFND 1 1,043,435 0 8,255
TESSCO TECHNOLOGIES INC COM 872386107 613 40,227 SH   DFND 1 40,227 0 0
TETRA TECH INC COM 88162G103 41,023 600,635 SH   DFND 1 600,635 0 0
TETRA TECHNOLOGIES INC COM 88162F105 5,381 1,193,288 SH   DFND 1 1,193,288 0 0
TETRAPHASE PHARMACEUTICALS I COM 88165N105 1,462 529,983 SH   DFND 1 529,983 0 0
TEVA 0.25 02/01/26 C DBCV 0.250% 2/0 88163VAE9 6,546 7,000,000 PRN   DFND 1 2 7,000,000 0 0
TEVA PHARMACEUTICAL-SP ADR SPONSORED ADR 881624209 60,947 2,835,756 SH   DFND 1 2,834,811 0 945
TEVA PHARMACEUTICAL-SP ADR SPONSORED ADR 881624209 248 11,542 SH   DFND 1 2 11,542 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 39,254 474,945 SH   DFND 1 468,171 0 6,774
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 32 388 SH   DFND 1 2 388 0 0
TEXAS INSTRUMENTS INC COM 882508104 1,357,888 12,678,127 SH   DFND 1 12,579,346 0 98,781
TEXAS INSTRUMENTS INC COM 882508104 224 2,096 SH   DFND 1 2 2,096 0 0
TEXAS PACIFIC LAND TRUST SUB CTF PROP I T 882610108 975 1,131 SH   DFND 1 2 1,131 0 0
TEXAS ROADHOUSE INC COM 882681109 51,465 742,751 SH   DFND 1 733,782 0 8,969
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 1,035 80,910 SH   DFND 1 80,910 0 0
TEXTRON INC COM 883203101 214,937 3,013,134 SH   DFND 1 3,000,406 0 12,728
TFS FINANCIAL CORP COM 87240R107 12,301 819,553 SH   DFND 1 819,553 0 0
TG THERAPEUTICS INC COM 88322Q108 3,834 684,807 SH   DFND 1 684,807 0 0
THE BANK OF PRINCETON COM 064520109 1,675 54,859 SH   DFND 1 54,859 0 0
THERAPEUTICSMD INC COM 88338N107 13,271 2,023,137 SH   DFND 1 2,023,137 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 14,741 451,221 SH   DFND 1 451,221 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 1,090,016 4,475,089 SH   DFND 1 4,453,767 0 21,322
THERMON GROUP HOLDINGS INC COM 88362T103 8,203 318,202 SH   DFND 1 318,202 0 0
THESTREET INC COM 88368Q103 255 116,060 SH   DFND 1 116,060 0 0
THIRD POINT REINSURANCE LTD COM G8827U100 10,736 825,918 SH   DFND 1 825,918 0 0
THIRD POINT REINSURANCE LTD COM G8827U100 57 4,447 SH   DFND 1 2 4,447 0 0
THL CREDIT INC COM 872438106 563 69,781 SH   DFND 1 2 69,781 0 0
THOMSON REUTERS CORP COM 884903105 19,280 424,234 SH   DFND 1 424,134 0 100
THOR INDUSTRIES INC COM 885160101 41,710 498,336 SH   DFND 1 491,581 0 6,755
THUNDER BRIDGE ACQ *W EXP 01/01/202 G8857R126 450 1,000,000 SH   DFND 1 2 1,000,000 0 0
TIBERIUS ACQUISITION CO-CW21 *W EXP 02/28/202 88633A115 76 149,614 SH   DFND 1 2 149,614 0 0
TIDEWATER INC COM 88642R109 7,263 232,879 SH   DFND 1 232,879 0 0
TIER REIT INC COM NEW 88650V208 15,328 636,032 SH   DFND 1 636,032 0 0
TIFFANY & CO COM 886547108 179,172 1,391,763 SH   DFND 1 1,385,881 0 5,882
TILE SHOP HLDGS INC COM 88677Q109 2,901 405,767 SH   DFND 1 405,767 0 0
TILLY'S INC-CLASS A SHRS CL A 886885102 3,882 204,855 SH   DFND 1 204,855 0 0
TILLY'S INC-CLASS A SHRS CL A 886885102 627 33,093 SH   DFND 1 2 33,093 0 0
TIM PARTICIPACOES SA-ADR SPONSORED ADR 88706P205 0 16 SH   DFND 1 0 0 16
TIM PARTICIPACOES SA-ADR SPONSORED ADR 88706P205 1,223 84,414 SH   DFND 1 2 84,414 0 0
TIMBERLAND BANCORP INC COM 887098101 1,806 57,815 SH   DFND 1 57,815 0 0
TIMBERLAND BANCORP INC COM 887098101 48 1,544 SH   DFND 1 2 1,544 0 0
TIMKEN CO COM 887389104 31,404 629,987 SH   DFND 1 620,622 0 9,365
TIMKEN CO COM 887389104 65 1,320 SH   DFND 1 2 1,320 0 0
TIMKENSTEEL CORP COM 887399103 5,640 379,328 SH   DFND 1 379,328 0 0
TIPTREE INC COM 88822Q103 1,743 266,249 SH   DFND 1 266,249 0 0
TISI 5 08/01/23 NOTE 5.000% 8/0 878155AE0 9,387 7,450,000 PRN   DFND 1 2 7,450,000 0 0
TITAN INTERNATIONAL INC COM 88830M102 3,502 472,017 SH   DFND 1 472,017 0 0
TITAN INTERNATIONAL INC COM 88830M102 287 38,766 SH   DFND 1 2 38,766 0 0
TITAN MACHINERY INC COM 88830R101 3,029 195,673 SH   DFND 1 195,673 0 0
TITAN PHARMACEUTICALS INC COM NEW 888314309 19 95,909 SH   DFND 1 95,909 0 0
TIVITY HEALTH INC COM 88870R102 18,956 589,639 SH   DFND 1 589,639 0 0
TIVO CORP COM 88870P106 16,471 1,323,013 SH   DFND 1 1,322,651 0 362
TJX COMPANIES INC COM 872540109 918,884 8,217,272 SH   DFND 1 8,185,143 0 32,129
TJX COMPANIES INC COM 872540109 120 1,072 SH   DFND 1 2 1,072 0 0
T-MOBILE US INC COM 872590104 193,475 2,758,989 SH   DFND 1 2,718,847 0 40,142
TOCAGEN INC COM 888846102 2,658 170,534 SH   DFND 1 170,534 0 0
TOLL BROTHERS INC COM 889478103 68,714 2,081,270 SH   DFND 1 2,062,955 0 18,315
TOLL BROTHERS INC COM 889478103 1,848 55,972 SH   DFND 1 2 55,972 0 0
TOMPKINS FINANCIAL CORP COM 890110109 10,531 129,711 SH   DFND 1 129,711 0 0
TONIX PHARMACEUTICALS HOLDIN COM 890260409 22 38,714 SH   DFND 1 38,714 0 0
TOOTSIE ROLL INDS COM 890516107 5,986 204,675 SH   DFND 1 202,184 0 2,491
TOPBUILD CORP COM 89055F103 19,680 346,357 SH   DFND 1 346,269 0 88
TORCHLIGHT ENERGY RESOURCES COM 89102U103 325 339,206 SH   DFND 1 339,206 0 0
TORCHMARK CORP COM 891027104 118,302 1,367,079 SH   DFND 1 1,361,767 0 5,312
TORO CO COM 891092108 58,872 981,700 SH   DFND 1 967,497 0 14,203
TORONTO-DOMINION BANK COM NEW 891160509 1,318 21,694 SH   DFND 1 20,739 0 955
TOTAL SA-SPON ADR SPONSORED ADR 89151E109 3,024 46,970 SH   DFND 1 45,514 0 1,456
TOTAL SYSTEM SERVICES INC COM 891906109 196,510 1,993,968 SH   DFND 1 1,985,079 0 8,889
TOWER INTERNATIONAL INC COM 891826109 6,199 204,932 SH   DFND 1 204,932 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 1,507 69,271 SH   DFND 1 69,271 0 0
TOWN SPORTS INTERNATIONAL COM 89214A102 1,973 228,117 SH   DFND 1 228,117 0 0
TOWNE BANK COM 89214P109 22,374 725,256 SH   DFND 1 725,256 0 0
TOWNSQUARE MEDIA INC - CL A CL A 892231101 332 42,473 SH   DFND 1 42,473 0 0
TOWNSQUARE MEDIA INC - CL A CL A 892231101 386 49,326 SH   DFND 1 2 49,326 0 0
