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

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

FORM 13F INFORMATION TABLE

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

COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
1-800-FLOWERS.COM INC-CL A CL A 68243Q106 6,484 343,465 SH   DFND 1 342,040 0 1,425
1-800-FLOWERS.COM INC-CL A CL A 68243Q106 1,137 60,235 SH   DFND 1 2 60,235 0 0
1ST CONSTITUTION BANCORP COM 31986N102 1,570 85,021 SH   DFND 1 85,021 0 0
1ST SOURCE CORP COM 336901103 11,351 244,644 SH   DFND 1 244,644 0 0
21VIANET GROUP INC-ADR SPONSORED ADS A 90138A103 310 39,828 SH   DFND 1 39,828 0 0
22ND CENTURY GROUP INC COM 90137F103 2,897 1,386,536 SH   DFND 1 1,386,536 0 0
2U INC COM 90214J101 23,570 626,210 SH   DFND 1 626,210 0 0
3D SYSTEMS CORP COM NEW 88554D205 12,610 1,385,738 SH   DFND 1 1,385,738 0 0
3M CO COM 88579Y101 1,524,486 8,804,909 SH   DFND 1 8,775,828 0 29,081
3M CO COM 88579Y101 404 2,333 SH   DFND 1 2 2,333 0 0
51JOB INC-ADR SPONSORED ADS 316827104 5,942 79,065 SH   DFND 1 78,837 0 228
58.COM INC-ADR SPON ADR REP A 31680Q104 12,934 209,401 SH   DFND 1 209,163 0 238
8X8 INC COM 282914100 28,063 1,164,453 SH   DFND 1 1,164,453 0 0
8X8 INC COM 282914100 45 1,906 SH   DFND 1 2 1,906 0 0
A H BELO CORP-A COM CL A 001282102 377 102,236 SH   DFND 1 102,236 0 0
A10 NETWORKS INC COM 002121101 4,643 680,815 SH   DFND 1 680,815 0 0
AAC HOLDINGS INC COM 000307108 60 70,218 SH   DFND 1 70,218 0 0
AAON INC COM PAR $0.004 000360206 29,868 595,227 SH   DFND 1 595,227 0 0
AAR CORP COM 000361105 20,642 561,085 SH   DFND 1 561,085 0 0
AARON'S INC COM PAR $0.50 002535300 58,469 952,113 SH   DFND 1 939,723 0 12,390
ABB LTD-SPON ADR SPONSORED ADR 000375204 450 22,504 SH   DFND 1 18,602 0 3,902
ABBOTT LABORATORIES COM 002824100 2,025,818 24,128,702 SH   DFND 1 24,039,747 0 88,955
ABBVIE INC COM 00287Y109 1,611,599 22,197,229 SH   DFND 1 22,123,134 0 74,095
ABBVIE INC COM 00287Y109 1,815 24,966 SH   DFND 1 2 24,966 0 0
ABEONA THERAPEUTICS INC COM 00289Y107 2,008 420,139 SH   DFND 1 420,139 0 0
ABERCROMBIE & FITCH CO-CL A CL A 002896207 13,158 820,350 SH   DFND 1 819,947 0 403
ABERCROMBIE & FITCH CO-CL A CL A 002896207 34 2,143 SH   DFND 1 2 2,143 0 0
ABERDEEN ASIA-PAC INCOME FD COM 003009107 1,069 255,755 SH   DFND 1 2 255,755 0 0
ABERDEEN AUSTRALIA EQUITY FD COM 003011103 283 51,666 SH   DFND 1 2 51,666 0 0
ABERDEEN GLBL DYN DIVID COM 00302M106 1,265 131,268 SH   DFND 1 2 131,268 0 0
ABERDEEN JAPAN EQUITY FUND I COM 00306J109 362 51,793 SH   DFND 1 2 51,793 0 0
ABERDEEN TTL DYN DIVID COM SH BEN INT 00326L100 311 37,336 SH   DFND 1 2 37,336 0 0
ABIOMED INC COM 003654100 170,953 657,394 SH   DFND 1 655,148 0 2,246
ABIOMED INC COM 003654100 74 285 SH   DFND 1 2 285 0 0
ABM INDUSTRIES INC COM 000957100 33,769 844,247 SH   DFND 1 844,247 0 0
ABRAXAS PETROLEUM CORP COM 003830106 2,333 2,265,598 SH   DFND 1 2,265,598 0 0
AC IMMUNE SA SHS H00263105 296 53,412 SH   DFND 1 53,412 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 20,071 425,604 SH   DFND 1 425,604 0 0
ACACIA RESEARCH CORP ACACIA TCH COM 003881307 1,793 605,810 SH   DFND 1 601,728 0 4,082
ACADIA HEALTHCARE CO INC COM 00404A109 34,868 997,663 SH   DFND 1 981,425 0 16,238
ACADIA PHARMACEUTICALS INC COM 004225108 39,769 1,487,832 SH   DFND 1 1,487,832 0 0
ACADIA REALTY TRUST COM SH BEN INT 004239109 35,869 1,310,543 SH   DFND 1 1,310,543 0 0
ACASTI PHARMA INC CL A NEW 00430K402 68 61,235 SH   DFND 1 61,235 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 8,229 359,667 SH   DFND 1 359,473 0 194
ACCELERON PHARMA INC COM 00434H108 24,599 598,818 SH   DFND 1 598,818 0 0
ACCENTURE PLC-CL A SHS CLASS A G1151C101 1,838,644 9,963,062 SH   DFND 1 9,930,873 0 32,189
ACCENTURE PLC-CL A SHS CLASS A G1151C101 20 111 SH   DFND 1 2 111 0 0
ACCO BRANDS CORP COM 00081T108 10,161 1,291,216 SH   DFND 1 1,291,216 0 0
ACCO BRANDS CORP COM 00081T108 205 26,073 SH   DFND 1 2 26,073 0 0
ACCURAY INC COM 004397105 4,500 1,162,797 SH   DFND 1 1,162,797 0 0
ACELRX PHARMACEUTICALS INC COM 00444T100 2,504 990,044 SH   DFND 1 990,044 0 0
ACER THERAPEUTICS INC COM 00444P108 254 65,246 SH   DFND 1 65,246 0 0
ACHIEVE LIFE SCIENCES INC COM NEW 004468203 68 35,389 SH   DFND 1 35,389 0 0
ACHILLION PHARMACEUTICALS COM 00448Q201 4,985 1,860,151 SH   DFND 1 1,860,151 0 0
ACI WORLDWIDE INC COM 004498101 50,270 1,463,892 SH   DFND 1 1,443,649 0 20,243
ACLARIS THERAPEUTICS INC COM 00461U105 1,064 486,085 SH   DFND 1 486,085 0 0
ACM RESEARCH INC-CLASS A COM CL A 00108J109 846 54,245 SH   DFND 1 54,245 0 0
ACME UNITED CORP COM 004816104 509 22,544 SH   DFND 1 22,544 0 0
ACNB CORP COM 000868109 2,938 74,261 SH   DFND 1 74,261 0 0
ACOR 1.75 06/15/21 NOTE 1.750% 6/1 00484MAA4 2,542 3,000,000 PRN   DFND 1 2 3,000,000 0 0
ACORDA THERAPEUTICS INC COM 00484M106 4,817 628,132 SH   DFND 1 628,132 0 0
ACORDA THERAPEUTICS INC COM 00484M106 72 9,475 SH   DFND 1 2 9,475 0 0
ACTINIUM PHARMACEUTICALS INC COM 00507W107 144 588,211 SH   DFND 1 588,211 0 0
ACTIVISION BLIZZARD INC COM 00507V109 500,466 10,621,434 SH   DFND 1 10,552,391 0 69,043
ACTIVISION BLIZZARD INC COM 00507V109 22 469 SH   DFND 1 2 469 0 0
ACTUANT CORP-A CL A NEW 00508X203 18,095 729,381 SH   DFND 1 729,381 0 0
ACUITY BRANDS INC COM 00508Y102 65,754 477,037 SH   DFND 1 469,731 0 7,306
ACUITY BRANDS INC COM 00508Y102 5 38 SH   DFND 1 2 38 0 0
ACUSHNET HOLDINGS CORP COM 005098108 11,436 435,521 SH   DFND 1 435,521 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 1,642 264,869 SH   DFND 1 264,869 0 0
ADAMIS PHARMACEUTICALS CORP COM NEW 00547W208 438 337,162 SH   DFND 1 337,162 0 0
ADAMS DIVERSIFIED EQUITY COM 006212104 1,666 107,840 SH   DFND 1 2 107,840 0 0
ADAMS NATURAL RESOURCES FUND COM 00548F105 5,544 335,217 SH   DFND 1 2 335,217 0 0
ADAMS RESOURCES & ENERGY INC COM NEW 006351308 579 16,916 SH   DFND 1 16,916 0 0
ADAMS RESOURCES & ENERGY INC COM NEW 006351308 24 727 SH   DFND 1 2 727 0 0
ADAPTIMMUNE THERAPEUTICS-ADR SPONDS ADR 00653A107 257 64,000 SH   DFND 1 64,000 0 0
ADDUS HOMECARE CORP COM 006739106 10,180 135,827 SH   DFND 1 135,827 0 0
ADDVANTAGE TECHNOLOGIES GRP COM NEW 006743306 18 11,928 SH   DFND 1 11,928 0 0
ADESTO TECHNOLOGIES CORP COM 00687D101 2,728 334,759 SH   DFND 1 334,759 0 0
ADIAL PHARMACEUTICALS INC COM 00688A106 131 77,985 SH   DFND 1 77,985 0 0
ADIENT PLC ORD SHS G0084W101 26,580 1,095,195 SH   DFND 1 1,079,124 0 16,071
ADMA BIOLOGICS INC COM 000899104 1,693 437,560 SH   DFND 1 437,560 0 0
ADOBE INC COM 00724F101 1,918,056 6,520,608 SH   DFND 1 6,476,934 0 43,674
ADOMANI INC COM 00726A100 17 60,487 SH   DFND 1 60,487 0 0
ADT INC COM 00090Q103 7,679 1,254,766 SH   DFND 1 1,252,117 0 2,649
ADTALEM GLOBAL EDUCATION INC COM 00737L103 31,319 695,224 SH   DFND 1 684,866 0 10,358
ADTRAN INC COM 00738A106 9,930 651,164 SH   DFND 1 651,164 0 0
ADURO BIOTECH INC COM 00739L101 1,171 760,674 SH   DFND 1 760,674 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 172,019 1,117,737 SH   DFND 1 1,114,297 0 3,440
ADVANCE AUTO PARTS INC COM 00751Y106 26 169 SH   DFND 1 2 169 0 0
ADVANCED DISPOSAL SERVICES I COM 00790X101 28,251 885,334 SH   DFND 1 885,334 0 0
ADVANCED DISPOSAL SERVICES I COM 00790X101 2,543 79,700 SH   DFND 1 2 79,700 0 0
ADVANCED DRAINAGE SYSTEMS IN COM 00790R104 17,525 534,487 SH   DFND 1 534,487 0 0
ADVANCED EMISSIONS SOLUTIONS COM 00770C101 3,195 252,783 SH   DFND 1 252,783 0 0
ADVANCED ENERGY INDUSTRIES COM 007973100 28,166 500,551 SH   DFND 1 500,551 0 0
ADVANCED MICRO DEVICES COM 007903107 425,400 14,029,680 SH   DFND 1 13,942,499 0 87,181
ADVANSIX INC COM 00773T101 8,587 351,524 SH   DFND 1 351,524 0 0
ADVANSIX INC COM 00773T101 217 8,896 SH   DFND 1 2 8,896 0 0
ADVAXIS INC COM NEW 007624307 102 48,963 SH   DFND 1 48,963 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 9,624 809,480 SH   DFND 1 809,480 0 0
AECOM COM 00766T100 64,845 1,713,222 SH   DFND 1 1,684,416 0 28,806
AEGION CORP COM 00770F104 7,826 425,348 SH   DFND 1 425,348 0 0
AEGLEA BIOTHERAPEUTICS INC COM 00773J103 2,048 299,081 SH   DFND 1 299,081 0 0
AEGON N.V.-NY REG SHR NY REGISTRY SHS 007924103 174 35,300 SH   DFND 1 31,860 0 3,440
AEHR TEST SYSTEMS COM 00760J108 161 98,097 SH   DFND 1 98,097 0 0
AEMETIS INC COM NEW 00770K202 51 61,019 SH   DFND 1 61,019 0 0
AERCAP HOLDINGS NV SHS N00985106 28,059 541,749 SH   DFND 1 541,749 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 15,720 531,988 SH   DFND 1 531,988 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 46 1,588 SH   DFND 1 2 1,588 0 0
AEROHIVE NETWORKS INC COM 007786106 2,316 522,802 SH   DFND 1 522,802 0 0
AEROHIVE NETWORKS INC COM 007786106 111 25,000 SH   DFND 1 2 25,000 0 0
AEROJET ROCKETDYNE HOLDINGS COM 007800105 41,487 926,687 SH   DFND 1 926,687 0 0
AEROVIRONMENT INC COM 008073108 15,905 280,167 SH   DFND 1 280,167 0 0
AERPIO PHARMACEUTICALS INC COM 00810B105 104 114,900 SH   DFND 1 114,900 0 0
AES CORP COM 00130H105 169,979 10,158,797 SH   DFND 1 10,127,274 0 31,523
AES CORP COM 00130H105 25 1,547 SH   DFND 1 2 1,547 0 0
AETERNA ZENTARIS INC COM 007975402 70 23,853 SH   DFND 1 23,853 0 0
AETHLON MEDICAL INC COM NEW 00808Y208 46 126,809 SH   DFND 1 126,809 0 0
AEVI GENOMIC MEDICINE INC COM 00835P105 26 167,547 SH   DFND 1 167,547 0 0
AFFILIATED MANAGERS GROUP COM 008252108 72,084 783,601 SH   DFND 1 781,146 0 2,455
AFFILIATED MANAGERS GROUP COM 008252108 949 10,308 SH   DFND 1 2 10,308 0 0
AFFIMED NV COM N01045108 1,435 500,070 SH   DFND 1 500,070 0 0
AFFIMED NV COM N01045108 806 280,999 SH   DFND 1 2 280,999 0 0
AFLAC INC COM 001055102 677,610 12,378,058 SH   DFND 1 12,340,427 0 37,631
AFLAC INC COM 001055102 6 123 SH   DFND 1 2 123 0 0
AG MORTGAGE INVESTMENT TRUST COM 001228105 6,983 439,202 SH   DFND 1 439,202 0 0
AGCO CORP COM 001084102 89,380 1,152,251 SH   DFND 1 1,140,442 0 11,809
AGENUS INC COM NEW 00847G705 3,949 1,316,536 SH   DFND 1 1,316,536 0 0
AGEX THERAPEUTICS INC COM 00848H108 710 193,544 SH   DFND 1 193,544 0 0
AGILE THERAPEUTICS INC COM 00847L100 410 281,210 SH   DFND 1 281,210 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 363,223 4,871,926 SH   DFND 1 4,855,941 0 15,985
AGILENT TECHNOLOGIES INC COM 00846U101 1,336 17,905 SH   DFND 1 2 17,905 0 0
AGILYSYS INC COM 00847J105 5,671 264,174 SH   DFND 1 264,174 0 0
AGILYSYS INC COM 00847J105 519 24,174 SH   DFND 1 2 24,174 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 28,928 579,957 SH   DFND 1 579,957 0 0
AGNC INVESTMENT CORP COM 00123Q104 109,357 6,482,945 SH   DFND 1 6,482,224 0 721
AGNICO EAGLE MINES LTD COMSTK 008474108 12,949 254,322 SH   DFND 1 254,322 0 0
AGNICO EAGLE MINES LTD COM 008474108 449 8,780 SH   DFND 1 8,515 0 265
AGREE REALTY CORP COM 008492100 30,344 473,755 SH   DFND 1 473,755 0 0
AGROFRESH SOLUTIONS INC COM 00856G109 307 203,516 SH   DFND 1 200,473 0 3,043
AILERON THERAPEUTICS INC COM 00887A105 39 55,002 SH   DFND 1 55,002 0 0
AIMMUNE THERAPEUTICS INC COM 00900T107 11,379 546,547 SH   DFND 1 546,547 0 0
AIR LEASE CORP CL A 00912X302 45,920 1,110,797 SH   DFND 1 1,110,797 0 0
AIR PRODUCTS & CHEMICALS INC COM 009158106 687,362 3,039,698 SH   DFND 1 3,028,994 0 10,704
AIR TRANSPORT SERVICES GROUP COM 00922R105 18,926 775,688 SH   DFND 1 775,688 0 0
AIRCASTLE LTD COM G0129K104 13,734 646,046 SH   DFND 1 646,046 0 0
AIRGAIN INC COM 00938A104 1,502 106,199 SH   DFND 1 106,199 0 0
AK STEEL HOLDING CORP COM 001547108 9,147 3,859,724 SH   DFND 1 3,859,724 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 190,660 2,383,161 SH   DFND 1 2,375,356 0 7,805
AKAMAI TECHNOLOGIES INC COM 00971T101 89 1,116 SH   DFND 1 2 1,116 0 0
AKCEA THERAPEUTICS INC COM 00972L107 5,776 246,320 SH   DFND 1 246,320 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 7,255 1,499,093 SH   DFND 1 1,498,064 0 1,029
AKERNA CORP *W EXP 01/30/202 00973W110 429 148,200 SH   DFND 1 2 148,200 0 0
AKERS BIOSCIENCES INC COM NEW 00973E300 35 79,604 SH   DFND 1 79,604 0 0
AKORN INC COM 009728106 6,663 1,293,930 SH   DFND 1 1,293,930 0 0
AKOUSTIS TECHNOLOGIES INC COM 00973N102 2,085 325,830 SH   DFND 1 325,830 0 0
ALAMO GROUP INC COM 011311107 11,968 119,773 SH   DFND 1 119,773 0 0
ALAMOS GOLD INC-CLASS A COM CL A 011532108 328 54,381 SH   DFND 1 2 54,381 0 0
ALARM.COM HOLDINGS INC COM 011642105 26,881 502,463 SH   DFND 1 502,463 0 0
ALASKA AIR GROUP INC COM 011659109 118,777 1,860,668 SH   DFND 1 1,854,745 0 5,923
ALASKA COMM SYSTEMS GROUP COM 01167P101 641 374,956 SH   DFND 1 374,956 0 0
ALBANY INTL CORP-CL A CL A 012348108 29,915 360,814 SH   DFND 1 360,814 0 0
ALBEMARLE CORP COM 012653101 111,110 1,580,648 SH   DFND 1 1,575,567 0 5,081
ALBEMARLE CORP COM 012653101 201 2,855 SH   DFND 1 2 2,855 0 0
ALBIREO PHARMA INC COM 01345P106 4,084 126,679 SH   DFND 1 126,679 0 0
ALCOA CORP COM 013872106 46,680 1,994,061 SH   DFND 1 1,993,249 0 812
ALCOA CORP COM 013872106 919 39,259 SH   DFND 1 2 39,259 0 0
ALCON INC ORD SHS H01301128 556 8,972 SH   DFND 1 8,617 0 355
ALDER BIOPHARMACEUTICALS INC COM 014339105 11,114 944,344 SH   DFND 1 944,344 0 0
ALDEYRA THERAPEUTICS INC COM 01438T106 1,822 303,789 SH   DFND 1 303,789 0 0
ALECTOR INC COM 014442107 2,501 131,666 SH   DFND 1 131,666 0 0
ALEXANDER & BALDWIN INC COM 014491104 19,981 865,011 SH   DFND 1 851,153 0 13,858
ALEXANDER'S INC COM 014752109 15,312 41,351 SH   DFND 1 41,351 0 0
ALEXANDRIA REAL ESTATE EQUIT COM 015271109 227,413 1,614,639 SH   DFND 1 1,609,259 0 5,380
ALEXION PHARMACEUTICALS INC COM 015351109 389,185 2,976,885 SH   DFND 1 2,957,024 0 19,861
ALIBABA GROUP HOLDING-SP ADR SPONSORED ADS 01609W102 525,166 3,119,477 SH   DFND 1 3,118,757 0 720
ALICO INC COM 016230104 1,238 40,834 SH   DFND 1 40,834 0 0
ALIGN TECHNOLOGY INC COM 016255101 336,998 1,233,094 SH   DFND 1 1,226,193 0 6,901
ALIGN TECHNOLOGY INC COM 016255101 87 319 SH   DFND 1 2 319 0 0
ALIMERA SCIENCES INC COM 016259103 130 146,741 SH   DFND 1 146,741 0 0
ALITHYA GROUP INC-CLASS A CL A SUB VTG 01643B106 117 44,693 SH   DFND 1 44,693 0 0
ALJ REGIONAL HOLDINGS INC COM 001627108 38 24,901 SH   DFND 1 24,901 0 0
ALKALINE WATER CO INC/THE COM NEW 01643A207 682 312,904 SH   DFND 1 312,904 0 0
ALKERMES PLC SHS G01767105 39,340 1,746,453 SH   DFND 1 1,746,329 0 124
ALKERMES PLC SHS G01767105 711 31,588 SH   DFND 1 2 31,588 0 0
ALLAKOS INC COM 01671P100 7,688 177,440 SH   DFND 1 177,440 0 0
ALLEGHANY CORP COM 017175100 106,534 156,520 SH   DFND 1 153,876 0 2,644
ALLEGHENY TECHNOLOGIES INC COM 01741R102 39,337 1,561,003 SH   DFND 1 1,537,435 0 23,568
ALLEGIANCE BANCSHARES INC COM 01748H107 6,571 197,109 SH   DFND 1 197,109 0 0
ALLEGIANT TRAVEL CO COM 01748X102 24,874 173,344 SH   DFND 1 173,344 0 0
ALLEGIANT TRAVEL CO COM 01748X102 38 266 SH   DFND 1 2 266 0 0
ALLEGION PLC ORD SHS G0176J109 153,263 1,388,713 SH   DFND 1 1,384,211 0 4,502
ALLENA PHARMACEUTICALS INC COM 018119107 170 41,962 SH   DFND 1 41,962 0 0
ALLERGAN PLC SHS G0177J108 699,937 4,186,995 SH   DFND 1 4,171,817 0 15,178
ALLERGAN PLC SHS G0177J108 4,157 24,830 SH   DFND 1 2 24,830 0 0
ALLETE INC COM NEW 018522300 62,037 745,550 SH   DFND 1 736,100 0 9,450
ALLIANCE DATA SYSTEMS CORP COM 018581108 99,266 709,512 SH   DFND 1 706,882 0 2,630
ALLIANCE DATA SYSTEMS CORP COM 018581108 467 3,337 SH   DFND 1 2 3,337 0 0
ALLIANCE RESOURCE PARTNERS UT LTD PART 01877R108 1,544 90,941 SH   DFND 1 90,941 0 0
ALLIANCE RESOURCE PARTNERS UT LTD PART 01877R108 512 30,185 SH   DFND 1 2 30,185 0 0
ALLIANT ENERGY CORP COM 018802108 181,484 3,703,591 SH   DFND 1 3,692,366 0 11,225
ALLIED MOTION TECHNOLOGIES COM 019330109 3,695 97,513 SH   DFND 1 97,513 0 0
ALLISON TRANSMISSION HOLDING COM 01973R101 89,447 1,923,687 SH   DFND 1 1,923,687 0 0
ALLISON TRANSMISSION HOLDING COM 01973R101 1,463 31,567 SH   DFND 1 2 31,567 0 0
ALLOGENE THERAPEUTICS INC COM 019770106 11,102 413,514 SH   DFND 1 413,514 0 0
ALLOT LTD SHS M0854Q105 153 21,262 SH   DFND 1 21,262 0 0
ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 31,022 2,667,436 SH   DFND 1 2,636,970 0 30,466
ALLSTATE CORP COM 020002101 492,835 4,853,074 SH   DFND 1 4,837,177 0 15,897
ALLSTATE CORP COM 020002101 38 374 SH   DFND 1 2 374 0 0
ALLY FINANCIAL INC COM 02005N100 149,858 4,838,646 SH   DFND 1 4,838,646 0 0
ALLY FINANCIAL INC COM 02005N100 60 1,964 SH   DFND 1 2 1,964 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 76,841 1,059,680 SH   DFND 1 1,059,556 0 124
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 37 515 SH   DFND 1 2 515 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 2,308 247,182 SH   DFND 1 247,182 0 0
ALPHABET INC-CL A CAP STK CL A 02079K305 4,739,340 4,384,066 SH   DFND 1 4,358,046 0 26,020
ALPHABET INC-CL A CAP STK CL A 02079K305 35 33 SH   DFND 1 2 33 0 0
ALPHABET INC-CL C CAP STK CL C 02079K107 4,437,932 4,113,365 SH   DFND 1 4,085,377 0 27,988
ALPHATEC HOLDINGS INC COM NEW 02081G201 1,206 265,674 SH   DFND 1 265,674 0 0
ALPINE IMMUNE SCIENCES INC COM 02083G100 157 37,436 SH   DFND 1 37,436 0 0
ALTA MESA RESOURCES INC-A CL A 02133L109 220 1,512,373 SH   DFND 1 1,512,373 0 0
ALTABA INC COM 021346101 1,063 15,332 SH   DFND 1 15,332 0 0
ALTAIR ENGINEERING INC - A COM CL A 021369103 16,558 409,956 SH   DFND 1 409,956 0 0
ALTERITY THERAPEUTICS-ADR SPONSORED ADR 02155X106 16 12,128 SH   DFND 1 12,128 0 0
ALTERYX INC - CLASS A COM CL A 02156B103 53,978 494,672 SH   DFND 1 494,672 0 0
ALTICE USA INC- A CL A 02156K103 36,768 1,511,025 SH   DFND 1 1,511,025 0 0
ALTIMMUNE INC COM NEW 02155H200 201 84,818 SH   DFND 1 84,794 0 24
ALTISOURCE PORTFOLIO SOL REG SHS L0175J104 2,318 117,930 SH   DFND 1 117,930 0 0
ALTISOURCE PORTFOLIO SOL REG SHS L0175J104 47 2,407 SH   DFND 1 2 2,407 0 0
ALTRA INDUSTRIAL MOTION CORP COM 02208R106 29,707 827,975 SH   DFND 1 827,975 0 0
ALTRIA GROUP INC COM 02209S103 1,153,270 24,391,076 SH   DFND 1 24,301,783 0 89,293
ALTRIA GROUP INC COM 02209S103 816 17,236 SH   DFND 1 2 17,236 0 0
ALTUS MIDSTREAM CO -A CL A 02215L100 2,707 727,887 SH   DFND 1 727,887 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 4,492 449,659 SH   DFND 1 449,532 0 127
AMAG PHARMACEUTICALS INC COM 00163U106 69 7,007 SH   DFND 1 2 7,007 0 0
AMALGAMATED BK OF NEW YORK-A CLASS A 022663108 2,261 129,572 SH   DFND 1 129,572 0 0
AMARIN CORP PLC -ADR SPONS ADR NEW 023111206 4,859 250,614 SH   DFND 1 250,614 0 0
A-MARK PRECIOUS METALS INC COM 00181T107 250 19,162 SH   DFND 1 19,162 0 0
AMAZON.COM INC COM 023135106 10,462,946 5,535,669 SH   DFND 1 5,497,148 0 38,521
AMBAC FINANCIAL GROUP INC COM NEW 023139884 9,918 588,620 SH   DFND 1 588,620 0 0
AMBARELLA INC SHS G037AX101 7,666 173,719 SH   DFND 1 173,719 0 0
AMBER ROAD INC COM 02318Y108 4,165 318,946 SH   DFND 1 318,946 0 0
AMBEV SA-ADR SPONSORED ADR 02319V103 547 117,328 SH   DFND 1 117,328 0 0
AMBEV SA-ADR SPONSORED ADR 02319V103 144 30,923 SH   DFND 1 2 30,923 0 0
AMC ENTERTAINMENT HLDS-CL A CL A COM 00165C104 6,038 647,233 SH   DFND 1 647,233 0 0
AMC NETWORKS INC-A CL A 00164V103 26,097 478,949 SH   DFND 1 470,652 0 8,297
AMC NETWORKS INC-A CL A 00164V103 47 870 SH   DFND 1 2 870 0 0
AMCOR PLC ORD G0250X107 230,013 20,047,256 SH   DFND 1 19,969,853 0 77,403
AMDOCS LTD SHS G02602103 84,683 1,363,405 SH   DFND 1 1,363,405 0 0
AMEDISYS INC COM 023436108 51,733 426,102 SH   DFND 1 420,763 0 5,339
AMEDISYS INC COM 023436108 27 230 SH   DFND 1 2 230 0 0
AMER NATL BNKSHS/DANVILLE VA COM 027745108 4,442 114,652 SH   DFND 1 114,652 0 0
AMERANT BANCORP INC CL A 023576101 1,994 101,199 SH   DFND 1 101,199 0 0
AMERCO COM 023586100 38,092 100,687 SH   DFND 1 100,687 0 0
AMEREN CORPORATION COM 023608102 305,080 4,067,872 SH   DFND 1 4,056,161 0 11,711
AMEREN CORPORATION COM 023608102 15 210 SH   DFND 1 2 210 0 0
