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
1ST CONSTITUTION BANCORP COM 31986N102 2,170 117,482 SH   DFND 2,20 95,347 0 22,135
58 COM INC SPON ADR REP A 31680Q104 117,599 1,891,579 SH   DFND 1,2,5,8,10,11,12,13,19,20 1,474,639 50,503 366,437
AIRGAIN INC COM 00938A104 1,575 111,286 SH   DFND 2,20 111,286 0 0
DECIPHERA PHARMACEUTICALS IN COM 24344T101 14,212 630,231 SH   DFND 2,5,8,20 588,725 0 41,506
DECKERS OUTDOOR CORP COM 243537107 172,567 980,659 SH   DFND 2,5,6,8,11,12,13,19,20 857,110 293 123,256
DEERE & CO COM 244199105 2,086,885 12,536,440 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 11,101,384 213,571 1,221,485
DEL FRISCOS RESTAURANT GROUP COM 245077102 4,557 572,505 SH   DFND 2,5,20 477,143 0 95,362
DEL TACO RESTAURANTS INC COM 245496104 7,868 613,718 SH   DFND 2,5,8,20 526,809 0 86,909
DELEK US HLDGS INC NEW COM 24665A103 107,213 2,645,923 SH   DFND 2,5,8,12,20 2,392,196 1,400 252,327
DELL TECHNOLOGIES INC CL C 24703L202 191,444 3,768,574 SH   DFND 1,2,5,6,8,10,12,13,19,20 3,180,122 107,833 480,619
DELPHI TECHNOLOGIES PLC SHS G2709G107 25,137 1,256,843 SH   DFND 2,5,6,8,11,12,13,20 1,233,551 4,049 19,243
DELTA AIR LINES INC DEL COM NEW 247361702 1,172,637 20,663,203 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 18,615,917 214,103 1,833,183
DELTA APPAREL INC COM 247368103 1,691 72,972 SH   DFND 2,20 72,972 0 0
AK STL HLDG CORP COM 001547108 46,814 19,752,617 SH   DFND 2,5,12,13,20 18,771,526 5,075 976,016
DELUXE CORP COM 248019101 61,697 1,517,383 SH   DFND 2,5,6,8,11,19,20 1,351,913 7,967 157,503
DENALI THERAPEUTICS INC COM 24823R105 41,230 1,986,023 SH   DFND 2,5,8,20 1,831,889 0 154,134
DENBURY RES INC COM NEW 247916208 38,335 30,915,453 SH   DFND 2,5,20 29,453,069 13,143 1,449,241
DENNYS CORP COM 24869P104 26,086 1,270,636 SH   DFND 2,5,8,20 1,073,500 0 197,136
DENTSPLY SIRONA INC COM 24906P109 569,709 9,747,502 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,648,306 144,921 954,275
DERMIRA INC COM 24983L104 8,808 921,390 SH   DFND 2,5,8,20 768,077 0 153,313
DESIGNER BRANDS INC CL A 250565108 40,988 2,110,808 SH   DFND 2,5,8,12,20 2,110,808 0 0
DESPEGAR COM CORP ORD SHS G27358103 1,717 123,600 SH   DFND 5,20 123,600 0 0
DESTINATION XL GROUP INC COM 25065K104 39 22,082 SH   DFND 20 22,082 0 0
DEVON ENERGY CORP NEW COM 25179M103 623,414 21,858,836 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 19,866,276 340,159 1,652,401
AKAMAI TECHNOLOGIES INC COM 00971T101 550,889 6,874,080 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,829,950 178,001 866,129
DEXCOM INC COM 252131107 292,780 1,953,954 SH   DFND 2,5,6,8,10,12,13,19,20 1,663,919 55,016 235,019
DEXCOM INC NOTE 0.750% 5/1 252131AF4 17,940 11,235,000 SH   DFND 2,5 11,235,000 0 0
DHI GROUP INC COM 23331S100 2,751 770,643 SH   DFND 2,20 770,643 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 9,973 1,687,440 SH   DFND 2,5,20 1,412,053 0 275,387
DIAGEO P L C SPON ADR NEW 25243Q205 2,328 13,537 SH   DFND 1,20 13,537 0 0
DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 9,438 66,594 SH   DFND 2,5,8,20 56,784 0 9,810
DIAMOND OFFSHORE DRILLING IN COM 25271C102 25,527 2,877,948 SH   DFND 2,5,8,12,13,20 2,658,164 2,974 216,810
DIAMOND S SHIPPING INC COM Y20676105 3,746 293,355 SH   DFND 2,5,20 293,355 0 0
DIAMONDBACK ENERGY INC COM 25278X109 871,178 7,994,659 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,341,096 108,273 545,290
DIAMONDROCK HOSPITALITY CO COM 252784301 114,173 10,910,953 SH   DFND 2,5,8,10,13,20 9,946,495 53,008 911,450
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 37,700 35,225,000 SH   DFND 2,5 35,225,000 0 0
DIANA SHIPPING INC COM Y2066G104 387 116,939 SH   DFND 2,20 116,939 0 0
DICERNA PHARMACEUTICALS INC COM 253031108 28,284 1,795,778 SH   DFND 2,5,8,20 1,628,970 0 166,808
DICKS SPORTING GOODS INC COM 253393102 69,443 2,005,271 SH   DFND 2,5,6,8,11,12,13,19,20 1,900,441 3,507 101,323
DIEBOLD NXDF INC COM 253651103 21,486 2,345,686 SH   DFND 2,5,8,20 2,104,236 2,012 239,438
DIGI INTL INC COM 253798102 9,388 740,384 SH   DFND 2,5,20 663,737 0 76,647
DIGIMARC CORP NEW COM 25381B101 10,764 242,482 SH   DFND 2,5,20 206,174 0 36,308
DIGITAL RLTY TR INC COM 253868103 1,697,718 14,413,089 SH   DFND 2,5,6,8,10,11,12,13,19,20 13,047,086 170,921 1,195,082
DIGITAL TURBINE INC COM NEW 25400W102 6,590 1,317,948 SH   DFND 2,5,20 1,317,948 0 0
DILLARDS INC CL A 254067101 33,968 544,535 SH   DFND 2,5,6,8,11,12,13,19,20 503,430 349 40,756
DIME CMNTY BANCSHARES COM 253922108 17,935 944,434 SH   DFND 2,5,8,20 849,656 874 93,904
AKCEA THERAPEUTICS INC COM 00972L107 17,017 725,659 SH   DFND 2,5,8,20 679,036 0 46,623
DINE BRANDS GLOBAL INC COM 254423106 48,475 504,107 SH   DFND 2,5,8,20 446,332 3,647 54,128
DIODES INC COM 254543101 52,827 1,452,490 SH   DFND 2,5,8,20 1,314,377 1,663 136,450
DIPLOMAT PHARMACY INC COM 25456K101 11,527 1,892,811 SH   DFND 2,5,8,20 1,719,382 0 173,429
DISCOVER FINL SVCS COM 254709108 1,112,865 14,342,890 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,775,340 256,771 1,310,779
DISCOVERY INC COM SER A 25470F104 225,287 7,338,330 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,336,098 124,931 877,301
DISCOVERY INC COM SER C 25470F302 537,926 18,907,769 SH   DFND 2,5,6,8,10,11,12,13,19,20 15,825,271 358,051 2,724,447
DISH NETWORK CORP CL A 25470M109 381,353 9,928,484 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,910,103 155,112 863,269
DISH NETWORK CORP NOTE 2.375% 3/1 25470MAD1 29,087 31,200,000 SH   DFND 2,5 31,200,000 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 90,429 91,742,000 SH   DFND 2,5 91,742,000 0 0
DISNEY WALT CO COM DISNEY 254687106 10,210,769 73,122,093 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 58,648,203 1,874,175 12,599,715
AKEBIA THERAPEUTICS INC COM 00972D105 28,066 5,798,682 SH   DFND 2,5,8,20 5,453,962 1,272 343,448
DMC GLOBAL INC COM 23291C103 30,851 486,848 SH   DFND 2,5,8,20 442,563 0 44,285
DNB FINL CORP COM 233237106 1,953 43,912 SH   DFND 2,20 38,338 0 5,574
DOCUSIGN INC COM 256163106 121,920 2,452,620 SH   DFND 2,5,6,8,10,12,13,19,20 2,291,378 0 161,242
DOLBY LABORATORIES INC COM CL A 25659T107 60,065 929,803 SH   DFND 2,5,8,13,19,20 854,517 562 74,724
DOLLAR GEN CORP NEW COM 256677105 1,548,172 11,454,366 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,018,937 387,844 1,047,585
DOLLAR TREE INC COM 256746108 1,124,002 10,466,539 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,279,541 146,982 1,040,016
DOMINION ENERGY INC COM 25746U109 3,155,095 40,805,678 SH   DFND 2,5,6,8,10,11,12,13,19,20 36,779,355 446,507 3,579,816
DOMINION ENERGY INC UNIT 08/15/2019 25746U836 37,879 756,077 SH   DFND 2 756,077 0 0
DOMINION ENERGY INC UNIT 99/99/9999 25746U133 35,187 340,000 SH   DFND 2 340,000 0 0
DOMINOS PIZZA INC COM 25754A201 375,935 1,350,924 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,217,035 31,325 102,564
AKORN INC COM 009728106 18,798 3,650,103 SH   DFND 2,5,8,13,20 3,316,147 2,800 331,156
DOMO INC COM CL B 257554105 10,106 369,924 SH   DFND 2,5,8,20 324,946 0 44,978
DOMTAR CORP COM NEW 257559203 76,585 1,719,849 SH   DFND 2,5,6,8,11,12,13,19,20 1,627,581 550 91,718
DONALDSON INC COM 257651109 280,911 5,523,212 SH   DFND 2,5,6,8,11,13,19,20 5,348,166 1,696 173,350
DONEGAL GROUP INC CL A 257701201 3,423 224,165 SH   DFND 2,5,8,20 197,322 0 26,843
DONNELLEY FINL SOLUTIONS INC COM 25787G100 12,944 970,306 SH   DFND 2,5,8,20 868,811 504 100,991
DONNELLEY R R & SONS CO COM 257867200 4,476 2,272,294 SH   DFND 2,5,8,20 2,059,567 1,344 211,383
DORIAN LPG LTD SHS USD Y2106R110 4,670 517,772 SH   DFND 2,5,20 429,166 0 88,606
DORMAN PRODUCTS INC COM 258278100 71,139 816,372 SH   DFND 2,5,8,20 732,692 100 83,580
DOUGLAS DYNAMICS INC COM 25960R105 18,877 474,408 SH   DFND 2,5,8,20 393,479 8,300 72,629
DOUGLAS EMMETT INC COM 25960P109 342,598 8,544,165 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,052,786 42,566 448,813
AKOUSTIS TECHNOLOGIES INC COM 00973N102 2,370 370,372 SH   DFND 2,20 370,372 0 0
DOVA PHARMACEUTICALS INC COM 25985T102 2,897 205,454 SH   DFND 2,20 168,574 0 36,880
DOVER CORP COM 260003108 799,794 7,981,972 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 7,213,351 165,278 603,343
DOW INC COM 260557103 1,744,349 35,375,153 SH   DFND 2,5,6,8,10,11,12,13,19,20 35,375,153 0 0
DR REDDYS LABS LTD ADR 256135203 21,924 585,103 SH   DFND 2,5,8,13,19,20 554,738 0 30,365
DRIL QUIP INC COM 262037104 58,760 1,224,170 SH   DFND 2,5,6,8,19,20 1,102,820 1,296 120,054
DRIVE SHACK INC COM 262077100 4,904 1,045,678 SH   DFND 2,5,20 884,351 0 161,327
DROPBOX INC CL A 26210C104 99,832 3,985,305 SH   DFND 2,5,6,8,10,12,13,19,20 3,985,305 0 0
DRYSHIPS INC COM PAR NEW Y2109Q705 147 38,384 SH   DFND 2 38,384 0 0
DSP GROUP INC COM 23332B106 6,871 478,503 SH   DFND 2,5,20 478,503 0 0
DTE ENERGY CO COM 233331107 1,240,011 9,627,070 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,772,069 161,736 693,265
ALAMO GROUP INC COM 011311107 30,552 305,736 SH   DFND 2,5,8,20 254,896 0 50,840
DTE ENERGY CO UNIT 99/99/9999 233331883 19,430 346,159 SH   DFND 2 346,159 0 0
DUCOMMUN INC DEL COM 264147109 10,547 234,023 SH   DFND 2,5,8,20 202,792 0 31,231
DUKE ENERGY CORP NEW COM NEW 26441C204 3,296,001 37,352,685 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 33,634,667 522,154 3,195,864
DUKE REALTY CORP COM NEW 264411505 790,285 25,001,096 SH   DFND 2,5,6,8,10,11,12,13,19,20 22,652,542 322,554 2,026,000
DULUTH HLDGS INC COM CL B 26443V101 2,564 188,642 SH   DFND 2,8,20 157,559 0 31,083
DUNKIN BRANDS GROUP INC COM 265504100 158,907 1,994,814 SH   DFND 2,5,6,8,11,13,20 1,883,903 900 110,011
DUPONT DE NEMOURS INC COM 26614N102 3,058,236 40,738,459 SH   DFND 2,5,6,8,10,11,12,13,19,20 40,738,459 0 0
DURECT CORP COM 266605104 67 103,401 SH   DFND 5,20 103,401 0 0
DXC TECHNOLOGY CO COM 23355L106 609,817 11,015,901 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 9,800,367 185,964 1,029,570
DXP ENTERPRISES INC NEW COM NEW 233377407 16,621 438,670 SH   DFND 2,5,8,20 388,856 0 49,814
ALARM COM HLDGS INC COM 011642105 56,246 1,051,329 SH   DFND 2,5,8,20 931,736 0 119,593
DYCOM INDS INC COM 267475101 73,080 1,241,374 SH   DFND 2,5,6,8,11,13,20 878,860 805 361,709
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 14,394 14,660,000 SH   DFND 2,5 14,660,000 0 0
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 5,319 1,333,096 SH   DFND 2,5,8,20 1,127,942 0 205,154
DYNEX CAP INC COM 26817Q886 8,862 523,514 SH   DFND 2,5,8,20 523,514 0 0
E L F BEAUTY INC COM 26856L103 10,021 710,685 SH   DFND 2,5,20 378,032 0 332,653
E TRADE FINANCIAL CORP COM NEW 269246401 481,575 10,797,647 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,688,683 171,664 937,300
EAGLE BANCORP INC MD COM 268948106 59,544 1,100,012 SH   DFND 2,5,8,20 990,867 800 108,345
EAGLE BULK SHIPPING INC SHS NEW Y2187A143 4,148 791,560 SH   DFND 2,20 651,085 0 140,475
EAGLE MATERIALS INC COM 26969P108 105,151 1,133,081 SH   DFND 2,5,6,11,13,19,20 1,064,194 738 68,149
EAGLE PHARMACEUTICALS INC COM 269796108 36,534 656,136 SH   DFND 2,5,8,20 621,221 0 34,915
8X8 INC NEW COM 282914100 67,394 2,796,426 SH   DFND 2,5,8,20 2,496,210 300 299,916
ALASKA AIR GROUP INC COM 011659109 254,977 3,989,620 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,648,831 555 340,234
EARTHSTONE ENERGY INC CL A 27032D304 2,020 330,109 SH   DFND 2,20 265,365 0 64,744
EAST WEST BANCORP INC COM 27579R104 292,775 6,259,892 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,775,316 125,222 359,354
EASTERLY GOVT PPTYS INC COM 27616P103 66,976 3,698,294 SH   DFND 2,5,6,8,10,20 3,402,048 17,400 278,846
EASTERN CO COM 276317104 2,331 83,192 SH   DFND 2,20 70,727 0 12,465
EASTGROUP PPTY INC COM 277276101 267,455 2,292,174 SH   DFND 2,5,6,8,10,11,19,20 2,069,591 9,629 212,954
EASTMAN CHEMICAL CO COM 277432100 510,770 6,511,425 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,672,842 102,389 736,194
EASTMAN KODAK CO COM NEW 277461406 111 46,102 SH   DFND 2,20 46,102 0 0
EATON CORP PLC SHS G29183103 1,554,055 18,660,608 SH   DFND 2,5,6,8,10,11,12,13,19,20 16,313,833 471,276 1,875,499
EATON VANCE CORP COM NON VTG 278265103 467,663 10,843,095 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,219,837 165,959 457,299
EBAY INC COM 278642103 1,480,505 37,481,148 SH   DFND 2,5,6,8,10,11,12,13,19,20 32,846,673 671,578 3,962,897
ALASKA COMMUNICATIONS SYS GR COM 01167P101 52 30,563 SH   DFND 20 30,563 0 0
EBIX INC COM NEW 278715206 35,762 712,106 SH   DFND 2,5,8,20 634,521 500 77,085
ECHO GLOBAL LOGISTICS INC COM 27875T101 18,716 896,813 SH   DFND 2,5,8,20 805,338 0 91,475
ECHOSTAR CORP CL A 278768106 31,913 720,057 SH   DFND 2,5,8,13,20 662,005 307 57,745
ECOLAB INC COM 278865100 2,288,089 11,562,332 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,222,098 182,157 1,158,077
ECOPETROL S A SPONSORED ADS 279158109 29,762 1,627,207 SH   DFND 2,5,10,13,19,20 1,466,448 116,906 43,853
EDGEWELL PERS CARE CO COM 28035Q102 47,790 1,773,293 SH   DFND 2,5,6,8,11,12,13,20 1,598,926 850 173,517
EDISON INTL COM 281020107 1,657,733 24,591,793 SH   DFND 2,5,6,8,10,11,12,13,19,20 16,010,084 7,279,058 1,302,651
EDITAS MEDICINE INC COM 28106W103 68,246 2,758,513 SH   DFND 2,5,8,20 2,604,669 0 153,844
EDWARDS LIFESCIENCES CORP COM 28176E108 1,633,185 8,840,451 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,773,779 236,458 830,214
EGAIN CORP COM NEW 28225C806 3,093 379,933 SH   DFND 2,5,20 326,433 0 53,500
ALBANY INTL CORP CL A 012348108 71,240 857,445 SH   DFND 2,5,8,20 764,094 136 93,215
EHEALTH INC COM 28238P109 51,301 595,827 SH   DFND 2,5,8,20 524,554 0 71,273
EIDOS THERAPEUTICS INC COM 28249H104 6,738 216,797 SH   DFND 2,5,20 188,297 0 28,500
EIGER BIOPHARMACEUTICALS INC COM 28249U105 3,805 358,990 SH   DFND 2,5,20 358,990 0 0
EKSO BIONICS HLDGS INC COM NEW 282644202 34 26,600 SH   DFND 20 26,600 0 0
EL PASO ELEC CO COM NEW 283677854 79,806 1,220,276 SH   DFND 2,5,8,20 1,091,737 500 128,039
EL POLLO LOCO HLDGS INC COM 268603107 6,300 590,993 SH   DFND 2,5,8,20 535,236 0 55,757
ELANCO ANIMAL HEALTH INC COM 28414H103 225,642 6,675,786 SH   DFND 2,5,6,8,10,12,13,19,20 6,466,874 0 208,912
ELASTIC N V ORD SHS N14506104 31,683 424,360 SH   DFND 2,5,8,20 407,509 0 16,851
ELDORADO GOLD CORP NEW COM 284902509 229 39,400 SH   DFND 8,20 39,400 0 0
ELDORADO RESORTS INC COM 28470R102 94,927 2,060,493 SH   DFND 2,5,6,8,20 1,850,681 0 209,812
ALBEMARLE CORP COM 012653101 484,014 6,839,364 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,377,509 59,335 402,520
ELECTROCORE INC COM 28531P103 377 188,656 SH   DFND 2,20 163,656 0 25,000
ELECTRONIC ARTS INC COM 285512109 1,335,209 13,185,947 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,850,929 211,065 1,123,953
ELECTRONICS FOR IMAGING INC COM 286082102 46,662 1,264,198 SH   DFND 2,5,8,20 1,121,677 1,881 140,640
ELEMENT SOLUTIONS INC COM 28618M106 30,943 2,992,530 SH   DFND 2,5,8,20 2,992,530 0 0
ELEVATE CREDIT INC COM 28621V101 1,202 291,725 SH   DFND 2,20 247,467 0 44,258
ELLINGTON FINANCIAL INC COM 28852N109 7,280 404,567 SH   DFND 2,5,20 404,567 0 0
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 327 28,953 SH   DFND 2,20 28,953 0 0
ELOXX PHARMACEUTICALS INC COM 29014R103 3,783 379,466 SH   DFND 2,5,20 306,496 0 72,970
EMBRAER S A SPONSORED ADS 29082A107 11,483 570,430 SH   DFND 1,2,5,10,19,20 493,411 68,254 8,765
EMC INS GROUP INC COM 268664109 6,247 173,396 SH   DFND 2,5,8,20 145,810 798 26,788
ALBIREO PHARMA INC COM 01345P106 5,688 176,412 SH   DFND 2,5,20 144,812 0 31,600
EMCOR GROUP INC COM 29084Q100 162,586 1,845,469 SH   DFND 2,5,6,8,11,12,13,20 1,651,428 1,018 193,023
EMCORE CORP COM NEW 290846203 116 35,148 SH   DFND 2,20 35,148 0 0
EMERALD EXPOSITIONS EVENTS I COM 29103B100 6,328 567,568 SH   DFND 2,5,8,20 503,085 0 64,483
EMERGENT BIOSOLUTIONS INC COM 29089Q105 123,865 2,563,965 SH   DFND 2,5,8,20 2,414,143 900 148,922
EMERSON ELEC CO COM 291011104 1,952,978 29,271,255 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 25,972,734 665,299 2,633,222
EMPIRE RESORTS INC COM PAR $0 01 292052305 522 54,328 SH   DFND 2,20 45,011 0 9,317
EMPIRE ST RLTY OP L P UNIT LTD PRTNSP 292102100 922 62,273 SH   DFND 2 62,273 0 0
EMPIRE ST RLTY TR INC CL A 292104106 81,363 5,493,810 SH   DFND 2,5,8,10,20 5,130,467 36,484 326,859
EMPLOYERS HOLDINGS INC COM 292218104 40,074 948,051 SH   DFND 2,5,8,20 848,758 0 99,293
EMPRESA DIST Y COMERCIAL NOR SPON ADR 29244A102 915 50,400 SH   DFND 5,20 50,400 0 0
ALCOA CORP COM 013872106 84,180 3,595,905 SH   DFND 2,5,8,12,13,19,20 3,365,523 2,121 228,261
ENANTA PHARMACEUTICALS INC COM 29251M106 72,597 860,358 SH   DFND 2,5,8,20 804,931 0 55,427
ENBRIDGE INC COM 29250N105 78,720 2,181,663 SH   DFND 1,2,5,6,8,10,12,19,20 1,806,456 286,535 88,672
ENCANA CORP COM 292505104 16,799 3,274,648 SH   DFND 2,5,12,20 3,274,648 0 0
ENCOMPASS HEALTH CORP COM 29261A100 158,627 2,493,028 SH   DFND 2,5,6,8,11,13,20 2,356,530 1,452 135,046
ENCORE CAP GROUP INC COM 292554102 27,358 807,750 SH   DFND 2,5,8,20 701,975 900 104,875
ENCORE WIRE CORP COM 292562105 36,430 621,881 SH   DFND 2,5,8,20 553,075 400 68,406
ENDO INTL PLC SHS G30401106 31,509 7,647,807 SH   DFND 2,5,8,13,20 6,897,732 6,160 743,915
ENDOLOGIX INC COM NEW 29266S304 1,100 151,871 SH   DFND 2,20 151,871 0 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 6,869 1,431,020 SH   DFND 2,5,8,20 1,212,271 0 218,749
ENEL AMERICAS S A SPONSORED ADR 29274F104 34,446 3,885,745 SH   DFND 1,2,5,8,10,13,19,20 3,698,036 0 187,709
ALCON INC ORD SHS H01301128 26,031 419,518 SH   DFND 20 419,518 0 0
ENEL CHILE S A SPONSORED ADR 29278D105 11,787 2,465,983 SH   DFND 2,5,8,10,13,19,20 2,369,578 0 96,405
ENERGIZER HLDGS INC NEW COM 29272W109 61,344 1,587,582 SH   DFND 2,5,6,8,11,13,20 1,512,158 650 74,774
ENERGOUS CORP COM 29272C103 1,809 413,939 SH   DFND 2,5,20 338,570 0 75,369
ENERGY FOCUS INC COM NEW 29268T300 4 10,200 SH   DFND 20 10,200 0 0
ENERGY FUELS INC COM NEW 292671708 5,379 1,718,643 SH   DFND 2,5,6,20 1,424,932 0 293,711
ENERGY RECOVERY INC COM 29270J100 7,338 704,197 SH   DFND 2,5,8,20 589,079 0 115,118
ENERSYS COM 29275Y102 96,166 1,403,879 SH   DFND 2,5,6,8,11,13,19,20 1,256,114 305 147,460
ENI S P A SPONSORED ADR 26874R108 405 12,251 SH   DFND 1,20 12,251 0 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 5,286 523,903 SH   DFND 5,8,19,20 473,678 3,325 46,900
ENNIS INC COM 293389102 12,422 605,366 SH   DFND 2,5,8,20 511,010 1,458 92,898
ALDER BIOPHARMACEUTICALS INC COM 014339105 38,523 3,272,990 SH   DFND 2,5,8,20 3,044,172 0 228,818
ENOCHIAN BIOSCIENCES INC COM 29350E104 106 32,440 SH   DFND 2,20 32,440 0 0
ENOVA INTL INC COM 29357K103 24,531 1,064,249 SH   DFND 2,5,8,20 891,165 0 173,084
ENPHASE ENERGY INC COM 29355A107 32,380 1,776,209 SH   DFND 2,5,8,20 1,508,509 0 267,700
ENPRO INDS INC COM 29355X107 38,489 602,893 SH   DFND 2,5,8,20 535,478 843 66,572
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 20,930 26,250,000 SH   DFND 2,5 26,250,000 0 0
ENSCO ROWAN PLC SHS CLASS A G3166L100 33,881 3,971,941 SH   DFND 2,5,6,8,11,12,13,20 3,971,941 0 0
ENSIGN GROUP INC COM 29358P101 86,529 1,518,950 SH   DFND 2,5,8,20 1,334,614 1,400 182,936
ENSTAR GROUP LIMITED SHS G3075P101 49,038 281,374 SH   DFND 2,5,8,20 243,363 300 37,711
ENTEGRA FINL CORP COM 29363J108 3,133 104,018 SH   DFND 2,13,20 86,800 0 17,218
ENTEGRIS INC COM 29362U104 65,903 1,765,890 SH   DFND 2,5,8,13,19,20 1,626,689 2,169 137,032
ALDEYRA THERAPEUTICS INC COM 01438T106 2,395 399,208 SH   DFND 2,20 336,454 0 62,754
ENTERCOM COMMUNICATIONS CORP CL A 293639100 18,331 3,160,532 SH   DFND 2,5,8,13,20 2,745,793 0 414,739
ENTERGY CORP NEW COM 29364G103 1,075,707 10,450,859 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,282,484 110,957 1,057,418
ENTERPRISE BANCORP INC MASS COM 293668109 5,610 176,915 SH   DFND 2,5,20 149,601 0 27,314
ENTERPRISE FINL SVCS CORP COM 293712105 28,019 673,532 SH   DFND 2,5,8,20 509,878 0 163,654
ENTRAVISION COMMUNICATIONS C CL A 29382R107 4,195 1,344,632 SH   DFND 2,5,8,20 1,085,671 0 258,961
ENVESTNET INC COM 29404K106 70,622 1,032,936 SH   DFND 2,5,8,20 817,317 1,000 214,619
ENVIVA PARTNERS LP COM UNIT 29414J107 512 16,302 SH   DFND 20 0 0 16,302
ENZO BIOCHEM INC COM 294100102 2,602 772,093 SH   DFND 2,5,20 642,563 0 129,530
EOG RES INC COM 26875P101 2,567,977 27,565,230 SH   DFND 2,5,6,8,10,11,12,13,19,20 24,877,831 410,931 2,276,468
EPAM SYS INC COM 29414B104 186,645 1,078,247 SH   DFND 2,5,6,8,10,12,13,19,20 1,014,550 800 62,897
ALECTOR INC COM 014442107 2,793 147,025 SH   DFND 2,20 147,025 0 0
EPIZYME INC COM 29428V104 38,558 3,072,334 SH   DFND 2,5,8,20 2,833,753 0 238,581
EPLUS INC COM 294268107 27,432 397,916 SH   DFND 2,5,8,20 356,128 0 41,788
EPR PPTYS COM SH BEN INT 26884U109 242,398 3,233,573 SH   DFND 2,5,6,8,10,11,13,19,20 2,996,471 20,840 216,262
EQT CORP COM 26884L109 184,906 11,695,491 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,656,209 7,022 1,032,260
EQUIFAX INC COM 294429105 643,665 4,759,428 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,236,594 82,546 440,288
EQUINIX INC COM 29444U700 1,679,056 3,329,545 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,927,824 43,128 358,593
EQUINOR ASA SPONSORED ADR 29446M102 1,564 79,053 SH   DFND 1,20 79,053 0 0
EQUITRANS MIDSTREAM CORPORAT COM 294600101 136,251 6,912,774 SH   DFND 2,5,6,8,11,12,13,19,20 6,703,330 5,617 203,827
EQUITY BANCSHARES INC COM CL A 29460X109 10,241 384,128 SH   DFND 2,5,8,20 278,136 0 105,992
EQUITY COMWLTH COM SH BEN INT 294628102 170,568 5,245,019 SH   DFND 2,5,8,10,13,19,20 4,945,927 32,049 267,043
A10 NETWORKS INC COM 002121101 8,697 1,275,271 SH   DFND 2,5,20 1,127,161 0 148,110
ALEXANDER & BALDWIN INC NEW COM 014491104 51,658 2,236,272 SH   DFND 2,5,6,8,11,20 1,986,363 2,282 247,627
EQUITY LIFESTYLE PPTYS INC COM 29472R108 527,094 4,322,351 SH   DFND 2,5,6,8,10,12,13,19,20 4,057,541 23,199 241,611
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,990,969 26,032,524 SH   DFND 2,5,6,8,10,11,12,13,19,20 23,343,460 336,234 2,352,830
ERA GROUP INC COM 26885G109 4,563 547,167 SH   DFND 2,5,20 491,993 0 55,174
ERIE INDTY CO CL A 29530P102 156,624 615,951 SH   DFND 2,5,6,8,10,12,13,19,20 583,692 700 31,559
EROS INTL PLC SHS NEW G3788M114 788 583,637 SH   DFND 2,5,20 483,942 0 99,695
ESCALADE INC COM 296056104 1,787 155,768 SH   DFND 2,20 131,187 0 24,581
ESCO TECHNOLOGIES INC COM 296315104 62,367 754,862 SH   DFND 2,5,8,20 674,878 21 79,963
ESPERION THERAPEUTICS INC NE COM 29664W105 74,105 1,592,981 SH   DFND 2,5,8,20 1,517,105 900 74,976
ESQUIRE FINL HLDGS INC COM 29667J101 2,165 86,083 SH   DFND 2,20 70,237 0 15,846
ESSA BANCORP INC COM 29667D104 2,216 145,313 SH   DFND 2,6,20 122,231 0 23,082
ALEXANDERS INC COM 014752109 28,529 77,042 SH   DFND 2,5,8,10,20 67,026 677 9,339
ESSENT GROUP LTD COM G3198U102 110,884 2,359,740 SH   DFND 2,5,8,13,20 2,047,612 1,700 310,428
ESSENTIAL PPTYS RLTY TR INC COM 29670E107 21,715 1,074,115 SH   DFND 2,5,8,20 932,315 0 141,800
ESSEX PPTY TR INC COM 297178105 1,599,886 5,444,523 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,044,988 52,429 347,106
ETHAN ALLEN INTERIORS INC COM 297602104 19,129 908,332 SH   DFND 2,5,8,20 832,669 1,000 74,663
ETSY INC COM 29786A106 97,237 1,584,443 SH   DFND 2,5,8,13,19,20 1,460,135 1,600 122,708
EURONAV NV ANTWERPEN SHS B38564108 434 45,930 SH   DFND 8,20 30,449 0 15,481
EURONET WORLDWIDE INC COM 298736109 112,875 670,916 SH   DFND 2,5,8,13,19,20 602,081 800 68,035
EVANS BANCORP INC COM NEW 29911Q208 3,459 91,674 SH   DFND 2,13,20 66,236 0 25,438
EVELO BIOSCIENCES INC COM 299734103 1,986 221,192 SH   DFND 2,20 185,387 0 35,805
EVENTBRITE INC COM CL A 29975E109 9,942 613,723 SH   DFND 2,5,20 613,723 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 913,114 6,426,838 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,761,172 88,637 577,029
EVERBRIDGE INC COM 29978A104 60,350 674,904 SH   DFND 2,5,8,20 573,448 0 101,456
EVERCORE INC CLASS A 29977A105 92,033 1,039,099 SH   DFND 2,5,6,8,11,13,20 979,192 300 59,607
EVEREST RE GROUP LTD COM G3223R108 488,445 1,976,069 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,759,555 24,940 191,574
EVERGY INC COM 30034W106 740,998 12,319,174 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,324,418 191,239 803,517
EVERI HLDGS INC COM 30034T103 15,969 1,338,585 SH   DFND 2,5,8,20 1,139,688 0 198,897
EVERQUOTE INC COM CL A 30041R108 1,904 146,424 SH   DFND 2,20 146,424 0 0
EVERSOURCE ENERGY COM 30040W108 1,292,926 17,066,079 SH   DFND 2,5,6,8,10,11,12,13,19,20 15,473,725 287,655 1,304,699
EVERSPIN TECHNOLOGIES INC COM 30041T104 74 11,307 SH   DFND 2,20 11,307 0 0
EVERTEC INC COM 30040P103 62,718 1,917,969 SH   DFND 2,5,8,20 1,662,463 2,000 253,506
EVI INDUSTRIES INC COM 26929N102 1,900 49,650 SH   DFND 2,20 41,697 0 7,953
ALEXION PHARMACEUTICALS INC COM 015351109 1,454,347 11,103,577 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,925,219 160,190 1,018,168
EVINE LIVE INC CL A 300487105 9 20,185 SH   DFND 20 20,185 0 0
EVO PMTS INC CL A COM 26927E104 19,613 622,058 SH   DFND 2,5,8,20 526,856 0 95,202
EVOFEM BIOSCIENCES INC COM 30048L104 1,256 189,085 SH   DFND 2,20 189,085 0 0
EVOLENT HEALTH INC CL A 30050B101 10,900 1,371,118 SH   DFND 2,5,8,20 1,152,893 0 218,225
EVOLUS INC COM 30052C107 2,777 189,941 SH   DFND 2,20 163,941 0 26,000
EVOLUTION PETROLEUM CORP COM 30049A107 3,739 522,986 SH   DFND 2,5,20 442,429 0 80,557
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 23,401 1,643,332 SH   DFND 2,5,8,20 1,301,816 0 341,516
EXACT SCIENCES CORP COM 30063P105 358,963 3,041,027 SH   DFND 2,5,6,8,10,12,13,19,20 2,883,002 1,874 156,151
EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 29,273 23,200,000 SH   DFND 2,5 23,200,000 0 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 43,663 25,275,000 SH   DFND 2,5 25,275,000 0 0
ALGONQUIN PWR UTILS CORP COM 015857105 148 12,118 SH   DFND 2 12,118 0 0
EXANTAS CAP CORP COM NEW 30068N105 7,428 644,021 SH   DFND 2,5,8,20 508,223 0 135,798
EXELA TECHNOLOGIES INC COM 30162V102 1,808 825,609 SH   DFND 2,5,20 672,569 0 153,040
EXELIXIS INC COM 30161Q104 216,964 10,152,741 SH   DFND 2,5,6,8,11,13,19,20 9,776,281 8,870 367,590
EXELON CORP COM 30161N101 2,922,609 60,963,891 SH   DFND 2,5,6,8,10,11,12,13,19,20 46,378,775 1,168,168 13,416,948
EXLSERVICE HOLDINGS INC COM 302081104 66,309 1,002,704 SH   DFND 2,5,8,20 895,100 1,200 106,404
EXONE CO COM 302104104 131 14,072 SH   DFND 2,20 14,072 0 0
EXP WORLD HOLDINGS INC COM 30212W100 2,947 264,757 SH   DFND 2,8,20 264,757 0 0
EXPEDIA GROUP INC COM NEW 30212P303 667,605 5,018,455 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,476,401 84,681 457,373
EXPEDITORS INTL WASH INC COM 302130109 720,970 9,503,957 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,235,900 276,921 991,136
EXPONENT INC COM 30214U102 89,286 1,525,218 SH   DFND 2,5,8,20 1,356,648 584 167,986
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 14,034,870 30,749,408 SH   DFND 1,2,5,8,10,11,12,13,19,20 24,556,650 743,424 5,449,334
EXPRESS INC COM 30219E103 7,011 2,567,972 SH   DFND 2,5,8,20 2,288,301 4,100 275,571
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 53,737 3,181,613 SH   DFND 2,5,8,13,20 2,191,552 4,800 985,261
EXTERRAN CORP COM 30227H106 15,333 1,078,282 SH   DFND 2,5,8,20 976,246 1,325 100,711
EXTRA SPACE STORAGE INC COM 30225T102 956,476 9,014,858 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,232,437 97,441 684,980
EXTRACTION OIL AND GAS INC COM 30227M105 29,453 6,801,976 SH   DFND 2,5,20 6,681,765 1,600 118,611
EXTREME NETWORKS INC COM 30226D106 25,144 3,886,320 SH   DFND 2,5,8,20 3,238,032 0 648,288
EXXON MOBIL CORP COM 30231G102 15,366,695 200,531,057 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 177,758,231 3,087,352 19,685,474
EYEPOINT PHARMACEUTICALS INC COM 30233G100 1,273 776,203 SH   DFND 2,20 776,203 0 0
EZCORP INC CL A NON VTG 302301106 13,769 1,453,970 SH   DFND 2,5,8,20 1,273,162 2,136 178,672
F M C CORP COM NEW 302491303 544,786 6,536,751 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,832,579 70,165 634,007
ALICO INC COM 016230104 1,901 62,546 SH   DFND 2,20 51,760 0 10,786
F5 NETWORKS INC COM 315616102 441,017 3,028,337 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,657,084 88,259 282,994
FABRINET SHS G3323L100 53,064 1,068,332 SH   DFND 2,5,8,20 948,672 0 119,660
FACEBOOK INC CL A 30303M102 17,912,019 92,808,391 SH   DFND 2,5,6,8,10,11,12,13,19,20 80,901,439 2,542,360 9,364,592
FACTSET RESH SYS INC COM 303075105 366,662 1,279,528 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,232,646 598 46,284
FAIR ISAAC CORP COM 303250104 224,387 714,564 SH   DFND 2,5,6,8,11,13,19,20 670,658 484 43,422
FALCON MINERALS CORP CL A COM 30607B109 4,550 541,650 SH   DFND 2,5,20 541,650 0 0
FANG HLDGS LTD ADR 30711Y102 689 1,108,315 SH   DFND 2,5,20 1,088,727 0 19,588
FANHUA INC SPONSORED ADR 30712A103 9,673 289,008 SH   DFND 1,2,5,20 289,008 0 0
FARFETCH LTD ORD SH CL A 30744W107 491 23,600 SH   DFND 1,2 23,600 0 0
FARMER & MERCHANTS BANCORP I COM 30779N105 4,736 161,917 SH   DFND 2,5,20 135,025 0 26,892
ALIGN TECHNOLOGY INC COM 016255101 838,880 3,064,961 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,702,763 80,740 281,458
FARMER BROS CO COM 307675108 3,209 196,026 SH   DFND 2,5,20 172,950 0 23,076
FARMERS NATL BANC CORP COM 309627107 7,494 505,324 SH   DFND 2,5,20 430,455 0 74,869
FARMLAND PARTNERS INC COM 31154R109 4,281 603,040 SH   DFND 2,5,20 515,725 0 87,315
FARO TECHNOLOGIES INC COM 311642102 26,009 494,656 SH   DFND 2,5,8,20 440,344 373 53,939
FASTENAL CO COM 311900104 993,358 30,480,461 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 27,335,539 895,488 2,249,434
FATE THERAPEUTICS INC COM 31189P102 49,289 2,428,026 SH   DFND 2,5,8,20 2,268,130 0 159,896
FB FINL CORP COM 30257X104 13,665 373,350 SH   DFND 2,5,8,20 323,806 0 49,544
FBL FINL GROUP INC CL A 30239F106 13,657 214,064 SH   DFND 2,5,8,20 184,074 400 29,590
FEDERAL AGRIC MTG CORP CL C 313148306 13,022 179,222 SH   DFND 2,5,8,20 151,895 0 27,327
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 921,734 7,103,680 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,651,411 68,428 383,841
ALJ REGIONAL HLDGS INC COM 001627108 21 13,800 SH   DFND 20 13,800 0 0
FEDERAL SIGNAL CORP COM 313855108 48,072 1,797,084 SH   DFND 2,5,8,20 1,596,552 2,400 198,132
FEDERATED INVS INC PA CL B 314211103 101,516 3,123,559 SH   DFND 2,5,6,8,11,12,20 2,811,826 597 311,136
FEDEX CORP COM 31428X106 1,650,592 10,014,649 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,899,363 176,970 938,316
FEDNAT HLDG CO COM 31431B109 2,911 204,016 SH   DFND 2,5,20 170,992 0 33,024
FERRARI N V COM N3167Y103 389 2,408 SH   DFND 6,12,20 622 41 1,745
FERRO CORP COM 315405100 37,972 2,403,265 SH   DFND 2,5,8,20 2,075,503 317 327,445
FERROGLOBE PLC SHS G33856108 82 48,220 SH   DFND 2,20 48,220 0 0
FGL HLDGS ORD SHS G3402M102 25,163 2,995,612 SH   DFND 2,5,8,20 2,548,512 0 447,100
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 764 55,240 SH   DFND 2,6,20 55,240 0 0
FIBROGEN INC COM 31572Q808 137,177 3,036,225 SH   DFND 2,5,8,13,19,20 2,779,894 1,800 254,531
ALKERMES PLC SHS G01767105 133,437 5,920,002 SH   DFND 2,5,6,8,10,12,13,19,20 5,367,749 79,062 473,191
FIDELITY D & D BANCORP INC COM 31609R100 2,837 42,223 SH   DFND 2,20 33,923 0 8,300
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 286,217 7,102,160 SH   DFND 2,5,6,8,10,12,13,19,20 6,188,201 289,723 624,236
FIDELITY NATL INFORMATION SV COM 31620M106 1,635,674 13,332,847 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 11,589,839 228,900 1,514,108
FIDELITY SOUTHERN CORP NEW COM 316394105 18,029 579,925 SH   DFND 2,5,8,20 516,328 0 63,597
FIESTA RESTAURANT GROUP INC COM 31660B101 8,966 682,306 SH   DFND 2,5,8,20 607,663 0 74,643
FIFTH THIRD BANCORP COM 316773100 998,924 35,500,526 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 32,162,320 587,406 2,750,800
FINANCIAL INSTNS INC COM 317585404 9,668 328,867 SH   DFND 2,5,20 280,408 0 48,459
FINISAR CORP COM NEW 31787A507 79,011 3,454,796 SH   DFND 2,5,8,13,20 3,066,562 3,287 384,947
FINISAR CORP NOTE 0.500%12/1 31787AAP6 17,794 18,275,000 SH   DFND 2,5 18,275,000 0 0
FINJAN HLDGS INC COM NEW 31788H303 29 13,078 SH   DFND 2 13,078 0 0
AAC HLDGS INC COM 000307108 21 24,280 SH   DFND 20 24,280 0 0
ALLAKOS INC COM 01671P100 13,792 318,304 SH   DFND 2,5,8,20 263,839 0 54,465
FIREEYE INC COM 31816Q101 40,197 2,714,148 SH   DFND 2,5,8,20 2,453,543 1,300 259,305
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 14,868 15,200,000 SH   DFND 2 15,200,000 0 0
FIREEYE INC NOTE 1.625% 6/0 31816QAD3 13,388 14,225,000 SH   DFND 2,5 14,225,000 0 0
FIRST AMERN FINL CORP COM 31847R102 179,121 3,335,592 SH   DFND 2,5,6,8,11,12,13,20 3,193,369 2,185 140,038
FIRST BANCORP INC ME COM 31866P102 5,122 190,754 SH   DFND 2,5,13,20 159,437 0 31,317
FIRST BANCORP N C COM 318910106 24,499 670,495 SH   DFND 2,5,8,20 580,619 0 89,876
FIRST BANCORP P R COM NEW 318672706 101,505 9,194,292 SH   DFND 2,5,8,20 8,492,597 0 701,695
FIRST BANCSHARES INC MS COM 318916103 9,488 312,730 SH   DFND 2,5,20 261,096 0 51,634
FIRST BANK WILLIAMSTOWN NJ COM 31931U102 3,475 295,958 SH   DFND 2,20 240,514 0 55,444
FIRST BUS FINL SVCS INC WIS COM 319390100 3,936 167,486 SH   DFND 2,13,20 131,963 0 35,523
ALLEGHANY CORP DEL COM 017175100 382,062 560,940 SH   DFND 2,5,6,8,10,11,12,13,19,20 509,535 10,247 41,158
FIRST BUSEY CORP COM NEW 319383204 26,954 1,020,587 SH   DFND 2,5,8,20 858,077 0 162,510
FIRST CAPITAL INC COM 31942S104 1,878 37,160 SH   DFND 2,20 37,160 0 0
FIRST CHOICE BANCORP COM 31948P104 3,323 146,134 SH   DFND 2,20 125,500 0 20,634
FIRST CMNTY BANKSHARES INC V COM 31983A103 11,929 353,350 SH   DFND 2,5,8,20 301,882 0 51,468
FIRST COMWLTH FINL CORP PA COM 319829107 44,147 3,277,420 SH   DFND 2,5,8,20 2,957,509 0 319,911
FIRST CTZNS BANCSHARES INC N CL A 31946M103 77,730 172,481 SH   DFND 2,5,8,13,20 163,058 113 9,310
FIRST DATA CORP NEW COM CL A 32008D106 309,132 11,419,722 SH   DFND 2,5,6,8,10,12,13,19,20 9,829,675 290,437 1,299,610
FIRST DEFIANCE FINL CORP COM 32006W106 11,851 414,809 SH   DFND 2,5,8,20 355,106 0 59,703
FIRST FINANCIAL NORTHWEST IN COM 32022K102 2,144 151,524 SH   DFND 2,20 133,611 0 17,913
FIRST FINL BANCORP OH COM 320209109 84,150 3,474,409 SH   DFND 2,5,8,20 3,158,770 1,282 314,357
ALLEGHENY TECHNOLOGIES INC COM 01741R102 127,324 5,052,526 SH   DFND 2,5,6,8,11,12,13,20 4,641,307 945 410,274
FIRST FINL BANKSHARES COM 32020R109 160,709 5,200,699 SH   DFND 2,5,6,8,11,13,20 4,781,620 2,400 416,679
FIRST FINL CORP IND COM 320218100 11,883 292,122 SH   DFND 2,5,8,20 252,669 351 39,102
FIRST FNDTN INC COM 32026V104 11,707 871,063 SH   DFND 2,5,8,20 765,704 0 105,359
FIRST GTY BANCSHARES INC COM 32043P106 1,423 68,232 SH   DFND 2,20 55,400 0 12,832
FIRST HAWAIIAN INC COM 32051X108 93,179 3,601,823 SH   DFND 2,5,8,13,20 3,445,408 2,300 154,115
FIRST HORIZON NATL CORP COM 320517105 187,257 12,427,408 SH   DFND 2,5,6,8,11,12,13,20 12,026,494 2,907 398,007
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 284,019 7,683,216 SH   DFND 2,5,6,8,10,11,19,20 7,048,306 33,365 601,545
FIRST INTERNET BANCORP COM 320557101 3,448 159,632 SH   DFND 2,20 129,614 0 30,018
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 40,806 1,030,194 SH   DFND 2,5,8,20 864,788 0 165,406
FIRST LONG IS CORP COM 320734106 9,653 480,751 SH   DFND 2,5,8,20 406,709 0 74,042
ALLEGIANCE BANCSHARES INC COM 01748H107 10,349 310,399 SH   DFND 2,5,20 253,514 0 56,885
FIRST MERCHANTS CORP COM 320817109 54,933 1,449,408 SH   DFND 2,5,8,20 1,236,430 0 212,978
FIRST MID BANCSHARES INC COM 320866106 9,829 281,478 SH   DFND 2,5,8,20 239,980 0 41,498
FIRST MIDWEST BANCORP DEL COM 320867104 84,734 4,111,475 SH   DFND 2,5,8,20 3,768,733 3,100 339,642
FIRST NORTHWEST BANCORP COM 335834107 2,909 179,014 SH   DFND 2,13,20 148,260 0 30,754
FIRST REP BK SAN FRANCISCO C COM 33616C100 911,108 9,330,340 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,650,800 85,898 593,642
FIRST SAVINGS FINL GROUP INC COM 33621E109 382 6,362 SH   DFND 2,20 2,964 0 3,398
FIRST SOLAR INC COM 336433107 132,129 2,011,705 SH   DFND 2,5,6,8,11,12,13,20 1,910,095 773 100,837
FIRST WESTN FINL INC COM 33751L105 137 10,339 SH   DFND 20 0 0 10,339
FIRSTCASH INC COM 33767D105 125,640 1,256,151 SH   DFND 2,5,8,13,20 1,118,517 541 137,093
FIRSTENERGY CORP COM 337932107 1,578,156 36,864,188 SH   DFND 2,5,6,8,10,11,12,13,19,20 23,249,030 11,305,399 2,309,759
ALLEGIANT TRAVEL CO COM 01748X102 55,293 385,320 SH   DFND 2,5,8,20 345,505 0 39,815
FISERV INC COM 337738108 1,498,584 16,439,052 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,142,434 417,839 1,878,779
FITBIT INC CL A 33812L102 19,536 4,440,080 SH   DFND 2,5,8,20 3,763,176 0 676,904
FIVE BELOW INC COM 33829M101 160,016 1,333,241 SH   DFND 2,5,6,8,11,13,19,20 1,274,621 700 57,920
FIVE POINT HOLDINGS LLC COM CL A 33833Q106 724 96,331 SH   DFND 2,5,8,20 96,331 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 4,034 669,035 SH   DFND 2,5,8,20 562,829 0 106,206
FIVE STAR SENIOR LIVING INC COM 33832D106 10 21,088 SH   DFND 20 21,088 0 0
FIVE9 INC COM 338307101 63,322 1,234,580 SH   DFND 2,5,8,20 1,048,569 0 186,011
FLAGSTAR BANCORP INC COM PAR .001 337930705 27,533 830,804 SH   DFND 2,5,8,20 743,863 0 86,941
FLEETCOR TECHNOLOGIES INC COM 339041105 946,654 3,370,674 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,989,212 46,648 334,814
FLEX LTD ORD Y2573F102 103,346 10,798,929 SH   DFND 2,5,6,8,10,12,13,19,20 5,926,958 551,732 4,320,239
ALLEGION PUB LTD CO ORD SHS G0176J109 464,005 4,197,237 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,648,171 62,273 486,793
FLEXION THERAPEUTICS INC COM 33938J106 22,433 1,823,798 SH   DFND 2,5,8,20 1,728,723 0 95,075
FLEXSTEEL INDS INC COM 339382103 2,262 130,972 SH   DFND 2,5,20 110,579 0 20,393
FLIR SYS INC COM 302445101 300,925 5,562,385 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,807,402 148,224 606,759
FLOOR & DECOR HLDGS INC CL A 339750101 33,688 804,018 SH   DFND 2,5,8,19,20 729,355 0 74,663
FLOTEK INDS INC DEL COM 343389102 3,321 1,003,281 SH   DFND 2,5,20 849,135 0 154,146
FLOWERS FOODS INC COM 343498101 106,179 4,562,898 SH   DFND 2,5,6,8,11,12,13,19,20 4,325,222 4,167 233,509
FLOWSERVE CORP COM 34354P105 283,130 5,354,498 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,607,893 87,048 659,557
FLUENT INC COM 34380C102 3,748 696,683 SH   DFND 2,20 616,667 0 80,016
FLUIDIGM CORP DEL COM 34385P108 15,972 1,296,439 SH   DFND 2,5,8,20 1,088,346 0 208,093
FLUOR CORP NEW COM 343412102 164,328 4,862,367 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,395,870 143,549 322,948
ALLERGAN PLC SHS G0177J108 2,196,392 13,118,250 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,556,105 235,455 1,326,690
FLUSHING FINL CORP COM 343873105 13,185 593,926 SH   DFND 2,5,8,20 506,508 882 86,536
FLWS/1-800 FLOWERS CL A 68243Q106 13,657 723,384 SH   DFND 2,5,8,20 638,977 0 84,407
FLY LEASING LTD SPONSORED ADR 34407D109 457 26,254 SH   DFND 2 26,254 0 0
FNB CORP PA COM 302520101 141,354 12,009,716 SH   DFND 2,5,6,8,11,13,20 11,493,994 2,953 512,769
FNCB BANCORP INC COM 302578109 754 182,653 SH   DFND 2,20 182,653 0 0
FOAMIX PHARMACEUTICALS LTD SHS M46135105 118 49,508 SH   DFND 2 49,508 0 0
FOCUS FINL PARTNERS INC COM CL A 34417P100 14,467 529,745 SH   DFND 2,5,20 437,171 0 92,574
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 18,370 189,869 SH   DFND 1,5,8,13,20 183,301 0 6,568
FONAR CORP COM NEW 344437405 208 9,662 SH   DFND 2,20 9,662 0 0
FOOT LOCKER INC COM 344849104 173,961 4,149,825 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,778,666 4,564 366,595
ALLETE INC COM NEW 018522300 145,886 1,753,223 SH   DFND 2,5,6,8,11,13,20 1,568,950 600 183,673
FORD MTR CO DEL COM 345370860 1,818,900 177,800,581 SH   DFND 2,5,6,8,10,11,12,13,19,20 155,874,525 2,842,316 19,083,740
FORESCOUT TECHNOLOGIES INC COM 34553D101 27,420 809,810 SH   DFND 2,5,8,20 688,104 0 121,706
FORESTAR GROUP INC COM 346232101 3,326 170,127 SH   DFND 2,5,20 143,167 203 26,757
FORMFACTOR INC COM 346375108 35,995 2,297,085 SH   DFND 2,5,8,20 2,071,703 1,294 224,088
FORRESTER RESH INC COM 346563109 14,654 311,587 SH   DFND 2,5,8,20 275,326 1,090 35,171
FORTERRA INC COM 34960W106 1,521 306,079 SH   DFND 2,5,20 252,457 0 53,622
FORTINET INC COM 34959E109 450,885 5,868,600 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,096,123 153,504 618,973
FORTIS INC COM 349553107 1,472 37,184 SH   DFND 20 25,822 3,123 8,239
FORTIVE CORP 5% PFD CNV SER A 34959J207 35,963 35,150 SH   DFND 2 35,150 0 0
FORTIVE CORP COM 34959J108 953,523 11,696,802 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 10,452,572 247,089 997,141
ALLIANCE DATA SYSTEMS CORP COM 018581108 280,104 1,998,887 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,731,116 29,392 238,379
FORTRESS BIOTECH INC COM 34960Q109 136 90,937 SH   DFND 2,20 90,937 0 0
FORTRESS TRANS INFRST INVS L COM REP LTD LIAB 34960P101 689 45,617 SH   DFND 2 45,617 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 361,589 6,329,232 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,598,537 131,458 599,237
FORTY SEVEN INC COM 34983P104 2,823 266,332 SH   DFND 2,20 231,932 0 34,400
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 7,688 2,247,896 SH   DFND 2,5,8,20 2,002,535 0 245,361
FORWARD AIR CORP COM 349853101 55,015 930,088 SH   DFND 2,5,8,20 820,131 84 109,873
FOSSIL GROUP INC COM 34988V106 16,419 1,427,759 SH   DFND 2,5,8,20 1,273,094 1,924 152,741
FOSTER L B CO COM 350060109 5,554 203,134 SH   DFND 2,20 127,126 0 76,008
FOUNDATION BLDG MATLS INC COM 350392106 5,207 292,837 SH   DFND 2,5,8,20 245,874 0 46,963
FOUR CORNERS PPTY TR INC COM 35086T109 65,302 2,361,544 SH   DFND 2,5,6,8,10,20 2,057,955 18,570 285,019
ALLIANT ENERGY CORP COM 018802108 601,082 12,246,993 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,164,467 182,402 900,124
FOX CORP CL A COM 35137L105 572,569 15,626,871 SH   DFND 2,5,6,8,10,11,12,13,19,20 15,626,871 0 0
FOX CORP CL B COM 35137L204 259,919 7,115,229 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,115,229 0 0
FOX FACTORY HLDG CORP COM 35138V102 88,565 1,073,386 SH   DFND 2,5,8,20 951,820 0 121,566
FRANCESCAS HLDGS CORP COM 351793104 19 39,267 SH   DFND 20 39,267 0 0
FRANKLIN COVEY CO COM 353469109 6,187 181,970 SH   DFND 2,5,20 155,012 0 26,958
FRANKLIN ELEC INC COM 353514102 60,212 1,267,629 SH   DFND 2,5,8,20 1,103,629 80 163,920
FRANKLIN FINL NETWORK INC COM 35352P104 12,600 452,272 SH   DFND 2,5,8,20 412,951 0 39,321
FRANKLIN FINL SVCS CORP COM 353525108 888 43,589 SH   DFND 2,20 43,589 0 0
FRANKLIN RES INC COM 354613101 773,117 22,054,125 SH   DFND 2,5,6,8,10,11,12,13,19,20 20,285,303 433,910 1,334,912
FRANKLIN STREET PPTYS CORP COM 35471R106 42,409 5,746,440 SH   DFND 2,5,8,10,20 5,270,236 27,622 448,582
AAON INC COM PAR $0.004 000360206 59,622 1,184,399 SH   DFND 2,5,8,20 1,051,508 0 132,891
ALLIED MOTION TECHNOLOGIES I COM 019330109 4,432 116,935 SH   DFND 2,20 97,214 0 19,721
FRANKS INTL N V COM N33462107 11,432 2,090,921 SH   DFND 2,5,8,20 1,753,761 0 337,160
FREDS INC CL A 356108100 15 30,184 SH   DFND 20 30,184 0 0
FREEPORT-MCMORAN INC CL B 35671D857 787,774 67,853,063 SH   DFND 2,5,6,8,10,11,12,13,19,20 61,621,210 974,707 5,257,146
FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 258 6,562 SH   DFND 20 6,562 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 18,002 667,967 SH   DFND 2,5,8,20 559,650 1,338 106,979
FRESHPET INC COM 358039105 29,343 644,754 SH   DFND 2,5,8,20 546,690 0 98,064
FRONT YD RESIDENTIAL CORP COM 35904G107 20,234 1,635,928 SH   DFND 2,5,8,20 1,449,216 333 186,379
FRONTDOOR INC COM 35905A109 46,410 1,065,669 SH   DFND 2,5,8,13,20 969,432 1,050 95,187
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 6,300 3,600,079 SH   DFND 1,2,5,8,13,20 3,216,916 2,106 381,057
FRONTLINE LTD SHS NEW G3682E192 261 32,640 SH   DFND 20 32,640 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 71,962 1,552,572 SH   DFND 2,5,8,13,20 1,392,747 2,400 157,425
FRP HLDGS INC COM 30292L107 7,645 137,075 SH   DFND 2,5,20 115,295 0 21,780
FS BANCORP INC COM 30263Y104 3,554 68,509 SH   DFND 2,20 58,009 0 10,500
FTI CONSULTING INC COM 302941109 93,481 1,114,998 SH   DFND 2,5,8,20 989,021 1,302 124,675
FTS INTERNATIONAL INC COM 30283W104 3,389 607,375 SH   DFND 2,5,20 501,172 0 106,203
FULLER H B CO COM 359694106 195,765 4,219,067 SH   DFND 2,5,8,19,20 3,906,525 337 312,205
FULTON FINL CORP PA COM 360271100 123,298 7,472,935 SH   DFND 2,5,6,8,11,20 6,619,951 2,356 850,628
FUNKO INC COM CL A 361008105 6,624 273,488 SH   DFND 2,5,20 226,466 0 47,022
FUTUREFUEL CORPORATION COM 36116M106 8,651 740,002 SH   DFND 2,5,8,20 656,217 0 83,785
FVCBANKCORP INC COM 36120Q101 2,545 131,037 SH   DFND 2,20 124,011 0 7,026
G-III APPAREL GROUP LTD COM 36237H101 41,367 1,406,090 SH   DFND 2,5,8,20 1,121,594 660 283,836
ALLOGENE THERAPEUTICS INC COM 019770106 43,046 1,603,221 SH   DFND 2,5,8,20 1,482,398 0 120,823
G1 THERAPEUTICS INC COM 3621LQ109 40,961 1,335,960 SH   DFND 2,5,8,20 1,235,786 0 100,174
GAIA INC NEW CL A 36269P104 1,359 179,262 SH   DFND 2,20 148,180 0 31,082
GAIN CAP HLDGS INC COM 36268W100 2,131 516,086 SH   DFND 2,5,20 427,183 0 88,903
GALAPAGOS NV SPON ADR 36315X101 2,606 20,215 SH   DFND 1 20,215 0 0
GALECTIN THERAPEUTICS INC COM NEW 363225202 2,140 515,546 SH   DFND 2,20 515,546 0 0