TOYOTA MOTOR CORP -SPON ADR SP ADR REP2COM 892331307 2,087 16,790 SH   DFND 1 15,585 0 1,205
TPG RE FINANCE TRUST INC COM 87266M107 8,470 423,098 SH   DFND 1 423,098 0 0
TPI COMPOSITES INC COM 87266J104 5,472 191,673 SH   DFND 1 191,673 0 0
TRACON PHARMACEUTICALS INC COM 89237H100 116 56,974 SH   DFND 1 56,974 0 0
TRACTOR SUPPLY COMPANY COM 892356106 157,493 1,735,798 SH   DFND 1 1,729,469 0 6,329
TRACTOR SUPPLY COMPANY COM 892356106 5 60 SH   DFND 1 2 60 0 0
TRADE DESK INC/THE -CLASS A COM CL A 88339J105 54,417 360,598 SH   DFND 1 360,598 0 0
TRANS WORLD ENTERTAINMENT CP COM 89336Q100 33 35,758 SH   DFND 1 35,758 0 0
TRANSACT TECHNOLOGIES INC COM 892918103 549 38,158 SH   DFND 1 38,158 0 0
TRANSATLANTIC PETROLEUM LTD SHS NEW G89982113 151 97,946 SH   DFND 1 97,946 0 0
TRANSCANADA CORP COM 89353D107 29,654 737,770 SH   DFND 1 737,072 0 698
TRANSCAT INC COM 893529107 697 30,504 SH   DFND 1 30,504 0 0
TRANSCONTINENTAL REALTY INV COM NEW 893617209 868 27,238 SH   DFND 1 27,238 0 0
TRANSDIGM GROUP INC COM 893641100 210,940 567,684 SH   DFND 1 565,203 0 2,481
TRANSDIGM GROUP INC COM 893641100 1 3 SH   DFND 1 2 3 0 0
TRANSENTERIX INC COM NEW 89366M201 9,826 1,694,201 SH   DFND 1 1,694,201 0 0
TRANSGLOBE ENERGY CORP COM 893662106 257 77,310 SH   DFND 1 77,310 0 0
TRANSGLOBE ENERGY CORP COM 893662106 209 62,673 SH   DFND 1,2 62,673 0 0
TRANSLATE BIO INC COM 89374L104 491 49,132 SH   DFND 1 49,132 0 0
TRANSOCEAN LTD REG SHS H8817H100 56,064 4,018,953 SH   DFND 1 3,960,983 0 57,970
TRANSUNION COM 89400J107 118,277 1,608,594 SH   DFND 1 1,608,594 0 0
TRAVELCENTERS OF AMERICA LLC COM 894174101 145 25,541 SH   DFND 1 25,541 0 0
TRAVELCENTERS OF AMERICA LLC COM 894174101 126 22,263 SH   DFND 1 2 22,263 0 0
TRAVELERS COS INC/THE COM 89417E109 391,288 3,022,812 SH   DFND 1 3,008,236 0 14,576
TRAVELPORT WORLDWIDE LTD SHS G9019D104 26,864 1,592,438 SH   DFND 1 1,592,438 0 0
TRAVELZOO COM NEW 89421Q205 766 64,713 SH   DFND 1 64,713 0 0
TRAVELZOO COM NEW 89421Q205 27 2,308 SH   DFND 1 2 2,308 0 0
TRECORA RESOURCES COM 894648104 2,392 170,858 SH   DFND 1 170,858 0 0
TREDEGAR CORP COM 894650100 6,038 278,900 SH   DFND 1 278,900 0 0
TREDEGAR CORP COM 894650100 53 2,452 SH   DFND 1 2 2,452 0 0
TREEHOUSE FOODS INC COM 89469A104 25,090 524,357 SH   DFND 1 516,764 0 7,593
TREVENA INC COM 89532E109 728 343,497 SH   DFND 1 343,497 0 0
TREX COMPANY INC COM 89531P105 43,843 569,549 SH   DFND 1 569,549 0 0
TREX COMPANY INC COM 89531P105 32 423 SH   DFND 1 2 423 0 0
TRI POINTE GROUP INC COM 87265H109 18,498 1,491,854 SH   DFND 1 1,471,323 0 20,531
TRI POINTE GROUP INC COM 87265H109 289 23,380 SH   DFND 1 2 23,380 0 0
TRIBUNE MEDIA CO - A CL A 896047503 40,983 1,066,441 SH   DFND 1 1,066,441 0 0
TRIBUNE MEDIA CO - A CL A 896047503 1,559 40,568 SH   DFND 1 2 40,568 0 0
TRICIDA INC COM 89610F101 5,321 174,184 SH   DFND 1 174,184 0 0
TRICO BANCSHARES COM 896095106 11,193 289,834 SH   DFND 1 289,834 0 0
TRILLIUM THERAPEUTICS INC COM NEW 89620X506 58 10,086 SH   DFND 1 10,086 0 0
TRIMAS CORP COM NEW 896215209 14,653 482,008 SH   DFND 1 482,008 0 0
TRIMAS CORP COM NEW 896215209 13 458 SH   DFND 1 2 458 0 0
TRIMBLE INC COM 896239100 108,098 2,488,891 SH   DFND 1 2,455,141 0 33,750
TRINET GROUP INC COM 896288107 31,072 551,709 SH   DFND 1 551,709 0 0
TRINITY BIOTECH PLC-SPON ADR SPON ADR NEW 896438306 55 13,909 SH   DFND 1 13,909 0 0
TRINITY INDUSTRIES INC COM 896522109 50,147 1,368,648 SH   DFND 1 1,348,702 0 19,946
TRINITY PLACE HOLDINGS INC COM 89656D101 606 99,600 SH   DFND 1 99,600 0 0
TRINSEO SA SHS L9340P101 41,806 533,925 SH   DFND 1 533,925 0 0
TRINSEO SA SHS L9340P101 945 12,080 SH   DFND 1 2 12,080 0 0
TRIPADVISOR INC COM 896945201 70,531 1,383,495 SH   DFND 1 1,378,254 0 5,241
TRIPLE-S MANAGEMENT CORP-B CL B 896749108 6,898 365,169 SH   DFND 1 364,542 0 627
TRIPLE-S MANAGEMENT CORP-B CL B 896749108 655 34,712 SH   DFND 1 2 34,712 0 0
TRISTATE CAPITAL HLDGS INC COM 89678F100 7,193 260,638 SH   DFND 1 260,638 0 0
TRITON INTERNATIONAL LTD/BER CL A G9078F107 18,557 557,798 SH   DFND 1 557,798 0 0
TRIUMPH BANCORP INC COM 89679E300 9,088 237,913 SH   DFND 1 237,913 0 0
TRIUMPH GROUP INC COM 896818101 11,353 487,282 SH   DFND 1 486,905 0 377
TRONC INC COM 89609W107 4,037 247,273 SH   DFND 1 247,273 0 0
TRONOX LTD-CL A SHS CL A Q9235V101 14,676 1,228,124 SH   DFND 1 1,227,869 0 255
TRONOX LTD-CL A SHS CL A Q9235V101 195 16,327 SH   DFND 1 2 16,327 0 0
TROVAGENE INC COM PAR 897238408 81 99,482 SH   DFND 1 99,482 0 0
TRUEBLUE INC COM 89785X101 11,589 444,888 SH   DFND 1 444,888 0 0
TRUEBLUE INC COM 89785X101 325 12,482 SH   DFND 1 2 12,482 0 0
TRUECAR INC COM 89785L107 12,753 904,514 SH   DFND 1 904,514 0 0
TRUPANION INC COM 898202106 9,361 261,996 SH   DFND 1 261,996 0 0
TRUSTCO BANK CORP NY COM 898349105 8,906 1,047,870 SH   DFND 1 1,047,870 0 0
TRUSTMARK CORP COM 898402102 24,576 730,349 SH   DFND 1 718,230 0 12,119
TSLA 0.25 03/01/19 NOTE 0.250% 3/0 88160RAB7 17,846 18,000,000 PRN   DFND 1 2 18,000,000 0 0
TSLA 2.375 03/15/22 NOTE 2.375% 3/1 88160RAD3 4,080 4,000,000 PRN   DFND 1 2 4,000,000 0 0
TSRO 3 10/01/21 NOTE 3.000%10/0 881569AA5 3,325 2,500,000 PRN   DFND 1 2 2,500,000 0 0
TTEC HOLDINGS INC COM 89854H102 4,917 189,850 SH   DFND 1 189,850 0 0
TTM TECHNOLOGIES COM 87305R109 20,724 1,302,607 SH   DFND 1 1,302,607 0 0
TUCOWS INC-CLASS A COM NEW 898697206 2,155 38,669 SH   DFND 1 38,669 0 0
TUESDAY MORNING CORP COM NEW 899035505 845 264,276 SH   DFND 1 264,276 0 0
TUNIU CORP-SPON ADR SPONSORED ADS CL 89977P106 131 18,382 SH   DFND 1 18,382 0 0
TUPPERWARE BRANDS CORP COM 899896104 16,778 501,602 SH   DFND 1 494,310 0 7,292
TURNING POINT BRANDS INC COM 90041L105 4,244 102,373 SH   DFND 1 102,373 0 0