AMERESCO INC-CL A CL A 02361E108 3,575 242,758 SH   DFND 1 242,758 0 0
AMERICA FIRST MULTIFAMILY IN BEN UNIT CTF 02364V107 359 50,559 SH   DFND 1 2 50,559 0 0
AMERICA FIRST MULTIFAMILY IN BEN UNIT CTF 02364V107 278 39,141 SH   DFND 1 39,141 0 0
AMERICAN AIRLINES GROUP INC COM 02376R102 192,069 5,897,602 SH   DFND 1 5,860,608 0 36,994
AMERICAN ASSETS TRUST INC COM 024013104 42,283 897,366 SH   DFND 1 897,366 0 0
AMERICAN ASSETS TRUST INC COM 024013104 48 1,027 SH   DFND 1 2 1,027 0 0
AMERICAN AXLE & MFG HOLDINGS COM 024061103 17,115 1,341,379 SH   DFND 1 1,341,379 0 0
AMERICAN CAMPUS COMMUNITIES COM 024835100 95,753 2,074,373 SH   DFND 1 2,049,242 0 25,131
AMERICAN CAMPUS COMMUNITIES COM 024835100 36 791 SH   DFND 1 2 791 0 0
AMERICAN EAGLE OUTFITTERS COM 02553E106 36,542 2,162,281 SH   DFND 1 2,131,562 0 30,719
AMERICAN EAGLE OUTFITTERS COM 02553E106 36 2,178 SH   DFND 1 2 2,178 0 0
AMERICAN ELECTRIC POWER COM 025537101 581,800 6,622,839 SH   DFND 1 6,599,052 0 23,787
AMERICAN ELECTRIC POWER COM 025537101 1 16 SH   DFND 1 2 16 0 0
AMERICAN ELECTRIC TECHNOLOGI COM 025576109 8 11,601 SH   DFND 1 11,601 0 0
AMERICAN EQUITY INVT LIFE HL COM 025676206 29,983 1,103,965 SH   DFND 1 1,103,965 0 0
AMERICAN EXPRESS CO COM 025816109 1,097,880 8,911,188 SH   DFND 1 8,877,435 0 33,753
AMERICAN FINANCE TRUST INC COM CLASS A 02607T109 10,774 988,513 SH   DFND 1 988,513 0 0
AMERICAN FINANCIAL GROUP INC COM 025932104 88,666 865,737 SH   DFND 1 852,765 0 12,972
AMERICAN HOMES 4 RENT- A CL A 02665T306 91,136 3,748,927 SH   DFND 1 3,748,927 0 0
AMERICAN HOMES 4 RENT- A CL A 02665T306 29 1,223 SH   DFND 1 2 1,223 0 0
AMERICAN INTERNATIONAL GROUP COM NEW 026874784 596,425 11,215,722 SH   DFND 1 11,174,214 0 41,508
AMERICAN INTERNATIONAL GROUP COM NEW 026874784 24 468 SH   DFND 1 2 468 0 0
AMERICAN NATIONAL INSURANCE COM 028591105 13,328 114,434 SH   DFND 1 114,434 0 0
AMERICAN NATIONAL INSURANCE COM 028591105 554 4,764 SH   DFND 1 2 4,764 0 0
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 6,604 732,965 SH   DFND 1 732,965 0 0
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 98 10,950 SH   DFND 1 2 10,950 0 0
AMERICAN PUBLIC EDUCATION COM 02913V103 7,171 242,445 SH   DFND 1 242,445 0 0
AMERICAN PUBLIC EDUCATION COM 02913V103 63 2,156 SH   DFND 1 2 2,156 0 0
AMERICAN REALTY INVESTORS IN COM 029174109 184 13,499 SH   DFND 1 13,499 0 0
AMERICAN RENAL ASSOCIATES HO COM 029227105 1,717 230,912 SH   DFND 1 230,912 0 0
AMERICAN RENAL ASSOCIATES HO COM 029227105 46 6,245 SH   DFND 1 2 6,245 0 0
AMERICAN RIVER BANKSHRS (CA) COM 029326105 143 11,670 SH   DFND 1 11,670 0 0
AMERICAN SOFTWARE INC-CL A CL A 029683109 4,749 361,184 SH   DFND 1 361,184 0 0
AMERICAN STATES WATER CO COM 029899101 34,477 458,238 SH   DFND 1 458,238 0 0
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 2,314 249,438 SH   DFND 1 249,438 0 0
AMERICAN TOWER CORP COM 03027X100 1,217,266 5,964,536 SH   DFND 1 5,942,865 0 21,671
AMERICAN VANGUARD CORP COM 030371108 5,122 332,433 SH   DFND 1 332,433 0 0
AMERICAN WATER WORKS CO INC COM 030420103 327,639 2,828,945 SH   DFND 1 2,820,331 0 8,614
AMERICAN WOODMARK CORP COM 030506109 16,857 199,209 SH   DFND 1 199,209 0 0
AMERICA'S CAR-MART INC COM 03062T105 7,210 83,763 SH   DFND 1 83,763 0 0
AMERICAS SILVER CORP COM NEW 03063L705 168 72,030 SH   DFND 1 72,030 0 0
AMERICOLD REALTY TRUST COM 03064D108 62,941 1,941,438 SH   DFND 1 1,941,438 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 330,985 2,283,453 SH   DFND 1 2,276,626 0 6,827
AMERIPRISE FINANCIAL INC COM 03076C106 1,198 8,257 SH   DFND 1 2 8,257 0 0
AMERIS BANCORP COM 03076K108 31,876 813,387 SH   DFND 1 813,387 0 0
AMERISAFE INC COM 03071H100 16,473 258,334 SH   DFND 1 258,334 0 0
AMERISERV FINANCIAL INC COM 03074A102 61 14,728 SH   DFND 1 14,728 0 0
AMERISOURCEBERGEN CORP COM 03073E105 190,803 2,241,772 SH   DFND 1 2,233,311 0 8,461
AMES NATIONAL CORP COM 031001100 2,284 84,306 SH   DFND 1 84,306 0 0
AMETEK INC COM 031100100 289,459 3,192,128 SH   DFND 1 3,181,258 0 10,870
AMETEK INC COM 031100100 29 324 SH   DFND 1 2 324 0 0
AMGEN INC COM 031162100 1,799,548 9,778,384 SH   DFND 1 9,722,777 0 55,607
AMGEN INC COM 031162100 1,173 6,369 SH   DFND 1 2 6,369 0 0
AMICUS THERAPEUTICS INC COM 03152W109 39,642 3,176,491 SH   DFND 1 3,176,491 0 0
AMKOR TECHNOLOGY INC COM 031652100 15,893 2,130,547 SH   DFND 1 2,130,547 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 30,876 569,156 SH   DFND 1 569,156 0 0
AMNEAL PHARMACEUTICALS INC COM STK CL A 03168L105 7,495 1,045,427 SH   DFND 1 1,045,427 0 0
AMPCO-PITTSBURGH CORP COM 032037103 205 51,041 SH   DFND 1 51,041 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 10,221 484,212 SH   DFND 1 484,212 0 0
AMPHENOL CORP-CL A CL A 032095101 416,360 4,346,768 SH   DFND 1 4,332,508 0 14,260
AMPHENOL CORP-CL A CL A 032095101 7 73 SH   DFND 1 2 73 0 0
AMPIO PHARMACEUTICALS INC COM 03209T109 224 580,080 SH   DFND 1 580,080 0 0
AMTECH SYSTEMS INC COM PAR $0.01N 032332504 412 74,914 SH   DFND 1 74,914 0 0
AMYRIS INC COM NEW 03236M200 2,094 588,461 SH   DFND 1 588,461 0 0
ANADARKO PETROLEUM CORP COM 032511107 453,626 6,441,337 SH   DFND 1 6,417,372 0 23,965
ANADARKO PETROLEUM CORP COM 032511107 3,243 45,962 SH   DFND 1 2 45,962 0 0
ANALOG DEVICES INC COM 032654105 569,124 5,051,487 SH   DFND 1 5,017,892 0 33,595
ANAPLAN INC COM 03272L108 17,323 343,246 SH   DFND 1 343,246 0 0
ANAPTYSBIO INC COM 032724106 17,696 313,656 SH   DFND 1 313,656 0 0
ANAVEX LIFE SCIENCES CORP COM NEW 032797300 1,859 551,763 SH   DFND 1 551,763 0 0
ANDERSONS INC/THE COM 034164103 10,430 382,919 SH   DFND 1 382,919 0 0
ANDINA ACQUISITION CORP-CW24 *W EXP 07/31/202 G04415124 60 300,000 SH   DFND 1 2 300,000 0 0
ANGI HOMESERVICES INC- A COM CL A 00183L102 6,751 518,918 SH   DFND 1 518,918 0 0
ANGIODYNAMICS INC COM 03475V101 12,194 619,333 SH   DFND 1 619,333 0 0
ANHEUSER-BUSCH INBEV-SPN ADR SPONSORED ADR 03524A108 1,299 14,683 SH   DFND 1 14,683 0 0
ANI PHARMACEUTICALS INC COM 00182C103 9,469 115,204 SH   DFND 1 115,204 0 0
ANI PHARMACEUTICALS INC COM 00182C103 66 809 SH   DFND 1 2 809 0 0
ANIKA THERAPEUTICS INC COM 035255108 8,883 218,686 SH   DFND 1 218,564 0 122
ANIXA BIOSCIENCES INC COM 03528H109 372 102,487 SH   DFND 1 102,487 0 0
ANIXTER INTERNATIONAL INC COM 035290105 24,521 410,670 SH   DFND 1 410,670 0 0
ANNALY CAPITAL MANAGEMENT IN COM 035710409 149,467 16,339,376 SH   DFND 1 16,332,251 0 7,125
ANSYS INC COM 03662Q105 284,267 1,389,977 SH   DFND 1 1,385,977 0 4,000
ANSYS INC COM 03662Q105 25 124 SH   DFND 1 2 124 0 0
ANTARES PHARMA INC COM 036642106 6,410 1,948,338 SH   DFND 1 1,948,338 0 0
ANTERO MIDSTREAM CORP COM 03676B102 26,133 2,280,384 SH   DFND 1 2,280,384 0 0
ANTERO RESOURCES CORP COM 03674X106 20,464 3,700,579 SH   DFND 1 3,700,579 0 0
ANTHEM INC COM 036752103 1,015,357 3,603,745 SH   DFND 1 3,591,234 0 12,511
ANTHEM INC COM 036752103 29 106 SH   DFND 1 2 106 0 0
ANWORTH MORTGAGE ASSET CORP COM 037347101 5,526 1,458,191 SH   DFND 1 1,458,191 0 0
AON PLC SHS CL A G0408V102 606,880 3,150,746 SH   DFND 1 3,139,264 0 11,482
AON PLC SHS CL A G0408V102 384 1,994 SH   DFND 1 2 1,994 0 0
APACHE CORP COM 037411105 155,188 5,366,204 SH   DFND 1 5,348,177 0 18,027
APARTMENT INVT & MGMT CO -A CL A 03748R754 166,406 3,322,763 SH   DFND 1 3,315,626 0 7,137
APELLIS PHARMACEUTICALS INC COM 03753U106 14,646 577,997 SH   DFND 1 577,997 0 0
APERGY CORP COM 03755L104 27,608 823,159 SH   DFND 1 808,990 0 14,169
APEX GLOBAL BRANDS INC COM 03755M102 29 71,633 SH   DFND 1 71,633 0 0
APHRIA INC COM 03765K104 766 109,000 SH   DFND 1 2 109,000 0 0
APOGEE ENTERPRISES INC COM 037598109 15,138 348,494 SH   DFND 1 348,494 0 0
APOLLO COMMERCIAL REAL ESTAT COM 03762U105 32,115 1,746,369 SH   DFND 1 1,746,369 0 0
APOLLO ENDOSURGERY INC COM 03767D108 202 62,325 SH   DFND 1 62,325 0 0
APOLLO MEDICAL HOLDINGS INC COM NEW 03763A207 3,700 221,439 SH   DFND 1 221,439 0 0
APPFOLIO INC - A COM CL A 03783C100 17,839 174,434 SH   DFND 1 174,204 0 230
APPFOLIO INC - A COM CL A 03783C100 417 4,086 SH   DFND 1 2 4,086 0 0
APPIAN CORP CL A 03782L101 13,888 385,048 SH   DFND 1 385,048 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 61,637 3,886,320 SH   DFND 1 3,886,320 0 0
APPLE INC COM 037833100 12,201,839 61,746,681 SH   DFND 1 61,360,629 0 386,052
APPLE INC COM 037833100 16 84 SH   DFND 1 2 84 0 0
APPLIED DNA SCIENCES INC COM NEW 03815U201 100 201,251 SH   DFND 1 201,251 0 0
APPLIED GENETIC TECHNOLOGIES COM 03820J100 329 86,933 SH   DFND 1 86,933 0 0
APPLIED INDUSTRIAL TECH INC COM 03820C105 32,243 524,029 SH   DFND 1 524,029 0 0
APPLIED INDUSTRIAL TECH INC COM 03820C105 788 12,813 SH   DFND 1 2 12,813 0 0
APPLIED MATERIALS INC COM 038222105 607,383 13,537,680 SH   DFND 1 13,453,442 0 84,238
APPLIED OPTOELECTRONICS INC COM 03823U102 2,565 249,530 SH   DFND 1 249,434 0 96
APPROACH RESOURCES INC COM 03834A103 124 429,384 SH   DFND 1 429,384 0 0
APTARGROUP INC COM 038336103 86,949 699,387 SH   DFND 1 687,817 0 11,570
APTEVO THERAPEUTICS INC COM 03835L108 127 144,370 SH   DFND 1 144,277 0 93
APTINYX INC COM 03836N103 272 81,726 SH   DFND 1 81,726 0 0
APTIV PLC SHS G6095L109 298,043 3,693,624 SH   DFND 1 3,681,333 0 12,291
APTOSE BIOSCIENCES INC COM NEW 03835T200 84 32,455 SH   DFND 1 32,455 0 0
APYX MEDICAL CORP COM 03837C106 2,538 377,827 SH   DFND 1 377,827 0 0
AQUA AMERICA INC COM 03836W103 93,877 2,269,224 SH   DFND 1 2,229,723 0 39,501
AQUA METALS INC COM 03837J101 574 344,215 SH   DFND 1 344,215 0 0
AQUABOUNTY TECHNOLOGIES COM NEW 03842K200 176 57,538 SH   DFND 1 57,538 0 0
AQUANTIA CORP COM 03842Q108 4,388 336,802 SH   DFND 1 336,802 0 0
AQUAVENTURE HOLDINGS LTD SHS G0443N107 3,154 157,974 SH   DFND 1 157,974 0 0
AQUESTIVE THERAPEUTICS INC COM 03843E104 139 33,201 SH   DFND 1 33,201 0 0
AQUINOX PHARMACEUTICALS INC COM 03842B101 402 170,711 SH   DFND 1 170,711 0 0
ARAMARK COM 03852U106 95,102 2,639,131 SH   DFND 1 2,639,131 0 0
ARATANA THERAPEUTICS INC COM 03874P101 3,220 624,146 SH   DFND 1 624,146 0 0
ARAVIVE INC COM 03890D108 181 30,301 SH   DFND 1 30,301 0 0
ARBOR REALTY TRUST INC COM 038923108 7,369 608,048 SH   DFND 1 608,048 0 0
ARBUTUS BIOPHARMA CORP COM 03879J100 159 76,695 SH   DFND 1 76,695 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 508 249,287 SH   DFND 1 249,287 0 0
ARC GROUP WORLDWIDE INC COM 00213H105 15 35,276 SH   DFND 1 35,276 0 0
ARCADIA BIOSCIENCES INC COM NEW 039014204 42 13,740 SH   DFND 1 13,740 0 0
ARCBEST CORP COM 03937C105 9,811 349,023 SH   DFND 1 348,256 0 767
ARCELORMITTAL-NY REGISTERED NY REGISTRY SH 03938L203 195 10,863 SH   DFND 1 10,221 0 642
ARCELORMITTAL-NY REGISTERED NY REGISTRY SH 03938L203 130 7,245 SH   DFND 1 2 7,245 0 0
ARCH CAPITAL GROUP LTD ORD G0450A105 167,228 4,507,550 SH   DFND 1 4,507,550 0 0
ARCH CAPITAL GROUP LTD ORD G0450A105 154 4,170 SH   DFND 1 2 4,170 0 0
ARCH COAL INC - A CL A 039380407 24,622 261,358 SH   DFND 1 261,358 0 0
ARCH COAL INC - A CL A 039380407 1,389 14,749 SH   DFND 1 2 14,749 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 333,597 8,190,277 SH   DFND 1 8,163,552 0 26,725
ARCHER-DANIELS-MIDLAND CO COM 039483102 35 878 SH   DFND 1 2 878 0 0
ARCHROCK INC COM 03957W106 21,796 2,056,251 SH   DFND 1 2,056,251 0 0
ARCHROCK INC COM 03957W106 32 3,096 SH   DFND 1 2 3,096 0 0
ARCIMOTO INC COM 039587100 260 80,414 SH   DFND 1 80,414 0 0
ARCONIC INC COM 03965L100 158,108 6,133,679 SH   DFND 1 6,113,331 0 20,348
ARCOSA INC COM 039653100 22,897 608,496 SH   DFND 1 608,057 0 439
ARCTURUS THERAPEUTICS HOLDIN COM 03969T109 127 13,473 SH   DFND 1 13,473 0 0
ARCUS BIOSCIENCES INC COM 03969F109 1,831 230,355 SH   DFND 1 230,355 0 0
ARDAGH GROUP SA CL A L0223L101 954 54,516 SH   DFND 1 54,516 0 0
ARDELYX INC COM 039697107 1,659 616,920 SH   DFND 1 616,920 0 0
ARDMORE SHIPPING CORP COM Y0207T100 1,305 160,239 SH   DFND 1 160,239 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 39,013 665,424 SH   DFND 1 665,424 0 0
ARES COMMERCIAL REAL ESTATE COM 04013V108 5,261 354,101 SH   DFND 1 354,101 0 0
ARES MANAGEMENT CORP - A CL A COM STK 03990B101 21,153 808,311 SH   DFND 1 808,311 0 0
ARGAN INC COM 04010E109 7,405 182,580 SH   DFND 1 182,580 0 0
ARGENX SE - ADR SPONSORED ADR 04016X101 2,082 14,706 SH   DFND 1 14,706 0 0
ARGO GROUP INTERNATIONAL COM G0464B107 30,550 412,562 SH   DFND 1 412,562 0 0
ARI 5.375 10/15/23 NOTE 5.375%10/1 03762UAC9 7,468 7,500,000 PRN   DFND 1 2 7,500,000 0 0
ARISTA NETWORKS INC COM 040413106 199,172 768,479 SH   DFND 1 765,964 0 2,515
ARLINGTON ASSET INVESTMENT-A CL A NEW 041356205 3,444 500,717 SH   DFND 1 495,000 0 5,717
ARLO TECHNOLOGIES INC COM 04206A101 3,662 913,281 SH   DFND 1 913,281 0 0
ARMADA HOFFLER PROPERTIES IN COM 04208T108 11,057 668,140 SH   DFND 1 668,140 0 0
ARMADA HOFFLER PROPERTIES IN COM 04208T108 14 901 SH   DFND 1 2 901 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 13,325 714,904 SH   DFND 1 714,904 0 0
ARMSTRONG FLOORING INC COM 04238R106 2,965 301,068 SH   DFND 1 301,068 0 0
ARMSTRONG FLOORING INC COM 04238R106 620 63,012 SH   DFND 1 2 63,012 0 0
ARMSTRONG WORLD INDUSTRIES COM 04247X102 47,776 491,528 SH   DFND 1 491,528 0 0
AROTECH CORP COM NEW 042682203 303 152,556 SH   DFND 1 152,556 0 0
ARQULE INC COM 04269E107 16,128 1,464,883 SH   DFND 1 1,464,883 0 0
ARRAY BIOPHARMA INC COM 04269X105 138,665 2,992,995 SH   DFND 1 2,992,995 0 0
ARRAY BIOPHARMA INC COM 04269X105 574 12,399 SH   DFND 1 2 12,399 0 0
ARROW ELECTRONICS INC COM 042735100 68,580 962,854 SH   DFND 1 947,344 0 15,510
ARROW ELECTRONICS INC COM 042735100 24 348 SH   DFND 1 2 348 0 0
ARROW FINANCIAL CORP COM 042744102 5,934 170,872 SH   DFND 1 170,872 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 33,907 1,279,529 SH   DFND 1 1,278,310 0 1,219
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 86 3,257 SH   DFND 1 2 3,257 0 0
ARTESIAN RESOURCES CORP-CL A CL A 043113208 4,840 130,223 SH   DFND 1 130,223 0 0
ARTHUR J GALLAGHER & CO COM 363576109 237,394 2,714,875 SH   DFND 1 2,706,050 0 8,825
ARTISAN PARTNERS ASSET MA -A CL A 04316A108 23,888 868,059 SH   DFND 1 866,765 0 1,294
ARTISAN PARTNERS ASSET MA -A CL A 04316A108 638 23,207 SH   DFND 1 2 23,207 0 0
ART'S-WAY MANUFACTURING CO COM 043168103 64 32,042 SH   DFND 1 32,042 0 0
ARVINAS INC COM 04335A105 3,850 175,081 SH   DFND 1 175,081 0 0
ASA GOLD AND PRECIOUS METALS SHS G3156P103 255 22,352 SH   DFND 1 2 22,352 0 0
ASBURY AUTOMOTIVE GROUP COM 043436104 20,208 239,611 SH   DFND 1 239,611 0 0
ASCENA RETAIL GROUP INC COM 04351G101 1,414 2,318,167 SH   DFND 1 2,318,167 0 0
ASCENDIS PHARMA A/S - ADR SPONSORED ADR 04351P101 3,764 32,691 SH   DFND 1 32,691 0 0
ASCENT CAPITAL GROUP INC-A COM SER A 043632108 76 70,643 SH   DFND 1 70,643 0 0
ASE TECHNOLOGY HOLDING -ADR SPONSORED ADS 00215W100 75 19,023 SH   DFND 1 14,198 0 4,825
ASGN INC COM 00191U102 39,553 652,701 SH   DFND 1 643,036 0 9,665
ASHFORD HOSPITALITY TRUST COM SHS 044103109 4,363 1,469,137 SH   DFND 1 1,462,693 0 6,444
ASHFORD INC COM 044104107 258 8,117 SH   DFND 1 8,117 0 0
ASHLAND GLOBAL HOLDINGS INC COM 044186104 52,452 655,900 SH   DFND 1 644,416 0 11,484
ASML HOLDING NV-NY REG SHS N Y REGISTRY SHS N07059210 11,222 53,973 SH   DFND 1 50,916 0 3,057
ASPEN AEROGELS INC COM 04523Y105 1,075 150,885 SH   DFND 1 150,885 0 0
ASPEN GROUP INC COM NEW 04530L203 118 31,249 SH   DFND 1 31,249 0 0
ASPEN TECHNOLOGY INC COM 045327103 92,687 744,108 SH   DFND 1 744,108 0 0
ASRT 2.5 09/01/21 NOTE 2.500% 9/0 249908AA2 5,725 8,000,000 PRN   DFND 1 2 8,000,000 0 0
ASSEMBLY BIOSCIENCES INC COM 045396108 3,888 288,255 SH   DFND 1 288,255 0 0
ASSERTIO THERAPEUTICS INC COM 04545L107 2,996 868,643 SH   DFND 1 868,643 0 0
ASSOCIATED BANC-CORP COM 045487105 38,172 1,805,693 SH   DFND 1 1,775,689 0 30,004
ASSOCIATED BANC-CORP COM 045487105 21 1,006 SH   DFND 1 2 1,006 0 0
ASSOCIATED CAPITAL GROUP - A CL A 045528106 1,421 37,995 SH   DFND 1 37,995 0 0
ASSURANT INC COM 04621X108 97,332 916,466 SH   DFND 1 913,520 0 2,946
ASSURED GUARANTY LTD COM G0585R106 46,551 1,106,263 SH   DFND 1 1,106,263 0 0
ASTA FUNDING INC COM 046220109 277 39,457 SH   DFND 1 39,457 0 0
ASTEC INDUSTRIES INC COM 046224101 9,556 293,494 SH   DFND 1 293,494 0 0
ASTEC INDUSTRIES INC COM 046224101 63 1,958 SH   DFND 1 2 1,958 0 0
ASTRAZENECA PLC-SPONS ADR SPONSORED ADR 046353108 2,052 49,715 SH   DFND 1 47,763 0 1,952
ASTRONICS CORP COM 046433108 17,407 432,796 SH   DFND 1 432,796 0 0
ASTRONICS CORP COM 046433108 733 18,234 SH   DFND 1 2 18,234 0 0
ASTRONOVA INC COM 04638F108 2,227 86,195 SH   DFND 1 86,195 0 0
ASTROTECH CORP COM NEW 046484200 71 28,550 SH   DFND 1 28,550 0 0
ASURE SOFTWARE INC COM 04649U102 748 91,005 SH   DFND 1 91,005 0 0
AT HOME GROUP INC COM 04650Y100 2,821 423,688 SH   DFND 1 423,688 0 0
AT&T INC COM 00206R102 3,429,961 102,525,952 SH   DFND 1 102,161,243 0 364,709
AT&T INC COM 00206R102 302 9,035 SH   DFND 1 2 9,035 0 0
ATARA BIOTHERAPEUTICS INC COM 046513107 12,005 596,983 SH   DFND 1 596,983 0 0
ATHENE HOLDING LTD-CLASS A CL A G0684D107 58,247 1,353,913 SH   DFND 1 1,353,913 0 0
ATHENEX INC COM 04685N103 14,906 752,853 SH   DFND 1 752,853 0 0
ATHERSYS INC COM 04744L106 2,669 1,588,941 SH   DFND 1 1,588,941 0 0
ATKORE INTERNATIONAL GROUP I COM 047649108 20,214 781,387 SH   DFND 1 781,387 0 0
ATKORE INTERNATIONAL GROUP I COM 047649108 1,374 53,132 SH   DFND 1 2 53,132 0 0
ATLANTIC CAPITAL BANCSHARES COM 048269203 5,721 334,186 SH   DFND 1 333,333 0 853
ATLANTIC POWER CORP COM NEW 04878Q863 1,539 636,321 SH   DFND 1 624,721 0 11,600
ATLANTIC POWER CORP COM NEW 04878Q863 193 79,864 SH   DFND 1 2 79,864 0 0
ATLANTIC UNION BANKSHARES CO COM 04911A107 34,365 972,708 SH   DFND 1 972,708 0 0
ATLANTICA YIELD PLC SHS G0751N103 1,949 85,980 SH   DFND 1 83,406 0 2,574
ATLANTICUS HOLDINGS CORP COM 04914Y102 291 71,887 SH   DFND 1 71,887 0 0
ATLAS AIR WORLDWIDE HOLDINGS COM NEW 049164205 14,448 323,670 SH   DFND 1 323,670 0 0
ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 47 64,817 SH   DFND 1 64,817 0 0
ATLASSIAN CORP PLC-CLASS A CL A G06242104 45,183 345,331 SH   DFND 1 345,331 0 0
ATLASSIAN CORP PLC-CLASS A CL A G06242104 569 4,354 SH   DFND 1 2 4,354 0 0
ATMOS ENERGY CORP COM 049560105 189,286 1,796,057 SH   DFND 1 1,790,126 0 5,931
ATN INTERNATIONAL INC COM 00215F107 8,674 150,262 SH   DFND 1 150,262 0 0
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ATRION CORPORATION COM 049904105 18,041 21,157 SH   DFND 1 21,157 0 0
AUBURN NATL BANCORPORATION COM 050473107 275 8,213 SH   DFND 1 8,213 0 0
AUDENTES THERAPEUTICS INC COM 05070R104 19,436 513,384 SH   DFND 1 513,384 0 0
AUDIOCODES LTD ORD M15342104 318 20,574 SH   DFND 1 20,574 0 0
AUDIOCODES LTD ORD M15342104 208 13,445 SH   DFND 1 2 13,445 0 0
AUDIOEYE INC COM NEW 050734201 235 29,792 SH   DFND 1 29,792 0 0
AURINIA PHARMACEUTICALS INC COM 05156V102 427 64,985 SH   DFND 1 64,985 0 0
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AUTOHOME INC-ADR SP ADR RP CL A 05278C107 11,565 135,928 SH   DFND 1 135,928 0 0
AUTOHOME INC-ADR SP ADR RP CL A 05278C107 34 407 SH   DFND 1 2 407 0 0
AUTOLIV INC COM 052800109 53,877 764,697 SH   DFND 1 764,697 0 0
AUTOLUS THERAPEUTICS PLC SPON ADS 05280R100 182 11,332 SH   DFND 1 11,332 0 0
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AVADEL PHARMACEUTICALS PLC SPONSORED ADR 05337M104 133 46,220 SH   DFND 1 46,220 0 0
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AVALON GLOBOCARE CORP COM 05344R104 269 103,733 SH   DFND 1 103,733 0 0
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AVALONBAY COMMUNITIES INC COM 053484101 532,556 2,624,586 SH   DFND 1 2,617,927 0 6,659