GALLAGHER ARTHUR J & CO COM 363576109 773,391 8,829,670 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,772,182 127,749 929,739
GAMCO INVESTORS INC CL A COM 361438104 2,767 144,358 SH   DFND 2,5,8,20 118,624 0 25,734
GAMESTOP CORP NEW CL A 36467W109 21,436 3,918,904 SH   DFND 2,5,8,12,13,20 3,562,457 1,932 354,515
GAMING & LEISURE PPTYS INC COM 36467J108 178,518 4,579,731 SH   DFND 2,5,8,10,12,13,19,20 3,963,135 53,478 563,118
GANNETT CO INC COM 36473H104 29,714 3,641,450 SH   DFND 2,5,8,12,20 3,254,739 4,464 382,247
ALLOT LTD SHS M0854Q105 291 40,339 SH   DFND 2 40,339 0 0
GAP INC COM 364760108 185,625 10,329,739 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,876,214 326,905 1,126,620
GARDNER DENVER HLDGS INC COM 36555P107 53,822 1,555,548 SH   DFND 2,5,8,13,19,20 1,405,437 2,100 148,011
GARMIN LTD SHS H2906T109 465,462 5,832,764 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,837,124 182,263 813,377
GARRETT MOTION INC COM 366505105 26,600 1,732,908 SH   DFND 1,2,5,8,12,13,20 1,706,877 3,987 22,044
GARTNER INC COM 366651107 571,075 3,548,374 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,152,309 47,310 348,755
GASLOG LTD SHS G37585109 11,299 784,677 SH   DFND 2,5,10,20 659,409 0 125,268
GATES INDUSTRIAL CORPRATIN P ORD SHS G39108108 6,590 577,566 SH   DFND 2,5,8,20 524,566 0 53,000
GATX CORP COM 361448103 97,974 1,235,638 SH   DFND 2,5,6,8,11,20 1,112,542 337 122,759
GCI LIBERTY INC COM CLASS A 36164V305 78,945 1,284,496 SH   DFND 2,5,8,13,20 1,164,290 943 119,263
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 30,092 1,329,156 SH   DFND 2,5,8,13,19,20 1,132,551 1,704 194,901
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 64,298 5,528,643 SH   DFND 2,5,6,8,11,20 4,974,156 845 553,642
GDS HLDGS LTD SPONSORED ADS 36165L108 42,951 1,143,218 SH   DFND 1,2,5,8,10,11,12,13,19,20 907,018 26,400 209,800
GENCO SHIPPING & TRADING LTD SHS Y2685T131 1,662 196,880 SH   DFND 2,20 154,831 0 42,049
GENCOR INDS INC COM 368678108 1,681 129,302 SH   DFND 2,20 107,434 0 21,868
GENERAC HLDGS INC COM 368736104 90,901 1,309,628 SH   DFND 2,5,8,19,20 1,086,173 400 223,055
GENERAL DYNAMICS CORP COM 369550108 2,145,665 11,801,042 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,785,479 264,876 750,687
GENERAL ELECTRIC CO COM 369604103 3,619,988 344,435,927 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 306,813,918 4,787,873 32,834,136
GENERAL FIN CORP DEL COM 369822101 1,301 155,417 SH   DFND 2,20 124,892 0 30,525
GENERAL MLS INC COM 370334104 1,835,402 34,946,729 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 23,943,276 8,529,309 2,474,144
GENERAL MOLY INC COM 370373102 15 42,932 SH   DFND 20 42,932 0 0
GENERAL MTRS CO COM 37045V100 2,248,939 58,368,510 SH   DFND 2,5,6,8,10,11,12,13,19,20 51,715,143 988,255 5,665,112
ALLSTATE CORP COM 020002101 1,676,392 16,406,441 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,428,258 424,063 1,554,120
GENESCO INC COM 371532102 28,209 667,027 SH   DFND 2,5,8,20 603,880 904 62,243
GENESEE & WYO INC CL A 371559105 150,624 1,506,235 SH   DFND 2,5,6,8,11,13,20 1,345,661 583 159,991
GENESIS HEALTHCARE INC CL A COM 37185X106 1,300 1,048,675 SH   DFND 2,5,20 939,684 0 108,991
GENIE ENERGY LTD CL B 372284208 2,211 207,580 SH   DFND 2,20 207,580 0 0
GENMARK DIAGNOSTICS INC COM 372309104 6,873 1,059,007 SH   DFND 2,5,8,20 915,568 0 143,439
GENOMIC HEALTH INC COM 37244C101 99,250 1,706,198 SH   DFND 2,5,8,20 1,617,699 0 88,499
GENPACT LIMITED SHS G3922B107 71,531 1,877,954 SH   DFND 2,5,8,13,19,20 1,698,888 0 179,066
GENTEX CORP COM 371901109 162,987 6,622,776 SH   DFND 2,5,6,8,11,12,13,19,20 6,290,894 10,554 321,328
GENTHERM INC COM 37253A103 42,351 1,012,462 SH   DFND 2,5,8,20 887,700 1,140 123,622
GENUINE PARTS CO COM 372460105 913,558 8,757,421 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,938,687 274,886 543,848
ALLY FINL INC COM 02005N100 359,446 11,598,768 SH   DFND 2,5,6,8,10,12,13,19,20 9,057,800 480,914 2,060,054
GENWORTH FINL INC COM CL A 37247D106 74,027 19,953,253 SH   DFND 2,5,6,8,11,12,13,20 18,200,568 17,784 1,734,901
GEO GROUP INC NEW COM 36162J106 81,726 3,889,846 SH   DFND 2,5,6,8,11,13,20 3,544,879 2,464 342,503
GEOSPACE TECHNOLOGIES CORP COM 37364X109 4,440 293,827 SH   DFND 2,20 293,827 0 0
GERDAU S A SPON ADR REP PFD 373737105 15,780 4,056,437 SH   DFND 1,2,10,12,19,20 3,517,164 465,625 73,648
GERMAN AMERN BANCORP INC COM 373865104 16,346 542,689 SH   DFND 2,5,8,20 385,397 0 157,292
GERON CORP COM 374163103 4,988 3,537,526 SH   DFND 2,5,8,20 3,015,045 0 522,481
GETTY RLTY CORP NEW COM 374297109 46,981 1,510,525 SH   DFND 2,5,8,10,20 1,366,031 8,609 135,885
GIBRALTAR INDS INC COM 374689107 37,476 928,548 SH   DFND 2,5,8,20 826,651 1,270 100,627
GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 295 34,934 SH   DFND 2,20 34,934 0 0
GILDAN ACTIVEWEAR INC COM 375916103 360 9,296 SH   DFND 20 9,296 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 209,927 2,893,157 SH   DFND 2,5,6,8,10,12,13,19,20 2,582,303 45,527 265,327
GILEAD SCIENCES INC COM 375558103 3,883,631 57,484,173 SH   DFND 2,5,6,8,10,11,12,13,19,20 50,716,627 1,015,790 5,751,756
GLACIER BANCORP INC NEW COM 37637Q105 118,466 2,921,488 SH   DFND 2,5,8,20 2,649,457 1,085 270,946
GLADSTONE COML CORP COM 376536108 14,140 666,375 SH   DFND 2,5,8,20 557,521 9,600 99,254
GLADSTONE LD CORP COM 376549101 2,621 227,324 SH   DFND 2,20 182,129 0 45,195
GLATFELTER COM 377316104 21,318 1,262,925 SH   DFND 2,5,8,20 1,126,328 2,208 134,389
GLAUKOS CORP COM 377322102 63,739 845,339 SH   DFND 2,5,8,20 731,820 0 113,519
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 392,990 9,701,155 SH   DFND 1,20 111,354 9,382,916 206,885
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 115,216 2,190,413 SH   DFND 2,5,8,20 2,016,457 0 173,956
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 20,262 463,345 SH   DFND 2,5,8,20 397,481 0 65,864
GLOBAL EAGLE ENTMT INC COM 37951D102 19 29,907 SH   DFND 20 29,907 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 5,044 540,083 SH   DFND 2,5,20 472,601 0 67,482
GLOBAL INDTY LTD CAYMAN USD CL A SHS G3933F105 5,306 171,383 SH   DFND 2,5,8,20 142,968 0 28,415
GLOBAL MED REIT INC COM NEW 37954A204 6,818 639,267 SH   DFND 2,5,20 550,653 0 88,614
GLOBAL NET LEASE INC COM NEW 379378201 69,960 3,565,739 SH   DFND 2,5,8,10,20 3,192,905 20,900 351,934
GLOBAL PMTS INC COM 37940X102 976,677 6,099,276 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,421,580 85,342 592,354
GLOBAL WTR RES INC COM 379463102 1,892 181,193 SH   DFND 2,5,20 152,507 0 28,686
GLOBALSTAR INC COM 378973408 665 1,385,812 SH   DFND 5,8,20 1,253,812 0 132,000
GLOBANT S A COM L44385109 103,400 1,023,259 SH   DFND 2,5,8,10,12,13,19,20 1,023,259 0 0
GLOBUS MED INC CL A 379577208 111,285 2,630,858 SH   DFND 2,5,6,8,11,19,20 2,388,393 600 241,865
GLU MOBILE INC COM 379890106 20,300 2,827,364 SH   DFND 2,5,8,10,20 2,342,551 0 484,813
GLYCOMIMETICS INC COM 38000Q102 12,711 1,066,394 SH   DFND 2,5,8,20 959,107 0 107,287
ALPHABET INC CAP STK CL A 02079K305 12,533,402 11,574,993 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,079,686 303,278 1,192,029
GMS INC COM 36251C103 20,618 937,204 SH   DFND 2,5,8,20 811,835 0 125,369
GNC HLDGS INC COM CL A 36191G107 2,264 1,509,646 SH   DFND 2,5,20 1,239,238 0 270,408
GODADDY INC CL A 380237107 262,512 3,742,155 SH   DFND 2,5,6,8,10,12,13,19,20 3,100,994 83,347 557,814
GOGO INC COM 38046C109 4,532 1,138,780 SH   DFND 2,5,8,20 958,588 0 180,192
GOLAR LNG LTD BERMUDA NOTE 2.750% 2/1 38046YAB7 11,504 12,285,000 SH   DFND 2,5 12,285,000 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 30,567 1,640,789 SH   DFND 2,5,8,10,20 1,355,882 0 284,907
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 1,804 333,519 SH   DFND 1,5,8,20 333,519 0 0
GOLD RESOURCE CORP COM 38068T105 4,280 1,266,313 SH   DFND 2,5,6,20 1,120,662 0 145,651
GOLDEN ENTMT INC COM 381013101 4,630 330,684 SH   DFND 2,5,8,20 281,300 0 49,384
GOLDEN MINERALS CO COM 381119106 8 28,779 SH   DFND 20 28,779 0 0
AAR CORP COM 000361105 65,310 1,775,221 SH   DFND 2,5,8,20 1,650,751 786 123,684
ALPHABET INC CAP STK CL C 02079K107 12,628,166 11,682,902 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,091,048 338,890 1,252,964
GOLDEN OCEAN GROUP LTD SHS NEW G39637205 240 41,341 SH   DFND 2,5,20 41,341 0 0
GOLDEN STAR RES LTD CDA COM 38119T807 225 55,845 SH   DFND 2 55,845 0 0
GOLDFIELD CORP COM 381370105 84 36,419 SH   DFND 13,20 11,419 0 25,000
GOLDMAN SACHS GROUP INC COM 38141G104 4,258,424 20,813,410 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 13,224,112 802,355 6,786,943
GOODRICH PETE CORP COM PAR 382410843 1,891 145,589 SH   DFND 2,20 118,311 0 27,278
GOODYEAR TIRE & RUBR CO COM 382550101 93,680 6,122,897 SH   DFND 2,5,6,8,11,12,13,19,20 5,865,146 8,009 249,742
GOOSEHEAD INS INC COM CL A 38267D109 10,018 209,575 SH   DFND 2,5,20 175,175 0 34,400
GOPRO INC CL A 38268T103 12,809 2,345,931 SH   DFND 2,5,8,20 1,990,511 0 355,420
GORMAN RUPP CO COM 383082104 12,285 374,210 SH   DFND 2,5,8,20 324,947 0 49,263
GOSSAMER BIO INC COM 38341P102 7,706 347,447 SH   DFND 2,5,8,20 347,447 0 0
ALPHATEC HOLDINGS INC COM NEW 02081G201 1,815 399,812 SH   DFND 2,20 399,812 0 0
GP STRATEGIES CORP COM 36225V104 3,466 229,813 SH   DFND 2,5,20 194,094 0 35,719
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 19,671 188,579 SH   DFND 2,5,19,20 187,579 0 1,000
GRACE W R & CO DEL NEW COM 38388F108 62,643 823,061 SH   DFND 2,5,8,13,20 741,145 3,104 78,812
GRACO INC COM 384109104 205,601 4,097,279 SH   DFND 2,5,6,8,11,13,19,20 3,871,837 2,301 223,141
GRAFTECH INTL LTD COM 384313508 9,810 853,012 SH   DFND 2,5,8,20 783,041 0 69,971
GRAHAM CORP COM 384556106 3,725 184,293 SH   DFND 2,5,20 155,043 0 29,250
GRAHAM HLDGS CO COM 384637104 81,827 118,584 SH   DFND 2,5,6,8,11,12,13,20 112,732 65 5,787
GRAINGER W W INC COM 384802104 673,348 2,510,338 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,243,208 78,703 188,427
GRAN TIERRA ENERGY INC COM 38500T101 1,483 932,798 SH   DFND 2,5,20 853,548 0 79,250
GRAND CANYON ED INC COM 38526M106 71,931 614,688 SH   DFND 2,5,8,13,19,20 556,912 600 57,176
ALTA MESA RES INC CL A 02133L109 12 79,300 SH   DFND 20 79,300 0 0
GRANITE CONSTR INC COM 387328107 70,820 1,466,067 SH   DFND 2,5,6,8,11,20 1,313,011 1,209 151,847
GRANITE PT MTG TR INC COM 38741L107 30,516 1,590,199 SH   DFND 2,5,6,8,20 1,407,052 606 182,541
GRAPHIC PACKAGING HLDG CO COM 388689101 54,627 3,886,627 SH   DFND 2,5,8,12,13,20 3,520,019 4,200 362,408
GRAY TELEVISION INC COM 389375106 29,298 1,787,538 SH   DFND 2,5,8,20 1,487,194 0 300,344
GREAT AJAX CORP COM 38983D300 6,695 478,205 SH   DFND 2,5,20 427,681 0 50,524
GREAT LAKES DREDGE & DOCK CO COM 390607109 13,218 1,197,271 SH   DFND 2,5,8,20 998,812 0 198,459
GREAT SOUTHN BANCORP INC COM 390905107 14,482 240,695 SH   DFND 2,5,8,20 206,164 0 34,531
GREAT WESTN BANCORP INC COM 391416104 81,031 2,268,519 SH   DFND 2,5,8,20 2,084,671 1,600 182,248
GREEN BRICK PARTNERS INC COM 392709101 3,533 425,101 SH   DFND 2,5,20 357,163 0 67,938
GREEN DOT CORP CL A 39304D102 75,814 1,550,382 SH   DFND 2,5,6,8,11,13,20 1,387,865 900 161,617
ALTABA INC COM 021346101 11,094 159,928 SH   DFND 20 107,193 0 52,735
GREEN PLAINS INC COM 393222104 18,328 1,700,200 SH   DFND 2,5,8,20 1,565,628 0 134,572
GREENBRIER COS INC COM 393657101 31,036 1,020,918 SH   DFND 2,5,8,20 880,466 0 140,452
GREENE COUNTY BANCORP INC COM 394357107 1,122 38,153 SH   DFND 2,20 31,275 0 6,878
GREENHILL & CO INC COM 395259104 7,910 582,075 SH   DFND 2,5,8,20 474,918 2,100 105,057
GREENLANE HLDGS INC CL A 395330103 369 52,275 SH   DFND 2,20 52,275 0 0
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 4,833 569,244 SH   DFND 2,5,8,20 473,608 1,200 94,436
GREENSKY INC CL A 39572G100 2,841 231,177 SH   DFND 2,8,20 231,177 0 0
GREENTREE HOSPITALTY GROUP L SPONSORED ADS 39579V100 193 14,858 SH   DFND 2 14,858 0 0
GREIF INC CL A 397624107 28,755 871,754 SH   DFND 2,5,6,8,11,20 789,665 83 82,006
GREIF INC CL B 397624206 4,877 110,083 SH   DFND 2,5,20 94,031 0 16,052
ALTAIR ENGR INC COM CL A 021369103 30,956 766,416 SH   DFND 2,5,8,20 646,914 0 119,502
GRIDSUM HLDG INC SPONSORED ADR 398132100 70 24,841 SH   DFND 2 24,841 0 0
GRIFFIN INL RLTY INC COM 398231100 297 8,408 SH   DFND 2,20 7,144 0 1,264
GRIFFON CORP COM 398433102 18,176 1,074,205 SH   DFND 2,5,8,20 957,775 0 116,430
GRIFOLS S A SP ADR REP B NVT 398438408 4,821 228,440 SH   DFND 1,2,10,13,20 222,440 0 6,000
GRITSTONE ONCOLOGY INC COM 39868T105 3,910 351,030 SH   DFND 2,5,20 296,030 0 55,000
GROUP 1 AUTOMOTIVE INC COM 398905109 57,073 696,953 SH   DFND 2,5,8,12,20 550,733 705 145,515
GROUPON INC COM 399473107 37,545 10,487,537 SH   DFND 2,5,8,19,20 9,012,761 1,800 1,472,976
GRUBHUB INC COM 400110102 150,190 1,925,759 SH   DFND 2,5,6,8,10,12,13,19,20 1,668,716 64,372 192,671
GRUPO AEROPORTUARIO CTR NORT SPON ADR 400501102 10,131 207,271 SH   DFND 2,19,20 207,271 0 0
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 16,187 99,730 SH   DFND 1,2,13,19,20 99,050 0 680
ALTERYX INC COM CL A 02156B103 68,568 628,374 SH   DFND 2,5,8,13,20 591,912 0 36,462
GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS 40053W101 144 17,964 SH   DFND 5 17,964 0 0
GRUPO FINANCIERO GALICIA S A SPONSORED ADR 399909100 112,716 3,175,098 SH   DFND 2,5,8,10,12,13,19,20 3,175,098 0 0
GRUPO SUPERVIELLE S A SPONSORED ADR 40054A108 1,163 147,609 SH   DFND 2,5,20 147,609 0 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 9,086 1,076,514 SH   DFND 1,5,20 1,076,514 0 0
GSI TECHNOLOGY COM 36241U106 1,569 183,060 SH   DFND 2,20 183,060 0 0
GTT COMMUNICATIONS INC COM 362393100 13,864 787,744 SH   DFND 2,5,8,20 671,605 0 116,139
GTY TECHNOLOGY HOLDINGS INC COM 362409104 2,712 395,893 SH   DFND 2,20 395,893 0 0
GUARANTY BANCSHARES INC TEX COM 400764106 4,310 137,619 SH   DFND 2,20 116,126 0 21,493
GUARANTY FED BANCSHARES INC COM 40108P101 303 13,011 SH   DFND 20 2,300 0 10,711
GUARDANT HEALTH INC COM 40131M109 38,142 441,819 SH   DFND 2,5,8,13,20 416,295 0 25,524
ALTICE USA INC CL A 02156K103 141,831 5,824,664 SH   DFND 2,5,6,8,10,12,13,19,20 5,824,664 0 0
GUESS INC COM 401617105 31,183 1,917,682 SH   DFND 2,5,8,12,20 1,717,740 6,337 193,605
GUIDEWIRE SOFTWARE INC COM 40171V100 104,469 1,030,471 SH   DFND 2,5,8,13,19,20 925,262 1,300 103,909
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 13,760 12,250,000 SH   DFND 2,5 12,250,000 0 0
GULF ISLAND FABRICATION INC COM 402307102 1,055 148,569 SH   DFND 2,20 148,569 0 0
GULFPORT ENERGY CORP COM NEW 402635304 47,195 9,611,961 SH   DFND 2,5,20 8,943,195 3,200 665,566
GW PHARMACEUTICALS PLC ADS 36197T103 1,518 8,806 SH   DFND 1,2,5,13,20 8,806 0 0
GWG HLDGS INC COM 36192A109 116 20,228 SH   DFND 2,20 20,228 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 19,556 672,251 SH   DFND 2,5,8,20 566,571 0 105,680
HABIT RESTAURANTS INC COM CL A 40449J103 3,656 348,529 SH   DFND 2,5,20 295,212 0 53,317
HACKETT GROUP INC COM 404609109 10,035 591,384 SH   DFND 2,5,8,20 518,941 0 72,443
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 4,164 211,807 SH   DFND 2,5,8,20 169,463 1,000 41,344
HAEMONETICS CORP COM 405024100 207,392 1,723,382 SH   DFND 2,5,6,8,11,13,19,20 1,554,267 604 168,511
HAIN CELESTIAL GROUP INC COM 405217100 49,093 2,241,677 SH   DFND 2,5,6,8,11,13,19,20 2,123,279 666 117,732
HALCON RES CORP COM 40537Q605 79 448,216 SH   DFND 2,5,20 448,216 0 0
HALLADOR ENERGY COMPANY COM 40609P105 1,691 300,379 SH   DFND 2,20 259,496 0 40,883
HALLIBURTON CO COM 406216101 934,390 41,090,163 SH   DFND 2,5,6,8,10,11,12,13,19,20 36,997,036 620,323 3,472,804
HALLMARK FINL SVCS INC EC COM NEW 40624Q203 3,459 243,078 SH   DFND 2,20 204,485 0 38,593
HALOZYME THERAPEUTICS INC COM 40637H109 76,081 4,428,475 SH   DFND 2,5,8,20 3,960,631 0 467,844
HAMILTON BEACH BRANDS HLDG C COM CL A 40701T104 2,769 145,379 SH   DFND 2,5,20 119,721 536 25,122
HAMILTON LANE INC CL A 407497106 22,683 395,973 SH   DFND 2,5,8,20 330,114 0 65,859
HANCOCK WHITNEY CORPORATION COM 410120109 145,165 3,623,695 SH   DFND 2,5,6,8,11,12,13,20 3,316,440 1,000 306,255
ALTRA INDL MOTION CORP COM 02208R106 53,585 1,486,766 SH   DFND 2,5,6,8,13,20 1,074,887 199 411,680
HANESBRANDS INC COM 410345102 349,272 20,282,926 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 18,463,042 238,338 1,581,546
HANGER INC COM NEW 41043F208 11,786 615,459 SH   DFND 2,5,8,20 615,459 0 0
HANMI FINL CORP COM NEW 410495204 24,578 1,103,649 SH   DFND 2,5,8,20 1,009,291 0 94,358
HANNON ARMSTRONG SUST INFR C COM 41068X100 35,513 1,260,234 SH   DFND 2,5,8,20 1,036,167 0 224,067
HANOVER INS GROUP INC COM 410867105 162,817 1,269,037 SH   DFND 2,5,6,8,11,12,13,20 1,215,650 900 52,487
HARBORONE BANCORP INC COM 41165F101 5,548 296,226 SH   DFND 2,5,20 255,532 0 40,694
HARLEY DAVIDSON INC COM 412822108 270,317 7,544,421 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 6,743,266 115,900 685,255
HARMONIC INC COM 413160102 13,211 2,380,275 SH   DFND 2,5,8,20 2,127,928 0 252,347
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 109 47,900 SH   DFND 8,20 47,900 0 0
HARPOON THERAPEUTICS INC COM 41358P106 1,081 83,163 SH   DFND 2,20 83,163 0 0
ALTRIA GROUP INC COM 02209S103 3,559,913 73,981,961 SH   DFND 1,2,5,6,8,10,12,13,19,20 67,226,019 1,162,841 5,593,101
HARRIS CORP DEL COM 413875105 978,204 5,172,127 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,684,228 70,134 417,765
HARROW HEALTH INC COM 415858109 161 18,513 SH   DFND 2 18,513 0 0
HARSCO CORP COM 415864107 63,505 2,314,309 SH   DFND 2,5,8,20 2,036,689 3,081 274,539
HARTFORD FINL SVCS GROUP INC COM 416515104 1,193,920 21,315,595 SH   DFND 2,5,6,8,10,11,12,13,19,20 15,923,094 4,045,394 1,347,107
HARVARD BIOSCIENCE INC COM 416906105 75 37,352 SH   DFND 2,20 37,352 0 0
HASBRO INC COM 418056107 530,228 5,017,297 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,424,854 131,136 461,307
HAVERTY FURNITURE INC COM 419596101 10,253 602,079 SH   DFND 2,5,8,20 544,286 0 57,793
HAWAIIAN ELEC INDUSTRIES COM 419870100 129,284 2,968,625 SH   DFND 2,5,6,8,11,12,13,20 2,813,465 1,256 153,904
HAWAIIAN HOLDINGS INC COM 419879101 42,909 1,564,310 SH   DFND 2,5,8,13,20 1,394,904 0 169,406
HAWKINS INC COM 420261109 11,851 272,997 SH   DFND 2,5,8,20 242,269 349 30,379
AARONS INC COM PAR $0.50 002535300 155,707 2,534,067 SH   DFND 2,5,6,8,10,11,19,20 2,156,766 804 376,497
ALTUS MIDSTREAM CO CL A 02215L100 3,021 812,065 SH   DFND 2,20 812,065 0 0
HAWTHORN BANCSHARES INC COM 420476103 2,283 85,074 SH   DFND 2,20 65,015 0 20,059
HAYNES INTERNATIONAL INC COM NEW 420877201 13,821 434,473 SH   DFND 2,5,8,20 395,683 900 37,890
HC2 HLDGS INC COM 404139107 73 30,988 SH   DFND 2,20 30,988 0 0
HCA HEALTHCARE INC COM 40412C101 1,615,445 11,951,212 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,414,397 357,478 1,179,337
HCI GROUP INC COM 40416E103 8,428 208,259 SH   DFND 2,5,8,20 185,066 0 23,193
HCP INC COM 40414L109 1,122,286 35,093,363 SH   DFND 2,5,6,8,10,11,12,13,19,20 31,842,991 450,886 2,799,486
HD SUPPLY HLDGS INC COM 40416M105 169,705 4,213,140 SH   DFND 2,5,6,8,10,12,13,19,20 3,356,125 203,866 653,149
HDFC BANK LTD SPONSORED ADS 40415F101 30,870 237,195 SH   DFND 1,8,20 237,195 0 0
HEALTH INS INNOVATIONS INC COM CL A 42225K106 6,155 237,452 SH   DFND 2,5,20 198,800 0 38,652
HEALTHCARE RLTY TR COM 421946104 243,517 7,775,142 SH   DFND 2,5,6,8,10,11,13,19,20 7,130,812 35,034 609,296
ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 297 33,762 SH   DFND 5 33,762 0 0
HEALTHCARE SVCS GRP INC COM 421906108 77,019 2,540,207 SH   DFND 2,5,6,8,11,13,19,20 2,129,195 1,025 409,987
HEALTHCARE TR AMER INC CL A NEW 42225P501 173,732 6,333,651 SH   DFND 2,5,8,10,12,13,19,20 5,709,261 52,890 571,500
HEALTHEQUITY INC COM 42226A107 120,662 1,844,988 SH   DFND 2,5,6,8,11,13,20 1,643,198 1,200 200,590
HEALTHSTREAM INC COM 42222N103 20,642 798,219 SH   DFND 2,5,8,20 715,574 800 81,845
HEARTLAND EXPRESS INC COM 422347104 26,740 1,478,175 SH   DFND 2,5,8,20 1,329,468 2,724 145,983
HEARTLAND FINL USA INC COM 42234Q102 32,111 717,890 SH   DFND 2,5,8,20 614,714 0 103,176
HECLA MNG CO COM 422704106 37,286 20,714,679 SH   DFND 2,5,8,20 19,235,724 9,381 1,469,574
HEICO CORP NEW CL A 422806208 157,484 1,522,484 SH   DFND 2,5,6,8,10,12,13,19,20 1,448,063 1,718 72,703
HEICO CORP NEW COM 422806109 189,013 1,411,818 SH   DFND 2,5,6,8,10,12,13,19,20 1,370,570 275 40,973
HEIDRICK & STRUGGLES INTL IN COM 422819102 16,903 563,999 SH   DFND 2,5,8,20 478,745 5,400 79,854
AMAG PHARMACEUTICALS INC COM 00163U106 27,305 2,733,270 SH   DFND 2,5,8,20 2,620,541 342 112,387
HELEN OF TROY CORP LTD COM G4388N106 118,804 909,746 SH   DFND 2,5,6,8,11,13,19,20 825,532 388 83,826
HELIOS TECHNOLOGIES INC COM 42328H109 27,183 585,724 SH   DFND 2,5,8,20 585,724 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 38,834 4,499,911 SH   DFND 2,5,8,20 4,053,757 3,985 442,169
HELMERICH & PAYNE INC COM 423452101 311,923 6,162,046 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,355,702 71,806 734,538
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 4,386 339,474 SH   DFND 2,20 291,649 0 47,825
HENRY JACK & ASSOC INC COM 426281101 474,030 3,539,648 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,046,344 108,896 384,408
HENRY SCHEIN INC COM 806407102 543,072 7,769,267 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,919,154 201,096 649,017
HERBALIFE NUTRITION LTD COM SHS G4412G101 74,959 1,753,023 SH   DFND 2,5,6,8,12,13,19,20 1,324,927 1,210 426,886
HERBALIFE NUTRITION LTD NOTE 2.000% 8/1 42703MAB9 21,525 20,783,000 SH   DFND 2,5 20,783,000 0 0
HERBALIFE NUTRITION LTD NOTE 2.625% 3/1 42703MAD5 17,441 17,825,000 SH   DFND 2,5 17,825,000 0 0
AMALGAMATED BK NEW YORK N Y CLASS A 022663108 3,311 189,739 SH   DFND 2,20 161,539 0 28,200
HERC HLDGS INC COM 42704L104 25,240 550,737 SH   DFND 2,5,8,13,20 471,978 623 78,136
HERITAGE COMMERCE CORP COM 426927109 11,257 918,913 SH   DFND 2,5,8,20 798,993 0 119,920
HERITAGE CRYSTAL CLEAN INC COM 42726M106 7,637 290,253 SH   DFND 2,5,8,20 249,249 0 41,004
HERITAGE FINL CORP WASH COM 42722X106 32,981 1,116,475 SH   DFND 2,5,8,20 1,002,947 0 113,528
HERITAGE INS HLDGS INC COM 42727J102 7,815 505,457 SH   DFND 2,5,8,20 406,979 0 98,478
HERON THERAPEUTICS INC COM 427746102 75,518 4,062,313 SH   DFND 2,5,8,20 3,704,396 0 357,917
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 33,432 1,987,885 SH   DFND 2,5,8,10,20 1,817,278 10,249 160,358
HERSHEY CO COM 427866108 958,808 7,153,684 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,086,081 136,709 930,894
HERTZ GLOBAL HLDGS INC COM 42806J106 32,622 2,044,016 SH   DFND 2,5,8,12,13,20 1,800,602 1,871 241,543
HERTZ GLOBAL HLDGS INC RIGHT 07/12/2019 42806J114 3,136 1,608,131 SH   DFND 2,5,8,12,13,20 1,608,131 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 5,417 279,377 SH   DFND 1,2,5,13,20 273,077 0 6,300
HESKA CORP COM RESTRC NEW 42805E306 23,703 278,305 SH   DFND 2,5,8,20 256,054 0 22,251
HESS CORP COM 42809H107 815,142 12,822,739 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,644,833 153,972 1,023,934
HEWLETT PACKARD ENTERPRISE C COM 42824C109 1,026,772 68,171,392 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 54,245,182 6,526,834 7,399,376
HEXCEL CORP NEW COM 428291108 182,279 2,253,702 SH   DFND 2,5,8,13,19,20 2,127,685 1,771 124,246
HF FOODS GROUP INC COM 40417F109 1,736 84,825 SH   DFND 2,20 84,825 0 0
HFF INC CL A 40418F108 51,476 1,131,839 SH   DFND 2,5,8,20 1,001,685 200 129,954
HIBBETT SPORTS INC COM 428567101 12,853 706,198 SH   DFND 2,5,8,20 636,177 1,262 68,759
HIGHPOINT RES CORP COM 43114K108 5,883 3,232,363 SH   DFND 2,5,20 2,848,938 2,400 381,025
HIGHWOODS PPTYS INC COM 431284108 226,773 5,490,879 SH   DFND 2,5,6,8,10,11,13,19,20 5,175,874 27,034 287,971
HILL ROM HLDGS INC COM 431475102 194,255 1,856,767 SH   DFND 2,5,6,8,11,13,20 1,662,097 1,000 193,670
AMAZON COM INC COM 023135106 31,372,617 16,567,448 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 14,685,031 286,045 1,596,372
HILLENBRAND INC COM 431571108 72,924 1,842,918 SH   DFND 2,5,8,19,20 1,624,218 595 218,105
HILLTOP HOLDINGS INC COM 432748101 42,585 2,002,118 SH   DFND 2,5,8,20 1,768,122 1,279 232,717
HILTON GRAND VACATIONS INC COM 43283X105 39,605 1,244,669 SH   DFND 2,5,8,13,20 1,102,158 1,690 140,821
HILTON WORLDWIDE HLDGS INC COM 43300A203 1,148,426 11,749,804 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,530,314 147,900 1,071,590
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 790 226,912 SH   DFND 2,10,19 226,912 0 0
HINGHAM INSTN SVGS MASS COM 433323102 4,590 23,180 SH   DFND 2,5,20 19,033 0 4,147
HMS HLDGS CORP COM 40425J101 89,197 2,753,829 SH   DFND 2,5,8,20 2,203,544 2,919 547,366
HNI CORP COM 404251100 50,144 1,417,306 SH   DFND 2,5,6,8,11,19,20 1,249,477 7,217 160,612
HOLLYFRONTIER CORP COM 436106108 433,267 9,361,854 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,080,048 190,618 1,091,188
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 3,951 207,941 SH   DFND 2,5,13,20 207,941 0 0
AMBAC FINL GROUP INC COM NEW 023139884 22,637 1,343,414 SH   DFND 2,5,8,20 1,185,738 0 157,676
HOLOGIC INC COM 436440101 542,528 11,297,965 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,927,660 192,770 1,177,535
HOME BANCORP INC COM 43689E107 5,947 154,553 SH   DFND 2,5,20 109,166 0 45,387
HOME BANCSHARES INC COM 436893200 119,912 6,225,944 SH   DFND 2,5,6,8,11,13,20 5,656,907 3,300 565,737
HOME DEPOT INC COM 437076102 10,958,062 52,690,591 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 41,900,516 837,451 9,952,624
HOMESTREET INC COM 43785V102 23,439 790,775 SH   DFND 2,5,8,20 664,340 0 126,435
HOMETRUST BANCSHARES INC COM 437872104 9,431 375,142 SH   DFND 2,5,20 322,654 0 52,488
HOMOLOGY MEDICINES INC COM 438083107 17,520 895,237 SH   DFND 2,5,8,20 822,109 0 73,128
HONDA MOTOR LTD AMERN SHS 438128308 543 20,997 SH   DFND 2,20 20,997 0 0
HONEYWELL INTL INC COM 438516106 5,139,504 29,437,565 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 26,294,248 781,682 2,361,635
HOOKER FURNITURE CORP COM 439038100 4,771 231,384 SH   DFND 2,5,8,13,20 193,988 0 37,396
AMBARELLA INC SHS G037AX101 27,179 615,876 SH   DFND 2,5,8,20 515,243 100 100,533
HOOKIPA PHARMA INC COM 43906K100 134 24,536 SH   DFND 2,20 24,536 0 0
HOPE BANCORP INC COM 43940T109 66,678 4,838,733 SH   DFND 2,5,8,13,20 4,433,566 1,800 403,367
HOPFED BANCORP INC COM 439734104 292 15,391 SH   DFND 20 1,717 0 13,674
HORACE MANN EDUCATORS CORP N COM 440327104 54,981 1,364,638 SH   DFND 2,5,8,20 1,126,892 77 237,669
HORIZON BANCORP INC COM 440407104 13,338 816,286 SH   DFND 2,5,8,20 616,112 0 200,174
HORIZON GLOBAL CORP COM 44052W104 66 18,292 SH   DFND 20 18,292 0 0
HORIZON PHARMA INVT LTD NOTE 2.500% 3/1 44052TAB7 13,653 12,250,000 SH   DFND 2,5 12,250,000 0 0
HORIZON THERAPEUTICS PUB LTD SHS G46188101 62,478 2,596,769 SH   DFND 2,5,8,13,20 2,596,769 0 0
HORMEL FOODS CORP COM 440452100 1,161,840 28,659,091 SH   DFND 2,5,6,8,10,12,13,19,20 15,885,121 10,684,131 2,089,839
HORNBECK OFFSHORE SVCS INC N COM 440543106 33 26,475 SH   DFND 20 26,475 0 0
AMBER RD INC COM 02318Y108 5,892 451,123 SH   DFND 2,5,20 387,756 0 63,367
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 226,794 9,071,770 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,559,618 44,429 467,723
HOST HOTELS & RESORTS INC COM 44107P104 908,401 49,324,802 SH   DFND 2,5,6,8,10,11,12,13,19,20 44,100,542 969,603 4,254,657
HOSTESS BRANDS INC CL A 44109J106 38,754 2,683,829 SH   DFND 2,5,8,20 1,729,871 0 953,958
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 12,374 2,148,325 SH   DFND 2,5,8,20 1,817,107 5,100 326,118
HOULIHAN LOKEY INC CL A 441593100 32,938 739,687 SH   DFND 2,5,8,20 604,896 0 134,791
HOWARD BANCORP INC COM 442496105 3,313 218,420 SH   DFND 2,20 180,425 0 37,995
HOWARD HUGHES CORP COM 44267D107 64,040 517,119 SH   DFND 2,5,8,13,20 466,756 560 49,803
HP INC COM 40434L105 1,530,172 73,042,565 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 57,059,323 8,103,180 7,880,062
HSBC HLDGS PLC ADR A 1/40PF A 404280604 14,974 571,515 SH   DFND 2 571,515 0 0
HSBC HLDGS PLC SPON ADR NEW 404280406 218 5,167 SH   DFND 20 5,167 0 0
AMBEV SA SPONSORED ADR 02319V103 109,803 23,512,501 SH   DFND 2,5,8,10,13,19,20 21,129,290 2,053,652 329,559
HTG MOLECULAR DIAGNOSTICS IN COM 40434H104 53 31,862 SH   DFND 2,20 31,862 0 0
HUANENG PWR INTL INC SPON ADR H SHS 443304100 504 21,149 SH   DFND 5,20 21,149 0 0
HUAZHU GROUP LTD NOTE 0.375%11/0 16949NAC3 14,418 13,335,000 SH   DFND 2,5 13,335,000 0 0
HUAZHU GROUP LTD SPONSORED ADS 44332N106 96,341 2,657,695 SH   DFND 1,2,5,8,10,11,12,13,19,20 2,126,965 66,700 464,030
HUB GROUP INC CL A 443320106 45,152 1,075,569 SH   DFND 2,5,8,12,20 947,374 55 128,140
HUBBELL INC COM 443510607 175,661 1,347,090 SH   DFND 2,5,6,8,11,12,13,19,20 1,274,642 691 71,757
HUBSPOT INC COM 443573100 86,414 506,767 SH   DFND 2,5,8,13,19,20 465,672 800 40,295
HUBSPOT INC NOTE 0.250% 6/0 443573AB6 21,091 11,341,000 SH   DFND 2,5 11,341,000 0 0
HUDSON LTD COM CL A G46408103 9,606 696,625 SH   DFND 2,5,20 583,623 0 113,002
HUDSON PAC PPTYS INC COM 444097109 212,046 6,373,500 SH   DFND 2,5,8,10,13,19,20 5,902,930 41,004 429,566
ABB LTD SPONSORED ADR 000375204 1,251 62,468 SH   DFND 2,20 62,468 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 10,094 1,081,843 SH   DFND 2,5,8,20 914,713 320 166,810
HUDSON TECHNOLOGIES INC COM 444144109 25 29,255 SH   DFND 20 29,255 0 0
HUMANA INC COM 444859102 1,566,976 5,894,286 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,171,601 103,297 619,388
HUNT COS FIN TR INC COM 44558T100 194 55,757 SH   DFND 20 2,209 0 53,548
HUNT J B TRANS SVCS INC COM 445658107 335,155 3,666,500 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,206,448 115,969 344,083
HUNTINGTON BANCSHARES INC COM 446150104 720,937 51,659,073 SH   DFND 2,5,6,8,10,11,12,13,19,20 47,248,240 593,874 3,816,959
HUNTINGTON INGALLS INDS INC COM 446413106 745,881 3,318,863 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 1,910,728 1,038,018 370,117
HUNTSMAN CORP COM 447011107 62,441 3,054,858 SH   DFND 2,5,8,12,13,20 2,777,400 12,636 264,822
HURCO COMPANIES INC COM 447324104 4,109 115,156 SH   DFND 2,5,20 97,752 0 17,404
HURON CONSULTING GROUP INC COM 447462102 22,670 449,986 SH   DFND 2,5,8,20 376,131 902 72,953
HUTCHISON CHINA MEDITECH LTD SPONSORED ADR 44842L103 19,827 901,243 SH   DFND 2,5,8,10,11,12,13,19,20 682,743 24,500 194,000
AMC NETWORKS INC CL A 00164V103 63,785 1,170,588 SH   DFND 2,5,6,8,11,13,20 1,112,246 293 58,049
HUTTIG BLDG PRODS INC COM 448451104 58 22,582 SH   DFND 2,20 22,582 0 0
HUYA INC ADS REP SHS A 44852D108 382 15,463 SH   DFND 2 15,463 0 0
HYATT HOTELS CORP COM CL A 448579102 36,221 475,777 SH   DFND 2,5,10,13,20 434,058 0 41,719
HYSTER YALE MATLS HANDLING I CL A 449172105 11,965 216,524 SH   DFND 2,5,8,20 183,245 536 32,743
I D SYSTEMS INC COM 449489103 111 18,871 SH   DFND 2,20 18,871 0 0
I3 VERTICALS INC COM CL A 46571Y107 4,233 143,723 SH   DFND 2,5,20 118,773 0 24,950
IAA INC COM 449253103 86,651 2,234,426 SH   DFND 2,5,8,13,20 2,234,426 0 0
IAC INTERACTIVECORP COM 44919P508 368,809 1,695,441 SH   DFND 2,5,6,8,10,12,13,19,20 1,429,864 89,477 176,100
IBERIABANK CORP COM 450828108 141,602 1,856,270 SH   DFND 2,5,8,13,20 1,592,350 474 263,446
ICF INTL INC COM 44925C103 28,127 385,623 SH   DFND 2,5,8,20 323,811 0 61,812
AMCOR PLC ORD G0250X107 785,696 68,380,836 SH   DFND 2,5,6,8,10,11,12,13,19,20 68,380,836 0 0
ICHOR HOLDINGS SHS G4740B105 15,398 651,339 SH   DFND 2,5,8,20 580,098 0 71,241
ICICI BK LTD ADR 45104G104 101,166 8,035,444 SH   DFND 1,2,5,8,13,19,20 7,972,022 0 63,422
ICON PLC SHS G4705A100 22,046 143,182 SH   DFND 2,5,8,10,13,19,20 141,199 0 1,983
ICU MED INC COM 44930G107 114,402 454,138 SH   DFND 2,5,6,8,11,13,19,20 426,591 300 27,247
IDACORP INC COM 451107106 142,452 1,418,418 SH   DFND 2,5,6,8,11,12,13,20 1,265,068 490 152,860
IDEANOMICS INC COM 45166V106 2,153 875,340 SH   DFND 2,20 875,340 0 0
IDERA PHARMACEUTICALS INC COM PAR 45168K405 77 28,774 SH   DFND 13,20 27,212 0 1,562
IDEX CORP COM 45167R104 434,181 2,522,253 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,215,665 99,879 206,709
IDEXX LABS INC COM 45168D104 1,011,230 3,672,792 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,217,826 70,624 384,342
IDT CORP CL B NEW 448947507 2,008 212,072 SH   DFND 2,20 212,072 0 0
AMDOCS LTD SHS G02602103 114,555 1,836,625 SH   DFND 2,5,6,8,10,12,13,19,20 1,726,871 0 109,754
IES HLDGS INC COM 44951W106 2,743 145,495 SH   DFND 2,20 119,766 0 25,729
IHS MARKIT LTD SHS G47567105 925,438 14,523,502 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,862,479 232,395 1,428,628
II VI INC COM 902104108 64,972 1,777,133 SH   DFND 2,5,8,20 1,577,415 308 199,410
ILLINOIS TOOL WKS INC COM 452308109 2,142,945 14,116,927 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 12,503,707 354,088 1,259,132
ILLUMINA INC COM 452327109 2,259,849 6,138,392 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,392,810 153,341 592,241
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 24,532 15,900,000 SH   DFND 2,5 15,900,000 0 0
IMAX CORP COM 45245E109 21,177 1,048,349 SH   DFND 2,5,8,20 881,612 1,600 165,137
IMMERSION CORP COM 452521107 3,854 506,395 SH   DFND 2,5,20 424,183 0 82,212
IMMUNOGEN INC COM 45253H101 6,408 2,952,996 SH   DFND 2,5,8,20 2,503,525 1,976 447,495
IMMUNOMEDICS INC COM 452907108 113,472 8,181,125 SH   DFND 2,5,8,19,20 7,605,179 3,000 572,946
AMEDISYS INC COM 023436108 117,766 969,982 SH   DFND 2,5,6,8,11,20 858,989 574 110,419
IMPINJ INC COM 453204109 8,818 308,106 SH   DFND 2,5,20 255,925 0 52,181
INCYTE CORP COM 45337C102 685,001 8,062,629 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,281,990 97,231 683,408
INDEPENDENCE CONTRACT DRIL I COM 453415309 1,212 766,991 SH   DFND 2,20 626,379 0 140,612
INDEPENDENCE HLDG CO NEW COM NEW 453440307 3,949 101,470 SH   DFND 2,20 86,682 0 14,788
INDEPENDENCE RLTY TR INC COM 45378A106 57,380 4,884,174 SH   DFND 2,5,8,10,20 4,473,193 50,800 360,181
INDEPENDENT BANK CORP MASS COM 453836108 98,742 1,289,232 SH   DFND 1,2,5,8,20 1,105,641 247 183,344
INDEPENDENT BANK CORP MICH COM NEW 453838609 15,590 715,458 SH   DFND 2,5,20 520,544 0 194,914
INDEPENDENT BK GROUP INC COM 45384B106 58,599 1,066,219 SH   DFND 2,5,8,20 934,558 0 131,661
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 44,521 2,138,363 SH   DFND 2,5,8,10,20 1,850,762 17,004 270,597
INFINERA CORPORATION COM 45667G103 10,946 3,761,470 SH   DFND 2,5,8,20 3,228,716 4,811 527,943
AMERANT BANCORP INC CL A 023576101 2,750 258,848 SH   DFND 2,5,20 258,848 0 0
INFINERA CORPORATION NOTE 2.125% 9/0 45667GAC7 8,550 12,450,000 SH   DFND 2,5 12,450,000 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 100 55,289 SH   DFND 20 55,289 0 0
INFORMATION SERVICES GROUP I COM 45675Y104 1,595 504,787 SH   DFND 2,20 405,550 0 99,237
INFOSYS LTD SPONSORED ADR 456788108 186,969 17,473,732 SH   DFND 1,2,5,8,10,13,19,20 16,037,972 0 1,435,760
ING GROEP N V SPONSORED ADR 456837103 552 47,676 SH   DFND 1,2,20 47,676 0 0
INGERSOLL-RAND PLC SHS G47791101 1,289,415 10,179,324 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,943,776 183,124 1,052,424
INGEVITY CORP COM 45688C107 150,791 1,433,779 SH   DFND 2,5,6,8,11,13,20 1,207,423 1,113 225,243
INGLES MKTS INC CL A 457030104 11,791 378,760 SH   DFND 2,5,8,20 325,758 0 53,002
INGREDION INC COM 457187102 244,474 2,941,574 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,627,905 89,876 223,793
INNERWORKINGS INC COM 45773Y105 2,874 752,411 SH   DFND 2,5,20 627,588 0 124,823
AMERCO COM 023586100 87,105 230,102 SH   DFND 2,5,6,8,10,12,13,19,20 174,435 8,123 47,544
INNOPHOS HOLDINGS INC COM 45774N108 17,416 598,274 SH   DFND 2,5,8,20 527,193 400 70,681
INNOSPEC INC COM 45768S105 70,578 773,539 SH   DFND 2,5,8,20 639,415 400 133,724
INNOVATIVE INDL PPTYS INC COM 45781V101 34,874 280,955 SH   DFND 2,5,8,20 253,855 0 27,100
INNOVIVA INC COM 45781M101 31,787 2,183,177 SH   DFND 2,5,8,20 1,948,473 2,787 231,917
INOGEN INC COM 45780L104 46,980 703,720 SH   DFND 2,5,6,8,11,19,20 645,932 200 57,588
INOVALON HLDGS INC COM CL A 45781D101 19,691 1,357,096 SH   DFND 2,5,8,20 1,141,500 0 215,596
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 5,108 1,737,450 SH   DFND 2,5,8,20 1,478,963 0 258,487
INPHI CORP COM 45772F107 57,386 1,145,424 SH   DFND 2,5,8,20 1,003,092 0 142,332
INSEEGO CORP COM 45782B104 3,517 734,247 SH   DFND 2,20 734,247 0 0
INSIGHT ENTERPRISES INC COM 45765U103 65,489 1,125,238 SH   DFND 2,5,8,20 993,869 65 131,304
AMEREN CORP COM 023608102 989,291 13,171,235 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,786,130 351,283 1,033,822
INSMED INC COM PAR $.01 457669307 81,420 3,180,476 SH   DFND 2,5,8,20 2,935,555 2,000 242,921
INSMED INC NOTE 1.750% 1/1 457669AA7 13,501 13,775,000 SH   DFND 2,5 13,775,000 0 0
INSPERITY INC COM 45778Q107 151,664 1,241,721 SH   DFND 2,5,6,8,11,19,20 1,092,288 500 148,933
INSPIRE MED SYS INC COM 457730109 17,069 281,433 SH   DFND 2,5,8,20 239,072 0 42,361
INSPIRED ENTMT INC COM 45782N108 943 111,768 SH   DFND 2,20 111,768 0 0
INSTALLED BLDG PRODS INC COM 45780R101 41,370 698,579 SH   DFND 2,5,8,20 625,043 0 73,536
INSTEEL INDUSTRIES INC COM 45774W108 13,136 630,908 SH   DFND 2,5,8,20 579,917 0 50,991
INSTRUCTURE INC COM 45781U103 31,742 746,861 SH   DFND 2,5,8,20 641,855 0 105,006
INSULET CORP COM 45784P101 103,416 866,275 SH   DFND 2,5,8,13,19,20 750,266 803 115,206
INSULET CORP NOTE 1.375%11/1 45784PAH4 16,685 11,725,000 SH   DFND 2,5 11,725,000 0 0
AMERESCO INC CL A 02361E108 5,719 388,264 SH   DFND 2,5,8,20 328,967 0 59,297
INTEGER HLDGS CORP COM 45826H109 87,933 1,047,820 SH   DFND 2,5,8,20 933,728 343 113,749
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 116,292 2,082,225 SH   DFND 2,5,6,8,11,13,19,20 1,813,992 474 267,759
INTEL CORP COM 458140100 9,360,604 195,542,175 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 165,314,530 5,831,320 24,396,325
INTELLIA THERAPEUTICS INC COM 45826J105 30,256 1,848,280 SH   DFND 2,5,8,20 1,745,801 0 102,479
INTELLIGENT SYS CORP NEW COM 45816D100 3,173 110,209 SH   DFND 2,20 110,209 0 0
INTELSAT S A COM L5140P101 22,339 1,148,536 SH   DFND 2,5,20 949,833 0 198,703
INTER PARFUMS INC COM 458334109 34,276 513,416 SH   DFND 2,5,8,20 454,720 0 58,696
INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 97,868 1,805,684 SH   DFND 2,5,6,8,11,13,20 1,738,274 625 66,785
INTERCEPT PHARMACEUTICALS IN COM 45845P108 98,968 1,243,786 SH   DFND 2,5,8,19,20 1,165,720 500 77,566
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 12,275 13,550,000 SH   DFND 2,5 13,550,000 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 28,113 1,930,813 SH   DFND 1,5,8,13,20 1,829,288 0 101,525
INTERCONTINENTAL EXCHANGE IN COM 45866F104 2,124,581 24,721,675 SH   DFND 2,5,6,8,10,11,12,13,19,20 21,827,200 398,330 2,496,145
INTERCONTINENTAL HOTELS GROU SPONSORED ADS 45857P806 272 4,073 SH   DFND 20 4,073 0 0
INTERDIGITAL INC COM 45867G101 72,537 1,126,349 SH   DFND 2,5,6,8,11,13,19,20 1,019,135 498 106,716
INTERFACE INC COM 458665304 26,952 1,758,149 SH   DFND 2,5,8,20 1,555,101 2,324 200,724
INTERNAP CORP COM PAR 45885A409 107 35,473 SH   DFND 2,5,20 35,473 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 75,099 1,991,475 SH   DFND 2,5,6,8,11,20 1,807,121 270 184,084
INTERNATIONAL BUSINESS MACHS COM 459200101 7,402,358 53,679,173 SH   DFND 2,5,6,8,10,11,12,13,19,20 35,195,440 8,982,313 9,501,420
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 632,987 4,341,671 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,751,182 51,573 538,916
INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021 459506309 22,811 425,500 SH   DFND 2 425,500 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 13,866 1,069,090 SH   DFND 2,5,8,10,12,13,20 964,613 0 104,477
ABBOTT LABS COM 002824100 6,174,715 73,421,106 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 65,124,121 1,235,770 7,061,215
AMERICAN AIRLS GROUP INC COM 02376R102 455,133 13,956,839 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,321,060 82,475 1,553,304
INTERNATIONAL MNY EXPRESS IN COM 46005L101 2,411 171,010 SH   DFND 2,20 171,010 0 0
INTERNATIONAL SEAWAYS INC COM Y41053102 9,539 502,043 SH   DFND 2,5,8,20 411,924 0 90,119
INTERNATIONAL SPEEDWAY CORP CL A 460335201 35,150 783,034 SH   DFND 2,5,6,8,11,20 705,433 375 77,226
INTERPUBLIC GROUP COS INC COM 460690100 420,854 18,630,116 SH   DFND 2,5,6,8,10,11,12,13,19,20 16,469,646 548,010 1,612,460
INTERSECT ENT INC COM 46071F103 15,742 691,642 SH   DFND 2,5,8,20 594,097 0 97,545
INTERXION HOLDING N.V SHS N47279109 31,166 409,598 SH   DFND 2,5,8,13,20 315,996 1,329 92,273
INTEVAC INC COM 461148108 78 16,119 SH   DFND 2,5,20 16,119 0 0
INTL FCSTONE INC COM 46116V105 18,510 467,547 SH   DFND 2,5,8,20 421,628 0 45,919
INTL PAPER CO COM 460146103 1,095,701 25,293,183 SH   DFND 2,5,6,8,10,11,12,13,19,20 16,033,361 7,817,214 1,442,608
INTRA CELLULAR THERAPIES INC COM 46116X101 12,968 999,100 SH   DFND 2,5,8,20 850,130 0 148,970
AMERICAN ASSETS TR INC COM 024013104 118,012 2,504,504 SH   DFND 2,5,8,10,20 2,248,565 12,375 243,564
INTREPID POTASH INC COM 46121Y102 5,999 1,785,328 SH   DFND 2,5,8,20 1,529,335 0 255,993
INTREXON CORP COM 46122T102 34,140 4,456,949 SH   DFND 2,5,8,19,20 4,224,745 1,500 230,704
INTRICON CORP COM 46121H109 5,188 222,075 SH   DFND 2,20 115,480 0 106,595
INTUIT COM 461202103 2,885,561 11,041,829 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,552,569 423,538 1,065,722
INTUITIVE SURGICAL INC COM NEW 46120E602 2,521,165 4,806,338 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,243,223 118,968 444,147
INVACARE CORP COM 461203101 5,782 1,113,991 SH   DFND 2,5,20 1,020,238 0 93,753
INVESCO ACTIVELY MANAGD ETF OPTIMUM YIELD 46090F100 72,680 4,439,807 SH   DFND 2,19,20 4,439,807 0 0
INVESCO DB COMMDY INDX TRCK UNIT 46138B103 2,160 137,306 SH   DFND 8 137,306 0 0
INVESCO LTD SHS G491BT108 394,191 19,266,426 SH   DFND 2,5,6,8,10,11,12,13,19,20 17,337,873 280,532 1,648,021
INVESCO MORTGAGE CAPITAL INC COM 46131B100 67,495 4,074,603 SH   DFND 2,5,8,13,20 3,613,519 600 460,484
AMERICAN AXLE & MFG HLDGS IN COM 024061103 44,186 3,462,839 SH   DFND 2,5,8,20 3,092,277 3,329 367,233
INVESTAR HLDG CORP COM 46134L105 3,991 167,336 SH   DFND 2,13,20 133,417 0 33,919
INVESTORS BANCORP INC NEW COM 46146L101 105,901 9,497,862 SH   DFND 2,5,8,13,20 8,716,660 5,800 775,402
INVESTORS REAL ESTATE TR SH BEN INT 461730509 25,183 424,204 SH   DFND 2,5,8,10,20 370,073 3,497 50,634
INVESTORS TITLE CO COM 461804106 3,862 23,123 SH   DFND 2,5,20 18,989 0 4,134
INVITAE CORP COM 46185L103 113,089 4,812,277 SH   DFND 2,5,8,20 4,535,412 0 276,865
INVITATION HOMES INC COM 46187W107 523,690 19,591,856 SH   DFND 2,5,6,8,10,12,13,19,20 17,573,350 265,234 1,753,272
ION GEOPHYSICAL CORP COM NEW 462044207 141 17,574 SH   DFND 2,20 17,574 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 83,904 3,421,866 SH   DFND 2,5,8,20 3,072,909 0 348,957
IPG PHOTONICS CORP COM 44980X109 217,241 1,408,367 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,220,882 35,979 151,506
IQIYI INC SPONSORED ADS 46267X108 51,491 2,493,502 SH   DFND 2,5,8,10,11,12,13,19,20 2,493,502 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 338,609 7,335,558 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,917,997 35,956 381,605
IQVIA HLDGS INC COM 46266C105 1,090,828 6,779,538 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,977,576 89,044 712,918
IRADIMED CORP COM 46266A109 1,133 55,402 SH   DFND 2,20 45,302 0 10,100
IRHYTHM TECHNOLOGIES INC COM 450056106 49,052 620,286 SH   DFND 2,5,8,20 542,455 0 77,831
IRIDIUM COMMUNICATIONS INC COM 46269C102 67,984 2,922,797 SH   DFND 2,5,8,20 2,590,208 0 332,589
IROBOT CORP COM 462726100 99,923 1,090,388 SH   DFND 2,5,8,20 1,004,596 1,000 84,792
IRON MTN INC NEW COM 46284V101 393,867 12,348,696 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,883,721 160,976 1,303,999
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 67,143 6,137,412 SH   DFND 2,5,8,20 5,631,323 3,300 502,789
IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 531 54,300 SH   DFND 5,20 54,300 0 0
ISHARES INC CORE MSCI EMKT 46434G103 310,993 6,045,747 SH   DFND 1,2,20 6,045,747 0 0
ISHARES INC MSCI CDA ETF 464286509 39,983 1,397,042 SH   DFND 2 1,397,042 0 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 95,879 5,673,341 SH   DFND 2,5,6,8,11,12,13,19,20 5,011,505 1,874 659,962
ISHARES INC MSCI FRNTR100ETF 464286145 933 31,500 SH   DFND 10 0 0 31,500
ISHARES INC MSCI GBL ETF NEW 46434G848 1,515 50,000 SH   DFND 10 0 0 50,000
ISHARES INC MSCI JPN ETF NEW 46434G822 8,654 158,561 SH   DFND 12 0 0 158,561
ISHARES INC MSCI PAC JP ETF 464286665 11,069 234,363 SH   DFND 12 0 0 234,363
ISHARES INC MSCI STH KOR ETF 464286772 1,580 26,393 SH   DFND 20 26,393 0 0
ISHARES S&P GSCI COMMODITY I UNIT BEN INT 46428R107 4,169 266,400 SH   DFND 10 0 0 266,400
ISHARES TR 1 3 YR TREAS BD 464287457 166,885 1,968,450 SH   DFND 2 1,968,450 0 0
ISHARES TR 3 7 YR TREAS BD 464288661 27,817 221,193 SH   DFND 1,2 221,193 0 0
ISHARES TR BARCLAYS 7 10 YR 464287440 123,534 1,122,833 SH   DFND 1,2 1,122,833 0 0
ISHARES TR CORE MSCI EAFE 46432F842 1,019 16,597 SH   DFND 1 16,597 0 0
AMERICAN ELEC PWR CO INC COM 025537101 2,230,946 25,348,777 SH   DFND 2,5,6,8,10,11,12,13,19,20 22,652,734 374,787 2,321,256