TURQUOISE HILL RESOURCES LTD COM 900435108 39 18,605 SH   DFND 1 16,852 0 1,753
TURTLE BEACH CORP COM NEW 900450206 1,489 74,701 SH   DFND 1 74,701 0 0
TUTOR PERINI CORP COM 901109108 7,330 389,912 SH   DFND 1 389,912 0 0
TWENTY-FIRST CENTURY FOX - B CL B 90130A200 274,908 6,011,312 SH   DFND 1 5,947,135 0 64,177
TWENTY-FIRST CENTURY FOX-A CL A 90130A101 591,284 12,786,103 SH   DFND 1 12,680,977 0 105,126
TWENTY-FIRST CENTURY FOX-A CL A 90130A101 1,019 22,000 SH   DFND 1 2 22,000 0 0
TWILIO INC - A CL A 90138F102 61,367 711,262 SH   DFND 1 711,262 0 0
TWILIO INC - A CL A 90138F102 202 2,350 SH   DFND 1 2 2,350 0 0
TWIN DISC INC COM 901476101 1,928 83,696 SH   DFND 1 83,696 0 0
TWITTER INC COM 90184L102 243,266 8,564,003 SH   DFND 1 8,526,514 0 37,489
TWO HARBORS INVESTMENT CORP COM NEW 90187B408 37,244 2,494,637 SH   DFND 1 2,490,272 0 4,365
TWO RIVER BANCORP COM 90207C105 811 46,775 SH   DFND 1 46,775 0 0
TYLER TECHNOLOGIES INC COM 902252105 85,368 348,359 SH   DFND 1 343,140 0 5,219
TYME TECHNOLOGIES INC COM 90238J103 528 189,985 SH   DFND 1 189,985 0 0
TYSON FOODS INC-CL A CL A 902494103 252,078 4,241,380 SH   DFND 1 4,226,071 0 15,309
TYSON FOODS INC-CL A CL A 902494103 450 7,574 SH   DFND 1 2 7,574 0 0
U S ENERGY CORP - WYOMING COM NEW 911805208 19 19,379 SH   DFND 1 19,379 0 0
U.S. GLOBAL INVESTORS INC-A CL A 902952100 91 59,912 SH   DFND 1 59,912 0 0
U.S. PHYSICAL THERAPY INC COM 90337L108 15,549 131,111 SH   DFND 1 131,111 0 0
UBIQUITI NETWORKS INC COM 90347A100 24,373 246,548 SH   DFND 1 246,548 0 0
UBS GROUP AG-REG SHS H42097107 204 13,009 SH   DFND 1 9,714 0 3,295
UDR INC COM 902653104 166,057 4,113,507 SH   DFND 1 4,099,793 0 13,714
UFP TECHNOLOGIES INC COM 902673102 2,312 62,928 SH   DFND 1 62,928 0 0
UGI CORP COM 902681105 124,055 2,237,136 SH   DFND 1 2,213,661 0 23,475
ULTA BEAUTY INC COM 90384S303 218,481 775,723 SH   DFND 1 769,982 0 5,741
ULTA BEAUTY INC COM 90384S303 143 510 SH   DFND 1 2 510 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 102,800 319,067 SH   DFND 1 314,854 0 4,213
ULTRA CLEAN HOLDINGS INC COM 90385V107 5,157 410,971 SH   DFND 1 410,971 0 0
ULTRA PETROLEUM CORP COM NEW 903914208 2,045 1,826,778 SH   DFND 1 1,826,778 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 38,560 505,112 SH   DFND 1 505,112 0 0
ULTRALIFE CORP COM 903899102 577 70,804 SH   DFND 1 70,804 0 0
UMB FINANCIAL CORP COM 902788108 36,555 515,594 SH   DFND 1 509,511 0 6,083
UMH PROPERTIES INC COM 903002103 5,634 360,237 SH   DFND 1 360,237 0 0
UMPQUA HOLDINGS CORP COM 904214103 45,470 2,186,093 SH   DFND 1 2,154,621 0 31,472
UNDER ARMOUR INC-CLASS A CL A 904311107 46,254 2,184,310 SH   DFND 1 2,174,779 0 9,531
UNDER ARMOUR INC-CLASS C CL C 904311206 42,923 2,209,696 SH   DFND 1 2,199,919 0 9,777
UNIFI INC COM NEW 904677200 4,578 161,612 SH   DFND 1 161,612 0 0
UNIFIRST CORP/MA COM 904708104 29,339 168,958 SH   DFND 1 168,958 0 0
UNILEVER N V -NY SHARES N Y SHS NEW 904784709 1,111 20,014 SH   DFND 1 18,286 0 1,728
UNILEVER PLC-SPONSORED ADR SPON ADR NEW 904767704 1,664 30,272 SH   DFND 1 28,360 0 1,912
UNION BANKSHARES CORP COM 90539J109 23,346 605,921 SH   DFND 1 605,921 0 0
UNION BANKSHARES INC /VT COM 905400107 2,230 41,962 SH   DFND 1 41,962 0 0
UNION PACIFIC CORP COM 907818108 1,454,780 8,951,244 SH   DFND 1 8,911,169 0 40,075
UNIQURE NV SHS N90064101 733 20,150 SH   DFND 1 20,150 0 0
UNISYS CORP COM NEW 909214306 9,961 488,324 SH   DFND 1 486,747 0 1,577
UNISYS CORP COM NEW 909214306 84 4,142 SH   DFND 1 2 4,142 0 0
UNIT CORP COM 909218109 13,913 533,918 SH   DFND 1 533,918 0 0
UNITED BANCORP INC/OHIO COM 909911109 547 41,665 SH   DFND 1 41,665 0 0
UNITED BANKSHARES INC COM 909907107 39,447 1,085,226 SH   DFND 1 1,070,091 0 15,135
UNITED COMMUNITY BANKS/GA COM 90984P303 22,044 790,408 SH   DFND 1 790,408 0 0
UNITED COMMUNITY FINANCIAL COM 909839102 5,087 526,119 SH   DFND 1 526,119 0 0
UNITED CONTINENTAL HOLDINGS COM 910047109 272,256 3,061,282 SH   DFND 1 3,049,388 0 11,894
UNITED CONTINENTAL HOLDINGS COM 910047109 132 1,483 SH   DFND 1 2 1,483 0 0
UNITED FINANCIAL BANCORP INC COM 910304104 9,267 550,681 SH   DFND 1 550,681 0 0
UNITED FIRE GROUP INC COM 910340108 11,519 226,901 SH   DFND 1 226,901 0 0
UNITED INSURANCE HOLDINGS CO COM 910710102 5,306 237,109 SH   DFND 1 237,109 0 0
UNITED MICROELECTRON-SP ADR SPON ADR NEW 910873405 52 20,192 SH   DFND 1 7,326 0 12,866
UNITED MICROELECTRON-SP ADR SPON ADR NEW 910873405 256 99,599 SH   DFND 1 2 99,599 0 0
UNITED NATURAL FOODS INC COM 911163103 19,824 661,919 SH   DFND 1 655,102 0 6,817
UNITED NATURAL FOODS INC COM 911163103 512 17,097 SH   DFND 1 2 17,097 0 0
UNITED PARCEL SERVICE-CL B CL B 911312106 864,796 7,422,738 SH   DFND 1 7,386,190 0 36,548
UNITED RENTALS INC COM 911363109 163,404 1,000,698 SH   DFND 1 996,458 0 4,240
UNITED SECURITY BANCSHARE/CA COM 911460103 752 67,830 SH   DFND 1 67,830 0 0
UNITED STATES ANTIMONY CORP COM 911549103 141 166,130 SH   DFND 1 166,130 0 0
UNITED STATES LIME & MINERAL COM 911922102 1,855 23,500 SH   DFND 1 23,500 0 0
UNITED STATES STEEL CORP COM 912909108 52,817 1,732,854 SH   DFND 1 1,708,924 0 23,930
UNITED STATES STEEL CORP COM 912909108 80 2,645 SH   DFND 1 2 2,645 0 0
UNITED TECHNOLOGIES CORP COM 913017109 1,204,550 8,632,596 SH   DFND 1 8,591,415 0 41,181
UNITED THERAPEUTICS CORP COM 91307C102 74,742 584,752 SH   DFND 1 578,874 0 5,878
UNITEDHEALTH GROUP INC COM 91324P102 2,821,569 10,627,638 SH   DFND 1 10,576,279 0 51,359
UNITI GROUP INC COM 91325V108 33,866 1,680,730 SH   DFND 1 1,655,990 0 24,740
UNITIL CORP COM 913259107 8,887 174,615 SH   DFND 1 174,615 0 0