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AVEO PHARMACEUTICALS INC COM 053588109 769 1,143,032 SH   DFND 1 1,143,032 0 0
AVERY DENNISON CORP COM 053611109 142,406 1,233,142 SH   DFND 1 1,229,094 0 4,048
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AVID BIOSERVICES INC COM 05368M106 3,871 691,293 SH   DFND 1 691,293 0 0
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AVINGER INC COM 053734604 66 22,052 SH   DFND 1 22,052 0 0
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AXA EQUITABLE HOLDINGS INC COM 054561105 55,631 2,664,007 SH   DFND 1 2,664,007 0 0
AXA EQUITABLE HOLDINGS INC COM 054561105 891 42,666 SH   DFND 1 2 42,666 0 0
AXALTA COATING SYSTEMS LTD COM G0750C108 65,337 2,196,114 SH   DFND 1 2,196,114 0 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208 6,487 431,093 SH   DFND 1 431,093 0 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208 176 11,716 SH   DFND 1 2 11,716 0 0
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AXONICS MODULATION TECHNOLOG COM 05465P101 6,325 154,396 SH   DFND 1 154,396 0 0
AXOS FINANCIAL INC COM 05465C100 18,570 681,470 SH   DFND 1 681,470 0 0
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AYTU BIOSCIENCE INC COM PAR 054754700 123 65,457 SH   DFND 1 65,457 0 0
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B COMMUNICATIONS LTD SHS M15629104 30 17,451 SH   DFND 1 17,451 0 0
B&G FOODS INC COM 05508R106 16,843 809,790 SH   DFND 1 808,915 0 875
B. RILEY FINANCIAL INC COM 05580M108 4,648 222,840 SH   DFND 1 222,840 0 0
B2GOLD CORP COMSTK 11777Q209 679 223,451 SH   DFND 1 2 223,451 0 0
B2GOLD CORP COMSTK 11777Q209 506 166,769 SH   DFND 1 166,769 0 0
BABCOCK & WILCOX ENTRPR -SPN COM 05614L100 427 1,246,184 SH   DFND 1 1,246,184 0 0
BADGER METER INC COM 056525108 23,321 390,709 SH   DFND 1 390,709 0 0
BAIDU INC - SPON ADR SPON ADR REP A 056752108 91,461 783,487 SH   DFND 1 771,806 0 11,681
BAKER HUGHES A GE CO CL A 05722G100 179,900 7,316,890 SH   DFND 1 7,292,399 0 24,491
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BALLANTYNE STRONG INC COM 058516105 212 65,729 SH   DFND 1 65,729 0 0
BALLARD POWER SYSTEMS INC COM 058586108 672 164,544 SH   DFND 1 164,544 0 0
BANC OF CALIFORNIA INC COM 05990K106 7,671 549,118 SH   DFND 1 549,118 0 0
BANCFIRST CORP COM 05945F103 19,372 348,042 SH   DFND 1 348,042 0 0
BANCO BILBAO VIZCAYA-SP ADR SPONSORED ADR 05946K101 287 51,633 SH   DFND 1 43,899 0 7,734
BANCO MACRO SA-ADR SPON ADR B 05961W105 7,446 102,917 SH   DFND 1 102,917 0 0
BANCO MACRO SA-ADR SPON ADR B 05961W105 134 1,848 SH   DFND 1 2 1,848 0 0
BANCO SANTANDER SA-SPON ADR ADR 05964H105 460 100,546 SH   DFND 1 89,685 0 10,861
BANCOLOMBIA S.A.-SPONS ADR SPON ADR PREF 05968L102 810 15,878 SH   DFND 1 15,590 0 288
BANCORP INC/THE COM 05969A105 6,291 705,313 SH   DFND 1 705,313 0 0
BANCORP INC/THE COM 05969A105 285 31,966 SH   DFND 1 2 31,966 0 0
BANCORPSOUTH BANK COM 05971J102 33,749 1,162,156 SH   DFND 1 1,145,320 0 16,836
BANCROFT FUND LTD COM 059695106 1,328 59,289 SH   DFND 1 2 59,289 0 0
BANDWIDTH INC-CLASS A COM CL A 05988J103 11,476 152,979 SH   DFND 1 152,979 0 0
BANDWIDTH INC-CLASS A COM CL A 05988J103 7 102 SH   DFND 1 2 102 0 0
BANK FIRST CORP COM 06211J100 1,895 27,489 SH   DFND 1 27,489 0 0
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BANK OF AMERICA CORP COM 060505104 425 14,660 SH   DFND 1 2 14,660 0 0
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BANK OF HAWAII CORP COM 062540109 41,238 497,386 SH   DFND 1 489,881 0 7,505
BANK OF MARIN BANCORP/CA COM 063425102 7,150 174,319 SH   DFND 1 174,319 0 0
BANK OF MONTREAL COMSTK 063671101 52,529 691,493 SH   DFND 1 691,493 0 0
BANK OF MONTREAL COMSTK 063671101 5 69 SH   DFND 1 2 69 0 0
BANK OF MONTREAL COM 063671101 923 12,179 SH   DFND 1 11,480 0 699
BANK OF N.T. BUTTERFIELD&SON SHS NEW G0772R208 8,733 257,166 SH   DFND 1 257,166 0 0
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BANK OF NEW YORK MELLON CORP COM 064058100 500,091 11,348,783 SH   DFND 1 11,306,231 0 42,552
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BANK OZK COM 06417N103 42,769 1,421,371 SH   DFND 1 1,399,241 0 22,130
BANK7 CORP COM 06652N107 345 18,708 SH   DFND 1 18,708 0 0
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BANKUNITED INC COM 06652K103 35,759 1,059,843 SH   DFND 1 1,059,843 0 0
BANKWELL FINANCIAL GROUP INC COM 06654A103 2,474 86,215 SH   DFND 1 86,215 0 0
BANNER CORPORATION COM NEW 06652V208 23,707 437,809 SH   DFND 1 437,809 0 0
BAOZUN INC-SPN ADR SPONSORED ADR 06684L103 5,593 112,767 SH   DFND 1 112,220 0 547
BAR HARBOR BANKSHARES COM 066849100 4,691 176,425 SH   DFND 1 176,425 0 0
BARCLAYS PLC-SPONS ADR ADR 06738E204 802 105,434 SH   DFND 1 102,645 0 2,789
BARCLAYS PLC-SPONS ADR ADR 06738E204 74 9,776 SH   DFND 1 2 9,776 0 0
BARNES & NOBLE EDUCATION INC COM 06777U101 1,665 495,772 SH   DFND 1 495,589 0 183
BARNES & NOBLE INC COM 067774109 4,839 723,415 SH   DFND 1 723,124 0 291
BARNES & NOBLE INC COM 067774109 334 50,000 SH   DFND 1 2 50,000 0 0
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BARNWELL INDUSTRIES INC COM 068221100 15 14,145 SH   DFND 1 14,145 0 0
BARRETT BUSINESS SVCS INC COM 068463108 10,975 132,874 SH   DFND 1 132,334 0 540
BARRICK GOLD CORP COM 067901108 738 48,803 SH   DFND 1 46,833 0 1,970
BASIC ENERGY SERVICES INC COM NEW 06985P209 311 164,050 SH   DFND 1 164,050 0 0
BASSETT FURNITURE INDS COM 070203104 1,931 126,644 SH   DFND 1 126,644 0 0
BAT GROUP INC COM 07039P104 9 16,515 SH   DFND 1 16,515 0 0
BAUSCH HEALTH COS INC COMSTK 071734107 7,973 318,304 SH   DFND 1 318,304 0 0
BAUSCH HEALTH COS INC COMSTK 071734107 20 820 SH   DFND 1 2 820 0 0
BAXTER INTERNATIONAL INC COM 071813109 526,431 6,439,574 SH   DFND 1 6,415,294 0 24,280
BAXTER INTERNATIONAL INC COM 071813109 23 282 SH   DFND 1 2 282 0 0
BAYCOM CORP COM 07272M107 1,693 77,326 SH   DFND 1 77,326 0 0
BAYTEX ENERGY CORP COMSTK 07317Q105 83 54,000 SH   DFND 1 54,000 0 0
BB&T CORP COM 054937107 492,182 10,036,951 SH   DFND 1 9,998,449 0 38,502
BB&T CORP COM 054937107 12 248 SH   DFND 1 2 248 0 0
BBVA ARGENTINA SA-ADR SPONSORED ADR 07329M100 1,620 144,097 SH   DFND 1 144,097 0 0
BBX CAPITAL CORP CL A 05491N104 4,078 830,696 SH   DFND 1 818,739 0 11,957
BBX CAPITAL CORP CL A 05491N104 457 93,109 SH   DFND 1 2 93,109 0 0
BCB BANCORP INC COM 055298103 2,066 149,176 SH   DFND 1 149,176 0 0
BCE INC COM NEW 05534B760 276 6,078 SH   DFND 1 4,820 0 1,258
BEACON ROOFING SUPPLY INC COM 073685109 32,462 884,063 SH   DFND 1 884,063 0 0
BEASLEY BROADCAST GRP INC -A CL A 074014101 78 24,255 SH   DFND 1 24,255 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 3,984 414,671 SH   DFND 1 414,671 0 0
BECTON DICKINSON AND CO COM 075887109 872,701 3,469,650 SH   DFND 1 3,456,173 0 13,477
BED BATH & BEYOND INC COM 075896100 21,728 1,869,908 SH   DFND 1 1,845,727 0 24,181
BED BATH & BEYOND INC COM 075896100 281 24,209 SH   DFND 1 2 24,209 0 0
BEIGENE LTD-ADR SPONSORED ADR 07725L102 19,487 158,580 SH   DFND 1 158,458 0 122
BEL FUSE INC-CL B CL B 077347300 2,492 145,161 SH   DFND 1 145,161 0 0
BELDEN INC COM 077454106 34,818 584,505 SH   DFND 1 577,282 0 7,223
BELDEN INC COM 077454106 78 1,324 SH   DFND 1 2 1,324 0 0
BELLEROPHON THERAPEUTICS INC COM 078771102 139 232,890 SH   DFND 1 232,890 0 0
BELLICUM PHARMACEUTICALS INC COM 079481107 602 354,660 SH   DFND 1 354,660 0 0
BENCHMARK ELECTRONICS INC COM 08160H101 12,023 478,638 SH   DFND 1 478,638 0 0
BENEFITFOCUS INC COM 08180D106 9,909 364,993 SH   DFND 1 364,993 0 0
BERKSHIRE HATHAWAY INC-CL B CL B NEW 084670702 5,511,379 25,896,829 SH   DFND 1 25,802,197 0 94,632
BERKSHIRE HILLS BANCORP INC COM 084680107 17,896 570,139 SH   DFND 1 570,139 0 0
BERRY GLOBAL GROUP INC COM 08579W103 70,356 1,337,827 SH   DFND 1 1,337,827 0 0
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BEST BUY CO INC COM 086516101 246,453 3,540,233 SH   DFND 1 3,527,763 0 12,470
BEST BUY CO INC COM 086516101 1,459 20,934 SH   DFND 1 2 20,934 0 0
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BG STAFFING INC COM 05544A109 2,072 109,764 SH   DFND 1 109,488 0 276
BGC PARTNERS INC-CL A CL A 05541T101 16,290 3,114,837 SH   DFND 1 3,113,561 0 1,276
BGC PARTNERS INC-CL A CL A 05541T101 47 9,104 SH   DFND 1 2 9,104 0 0
BHP GROUP LTD-SPON ADR SPONSORED ADS 088606108 1,028 17,696 SH   DFND 1 16,063 0 1,633
BHP GROUP LTD-SPON ADR SPONSORED ADS 088606108 958 16,498 SH   DFND 1 2 16,498 0 0
BHP GROUP PLC-ADR SPONSORED ADR 05545E209 1,568 30,696 SH   DFND 1 29,943 0 753
BIG 5 SPORTING GOODS CORP COM 08915P101 326 167,654 SH   DFND 1 167,654 0 0
BIG LOTS INC COM 089302103 14,060 491,464 SH   DFND 1 491,464 0 0
BIG LOTS INC COM 089302103 37 1,294 SH   DFND 1 2 1,294 0 0
BIGLARI HOLDINGS INC-A COM STK CL A 08986R408 389 735 SH   DFND 1 735 0 0
BIGLARI HOLDINGS INC-B COM STK CL B 08986R309 1,261 12,150 SH   DFND 1 12,150 0 0
BILIBILI INC-SPONSORED ADR SPONS ADS REP Z 090040106 937 57,632 SH   DFND 1 57,632 0 0
BIOCEPT INC COM PAR 09072V402 78 70,353 SH   DFND 1 70,353 0 0
BIOCRYST PHARMACEUTICALS INC COM 09058V103 5,634 1,486,599 SH   DFND 1 1,486,599 0 0
BIODELIVERY SCIENCES INTL COM 09060J106 4,588 986,833 SH   DFND 1 986,833 0 0
BIOGEN INC COM 09062X103 765,367 3,276,911 SH   DFND 1 3,259,310 0 17,601
BIOGEN INC COM 09062X103 2,261 9,671 SH   DFND 1 2 9,671 0 0
BIOHAVEN PHARMACEUTICAL HOLD COM G11196105 20,760 474,100 SH   DFND 1 474,100 0 0
BIOLASE INC COM NEW 090911207 68 46,515 SH   DFND 1 46,515 0 0
BIOLIFE SOLUTIONS INC COM NEW 09062W204 2,260 133,344 SH   DFND 1 133,344 0 0
BIOLINERX LTD-SPONS ADR SPONSORED ADS 09071M106 31 86,595 SH   DFND 1 86,595 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 154,647 1,806,879 SH   DFND 1 1,799,474 0 7,405
BIO-PATH HOLDINGS INC COM 09057N300 185 13,876 SH   DFND 1 13,876 0 0
BIOPHARMX CORP COM NEW 09072X309 16 26,866 SH   DFND 1 26,866 0 0
BIO-RAD LABORATORIES-A CL A 090572207 67,513 215,982 SH   DFND 1 212,315 0 3,667
BIOSIG TECHNOLOGIES INC COM NEW 09073N201 1,770 188,553 SH   DFND 1 188,553 0 0
BIOSPECIFICS TECHNOLOGIES COM 090931106 5,476 91,715 SH   DFND 1 91,715 0 0
BIOSPECIFICS TECHNOLOGIES COM 090931106 438 7,337 SH   DFND 1 2 7,337 0 0
BIO-TECHNE CORP COM 09073M104 92,262 442,525 SH   DFND 1 435,491 0 7,034
BIOTELEMETRY INC COM 090672106 21,108 438,391 SH   DFND 1 437,813 0 578
BIOTELEMETRY INC COM 090672106 34 726 SH   DFND 1 2 726 0 0
BIOTIME INC COM 09066L105 1,699 1,545,169 SH   DFND 1 1,545,169 0 0
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BJ'S RESTAURANTS INC COM 09180C106 11,766 267,789 SH   DFND 1 267,789 0 0
BJ'S WHOLESALE CLUB HOLDINGS COM 05550J101 36,663 1,388,784 SH   DFND 1 1,388,408 0 376
BK TECHNOLOGIES CORP COM 05587G104 338 78,830 SH   DFND 1 78,830 0 0
BLACK HILLS CORP COM 092113109 55,031 704,003 SH   DFND 1 694,055 0 9,948
BLACK KNIGHT INC COM 09215C105 85,132 1,415,330 SH   DFND 1 1,415,330 0 0
BLACK RIDGE ACQU CORP-RTS RIGHT 07/10/2019 09216T123 62 149,200 SH   DFND 1 2 149,200 0 0
BLACK RIDGE ACQUISITION-CW *W EXP 07/10/202 09216T115 1,075 2,622,458 SH   DFND 1 2 2,622,458 0 0
BLACKBAUD INC COM 09227Q100 53,627 642,244 SH   DFND 1 633,240 0 9,004
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BLACKLINE INC COM 09239B109 33,791 631,502 SH   DFND 1 631,502 0 0
BLACKROCK CAPITAL INVESTMENT COM 092533108 242 40,188 SH   DFND 1 2 40,188 0 0
BLACKROCK ENHANCED GLOBAL DI COM 092501105 363 33,850 SH   DFND 1 2 33,850 0 0
BLACKROCK INC COM 09247X101 766,354 1,635,930 SH   DFND 1 1,629,788 0 6,142
BLACKROCK INC COM 09247X101 22 47 SH   DFND 1 2 47 0 0
BLACKROCK MUNIHOLDINGS CA QU COM 09254L107 216 15,860 SH   DFND 1 2 15,860 0 0
BLACKROCK MUNIHOLDINGS NJ QU COM 09254X101 436 31,283 SH   DFND 1 2 31,283 0 0
BLACKROCK MUNIYIELD CA QUALI COM 09254N103 1,086 76,490 SH   DFND 1 2 76,490 0 0
BLACKROCK NEW YORK MUN II COM 09249R102 230 16,648 SH   DFND 1 2 16,648 0 0
BLACKROCK RESOURCES & COMMOD SHS 09257A108 1,712 209,409 SH   DFND 1 2 209,409 0 0
BLACKROCK TCP CAPITAL CORP COM 09259E108 367 25,769 SH   DFND 1 2 25,769 0 0
BLACKSTONE MORTGAGE TRU-CL A COM CL A 09257W100 60,608 1,689,734 SH   DFND 1 1,689,734 0 0
BLINK CHARGING CO COM 09354A100 240 89,888 SH   DFND 1 89,888 0 0
BLOOM ENERGY CORP- A COM CL A 093712107 5,155 420,180 SH   DFND 1 420,180 0 0
BLOOMIN' BRANDS INC COM 094235108 23,880 1,262,843 SH   DFND 1 1,262,843 0 0
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BLUCORA INC COM 095229100 19,338 636,756 SH   DFND 1 636,049 0 707
BLUCORA INC COM 095229100 158 5,233 SH   DFND 1 2 5,233 0 0
BLUE APRON HOLDINGS INC-A CL A NEW 09523Q200 251 37,240 SH   DFND 1 37,240 0 0
BLUE BIRD CORP COM 095306106 3,966 201,457 SH   DFND 1 201,457 0 0
BLUE CAPITAL REINSURANCE HOL COM G1190F107 157 23,939 SH   DFND 1 23,939 0 0
BLUEBIRD BIO INC COM 09609G100 78,385 616,235 SH   DFND 1 616,235 0 0
BLUEGREEN VACATIONS CORP COM 09629F108 1,248 106,763 SH   DFND 1 106,763 0 0
BLUEGREEN VACATIONS CORP COM 09629F108 180 15,471 SH   DFND 1 2 15,471 0 0
BLUEKNIGHT ENERGY PARTNERS L COM UNIT 09625U109 84 72,837 SH   DFND 1 72,837 0 0
BLUELINX HOLDINGS INC COM NEW 09624H208 2,221 112,156 SH   DFND 1 111,178 0 978
BLUEPRINT MEDICINES CORP COM 09627Y109 61,628 653,327 SH   DFND 1 653,327 0 0
BLUEROCK RESIDENTIAL GROWTH COM CL A 09627J102 3,579 304,630 SH   DFND 1 304,630 0 0
BMC STOCK HOLDINGS INC COM 05591B109 19,343 912,439 SH   DFND 1 912,439 0 0
BOEING CO/THE COM 097023105 2,453,001 6,749,768 SH   DFND 1 6,724,794 0 24,974
BOINGO WIRELESS INC COM 09739C102 10,401 578,820 SH   DFND 1 578,820 0 0
BOISE CASCADE CO COM 09739D100 14,670 521,881 SH   DFND 1 521,881 0 0
BOK FINANCIAL CORPORATION COM NEW 05561Q201 29,768 394,392 SH   DFND 1 394,392 0 0
BONANZA CREEK ENERGY INC COM NEW 097793400 4,978 238,435 SH   DFND 1 238,435 0 0
BOOKING HOLDINGS INC COM 09857L108 1,258,834 672,378 SH   DFND 1 668,478 0 3,900
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BOSTON BEER COMPANY INC-A CL A 100557107 51,901 137,394 SH   DFND 1 135,792 0 1,602
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BOX INC - CLASS A CL A 10316T104 31,376 1,781,716 SH   DFND 1 1,781,716 0 0
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BOYD GAMING CORP COM 103304101 26,785 994,261 SH   DFND 1 979,634 0 14,627
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BRAEMAR HOTELS & RESORTS INC COM 10482B101 4,167 420,955 SH   DFND 1 420,955 0 0
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BRF SA-ADR SPONSORED ADR 10552T107 90 11,844 SH   DFND 1 10,069 0 1,775
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BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 1,926 166,964 SH   DFND 1 166,964 0 0
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BRIGGS & STRATTON COM 109043109 5,364 523,888 SH   DFND 1 523,888 0 0
BRIGHAM MINERALS INC-CL A CL A COM 10918L103 4,282 199,569 SH   DFND 1 199,569 0 0
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BRISTOL-MYERS SQUIBB CO COM 110122108 1,161,905 25,654,932 SH   DFND 1 25,573,526 0 81,406
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BRITISH AMERICAN TOB-SP ADR SPONSORED ADR 110448107 4 123 SH   DFND 1 2 123 0 0
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BROOKDALE SENIOR LIVING INC COM 112463104 16,616 2,304,707 SH   DFND 1 2,304,707 0 0
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BROOKFIELD PROPERTY REIT I-A CL A 11282X103 5,347 283,060 SH   DFND 1 283,060 0 0
BROOKLINE BANCORP INC COM 11373M107 16,472 1,071,024 SH   DFND 1 1,071,024 0 0
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BROWN & BROWN INC COM 115236101 94,929 2,828,654 SH   DFND 1 2,785,791 0 42,863
BROWN-FORMAN CORP-CLASS A CL A 115637100 8,526 155,022 SH   DFND 1 155,022 0 0
BROWN-FORMAN CORP-CLASS B CL B 115637209 169,122 3,056,224 SH   DFND 1 3,048,247 0 7,977
BRP INC/CA- SUB VOTING COM SUN VTG 05577W200 857 24,000 SH   DFND 1 24,000 0 0
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BRYN MAWR BANK CORP COM 117665109 9,588 256,920 SH   DFND 1 256,920 0 0
BSQUARE CORP COM NEW 11776U300 59 51,409 SH   DFND 1 51,409 0 0
BT GROUP PLC-SPON ADR ADR 05577E101 246 19,280 SH   DFND 1 18,702 0 578
BUCKEYE PARTNERS LP UNIT LTD PARTN 118230101 535 13,039 SH   DFND 1 2 13,039 0 0
BUCKLE INC/THE COM 118440106 6,778 391,604 SH   DFND 1 391,604 0 0
BUILD-A-BEAR WORKSHOP INC COM 120076104 538 96,345 SH   DFND 1 96,345 0 0
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BURLINGTON STORES INC COM 122017106 16 98 SH   DFND 1 2 98 0 0
BUSINESS FIRST BANCSHARES COM 12326C105 3,642 143,113 SH   DFND 1 143,113 0 0
BWX TECHNOLOGIES INC COM 05605H100 49,841 956,658 SH   DFND 1 956,658 0 0
BXMT 4.375 05/05/22 NOTE 4.375% 5/0 09257WAB6 5,223 5,000,000 PRN   DFND 1 2 5,000,000 0 0
BYLINE BANCORP INC COM 124411109 4,478 234,236 SH   DFND 1 234,236 0 0
C & F FINANCIAL CORP COM 12466Q104 2,052 37,584 SH   DFND 1 37,584 0 0
C&J ENERGY SERVICES INC COM 12674R100 8,996 763,695 SH   DFND 1 763,695 0 0
C.H. ROBINSON WORLDWIDE INC COM NEW 12541W209 177,868 2,109,925 SH   DFND 1 2,103,381 0 6,544
C.H. ROBINSON WORLDWIDE INC COM NEW 12541W209 18 216 SH   DFND 1 2 216 0 0
CABLE ONE INC COM 12685J105 80,410 68,717 SH   DFND 1 67,809 0 908
CABLE ONE INC COM 12685J105 344 294 SH   DFND 1 2 294 0 0
CABOT CORP COM 127055101 29,432 616,894 SH   DFND 1 606,192 0 10,702
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CACI INTERNATIONAL INC -CL A CL A 127190304 57,233 279,745 SH   DFND 1 275,191 0 4,554
CACI INTERNATIONAL INC -CL A CL A 127190304 805 3,938 SH   DFND 1 2 3,938 0 0
CACTUS INC - A CL A 127203107 18,837 568,768 SH   DFND 1 568,768 0 0
CADENCE BANCORP CL A 12739A100 31,322 1,505,889 SH   DFND 1 1,505,889 0 0
CADENCE DESIGN SYS INC COM 127387108 371,779 5,257,024 SH   DFND 1 5,232,141 0 24,883
CADENCE DESIGN SYS INC COM 127387108 1,107 15,642 SH   DFND 1 2 15,642 0 0
CADIZ INC COM NEW 127537207 2,783 247,402 SH   DFND 1 247,402 0 0
CAE INC COMSTK 124765108 7,761 287,689 SH   DFND 1 287,689 0 0
CAE INC COM 124765108 402 14,963 SH   DFND 1 12,657 0 2,306
CAESARS ENTERTAINMENT CORP COM 127686103 73,717 6,236,669 SH   DFND 1 6,129,522 0 107,147
CAESARS ENTERTAINMENT CORP COM 127686103 1,234 104,480 SH   DFND 1 2 104,480 0 0
CAESARSTONE LTD ORD SHS M20598104 2,005 133,430 SH   DFND 1 133,430 0 0
CAESARSTONE LTD ORD SHS M20598104 61 4,094 SH   DFND 1 2 4,094 0 0
CAI INTERNATIONAL INC COM 12477X106 5,250 211,555 SH   DFND 1 211,555 0 0
CALADRIUS BIOSCIENCES INC COM NEW 128058203 106 46,538 SH   DFND 1 46,538 0 0
CALAMP CORP COM 128126109 5,155 441,361 SH   DFND 1 441,361 0 0
CALAMP CORP COM 128126109 520 44,562 SH   DFND 1 2 44,562 0 0
CALAVO GROWERS INC COM 128246105 20,243 209,255 SH   DFND 1 209,255 0 0
CALERES INC COM 129500104 10,439 524,047 SH   DFND 1 524,047 0 0
CALIFORNIA RESOURCES CORP COM NEW 13057Q206 13,756 699,027 SH   DFND 1 699,027 0 0
CALIFORNIA WATER SERVICE GRP COM 130788102 30,287 598,222 SH   DFND 1 598,222 0 0
CALITHERA BIOSCIENCES INC COM 13089P101 1,843 472,722 SH   DFND 1 472,722 0 0
CALIX INC COM 13100M509 6,424 979,316 SH   DFND 1 979,316 0 0
CALLAWAY GOLF COMPANY COM 131193104 18,973 1,105,671 SH   DFND 1 1,105,671 0 0
CALLON PETROLEUM CO COM 13123X102 18,513 2,809,387 SH   DFND 1 2,767,634 0 41,753
CAL-MAINE FOODS INC COM NEW 128030202 17,056 408,825 SH   DFND 1 408,515 0 310
CALUMET SPECIALTY PRODUCTS UT LTD PARTNER 131476103 258 61,788 SH   DFND 1 61,788 0 0
CALYXT INC COM 13173L107 1,622 130,024 SH   DFND 1 130,024 0 0
CAMBREX CORP COM 132011107 19,539 417,411 SH   DFND 1 417,411 0 0
CAMBRIDGE BANCORP COM 132152109 3,851 47,262 SH   DFND 1 47,262 0 0
CAMDEN NATIONAL CORP COM 133034108 9,476 206,589 SH   DFND 1 206,589 0 0