ISHARES TR CORE S&P MCP ETF 464287507 91,680 471,944 SH   DFND 1,2 456,826 15,117 1
ISHARES TR CORE S&P SCP ETF 464287804 147,059 1,878,624 SH   DFND 1,2,20 1,877,193 1,431 0
ISHARES TR CORE S&P500 ETF 464287200 1,385 4,700 SH   DFND 1,6 4,700 0 0
ISHARES TR CORE US AGGBD ET 464287226 1,981 17,794 SH   DFND 1,20 2,469 0 15,325
ISHARES TR EAFE SML CP ETF 464288273 56,501 984,343 SH   DFND 1,6,20 853,743 0 130,600
ISHARES TR FLTG RATE NT ETF 46429B655 10,926 214,534 SH   DFND 1 214,534 0 0
ISHARES TR INTRM GOV CR ETF 464288612 15,243 135,762 SH   DFND 1 34,937 100,825 0
ISHARES TR INTRM TR CRP ETF 464288638 1,035 18,167 SH   DFND 1 18,167 0 0
ISHARES TR MIN VOL USA ETF 46429B697 544 8,814 SH   DFND 1 8,814 0 0
ISHARES TR MSCI ACWI ETF 464288257 19,816 268,842 SH   DFND 6 0 0 268,842
AMERICAN ELEC PWR CO INC UNIT 03/15/2022 025537127 21,212 397,000 SH   DFND 2 397,000 0 0
ISHARES TR MSCI EAFE ETF 464287465 533,431 8,115,488 SH   DFND 1,2,6,20 8,051,829 0 63,659
ISHARES TR MSCI EMG MKT ETF 464287234 38,502 897,263 SH   DFND 1,6 2,283 0 894,980
ISHARES TR MSCI INDIA ETF 46429B598 103,769 2,939,645 SH   DFND 2,5,8,12,20 1,862,431 0 1,077,214
ISHARES TR MSCI INDIA SM CP 46429B614 37,535 970,400 SH   DFND 20 0 0 970,400
ISHARES TR MSCI SAUDI ARBIA 46434V423 22,875 692,752 SH   DFND 2,10,20 692,752 0 0
ISHARES TR RUS 1000 ETF 464287622 2,015 12,375 SH   DFND 1,6 11,675 0 700
ISHARES TR RUS 1000 VAL ETF 464287598 799 6,277 SH   DFND 1 6,277 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 8,251 68,474 SH   DFND 20 24 0 68,450
ISHARES TR RUS MID CAP ETF 464287499 2,541 45,488 SH   DFND 1,20 45,488 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 28,598 183,907 SH   DFND 1,6 118,568 0 65,339
AMERICAN EQTY INVT LIFE HLD COM 025676206 84,185 3,099,591 SH   DFND 2,5,8,12,13,20 2,801,478 2,200 295,913
ISHARES TR RUSSELL 3000 ETF 464287689 21,072 122,256 SH   DFND 1 121,233 0 1,023
ISHARES TR SELECT DIVID ETF 464287168 1,834 18,424 SH   DFND 1 18,424 0 0
ISHARES TR TIPS BD ETF 464287176 204,672 1,772,205 SH   DFND 1,2,20 1,772,205 0 0
ISIS PHARMACEUTICALS INC DEL COM 462222100 230,452 3,585,679 SH   DFND 2,5,6,8,10,12,13,19,20 3,427,153 1,805 156,721
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 24,758 20,890,000 SH   DFND 2,5 20,890,000 0 0
ISORAY INC COM 46489V104 4 10,577 SH   DFND 20 10,577 0 0
ISRAMCO INC COM NEW 465141406 1,780 15,017 SH   DFND 2,20 13,102 0 1,915
ISTAR INC COM 45031U101 26,406 2,126,115 SH   DFND 2,5,8,20 1,880,743 4,567 240,805
ITAU CORPBANCA SPONSORED ADR 45033E105 1,650 131,972 SH   DFND 2,5,19,20 130,272 0 1,700
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 237,948 25,250,180 SH   DFND 1,2,5,8,10,13,19,20 22,239,578 2,112,648 897,954
AMERICAN EXPRESS CO COM 025816109 4,461,411 36,142,341 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 27,174,908 539,894 8,427,539
ITERIS INC COM 46564T107 1,855 358,844 SH   DFND 2,20 302,372 0 56,472
ITRON INC COM 465741106 62,332 996,199 SH   DFND 2,5,8,20 884,477 343 111,379
ITT INC COM 45073V108 145,359 2,214,960 SH   DFND 2,5,6,8,11,13,19,20 2,103,167 1,092 110,701
ITURAN LOCATION AND CONTROL SHS M6158M104 3,325 109,649 SH   DFND 2,5,8,20 93,071 0 16,578
IVERIC BIO INC COM 46583P102 54 41,652 SH   DFND 20 41,652 0 0
J & J SNACK FOODS CORP COM 466032109 74,685 462,618 SH   DFND 2,5,8,20 399,417 500 62,701
J ALEXANDERS HLDGS INC COM 46609J106 2,745 244,463 SH   DFND 2,5,20 210,273 0 34,190
J JILL INC COM 46620W102 514 258,264 SH   DFND 2,20 227,514 0 30,750
J2 GLOBAL INC COM 48123V102 138,691 1,560,256 SH   DFND 2,5,6,8,11,13,19,20 1,406,719 882 152,655
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 16,853 12,065,000 SH   DFND 2,5 12,065,000 0 0
AMERICAN FIN TR INC COM CLASS A 02607T109 20,787 1,907,047 SH   DFND 2,5,8,20 1,851,143 0 55,904
JABIL INC COM 466313103 167,482 5,300,062 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,014,214 67,279 218,569
JACK IN THE BOX INC COM 466367109 68,718 844,309 SH   DFND 2,5,6,8,11,20 759,775 161 84,373
JACOBS ENGR GROUP INC COM 469814107 777,175 9,209,324 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,482,015 4,263,001 464,308
JAGGED PEAK ENERGY INC COM 47009K107 21,777 2,633,238 SH   DFND 2,5,20 2,426,747 0 206,491
JAKKS PAC INC COM 47012E106 9 12,513 SH   DFND 20 12,513 0 0
JAMES HARDIE INDS PLC SPONSORED ADR 47030M106 201 14,900 SH   DFND 20 14,900 0 0
JAMES RIV GROUP LTD COM G5005R107 38,615 823,348 SH   DFND 2,5,8,20 730,398 0 92,950
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 82,113 3,837,060 SH   DFND 2,5,6,8,11,12,13,19,20 3,784,005 2,845 50,210
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 18,061 18,200,000 SH   DFND 2,5 18,200,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 17,656 17,172,000 SH   DFND 2,5 17,172,000 0 0
ABBVIE INC COM 00287Y109 4,891,691 67,267,479 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 60,176,142 1,139,433 5,951,904
AMERICAN FINL GROUP INC OHIO COM 025932104 307,739 3,003,206 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,676,788 49,198 277,220
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 208,893 1,465,296 SH   DFND 2,5,6,8,10,12,13,19,20 1,170,391 57,702 237,203
JBG SMITH PPTYS COM 46590V100 251,231 6,386,159 SH   DFND 2,5,6,8,10,11,13,19,20 6,087,471 32,277 266,411
JD COM INC SPON ADR CL A 47215P106 523,240 17,274,335 SH   DFND 1,2,5,8,10,11,12,13,19,20 14,008,637 457,408 2,808,290
JEFFERIES FINL GROUP INC COM 47233W109 227,307 11,820,431 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,406,930 196,325 1,217,176
JELD-WEN HLDG INC COM 47580P103 29,437 1,386,554 SH   DFND 2,5,8,20 1,171,295 0 215,259
JERNIGAN CAP INC COM 476405105 10,072 483,636 SH   DFND 2,5,20 420,912 0 62,724
JETBLUE AWYS CORP COM 477143101 134,297 7,263,242 SH   DFND 2,5,6,11,13,19,20 6,945,098 0 318,144
JIANPU TECHNOLOGY INC ADR 47738D101 495 132,313 SH   DFND 2,5,20 132,313 0 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 7,234 333,524 SH   DFND 1,2,5,20 333,524 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 118,821 980,940 SH   DFND 2,5,8,13,20 803,321 321 177,298
AMERICAN HOMES 4 RENT CL A 02665T306 258,590 10,615,879 SH   DFND 2,5,8,10,13,19,20 9,815,471 70,750 729,658
JOHNSON & JOHNSON COM 478160104 21,239,548 152,495,321 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 99,232,527 37,262,357 16,000,437
JOHNSON CTLS INTL PLC SHS G51502105 1,423,116 34,219,307 SH   DFND 2,5,6,8,10,11,12,13,19,20 30,090,628 444,547 3,684,132
JOHNSON OUTDOORS INC CL A 479167108 8,307 111,397 SH   DFND 2,5,8,20 96,773 0 14,624
JOINT CORP COM 47973J102 3,514 193,056 SH   DFND 2,5,20 193,056 0 0
JONES LANG LASALLE INC COM 48020Q107 227,518 1,617,158 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,406,809 46,438 163,911
JOUNCE THERAPEUTICS INC COM 481116101 1,852 374,069 SH   DFND 2,20 336,685 0 37,384
JPMORGAN CHASE & CO COM 46625H100 16,717,613 149,531,420 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 128,651,625 2,577,952 18,301,843
JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 783 318,107 SH   DFND 2,5,20 318,107 0 0
JUNIPER NETWORKS INC COM 48203R104 406,542 15,266,299 SH   DFND 2,5,6,8,10,11,12,13,19,20 13,378,401 373,281 1,514,617
JUPAI HLDGS LTD ADS 48205B107 34 15,103 SH   DFND 2 15,103 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 2,082,932 39,094,061 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 35,074,557 612,568 3,406,936
K12 INC COM 48273U102 30,039 987,788 SH   DFND 2,5,8,20 672,770 0 315,018
KADANT INC COM 48282T104 21,112 232,483 SH   DFND 2,5,8,20 195,920 0 36,563
KADMON HLDGS INC COM 48283N106 4,139 2,009,273 SH   DFND 2,20 1,718,073 0 291,200
KAISER ALUMINUM CORP COM PAR $0.01 483007704 68,327 699,997 SH   DFND 2,5,6,8,13,20 646,613 100 53,284
KALA PHARMACEUTICALS INC COM 483119103 1,696 265,855 SH   DFND 2,20 235,825 0 30,030
KALEIDO BIOSCIENCES INC COM 483347100 621 69,175 SH   DFND 2,20 69,175 0 0
KALVISTA PHARMACEUTICALS INC COM 483497103 4,448 200,826 SH   DFND 2,5,20 200,826 0 0
KAMAN CORP COM 483548103 53,757 841,428 SH   DFND 2,5,8,20 755,084 0 86,344
KANDI TECHNOLOGIES GROUP INC COM 483709101 268 54,365 SH   DFND 2 54,365 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 523,718 4,286,659 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,770,653 108,054 407,952
AMERICAN NATL BANKSHARES INC COM 027745108 8,515 219,733 SH   DFND 2,5,13,20 184,465 0 35,268
KAR AUCTION SVCS INC COM 48238T109 48,183 1,927,335 SH   DFND 2,5,8,13,20 1,749,077 1,500 176,758
KARYOPHARM THERAPEUTICS INC COM 48576U106 6,707 1,119,726 SH   DFND 2,5,8,20 966,197 0 153,529
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 4,218 106,840 SH   DFND 2,5,19,20 106,050 0 790
KB HOME COM 48666K109 72,053 2,800,334 SH   DFND 2,5,6,8,11,20 2,513,981 309 286,044
KBR INC COM 48242W106 118,909 4,752,994 SH   DFND 2,5,6,8,11,12,20 4,308,639 804 443,551
KEANE GROUP INC COM 48669A108 8,819 1,312,346 SH   DFND 2,5,8,20 1,131,583 0 180,763
KEARNY FINL CORP MD COM 48716P108 26,664 2,006,354 SH   DFND 2,5,6,8,20 1,684,281 0 322,073
KELLOGG CO COM 487836108 655,578 12,237,778 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,509,359 170,586 1,557,833
KELLY SVCS INC CL A 488152208 25,700 981,309 SH   DFND 2,5,8,20 856,052 1,753 123,504
KEMET CORP COM NEW 488360207 33,453 1,778,454 SH   DFND 2,5,8,20 1,548,810 0 229,644
AMERICAN NATL INS CO COM 028591105 18,419 158,144 SH   DFND 2,5,8,13,20 143,873 0 14,271
KEMPER CORP DEL COM 488401100 144,605 1,675,798 SH   DFND 2,5,6,8,11,13,20 1,616,082 954 58,762
KENNAMETAL INC COM 489170100 98,280 2,656,946 SH   DFND 2,5,6,8,11,19,20 2,362,176 5,460 289,310
KENNEDY-WILSON HLDGS INC COM 489398107 60,638 2,918,398 SH   DFND 2,5,8,20 2,433,507 2,500 482,391
KEURIG DR PEPPER INC COM 49271V100 64,967 2,247,984 SH   DFND 2,5,8,10,12,13,19,20 2,102,728 4,050 141,206
KEYCORP NEW COM 493267108 884,994 49,858,797 SH   DFND 2,5,6,8,10,11,12,13,19,20 45,290,184 721,673 3,846,940
KEYSIGHT TECHNOLOGIES INC COM 49338L103 690,530 7,688,784 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,761,618 129,886 797,280
KEZAR LIFE SCIENCES INC COM 49372L100 1,668 216,385 SH   DFND 2,20 185,285 0 31,100
KFORCE INC COM 493732101 18,094 515,641 SH   DFND 2,5,8,20 406,954 0 108,687
KILROY RLTY CORP COM 49427F108 392,377 5,281,760 SH   DFND 2,5,6,8,10,11,13,19,20 4,972,482 27,055 282,223
KIMBALL ELECTRONICS INC COM 49428J109 10,223 629,508 SH   DFND 2,5,8,20 552,245 44 77,219
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 9,232 1,024,592 SH   DFND 2,5,20 875,904 2,400 146,288
KIMBALL INTL INC CL B 494274103 12,664 723,225 SH   DFND 2,5,8,20 609,916 59 113,250
KIMBERLY CLARK CORP COM 494368103 2,484,320 18,501,714 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 16,441,465 258,133 1,802,116
KIMCO RLTY CORP COM 49446R109 579,736 31,371,014 SH   DFND 2,5,6,8,10,11,12,13,19,20 28,438,413 386,582 2,546,019
KINDER MORGAN INC DEL COM 49456B101 2,032,830 97,357,756 SH   DFND 2,5,6,8,10,11,12,13,19,20 87,888,827 1,417,421 8,051,508
KINDRED BIOSCIENCES INC COM 494577109 5,202 624,487 SH   DFND 2,5,20 530,204 0 94,283
KINGSTONE COS INC COM 496719105 115 13,297 SH   DFND 2,20 13,297 0 0
KINIKSA PHARMACEUTICALS LTD COM CL A G5269C101 2,981 220,195 SH   DFND 2,20 190,595 0 29,600
KINROSS GOLD CORP COM 496902404 159 41,100 SH   DFND 5,20 41,100 0 0
KINSALE CAP GROUP INC COM 49714P108 37,030 404,783 SH   DFND 2,5,8,20 345,020 0 59,763
KIRBY CORP COM 497266106 106,325 1,345,883 SH   DFND 2,5,6,8,11,13,20 1,284,600 0 61,283
AMERICAN PUBLIC EDUCATION IN COM 02913V103 14,501 490,230 SH   DFND 2,5,8,20 436,147 0 54,083
KIRKLANDS INC COM 497498105 347 153,322 SH   DFND 2,20 153,322 0 0
KITE RLTY GROUP TR COM NEW 49803T300 68,185 4,506,636 SH   DFND 2,5,8,10,20 4,130,560 23,012 353,064
KKR & CO INC CL A 48251W104 132,992 5,262,843 SH   DFND 2,5,6,8,10,12,13,19,20 4,763,200 0 499,643
KKR REAL ESTATE FIN TR INC COM 48251K100 12,674 623,800 SH   DFND 2,5,8,20 529,284 0 94,516
KLA-TENCOR CORP COM 482480100 834,116 7,056,820 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,221,360 182,847 652,613
KLX ENERGY SERVICS HOLDNGS I COM 48253L106 13,704 670,773 SH   DFND 2,5,8,20 601,426 254 69,093
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 145,952 4,444,342 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,864,112 89,959 490,271
KNOLL INC COM NEW 498904200 24,461 1,064,452 SH   DFND 2,5,8,20 866,984 1,800 195,668
KNOWLES CORP COM 49926D109 47,587 2,598,955 SH   DFND 1,2,5,8,20 2,309,849 3,428 285,678
KODIAK SCIENCES INC COM 50015M109 4,768 407,493 SH   DFND 2,5,20 349,393 0 58,100
AMERICAN RENAL ASSOCIATES HO COM 029227105 1,603 215,465 SH   DFND 2,20 180,236 0 35,229
KOHLS CORP COM 500255104 404,769 8,512,489 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 7,244,600 202,358 1,065,531
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 5,753 132,006 SH   DFND 1,2,20 132,006 0 0
KONTOOR BRANDS INC COM 50050N103 61,237 2,185,469 SH   DFND 2,5,8,10,12,13,19,20 2,185,469 0 0
KOPIN CORP COM 500600101 685 628,300 SH   DFND 2,20 628,300 0 0
KOPPERS HOLDINGS INC COM 50060P106 31,501 1,072,927 SH   DFND 2,5,8,20 554,824 800 517,303
KOREA ELECTRIC PWR SPONSORED ADR 500631106 4,152 374,092 SH   DFND 2,5 374,092 0 0
KORN FERRY COM NEW 500643200 66,280 1,654,103 SH   DFND 2,5,8,19,20 1,472,518 513 181,072
KORNIT DIGITAL LTD SHS M6372Q113 6,693 211,418 SH   DFND 2,5,8,20 175,460 0 35,958
KOSMOS ENERGY LTD COM 500688106 48,038 7,661,569 SH   DFND 2,5,20 7,303,078 0 358,491
KRAFT HEINZ CO COM 500754106 894,923 28,831,287 SH   DFND 2,5,6,8,10,11,12,13,19,20 25,999,998 349,349 2,481,940
AMERICAN RLTY INVS INC COM 029174109 206 15,126 SH   DFND 2,20 11,451 0 3,675
KRATON CORPORATION COM 50077C106 28,736 924,872 SH   DFND 2,5,8,20 825,627 600 98,645
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 95,118 4,155,440 SH   DFND 2,5,8,20 3,864,950 2,900 287,590
KROGER CO COM 501044101 861,860 39,698,767 SH   DFND 2,5,6,8,10,11,12,13,19,20 34,973,519 983,401 3,741,847
KRONOS WORLDWIDE INC COM 50105F105 9,296 606,764 SH   DFND 2,5,8,20 519,038 11,494 76,232
KRYSTAL BIOTECH INC COM 501147102 6,369 158,146 SH   DFND 2,5,20 158,146 0 0
KT CORP SPONSORED ADR 48268K101 7,455 602,653 SH   DFND 2 602,653 0 0
KULICKE & SOFFA INDS INC COM 501242101 17,971 792,721 SH   DFND 2,5,8,20 765,710 226 26,785
KURA ONCOLOGY INC COM 50127T109 15,889 806,946 SH   DFND 2,5,8,20 723,307 0 83,639
KVH INDS INC COM 482738101 3,258 299,721 SH   DFND 2,20 248,740 0 50,981
L BRANDS INC COM 501797104 285,683 10,945,707 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,670,232 152,773 1,122,702
AMERICAN SOFTWARE INC CL A 029683109 7,386 561,692 SH   DFND 2,5,20 475,124 0 86,568
L3 TECHNOLOGIES INC COM 502413107 788,988 3,218,128 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 2,921,285 54,265 242,578
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 3,845 415,663 SH   DFND 2,5,20 347,749 0 67,914
LA Z BOY INC COM 505336107 42,742 1,394,068 SH   DFND 2,5,8,20 1,243,229 2,069 148,770
LABORATORY CORP AMER HLDGS COM NEW 50540R409 745,649 4,312,601 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,858,534 79,100 374,967
LADDER CAP CORP CL A 505743104 37,545 2,217,989 SH   DFND 2,5,8,20 1,876,067 0 341,922
LADENBURG THALMAN FIN SVCS I COM 50575Q102 7,202 2,099,815 SH   DFND 2,5,8,20 1,809,393 0 290,422
LAKELAND BANCORP INC COM 511637100 16,879 1,045,134 SH   DFND 2,5,8,20 891,448 0 153,686
LAKELAND FINL CORP COM 511656100 25,109 536,170 SH   DFND 2,5,8,20 434,545 0 101,625
LAM RESEARCH CORP COM 512807108 1,229,000 6,505,605 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,631,733 175,048 698,824
LAMAR ADVERTISING CO NEW CL A 512816109 170,683 2,114,770 SH   DFND 2,5,6,8,11,12,13,20 2,000,879 873 113,018
1ST SOURCE CORP COM 336901103 16,811 362,316 SH   DFND 2,5,8,20 282,553 0 79,763
ABEONA THERAPEUTICS INC COM 00289Y107 2,930 612,973 SH   DFND 2,5,20 528,016 0 84,957
AMERICAN STS WTR CO COM 029899101 218,570 2,904,972 SH   DFND 2,5,8,13,19,20 2,788,171 200 116,601
LAMB WESTON HLDGS INC COM 513272104 409,956 6,470,260 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,809,919 83,739 576,602
LANCASTER COLONY CORP COM 513847103 229,450 1,544,080 SH   DFND 2,5,6,8,11,19,20 1,482,213 300 61,567
LANDEC CORP COM 514766104 5,388 574,995 SH   DFND 2,5,8,20 490,807 1,589 82,599
LANDS END INC NEW COM 51509F105 3,048 249,396 SH   DFND 2,5,8,20 205,906 422 43,068
LANDSTAR SYS INC COM 515098101 114,958 1,064,520 SH   DFND 2,5,6,8,11,13,19,20 1,011,103 692 52,725
LANNET INC COM 516012101 7,879 1,300,183 SH   DFND 2,5,20 1,219,843 0 80,340
LANTHEUS HLDGS INC COM 516544103 41,832 1,478,166 SH   DFND 2,5,8,20 1,312,428 0 165,738
LAREDO PETROLEUM INC COM 516806106 32,114 11,073,738 SH   DFND 2,5,20 10,549,884 2,700 521,154
LAS VEGAS SANDS CORP COM 517834107 458,864 7,765,505 SH   DFND 2,5,6,8,10,12,13,19,20 6,494,903 404,410 866,192
LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 9,007 961,022 SH   DFND 2,5,13,19,20 946,928 0 14,094
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 2,771 298,601 SH   DFND 2,20 298,601 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 45,846 3,142,316 SH   DFND 2,5,8,20 2,738,461 5,981 397,874
LAUDER ESTEE COS INC CL A 518439104 1,831,228 10,000,701 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 8,821,786 282,929 895,986
LAUREATE EDUCATION INC CL A 518613203 30,104 1,916,236 SH   DFND 2,5,8,20 1,634,732 0 281,504
LAWSON PRODS INC COM 520776105 3,977 108,277 SH   DFND 2,20 88,809 0 19,468
LAZARD LTD SHS A G54050102 45,441 1,321,342 SH   DFND 2,5,13,20 1,200,589 0 120,753
LCI INDS COM 50189K103 65,949 732,769 SH   DFND 2,5,8,13,20 634,127 247 98,395
LCNB CORP COM 50181P100 3,996 210,304 SH   DFND 2,20 182,425 0 27,879
LEAF GROUP LTD COM 52177G102 1,771 238,970 SH   DFND 2,20 207,270 0 31,700
LEAR CORP COM NEW 521865204 228,936 1,643,826 SH   DFND 2,5,6,8,10,12,13,19,20 1,355,391 101,302 187,133
LEE ENTERPRISES INC COM 523768109 1,462 652,603 SH   DFND 2,20 652,603 0 0
AMERICAN TOWER CORP NEW COM 03027X100 3,773,261 18,374,644 SH   DFND 2,5,6,8,10,11,12,13,19,20 16,368,274 241,661 1,764,709
LEGACY HOUSING CORP COM 52472M101 713 57,309 SH   DFND 2,20 57,309 0 0
LEGACY TEX FINL GROUP INC COM 52471Y106 67,473 1,657,394 SH   DFND 2,5,8,20 1,482,909 1,200 173,285
LEGG MASON INC COM 524901105 89,414 2,335,790 SH   DFND 2,5,6,8,11,12,13,20 2,213,692 698 121,400
LEGGETT & PLATT INC COM 524660107 529,830 13,668,609 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,816,226 143,079 709,304
LEIDOS HLDGS INC COM 525327102 373,750 4,680,657 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,333,105 73,683 273,869
LEMAITRE VASCULAR INC COM 525558201 18,642 666,249 SH   DFND 2,5,8,20 581,835 0 84,414
LENDINGCLUB CORP COM 52603A109 21,464 6,544,045 SH   DFND 2,5,8,20 5,594,860 0 949,185
LENDINGTREE INC NEW COM 52603B107 109,934 261,730 SH   DFND 2,5,6,8,11,20 253,554 100 8,076
LENNAR CORP CL A 526057104 609,122 12,569,585 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,314,947 161,617 1,093,021
LENNAR CORP CL B 526057302 2,344 60,860 SH   DFND 2,5,8,10,13,20 51,497 73 9,290
AMERICAN VANGUARD CORP COM 030371108 12,201 790,722 SH   DFND 2,5,8,20 698,463 953 91,306
LENNOX INTL INC COM 526107107 359,698 1,304,360 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,161,452 25,068 117,840
LEVEL ONE BANCORP INC COM 52730D208 1,987 79,397 SH   DFND 2,20 61,288 0 18,109
LEVI STRAUSS & CO NEW CL A COM STK 52736R102 666 31,900 SH   DFND 20 31,900 0 0
LEXICON PHARMACEUTICALS INC COM NEW 528872302 5,906 938,952 SH   DFND 2,5,8,20 801,531 1,485 135,936
LEXINFINTECH HLDGS LTD ADR 528877103 1,847 165,516 SH   DFND 2,5,20 165,516 0 0
LEXINGTON REALTY TRUST COM 529043101 92,715 9,749,530 SH   DFND 2,5,8,10,13,20 8,741,557 63,621 944,352
LG DISPLAY CO LTD SPONS ADR REP 50186V102 2,820 363,853 SH   DFND 2,5,19,20 354,845 0 9,008
LGI HOMES INC COM 50187T106 47,978 671,685 SH   DFND 2,5,8,20 585,623 0 86,062
LHC GROUP INC COM 50187A107 105,178 879,562 SH   DFND 2,5,8,20 780,409 600 98,553
LIBBEY INC COM 529898108 29 15,548 SH   DFND 20 15,548 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 37,962 448,618 SH   DFND 2,5,8,20 386,288 661 61,669
LIBERTY BROADBAND CORP COM SER A 530307107 30,824 299,730 SH   DFND 2,5,8,10,12,13,19,20 280,764 0 18,966
LIBERTY BROADBAND CORP COM SER C 530307305 235,288 2,257,609 SH   DFND 2,5,6,8,10,12,13,19,20 1,938,279 54,160 265,170
LIBERTY EXPEDIA HLDGS INC SER A COM 53046P109 61,606 1,289,088 SH   DFND 2,5,8,12,13,20 1,106,047 1,629 181,412
LIBERTY GLOBAL PLC SHS CL A G5480U104 67,495 2,500,757 SH   DFND 2,5,6,8,10,12,13,19,20 1,854,573 123,797 522,387
LIBERTY GLOBAL PLC SHS CL C G5480U120 163,357 6,157,452 SH   DFND 2,5,6,8,10,12,13,19,20 5,044,234 299,360 813,858
LIBERTY LATIN AMERICA LTD COM CL A G9001E102 16,261 943,741 SH   DFND 2,5,8,12,13,20 808,424 1,326 133,991
LIBERTY LATIN AMERICA LTD COM CL C G9001E128 39,701 2,309,557 SH   DFND 2,5,8,13,20 1,942,408 3,465 363,684
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 7,496 8,300,000 SH   DFND 2 8,300,000 0 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 8,197 11,784,360 SH   DFND 2 11,784,360 0 0
LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 9,111 12,907,000 SH   DFND 2 12,907,000 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 1,055,931 9,102,855 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,283,837 119,870 699,148
LIBERTY MEDIA CORP DELAWARE COM A BRAVES GRP 531229706 5,469 196,709 SH   DFND 2,5,8,13,20 166,129 370 30,210
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 81,434 2,153,757 SH   DFND 2,5,6,8,10,12,13,19,20 1,668,251 47,099 438,407
LIBERTY MEDIA CORP DELAWARE COM C BRAVES GRP 531229888 20,124 719,480 SH   DFND 2,5,8,13,20 606,453 880 112,147
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 148,624 3,913,214 SH   DFND 2,5,6,8,10,12,13,19,20 3,431,708 99,155 382,351
LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 9,781 272,748 SH   DFND 2,5,13,20 248,221 0 24,527
LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 147,292 3,937,228 SH   DFND 2,5,6,8,10,12,13,19,20 3,305,702 100,048 531,478
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 16,983 14,400,000 SH   DFND 2,5 14,400,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 35,568 31,727,000 SH   DFND 2,5 31,727,000 0 0
LIBERTY OILFIELD SVCS INC COM CL A 53115L104 16,562 1,023,597 SH   DFND 2,5,8,20 891,645 0 131,952
LIBERTY PPTY TR SH BEN INT 531172104 496,141 9,835,157 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,787,638 221,661 825,858
AMERICAS CAR MART INC COM 03062T105 15,253 177,191 SH   DFND 2,5,8,20 136,200 0 40,991
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 19,811 1,597,627 SH   DFND 2,5,8,20 1,355,845 3,014 238,768
LIFE STORAGE INC COM 53223X107 240,240 2,526,711 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,382,007 12,761 131,943
LIFETIME BRANDS INC COM 53222Q103 1,892 199,977 SH   DFND 2,5,20 164,763 0 35,214
LIFEVANTAGE CORP COM NEW 53222K205 2,149 165,535 SH   DFND 2,20 165,535 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 134,350 1,176,963 SH   DFND 2,5,6,8,11,13,20 1,111,268 448 65,247
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 19,845 23,025,000 SH   DFND 2,5 23,025,000 0 0
LILIS ENERGY INC COM NEW 532403201 42 69,132 SH   DFND 2,20 69,132 0 0
LILLY ELI & CO COM 532457108 4,181,497 37,742,552 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 32,740,578 1,029,098 3,972,876
LIMELIGHT NETWORKS INC COM 53261M104 5,990 2,218,564 SH   DFND 2,5,8,20 1,900,857 0 317,707
LIMONEIRA CO COM 532746104 5,547 278,184 SH   DFND 2,5,20 232,308 0 45,876
AMERICOLD RLTY TR COM 03064D108 153,186 4,699,241 SH   DFND 2,5,8,10,20 4,275,369 50,700 373,172
LINCOLN EDL SVCS CORP COM 533535100 27 11,584 SH   DFND 20 11,584 0 0
LINCOLN ELEC HLDGS INC COM 533900106 304,441 3,677,520 SH   DFND 2,5,6,8,11,13,19,20 3,593,252 595 83,673
LINCOLN NATL CORP IND COM 534187109 618,162 9,591,345 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,489,892 226,473 874,980
LINDBLAD EXPEDITIONS HLDGS I COM 535219109 9,064 504,962 SH   DFND 2,5,8,20 416,230 0 88,732
LINDE PLC SHS G5494J103 4,446,970 22,146,267 SH   DFND 2,5,6,8,10,11,12,13,19,20 19,916,118 165,610 2,064,539
LINDSAY CORP COM 535555106 26,384 320,932 SH   DFND 2,5,8,20 284,845 400 35,687
LINE CORP SPONSORED ADR 53567X101 257 9,150 SH   DFND 2 9,150 0 0
LIONS GATE ENTMNT CORP CL A VTG 535919401 8,548 697,822 SH   DFND 2,5,8,20 628,757 1,200 67,865
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 14,327 1,234,062 SH   DFND 2,5,8,13,20 1,107,420 612 126,030
LIPOCINE INC NEW COM 53630X104 24 12,400 SH   DFND 20 12,400 0 0
AMERIPRISE FINL INC COM 03076C106 894,593 6,162,807 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 5,435,460 156,679 570,668
LIQUIDIA TECHNOLOGIES INC COM 53635D202 1,284 160,438 SH   DFND 2,20 138,883 0 21,555
LIQUIDITY SERVICES INC COM 53635B107 4,113 675,332 SH   DFND 2,5,20 604,436 0 70,896
LITHIA MTRS INC CL A 536797103 83,369 701,879 SH   DFND 2,5,8,20 629,650 435 71,794
LITTELFUSE INC COM 537008104 111,325 629,277 SH   DFND 2,5,6,8,11,13,19,20 564,031 349 64,897
LIVANOVA PLC SHS G5509L101 117,492 1,632,738 SH   DFND 2,5,6,8,11,13,19,20 1,473,794 476 158,468
LIVE NATION ENTERTAINMENT IN COM 538034109 301,537 4,551,502 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,122,794 70,976 357,732
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 20,274 17,025,000 SH   DFND 2,5 17,025,000 0 0
LIVE OAK BANCSHARES INC COM 53803X105 11,253 656,157 SH   DFND 2,5,8,20 577,088 0 79,069
LIVENT CORP COM 53814L108 29,977 4,331,892 SH   DFND 2,5,8,20 3,895,631 0 436,261
LIVEPERSON INC COM 538146101 49,853 1,777,915 SH   DFND 2,5,8,20 1,576,816 1,936 199,163
AMERIS BANCORP COM 03076K108 72,585 1,847,635 SH   DFND 2,5,8,20 1,675,048 0 172,587
LIVERAMP HLDGS INC COM 53815P108 107,882 2,225,295 SH   DFND 2,5,6,8,11,13,20 2,002,839 365 222,091
LIVEXLIVE MEDIA INC COM NEW 53839L208 1,796 432,694 SH   DFND 2,20 355,040 0 77,654
LKQ CORP COM 501889208 362,130 13,608,776 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,649,801 218,520 1,740,455
LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 51 17,941 SH   DFND 20 17,941 0 0
LOCKHEED MARTIN CORP COM 539830109 16,034,793 44,107,368 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 10,476,634 32,973,160 657,574
LOEWS CORP COM 540424108 727,544 13,307,923 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,674,146 292,319 1,341,458
LOGICBIO THERAPEUTICS INC COM 54142F102 1,559 119,925 SH   DFND 2,20 104,157 0 15,768
LOGITECH INTL S A SHS H50430232 273 6,867 SH   DFND 2 6,867 0 0
LOGMEIN INC COM 54142L109 97,153 1,318,581 SH   DFND 2,5,6,8,11,13,19,20 1,196,862 829 120,890
LOMA NEGRA CORP SPONSORED ADS 54150E104 1,706 145,800 SH   DFND 5,20 145,800 0 0
ABERCROMBIE & FITCH CO CL A 002896207 35,854 2,235,269 SH   DFND 2,5,8,12,20 2,004,429 15,330 215,510
AMERISAFE INC COM 03071H100 43,119 676,162 SH   DFND 2,5,8,20 541,034 500 134,628
LONESTAR RES US INC CL A VTG 54240F103 26 11,500 SH   DFND 20 11,500 0 0
LORAL SPACE & COMMUNICATNS I COM 543881106 9,623 278,854 SH   DFND 2,5,8,20 238,690 562 39,602
LOUISIANA PAC CORP COM 546347105 105,771 4,033,989 SH   DFND 2,5,6,8,11,13,19,20 3,614,777 2,053 417,159
LOVESAC COMPANY COM 54738L109 2,874 92,516 SH   DFND 2,5,20 80,754 0 11,762
LOWES COS INC COM 548661107 3,531,765 34,999,159 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 31,203,378 592,734 3,203,047
LPL FINL HLDGS INC COM 50212V100 93,853 1,150,579 SH   DFND 2,5,8,13,20 1,033,248 6,500 110,831
LRAD CORP COM 50213V109 44 13,450 SH   DFND 20 13,450 0 0
LSB INDS INC COM 502160104 2,134 547,167 SH   DFND 2,5,20 491,127 0 56,040
LSC COMMUNICATIONS INC COM 50218P107 3,329 906,976 SH   DFND 2,5,20 817,438 0 89,538
LSI INDS INC COM 50216C108 162 44,444 SH   DFND 2,20 44,444 0 0
AMERISOURCEBERGEN CORP COM 03073E105 615,018 7,213,444 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,219,059 108,240 886,145
LTC PPTYS INC COM 502175102 110,419 2,418,279 SH   DFND 2,5,8,10,20 2,228,746 10,827 178,706
LULULEMON ATHLETICA INC COM 550021109 491,831 2,729,208 SH   DFND 2,5,6,8,10,12,13,19,20 2,182,241 171,140 375,827
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 9,419 815,458 SH   DFND 2,5,8,20 731,794 900 82,764
LUMENTUM HLDGS INC COM 55024U109 135,007 2,527,746 SH   DFND 2,5,6,8,11,13,19,20 2,248,874 1,471 277,401
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 15,228 13,025,000 SH   DFND 2,5 13,025,000 0 0
LUMINEX CORP DEL COM 55027E102 25,756 1,244,297 SH   DFND 2,5,8,20 1,102,878 2,378 139,041
LUNA INNOVATIONS COM 550351100 51 11,302 SH   DFND 20 11,302 0 0
LUTHER BURBANK CORP COM 550550107 3,725 342,027 SH   DFND 2,20 278,861 0 63,166
LUXFER HOLDINGS PLC SHS G5698W116 9,715 396,202 SH   DFND 2,5,20 396,202 0 0
LYDALL INC DEL COM 550819106 11,755 581,952 SH   DFND 2,5,8,20 448,523 0 133,429
AMES NATL CORP COM 031001100 4,719 174,136 SH   DFND 2,5,20 148,433 0 25,703
LYFT INC CL A COM 55087P104 52,406 797,530 SH   DFND 2,6,20 797,530 0 0
LYON WILLIAM HOMES CL A NEW 552074700 19,811 1,086,712 SH   DFND 2,5,8,20 978,050 0 108,662
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,214,767 14,103,881 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,084,823 577,890 1,441,168
M & T BK CORP COM 55261F104 1,130,945 6,649,880 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 5,892,440 106,806 650,634
M D C HLDGS INC COM 552676108 55,215 1,684,414 SH   DFND 2,5,8,20 1,532,102 0 152,312
M/I HOMES INC COM 55305B101 27,151 951,343 SH   DFND 2,5,8,20 867,233 0 84,110
MACATAWA BK CORP COM 554225102 5,636 549,312 SH   DFND 2,5,20 468,093 0 81,219
MACERICH CO COM 554382101 292,792 8,742,667 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,813,693 97,894 831,080
MACK CALI RLTY CORP COM 554489104 118,991 5,109,096 SH   DFND 2,5,6,8,10,11,13,20 4,692,543 25,428 391,125
MACKINAC FINL CORP COM 554571109 1,893 119,634 SH   DFND 2,20 108,006 0 11,628
AMETEK INC NEW COM 031100100 829,586 9,132,387 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,151,927 157,662 822,798
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 19,841 1,311,390 SH   DFND 2,5,8,20 1,163,972 527 146,891
MACQUARIE INFRASTRUCTURE COR COM 55608B105 74,175 1,829,686 SH   DFND 2,5,8,12,13,20 1,731,656 2,100 95,930
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 10,191 11,400,000 SH   DFND 2,5 11,400,000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 1,593 1,575,000 SH   DFND 5 1,575,000 0 0
MACROGENICS INC COM 556099109 44,527 2,623,875 SH   DFND 2,5,8,20 2,467,050 0 156,825
MACYS INC COM 55616P104 355,207 16,271,213 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,354,240 325,729 1,591,244
MADDEN STEVEN LTD COM 556269108 83,703 2,465,470 SH   DFND 2,5,8,19,20 2,190,270 430 274,770
MADISON SQUARE GARDEN CO NEW CL A 55825T103 65,414 233,673 SH   DFND 2,5,8,13,20 211,092 216 22,365
MADRIGAL PHARMACEUTICALS INC COM 558868105 64,746 617,746 SH   DFND 2,5,8,19,20 593,014 0 24,732
MAGELLAN HEALTH INC COM NEW 559079207 63,838 860,002 SH   DFND 2,5,8,12,20 778,933 98 80,971
AMGEN INC COM 031162100 4,916,985 26,682,139 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 23,312,477 693,627 2,676,035
MAGENTA THERAPEUTICS INC COM 55910K108 4,082 276,715 SH   DFND 2,5,20 268,915 0 7,800
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 526 50,809 SH   DFND 2 50,809 0 0
MAGNOLIA OIL & GAS CORP CL A 559663109 33,425 2,886,423 SH   DFND 2,5,20 2,886,423 0 0
MAGYAR BANCORP INC COM 55977T109 421 34,772 SH   DFND 20 0 0 34,772
MAIDEN HOLDINGS LTD SHS G5753U112 38 59,684 SH   DFND 5,20 59,684 0 0
MAINSTREET BANCSHARES INC COM 56064Y100 898 73,499 SH   DFND 2,20 73,499 0 0
MAJESCO COM 56068V102 830 89,112 SH   DFND 2,20 75,472 0 13,640
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 1,484 59,834 SH   DFND 2 59,834 0 0
MALIBU BOATS INC COM CL A 56117J100 17,092 439,951 SH   DFND 2,5,8,20 351,548 0 88,403
MALLINCKRODT PUB LTD CO SHS G5785G107 34,081 3,712,554 SH   DFND 2,5,6,8,11,12,13,20 3,425,806 5,147 281,601
AMICUS THERAPEUTICS INC COM 03152W109 122,279 9,797,979 SH   DFND 2,5,8,13,20 9,037,219 3,500 757,260
MALVERN BANCORP INC COM 561409103 2,519 114,445 SH   DFND 2,20 78,693 0 35,752
MAMMOTH ENERGY SVCS INC COM 56155L108 1,683 244,609 SH   DFND 2,5,20 208,169 0 36,440
MANCHESTER UTD PLC NEW ORD CL A G5784H106 405 22,374 SH   DFND 2 22,374 0 0
MANHATTAN ASSOCS INC COM 562750109 114,356 1,649,448 SH   DFND 2,5,6,8,11,13,19,20 1,563,744 900 84,804
MANITEX INTL INC COM 563420108 111 18,146 SH   DFND 2,20 18,146 0 0
MANITOWOC CO INC COM NEW 563571405 12,617 708,836 SH   DFND 2,5,8,20 595,615 1,196 112,025
MANNKIND CORP COM NEW 56400P706 3,591 3,122,523 SH   DFND 2,5,20 2,581,603 0 540,920
MANPOWERGROUP INC COM 56418H100 273,551 2,831,792 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,242,712 91,294 497,786
MANTECH INTL CORP CL A 564563104 57,484 872,950 SH   DFND 2,5,8,20 782,619 707 89,624
MANULIFE FINL CORP COM 56501R106 424 23,325 SH   DFND 20 153 23,172 0
AMKOR TECHNOLOGY INC COM 031652100 17,784 2,383,955 SH   DFND 2,5,8,20 2,018,565 5,032 360,358
MARATHON OIL CORP COM 565849106 608,074 42,792,006 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 38,761,117 628,964 3,401,925
MARATHON PETE CORP COM 56585A102 1,833,287 32,807,564 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 29,703,317 583,156 2,521,091
MARCHEX INC CL B 56624R108 2,178 463,310 SH   DFND 2,20 463,310 0 0
MARCUS & MILLICHAP INC COM 566324109 18,795 609,236 SH   DFND 2,5,8,20 525,798 0 83,438
MARCUS CORP COM 566330106 20,346 617,303 SH   DFND 2,5,8,20 538,168 1,684 77,451
MARINE PRODS CORP COM 568427108 2,339 151,487 SH   DFND 2,20 130,100 0 21,387
MARINEMAX INC COM 567908108 12,694 772,167 SH   DFND 2,5,8,20 695,589 0 76,578
MARINUS PHARMACEUTICALS INC COM 56854Q101 3,685 888,008 SH   DFND 2,5,20 704,407 0 183,601
MARKEL CORP COM 570535104 372,224 341,615 SH   DFND 2,5,6,8,10,12,13,19,20 302,445 7,472 31,698
MARKER THERAPEUTICS INC COM 57055L107 3,941 497,578 SH   DFND 2,20 497,578 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 78,104 1,439,699 SH   DFND 2,5,8,20 1,238,142 205 201,352
MARKETAXESS HLDGS INC COM 57060D108 515,787 1,604,715 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,566,628 600 37,487
MARLIN BUSINESS SVCS CORP COM 571157106 4,571 183,351 SH   DFND 2,5,20 153,528 0 29,823
MARRIOTT INTL INC NEW CL A 571903202 1,658,277 11,820,353 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 10,568,018 165,755 1,086,580
MARRIOTT VACTINS WORLDWID CO COM 57164Y107 127,578 1,323,424 SH   DFND 1,2,5,6,8,11,13,20 1,180,146 515 142,763
MARRONE BIO INNOVATIONS INC COM 57165B106 1,169 779,620 SH   DFND 2,20 579,320 0 200,300
MARSH & MCLENNAN COS INC COM 571748102 2,341,539 23,474,076 SH   DFND 2,5,6,8,10,11,12,13,19,20 20,442,799 522,062 2,509,215
MARTEN TRANS LTD COM 573075108 23,169 1,276,555 SH   DFND 2,5,8,20 1,087,704 0 188,851
MARTIN MARIETTA MATLS INC COM 573284106 599,308 2,604,442 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,343,577 33,296 227,569
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 337,574 14,142,202 SH   DFND 2,5,6,8,10,12,13,19,20 11,552,644 418,140 2,171,418
MASCO CORP COM 574599106 509,426 12,982,305 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,587,863 218,937 1,175,505
AMNEAL PHARMACEUTICALS INC COM STK CL A 03168L105 15,278 2,130,847 SH   DFND 2,5,8,20 1,839,649 2,533 288,665
MASIMO CORP COM 574795100 186,491 1,253,131 SH   DFND 2,5,6,8,11,13,19,20 1,166,281 744 86,106
MASONITE INTL CORP NEW COM 575385109 28,697 544,737 SH   DFND 2,5,8,20 452,469 200 92,068
MASTEC INC COM 576323109 101,163 1,963,188 SH   DFND 2,5,6,8,11,13,20 1,759,460 487 203,241
MASTERCARD INC CL A 57636Q104 9,757,409 36,885,830 SH   DFND 2,5,6,8,10,11,12,13,19,20 32,155,620 1,121,005 3,609,205
MASTERCRAFT BOAT HLDGS INC COM 57637H103 7,980 407,372 SH   DFND 2,5,8,20 311,972 0 95,400
MATADOR RES CO COM 576485205 110,213 5,543,890 SH   DFND 2,5,6,11,20 5,191,793 2,200 349,897
MATCH GROUP INC COM 57665R106 42,716 634,987 SH   DFND 2,5,10,20 597,852 0 37,135
MATERIALISE NV SPONSORED ADS 57667T100 1,577 80,801 SH   DFND 1,2 80,801 0 0
MATERION CORP COM 576690101 52,948 780,823 SH   DFND 2,5,8,20 693,743 1,087 85,993
MATRIX SVC CO COM 576853105 17,249 851,361 SH   DFND 2,5,6,8,20 757,154 1,000 93,207
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 23,050 1,091,905 SH   DFND 2,5,8,20 966,306 0 125,599
MATSON INC COM 57686G105 48,597 1,250,876 SH   DFND 2,5,8,20 1,094,547 0 156,329
MATTEL INC COM 577081102 108,385 9,668,634 SH   DFND 2,5,6,8,11,12,13,20 8,439,820 10,370 1,218,444
MATTHEWS INTL CORP CL A 577128101 32,249 925,353 SH   DFND 2,5,8,20 824,295 71 100,987
MAUI LD & PINEAPPLE INC COM 577345101 917 89,153 SH   DFND 2,20 74,247 0 14,906
MAXAR TECHNOLOGIES INC COM 57778K105 8,019 1,025,431 SH   DFND 2,5,13,20 1,025,431 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 681,282 11,388,861 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 9,966,973 328,960 1,092,928
MAXIMUS INC COM 577933104 150,422 2,073,640 SH   DFND 2,5,6,8,11,13,19,20 1,853,419 1,410 218,811
MAXLINEAR INC COM 57776J100 48,501 2,069,140 SH   DFND 2,5,8,20 1,855,691 500 212,949
MAYVILLE ENGINEERING CO INC COM 578605107 516 63,821 SH   DFND 2,20 63,821 0 0
MBIA INC COM 55262C100 18,292 1,964,717 SH   DFND 2,5,8,12,20 1,677,247 5,003 282,467
ABIOMED INC COM 003654100 491,824 1,888,073 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,693,583 29,307 165,183
AMPHENOL CORP NEW CL A 032095101 1,222,079 12,708,460 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,070,509 311,219 1,326,732
MBT FINL CORP COM 578877102 2,223 221,852 SH   DFND 2,13,20 150,901 0 70,951
MCCORMICK & CO INC COM NON VTG 579780206 1,042,430 6,724,920 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,862,855 89,278 772,787
MCDERMOTT INTL INC COM 580037703 66,468 6,880,796 SH   DFND 2,5,6,8,11,12,13,20 6,294,903 4,007 581,886
MCDONALDS CORP COM 580135101 8,210,765 39,539,463 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 30,421,794 498,008 8,619,661
MCEWEN MNG INC COM 58039P107 6,948 3,970,308 SH   DFND 2,5,8,20 3,887,658 0 82,650
MCGRATH RENTCORP COM 580589109 33,799 543,829 SH   DFND 2,5,8,20 465,842 1,067 76,920
MCKESSON CORP COM 58155Q103 1,190,311 8,832,074 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,724,674 143,219 964,181
MDC PARTNERS INC CL A SUB VTG 552697104 2,326 923,172 SH   DFND 2,5,20 765,836 0 157,336
MDU RES GROUP INC COM 552690109 397,428 15,286,136 SH   DFND 2,5,6,11,12,13,19,20 15,052,596 3,190 230,350
MECHEL PAO SPONSORED ADR NE 583840608 1,374 657,649 SH   DFND 2,5,20 653,049 4,600 0
AMPIO PHARMACEUTICALS INC COM 03209T109 18 46,838 SH   DFND 20 46,838 0 0
MEDALLION FINL CORP COM 583928106 1,603 237,795 SH   DFND 2,20 237,795 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 293,263 16,591,277 SH   DFND 2,5,6,8,10,11,13,19,20 15,393,898 107,200 1,090,179
MEDICINES CO COM 584688105 132,603 3,635,939 SH   DFND 2,5,8,13,20 3,401,927 400 233,612
MEDICINES CO NOTE 2.500% 1/1 584688AE5 13,932 11,480,000 SH   DFND 2,5 11,480,000 0 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 13,088 13,250,000 SH   DFND 2,5 13,250,000 0 0
MEDICINOVA INC COM NEW 58468P206 6,698 695,530 SH   DFND 2,5,20 582,684 0 112,846
MEDIDATA SOLUTIONS INC COM 58471A105 140,041 1,547,238 SH   DFND 2,5,6,8,11,13,19,20 1,409,232 500 137,506
MEDIFAST INC COM 58470H101 45,197 350,238 SH   DFND 2,5,8,20 308,288 4,818 37,132
MEDNAX INC COM 58502B106 63,560 2,519,224 SH   DFND 2,5,6,8,11,12,13,20 2,226,469 2,892 289,863
MEDPACE HLDGS INC COM 58506Q109 51,662 789,704 SH   DFND 2,5,8,20 681,110 0 108,594
AMYRIS INC COM NEW 03236M200 2,260 634,795 SH   DFND 2,20 522,610 0 112,185
MEDTRONIC PLC SHS G5960L103 5,618,575 57,691,503 SH   DFND 2,5,6,8,10,11,12,13,19,20 51,261,693 995,500 5,434,310
MEET GROUP INC COM 58513U101 5,064 1,455,087 SH   DFND 2,5,20 1,268,286 0 186,801
MEI PHARMA INC COM NEW 55279B202 2,286 914,210 SH   DFND 2,20 914,210 0 0
MEIRAGTX HOLDINGS PLC COM G59665102 7,169 266,720 SH   DFND 2,5,8,20 235,920 0 30,800
MELCO RESORTS AND ENTMT LTD ADR 585464100 96,421 4,439,272 SH   DFND 1,2,5,6,8,10,12,13,19,20 3,528,454 334,125 576,693
MELINTA THERAPEUTICS INC COM NEW 58549G209 68 10,201 SH   DFND 20 10,201 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 13,034 117,771 SH   DFND 2,5,8,10,13,20 103,829 1,100 12,842
MENLO THERAPEUTICS INC COM 586858102 1,249 208,522 SH   DFND 2,20 182,186 0 26,336
MERCADOLIBRE INC COM 58733R102 280,520 458,538 SH   DFND 2,5,6,8,10,12,13,19,20 361,753 23,181 73,604
MERCANTILE BANK CORP COM 587376104 11,146 342,097 SH   DFND 2,5,20 295,156 0 46,941
ANADARKO PETE CORP COM 032511107 1,698,858 24,076,782 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 21,568,415 361,056 2,147,311
MERCER INTL INC COM 588056101 8,037 514,949 SH   DFND 2,5,8,20 494,602 0 20,347
MERCHANTS BANCORP IND COM 58844R108 4,442 259,764 SH   DFND 2,5,20 210,214 0 49,550
MERCK & CO INC COM 58933Y105 9,833,920 116,524,116 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 98,382,398 2,012,251 16,129,467
MERCURY GENL CORP NEW COM 589400100 66,549 1,064,787 SH   DFND 2,5,6,8,11,12,13,20 1,021,740 6,634 36,413
MERCURY SYS INC COM 589378108 173,009 2,459,256 SH   DFND 2,5,8,13,20 2,280,436 399 178,421
MEREDITH CORP COM 589433101 287,957 5,229,874 SH   DFND 2,5,6,8,11,20 5,101,202 3,662 125,010
MEREO BIOPHARMA GROUP PLC ADS 589492107 40 16,516 SH   DFND 1 16,516 0 0
MERIDIAN BANCORP INC MD COM 58958U103 19,498 1,085,654 SH   DFND 2,5,6,8,20 935,334 0 150,320
MERIDIAN BIOSCIENCE INC COM 589584101 19,694 1,657,732 SH   DFND 2,5,8,20 1,529,534 500 127,698
MERIT MED SYS INC COM 589889104 103,794 1,742,675 SH   DFND 2,5,8,20 1,538,578 372 203,725
ANALOG DEVICES INC COM 032654105 1,667,873 14,776,939 SH   DFND 2,5,6,8,10,11,12,13,19,20 13,136,399 275,344 1,365,196
MERITAGE HOMES CORP COM 59001A102 61,077 1,189,648 SH   DFND 2,5,8,12,20 1,066,603 1,564 121,481
MERITOR INC COM 59001K100 40,524 1,671,077 SH   DFND 2,5,8,20 1,411,390 303 259,384
MERRIMACK PHARMACEUTICALS IN COM NEW 590328209 68 11,185 SH   DFND 20 11,185 0 0
MERSANA THERAPEUTICS INC COM 59045L106 2,179 537,903 SH   DFND 2,13,20 426,633 0 111,270
MESA AIR GROUP INC COM NEW 590479135 2,442 267,174 SH   DFND 2,20 211,774 0 55,400
MESA LABS INC COM 59064R109 34,357 140,610 SH   DFND 2,5,8,20 130,840 0 9,770
META FINL GROUP INC COM 59100U108 25,210 897,324 SH   DFND 2,5,8,20 781,653 0 115,671
METHANEX CORP COM 59151K108 357 7,855 SH   DFND 5,8,20 7,855 0 0
METHODE ELECTRS INC COM 591520200 33,360 1,167,660 SH   DFND 2,5,8,20 994,611 1,308 171,741
METLIFE INC COM 59156R108 2,269,546 45,692,497 SH   DFND 2,5,6,8,10,11,12,13,19,20 38,060,787 600,696 7,031,014
ANAPLAN INC COM 03272L108 45,634 904,182 SH   DFND 2,5,20 843,980 0 60,202
METROPOLITAN BK HLDG CORP COM 591774104 4,722 107,318 SH   DFND 2,5,20 88,565 0 18,753
METTLER TOLEDO INTERNATIONAL COM 592688105 890,836 1,060,519 SH   DFND 2,5,6,8,10,11,12,13,19,20 928,171 27,345 105,003
MFA FINL INC COM 55272X102 59,542 8,065,498 SH   DFND 2,5,8,12,13,20 7,343,741 10,663 711,094
MGE ENERGY INC COM 55277P104 58,049 794,322 SH   DFND 2,5,8,13,20 680,894 148 113,280
MGIC INVT CORP WIS COM 552848103 88,643 6,746,011 SH   DFND 1,2,5,8,12,13,20 6,393,303 9,270 343,438
MGM GROWTH PPTYS LLC CL A COM 55303A105 7,105 228,387 SH   DFND 2,5,8,20 173,097 0 55,290
MGM RESORTS INTERNATIONAL COM 552953101 590,593 20,671,780 SH   DFND 2,5,6,8,10,12,13,19,20 18,622,161 278,536 1,771,083
MGP INGREDIENTS INC NEW COM 55303J106 30,291 456,809 SH   DFND 2,5,8,20 327,964 0 128,845
MICHAELS COS INC COM 59408Q106 28,591 3,286,335 SH   DFND 2,5,6,8,11,12,13,20 3,149,787 2,800 133,748
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837403 46,406 1,771,896 SH   DFND 1,2,5,6,8,10,12,13,20 1,771,896 0 0
ANAPTYSBIO INC COM 032724106 54,022 957,499 SH   DFND 2,5,8,20 881,948 0 75,551
MICROCHIP TECHNOLOGY INC COM 595017104 818,810 9,444,173 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 8,361,780 171,413 910,980
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 92,897 52,530,000 SH   DFND 2,5 52,530,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 74,342 62,475,000 SH   DFND 2,5 62,475,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 25,973 21,935,000 SH   DFND 2,5 21,935,000 0 0
MICRON TECHNOLOGY INC COM 595112103 1,826,040 47,318,998 SH   DFND 2,5,6,8,10,11,12,13,19,20 41,214,025 1,266,702 4,838,271
MICROSOFT CORP COM 594918104 41,942,690 313,098,610 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 269,936,831 7,422,481 35,739,298
MICROSTRATEGY INC CL A NEW 594972408 38,598 269,333 SH   DFND 2,5,8,20 241,208 373 27,752
MICROVISION INC DEL COM NEW 594960304 26 32,402 SH   DFND 20 32,402 0 0
MID AMER APT CMNTYS INC COM 59522J103 970,520 8,241,505 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,534,839 94,482 612,184
MID PENN BANCORP INC COM 59540G107 2,182 87,472 SH   DFND 2,20 74,079 0 13,393
ANAVEX LIFE SCIENCES CORP COM NEW 032797300 2,138 634,282 SH   DFND 2,20 634,282 0 0
MIDDLEBY CORP COM 596278101 156,121 1,150,489 SH   DFND 2,5,6,8,10,12,13,19,20 949,921 36,453 164,115
MIDDLESEX WATER CO COM 596680108 20,008 337,691 SH   DFND 2,5,8,20 286,377 600 50,714
MIDLAND STS BANCORP INC ILL COM 597742105 13,066 488,998 SH   DFND 2,5,8,20 394,284 0 94,714