UNITY BANCORP INC COM 913290102 2,084 91,047 SH   DFND 1 91,047 0 0
UNITY BIOTECHNOLOGY INC COM 91381U101 944 57,969 SH   DFND 1 57,969 0 0
UNIVAR INC COM 91336L107 32,269 1,052,509 SH   DFND 1 1,052,509 0 0
UNIVERSAL CORP/VA COM 913456109 16,201 249,259 SH   DFND 1 249,259 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 47,112 399,593 SH   DFND 1 399,593 0 0
UNIVERSAL ELECTRONICS INC COM 913483103 5,980 151,973 SH   DFND 1 151,973 0 0
UNIVERSAL FOREST PRODUCTS COM 913543104 23,979 678,715 SH   DFND 1 678,715 0 0
UNIVERSAL HEALTH RLTY INCOME SH BEN INT 91359E105 13,039 175,237 SH   DFND 1 175,237 0 0
UNIVERSAL HEALTH SERVICES-B CL B 913903100 139,225 1,091,033 SH   DFND 1 1,086,622 0 4,411
UNIVERSAL HEALTH SERVICES-B CL B 913903100 93 731 SH   DFND 1 2 731 0 0
UNIVERSAL INSURANCE HOLDINGS COM 91359V107 20,719 426,776 SH   DFND 1 426,004 0 772
UNIVERSAL INSURANCE HOLDINGS COM 91359V107 62 1,283 SH   DFND 1 2 1,283 0 0
UNIVERSAL LOGISTICS HOLDINGS COM 91388P105 4,420 120,131 SH   DFND 1 120,131 0 0
UNIVERSAL STAINLESS & ALLOY COM 913837100 2,211 86,684 SH   DFND 1 86,684 0 0
UNIVERSAL TECHNICAL INSTITUT COM 913915104 311 116,958 SH   DFND 1 116,958 0 0
UNIVEST CORP OF PENNSYLVANIA COM 915271100 8,543 323,017 SH   DFND 1 322,217 0 800
UNUM GROUP COM 91529Y106 113,182 2,901,945 SH   DFND 1 2,890,250 0 11,695
UNUM GROUP COM 91529Y106 155 3,989 SH   DFND 1 2 3,989 0 0
UNUM THERAPEUTICS INC COM 903214104 736 71,504 SH   DFND 1 71,504 0 0
UPLAND SOFTWARE INC COM 91544A109 5,479 169,593 SH   DFND 1 168,659 0 934
UQM TECHNOLOGIES INC COM 903213106 236 180,636 SH   DFND 1 180,636 0 0
URANIUM ENERGY CORP COM 916896103 2,382 1,384,893 SH   DFND 1 1,384,893 0 0
URBAN EDGE PROPERTIES COM 91704F104 30,511 1,381,857 SH   DFND 1 1,366,432 0 15,425
URBAN ONE INC CL D NON VTG 91705J204 330 165,460 SH   DFND 1 165,460 0 0
URBAN OUTFITTERS INC COM 917047102 33,914 829,216 SH   DFND 1 818,923 0 10,293
URBAN OUTFITTERS INC COM 917047102 175 4,291 SH   DFND 1 2 4,291 0 0
UROGEN PHARMA LTD COM M96088105 383 8,125 SH   DFND 1 8,125 0 0
URSTADT BIDDLE - CLASS A CL A 917286205 7,165 336,545 SH   DFND 1 336,545 0 0
URSTADT BIDDLE - CLASS A CL A 917286205 141 6,628 SH   DFND 1 2 6,628 0 0
US AUTO PARTS NETWORK INC COM 90343C100 167 108,294 SH   DFND 1 108,294 0 0
US BANCORP COM NEW 902973304 897,881 17,037,489 SH   DFND 1 16,954,618 0 82,871
US CELLULAR CORP COM 911684108 6,157 137,496 SH   DFND 1 137,496 0 0
US CONCRETE INC COM NEW 90333L201 8,096 176,577 SH   DFND 1 176,577 0 0
US ECOLOGY INC COM 91732J102 17,121 232,155 SH   DFND 1 232,155 0 0
US FOODS HOLDING CORP COM 912008109 1,591 51,633 SH   DFND 1 2 51,633 0 0
US FOODS HOLDING CORP COM 912008109 75,253 2,441,708 SH   DFND 1 2,441,708 0 0
US SILICA HOLDINGS INC COM 90346E103 14,352 762,196 SH   DFND 1 762,005 0 191
US SILICA HOLDINGS INC COM 90346E103 173 9,199 SH   DFND 1 2 9,199 0 0
US XPRESS ENTERPRISES INC -A COM CL A 90338N202 2,152 155,957 SH   DFND 1 155,957 0 0
USA TECHNOLOGIES INC COM NO PAR 90328S500 4,006 556,482 SH   DFND 1 556,482 0 0
USA TRUCK INC COM 902925106 1,788 88,430 SH   DFND 1 87,537 0 893
USA TRUCK INC COM 902925106 263 13,001 SH   DFND 1 2 13,001 0 0
USANA HEALTH SCIENCES INC COM 90328M107 22,231 184,418 SH   DFND 1 184,418 0 0
USANA HEALTH SCIENCES INC COM 90328M107 260 2,158 SH   DFND 1 2 2,158 0 0
USG CORP COM NEW 903293405 33,586 775,480 SH   DFND 1 775,480 0 0
UTAH MEDICAL PRODUCTS INC COM 917488108 4,135 43,900 SH   DFND 1 43,900 0 0
UTAH MEDICAL PRODUCTS INC COM 917488108 413 4,385 SH   DFND 1 2 4,385 0 0
UTSTARCOM HOLDINGS CORP SHS NEW G9310A114 80 21,290 SH   DFND 1 21,290 0 0
VAALCO ENERGY INC COM NEW 91851C201 1,023 374,992 SH   DFND 1 374,992 0 0
VAALCO ENERGY INC COM NEW 91851C201 260 95,443 SH   DFND 1 2 95,443 0 0
VAIL RESORTS INC COM 91879Q109 101,462 369,988 SH   DFND 1 369,888 0 100
VALERITAS HOLDINGS INC COM NEW 91914N202 104 78,555 SH   DFND 1 78,555 0 0
VALERO ENERGY CORP COM 91913Y100 632,584 5,571,069 SH   DFND 1 5,547,239 0 23,830
VALERO ENERGY CORP COM 91913Y100 58 511 SH   DFND 1 2 511 0 0
VALHI INC COM 918905100 961 421,778 SH   DFND 1 421,778 0 0
VALLEY NATIONAL BANCORP COM 919794107 39,403 3,502,550 SH   DFND 1 3,455,825 0 46,725
VALMONT INDUSTRIES COM 920253101 29,244 211,155 SH   DFND 1 208,128 0 3,027
VALUE LINE INC COM 920437100 536 21,559 SH   DFND 1 21,559 0 0
VALVOLINE INC COM 92047W101 38,621 1,795,491 SH   DFND 1 1,769,756 0 25,735
VANDA PHARMACEUTICALS INC COM 921659108 13,539 589,960 SH   DFND 1 589,960 0 0
VANTAGE ENERGY ACQUISIT-CW24 *W EXP 04/12/202 92211L113 1,080 800,000 SH   DFND 1 2 800,000 0 0
VAREX IMAGING CORP COM 92214X106 11,722 409,022 SH   DFND 1 409,022 0 0
VAREX IMAGING CORP COM 92214X106 316 11,045 SH   DFND 1 2 11,045 0 0
VARIAN MEDICAL SYSTEMS INC COM 92220P105 131,160 1,173,895 SH   DFND 1 1,169,204 0 4,691
VARIAN MEDICAL SYSTEMS INC COM 92220P105 167 1,493 SH   DFND 1 2 1,493 0 0
VARONIS SYSTEMS INC COM 922280102 23,806 325,008 SH   DFND 1 325,008 0 0
VARONIS SYSTEMS INC COM 922280102 224 3,070 SH   DFND 1 2 3,070 0 0
VASCULAR BIOGENICS LTD COM M96883109 18 11,422 SH   DFND 1 11,422 0 0
VAXART INC COM NEW 92243A200 61 21,435 SH   DFND 1 21,435 0 0
VBI VACCINES INC COM NEW 91822J103 478 197,593 SH   DFND 1 197,593 0 0
VECTOR GROUP LTD COM 92240M108 14,700 1,066,764 SH   DFND 1 1,066,764 0 0
VECTREN CORP COM 92240G101 54,825 766,897 SH   DFND 1 755,683 0 11,214
VECTREN CORP COM 92240G101 139 1,948 SH   DFND 1 2 1,948 0 0
VECTRUS INC COM 92242T101 4,362 139,873 SH   DFND 1 139,521 0 352
VECTRUS INC COM 92242T101 80 2,582 SH   DFND 1 2 2,582 0 0
VEDANTA LTD-ADR SPONSORED ADR 92242Y100 259 20,259 SH   DFND 1 18,676 0 1,583