CAMDEN PROPERTY TRUST SH BEN INT 133131102 153,402 1,470,092 SH   DFND 1 1,452,390 0 17,702
CAMECO CORP COMSTK 13321L108 4,177 392,009 SH   DFND 1 392,009 0 0
CAMPBELL SOUP CO COM 134429109 106,502 2,662,440 SH   DFND 1 2,652,415 0 10,025
CAMPING WORLD HOLDINGS INC-A CL A 13462K109 4,985 401,432 SH   DFND 1 401,432 0 0
CAMTEK LTD ORD M20791105 159 18,904 SH   DFND 1 18,904 0 0
CAN IMPERIAL BK OF COMMERCE COM 136069101 546 6,954 SH   DFND 1 6,597 0 357
CANADIAN NATL RAILWAY CO COM 136375102 1,130 12,226 SH   DFND 1 11,490 0 736
CANADIAN NATURAL RESOURCES COM 136385101 407 15,099 SH   DFND 1 15,099 0 0
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 629 2,678 SH   DFND 1 2,524 0 154
CANADIAN SOLAR INC COM 136635109 1,267 58,049 SH   DFND 1 58,049 0 0
CANADIAN SOLAR INC COM 136635109 253 11,606 SH   DFND 1 2 11,606 0 0
CANCER GENETICS INC COM 13739U104 36 221,803 SH   DFND 1 221,803 0 0
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CANNAE HOLDINGS INC COM 13765N107 233 8,054 SH   DFND 1 2 8,054 0 0
CANON INC-SPONS ADR SPONSORED ADR 138006309 1,423 48,640 SH   DFND 1 46,217 0 2,423
CANOPY GROWTH CORP COMSTK 138035100 1,802 46,106 SH   DFND 1 46,106 0 0
CANTEL MEDICAL CORP COM 138098108 32,876 407,698 SH   DFND 1 401,046 0 6,652
CAPITAL BANCORP INC/MD COM 139737100 474 38,556 SH   DFND 1 38,556 0 0
CAPITAL CITY BANK GROUP INC COM 139674105 4,342 174,749 SH   DFND 1 174,749 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 607,249 6,703,762 SH   DFND 1 6,681,351 0 22,411
CAPITAL ONE FINANCIAL CORP COM 14040H105 54 598 SH   DFND 1 2 598 0 0
CAPITAL PRODUCT PARTNERS LP PARTNERSHP UNITS Y11082206 1,112 105,966 SH   DFND 1 2 105,966 0 0
CAPITAL PRODUCT PARTNERS LP PARTNERSHP UNITS Y11082206 104 9,983 SH   DFND 1 9,983 0 0
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CAPITOL FEDERAL FINANCIAL IN COM 14057J101 25,783 1,872,425 SH   DFND 1 1,872,425 0 0
CAPITOL INVESTMENT CO-CW25 *W EXP 01/01/202 G18920127 625 450,000 SH   DFND 1 2 450,000 0 0
CAPRI HOLDINGS LTD SHS G1890L107 79,366 2,292,234 SH   DFND 1 2,284,996 0 7,238
CAPRI HOLDINGS LTD SHS G1890L107 167 4,817 SH   DFND 1 2 4,817 0 0
CAPRICOR THERAPEUTICS INC COM NEW 14070B309 43 13,045 SH   DFND 1 13,045 0 0
CAPSTAR FINANCIAL HOLDINGS I COM 14070T102 1,720 113,594 SH   DFND 1 113,594 0 0
CAPSTEAD MORTGAGE CORP COM NO PAR 14067E506 9,006 1,078,609 SH   DFND 1 1,075,243 0 3,366
CAPSTONE TURBINE CORP COM NEW 14067D409 312 397,235 SH   DFND 1 397,235 0 0
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CARBO CERAMICS INC COM 140781105 223 165,633 SH   DFND 1 165,633 0 0
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CARLYLE GROUP/THE COM UTS LTD PTN 14309L102 2,046 90,534 SH   DFND 1 90,534 0 0
CARMAX INC COM 143130102 202,156 2,332,342 SH   DFND 1 2,324,431 0 7,911
CARMAX INC COM 143130102 71 820 SH   DFND 1 2 820 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 239,492 5,154,932 SH   DFND 1 5,134,467 0 20,465
CARNIVAL CORP UNIT 99/99/9999 143658300 123 2,644 SH   DFND 1 2 2,644 0 0
CARNIVAL PLC-ADR ADR 14365C103 214 4,738 SH   DFND 1 4,338 0 400
CARNIVAL PLC-ADR ADR 14365C103 24 536 SH   DFND 1 2 536 0 0
CAROLINA FINANCIAL CORP COM 143873107 9,348 266,401 SH   DFND 1 266,401 0 0
CARPENTER TECHNOLOGY COM 144285103 28,167 587,061 SH   DFND 1 578,387 0 8,674
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CARRIZO OIL & GAS INC COM 144577103 11,293 1,127,091 SH   DFND 1 1,127,091 0 0
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CARS.COM INC COM 14575E105 135 6,847 SH   DFND 1 2 6,847 0 0
CARTER BANK & TRUST COM 146102108 4,227 214,050 SH   DFND 1 214,050 0 0
CARTER'S INC COM 146229109 47,993 492,042 SH   DFND 1 483,765 0 8,277
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CASA SYSTEMS INC COM 14713L102 2,872 446,695 SH   DFND 1 446,695 0 0
CASELLA WASTE SYSTEMS INC-A CL A 147448104 22,949 579,084 SH   DFND 1 579,084 0 0
CASEY'S GENERAL STORES INC COM 147528103 65,763 421,588 SH   DFND 1 414,881 0 6,707
CASI PHARMACEUTICALS INC COM 14757U109 2,118 662,146 SH   DFND 1 662,146 0 0
CASS INFORMATION SYSTEMS INC COM 14808P109 8,932 184,249 SH   DFND 1 184,249 0 0
CASSAVA SCIENCES INC COM 14817C107 90 74,732 SH   DFND 1 74,732 0 0
CASTLE BRANDS INC COM 148435100 256 553,151 SH   DFND 1 553,151 0 0
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CATABASIS PHARMACEUTICALS IN COM NEW 14875P206 644 79,825 SH   DFND 1 79,825 0 0
CATALENT INC COM 148806102 82,853 1,528,385 SH   DFND 1 1,501,708 0 26,677
CATALYST BIOSCIENCES INC COM NEW 14888D208 684 92,892 SH   DFND 1 92,892 0 0
CATALYST PHARMACEUTICALS INC COM 14888U101 5,390 1,403,791 SH   DFND 1 1,403,791 0 0
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CATCHMARK TIMBER TRUST INC-A CL A 14912Y202 6,289 601,837 SH   DFND 1 601,837 0 0
CATERPILLAR INC COM 149123101 1,033,452 7,595,915 SH   DFND 1 7,566,881 0 29,034
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CATO CORP-CLASS A CL A 149205106 3,620 293,875 SH   DFND 1 293,875 0 0
CAVCO INDUSTRIES INC COM 149568107 20,681 131,277 SH   DFND 1 131,277 0 0
CB FINANCIAL SERVICES INC COM 12479G101 1,066 44,913 SH   DFND 1 44,913 0 0
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CBOE GLOBAL MARKETS INC COM 12503M108 169,932 1,642,662 SH   DFND 1 1,637,351 0 5,311
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CBRE GROUP INC - A CL A 12504L109 231,888 4,528,076 SH   DFND 1 4,513,182 0 14,894
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CBS CORP-CLASS B NON VOTING CL B 124857202 244,263 4,904,214 SH   DFND 1 4,887,230 0 16,984
CBS CORP-CLASS B NON VOTING CL B 124857202 57 1,149 SH   DFND 1 2 1,149 0 0
CBTX INC COM 12481V104 6,924 246,074 SH   DFND 1 246,074 0 0
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CDW CORP/DE COM 12514G108 14 135 SH   DFND 1 2 135 0 0
CECO ENVIRONMENTAL CORP COM 125141101 3,915 408,323 SH   DFND 1 408,323 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 2,847 1,074,621 SH   DFND 1 1,074,621 0 0
CELANESE CORP COM 150870103 202,383 1,880,606 SH   DFND 1 1,874,581 0 6,025
CELANESE CORP COM 150870103 1,043 9,680 SH   DFND 1 2 9,680 0 0
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CELGENE CORP COM 151020104 559 6,056 SH   DFND 1 2 6,056 0 0
CELLDEX THERAPEUTICS INC COM NEW 15117B202 276 103,193 SH   DFND 1 103,175 0 18
CELLULAR BIOMEDICINE GROUP I COM NEW 15117P102 2,459 148,815 SH   DFND 1 148,815 0 0
CEL-SCI CORP COM PAR NEW 150837607 2,714 323,959 SH   DFND 1 323,959 0 0
CELSION CORP COM PAR NEW 15117N503 117 64,684 SH   DFND 1 64,684 0 0
CELSIUS HOLDINGS INC COM NEW 15118V207 1,120 252,397 SH   DFND 1 252,397 0 0
CEMEX SAB-SPONS ADR PART CER SPON ADR NEW 151290889 541 127,829 SH   DFND 1 2 127,829 0 0
CEMEX SAB-SPONS ADR PART CER SPON ADR NEW 151290889 9 2,168 SH   DFND 1 0 0 2,168
CENOVUS ENERGY INC COMSTK 15135U109 9,708 1,108,235 SH   DFND 1 1,108,235 0 0
CENOVUS ENERGY INC COM 15135U109 136 15,465 SH   DFND 1 2 15,465 0 0
CENOVUS ENERGY INC COM 15135U109 46 5,320 SH   DFND 1 5,320 0 0
CENTENE CORP COM 15135B101 309,522 5,912,652 SH   DFND 1 5,892,924 0 19,728
CENTENNIAL RESOURCE DEVELO-A CL A 15136A102 16,488 2,172,446 SH   DFND 1 2,172,446 0 0
CENTENNIAL RESOURCE DEVELO-A CL A 15136A102 2 272 SH   DFND 1 2 272 0 0
CENTERPOINT ENERGY INC COM 15189T107 210,723 7,372,749 SH   DFND 1 7,343,963 0 28,786
CENTERPOINT ENERGY INC COM 15189T107 39 1,396 SH   DFND 1 2 1,396 0 0
CENTERSTATE BANK CORP COM 15201P109 33,468 1,453,250 SH   DFND 1 1,453,250 0 0
CENTRAL EUROPEAN MEDIA ENT-A CL A NEW G20045202 5,380 1,234,171 SH   DFND 1 1,230,835 0 3,336
CENTRAL EUROPEAN MEDIA ENT-A CL A NEW G20045202 362 83,042 SH   DFND 1 2 83,042 0 0
CENTRAL GARDEN & PET CO COM 153527106 218 8,104 SH   DFND 1 8,104 0 0
CENTRAL GARDEN AND PET CO-A CL A NON-VTG 153527205 16,918 686,621 SH   DFND 1 686,545 0 76
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DOMINO'S PIZZA INC COM 25754A201 124,387 447,272 SH   DFND 1 439,747 0 7,525
DOMINO'S PIZZA INC COM 25754A201 25 93 SH   DFND 1 2 93 0 0
DOMO INC - CLASS B COM CL B 257554105 4,769 174,568 SH   DFND 1 174,568 0 0
DOMTAR CORP COM NEW 257559203 44,292 994,666 SH   DFND 1 982,020 0 12,646
DOMTAR CORP COM NEW 257559203 261 5,874 SH   DFND 1 2 5,874 0 0
DONALDSON CO INC COM 257651109 70,645 1,389,013 SH   DFND 1 1,365,666 0 23,347
DONEGAL GROUP INC-CL A CL A 257701201 2,847 186,494 SH   DFND 1 186,494 0 0
DONNELLEY FINANCIAL SOLUTION COM 25787G100 5,933 444,775 SH   DFND 1 444,775 0 0
DONNELLEY FINANCIAL SOLUTION COM 25787G100 210 15,749 SH   DFND 1 2 15,749 0 0
DORCHESTER MINERALS LP COM UNIT 25820R105 505 27,616 SH   DFND 1 27,616 0 0
DORCHESTER MINERALS LP COM UNIT 25820R105 106 5,792 SH   DFND 1 2 5,792 0 0
DORIAN LPG LTD SHS USD Y2106R110 3,577 396,619 SH   DFND 1 396,619 0 0
DORIAN LPG LTD SHS USD Y2106R110 184 20,430 SH   DFND 1 2 20,430 0 0
DORMAN PRODUCTS INC COM 258278100 33,949 389,601 SH   DFND 1 389,601 0 0
DOUGLAS DYNAMICS INC COM 25960R105 11,194 281,345 SH   DFND 1 280,716 0 629
DOUGLAS EMMETT INC COM 25960P109 91,582 2,298,751 SH   DFND 1 2,269,135 0 29,616
DOVA PHARMACEUTICALS INC COM 25985T102 2,436 172,812 SH   DFND 1 172,812 0 0
DOVER CORP COM 260003108 216,186 2,161,153 SH   DFND 1 2,153,429 0 7,724
DOVER CORP COM 260003108 48 482 SH   DFND 1 2 482 0 0
DOVER MOTORSPORTS INC COM 260174107 67 32,679 SH   DFND 1 32,679 0 0
DOW INC COM 260557103 475,834 9,667,103 SH   DFND 1 9,626,803 0 40,300
DOW INC COM 260557103 739 15,000 SH   DFND 1 2 15,000 0 0
DPW HOLDINGS INC COM NEW 26140E501 4 13,968 SH   DFND 1 13,968 0 0
DR HORTON INC COM 23331A109 218,965 5,085,384 SH   DFND 1 5,069,228 0 16,156
DR HORTON INC COM 23331A109 43 1,000 SH   DFND 1 2 1,000 0 0
DR. REDDY'S LABORATORIES-ADR ADR 256135203 254 7,259 SH   DFND 1 6,006 0 1,253
DRIL-QUIP INC COM 262037104 21,556 449,091 SH   DFND 1 449,091 0 0
DRIL-QUIP INC COM 262037104 35 744 SH   DFND 1 2 744 0 0
DRIVE SHACK INC COM 262077100 3,263 695,820 SH   DFND 1 695,820 0 0
DROPBOX INC-CLASS A CL A 26210C104 49,266 1,968,067 SH   DFND 1 1,968,067 0 0
DSP GROUP INC COM 23332B106 4,148 288,903 SH   DFND 1 288,903 0 0
DTE ENERGY COMPANY COM 233331107 359,478 2,815,598 SH   DFND 1 2,806,551 0 9,047
DTE ENERGY COMPANY COM 233331107 2 16 SH   DFND 1 2 16 0 0
DTF TAX-FREE INCOME INC COM 23334J107 236 17,117 SH   DFND 1 2 17,117 0 0
DUCOMMUN INC COM 264147109 6,031 133,815 SH   DFND 1 133,815 0 0
DUKE ENERGY CORP COM NEW 26441C204 911,635 10,344,422 SH   DFND 1 10,309,210 0 35,212
DUKE REALTY CORP COM NEW 264411505 211,102 6,687,305 SH   DFND 1 6,670,069 0 17,236
DULUTH HOLDINGS INC - CL B COM CL B 26443V101 1,990 146,501 SH   DFND 1 146,501 0 0
DUNKIN' BRANDS GROUP INC COM 265504100 75,112 942,918 SH   DFND 1 927,787 0 15,131
DUPONT DE NEMOURS INC COM 26614N102 772,420 10,307,128 SH   DFND 1 10,270,985 0 36,143
DUPONT DE NEMOURS INC COM 26614N102 2,545 33,913 SH   DFND 1 2 33,913 0 0
DURECT CORPORATION COM 266605104 749 1,150,049 SH   DFND 1 1,150,049 0 0
DWS MUNICIPAL INCOME TRUST COM 233368109 156 13,845 SH   DFND 1 2 13,845 0 0
DXC TECHNOLOGY CO COM 23355L106 226,887 4,120,665 SH   DFND 1 4,107,616 0 13,049
DXC TECHNOLOGY CO COM 23355L106 1,551 28,135 SH   DFND 1 2 28,135 0 0
DXCM 0.75 05/15/22 NOTE 0.750% 5/1 252131AF4 7,978 5,000,000 PRN   DFND 1 2 5,000,000 0 0
DXP ENTERPRISES INC COM NEW 233377407 7,926 209,188 SH   DFND 1 209,188 0 0
DXP ENTERPRISES INC COM NEW 233377407 11 308 SH   DFND 1 2 308 0 0
DYADIC INTERNATIONAL INC COM 26745T101 1,081 172,760 SH   DFND 1 172,760 0 0
DYCOM INDUSTRIES INC COM 267475101 22,888 388,797 SH   DFND 1 382,671 0 6,126
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 3,139 786,871 SH   DFND 1 786,871 0 0
DYNEX CAPITAL INC COM 26817Q886 5,184 309,510 SH   DFND 1 300,823 0 8,687
E TRADE FINANCIAL CORP COM NEW 269246401 165,312 3,712,645 SH   DFND 1 3,700,603 0 12,042
E TRADE FINANCIAL CORP COM NEW 269246401 458 10,289 SH   DFND 1 2 10,289 0 0
EAGLE BANCORP INC COM 268948106 23,263 429,775 SH   DFND 1 429,775 0 0
EAGLE BULK SHIPPING INC SHS NEW Y2187A143 4,539 866,322 SH   DFND 1 866,322 0 0
EAGLE MATERIALS INC COM 26969P108 46,188 498,258 SH   DFND 1 490,181 0 8,077
EAGLE PHARMACEUTICALS INC COM 269796108 8,573 153,982 SH   DFND 1 153,982 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 156 2,806 SH   DFND 1 2 2,806 0 0
EARTHSTONE ENERGY INC - A CL A 27032D304 1,527 249,631 SH   DFND 1 249,631 0 0
EAST WEST BANCORP INC COM 27579R104 78,573 1,679,503 SH   DFND 1 1,652,858 0 26,645
EAST WEST BANCORP INC COM 27579R104 347 7,424 SH   DFND 1 2 7,424 0 0
EASTERLY GOVERNMENT PROPERTI COM 27616P103 19,878 1,097,643 SH   DFND 1 1,097,643 0 0
EASTERN CO/THE COM 276317104 1,901 67,872 SH   DFND 1 67,872 0 0
EASTGROUP PROPERTIES INC COM 277276101 73,941 637,534 SH   DFND 1 630,804 0 6,730
EASTMAN CHEMICAL CO COM 277432100 173,579 2,233,695 SH   DFND 1 2,226,830 0 6,865
EASTMAN CHEMICAL CO COM 277432100 72 928 SH   DFND 1 2 928 0 0
EASTMAN KODAK CO COM NEW 277461406 631 262,934 SH   DFND 1 262,934 0 0
EATON CORP PLC SHS G29183103 471,830 5,673,787 SH   DFND 1 5,651,536 0 22,251
EATON CORP PLC SHS G29183103 180 2,165 SH   DFND 1 2 2,165 0 0
EATON VANCE CA MUNI INC TRST SH BEN INT 27826F101 518 41,895 SH   DFND 1 2 41,895 0 0
EATON VANCE CAL MUNI BOND COM 27828A100 470 42,695 SH   DFND 1 2 42,695 0 0
EATON VANCE CORP COM NON VTG 278265103 66,584 1,544,599 SH   DFND 1 1,523,708 0 20,891
EATON VANCE NY MUNICIPAL INC SH BEN INT 27826W104 235 18,182 SH   DFND 1 2 18,182 0 0
EATON VANCE TAX-MANAGED GLOB COM 27829F108 127 15,379 SH   DFND 1 2 15,379 0 0
EATON VANCE TAX-MGD B/W STR COM SH BEN INT 27829M103 357 37,916 SH   DFND 1 2 37,916 0 0
EBAY INC COM 278642103 444,429 11,272,036 SH   DFND 1 11,195,964 0 76,072
EBAY INC COM 278642103 97 2,478 SH   DFND 1 2 2,478 0 0
EBIX INC COM NEW 278715206 15,271 304,100 SH   DFND 1 304,100 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 7,664 367,272 SH   DFND 1 367,272 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 44 2,119 SH   DFND 1 2 2,119 0 0
ECHOSTAR CORP-A CL A 278768106 25,390 572,882 SH   DFND 1 572,882 0 0
ECHOSTAR CORP-A CL A 278768106 1,349 30,444 SH   DFND 1 2 30,444 0 0
ECOLAB INC COM 278865100 688,891 3,493,225 SH   DFND 1 3,481,020 0 12,205
ECOPETROL SA-SPONSORED ADR SPONSORED ADS 279158109 358 19,614 SH   DFND 1 2 19,614 0 0
ECOPETROL SA-SPONSORED ADR SPONSORED ADS 279158109 20 1,134 SH   DFND 1 1,134 0 0
ECPG 3 07/01/20 NOTE 3.000% 7/0 292554AF9 10,998 11,000,000 PRN   DFND 1 2 11,000,000 0 0
ECPG 4.5 09/01/23 NOTE 4.500% 9/0 29260UAA5 9,159 9,000,000 PRN   DFND 1 2 9,000,000 0 0
EDAP TMS SA -ADR SPONSORED ADR 268311107 90 33,404 SH   DFND 1 33,404 0 0
EDGEWELL PERSONAL CARE CO COM 28035Q102 18,905 701,496 SH   DFND 1 691,588 0 9,908
EDGEWELL PERSONAL CARE CO COM 28035Q102 461 17,141 SH   DFND 1 2 17,141 0 0
EDISON INTERNATIONAL COM 281020107 317,688 4,721,496 SH   DFND 1 4,705,949 0 15,547
EDISON INTERNATIONAL COM 281020107 10 159 SH   DFND 1 2 159 0 0
EDITAS MEDICINE INC COM 28106W103 14,977 605,402 SH   DFND 1 605,402 0 0
EDUCATIONAL DEVELOPMENT CORP COM 281479105 346 49,636 SH   DFND 1 49,636 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 505,033 2,738,266 SH   DFND 1 2,728,312 0 9,954
EGAIN CORP COM NEW 28225C806 2,023 248,561 SH   DFND 1 248,561 0 0
EHEALTH INC COM 28238P109 23,376 271,506 SH   DFND 1 271,506 0 0
EIDOS THERAPEUTICS INC COM 28249H104 3,846 123,775 SH   DFND 1 123,775 0 0
EIGER BIOPHARMACEUTICALS INC COM 28249U105 3,066 289,246 SH   DFND 1 289,246 0 0
EKSO BIONICS HOLDINGS INC COM NEW 282644202 503 396,526 SH   DFND 1 396,526 0 0
EL PASO ELECTRIC CO COM NEW 283677854 32,894 502,981 SH   DFND 1 502,981 0 0
EL PASO ELECTRIC CO COM NEW 283677854 1,680 25,703 SH   DFND 1 2 25,703 0 0
EL POLLO LOCO HOLDINGS INC COM 268603107 3,216 301,757 SH   DFND 1 301,757 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 119,320 3,532,211 SH   DFND 1 3,532,211 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 45 1,345 SH   DFND 1 2 1,345 0 0
ELASTIC NV ORD SHS N14506104 10,615 142,184 SH   DFND 1 142,184 0 0
ELBIT SYSTEMS LTD ORD M3760D101 4,897 32,758 SH   DFND 1 32,758 0 0
ELDORADO RESORTS INC COM 28470R102 39,145 849,686 SH   DFND 1 837,772 0 11,914
ELECTROCORE INC COM 28531P103 252 126,409 SH   DFND 1 126,409 0 0
ELECTROMED INC COM 285409108 100 18,483 SH   DFND 1 18,483 0 0
ELECTRONIC ARTS INC COM 285512109 406,104 4,017,578 SH   DFND 1 3,990,781 0 26,797
ELECTRONIC ARTS INC COM 285512109 1 19 SH   DFND 1 2 19 0 0
ELECTRONICS FOR IMAGING COM 286082102 21,871 592,561 SH   DFND 1 592,561 0 0
ELEMENT SOLUTIONS INC COM 28618M106 24,566 2,375,877 SH   DFND 1 2,374,801 0 1,076
ELEMENT SOLUTIONS INC COM 28618M106 32 3,110 SH   DFND 1 2 3,110 0 0
ELEVATE CREDIT INC COM 28621V101 905 219,850 SH   DFND 1 219,850 0 0
ELEVATE CREDIT INC COM 28621V101 149 36,270 SH   DFND 1 2 36,270 0 0
ELF BEAUTY INC COM 26856L103 4,075 289,030 SH   DFND 1 289,030 0 0
ELI LILLY & CO COM 532457108 1,387,763 12,543,856 SH   DFND 1 12,500,240 0 43,616
ELI LILLY & CO COM 532457108 485 4,381 SH   DFND 1 2 4,381 0 0
ELLINGTON FINANCIAL INC COM 28852N109 5,626 313,128 SH   DFND 1 313,128 0 0
ELLINGTON FINANCIAL INC COM 28852N109 368 20,480 SH   DFND 1 2 20,480 0 0
ELLINGTON RESIDENTIAL MORTGA COM SHS BEN INT 288578107 645 59,968 SH   DFND 1 59,968 0 0
ELOXX PHARMACEUTICALS INC COM 29014R103 2,704 271,298 SH   DFND 1 271,298 0 0
EMAGIN CORPORATION COM NEW 29076N206 29 65,621 SH   DFND 1 65,621 0 0
EMC INS GROUP INC COM 268664109 4,766 132,288 SH   DFND 1 132,288 0 0
EMCOR GROUP INC COM 29084Q100 88,757 1,007,461 SH   DFND 1 997,191 0 10,270
EMCORE CORP COM NEW 290846203 617 187,590 SH   DFND 1 187,590 0 0
EMERALD EXPOSITIONS EVENTS I COM 29103B100 3,540 317,508 SH   DFND 1 317,508 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 28,617 592,373 SH   DFND 1 592,187 0 186
EMERSON ELECTRIC CO COM 291011104 539,006 8,091,190 SH   DFND 1 8,058,439 0 32,751
EMERSON RADIO CORP COM NEW 291087203 49 48,121 SH   DFND 1 48,121 0 0
EMMIS COMMUNICATIONS-CLASS A COM NEW CL A 291525400 161 33,957 SH   DFND 1 33,957 0 0
EMPIRE RESORTS INC COM PAR $0 01 292052305 574 59,823 SH   DFND 1 59,823 0 0
EMPIRE STATE REALTY TRUST-A CL A 292104106 30,212 2,039,979 SH   DFND 1 2,039,979 0 0
EMPLOYERS HOLDINGS INC COM 292218104 17,211 407,181 SH   DFND 1 407,181 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 18,504 219,301 SH   DFND 1 219,301 0 0
ENBRIDGE INC COMSTK 29250N105 80,973 2,218,852 SH   DFND 1 2,218,852 0 0
ENBRIDGE INC COM 29250N105 1,386 40,614 SH   DFND 1 40,614 0 0
ENCANA CORP COMSTK 292505104 8,174 1,603,644 SH   DFND 1 1,603,644 0 0
ENCANA CORP COMSTK 292505104 21 4,111 SH   DFND 1 2 4,111 0 0
ENCANA CORP COM 292505104 114 22,374 SH   DFND 1 2 22,374 0 0
ENCANA CORP COM 292505104 12 2,368 SH   DFND 1 2,368 0 0
ENCOMPASS HEALTH CORP COM 29261A100 72,944 1,151,265 SH   DFND 1 1,132,466 0 18,799
ENCORE CAPITAL GROUP INC COM 292554102 12,535 370,110 SH   DFND 1 370,110 0 0
ENCORE WIRE CORP COM 292562105 16,838 287,438 SH   DFND 1 287,438 0 0
ENCORE WIRE CORP COM 292562105 253 4,320 SH   DFND 1 2 4,320 0 0
ENDO INTERNATIONAL PLC SHS G30401106 12,488 3,031,145 SH   DFND 1 3,031,145 0 0
ENDOLOGIX INC COM NEW 29266S304 886 122,463 SH   DFND 1 122,463 0 0
ENDRA LIFE SCIENCES INC COM 29273B104 107 62,875 SH   DFND 1 62,875 0 0
ENDURANCE INTERNATIONAL GROU COM 29272B105 5,082 1,058,954 SH   DFND 1 1,058,954 0 0
ENEL AMERICAS SA-ADR SPONSORED ADR 29274F104 685 77,289 SH   DFND 1 2 77,289 0 0
ENEL AMERICAS SA-ADR SPONSORED ADR 29274F104 76 7,256 SH   DFND 1 4,857 0 2,399