MIDSOUTH BANCORP INC COM 598039105 3,280 276,625 SH   DFND 2,5,20 196,398 0 80,227
MIDSTATES PETE CO INC COM PAR 59804T407 1,470 249,633 SH   DFND 2,20 219,240 0 30,393
MIDWESTONE FINL GROUP INC NE COM 598511103 5,517 197,329 SH   DFND 2,5,20 156,706 0 40,623
MILACRON HLDGS CORP COM 59870L106 18,923 1,371,208 SH   DFND 2,5,8,20 1,147,131 0 224,077
MILLENDO THERAPEUTICS INC COM 60040X103 1,347 116,525 SH   DFND 2,20 116,525 0 0
MILLER HERMAN INC COM 600544100 85,640 1,907,585 SH   DFND 2,5,6,8,11,19,20 1,693,580 2,047 211,958
MILLER INDS INC TENN COM NEW 600551204 6,575 213,817 SH   DFND 2,5,20 179,034 0 34,783
ANDERSONS INC COM 034164103 23,429 855,070 SH   DFND 2,5,8,20 752,883 1,437 100,750
MIMECAST LTD ORD SHS G14838109 5,007 107,183 SH   DFND 2,5,8,20 103,883 0 3,300
MINERALS TECHNOLOGIES INC COM 603158106 61,060 1,141,104 SH   DFND 2,5,6,8,11,20 1,005,019 914 135,171
MINERVA NEUROSCIENCES INC COM 603380106 3,115 553,352 SH   DFND 2,5,20 474,770 0 78,582
MIRAGEN THERAPEUTICS INC COM 60463E103 25 12,400 SH   DFND 20 12,400 0 0
MIRATI THERAPEUTICS INC COM 60468T105 117,639 1,142,123 SH   DFND 2,5,8,13,20 1,063,659 0 78,464
MISONIX INC COM 604871103 2,752 108,278 SH   DFND 2,20 108,278 0 0
MISTRAS GROUP INC COM 60649T107 4,967 345,636 SH   DFND 2,5,8,20 293,134 1,600 50,902
MITEK SYS INC COM NEW 606710200 6,491 653,057 SH   DFND 2,5,8,20 557,810 0 95,247
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADS 606822104 121 25,536 SH   DFND 20 25,536 0 0
MIZUHO FINL GROUP INC SPONSORED ADR 60687Y109 128 44,519 SH   DFND 20 44,519 0 0
ANGI HOMESERVICES INC COM CL A 00183L102 3,720 285,959 SH   DFND 2,5,8,20 278,559 0 7,400
MKS INSTRUMENT INC COM 55306N104 106,461 1,366,808 SH   DFND 2,5,6,8,11,13,19,20 1,303,349 901 62,558
MMA CAPITAL HOLDINGS INC COM 55315D105 1,751 52,301 SH   DFND 2,20 52,301 0 0
MOBILE MINI INC COM 60740F105 38,904 1,278,462 SH   DFND 2,5,8,20 1,134,511 248 143,703
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 120,168 12,907,383 SH   DFND 2,5,8,10,12,13,19,20 10,141,084 427,393 2,338,906
MOBILEIRON INC COM NEW 60739U204 13,142 2,119,635 SH   DFND 2,5,8,20 1,826,094 0 293,541
MODEL N INC COM 607525102 13,131 673,360 SH   DFND 2,5,8,20 569,140 0 104,220
MODERNA INC COM 60770K107 4,537 309,875 SH   DFND 2,20 309,875 0 0
MODINE MFG CO COM 607828100 15,012 1,049,052 SH   DFND 2,5,8,20 829,060 2,378 217,614
MOELIS & CO CL A 60786M105 35,390 1,012,583 SH   DFND 2,5,8,20 861,579 0 151,004
MOHAWK INDS INC COM 608190104 414,632 2,811,633 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,543,006 40,466 228,161
ABM INDS INC COM 000957100 254,399 6,359,977 SH   DFND 2,5,8,20 6,143,154 1,976 214,847
ANGIODYNAMICS INC COM 03475V101 27,600 1,401,702 SH   DFND 2,5,8,20 1,271,910 0 129,792
MOLECULAR TEMPLATES INC COM 608550109 1,829 218,995 SH   DFND 2,20 192,095 0 26,900
MOLINA HEALTHCARE INC COM 60855R100 218,125 1,523,857 SH   DFND 2,5,6,8,11,12,13,20 1,441,635 700 81,522
MOLSON COORS BREWING CO CL B 60871R209 478,615 8,546,688 SH   DFND 2,5,6,8,10,12,13,19,20 7,628,305 134,547 783,836
MOMENTA PHARMACEUTICALS INC COM 60877T100 46,625 3,744,948 SH   DFND 2,5,8,20 3,439,392 0 305,556
MOMO INC ADR 60879B107 110,005 3,072,755 SH   DFND 1,2,5,8,10,11,12,13,19,20 2,473,969 75,900 522,886
MONARCH CASINO & RESORT INC COM 609027107 14,583 341,199 SH   DFND 2,5,8,20 309,769 0 31,430
MONDELEZ INTL INC CL A 609207105 3,516,713 64,934,641 SH   DFND 2,5,6,8,10,11,12,13,19,20 57,939,089 1,055,769 5,939,783
MONEYGRAM INTL INC COM NEW 60935Y208 135 54,772 SH   DFND 2,20 54,772 0 0
MONGODB INC CL A 60937P106 89,273 586,972 SH   DFND 2,5,6,8,10,12,13,19,20 586,972 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 43,991 3,246,576 SH   DFND 2,5,8,10,20 2,829,718 27,605 389,253
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 3,735 209,692 SH   DFND 1,5,8,20 209,692 0 0
MONOLITHIC PWR SYS INC COM 609839105 143,318 1,052,453 SH   DFND 2,5,6,8,11,13,19,20 997,739 500 54,214
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 21,975 1,295,958 SH   DFND 2,5,8,20 1,156,167 1,500 138,291
MONRO INC COM 610236101 86,593 1,015,158 SH   DFND 2,5,8,20 876,767 129 138,262
MONSTER BEVERAGE CORP NEW COM 61174X109 1,126,034 17,641,133 SH   DFND 2,5,6,8,10,11,12,13,19,20 15,473,136 427,398 1,740,599
MONTAGE RES CORP COM 61179L100 2,120 347,614 SH   DFND 2,5,20 347,614 0 0
MOODYS CORP COM 615369105 1,409,611 7,217,302 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,463,245 94,766 659,291
MOOG INC CL A 615394202 127,563 1,362,711 SH   DFND 2,5,8,13,19,20 1,254,494 288 107,929
MORGAN STANLEY COM NEW 617446448 5,316,177 121,346,201 SH   DFND 2,5,6,8,10,11,12,13,19,20 49,926,501 65,380,953 6,038,747
MORNINGSTAR INC COM 617700109 39,574 273,601 SH   DFND 2,5,8,19,20 249,298 126 24,177
MOSAIC CO NEW COM 61945C103 490,134 19,581,847 SH   DFND 2,5,6,8,10,11,12,13,19,20 17,219,266 240,939 2,121,642
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 1,725 19,486 SH   DFND 1,20 19,486 0 0
MOTORCAR PTS AMER INC COM 620071100 11,520 538,077 SH   DFND 2,5,8,20 476,953 1,500 59,624
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,262,453 7,546,612 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,393,488 185,734 967,390
MOVADO GROUP INC COM 624580106 12,554 464,962 SH   DFND 2,5,8,20 416,048 1,300 47,614
MR COOPER GROUP INC COM 62482R107 11,685 1,458,756 SH   DFND 2,5,8,20 1,216,024 0 242,732
MRC GLOBAL INC COM 55345K103 30,078 1,756,898 SH   DFND 2,5,8,20 1,481,455 3,600 271,843
MSA SAFETY INC COM 553498106 248,675 2,359,572 SH   DFND 2,5,6,8,11,13,19,20 2,147,091 326 212,155
MSC INDL DIRECT INC CL A 553530106 84,844 1,142,521 SH   DFND 2,5,6,8,11,13,19,20 1,085,823 748 55,950
MSCI INC COM 55354G100 939,547 3,934,618 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,498,101 62,613 373,904
MSG NETWORK INC CL A 553573106 26,510 1,278,226 SH   DFND 2,5,8,20 1,088,142 1,848 188,236
MTS SYS CORP COM 553777103 30,364 516,159 SH   DFND 2,5,8,20 459,696 561 55,902
ANI PHARMACEUTICALS INC COM 00182C103 23,736 288,765 SH   DFND 2,5,8,20 257,492 0 31,273
MUELLER INDS INC COM 624756102 54,606 1,865,612 SH   DFND 2,5,8,19,20 1,502,468 2,118 361,026
MUELLER WTR PRODS INC COM SER A 624758108 32,816 3,341,800 SH   DFND 2,5,8,20 2,835,243 4,315 502,242
MULTI COLOR CORP COM 625383104 20,091 402,064 SH   DFND 2,5,8,20 357,794 0 44,270
MURPHY OIL CORP COM 626717102 142,805 5,793,296 SH   DFND 2,5,6,8,11,12,13,19,20 5,575,052 5,029 213,215
MURPHY USA INC COM 626755102 97,953 1,165,694 SH   DFND 2,5,6,8,11,12,13,20 972,841 669 192,184
MUSTANG BIO INC COM 62818Q104 1,174 318,998 SH   DFND 2,20 267,925 0 51,073
MUTUALFIRST FINL INC COM 62845B104 4,952 145,480 SH   DFND 2,5,20 77,238 0 68,242
MVB FINANCIAL CORP COM 553810102 1,988 117,231 SH   DFND 2,20 94,614 0 22,617
MYERS INDS INC COM 628464109 19,359 997,862 SH   DFND 2,5,8,20 884,956 0 112,906
MYLAN N V SHS EURO N59465109 426,731 22,412,351 SH   DFND 2,5,6,8,10,11,12,13,19,20 20,059,982 358,396 1,993,973
ANIKA THERAPEUTICS INC COM 035255108 31,907 785,495 SH   DFND 2,5,8,20 742,104 0 43,391
MYOKARDIA INC COM 62857M105 49,503 987,300 SH   DFND 2,5,8,20 843,156 0 144,144
MYOVANT SCIENCES LTD COM G637AM102 305 33,700 SH   DFND 5,20 33,400 0 300
MYR GROUP INC DEL COM 55405W104 18,045 483,137 SH   DFND 2,5,8,20 431,188 0 51,949
MYRIAD GENETICS INC COM 62855J104 114,517 4,122,289 SH   DFND 2,5,8,19,20 3,896,802 1,182 224,305
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 12,760 17,800,000 SH   DFND 2,5 17,800,000 0 0
NABORS INDUSTRIES LTD SHS G6359F103 43,514 14,967,931 SH   DFND 2,5,8,12,13,20 14,461,121 4,258 502,552
NACCO INDS INC CL A 629579103 4,007 77,140 SH   DFND 2,5,20 64,478 0 12,662
NAM TAI PPTY INC SHS G63907102 723 74,157 SH   DFND 2,5,20 74,157 0 0
NANOMETRICS INC COM 630077105 23,153 667,054 SH   DFND 2,5,8,20 592,394 1,700 72,960
NANOSTRING TECHNOLOGIES INC COM 63009R109 19,483 641,949 SH   DFND 2,5,8,20 541,518 0 100,431
ANIXTER INTL INC COM 035290105 55,331 926,662 SH   DFND 2,5,8,12,20 827,869 143 98,650
NANOVIRICIDES INC COM NEW 630087203 3 13,538 SH   DFND 20 13,538 0 0
NANTHEALTH INC COM 630104107 5 10,100 SH   DFND 20 10,100 0 0
NANTKWEST INC COM 63016Q102 22 21,381 SH   DFND 2,20 21,381 0 0
NAPCO SEC TECHNOLOGIES INC COM 630402105 6,554 220,828 SH   DFND 2,5,20 189,661 0 31,167
NASDAQ INC COM 631103108 498,261 5,181,041 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,610,029 81,249 489,763
NATERA INC COM 632307104 54,346 1,970,480 SH   DFND 2,5,8,20 1,793,964 0 176,516
NATHANS FAMOUS INC NEW COM 632347100 4,002 51,232 SH   DFND 2,20 42,822 0 8,410
NATIONAL BANKSHARES INC VA COM 634865109 5,321 136,675 SH   DFND 2,5,20 115,864 0 20,811
NATIONAL BEVERAGE CORP COM 635017106 10,835 242,764 SH   DFND 2,5,8,20 206,527 0 36,237
NATIONAL BK HLDGS CORP CL A 633707104 34,169 941,307 SH   DFND 2,5,8,20 837,761 0 103,546
ANNALY CAP MGMT INC COM 035710409 408,977 43,634,603 SH   DFND 2,5,6,8,10,12,13,19,20 32,798,201 776,766 10,059,636
NATIONAL CINEMEDIA INC COM 635309107 11,204 1,707,998 SH   DFND 2,5,8,20 1,464,670 2,300 241,028
NATIONAL ENERGY SERVICES REU SHS G6375R107 2,546 292,642 SH   DFND 2,20 292,642 0 0
NATIONAL FUEL GAS CO N J COM 636180101 319,597 6,009,837 SH   DFND 2,5,6,11,12,13,19,20 5,910,851 1,287 97,699
NATIONAL GEN HLDGS CORP COM 636220303 32,394 1,409,754 SH   DFND 2,5,8,20 1,150,602 0 259,152
NATIONAL GRID PLC SPONSORED ADR NE 636274409 1,520 28,425 SH   DFND 1,20 28,425 0 0
NATIONAL HEALTH INVS INC COM 63633D104 124,123 1,570,218 SH   DFND 2,5,8,10,20 1,381,824 10,998 177,396
NATIONAL HEALTHCARE CORP COM 635906100 26,745 327,493 SH   DFND 2,5,6,8,20 281,430 0 46,063
NATIONAL INSTRS CORP COM 636518102 123,058 2,930,654 SH   DFND 2,5,6,8,11,13,19,20 2,678,080 2,055 250,519
NATIONAL OILWELL VARCO INC COM 637071101 418,462 18,824,182 SH   DFND 2,5,6,8,10,11,12,13,19,20 16,351,834 247,622 2,224,726
NATIONAL PRESTO INDS INC COM 637215104 38,271 410,235 SH   DFND 2,5,20 391,921 357 17,957
ANSYS INC COM 03662Q105 731,771 3,572,750 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,072,581 114,194 385,975
NATIONAL RESH CORP COM NEW 637372202 12,492 216,217 SH   DFND 2,5,8,20 182,163 0 34,054
NATIONAL RETAIL PPTYS INC COM 637417106 764,665 14,424,921 SH   DFND 2,5,6,8,10,11,12,13,19,20 13,388,851 146,144 889,926
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 88,276 3,050,316 SH   DFND 2,5,8,10,20 2,790,225 14,600 245,491
NATIONAL VISION HLDGS INC COM 63845R107 44,119 1,435,683 SH   DFND 2,5,8,19,20 1,218,349 0 217,334
NATIONAL WESTN LIFE GROUP IN CL A 638517102 12,429 48,363 SH   DFND 2,5,8,20 39,610 0 8,753
NATURAL GAS SERVICES GROUP COM 63886Q109 4,807 291,357 SH   DFND 2,5,20 203,685 0 87,672
NATURAL GROCERS BY VITAMIN C COM 63888U108 1,847 183,794 SH   DFND 2,20 155,991 0 27,803
NATURES SUNSHINE PRODUCTS IN COM 639027101 1,604 172,627 SH   DFND 2,20 143,041 0 29,586
NATUS MEDICAL INC DEL COM 639050103 32,792 1,276,461 SH   DFND 2,5,8,20 1,174,716 0 101,745
NAUTILUS INC COM 63910B102 733 331,472 SH   DFND 2,20 331,472 0 0
ANTARES PHARMA INC COM 036642106 13,472 4,094,721 SH   DFND 2,5,8,20 3,587,290 0 507,431
NAVIENT CORPORATION COM 63938C108 83,323 6,104,257 SH   DFND 1,2,5,6,8,11,12,13,20 5,761,961 12,827 329,469
NAVIGANT CONSULTING INC COM 63935N107 28,965 1,249,022 SH   DFND 2,5,8,20 1,102,878 2,630 143,514
NAVISTAR INTL CORP NEW COM 63934E108 36,081 1,047,356 SH   DFND 2,5,8,13,20 887,666 356 159,334
NBT BANCORP INC COM 628778102 48,286 1,287,273 SH   DFND 2,5,8,20 1,146,522 323 140,428
NCR CORP NEW COM 62886E108 153,805 4,945,502 SH   DFND 1,2,5,6,8,11,12,13,19,20 4,792,680 1,952 150,870
NCS MULTISTAGE HLDGS INC COM 628877102 672 189,411 SH   DFND 2,5,20 167,426 0 21,985
NEENAH INC COM 640079109 36,538 540,903 SH   DFND 2,5,8,20 466,118 0 74,785
NEKTAR THERAPEUTICS COM 640268108 254,131 7,142,510 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,405,308 103,929 633,273
NELNET INC CL A 64031N108 23,608 398,641 SH   DFND 2,5,8,20 332,584 1,060 64,997
NEOGEN CORP COM 640491106 102,089 1,643,674 SH   DFND 2,5,8,19,20 1,478,036 613 165,025
ANTERO MIDSTREAM CORP COM 03676B102 31,662 2,762,796 SH   DFND 2,5,8,19,20 2,762,796 0 0
NEOGENOMICS INC COM NEW 64049M209 56,490 2,574,740 SH   DFND 2,5,8,20 2,288,656 0 286,084
NEON THERAPEUTICS INC COM 64050Y100 915 192,934 SH   DFND 2,20 149,534 0 43,400
NEOPHOTONICS CORP COM 64051T100 2,581 617,493 SH   DFND 2,5,20 516,696 0 100,797
NEOS THERAPEUTICS INC COM 64052L106 57 44,481 SH   DFND 2,20 44,481 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 577 144,305 SH   DFND 2 144,305 0 0
NETAPP INC COM 64110D104 649,258 10,522,828 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,146,393 401,118 975,317
NETEASE INC SPONSORED ADR 64110W102 409,321 1,600,332 SH   DFND 1,2,5,8,10,11,12,13,19,20 1,279,631 44,858 275,843
NETFLIX INC COM 64110L106 5,963,355 16,234,767 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,259,573 253,553 1,721,641
NETGEAR INC COM 64111Q104 25,148 994,390 SH   DFND 2,5,8,20 860,944 96 133,350
NETSCOUT SYS INC COM 64115T104 62,328 2,454,821 SH   DFND 2,5,6,8,11,13,19,20 2,213,156 2,065 239,600
ABRAXAS PETE CORP COM 003830106 2,806 2,724,302 SH   DFND 2,5,20 2,295,745 0 428,557
ANTERO RES CORP COM 03674X106 54,161 9,793,995 SH   DFND 2,5,12,13,20 9,494,655 8,100 291,240
NEUROCRINE BIOSCIENCES INC COM 64125C109 156,654 1,855,431 SH   DFND 2,5,8,13,19,20 1,733,094 3,500 118,837
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 20,923 15,825,000 SH   DFND 2,5 15,825,000 0 0
NEURONETICS INC COM 64131A105 2,584 206,519 SH   DFND 2,20 172,119 0 34,400
NEVRO CORP COM 64157F103 48,294 744,938 SH   DFND 2,5,8,20 650,511 600 93,827
NEW AGE BEVERAGES CORP COM 64157V108 5,612 1,204,286 SH   DFND 2,5,20 1,204,286 0 0
NEW HOME CO INC COM 645370107 162 42,200 SH   DFND 13,20 26,300 0 15,900
NEW JERSEY RES COM 646025106 344,887 6,889,994 SH   DFND 2,5,6,8,11,13,19,20 6,603,580 1,356 285,058
NEW MEDIA INVT GROUP INC COM 64704V106 18,120 1,919,478 SH   DFND 2,5,8,20 1,734,445 476 184,557
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 277,439 2,872,630 SH   DFND 2,5,8,10,11,12,13,19,20 2,272,788 78,613 521,229
NEW RELIC INC COM 64829B100 60,799 702,798 SH   DFND 2,5,8,13,19,20 574,629 800 127,369
ANTHEM INC COM 036752103 3,169,423 11,230,724 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,833,832 314,061 1,082,831
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 15,882 14,875,000 SH   DFND 2,5 14,875,000 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 87,351 5,494,755 SH   DFND 2,5,8,12,13,20 4,957,250 6,800 530,705
NEW SR INVT GROUP INC COM 648691103 12,295 1,829,679 SH   DFND 2,5,8,20 1,530,918 1,100 297,661
NEW YORK CMNTY BANCORP INC COM 649445103 162,134 16,245,913 SH   DFND 2,5,6,8,11,12,13,19,20 14,021,841 13,767 2,210,305
NEW YORK MTG TR INC COM PAR $.02 649604501 37,740 5,910,981 SH   DFND 2,5,8,20 5,202,348 0 708,633
NEW YORK TIMES CO CL A 650111107 114,273 3,503,149 SH   DFND 2,5,6,8,11,13,19,20 3,355,143 1,300 146,706
NEWATER TECHNOLOGY INC SHS G64335105 68 12,535 SH   DFND 2 12,535 0 0
NEWELL BRANDS INC COM 651229106 291,627 18,912,279 SH   DFND 2,5,6,8,10,11,12,13,19,20 16,873,116 263,347 1,775,816
NEWLINK GENETICS CORP COM 651511107 39 26,145 SH   DFND 20 26,145 0 0
NEWMARK GROUP INC CL A 65158N102 27,007 3,007,415 SH   DFND 2,5,8,13,20 2,532,242 2,543 472,630
ANTHEM INC NOTE 2.750%10/1 94973VBG1 32,364 8,236,000 SH   DFND 2,5 8,236,000 0 0
NEWMARKET CORP COM 651587107 83,826 208,143 SH   DFND 2,5,6,8,11,13,19,20 198,241 183 9,719
NEWMONT GOLDCORP CORPORATION COM 651639106 1,455,400 37,832,083 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 33,653,289 343,765 3,835,029
NEWPARK RES INC COM PAR $.01NEW 651718504 21,024 2,833,421 SH   DFND 2,5,8,20 2,537,432 4,148 291,841
NEWS CORP NEW CL A 65249B109 238,922 17,711,072 SH   DFND 2,5,6,8,10,11,12,13,19,20 15,578,544 258,073 1,874,455
NEWS CORP NEW CL B 65249B208 58,485 4,189,469 SH   DFND 2,5,6,10,11,12,13,19,20 3,827,868 1,000 360,601
NEXA RES S A COM L67359106 687 71,589 SH   DFND 2,5,20 71,589 0 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 18,385 444,073 SH   DFND 2,5,8,20 364,466 0 79,607
NEXSTAR MEDIA GROUP INC CL A 65336K103 61,292 606,849 SH   DFND 2,5,8,10,13,20 561,090 612 45,147
NEXTCURE INC COM 65343E108 300 26,502 SH   DFND 2,20 26,502 0 0
NEXTDECADE CORP COM 65342K105 1,364 215,884 SH   DFND 2,20 195,284 0 20,600
ANWORTH MORTGAGE ASSET CP COM 037347101 11,182 2,867,659 SH   DFND 2,5,8,20 2,544,248 0 323,411
NEXTERA ENERGY INC COM 65339F101 5,147,335 25,126,109 SH   DFND 2,5,6,8,10,11,12,13,19,20 22,877,725 336,827 1,911,557
NEXTERA ENERGY INC UNIT 09/01/2019 65339F820 49,604 755,811 SH   DFND 2 755,811 0 0
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 4,818 99,861 SH   DFND 2,5,8,20 82,497 1,200 16,164
NEXTGEN HEALTHCARE INC COM 65343C102 29,640 1,489,457 SH   DFND 2,5,8,20 1,298,666 1,604 189,187
NGM BIOPHARMACEUTICALS INC COM 62921N105 732 89,095 SH   DFND 2,20 89,095 0 0
NI HLDGS INC COM 65342T106 2,419 137,353 SH   DFND 2,20 114,047 0 23,306
NIC INC COM 62914B100 35,307 2,201,197 SH   DFND 2,5,8,20 1,815,986 1,718 383,493
NICE LTD SPONSORED ADR 653656108 904 6,598 SH   DFND 20 6,598 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 2,413 1,420,000 SH   DFND 5 1,420,000 0 0
NICOLET BANKSHARES INC COM 65406E102 11,123 179,236 SH   DFND 2,5,8,20 153,466 0 25,770
AON PLC SHS CL A G0408V102 2,063,924 10,695,014 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,484,098 237,604 973,312
NIELSEN HLDGS PLC SHS EUR G6518L108 353,892 15,658,926 SH   DFND 2,5,6,8,10,11,12,13,19,20 13,992,493 209,333 1,457,100
NIKE INC CL B 654106103 5,003,302 59,445,682 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 47,159,348 1,524,118 10,762,216
NINE ENERGY SVC INC COM 65441V101 5,314 306,631 SH   DFND 2,5,8,20 263,429 0 43,202
NIO INC SPON ADS 62914V106 28,481 11,168,974 SH   DFND 2,5,8,10,11,12,13,19,20 11,168,974 0 0
NISOURCE INC COM 65473P105 536,679 18,634,696 SH   DFND 2,5,6,8,10,11,12,13,19,20 16,980,234 270,584 1,383,878
NL INDS INC COM NEW 629156407 505 138,220 SH   DFND 2,20 113,636 0 24,584
NLIGHT INC COM 65487K100 10,671 555,759 SH   DFND 2,5,8,20 458,684 0 97,075
NMI HLDGS INC CL A 629209305 54,843 1,931,778 SH   DFND 2,5,8,20 1,682,018 0 249,760
NN INC COM 629337106 10,118 1,036,730 SH   DFND 2,5,8,20 923,010 0 113,720
NOAH HLDGS LTD SPON ADS CL A 65487X102 25,765 605,533 SH   DFND 2,5,8,10,11,12,13,19,20 488,082 14,400 103,051
APACHE CORP COM 037411105 561,547 19,383,737 SH   DFND 2,5,6,8,10,11,12,13,19,20 17,210,489 263,437 1,909,811
NOBLE CORP PLC SHS USD G65431101 20,308 10,859,945 SH   DFND 2,5,8,12,13,20 10,027,871 6,589 825,485
NOBLE ENERGY INC COM 655044105 548,420 24,483,022 SH   DFND 2,5,6,8,10,11,12,13,19,20 21,717,372 321,214 2,444,436
NOKIA CORP SPONSORED ADR 654902204 57 11,330 SH   DFND 1,20 11,330 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 1,685 78,909 SH   DFND 2,5,20 78,909 0 0
NOMURA HLDGS INC SPONSORED ADR 65535H208 127 35,760 SH   DFND 20 35,760 0 0
NOODLES & CO COM CL A 65540B105 3,652 463,411 SH   DFND 2,5,20 373,014 0 90,397
NORDIC AMERICAN TANKERS LIMI COM G65773106 6,195 2,647,465 SH   DFND 2,5,20 2,193,753 0 453,712
NORDSON CORP COM 655663102 269,310 1,905,810 SH   DFND 2,5,6,8,11,13,19,20 1,830,263 526 75,021
NORDSTROM INC COM 655664100 219,270 6,882,286 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,037,167 162,444 682,675
NORFOLK SOUTHERN CORP COM 655844108 2,230,208 11,188,524 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,844,582 216,223 1,127,719
APARTMENT INVT & MGMT CO CL A 03748R754 469,748 9,372,471 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,372,471 0 0
NORTHEAST BK LEWISTON ME COM 66405S100 3,112 112,837 SH   DFND 2,20 112,837 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 20,301 10,518,704 SH   DFND 2,5,20 9,630,135 0 888,569
NORTHERN TR CORP COM 665859104 860,969 9,503,916 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,540,422 144,193 819,301
NORTHFIELD BANCORP INC DEL COM 66611T108 22,186 1,421,252 SH   DFND 2,5,6,8,20 1,283,560 0 137,692
NORTHRIM BANCORP INC COM 666762109 5,107 143,215 SH   DFND 2,5,20 123,944 0 19,271
NORTHROP GRUMMAN CORP COM 666807102 5,684,220 17,592,212 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 6,062,532 11,083,837 445,843
NORTHSTAR REALTY EUROPE CORP COM 66706L101 32,223 1,961,221 SH   DFND 2,5,8,20 1,790,602 916 169,703
NORTHWEST BANCSHARES INC MD COM 667340103 53,992 3,065,998 SH   DFND 2,5,6,8,20 2,753,628 1,598 310,772
NORTHWEST NAT HLDG CO COM 66765N105 61,737 888,299 SH   DFND 2,5,8,19,20 795,092 38 93,169
NORTHWEST PIPE CO COM 667746101 6,244 242,192 SH   DFND 2,5,20 214,725 0 27,467
APELLIS PHARMACEUTICALS INC COM 03753U106 42,959 1,695,322 SH   DFND 2,5,8,20 1,547,529 0 147,793
NORTHWESTERN CORP COM NEW 668074305 123,209 1,707,680 SH   DFND 2,5,6,8,11,12,13,19,20 1,535,463 700 171,517
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 508,154 9,475,178 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,503,527 151,926 819,725
NORWOOD FINANCIAL CORP COM 669549107 3,328 95,596 SH   DFND 2,20 79,629 0 15,967
NOVA MEASURING INSTRUMENTS L COM M7516K103 357 13,949 SH   DFND 2 13,949 0 0
NOVAGOLD RES INC COM NEW 66987E206 23,631 3,998,457 SH   DFND 2,5,6,20 3,998,457 0 0
NOVANTA INC COM 67000B104 64,450 683,452 SH   DFND 2,5,8,20 576,701 0 106,751
NOVARTIS A G SPONSORED ADR 66987V109 244,079 2,673,208 SH   DFND 1,2,20 107,489 0 2,565,719
NOVAVAX INC COM NEW 670002401 2,403 410,123 SH   DFND 2,5,8,20 410,123 0 0
NOVO-NORDISK A S ADR 670100205 237,738 4,657,972 SH   DFND 1,20 151,685 0 4,506,287
NOVOCURE LTD ORD SHS G6674U108 99,320 1,570,771 SH   DFND 2,5,8,20 1,297,360 0 273,411
APERGY CORP COM 03755L104 72,612 2,164,934 SH   DFND 1,2,5,6,8,11,12,13,19,20 2,060,956 5,503 98,475
NOW INC COM 67011P100 51,808 3,510,005 SH   DFND 2,5,6,8,11,12,20 3,157,361 4,090 348,554
NRC GROUP HLDGS CORP COM 629375106 811 123,958 SH   DFND 2,20 123,958 0 0
NRG ENERGY INC COM NEW 629377508 468,962 13,353,140 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,032,677 286,534 1,033,929
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 17,890 16,725,000 SH   DFND 2,5 16,725,000 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 68,317 1,385,182 SH   DFND 2,5,6,8,11,13,19,20 1,313,922 1,640 69,620
NUANCE COMMUNICATIONS INC COM 67020Y100 59,992 3,756,561 SH   DFND 2,5,8,13,20 3,395,201 8,683 352,677
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 19,447 20,745,000 SH   DFND 2,5 20,745,000 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 10,653 10,825,000 SH   DFND 2,5 10,825,000 0 0
NUCOR CORP COM 670346105 1,025,376 18,477,391 SH   DFND 2,5,6,8,10,11,12,13,19,20 16,758,192 254,667 1,464,532
NUTANIX INC CL A 67059N108 45,955 1,771,586 SH   DFND 2,5,8,13,19,20 1,591,877 1,100 178,609
APOGEE ENTERPRISES INC COM 037598109 54,287 1,249,702 SH   DFND 2,5,8,20 746,623 1,128 501,951
NUTANIX INC NOTE 1/1 67059NAB4 16,940 18,225,000 SH   DFND 2,5 18,225,000 0 0
NUTRIEN LTD COM 67077M108 55,610 1,031,915 SH   DFND 2,10 1,031,915 0 0
NUVASIVE INC COM 670704105 110,774 1,892,273 SH   DFND 2,5,6,8,11,13,19,20 1,652,250 761 239,262
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 22,294 19,607,000 SH   DFND 2,5 19,607,000 0 0
NUVECTRA CORP COM 67075N108 126 37,476 SH   DFND 2,20 37,476 0 0
NV5 GLOBAL INC COM 62945V109 16,296 200,197 SH   DFND 2,5,8,20 168,873 0 31,324
NVE CORP COM NEW 629445206 7,273 104,447 SH   DFND 2,5,8,20 89,008 0 15,439
NVENT ELECTRIC PLC SHS G6700G107 289,030 11,659,120 SH   DFND 2,5,6,8,11,12,13,19,20 11,448,414 7,326 203,380
NVIDIA CORP COM 67066G104 3,992,490 24,310,358 SH   DFND 2,5,6,8,10,11,12,13,19,20 21,233,310 641,467 2,435,581
NVR INC COM 62944T105 426,202 126,460 SH   DFND 2,5,6,8,10,11,12,13,19,20 112,682 3,876 9,902
AC IMMUNE SA SHS H00263105 180 32,439 SH   DFND 2 32,439 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 91,295 4,848,260 SH   DFND 2,5,6,8,20 4,334,713 0 513,547
NXP SEMICONDUCTORS N V COM N6596X109 727,710 7,436,331 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,398,677 468,496 1,569,158
NXP SEMICONDUCTORS N V NOTE 1.000%12/0 62952QAB6 37,595 35,690,000 SH   DFND 2,5 35,690,000 0 0
NYMOX PHARMACEUTICAL CORP COM P73398102 34 23,677 SH   DFND 6 23,677 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,252,083 3,390,240 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,014,971 59,411 315,858
OAK VALLEY BANCORP OAKDALE C COM 671807105 2,135 109,192 SH   DFND 2,20 90,873 0 18,319
OASIS PETE INC NEW COM 674215108 97,791 17,216,701 SH   DFND 2,5,6,8,11,12,13,20 16,155,207 2,400 1,059,094
OCCIDENTAL PETE CORP COM 674599105 1,867,856 36,595,437 SH   DFND 2,5,6,8,10,11,12,13,19,20 33,305,856 529,118 2,760,463
OCEANEERING INTL INC COM 675232102 73,976 3,628,068 SH   DFND 2,5,6,8,11,12,20 3,307,781 2,087 318,200
OCEANFIRST FINL CORP COM 675234108 25,253 1,016,234 SH   DFND 2,5,8,20 823,543 0 192,691
OCH ZIFF CPTL MANGEMNT GRP I CL A NEW 67551U204 5,776 251,557 SH   DFND 2,5,20 251,557 0 0
APOLLO MEDICAL HLDGS INC COM NEW 03763A207 2,872 171,893 SH   DFND 2,5,8,20 160,704 0 11,189
OCULAR THERAPEUTIX INC COM 67576A100 2,555 580,731 SH   DFND 2,5,20 492,316 0 88,415
OCWEN FINL CORP COM NEW 675746309 4,818 2,327,602 SH   DFND 2,5,8,20 1,961,219 5,379 361,004
ODONATE THERAPEUTICS INC COM 676079106 5,165 140,767 SH   DFND 2,5,20 125,637 0 15,130
OFFICE DEPOT INC COM 676220106 37,990 18,441,852 SH   DFND 2,5,8,12,13,20 16,632,913 8,740 1,800,199
OFFICE PPTYS INCOME TR COM SHS BEN INT 67623C109 68,361 2,602,238 SH   DFND 2,5,8,10,12,20 2,602,238 0 0
OFG BANCORP COM 67103X102 40,357 1,693,046 SH   DFND 2,5,8,20 1,515,171 3,711 174,164
OGE ENERGY CORP COM 670837103 311,957 7,329,814 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,529,280 258,493 542,041
OHIO VY BANC CORP COM 677719106 2,429 62,986 SH   DFND 2,20 51,636 0 11,350
OI S A SPONSORED ADR NE 670851500 835 415,639 SH   DFND 2 415,639 0 0
OIL DRI CORP AMER COM 677864100 3,381 99,337 SH   DFND 2,5,13,20 78,663 0 20,674
APPFOLIO INC COM CL A 03783C100 33,894 331,413 SH   DFND 2,5,8,20 285,808 0 45,605
OIL STS INTL INC COM 678026105 42,069 2,298,834 SH   DFND 2,5,8,20 1,782,696 2,097 514,041
OKTA INC CL A 679295105 254,125 2,057,529 SH   DFND 2,5,6,8,10,12,13,19,20 1,946,705 0 110,824
OLD DOMINION FREIGHT LINE IN COM 679580100 337,050 2,258,141 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,983,069 88,125 186,947
OLD LINE BANCSHARES INC COM 67984M100 8,516 320,034 SH   DFND 2,5,20 270,119 0 49,915
OLD NATL BANCORP IND COM 680033107 99,635 6,005,708 SH   DFND 2,5,8,20 5,450,196 700 554,812
OLD POINT FINL CORP COM 680194107 809 36,689 SH   DFND 20 1,701 0 34,988
OLD REP INTL CORP COM 680223104 540,625 24,156,607 SH   DFND 2,5,6,8,11,12,13,19,20 23,026,935 60,786 1,068,886
OLD SECOND BANCORP INC ILL COM 680277100 6,894 539,848 SH   DFND 2,5,20 436,744 0 103,104
OLIN CORP COM PAR $1 680665205 143,030 6,528,064 SH   DFND 2,5,6,11,13,20 3,759,580 2,579,239 189,245
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 109,218 1,253,791 SH   DFND 2,5,6,8,11,19,20 1,201,112 1,300 51,379
APPIAN CORP CL A 03782L101 24,418 676,956 SH   DFND 2,5,8,20 676,956 0 0
OLYMPIC STEEL INC COM 68162K106 3,774 276,491 SH   DFND 2,5,20 245,349 0 31,142
OMEGA FLEX INC COM 682095104 4,522 58,656 SH   DFND 2,5,20 48,958 0 9,698
OMEGA HEALTHCARE INVS INC COM 681936100 333,398 9,072,062 SH   DFND 2,5,6,8,10,11,13,19,20 8,415,042 57,271 599,749
OMEROS CORP COM 682143102 16,310 1,039,509 SH   DFND 2,5,8,20 889,092 0 150,417
OMNICELL INC COM 68213N109 101,722 1,182,404 SH   DFND 2,5,8,20 1,028,930 602 152,872
OMNICOM GROUP INC COM 681919106 926,341 11,217,972 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 10,069,809 244,636 903,527
OMNOVA SOLUTIONS INC COM 682129101 5,559 892,278 SH   DFND 2,5,8,20 744,866 3,146 144,266
ON DECK CAP INC COM 682163100 4,490 1,081,810 SH   DFND 2,5,20 915,439 0 166,371
ON SEMICONDUCTOR CORP COM 682189105 218,851 10,828,836 SH   DFND 2,5,6,8,10,12,13,19,20 9,332,504 290,405 1,205,927
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 25,680 20,900,000 SH   DFND 2,5 20,900,000 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 149,273 9,411,919 SH   DFND 2,5,8,10,12,13,19,20 8,758,814 58,558 594,547
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 21,637 17,700,000 SH   DFND 2,5 17,700,000 0 0
ONCOCYTE CORPORATION COM 68235C107 877 352,320 SH   DFND 2,20 352,320 0 0
ONCTERNAL THERAPEUTICS INC COM 68236P107 180 26,998 SH   DFND 20 26,998 0 0
ONE GAS INC COM 68235P108 157,589 1,745,170 SH   DFND 2,5,6,8,11,13,19,20 1,573,550 545 171,075
ONE LIBERTY PPTYS INC COM 682406103 10,974 373,158 SH   DFND 2,5,8,20 316,560 0 56,598
ONEMAIN HLDGS INC COM 68268W103 32,319 955,911 SH   DFND 2,5,8,13,20 858,877 1,100 95,934
ONEOK INC NEW COM 682680103 1,382,584 20,092,777 SH   DFND 2,5,6,8,10,11,12,13,19,20 18,191,520 236,420 1,664,837
ONESMART INTL ED GROUP LTD SPONSORED ADS 68276W103 1,574 197,678 SH   DFND 5,20 197,678 0 0
ONESPAN INC COM 68287N100 14,319 1,010,549 SH   DFND 2,5,8,20 914,666 1,012 94,871
ONESPAWORLD HOLDINGS LIMITED COM P73684113 9,989 644,471 SH   DFND 2,5,20 644,471 0 0
APPLE INC COM 037833100 37,027,946 187,085,416 SH   DFND 2,5,6,8,10,11,12,13,19,20 158,625,265 4,755,894 23,704,257
OOMA INC COM 683416101 3,452 329,404 SH   DFND 2,20 272,135 0 57,269
OP BANCORP COM 67109R109 1,991 183,662 SH   DFND 2,20 150,166 0 33,496
OPKO HEALTH INC COM 68375N103 44,916 18,408,152 SH   DFND 2,5,8,13,19,20 17,344,253 12,625 1,051,274
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 4,921 180,769 SH   DFND 2,20 151,874 0 28,895
OPTIMIZERX CORP COM NEW 68401U204 1,768 169,560 SH   DFND 2,20 169,560 0 0
OPTINOSE INC COM 68404V100 2,877 406,412 SH   DFND 2,5,20 348,912 0 57,500
OPUS BK IRVINE CALIF COM 684000102 15,590 738,534 SH   DFND 2,5,8,20 663,690 1,600 73,244
ORACLE CORP COM 68389X105 5,813,753 102,049,379 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 88,843,165 2,806,113 10,400,101
ORASURE TECHNOLOGIES INC COM 68554V108 24,494 2,639,386 SH   DFND 2,5,8,20 2,456,267 1,058 182,061
ORBCOMM INC COM 68555P100 11,834 1,632,295 SH   DFND 2,5,8,20 1,404,840 0 227,455
APPLIED DNA SCIENCES INC COM NEW 03815U201 6 12,700 SH   DFND 20 12,700 0 0
ORCHID IS CAP INC COM 68571X103 6,391 992,500 SH   DFND 2,5,20 845,648 0 146,852
ORGANOGENESIS HLDGS INC COM 68621F102 593 123,006 SH   DFND 2,20 123,006 0 0
ORGANOVO HLDGS INC COM 68620A104 33 63,907 SH   DFND 20 63,907 0 0
ORIGIN BANCORP INC COM 68621T102 12,489 378,440 SH   DFND 2,5,8,20 285,792 0 92,648
ORION ENGINEERED CARBONS S A COM L72967109 19,429 907,462 SH   DFND 2,5,20 907,462 0 0
ORION GROUP HOLDINGS INC COM 68628V308 39 14,384 SH   DFND 20 14,384 0 0
ORITANI FINL CORP DEL COM 68633D103 23,054 1,299,532 SH   DFND 2,5,6,8,20 1,176,507 0 123,025
ORIX CORP SPONSORED ADR 686330101 417 5,566 SH   DFND 2,20 5,566 0 0
ORMAT TECHNOLOGIES INC COM 686688102 53,297 840,780 SH   DFND 2,5,8,20 712,276 100 128,404
ORRSTOWN FINL SVCS INC COM 687380105 3,150 143,249 SH   DFND 2,20 123,765 0 19,484
APPLIED INDL TECHNOLOGIES IN COM 03820C105 78,101 1,269,320 SH   DFND 2,5,8,20 1,023,111 295 245,914
ORTHOFIX MED INC COM 68752M108 37,521 709,558 SH   DFND 2,5,8,20 628,980 859 79,719
ORTHOPEDIATRICS CORP COM 68752L100 6,423 164,689 SH   DFND 2,5,8,20 137,608 0 27,081
OSHKOSH CORP COM 688239201 184,076 2,204,770 SH   DFND 2,5,6,8,11,12,13,19,20 2,114,290 1,186 89,294
OSI SYSTEMS INC COM 671044105 56,525 501,865 SH   DFND 2,5,8,20 448,574 0 53,291
OSMOTICA PHARMACEUTICALS PLC SHS G6S41R101 464 122,164 SH   DFND 2,20 122,164 0 0
OTONOMY INC COM 68906L105 95 34,590 SH   DFND 20 34,590 0 0
OTTER TAIL CORP COM 689648103 45,855 868,301 SH   DFND 2,5,20 745,123 0 123,178
OUTFRONT MEDIA INC COM 69007J106 49,556 1,921,514 SH   DFND 2,5,8,13,20 1,754,362 902 166,250
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 1,726 917,963 SH   DFND 2,20 740,959 0 177,004
OVERSTOCK COM INC DEL COM 690370101 6,459 474,944 SH   DFND 2,5,8,20 405,619 0 69,325
APPLIED MATLS INC COM 038222105 2,077,579 46,260,953 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 40,977,174 1,157,622 4,126,157
OWENS & MINOR INC NEW COM 690732102 6,989 2,184,168 SH   DFND 2,5,20 2,003,227 0 180,941
OWENS CORNING NEW COM 690742101 180,713 3,105,039 SH   DFND 2,5,6,8,10,12,13,19,20 2,645,878 116,333 342,828
OWENS ILL INC COM NEW 690768403 98,819 5,721,980 SH   DFND 2,5,6,8,11,12,13,19,20 5,527,426 2,286 192,268
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 425 30,910 SH   DFND 2 30,910 0 0
OXFORD INDS INC COM 691497309 36,440 480,743 SH   DFND 2,5,8,20 428,080 641 52,022
P A M TRANSN SVCS INC COM 693149106 1,245 20,079 SH   DFND 2,20 16,579 0 3,500
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 24,498 813,617 SH   DFND 2,5,13,20 776,800 0 36,817
PACCAR INC COM 693718108 1,074,150 14,989,529 SH   DFND 2,5,6,8,10,11,12,13,19,20 13,209,797 369,214 1,410,518
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 17,601 2,909,222 SH   DFND 2,5,8,20 2,468,890 0 440,332
PACIFIC CITY FINANCIAL CORP COM NEW 69406T408 2,892 169,695 SH   DFND 2,20 142,995 0 26,700
APPLIED OPTOELECTRONICS INC COM 03823U102 5,591 543,917 SH   DFND 2,5,8,20 489,368 0 54,549
PACIFIC DRILLING SA LUXEMBOU COM L7257P205 4,763 378,015 SH   DFND 2,5,20 378,015 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 23 29,552 SH   DFND 20 29,552 0 0
PACIFIC MERCANTILE BANCORP COM 694552100 2,143 259,740 SH   DFND 2,20 187,962 0 71,778
PACIFIC PREMIER BANCORP COM 69478X105 60,288 1,952,328 SH   DFND 2,5,8,20 1,721,976 0 230,352
PACIRA BIOSCIENCES COM 695127100 40,977 942,210 SH   DFND 2,5,8,20 802,222 1,000 138,988
PACKAGING CORP AMER COM 695156109 395,800 4,119,369 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,654,404 91,575 373,390
PACWEST BANCORP DEL COM 695263103 180,147 4,639,375 SH   DFND 2,5,6,8,11,12,13,20 4,490,685 1,379 147,311
PAGERDUTY INC COM 69553P100 3,883 82,528 SH   DFND 2,5,20 82,528 0 0
PAGSEGURO DIGITAL LTD COM CL A G68707101 4,354 111,720 SH   DFND 2,8,10,19 111,720 0 0
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 3,729 3,214,257 SH   DFND 2,5,20 2,663,114 0 551,143
ACACIA COMMUNICATIONS INC COM 00401C108 34,585 733,345 SH   DFND 2,5,8,20 619,486 0 113,859
APPROACH RESOURCES INC COM 03834A103 8 26,043 SH   DFND 20 26,043 0 0
PALO ALTO NETWORKS INC COM 697435105 398,705 1,956,736 SH   DFND 2,5,6,8,10,12,13,19,20 1,675,844 52,646 228,246
PALOMAR HLDGS INC COM 69753M105 791 60,539 SH   DFND 2,20 60,539 0 0
PAMPA ENERGIA S A SPONS ADR LVL I 697660207 59,908 1,727,963 SH   DFND 1,2,5,8,10,12,13,19,20 1,727,963 0 0
PANHANDLE OIL AND GAS INC CL A 698477106 4,023 308,533 SH   DFND 2,5,20 256,105 0 52,428
PAPA JOHNS INTL INC COM 698813102 32,080 717,358 SH   DFND 2,5,6,8,11,20 643,555 458 73,345
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 24,898 1,213,370 SH   DFND 2,5,20 1,105,733 0 107,637
PAR TECHNOLOGY CORP COM 698884103 6,134 217,524 SH   DFND 2,5,20 183,454 0 34,070
PARAMOUNT GROUP INC COM 69924R108 107,670 7,631,293 SH   DFND 2,5,8,10,13,20 7,118,804 55,575 456,914
PARATEK PHARMACEUTICALS INC COM 699374302 2,563 642,253 SH   DFND 2,5,20 552,225 0 90,028
PARETEUM CORP COM NEW 69946T207 4,492 1,720,922 SH   DFND 2,5,20 1,720,922 0 0
APTARGROUP INC COM 038336103 325,091 2,614,534 SH   DFND 2,5,6,8,11,12,13,19,20 2,537,282 810 76,442
PARK CITY GROUP INC COM NEW 700215304 115 21,427 SH   DFND 2,20 21,427 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 9,586 574,346 SH   DFND 2,5,8,20 512,556 861 60,929
PARK HOTELS RESORTS INC COM 700517105 202,927 7,246,813 SH   DFND 2,5,8,10,12,13,19,20 6,597,703 54,857 594,253
PARK NATL CORP COM 700658107 29,961 301,450 SH   DFND 2,5,8,20 258,470 0 42,980
PARK OHIO HLDGS CORP COM 700666100 5,389 165,360 SH   DFND 2,5,20 140,116 0 25,244
PARKE BANCORP INC COM 700885106 3,160 131,962 SH   DFND 2,20 116,474 0 15,488
PARKER DRILLING CO COM 701081507 1,363 111,297 SH   DFND 2,20 111,297 0 0
PARKER HANNIFIN CORP COM 701094104 882,937 5,193,444 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 4,600,287 97,541 495,616
PARSLEY ENERGY INC CL A 701877102 147,728 7,771,071 SH   DFND 2,5,6,8,10,12,13,19,20 6,902,187 126,100 742,784
PARSONS CORPORATION COM 70202L102 8,998 244,106 SH   DFND 2,5,20 244,106 0 0
APTEVO THERAPEUTICS INC COM 03835L108 11 12,061 SH   DFND 20 12,061 0 0
PARTY CITY HOLDCO INC COM 702149105 11,192 1,526,941 SH   DFND 2,5,8,20 1,346,133 0 180,808
PATRICK INDS INC COM 703343103 33,380 678,587 SH   DFND 2,5,8,20 588,980 0 89,607
PATTERN ENERGY GROUP INC CL A 70338P100 45,744 1,947,374 SH   DFND 2,5,8,20 1,670,073 0 277,301
PATTERSON COMPANIES INC COM 703395103 67,264 2,937,282 SH   DFND 2,5,6,8,11,12,13,19,20 2,655,454 3,364 278,464
PATTERSON UTI ENERGY INC COM 703481101 67,677 5,879,822 SH   DFND 2,5,6,8,11,12,13,19,20 5,608,861 2,087 268,874
PAYCHEX INC COM 704326107 1,160,732 14,105,383 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 12,256,255 491,793 1,357,335
PAYCOM SOFTWARE INC COM 70432V102 231,633 1,021,669 SH   DFND 2,5,6,8,10,12,13,19,20 959,499 800 61,370
PAYLOCITY HLDG CORP COM 70438V106 40,913 436,081 SH   DFND 2,5,8,20 391,185 0 44,896
PAYPAL HLDGS INC COM 70450Y103 5,243,977 45,814,929 SH   DFND 2,5,6,8,10,11,12,13,19,20 40,578,490 828,258 4,408,181
PAYSIGN INC COM 70451A104 6,575 491,810 SH   DFND 2,5,20 491,810 0 0
APTIV PLC SHS G6095L109 872,078 10,789,028 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,527,912 282,901 978,215
PBF ENERGY INC CL A 69318G106 144,853 4,627,898 SH   DFND 2,5,6,8,11,12,13,20 4,468,548 1,000 158,350
PC CONNECTION INC COM 69318J100 8,198 234,373 SH   DFND 2,5,8,20 201,109 0 33,264
PC-TEL INC COM 69325Q105 51 11,562 SH   DFND 20 11,562 0 0
PCM INC COM 69323K100 4,814 137,399 SH   DFND 2,5,20 137,399 0 0
PCSB FINL CORP COM 69324R104 6,124 302,397 SH   DFND 2,5,6,20 253,118 0 49,279
PDC ENERGY INC COM 69327R101 107,941 2,993,386 SH   DFND 2,5,13,20 2,744,169 1,214 248,003
PDF SOLUTIONS INC COM 693282105 10,451 796,557 SH   DFND 2,5,20 718,044 0 78,513
PDL BIOPHARMA INC COM 69329Y104 21,415 6,820,171 SH   DFND 2,5,8,20 6,300,129 4,743 515,299
PDL CMNTY BANCORP COM 69290X101 1,903 133,138 SH   DFND 2,6,20 109,513 0 23,625
PDVWIRELESS INC COM 69290R104 8,811 187,473 SH   DFND 2,5,8,20 161,887 0 25,586
APYX MED CORP COM 03837C106 2,793 415,579 SH   DFND 2,20 415,579 0 0
PEABODY ENERGY CORP NEW COM 704551100 60,591 2,514,133 SH   DFND 2,5,8,13,20 2,306,084 2,400 205,649
PEAPACK-GLADSTONE FINL CORP COM 704699107 11,046 392,804 SH   DFND 2,5,20 338,632 0 54,172
PEBBLEBROOK HOTEL TR COM 70509V100 197,315 6,910,284 SH   DFND 2,5,6,8,10,11,13,19,20 6,321,394 33,446 555,444
PEGASYSTEMS INC COM 705573103 36,605 513,823 SH   DFND 2,5,8,19,20 467,635 226 45,962
PENN NATL GAMING INC COM 707569109 66,030 3,428,353 SH   DFND 2,5,6,8,20 3,076,922 3,150 348,281
PENN VA CORP NEW COM 70788V102 20,454 666,679 SH   DFND 2,5,20 623,988 0 42,691
PENNEY J C CORP INC COM 708160106 10,561 9,264,442 SH   DFND 1,2,5,8,20 8,268,178 11,544 984,720
PENNS WOODS BANCORP INC COM 708430103 3,927 86,784 SH   DFND 2,5,20 74,458 0 12,326
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 24,130 3,712,267 SH   DFND 2,5,8,10,20 3,415,913 19,029 277,325
PENNYMAC FINL SVCS INC COM 70932M107 11,484 517,782 SH   DFND 2,5,8,20 447,393 0 70,389
AQUA AMERICA INC COM 03836W103 433,800 10,485,857 SH   DFND 2,5,6,8,11,12,13,19,20 10,225,558 3,476 256,823
PENNYMAC MTG INVT TR COM 70931T103 51,291 2,349,551 SH   DFND 2,5,8,13,20 2,058,867 29,100 261,584
PENSKE AUTOMOTIVE GRP INC COM 70959W103 30,600 646,932 SH   DFND 2,5,8,13,20 598,462 1,317 47,153
PENTAIR PLC SHS G7S00T104 383,896 10,319,796 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,343,896 167,985 807,915
PENUMBRA INC COM 70975L107 76,644 479,026 SH   DFND 2,5,8,13,19,20 423,588 700 54,738
PEOPLES BANCORP INC COM 709789101 12,718 394,226 SH   DFND 2,5,8,20 328,417 0 65,809
PEOPLES BANCORP N C INC COM 710577107 2,086 69,406 SH   DFND 2,20 58,515 0 10,891
PEOPLES FINL SVCS CORP COM 711040105 5,437 120,851 SH   DFND 2,5,20 99,582 0 21,269
PEOPLES UTAH BANCORP COM 712706209 8,795 299,166 SH   DFND 2,5,8,20 254,086 0 45,080
PEOPLES UTD FINL INC COM 712704105 755,920 45,048,850 SH   DFND 2,5,6,8,10,11,12,13,19,20 42,846,279 256,945 1,945,626
PEPSICO INC COM 713448108 8,634,230 65,844,809 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 58,899,260 1,083,859 5,861,690
AQUA AMERICA INC UNIT 04/30/2022 03836W202 19,744 345,000 SH   DFND 2 345,000 0 0
PERFICIENT INC COM 71375U101 37,017 1,078,582 SH   DFND 2,5,8,20 929,107 0 149,475
PERFORMANCE FOOD GROUP CO COM 71377A103 92,983 2,322,826 SH   DFND 2,5,8,12,13,20 1,818,657 2,800 501,369
PERFORMANT FINL CORP COM 71377E105 16 14,799 SH   DFND 20 14,799 0 0
PERKINELMER INC COM 714046109 419,462 4,353,975 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,060,148 2,007 291,820
PERMIAN BASIN RTY TR UNIT BEN INT 714236106 225 36,749 SH   DFND 2 36,749 0 0
PERRIGO CO PLC SHS G97822103 301,747 6,336,552 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,848,713 85,817 1,402,022
PERSPECTA INC COM 715347100 110,763 4,719,501 SH   DFND 1,2,5,6,8,11,12,13,20 4,254,840 6,068 458,593
PETIQ INC COM CL A 71639T106 14,129 428,671 SH   DFND 2,5,8,20 368,408 0 60,263
PETMED EXPRESS INC COM 716382106 12,913 824,038 SH   DFND 2,5,8,20 760,972 1,400 61,666
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 127,262 8,930,306 SH   DFND 2,5,10,19,20 7,911,559 897,809 120,938
AQUANTIA CORP COM 03842Q108 5,926 454,797 SH   DFND 2,5,20 381,359 0 73,438
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 114,181 7,312,260 SH   DFND 1,2,5,8,10,20 6,535,653 647,184 129,423
PFENEX INC COM 717071104 3,357 498,009 SH   DFND 2,20 430,612 0 67,397
PFIZER INC COM 717081103 12,709,623 293,389,257 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 210,083,306 4,417,984 78,887,967
PFSWEB INC COM NEW 717098206 101 24,893 SH   DFND 2,20 24,893 0 0
PG&E CORP COM 69331C108 137,140 5,983,420 SH   DFND 1,2,5,8,12,13,19,20 5,707,316 10,050 266,054
PGT INNOVATIONS INC COM 69336V101 26,738 1,599,172 SH   DFND 2,5,8,20 1,421,686 0 177,486
PHASEBIO PHARMACEUTICALS INC COM 717224109 1,567 189,674 SH   DFND 2,20 189,674 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 20,706 651,762 SH   DFND 2,5,6,8,20 562,444 0 89,318
PHILIP MORRIS INTL INC COM 718172109 4,765,313 59,840,584 SH   DFND 2,5,6,8,10,12,13,19,20 54,350,988 895,396 4,594,200
PHILLIPS 66 COM 718546104 2,026,341 21,662,834 SH   DFND 2,5,6,8,10,11,12,13,19,20 19,357,948 569,252 1,735,634
AQUAVENTURE HLDGS LTD SHS G0443N107 4,419 221,302 SH   DFND 2,5,8,20 191,808 0 29,494
PHOENIX NEW MEDIA LTD SPONSORED ADS 71910C103 152 46,895 SH   DFND 2,20 46,895 0 0
PHOTRONICS INC COM 719405102 18,002 2,195,315 SH   DFND 2,5,8,20 1,969,815 3,340 222,160
PHUNWARE INC COM 71948P100 126 50,476 SH   DFND 2,20 50,476 0 0
PHYSICIANS RLTY TR COM 71943U104 110,775 6,351,769 SH   DFND 2,5,8,10,20 5,421,290 47,549 882,930
PICO HLDGS INC COM NEW 693366205 4,902 421,820 SH   DFND 2,5,20 357,592 0 64,228
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 115,565 5,798,567 SH   DFND 2,5,8,10,12,13,20 5,224,943 33,954 539,670
PIERIS PHARMACEUTICALS INC COM 720795103 4,812 1,023,895 SH   DFND 2,5,20 867,131 0 156,764
PILGRIMS PRIDE CORP NEW COM 72147K108 18,583 731,897 SH   DFND 2,5,8,13,20 663,403 0 68,494
PINDUODUO INC SPONSORED ADS 722304102 72,424 3,510,622 SH   DFND 2,5,8,10,11,12,13,19,20 3,510,622 0 0
PINGTAN MARINE ENTERPRISE LT SHS G7114V102 35 12,400 SH   DFND 2 12,400 0 0
AQUINOX PHARMACEUTICALS INC COM 03842B101 29 12,153 SH   DFND 20 12,153 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 141,591 2,463,304 SH   DFND 2,5,6,8,11,13,20 2,319,086 1,000 143,218
PINNACLE WEST CAP CORP COM 723484101 609,111 6,473,708 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,829,916 160,990 482,802
PINTEREST INC CL A 72352L106 1,772 65,100 SH   DFND 20 65,100 0 0
PIONEER ENERGY SVCS CORP COM 723664108 50 197,217 SH   DFND 2,5,20 197,217 0 0
PIONEER NAT RES CO COM 723787107 1,233,022 8,013,922 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,281,771 114,879 617,272
PIPER JAFFRAY COS COM 724078100 34,406 463,259 SH   DFND 2,5,8,20 393,041 0 70,218
PITNEY BOWES INC COM 724479100 23,775 5,554,821 SH   DFND 2,5,8,12,13,20 4,934,948 3,874 615,999
PIVOTAL SOFTWARE INC COM CL A 72582H107 3,303 312,769 SH   DFND 2,5,8,20 312,769 0 0
PIXELWORKS INC COM NEW 72581M305 98 33,113 SH   DFND 2,20 33,113 0 0
PJT PARTNERS INC COM CL A 69343T107 17,680 436,319 SH   DFND 2,5,8,20 367,440 0 68,879
ACACIA RESH CORP ACACIA TCH COM 003881307 2,748 928,433 SH   DFND 2,5,20 798,118 0 130,315
ARAMARK COM 03852U106 187,510 5,199,931 SH   DFND 2,5,6,8,10,12,13,19,20 4,435,933 129,311 634,687
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 94,552 3,786,642 SH   DFND 2,5,6,8,10,12,13,19,20 1,467,919 336,822 1,981,901
PLANET FITNESS INC CL A 72703H101 78,939 1,089,717 SH   DFND 2,5,8,13,19,20 997,513 2,200 90,004
PLANTRONICS INC NEW COM 727493108 42,549 1,148,735 SH   DFND 2,5,6,8,11,20 995,409 211 153,115
PLAYA HOTELS & RESORTS NV SHS N70544106 2,413 312,959 SH   DFND 2,5,8,20 312,959 0 0
PLAYAGS INC COM 72814N104 9,587 492,903 SH   DFND 2,5,8,20 411,308 0 81,595