VEECO INSTRUMENTS INC COM 922417100 5,472 533,866 SH   DFND 1 533,866 0 0
VEECO INSTRUMENTS INC COM 922417100 170 16,655 SH   DFND 1 2 16,655 0 0
VEEVA SYSTEMS INC-CLASS A CL A COM 922475108 122,387 1,124,871 SH   DFND 1 1,124,871 0 0
VEEVA SYSTEMS INC-CLASS A CL A COM 922475108 339 3,115 SH   DFND 1 2 3,115 0 0
VENATOR MATERIALS PLC SHS G9329Z100 3,028 336,484 SH   DFND 1 336,484 0 0
VENATOR MATERIALS PLC SHS G9329Z100 343 38,200 SH   DFND 1 2 38,200 0 0
VENTAS INC COM 92276F100 287,499 5,295,132 SH   DFND 1 5,274,715 0 20,417
VEON LTD SPONSORED ADR 91822M106 3,003 1,035,786 SH   DFND 1 1,035,124 0 662
VEONEER INC COM 92336X109 32,417 588,658 SH   DFND 1 588,658 0 0
VERA BRADLEY INC COM 92335C106 3,751 245,858 SH   DFND 1 245,858 0 0
VERA BRADLEY INC COM 92335C106 259 17,034 SH   DFND 1 2 17,034 0 0
VERACYTE INC COM 92337F107 3,223 337,552 SH   DFND 1 337,552 0 0
VERACYTE INC COM 92337F107 385 40,324 SH   DFND 1 2 40,324 0 0
VERASTEM INC COM 92337C104 5,796 799,519 SH   DFND 1 799,519 0 0
VERASTEM INC COM 92337C104 71 9,906 SH   DFND 1 2 9,906 0 0
VEREIT INC COM 92339V100 63,783 8,792,159 SH   DFND 1 8,772,557 0 19,602
VERICEL CORP COM 92346J108 6,685 472,480 SH   DFND 1 472,480 0 0
VERICEL CORP COM 92346J108 28 2,048 SH   DFND 1 2 2,048 0 0
VERINT SYSTEMS INC COM 92343X100 34,397 686,586 SH   DFND 1 686,586 0 0
VERISIGN INC COM 92343E102 226,252 1,415,358 SH   DFND 1 1,409,861 0 5,497
VERISIGN INC COM 92343E102 30 193 SH   DFND 1 2 193 0 0
VERISK ANALYTICS INC COM 92345Y106 254,516 2,115,030 SH   DFND 1 2,098,787 0 16,243
VERITEX HOLDINGS INC COM 923451108 7,485 264,869 SH   DFND 1 264,869 0 0
VERITIV CORP COM 923454102 3,977 109,285 SH   DFND 1 109,285 0 0
VERITIV CORP COM 923454102 120 3,307 SH   DFND 1 2 3,307 0 0
VERITONE INC COM 92347M100 910 87,334 SH   DFND 1 87,334 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 2,607,173 48,927,748 SH   DFND 1 48,707,135 0 220,613
VERIZON COMMUNICATIONS INC COM 92343V104 590 11,063 SH   DFND 1 2 11,063 0 0
VERMILION ENERGY INC COM 923725105 3,585 109,638 SH   DFND 1 109,638 0 0
VERMILLION INC COM NEW 92407M206 148 209,441 SH   DFND 1 209,441 0 0
VERRICA PHARMACEUTICALS INC COM 92511W108 455 28,021 SH   DFND 1 28,021 0 0
VERSARTIS INC COM 92529L102 276 197,149 SH   DFND 1 197,149 0 0
VERSO CORP - A CL A 92531L207 15,988 474,867 SH   DFND 1 473,152 0 1,715
VERSO CORP - A CL A 92531L207 96 2,864 SH   DFND 1 2 2,864 0 0
VERSUM MATERIALS INC COM 92532W103 35,078 974,120 SH   DFND 1 959,181 0 14,939
VERTEX ENERGY INC COM 92534K107 151 88,481 SH   DFND 1 88,481 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 548,221 2,850,243 SH   DFND 1 2,824,777 0 25,466
VERTEX PHARMACEUTICALS INC COM 92532F100 217 1,129 SH   DFND 1 2 1,129 0 0
VERU INC COM 92536C103 142 100,095 SH   DFND 1 100,095 0 0
VF CORP COM 918204108 420,457 4,506,809 SH   DFND 1 4,489,156 0 17,653
VGR V2.5 01/15/19 FRNT 1/1 92240MAY4 9,133 8,500,000 PRN   DFND 1 2 8,500,000 0 0
VIACOM INC-CLASS A CL A 92553P102 2,396 65,568 SH   DFND 1 65,568 0 0
VIACOM INC-CLASS B CL B 92553P201 194,834 5,779,485 SH   DFND 1 5,760,859 0 18,626
VIACOM INC-CLASS B CL B 92553P201 909 26,952 SH   DFND 1 2 26,952 0 0
VIAD CORP COM NEW 92552R406 11,898 200,821 SH   DFND 1 200,821 0 0
VIASAT INC COM 92552V100 37,264 582,719 SH   DFND 1 575,163 0 7,556
VIAVI SOLUTIONS INC COM 925550105 27,044 2,384,848 SH   DFND 1 2,384,848 0 0
VIAVI SOLUTIONS INC COM 925550105 66 5,867 SH   DFND 1 2 5,867 0 0
VICAL INC COM NEW 925602203 153 111,688 SH   DFND 1 111,688 0 0
VICI PROPERTIES INC COM 925652109 30,292 1,401,130 SH   DFND 1 1,401,130 0 0
VICOR CORP COM 925815102 8,673 188,565 SH   DFND 1 188,565 0 0
VICTORY CAPITAL HOLDING - A COM CL A 92645B103 700 73,393 SH   DFND 1 73,393 0 0
VIEWRAY INC COM 92672L107 5,506 588,316 SH   DFND 1 588,316 0 0
VIKING THERAPEUTICS INC COM 92686J106 7,927 455,090 SH   DFND 1 455,090 0 0
VILLAGE BANK AND TRUST FINAN COM NEW 92705T200 296 8,883 SH   DFND 1 8,883 0 0
VILLAGE SUPER MARKET-CLASS A CL A NEW 927107409 2,487 91,458 SH   DFND 1 91,458 0 0
VINCE HOLDING CORP COM NEW 92719W207 263 17,850 SH   DFND 1 17,850 0 0
VIPER ENERGY PARTNERS LP COM UNT RP INT 92763M105 1,416 33,646 SH   DFND 1 33,646 0 0
VIPSHOP HOLDINGS LTD - ADR SPONSORED ADR 92763W103 5,064 817,522 SH   DFND 1 817,157 0 365
VIRCO MFG CORPORATION COM 927651109 98 20,401 SH   DFND 1 20,401 0 0
VIRNETX HOLDING CORP COM 92823T108 2,295 493,571 SH   DFND 1 493,571 0 0
VIRTU FINANCIAL INC-CLASS A CL A 928254101 11,311 553,120 SH   DFND 1 553,120 0 0
VIRTUS GLOBAL MULTI-SECTOR COM 92829B101 262 19,827 SH   DFND 1 2 19,827 0 0
VIRTUS INVESTMENT PARTNERS COM 92828Q109 8,040 70,682 SH   DFND 1 70,682 0 0
VIRTUS TOTAL RETURN FUND INC COM 92837G100 267 25,397 SH   DFND 1 2 25,397 0 0
VIRTUSA CORP COM 92827P102 15,936 296,708 SH   DFND 1 296,708 0 0
VISA INC-CLASS A SHARES COM CL A 92826C839 3,335,869 22,266,789 SH   DFND 1 22,172,749 0 94,040
VISHAY INTERTECHNOLOGY INC COM 928298108 34,696 1,704,975 SH   DFND 1 1,687,141 0 17,834
VISHAY INTERTECHNOLOGY INC COM 928298108 1,180 58,011 SH   DFND 1 2 58,011 0 0
VISHAY PRECISION GROUP COM 92835K103 4,259 113,886 SH   DFND 1 113,886 0 0
VISTA OUTDOOR INC COM 928377100 10,175 568,774 SH   DFND 1 568,774 0 0
VISTAGEN THERAPEUTICS INC COM NEW 92840H202 198 136,736 SH   DFND 1 136,736 0 0
VISTEON CORP COM NEW 92839U206 24 259 SH   DFND 1 2 259 0 0
VISTEON CORP COM NEW 92839U206 26,509 285,354 SH   DFND 1 281,391 0 3,963
VISTRA ENERGY CORP COM 92840M102 101,274 4,072,672 SH   DFND 1 4,072,672 0 0
VISTRA ENERGY CORP COM 92840M102 450 18,118 SH   DFND 1 2 18,118 0 0
VITAL THERAPIES INC COM 92847R104 94 341,964 SH   DFND 1 341,964 0 0