ENEL CHILE SA-ADR SPONSORED ADR 29278D105 639 133,775 SH   DFND 1 2 133,775 0 0
ENEL CHILE SA-ADR SPONSORED ADR 29278D105 27 5,746 SH   DFND 1 4,344 0 1,402
ENERGIZER HOLDINGS INC COM 29272W109 25,864 669,384 SH   DFND 1 657,744 0 11,640
ENERGOUS CORP COM 29272C103 1,346 308,178 SH   DFND 1 308,178 0 0
ENERGY FOCUS INC COM NEW 29268T300 23 57,940 SH   DFND 1 57,940 0 0
ENERGY FUELS INC COM NEW 292671708 1,308 420,900 SH   DFND 1 420,900 0 0
ENERGY RECOVERY INC COM 29270J100 4,596 441,118 SH   DFND 1 441,118 0 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 265 18,848 SH   DFND 1 18,848 0 0
ENERPLUS CORP COMSTK 292766102 341 45,416 SH   DFND 1 45,416 0 0
ENERPLUS CORP COMSTK 292766102 230 30,614 SH   DFND 1 2 30,614 0 0
ENERSYS COM 29275Y102 42,721 623,672 SH   DFND 1 615,827 0 7,845
ENGLOBAL CORP COM 293306106 63 70,044 SH   DFND 1 70,044 0 0
ENI SPA-SPONSORED ADR SPONSORED ADR 26874R108 961 29,106 SH   DFND 1 29,106 0 0
ENNIS INC COM 293389102 6,630 323,113 SH   DFND 1 322,236 0 877
ENNIS INC COM 293389102 10 491 SH   DFND 1 2 491 0 0
ENOCHIAN BIOSCIENCES INC COM 29350E104 240 53,519 SH   DFND 1 53,519 0 0
ENOVA INTERNATIONAL INC COM 29357K103 13,833 600,131 SH   DFND 1 598,866 0 1,265
ENPHASE ENERGY INC COM 29355A107 20,862 1,144,401 SH   DFND 1 1,144,401 0 0
ENPHASE ENERGY INC COM 29355A107 425 23,352 SH   DFND 1 2 23,352 0 0
ENPRO INDUSTRIES INC COM 29355X107 16,247 254,510 SH   DFND 1 254,510 0 0
ENSCO ROWAN PLC - CLASS A SHS CLASS A G3166L100 12,794 1,499,963 SH   DFND 1 1,463,925 0 36,038
ENSERVCO CORP COM 29358Y102 36 98,285 SH   DFND 1 98,285 0 0
ENSIGN GROUP INC/THE COM 29358P101 37,502 658,858 SH   DFND 1 658,858 0 0
ENSTAR GROUP LTD SHS G3075P101 31,336 179,803 SH   DFND 1 179,803 0 0
ENTEGRA FINANCIAL CORP COM 29363J108 3,041 100,964 SH   DFND 1 100,964 0 0
ENTEGRIS INC COM 29362U104 53,663 1,437,925 SH   DFND 1 1,437,925 0 0
ENTERCOM COMMUNICATIONS-CL A CL A 293639100 9,607 1,656,509 SH   DFND 1 1,652,987 0 3,522
ENTERGY CORP COM 29364G103 290,085 2,822,981 SH   DFND 1 2,813,592 0 9,389
ENTERPRISE BANCORP INC COM 293668109 3,361 106,012 SH   DFND 1 106,012 0 0
ENTERPRISE FINANCIAL SERVICE COM 293712105 13,140 315,881 SH   DFND 1 315,881 0 0
ENTERPRISE PRODUCTS PARTNERS COM 293792107 383 13,268 SH   DFND 1 13,268 0 0
ENTRAVISION COMMUNICATIONS-A CL A 29382R107 2,331 747,223 SH   DFND 1 747,223 0 0
ENTRAVISION COMMUNICATIONS-A CL A 29382R107 258 82,918 SH   DFND 1 2 82,918 0 0
ENV 1.75 12/15/19 NOTE 1.750%12/1 29404KAA4 11,305 10,000,000 PRN   DFND 1 2 10,000,000 0 0
ENVESTNET INC COM 29404K106 40,122 586,849 SH   DFND 1 586,849 0 0
ENZO BIOCHEM INC COM 294100102 1,624 482,181 SH   DFND 1 482,181 0 0
EOG RESOURCES INC COM 26875P101 694,792 7,472,409 SH   DFND 1 7,444,711 0 27,698
EOG RESOURCES INC COM 26875P101 28 302 SH   DFND 1 2 302 0 0
EPAM SYSTEMS INC COM 29414B104 98,196 567,678 SH   DFND 1 567,678 0 0
EPAM SYSTEMS INC COM 29414B104 15 88 SH   DFND 1 2 88 0 0
EPIZYME INC COM 29428V104 12,018 957,672 SH   DFND 1 957,672 0 0
EPLUS INC COM 294268107 12,394 179,785 SH   DFND 1 179,785 0 0
EPR 5 3/4 PERP S-C PFD C CNV 5.75% 26884U208 29,701 926,908 PRN   DFND 1 2 926,908 0 0
EPR PROPERTIES COM SH BEN INT 26884U109 63,277 848,345 SH   DFND 1 834,522 0 13,823
EPR PROPERTIES COM SH BEN INT 26884U109 34 456 SH   DFND 1 2 456 0 0
EQT CORP COM 26884L109 45,184 2,857,958 SH   DFND 1 2,811,181 0 46,777
EQT CORP COM 26884L109 34 2,181 SH   DFND 1 2 2,181 0 0
EQUIFAX INC COM 294429105 225,765 1,672,369 SH   DFND 1 1,666,613 0 5,756
EQUINIX INC COM 29444U700 561,889 1,116,277 SH   DFND 1 1,112,264 0 4,013
EQUINOR ASA-SPON ADR SPONSORED ADR 29446M102 2,080 105,193 SH   DFND 1 2 105,193 0 0
EQUINOR ASA-SPON ADR SPONSORED ADR 29446M102 567 28,703 SH   DFND 1 28,703 0 0
EQUITRANS MIDSTREAM CORP COM 294600101 44,835 2,274,751 SH   DFND 1 2,237,399 0 37,352
EQUITY BANCSHARES INC - CL A COM CL A 29460X109 5,165 193,767 SH   DFND 1 193,767 0 0
EQUITY COMMONWEALTH COM SH BEN INT 294628102 60,343 1,855,583 SH   DFND 1 1,855,583 0 0
EQUITY COMMONWEALTH COM SH BEN INT 294628102 1,199 36,884 SH   DFND 1 2 36,884 0 0
EQUITY LIFESTYLE PROPERTIES COM 29472R108 159,247 1,310,107 SH   DFND 1 1,310,107 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 511,314 6,744,082 SH   DFND 1 6,726,386 0 17,696
EQUITY RESIDENTIAL SH BEN INT 29476L107 11 148 SH   DFND 1 2 148 0 0
ERA GROUP INC COM 26885G109 1,858 222,870 SH   DFND 1 222,870 0 0
ERICSSON (LM) TEL-SP ADR ADR B SEK 10 294821608 2,621 275,990 SH   DFND 1 271,237 0 4,753
ERIE INDEMNITY COMPANY-CL A CL A 29530P102 88,975 350,255 SH   DFND 1 350,255 0 0
ERIE INDEMNITY COMPANY-CL A CL A 29530P102 86 340 SH   DFND 1 2 340 0 0
EROS INTERNATIONAL PLC SHS NEW G3788M114 244 180,895 SH   DFND 1 180,616 0 279
EROS INTERNATIONAL PLC SHS NEW G3788M114 6 4,737 SH   DFND 1 2 4,737 0 0
ESCALADE INC COM 296056104 1,132 98,770 SH   DFND 1 98,770 0 0
ESCO TECHNOLOGIES INC COM 296315104 26,833 324,785 SH   DFND 1 324,785 0 0
ESPERION THERAPEUTICS INC COM 29664W105 16,237 349,046 SH   DFND 1 349,046 0 0
ESQUIRE FINANCIAL HOLDINGS I COM 29667J101 1,167 46,440 SH   DFND 1 46,440 0 0
ESSA BANCORP INC COM 29667D104 1,302 85,399 SH   DFND 1 85,399 0 0
ESSENT GROUP LTD COM G3198U102 81,410 1,730,121 SH   DFND 1 1,730,121 0 0
ESSENTIAL PROPERTIES REALTY COM 29670E107 12,250 611,296 SH   DFND 1 611,296 0 0
ESSEX PROPERTY TRUST INC COM 297178105 354,173 1,214,883 SH   DFND 1 1,211,748 0 3,135
ESSEX PROPERTY TRUST INC COM 297178105 21 74 SH   DFND 1 2 74 0 0
ESTEE LAUDER COMPANIES-CL A CL A 518439104 596,425 3,262,595 SH   DFND 1 3,251,830 0 10,765
ETHAN ALLEN INTERIORS INC COM 297602104 10,246 486,561 SH   DFND 1 486,561 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 624 29,641 SH   DFND 1 2 29,641 0 0
ETSY INC COM 29786A106 83,594 1,362,140 SH   DFND 1 1,362,140 0 0
ETSY INC COM 29786A106 470 7,660 SH   DFND 1 2 7,660 0 0
EURONET WORLDWIDE INC COM 298736109 93,486 555,672 SH   DFND 1 555,672 0 0
EVANS BANCORP INC COM NEW 29911Q208 1,782 47,243 SH   DFND 1 47,243 0 0
EVELO BIOSCIENCES INC COM 299734103 1,067 118,870 SH   DFND 1 118,870 0 0
EVENTBRITE INC-CLASS A COM CL A 29975E109 4,330 267,317 SH   DFND 1 267,317 0 0
EVERBRIDGE INC COM 29978A104 35,588 397,998 SH   DFND 1 397,998 0 0
EVERBRIDGE INC COM 29978A104 143 1,607 SH   DFND 1 2 1,607 0 0
EVERCORE INC - A CLASS A 29977A105 48,224 544,482 SH   DFND 1 536,492 0 7,990
EVEREST RE GROUP LTD COM G3223R108 158,830 642,959 SH   DFND 1 641,006 0 1,953
EVERGY INC COM 30034W106 212,110 3,532,470 SH   DFND 1 3,520,848 0 11,622
EVERI HOLDINGS INC COM 30034T103 10,362 868,620 SH   DFND 1 868,620 0 0
EVERI HOLDINGS INC COM 30034T103 163 13,700 SH   DFND 1 2 13,700 0 0
EVERQUOTE INC - CLASS A COM CL A 30041R108 1,484 114,189 SH   DFND 1 114,189 0 0
EVERSOURCE ENERGY COM 30040W108 371,416 4,910,460 SH   DFND 1 4,895,127 0 15,333
EVERSPIN TECHNOLOGIES INC COM 30041T104 535 82,191 SH   DFND 1 82,191 0 0
EVERTEC INC COM 30040P103 31,731 970,396 SH   DFND 1 968,955 0 1,441
EVERTEC INC COM 30040P103 19 601 SH   DFND 1 2 601 0 0
EVI INDUSTRIES INC COM 26929N102 1,993 52,096 SH   DFND 1 52,096 0 0
EVINE LIVE INC CL A 300487105 162 374,408 SH   DFND 1 374,408 0 0
EVO PAYMENTS INC-CLASS A CL A COM 26927E104 11,939 378,658 SH   DFND 1 378,658 0 0
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FLAGSTAR BANCORP INC COM PAR .001 337930705 11,809 356,341 SH   DFND 1 356,341 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 336,009 1,198,534 SH   DFND 1 1,194,419 0 4,115
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FLOOR & DECOR HOLDINGS INC-A CL A 339750101 24,903 594,346 SH   DFND 1 594,346 0 0
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FORMFACTOR INC COM 346375108 15,754 1,005,407 SH   DFND 1 1,005,407 0 0
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FORUM ENERGY TECHNOLOGIES IN COM 34984V100 186 54,674 SH   DFND 1 2 54,674 0 0
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FORWARD AIR CORP COM 349853101 118 2,006 SH   DFND 1 2 2,006 0 0
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FRANKLIN COVEY CO COM 353469109 4,873 143,338 SH   DFND 1 143,338 0 0
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FRANKLIN FINANCIAL SERVICES COM 353525108 1,525 40,023 SH   DFND 1 40,023 0 0
FRANKLIN RESOURCES INC COM 354613101 145,303 4,182,245 SH   DFND 1 4,168,132 0 14,113
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FRANKLIN STREET PROPERTIES C COM 35471R106 12,659 1,715,330 SH   DFND 1 1,715,330 0 0
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FRED'S INC-CLASS A CL A 356108100 113 230,585 SH   DFND 1 230,585 0 0
FREEPORT-MCMORAN INC CL B 35671D857 252,695 21,801,443 SH   DFND 1 21,725,844 0 75,599
FREEPORT-MCMORAN INC CL B 35671D857 984 84,837 SH   DFND 1 2 84,837 0 0
FREIGHTCAR AMERICA INC COM 357023100 487 83,046 SH   DFND 1 83,046 0 0
FREQUENCY ELECTRONICS INC COM 358010106 291 25,616 SH   DFND 1 25,616 0 0
FRESENIUS MEDICAL CARE-ADR SPONSORED ADR 358029106 556 14,166 SH   DFND 1 13,206 0 960
FRESH DEL MONTE PRODUCE INC ORD G36738105 10,177 377,645 SH   DFND 1 377,645 0 0
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FUNKO INC-CLASS A COM CL A 361008105 5,253 216,928 SH   DFND 1 216,928 0 0
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FUTUREFUEL CORP COM 36116M106 6,114 523,063 SH   DFND 1 523,063 0 0
FVCBANKCORP INC COM 36120Q101 1,427 73,515 SH   DFND 1 73,515 0 0
G1 THERAPEUTICS INC COM 3621LQ109 11,669 380,600 SH   DFND 1 380,600 0 0
GABELLI CONV AND INCOME SEC COM 36240B109 133 25,961 SH   DFND 1 2 25,961 0 0
GABELLI GLOBAL SMALL & M COM 36249W104 553 47,683 SH   DFND 1 2 47,683 0 0
GAIA INC CL A 36269P104 1,259 166,166 SH   DFND 1 166,166 0 0
GAIN CAPITAL HOLDINGS INC COM 36268W100 1,165 282,308 SH   DFND 1 282,308 0 0
GALAPAGOS NV-SPON ADR SPON ADR 36315X101 740 5,742 SH   DFND 1 5,742 0 0
GALECTIN THERAPEUTICS INC COM NEW 363225202 1,946 469,063 SH   DFND 1 469,063 0 0
GALMED PHARMACEUTICALS LTD SHS M47238106 146 19,960 SH   DFND 1 19,960 0 0
GAMCO INVESTORS INC-A CL A COM 361438104 991 51,700 SH   DFND 1 51,700 0 0
GAMCO NATURAL RESOURCES GOLD SH BEN INT 36465E101 200 34,371 SH   DFND 1 2 34,371 0 0
GAMESTOP CORP-CLASS A CL A 36467W109 6,822 1,247,195 SH   DFND 1 1,244,047 0 3,148
GAMESTOP CORP-CLASS A CL A 36467W109 755 138,111 SH   DFND 1 2 138,111 0 0
GAMING AND LEISURE PROPERTIE COM 36467J108 114,984 2,949,867 SH   DFND 1 2,949,867 0 0
GAMING AND LEISURE PROPERTIE COM 36467J108 519 13,338 SH   DFND 1 2 13,338 0 0
GANNETT CO INC COM 36473H104 11,177 1,369,807 SH   DFND 1 1,369,153 0 654
GAP INC/THE COM 364760108 56,576 3,153,717 SH   DFND 1 3,141,917 0 11,800
GAP INC/THE COM 364760108 195 10,859 SH   DFND 1 2 10,859 0 0
GARDNER DENVER HOLDINGS INC COM 36555P107 48,453 1,400,394 SH   DFND 1 1,400,394 0 0
GARMIN LTD SHS H2906T109 180,705 2,267,571 SH   DFND 1 2,261,519 0 6,052
GARRETT MOTION INC COM 366505105 8,665 564,497 SH   DFND 1 564,497 0 0
GARTNER INC COM 366651107 199,697 1,243,064 SH   DFND 1 1,238,763 0 4,301
GASLOG LTD SHS G37585109 3,713 257,896 SH   DFND 1 257,896 0 0
GASLOG LTD SHS G37585109 144 10,011 SH   DFND 1 2 10,011 0 0
GATES INDUSTRIAL CORP PLC ORD SHS G39108108 6,590 577,574 SH   DFND 1 577,574 0 0
GATES INDUSTRIAL CORP PLC ORD SHS G39108108 571 50,129 SH   DFND 1 2 50,129 0 0
GATX CORP COM 361448103 35,592 448,884 SH   DFND 1 442,257 0 6,627
GCI 4.75 04/15/24 NOTE 4.750% 4/1 36473HAB0 4,033 4,000,000 PRN   DFND 1 2 4,000,000 0 0
GCI LIBERTY INC - CLASS A COM CLASS A 36164V305 66,539 1,082,653 SH   DFND 1 1,082,653 0 0
GCP APPLIED TECHNOLOGIES COM 36164Y101 18,139 801,228 SH   DFND 1 801,228 0 0
GDS HOLDINGS LTD - ADR SPONSORED ADS 36165L108 6,530 174,685 SH   DFND 1 174,685 0 0
GEMPHIRE THERAPEUTICS INC COM 36870A108 51 63,151 SH   DFND 1 63,151 0 0
GENCO SHIPPING & TRADING LTD SHS Y2685T131 1,743 206,597 SH   DFND 1 206,597 0 0
GENCOR INDUSTRIES INC COM 368678108 1,363 104,861 SH   DFND 1 104,861 0 0
GENERAC HOLDINGS INC COM 368736104 59,921 863,303 SH   DFND 1 863,303 0 0
GENERAL AMERICAN INVESTORS COM 368802104 5,270 148,495 SH   DFND 1 2 148,495 0 0
GENERAL DYNAMICS CORP COM 369550108 663,531 3,655,921 SH   DFND 1 3,642,962 0 12,959
GENERAL ELECTRIC CO COM 369604103 1,188,084 113,366,953 SH   DFND 1 112,937,311 0 429,642
GENERAL FINANCE CORP COM 369822101 1,594 190,496 SH   DFND 1 190,496 0 0
GENERAL MILLS INC COM 370334104 437,742 8,347,759 SH   DFND 1 8,316,507 0 31,252
GENERAL MOLY INC COM 370373102 92 263,354 SH   DFND 1 263,354 0 0
GENERAL MOTORS CO COM 37045V100 678,646 17,630,873 SH   DFND 1 17,567,942 0 62,931
GENERAL MOTORS CO COM 37045V100 7 196 SH   DFND 1 2 196 0 0
GENESCO INC COM 371532102 9,349 221,074 SH   DFND 1 221,074 0 0
GENESEE & WYOMING INC-CL A CL A 371559105 59,694 596,947 SH   DFND 1 586,600 0 10,347
GENESIS HEALTHCARE INC CL A COM 37185X106 823 663,765 SH   DFND 1 663,765 0 0
GENIE ENERGY LTD-B CL B 372284208 2,283 214,417 SH   DFND 1 214,417 0 0
GENMARK DIAGNOSTICS INC COM 372309104 4,618 711,600 SH   DFND 1 711,600 0 0
GENMARK DIAGNOSTICS INC COM 372309104 68 10,560 SH   DFND 1 2 10,560 0 0
GENOCEA BIOSCIENCES INC COM NEW 372427401 116 29,765 SH   DFND 1 29,765 0 0
GENOMIC HEALTH INC COM 37244C101 20,155 346,494 SH   DFND 1 346,494 0 0
GENOMIC HEALTH INC COM 37244C101 40 700 SH   DFND 1 2 700 0 0
GENPACT LTD SHS G3922B107 69,622 1,826,586 SH   DFND 1 1,826,586 0 0
GENTEX CORP COM 371901109 104,103 4,230,130 SH   DFND 1 4,181,737 0 48,393
GENTHERM INC COM 37253A103 18,824 450,027 SH   DFND 1 449,947 0 80
GENUINE PARTS CO COM 372460105 214,091 2,070,547 SH   DFND 1 2,062,745 0 7,802
GENWORTH FINANCIAL INC-CL A COM CL A 37247D106 23,205 6,254,941 SH   DFND 1 6,158,575 0 96,366
GEO GROUP INC/THE COM 36162J106 34,110 1,623,537 SH   DFND 1 1,601,350 0 22,187
GEO GROUP INC/THE COM 36162J106 357 16,997 SH   DFND 1 2 16,997 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 2,718 179,933 SH   DFND 1 179,933 0 0
GERDAU SA -SPON ADR SPON ADR REP PFD 373737105 66 17,120 SH   DFND 1 12,118 0 5,002
GERMAN AMERICAN BANCORP COM 373865104 9,365 310,941 SH   DFND 1 310,941 0 0
GERON CORP COM 374163103 3,315 2,351,158 SH   DFND 1 2,350,962 0 196
GETTY REALTY CORP COM 374297109 13,569 441,146 SH   DFND 1 441,146 0 0
GEVO INC COM PAR 374396406 87 44,256 SH   DFND 1 44,256 0 0
GIBRALTAR INDUSTRIES INC COM 374689107 17,256 427,554 SH   DFND 1 427,554 0 0
GIGCAPITAL INC - CW23 *W EXP 06/08/202 37518N122 695 2,485,200 SH   DFND 1 2 2,485,200 0 0
GIGCAPITAL INC - RTS RIGHT 03/06/2020 37518N114 177 341,300 SH   DFND 1 2 341,300 0 0
G-III APPAREL GROUP LTD COM 36237H101 17,015 578,358 SH   DFND 1 578,358 0 0
GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 194 23,036 SH   DFND 1 23,036 0 0
GILDAN ACTIVEWEAR INC COMSTK 375916103 8,924 232,044 SH   DFND 1 232,044 0 0
GILDAN ACTIVEWEAR INC COMSTK 375916103 1 47 SH   DFND 1 2 47 0 0
GILDAN ACTIVEWEAR INC COM 375916103 285 7,385 SH   DFND 1 6,331 0 1,054
GILEAD SCIENCES INC COM 375558103 1,239,236 18,369,789 SH   DFND 1 18,253,218 0 116,571
GILEAD SCIENCES INC COM 375558103 202 2,999 SH   DFND 1 2 2,999 0 0
GLACIER BANCORP INC COM 37637Q105 45,169 1,113,914 SH   DFND 1 1,113,914 0 0
GLADSTONE COMMERCIAL CORP COM 376536108 8,565 403,644 SH   DFND 1 403,644 0 0
GLADSTONE LAND CORP COM 376549101 2,328 201,925 SH   DFND 1 201,925 0 0
GLATFELTER COM 377316104 9,286 550,160 SH   DFND 1 548,030 0 2,130
GLAUKOS CORP COM 377322102 31,876 422,770 SH   DFND 1 422,770 0 0
GLAUKOS CORP COM 377322102 551 7,310 SH   DFND 1 2 7,310 0 0
GLAXOSMITHKLINE PLC-SPON ADR SPONSORED ADR 37733W105 6,233 155,769 SH   DFND 1 153,793 0 1,976
GLEN BURNIE BANCORP COM 377407101 205 18,661 SH   DFND 1 18,661 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 38,551 732,923 SH   DFND 1 732,923 0 0
GLOBAL BRASS & COPPER HOLDIN COM 37953G103 11,547 264,065 SH   DFND 1 264,065 0 0
GLOBAL BRASS & COPPER HOLDIN COM 37953G103 159 3,649 SH   DFND 1 2 3,649 0 0
GLOBAL EAGLE ENTERTAINMENT I COM 37951D102 316 487,346 SH   DFND 1 487,346 0 0
GLOBAL INDEMNITY LTD USD CL A SHS G3933F105 2,813 90,869 SH   DFND 1 90,869 0 0
GLOBAL MEDICAL REIT INC COM NEW 37954A204 3,981 379,181 SH   DFND 1 379,181 0 0
GLOBAL NET LEASE INC COM NEW 379378201 20,493 1,044,507 SH   DFND 1 1,044,507 0 0
GLOBAL PAYMENTS INC COM 37940X102 351,405 2,198,395 SH   DFND 1 2,190,913 0 7,482
GLOBAL PAYMENTS INC COM 37940X102 0 5 SH   DFND 1 2 5 0 0
GLOBAL SELF STORAGE INC COM 37955N106 281 74,849 SH   DFND 1 74,849 0 0
GLOBAL WATER RESOURCES INC COM 379463102 796 76,304 SH   DFND 1 76,304 0 0
GLOBALSCAPE INC COM 37940G109 1,044 102,232 SH   DFND 1 102,232 0 0
GLOBALSCAPE INC COM 37940G109 411 40,221 SH   DFND 1 2 40,221 0 0
GLOBALSTAR INC COM 378973408 2,441 5,087,360 SH   DFND 1 5,087,360 0 0
GLOBALSTAR INC COM 378973408 184 385,000 SH   DFND 1 2 385,000 0 0
GLOBANT SA COM L44385109 7,529 74,951 SH   DFND 1 74,951 0 0
GLOBANT SA COM L44385109 177 1,761 SH   DFND 1 2 1,761 0 0
GLOBUS MEDICAL INC - A CL A 379577208 40,033 946,425 SH   DFND 1 932,411 0 14,014
GLOWPOINT INC COM 379887508 36 34,074 SH   DFND 1 34,074 0 0
GLU MOBILE INC COM 379890106 14,939 2,080,764 SH   DFND 1 2,076,954 0 3,810
GLU MOBILE INC COM 379890106 1,269 176,744 SH   DFND 1 2 176,744 0 0
GLYCOMIMETICS INC COM 38000Q102 5,569 467,267 SH   DFND 1 467,267 0 0
GMS INC COM 36251C103 8,801 400,046 SH   DFND 1 399,177 0 869
GNC HOLDINGS INC-CL A COM CL A 36191G107 1,567 1,044,900 SH   DFND 1 1,044,027 0 873
GODADDY INC - CLASS A CL A 380237107 125,451 1,789,599 SH   DFND 1 1,789,599 0 0
GOGO INC COM 38046C109 3,005 755,110 SH   DFND 1 755,110 0 0
GOLAR LNG LTD SHS G9456A100 9,747 527,437 SH   DFND 1 527,437 0 0
GOLAR LNG PARTNERS LP COM UNIT LPI Y2745C102 601 53,199 SH   DFND 1 53,199 0 0
GOLD FIELDS LTD-SPONS ADR SPONSORED ADR 38059T106 91 16,991 SH   DFND 1 2 16,991 0 0
GOLD FIELDS LTD-SPONS ADR SPONSORED ADR 38059T106 45 8,345 SH   DFND 1 6,500 0 1,845
GOLD RESOURCE CORP COM 38068T105 2,570 760,597 SH   DFND 1 760,597 0 0
GOLDEN ENTERTAINMENT INC COM 381013101 3,586 256,211 SH   DFND 1 256,211 0 0
GOLDEN MINERALS CO COM 381119106 66 236,143 SH   DFND 1 236,143 0 0
GOLDEN OCEAN GROUP LTD SHS NEW G39637205 691 119,009 SH   DFND 1 119,009 0 0
GOLDFIELD CORP COM 381370105 335 145,817 SH   DFND 1 145,817 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 924,910 4,528,950 SH   DFND 1 4,512,715 0 16,235
GOLDMAN SACHS GROUP INC COM 38141G104 442 2,165 SH   DFND 1 2 2,165 0 0
GOOD TIMES RESTAURANTS INC COM PAR $.001NEW 382140879 100 56,983 SH   DFND 1 56,983 0 0
GOODRICH PETROLEUM CORP COM PAR 382410843 1,346 103,672 SH   DFND 1 103,672 0 0
GOODYEAR TIRE & RUBBER CO COM 382550101 41,758 2,729,335 SH   DFND 1 2,686,779 0 42,556
GOOSEHEAD INSURANCE INC -A COM CL A 38267D109 11,835 247,615 SH   DFND 1 247,615 0 0
GOPRO INC-CLASS A CL A 38268T103 10,226 1,872,952 SH   DFND 1 1,872,952 0 0
GORES HOLDINGS INC-CW20 *W EXP 11/04/202 44109J114 3,510 1,847,875 SH   DFND 1 2 1,847,875 0 0
GORMAN-RUPP CO COM 383082104 8,005 243,843 SH   DFND 1 243,843 0 0
GOSSAMER BIO INC COM 38341P102 5,389 242,989 SH   DFND 1 242,989 0 0
GP STRATEGIES CORP COM 36225V104 2,620 173,778 SH   DFND 1 173,778 0 0
GPMT 6.375 10/01/23 NOTE 6.375%10/0 38741LAC1 7,231 7,000,000 PRN   DFND 1 2 7,000,000 0 0
GPRE 4.125 09/01/22 NOTE 4.125% 9/0 393222AF1 2,586 3,000,000 PRN   DFND 1 2 3,000,000 0 0
GRACO INC COM 384109104 94,304 1,872,355 SH   DFND 1 1,841,869 0 30,486
GRAF INDUSTRIAL CORP-CW25 *W EXP 12/31/202 384278115 175 500,000 SH   DFND 1 2 500,000 0 0
GRAFTECH INTERNATIONAL LTD COM 384313508 7,331 637,509 SH   DFND 1 636,697 0 812
GRAHAM CORP COM 384556106 2,324 114,997 SH   DFND 1 114,997 0 0