PLDT INC SPONSORED ADR 69344D408 1,029 41,463 SH   DFND 2,5,20 41,463 0 0
PLEXUS CORP COM 729132100 55,689 954,070 SH   DFND 2,5,8,20 826,570 186 127,314
PLUG POWER INC COM NEW 72919P202 9,824 4,366,398 SH   DFND 2,5,8,20 3,715,044 0 651,354
PLURALSIGHT INC COM CL A 72941B106 23,335 769,628 SH   DFND 2,5,8,20 715,147 0 54,481
PNC FINL SVCS GROUP INC COM 693475105 2,811,952 20,483,333 SH   DFND 2,5,6,8,10,11,12,13,19,20 18,288,684 352,434 1,842,215
ARATANA THERAPEUTICS INC COM 03874P101 4,192 812,455 SH   DFND 2,5,20 684,115 0 128,340
PNM RES INC COM 69349H107 133,986 2,631,816 SH   DFND 2,5,6,8,11,12,13,20 2,373,449 1,065 257,302
POINTS INTL LTD COM NEW 730843208 293 23,699 SH   DFND 2,13 21,999 0 1,700
POLARIS INDS INC COM 731068102 462,627 5,070,994 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,743,015 53,882 274,097
POLARITYTE INC COM 731094108 1,033 181,313 SH   DFND 2,20 154,113 0 27,200
POLYONE CORP COM 73179P106 87,327 2,764,998 SH   DFND 2,5,6,8,11,20 2,305,656 1,060 458,282
POOL CORPORATION COM 73278L105 184,366 965,265 SH   DFND 2,5,6,8,11,13,19,20 912,303 829 52,133
POPULAR INC COM NEW 733174700 134,066 2,457,648 SH   DFND 2,5,8,12,13,20 2,324,227 1,367 132,054
PORTLAND GEN ELEC CO COM NEW 736508847 110,015 2,016,870 SH   DFND 2,5,8,12,13,20 1,724,191 1,400 291,279
PORTOLA PHARMACEUTICALS INC COM 737010108 97,972 3,611,197 SH   DFND 2,5,8,13,19,20 3,402,434 700 208,063
POSCO SPONSORED ADR 693483109 27,229 513,174 SH   DFND 2,5,19,20 501,948 0 11,226
ARBOR RLTY TR INC COM 038923108 7,086 584,644 SH   DFND 2,5,8,20 546,945 0 37,699
POST HLDGS INC COM 737446104 165,484 1,591,652 SH   DFND 2,5,6,8,11,13,20 1,508,429 1,423 81,800
POTBELLY CORP COM 73754Y100 2,399 471,277 SH   DFND 2,5,20 402,471 0 68,806
POTLATCHDELTIC CORPORATION COM 737630103 84,284 2,162,231 SH   DFND 2,5,6,8,11,19,20 1,894,702 653 266,876
POWELL INDS INC COM 739128106 9,683 254,814 SH   DFND 2,5,8,20 228,079 0 26,735
POWER INTEGRATIONS INC COM 739276103 72,478 903,938 SH   DFND 2,5,8,20 812,875 200 90,863
PPDAI GROUP INC SPONSORED ADR 69354V108 1,523 350,151 SH   DFND 2,5,20 350,151 0 0
PPG INDS INC COM 693506107 1,348,686 11,555,877 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,369,853 254,235 931,789
PPL CORP COM 69351T106 1,188,020 37,821,700 SH   DFND 2,5,6,8,10,11,12,13,19,20 34,005,289 516,297 3,300,114
PQ GROUP HLDGS INC COM 73943T103 11,386 718,369 SH   DFND 2,5,8,20 596,849 0 121,520
PRA GROUP INC COM 69354N106 38,111 1,354,327 SH   DFND 2,5,8,20 1,207,143 134 147,050
ARBUTUS BIOPHARMA CORP COM 03879J100 90 43,479 SH   DFND 2,20 43,479 0 0
PRA HEALTH SCIENCES INC COM 69354M108 139,951 1,411,505 SH   DFND 2,5,6,8,11,13,19,20 1,315,172 900 95,433
PRECISION BIOSCIENCES INC COM 74019P108 1,345 140,168 SH   DFND 2,20 140,168 0 0
PREFERRED APT CMNTYS INC COM 74039L103 13,470 885,989 SH   DFND 2,5,8,20 741,593 0 144,396
PREFERRED BK LOS ANGELES CA COM NEW 740367404 21,161 447,862 SH   DFND 2,5,8,20 405,944 0 41,918
PREFORMED LINE PRODS CO COM 740444104 2,866 51,443 SH   DFND 2,20 44,132 0 7,311
PREMIER FINL BANCORP INC COM 74050M105 2,915 194,311 SH   DFND 2,5,13,20 162,711 0 31,600
PREMIER INC CL A 74051N102 32,600 833,546 SH   DFND 2,5,8,13,20 761,491 0 72,055
PRESIDIO INC COM 74102M103 13,367 975,181 SH   DFND 2,5,8,20 836,040 0 139,141
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 66,843 2,109,943 SH   DFND 2,5,6,8,11,20 1,675,298 2,000 432,645
PRGX GLOBAL INC COM NEW 69357C503 2,151 320,021 SH   DFND 2,20 262,835 0 57,186
ARC DOCUMENT SOLUTIONS INC COM 00191G103 78 38,476 SH   DFND 20 38,476 0 0
PRICE T ROWE GROUP INC COM 74144T108 1,494,102 13,618,648 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,274,657 370,212 973,779
PRICELINE GRP INC COM 09857L108 3,576,954 1,908,004 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,684,129 49,691 174,184
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 44,598 31,052,000 SH   DFND 2,5 31,052,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 34,600 30,225,000 SH   DFND 2,5 30,225,000 0 0
PRICESMART INC COM 741511109 25,263 494,190 SH   DFND 2,5,8,20 423,308 65 70,817
PRIMEENERGY RESOURCES CORP COM 74158E104 815 6,125 SH   DFND 2,20 6,125 0 0
PRIMERICA INC COM 74164M108 148,784 1,240,381 SH   DFND 2,5,6,8,11,12,13,20 1,198,082 1,000 41,299
PRIMO WTR CORP COM 74165N105 7,887 641,224 SH   DFND 2,5,8,20 542,094 0 99,130
PRIMORIS SVCS CORP COM 74164F103 18,481 880,554 SH   DFND 2,5,8,20 738,925 1,300 140,329
PRINCIPAL FINL GROUP INC COM 74251V102 744,992 12,862,426 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,640,586 202,456 1,019,384
ARCBEST CORP COM 03937C105 24,490 871,217 SH   DFND 2,5,8,20 765,560 1,000 104,657
PRINCIPIA BIOPHARMA INC COM 74257L108 7,969 240,106 SH   DFND 2,5,20 212,206 0 27,900
PRIORITY TECHNOLOGY HLDGS IN COM 74275G107 346 58,559 SH   DFND 2,20 58,559 0 0
PROASSURANCE CORP COM 74267C106 68,813 1,890,217 SH   DFND 2,5,6,8,13,20 1,712,642 648 176,927
PROCTER AND GAMBLE CO COM 742718109 12,814,618 116,868,378 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 98,520,007 2,610,289 15,738,082
PROGENICS PHARMACEUTICALS IN COM 743187106 27,799 4,505,534 SH   DFND 2,5,8,20 4,248,501 0 257,033
PROGRESS SOFTWARE CORP COM 743312100 61,527 1,410,512 SH   DFND 2,5,8,10,20 1,242,358 0 168,154
PROGRESSIVE CORP OHIO COM 743315103 2,098,758 26,257,452 SH   DFND 2,5,6,8,10,11,12,13,19,20 23,110,440 762,344 2,384,668
PROLOGIS INC COM 74340W103 3,470,571 43,327,983 SH   DFND 2,5,6,8,10,11,12,13,19,20 39,200,788 603,500 3,523,695
PROOFPOINT INC COM 743424103 95,614 795,126 SH   DFND 2,5,8,13,19,20 726,949 500 67,677
PROPETRO HLDG CORP COM 74347M108 56,379 2,723,600 SH   DFND 2,5,8,20 2,470,985 0 252,615
ARCH CAP GROUP LTD ORD G0450A105 382,430 10,313,651 SH   DFND 2,5,6,8,10,12,13,19,20 9,014,921 280,711 1,018,019
PROQR THRAPEUTICS N V SHS EURO N71542109 994 109,260 SH   DFND 2,5,8,20 101,325 0 7,935
PROS HOLDINGS INC COM 74346Y103 43,874 693,550 SH   DFND 2,5,8,20 591,171 0 102,379
PROSPERITY BANCSHARES INC COM 743606105 152,846 2,297,972 SH   DFND 2,5,6,8,11,13,20 2,064,115 960 232,897
PROTAGONIST THERAPEUTICS INC COM 74366E102 3,181 262,710 SH   DFND 2,20 262,710 0 0
PROTECTIVE INS CORP CL B 74368L203 3,620 208,417 SH   DFND 2,5,20 177,036 775 30,606
PROTEOSTASIS THERAPEUTICS IN COM 74373B109 18 18,300 SH   DFND 20 18,300 0 0
PROTHENA CORP PLC SHS G72800108 14,602 1,381,412 SH   DFND 2,5,8,20 1,252,554 94 128,764
PROTO LABS INC COM 743713109 88,369 761,669 SH   DFND 2,5,8,20 674,472 300 86,897
PROVIDENCE SVC CORP COM 743815102 19,699 343,553 SH   DFND 2,5,8,20 306,166 0 37,387
PROVIDENT BANCORP INC COM 74383X109 2,474 88,387 SH   DFND 2,20 65,523 0 22,864
ARCH COAL INC CL A 039380407 56,854 603,486 SH   DFND 2,5,10,20 548,340 6,768 48,378
PROVIDENT FINL HLDGS INC COM 743868101 1,524 72,614 SH   DFND 2,13,20 70,814 0 1,800
PROVIDENT FINL SVCS INC COM 74386T105 44,233 1,824,051 SH   DFND 2,5,8,20 1,630,086 2,100 191,865
PRUDENTIAL BANCORP INC NEW COM 74431A101 2,470 130,555 SH   DFND 2,20 112,274 0 18,281
PRUDENTIAL FINL INC COM 744320102 1,929,311 19,102,089 SH   DFND 2,5,6,8,10,11,12,13,19,20 16,968,960 289,048 1,844,081
PRUDENTIAL PLC ADR 74435K204 309 7,060 SH   DFND 20 7,060 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 197,528 1,172,062 SH   DFND 2,5,6,8,10,11,20 1,076,740 5,148 90,174
PTC INC COM 69370C100 314,527 3,504,087 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,149,597 73,011 281,479
PTC THERAPEUTICS INC COM 69366J200 104,120 2,313,768 SH   DFND 2,5,8,20 2,133,799 0 179,969
PUBLIC STORAGE COM 74460D109 2,620,728 11,003,603 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,825,372 208,055 970,176
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 1,605,102 27,288,372 SH   DFND 2,5,6,8,10,11,12,13,19,20 23,955,032 614,907 2,718,433
ARCHER DANIELS MIDLAND CO COM 039483102 1,467,161 35,959,828 SH   DFND 2,5,6,8,10,11,12,13,19,20 32,416,947 632,881 2,910,000
PULSE BIOSCIENCES INC COM 74587B101 2,165 164,051 SH   DFND 2,5,20 141,093 0 22,958
PULTE GROUP INC COM 745867101 393,430 12,399,639 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,058,465 191,753 1,149,421
PUMA BIOTECHNOLOGY INC COM 74587V107 60,523 4,761,831 SH   DFND 2,5,8,13,20 4,665,216 1,000 95,615
PURE STORAGE INC CL A 74624M102 47,323 3,099,094 SH   DFND 2,5,8,19,20 2,368,727 2,000 728,367
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 16,464 17,200,000 SH   DFND 2,5 17,200,000 0 0
PURECYCLE CORP COM NEW 746228303 2,702 254,890 SH   DFND 2,20 215,728 0 39,162
PURPLE INNOVATION INC COM 74640Y106 547 81,051 SH   DFND 2,20 73,179 0 7,872
PVH CORP COM 693656100 340,334 3,596,089 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,998,100 57,892 540,097
PYXUS INTL INC COM 74737V106 2,135 140,486 SH   DFND 2,5,20 113,686 0 26,800
PZENA INVESTMENT MGMT INC CLASS A 74731Q103 2,677 311,633 SH   DFND 2,20 260,612 0 51,021
ARCHROCK INC COM 03957W106 43,147 4,070,508 SH   DFND 2,5,8,20 3,665,620 2,651 402,237
Q2 HLDGS INC COM 74736L109 72,480 949,182 SH   DFND 2,5,8,20 715,327 100 233,755
QAD INC CL A 74727D306 7,730 192,246 SH   DFND 2,5,8,20 161,467 0 30,779
QCR HOLDINGS INC COM 74727A104 11,376 325,702 SH   DFND 2,5,20 288,673 0 37,029
QEP RES INC COM 74733V100 86,366 11,945,464 SH   DFND 2,5,6,8,11,12,13,20 11,612,128 5,899 327,437
QIAGEN NV SHS NEW N72482123 86,735 2,138,962 SH   DFND 2,5,20 1,894,137 0 244,825
QIWI PLC SPON ADR REP B 74735M108 841 42,981 SH   DFND 2 42,981 0 0
QORVO INC COM 74736K101 351,114 5,271,185 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,510,284 84,702 676,199
QTS RLTY TR INC COM CL A 74736A103 113,982 2,446,213 SH   DFND 2,5,8,10,20 2,199,378 14,674 232,161
QUAD / GRAPHICS INC COM CL A 747301109 6,680 844,439 SH   DFND 2,5,8,20 741,784 0 102,655
QUAKER CHEM CORP COM 747316107 83,642 412,271 SH   DFND 2,5,8,20 344,704 108 67,459
ACADIA HEALTHCARE COMPANY IN COM 00404A109 82,855 2,370,666 SH   DFND 2,5,6,8,11,13,20 2,137,350 1,700 231,616
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 2,119 291,100 SH   DFND 5,20 291,100 0 0
QUALCOMM INC COM 747525103 3,785,353 49,761,446 SH   DFND 2,5,6,8,10,11,12,13,19,20 43,879,385 859,808 5,022,253
QUALYS INC COM 74758T303 91,224 1,047,587 SH   DFND 2,5,8,20 891,645 400 155,542
QUANEX BUILDING PRODUCTS COR COM 747619104 19,411 1,027,573 SH   DFND 2,5,8,20 921,420 2,705 103,448
QUANTA SVCS INC COM 74762E102 181,075 4,736,460 SH   DFND 2,5,6,8,10,11,12,13,20 4,331,543 3,418 401,499
QUANTERIX CORP COM 74766Q101 6,150 182,011 SH   DFND 2,5,20 154,980 0 27,031
QUDIAN INC ADR 747798106 1,711 227,192 SH   DFND 1,2,5,20 227,192 0 0
QUEST DIAGNOSTICS INC COM 74834L100 640,809 6,294,164 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 5,619,730 136,272 538,162
QUICKLOGIC CORP COM 74837P108 27 47,713 SH   DFND 20 47,713 0 0
QUIDEL CORP COM 74838J101 53,684 904,996 SH   DFND 2,5,8,20 792,583 705 111,708
QUINSTREET INC COM 74874Q100 19,726 1,244,546 SH   DFND 2,5,8,20 1,103,615 0 140,931
ARCOSA INC COM 039653100 56,306 1,496,312 SH   DFND 2,5,8,13,19,20 1,426,264 786 69,262
QUINTANA ENERGY SVCS INC COM 74875T103 46 28,500 SH   DFND 20 28,500 0 0
QUORUM HEALTH CORP COM 74909E106 28 20,327 SH   DFND 1,20 20,327 0 0
QUOTIENT LTD SHS G73268107 948 101,337 SH   DFND 2,8,20 101,337 0 0
QUOTIENT TECHNOLOGY INC COM 749119103 19,063 1,774,918 SH   DFND 2,5,8,20 1,515,344 0 259,574
QURATE RETAIL INC COM SER A 74915M100 136,469 11,014,444 SH   DFND 2,5,6,8,10,12,13,19,20 8,970,380 285,299 1,758,765
QUTOUTIAO INC ADS REP SHS A 74915J107 502 127,481 SH   DFND 2,5,19,20 127,481 0 0
R1 RCM INC COM 749397105 28,005 2,226,162 SH   DFND 2,5,8,20 1,892,304 0 333,858
RA PHARMACEUTICALS INC COM 74933V108 45,200 1,503,151 SH   DFND 2,5,8,20 1,408,957 0 94,194
RADIAN GROUP INC COM 750236101 126,496 5,535,919 SH   DFND 2,5,8,13,20 4,839,797 1,653 694,469
RADIANT LOGISTICS INC COM 75025X100 3,966 645,921 SH   DFND 2,20 533,967 0 111,954
ARCUS BIOSCIENCES INC COM 03969F109 4,858 611,113 SH   DFND 2,5,20 517,513 0 93,600
RADIUS HEALTH INC COM NEW 750469207 48,339 1,984,371 SH   DFND 2,5,8,20 1,841,678 0 142,693
RADNET INC COM 750491102 11,782 854,379 SH   DFND 2,5,8,20 724,996 0 129,383
RADWARE LTD ORD M81873107 6,386 258,212 SH   DFND 2,5,8,20 205,246 500 52,466
RAFAEL HLDGS INC COM CL B 75062E106 3,956 137,594 SH   DFND 2,5,20 137,594 0 0
RALPH LAUREN CORP CL A 751212101 310,709 2,719,186 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,190,043 58,415 470,728
RAMACO RES INC COM 75134P303 553 103,995 SH   DFND 2,20 88,357 0 15,638
RAMBUS INC DEL COM 750917106 44,853 3,725,314 SH   DFND 2,5,8,20 3,375,191 4,085 346,038
RANGE RES CORP COM 75281A109 88,770 12,717,814 SH   DFND 2,5,6,8,11,12,13,20 10,862,909 10,460 1,844,445
RAPID7 INC COM 753422104 57,170 988,420 SH   DFND 2,5,8,20 837,428 0 150,992
RAVEN INDS INC COM 754212108 37,187 1,036,440 SH   DFND 2,5,8,20 916,488 0 119,952
ARDAGH GROUP S A CL A L0223L101 3,552 202,943 SH   DFND 2,5,20 181,344 0 21,599
RAYMOND JAMES FINANCIAL INC COM 754730109 471,150 5,550,309 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,927,365 87,351 535,593
RAYONIER ADVANCED MATLS INC COM 75508B104 10,263 1,581,384 SH   DFND 2,5,8,20 1,403,511 1,704 176,169
RAYONIER INC COM 754907103 99,883 3,296,483 SH   DFND 2,5,6,8,11,12,13,19,20 3,139,088 1,214 156,181
RAYTHEON CO COM NEW 755111507 2,104,092 12,100,826 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 10,752,614 324,908 1,023,304
RBB BANCORP COM 74930B105 5,159 266,745 SH   DFND 2,5,20 199,499 0 67,246
RBC BEARINGS INC COM 75524B104 82,871 496,797 SH   DFND 2,5,8,20 417,657 200 78,940
RCI HOSPITALITY HLDGS INC COM 74934Q108 2,765 157,916 SH   DFND 2,5,20 128,884 0 29,032
RE MAX HLDGS INC CL A 75524W108 15,657 509,014 SH   DFND 2,5,8,20 448,031 0 60,983
READING INTERNATIONAL INC CL A 755408101 3,899 300,371 SH   DFND 2,5,20 252,344 0 48,027
READY CAP CORP COM 75574U101 11,782 771,316 SH   DFND 2,5,8,20 666,891 0 104,425
ARDELYX INC COM 039697107 2,341 870,406 SH   DFND 2,20 718,580 0 151,826
REALNETWORKS INC COM NEW 75605L708 58 30,599 SH   DFND 2,20 30,599 0 0
REALOGY HLDGS CORP COM 75605Y106 25,616 3,538,120 SH   DFND 2,5,8,12,13,20 3,376,532 1,100 160,488
REALPAGE INC COM 75606N109 61,758 1,049,408 SH   DFND 2,5,8,19,20 863,787 1,300 184,321
REALTY INCOME CORP COM 756109104 1,583,159 22,880,381 SH   DFND 2,5,6,8,10,11,12,13,19,20 20,906,782 282,030 1,691,569
REATA PHARMACEUTICALS INC CL A 75615P103 43,216 458,040 SH   DFND 2,5,8,20 390,634 0 67,406
RECRO PHARMA INC COM 75629F109 3,062 301,049 SH   DFND 2,20 263,353 0 37,696
RED HAT INC COM 756577102 1,319,496 7,027,566 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,200,652 178,810 648,104
RED LION HOTELS CORP COM 756764106 2,201 309,628 SH   DFND 2,20 263,318 0 46,310
RED ROBIN GOURMET BURGERS IN COM 75689M101 11,425 373,735 SH   DFND 2,5,8,20 332,454 601 40,680
RED ROCK RESORTS INC CL A 75700L108 30,520 1,420,859 SH   DFND 2,5,8,20 1,200,847 400 219,612
ARDMORE SHIPPING CORP COM Y0207T100 4,382 537,727 SH   DFND 2,5,20 445,290 0 92,437
REDFIN CORP COM 75737F108 30,180 1,678,550 SH   DFND 2,5,8,20 1,409,322 0 269,228
REDWOOD TR INC COM 758075402 48,298 2,921,854 SH   DFND 2,5,8,20 2,585,754 2,059 334,041
REEDS INC COM 758338107 47 12,500 SH   DFND 20 12,500 0 0
REGAL BELOIT CORP COM 758750103 90,969 1,109,240 SH   DFND 2,5,6,8,11,13,20 1,029,475 398 79,367
REGENCY CTRS CORP COM 758849103 804,747 12,057,940 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,004,492 143,205 910,243
REGENERON PHARMACEUTICALS COM 75886F107 1,086,996 3,472,832 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,048,859 84,019 339,954
REGENXBIO INC COM 75901B107 105,583 2,055,352 SH   DFND 2,5,8,13,20 1,945,582 0 109,770
REGIONAL MGMT CORP COM 75902K106 4,695 178,044 SH   DFND 2,5,20 149,073 0 28,971
REGIONS FINL CORP NEW COM 7591EP100 820,744 54,443,164 SH   DFND 2,5,6,8,10,11,12,13,19,20 49,125,839 827,738 4,489,587
REGIS CORP MINN COM 758932107 15,201 915,719 SH   DFND 2,5,8,20 805,577 2,156 107,986
ARENA PHARMACEUTICALS INC COM NEW 040047607 102,768 1,752,817 SH   DFND 2,5,8,20 1,589,316 1,190 162,311
REINSURANCE GRP OF AMERICA I COM NEW 759351604 379,807 2,434,193 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,198,699 63,638 171,856
RELIANCE STEEL & ALUMINUM CO COM 759509102 195,770 2,069,018 SH   DFND 2,5,6,8,10,11,12,13,20 1,973,215 1,452 94,351
RELIANT BANCORP INC COM 75956B101 4,033 170,682 SH   DFND 2,20 137,410 0 33,272
RELX PLC SPONSORED ADR 759530108 1,181 48,331 SH   DFND 1,20 48,331 0 0
REMARK HLDGS INC COM 75955K102 9 11,100 SH   DFND 20 11,100 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 404,941 2,274,821 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,091,603 22,975 160,243
RENASANT CORP COM 75970E107 52,178 1,451,816 SH   DFND 2,5,8,20 1,066,565 385 384,866
RENESOLA LTD SPONSORED ADS 75971T301 25 19,263 SH   DFND 2 19,263 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 29,088 1,834,024 SH   DFND 2,5,8,20 1,702,383 0 131,641
RENT A CTR INC NEW COM 76009N100 39,377 1,478,673 SH   DFND 2,5,8,20 1,312,931 2,030 163,712
ARES CAP CORP COM 04010L103 1,997 111,297 SH   DFND 20 88,914 0 22,383
REPLIGEN CORP COM 759916109 157,787 1,835,799 SH   DFND 2,5,8,20 1,574,865 1,100 259,834
REPLIMUNE GROUP INC COM 76029N106 2,540 173,281 SH   DFND 2,20 144,985 0 28,296
REPUBLIC BANCORP KY CL A 760281204 12,147 242,873 SH   DFND 2,5,8,20 211,567 666 30,640
REPUBLIC FIRST BANCORP INC COM 760416107 4,599 936,745 SH   DFND 2,5,20 794,163 0 142,582
REPUBLIC SVCS INC COM 760759100 936,229 10,760,135 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,279,941 211,800 1,268,394
RESIDEO TECHNOLOGIES INC COM 76118Y104 68,537 3,126,696 SH   DFND 1,2,5,6,8,11,12,13,20 3,011,615 6,644 108,437
RESMED INC COM 761152107 769,734 6,307,743 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,483,035 218,383 606,325
RESOLUTE FST PRODS INC COM 76117W109 2,422 336,374 SH   DFND 2,5,8,20 297,671 5,146 33,557
RESONANT INC COM 76118L102 39 16,391 SH   DFND 2,20 16,391 0 0
RESOURCES CONNECTION INC COM 76122Q105 19,245 1,202,075 SH   DFND 2,5,8,20 819,528 743 381,804
ARES CAP CORP NOTE 3.750% 2/0 04010LAT0 12,227 11,875,000 SH   DFND 2,5 11,875,000 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 2,578 36,810 SH   DFND 5,8,20 36,582 0 228
RESTORBIO INC COM 76133L103 2,090 204,936 SH   DFND 2,20 187,229 0 17,707
RETAIL OPPORTUNITY INVTS COR COM 76131N101 106,023 6,189,328 SH   DFND 2,5,8,10,20 5,591,152 32,054 566,122
RETAIL PPTYS AMER INC CL A 76131V202 101,984 8,551,450 SH   DFND 2,5,8,10,12,13,20 8,006,973 55,090 489,387
RETAIL VALUE INC COM 76133Q102 26,470 760,640 SH   DFND 2,5,8,10,13,20 719,700 4,031 36,909
RETRACTABLE TECHNOLOGIES INC COM 76129W105 8 11,683 SH   DFND 20 11,683 0 0
RETROPHIN INC COM 761299106 32,491 1,617,255 SH   DFND 2,5,8,20 1,486,707 0 130,548
REV GROUP INC COM 749527107 10,612 736,423 SH   DFND 2,5,8,20 652,768 0 83,655
REVANCE THERAPEUTICS INC COM 761330109 12,180 939,072 SH   DFND 2,5,8,20 796,672 0 142,400
REVLON INC CL A NEW 761525609 3,238 167,503 SH   DFND 2,5,20 133,020 0 34,483
ARES CAP CORP NOTE 4.625% 3/0 04010LAW3 11,746 11,250,000 SH   DFND 2,5 11,250,000 0 0
REX AMERICAN RESOURCES CORP COM 761624105 14,785 202,817 SH   DFND 2,5,6,8,20 184,382 0 18,435
REXFORD INDL RLTY INC COM 76169C100 184,003 4,538,011 SH   DFND 2,5,8,10,20 4,049,445 27,175 461,391
REXNORD CORP NEW COM 76169B102 65,652 2,172,465 SH   DFND 2,5,8,20 1,832,011 2,700 337,754
RGC RES INC COM 74955L103 3,403 111,506 SH   DFND 2,5,20 94,477 0 17,029
RH COM 74967X103 61,727 533,973 SH   DFND 2,5,8,13,20 462,207 300 71,466
RHYTHM PHARMACEUTICALS INC COM 76243J105 13,296 604,376 SH   DFND 2,5,8,20 542,517 0 61,859
RIBBON COMMUNICATIONS INC COM 762544104 5,333 1,090,625 SH   DFND 2,5,8,20 910,760 2,643 177,222
RIGEL PHARMACEUTICALS INC COM NEW 766559603 17,718 6,788,447 SH   DFND 2,5,20 6,233,220 0 555,227
RIGNET INC COM 766582100 2,597 257,686 SH   DFND 2,5,20 219,792 0 37,894
RIMINI STR INC DEL COM 76674Q107 1,350 254,780 SH   DFND 2,20 214,680 0 40,100
ACADIA PHARMACEUTICALS INC COM 004225108 124,157 4,644,863 SH   DFND 2,5,8,13,19,20 4,290,360 3,000 351,503
ARES COML REAL ESTATE CORP COM 04013V108 11,716 770,940 SH   DFND 2,5,20 688,086 0 82,854
RING ENERGY INC COM 76680V108 5,613 1,727,115 SH   DFND 2,5,20 1,537,466 0 189,649
RINGCENTRAL INC CL A 76680R206 105,611 918,998 SH   DFND 2,5,8,13,19,20 827,675 1,100 90,223
RINGCENTRAL INC NOTE 3/1 76680RAD9 20,426 13,625,000 SH   DFND 2,5 13,625,000 0 0
RIO TINTO PLC SPONSORED ADR 767204100 16,626 266,846 SH   DFND 1,20 266,846 0 0
RISE ED CAYMAN LTD SPONSORED ADR 76761L102 486 51,000 SH   DFND 5,20 51,000 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 12,289 369,924 SH   DFND 2,8,20 9,000 0 360,924
RITE AID CORP COM 767754872 12,930 1,614,241 SH   DFND 2,5,8,12,13,20 1,614,241 0 0
RIVERVIEW BANCORP INC COM 769397100 2,995 350,650 SH   DFND 2,13,20 250,387 0 100,263
RLI CORP COM 749607107 461,948 5,389,666 SH   DFND 2,5,8,12,20 2,336,522 2,860,999 192,145
RLJ LODGING TR COM 74965L101 122,269 6,769,024 SH   DFND 2,5,8,10,13,20 5,700,781 44,883 1,023,360
ARES MANAGEMENT CORPORATION CL A COM STK 03990B101 32,240 1,231,931 SH   DFND 2,5,8,20 1,219,758 0 12,173
RMR GROUP INC CL A 74967R106 6,850 145,817 SH   DFND 2,5,8,20 120,698 893 24,226
ROADRUNNER TRANSN SYS INC COM NEW 76973Q204 408 42,742 SH   DFND 2,20 42,742 0 0
ROAN RES INC CL A COM 769755109 1,285 738,243 SH   DFND 2,5,20 738,243 0 0
ROBERT HALF INTL INC COM 770323103 306,273 5,372,268 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,550,661 206,715 614,892
ROCKET PHARMACEUTICALS INC COM 77313F106 16,303 1,086,872 SH   DFND 2,5,8,20 1,002,952 0 83,920
ROCKWELL AUTOMATION INC COM 773903109 821,199 5,012,504 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 4,388,665 149,991 473,848
ROCKWELL MED INC COM 774374102 3,025 1,004,969 SH   DFND 2,5,8,20 872,430 0 132,539
ROCKY BRANDS INC COM 774515100 3,132 114,816 SH   DFND 2,20 93,216 0 21,600
ROGERS COMMUNICATIONS INC CL B 775109200 334 6,211 SH   DFND 2,20 6,211 0 0
ROGERS CORP COM 775133101 93,094 539,427 SH   DFND 2,5,8,20 479,337 168 59,922
ARGAN INC COM 04010E109 16,760 413,209 SH   DFND 2,5,8,20 368,656 0 44,553
ROKU INC COM CL A 77543R102 98,246 1,084,628 SH   DFND 2,5,8,13,20 1,020,500 0 64,128
ROLLINS INC COM 775711104 255,653 7,127,215 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,867,826 291,060 968,329
ROPER TECHNOLOGIES INC COM 776696106 1,584,394 4,325,872 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,879,509 71,981 374,382
ROSEHILL RES INC CL A 777385105 103 27,970 SH   DFND 2,20 21,124 0 6,846
ROSETTA STONE INC COM 777780107 10,631 464,652 SH   DFND 2,5,8,20 402,318 0 62,334
ROSS STORES INC COM 778296103 1,724,800 17,401,133 SH   DFND 2,5,6,8,10,11,12,13,19,20 15,319,637 606,623 1,474,873
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 922,124 7,565,377 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,758,271 129,373 677,733
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 2,177 33,460 SH   DFND 1,2,20 33,460 0 0
ROYAL GOLD INC COM 780287108 186,725 1,821,886 SH   DFND 2,5,6,8,11,13,19,20 1,737,922 1,299 82,665
RPC INC COM 749660106 14,312 1,985,021 SH   DFND 2,5,8,20 1,917,082 0 67,939
ARGENX SE SPONSORED ADR 04016X101 1,226 8,656 SH   DFND 1,13 7,456 0 1,200
RPM INTL INC COM 749685103 395,382 6,470,005 SH   DFND 2,5,6,8,11,12,13,19,20 6,275,079 1,449 193,477
RPT REALTY SH BEN INT 74971D101 54,515 4,422,654 SH   DFND 2,5,8,10,20 4,059,707 22,421 340,526
RTI INTL METALS INC COM 03965L100 570,109 22,080,114 SH   DFND 2,5,6,8,10,11,12,13,19,20 19,855,487 282,626 1,942,001
RTI INTL METALS INC NOTE 1.625%10/1 74973WAB3 12,256 12,055,000 SH   DFND 2,5 12,055,000 0 0
RTI SURGICAL HOLDINGS INC COM 74975N105 4,575 1,076,551 SH   DFND 2,5,20 912,562 0 163,989
RTW RETAILWINDS INC COM 74980D100 772 453,861 SH   DFND 2,5,20 371,161 0 82,700
RUBICON PROJ INC COM 78112V102 5,038 792,177 SH   DFND 2,5,20 792,177 0 0
RUBIUS THERAPEUTICS INC COM 78116T103 9,555 607,417 SH   DFND 2,5,8,20 509,422 0 97,995
RUDOLPH TECHNOLOGIES INC COM 781270103 28,496 1,031,341 SH   DFND 2,5,8,20 842,316 1,753 187,272
RUSH ENTERPRISES INC CL A 781846209 23,057 631,343 SH   DFND 2,5,8,10,20 540,889 1,100 89,354
ARGO GROUP INTL HLDGS LTD COM G0464B107 58,194 785,870 SH   DFND 2,5,8,20 675,219 217 110,434
RUSH ENTERPRISES INC CL B 781846308 3,801 102,990 SH   DFND 2,5,20 86,267 0 16,723
RUTHS HOSPITALITY GROUP INC COM 783332109 20,129 886,357 SH   DFND 2,5,8,20 748,563 0 137,794
RYANAIR HLDGS PLC SPONSORED ADS 783513203 4,378 68,255 SH   DFND 1,2,8,10,20 68,255 0 0
RYDER SYS INC COM 783549108 95,796 1,643,163 SH   DFND 2,5,6,8,11,12,13,20 1,572,633 831 69,699
RYERSON HLDG CORP COM 783754104 2,299 275,957 SH   DFND 2,5,20 235,431 0 40,526
RYMAN HOSPITALITY PPTYS INC COM 78377T107 164,296 2,004,424 SH   DFND 2,5,8,10,13,19,20 1,789,664 12,179 202,581
S & T BANCORP INC COM 783859101 37,998 1,013,824 SH   DFND 2,5,8,20 906,034 536 107,254
S&P GLOBAL INC COM 78409V104 2,770,895 12,164,253 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,925,155 201,613 1,037,485
SABINE ROYALTY TR UNIT BEN INT 785688102 652 13,543 SH   DFND 2 13,543 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 160,513 8,151,992 SH   DFND 2,5,6,8,10,11,20 7,340,366 47,083 764,543
ARISTA NETWORKS INC COM 040413106 538,668 2,074,832 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,827,675 54,829 192,328
SABRE CORP COM 78573M104 202,320 9,113,536 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,878,013 152,258 1,083,265
SACHEM CAP CORP COM 78590A109 57 10,700 SH   DFND 20 10,700 0 0
SAFE BULKERS INC COM Y7388L103 1,123 720,143 SH   DFND 2,20 602,397 0 117,746
SAFEGUARD SCIENTIFICS INC COM NEW 786449207 4,279 354,533 SH   DFND 2,5,20 299,480 0 55,053
SAFEHOLD INC COM 78645L100 4,627 152,467 SH   DFND 2,20 152,467 0 0
SAFETY INS GROUP INC COM 78648T100 43,965 462,157 SH   DFND 2,5,8,20 411,083 6,200 44,874
SAGA COMMUNICATIONS INC CL A NEW 786598300 2,003 63,512 SH   DFND 2,20 51,661 0 11,851
SAGE THERAPEUTICS INC COM 78667J108 174,935 955,461 SH   DFND 2,5,8,13,19,20 891,304 1,600 62,557
SAIA INC COM 78709Y105 52,995 819,464 SH   DFND 2,5,8,20 718,031 0 101,433
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 34,735 1,733,288 SH   DFND 2,5,8,20 1,465,769 0 267,519
ARLINGTON ASSET INVT CORP CL A NEW 041356205 4,932 716,902 SH   DFND 2,5,8,20 577,044 0 139,858
SALESFORCE COM INC COM 79466L302 4,691,099 30,917,415 SH   DFND 2,5,6,8,10,11,12,13,19,20 27,524,088 431,553 2,961,774
SALLY BEAUTY HLDGS INC COM 79546E104 59,984 4,496,582 SH   DFND 2,5,6,8,11,12,13,20 3,732,421 646 763,515
SANDERSON FARMS INC COM 800013104 144,072 1,055,008 SH   DFND 2,5,6,8,11,12,19,20 900,588 544 153,876
SANDRIDGE ENERGY INC COM NEW 80007P869 4,798 693,314 SH   DFND 2,5,20 567,795 0 125,519
SANDRIDGE PERMIAN TR COM UNIT BEN INT 80007A102 69 37,940 SH   DFND 2 37,940 0 0
SANDY SPRING BANCORP INC COM 800363103 31,300 897,365 SH   DFND 2,5,8,20 749,938 0 147,427
SANFILIPPO JOHN B & SON INC COM 800422107 20,425 256,307 SH   DFND 2,5,8,20 221,201 0 35,106
SANGAMO THERAPEUTICS INC COM 800677106 57,597 5,347,908 SH   DFND 2,5,8,20 4,983,856 100 363,952
SANMINA CORPORATION COM 801056102 62,596 2,067,248 SH   DFND 2,5,8,12,20 1,855,940 833 210,475
SANOFI SPONSORED ADR 80105N105 3,510 81,128 SH   DFND 1,2,20 81,128 0 0
ARLO TECHNOLOGIES INC COM 04206A101 8,263 2,060,721 SH   DFND 2,5,8,20 1,870,187 0 190,534
SANTANDER CONSUMER USA HDG I COM 80283M101 36,734 1,533,136 SH   DFND 2,5,8,12,13,19,20 1,406,516 0 126,620
SAP SE SPON ADR 803054204 647 4,727 SH   DFND 1,20 4,727 0 0
SAREPTA THERAPEUTICS INC COM 803607100 206,802 1,360,988 SH   DFND 2,5,8,13,19,20 1,267,773 2,300 90,915
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 38,476 17,273,000 SH   DFND 2,5 17,273,000 0 0
SASOL LTD SPONSORED ADR 803866300 8,159 328,320 SH   DFND 5,13,20 300,791 0 27,529
SAUL CTRS INC COM 804395101 29,477 525,152 SH   DFND 2,5,8,10,20 468,904 3,627 52,621
SAVARA INC COM 805111101 1,264 533,413 SH   DFND 2,20 448,433 0 84,980
SB ONE BANCORP COM 78413T103 2,951 132,056 SH   DFND 2,20 102,930 0 29,126
SBA COMMUNICATIONS CORP NEW CL A 78410G104 1,073,907 4,776,318 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,098,222 70,407 607,689
SCANSOURCE INC COM 806037107 27,033 830,248 SH   DFND 2,5,8,20 739,760 1,058 89,430
ARMADA HOFFLER PPTYS INC COM 04208T108 26,677 1,592,304 SH   DFND 2,5,8,20 1,407,258 0 185,046
SCHLUMBERGER LTD COM 806857108 2,765,273 68,756,396 SH   DFND 2,5,6,8,10,11,12,13,19,20 62,099,265 968,131 5,689,000
SCHNEIDER NATIONAL INC CL B 80689H102 14,822 810,190 SH   DFND 2,8,20 763,104 0 47,086
SCHNITZER STL INDS CL A 806882106 26,229 1,002,248 SH   DFND 2,5,8,20 903,891 314 98,043
SCHOLAR ROCK HLDG CORP COM 80706P103 4,456 280,964 SH   DFND 2,5,20 237,727 0 43,237
SCHOLASTIC CORP COM 807066105 29,274 880,671 SH   DFND 2,5,6,8,20 788,538 1,273 90,860
SCHWAB STRATEGIC TR INTRM TRM TRES 808524854 79,692 1,450,000 SH   DFND 2 1,450,000 0 0
SCHWAB STRATEGIC TR US REIT ETF 808524847 575 12,946 SH   DFND 1 12,946 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 31,389 946,017 SH   DFND 2,5,20 859,352 1,364 85,301
SCIENCE APPLICATNS INTL CP N COM 808625107 151,417 1,749,271 SH   DFND 1,2,5,6,8,11,13,20 1,557,747 833 190,691
SCIENTIFIC GAMES CORP COM 80874P109 34,398 1,735,535 SH   DFND 2,5,6,8,13,20 1,552,033 1,300 182,202
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 34,686 1,860,844 SH   DFND 2,5,6,8,20 1,659,118 1,237 200,489
SCORPIO BULKERS INC COM Y7546A122 4,353 946,292 SH   DFND 2,5,20 775,340 0 170,952
SCORPIO TANKERS INC SHS Y7542C130 22,740 770,309 SH   DFND 2,5,20 770,309 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 98,499 999,991 SH   DFND 2,5,6,8,11,13,20 947,555 385 52,051
SCRIPPS E W CO OHIO CL A NEW 811054402 23,709 1,550,595 SH   DFND 2,5,8,20 1,378,574 1,039 170,982
SEA LTD NOTE 2.250% 7/0 81141RAB6 23,296 12,725,000 SH   DFND 2 12,725,000 0 0
SEA LTD SPONSORED ADS 81141R100 3,995 120,268 SH   DFND 1,2,5,10 120,268 0 0
SEABOARD CORP COM 811543107 14,338 3,466 SH   DFND 2,5,8,13,20 3,116 12 338
SEACHANGE INTL INC COM 811699107 57 39,799 SH   DFND 20 39,799 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 42,440 1,668,251 SH   DFND 2,5,8,20 1,514,709 0 153,542
SEACOR HOLDINGS INC COM 811904101 26,515 558,084 SH   DFND 2,5,6,8,20 499,357 100 58,627
21VIANET GROUP INC SPONSORED ADS A 90138A103 2,667 342,343 SH   DFND 2,5,20 338,574 0 3,769
ACADIA RLTY TR COM SH BEN INT 004239109 121,600 4,398,581 SH   DFND 2,5,8,10,20 4,031,883 22,856 343,842
ARMSTRONG FLOORING INC COM 04238R106 4,750 482,276 SH   DFND 2,5,8,20 357,412 125 124,739
SEACOR MARINE HLDGS INC COM 78413P101 4,674 312,444 SH   DFND 2,5,20 267,442 0 45,002
SEADRILL LTD COM G7998G106 3,605 866,599 SH   DFND 2,5,20 866,599 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 516,284 10,812,588 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,171,527 287,970 1,353,091
SEALED AIR CORP NEW COM 81211K100 299,555 7,002,225 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,125,631 95,461 781,133
SEASPAN CORP SHS Y75638109 12,461 1,270,253 SH   DFND 2,5,8,13,20 903,160 0 367,093
SEASPINE HLDGS CORP COM 81255T108 3,596 271,432 SH   DFND 2,20 225,226 0 46,206
SEATTLE GENETICS INC COM 812578102 219,311 3,168,778 SH   DFND 2,5,6,8,10,12,13,19,20 2,789,574 59,342 319,862
SEAWORLD ENTMT INC COM 81282V100 36,122 1,165,223 SH   DFND 2,5,8,20 988,049 0 177,174
SECOND SIGHT MED PRODS INC COM 81362J100 17 21,233 SH   DFND 20 21,233 0 0
SECUREWORKS CORP CL A 81374A105 1,990 149,705 SH   DFND 2,20 131,872 0 17,833
ARMSTRONG WORLD INDS INC NEW COM 04247X102 75,892 780,778 SH   DFND 2,5,8,19,20 721,371 251 59,156
SEI INVESTMENTS CO COM 784117103 359,650 6,410,866 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,812,348 191,915 406,603
SELECT BANCORP INC NEW COM 81617L108 3,206 280,277 SH   DFND 2,20 241,677 0 38,600
SELECT ENERGY SVCS INC CL A COM 81617J301 14,927 1,285,737 SH   DFND 2,5,8,20 1,103,077 0 182,660
SELECT INTERIOR CONCEPTS INC CL A 816120307 1,970 265,775 SH   DFND 2,20 265,775 0 0
SELECT MED HLDGS CORP COM 81619Q105 55,064 3,469,664 SH   DFND 2,5,8,20 3,072,399 0 397,265
SELECT SECTOR SPDR TR RL EST SEL SEC 81369Y860 1,364 37,107 SH   DFND 2 37,107 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 118,647 2,043,169 SH   DFND 1,2,20 2,043,169 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 123,852 1,336,921 SH   DFND 1,2,20 1,336,921 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 123,758 1,598,528 SH   DFND 1,2,20 1,598,528 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 3,745 47,988 SH   DFND 2 47,988 0 0
ARQULE INC COM 04269E107 41,715 3,788,863 SH   DFND 2,5,8,20 3,459,159 0 329,704
SELECTA BIOSCIENCES INC COM 816212104 37 20,682 SH   DFND 2,20 20,682 0 0
SELECTIVE INS GROUP INC COM 816300107 140,415 1,874,956 SH   DFND 2,5,8,12,13,20 1,687,611 741 186,604
SEMGROUP CORP CL A 81663A105 21,720 1,810,035 SH   DFND 2,5,8,19,20 1,542,442 2,200 265,393
SEMPRA ENERGY 6% PFD CONV A 816851406 49,244 440,150 SH   DFND 2 440,150 0 0
SEMPRA ENERGY 6.75% CNV PFD B 816851505 16,543 148,000 SH   DFND 2 148,000 0 0
SEMPRA ENERGY COM 816851109 1,954,585 14,221,369 SH   DFND 2,5,6,8,10,11,12,13,19,20 13,022,800 165,779 1,032,790
SEMTECH CORP COM 816850101 116,952 2,433,965 SH   DFND 2,5,6,8,11,13,19,20 2,090,968 451 342,546
SENECA FOODS CORP NEW CL A 817070501 5,475 196,732 SH   DFND 2,5,20 172,723 0 24,009
SENIOR HSG PPTYS TR SH BEN INT 81721M109 115,666 13,986,168 SH   DFND 2,5,6,8,10,11,12,13,20 13,368,239 60,671 557,258
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 169,427 3,457,686 SH   DFND 2,5,6,8,10,12,13,19,20 2,922,505 112,188 422,993
ARRAY BIOPHARMA INC COM 04269X105 301,608 6,509,988 SH   DFND 2,5,8,13,20 5,783,116 2,500 724,372
SENSEONICS HLDGS INC COM 81727U105 3,705 1,815,937 SH   DFND 2,5,20 1,599,297 0 216,640
SENSIENT TECHNOLOGIES CORP COM 81725T100 114,233 1,554,608 SH   DFND 2,5,6,8,11,13,19,20 1,235,537 760 318,311
SEQUENTIAL BRNDS GROUP INC N COM 81734P107 29 52,924 SH   DFND 2,20 52,924 0 0
SERES THERAPEUTICS INC COM 81750R102 1,478 458,976 SH   DFND 2,5,20 402,985 0 55,991
SERITAGE GROWTH PPTYS CL A 81752R100 60,035 1,397,463 SH   DFND 2,5,8,10,20 1,252,534 7,600 137,329
SERVICE CORP INTL COM 817565104 210,214 4,493,669 SH   DFND 2,5,6,8,11,13,20 4,266,638 2,037 224,994
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 88,526 1,699,486 SH   DFND 2,5,8,12,13,19,20 1,529,437 2,100 167,949
SERVICENOW INC COM 81762P102 1,101,022 4,009,988 SH   DFND 2,5,6,8,10,12,13,19,20 3,519,351 98,291 392,346
SERVICENOW INC NOTE 6/0 81762PAC6 49,987 24,225,000 SH   DFND 2,5 24,225,000 0 0
SERVICESOURCE INTL INC COM 81763U100 38 40,399 SH   DFND 20 40,399 0 0
ARROW ELECTRS INC COM 042735100 280,286 3,932,735 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,902,037 199,335 831,363
SERVISFIRST BANCSHARES INC COM 81768T108 51,035 1,483,226 SH   DFND 2,5,8,20 1,329,886 0 153,340
SHAKE SHACK INC CL A 819047101 54,265 751,587 SH   DFND 2,5,8,20 665,308 0 86,279
SHARPSPRING INC COM 820054104 2,039 156,959 SH   DFND 2,20 156,959 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 38,664 1,003,734 SH   DFND 2,5,8,20 852,916 0 150,818
SHERWIN WILLIAMS CO COM 824348106 1,673,352 3,651,294 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,246,016 45,619 359,659
SHILOH INDS INC COM 824543102 149 30,665 SH   DFND 2,20 30,665 0 0
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 1,194 30,706 SH   DFND 2,5,20 30,706 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 19,854 1,587,087 SH   DFND 2,5,10,20 1,327,667 0 259,420
SHOCKWAVE MED INC COM 82489T104 6,048 105,943 SH   DFND 2,5,20 105,943 0 0
SHOE CARNIVAL INC COM 824889109 9,010 326,449 SH   DFND 2,5,8,20 287,254 0 39,195
ARROW FINL CORP COM 042744102 10,079 290,209 SH   DFND 2,5,8,20 249,787 51 40,371
SHOPIFY INC CL A 82509L107 2,730 9,094 SH   DFND 2,8,20 9,094 0 0
SHORE BANCSHARES INC COM 825107105 4,575 279,986 SH   DFND 2,5,13,20 226,318 0 53,668
SHOTSPOTTER INC COM 82536T107 6,894 155,980 SH   DFND 2,5,8,20 132,388 0 23,592
SHUTTERFLY INC COM 82568P304 53,857 1,065,416 SH   DFND 2,5,8,13,20 950,870 400 114,146
SHUTTERSTOCK INC COM 825690100 23,379 596,548 SH   DFND 2,5,8,20 535,344 0 61,204
SI BONE INC COM 825704109 5,082 249,832 SH   DFND 2,5,20 212,802 0 37,030
SIEBERT FINL CORP COM 826176109 997 110,796 SH   DFND 2,20 94,319 0 16,477
SIENTRA INC COM 82621J105 2,474 401,549 SH   DFND 2,5,20 328,758 0 72,791
SIERRA BANCORP COM 82620P102 6,852 252,638 SH   DFND 2,5,20 210,520 0 42,118
SIGA TECHNOLOGIES INC COM 826917106 5,615 988,615 SH   DFND 2,5,20 816,673 0 171,942
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 125,280 4,727,535 SH   DFND 2,5,8,20 4,428,460 0 299,075
SIGNATURE BK NEW YORK N Y COM 82669G104 287,438 2,378,668 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,209,456 32,474 136,738
SIGNET JEWELERS LIMITED SHS G81276100 33,587 1,878,468 SH   DFND 2,5,6,8,11,12,13,19,20 1,692,700 2,709 183,059
SILGAN HOLDINGS INC COM 827048109 65,266 2,132,862 SH   DFND 2,5,6,8,11,13,20 2,034,845 2,484 95,533
SILICOM LTD ORD M84116108 238 7,280 SH   DFND 2 7,280 0 0
SILICON LABORATORIES INC COM 826919102 151,660 1,466,730 SH   DFND 2,5,6,8,11,13,19,20 1,325,613 505 140,612
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 14,647 11,750,000 SH   DFND 2,5 11,750,000 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 1,072 24,150 SH   DFND 2,10,19 24,150 0 0
SILK ROAD MEDICAL INC COM 82710M100 4,985 102,863 SH   DFND 2,5,20 102,863 0 0
SILVERBOW RES INC COM 82836G102 1,827 131,942 SH   DFND 2,20 111,934 0 20,008
SILVERCREST ASSET MGMT GROUP CL A 828359109 1,567 111,660 SH   DFND 2,20 90,610 0 21,050
ARTESIAN RESOURCES CORP CL A 043113208 6,197 166,709 SH   DFND 2,5,13,20 138,319 0 28,390
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 84,286 3,599,398 SH   DFND 2,5,8,20 3,263,366 2,400 333,632
SIMON PPTY GROUP INC NEW COM 828806109 3,493,502 21,867,187 SH   DFND 2,5,6,8,10,11,12,13,19,20 19,769,976 308,317 1,788,894
SIMPLY GOOD FOODS CO COM 82900L102 37,799 1,569,710 SH   DFND 2,5,8,20 1,131,711 0 437,999
SIMPSON MANUFACTURING CO INC COM 829073105 82,304 1,238,394 SH   DFND 2,5,8,20 1,093,332 180 144,882
SIMULATIONS PLUS INC COM 829214105 5,918 207,200 SH   DFND 2,5,20 179,387 0 27,813
SINA CORP ORD G81477104 58,031 1,345,499 SH   DFND 2,5,8,10,11,12,13,19,20 1,078,880 39,700 226,919
SINCLAIR BROADCAST GROUP INC CL A 829226109 47,763 890,594 SH   DFND 2,5,8,20 816,579 10,238 63,777
SINOVAC BIOTECH LTD SHS P8696W104 1,041 160,875 SH   DFND 2 160,875 0 0
SIRIUS XM HLDGS INC COM 82968B103 222,437 39,863,307 SH   DFND 2,5,6,8,10,12,13,19,20 32,658,341 1,102,823 6,102,143
SITE CENTERS CORP COM 82981J109 76,939 5,725,290 SH   DFND 2,5,8,10,12,13,20 5,356,010 40,541 328,739
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 28,773 1,045,527 SH   DFND 2,5,8,20 888,590 100 156,837
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 57,019 822,784 SH   DFND 2,5,8,19,20 693,765 300 128,719
SITO MOBILE LTD COM NEW 82988R203 10 13,300 SH   DFND 20 13,300 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 90,433 1,820,320 SH   DFND 2,5,6,8,11,13,20 1,717,189 11,600 91,531
SJW GROUP COM 784305104 31,972 526,113 SH   DFND 2,5,8,19,20 443,267 0 82,846
SK TELECOM LTD SPONSORED ADR 78440P108 6,649 268,640 SH   DFND 2,5,10,20 266,432 0 2,208
SKECHERS U S A INC CL A 830566105 165,414 5,252,907 SH   DFND 2,5,6,8,11,12,13,19,20 5,086,381 1,336 165,190
SKYLINE CHAMPION CORPORATION COM 830830105 32,058 1,170,861 SH   DFND 2,5,8,20 1,013,621 0 157,240
SKYWEST INC COM 830879102 95,498 1,570,977 SH   DFND 2,5,8,10,13,20 1,404,561 6,182 160,234
SKYWORKS SOLUTIONS INC COM 83088M102 590,476 7,641,718 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,732,489 251,867 657,362
SL GREEN RLTY CORP COM 78440X101 504,366 6,211,239 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,651,230 83,546 476,463
ARVINAS INC COM 04335A105 6,785 308,572 SH   DFND 2,5,20 271,772 0 36,800
SLEEP NUMBER CORP COM 83125X103 37,101 918,579 SH   DFND 2,5,8,20 813,907 0 104,672
SLM CORP COM 78442P106 107,055 11,013,885 SH   DFND 1,2,5,6,8,11,12,13,20 10,097,137 5,927 910,821
SM ENERGY CO COM 78454L100 86,676 6,923,026 SH   DFND 2,5,6,8,11,12,13,20 6,530,690 2,492 389,844
SMART GLOBAL HLDGS INC SHS G8232Y101 7,701 334,959 SH   DFND 2,5,20 296,075 0 38,884
SMART SAND INC COM 83191H107 882 361,448 SH   DFND 2,20 303,934 0 57,514
SMARTFINANCIAL INC COM NEW 83190L208 4,208 194,010 SH   DFND 2,20 158,191 0 35,819
SMARTSHEET INC COM CL A 83200N103 49,318 1,018,969 SH   DFND 2,5,8,20 1,018,969 0 0
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 5,797 133,131 SH   DFND 1,2,20 133,131 0 0
SMITH A O CORP COM 831865209 408,304 8,657,849 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,933,166 152,337 572,346
SMUCKER J M CO COM NEW 832696405 883,113 7,666,575 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,965,566 86,412 614,597
ACCELERATE DIAGNOSTICS INC COM 00430H102 12,651 552,913 SH   DFND 2,5,8,20 473,525 0 79,388
ASBURY AUTOMOTIVE GROUP INC COM 043436104 52,306 620,182 SH   DFND 2,5,8,12,20 557,434 759 61,989
SNAP INC CL A 83304A106 101,502 7,098,033 SH   DFND 2,5,6,8,10,12,13,19,20 7,084,633 0 13,400
SNAP ON INC COM 833034101 415,667 2,509,462 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,170,677 76,328 262,457
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 23,901 768,274 SH   DFND 2,5,8,13,19,20 765,267 0 3,007
SOGOU INC ADR REPSTG A 83409V104 54 13,273 SH   DFND 2 13,273 0 0
SOHU COM LTD SPONSORED ADS 83410S108 2,481 177,184 SH   DFND 1,2,5,20 173,917 700 2,567
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 17,432 18,007,000 SH   DFND 2,5 18,007,000 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 31,541 504,976 SH   DFND 2,5,8,20 496,876 0 8,100
SOLARIS OILFIELD INFRSTR INC COM CL A 83418M103 11,363 758,550 SH   DFND 2,5,8,20 672,960 0 85,590
SOLARWINDS CORP COM 83417Q105 6,837 372,809 SH   DFND 2,20 347,324 0 25,485
SOLID BIOSCIENCES INC COM 83422E105 1,474 256,290 SH   DFND 2,5,8,20 219,940 0 36,350
ASCENA RETAIL GROUP INC COM 04351G101 2,981 4,886,334 SH   DFND 2,5,20 4,373,152 0 513,182
SOLITARIO ZINC CORP COM 8342EP107 4 11,586 SH   DFND 20 11,586 0 0
SOLITON INC COM 834251100 262 22,427 SH   DFND 2,20 22,427 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 21,552 918,753 SH   DFND 2,5,8,20 838,345 1,513 78,895
SONIM TECHNOLOGIES INC COM 83548F101 299 33,443 SH   DFND 2,20 33,443 0 0
SONOCO PRODS CO COM 835495102 414,328 6,341,101 SH   DFND 2,5,6,8,11,12,13,19,20 6,193,054 1,764 146,283
SONOS INC COM 83570H108 12,364 1,090,329 SH   DFND 2,5,20 890,729 0 199,600
SONY CORP SPONSORED ADR 835699307 363 6,927 SH   DFND 2,20 6,927 0 0
SORRENTO THERAPEUTICS INC COM NEW 83587F202 6,072 2,274,194 SH   DFND 2,5,8,20 1,899,984 0 374,210
SOTHEBYS COM 835898107 62,952 1,082,959 SH   DFND 2,5,6,8,11,20 974,630 84 108,245
SOUTH JERSEY INDS INC COM 838518108 94,192 2,769,384 SH   DFND 2,5,8,12,20 2,409,478 2,476 357,430
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 1,036 9,000 SH   DFND 2,5,20 9,000 0 0
SOUTH PLAINS FINANCIAL INC COM 83946P107 350 30,500 SH   DFND 2,20 30,500 0 0
SOUTH ST CORP COM 840441109 73,202 993,647 SH   DFND 2,5,8,20 876,917 600 116,130
SOUTHERN CO COM 842587107 2,934,116 53,077,360 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 48,017,947 588,096 4,471,317
SOUTHERN COPPER CORP COM 84265V105 159,137 4,096,187 SH   DFND 2,5,8,10,12,13,19,20 2,184,295 48,876 1,863,016
SOUTHERN FIRST BANCSHARES IN COM 842873101 4,177 106,670 SH   DFND 2,5,20 90,262 0 16,408
SOUTHERN MO BANCORP INC COM 843380106 5,328 152,979 SH   DFND 2,20 116,204 0 36,775
SOUTHERN NATL BANCORP OF VA COM 843395104 6,344 414,393 SH   DFND 2,20 326,883 0 87,510
SOUTHSIDE BANCSHARES INC COM 84470P109 34,025 1,050,788 SH   DFND 2,5,8,20 949,759 0 101,029
SOUTHWEST AIRLS CO COM 844741108 2,077,015 40,902,229 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 39,187,066 197,982 1,517,181
SOUTHWEST GAS HOLDINGS INC COM 844895102 155,070 1,730,311 SH   DFND 2,5,6,8,11,13,19,20 1,558,278 773 171,260
ASE TECHNOLOGY HOLDING CO LT SPONSORED ADS 00215W100 289 73,165 SH   DFND 5,20 73,165 0 0
SOUTHWESTERN ENERGY CO COM 845467109 92,900 29,398,703 SH   DFND 2,5,6,11,13,20 27,553,826 13,572 1,831,305
SP PLUS CORP COM 78469C103 15,270 478,233 SH   DFND 2,5,8,20 406,478 0 71,755
SPARK ENERGY INC CL A COM 846511103 2,357 210,676 SH   DFND 2,5,20 181,715 0 28,961
SPARK THERAPEUTICS INC COM 84652J103 133,537 1,304,325 SH   DFND 2,5,8,13,20 1,191,626 100 112,599
SPARTAN MTRS INC COM 846819100 6,990 637,812 SH   DFND 2,5,8,20 546,914 0 90,898
SPARTANNASH CO COM 847215100 16,236 1,391,236 SH   DFND 2,5,8,20 1,131,652 1,026 258,558
SPDR GOLD TRUST GOLD SHS 78463V107 47,838 359,146 SH   DFND 1,5,10,19,20 194,808 0 164,338
SPDR INDEX SHS FDS DJ GLB RL ES ETF 78463X749 138,849 2,782,536 SH   DFND 1,2,5 2,775,491 37 7,008
SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 117,396 3,029,575 SH   DFND 1,2,20 3,012,044 4,992 12,539
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 4,963 129,580 SH   DFND 10 0 0 129,580
ASGN INC COM 00191U102 101,550 1,675,749 SH   DFND 2,5,6,8,11,13,20 1,493,346 476 181,927