VITAMIN SHOPPE INC COM 92849E101 1,621 162,117 SH   DFND 1 162,117 0 0
VITAMIN SHOPPE INC COM 92849E101 39 3,988 SH   DFND 1 2 3,988 0 0
VIVEVE MEDICAL INC COM NEW 92852W204 510 190,591 SH   DFND 1 190,591 0 0
VIVINT SOLAR INC COM 92854Q106 1,377 264,907 SH   DFND 1 264,907 0 0
VIVUS INC COM NEW 928551308 265 60,155 SH   DFND 1 60,155 0 0
VMWARE INC-CLASS A CL A COM 928563402 97,749 626,787 SH   DFND 1 626,787 0 0
VOCERA COMMUNICATIONS INC COM 92857F107 10,744 293,722 SH   DFND 1 293,722 0 0
VODAFONE GROUP PLC-SP ADR SPONSORED ADR 92857W308 7,458 343,695 SH   DFND 1 319,728 0 23,967
VODAFONE GROUP PLC-SP ADR SPONSORED ADR 92857W308 758 34,947 SH   DFND 1 2 34,947 0 0
VOLITIONRX LTD COM 928661107 261 100,890 SH   DFND 1 100,890 0 0
VOLT INFO SCIENCES INC COM 928703107 244 63,589 SH   DFND 1 63,589 0 0
VONAGE HOLDINGS CORP COM 92886T201 31,484 2,223,494 SH   DFND 1 2,223,494 0 0
VONAGE HOLDINGS CORP COM 92886T201 143 10,132 SH   DFND 1 2 10,132 0 0
VORNADO REALTY TRUST SH BEN INT 929042109 183,470 2,517,278 SH   DFND 1 2,508,408 0 8,870
VORNADO REALTY TRUST SH BEN INT 929042109 2,044 28,000 SH   DFND 1 2 28,000 0 0
VOXX INTERNATIONAL CORP CL A 91829F104 691 132,903 SH   DFND 1 132,903 0 0
VOYA ASIA PACIFIC HIGH DIVID COM 92912J102 597 62,613 SH   DFND 1 2 62,613 0 0
VOYA EMERGING MARKETS HIGH I COM 92912P108 1,196 148,291 SH   DFND 1 2 148,291 0 0
VOYA FINANCIAL INC COM 929089100 73,730 1,485,487 SH   DFND 1 1,485,487 0 0
VOYAGER THERAPEUTICS INC COM 92915B106 4,415 233,376 SH   DFND 1 233,376 0 0
VRTS 7 1/4 S-D PFD CV SER D 92828Q208 6,652 67,500 PRN   DFND 1 2 67,500 0 0
VSE CORP COM 918284100 3,530 106,564 SH   DFND 1 106,564 0 0
VSE CORP COM 918284100 420 12,695 SH   DFND 1 2 12,695 0 0
VTV THERAPEUTICS INC- CL A CL A 918385105 39 50,707 SH   DFND 1 50,707 0 0
VULCAN MATERIALS CO COM 929160109 168,163 1,515,269 SH   DFND 1 1,508,492 0 6,777
VUZIX CORP COM NEW 92921W300 1,579 241,090 SH   DFND 1 241,090 0 0
W&T OFFSHORE INC COM 92922P106 15,221 1,579,037 SH   DFND 1 1,579,037 0 0
W&T OFFSHORE INC COM 92922P106 162 16,876 SH   DFND 1 2 16,876 0 0
WABASH NATIONAL CORP COM 929566107 10,605 581,767 SH   DFND 1 581,767 0 0
WABCO HOLDINGS INC COM 92927K102 59,582 505,545 SH   DFND 1 505,545 0 0
WABCO HOLDINGS INC COM 92927K102 160 1,362 SH   DFND 1 2 1,362 0 0
WABTEC CORP COM 929740108 83,337 795,137 SH   DFND 1 783,555 0 11,582
WADDELL & REED FINANCIAL-A CL A 930059100 24,531 1,158,256 SH   DFND 1 1,156,877 0 1,379
WADDELL & REED FINANCIAL-A CL A 930059100 489 23,102 SH   DFND 1 2 23,102 0 0
WAGEWORKS INC COM 930427109 16,537 386,837 SH   DFND 1 386,837 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 777,438 10,683,880 SH   DFND 1 10,591,739 0 92,141
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WALKER & DUNLOP INC COM 93148P102 21,860 413,391 SH   DFND 1 413,174 0 217
WALMART INC COM 931142103 1,557,308 16,616,257 SH   DFND 1 16,539,214 0 77,043
WALT DISNEY CO/THE COM DISNEY 254687106 2,142,711 18,356,885 SH   DFND 1 18,277,658 0 79,227
WARRIOR MET COAL INC COM 93627C101 17,719 655,306 SH   DFND 1 654,444 0 862
WARRIOR MET COAL INC COM 93627C101 313 11,576 SH   DFND 1 2 11,576 0 0
WASHINGTON FEDERAL INC COM 938824109 28,708 897,144 SH   DFND 1 885,845 0 11,299
WASHINGTON PRIME GROUP INC COM 93964W108 16,904 2,315,635 SH   DFND 1 2,311,463 0 4,172
WASHINGTON REIT SH BEN INT 939653101 30,485 994,639 SH   DFND 1 994,639 0 0
WASHINGTON TRUST BANCORP COM 940610108 9,041 163,505 SH   DFND 1 163,505 0 0
WASTE CONNECTIONS INC COM 94106B101 4,117 53,487 SH   DFND 1 53,487 0 0
WASTE MANAGEMENT INC COM 94106L109 440,313 4,882,178 SH   DFND 1 4,860,969 0 21,209
WATERS CORP COM 941848103 188,955 972,357 SH   DFND 1 968,408 0 3,949
WATERS CORP COM 941848103 444 2,284 SH   DFND 1 2 2,284 0 0
WATERSTONE FINANCIAL INC COM 94188P101 6,136 357,804 SH   DFND 1 357,804 0 0
WATSCO INC COM 942622200 54,453 305,536 SH   DFND 1 301,211 0 4,325
WATTS WATER TECHNOLOGIES-A CL A 942749102 22,590 272,176 SH   DFND 1 272,176 0 0
WAVE LIFE SCIENCES LTD SHS Y95308105 8,896 177,931 SH   DFND 1 177,931 0 0
WAYFAIR INC- CLASS A CL A 94419L101 75,835 513,544 SH   DFND 1 513,413 0 131
WAYSIDE TECHNOLOGY GROUP INC COM 946760105 223 17,318 SH   DFND 1 17,318 0 0
WD-40 CO COM 929236107 26,652 154,869 SH   DFND 1 154,869 0 0
WEATHERFORD INTERNATIONAL PL ORD SHS G48833100 24,589 9,073,581 SH   DFND 1 9,073,581 0 0
WEB.COM GROUP INC COM 94733A104 13,772 493,628 SH   DFND 1 493,628 0 0
WEBSTER FINANCIAL CORP COM 947890109 50,386 854,587 SH   DFND 1 842,134 0 12,453
WEC ENERGY GROUP INC COM 92939U106 260,582 3,910,545 SH   DFND 1 3,893,479 0 17,066
WEIBO CORP-SPON ADR SPONSORED ADR 948596101 10,823 148,735 SH   DFND 1 148,699 0 36
WEIGHT WATCHERS INTL INC COM 948626106 31,282 434,542 SH   DFND 1 429,036 0 5,506
WEINGARTEN REALTY INVESTORS SH BEN INT 948741103 45,650 1,533,963 SH   DFND 1 1,517,880 0 16,083
WEIS MARKETS INC COM 948849104 7,363 169,666 SH   DFND 1 169,666 0 0
WEIS MARKETS INC COM 948849104 203 4,683 SH   DFND 1 2 4,683 0 0
WELBILT INC COM 949090104 23,683 1,134,275 SH   DFND 1 1,134,275 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 235,912 736,932 SH   DFND 1 734,371 0 2,561
WELLCARE HEALTH PLANS INC COM 94946T106 1,596 4,981 SH   DFND 1 2 4,981 0 0
WELLS FARGO & CO COM 949746101 2,597,317 49,515,787 SH   DFND 1 49,284,696 0 231,091
WELLS FARGO & CO COM 949746101 303 5,771 SH   DFND 1 2 5,771 0 0
WELLS FARGO GLOBAL DIVIDEND COM 94987C103 188 35,613 SH   DFND 1 2 35,613 0 0
WELLTOWER INC COM 95040Q104 356,672 5,552,507 SH   DFND 1 5,533,446 0 19,061
WENDY'S CO/THE COM 95058W100 30,926 1,804,337 SH   DFND 1 1,779,035 0 25,302