GRAHAM HOLDINGS CO-CLASS B COM 384637104 33,296 48,253 SH   DFND 1 47,456 0 797
GRAND CANYON EDUCATION INC COM 38526M106 62,145 531,071 SH   DFND 1 531,071 0 0
GRANITE CONSTRUCTION INC COM 387328107 27,962 580,380 SH   DFND 1 571,810 0 8,570
GRANITE POINT MORTGAGE TRUST COM 38741L107 12,417 647,081 SH   DFND 1 647,081 0 0
GRAPHIC PACKAGING HOLDING CO COM 388689101 51,337 3,672,179 SH   DFND 1 3,672,179 0 0
GRAVITY CO LTD-SPONSORED ADR SPONSORED ADS NE 38911N206 350 7,594 SH   DFND 1 2 7,594 0 0
GRAVITY CO LTD-SPONSORED ADR SPONSORED ADS NE 38911N206 196 4,254 SH   DFND 1 4,254 0 0
GRAY TELEVISION INC COM 389375106 16,728 1,020,665 SH   DFND 1 1,019,989 0 676
GREAT AJAX CORP COM 38983D300 3,770 269,305 SH   DFND 1 269,305 0 0
GREAT ELM CAPITAL GROUP INC COM NEW 39036P209 785 182,705 SH   DFND 1 182,705 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 10,072 912,387 SH   DFND 1 900,033 0 12,354
GREAT LAKES DREDGE & DOCK CO COM 390607109 1,640 148,556 SH   DFND 1 2 148,556 0 0
GREAT SOUTHERN BANCORP INC COM 390905107 12,205 203,943 SH   DFND 1 203,943 0 0
GREAT WESTERN BANCORP INC COM 391416104 25,742 720,678 SH   DFND 1 720,678 0 0
GREEN BRICK PARTNERS INC COM 392709101 2,607 313,809 SH   DFND 1 313,809 0 0
GREEN DOT CORP-CLASS A CL A 39304D102 29,477 602,815 SH   DFND 1 594,057 0 8,758
GREEN DOT CORP-CLASS A CL A 39304D102 488 9,999 SH   DFND 1 2 9,999 0 0
GREEN PLAINS INC COM 393222104 5,717 530,355 SH   DFND 1 530,355 0 0
GREEN PLAINS PARTNERS LP COM REP PTR IN 393221106 217 15,501 SH   DFND 1 15,501 0 0
GREENBRIER COMPANIES INC COM 393657101 11,977 393,998 SH   DFND 1 393,879 0 119
GREENBRIER COMPANIES INC COM 393657101 109 3,603 SH   DFND 1 2 3,603 0 0
GREENE COUNTY BANCORP INC COM 394357107 654 22,243 SH   DFND 1 22,243 0 0
GREENHILL & CO INC COM 395259104 2,895 213,045 SH   DFND 1 212,660 0 385
GREENHILL & CO INC COM 395259104 79 5,840 SH   DFND 1 2 5,840 0 0
GREENLIGHT CAPITAL RE LTD-A CLASS A G4095J109 3,116 367,096 SH   DFND 1 367,096 0 0
GREENSKY INC-CLASS A CL A 39572G100 4,299 349,824 SH   DFND 1 349,824 0 0
GREIF INC-CL A CL A 397624107 10,754 330,402 SH   DFND 1 325,395 0 5,007
GREIF INC-CL B CL B 397624206 3,326 76,203 SH   DFND 1 76,203 0 0
GRIFFIN INDUSTRIAL REALTY IN COM 398231100 592 16,748 SH   DFND 1 16,748 0 0
GRIFFON CORP COM 398433102 7,559 446,761 SH   DFND 1 446,761 0 0
GRIFOLS SA-ADR SP ADR REP B NVT 398438408 2,832 134,228 SH   DFND 1 133,170 0 1,058
GRITSTONE ONCOLOGY INC COM 39868T105 3,165 284,135 SH   DFND 1 284,135 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 20,450 249,734 SH   DFND 1 249,734 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 97 1,187 SH   DFND 1 2 1,187 0 0
GROUPON INC COM 399473107 20,247 5,655,619 SH   DFND 1 5,655,619 0 0
GRUBHUB INC COM 400110102 70,935 910,186 SH   DFND 1 910,186 0 0
GRUPO AEROPORTUARIO CEN-ADR SPON ADR 400501102 1,577 32,273 SH   DFND 1 2 32,273 0 0
GRUPO AEROPORTUARIO CEN-ADR SPON ADR 400501102 205 4,198 SH   DFND 1 4,198 0 0
GRUPO AEROPORTUARIO PAC-ADR SPON ADR B 400506101 1,110 10,647 SH   DFND 1 2 10,647 0 0
GRUPO AEROPORTUARIO PAC-ADR SPON ADR B 400506101 48 468 SH   DFND 1 212 0 256
GRUPO AEROPORTUARIO SUR-ADR SPON ADR SER B 40051E202 346 2,136 SH   DFND 1 2 2,136 0 0
GRUPO AEROPORTUARIO SUR-ADR SPON ADR SER B 40051E202 72 449 SH   DFND 1 307 0 142
GRUPO FINANCIERO GALICIA-ADR SPONSORED ADR 399909100 9,651 273,392 SH   DFND 1 273,392 0 0
GRUPO TELEVISA SA-SPON ADR SPON ADR REP ORD 40049J206 1,123 133,078 SH   DFND 1 2 133,078 0 0
GRUPO TELEVISA SA-SPON ADR SPON ADR REP ORD 40049J206 2 250 SH   DFND 1 0 0 250
GS ACQUISITION HOLDINGS- A COM CL A 36255F102 1,010 100,000 SH   DFND 1 2 100,000 0 0
GSCCN 7 08/15/21 NOTE 7.000% 8/1 38119TAG9 6,832 6,000,000 PRN   DFND 1 2 6,000,000 0 0
GSE SYSTEMS INC COM 36227K106 78 33,536 SH   DFND 1 33,536 0 0
GSI TECHNOLOGY INC COM 36241U106 1,459 170,338 SH   DFND 1 170,338 0 0
GSVC 4.75 03/28/23 NOTE 4.750% 3/2 36191JAC5 5,141 5,530,000 PRN   DFND 1 2 5,530,000 0 0
GTT COMMUNICATIONS INC COM 362393100 7,251 411,993 SH   DFND 1 411,993 0 0
GTY TECHNOLOGY HOLDINGS INC COM 362409104 3,088 450,855 SH   DFND 1 450,855 0 0
GUARANTY BANCSHARES INC COM 400764106 3,782 121,437 SH   DFND 1 121,437 0 0
GUARDANT HEALTH INC COM 40131M109 36,752 425,722 SH   DFND 1 425,722 0 0
GUESS INC COM 401617105 10,804 669,003 SH   DFND 1 669,003 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 81,668 805,573 SH   DFND 1 805,573 0 0
GULF ISLAND FABRICATION INC COM 402307102 664 93,620 SH   DFND 1 93,620 0 0
GULF RESOURCES INC COM PAR 40251W309 17 18,051 SH   DFND 1 18,051 0 0
GULFPORT ENERGY CORP COM NEW 402635304 9,897 2,015,793 SH   DFND 1 2,015,793 0 0
GW PHARMACEUTICALS -ADR ADS 36197T103 3,851 22,341 SH   DFND 1 22,341 0 0
GWG HOLDINGS INC COM 36192A109 87 12,283 SH   DFND 1 12,283 0 0
H&E EQUIPMENT SERVICES INC COM 404030108 12,180 418,710 SH   DFND 1 418,710 0 0
H&R BLOCK INC COM 093671105 105,303 3,599,569 SH   DFND 1 3,589,156 0 10,413
H.B. FULLER CO. COM 359694106 28,831 621,376 SH   DFND 1 621,376 0 0
HABIT RESTAURANTS INC/THE-A COM CL A 40449J103 2,919 278,349 SH   DFND 1 278,349 0 0
HACKETT GROUP INC/THE COM 404609109 5,732 341,431 SH   DFND 1 341,431 0 0
HAEMONETICS CORP/MASS COM 405024100 84,539 702,502 SH   DFND 1 692,640 0 9,862
HAIN CELESTIAL GROUP INC COM 405217100 22,611 1,032,480 SH   DFND 1 1,016,084 0 16,396
HALCON RESOURCES CORP COM 40537Q605 204 1,156,786 SH   DFND 1 1,156,786 0 0
HALLADOR ENERGY CO COM 40609P105 1,315 233,595 SH   DFND 1 233,595 0 0
HALLIBURTON CO COM 406216101 281,752 12,411,857 SH   DFND 1 12,370,161 0 41,696
HALLIBURTON CO COM 406216101 305 13,428 SH   DFND 1 2 13,428 0 0
HALLMARK FINL SERVICES INC COM NEW 40624Q203 2,382 167,430 SH   DFND 1 167,430 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 31,505 1,833,838 SH   DFND 1 1,833,838 0 0
HAMILTON BEACH BRAND-A COM CL A 40701T104 1,626 85,355 SH   DFND 1 85,355 0 0
HAMILTON LANE INC-CLASS A CL A 407497106 15,018 263,207 SH   DFND 1 263,207 0 0
HAMILTON LANE INC-CLASS A CL A 407497106 185 3,247 SH   DFND 1 2 3,247 0 0
HANCOCK WHITNEY CORP COM 410120109 51,109 1,275,829 SH   DFND 1 1,260,136 0 15,693
HANESBRANDS INC COM 410345102 90,662 5,273,869 SH   DFND 1 5,255,118 0 18,751
HANGER INC COM NEW 41043F208 8,720 455,402 SH   DFND 1 455,402 0 0
HANMI FINANCIAL CORPORATION COM NEW 410495204 9,489 426,113 SH   DFND 1 426,113 0 0
HANNON ARMSTRONG SUSTAINABLE COM 41068X100 21,483 762,374 SH   DFND 1 762,374 0 0
HANNON ARMSTRONG SUSTAINABLE COM 41068X100 37 1,339 SH   DFND 1 2 1,339 0 0
HANOVER INSURANCE GROUP INC/ COM 410867105 60,249 469,602 SH   DFND 1 462,150 0 7,452
HARBORONE BANCORP INC COM 41165F101 6,696 357,517 SH   DFND 1 357,517 0 0
HARLEY-DAVIDSON INC COM 412822108 93,651 2,617,696 SH   DFND 1 2,609,228 0 8,468
HARLEY-DAVIDSON INC COM 412822108 54 1,509 SH   DFND 1 2 1,509 0 0
HARMONIC INC COM 413160102 6,321 1,138,978 SH   DFND 1 1,138,978 0 0
HARPOON THERAPEUTICS INC COM 41358P106 457 35,154 SH   DFND 1 35,154 0 0
HARRIS CORP COM 413875105 308,712 1,632,526 SH   DFND 1 1,626,469 0 6,057
HARRIS CORP COM 413875105 38 200 SH   DFND 1 2 200 0 0
HARROW HEALTH INC COM 415858109 1,705 195,978 SH   DFND 1 195,978 0 0
HARSCO CORP COM 415864107 26,936 981,659 SH   DFND 1 980,674 0 985
HARTE-HANKS INC COM 416196202 55 25,337 SH   DFND 1 25,088 0 249
HARTFORD FINANCIAL SVCS GRP COM 416515104 307,948 5,535,301 SH   DFND 1 5,517,356 0 17,945
HARTFORD FINANCIAL SVCS GRP COM 416515104 61 1,095 SH   DFND 1 2 1,095 0 0
HARVARD BIOSCIENCE INC COM 416906105 462 231,130 SH   DFND 1 231,130 0 0
HASBRO INC COM 418056107 178,181 1,688,944 SH   DFND 1 1,678,030 0 10,914
HAVERTY FURNITURE COM 419596101 5,328 312,914 SH   DFND 1 312,914 0 0
HAVERTY FURNITURE COM 419596101 173 10,201 SH   DFND 1 2 10,201 0 0
HAWAIIAN ELECTRIC INDS COM 419870100 51,792 1,189,256 SH   DFND 1 1,169,314 0 19,942
HAWAIIAN HOLDINGS INC COM 419879101 17,173 626,092 SH   DFND 1 626,092 0 0
HAWKINS INC COM 420261109 5,549 127,836 SH   DFND 1 127,836 0 0
HAWKINS INC COM 420261109 25 587 SH   DFND 1 2 587 0 0
HAWTHORN BANCSHARES INC COM 420476103 2,408 89,864 SH   DFND 1 89,864 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 5,147 161,816 SH   DFND 1 161,816 0 0
HC2 HOLDINGS INC COM 404139107 646 273,935 SH   DFND 1 259,137 0 14,798
HCA HEALTHCARE INC COM 40412C101 499,917 3,704,760 SH   DFND 1 3,692,011 0 12,749
HCA HEALTHCARE INC COM 40412C101 338 2,502 SH   DFND 1 2 2,502 0 0
HCI GROUP INC COM 40416E103 3,565 88,107 SH   DFND 1 88,027 0 80
HCP INC COM 40414L109 281,330 8,808,953 SH   DFND 1 8,785,792 0 23,161
HCP INC COM 40414L109 43 1,374 SH   DFND 1 2 1,374 0 0
HD SUPPLY HOLDINGS INC COM 40416M105 76,768 1,907,130 SH   DFND 1 1,907,130 0 0
HDFC BANK LTD-ADR SPONSORED ADS 40415F101 2,220 17,076 SH   DFND 1 16,848 0 228
HEALTH INSURANCE INNOVATIO-A COM CL A 42225K106 7,503 289,482 SH   DFND 1 289,056 0 426
HEALTHCARE REALTY TRUST INC COM 421946104 64,732 2,066,802 SH   DFND 1 2,043,144 0 23,658
HEALTHCARE SERVICES GROUP COM 421906108 29,372 968,760 SH   DFND 1 955,200 0 13,560
HEALTHCARE TRUST OF AME-CL A CL A NEW 42225P501 59,051 2,152,793 SH   DFND 1 2,152,793 0 0
HEALTHEQUITY INC COM 42226A107 60,127 919,383 SH   DFND 1 909,393 0 9,990
HEALTHEQUITY INC COM 42226A107 111 1,700 SH   DFND 1 2 1,700 0 0
HEALTHSTREAM INC COM 42222N103 10,339 399,840 SH   DFND 1 399,840 0 0
HEARTLAND EXPRESS INC COM 422347104 12,121 670,828 SH   DFND 1 670,828 0 0
HEARTLAND FINANCIAL USA INC COM 42234Q102 19,292 431,311 SH   DFND 1 431,311 0 0
HEAT BIOLOGICS INC COM NEW 42237K300 124 181,516 SH   DFND 1 181,516 0 0
HECLA MINING CO COM 422704106 10,937 6,076,510 SH   DFND 1 6,071,565 0 4,945
HEICO CORP COM 422806109 72,731 543,893 SH   DFND 1 543,893 0 0
HEICO CORP-CLASS A CL A 422806208 71,568 692,859 SH   DFND 1 692,859 0 0
HEIDRICK & STRUGGLES INTL COM 422819102 10,874 362,860 SH   DFND 1 362,470 0 390
HEIDRICK & STRUGGLES INTL COM 422819102 763 25,477 SH   DFND 1 2 25,477 0 0
HELEN OF TROY LTD COM G4388N106 46,918 359,283 SH   DFND 1 354,704 0 4,579
HELIOS TECHNOLOGIES INC COM 42328H109 18,508 398,799 SH   DFND 1 398,799 0 0
HELIUS MEDICAL TECHNOLOGIES COM CL A 42328V504 295 134,183 SH   DFND 1 134,183 0 0
HELIX ENERGY SOLUTIONS GROUP COM 42330P107 15,082 1,747,664 SH   DFND 1 1,747,664 0 0
HELMERICH & PAYNE COM 423452101 83,497 1,652,205 SH   DFND 1 1,646,905 0 5,300
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 2,913 225,538 SH   DFND 1 225,538 0 0
HENNESSY ADVISORS INC COM 425885100 127 13,164 SH   DFND 1 13,164 0 0
HENNESSY CAPITAL ACQUIS-CW25 *W EXP 09/05/202 42589C112 547 912,512 SH   DFND 1 2 912,512 0 0
HENNESSY CAPITAL ACQUISITI-A CL A COM 42589C104 730 73,808 SH   DFND 1 2 73,808 0 0
HENRY SCHEIN INC COM 806407102 155,593 2,229,661 SH   DFND 1 2,216,424 0 13,237
HERBALIFE NUTRITION LTD COM SHS G4412G101 58,144 1,359,829 SH   DFND 1 1,359,829 0 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 30 722 SH   DFND 1 2 722 0 0
HERC HOLDINGS INC COM 42704L104 13,552 295,717 SH   DFND 1 295,717 0 0
HERITAGE COMMERCE CORP COM 426927109 6,805 555,549 SH   DFND 1 555,549 0 0
HERITAGE FINANCIAL CORP COM 42722X106 13,529 458,000 SH   DFND 1 458,000 0 0
HERITAGE INSURANCE HOLDINGS COM 42727J102 4,745 307,945 SH   DFND 1 307,945 0 0
HERITAGE-CRYSTAL CLEAN INC COM 42726M106 5,038 191,499 SH   DFND 1 191,499 0 0
HERMAN MILLER INC COM 600544100 41,573 930,061 SH   DFND 1 919,296 0 10,765
HERON THERAPEUTICS INC COM 427746102 16,676 897,080 SH   DFND 1 897,080 0 0
HERSHA HOSPITALITY TRUST PR SHS BEN INT 427825500 9,625 581,955 SH   DFND 1 581,955 0 0
HERSHEY CO/THE COM 427866108 304,987 2,278,982 SH   DFND 1 2,272,039 0 6,943
HERTZ GLOBAL HOLDINGS INC COM 42806J106 18,633 1,167,495 SH   DFND 1 1,167,495 0 0
HESKA CORP COM RESTRC NEW 42805E306 7,929 93,102 SH   DFND 1 93,102 0 0
HESS CORP COM 42809H107 232,372 3,661,832 SH   DFND 1 3,649,685 0 12,147
HEWLETT PACKARD ENTERPRISE COM 42824C109 315,479 21,123,558 SH   DFND 1 21,059,671 0 63,887
HEWLETT PACKARD ENTERPRISE COM 42824C109 87 5,834 SH   DFND 1 2 5,834 0 0
HEXCEL CORP COM 428291108 69,204 855,644 SH   DFND 1 854,116 0 1,528
HEXINDAI INC-ADR ADR 428295109 58 24,760 SH   DFND 1 24,760 0 0
HF FOODS GROUP INC COM 40417F109 1,789 51,404 SH   DFND 1 51,404 0 0
HFF INC-CLASS A CL A 40418F108 23,114 508,241 SH   DFND 1 506,488 0 1,753
HIBBETT SPORTS INC COM 428567101 4,397 241,622 SH   DFND 1 241,622 0 0
HIGH INCOME SECURITIES FUND SHS BEN INT 42968F108 330 39,988 SH   DFND 1 2 39,988 0 0
HIGHPOINT RESOURCES CORP COM 43114K108 2,483 1,364,571 SH   DFND 1 1,364,571 0 0
HIGHPOWER INTERNATIONAL INC COM 43113X101 64 15,239 SH   DFND 1 15,239 0 0
HIGHWOODS PROPERTIES INC COM 431284108 60,636 1,468,199 SH   DFND 1 1,449,219 0 18,980
HILL INTERNATIONAL INC COM 431466101 577 213,875 SH   DFND 1 213,875 0 0
HILLENBRAND INC COM 431571108 33,782 853,732 SH   DFND 1 853,732 0 0
HILLENBRAND INC COM 431571108 1,067 26,980 SH   DFND 1 2 26,980 0 0
HILL-ROM HOLDINGS INC COM 431475102 91,367 873,326 SH   DFND 1 860,901 0 12,425
HILL-ROM HOLDINGS INC COM 431475102 283 2,709 SH   DFND 1 2 2,709 0 0
HILLTOP HOLDINGS INC COM 432748101 19,303 907,556 SH   DFND 1 907,556 0 0
HILTON GRAND VACATIONS INC COM 43283X105 29,831 937,503 SH   DFND 1 937,503 0 0
HILTON WORLDWIDE HOLDINGS IN COM 43300A203 391,747 4,015,192 SH   DFND 1 4,001,299 0 13,893
HILTON WORLDWIDE HOLDINGS IN COM 43300A203 47 489 SH   DFND 1 2 489 0 0
HIMAX TECHNOLOGIES INC-ADR SPONSORED ADR 43289P106 261 75,192 SH   DFND 1 75,192 0 0
HINGHAM INSTITUTION FOR SVGS COM 433323102 4,075 20,584 SH   DFND 1 20,584 0 0
HISTOGENICS CORP COM 43358V109 67 351,684 SH   DFND 1 351,684 0 0
HMS HOLDINGS CORP COM 40425J101 43,042 1,328,874 SH   DFND 1 1,328,874 0 0
HMS HOLDINGS CORP COM 40425J101 117 3,616 SH   DFND 1 2 3,616 0 0
HNI CORP COM 404251100 19,250 544,098 SH   DFND 1 535,407 0 8,691
HNI CORP COM 404251100 120 3,401 SH   DFND 1 2 3,401 0 0
HOLLYFRONTIER CORP COM 436106108 117,979 2,553,148 SH   DFND 1 2,545,614 0 7,534
HOLLYFRONTIER CORP COM 436106108 457 9,884 SH   DFND 1 2 9,884 0 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 1,213 63,882 SH   DFND 1 63,882 0 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 145 7,676 SH   DFND 1 2 7,676 0 0
HOLOGIC INC COM 436440101 204,443 4,264,144 SH   DFND 1 4,251,394 0 12,750
HOLOGIC INC COM 436440101 38 804 SH   DFND 1 2 804 0 0
HOME BANCORP INC COM 43689E107 3,554 92,379 SH   DFND 1 92,379 0 0
HOME BANCSHARES INC COM 436893200 39,795 2,066,220 SH   DFND 1 2,037,924 0 28,296
HOME DEPOT INC COM 437076102 3,292,802 15,852,964 SH   DFND 1 15,798,501 0 54,463
HOMESTREET INC COM 43785V102 10,863 366,523 SH   DFND 1 366,523 0 0
HOMETRUST BANCSHARES INC COM 437872104 5,305 211,057 SH   DFND 1 211,057 0 0
HOMOLOGY MEDICINES INC COM 438083107 6,230 318,363 SH   DFND 1 318,363 0 0
HONDA MOTOR CO LTD-SPONS ADR AMERN SHS 438128308 578 22,396 SH   DFND 1 19,693 0 2,703
HONEYWELL INTERNATIONAL INC COM 438516106 1,682,340 9,651,207 SH   DFND 1 9,616,465 0 34,742
HONEYWELL INTERNATIONAL INC COM 438516106 17 101 SH   DFND 1 2 101 0 0
HOOKER FURNITURE CORP COM 439038100 3,081 149,420 SH   DFND 1 149,420 0 0
HOOKIPA PHARMA INC COM 43906K100 116 17,296 SH   DFND 1 17,296 0 0
HOPE BANCORP INC COM 43940T109 21,870 1,587,152 SH   DFND 1 1,587,152 0 0
HOPFED BANCORP INC COM 439734104 877 46,264 SH   DFND 1 46,264 0 0
HORACE MANN EDUCATORS COM 440327104 23,543 584,348 SH   DFND 1 584,348 0 0
HORIZON BANCORP INC/IN COM 440407104 9,138 559,291 SH   DFND 1 559,291 0 0
HORIZON GLOBAL CORP COM 44052W104 573 159,644 SH   DFND 1 159,644 0 0
HORIZON TECHNOLOGY FINANCE C COM 44045A102 143 12,178 SH   DFND 1 12,178 0 0
HORIZON THERAPEUTICS PLC SHS G46188101 49,905 2,074,196 SH   DFND 1 2,074,196 0 0
HORIZON THERAPEUTICS PLC SHS G46188101 36 1,518 SH   DFND 1 2 1,518 0 0
HORMEL FOODS CORP COM 440452100 170,739 4,218,688 SH   DFND 1 4,204,831 0 13,857
HORMEL FOODS CORP COM 440452100 0 11 SH   DFND 1 2 11 0 0
HORNBECK OFFSHORE SERVICES COM 440543106 256 204,926 SH   DFND 1 204,926 0 0
HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 70,863 2,834,781 SH   DFND 1 2,803,384 0 31,397
HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 1,649 65,977 SH   DFND 1 2 65,977 0 0
HOST HOTELS & RESORTS INC COM 44107P104 260,266 14,302,047 SH   DFND 1 14,263,484 0 38,563
HOST HOTELS & RESORTS INC COM 44107P104 71 3,943 SH   DFND 1 2 3,943 0 0
HOSTESS BRANDS INC CL A 44109J106 20,088 1,391,138 SH   DFND 1 1,391,138 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 8,001 1,389,068 SH   DFND 1 1,389,068 0 0
HOULIHAN LOKEY INC CL A 441593100 21,238 476,958 SH   DFND 1 476,958 0 0
HOULIHAN LOKEY INC CL A 441593100 541 12,164 SH   DFND 1 2 12,164 0 0
HOUSTON AMERICAN ENERGY CORP COM 44183U100 27 135,281 SH   DFND 1 135,281 0 0
HOUSTON WIRE & CABLE CO COM 44244K109 497 94,970 SH   DFND 1 94,970 0 0
HOVNANIAN ENTERPRISES-A CL A NEW 442487401 537 70,661 SH   DFND 1 70,314 0 347
HOWARD BANCORP INC COM 442496105 2,060 135,845 SH   DFND 1 135,845 0 0
HOWARD HUGHES CORP/THE COM 44267D107 50,108 404,625 SH   DFND 1 404,625 0 0
HP INC COM 40434L105 440,363 21,209,288 SH   DFND 1 21,128,781 0 80,507
HSBC HOLDINGS PLC-SPONS ADR SPON ADR NEW 404280406 21,369 511,963 SH   DFND 1 509,192 0 2,771
HTG MOLECULAR DIAGNOSTICS COM 40434H104 404 243,633 SH   DFND 1 243,633 0 0
HUAZHU GROUP LTD-ADR SPONSORED ADS 44332N106 14,231 394,476 SH   DFND 1 393,788 0 688
HUB GROUP INC-CL A CL A 443320106 18,787 447,530 SH   DFND 1 447,530 0 0
HUBBELL INC COM 443510607 80,274 615,601 SH   DFND 1 605,622 0 9,979
HUBBELL INC COM 443510607 140 1,075 SH   DFND 1 2 1,075 0 0
HUBSPOT INC COM 443573100 69,192 405,776 SH   DFND 1 405,776 0 0
HUBSPOT INC COM 443573100 327 1,923 SH   DFND 1 2 1,923 0 0
HUDBAY MINERALS INC COMSTK 443628102 309 57,200 SH   DFND 1 2 57,200 0 0
HUDBAY MINERALS INC COMSTK 443628102 155 28,641 SH   DFND 1 28,641 0 0
HUDSON GLOBAL INC COM NEW 443787205 126 10,140 SH   DFND 1 10,140 0 0
HUDSON LTD-CLASS A COM CL A G46408103 2,570 186,399 SH   DFND 1 186,399 0 0
HUDSON PACIFIC PROPERTIES IN COM 444097109 71,718 2,155,651 SH   DFND 1 2,155,651 0 0
HUDSON TECHNOLOGIES INC COM 444144109 248 289,555 SH   DFND 1 289,555 0 0
HUMANA INC COM 444859102 458,132 1,730,191 SH   DFND 1 1,723,695 0 6,496
HUMANA INC COM 444859102 20 77 SH   DFND 1 2 77 0 0
HUNT (JB) TRANSPRT SVCS INC COM 445658107 118,226 1,295,528 SH   DFND 1 1,286,915 0 8,613
HUNT (JB) TRANSPRT SVCS INC COM 445658107 54 594 SH   DFND 1 2 594 0 0
HUNT COMPANIES FINANCE TRUST COM 44558T100 333 97,862 SH   DFND 1 97,862 0 0
HUNTINGTON BANCSHARES INC COM 446150104 222,770 16,145,432 SH   DFND 1 16,095,221 0 50,211
HUNTINGTON BANCSHARES INC COM 446150104 9 685 SH   DFND 1 2 685 0 0
HUNTINGTON INGALLS INDUSTRIE COM 446413106 136,407 607,982 SH   DFND 1 605,989 0 1,993
HUNTSMAN CORP COM 447011107 78,622 3,846,487 SH   DFND 1 3,844,673 0 1,814
HUNTSMAN CORP COM 447011107 202 9,924 SH   DFND 1 2 9,924 0 0
HURCO COMPANIES INC COM 447324104 3,795 106,742 SH   DFND 1 106,742 0 0
HURON CONSULTING GROUP INC COM 447462102 15,190 301,517 SH   DFND 1 301,517 0 0
HUTCHISON CHINA MEDITECH-ADR SPONSORED ADR 44842L103 2,799 128,016 SH   DFND 1 128,016 0 0
HUTTIG BUILDING PRODUCTS INC COM 448451104 293 113,703 SH   DFND 1 113,703 0 0
HYATT HOTELS CORP - CL A COM CL A 448579102 32,418 425,834 SH   DFND 1 425,834 0 0
HYDROGENICS CORP COM NEW 448883207 183 12,364 SH   DFND 1 12,364 0 0
HYRECAR INC COM 44916T107 128 30,692 SH   DFND 1 30,692 0 0
HYSTER-YALE MATERIALS CL A 449172105 7,967 144,190 SH   DFND 1 144,190 0 0