SPDR INDEX SHS FDS GLB NAT RESRCE 78463X541 296 6,462 SH   DFND 1 6,462 0 0
SPDR INDEX SHS FDS LOW CARBON ETF 78463X194 39,081 426,100 SH   DFND 10 0 0 426,100
SPDR INDEX SHS FDS MSCI ACWI EXUS 78463X848 24,045 655,704 SH   DFND 1 653,548 0 2,156
SPDR INDEX SHS FDS PORTFOLIO DEVLPD 78463X889 133,938 4,439,682 SH   DFND 2,12,20 473,234 0 3,966,448
SPDR INDEX SHS FDS PORTFOLIO EMG MK 78463X509 70,822 1,958,796 SH   DFND 2,5,12,19 771,438 0 1,187,358
SPDR INDEX SHS FDS S&P GBLINF ETF 78463X855 4,539 85,436 SH   DFND 5 85,436 0 0
SPDR INDEX SHS FDS S&P GLBDIV ETF 78463X459 9,010 133,500 SH   DFND 10 0 0 133,500
SPDR INDEX SHS FDS S&P INTL ETF 78463X772 445 11,302 SH   DFND 1 7,028 0 4,274
SPDR INDEX SHS FDS S&P INTL SMLCP 78463X871 101,809 3,365,496 SH   DFND 1,2,19,20 3,169,467 39,353 156,676
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,293,615 4,396,104 SH   DFND 1,2,10,12,20 3,495,217 1,519 899,368
ASHFORD HOSPITALITY TR INC COM SHS 044103109 9,527 3,144,819 SH   DFND 2,5,8,20 2,831,413 3,161 310,245
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 49,734 140,094 SH   DFND 1,20 94,441 1,692 43,961
SPDR SERIES TRUST BLMBRG BRC INTRM 78464A672 4,715 76,290 SH   DFND 1,2 76,290 0 0
SPDR SERIES TRUST BLOMBERG 1 10 YR 78468R861 265,829 13,573,083 SH   DFND 2 13,573,083 0 0
SPDR SERIES TRUST BLOMBERG BRC INV 78468R200 19,585 637,310 SH   DFND 20 0 0 637,310
SPDR SERIES TRUST BLOMBERG INTL TR 78464A516 7,456 257,829 SH   DFND 1,20 16,826 0 241,003
SPDR SERIES TRUST BLOMBRG BRC EMRG 78464A391 3,999 143,741 SH   DFND 1 143,741 0 0
SPDR SERIES TRUST BLOMBRG BRC INTL 78464A151 3,348 97,913 SH   DFND 1,20 6,404 0 91,509
SPDR SERIES TRUST BLOMBRG BRC MRTG 78464A383 3,560 136,205 SH   DFND 2 136,205 0 0
SPDR SERIES TRUST BLOMBRG BRC TIPS 78464A656 272,481 4,814,996 SH   DFND 1,2,20 2,677,753 0 2,137,243
SPDR SERIES TRUST BLOOMBERG BRCLYS 78468R622 1,187,256 10,898,258 SH   DFND 2,5,8,12,19,20 10,898,258 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 142,000 1,775,672 SH   DFND 2,5,6,8,11,12,13,19,20 1,530,148 599 244,925
SPDR SERIES TRUST BLOOMBERG SRT TR 78468R408 7,361 270,344 SH   DFND 20 0 0 270,344
SPDR SERIES TRUST DJ REIT ETF 78464A607 167,866 1,699,049 SH   DFND 1,2,20 1,251,520 15,236 432,293
SPDR SERIES TRUST FTSE INT GVT ETF 78464A490 50,268 904,427 SH   DFND 2,20 593,114 0 311,313
SPDR SERIES TRUST ICE BOFAML BHYB 78468R606 3,491 133,500 SH   DFND 10 0 0 133,500
SPDR SERIES TRUST NUVEEN BRC MUNIC 78468R721 27,762 553,691 SH   DFND 2 553,691 0 0
SPDR SERIES TRUST PORTFOLIO AGRGTE 78464A649 344,106 11,796,561 SH   DFND 1,2,20 22,691 7,709 11,766,161
SPDR SERIES TRUST PORTFOLIO INTRMD 78464A375 52,874 1,513,715 SH   DFND 1,2,12 1,404,681 107,803 1,231
SPDR SERIES TRUST PORTFOLIO LN COR 78464A367 35,957 1,250,673 SH   DFND 2,20 114,074 0 1,136,599
SPDR SERIES TRUST PORTFOLIO LN TSR 78464A664 513,030 13,444,180 SH   DFND 2,20 12,807,647 0 636,533
SPDR SERIES TRUST PORTFOLIO SH TSR 78468R101 82,834 2,761,136 SH   DFND 1,2 2,761,136 0 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 5,228 25,141 SH   DFND 5,20 25,098 43 0
SPDR SERIES TRUST PORTFOLIO SHORT 78464A474 257,063 8,351,639 SH   DFND 1,2,20 861,987 0 7,489,652
SPDR SERIES TRUST S&P 600 SML CAP 78464A813 35,898 530,797 SH   DFND 2,20 0 0 530,797
SPDR SERIES TRUST S&P DIVID ETF 78464A763 8,761 86,849 SH   DFND 1 81,948 0 4,901
SPDR SERIES TRUST S&P REGL BKG 78464A698 1,001 18,744 SH   DFND 20 18,744 0 0
SPDR SERIES TRUST SPDR BLOOMBERG 78468R663 11,656 127,233 SH   DFND 2,12 127,233 0 0
SPDR SERIES TRUST WELLS FG PFD ETF 78464A292 855 19,791 SH   DFND 1 19,791 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 31,166 579,616 SH   DFND 2,5,8,12,13,20 526,601 1,683 51,332
SPECTRUM PHARMACEUTICALS INC COM 84763A108 44,008 5,111,276 SH   DFND 2,5,8,20 4,749,178 0 362,098
SPEEDWAY MOTORSPORTS INC COM 847788106 6,787 365,891 SH   DFND 2,5,20 325,315 0 40,576
SPERO THERAPEUTICS INC COM 84833T103 1,951 169,531 SH   DFND 2,20 154,731 0 14,800
ASPEN AEROGELS INC COM 04523Y105 88 12,305 SH   DFND 2,20 12,305 0 0
SPIRE INC COM 84857L101 141,261 1,671,738 SH   DFND 2,5,6,8,11,13,19,20 1,486,868 1,239 183,631
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 283,775 3,482,697 SH   DFND 2,5,6,8,10,12,13,19,20 2,878,605 140,375 463,717
SPIRIT AIRLS INC COM 848577102 66,555 1,394,404 SH   DFND 2,5,8,13,20 1,181,055 0 213,349
SPIRIT MTA REIT COM SHS BEN IN 84861U105 8,034 927,451 SH   DFND 2,5,8,13,20 754,890 380 172,181
SPIRIT OF TEX BANCSHARES INC COM 84861D103 4,514 200,642 SH   DFND 2,20 162,221 0 38,421
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 101,060 2,335,330 SH   DFND 2,5,8,10,12,13,20 2,105,749 22,853 206,728
SPLUNK INC COM 848637104 388,850 3,092,246 SH   DFND 2,5,6,8,10,12,13,19,20 2,674,773 76,861 340,612
SPOK HLDGS INC COM 84863T106 9,047 601,505 SH   DFND 2,5,8,20 540,519 2,501 58,485
SPORTSMANS WHSE HLDGS INC COM 84920Y106 2,418 639,573 SH   DFND 2,5,20 541,196 0 98,377
SPOTIFY TECHNOLOGY S A SHS L8681T102 169,997 1,162,614 SH   DFND 2,5,8,10,12,13,19,20 1,161,614 0 1,000
ASPEN TECHNOLOGY INC COM 045327103 117,799 947,854 SH   DFND 2,5,8,13,19,20 854,301 1,368 92,185
SPRING BK PHARMACEUTICALS IN COM 849431101 47 12,720 SH   DFND 2,20 12,720 0 0
SPRINT CORPORATION COM 85207U105 113,216 17,232,297 SH   DFND 2,5,6,8,10,12,13,19,20 14,010,562 427,177 2,794,558
SPROUTS FMRS MKT INC COM 85208M102 61,775 3,270,252 SH   DFND 2,5,6,8,11,12,13,19,20 3,072,480 900 196,872
SPS COMMERCE INC COM 78463M107 54,065 528,963 SH   DFND 2,5,8,13,20 468,536 600 59,827
SPX CORP COM 784635104 41,976 1,271,223 SH   DFND 2,5,8,20 1,128,802 951 141,470
SPX FLOW INC COM 78469X107 51,486 1,229,955 SH   DFND 2,5,8,12,20 1,090,102 951 138,902
SQUARE INC CL A 852234103 506,662 6,985,554 SH   DFND 2,5,6,8,10,12,13,19,20 6,049,391 195,012 741,151
SQUARE INC NOTE 0.500% 5/1 852234AD5 27,670 23,125,000 SH   DFND 2 23,125,000 0 0
SRC ENERGY INC COM 78470V108 55,697 11,229,191 SH   DFND 2,5,20 10,517,507 3,100 708,584
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 266,604 4,627,744 SH   DFND 2,5,6,8,10,12,13,19,20 3,945,963 113,630 568,151
ACCELERON PHARMA INC COM 00434H108 63,519 1,546,223 SH   DFND 2,5,8,20 1,402,516 0 143,707
ASSEMBLY BIOSCIENCES INC COM 045396108 6,028 446,877 SH   DFND 2,5,8,20 383,949 0 62,928
SSGA ACTIVE ETF TR BLKSTN GSOSRLN 78467V608 31,181 674,625 SH   DFND 2,10 570,825 0 103,800
SSGA ACTIVE ETF TR INCOM ALLO ETF 78467V202 57,996 1,742,144 SH   DFND 1 1,636,395 55,995 49,754
SSGA ACTIVE ETF TR MULT ASS RLRTN 78467V103 768 30,422 SH   DFND 1 30,422 0 0
ST JOE CO COM 790148100 13,876 803,003 SH   DFND 2,5,8,20 680,197 0 122,806
STAAR SURGICAL CO COM PAR $0.01 852312305 36,061 1,227,405 SH   DFND 2,5,8,20 1,083,053 2,097 142,255
STAG INDL INC COM 85254J102 121,088 3,990,065 SH   DFND 2,5,8,10,20 3,428,373 32,113 529,579
STAGE STORES INC COM NEW 85254C305 12 15,674 SH   DFND 20 15,674 0 0
STAMPS COM INC COM NEW 852857200 26,958 595,502 SH   DFND 2,5,8,13,19,20 540,230 200 55,072
STANDARD DIVERSIFIED INC COM CL A 85336L109 342 17,917 SH   DFND 2 17,917 0 0
STANDARD MTR PRODS INC COM 853666105 30,217 666,452 SH   DFND 2,5,8,20 541,510 800 124,142
ASSERTIO THERAPEUTICS INC COM 04545L107 7,738 2,242,790 SH   DFND 2,5,8,20 1,963,160 2,200 277,430
STANDEX INTL CORP COM 854231107 31,046 424,474 SH   DFND 2,5,8,20 327,494 14 96,966
STANLEY BLACK & DECKER INC COM 854502101 1,037,413 7,173,870 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,446,758 110,396 616,716
STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 19,035 188,129 SH   DFND 2 188,129 0 0
STAR BULK CARRIERS CORP SHS PAR Y8162K204 751 77,793 SH   DFND 2 77,793 0 0
STAR GROUP L P UNIT LTD PARTNR 85512C105 337 33,700 SH   DFND 8,20 33,700 0 0
STARBUCKS CORP COM 855244109 4,423,840 52,771,558 SH   DFND 2,5,6,8,10,11,12,13,19,20 46,845,183 916,589 5,009,786
STARTEK INC COM 85569C107 1,771 216,715 SH   DFND 2,20 216,715 0 0
STARWOOD PPTY TR INC COM 85571B105 89,792 3,872,224 SH   DFND 2,5,6,8,12,13,20 3,465,740 37,400 369,084
STATE AUTO FINL CORP COM 855707105 11,475 327,848 SH   DFND 2,5,8,20 276,674 0 51,174
STATE STR CORP COM 857477103 1,031,338 18,245,756 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 14,382,866 2,528,275 1,334,615
ASSOCIATED BANC CORP COM 045487105 130,526 6,174,371 SH   DFND 2,5,6,8,11,12,13,20 5,979,066 1,561 193,744
STEALTHGAS INC SHS Y81669106 236 68,593 SH   DFND 2 68,593 0 0
STEEL CONNECT INC COM 858098106 51 27,998 SH   DFND 20 27,998 0 0
STEEL DYNAMICS INC COM 858119100 261,038 8,645,753 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,731,302 198,746 715,705
STEELCASE INC CL A 858155203 34,151 1,980,811 SH   DFND 2,5,8,20 1,594,760 3,400 382,651
STEIN MART INC COM 858375108 15 17,338 SH   DFND 20 17,338 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 26,099 1,703,585 SH   DFND 2,5,8,20 1,592,934 0 110,651
STEPAN CO COM 858586100 62,621 681,333 SH   DFND 2,5,8,20 541,223 24 140,086
STERICYCLE INC COM 858912108 118,277 2,476,995 SH   DFND 2,5,6,8,11,12,13,20 1,895,905 2,801 578,289
STERIS PLC SHS USD G8473T100 411,874 2,766,486 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,766,486 0 0
STERLING BANCORP DEL COM 85917A100 189,528 8,906,371 SH   DFND 2,5,6,8,11,13,20 8,632,972 2,059 271,340
ASSOCIATED CAP GROUP INC CL A 045528106 1,922 51,242 SH   DFND 2,20 43,442 0 7,800
STERLING BANCORP INC COM 85917W102 3,671 368,155 SH   DFND 2,5,20 317,079 0 51,076
STERLING CONSTRUCTION CO INC COM 859241101 6,407 477,449 SH   DFND 2,5,20 401,946 0 75,503
STEWART INFORMATION SVCS COR COM 860372101 28,329 699,659 SH   DFND 2,5,8,20 624,690 200 74,769
STIFEL FINL CORP COM 860630102 135,536 2,294,880 SH   DFND 2,5,6,8,11,13,20 2,041,576 861 252,443
STITCH FIX INC COM CL A 860897107 30,696 959,539 SH   DFND 2,5,8,20 959,539 0 0
STMICROELECTRONICS N V NY REGISTRY 861012102 542 30,776 SH   DFND 2,20 30,776 0 0
STOCK YDS BANCORP INC COM 861025104 18,620 511,399 SH   DFND 2,5,8,20 371,579 591 139,229
STONERIDGE INC COM 86183P102 17,520 555,298 SH   DFND 2,5,8,20 476,531 0 78,767
STORE CAP CORP COM 862121100 207,554 6,192,985 SH   DFND 2,5,8,10,12,13,19,20 5,560,423 56,645 575,917
STRATASYS LTD SHS M85548101 28,833 981,725 SH   DFND 2,5,8,10,20 821,121 0 160,604
ASSURANT INC COM 04621X108 315,002 2,961,101 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,603,655 64,149 293,297
STRATEGIC ED INC COM 86272C103 110,314 619,742 SH   DFND 2,5,8,20 546,026 490 73,226
STRATUS PPTYS INC COM NEW 863167201 2,949 90,943 SH   DFND 2,20 73,036 0 17,907
STRONGBRIDGE BIOPHARMA PLC SHS USD G85347105 1,788 571,328 SH   DFND 2,20 571,328 0 0
STRYKER CORP COM 863667101 2,727,300 13,233,242 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 11,680,263 255,301 1,297,678
STURM RUGER & CO INC COM 864159108 26,251 481,846 SH   DFND 2,5,8,20 434,570 0 47,276
SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 84 11,865 SH   DFND 20 11,865 0 0
SUMMIT FINANCIAL GROUP INC COM 86606G101 5,176 192,779 SH   DFND 2,5,20 162,223 0 30,556
SUMMIT HOTEL PPTYS INC COM 866082100 65,636 5,722,392 SH   DFND 2,5,8,10,20 5,267,950 27,206 427,236
SUMMIT MATLS INC CL A 86614U100 45,294 2,352,958 SH   DFND 2,5,8,20 1,942,080 2,052 408,826
SUN CMNTYS INC COM 866674104 548,577 4,254,849 SH   DFND 2,5,6,8,10,12,13,19,20 3,999,568 22,857 232,424
ASSURED GUARANTY LTD COM G0585R106 85,187 2,024,415 SH   DFND 2,5,8,12,13,20 1,886,556 2,306 135,553
SUNCOKE ENERGY INC COM 86722A103 28,801 3,243,372 SH   DFND 2,5,8,20 3,012,430 2,348 228,594
SUNESIS PHARMACEUTICALS INC COM PAR 867328700 9 12,201 SH   DFND 20 12,201 0 0
SUNOPTA INC COM 8676EP108 117 35,509 SH   DFND 2,5 35,509 0 0
SUNPOWER CORP COM 867652406 22,059 2,063,546 SH   DFND 2,5,8,20 1,875,203 0 188,343
SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 91 100,000 SH   DFND 2 100,000 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 18,906 20,945,000 SH   DFND 2 20,945,000 0 0
SUNRUN INC COM 86771W105 39,306 2,095,194 SH   DFND 2,5,8,20 1,748,585 0 346,609
SUNSTONE HOTEL INVS INC NEW COM 867892101 133,076 9,671,876 SH   DFND 2,5,8,10,13,19,20 8,506,329 58,237 1,107,310
SUNTRUST BKS INC COM 867914103 1,300,964 20,699,499 SH   DFND 2,5,6,8,10,11,12,13,19,20 18,644,892 321,149 1,733,458
SUPERIOR ENERGY SVCS INC COM 868157108 6,294 4,841,557 SH   DFND 2,5,12,20 4,349,743 6,052 485,762
ASTEC INDS INC COM 046224101 21,851 671,106 SH   DFND 2,5,8,20 571,410 463 99,233
SUPERIOR GRP OF COMPANIES IN COM 868358102 2,666 155,612 SH   DFND 2,20 132,053 0 23,559
SUPERIOR INDS INTL INC COM 868168105 1,093 315,875 SH   DFND 2,20 315,875 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 57,119 1,726,176 SH   DFND 2,5,8,20 1,420,207 300 305,669
SUPERNUS PHARMACEUTICALS INC NOTE 0.625% 4/0 868459AD0 11,276 11,525,000 SH   DFND 2,5 11,525,000 0 0
SURFACE ONCOLOGY INC COM 86877M209 35 12,248 SH   DFND 2 12,248 0 0
SURGERY PARTNERS INC COM 86881A100 3,044 374,005 SH   DFND 2,5,20 303,300 0 70,705
SURMODICS INC COM 868873100 22,609 523,716 SH   DFND 2,5,8,20 479,542 0 44,174
SUTRO BIOPHARMA INC COM 869367102 1,692 148,659 SH   DFND 2,20 130,159 0 18,500
SUZANO SA SPON ADS 86959K105 4,013 235,620 SH   DFND 2,10,19,20 235,620 0 0
SVB FINL GROUP COM 78486Q101 606,528 2,700,601 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,469,338 36,497 194,766
ASTRAZENECA PLC SPONSORED ADR 046353108 12,030 291,435 SH   DFND 1,20 291,435 0 0
SVMK INC COM 78489X103 24,880 1,506,971 SH   DFND 2,5,8,20 1,330,076 0 176,895
SWITCH INC CL A 87105L104 8,012 612,054 SH   DFND 2,8,20 567,953 0 44,101
SYKES ENTERPRISES INC COM 871237103 34,787 1,266,823 SH   DFND 2,5,8,20 1,138,427 1,429 126,967
SYMANTEC CORP COM 871503108 571,212 26,250,548 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 22,054,703 443,380 3,752,465
SYNALLOY CP DEL COM 871565107 1,935 123,876 SH   DFND 2,20 98,208 0 25,668
SYNAPTICS INC COM 87157D109 40,880 1,402,894 SH   DFND 2,5,6,8,11,19,20 1,286,943 1,424 114,527
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 14,629 16,375,000 SH   DFND 2,5 16,375,000 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 4,685 592,333 SH   DFND 2,5,20 592,333 0 0
SYNCHRONY FINL COM 87165B103 984,470 28,395,444 SH   DFND 2,5,6,8,10,11,12,13,19,20 25,219,793 496,145 2,679,506
SYNDAX PHARMACEUTICALS INC COM 87164F105 3,022 324,546 SH   DFND 2,20 295,002 0 29,544
ASTRONICS CORP COM 046433108 36,901 917,474 SH   DFND 2,5,8,20 830,917 1,240 85,317
SYNEOS HEALTH INC CL A 87166B102 109,330 2,139,957 SH   DFND 2,5,6,8,11,13,20 1,799,133 1,200 339,624
SYNLOGIC INC COM 87166L100 2,447 268,872 SH   DFND 2,20 235,072 0 33,800
SYNNEX CORP COM 87162W100 102,257 1,039,200 SH   DFND 2,5,6,8,11,12,13,20 992,402 264 46,534
SYNOPSYS INC COM 871607107 832,998 6,472,907 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,642,078 158,554 672,275
SYNOVUS FINL CORP COM NEW 87161C501 214,407 6,078,300 SH   DFND 2,5,6,8,11,13,20 5,883,575 1,890 192,835
SYNTHORX INC COM 87167A103 1,658 122,707 SH   DFND 2,20 122,707 0 0
SYROS PHARMACEUTICALS INC COM 87184Q107 5,216 563,332 SH   DFND 2,5,20 478,058 0 85,274
SYSCO CORP COM 871829107 1,779,129 25,157,368 SH   DFND 2,5,6,8,10,11,12,13,19,20 22,707,911 383,280 2,066,177
SYSTEMAX INC COM 871851101 7,167 323,401 SH   DFND 2,5,8,20 287,027 0 36,374
T MOBILE US INC COM 872590104 565,267 7,624,315 SH   DFND 2,5,6,8,10,12,13,19,20 6,586,377 236,576 801,362
ASTRONOVA INC COM 04638F108 2,124 82,205 SH   DFND 2,20 82,205 0 0
T2 BIOSYSTEMS INC COM 89853L104 148 87,973 SH   DFND 2,20 87,973 0 0
TABLEAU SOFTWARE INC CL A 87336U105 249,272 1,501,455 SH   DFND 2,5,6,8,10,12,13,19,20 1,408,347 800 92,308
TABULA RASA HEALTHCARE INC COM 873379101 26,563 532,009 SH   DFND 2,5,8,20 470,565 0 61,444
TACTILE SYS TECHNOLOGY INC COM 87357P100 38,421 674,994 SH   DFND 2,5,8,20 618,314 0 56,680
TAILORED BRANDS INC COM 87403A107 8,160 1,414,298 SH   DFND 2,5,8,20 1,259,300 1,769 153,229
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 152,975 3,795,949 SH   DFND 1,2,5,8,10,13,19,20 3,285,508 0 510,441
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 570,885 5,028,496 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,522,901 58,840 446,755
TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 874060205 1,822 102,918 SH   DFND 1,5,20 102,918 0 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 287,498 7,545,891 SH   DFND 1,2,5,8,10,11,12,13,19,20 5,993,679 174,900 1,377,312
TALEND S A ADS 874224207 3,081 79,843 SH   DFND 2 27,843 0 52,000
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 4,853,569 26,267,995 SH   DFND 2,5,6,8,10,11,12,13,19,20 22,763,705 806,397 2,697,893
AT HOME GROUP INC COM 04650Y100 5,884 883,446 SH   DFND 2,5,8,20 742,693 0 140,753
TALLGRASS ENERGY LP CLASS A SHS 874696107 5,182 245,482 SH   DFND 5,8,20 210,120 2,000 33,362
TALOS ENERGY INC COM 87484T108 16,474 685,003 SH   DFND 2,5,20 623,142 0 61,861
TANDEM DIABETES CARE INC COM NEW 875372203 85,680 1,327,956 SH   DFND 2,5,8,13,20 1,148,997 0 178,959
TANGER FACTORY OUTLET CTRS I COM 875465106 315,184 19,443,829 SH   DFND 2,5,6,8,10,11,12,20 19,035,352 21,842 386,635
TAPESTRY INC COM 876030107 425,198 13,263,754 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,405,611 277,216 1,580,927
TARENA INTL INC SPONSORED ADS 876108101 321 128,531 SH   DFND 2,5,20 127,254 0 1,277
TARGA RES CORP COM 87612G101 211,644 5,390,837 SH   DFND 2,5,6,8,10,12,13,19,20 4,629,216 114,292 647,329
TARGET CORP COM 87612E106 3,901,869 45,051,027 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 24,549,477 17,783,651 2,717,899
TARGET HOSPITALITY CORP COM 87615L107 3,401 373,741 SH   DFND 2,5,20 373,741 0 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 327 3,824 SH   DFND 5,8,10,20 3,508 316 0
AT&T INC COM 00206R102 9,944,407 296,759,400 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 262,070,896 5,244,806 29,443,698
TATA MTRS LTD SPONSORED ADR 876568502 19,899 1,703,652 SH   DFND 1,2,5,8,13,19,20 1,647,161 0 56,491
TAUBMAN CTRS INC COM 876664103 119,918 2,937,001 SH   DFND 2,5,6,8,10,11,13,20 2,783,082 15,173 138,746
TAYLOR MORRISON HOME CORP COM 87724P106 59,075 2,818,478 SH   DFND 2,5,8,20 2,463,693 1,500 353,285
TCF FINL CORP COM 872275102 133,601 6,426,208 SH   DFND 2,5,6,8,11,13,20 6,232,321 1,352 192,535
TCR2 THERAPEUTICS INC COM 87808K106 152 14,700 SH   DFND 2,20 14,700 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 298,782 5,985,213 SH   DFND 2,5,6,8,10,12,13,19,20 5,072,304 268,552 644,357
TE CONNECTIVITY LTD REG SHS H84989104 1,197,764 12,505,345 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,144,597 245,001 1,115,747
TEAM INC COM 878155100 13,113 855,929 SH   DFND 2,5,8,20 757,554 573 97,802
TECH DATA CORP COM 878237106 137,538 1,314,897 SH   DFND 2,5,6,8,11,12,13,20 1,172,435 315 142,147
TECHNIPFMC PLC COM G87110105 603,768 23,275,548 SH   DFND 2,5,6,8,10,11,12,13,19,20 17,793,598 167,647 5,314,303
ATARA BIOTHERAPEUTICS INC COM 046513107 46,568 2,315,658 SH   DFND 2,5,8,20 2,167,977 0 147,681
TECHTARGET INC COM 87874R100 13,297 625,727 SH   DFND 2,5,8,20 554,178 0 71,549
TECK RESOURCES LTD CL B 878742204 1,085 47,068 SH   DFND 5,8,20 47,068 0 0
TEEKAY CORPORATION COM Y8564W103 4,180 1,215,005 SH   DFND 2,5,20 997,536 0 217,469
TEEKAY TANKERS LTD CL A Y8565N102 4,399 3,436,572 SH   DFND 2,5,20 2,908,350 0 528,222
TEGNA INC COM 87901J105 146,416 9,622,961 SH   DFND 2,5,6,8,11,12,13,19,20 8,914,495 5,029 703,437
TEJON RANCH CO COM 879080109 6,879 414,668 SH   DFND 2,5,8,20 349,458 936 64,274
TELADOC HEALTH INC COM 87918A105 99,637 1,500,327 SH   DFND 2,5,8,13,19,20 1,197,015 650 302,662
TELARIA INC COM 879181105 6,001 797,991 SH   DFND 2,5,20 660,556 0 137,435
TELECOM ARGENTINA S A SPON ADR REP B 879273209 41,785 2,364,764 SH   DFND 2,5,8,10,12,13,19,20 2,364,764 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 320,744 1,171,153 SH   DFND 2,5,6,8,11,12,13,19,20 1,087,329 488 83,336
ATHENE HLDG LTD CL A G0684D107 171,928 3,992,753 SH   DFND 2,5,6,8,10,12,13,19,20 3,353,229 160,659 478,865
TELEFLEX INC COM 879369106 626,199 1,890,983 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,759,157 31,054 100,772
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 23,790 1,675,174 SH   DFND 2,5,10,19,20 1,419,249 194,704 61,221
TELEFONICA S A SPONSORED ADR 879382208 906 109,176 SH   DFND 1,20 109,176 0 0
TELENAV INC COM 879455103 4,919 614,836 SH   DFND 2,5,20 533,989 0 80,847
TELEPHONE & DATA SYS INC COM NEW 879433829 246,961 8,123,713 SH   DFND 2,5,6,8,11,12,13,20 7,982,973 2,647 138,093
TELIGENT INC NEW COM 87960W104 22 34,300 SH   DFND 20 34,300 0 0
TELLURIAN INC NEW COM 87968A104 27,607 3,516,820 SH   DFND 2,5,8,20 3,215,890 0 300,930
TEMPUR SEALY INTL INC COM 88023U101 104,087 1,418,659 SH   DFND 2,5,6,8,11,13,19,20 1,357,869 1,172 59,618
TENABLE HLDGS INC COM 88025T102 19,930 698,335 SH   DFND 2,5,8,20 590,999 0 107,336
TENARIS S A SPONSORED ADS 88031M109 6,610 251,241 SH   DFND 1,20 251,241 0 0
ATHENEX INC COM 04685N103 30,480 1,539,386 SH   DFND 2,5,8,20 1,359,538 0 179,848
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 23,119 1,542,300 SH   DFND 2,5,8,10,11,12,19,20 1,542,300 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 66,528 3,220,133 SH   DFND 1,2,5,6,8,11,12,20 2,859,090 2,081 358,962
TENNANT CO COM 880345103 31,763 519,006 SH   DFND 2,5,8,20 462,589 278 56,139
TENNECO INC CL A VTG COM STK 880349105 12,620 1,137,942 SH   DFND 2,5,8,12,13,20 972,681 623 164,638
TERADATA CORP DEL COM 88076W103 106,504 2,970,817 SH   DFND 1,2,5,6,8,11,13,19,20 2,817,596 1,664 151,557
TERADYNE INC COM 880770102 206,996 4,320,524 SH   DFND 2,5,6,8,11,13,19,20 4,084,767 2,174 233,583
TERADYNE INC NOTE 1.250%12/1 880770AG7 22,647 13,940,000 SH   DFND 2,5 13,940,000 0 0
TEREX CORP NEW COM 880779103 65,880 2,098,095 SH   DFND 2,5,6,8,11,12,13,20 2,007,441 695 89,959
TERNIUM SA SPONSORED ADS 880890108 5,493 244,916 SH   DFND 2,5,13,20 235,387 0 9,529
TERRAFORM PWR INC COM CL A 88104R209 22,875 1,599,632 SH   DFND 2,5,8,20 1,370,440 0 229,192
ATHERSYS INC COM 04744L106 3,772 2,245,126 SH   DFND 2,20 1,903,447 0 341,679
TERRENO RLTY CORP COM 88146M101 102,183 2,083,659 SH   DFND 2,5,8,10,20 1,807,320 15,852 260,487
TERRITORIAL BANCORP INC COM 88145X108 6,419 207,738 SH   DFND 2,5,6,13,20 182,229 0 25,509
TESLA INC COM 88160R101 645,260 2,887,585 SH   DFND 2,5,6,8,10,12,13,19,20 2,483,164 71,356 333,065
TESLA INC NOTE 1.250% 3/0 88160RAC5 40,101 42,030,000 SH   DFND 2,5 42,030,000 0 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 55,154 56,050,000 SH   DFND 2,5 56,050,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 29,471 29,725,000 SH   DFND 2,5 29,725,000 0 0
TESSCO TECHNOLOGIES INC COM 872386107 1,274 71,349 SH   DFND 2,20 71,349 0 0
TETRA TECH INC NEW COM 88162G103 127,258 1,620,089 SH   DFND 2,5,8,19,20 1,445,756 1,372 172,961
TETRA TECHNOLOGIES INC DEL COM 88162F105 5,876 3,605,004 SH   DFND 2,5,8,20 3,173,707 3,561 427,736
TETRAPHASE PHARMACEUTICALS I COM 88165N105 26 53,121 SH   DFND 20 53,121 0 0
ATKORE INTL GROUP INC COM 047649108 24,494 946,819 SH   DFND 2,5,8,20 774,262 0 172,557
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 14,374 15,692,000 SH   DFND 2,5 15,692,000 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 116,143 12,583,179 SH   DFND 1,2,5,6,8,10,12,13,19,20 11,597,724 141,373 844,082
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 145,037 2,363,316 SH   DFND 2,5,6,8,11,13,20 2,301,151 800 61,365
TEXAS INSTRS INC COM 882508104 4,524,578 39,426,441 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 34,095,604 1,175,415 4,155,422
TEXAS PAC LD TR SUB CTF PROP I T 882610108 9,844 12,508 SH   DFND 2,5,8,20 10,811 100 1,597
TEXAS ROADHOUSE INC COM 882681109 119,050 2,218,188 SH   DFND 2,5,6,8,11,13,20 1,933,877 800 283,511
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 4,331 429,709 SH   DFND 2,5,20 356,907 0 72,802
TEXTRON INC COM 883203101 555,304 10,465,691 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,706,456 134,152 625,083
TFS FINL CORP COM 87240R107 13,869 767,499 SH   DFND 2,5,6,8,13,20 679,474 0 88,025
TG THERAPEUTICS INC COM 88322Q108 45,239 5,229,981 SH   DFND 2,5,8,20 4,979,020 0 250,961
ATLANTIC CAP BANCSHARES INC COM 048269203 9,962 581,894 SH   DFND 2,5,8,20 501,477 0 80,417
THE CHARLES SCHWAB CORPORATI COM 808513105 2,167,116 53,921,775 SH   DFND 2,5,6,8,10,11,12,13,19,20 48,624,753 719,276 4,577,746
THE TRADE DESK INC COM CL A 88339J105 111,857 491,073 SH   DFND 2,5,8,13,20 451,605 400 39,068
THERAPEUTICSMD INC COM 88338N107 12,540 4,823,236 SH   DFND 2,5,8,20 4,207,035 0 616,201
THERAVANCE BIOPHARMA INC COM G8807B106 15,326 938,504 SH   DFND 2,5,8,20 793,936 882 143,686
THERMO FISHER SCIENTIFIC INC COM 883556102 4,772,066 16,238,789 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,392,954 290,182 1,555,653
THERMON GROUP HLDGS INC COM 88362T103 17,202 670,645 SH   DFND 2,5,8,20 568,482 0 102,163
THIRD PT REINS LTD COM G8827U100 23,751 2,301,456 SH   DFND 2,5,8,20 2,024,387 0 277,069
THOMSON REUTERS CORP COM NEW 884903709 755 11,710 SH   DFND 20 2,178 9,532 0
THOR INDS INC COM 885160101 86,036 1,462,409 SH   DFND 2,5,6,8,11,13,19,20 1,230,193 3,845 228,371
TIDEWATER INC NEW COM 88642R109 17,754 756,153 SH   DFND 2,5,8,20 642,691 0 113,462
ATLANTIC PWR CORP COM NEW 04878Q863 5,039 2,082,227 SH   DFND 2,5,20 1,732,566 0 349,661
TIFFANY & CO NEW COM 886547108 442,761 4,699,428 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,153,229 119,569 426,630
TILE SHOP HLDGS INC COM 88677Q109 4,319 1,079,666 SH   DFND 2,5,8,20 966,222 0 113,444
TILLYS INC CL A 886885102 2,654 347,894 SH   DFND 2,20 287,894 0 60,000
TILRAY INC COM CL 2 88688T100 1,591 34,169 SH   DFND 2,5,10,20 34,169 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 11,074 739,717 SH   DFND 2,10,20 620,210 67,769 51,738
TIMBERLAND BANCORP INC COM 887098101 3,356 112,312 SH   DFND 2,20 94,039 0 18,273
TIMKEN CO COM 887389104 105,639 2,057,631 SH   DFND 2,5,6,8,11,12,13,20 1,686,199 1,191 370,241
TIMKENSTEEL CORP COM 887399103 9,363 1,151,679 SH   DFND 2,5,8,20 1,021,609 1,545 128,525
TIPTREE INC COM 88822Q103 2,748 436,139 SH   DFND 2,20 360,600 0 75,539
TITAN INTL INC ILL COM 88830M102 7,063 1,442,804 SH   DFND 2,5,8,20 1,287,920 1,227 153,657
ATLANTICA YIELD PLC SHS G0751N103 945 41,706 SH   DFND 2,5,20 41,706 0 0
TITAN MACHY INC COM 88830R101 7,644 371,421 SH   DFND 2,5,8,20 302,550 0 68,871
TIVITY HEALTH INC COM 88870R102 25,638 1,559,495 SH   DFND 2,5,8,20 1,408,973 1,282 149,240
TIVO CORP COM 88870P106 28,243 3,832,108 SH   DFND 2,5,8,20 3,407,982 1,794 422,332
TJX COS INC NEW COM 872540109 3,115,061 58,908,107 SH   DFND 2,5,6,8,10,11,12,13,19,20 51,663,383 1,824,506 5,420,218
TOCAGEN INC COM 888846102 2,299 344,184 SH   DFND 2,13,20 289,797 0 54,387
TOLL BROTHERS INC COM 889478103 154,141 4,209,214 SH   DFND 2,5,6,8,11,12,13,19,20 4,029,739 5,926 173,549
TOMPKINS FINANCIAL CORPORATI COM 890110109 32,950 403,799 SH   DFND 2,5,8,20 357,182 0 46,617
TOOTSIE ROLL INDS INC COM 890516107 22,657 612,039 SH   DFND 2,5,6,8,11,20 557,986 727 53,326
TOPBUILD CORP COM 89055F103 96,564 1,166,794 SH   DFND 2,5,8,20 1,027,306 340 139,148
TORCHLIGHT ENERGY RES INC COM 89102U103 22 15,300 SH   DFND 20 15,300 0 0
ACCO BRANDS CORP COM 00081T108 18,557 2,357,987 SH   DFND 2,5,8,20 1,996,481 77 361,429
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 36,495 817,548 SH   DFND 2,5,8,20 739,933 0 77,615
TORCHMARK CORP COM 891027104 474,029 5,298,779 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,635,939 118,066 544,774
TORO CO COM 891092108 180,393 2,687,531 SH   DFND 2,5,6,8,11,13,19,20 2,545,290 2,072 140,169
TORONTO DOMINION BK ONT COM NEW 891160509 564 9,666 SH   DFND 20 9,666 0 0
TOTAL S A SPONSORED ADS 89151E109 283 5,004 SH   DFND 20 5,004 0 0
TOTAL SYS SVCS INC COM 891906109 831,670 6,477,199 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,721,325 112,804 643,070
TOWER INTL INC COM 891826109 8,205 420,786 SH   DFND 2,5,8,20 327,566 1,600 91,620
TOWN SPORTS INTL HLDGS INC COM 89214A102 69 31,782 SH   DFND 2,20 31,782 0 0
TOWNEBANK PORTSMOUTH VA COM 89214P109 36,295 1,321,893 SH   DFND 2,5,8,20 1,100,131 1,500 220,262
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 4,757 38,368 SH   DFND 1,2,20 38,368 0 0
TPG RE FIN TR INC COM 87266M107 20,571 1,046,748 SH   DFND 2,5,6,8,20 887,091 0 159,657
ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 13 18,350 SH   DFND 20 18,350 0 0
TPI COMPOSITES INC COM 87266J104 12,009 485,785 SH   DFND 2,5,8,20 396,598 0 89,187
TRACTOR SUPPLY CO COM 892356106 587,175 5,396,830 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,695,244 209,262 492,324
TRADEWEB MKTS INC CL A 892672106 18,468 421,538 SH   DFND 2,20 421,538 0 0
TRANSATLANTIC PETROLEUM LTD SHS NEW G89982113 8 11,625 SH   DFND 20 11,625 0 0
TRANSCAT INC COM 893529107 1,856 72,514 SH   DFND 2,20 72,514 0 0
TRANSCONTINENTAL RLTY INVS COM NEW 893617209 585 22,841 SH   DFND 2,20 19,901 0 2,940
TRANSDIGM GROUP INC COM 893641100 1,034,336 2,137,942 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,864,983 45,248 227,711
TRANSENTERIX INC COM NEW 89366M201 4,927 3,623,063 SH   DFND 2,5,8,20 3,111,974 0 511,089
TRANSLATE BIO INC COM 89374L104 6,310 499,632 SH   DFND 2,5,20 430,832 0 68,800
TRANSMEDICS GROUP INC COM 89377M109 1,540 83,041 SH   DFND 2,20 83,041 0 0
ATLASSIAN CORP PLC CL A G06242104 149,046 1,139,146 SH   DFND 2,5,8,10,12,13,19,20 1,064,313 0 74,833
TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 26,230 26,525,000 SH   DFND 2,5 26,525,000 0 0
TRANSOCEAN LTD REG SHS H8817H100 90,370 14,098,229 SH   DFND 2,5,6,8,11,13,20 13,377,813 0 720,416
TRANSPORTADORA DE GAS SUR SPONSORED ADS B 893870204 30,161 2,085,854 SH   DFND 2,5,8,10,12,13,19,20 2,085,854 0 0
TRANSUNION COM 89400J107 278,085 3,782,949 SH   DFND 2,5,6,8,10,12,13,19,20 3,266,939 115,236 400,774
TRAVELCENTERS AMER LLC COM 894174101 92 25,413 SH   DFND 2 25,413 0 0
TRAVELERS COMPANIES INC COM 89417E109 2,666,198 17,831,717 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,980,788 285,540 6,565,389
TRAVELZOO COM NEW 89421Q205 1,119 72,479 SH   DFND 2,20 61,728 0 10,751
TRECORA RES COM 894648104 3,767 393,588 SH   DFND 2,5,20 337,833 0 55,755
TREDEGAR CORP COM 894650100 12,710 759,752 SH   DFND 2,5,8,20 659,186 1,576 98,990
TREEHOUSE FOODS INC COM 89469A104 84,559 1,563,017 SH   DFND 2,5,6,8,11,12,13,20 1,377,478 1,371 184,168
ATMOS ENERGY CORP COM 049560105 891,660 8,446,949 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,983,254 136,980 326,715
TREVENA INC COM 89532E109 111 108,060 SH   DFND 2,20 108,060 0 0
TREX CO INC COM 89531P105 152,207 2,122,832 SH   DFND 2,5,6,8,11,13,19,20 1,931,264 600 190,968
TRI POINTE GROUP INC COM 87265H109 62,284 5,203,331 SH   DFND 2,5,6,8,11,12,20 4,740,913 4,064 458,354
TRIBUNE MEDIA CO CL A 896047503 56,009 1,211,799 SH   DFND 2,5,8,12,13,20 1,108,237 2,000 101,562
TRIBUNE PUBG CO NEW COM 89609W107 3,478 369,754 SH   DFND 2,5,20 307,096 0 62,658
TRICIDA INC COM 89610F101 18,890 478,708 SH   DFND 2,5,8,20 411,014 0 67,694
TRICO BANCSHARES COM 896095106 20,943 554,049 SH   DFND 2,5,8,20 469,858 0 84,191
TRIMAS CORP COM NEW 896215209 32,113 1,036,914 SH   DFND 2,5,8,20 804,777 1,700 230,437
TRIMBLE INC COM 896239100 385,323 8,541,856 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,533,441 173,452 834,963
TRINET GROUP INC COM 896288107 61,505 907,157 SH   DFND 2,5,8,20 763,910 0 143,247
ATN INTL INC COM 00215F107 19,592 338,391 SH   DFND 2,5,8,20 306,181 0 32,210
TRINITY BIOTECH PLC SPON ADR NEW 896438306 218 117,590 SH   DFND 1 117,590 0 0
TRINITY INDS INC COM 896522109 80,785 3,893,261 SH   DFND 2,5,6,8,11,13,20 3,070,957 2,358 819,946
TRINSEO S A SHS L9340P101 37,893 894,977 SH   DFND 2,5,8,10,20 744,936 13,466 136,575
TRIPADVISOR INC COM 896945201 218,670 4,723,912 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,082,836 76,051 565,025
TRIPLE-S MGMT CORP CL B 896749108 13,363 560,312 SH   DFND 2,5,8,20 479,937 0 80,375
TRISTATE CAP HLDGS INC COM 89678F100 13,144 615,925 SH   DFND 2,5,8,20 528,672 0 87,253
TRITON INTL LTD CL A G9078F107 38,846 1,185,777 SH   DFND 2,5,8,20 986,824 12,500 186,453
TRIUMPH BANCORP INC COM 89679E300 23,872 821,746 SH   DFND 2,5,8,20 748,910 0 72,836
TRIUMPH GROUP INC NEW COM 896818101 70,599 3,082,934 SH   DFND 2,5,8,20 2,914,651 1,902 166,381
TRONOX HOLDINGS PLC SHS G9087Q102 24,292 1,900,820 SH   DFND 2,5,20 1,900,820 0 0
ATRICURE INC COM 04963C209 29,878 1,001,271 SH   DFND 2,5,8,20 882,706 0 118,565
TRUEBLUE INC COM 89785X101 26,078 1,182,151 SH   DFND 2,5,8,20 1,050,729 1,702 129,720
TRUECAR INC COM 89785L107 10,805 1,978,959 SH   DFND 2,5,8,20 1,693,985 0 284,974
TRUPANION INC COM 898202106 21,769 602,520 SH   DFND 2,5,8,20 461,136 0 141,384
TRUSTCO BK CORP N Y COM 898349105 22,248 2,785,533 SH   DFND 2,5,8,20 2,487,731 5,900 291,902
TRUSTMARK CORP COM 898402102 90,388 2,718,447 SH   DFND 2,5,6,8,11,20 2,509,151 2,295 207,001
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 350 106,288 SH   DFND 2,20 106,288 0 0
TTEC HLDGS INC COM 89854H102 20,077 430,940 SH   DFND 2,5,8,20 385,053 0 45,887
TTM TECHNOLOGIES INC COM 87305R109 31,471 3,085,427 SH   DFND 2,5,8,20 2,625,560 700 459,167
TUCOWS INC COM NEW 898697206 11,457 187,762 SH   DFND 2,5,8,20 159,299 0 28,463
TUESDAY MORNING CORP COM NEW 899035505 63 37,344 SH   DFND 20 37,344 0 0
ATRION CORP COM 049904105 33,523 39,312 SH   DFND 2,5,8,20 34,774 0 4,538
TUNIU CORP SPONSORED ADS A 89977P106 483 149,632 SH   DFND 2,20 149,632 0 0
TUPPERWARE BRANDS CORP COM 899896104 30,311 1,570,770 SH   DFND 2,5,6,8,11,13,20 1,413,615 765 156,390
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 386 70,507 SH   DFND 20 70,507 0 0
TURNING POINT THERAPEUTICS I COM 90041T108 3,999 98,247 SH   DFND 2,5,20 98,247 0 0
TURNING PT BRANDS INC COM 90041L105 8,132 165,872 SH   DFND 2,5,20 144,813 0 21,059
TURQUOISE HILL RES LTD COM 900435108 79 63,600 SH   DFND 5,20 63,600 0 0
TURTLE BEACH CORP COM NEW 900450206 544 47,064 SH   DFND 2,20 47,064 0 0
TUTOR PERINI CORP COM 901109108 11,299 814,601 SH   DFND 2,5,8,12,20 676,225 800 137,576
TWILIO INC CL A 90138F102 290,062 2,127,333 SH   DFND 2,5,6,8,10,12,13,19,20 2,032,024 1,500 93,809
TWILIO INC NOTE 0.250% 6/0 90138FAB8 33,158 16,525,000 SH   DFND 2,5 16,525,000 0 0
AU OPTRONICS CORP SPONSORED ADR 002255107 5,273 1,781,225 SH   DFND 1,2,5,19,20 1,700,968 0 80,257
TWIN DISC INC COM 901476101 2,034 134,706 SH   DFND 2,20 110,290 0 24,416
TWIN RIV WORLDWIDE HLDGS INC COM 90171V204 9,642 324,092 SH   DFND 2,5,8,20 324,092 0 0
TWIST BIOSCIENCE CORP COM 90184D100 18,655 643,043 SH   DFND 2,5,20 601,943 0 41,100
TWITTER INC COM 90184L102 1,134,288 32,501,090 SH   DFND 2,5,6,8,10,11,12,13,19,20 29,083,260 516,549 2,901,281
TWITTER INC NOTE 0.250% 6/1 90184LAF9 27,744 28,350,000 SH   DFND 2 28,350,000 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 28,345 28,500,000 SH   DFND 2,5 28,500,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 29,058 30,250,000 SH   DFND 2,5 30,250,000 0 0
TWO HBRS INVT CORP COM NEW 90187B408 48,370 3,698,642 SH   DFND 2,5,6,8,13,20 3,356,086 5,727 336,829
TYLER TECHNOLOGIES INC COM 902252105 198,472 918,768 SH   DFND 2,5,6,8,11,13,19,20 868,962 428 49,378
TYME TECHNOLOGIES INC COM 90238J103 1,932 1,583,305 SH   DFND 2,20 1,271,905 0 311,400
AUDENTES THERAPEUTICS INC COM 05070R104 70,262 1,855,826 SH   DFND 2,5,8,20 1,723,136 0 132,690
TYSON FOODS INC CL A 902494103 1,145,419 14,186,518 SH   DFND 2,5,6,8,10,12,13,19,20 12,468,446 210,818 1,507,254
U S CONCRETE INC COM NEW 90333L201 22,498 452,777 SH   DFND 2,5,8,20 401,189 0 51,588
U S PHYSICAL THERAPY INC COM 90337L108 48,595 396,470 SH   DFND 2,5,8,20 353,490 300 42,680
U S SILICA HLDGS INC COM 90346E103 37,793 2,940,867 SH   DFND 2,5,8,13,20 2,688,900 2,100 249,867
U S WELL SVCS INC CL A 91274U101 1,224 253,919 SH   DFND 2,20 253,919 0 0
UBER TECHNOLOGIES INC COM 90353T100 156,708 3,378,780 SH   DFND 2,5,6,8,10,12,13,19,20 3,378,780 0 0
UBIQUITI NETWORKS INC COM 90347A100 24,876 189,170 SH   DFND 2,5,19,20 171,167 0 18,003
UDR INC COM 902653104 885,148 19,718,164 SH   DFND 2,5,6,8,10,11,12,13,19,20 18,027,284 243,867 1,447,013
UFP TECHNOLOGIES INC COM 902673102 5,347 128,510 SH   DFND 2,5,20 110,891 0 17,619
UGI CORP NEW COM 902681105 525,959 9,793,985 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,914,566 239,470 639,949
AUDIOCODES LTD ORD M15342104 384 24,800 SH   DFND 20 24,800 0 0
ULTA BEAUTY INC COM 90384S303 855,842 2,467,185 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,176,833 81,509 208,843
ULTRA CLEAN HLDGS INC COM 90385V107 18,222 1,309,084 SH   DFND 2,5,8,20 1,178,453 0 130,631
ULTRA PETROLEUM CORP COM NEW 903914208 92 510,793 SH   DFND 5,20 510,793 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 134,603 2,119,732 SH   DFND 2,5,8,13,19,20 1,946,491 900 172,341
ULTRALIFE CORP COM 903899102 85 10,686 SH   DFND 2,20 10,686 0 0
ULTRAPAR PARTICIPACOES S A SP ADR REP COM 90400P101 15,357 2,930,642 SH   DFND 2,10,13,19,20 2,549,086 306,060 75,496
UMB FINL CORP COM 902788108 132,138 1,998,604 SH   DFND 2,5,6,8,11,12,13,20 1,740,104 308 258,192
UMH PPTYS INC COM 903002103 9,741 784,914 SH   DFND 2,5,8,20 669,255 0 115,659
UMPQUA HLDGS CORP COM 904214103 140,368 8,355,621 SH   DFND 2,5,6,8,11,12,13,20 8,078,628 2,162 274,831
UNDER ARMOUR INC CL A 904311107 217,592 8,583,523 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,860,282 97,387 1,625,854
ACCURAY INC COM 004397105 9,644 2,491,896 SH   DFND 2,5,8,20 2,243,341 0 248,555
AURORA MOBILE LTD ADS 051857100 214 45,000 SH   DFND 5,20 45,000 0 0
UNDER ARMOUR INC CL C 904311206 173,207 7,802,095 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,813,998 98,966 889,131
UNIFI INC COM NEW 904677200 8,666 476,951 SH   DFND 2,5,8,20 420,518 843 55,590
UNIFIRST CORP MASS COM 904708104 89,285 473,484 SH   DFND 2,5,8,20 415,928 143 57,413
UNILEVER N V N Y SHS NEW 904784709 7,377 121,666 SH   DFND 1,20 121,666 0 0
UNILEVER PLC SPON ADR NEW 904767704 14,487 233,775 SH   DFND 1,20 233,775 0 0
UNION BANKSHARES INC COM 905400107 2,067 55,854 SH   DFND 2,20 45,586 0 10,268
UNION PACIFIC CORP COM 907818108 5,007,960 29,613,625 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 25,806,670 816,013 2,990,942
UNIQURE NV SHS N90064101 5,741 73,465 SH   DFND 2,5,8,20 72,365 0 1,100
UNISYS CORP COM NEW 909214306 16,058 1,652,084 SH   DFND 2,5,8,20 1,485,414 1,550 165,120
UNIT CORP COM 909218109 18,019 2,026,868 SH   DFND 2,5,20 1,852,598 843 173,427
AUTODESK INC COM 052769106 1,404,239 8,620,251 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,683,227 117,104 819,920
UNITED BANKSHARES INC WEST V COM 909907107 339,840 9,080,004 SH   DFND 2,5,6,8,11,13,20 8,765,018 1,845 313,141
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 91,156 3,172,161 SH   DFND 2,5,8,20 2,851,250 2,129 318,782
UNITED CMNTY FINL CORP OHIO COM 909839102 10,119 1,057,321 SH   DFND 2,5,20 858,074 0 199,247
UNITED CONTL HLDGS INC COM 910047109 712,422 8,137,314 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,155,427 101,402 880,485
UNITED FINL BANCORP INC NEW COM 910304104 17,567 1,238,849 SH   DFND 2,5,8,20 990,146 0 248,703
UNITED FIRE GROUP INC COM 910340108 29,782 614,566 SH   DFND 2,5,8,20 549,106 0 65,460
UNITED INS HLDGS CORP COM 910710102 8,251 578,604 SH   DFND 2,5,8,20 523,030 0 55,574
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 10,709 4,845,746 SH   DFND 2,5,20 4,664,221 0 181,525
UNITED NAT FOODS INC COM 911163103 15,269 1,702,234 SH   DFND 2,5,8,12,20 1,524,730 256 177,248
UNITED PARCEL SERVICE INC CL B 911312106 2,914,409 28,221,253 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 24,966,175 491,679 2,763,399
AUTOHOME INC SP ADR RP CL A 05278C107 123,915 1,447,269 SH   DFND 2,5,8,10,11,12,13,19,20 1,178,461 31,000 237,808
UNITED RENTALS INC COM 911363109 692,904 5,224,339 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,740,707 86,750 396,882
UNITED SECURITY BANCSHARES C COM 911460103 2,182 191,583 SH   DFND 2,20 155,220 0 36,363
UNITED STATES ANTIMONY CORP COM 911549103 13 24,057 SH   DFND 20 24,057 0 0
UNITED STATES CELLULAR CORP COM 911684108 10,223 228,849 SH   DFND 2,5,8,20 205,877 0 22,972
UNITED STATES LIME & MINERAL COM 911922102 3,371 42,138 SH   DFND 2,5,6,20 35,914 0 6,224
UNITED STATES STL CORP NEW COM 912909108 90,456 5,908,304 SH   DFND 1,2,5,6,11,12,13,20 5,693,214 1,861 213,229
UNITED TECHNOLOGIES CORP COM 913017109 12,298,826 94,461,029 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 30,889,361 55,463,474 8,108,194
UNITED THERAPEUTICS CORP DEL COM 91307C102 143,468 1,837,917 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,785,701 1,607 50,609
UNITEDHEALTH GROUP INC COM 91324P102 11,151,437 45,700,737 SH   DFND 2,5,6,8,10,11,12,13,19,20 35,474,299 1,036,413 9,190,025
UNITI GROUP INC COM 91325V108 55,757 5,847,782 SH   DFND 2,5,6,8,11,13,20 5,619,117 3,741 224,924
AUTOLIV INC COM 052800109 73,004 1,035,365 SH   DFND 2,5,6,8,10,12,13,19,20 820,095 56,359 158,911
UNITIL CORP COM 913259107 21,488 358,797 SH   DFND 2,5,8,13,19,20 312,292 0 46,505
UNITY BANCORP INC COM 913290102 2,786 122,737 SH   DFND 2,20 103,661 0 19,076
UNITY BIOTECHNOLOGY INC COM 91381U101 4,117 433,390 SH   DFND 2,5,20 358,990 0 74,400
UNIVAR INC COM 91336L107 39,811 1,806,322 SH   DFND 2,5,8,12,13,20 1,622,219 2,000 182,103
UNIVERSAL CORP VA COM 913456109 56,125 923,557 SH   DFND 2,5,8,20 857,251 912 65,394
UNIVERSAL DISPLAY CORP COM 91347P105 201,574 1,071,860 SH   DFND 2,5,6,8,11,13,19,20 1,014,772 1,010 56,078
UNIVERSAL ELECTRS INC COM 913483103 16,606 404,829 SH   DFND 2,5,8,20 360,496 436 43,897
UNIVERSAL FST PRODS INC COM 913543104 70,449 1,850,987 SH   DFND 2,5,8,20 1,597,695 651 252,641
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 60,985 712,419 SH   DFND 2,5,8,10,20 653,833 3,300 55,286
UNIVERSAL HLTH SVCS INC CL B 913903100 489,125 3,751,246 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,323,049 85,183 343,014
AUTOMATIC DATA PROCESSING IN COM 053015103 3,170,330 19,085,581 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 16,762,273 521,980 1,801,328
UNIVERSAL INS HLDGS INC COM 91359V107 26,151 937,298 SH   DFND 2,5,8,20 823,023 8,300 105,975
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 3,284 146,166 SH   DFND 2,20 125,241 0 20,925
UNIVERSAL TECHNICAL INST INC COM 913915104 44 12,718 SH   DFND 20 12,718 0 0
UNIVEST FINANCIAL CORPORATIO COM 915271100 18,979 717,291 SH   DFND 2,5,8,20 621,342 0 95,949
UNUM GROUP COM 91529Y106 353,355 10,532,203 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,488,651 231,219 812,333
UPLAND SOFTWARE INC COM 91544A109 22,092 485,228 SH   DFND 2,5,8,20 415,855 0 69,373
UPWORK INC COM 91688F104 15,573 968,501 SH   DFND 2,5,8,20 814,993 0 153,508
UQM TECHNOLOGIES INC COM 903213106 26 15,978 SH   DFND 20 15,978 0 0
URANIUM ENERGY CORP COM 916896103 4,512 3,293,561 SH   DFND 2,5,20 2,735,675 0 557,886
URBAN EDGE PPTYS COM 91704F104 114,282 6,594,444 SH   DFND 2,5,6,8,10,11,13,20 6,060,192 31,792 502,460
AUTONATION INC COM 05329W102 65,325 1,557,582 SH   DFND 2,5,6,8,11,12,13,20 1,482,846 2,292 72,444
URBAN ONE INC CL D NON VTG 91705J204 34 17,372 SH   DFND 20 17,372 0 0
URBAN OUTFITTERS INC COM 917047102 51,461 2,262,037 SH   DFND 2,5,6,8,11,12,13,19,20 2,168,803 1,466 91,768
UROGEN PHARMA LTD COM M96088105 13,123 365,142 SH   DFND 2,5,8,20 349,742 0 15,400
URSTADT BIDDLE PPTYS INC CL A 917286205 27,887 1,327,962 SH   DFND 2,5,8,10,20 1,193,828 7,100 127,034
US BANCORP DEL COM NEW 902973304 3,502,500 66,376,206 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 58,905,371 1,108,915 6,361,920
US ECOLOGY INC COM 91732J102 37,733 633,746 SH   DFND 2,5,8,20 561,898 0 71,848
US FOODS HLDG CORP COM 912008109 105,130 2,939,886 SH   DFND 2,5,8,12,13,20 2,666,421 3,700 269,765
US XPRESS ENTERPRISES INC COM CL A 90338N202 1,558 303,140 SH   DFND 2,20 236,517 0 66,623
USA TECHNOLOGIES INC COM NO PAR 90328S500 7,515 1,011,426 SH   DFND 2,5,20 851,356 0 160,070
USANA HEALTH SCIENCES INC COM 90328M107 31,347 394,651 SH   DFND 2,5,6,8,20 340,238 0 54,413
AUTOZONE INC COM 053332102 1,297,335 1,179,964 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,035,555 21,251 123,158
UTAH MED PRODS INC COM 917488108 6,922 72,127 SH   DFND 2,5,20 62,693 0 9,434
UXIN LTD ADS 91818X108 111 50,254 SH   DFND 2 50,254 0 0
V F CORP COM 918204108 1,575,201 18,033,206 SH   DFND 2,5,6,8,10,11,12,13,19,20 15,123,630 421,758 2,487,818
VAALCO ENERGY INC COM NEW 91851C201 46 27,558 SH   DFND 20 27,558 0 0
VAIL RESORTS INC COM 91879Q109 196,099 871,894 SH   DFND 2,5,6,8,10,12,13,19,20 739,423 25,400 107,071
VALE S A SPONSORED ADS 91912E105 229,949 17,109,326 SH   DFND 1,2,5,8,10,19,20 15,580,849 1,372,489 155,988
VALERO ENERGY CORP NEW COM 91913Y100 1,857,280 21,694,666 SH   DFND 2,5,6,8,10,11,12,13,19,20 19,235,373 536,100 1,923,193
VALHI INC NEW COM 918905100 1,059 356,551 SH   DFND 2,20 305,689 0 50,862
VALLEY NATL BANCORP COM 919794107 148,301 13,608,035 SH   DFND 2,5,6,8,11,20 12,570,607 6,253 1,031,175
VALMONT INDS INC COM 920253101 68,577 539,197 SH   DFND 2,5,6,8,11,13,19,20 511,199 216 27,782
AVADEL PHARMACEUTICALS PLC SPONSORED ADR 05337M104 258 89,192 SH   DFND 1 89,192 0 0
VALUE LINE INC COM 920437100 218 7,912 SH   DFND 2,20 6,149 0 1,763
VALVOLINE INC COM 92047W101 93,706 4,798,072 SH   DFND 2,5,6,8,11,13,19,20 4,567,785 1,813 228,474