WERNER ENTERPRISES INC COM 950755108 17,678 500,102 SH   DFND 1 494,102 0 6,000
WERNER ENTERPRISES INC COM 950755108 33 955 SH   DFND 1 2 955 0 0
WESBANCO INC COM 950810101 26,051 584,383 SH   DFND 1 584,383 0 0
WESCO AIRCRAFT HOLDINGS INC COM 950814103 6,709 596,382 SH   DFND 1 596,382 0 0
WESCO INTERNATIONAL INC COM 95082P105 27,353 445,134 SH   DFND 1 445,134 0 0
WEST BANCORPORATION CAP STK 95123P106 4,225 179,813 SH   DFND 1 179,813 0 0
WEST PHARMACEUTICAL SERVICES COM 955306105 82,736 670,095 SH   DFND 1 660,166 0 9,929
WESTAMERICA BANCORPORATION COM 957090103 17,015 282,832 SH   DFND 1 282,832 0 0
WESTELL TECHNOLOGIES INC-A CL A NEW 957541204 161 60,615 SH   DFND 1 60,615 0 0
WESTERN ALLIANCE BANCORP COM 957638109 54,426 956,703 SH   DFND 1 956,703 0 0
WESTERN ASSET EMRG MRKT DBT COM 95766A101 1,949 145,264 SH   DFND 1 2 145,264 0 0
WESTERN ASSET GLOBAL HIGH IN COM 95766B109 647 71,098 SH   DFND 1 2 71,098 0 0
WESTERN ASSET MORTGAGE CAPIT COM 95790D105 4,083 407,557 SH   DFND 1 407,557 0 0
WESTERN ASSET MORTGAGE CAPIT COM 95790D105 164 16,373 SH   DFND 1 2 16,373 0 0
WESTERN DIGITAL CORP COM 958102105 264,387 4,522,734 SH   DFND 1 4,493,267 0 29,467
WESTERN DIGITAL CORP COM 958102105 1,649 28,179 SH   DFND 1 2 28,179 0 0
WESTERN NEW ENGLAND BANCORP COM 958892101 2,846 263,598 SH   DFND 1 263,598 0 0
WESTERN UNION CO COM 959802109 120,377 6,324,477 SH   DFND 1 6,293,257 0 31,220
WESTLAKE CHEMICAL CORP COM 960413102 30,589 368,302 SH   DFND 1 368,302 0 0
WESTLAKE CHEMICAL CORP COM 960413102 426 5,127 SH   DFND 1 2 5,127 0 0
WESTPAC BANKING CORP-SP ADR SPONSORED ADR 961214301 666 33,290 SH   DFND 1 28,954 0 4,336
WESTPORT FUEL SYSTEMS INC COM NEW 960908309 100 33,412 SH   DFND 1 33,412 0 0
WESTROCK CO COM 96145D105 179,542 3,365,501 SH   DFND 1 3,351,248 0 14,253
WESTROCK CO COM 96145D105 241 4,519 SH   DFND 1 2 4,519 0 0
WESTWATER RESOURCES INC COM 961684107 36 165,640 SH   DFND 1 165,640 0 0
WESTWOOD HOLDINGS GROUP INC COM 961765104 4,491 86,817 SH   DFND 1 86,817 0 0
WESTWOOD HOLDINGS GROUP INC COM 961765104 300 5,805 SH   DFND 1 2 5,805 0 0
WEX INC COM 96208T104 76,672 381,911 SH   DFND 1 376,092 0 5,819
WEYCO GROUP INC COM 962149100 2,427 68,995 SH   DFND 1 68,995 0 0
WEYCO GROUP INC COM 962149100 80 2,299 SH   DFND 1 2 2,299 0 0
WEYERHAEUSER CO COM 962166104 338,935 10,520,714 SH   DFND 1 10,481,894 0 38,820
WEYERHAEUSER CO COM 962166104 1,267 39,280 SH   DFND 1 2 39,280 0 0
WHEATON PRECIOUS METALS CORP COM 962879102 5,697 327,988 SH   DFND 1 327,355 0 633
WHEELER REAL ESTATE INVESTME COM NEW 963025705 243 56,779 SH   DFND 1 56,779 0 0
WHIRLPOOL CORP COM 963320106 94,824 800,002 SH   DFND 1 796,457 0 3,545
WHIRLPOOL CORP COM 963320106 30 260 SH   DFND 1 2 260 0 0
WHITE MOUNTAINS INSURANCE GP COM G9618E107 26,198 27,994 SH   DFND 1 27,994 0 0
WHITESTONE REIT COM 966084204 5,649 407,057 SH   DFND 1 407,057 0 0
WHITING PETROLEUM CORP COM NEW 966387409 45,025 848,893 SH   DFND 1 848,893 0 0
WHITING PETROLEUM CORP COM NEW 966387409 133 2,522 SH   DFND 1 2 2,522 0 0
WHLR 8 3/4 PERP S-D PFD CNV SER D 963025606 2,254 110,914 PRN   DFND 1 2 110,914 0 0
WIDEOPENWEST INC COM 96758W101 2,698 240,681 SH   DFND 1 240,681 0 0
WIDEPOINT CORP COM 967590100 157 340,820 SH   DFND 1 340,820 0 0
WILDHORSE RESOURCE DEVELOPME COM 96812T102 5,752 243,323 SH   DFND 1 243,323 0 0
WILEY (JOHN) & SONS-CLASS A CL A 968223206 25,772 425,288 SH   DFND 1 419,146 0 6,142
WILEY (JOHN) & SONS-CLASS A CL A 968223206 202 3,338 SH   DFND 1 2 3,338 0 0
WILLDAN GROUP INC COM 96924N100 2,691 79,263 SH   DFND 1 79,263 0 0
WILLIAM LYON HOMES-CL A CL A NEW 552074700 4,565 287,298 SH   DFND 1 287,298 0 0
WILLIAMS COS INC COM 969457100 396,175 14,597,610 SH   DFND 1 14,531,487 0 66,123
WILLIAMS-SONOMA INC COM 969904101 53,057 807,325 SH   DFND 1 796,385 0 10,940
WILLIS LEASE FINANCE CORP COM 970646105 1,285 37,263 SH   DFND 1 37,263 0 0
WILLIS TOWERS WATSON PLC SHS G96629103 231,365 1,644,582 SH   DFND 1 1,637,882 0 6,700
WILLSCOT CORP COM 971375126 6,570 383,094 SH   DFND 1 383,094 0 0
WINDSTREAM HOLDINGS INC COM PAR 97382A309 1,938 395,703 SH   DFND 1 395,703 0 0
WINGSTOP INC COM 974155103 22,439 328,689 SH   DFND 1 328,689 0 0
WINMARK CORP COM 974250102 3,689 22,227 SH   DFND 1 22,227 0 0
WINNEBAGO INDUSTRIES COM 974637100 9,451 285,100 SH   DFND 1 285,100 0 0
WINS FINANCE HOLDINGS INC ORD SHS G97223104 443 9,151 SH   DFND 1 9,151 0 0
WINTRUST FINANCIAL CORP COM 97650W108 47,640 560,867 SH   DFND 1 553,255 0 7,612
WIPRO LTD-ADR SPON ADR 1 SH 97651M109 99 19,134 SH   DFND 1 13,510 0 5,624
WIRELESS TELECOM GROUP INC COM 976524108 84 46,661 SH   DFND 1 46,661 0 0
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WISDOMTREE INVESTMENTS INC COM 97717P104 10,552 1,244,352 SH   DFND 1 1,244,352 0 0
WIX.COM LTD SHS M98068105 4,193 35,031 SH   DFND 1 35,031 0 0
WIX.COM LTD SHS M98068105 232 1,945 SH   DFND 1 2 1,945 0 0
WMIH CORP COM 62482R107 4,544 3,269,353 SH   DFND 1 3,269,353 0 0
WOLVERINE WORLD WIDE INC COM 978097103 35,687 913,881 SH   DFND 1 913,881 0 0
WOODWARD INC COM 980745103 50,385 623,122 SH   DFND 1 615,626 0 7,496
WORKDAY INC-CLASS A CL A 98138H101 181,751 1,245,894 SH   DFND 1 1,238,977 0 6,917
WORKHORSE GROUP INC COM NEW 98138J206 193 180,933 SH   DFND 1 180,933 0 0
WORKIVA INC COM CL A 98139A105 11,273 285,405 SH   DFND 1 285,405 0 0
WORKIVA INC COM CL A 98139A105 228 5,788 SH   DFND 1 2 5,788 0 0
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WORLD FUEL SERVICES CORP COM 981475106 18,425 665,666 SH   DFND 1 656,490 0 9,176
WORLD WRESTLING ENTERTAIN-A CL A 98156Q108 41,813 432,275 SH   DFND 1 426,419 0 5,856
WORLDPAY INC-CLASS A CL A 981558109 263,958 2,607,706 SH   DFND 1 2,607,706 0 0