I3 VERTICALS INC-CLASS A COM CL A 46571Y107 3,827 129,962 SH   DFND 1 129,962 0 0
IAA INC COM 449253103 64,254 1,656,894 SH   DFND 1 1,655,533 0 1,361
IAC/INTERACTIVECORP COM 44919P508 182,174 838,037 SH   DFND 1 838,037 0 0
IAC/INTERACTIVECORP COM 44919P508 90 414 SH   DFND 1 2 414 0 0
IAMGOLD CORP COMSTK 450913108 153 45,413 SH   DFND 1 45,413 0 0
IBERIABANK CORP COM 450828108 58,476 770,950 SH   DFND 1 770,950 0 0
IBERIABANK CORP COM 450828108 101 1,335 SH   DFND 1 2 1,335 0 0
IBIO INC COM NEW 451033203 24 34,266 SH   DFND 1 34,266 0 0
ICAD INC COM NEW 44934S206 799 125,470 SH   DFND 1 125,470 0 0
ICAD INC COM NEW 44934S206 248 39,049 SH   DFND 1 2 39,049 0 0
ICAHN ENTERPRISES LP DEPOSITARY UNIT 451100101 10,049 138,788 SH   DFND 1 138,788 0 0
ICF INTERNATIONAL INC COM 44925C103 17,918 246,139 SH   DFND 1 246,139 0 0
ICHOR HOLDINGS LTD SHS G4740B105 6,866 290,449 SH   DFND 1 290,449 0 0
ICICI BANK LTD-SPON ADR ADR 45104G104 419 33,358 SH   DFND 1 30,386 0 2,972
ICON PLC SHS G4705A100 6,588 42,791 SH   DFND 1 42,791 0 0
ICONIX BRAND GROUP INC COM NEW 451055305 31 37,615 SH   DFND 1 37,615 0 0
ICU MEDICAL INC COM 44930G107 49,024 194,611 SH   DFND 1 191,554 0 3,057
ID SYSTEMS INC COM 449489103 452 76,959 SH   DFND 1 76,959 0 0
IDACORP INC COM 451107106 54,162 539,280 SH   DFND 1 530,056 0 9,224
IDEAL POWER INC COM 451622104 20 65,278 SH   DFND 1 65,278 0 0
IDEANOMICS INC COM 45166V106 864 351,591 SH   DFND 1 351,591 0 0
IDENTIV INC COM NEW 45170X205 367 71,726 SH   DFND 1 71,726 0 0
IDERA PHARMACEUTICALS INC COM PAR 45168K405 480 180,058 SH   DFND 1 180,058 0 0
IDEX CORP COM 45167R104 141,047 819,813 SH   DFND 1 805,952 0 13,861
IDEX CORP COM 45167R104 6 38 SH   DFND 1 2 38 0 0
IDEXX LABORATORIES INC COM 45168D104 396,434 1,441,702 SH   DFND 1 1,434,083 0 7,619
IDT CORP-CLASS B CL B NEW 448947507 2,242 236,819 SH   DFND 1 236,819 0 0
IDT CORP-CLASS B CL B NEW 448947507 338 35,791 SH   DFND 1 2 35,791 0 0
IEC ELECTRONICS CORP COM 44949L105 338 53,954 SH   DFND 1 53,954 0 0
IES HOLDINGS INC COM 44951W106 1,983 105,206 SH   DFND 1 105,206 0 0
IFRESH INC COM 449538107 63 50,723 SH   DFND 1 50,723 0 0
IHS MARKIT LTD SHS G47567105 378,236 5,945,032 SH   DFND 1 5,927,668 0 17,364
IHS MARKIT LTD SHS G47567105 34 537 SH   DFND 1 2 537 0 0
II-VI INC COM 902104108 29,038 794,278 SH   DFND 1 794,278 0 0
II-VI INC COM 902104108 162 4,436 SH   DFND 1 2 4,436 0 0
ILLINOIS TOOL WORKS COM 452308109 680,824 4,518,395 SH   DFND 1 4,503,087 0 15,308
ILLINOIS TOOL WORKS COM 452308109 27 184 SH   DFND 1 2 184 0 0
ILLUMINA INC COM 452327109 722,358 1,965,763 SH   DFND 1 1,952,537 0 13,226
IMAX CORP COM 45245E109 4,972 246,186 SH   DFND 1 246,186 0 0
IMMERSION CORPORATION COM 452521107 3,028 397,932 SH   DFND 1 397,932 0 0
IMMUNIC INC COM 4525EP101 121 10,611 SH   DFND 1 10,611 0 0
IMMUNOGEN INC COM 45253H101 4,710 2,170,841 SH   DFND 1 2,169,989 0 852
IMMUNOMEDICS INC COM 452907108 31,926 2,301,844 SH   DFND 1 2,301,844 0 0
IMPAC MORTGAGE HOLDINGS INC COM NEW 45254P508 279 90,056 SH   DFND 1 90,056 0 0
IMPERIAL OIL LTD COMSTK 453038408 7,901 286,389 SH   DFND 1 286,389 0 0
IMPERIAL OIL LTD COMSTK 453038408 91 3,303 SH   DFND 1 2 3,303 0 0
IMPINJ INC COM 453204109 5,414 189,170 SH   DFND 1 189,170 0 0
INCYTE CORP COM 45337C102 220,775 2,603,031 SH   DFND 1 2,585,796 0 17,235
INCYTE CORP COM 45337C102 1,511 17,786 SH   DFND 1 2 17,786 0 0
INDEPENDENCE CONTRACT DRILLI COM 453415309 725 459,420 SH   DFND 1 459,420 0 0
INDEPENDENCE HOLDING CO COM NEW 453440307 3,159 81,594 SH   DFND 1 81,594 0 0
INDEPENDENCE REALTY TRUST IN COM 45378A106 16,733 1,446,323 SH   DFND 1 1,446,323 0 0
INDEPENDENT BANK CORP - MICH COM NEW 453838609 6,856 314,679 SH   DFND 1 314,679 0 0
INDEPENDENT BANK CORP - MICH COM NEW 453838609 25 1,173 SH   DFND 1 2 1,173 0 0
INDEPENDENT BANK CORP/MA COM 453836108 34,190 448,992 SH   DFND 1 448,992 0 0
INDEPENDENT BANK GROUP INC COM 45384B106 26,605 484,093 SH   DFND 1 484,093 0 0
INDIA FUND INC COM 454089103 1,495 70,266 SH   DFND 1 2 70,266 0 0
INDIA GLOBALIZATION CAPITAL COM NEW 45408X308 325 198,608 SH   DFND 1 198,608 0 0
INDUSTRIAL LOGISTICS PROPERT COM SHS BEN INT 456237106 18,759 901,031 SH   DFND 1 901,031 0 0
INDUSTRIAL SVCS OF AMERICA COM 456314103 14 15,157 SH   DFND 1 15,157 0 0
INDUSTRIAS BACHOCO SAB SP AD SPON ADR B 456463108 208 4,115 SH   DFND 1 2 4,115 0 0
INFINERA CORP COM 45667G103 6,119 2,102,852 SH   DFND 1 2,102,852 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 654 363,617 SH   DFND 1 363,291 0 326
INFLARX NV COM N44821101 45 14,516 SH   DFND 1 14,516 0 0
INFORMATION SERVICES GROUP COM 45675Y104 974 308,484 SH   DFND 1 308,484 0 0
INFOSYS LTD-SP ADR SPONSORED ADR 456788108 4,431 419,369 SH   DFND 1 413,921 0 5,448
INFRASTRUCTURE AND ENERGY AL COM 45686J104 93 46,065 SH   DFND 1 46,065 0 0
INFUSYSTEM HOLDINGS INC COM 45685K102 200 46,642 SH   DFND 1 46,642 0 0
ING GROEP N.V.-SPONSORED ADR SPONSORED ADR 456837103 328 28,417 SH   DFND 1 25,389 0 3,028
INGERSOLL-RAND PLC SHS G47791101 449,053 3,551,043 SH   DFND 1 3,538,959 0 12,084
INGERSOLL-RAND PLC SHS G47791101 25 199 SH   DFND 1 2 199 0 0
INGEVITY CORP COM 45688C107 55,040 523,352 SH   DFND 1 515,626 0 7,726
INGLES MARKETS INC-CLASS A CL A 457030104 8,721 280,158 SH   DFND 1 280,158 0 0
INGLES MARKETS INC-CLASS A CL A 457030104 151 4,872 SH   DFND 1 2 4,872 0 0
INGREDION INC COM 457187102 69,644 844,747 SH   DFND 1 832,339 0 12,408
INGREDION INC COM 457187102 1,326 16,077 SH   DFND 1 2 16,077 0 0
INNERWORKINGS INC COM 45773Y105 2,230 584,012 SH   DFND 1 584,012 0 0
INNODATA INC COM NEW 457642205 65 72,296 SH   DFND 1 72,296 0 0
INNOPHOS HOLDINGS INC COM 45774N108 7,784 267,411 SH   DFND 1 267,411 0 0
INNOSPEC INC COM 45768S105 29,576 324,161 SH   DFND 1 324,161 0 0
INNOVATE BIOPHARMACEUTICALS COM PAR 45782F105 135 116,630 SH   DFND 1 116,630 0 0
INNOVATIVE INDUSTRIAL PROPER COM 45781V101 390 3,164 SH   DFND 1 2,896 0 268
INNOVATIVE SOLUTIONS & SUPP COM 45769N105 286 56,144 SH   DFND 1 56,144 0 0
INNOVIVA INC COM 45781M101 13,007 893,360 SH   DFND 1 893,360 0 0
INOGEN INC COM 45780L104 15,984 239,430 SH   DFND 1 235,909 0 3,521
INOGEN INC COM 45780L104 125 1,886 SH   DFND 1 2 1,886 0 0
INOVALON HOLDINGS INC - A COM CL A 45781D101 13,889 957,237 SH   DFND 1 957,237 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 3,526 1,199,559 SH   DFND 1 1,199,559 0 0
INPHI CORP COM 45772F107 27,574 550,393 SH   DFND 1 550,393 0 0
INSEEGO CORP COM 45782B104 3,249 678,330 SH   DFND 1 678,330 0 0
INSIGHT ENTERPRISES INC COM 45765U103 30,573 525,320 SH   DFND 1 525,320 0 0
INSIGNIA SYSTEMS INC COM 45765Y105 37 35,506 SH   DFND 1 35,506 0 0
INSMED INC COM PAR $.01 457669307 28,200 1,101,569 SH   DFND 1 1,101,569 0 0
INSPERITY INC COM 45778Q107 89,234 730,596 SH   DFND 1 723,252 0 7,344
INSPERITY INC COM 45778Q107 587 4,807 SH   DFND 1 2 4,807 0 0
INSPIRE MEDICAL SYSTEMS INC COM 457730109 9,812 161,797 SH   DFND 1 161,797 0 0
INSPIRED ENTERTAINMENT INC COM 45782N108 1,294 153,366 SH   DFND 1 153,366 0 0
INSTALLED BUILDING PRODUCTS COM 45780R101 16,132 272,418 SH   DFND 1 272,418 0 0
INSTEEL INDUSTRIES INC COM 45774W108 4,991 239,740 SH   DFND 1 239,740 0 0
INSTRUCTURE INC COM 45781U103 17,183 404,319 SH   DFND 1 404,319 0 0
INSULET CORP COM 45784P101 76,117 637,610 SH   DFND 1 637,610 0 0
INTEC PHARMA LTD SHS M53644106 117 27,156 SH   DFND 1 27,156 0 0
INTEGER HOLDINGS CORP COM 45826H109 35,483 422,822 SH   DFND 1 422,067 0 755
INTEGRA LIFESCIENCES HOLDING COM NEW 457985208 46,246 828,042 SH   DFND 1 815,054 0 12,988
INTEL CORP COM 458140100 3,199,775 66,936,545 SH   DFND 1 66,531,700 0 404,845
INTEL CORP COM 458140100 51 1,076 SH   DFND 1 2 1,076 0 0
INTELLIA THERAPEUTICS INC COM 45826J105 8,251 504,085 SH   DFND 1 504,085 0 0
INTELLICHECK INC COM NEW 45817G201 456 78,867 SH   DFND 1 78,867 0 0
INTELLIGENT SYSTEMS CORP COM 45816D100 2,141 74,377 SH   DFND 1 74,377 0 0
INTELSAT SA COM L5140P101 11,227 577,233 SH   DFND 1 577,233 0 0
INTER PARFUMS INC COM 458334109 16,298 245,131 SH   DFND 1 245,131 0 0
INTER PARFUMS INC COM 458334109 1 20 SH   DFND 1 2 20 0 0
INTERACTIVE BROKERS GRO-CL A COM CL A 45841N107 41,405 762,445 SH   DFND 1 748,144 0 14,301
INTERCEPT PHARMACEUTICALS IN COM 45845P108 26,152 328,670 SH   DFND 1 328,654 0 16
INTERCONTINENTAL EXCHANGE IN COM 45866F104 647,227 7,543,179 SH   DFND 1 7,516,260 0 26,919
INTERCONTINENTAL EXCHANGE IN COM 45866F104 0 6 SH   DFND 1 2 6 0 0
INTERCONTINENTAL HOTELS-ADR SPONSORED ADS 45857P806 794 11,885 SH   DFND 1 10,989 0 896
INTERDIGITAL INC COM 45867G101 26,806 416,249 SH   DFND 1 410,180 0 6,069
INTERFACE INC COM 458665304 12,086 788,400 SH   DFND 1 788,400 0 0
INTERMOLECULAR INC COM 45882D109 81 69,386 SH   DFND 1 69,386 0 0
INTERNAP CORP COM PAR 45885A409 433 143,921 SH   DFND 1 143,578 0 343
INTERNATIONAL BANCSHARES CRP COM 459044103 33,709 893,904 SH   DFND 1 883,931 0 9,973
INTERNATIONAL BANCSHARES CRP COM 459044103 14 385 SH   DFND 1 2 385 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 3,697 285,085 SH   DFND 1 285,085 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 333 25,694 SH   DFND 1 2 25,694 0 0
INTERNATIONAL MONEY EXPRESS COM 46005L101 2,287 162,221 SH   DFND 1 162,221 0 0
INTERNATIONAL PAPER CO COM 460146103 266,529 6,160,186 SH   DFND 1 6,139,753 0 20,433
INTERNATIONAL PAPER CO COM 460146103 238 5,507 SH   DFND 1 2 5,507 0 0
INTERNATIONAL SEAWAYS INC COM Y41053102 6,654 350,256 SH   DFND 1 350,256 0 0
INTERNET GOLD-GOLDEN LINES ORD M56595107 3 10,302 SH   DFND 1 10,302 0 0
INTERPACE DIAGNOSTICS GROUP COM NEW 46062X204 235 324,725 SH   DFND 1 324,725 0 0
INTERPUBLIC GROUP OF COS INC COM 460690100 132,050 5,850,018 SH   DFND 1 5,830,657 0 19,361
INTERSECT ENT INC COM 46071F103 9,135 401,389 SH   DFND 1 401,389 0 0
INTERXION HOLDING NV SHS N47279109 984 12,938 SH   DFND 1 12,938 0 0
INTEST CORP COM 461147100 191 39,775 SH   DFND 1 39,775 0 0
INTEVAC INC COM 461148108 707 146,265 SH   DFND 1 146,265 0 0
INTL BUSINESS MACHINES CORP COM 459200101 1,676,620 12,177,600 SH   DFND 1 12,133,441 0 44,159
INTL BUSINESS MACHINES CORP COM 459200101 27 199 SH   DFND 1 2 199 0 0
INTL FCSTONE INC COM 46116V105 11,327 286,120 SH   DFND 1 286,120 0 0
INTL FLAVORS & FRAGRANCES COM 459506101 211,258 1,458,596 SH   DFND 1 1,453,608 0 4,988
INTL SPEEDWAY CORP-CL A CL A 460335201 14,157 315,388 SH   DFND 1 311,014 0 4,374
INTRA-CELLULAR THERAPIES INC COM 46116X101 8,364 644,414 SH   DFND 1 644,414 0 0
INTREPID POTASH INC COM 46121Y102 4,079 1,214,202 SH   DFND 1 1,214,202 0 0
INTREXON CORP COM 46122T102 7,913 1,033,158 SH   DFND 1 1,033,158 0 0
INTRICON CORP COM 46121H109 2,315 99,114 SH   DFND 1 99,114 0 0
INTUIT INC COM 461202103 1,113,867 4,268,635 SH   DFND 1 4,245,071 0 23,564
INTUIT INC COM 461202103 1,402 5,365 SH   DFND 1 2 5,365 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 934,394 1,784,000 SH   DFND 1 1,773,720 0 10,280
INUVO INC COM NEW 46122W204 44 106,848 SH   DFND 1 106,848 0 0
INVACARE CORP COM 461203101 2,144 413,217 SH   DFND 1 413,217 0 0
INVESCO LTD SHS G491BT108 154,498 7,537,241 SH   DFND 1 7,518,031 0 19,210
INVESCO LTD SHS G491BT108 35 1,759 SH   DFND 1 2 1,759 0 0
INVESCO MORTGAGE CAPITAL COM 46131B100 25,242 1,565,892 SH   DFND 1 1,564,420 0 1,472
INVESCO MORTGAGE CAPITAL COM 46131B100 114 7,124 SH   DFND 1 2 7,124 0 0
INVESTAR HOLDING CORP COM 46134L105 2,868 120,283 SH   DFND 1 120,283 0 0
INVESTORS BANCORP INC COM 46146L101 37,146 3,331,510 SH   DFND 1 3,331,510 0 0
INVESTORS BANCORP INC COM 46146L101 30 2,717 SH   DFND 1 2 2,717 0 0
INVESTORS REAL ESTATE TRUST SH BEN INT 461730509 8,936 152,312 SH   DFND 1 152,312 0 0
INVESTORS TITLE CO COM 461804106 2,797 16,749 SH   DFND 1 16,749 0 0
INVITAE CORP COM 46185L103 26,111 1,111,147 SH   DFND 1 1,111,147 0 0
INVITATION HOMES INC COM 46187W107 144,621 5,413,418 SH   DFND 1 5,413,418 0 0
INVIVO THERAPEUTICS HOLDINGS COM PAR 46186M407 7 10,036 SH   DFND 1 10,036 0 0
ION GEOPHYSICAL CORP COM NEW 462044207 687 85,368 SH   DFND 1 85,368 0 0
IONIS PHARMACEUTICALS INC COM 462222100 100,175 1,559,628 SH   DFND 1 1,559,428 0 200
IONIS PHARMACEUTICALS INC COM 462222100 152 2,369 SH   DFND 1 2 2,369 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 40,030 1,632,556 SH   DFND 1 1,632,556 0 0
IPG PHOTONICS CORP COM 44980X109 89,248 579,480 SH   DFND 1 577,772 0 1,708
IQIYI INC-ADR SPONSORED ADS 46267X108 9,861 479,473 SH   DFND 1 479,473 0 0
IQVIA HOLDINGS INC COM 46266C105 379,119 2,360,230 SH   DFND 1 2,352,695 0 7,535
IQVIA HOLDINGS INC COM 46266C105 16 103 SH   DFND 1 2 103 0 0
IRADIMED CORP COM 46266A109 1,228 60,092 SH   DFND 1 60,092 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 23,957 302,949 SH   DFND 1 302,690 0 259
IRIDEX CORP COM 462684101 225 49,568 SH   DFND 1 49,568 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 30,072 1,292,887 SH   DFND 1 1,292,256 0 631
IROBOT CORP COM 462726100 32,907 359,100 SH   DFND 1 359,100 0 0
IRON MOUNTAIN INC COM 46284V101 135,781 4,345,451 SH   DFND 1 4,331,409 0 14,042
IRON MOUNTAIN INC COM 46284V101 358 11,445 SH   DFND 1 2 11,445 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 23,233 2,123,714 SH   DFND 1 2,123,714 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 4 386 SH   DFND 1 2 386 0 0
ISHA CURR HEDGED MSCI EAFE HDG MSCI EAFE 46434V803 1,103 37,000 PRN   DFND 1 37,000 0 0
ISHARES CORE MSCI EMERGING CORE MSCI EMKT 46434G103 14,669 285,168 PRN   DFND 1 285,168 0 0
ISHARES CORE S&P 500 ETF CORE S&P500 ETF 464287200 1,343 4,555 PRN   DFND 1 4,555 0 0
ISHARES GLOBAL HEALTHCARE ET GLOB HLTHCRE ETF 464287325 455 7,380 PRN   DFND 1 7,380 0 0
ISHARES MSCI EMERGING MARKET MSCI EMG MKT ETF 464287234 11,394 265,553 PRN   DFND 1 265,553 0 0
ISHARES MSCI INDIA ETF MSCI INDIA ETF 46429B598 21,187 600,214 PRN   DFND 1 600,214 0 0
ISHARES MSCI SAUDI ARABIA ET MSCI SAUDI ARBIA 46434V423 8,122 246,000 PRN   DFND 1 246,000 0 0
ISHARES MSCI TAIWAN ETF MSCI TAIWAN ETF 46434G772 22,056 630,903 PRN   DFND 1 630,903 0 0
ISORAY INC COM 46489V104 110 269,778 SH   DFND 1 269,778 0 0
ISRAMCO INC COM NEW 465141406 1,052 8,883 SH   DFND 1 8,883 0 0
ISSUER DIRECT CORP COM NEW 46520M204 402 35,897 SH   DFND 1 35,897 0 0
ISTAR INC COM 45031U101 9,998 805,022 SH   DFND 1 805,022 0 0
ITAU UNIBANCO H-SPON PRF ADR SPON ADR REP PFD 465562106 1,079 114,595 SH   DFND 1 110,833 0 3,762
ITERIS INC COM 46564T107 1,927 372,825 SH   DFND 1 372,825 0 0
ITERIS INC COM 46564T107 8 1,559 SH   DFND 1 2 1,559 0 0
ITRON INC COM 465741106 28,340 452,934 SH   DFND 1 452,934 0 0
ITT INC COM 45073V108 65,375 998,402 SH   DFND 1 982,327 0 16,075
ITURAN LOCATION AND CONTROL SHS M6158M104 662 22,033 SH   DFND 1 22,033 0 0
ITURAN LOCATION AND CONTROL SHS M6158M104 1 42 SH   DFND 1 2 42 0 0
IVERIC BIO INC COM 46583P102 225 173,774 SH   DFND 1 173,774 0 0
IVY HIGH INCOME OPPORTUNITY COM 465893105 1,450 106,875 SH   DFND 1 2 106,875 0 0
IZEA WORLDWIDE INC COM 46604H105 12 24,901 SH   DFND 1 24,901 0 0
J & J SNACK FOODS CORP COM 466032109 34,143 212,140 SH   DFND 1 212,140 0 0
J ALEXANDER'S HOLDINGS COM 46609J106 1,613 143,659 SH   DFND 1 143,659 0 0
J. JILL INC COM 46620W102 372 187,011 SH   DFND 1 174,702 0 12,309
J.C. PENNEY CO INC COM 708160106 4,536 3,979,305 SH   DFND 1 3,979,305 0 0
J2 GLOBAL INC COM 48123V102 61,563 692,585 SH   DFND 1 683,438 0 9,147
J2 GLOBAL INC COM 48123V102 179 2,022 SH   DFND 1 2 2,022 0 0
JABIL INC COM 466313103 49,551 1,568,087 SH   DFND 1 1,542,617 0 25,470
JABIL INC COM 466313103 29 928 SH   DFND 1 2 928 0 0
JACK HENRY & ASSOCIATES INC COM 426281101 166,285 1,243,302 SH   DFND 1 1,239,637 0 3,665
JACK HENRY & ASSOCIATES INC COM 426281101 45 343 SH   DFND 1 2 343 0 0
JACK IN THE BOX INC COM 466367109 29,517 362,671 SH   DFND 1 357,945 0 4,726
JACOBS ENGINEERING GROUP INC COM 469814107 149,182 1,770,809 SH   DFND 1 1,765,366 0 5,443
JAGGED PEAK ENERGY INC COM 47009K107 6,663 805,798 SH   DFND 1 805,798 0 0
JAKKS PACIFIC INC COM 47012E106 87 124,489 SH   DFND 1 122,951 0 1,538
JAMES RIVER GROUP HOLDINGS L COM G5005R107 18,751 399,813 SH   DFND 1 399,813 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 38,182 1,784,249 SH   DFND 1 1,754,043 0 30,206
JAPAN SMALLER CAPITALIZATION COM 47109U104 2,427 285,198 SH   DFND 1 2 285,198 0 0
JASON INDUSTRIES INC COM 471172106 54 84,439 SH   DFND 1 84,439 0 0
JAZZ 1.875 08/15/21 NOTE 1.875% 8/1 472145AB7 5,088 5,000,000 PRN   DFND 1 2 5,000,000 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 110,961 778,750 SH   DFND 1 778,750 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 1,168 8,194 SH   DFND 1 2 8,194 0 0
JBG SMITH PROPERTIES COM 46590V100 67,248 1,709,417 SH   DFND 1 1,687,322 0 22,095
JD.COM INC-ADR SPON ADR CL A 47215P106 65,776 2,182,119 SH   DFND 1 2,143,386 0 38,733
JEFFERIES FINANCIAL GROUP IN COM 47233W109 73,456 3,826,135 SH   DFND 1 3,813,985 0 12,150
JEFFERIES FINANCIAL GROUP IN COM 47233W109 193 10,081 SH   DFND 1 2 10,081 0 0
JELD-WEN HOLDING INC COM 47580P103 17,414 820,273 SH   DFND 1 820,273 0 0
JERNIGAN CAPITAL INC COM 476405105 5,057 246,702 SH   DFND 1 246,702 0 0
JETBLUE AIRWAYS CORP COM 477143101 71,003 3,840,079 SH   DFND 1 3,784,983 0 55,096
JM SMUCKER CO/THE COM NEW 832696405 202,306 1,759,103 SH   DFND 1 1,753,240 0 5,863
JM SMUCKER CO/THE COM NEW 832696405 68 594 SH   DFND 1 2 594 0 0
JOHN B. SANFILIPPO & SON INC COM 800422107 9,618 120,694 SH   DFND 1 120,357 0 337
JOHN BEAN TECHNOLOGIES CORP COM 477839104 46,992 387,948 SH   DFND 1 387,948 0 0
JOHN HANCOCK TAX-ADVANTAGED TAX ADV GLB SH 41013P749 1,011 148,049 SH   DFND 1 2 148,049 0 0
JOHNSON & JOHNSON COM 478160104 5,048,679 36,306,406 SH   DFND 1 36,176,196 0 130,210
JOHNSON & JOHNSON COM 478160104 38 279 SH   DFND 1 2 279 0 0
JOHNSON CONTROLS INTERNATION SHS G51502105 467,688 11,339,503 SH   DFND 1 11,300,061 0 39,442
JOHNSON CONTROLS INTERNATION SHS G51502105 5 141 SH   DFND 1 2 141 0 0
JOHNSON OUTDOORS INC-A CL A 479167108 9,457 126,825 SH   DFND 1 126,825 0 0
JOINT CORP/THE COM 47973J102 2,782 152,902 SH   DFND 1 152,902 0 0
JONES LANG LASALLE INC COM 48020Q107 67,954 483,328 SH   DFND 1 474,954 0 8,374
JOUNCE THERAPEUTICS INC COM 481116101 1,067 215,700 SH   DFND 1 215,465 0 235
JPMORGAN CHASE & CO COM 46625H100 4,834,909 43,319,213 SH   DFND 1 43,161,243 0 157,970
JPMORGAN CHASE & CO COM 46625H100 36 329 SH   DFND 1 2 329 0 0
JUNIPER NETWORKS INC COM 48203R104 157,673 5,923,036 SH   DFND 1 5,905,523 0 17,513
JUST ENERGY GROUP INC COMSTK 48213W101 61 14,385 SH   DFND 1 14,385 0 0
K12 INC COM 48273U102 19,091 627,787 SH   DFND 1 627,461 0 326
KADANT INC COM 48282T104 12,405 136,604 SH   DFND 1 136,604 0 0
KADMON HOLDINGS INC COM 48283N106 3,291 1,597,921 SH   DFND 1 1,597,921 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 20,561 210,646 SH   DFND 1 210,646 0 0
KALA PHARMACEUTICALS INC COM 483119103 1,945 304,886 SH   DFND 1 304,886 0 0
KALEIDO BIOSCIENCES INC COM 483347100 902 77,818 SH   DFND 1 77,818 0 0
KALVISTA PHARMACEUTICALS INC COM 483497103 3,142 141,869 SH   DFND 1 141,869 0 0
KAMADA LTD SHS M6240T109 116 21,224 SH   DFND 1 21,224 0 0
KAMAN CORP COM 483548103 22,934 360,098 SH   DFND 1 360,098 0 0
KANDI TECHNOLOGIES GROUP INC COM 483709101 223 45,300 SH   DFND 1 45,300 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 202,355 1,663,604 SH   DFND 1 1,658,825 0 4,779
KANSAS CITY SOUTHERN COM NEW 485170302 109 899 SH   DFND 1 2 899 0 0
KAR AUCTION SERVICES INC COM 48238T109 41,467 1,658,708 SH   DFND 1 1,657,347 0 1,361
KAR AUCTION SERVICES INC COM 48238T109 250 10,000 SH   DFND 1 2 10,000 0 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 4,622 771,703 SH   DFND 1 771,703 0 0