VANDA PHARMACEUTICALS INC COM 921659108 42,281 3,000,816 SH   DFND 2,5,8,20 2,833,378 0 167,438
VANECK VECTORS ETF TR AGRIBUSINESS ETF 92189F700 1,510 22,600 SH   DFND 10 0 0 22,600
VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 428,734 5,161,119 SH   DFND 1,2 5,161,119 0 0
VANGUARD INDEX FDS MID CAP ETF 922908629 218 1,305 SH   DFND 1 1,305 0 0
VANGUARD INDEX FDS REAL ESTATE ETF 922908553 235,285 2,666,723 SH   DFND 1,2,10,20 2,656,523 10,200 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 5,517 20,497 SH   DFND 1 20,497 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 11,450 76,285 SH   DFND 1 76,285 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 17,579 344,755 SH   DFND 20 344,755 0 0
AVALARA INC COM 05338G106 34,824 482,331 SH   DFND 2,5,20 450,429 0 31,902
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 30,100 707,731 SH   DFND 1,20 697,902 9,829 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 24,381 444,105 SH   DFND 8,20 444,105 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 1,048 13,950 SH   DFND 1 13,950 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 337 3,746 SH   DFND 1 3,746 0 0
VANGUARD SCOTTSDALE FDS INTER TERM TREAS 92206C706 448,596 6,800,000 SH   DFND 2 6,800,000 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 5,439 56,145 SH   DFND 12 56,145 0 0
VANGUARD SCOTTSDALE FDS SHORT TERM TREAS 92206C102 456,975 7,500,000 SH   DFND 2 7,500,000 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 8,332 199,754 SH   DFND 1,20 154,544 7,522 37,688
VAPOTHERM INC COM 922107107 2,165 94,118 SH   DFND 2,20 82,118 0 12,000
VAREX IMAGING CORP COM 92214X106 45,231 1,475,718 SH   DFND 2,5,8,13,20 1,348,442 1,161 126,115
AVALON GLOBOCARE CORP COM 05344R104 484 234,575 SH   DFND 2,20 234,575 0 0
VARIAN MED SYS INC COM 92220P105 574,723 4,221,872 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,692,544 138,084 391,244
VARONIS SYS INC COM 922280102 39,540 638,362 SH   DFND 2,5,8,20 544,540 0 93,822
VBI VACCINES INC COM NEW 91822J103 1,678 1,433,909 SH   DFND 2,20 1,433,909 0 0
VECTOR GROUP LTD COM 92240M108 20,342 2,086,402 SH   DFND 2,5,6,8,20 1,844,059 1,625 240,718
VECTRUS INC COM 92242T101 9,864 243,204 SH   DFND 2,5,20 211,770 0 31,434
VEDANTA LTD SPONSORED ADR 92242Y100 13,163 1,294,331 SH   DFND 2,5,8,13,20 1,287,263 0 7,068
VEECO INSTRS INC DEL COM 922417100 17,216 1,408,808 SH   DFND 2,5,8,20 1,255,010 1,747 152,051
VEEVA SYS INC CL A COM 922475108 454,005 2,800,599 SH   DFND 2,5,6,8,10,12,13,19,20 2,411,290 65,959 323,350
VENATOR MATLS PLC SHS G9329Z100 712 134,645 SH   DFND 2,5,8,20 134,645 0 0
VENTAS INC COM 92276F100 1,815,185 26,257,203 SH   DFND 2,5,6,8,10,11,12,13,19,20 24,024,402 285,747 1,947,054
ACELRX PHARMACEUTICALS INC COM 00444T100 3,216 1,271,167 SH   DFND 2,20 1,271,167 0 0
AVALONBAY CMNTYS INC COM 053484101 2,024,219 9,889,720 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,998,030 131,106 760,584
VEON LTD SPONSORED ADR 91822M106 1,780 635,472 SH   DFND 2,5,8,10,20 635,472 0 0
VEONEER INCORPORATED COM 92336X109 5,575 322,097 SH   DFND 2,5,8,13,19,20 297,398 2,800 21,899
VERA BRADLEY INC COM 92335C106 7,678 639,793 SH   DFND 2,5,8,20 547,912 0 91,881
VERACYTE INC COM 92337F107 54,766 1,920,929 SH   DFND 2,5,8,20 1,778,548 0 142,381
VERASTEM INC COM 92337C104 217 143,390 SH   DFND 2,20 143,390 0 0
VEREIT INC COM 92339V100 416,655 45,560,126 SH   DFND 2,5,6,8,10,12,13,19,20 38,500,116 814,326 6,245,684
VEREIT INC NOTE 3.750%12/1 02917TAB0 11,060 10,975,000 SH   DFND 2 10,975,000 0 0
VERICEL CORP COM 92346J108 38,843 2,056,271 SH   DFND 2,5,8,20 1,926,716 0 129,555
VERINT SYS INC COM 92343X100 77,315 1,437,617 SH   DFND 2,5,8,19,20 1,226,973 400 210,244
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 13,869 12,935,000 SH   DFND 2,5 12,935,000 0 0
AVANGRID INC COM 05351W103 40,989 804,871 SH   DFND 2,5,8,10,12,13,19,20 760,582 0 44,289
VERISIGN INC COM 92343E102 925,756 4,426,065 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 3,837,031 76,243 512,791
VERISK ANALYTICS INC COM 92345Y106 992,071 6,773,667 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,829,191 84,865 859,611
VERITEX HLDGS INC COM 923451108 45,053 1,736,163 SH   DFND 2,5,8,20 1,502,096 0 234,067
VERITIV CORP COM 923454102 8,041 414,032 SH   DFND 2,5,8,20 375,441 306 38,285
VERIZON COMMUNICATIONS INC COM 92343V104 9,274,783 162,345,235 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 136,603,736 3,163,432 22,578,067
VERRA MOBILITY CORP COM 92511U102 24,676 1,885,114 SH   DFND 2,5,8,20 1,885,114 0 0
VERRICA PHARMACEUTICALS INC COM 92511W108 2,107 181,328 SH   DFND 2,20 155,828 0 25,500
VERSO CORP CL A 92531L207 16,195 850,110 SH   DFND 2,5,8,20 694,540 0 155,570
VERSUM MATLS INC COM 92532W103 139,324 2,701,131 SH   DFND 1,2,5,6,8,11,13,19,20 2,553,762 934 146,435
VERTEX PHARMACEUTICALS INC COM 92532F100 2,085,808 11,374,242 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,213,698 184,181 976,363
AVANOS MED INC COM 05350V106 84,165 1,929,958 SH   DFND 1,2,5,6,8,11,19,20 1,591,904 257 337,797
VERU INC COM 92536C103 27 12,708 SH   DFND 20 12,708 0 0
VIACOM INC NEW CL A 92553P102 1,180 34,400 SH   DFND 2,20 29,419 0 4,981
VIACOM INC NEW CL B 92553P201 522,550 17,380,820 SH   DFND 2,5,6,8,10,11,12,13,19,20 15,122,267 436,341 1,822,212
VIAD CORP COM NEW 92552R406 40,634 612,538 SH   DFND 2,5,8,20 548,599 478 63,461
VIASAT INC COM 92552V100 110,691 1,369,602 SH   DFND 2,5,6,8,11,12,13,19,20 1,319,850 727 49,025
VIAVI SOLUTIONS INC COM 925550105 89,892 6,763,848 SH   DFND 2,5,8,19,20 6,006,987 7,357 749,504
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 15,927 13,525,000 SH   DFND 2,5 13,525,000 0 0
VICI PPTYS INC COM 925652109 205,733 9,221,364 SH   DFND 2,5,8,10,13,19,20 7,934,959 109,300 1,177,105
VICOR CORP COM 925815102 15,261 491,505 SH   DFND 2,5,8,20 438,105 0 53,400
VICTORY CAP HLDGS INC COM CL A 92645B103 278 16,200 SH   DFND 20 16,200 0 0
AVANTOR INC 6.25 PFD CNV SR 05352A209 34,943 530,000 SH   DFND 2 530,000 0 0
VIEWRAY INC COM 92672L107 20,701 2,349,717 SH   DFND 2,5,8,20 2,134,058 0 215,659
VIKING THERAPEUTICS INC COM 92686J106 57,539 6,932,425 SH   DFND 2,5,8,20 6,745,654 0 186,771
VILLAGE SUPER MKT INC CL A NEW 927107409 4,620 174,289 SH   DFND 2,5,20 151,006 0 23,283
VINCE HLDG CORP COM NEW 92719W207 426 30,515 SH   DFND 2,20 30,515 0 0
VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 81,558 9,450,480 SH   DFND 2,5,8,10,11,12,13,19,20 7,430,360 389,500 1,630,620
VIRNETX HLDG CORP COM 92823T108 6,909 1,112,600 SH   DFND 2,5,20 970,503 0 142,097
VIRTU FINL INC CL A 928254101 13,970 641,398 SH   DFND 2,5,8,20 589,633 0 51,765
VIRTUS INVT PARTNERS INC COM 92828Q109 21,714 202,178 SH   DFND 2,5,8,20 180,485 0 21,693
VIRTUSA CORP COM 92827P102 37,630 846,961 SH   DFND 2,5,8,20 757,413 700 88,848
VISA INC COM CL A 92826C839 13,504,430 77,812,907 SH   DFND 2,5,6,8,10,11,12,13,19,20 63,427,613 1,932,565 12,452,729
AVANTOR INC COM 05352A100 3,190 167,100 SH   DFND 20 167,100 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 73,553 4,452,334 SH   DFND 2,5,6,8,11,19,20 4,008,574 789 442,971
VISHAY PRECISION GROUP INC COM 92835K103 8,546 210,344 SH   DFND 2,5,8,20 175,619 0 34,725
VISTA OUTDOOR INC COM 928377100 14,217 1,601,059 SH   DFND 2,5,20 1,432,762 2,386 165,911
VISTEON CORP COM NEW 92839U206 55,643 949,867 SH   DFND 2,5,6,8,11,12,13,19,20 908,507 459 40,901
VISTRA ENERGY CORP COM 92840M102 194,615 8,596,081 SH   DFND 2,5,6,8,10,12,13,19,20 7,142,901 296,447 1,156,733
VITAMIN SHOPPE INC COM 92849E101 714 181,146 SH   DFND 2,20 181,146 0 0
VIVEVE MED INC COM NEW 92852W204 4 11,200 SH   DFND 20 11,200 0 0
VIVINT SOLAR INC COM 92854Q106 6,112 837,305 SH   DFND 2,5,20 699,002 0 138,303
VMWARE INC CL A COM 928563402 332,572 1,988,946 SH   DFND 2,5,6,8,10,12,13,19,20 1,583,385 98,620 306,941
VOCERA COMMUNICATIONS INC COM 92857F107 19,869 622,460 SH   DFND 2,5,8,20 517,741 0 104,719
AVAYA HLDGS CORP COM 05351X101 29,567 2,482,542 SH   DFND 2,5,8,20 2,129,542 0 353,000
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 5,374 327,555 SH   DFND 1,2,20 327,555 0 0
VONAGE HLDGS CORP COM 92886T201 75,267 6,643,161 SH   DFND 2,5,8,20 5,906,994 4,300 731,867
VORNADO RLTY TR SH BEN INT 929042109 761,687 11,882,794 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,838,510 131,704 912,580
VOXX INTL CORP CL A 91829F104 121 29,026 SH   DFND 2,20 29,026 0 0
VOYA FINL INC COM 929089100 265,233 4,796,255 SH   DFND 2,5,6,8,10,12,13,19,20 3,906,047 124,463 765,745
VOYAGER THERAPEUTICS INC COM 92915B106 32,895 1,208,504 SH   DFND 2,5,8,20 1,131,582 0 76,922
VSE CORP COM 918284100 6,531 227,655 SH   DFND 2,5,8,20 203,300 0 24,355
VULCAN MATLS CO COM 929160109 766,975 5,585,719 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,914,897 70,285 600,537
VUZIX CORP COM NEW 92921W300 155 37,900 SH   DFND 20 37,900 0 0
W & T OFFSHORE INC COM 92922P106 26,190 5,280,240 SH   DFND 2,5,10,20 4,945,320 42,396 292,524
AVEDRO INC COM 05355N109 1,223 88,610 SH   DFND 2,20 88,610 0 0
W P CAREY INC COM 92936U109 577,997 7,031,800 SH   DFND 2,5,6,8,10,12,13,19,20 6,249,559 150,091 632,150
WABASH NATL CORP COM 929566107 30,408 1,868,943 SH   DFND 2,5,8,20 1,581,388 2,200 285,355
WABCO HLDGS INC COM 92927K102 151,831 1,145,032 SH   DFND 2,5,6,8,10,12,13,19,20 936,120 52,356 156,556
WABTEC CORP COM 929740108 450,195 6,273,625 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 5,878,619 73,743 321,263
WADDELL & REED FINL INC CL A 930059100 39,082 2,344,443 SH   DFND 2,5,8,20 2,096,469 3,343 244,631
WAGEWORKS INC COM 930427109 58,715 1,156,026 SH   DFND 2,5,8,13,20 1,024,034 1,200 130,792
WAITR HLDGS INC COM 930752100 7,195 1,143,939 SH   DFND 2,5,8,20 1,143,939 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 2,532,683 46,326,743 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 36,751,015 628,525 8,947,203
WALKER & DUNLOP INC COM 93148P102 44,268 831,957 SH   DFND 2,5,8,20 743,336 0 88,621
WALMART INC COM 931142103 7,693,072 69,626,859 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 57,862,843 1,477,069 10,286,947
AVEO PHARMACEUTICALS INC COM 053588109 54 79,611 SH   DFND 20 79,611 0 0
WARRIOR MET COAL INC COM 93627C101 56,260 2,153,887 SH   DFND 2,5,10,20 1,991,140 0 162,747
WASHINGTON FED INC COM 938824109 102,394 2,931,412 SH   DFND 2,5,6,8,11,20 2,670,320 1,029 260,063
WASHINGTON PRIME GROUP NEW COM 93964W108 40,325 10,556,261 SH   DFND 2,5,8,10,13,20 9,687,588 50,399 818,274
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 115,040 4,303,771 SH   DFND 2,5,8,10,12,13,20 3,935,410 23,287 345,074
WASHINGTON TR BANCORP COM 940610108 19,134 363,175 SH   DFND 2,5,8,20 259,197 0 103,978
WASTE CONNECTIONS INC COM 94106B101 237,930 2,489,324 SH   DFND 2,5,6,8,10,12,13,19,20 1,969,642 166,531 353,151
WASTE MGMT INC DEL COM 94106L109 2,329,140 20,188,436 SH   DFND 2,5,6,8,10,11,12,13,19,20 15,712,151 2,581,386 1,894,899
WATERS CORP COM 941848103 670,137 3,113,443 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,716,540 77,298 319,605
WATERSTONE FINL INC MD COM 94188P101 11,037 646,933 SH   DFND 2,5,6,8,20 568,975 0 77,958
WATFORD HOLDINGS LTD SHS G94787101 6,727 245,342 SH   DFND 2,5,20 245,342 0 0
AVERY DENNISON CORP COM 053611109 466,859 4,035,778 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,373,159 94,443 568,176
WATSCO INC COM 942622200 131,041 801,327 SH   DFND 2,5,6,8,11,13,19,20 760,923 487 39,917
WATTS WATER TECHNOLOGIES INC CL A 942749102 81,708 876,884 SH   DFND 2,5,8,20 732,013 144 144,727
WAVE LIFE SCIENCES LTD SHS Y95308105 13,132 503,319 SH   DFND 2,5,8,20 438,303 0 65,016
WAYFAIR INC CL A 94419L101 180,516 1,236,408 SH   DFND 2,5,6,8,10,12,13,19,20 1,097,474 29,943 108,991
WAYFAIR INC NOTE 0.375% 9/0 94419LAB7 19,536 12,894,000 SH   DFND 2,5 12,894,000 0 0
WD-40 CO COM 929236107 66,215 416,341 SH   DFND 2,5,6,8,20 372,956 35 43,350
WEBSTER FINL CORP CONN COM 947890109 149,012 3,119,361 SH   DFND 2,5,6,8,11,13,20 3,003,252 5,974 110,135
WEC ENERGY GROUP INC COM 92939U106 1,385,196 16,615,040 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,800,352 198,594 1,616,094
WEIBO CORP NOTE 1.250%11/1 948596AC5 25,856 27,350,000 SH   DFND 2,5 27,350,000 0 0
WEIBO CORP SPONSORED ADR 948596101 52,610 1,208,045 SH   DFND 1,2,5,8,10,11,12,13,19,20 986,343 28,230 193,472
AVID BIOSERVICES INC COM 05368M106 5,263 939,873 SH   DFND 2,5,20 780,931 0 158,942
WEIGHT WATCHERS INTL INC NEW COM 948626106 25,511 1,335,678 SH   DFND 2,5,6,8,11,13,20 1,172,065 336 163,277
WEINGARTEN RLTY INVS SH BEN INT 948741103 184,282 6,720,699 SH   DFND 2,5,6,8,10,11,13,19,20 6,353,097 31,944 335,658
WEIS MKTS INC COM 948849104 12,182 334,582 SH   DFND 2,5,8,20 294,572 370 39,640
WELBILT INC COM 949090104 53,673 3,213,934 SH   DFND 2,5,8,20 2,546,207 886 666,841
WELLCARE HEALTH PLANS INC COM 94946T106 620,732 2,177,473 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,913,282 50,028 214,163
WELLS FARGO CO NEW COM 949746101 8,417,855 177,892,107 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 158,699,873 3,240,588 15,951,646
WELLS FARGO CO NEW PERP PFD CNV A 949746804 139,063 101,622 SH   DFND 2 101,622 0 0
WELLTOWER INC COM 95040Q104 2,315,486 28,400,421 SH   DFND 2,5,6,8,10,11,12,13,19,20 25,828,833 366,966 2,204,622
WENDYS CO COM 95058W100 93,716 4,786,334 SH   DFND 2,5,6,8,11,20 4,540,946 2,941 242,447
WERNER ENTERPRISES INC COM 950755108 50,566 1,622,319 SH   DFND 2,5,6,8,11,20 1,469,236 1,842 151,241
ACER THERAPEUTICS INC COM 00444P108 393 100,736 SH   DFND 2,20 100,736 0 0
AVID TECHNOLOGY INC COM 05367P100 4,948 542,570 SH   DFND 2,5,20 455,131 0 87,439
WESBANCO INC COM 950810101 42,108 1,083,768 SH   DFND 2,5,8,20 915,004 137 168,627
WESCO AIRCRAFT HLDGS INC COM 950814103 28,099 2,531,438 SH   DFND 2,5,8,20 2,299,647 0 231,791
WESCO INTL INC COM 95082P105 38,324 756,649 SH   DFND 2,5,8,12,13,20 700,935 361 55,353
WEST BANCORPORATION INC CAP STK 95123P106 6,255 294,787 SH   DFND 2,5,13,20 247,919 0 46,868
WEST PHARMACEUTICAL SVSC INC COM 955306105 282,969 2,261,037 SH   DFND 2,5,6,8,11,13,19,20 2,163,666 1,468 95,903
WESTAMERICA BANCORPORATION COM 957090103 58,999 957,624 SH   DFND 2,5,8,20 778,987 10 178,627
WESTERN ALLIANCE BANCORP COM 957638109 127,284 2,846,240 SH   DFND 2,5,8,13,20 2,582,411 1,500 262,329
WESTERN ASSET MTG CAP CORP COM 95790D105 12,985 1,261,976 SH   DFND 2,5,8,20 1,067,066 3,510 191,400
WESTERN DIGITAL CORP COM 958102105 624,249 12,993,329 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,446,953 204,682 1,341,694
WESTERN NEW ENG BANCORP INC COM 958892101 5,251 562,156 SH   DFND 2,5,6,20 480,474 0 81,682
AVIS BUDGET GROUP INC COM 053774105 79,172 2,251,752 SH   DFND 2,5,6,8,11,12,13,20 2,027,343 1,388 223,021
WESTERN UN CO COM 959802109 409,157 20,570,969 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 17,914,955 311,627 2,344,387
WESTLAKE CHEM CORP COM 960413102 64,178 923,960 SH   DFND 2,5,6,8,10,12,13,19,20 694,864 25,686 203,410
WESTPAC BKG CORP SPONSORED ADR 961214301 418 20,320 SH   DFND 20 20,320 0 0
WESTROCK CO COM 96145D105 438,729 12,029,870 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,852,415 138,963 1,038,492
WESTWOOD HLDGS GROUP INC COM 961765104 5,948 165,727 SH   DFND 2,5,20 143,874 0 21,853
WEX INC COM 96208T104 216,192 1,038,884 SH   DFND 2,5,6,8,11,13,20 983,484 627 54,773
WEYCO GROUP INC COM 962149100 3,644 136,425 SH   DFND 2,5,20 117,314 0 19,111
WEYERHAEUSER CO COM 962166104 825,296 31,332,406 SH   DFND 2,5,6,8,10,11,12,13,19,20 28,146,698 405,759 2,779,949
WHIRLPOOL CORP COM 963320106 467,980 3,287,299 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,944,422 45,443 297,434
WHITE MTNS INS GROUP LTD COM G9618E107 57,041 55,843 SH   DFND 2,5,6,8,13,20 51,431 51 4,361
AVISTA CORP COM 05379B107 87,762 1,967,752 SH   DFND 2,5,8,13,20 1,766,310 920 200,522
WHITESTONE REIT COM 966084204 14,736 1,161,203 SH   DFND 2,5,8,20 1,027,639 0 133,564
WHITING PETE CORP NEW COM NEW 966387409 93,305 4,994,889 SH   DFND 2,5,8,12,13,20 4,875,053 1,496 118,340
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 17,625 18,100,000 SH   DFND 2,5 18,100,000 0 0
WIDEOPENWEST INC COM 96758W101 3,799 523,280 SH   DFND 2,5,20 438,014 0 85,266
WIDEPOINT CORP COM 967590100 10 24,908 SH   DFND 20 24,908 0 0
WILEY JOHN & SONS INC CL A 968223206 233,724 5,096,457 SH   DFND 2,5,6,8,11,13,19,20 4,764,191 435 331,831
WILLDAN GROUP INC COM 96924N100 6,853 183,976 SH   DFND 2,5,8,20 154,918 0 29,058
WILLIAMS COS INC DEL COM 969457100 1,623,562 57,901,656 SH   DFND 2,5,6,8,10,11,12,13,19,20 52,368,779 653,213 4,879,664
WILLIAMS SONOMA INC COM 969904101 167,119 2,571,066 SH   DFND 2,5,6,8,11,12,13,19,20 2,470,493 701 99,872
WILLIS LEASE FINANCE CORP COM 970646105 3,629 62,228 SH   DFND 2,20 52,462 0 9,766
AVNET INC COM 053807103 164,826 3,640,947 SH   DFND 2,5,6,8,11,12,13,19,20 3,485,337 3,979 151,631
WILLIS TOWERS WATSON PUB LTD SHS G96629103 1,089,858 5,670,952 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,127,546 72,061 471,345
WILLSCOT CORP COM 971375126 13,426 892,659 SH   DFND 2,5,8,20 738,973 0 153,686
WINGSTOP INC COM 974155103 78,961 833,363 SH   DFND 2,5,8,20 741,454 0 91,909
WINMARK CORP COM 974250102 8,367 48,320 SH   DFND 2,5,8,20 41,479 0 6,841
WINNEBAGO INDS INC COM 974637100 35,082 905,117 SH   DFND 2,5,8,20 790,570 0 114,547
WINTRUST FINL CORP COM 97650W108 150,970 2,063,557 SH   DFND 2,5,6,8,11,13,20 1,965,658 539 97,360
WIPRO LTD SPON ADR 1 SH 97651M109 25,697 5,934,713 SH   DFND 2,5,8,13,19,20 5,514,602 0 420,111
WISDOMTREE INVTS INC COM 97717P104 22,425 3,634,465 SH   DFND 2,5,8,20 3,198,879 3,600 431,986
WIX COM LTD SHS M98068105 113,066 795,676 SH   DFND 2,5,6,8,10,12,13,19,20 672,653 23,500 99,523
WNS HOLDINGS LTD SPON ADR 92932M101 652 11,009 SH   DFND 2 11,009 0 0
AVON PRODS INC COM 054303102 21,265 5,480,643 SH   DFND 1,2,5,8,12,20 5,352,199 16,589 111,855
WOLVERINE WORLD WIDE INC COM 978097103 77,500 2,803,903 SH   DFND 2,5,8,19,20 2,339,613 828 463,462
WOODWARD INC COM 980745103 153,570 1,357,107 SH   DFND 2,5,6,8,11,13,19,20 1,257,481 849 98,777
WORKDAY INC CL A 98138H101 674,700 3,281,934 SH   DFND 2,5,6,8,10,12,13,19,20 2,861,469 79,825 340,640
WORKDAY INC NOTE 0.250%10/0 98138HAF8 52,490 35,050,000 SH   DFND 2,5 35,050,000 0 0
WORKIVA INC COM CL A 98139A105 41,322 711,350 SH   DFND 2,5,8,20 602,117 0 109,233
WORLD ACCEP CORP DEL COM 981419104 32,200 196,210 SH   DFND 2,5,8,20 174,906 0 21,304
WORLD FUEL SVCS CORP COM 981475106 93,031 2,579,878 SH   DFND 2,5,6,8,11,12,13,20 2,353,529 246 226,103
WORLD WRESTLING ENTMT INC CL A 98156Q108 76,714 1,062,369 SH   DFND 2,5,6,8,11,20 1,008,109 6,700 47,560
WORLDPAY INC CL A 981558109 750,798 6,126,460 SH   DFND 2,5,6,8,10,12,13,19,20 5,349,420 158,095 618,945
WORTHINGTON INDS INC COM 981811102 65,428 1,625,127 SH   DFND 2,5,6,8,11,19,20 1,493,705 1,200 130,222
AVROBIO INC COM 05455M100 4,193 257,868 SH   DFND 2,5,20 224,268 0 33,600
WPX ENERGY INC COM 98212B103 149,548 12,992,886 SH   DFND 2,5,6,11,12,13,20 12,507,136 6,336 479,414
WRAP TECHNOLOGIES INC COM 98212N107 564 107,524 SH   DFND 2,20 107,524 0 0
WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 17,740 11,950,000 SH   DFND 2,5 11,950,000 0 0
WRIGHT MED GROUP N V ORD SHS N96617118 82,683 2,772,742 SH   DFND 2,5,8,20 2,364,460 1,154 407,128
WSFS FINL CORP COM 929328102 57,803 1,399,598 SH   DFND 2,5,8,20 1,120,251 0 279,347
WYNDHAM DESTINATIONS INC COM 98310W108 110,806 2,524,056 SH   DFND 2,5,6,8,11,13,20 2,376,332 5,145 142,579
WYNDHAM HOTELS & RESORTS INC COM 98311A105 141,600 2,540,364 SH   DFND 2,5,6,8,11,12,13,19,20 2,387,791 5,145 147,428
WYNN RESORTS LTD COM 983134107 496,707 4,006,024 SH   DFND 2,5,6,8,10,12,13,19,20 3,602,355 51,635 352,034
X FINANCIAL SPONSORED ADS 98372W103 389 103,830 SH   DFND 5,20 103,830 0 0
X4 PHARMACEUTICALS INC COM 98420X103 1,214 80,926 SH   DFND 2,20 80,926 0 0
AVX CORP NEW COM 002444107 18,535 1,116,545 SH   DFND 2,5,8,20 943,823 1,140 171,582
XBIOTECH INC COM 98400H102 2,085 275,028 SH   DFND 2,20 275,028 0 0
XCEL ENERGY INC COM 98389B100 1,573,677 26,278,685 SH   DFND 2,5,6,8,10,11,12,13,19,20 24,013,685 396,491 1,868,509
XENCOR INC COM 98401F105 55,702 1,360,914 SH   DFND 2,5,8,20 1,205,029 0 155,885
XENIA HOTELS & RESORTS INC COM 984017103 107,807 5,103,893 SH   DFND 2,5,8,10,12,13,20 4,598,058 28,612 477,223
XENON PHARMACEUTICALS INC COM 98420N105 204 20,664 SH   DFND 2 20,664 0 0
XERIS PHARMACEUTICALS INC COM 98422L107 4,560 398,631 SH   DFND 2,5,20 348,031 0 50,600
XEROX CORP COM NEW 984121608 383,335 10,752,862 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 8,984,830 230,919 1,537,113
XILINX INC COM 983919101 1,271,821 10,785,459 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,348,650 347,289 1,089,520
XPERI CORP COM 98421B100 33,534 1,628,648 SH   DFND 2,5,8,10,20 1,472,581 2,350 153,717
XPO LOGISTICS INC COM 983793100 197,201 3,411,190 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,096,054 60,794 254,342
AXA EQUITABLE HLDGS INC COM 054561105 175,079 8,376,997 SH   DFND 2,5,6,8,10,12,13,19,20 7,009,716 219,273 1,148,008
XUNLEI LTD SPONSORED ADR 98419E108 373 142,487 SH   DFND 2,5,20 142,487 0 0
XYLEM INC COM 98419M100 692,975 8,285,212 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,439,892 130,356 714,964
Y MABS THERAPEUTICS INC COM 984241109 7,365 322,057 SH   DFND 2,5,20 282,457 0 39,600
YAMANA GOLD INC COM 98462Y100 458 181,302 SH   DFND 5,8,20 181,302 0 0
YANDEX N V SHS CLASS A N97284108 13,690 360,266 SH   DFND 2,5,8,10,12,19,20 348,877 0 11,389
YELP INC CL A 985817105 83,518 2,443,483 SH   DFND 2,5,6,8,11,13,19,20 2,188,658 600 254,225
YETI HLDGS INC COM 98585X104 15,149 523,293 SH   DFND 2,5,8,20 441,893 0 81,400
YEXT INC COM 98585N106 44,006 2,190,444 SH   DFND 2,5,8,20 1,566,956 0 623,488
YINTECH INVT HLDGS LTD SPONSORED ADR 98585M108 172 36,500 SH   DFND 2,20 36,500 0 0
YIRENDAI LTD SPONSORED ADR 98585L100 591 42,951 SH   DFND 2,5,20 42,951 0 0
AXALTA COATING SYS LTD COM G0750C108 138,648 4,657,300 SH   DFND 2,5,6,8,10,12,13,19,20 3,675,446 115,350 866,504
YORK WTR CO COM 987184108 9,698 270,190 SH   DFND 2,5,8,13,20 223,041 0 47,149
YOUNGEVITY INTL INC COM NEW 987537206 479 102,368 SH   DFND 2,20 102,368 0 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 94,195 5,172,697 SH   DFND 1,2,5,8,10,12,13,19,20 5,172,697 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 2,656 658,969 SH   DFND 2,5,20 553,994 0 104,975
YUM BRANDS INC COM 988498101 1,546,729 13,976,044 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,220,037 268,873 1,487,134
YUM CHINA HLDGS INC COM 98850P109 537,283 11,629,498 SH   DFND 2,5,8,10,12,13,19,20 9,811,123 239,671 1,578,704
YY INC SPONSORED ADS A 98426T106 75,754 1,087,018 SH   DFND 1,2,5,8,10,11,12,13,19,20 850,402 34,800 201,816
ZAFGEN INC COM 98885E103 67 55,994 SH   DFND 2,20 55,994 0 0
ZAGG INC COM 98884U108 3,363 483,158 SH   DFND 2,5,20 408,319 0 74,839
ZAI LAB LTD ADR 98887Q104 4,583 131,420 SH   DFND 2,5,20 131,420 0 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208 13,748 913,508 SH   DFND 2,5,8,20 819,338 0 94,170
ZAYO GROUP HLDGS INC COM 98919V105 158,471 4,815,288 SH   DFND 2,5,6,8,10,12,13,19,20 4,088,121 108,598 618,569
ZEBRA TECHNOLOGIES CORP CL A 989207105 364,989 1,742,273 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,647,217 869 94,187
ZENDESK INC COM 98936J101 121,235 1,361,735 SH   DFND 2,5,8,13,19,20 1,221,877 2,000 137,858
ZENDESK INC NOTE 0.250% 3/1 98936JAB7 26,807 17,500,000 SH   DFND 2,5 17,500,000 0 0
ZILLOW GROUP INC CL A 98954M101 31,311 684,248 SH   DFND 2,5,12,13,19,20 629,195 0 55,053
ZILLOW GROUP INC CL C CAP STK 98954M200 117,480 2,532,447 SH   DFND 2,5,6,8,10,12,13,19,20 2,099,753 59,330 373,364
ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 10,951 10,975,000 SH   DFND 2,5 10,975,000 0 0
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 15,881 13,975,000 SH   DFND 2,5 13,975,000 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 989,472 8,386,931 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,501,210 142,569 743,152
ZION OIL & GAS INC COM 989696109 21 61,229 SH   DFND 20 61,229 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 15,206 5,673,763 SH   DFND 2,5,8,20 5,273,855 0 399,908
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 96,841 1,612,696 SH   DFND 2,5,8,12,13,19,20 1,504,679 3,501 104,516
ZIONS BANCORPORATION N A COM 989701107 452,108 9,832,717 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,903,266 127,852 801,599
ZIOPHARM ONCOLOGY INC COM 98973P101 32,285 5,537,807 SH   DFND 2,5,8,20 5,015,923 0 521,884
ZIX CORP COM 98974P100 12,453 1,369,922 SH   DFND 2,5,20 1,029,603 0 340,319
ZOETIS INC CL A 98978V103 2,241,644 19,751,906 SH   DFND 2,5,6,8,10,11,12,13,19,20 17,521,337 314,631 1,915,938
ZOGENIX INC COM NEW 98978L204 47,736 999,082 SH   DFND 2,5,8,20 855,752 0 143,330
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 1,394 15,700 SH   DFND 20 15,700 0 0
ZOVIO INC COM 98979V102 146 40,820 SH   DFND 2,20 40,820 0 0
ZSCALER INC COM 98980G102 59,856 781,002 SH   DFND 2,5,8,19,20 722,176 0 58,826
ZTO EXPRESS CAYMAN INC SPONSORED ADS A 98980A105 124,332 6,502,711 SH   DFND 1,2,5,8,10,11,12,13,19,20 6,502,711 0 0
ZUMIEZ INC COM 989817101 17,030 652,495 SH   DFND 2,5,8,20 579,539 1,202 71,754
AXOGEN INC COM 05463X106 22,621 1,142,497 SH   DFND 2,5,8,20 1,037,619 0 104,878
ZUORA INC COM CL A 98983V106 25,232 1,647,004 SH   DFND 2,5,8,20 1,647,004 0 0
ZYNERBA PHARMACEUTICALS INC COM 98986X109 4,778 352,652 SH   DFND 2,5,20 352,052 0 600
ZYNEX INC COM 98986M103 1,607 257,069 SH   DFND 2,20 257,069 0 0
ZYNGA INC CL A 98986T108 70,818 11,552,689 SH   DFND 2,5,8,13,20 10,544,927 19,800 987,962
AXON ENTERPRISE INC COM 05464C101 176,236 2,744,687 SH   DFND 2,5,6,8,11,13,19,20 2,549,820 300 194,567
AXONICS MODULATION TECH INC COM 05465P101 11,637 284,033 SH   DFND 2,5,8,20 253,490 0 30,543
AXOS FINL INC COM 05465C100 53,574 1,966,007 SH   DFND 2,5,8,20 1,734,957 1,600 229,450
AXSOME THERAPEUTICS INC COM 05464T104 16,775 651,473 SH   DFND 2,5,8,20 651,473 0 0
AXT INC COM 00246W103 2,555 645,136 SH   DFND 2,5,20 541,684 0 103,452
AZZ INC COM 002474104 34,639 752,695 SH   DFND 2,5,8,20 668,118 994 83,583
B & G FOODS INC NEW COM 05508R106 45,173 2,123,406 SH   DFND 2,5,8,20 1,688,002 700 434,704
B RILEY FINL INC COM 05580M108 7,656 366,996 SH   DFND 2,5,20 306,021 0 60,975
ACI WORLDWIDE INC COM 004498101 136,302 3,969,203 SH   DFND 2,5,6,8,11,13,19,20 3,354,167 1,265 613,771
BABCOCK & WILCOX ENTERPRIS I COM 05614L100 51 149,653 SH   DFND 5,20 149,653 0 0
BADGER METER INC COM 056525108 52,388 877,661 SH   DFND 2,5,8,20 785,915 1,120 90,626
BAIDU INC SPON ADR REP A 056752108 709,247 6,043,346 SH   DFND 1,2,5,8,10,11,12,13,19,20 4,821,751 177,827 1,043,768
BAKER HUGHES A GE CO CL A 05722G100 628,140 25,503,043 SH   DFND 2,5,6,8,10,11,12,13,19,20 22,243,693 311,127 2,948,223
BALCHEM CORP COM 057665200 94,495 945,235 SH   DFND 2,5,8,20 841,685 416 103,134
BALL CORP COM 058498106 998,499 14,266,307 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,704,879 174,575 1,386,853
BALLARD PWR SYS INC NEW COM 058586108 212 51,921 SH   DFND 2 51,921 0 0
BANC OF CALIFORNIA INC COM 05990K106 25,401 1,810,068 SH   DFND 2,5,8,20 1,455,618 0 354,450
BANCFIRST CORP COM 05945F103 21,410 382,673 SH   DFND 2,5,8,20 324,786 798 57,089
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 113 20,363 SH   DFND 12,20 16,974 0 3,389
22ND CENTY GROUP INC COM 90137F103 4,259 2,037,763 SH   DFND 2,5,20 1,736,858 0 300,905
ACLARIS THERAPEUTICS INC COM 00461U105 1,328 606,579 SH   DFND 2,5,20 510,905 0 95,674
BANCO BRADESCO S A SP ADR PFD NEW 059460303 206,929 21,062,252 SH   DFND 1,2,5,8,10,13,20 18,880,879 1,751,733 429,640
BANCO DE CHILE SPONSORED ADS 059520106 2,744 92,411 SH   DFND 2,5,10,13,19,20 87,056 2,121 3,234
BANCO MACRO SA SPON ADR B 05961W105 115,899 1,590,931 SH   DFND 2,5,8,10,12,13,19,20 1,590,931 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 26,270 2,213,137 SH   DFND 2,5,10,20 1,795,200 183,007 234,930
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 9,342 312,232 SH   DFND 2,5,8,10,13,19,20 297,451 0 14,781
BANCO SANTANDER MEXICO S A SPONSORED ADS B 05969B103 268 35,010 SH   DFND 8 35,010 0 0
BANCO SANTANDER SA ADR 05964H105 4,349 949,535 SH   DFND 1,2,5,10,12,20 850,110 0 99,425
BANCOLOMBIA S A SPON ADR PREF 05968L102 43,176 840,701 SH   DFND 1,2,5,10,13,19,20 750,229 75,276 15,196
BANCORP INC DEL COM 05969A105 10,245 1,148,516 SH   DFND 2,5,8,20 1,002,071 0 146,445
BANCORPSOUTH BK TUPELO MISS COM 05971J102 113,803 3,894,843 SH   DFND 2,5,6,8,11,20 3,587,650 672 306,521
ACNB CORP COM 000868109 4,302 108,720 SH   DFND 2,20 93,288 0 15,432
BANDWIDTH INC COM CL A 05988J103 24,064 320,766 SH   DFND 2,5,8,20 320,766 0 0
BANK AMER CORP 7.25%CNV PFD L 060505682 108,314 78,992 SH   DFND 2 78,992 0 0
BANK AMER CORP COM 060505104 11,202,079 386,278,603 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 344,187,957 6,750,807 35,339,839
BANK COMM HLDGS COM 06424J103 2,599 243,131 SH   DFND 2,20 206,767 0 36,364
BANK FIRST NATL CORP COM 06211J100 2,811 75,904 SH   DFND 2,5,20 75,904 0 0
BANK HAWAII CORP COM 062540109 117,243 1,414,096 SH   DFND 2,5,6,8,11,13,20 1,362,333 966 50,797
BANK MONTREAL QUE COM 063671101 944 12,515 SH   DFND 2,12,20 8,913 2,243 1,359
BANK NEW YORK MELLON CORP COM 064058100 1,722,450 39,013,595 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 34,894,129 609,156 3,510,310
BANK OF MARIN BANCORP COM 063425102 11,531 281,118 SH   DFND 2,5,8,20 240,382 0 40,736
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 32,112 945,584 SH   DFND 2,5,20 783,278 0 162,306
ACORDA THERAPEUTICS INC COM 00484M106 29,582 3,856,844 SH   DFND 2,5,8,20 3,717,164 1,644 138,036
BANK OZK COM 06417N103 385,185 12,801,112 SH   DFND 2,5,6,8,11,13,20 12,653,048 2,400 145,664
BANK PRINCETON NEW JERSEY COM 064520109 2,504 83,456 SH   DFND 2,20 66,219 0 17,237
BANK7 CORP COM 06652N107 1,155 62,493 SH   DFND 2,20 39,050 0 23,443
BANKFINANCIAL CORP COM 06643P104 5,699 407,356 SH   DFND 2,5,6,13,20 296,447 0 110,909
BANKUNITED INC COM 06652K103 92,641 2,745,739 SH   DFND 2,5,8,12,13,20 2,598,758 1,400 145,581
BANKWELL FINL GROUP INC COM 06654A103 2,883 100,437 SH   DFND 2,13,20 84,455 0 15,982
BANNER CORP COM NEW 06652V208 72,995 1,348,017 SH   DFND 2,5,8,20 1,196,469 0 151,548
BAOZUN INC SPONSORED ADR 06684L103 39,611 794,448 SH   DFND 1,2,5,8,10,11,12,13,19,20 633,148 16,300 145,000
BAR HBR BANKSHARES COM 066849100 9,716 365,387 SH   DFND 2,5,8,20 319,813 0 45,574
BARCLAYS BK PLC DJUBS CMDT ETN36 06738C778 19,675 884,667 SH   DFND 1,20 826,553 68 58,046
ACTIVISION BLIZZARD INC COM 00507V109 1,553,579 32,914,799 SH   DFND 2,5,6,8,10,11,12,13,19,20 29,559,079 520,014 2,835,706
BARNES & NOBLE ED INC COM 06777U101 3,323 989,035 SH   DFND 2,5,20 885,879 0 103,156
BARNES & NOBLE INC COM 067774109 11,781 1,760,983 SH   DFND 2,5,8,20 1,542,833 583 217,567
BARNES GROUP INC COM 067806109 89,611 1,590,535 SH   DFND 2,5,8,19,20 1,231,748 388 358,399
BARRETT BUSINESS SERVICES IN COM 068463108 14,325 173,428 SH   DFND 2,5,8,20 136,192 2,500 34,736
BARRICK GOLD CORPORATION COM 067901108 23,820 1,510,475 SH   DFND 2,5,8,20 1,510,475 0 0
BASIC ENERGY SVCS INC NEW COM NEW 06985P209 108 56,805 SH   DFND 2,20 56,805 0 0
BASSETT FURNITURE INDS INC COM 070203104 2,973 194,954 SH   DFND 2,5,20 163,639 0 31,315
BAUSCH HEALTH COS INC COM 071734107 5,179 205,363 SH   DFND 5,13,20 21,348 0 184,015
BAXTER INTL INC COM 071813109 1,935,386 23,568,938 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 18,787,817 2,712,493 2,068,628
BAYCOM CORP COM 07272M107 4,549 207,730 SH   DFND 2,20 157,725 0 50,005
ACTUANT CORP CL A NEW 00508X203 54,931 2,214,075 SH   DFND 2,5,8,20 1,578,274 2,371 633,430
BB&T CORP COM 054937107 1,682,487 34,245,618 SH   DFND 2,5,6,8,10,11,12,13,19,20 30,731,672 544,347 2,969,599
BBVA BANCO FRANCES S A SPONSORED ADR 07329M100 21,869 1,931,903 SH   DFND 2,5,8,10,12,13,19,20 1,931,903 0 0
BBX CAP CORP NEW CL A 05491N104 6,325 1,288,253 SH   DFND 2,5,8,20 1,079,553 0 208,700
BCB BANCORP INC COM 055298103 3,467 250,335 SH   DFND 2,20 207,867 0 42,468
BEACON ROOFING SUPPLY INC COM 073685109 51,186 1,393,963 SH   DFND 2,5,8,13,20 1,172,954 552 220,457
BEAZER HOMES USA INC COM NEW 07556Q881 6,177 642,783 SH   DFND 2,5,8,20 528,378 3,200 111,205
BECTON DICKINSON & CO COM 075887109 2,870,247 11,389,419 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 10,195,926 154,238 1,039,255
BECTON DICKINSON & CO PFD SHS CONV A 075887208 79,397 1,274,639 SH   DFND 2 1,274,639 0 0
BED BATH & BEYOND INC COM 075896100 56,294 4,774,695 SH   DFND 1,2,5,6,8,11,12,13,20 4,300,587 8,673 465,435
BEIGENE LTD SPONSORED ADR 07725L102 92,940 749,820 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 622,870 48,100 78,850
ACUITY BRANDS INC COM 00508Y102 189,057 1,370,873 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,188,095 55,527 127,251
BEL FUSE INC CL B 077347300 4,703 273,933 SH   DFND 2,5,20 247,350 0 26,583
BELDEN INC COM 077454106 91,240 1,530,365 SH   DFND 2,5,6,8,11,13,20 1,206,941 791 322,633
BELLEROPHON THERAPEUTICS INC COM 078771102 8 13,800 SH   DFND 20 13,800 0 0
BELLICUM PHARMACEUTICALS INC COM 079481107 92 54,087 SH   DFND 2,20 54,087 0 0
BENCHMARK ELECTRS INC COM 08160H101 34,686 1,372,477 SH   DFND 2,5,8,20 1,237,099 115 135,263
BENEFITFOCUS INC COM 08180D106 21,659 797,767 SH   DFND 2,5,8,20 709,595 0 88,172
BERKLEY W R CORP COM 084423102 437,781 6,581,107 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,479,762 154,403 946,942
BERKSHIRE HATHAWAY INC DEL CL A 084670108 105,374 331 SH   DFND 1,5,12,19,20 321 0 10
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 16,731,280 78,487,968 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 68,643,959 3,135,357 6,708,652
BERKSHIRE HILLS BANCORP INC COM 084680107 49,741 1,584,621 SH   DFND 2,5,8,20 1,442,251 0 142,370
ACUSHNET HOLDINGS CORP COM 005098108 18,184 692,466 SH   DFND 2,5,8,20 583,342 0 109,124
BERRY GLOBAL GROUP INC COM 08579W103 88,056 1,674,384 SH   DFND 2,5,8,12,13,20 1,510,397 1,400 162,587
BERRY PETE CORP COM 08579X101 12,663 1,182,965 SH   DFND 2,5,20 1,001,365 0 181,600
BEST BUY INC COM 086516101 808,619 11,515,406 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,617,066 474,050 1,424,290
BEST INC SPONSORED ADS 08653C106 1,113 202,025 SH   DFND 2,5 202,025 0 0
BEYOND MEAT INC COM 08862E109 15,168 94,396 SH   DFND 2,20 94,396 0 0
BEYONDSPRING INC SHS G10830100 2,967 125,202 SH   DFND 2,20 125,202 0 0
BG STAFFING INC COM 05544A109 2,760 146,181 SH   DFND 2,20 121,199 0 24,982
BGC PARTNERS INC CL A 05541T101 20,321 3,885,405 SH   DFND 2,5,8,13,20 3,532,192 5,482 347,731
BHP GROUP LTD SPONSORED ADS 088606108 6,454 111,027 SH   DFND 1,19,20 102,088 0 8,939
BHP GROUP PLC SPONSORED ADR 05545E209 4,809 94,108 SH   DFND 1,20 94,108 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 2,529 407,911 SH   DFND 2,5,20 332,542 0 75,369
BIG 5 SPORTING GOODS CORP COM 08915P101 124 63,580 SH   DFND 2,20 63,580 0 0
BIG LOTS INC COM 089302103 39,924 1,395,468 SH   DFND 2,5,8,12,19,20 1,261,366 921 133,181
BIGLARI HLDGS INC COM STK CL B 08986R309 2,021 19,458 SH   DFND 2,5,8,20 16,136 85 3,237
BILIBILI INC SPONS ADS REP Z 090040106 1,223 75,151 SH   DFND 2 75,151 0 0
BIO RAD LABS INC CL A 090572207 154,373 493,852 SH   DFND 2,5,6,8,11,13,19,20 467,706 281 25,865
BIO TECHNE CORP COM 09073M104 192,853 924,997 SH   DFND 2,5,6,8,11,13,19,20 872,783 514 51,700
BIOCRYST PHARMACEUTICALS COM 09058V103 25,187 6,645,717 SH   DFND 2,5,8,20 6,300,084 0 345,633
BIODELIVERY SCIENCES INTL IN COM 09060J106 5,922 1,273,496 SH   DFND 2,5,20 1,273,496 0 0
BIOGEN INC COM 09062X103 2,049,771 8,764,575 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,588,854 304,809 870,912
BIOHAVEN PHARMACTL HLDG CO L COM G11196105 69,537 1,587,957 SH   DFND 2,5,8,20 1,489,142 0 98,815
ADAMIS PHARMACEUTICALS CORP COM NEW 00547W208 50 38,500 SH   DFND 20 38,500 0 0
BIOLIFE SOLUTIONS INC COM NEW 09062W204 1,904 112,349 SH   DFND 2,20 112,349 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 401,642 4,689,340 SH   DFND 2,5,6,8,10,12,13,19,20 4,202,001 92,100 395,239
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 15,447 14,850,000 SH   DFND 2,5 14,850,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 12,940 11,500,000 SH   DFND 2,5 11,500,000 0 0
BIOSCRIP INC COM 09069N108 5,820 2,238,422 SH   DFND 2,5,20 1,885,452 0 352,970
BIOSIG TECH INC COM NEW 09073N201 1,433 224,601 SH   DFND 2,20 224,601 0 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 7,461 124,954 SH   DFND 2,5,20 108,948 0 16,006
BIOTELEMETRY INC COM 090672106 51,556 1,070,729 SH   DFND 2,5,8,20 885,310 0 185,419
BIOTIME INC COM 09066L105 1,823 1,657,643 SH   DFND 2,5,20 1,422,942 0 234,701
BIOXCEL THERAPEUTICS INC COM 09075P105 526 64,142 SH   DFND 2,20 64,142 0 0
ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 155 38,434 SH   DFND 2 38,434 0 0
BITAUTO HLDGS LTD SPONSORED ADS 091727107 2,317 221,340 SH   DFND 1,2,5,20 220,480 0 860
BJS RESTAURANTS INC COM 09180C106 26,799 609,897 SH   DFND 2,5,8,20 524,695 0 85,202
BJS WHSL CLUB HLDGS INC COM 05550J101 65,908 2,496,533 SH   DFND 2,5,8,12,20 2,090,692 0 405,841
BLACK HILLS CORP COM 092113109 399,097 5,105,499 SH   DFND 2,5,6,8,11,12,13,20 4,883,248 380 221,871
BLACK KNIGHT INC COM 09215C105 112,273 1,866,555 SH   DFND 2,5,8,10,13,19,20 1,676,455 1,950 188,150
BLACKBAUD INC COM 09227Q100 143,286 1,716,002 SH   DFND 2,5,6,8,11,13,19,20 1,412,491 3,629 299,882
BLACKBERRY LTD COM 09228F103 182 24,384 SH   DFND 5,8,20 24,384 0 0
BLACKLINE INC COM 09239B109 57,743 1,079,105 SH   DFND 2,5,8,20 730,826 0 348,279
BLACKROCK INC COM 09247X101 2,425,226 5,167,753 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,604,633 84,314 478,806
BLACKSTONE MTG TR INC COM CL A 09257W100 91,429 2,527,302 SH   DFND 2,5,6,8,13,20 2,121,791 1,900 403,611
2U INC COM 90214J101 29,467 782,856 SH   DFND 2,5,8,13,19,20 712,740 500 69,616
ADDUS HOMECARE CORP COM 006739106 23,386 312,015 SH   DFND 2,5,8,20 277,063 0 34,952
BLACKSTONE MTG TR INC NOTE 4.375% 5/0 09257WAB6 13,045 12,425,000 SH   DFND 2,5 12,425,000 0 0
BLOCK H & R INC COM 093671105 338,302 11,447,169 SH   DFND 2,5,6,8,10,11,12,13,19,20 9,096,972 228,754 2,121,443
BLOOM ENERGY CORP COM CL A 093712107 12,080 984,536 SH   DFND 2,5,8,20 984,536 0 0
BLOOMIN BRANDS INC COM 094235108 50,707 2,681,478 SH   DFND 2,5,8,20 2,371,576 600 309,302
BLUCORA INC COM 095229100 43,618 1,436,233 SH   DFND 2,5,8,20 1,282,346 1,243 152,644
BLUE BIRD CORP COM 095306106 5,120 260,019 SH   DFND 2,5,20 218,707 0 41,312
BLUEBIRD BIO INC COM 09609G100 149,266 1,173,473 SH   DFND 2,5,8,13,19,20 1,105,152 1,500 66,821
BLUEGREEN VACATIONS CORP COM 09629F108 1,218 104,169 SH   DFND 2,20 86,523 0 17,646
BLUELINX HLDGS INC COM NEW 09624H208 3,127 157,825 SH   DFND 2,5,20 130,325 0 27,500
BLUEPRINT MEDICINES CORP COM 09627Y109 154,357 1,636,349 SH   DFND 2,5,8,13,20 1,478,065 400 157,884
ADECOAGRO S A COM L00849106 2,224 311,416 SH   DFND 2,5,20 311,416 0 0
BLUEROCK RESIDENTIAL GRW REI COM CL A 09627J102 6,358 534,320 SH   DFND 2,5,20 469,806 0 64,514
BMC STK HLDGS INC COM 05591B109 29,737 1,402,671 SH   DFND 2,5,8,20 1,147,273 0 255,398
BOEING CO COM 097023105 9,510,866 26,128,035 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 18,676,998 404,389 7,046,648
BOINGO WIRELESS INC COM 09739C102 16,398 912,522 SH   DFND 2,5,8,20 783,389 0 129,133
BOISE CASCADE CO DEL COM 09739D100 32,611 1,160,125 SH   DFND 2,5,8,20 1,007,373 1,400 151,352
BOK FINL CORP COM NEW 05561Q201 57,053 755,870 SH   DFND 2,5,8,13,20 716,296 306 39,268
BONANZA CREEK ENERGY INC COM NEW 097793400 15,827 758,005 SH   DFND 2,5,20 697,153 0 60,852
BOOT BARN HLDGS INC COM 099406100 31,726 890,191 SH   DFND 2,5,8,20 803,490 0 86,701
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 130,042 1,964,085 SH   DFND 2,5,8,12,13,19,20 1,779,351 1,500 183,234
BORGWARNER INC COM 099724106 379,562 9,041,497 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,008,780 224,682 808,035
ADESTO TECHNOLOGIES CORP COM 00687D101 3,247 398,396 SH   DFND 2,20 337,296 0 61,100
BOSTON BEER INC CL A 100557107 106,013 280,635 SH   DFND 2,5,6,8,20 242,320 311 38,004
BOSTON OMAHA CORP COM 101044105 3,388 146,338 SH   DFND 2,20 129,938 0 16,400
BOSTON PRIVATE FINL HLDGS IN COM 101119105 35,249 2,920,400 SH   DFND 2,5,8,20 2,654,738 1,448 264,214
BOSTON PROPERTIES INC COM 101121101 1,388,104 10,682,992 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 9,713,456 145,032 824,504
BOSTON SCIENTIFIC CORP COM 101137107 2,569,211 59,776,892 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 53,569,295 969,574 5,238,023
BOTTOMLINE TECH DEL INC COM 101388106 53,493 1,209,164 SH   DFND 2,5,8,20 1,070,929 1,250 136,985
BOX INC CL A 10316T104 51,476 2,923,140 SH   DFND 2,5,8,13,20 2,454,650 1,500 466,990
BOYD GAMING CORP COM 103304101 69,401 2,569,504 SH   DFND 2,5,6,8,20 2,298,475 2,132 268,897
BP PLC SPONSORED ADR 055622104 1,153,801 27,669,082 SH   DFND 1,20 123,909 27,545,173 0
BRADY CORP CL A 104674106 222,169 4,504,642 SH   DFND 2,5,8,20 4,350,315 1,792 152,535
ADIENT PLC ORD SHS G0084W101 71,865 2,961,069 SH   DFND 2,5,6,8,11,12,13,20 2,830,834 974 129,261
BRAEMAR HOTELS & RESORTS INC COM 10482B101 6,674 663,451 SH   DFND 2,5,8,20 534,783 761 127,907
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 102,658 7,168,850 SH   DFND 2,5,8,10,13,20 6,609,858 48,749 510,243
BRF SA SPONSORED ADR 10552T107 14,995 1,972,990 SH   DFND 1,2,5,8,10,20 1,707,935 241,563 23,492
BRIDGE BANCORP INC COM 108035106 10,264 348,409 SH   DFND 2,5,8,20 293,710 0 54,699
BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 4,285 371,285 SH   DFND 2,20 306,685 0 64,600
BRIDGFORD FOODS CORP COM 108763103 450 15,118 SH   DFND 2,20 15,118 0 0
BRIGGS & STRATTON CORP COM 109043109 13,000 1,252,506 SH   DFND 2,5,8,20 1,123,656 2,098 126,752
BRIGHAM MINERALS INC CL A COM 10918L103 4,842 225,616 SH   DFND 2,5,20 225,616 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 113,274 750,803 SH   DFND 2,5,8,13,19,20 675,660 600 74,543
BRIGHT SCHOLAR ED HLDGS LTD SPONSORED ADS 109199109 822 90,721 SH   DFND 2,5,20 90,721 0 0
ADMA BIOLOGICS INC COM 000899104 1,536 396,893 SH   DFND 2,13,20 332,293 0 64,600
BRIGHTCOVE INC COM 10921T101 6,950 672,820 SH   DFND 2,5,20 573,834 0 98,986
BRIGHTHOUSE FINL INC COM 10922N103 190,217 5,184,432 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,320,101 64,733 799,598
BRIGHTSPHERE INVESTMNT GRP P SHS G1644T109 18,184 1,593,651 SH   DFND 2,5,8,20 1,367,962 0 225,689
BRIGHTVIEW HLDGS INC COM 10948C107 10,604 566,734 SH   DFND 2,5,8,20 468,834 0 97,900
BRINKER INTL INC COM 109641100 53,462 1,358,633 SH   DFND 2,5,6,8,11,20 1,214,687 1,601 142,345
BRINKS CO COM 109696104 142,993 1,761,435 SH   DFND 2,5,6,8,11,13,20 1,425,800 594 335,041
BRISTOL MYERS SQUIBB CO COM 110122108 3,122,581 68,855,140 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 60,674,590 1,705,031 6,475,519
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 103,895 2,924,692 SH   DFND 2,5,8,10,12,20 2,700,702 159,589 64,401
BRIXMOR PPTY GROUP INC COM 11120U105 289,802 16,208,144 SH   DFND 2,5,6,8,10,11,13,19,20 15,274,204 84,750 849,190
BROADCOM INC COM 11135F101 4,722,162 16,257,584 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,429,575 261,434 1,566,575
ADOBE INC COM 00724F101 5,808,712 19,713,938 SH   DFND 2,5,6,8,10,11,12,13,19,20 17,289,302 505,107 1,919,529
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 660,667 5,154,958 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 4,460,496 153,030 541,432
BROOKDALE SR LIVING INC COM 112463104 31,020 4,302,385 SH   DFND 2,5,8,12,20 3,694,028 6,396 601,961
BROOKFIELD PROPERTY REIT INC CL A 11282X103 50,418 2,669,022 SH   DFND 2,5,8,10,20 2,497,438 23,390 148,194
BROOKLINE BANCORP INC DEL COM 11373M107 40,017 2,601,911 SH   DFND 2,5,8,20 2,356,061 0 245,850
BROOKS AUTOMATION INC COM 114340102 78,925 2,036,783 SH   DFND 2,5,8,20 1,808,521 459 227,803
BROWN & BROWN INC COM 115236101 325,539 9,717,590 SH   DFND 2,5,6,8,11,12,13,19,20 9,413,097 4,730 299,763
BROWN FORMAN CORP CL A 115637100 11,169 202,539 SH   DFND 2,5,13,20 177,817 0 24,722
BROWN FORMAN CORP CL B 115637209 611,942 11,006,861 SH   DFND 2,5,6,8,10,12,13,19,20 9,896,719 289,006 821,136
BRT APARTMENTS CORP COM 055645303 2,304 160,869 SH   DFND 2,20 131,469 0 29,400
BRUKER CORP COM 116794108 78,904 1,579,667 SH   DFND 2,5,8,13,19,20 1,285,749 2,792 291,126
ADT INC COM 00090Q103 8,820 1,433,552 SH   DFND 2,5,8,13,20 1,334,152 0 99,400
BRUNSWICK CORP COM 117043109 98,896 2,155,074 SH   DFND 2,5,6,8,11,13,19,20 2,050,568 1,857 102,649
BRYN MAWR BK CORP COM 117665109 18,224 488,313 SH   DFND 2,5,8,20 352,088 497 135,728
BUCKLE INC COM 118440106 23,287 1,345,286 SH   DFND 2,5,8,20 1,098,348 956 245,982
BUILD A BEAR WORKSHOP COM 120076104 71 12,665 SH   DFND 20 12,665 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 41,049 2,434,723 SH   DFND 2,5,8,20 2,018,880 0 415,843
BUNGE LIMITED COM G16962105 260,023 4,667,439 SH   DFND 2,5,6,8,10,12,13,19,20 3,806,940 104,054 756,445
BURLINGTON STORES INC COM 122017106 245,858 1,444,947 SH   DFND 2,5,6,8,10,12,13,19,20 1,211,876 46,359 186,712
BUSINESS FIRST BANCSHARES IN COM 12326C105 4,791 188,235 SH   DFND 2,5,20 155,335 0 32,900