WORTHINGTON INDUSTRIES COM 981811102 17,340 399,925 SH   DFND 1 394,383 0 5,542
WP CAREY INC COM 92936U109 65,049 1,011,501 SH   DFND 1 1,011,501 0 0
WPP PLC-SPONSORED ADR ADR 92937A102 332 4,541 SH   DFND 1 4,091 0 450
WPX ENERGY INC COM 98212B103 73,828 3,669,427 SH   DFND 1 3,616,109 0 53,318
WR BERKLEY CORP COM 084423102 78,720 985,504 SH   DFND 1 972,513 0 12,991
WR GRACE & CO COM 38388F108 42,417 593,585 SH   DFND 1 593,585 0 0
WRIGHT MEDICAL GROUP NV ORD SHS 0.03 PAR N96617118 35,608 1,227,016 SH   DFND 1 1,227,016 0 0
WSFS FINANCIAL CORP COM 929328102 15,844 336,034 SH   DFND 1 336,034 0 0
WW GRAINGER INC COM 384802104 240,639 674,338 SH   DFND 1 671,728 0 2,610
WYNDHAM DESTINATIONS INC COM 98310W108 40,935 944,080 SH   DFND 1 930,265 0 13,815
WYNDHAM DESTINATIONS INC COM 98310W108 1,438 33,169 SH   DFND 1 2 33,169 0 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 49,150 884,483 SH   DFND 1 870,605 0 13,878
WYNN RESORTS LTD COM 983134107 151,330 1,193,245 SH   DFND 1 1,183,087 0 10,158
WYNN RESORTS LTD COM 983134107 169 1,336 SH   DFND 1 2 1,336 0 0
XBIOTECH INC COM 98400H102 429 135,163 SH   DFND 1 135,163 0 0
XCEL ENERGY INC COM 98389B100 325,520 6,906,997 SH   DFND 1 6,880,913 0 26,084
XCERRA CORP COM 98400J108 7,875 551,925 SH   DFND 1 551,925 0 0
XENCOR INC COM 98401F105 19,972 512,515 SH   DFND 1 512,515 0 0
XENIA HOTELS & RESORTS INC COM 984017103 39,766 1,677,928 SH   DFND 1 1,677,928 0 0
XERIS PHARMACEUTICALS INC COM 98422L107 1,181 67,233 SH   DFND 1 67,233 0 0
XERIUM TECHNOLOGIES INC COM NEW 98416J118 1,031 76,604 SH   DFND 1 76,604 0 0
XEROX CORP COM NEW 984121608 90,890 3,372,788 SH   DFND 1 3,361,416 0 11,372
XEROX CORP COM NEW 984121608 472 17,500 SH   DFND 1 2 17,500 0 0
XILINX INC COM 983919101 274,885 3,434,578 SH   DFND 1 3,409,311 0 25,267
XO GROUP INC COM 983772104 8,688 251,983 SH   DFND 1 251,983 0 0
XOMA CORP COM NEW 98419J206 1,588 90,415 SH   DFND 1 90,415 0 0
XPERI CORP COM 98421B100 7,838 527,850 SH   DFND 1 527,667 0 183
XPO LOGISTICS INC COM 983793100 117,021 1,025,715 SH   DFND 1 1,025,715 0 0
XPRESSPA GROUP INC COM 98420U109 16 112,055 SH   DFND 1 112,055 0 0
XUNLEI LTD-ADR SPONSORED ADR 98419E108 140 19,309 SH   DFND 1 19,309 0 0
XYLEM INC COM 98419M100 170,285 2,136,182 SH   DFND 1 2,126,979 0 9,203
YAMANA GOLD INC COM 98462Y100 214 86,219 SH   DFND 1 85,666 0 553
YANDEX NV-A SHS CLASS A N97284108 6,786 206,329 SH   DFND 1 206,329 0 0
YANGTZE RIVER PORT AND LOGIS COM 98475Y105 1,420 122,906 SH   DFND 1 122,906 0 0
YATRA ONLINE INC ORD SHS G98338109 316 56,710 SH   DFND 1 56,710 0 0
YELP INC CL A 985817105 45,855 932,022 SH   DFND 1 932,022 0 0
YEXT INC COM 98585N106 21,897 923,955 SH   DFND 1 923,955 0 0
YEXT INC COM 98585N106 818 34,517 SH   DFND 1 2 34,517 0 0
YIELD10 BIOSCIENCE INC COM NEW 98585K201 77 54,924 SH   DFND 1 54,924 0 0
YORK WATER CO COM 987184108 4,420 145,424 SH   DFND 1 145,424 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 3,104 345,768 SH   DFND 1 344,993 0 775
YUM CHINA HOLDINGS INC COM 98850P109 49,382 1,411,511 SH   DFND 1 1,410,611 0 900
YUM! BRANDS INC COM 988498101 328,712 3,623,150 SH   DFND 1 3,606,359 0 16,791
YY INC-ADR ADS REPCOM CLA 98426T106 9,785 131,299 SH   DFND 1 131,165 0 134
ZAFGEN INC COM 98885E103 4,661 398,748 SH   DFND 1 398,605 0 143
ZAGG INC COM 98884U108 4,315 292,582 SH   DFND 1 291,643 0 939
ZAYO GROUP HOLDINGS INC COM 98919V105 65,817 1,897,016 SH   DFND 1 1,897,016 0 0
ZAYO GROUP HOLDINGS INC COM 98919V105 194 5,613 SH   DFND 1 2 5,613 0 0
ZEBRA TECHNOLOGIES CORP-CL A CL A 989207105 98,248 555,608 SH   DFND 1 548,359 0 7,249
ZEDGE INC-CL B CL B 98923T104 137 69,306 SH   DFND 1 69,306 0 0
ZENDESK INC COM 98936J101 65,280 919,443 SH   DFND 1 919,443 0 0
ZENDESK INC COM 98936J101 352 4,964 SH   DFND 1 2 4,964 0 0
ZILLOW GROUP INC - A CL A 98954M101 19,906 450,383 SH   DFND 1 450,383 0 0
ZILLOW GROUP INC - A CL A 98954M101 31 716 SH   DFND 1 2 716 0 0
ZILLOW GROUP INC - C CL C CAP STK 98954M200 52,056 1,177,144 SH   DFND 1 1,177,144 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 319,580 2,435,531 SH   DFND 1 2,425,088 0 10,443
ZIMMER BIOMET HOLDINGS INC COM 98956P102 85 654 SH   DFND 1 2 654 0 0
ZION OIL & GAS INC COM 989696109 699 546,585 SH   DFND 1 546,585 0 0
ZIONS BANCORP NA COM 989701107 129,678 2,590,309 SH   DFND 1 2,580,348 0 9,961
ZIONS BANCORP NA COM 989701107 3,881 77,389 SH   DFND 1 2 77,389 0 0
ZIONS BANCORPORATION-CW20 *W EXP 05/22/202 989701115 41,629 2,325,650 SH   DFND 1 2 2,325,650 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 4,502 1,406,887 SH   DFND 1 1,405,998 0 889
ZIX CORP COM 98974P100 3,199 576,496 SH   DFND 1 576,496 0 0
ZIX CORP COM 98974P100 201 36,309 SH   DFND 1 2 36,309 0 0
ZOE'S KITCHEN INC COM 98979J109 2,517 197,903 SH   DFND 1 197,903 0 0
ZOETIS INC CL A 98978V103 497,285 5,442,413 SH   DFND 1 5,417,726 0 24,687
ZOETIS INC CL A 98978V103 43 475 SH   DFND 1 2 475 0 0
ZOGENIX INC COM NEW 98978L204 21,526 433,994 SH   DFND 1 433,994 0 0
ZOMEDICA PHARMACEUTICALS COR COM 98979F107 225 120,590 SH   DFND 1 120,590 0 0
ZOSANO PHARMA CORP COM NEW 98979H202 334 81,829 SH   DFND 1 81,829 0 0
ZSCALER INC COM 98980G102 9,170 224,867 SH   DFND 1 224,867 0 0
ZUMIEZ INC COM 989817101 4,985 189,188 SH   DFND 1 189,188 0 0
ZUMIEZ INC COM 989817101 92 3,521 SH   DFND 1 2 3,521 0 0
ZUORA INC - CLASS A COM CL A 98983V106 1,717 74,307 SH   DFND 1 74,307 0 0
ZYNERBA PHARMACEUTICALS INC COM 98986X109 827 101,446 SH   DFND 1 101,446 0 0
ZYNERBA PHARMACEUTICALS INC COM 98986X109 8 1,054 SH   DFND 1 2 1,054 0 0
ZYNGA INC - CL A CL A 98986T108 35,438 8,837,576 SH   DFND 1 8,837,576 0 0