BWX TECHNOLOGIES INC COM 05605H100 127,919 2,455,250 SH   DFND 2,5,8,13,19,20 2,336,509 1,259 117,482
BYLINE BANCORP INC COM 124411109 7,367 385,325 SH   DFND 2,5,20 308,147 0 77,178
ADTALEM GLOBAL ED INC COM 00737L103 83,193 1,846,676 SH   DFND 2,5,6,8,11,19,20 1,663,028 394 183,254
C & F FINL CORP COM 12466Q104 2,792 50,782 SH   DFND 2,13,20 41,353 0 9,429
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 723,413 8,576,319 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,520,771 210,802 844,746
C&J ENERGY SVCS INC NEW COM 12674R100 26,568 2,255,306 SH   DFND 2,5,8,20 2,046,107 0 209,199
CABLE ONE INC COM 12685J105 141,046 120,450 SH   DFND 2,5,6,8,11,13,20 114,272 65 6,113
CABOT CORP COM 127055101 74,330 1,557,951 SH   DFND 2,5,6,11,13,20 1,485,019 1,463 71,469
CABOT MICROELECTRONICS CORP COM 12709P103 91,238 825,725 SH   DFND 2,5,8,20 733,096 152 92,477
CABOT OIL & GAS CORP COM 127097103 512,582 22,325,009 SH   DFND 2,5,6,8,10,11,12,13,19,20 19,769,707 294,350 2,260,952
CACI INTL INC CL A 127190304 127,018 620,841 SH   DFND 2,5,6,8,11,13,20 596,909 310 23,622
CACTUS INC CL A 127203107 36,809 1,111,382 SH   DFND 2,5,8,20 965,182 0 146,200
CADENCE BANCORPORATION CL A 12739A100 103,043 4,954,011 SH   DFND 2,5,8,20 4,560,254 0 393,757
ADTRAN INC COM 00738A106 22,830 1,497,036 SH   DFND 2,5,8,20 1,315,098 1,818 180,120
CADENCE DESIGN SYSTEM INC COM 127387108 868,168 12,260,528 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 10,532,633 405,767 1,322,128
CADIZ INC COM NEW 127537207 4,529 402,570 SH   DFND 2,5,20 349,750 0 52,820
CAESARS ENTMT CORP COM 127686103 159,453 13,490,060 SH   DFND 2,5,6,8,13,20 12,787,543 7,800 694,717
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 58,804 34,063,020 SH   DFND 2,5 34,063,020 0 0
CAESARSTONE LTD ORD SHS M20598104 7,066 470,108 SH   DFND 2,5,8,20 405,748 0 64,360
CAI INTERNATIONAL INC COM 12477X106 11,041 444,856 SH   DFND 2,5,8,20 388,592 0 56,264
CAL MAINE FOODS INC COM NEW 128030202 72,807 1,745,142 SH   DFND 2,5,8,19,20 1,646,447 1,000 97,695
CALAMP CORP COM 128126109 11,760 1,006,881 SH   DFND 2,5,8,20 902,159 400 104,322
CALAVO GROWERS INC COM 128246105 45,164 466,861 SH   DFND 2,5,8,20 405,424 0 61,437
CALERES INC COM 129500104 27,788 1,390,183 SH   DFND 2,5,8,20 1,254,999 1,545 133,639
ADURO BIOTECH INC COM 00739L101 1,898 1,232,591 SH   DFND 2,5,20 1,017,318 0 215,273
CALIFORNIA RES CORP COM NEW 13057Q206 61,721 3,136,252 SH   DFND 2,5,13,20 2,986,806 1,320 148,126
CALIFORNIA WTR SVC GROUP COM 130788102 181,990 3,594,505 SH   DFND 2,5,8,13,19,20 3,438,076 600 155,829
CALITHERA BIOSCIENCES INC COM 13089P101 2,612 669,851 SH   DFND 2,5,20 574,906 0 94,945
CALIX INC COM 13100M509 5,447 830,376 SH   DFND 2,5,20 698,455 0 131,921
CALLAWAY GOLF CO COM 131193104 45,451 2,648,687 SH   DFND 2,5,8,20 2,337,877 1,582 309,228
CALLON PETE CO DEL COM 13123X102 90,228 13,691,672 SH   DFND 2,5,6,11,20 12,738,447 4,200 949,025
CALYXT INC COM 13173L107 1,587 127,180 SH   DFND 2,5,20 112,580 0 14,600
CAMBREX CORP COM 132011107 47,071 1,005,584 SH   DFND 2,5,8,20 899,173 900 105,511
CAMBRIDGE BANCORP COM 132152109 5,538 67,946 SH   DFND 2,5,20 55,019 0 12,927
CAMDEN NATL CORP COM 133034108 15,505 338,030 SH   DFND 2,5,8,20 265,858 0 72,172
3-D SYS CORP DEL COM NEW 88554D205 29,416 3,232,545 SH   DFND 2,5,8,20 2,875,769 3,366 353,410
ADVANCE AUTO PARTS INC COM 00751Y106 515,005 3,339,866 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,757,963 82,957 498,946
CAMDEN PPTY TR SH BEN INT 133131102 625,723 5,949,230 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,451,986 104,248 392,996
CAMECO CORP COM 13321L108 204 19,005 SH   DFND 8 19,005 0 0
CAMPBELL SOUP CO COM 134429109 382,974 9,557,633 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,600,078 117,722 839,833
CAMPING WORLD HLDGS INC CL A 13462K109 10,366 834,590 SH   DFND 2,5,8,20 734,702 0 99,888
CANADIAN NATL RY CO COM 136375102 9,002 97,342 SH   DFND 20 678 0 96,664
CANADIAN PAC RY LTD COM 13645T100 18,202 77,169 SH   DFND 8,20 3,349 0 73,820
CANADIAN SOLAR INC COM 136635109 1,235 56,563 SH   DFND 2,5,20 56,563 0 0
CANNAE HLDGS INC COM 13765N107 41,310 1,425,471 SH   DFND 2,5,8,20 1,198,450 1,892 225,129
CANON INC SPONSORED ADR 138006309 397 13,563 SH   DFND 20 13,563 0 0
CANTEL MEDICAL CORP COM 138098108 87,215 1,081,535 SH   DFND 2,5,6,8,11,13,19,20 975,663 500 105,372
ADVANCED DISP SVCS INC DEL COM 00790X101 47,701 1,494,859 SH   DFND 2,5,8,20 1,262,911 0 231,948
CAPITAL BANCORP INC MD COM 139737100 1,425 115,893 SH   DFND 2,20 80,979 0 34,914
CAPITAL CITY BK GROUP INC COM 139674105 6,258 251,829 SH   DFND 2,5,20 214,253 0 37,576
CAPITAL ONE FINL CORP COM 14040H105 1,910,245 21,051,848 SH   DFND 2,5,6,8,10,11,12,13,19,20 18,534,229 406,477 2,111,142
CAPITAL SR LIVING CORP COM 140475104 282 56,057 SH   DFND 2,20 56,057 0 0
CAPITOL FED FINL INC COM 14057J101 41,046 2,980,815 SH   DFND 2,5,6,8,12,20 2,544,225 0 436,590
CAPRI HOLDINGS LIMITED SHS G1890L107 228,272 6,582,237 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,582,237 0 0
CAPSTAR FINL HLDGS INC COM 14070T102 2,959 195,283 SH   DFND 2,13,20 155,128 0 40,155
CAPSTEAD MTG CORP COM NO PAR 14067E506 25,534 3,014,748 SH   DFND 2,5,6,8,13,20 2,715,282 4,493 294,973
CARA THERAPEUTICS INC COM 140755109 39,417 1,833,354 SH   DFND 2,5,8,20 1,740,176 0 93,178
CARBO CERAMICS INC COM 140781105 144 106,878 SH   DFND 2,20 106,878 0 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 25,272 770,738 SH   DFND 2,5,8,20 650,587 0 120,151
CARBON BLACK INC COM 14081R103 19,119 1,143,471 SH   DFND 2,5,8,20 984,199 0 159,272
CARBONITE INC COM 141337105 18,431 707,810 SH   DFND 2,5,8,20 611,399 0 96,411
CARDINAL HEALTH INC COM 14149Y108 1,005,133 21,128,069 SH   DFND 2,5,6,8,10,11,12,13,19,20 19,254,388 221,303 1,652,378
CARDIOVASCULAR SYS INC DEL COM 141619106 60,129 1,400,621 SH   DFND 2,5,8,20 1,121,194 800 278,627
CARDLYTICS INC COM 14161W105 6,109 235,133 SH   DFND 2,5,20 202,128 0 33,005
CARDTRONICS PLC SHS CL A G1991C105 32,447 1,187,671 SH   DFND 2,5,8,20 1,054,615 1,200 131,856
CARE COM INC COM 141633107 7,297 664,614 SH   DFND 2,5,8,20 605,461 0 59,153
CAREDX INC COM 14167L103 81,676 2,269,419 SH   DFND 2,5,8,20 2,139,607 0 129,812
CAREER EDUCATION CORP COM 141665109 38,140 2,000,008 SH   DFND 2,5,8,20 1,774,298 0 225,710
CARETRUST REIT INC COM 14174T107 94,176 3,924,771 SH   DFND 2,5,8,10,20 3,426,946 24,420 473,405
ADVANCED EMISSIONS SOLUTS IN COM 00770C101 4,533 358,656 SH   DFND 2,5,20 309,171 0 49,485
CARGURUS INC COM CL A 141788109 53,207 1,473,466 SH   DFND 2,5,8,19,20 1,247,222 0 226,244
CARLISLE COS INC COM 142339100 319,625 2,276,368 SH   DFND 2,5,6,8,11,13,19,20 2,201,275 647 74,446
CARMAX INC COM 143130102 616,235 7,097,026 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,345,376 98,778 652,872
CARNIVAL CORP UNIT 99/99/9999 143658300 810,492 17,411,212 SH   DFND 2,5,6,8,10,11,12,13,19,20 15,563,651 326,732 1,520,829
CARNIVAL PLC ADR 14365C103 814 17,991 SH   DFND 1,20 17,991 0 0
CAROLINA FINL CORP NEW COM 143873107 15,824 449,806 SH   DFND 2,5,8,20 391,057 0 58,749
CARPENTER TECHNOLOGY CORP COM 144285103 96,488 2,011,012 SH   DFND 2,5,6,8,11,19,20 1,823,347 314 187,351
CARRIAGE SVCS INC COM 143905107 7,113 374,179 SH   DFND 2,5,8,20 325,478 0 48,701
CARRIZO OIL & GAS INC COM 144577103 66,940 6,680,630 SH   DFND 2,5,20 6,096,678 1,591 582,361
CARROLS RESTAURANT GROUP INC COM 14574X104 6,426 711,660 SH   DFND 2,5,8,20 610,689 0 100,971
ADVANCED ENERGY INDS COM 007973100 63,563 1,129,608 SH   DFND 2,5,8,20 995,878 200 133,530
CARS COM INC COM 14575E105 49,318 2,500,922 SH   DFND 2,5,6,8,11,12,13,20 2,067,207 1,676 432,039
CARTER BK & TR MARTINSVILLE COM 146102108 6,064 307,053 SH   DFND 2,5,20 307,053 0 0
CARTERS INC COM 146229109 114,797 1,176,921 SH   DFND 2,5,6,8,11,13,19,20 1,117,498 475 58,948
CARVANA CO CL A 146869102 33,809 540,159 SH   DFND 2,5,8,20 509,633 0 30,526
CASA SYS INC COM 14713L102 3,393 527,706 SH   DFND 2,5,8,20 454,316 0 73,390
CASELLA WASTE SYS INC CL A 147448104 35,629 899,052 SH   DFND 2,5,8,20 756,410 0 142,642
CASEYS GEN STORES INC COM 147528103 151,668 972,296 SH   DFND 2,5,6,8,11,12,13,20 919,293 439 52,564
CASI PHARMACEUTICALS INC COM 14757U109 2,786 870,778 SH   DFND 2,5,20 730,678 0 140,100
CASS INFORMATION SYS INC COM 14808P109 15,617 322,128 SH   DFND 2,5,8,20 269,684 0 52,444
CASTLE BRANDS INC COM 148435100 38 82,600 SH   DFND 20 82,600 0 0
ADVANCED MICRO DEVICES INC COM 007903107 1,099,944 36,218,109 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 32,175,214 494,232 3,548,663
CASTLIGHT HEALTH INC CL B 14862Q100 5,592 1,731,281 SH   DFND 2,5,20 1,456,196 0 275,085
CATALENT INC COM 148806102 200,935 3,706,609 SH   DFND 2,5,6,8,11,12,13,20 3,374,774 2,400 329,435
CATALYST PHARMACEUTICALS INC COM 14888U101 6,993 1,821,191 SH   DFND 2,5,8,20 1,523,798 0 297,393
CATASYS INC COM PAR 149049504 1,354 107,843 SH   DFND 2,20 107,843 0 0
CATCHMARK TIMBER TR INC CL A 14912Y202 10,229 978,806 SH   DFND 2,5,8,20 805,483 0 173,323
CATERPILLAR INC DEL COM 149123101 6,369,876 46,737,659 SH   DFND 2,5,6,8,10,11,12,13,19,20 21,835,212 430,089 24,472,358
CATHAY GEN BANCORP COM 149150104 119,087 3,316,254 SH   DFND 2,5,6,8,11,20 3,073,900 454 241,900
CATO CORP NEW CL A 149205106 10,382 842,695 SH   DFND 2,5,8,20 752,367 1,391 88,937
CAVCO INDS INC DEL COM 149568107 44,312 281,275 SH   DFND 2,5,8,20 253,668 31 27,576
CBDMD INC COM 12482W101 602 128,200 SH   DFND 2,20 128,200 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 95,864 24,725,000 SH   DFND 2,5 24,725,000 0 0
CBIZ INC COM 124805102 21,752 1,110,352 SH   DFND 2,5,8,20 939,162 0 171,190
CBL & ASSOC PPTYS INC COM 124830100 7,109 6,835,895 SH   DFND 2,5,8,13,20 6,321,567 0 514,328
CBOE GLOBAL MARKETS INC COM 12503M108 489,632 4,724,814 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,254,521 69,924 400,369
CBRE GROUP INC CL A 12504L109 692,104 13,491,302 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,504,627 512,903 1,473,772
CBS CORP NEW CL A 124857103 555 11,041 SH   DFND 20 11,041 0 0
CBS CORP NEW CL B 124857202 1,007,554 20,121,289 SH   DFND 2,5,6,8,10,11,12,13,19,20 18,612,468 251,580 1,257,241
CBTX INC COM 12481V104 10,699 378,889 SH   DFND 2,5,8,20 320,789 0 58,100
CDK GLOBAL INC COM 12508E101 281,251 5,688,734 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 5,170,193 91,266 427,275
CDN IMPERIAL BK COMM TORONTO COM 136069101 2,034 25,542 SH   DFND 20 10,204 538 14,800
CDW CORP COM 12514G108 372,890 3,359,367 SH   DFND 2,5,6,8,10,12,13,19,20 2,873,087 106,171 380,109
ADVANSIX INC COM 00773T101 22,606 925,356 SH   DFND 1,2,5,8,13,20 792,668 1,353 131,335
CECO ENVIRONMENTAL CORP COM 125141101 5,274 549,916 SH   DFND 2,5,20 461,517 0 88,399
CEDAR REALTY TRUST INC COM NEW 150602209 7,233 2,729,509 SH   DFND 2,5,8,20 2,384,320 6,921 338,268
CEL SCI CORP COM PAR NEW 150837607 3,640 434,324 SH   DFND 2,5,20 434,324 0 0
CELANESE CORP DEL COM 150870103 646,068 5,993,212 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,997,889 392,735 602,588
CELCUITY INC COM 15102K100 2,166 86,636 SH   DFND 2,20 73,143 0 13,493
CELGENE CORP COM 151020104 2,755,480 29,808,306 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 26,363,029 511,387 2,933,890
CELLCOM ISRAEL LTD SHS M2196U109 99 34,102 SH   DFND 20 34,102 0 0
CELLULAR BIOMEDICINE GROUP I COM NEW 15117P102 3,522 213,063 SH   DFND 2,20 172,963 0 40,100
CELSIUS HOLDINGS INC COM NEW 15118V207 1,506 339,138 SH   DFND 2,20 269,088 0 70,050
CEMEX SAB DE CV NOTE 3.720% 3/1 151290BT9 1,623 1,608,000 SH   DFND 5 1,608,000 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 18,025 1,516,017 SH   DFND 2,5,20 1,354,297 0 161,720
CEMEX SAB DE CV SPON ADR NEW 151290889 3,645 859,555 SH   DFND 1,5,13,20 813,460 0 46,095
CENTENE CORP DEL COM 15135B101 872,027 16,629,034 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,921,829 241,054 1,466,151
CENTENNIAL RESOURCE DEV INC CL A 15136A102 49,154 6,476,094 SH   DFND 2,5,13,19,20 6,253,402 700 221,992
CENTERPOINT ENERGY INC COM 15189T107 782,581 27,334,283 SH   DFND 2,5,6,8,10,11,12,13,19,20 24,364,801 354,993 2,614,489
CENTERPOINT ENERGY INC DEP RP PFD CV B 15189T503 25,160 500,000 SH   DFND 2 500,000 0 0
CENTERSTATE BK CORP COM 15201P109 86,710 3,765,106 SH   DFND 2,5,6,8,20 3,366,777 0 398,329
CENTRAIS ELETRICAS BRASILEIR SPON ADR PFD B 15234Q108 4,015 417,180 SH   DFND 2,10,20 300,844 107,836 8,500
CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR 15234Q207 4,996 536,432 SH   DFND 2,20 536,432 0 0
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 7,535 1,728,268 SH   DFND 2,5,20 1,487,699 0 240,569
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 29,179 1,184,215 SH   DFND 2,5,6,8,20 1,045,950 0 138,265
AECOM COM 00766T100 146,318 3,865,731 SH   DFND 2,5,6,11,12,13,20 3,675,137 1,595 188,999
CENTRAL GARDEN & PET CO COM 153527106 8,707 323,077 SH   DFND 2,5,20 291,513 0 31,564
CENTRAL PAC FINL CORP COM NEW 154760409 29,998 1,001,257 SH   DFND 2,5,8,20 914,441 0 86,816
CENTRAL PUERTO S A SPONSORED ADR 155038201 2,223 239,800 SH   DFND 5,20 239,800 0 0
CENTRAL VALLEY CMNTY BANCORP COM 155685100 4,418 205,761 SH   DFND 2,5,20 171,978 0 33,783
CENTRIC BRANDS INC COM 15644G104 703 171,117 SH   DFND 2,20 171,117 0 0
CENTURY ALUM CO COM 156431108 10,079 1,458,683 SH   DFND 2,5,8,20 1,298,702 2,024 157,957
CENTURY BANCORP INC MASS CL A NON VTG 156432106 4,668 53,102 SH   DFND 2,20 43,822 0 9,280
CENTURY CASINOS INC COM 156492100 4,843 499,315 SH   DFND 2,20 419,358 0 79,957
CENTURY CMNTYS INC COM 156504300 25,738 968,313 SH   DFND 2,5,8,20 878,991 0 89,322
CENTURYLINK INC COM 156700106 691,811 58,827,445 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 42,382,224 681,134 15,764,087
3M CO COM 88579Y101 7,342,686 42,360,021 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 21,501,335 12,943,608 7,915,078
AEGION CORP COM 00770F104 26,483 1,439,279 SH   DFND 2,5,8,20 823,861 1,063 614,355
CERAGON NETWORKS LTD ORD M22013102 149 50,867 SH   DFND 2 50,867 0 0
CERECOR INC COM 15671L109 1,543 283,685 SH   DFND 2,20 283,685 0 0
CERIDIAN HCM HLDG INC COM 15677J108 35,992 716,964 SH   DFND 2,5,19,20 660,874 0 56,090
CERNER CORP COM 156782104 1,032,097 14,047,019 SH   DFND 2,5,6,8,10,11,12,13,19,20 12,056,272 425,260 1,565,487
CERUS CORP COM 157085101 20,536 3,654,090 SH   DFND 2,5,8,20 3,251,256 0 402,834
CEVA INC COM 157210105 16,692 685,523 SH   DFND 2,5,8,20 618,721 1,237 65,565
CF INDS HLDGS INC COM 125269100 533,131 11,413,631 SH   DFND 2,5,6,8,10,11,12,13,19,20 10,102,719 162,920 1,147,992
CHANGYOU COM LTD ADS REP CL A 15911M107 1,425 148,315 SH   DFND 2,5,13,20 134,715 0 13,600
CHANNELADVISOR CORP COM 159179100 4,138 472,392 SH   DFND 2,5,8,20 397,082 0 75,310
CHAPARRAL ENERGY INC COM CL A 15942R208 2,540 539,272 SH   DFND 2,5,20 539,272 0 0
AEGLEA BIOTHERAPEUTICS INC COM 00773J103 2,632 384,270 SH   DFND 2,20 323,918 0 60,352
CHARAH SOLUTIONS INC COM 15957P105 490 89,146 SH   DFND 2,20 77,546 0 11,600
CHARLES RIV LABS INTL INC COM 159864107 168,530 1,187,666 SH   DFND 2,5,6,8,11,13,19,20 1,121,891 826 64,949
CHART INDS INC COM PAR $0.01 16115Q308 75,366 980,313 SH   DFND 2,5,8,20 864,528 1,146 114,639
CHARTER COMMUNICATIONS INC N CL A 16119P108 2,998,331 7,587,254 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 6,436,710 90,193 1,060,351
CHASE CORP COM 16150R104 17,560 163,134 SH   DFND 2,5,8,20 125,824 0 37,310
CHATHAM LODGING TR COM 16208T102 45,782 2,411,337 SH   DFND 2,5,8,10,20 2,194,110 10,674 206,553
CHECK POINT SOFTWARE TECH LT ORD M22465104 302,794 2,619,095 SH   DFND 2,5,6,8,10,12,13,19,20 2,190,513 139,115 289,467
CHECKPOINT THERAPEUTICS INC COM 162828107 547 277,363 SH   DFND 2,20 277,363 0 0
CHEESECAKE FACTORY INC COM 163072101 64,795 1,482,039 SH   DFND 2,5,6,8,11,20 1,290,952 294 190,793
CHEETAH MOBILE INC ADR 163075104 463 130,297 SH   DFND 2,5,20 130,297 0 0
AEGON N V NY REGISTRY SHS 007924103 69 13,886 SH   DFND 2,20 13,886 0 0
CHEFS WHSE INC COM 163086101 22,989 655,518 SH   DFND 2,5,8,20 578,313 0 77,205
CHEGG INC COM 163092109 88,356 2,289,619 SH   DFND 2,5,8,13,20 1,911,334 1,200 377,085
CHEMED CORP NEW COM 16359R103 151,546 419,982 SH   DFND 2,5,6,8,11,13,19,20 394,791 247 24,944
CHEMICAL FINL CORP COM 163731102 145,438 3,537,767 SH   DFND 2,5,6,8,11,13,20 3,268,449 631 268,687
CHEMOCENTRYX INC COM 16383L106 16,736 1,799,564 SH   DFND 2,5,20 1,686,716 0 112,848
CHEMOURS CO COM 163851108 136,145 5,672,704 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,026,444 90,615 555,645
CHEMUNG FINL CORP COM 164024101 2,501 51,453 SH   DFND 2,20 41,822 0 9,631
CHENIERE ENERGY INC COM NEW 16411R208 360,671 5,269,111 SH   DFND 2,5,6,8,10,12,13,19,20 4,479,479 112,877 676,755
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 15,019 18,875,000 SH   DFND 2,5 18,875,000 0 0
CHERRY HILL MTG INVT CORP COM 164651101 7,949 482,072 SH   DFND 2,5,20 429,812 0 52,260
AEMETIS INC COM NEW 00770K202 74 86,900 SH   DFND 20 86,900 0 0
CHESAPEAKE ENERGY CORP COM 165167107 92,555 47,464,176 SH   DFND 2,5,6,11,12,13,20 46,047,011 20,146 1,397,019
CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167CY1 37,245 45,575,000 SH   DFND 2,5 45,575,000 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 94,497 3,279,475 SH   DFND 2,5,8,10,20 3,013,229 17,340 248,906
CHESAPEAKE UTILS CORP COM 165303108 33,770 353,967 SH   DFND 2,5,8,20 292,780 36 61,151
CHEVRON CORP NEW COM 166764100 14,213,038 114,215,995 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 86,565,642 15,531,034 12,119,319
CHIASMA INC COM 16706W102 2,879 385,354 SH   DFND 2,20 385,354 0 0
CHICOS FAS INC COM 168615102 17,850 5,165,254 SH   DFND 2,5,8,12,20 4,585,737 6,009 573,508
CHILDRENS PL INC COM 168905107 47,527 498,287 SH   DFND 2,5,8,20 446,438 137 51,712
CHIMERA INVT CORP COM NEW 16934Q208 58,726 3,029,854 SH   DFND 2,5,6,8,13,20 2,747,009 3,113 279,732
CHIMERIX INC COM 16934W106 4,736 1,096,295 SH   DFND 2,5,20 963,351 0 132,944
AERCAP HOLDINGS NV SHS N00985106 192,855 3,708,045 SH   DFND 2,5,6,8,10,12,13,19,20 2,554,430 287,388 866,227
CHINA BIOLOGIC PRODS HLDGS I COM G21515104 3,333 34,977 SH   DFND 2,13 34,277 0 700
CHINA CUST RELATIONS CNTR IN COM G2118P102 171 15,892 SH   DFND 2 15,892 0 0
CHINA DISTANCE ED HLDGS LTD SPONS ADR 16944W104 235 45,259 SH   DFND 2 45,259 0 0
CHINA INDEX HLDGS LTD SPNSRD ADS A 16954W101 481 135,476 SH   DFND 2,20 135,476 0 0
CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 756 61,065 SH   DFND 1,5 61,065 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 504 11,078 SH   DFND 1,2,20 11,078 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 3,527 51,721 SH   DFND 5,20 50,021 0 1,700
CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 1,519 29,559 SH   DFND 5,20 27,159 0 2,400
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 182 16,500 SH   DFND 1 16,500 0 0
CHINA YUCHAI INTL LTD COM G21082105 840 56,046 SH   DFND 2,5,20 56,046 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 28,860 976,635 SH   DFND 2,5,8,20 841,162 0 135,473
CHINACACHE INTL HLDG LTD SPONSORED ADR 16950M107 10 10,768 SH   DFND 2 10,768 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 790,961 1,079,250 SH   DFND 2,5,6,8,10,11,12,13,19,20 941,730 20,169 117,351
CHOICE HOTELS INTL INC COM 169905106 42,189 484,881 SH   DFND 2,5,8,13,19,20 440,553 274 44,054
CHROMADEX CORP COM NEW 171077407 2,712 583,247 SH   DFND 2,20 477,432 0 105,815
CHUBB LIMITED COM H1467J104 3,156,678 21,324,524 SH   DFND 2,5,6,8,10,11,12,13,19,20 19,194,215 324,365 1,805,944
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 9,168 250,893 SH   DFND 2,5,13,20 225,234 0 25,659
CHURCH & DWIGHT INC COM 171340102 967,074 13,236,704 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,883,353 357,886 995,465
CHURCHILL DOWNS INC COM 171484108 129,422 1,124,725 SH   DFND 2,5,6,8,13,20 1,010,056 501 114,168
CHUYS HLDGS INC COM 171604101 10,849 473,363 SH   DFND 2,5,8,20 421,685 0 51,678
CIENA CORP COM NEW 171779309 146,271 3,556,314 SH   DFND 2,5,6,8,11,13,19,20 3,392,066 3,103 161,145
AEROHIVE NETWORKS INC COM 007786106 2,389 539,270 SH   DFND 2,20 464,897 0 74,373
CIGNA CORP NEW COM 125523100 2,574,869 16,343,189 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,538,162 270,767 1,534,260
CIM COML TR CORP COM 125525105 1,129 54,751 SH   DFND 2,20 54,751 0 0
CIMAREX ENERGY CO COM 171798101 331,119 5,580,967 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,949,713 96,081 535,173
CIMPRESS N V SHS EURO N20146101 38,509 423,683 SH   DFND 2,5,8,13,19,20 352,047 200 71,436
CINCINNATI BELL INC NEW COM NEW 171871502 6,987 1,411,508 SH   DFND 2,5,8,20 1,270,720 1,481 139,307
CINCINNATI FINL CORP COM 172062101 998,661 9,582,010 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,883,429 117,123 581,458
CINEMARK HOLDINGS INC COM 17243V102 99,459 2,755,105 SH   DFND 2,5,6,8,11,12,13,20 2,618,362 2,500 134,243
CINTAS CORP COM 172908105 961,254 4,050,967 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 3,596,938 84,831 369,198
CIRCOR INTL INC COM 17273K109 25,139 546,493 SH   DFND 2,5,8,20 481,365 409 64,719
CIRRUS LOGIC INC COM 172755100 93,813 2,146,760 SH   DFND 2,5,6,8,11,13,19,20 1,951,353 1,124 194,283
AEROJET ROCKETDYNE HLDGS INC COM 007800105 160,793 3,591,538 SH   DFND 2,5,8,13,20 3,357,000 2,255 232,283
CISCO SYS INC COM 17275R102 10,288,592 187,988,153 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 158,859,513 5,116,483 24,012,157
CISION LTD SHS G1992S109 21,752 1,854,407 SH   DFND 2,5,8,20 1,589,627 0 264,780
CIT GROUP INC COM NEW 125581801 193,786 3,688,347 SH   DFND 1,2,5,6,8,10,12,13,19,20 3,133,344 113,881 441,122
CITI TRENDS INC COM 17306X102 4,380 299,567 SH   DFND 2,5,20 252,203 0 47,364
CITIGROUP INC COM NEW 172967424 7,226,081 103,185,502 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 91,551,407 1,709,808 9,924,287
CITIZENS & NORTHN CORP COM 172922106 6,038 229,307 SH   DFND 2,5,20 196,591 0 32,716
CITIZENS CMNTY BANCORP INC M COM 174903104 253 23,316 SH   DFND 20 923 0 22,393
CITIZENS FINL GROUP INC COM 174610105 810,312 22,916,063 SH   DFND 2,5,6,8,10,11,12,13,19,20 20,597,398 330,996 1,987,669
CITIZENS INC CL A 174740100 7,080 969,871 SH   DFND 2,5,8,20 821,932 800 147,139
CITRIX SYS INC COM 177376100 538,637 5,488,455 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,814,070 96,726 577,659
AEROVIRONMENT INC COM 008073108 77,038 1,357,025 SH   DFND 2,5,8,20 1,283,395 0 73,630
CITY HLDG CO COM 177835105 41,337 542,056 SH   DFND 2,5,8,20 492,195 0 49,861
CITY OFFICE REIT INC COM 178587101 11,943 996,075 SH   DFND 2,5,20 881,273 0 114,802
CIVEO CORP CDA COM 17878Y108 667 388,052 SH   DFND 2,5,8,20 388,052 0 0
CIVISTA BANCSHARES INC COM NO PAR 178867107 5,567 247,982 SH   DFND 2,5,20 202,904 0 45,078
CLARUS CORP NEW COM 18270P109 5,236 362,601 SH   DFND 2,5,20 314,159 0 48,442
CLEAN ENERGY FUELS CORP COM 184499101 9,323 3,491,765 SH   DFND 2,5,8,20 3,083,812 0 407,953
CLEAN HARBORS INC COM 184496107 101,378 1,425,857 SH   DFND 2,5,6,8,11,20 1,194,784 746 230,327
CLEAR CHANNEL OUTDOOR HLDGS COM 18453H106 3,800 805,035 SH   DFND 2,5,8,20 805,035 0 0
CLEARFIELD INC COM 18482P103 2,279 172,005 SH   DFND 2,20 143,493 0 28,512
CLEARSIDE BIOMEDICAL INC COM 185063104 52 53,700 SH   DFND 20 53,700 0 0
AES CORP COM 00130H105 612,532 36,547,252 SH   DFND 2,5,6,8,10,11,12,13,19,20 31,701,912 470,212 4,375,128
CLEARWATER PAPER CORP COM 18538R103 9,038 488,794 SH   DFND 2,5,8,20 430,232 998 57,564
CLEARWAY ENERGY INC CL A 18539C105 13,832 854,887 SH   DFND 2,5,20 747,293 0 107,594
CLEARWAY ENERGY INC CL C 18539C204 24,504 1,453,365 SH   DFND 2,5,20 1,227,980 0 225,385
CLEVELAND CLIFFS INC COM 185899101 87,909 8,238,911 SH   DFND 2,5,8,20 7,316,684 5,829 916,398
CLIPPER RLTY INC COM 18885T306 2,770 247,799 SH   DFND 2,20 209,769 0 38,030
CLOROX CO DEL COM 189054109 1,244,613 8,128,884 SH   DFND 2,5,6,8,10,11,12,13,19,20 6,619,142 86,091 1,423,651
CLOUDERA INC COM 18914U100 26,056 4,953,518 SH   DFND 2,5,8,20 4,230,817 0 722,701
CLOVIS ONCOLOGY INC COM 189464100 79,311 5,333,649 SH   DFND 2,5,8,13,19,20 5,181,266 500 151,883
CME GROUP INC COM 12572Q105 3,212,841 16,551,650 SH   DFND 2,5,6,8,10,11,12,13,19,20 14,881,179 250,493 1,419,978
CMS ENERGY CORP COM 125896100 843,757 14,570,137 SH   DFND 2,5,6,8,10,11,12,13,19,20 13,366,908 191,378 1,011,851
500 COM LTD SPON ADR REP A 33829R100 734 69,008 SH   DFND 2,5,20 69,008 0 0
AEVI GENOMIC MEDICINE INC COM 00835P105 3 17,213 SH   DFND 20 17,213 0 0
CNA FINL CORP COM 126117100 24,880 528,579 SH   DFND 2,5,10,12,13,19,20 499,198 0 29,381
CNB FINL CORP PA COM 126128107 7,477 264,766 SH   DFND 2,5,20 224,622 0 40,144
CNH INDL N V SHS N20944109 983 95,578 SH   DFND 20 95,578 0 0
CNO FINL GROUP INC COM 12621E103 103,726 6,218,598 SH   DFND 2,5,6,8,11,12,13,20 5,674,911 3,624 540,063
CNOOC LTD SPONSORED ADR 126132109 1,842 10,800 SH   DFND 1,20 10,800 0 0
CNX RESOURCES CORPORATION COM 12653C108 77,668 10,624,963 SH   DFND 2,5,6,11,12,13,20 10,366,463 2,045 256,455
COASTAL FINL CORP WA COM NEW 19046P209 1,524 98,541 SH   DFND 2,20 68,803 0 29,738
COCA COLA CO COM 191216100 9,195,684 179,209,140 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 155,905,385 2,269,507 21,034,248
COCA COLA CONSOLIDATED INC COM 191098102 41,464 138,559 SH   DFND 2,5,8,20 123,570 0 14,989
COCA COLA EUROPEAN PARTNERS SHS G25839104 277,694 4,914,934 SH   DFND 2,5,6,8,10,11,12,13,19,20 3,610,683 57,622 1,246,629
AFFILIATED MANAGERS GROUP IN COM 008252108 260,263 2,824,647 SH   DFND 2,5,6,8,10,11,12,13,19,20 2,545,559 53,518 225,570
COCA COLA FEMSA S A B DE C V SPONSORD ADR REP 191241108 341 5,490 SH   DFND 8,13,20 4,100 0 1,390
CODA OCTOPUS GROUP INC COM NEW 19188U206 655 62,597 SH   DFND 2,20 62,597 0 0
CODEXIS INC COM 192005106 19,536 1,060,011 SH   DFND 2,5,8,20 894,971 0 165,040
CODORUS VY BANCORP INC COM 192025104 3,853 167,512 SH   DFND 2,5,20 141,363 0 26,149
COEUR MNG INC COM NEW 192108504 42,998 9,907,397 SH   DFND 2,5,6,8,20 9,290,128 3,121 614,148
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 75,047 1,264,272 SH   DFND 2,5,8,20 1,129,816 252 134,204
COGNEX CORP COM 192422103 260,007 5,419,077 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,808,228 178,343 432,506
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,458,286 23,004,986 SH   DFND 2,5,6,8,10,11,12,13,19,20 20,184,949 576,716 2,243,321
COHEN & STEERS INC COM 19247A100 26,974 524,369 SH   DFND 2,5,8,20 420,511 0 103,858
COHERENT INC COM 192479103 79,938 586,188 SH   DFND 2,5,6,8,11,13,19,20 556,899 200 29,089
AFFIMED N V COM N01045108 2,801 976,073 SH   DFND 2,20 976,073 0 0
COHERUS BIOSCIENCES INC COM 19249H103 53,945 2,440,954 SH   DFND 2,5,8,20 2,246,287 0 194,667
COHU INC COM 192576106 20,242 1,306,841 SH   DFND 2,5,8,20 1,180,006 577 126,258
COLFAX CORP COM 194014106 61,245 2,184,970 SH   DFND 2,5,6,8,11,13,20 2,081,819 700 102,451
COLFAX CORP UNIT 01/15/2022T 194014205 15,128 119,500 SH   DFND 2 119,500 0 0
COLGATE PALMOLIVE CO COM 194162103 4,008,159 55,925,204 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 37,253,535 15,069,420 3,602,249
COLLECTORS UNIVERSE INC COM NEW 19421R200 1,964 92,044 SH   DFND 2,20 92,044 0 0
COLLEGIUM PHARMACEUTICAL INC COM 19459J104 8,894 676,316 SH   DFND 2,5,8,20 580,689 0 95,627
COLONY BANKCORP INC COM 19623P101 1,391 82,052 SH   DFND 2,20 82,052 0 0
COLONY CAP INC NEW CL A COM 19626G108 67,572 13,226,194 SH   DFND 2,5,8,10,13,20 11,990,244 144,708 1,091,242
COLONY CAP INC NEW NOTE 3.875% 1/1 19624RAB2 12,036 12,150,000 SH   DFND 2,5 12,150,000 0 0
AFLAC INC COM 001055102 2,185,937 39,882,076 SH   DFND 2,5,6,8,10,11,12,13,19,20 35,370,627 991,012 3,520,437
COLONY CR REAL ESTATE INC COM CL A 19625T101 26,568 1,698,201 SH   DFND 2,5,8,20 1,430,579 0 267,622
COLUMBIA BKG SYS INC COM 197236102 99,970 2,763,119 SH   DFND 2,5,8,20 2,480,889 1,262 280,968
COLUMBIA FINL INC COM 197641103 15,037 995,831 SH   DFND 2,5,6,8,20 841,773 0 154,058
COLUMBIA PPTY TR INC COM NEW 198287203 93,677 4,516,724 SH   DFND 2,5,8,10,12,13,20 4,218,735 32,211 265,778
COLUMBIA SPORTSWEAR CO COM 198516106 39,887 398,234 SH   DFND 2,5,8,19,20 359,854 788 37,592
COLUMBUS MCKINNON CORP N Y COM 199333105 18,227 434,283 SH   DFND 2,5,8,20 366,032 612 67,639
COMCAST CORP NEW CL A 20030N101 7,261,720 171,753,070 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 150,121,956 3,485,913 18,145,201
COMERICA INC COM 200340107 604,287 8,246,229 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 7,488,647 112,290 645,292
COMFORT SYS USA INC COM 199908104 54,549 1,069,803 SH   DFND 2,5,8,20 951,783 0 118,020
COMMERCE BANCSHARES INC COM 200525103 348,493 5,841,317 SH   DFND 2,5,6,8,11,12,13,19,20 5,711,842 1,082 128,393
AG MTG INVT TR INC COM 001228105 14,169 865,848 SH   DFND 2,5,8,20 731,775 2,400 131,673
COMMERCIAL METALS CO COM 201723103 98,990 5,545,681 SH   DFND 2,5,6,8,11,12,20 4,989,305 768 555,608
COMMERCIAL VEH GROUP INC COM 202608105 4,304 536,713 SH   DFND 2,5,20 451,867 0 84,846
COMMSCOPE HLDG CO INC COM 20337X109 68,840 4,376,380 SH   DFND 2,5,6,8,10,12,13,19,20 3,512,489 122,995 740,896
COMMUNITY BANKERS TR CORP COM 203612106 2,832 333,127 SH   DFND 2,20 281,982 0 51,145
COMMUNITY BK SYS INC COM 203607106 261,161 3,943,486 SH   DFND 2,5,8,20 3,718,375 375 224,736
COMMUNITY FINL CORP MD COM 20368X101 2,208 65,471 SH   DFND 2,20 55,427 0 10,044
COMMUNITY HEALTH SYS INC NEW COM 203668108 9,286 3,477,734 SH   DFND 1,2,5,8,20 3,170,331 3,578 303,825
COMMUNITY HEALTHCARE TR INC COM 20369C106 22,951 582,359 SH   DFND 2,5,8,20 503,812 0 78,547
COMMUNITY TR BANCORP INC COM 204149108 16,023 375,692 SH   DFND 2,5,8,20 324,651 0 51,041
COMMVAULT SYSTEMS INC COM 204166102 61,243 1,234,245 SH   DFND 2,5,6,8,11,13,19,20 1,113,815 486 119,944
AGCO CORP COM 001084102 183,726 2,368,523 SH   DFND 2,5,6,8,11,12,13,19,20 2,153,984 3,313 211,226
COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 16,107 657,962 SH   DFND 1,2,10,13,19,20 572,069 72,914 12,979
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 29,199 2,348,317 SH   DFND 2,5,10,13,19,20 2,116,770 147,046 84,501
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 16,945 4,305,557 SH   DFND 2,10,19,20 3,846,863 402,756 55,938
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 6,194 476,039 SH   DFND 2,5,13,20 378,339 0 97,700
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 11,316 2,625,453 SH   DFND 2,10,19,20 2,335,403 248,850 41,200
COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 11,847 419,377 SH   DFND 2,5,8,13,19,20 414,594 0 4,783
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 124,247 7,453,322 SH   DFND 2,5,8,10,12,13,19,20 3,903,168 83,700 3,466,454
COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 1,048 54,816 SH   DFND 2 54,816 0 0
COMPASS MINERALS INTL INC COM 20451N101 99,851 1,817,117 SH   DFND 2,5,6,8,11,20 1,632,531 1,095 183,491
COMPUTER PROGRAMS & SYS INC COM 205306103 9,926 357,182 SH   DFND 2,5,8,20 322,646 100 34,436
AGENUS INC COM NEW 00847G705 6,270 2,090,004 SH   DFND 2,5,8,20 1,824,189 0 265,815
COMSCORE INC COM 20564W105 3,907 757,266 SH   DFND 2,5,8,20 757,266 0 0
COMSTOCK RES INC COM 205768302 1,614 289,775 SH   DFND 2,20 289,775 0 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 21,612 768,832 SH   DFND 2,5,8,20 698,623 371 69,838
CONAGRA BRANDS INC COM 205887102 588,788 22,201,647 SH   DFND 2,5,6,8,10,11,12,13,19,20 19,897,887 356,180 1,947,580
CONATUS PHARMACEUTICALS INC COM 20600T108 4 16,600 SH   DFND 20 16,600 0 0
CONCERT PHARMACEUTICALS INC COM 206022105 4,528 377,332 SH   DFND 2,5,20 307,160 0 70,172
CONCHO RES INC COM 20605P101 1,004,130 9,731,825 SH   DFND 2,5,6,8,10,11,12,13,19,20 8,771,070 134,335 826,420
CONCRETE PUMPING HLDGS INC COM 206704108 369 97,300 SH   DFND 2,20 97,300 0 0
CONDUENT INC COM 206787103 38,987 4,065,389 SH   DFND 1,2,5,8,12,13,20 3,817,380 4,381 243,628
CONFORMIS INC COM 20717E101 4,891 1,121,817 SH   DFND 2,5,20 1,121,817 0 0
AGEX THERAPEUTICS INC COM 00848H108 638 173,941 SH   DFND 2,5,20 152,073 0 21,868
CONMED CORP COM 207410101 87,274 1,017,594 SH   DFND 2,5,8,20 818,467 100 199,027
CONNECTICUT WTR SVC INC COM 207797101 18,680 267,924 SH   DFND 2,5,8,20 228,760 822 38,342
CONNECTONE BANCORP INC NEW COM 20786W107 16,268 717,905 SH   DFND 2,5,8,20 613,841 0 104,064
CONNS INC COM 208242107 12,861 721,744 SH   DFND 2,5,8,20 658,555 1,000 62,189
CONOCOPHILLIPS COM 20825C104 3,350,127 54,920,114 SH   DFND 2,5,6,8,10,11,12,13,19,20 49,595,243 853,062 4,471,809
CONSOL ENERGY INC NEW COM 20854L108 38,363 1,441,681 SH   DFND 2,5,20 1,359,582 255 81,844
CONSOLIDATED COMM HLDGS INC COM 209034107 10,251 2,079,381 SH   DFND 2,5,8,20 1,851,189 1,045 227,147
CONSOLIDATED EDISON INC COM 209115104 1,893,122 21,591,267 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 19,399,704 255,900 1,935,663
CONSOLIDATED TOMOKA LD CO COM 210226106 4,790 80,238 SH   DFND 2,5,20 68,151 0 12,087
CONSOLIDATED WATER CO INC ORD G23773107 2,952 205,791 SH   DFND 2,20 167,346 0 38,445
AGILENT TECHNOLOGIES INC COM 00846U101 1,014,826 13,590,810 SH   DFND 2,5,6,8,10,11,12,13,19,20 11,927,897 237,422 1,425,491
CONSTELLATION BRANDS INC CL A 21036P108 1,446,698 7,345,881 SH   DFND 2,5,6,8,10,12,13,19,20 6,494,913 91,125 759,843
CONSTELLATION PHARMCETICLS I COM 210373106 3,112 253,439 SH   DFND 2,20 223,039 0 30,400
CONSTELLIUM NV CL A N22035104 7,405 737,542 SH   DFND 2,5,8,12,20 598,068 0 139,474
CONSTRUCTION PARTNERS INC COM CL A 21044C107 1,982 131,979 SH   DFND 2,20 131,979 0 0
CONTAINER STORE GROUP INC COM 210751103 2,292 313,084 SH   DFND 2,20 263,509 0 49,575
CONTINENTAL BLDG PRODS INC COM 211171103 20,169 759,072 SH   DFND 2,5,8,20 639,698 0 119,374
CONTINENTAL RESOURCES INC COM 212015101 135,211 3,212,416 SH   DFND 2,5,6,8,10,12,13,19,20 2,659,454 60,742 492,220
CONTRAFECT CORP COM 212326102 14 27,300 SH   DFND 20 27,300 0 0
CONTROL4 CORP COM 21240D107 17,736 746,785 SH   DFND 2,5,8,20 665,780 0 81,005
CONTURA ENERGY INC COM 21241B100 15,961 307,543 SH   DFND 2,5,8,20 307,543 0 0
AGILYSYS INC COM 00847J105 11,099 516,948 SH   DFND 2,5,8,20 467,361 0 49,587
COOPER COS INC COM NEW 216648402 732,090 2,173,084 SH   DFND 2,5,6,8,10,11,12,13,19,20 1,934,161 50,895 188,028
COOPER STD HLDGS INC COM 21676P103 23,116 504,496 SH   DFND 2,5,8,20 448,279 0 56,217
COOPER TIRE & RUBR CO COM 216831107 51,806 1,642,023 SH   DFND 2,5,8,20 1,416,872 33 225,118
COPA HOLDINGS SA CL A P31076105 84,767 868,781 SH   DFND 2,5,13,19,20 838,419 0 30,362
COPART INC COM 217204106 625,119 8,363,921 SH   DFND 2,5,6,8,10,11,12,13,19,20 7,297,490 324,735 741,696
CORBUS PHARMACEUTICALS HLDGS COM 21833P103 7,214 1,040,960 SH   DFND 2,5,20 874,931 0 166,029
CORCEPT THERAPEUTICS INC COM 218352102 33,474 3,002,187 SH   DFND 2,5,8,20 2,681,548 0 320,639
CORE LABORATORIES N V COM N22717107 48,590 928,894 SH   DFND 2,5,6,8,11,13,19,20 742,303 1,300 185,291
CORE MARK HOLDING CO INC COM 218681104 52,984 1,333,927 SH   DFND 2,5,8,12,20 1,216,621 1,600 115,706
CORECIVIC INC COM 21871N101 82,234 3,880,236 SH   DFND 2,5,6,8,11,12,13,20 3,530,280 657 349,299
51JOB INC SPONSORED ADS 316827104 39,518 523,411 SH   DFND 2,5,8,10,11,12,13,19,20 422,274 10,900 90,237
AGIOS PHARMACEUTICALS INC COM 00847X104 87,146 1,747,115 SH   DFND 2,5,8,13,19,20 1,680,793 1,000 65,322
CORELOGIC INC COM 21871D103 90,902 2,173,128 SH   DFND 2,5,6,8,11,13,20 1,927,116 1,306 244,706
CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 12,000 302,571 SH   DFND 2,5,8,20 267,199 0 35,372
COREPOINT LODGING INC COM 21872L104 18,311 1,454,427 SH   DFND 2,5,8,20 1,305,572 0 148,855
CORESITE RLTY CORP COM 21870Q105 113,867 978,447 SH   DFND 2,5,6,8,11,19,20 882,594 800 95,053
CORINDUS VASCULAR ROBOTICS I COM 218730109 4,985 1,672,968 SH   DFND 2,5,20 1,672,968 0 0
CORMEDIX INC COM 21900C308 3,469 386,745 SH   DFND 2,20 386,745 0 0
CORNERSTONE BLDG BRANDS INC COM 21925D109 5,364 920,073 SH   DFND 2,5,8,20 920,073 0 0
CORNERSTONE ONDEMAND INC COM 21925Y103 74,501 1,286,060 SH   DFND 2,5,8,20 991,368 1,700 292,992
CORNING INC COM 219350105 1,271,466 38,262,584 SH   DFND 2,5,6,8,10,11,12,13,19,20 34,114,733 613,301 3,534,550
CORPORACION AMER ARPTS S A COM L1995B107 1,870 231,740 SH   DFND 2,5,20 231,740 0 0
AGNC INVT CORP COM 00123Q104 296,328 17,456,270 SH   DFND 2,5,6,8,10,12,13,19,20 12,921,441 314,184 4,220,645
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 146,758 5,508,421 SH   DFND 2,5,6,8,10,11,13,20 5,182,919 28,995 296,507
CORTEVA INC COM 22052L104 1,289,790 43,618,179 SH   DFND 2,5,6,8,10,11,12,13,19,20 43,618,179 0 0
CORTEXYME INC COM 22053A107 976 38,445 SH   DFND 2,20 38,445 0 0
CORVEL CORP COM 221006109 26,635 306,118 SH   DFND 2,5,8,20 276,128 0 29,990
CORVUS PHARMACEUTICALS INC COM 221015100 77 20,510 SH   DFND 2,20 20,510 0 0
COSAN LTD SHS A G25343107 5,131 384,066 SH   DFND 2,5,12,13,20 384,066 0 0
COSTAMARE INC SHS Y1771G102 4,256 829,586 SH   DFND 2,5,10,20 699,641 0 129,945
COSTAR GROUP INC COM 22160N109 418,917 756,086 SH   DFND 2,5,6,8,10,12,13,19,20 650,462 25,340 80,284
COSTCO WHSL CORP NEW COM 22160K105 4,826,683 18,264,902 SH   DFND 2,5,6,8,10,11,12,13,19,20 16,045,168 518,494 1,701,240
COTT CORP QUE COM 22163N106 2,641 197,854 SH   DFND 2,20 100 0 197,754
AGNICO EAGLE MINES LTD COM 008474108 523 10,200 SH   DFND 5,8,20 4,400 5,800 0
COTY INC COM CL A 222070203 220,276 16,438,480 SH   DFND 2,5,6,8,10,11,12,13,19,20 15,021,220 150,914 1,266,346
COUPA SOFTWARE INC COM 22266L106 97,518 770,226 SH   DFND 2,5,8,13,20 708,018 600 61,608
COUSINS PPTYS INC COM NEW 222795502 286,869 7,931,123 SH   DFND 2,5,6,8,10,11,19,20 7,931,123 0 0
COVANTA HLDG CORP COM 22282E102 45,545 2,508,575 SH   DFND 2,5,8,20 2,130,644 3,914 374,017
COVENANT TRANSN GROUP INC CL A 22284P105 3,683 250,354 SH   DFND 2,5,8,20 203,924 0 46,430
COVETRUS INC COM 22304C100 65,483 2,677,154 SH   DFND 2,5,6,8,11,13,19,20 2,677,154 0 0
COVIA HLDGS CORP COM 22305A103 1,384 705,989 SH   DFND 2,5,8,20 604,149 0 101,840
COWEN INC CL A NEW 223622606 10,376 603,616 SH   DFND 2,5,8,20 495,888 0 107,728
CRA INTL INC COM 12618T105 6,410 167,242 SH   DFND 2,5,20 144,060 0 23,182
CRACKER BARREL OLD CTRY STOR COM 22410J106 124,504 729,245 SH   DFND 2,5,6,8,11,13,20 649,268 285 79,692
AGREE REALTY CORP COM 008492100 101,526 1,571,658 SH   DFND 2,5,8,10,20 1,398,394 9,300 163,964
CRAFT BREW ALLIANCE INC COM 224122101 3,297 235,660 SH   DFND 2,5,13,20 190,026 0 45,634
CRANE CO COM 224399105 110,244 1,321,241 SH   DFND 2,5,6,8,11,13,19,20 1,147,440 622 173,179
CRAWFORD & CO CL A 224633206 2,043 194,049 SH   DFND 2,20 194,049 0 0
CRAWFORD & CO CL B 224633107 219 23,543 SH   DFND 2,20 23,543 0 0
CRAY INC COM NEW 225223304 40,754 1,170,411 SH   DFND 2,5,8,20 1,035,536 1,400 133,475
CREDICORP LTD COM G2519Y108 518,873 2,266,710 SH   DFND 2,5,8,10,12,13,19,20 1,090,773 30,100 1,145,837
CREDIT ACCEP CORP MICH COM 225310101 68,385 141,342 SH   DFND 2,5,8,13,20 126,658 183 14,501
CREDIT SUISSE GROUP SPONSORED ADR 225401108 1,085 90,642 SH   DFND 1,20 90,642 0 0
CREE INC COM 225447101 151,612 2,698,678 SH   DFND 2,5,6,8,11,13,19,20 2,598,408 1,660 98,610
CRESUD S A C I F Y A SPONSORED ADR 226406106 817 78,000 SH   DFND 5,20 78,000 0 0
AGROFRESH SOLUTIONS COM 00856G109 77 51,042 SH   DFND 2,20 51,042 0 0
CRINETICS PHARMACEUTICALS IN COM 22663K107 5,091 203,628 SH   DFND 2,5,20 169,539 0 34,089
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 1,712 36,345 SH   DFND 2,5,8,20 33,245 0 3,100
CRITEO S A SPONS ADS 226718104 1,667 96,885 SH   DFND 1,2,5,20 96,885 0 0
CROCS INC COM 227046109 37,407 1,894,031 SH   DFND 2,5,8,20 1,674,906 3,168 215,957
CROSS CTRY HEALTHCARE INC COM 227483104 12,035 1,283,002 SH   DFND 2,5,8,20 1,174,806 0 108,196
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 50,636 42,250 SH   DFND 2 42,250 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 2,378,906 18,250,139 SH   DFND 2,5,6,8,10,11,12,13,19,20 15,278,867 1,021,303 1,949,969
CROWN HOLDINGS INC COM 228368106 176,543 2,889,410 SH   DFND 2,5,6,8,10,12,13,19,20 2,392,495 72,885 424,030
CRYOLIFE INC COM 228903100 37,339 1,247,544 SH   DFND 2,5,8,20 1,128,804 0 118,740
CRYOPORT INC COM PAR $0.001 229050307 12,110 661,007 SH   DFND 2,5,20 576,624 0 84,383
AIMMUNE THERAPEUTICS INC COM 00900T107 41,344 1,985,774 SH   DFND 2,5,8,20 1,845,861 0 139,913
CSG SYS INTL INC COM 126349109 55,384 1,134,227 SH   DFND 2,5,8,20 960,153 20 174,054
CSW INDUSTRIALS INC COM 126402106 21,928 321,759 SH   DFND 2,5,8,20 275,053 0 46,706
CSX CORP COM 126408103 2,466,159 31,874,868 SH   DFND 2,5,6,8,10,11,12,13,19,20 27,898,164 879,440 3,097,264
CTI BIOPHARMA CORP COM 12648L601 16 18,052 SH   DFND 20 18,052 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 21,513 21,700,000 SH   DFND 2,5 21,700,000 0 0
CTRIP COM INTL LTD NOTE 1.250% 9/1 22943FAM2 29,222 29,255,000 SH   DFND 2,5 29,255,000 0 0
CTRIP COM INTL LTD NOTE 1.990% 7/0 22943FAH3 13,838 12,565,000 SH   DFND 2,5 12,565,000 0 0
CTRIP COM INTL LTD SPONSORED ADS 22943F100 318,319 8,624,185 SH   DFND 1,2,5,8,10,11,12,13,19,20 6,831,490 244,571 1,548,124
CTS CORP COM 126501105 26,280 951,517 SH   DFND 2,5,8,20 846,848 1,122 103,547
CUBESMART COM 229663109 264,977 7,849,636 SH   DFND 2,5,8,10,12,13,19,20 7,271,882 49,394 528,360
AIR LEASE CORP CL A 00912X302 56,812 1,369,973 SH   DFND 2,5,8,13,20 1,238,608 1,500 129,865
CUBIC CORP COM 229669106 98,234 1,523,473 SH   DFND 2,5,8,20 1,415,504 566 107,403
CUE BIOPHARMA INC COM 22978P106 2,593 288,386 SH   DFND 2,20 238,486 0 49,900
CULLEN FROST BANKERS INC COM 229899109 398,757 4,257,497 SH   DFND 2,5,6,8,11,12,13,20 4,127,709 3,910 125,878
CULP INC COM 230215105 4,154 218,610 SH   DFND 2,5,20 187,433 0 31,177
CUMMINS INC COM 231021106 1,793,243 10,465,992 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 5,984,203 3,815,576 666,213
CUMULUS MEDIA INC COM CLASS A 231082801 1,436 141,316 SH   DFND 2,20 141,316 0 0
CURIS INC COM NEW 231269200 23 12,288 SH   DFND 20 12,288 0 0
CURO GROUP HLDGS CORP COM 23131L107 2,196 198,693 SH   DFND 2,5,20 163,223 0 35,470
CURTISS WRIGHT CORP COM 231561101 205,893 1,617,459 SH   DFND 2,5,6,8,11,13,19,20 1,559,243 413 57,803
CUSHMAN WAKEFIELD PLC SHS G2717B108 33,077 1,849,917 SH   DFND 2,5,8,20 1,527,615 0 322,302
AIR PRODS & CHEMS INC COM 009158106 2,365,257 10,395,923 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 9,340,907 161,760 893,256
CUSTOMERS BANCORP INC COM 23204G100 21,170 1,008,111 SH   DFND 2,5,8,20 913,871 0 94,240
CUTERA INC COM 232109108 7,692 370,160 SH   DFND 2,5,20 331,966 0 38,194
CVB FINL CORP COM 126600105 90,209 4,289,547 SH   DFND 2,5,8,20 3,684,005 631 604,911
CVR ENERGY INC COM 12662P108 50,233 1,004,866 SH   DFND 2,5,8,13,20 896,649 7,700 100,517
CVS HEALTH CORP COM 126650100 3,311,244 60,767,926 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 48,575,658 6,911,673 5,280,595
CYBERARK SOFTWARE LTD SHS M2682V108 87,049 680,919 SH   DFND 2,5,6,8,10,12,13,19,20 658,025 500 22,394
CYBEROPTICS CORP COM 232517102 225 13,840 SH   DFND 2,20 13,840 0 0
CYCLERION THERAPEUTICS INC COM 23255M105 4,891 427,137 SH   DFND 2,5,8,20 427,137 0 0
CYMABAY THERAPEUTICS INC COM 23257D103 11,501 1,606,334 SH   DFND 2,5,8,20 1,410,755 0 195,579
CYPRESS SEMICONDUCTOR CORP COM 232806109 207,179 9,271,529 SH   DFND 2,5,6,8,11,13,19,20 8,829,955 3,358 438,216
AIR TRANSPORT SERVICES GRP I COM 00922R105 29,732 1,218,531 SH   DFND 2,5,8,20 1,040,862 0 177,669
CYRUSONE INC COM 23283R100 267,624 4,600,391 SH   DFND 2,5,6,8,10,11,19,20 4,263,775 30,200 306,416
CYTOKINETICS INC COM NEW 23282W605 27,186 2,416,514 SH   DFND 2,5,8,20 2,264,131 0 152,383
CYTOMX THERAPEUTICS INC COM 23284F105 19,449 1,733,453 SH   DFND 2,5,8,20 1,588,190 0 145,263
CYTOSORBENTS CORP COM NEW 23283X206 3,453 522,438 SH   DFND 2,5,20 428,078 0 94,360
D R HORTON INC COM 23331A109 673,042 15,604,958 SH   DFND 2,5,6,8,10,11,12,13,19,20 13,871,744 251,780 1,481,434
DAILY JOURNAL CORP COM 233912104 4,482 18,834 SH   DFND 2,5,20 15,788 0 3,046
DAKTRONICS INC COM 234264109 6,596 1,068,986 SH   DFND 2,5,8,20 959,061 1,057 108,868
DANA INCORPORATED COM 235825205 94,003 4,714,312 SH   DFND 2,5,6,8,11,12,13,20 4,253,975 2,077 458,260
DANAHER CORPORATION 4.75 MND CV PFD 235851300 46,622 42,250 SH   DFND 2 42,250 0 0
DANAHER CORPORATION COM 235851102 3,727,853 26,052,797 SH   DFND 1,2,5,6,8,10,11,12,13,19,20 22,964,130 452,161 2,636,506
AIRCASTLE LTD COM G0129K104 26,442 1,243,724 SH   DFND 2,5,8,20 1,040,849 2,600 200,275
DANAHER CORPORATION DBCV 1/2 235851AF9 142 26,000 SH   DFND 1 26,000 0 0
DAQO NEW ENERGY CORP SPNSRD ADR NEW 23703Q203 13,347 315,009 SH   DFND 2,5,13,20 196,109 0 118,900
DARDEN RESTAURANTS INC COM 237194105 708,397 5,819,410 SH   DFND 2,5,6,8,10,11,12,13,19,20 4,884,872 207,157 727,381
DARLING INGREDIENTS INC COM 237266101 110,602 5,560,681 SH   DFND 2,5,8,12,20 4,288,592 1,184 1,270,905
DASAN ZHONE SOLUTIONS INC COM NEW 23305L206 1,184 91,113 SH   DFND 2,20 77,713 0 13,400
DASEKE INC COM 23753F107 2,697 749,178 SH   DFND 2,5,20 634,630 0 114,548
DAVE & BUSTERS ENTMT INC COM 238337109 44,715 1,100,792 SH   DFND 2,5,8,20 963,992 0 136,800
DAVITA INC COM 23918K108 343,351 6,102,937 SH   DFND 2,5,6,8,10,11,12,13,19,20 5,120,685 81,074 901,178
DAWSON GEOPHYSICAL CO NEW COM 239360100 35 14,036 SH   DFND 20 14,036 0 0
DEAN FOODS CO NEW COM NEW 242370203 2,386 2,583,154 SH   DFND 2,5,20 2,318,645 0 264,509