KB FINANCIAL GROUP INC-ADR SPONSORED ADR 48241A105 374 9,490 SH   DFND 1 7,854 0 1,636
KB HOME COM 48666K109 30,920 1,201,726 SH   DFND 1 1,186,240 0 15,486
KB HOME COM 48666K109 885 34,400 SH   DFND 1 2 34,400 0 0
KBR INC COM 48242W106 45,310 1,816,763 SH   DFND 1 1,789,553 0 27,210
KEANE GROUP INC COM 48669A108 3,804 566,127 SH   DFND 1 566,127 0 0
KEARNY FINANCIAL CORP/MD COM 48716P108 16,024 1,205,783 SH   DFND 1 1,205,783 0 0
KELLOGG CO COM 487836108 191,340 3,578,003 SH   DFND 1 3,565,502 0 12,501
KELLOGG CO COM 487836108 40 765 SH   DFND 1 2 765 0 0
KELLY SERVICES INC -A CL A 488152208 13,525 516,434 SH   DFND 1 516,434 0 0
KEMET CORP COM NEW 488360207 13,406 712,728 SH   DFND 1 712,728 0 0
KEMPER CORP COM 488401100 58,478 677,698 SH   DFND 1 666,256 0 11,442
KEMPHARM INC COM 488445107 344 196,997 SH   DFND 1 196,997 0 0
KENNAMETAL INC COM 489170100 37,687 1,018,866 SH   DFND 1 1,003,784 0 15,082
KENNEDY-WILSON HOLDINGS INC COM 489398107 32,089 1,560,035 SH   DFND 1 1,560,035 0 0
KEURIG DR PEPPER INC COM 49271V100 43,389 1,501,371 SH   DFND 1 1,501,371 0 0
KEY ENERGY SERVICES INC COM 49309J103 144 64,014 SH   DFND 1 64,014 0 0
KEY TRONIC CORP COM 493144109 175 35,271 SH   DFND 1 35,271 0 0
KEYCORP COM 493267108 270,165 15,245,638 SH   DFND 1 15,195,726 0 49,912
KEYCORP COM 493267108 15 885 SH   DFND 1 2 885 0 0
KEYSIGHT TECHNOLOGIES IN COM 49338L103 255,025 2,844,025 SH   DFND 1 2,835,058 0 8,967
KEZAR LIFE SCIENCES INC COM 49372L100 932 120,922 SH   DFND 1 120,922 0 0
KFORCE INC COM 493732101 16,133 459,784 SH   DFND 1 459,784 0 0
KFORCE INC COM 493732101 2 73 SH   DFND 1 2 73 0 0
KILROY REALTY CORP COM 49427F108 105,579 1,430,420 SH   DFND 1 1,411,935 0 18,485
KIMBALL ELECTRONICS INC COM 49428J109 6,820 419,990 SH   DFND 1 419,990 0 0
KIMBALL INTERNATIONAL-B CL B 494274103 13,584 779,365 SH   DFND 1 779,365 0 0
KIMBALL INTERNATIONAL-B CL B 494274103 27 1,581 SH   DFND 1 2 1,581 0 0
KIMBERLY-CLARK CORP COM 494368103 739,440 5,553,273 SH   DFND 1 5,536,864 0 16,409
KIMBERLY-CLARK CORP COM 494368103 14 106 SH   DFND 1 2 106 0 0
KIMCO REALTY CORP COM 49446R109 147,674 8,001,583 SH   DFND 1 7,981,344 0 20,239
KINDER MORGAN INC COM 49456B101 566,078 27,164,103 SH   DFND 1 27,071,157 0 92,946
KINDER MORGAN INC COM 49456B101 33 1,627 SH   DFND 1 2 1,627 0 0
KINDRED BIOSCIENCES INC COM 494577109 3,588 430,839 SH   DFND 1 430,839 0 0
KINGOLD JEWELRY INC COM NEW 49579A204 16 26,949 SH   DFND 1 26,949 0 0
KINGSTONE COS INC COM 496719105 504 58,313 SH   DFND 1 58,313 0 0
KINIKSA PHARMACEUTICALS-A COM CL A G5269C101 2,194 162,109 SH   DFND 1 162,109 0 0
KINROSS GOLD CORP COMSTK 496902404 4,897 1,276,423 SH   DFND 1 1,276,423 0 0
KINROSS GOLD CORP COM 496902404 88 22,733 SH   DFND 1 22,123 0 610
KINSALE CAPITAL GROUP INC COM 49714P108 24,227 264,844 SH   DFND 1 264,844 0 0
KIRBY CORP COM 497266106 46,027 582,630 SH   DFND 1 572,759 0 9,871
KIRBY CORP COM 497266106 10 127 SH   DFND 1 2 127 0 0
KIRKLAND LAKE GOLD LTD COMSTK 49741E100 9,818 228,615 SH   DFND 1 228,615 0 0
KIRKLAND LAKE GOLD LTD COMSTK 49741E100 2,055 47,700 SH   DFND 1 2 47,700 0 0
KIRKLAND'S INC COM 497498105 301 133,444 SH   DFND 1 133,444 0 0
KITE REALTY GROUP TRUST COM NEW 49803T300 20,607 1,362,040 SH   DFND 1 1,362,040 0 0
KKR & CO INC -A CL A 48251W104 100,695 3,988,358 SH   DFND 1 3,988,358 0 0
KKR & CO INC -A CL A 48251W104 35 1,391 SH   DFND 1 2 1,391 0 0
KKR REAL ESTATE FINANCE TRUS COM 48251K100 6,780 340,394 SH   DFND 1 340,394 0 0
KLA CORP COM 482480100 286,926 2,428,984 SH   DFND 1 2,414,429 0 14,555
KLA CORP COM 482480100 32 275 SH   DFND 1 2 275 0 0
KLX ENERGY SERVICES HOLDING COM 48253L106 5,950 291,269 SH   DFND 1 291,269 0 0
KLX ENERGY SERVICES HOLDING COM 48253L106 134 6,601 SH   DFND 1 2 6,601 0 0
KNIGHT-SWIFT TRANSPORTATION CL A 499049104 45,209 1,377,565 SH   DFND 1 1,354,745 0 22,820
KNOLL INC COM NEW 498904200 15,145 659,075 SH   DFND 1 658,095 0 980
KNOLL INC COM NEW 498904200 289 12,583 SH   DFND 1 2 12,583 0 0
KNOWLES CORP COM 49926D109 19,570 1,068,831 SH   DFND 1 1,068,831 0 0
KODIAK SCIENCES INC COM 50015M109 2,161 184,768 SH   DFND 1 184,768 0 0
KOHLS CORP COM 500255104 121,523 2,559,690 SH   DFND 1 2,550,848 0 8,842
KOHLS CORP COM 500255104 83 1,766 SH   DFND 1 2 1,766 0 0
KONINKLIJKE PHILIPS NVR- NY NY REG SH NEW 500472303 731 16,794 SH   DFND 1 15,254 0 1,540
KONTOOR BRANDS INC COM 50050N103 15,602 556,852 SH   DFND 1 556,710 0 142
KOPIN CORP COM 500600101 502 461,235 SH   DFND 1 461,235 0 0
KOPPERS HOLDINGS INC COM 50060P106 7,467 254,354 SH   DFND 1 254,354 0 0
KOREA ELEC POWER CORP-SP ADR SPONSORED ADR 500631106 174 15,685 SH   DFND 1 13,589 0 2,096
KOREA FUND INC COM NEW 500634209 872 30,270 SH   DFND 1 2 30,270 0 0
KORN FERRY COM NEW 500643200 30,291 755,975 SH   DFND 1 755,975 0 0
KORN FERRY COM NEW 500643200 834 20,838 SH   DFND 1 2 20,838 0 0
KORNIT DIGITAL LTD SHS M6372Q113 906 28,630 SH   DFND 1 28,630 0 0
KORNIT DIGITAL LTD SHS M6372Q113 68 2,160 SH   DFND 1 2 2,160 0 0
KOSMOS ENERGY LTD COM 500688106 17,590 2,805,506 SH   DFND 1 2,805,506 0 0
KRAFT HEINZ CO/THE COM 500754106 298,691 9,637,282 SH   DFND 1 9,556,591 0 80,691
KRAFT HEINZ CO/THE COM 500754106 486 15,688 SH   DFND 1 2 15,688 0 0
KRATON CORP COM 50077C106 17,113 550,800 SH   DFND 1 550,396 0 404
KRATOS DEFENSE & SECURITY COM NEW 50077B207 27,141 1,185,749 SH   DFND 1 1,185,749 0 0
KREF 6.125 05/15/23 NOTE 6.125% 5/1 48251KAB6 5,168 5,000,000 PRN   DFND 1 2 5,000,000 0 0
KROGER CO COM 501044101 288,064 13,288,655 SH   DFND 1 13,250,103 0 38,552
KROGER CO COM 501044101 205 9,448 SH   DFND 1 2 9,448 0 0
KRONOS WORLDWIDE INC COM 50105F105 4,819 314,590 SH   DFND 1 313,266 0 1,324
KRYSTAL BIOTECH INC COM 501147102 4,823 119,767 SH   DFND 1 119,767 0 0
KULICKE & SOFFA INDUSTRIES COM 501242101 12,212 541,577 SH   DFND 1 541,577 0 0
KULICKE & SOFFA INDUSTRIES COM 501242101 32 1,435 SH   DFND 1 2 1,435 0 0
KURA ONCOLOGY INC COM 50127T109 8,689 441,330 SH   DFND 1 441,330 0 0
KVH INDUSTRIES INC COM 482738101 1,903 175,123 SH   DFND 1 175,123 0 0
L BRANDS INC COM 501797104 96,943 3,700,093 SH   DFND 1 3,688,433 0 11,660
L3 TECHNOLOGIES INC COM 502413107 279,980 1,139,234 SH   DFND 1 1,135,444 0 3,790
L3 TECHNOLOGIES INC COM 502413107 19 81 SH   DFND 12 81 1 0
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 2,926 316,421 SH   DFND 1 316,421 0 0
LABORATORY CRP OF AMER HLDGS COM NEW 50540R409 242,450 1,404,701 SH   DFND 1 1,400,007 0 4,694
LABORATORY CRP OF AMER HLDGS COM NEW 50540R409 61 356 SH   DFND 1 2 356 0 0
LADDER CAPITAL CORP-REIT CL A 505743104 24,182 1,455,899 SH   DFND 1 1,455,899 0 0
LADENBURG THALMANN FINANCIAL COM 50575Q102 4,760 1,387,833 SH   DFND 1 1,387,833 0 0
LADENBURG THALMANN FINANCIAL COM 50575Q102 312 91,183 SH   DFND 1 2 91,183 0 0
LAKELAND BANCORP INC COM 511637100 10,808 669,230 SH   DFND 1 669,230 0 0
LAKELAND FINANCIAL CORP COM 511656100 15,978 341,209 SH   DFND 1 341,209 0 0
LAKELAND INDUSTRIES INC COM 511795106 424 37,914 SH   DFND 1 37,914 0 0
LAM RESEARCH CORP COM 512807108 455,074 2,425,258 SH   DFND 1 2,411,694 0 13,564
LAM RESEARCH CORP COM 512807108 144 767 SH   DFND 1 2 767 0 0
LAMAR ADVERTISING CO-A CL A 512816109 80,082 992,225 SH   DFND 1 976,560 0 15,665
LAMB WESTON HOLDINGS INC COM 513272104 143,065 2,261,623 SH   DFND 1 2,254,275 0 7,348
LANCASTER COLONY CORP COM 513847103 40,996 275,885 SH   DFND 1 272,310 0 3,575
LANDEC CORP COM 514766104 3,266 348,623 SH   DFND 1 348,623 0 0
LANDMARK INFRASTRUCTURE PART COM UNIT LTD 51508J108 203 12,077 SH   DFND 1 12,077 0 0
LANDMARK INFRASTRUCTURE PART COM UNIT LTD 51508J108 48 2,900 SH   DFND 1 2 2,900 0 0
LANDS' END INC COM 51509F105 2,392 195,801 SH   DFND 1 195,674 0 127
LANDS' END INC COM 51509F105 244 20,046 SH   DFND 1 2 20,046 0 0
LANDSTAR SYSTEM INC COM 515098101 51,472 476,639 SH   DFND 1 469,286 0 7,353
LANDSTAR SYSTEM INC COM 515098101 83 772 SH   DFND 1 2 772 0 0
LANNETT CO INC COM 516012101 2,507 413,757 SH   DFND 1 413,183 0 574
LANTHEUS HOLDINGS INC COM 516544103 14,286 504,821 SH   DFND 1 504,821 0 0
LANTHEUS HOLDINGS INC COM 516544103 356 12,580 SH   DFND 1 2 12,580 0 0
LANTRONIX INC COM NEW 516548203 188 56,680 SH   DFND 1 56,680 0 0
LAREDO PETROLEUM INC COM 516806106 5,719 1,972,078 SH   DFND 1 1,972,078 0 0
LAREDO PETROLEUM INC COM 516806106 13 4,504 SH   DFND 1 2 4,504 0 0
LAS VEGAS SANDS CORP COM 517834107 233,186 3,939,770 SH   DFND 1 3,939,770 0 0
LAS VEGAS SANDS CORP COM 517834107 181 3,065 SH   DFND 1 2 3,065 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 28,079 1,924,566 SH   DFND 1 1,924,566 0 0
LAUREATE EDUCATION INC-A CL A 518613203 17,051 1,085,362 SH   DFND 1 1,085,362 0 0
LAWSON PRODUCTS INC COM 520776105 3,178 86,547 SH   DFND 1 86,547 0 0
LAZARD LTD-CL A SHS A G54050102 57,204 1,660,873 SH   DFND 1 1,660,063 0 810
LAZARD LTD-CL A SHS A G54050102 134 3,903 SH   DFND 1 2 3,903 0 0
LA-Z-BOY INC COM 505336107 22,795 743,490 SH   DFND 1 743,490 0 0
LCI INDUSTRIES COM 50189K103 27,620 306,895 SH   DFND 1 306,895 0 0
LCNB CORPORATION COM 50181P100 3,031 159,536 SH   DFND 1 159,536 0 0
LEAF GROUP LTD COM 52177G102 1,336 180,335 SH   DFND 1 180,335 0 0
LEAP THERAPEUTICS INC COM 52187K101 294 164,493 SH   DFND 1 164,493 0 0
LEAR CORP COM NEW 521865204 91,456 657,115 SH   DFND 1 657,115 0 0
LEAR CORP COM NEW 521865204 1,092 7,848 SH   DFND 1 2 7,848 0 0
LEE ENTERPRISES COM 523768109 1,438 642,241 SH   DFND 1 642,241 0 0
LEGACY ACQUISITION CORP-CL A COM CL A 524643103 2,020 200,000 SH   DFND 1 2 200,000 0 0
LEGACY ACQUISITION CORP-CW22 *W EXP 11/30/202 524643111 300 938,516 SH   DFND 1 2 938,516 0 0
LEGACY HOUSING CORP COM 52472M101 591 47,527 SH   DFND 1 47,527 0 0
LEGACYTEXAS FINANCIAL GROUP COM 52471Y106 24,630 605,027 SH   DFND 1 605,027 0 0
LEGG MASON INC COM 524901105 35,909 938,080 SH   DFND 1 918,921 0 19,159
LEGG MASON INC COM 524901105 185 4,836 SH   DFND 1 2 4,836 0 0
LEGGETT & PLATT INC COM 524660107 75,531 1,971,706 SH   DFND 1 1,965,111 0 6,595
LEIDOS HOLDINGS INC COM 525327102 122,503 1,535,181 SH   DFND 1 1,507,899 0 27,282
LEISURE ACQUISITION CORP COM 52539T107 1,013 100,000 SH   DFND 1 2 100,000 0 0
LEMAITRE VASCULAR INC COM 525558201 6,537 233,665 SH   DFND 1 233,665 0 0
LENDINGCLUB CORP COM 52603A109 16,535 5,041,223 SH   DFND 1 5,041,223 0 0
LENDINGCLUB CORP COM 52603A109 257 78,485 SH   DFND 1 2 78,485 0 0
LENDINGTREE INC COM 52603B107 35,802 85,239 SH   DFND 1 83,871 0 1,368
LENNAR CORP - B SHS CL B 526057302 3,005 78,045 SH   DFND 1 77,690 0 355
LENNAR CORP - B SHS CL B 526057302 1,867 48,500 SH   DFND 1 2 48,500 0 0
LENNAR CORP-A CL A 526057104 200,893 4,152,657 SH   DFND 1 4,139,081 0 13,576
LENNAR CORP-A CL A 526057104 95 1,976 SH   DFND 1 2 1,976 0 0
LENNOX INTERNATIONAL INC COM 526107107 113,352 412,455 SH   DFND 1 405,993 0 6,462
LEO HOLDINGS CORP UNIT 99/99/9999 G5463L121 3,745 350,000 SH   DFND 1 2 350,000 0 0
LEO HOLDINGS CORP - CW23 *W EXP 02/07/202 G5463L113 375 300,000 SH   DFND 1 2 300,000 0 0
LEVEL ONE BANCORP INC COM 52730D208 754 30,186 SH   DFND 1 30,186 0 0
LEVI STRAUSS & CO- CLASS A CL A COM STK 52736R102 6,638 317,948 SH   DFND 1 317,948 0 0
LEXICON PHARMACEUTICALS INC COM NEW 528872302 4,107 652,982 SH   DFND 1 652,982 0 0
LEXINFINTECH HOLDINGS L-ADR ADR 528877103 549 49,254 SH   DFND 1 49,254 0 0
LEXINFINTECH HOLDINGS L-ADR ADR 528877103 64 5,787 SH   DFND 1 2 5,787 0 0
LEXINGTON REALTY TRUST COM 529043101 27,247 2,895,591 SH   DFND 1 2,895,591 0 0
LG DISPLAY CO LTD-ADR SPONS ADR REP 50186V102 138 17,929 SH   DFND 1 15,184 0 2,745
LGI HOMES INC COM 50187T106 18,176 254,464 SH   DFND 1 254,464 0 0
LHC GROUP INC COM 50187A107 45,799 383,003 SH   DFND 1 383,003 0 0
LIBBEY INC COM 529898108 299 161,232 SH   DFND 1 161,232 0 0
LIBERTY BROADBAND-A COM SER A 530307107 27,483 267,247 SH   DFND 1 267,247 0 0
LIBERTY BROADBAND-C COM SER C 530307305 156,284 1,500,338 SH   DFND 1 1,500,338 0 0
LIBERTY EXPEDIA HOLD-A SER A COM 53046P109 34,478 721,457 SH   DFND 1 718,739 0 2,718
LIBERTY EXPEDIA HOLD-A SER A COM 53046P109 1,299 27,200 SH   DFND 1 2 27,200 0 0
LIBERTY GLOBAL PLC- C SHS CL C G5480U120 114,248 4,309,673 SH   DFND 1 4,288,398 0 21,275
LIBERTY GLOBAL PLC-A SHS CL A G5480U104 44,978 1,667,561 SH   DFND 1 1,659,179 0 8,382
LIBERTY LATIN AMERIC-CL A COM CL A G9001E102 10,319 598,920 SH   DFND 1 598,920 0 0
LIBERTY LATIN AMERIC-CL A COM CL A G9001E102 63 3,709 SH   DFND 1 2 3,709 0 0
LIBERTY LATIN AMERIC-CL C COM CL C G9001E128 26,180 1,522,998 SH   DFND 1 1,522,998 0 0
LIBERTY MEDIA CORP-BRAVES A COM A BRAVES GRP 531229706 2,193 78,919 SH   DFND 1 78,919 0 0
LIBERTY MEDIA CORP-BRAVES C COM C BRAVES GRP 531229888 14,997 536,211 SH   DFND 1 536,211 0 0
LIBERTY MEDIA CORP-LIBERTY-A COM SER A FRMLA 531229870 9,644 268,938 SH   DFND 1 268,938 0 0
LIBERTY MEDIA CORP-LIBERTY-C COM SER C FRMLA 531229854 83,842 2,242,680 SH   DFND 1 2,242,680 0 0
LIBERTY MEDIA COR-SIRIUSXM A COM A SIRIUSXM 531229409 41,472 1,097,384 SH   DFND 1 1,097,384 0 0
LIBERTY MEDIA COR-SIRIUSXM C COM C SIRIUSXM 531229607 70,937 1,869,157 SH   DFND 1 1,869,157 0 0
LIBERTY MEDIA COR-SIRIUSXM C COM C SIRIUSXM 531229607 69 1,841 SH   DFND 1 2 1,841 0 0
LIBERTY OILFIELD SERVICES -A COM CL A 53115L104 8,225 508,383 SH   DFND 1 508,383 0 0
LIBERTY PROPERTY TRUST SH BEN INT 531172104 111,580 2,230,960 SH   DFND 1 2,203,814 0 27,146
LIBERTY TRIPADVISOR HDG-A COM SER A 531465102 17,178 1,385,400 SH   DFND 1 1,383,869 0 1,531
LIBERTY TRIPADVISOR HDG-A COM SER A 531465102 2,137 172,370 SH   DFND 1 2 172,370 0 0
LIFE STORAGE INC COM 53223X107 69,885 735,021 SH   DFND 1 726,484 0 8,537
LIFE STORAGE INC COM 53223X107 134 1,413 SH   DFND 1 2 1,413 0 0
LIFETIME BRANDS INC COM 53222Q103 1,231 130,224 SH   DFND 1 130,224 0 0
LIFEVANTAGE CORP COM NEW 53222K205 2,325 179,128 SH   DFND 1 179,128 0 0
LIFEVANTAGE CORP COM NEW 53222K205 304 23,439 SH   DFND 1 2 23,439 0 0
LIFEWAY FOODS INC COM 531914109 138 38,028 SH   DFND 1 38,028 0 0
LIGAND PHARMACEUTICALS COM NEW 53220K504 29,937 262,267 SH   DFND 1 258,679 0 3,588
LIGHTBRIDGE CORP COM NEW 53224K203 36 54,777 SH   DFND 1 54,777 0 0
LIGHTPATH TECHNOLOGIES INC-A CL A NEW 532257805 80 88,989 SH   DFND 1 88,989 0 0
LILIS ENERGY INC COM NEW 532403201 173 284,198 SH   DFND 1 284,198 0 0
LIMBACH HOLDINGS INC COM 53263P105 189 20,849 SH   DFND 1 20,849 0 0
LIMELIGHT NETWORKS INC COM 53261M104 3,935 1,457,501 SH   DFND 1 1,457,501 0 0
LIMESTONE BANCORP INC COM 53262L105 325 21,316 SH   DFND 1 21,316 0 0
LIMONEIRA CO COM 532746104 3,909 196,053 SH   DFND 1 196,053 0 0
LINCOLN EDUCATIONAL SERVICES COM 533535100 256 111,083 SH   DFND 1 111,083 0 0
LINCOLN ELECTRIC HOLDINGS COM 533900106 60,050 729,482 SH   DFND 1 717,480 0 12,002
LINCOLN ELECTRIC HOLDINGS COM 533900106 134 1,634 SH   DFND 1 2 1,634 0 0
LINCOLN NATIONAL CORP COM 534187109 199,477 3,099,815 SH   DFND 1 3,089,617 0 10,198
LINCOLN NATIONAL CORP COM 534187109 501 7,785 SH   DFND 1 2 7,785 0 0
LINDBLAD EXPEDITIONS HOLDING COM 535219109 6,624 369,076 SH   DFND 1 369,076 0 0
LINDE PLC SHS G5494J103 1,500,214 7,477,844 SH   DFND 1 7,451,410 0 26,434
LINDSAY CORP COM 535555106 11,143 135,549 SH   DFND 1 135,549 0 0
LINTA 3.5 01/15/31 DEB 3.500% 1/1 530715AN1 8,513 9,500,000 PRN   DFND 1 2 9,500,000 0 0
LIONS GATE ENTERTAINMENT-A CL A VTG 535919401 7,915 646,173 SH   DFND 1 644,534 0 1,639
LIONS GATE ENTERTAINMENT-A CL A VTG 535919401 43 3,582 SH   DFND 1 2 3,582 0 0
LIONS GATE ENTERTAINMENT-B CL B NON VTG 535919500 11,767 1,013,554 SH   DFND 1 1,012,846 0 708
LIPOCINE INC COM 53630X104 382 196,352 SH   DFND 1 196,352 0 0
LIQTECH INTERNATIONAL INC COM 53632A201 1,272 128,440 SH   DFND 1 128,440 0 0
LIQUIDIA TECHNOLOGIES INC COM 53635D202 1,234 154,361 SH   DFND 1 154,361 0 0
LIQUIDITY SERVICES INC COM 53635B107 2,128 349,491 SH   DFND 1 349,491 0 0
LITHIA MOTORS INC-CL A CL A 536797103 32,423 272,972 SH   DFND 1 272,972 0 0
LITHIA MOTORS INC-CL A CL A 536797103 38 327 SH   DFND 1 2 327 0 0
LITTELFUSE INC COM 537008104 51,292 289,937 SH   DFND 1 285,410 0 4,527
LIVANOVA PLC SHS G5509L101 45,652 634,415 SH   DFND 1 625,569 0 8,846
LIVE NATION ENTERTAINMENT IN COM 538034109 92,078 1,390,927 SH   DFND 1 1,365,355 0 25,572
LIVE OAK BANCSHARES INC COM 53803X105 6,133 357,619 SH   DFND 1 357,619 0 0
LIVE VENTURES INC COM NEW 538142308 103 14,842 SH   DFND 1 14,842 0 0
LIVENT CORP COM 53814L108 12,601 1,821,004 SH   DFND 1 1,821,004 0 0
LIVENT CORP COM 53814L108 576 83,248 SH   DFND 1 2 83,248 0 0
LIVEPERSON INC COM 538146101 22,198 791,665 SH   DFND 1 791,665 0 0
LIVERAMP HOLDINGS INC COM 53815P108 41,371 853,378 SH   DFND 1 840,750 0 12,628
LIVERAMP HOLDINGS INC COM 53815P108 70 1,444 SH   DFND 1 2 1,444 0 0
LIVEXLIVE MEDIA INC COM NEW 53839L208 1,156 278,766 SH   DFND 1 278,766 0 0
LKQ CORP COM 501889208 124,934 4,702,840 SH   DFND 1 4,687,962 0 14,878
LLOYDS BANKING GROUP PLC-ADR SPONSORED ADR 539439109 426 150,024 SH   DFND 1 139,467 0 10,557
LLOYDS BANKING GROUP PLC-ADR SPONSORED ADR 539439109 5 1,858 SH   DFND 1 2 1,858 0 0
LM FUNDING AMERICA INC COM NEW 502074305 36 30,394 SH   DFND 1 30,394 0 0
LOCKHEED MARTIN CORP COM 539830109 1,179,879 3,251,146 SH   DFND 1 3,239,414 0 11,732
LOEWS CORP COM 540424108 242,527 4,442,940 SH   DFND 1 4,430,168 0 12,772
LOEWS CORP COM 540424108 50 921 SH   DFND 1 2 921 0 0
LOGICBIO THERAPEUTICS INC COM 54142F102 1,197 92,151 SH   DFND 1 92,151 0 0
LOGITECH INTERNATIONAL-REG SHS H50430232 4,966 124,917 SH   DFND 1 124,917 0 0
LOGMEIN INC COM 54142L109 45,241 614,021 SH   DFND 1 604,206 0 9,815
LOGMEIN INC COM 54142L109 56 772 SH   DFND 1 2 772 0 0
LONESTAR RESOURCES US I-CL A CL A VTG 54240F103 366 160,197 SH   DFND 1 160,197 0 0
LOOP INDUSTRIES INC COM 543518104 1,122 113,478 SH   DFND 1 113,478 0 0
LORAL SPACE & COMMUNICATIONS COM 543881106 6,012 174,236 SH   DFND 1 174,236 0 0
LOUISIANA-PACIFIC CORP COM 546347105 42,317 1,613,938 SH   DFND 1 1,590,419 0 23,519
LOVESAC CO/THE COM 54738L109 3,246 104,488 SH   DFND 1 104,488 0 0
LOWE'S COS INC COM 548661107 1,001,557 9,943,651 SH   DFND 1 9,904,820 0 38,831
LOWE'S COS INC COM 548661107 2 22 SH   DFND 1 2 22 0 0
LPL FINANCIAL HOLDINGS INC COM 50212V100 109,844 1,346,626 SH   DFND 1 1,346,626 0 0
LPL FINANCIAL HOLDINGS INC COM 50212V100 704 8,641 SH   DFND 1 2 8,641 0 0
LRAD CORP COM 50213V109 521 158,528 SH   DFND 1 158,528 0 0
LSB INDUSTRIES INC COM 502160104 914 234,378 SH   DFND 1 234,378 0 0
LSC COMMUNICATIONS INC COM 50218P107 1,551 422,735 SH   DFND 1 416,403 0 6,332
LSC COMMUNICATIONS INC COM 50218P107 333 90,849 SH   DFND 1 2 90,849 0 0
LSI INDUSTRIES INC COM 50216C108 666 182,634 SH   DFND 1 182,634 0 0
LSI INDUSTRIES INC COM 50216C108 116 31,786 SH   DFND 1 2 31,786 0 0
LTC PROPERTIES INC COM 502175102 28,972 634,526 SH   DFND 1 634,526 0 0
LUBY'S INC COM 549282101 75 69,569 SH   DFND 1 69,569 0 0
LULULEMON ATHLETICA INC COM 550021109 263,055 1,460,494 SH   DFND 1 1,455,475 0 5,019
LULULEMON ATHLETICA INC COM 550021109 166 924 SH   DFND 1 2 924 0 0
LUMBER LIQUIDATORS HOLDINGS COM 55003T107 4,128 357,458 SH   DFND 1 357,458 0 0
LUMENTUM HOLDINGS INC COM 55024U109 53,677 1,005,015 SH   DFND 1 991,028 0 13,987
LUMINEX CORP COM 55027E102 11,518 558,045 SH   DFND 1 558,045 0 0
LUNA INNOVATIONS INC COM 550351100 877 194,890 SH   DFND 1 194,890 0 0
LUTHER BURBANK CORP COM 550550107 2,226 204,452 SH   DFND 1 204,452 0 0
LUXFER HOLDINGS PLC SHS G5698W116 3,144 128,258 SH   DFND 1 128,258 0 0
LUXFER HOLDINGS PLC SHS G5698W116 244 9,990 SH   DFND 1 2 9,990 0 0
LYDALL INC COM 550819106 4,393 217,498 SH   DFND 1 217,498 0 0
LYDALL INC COM 550819106 316 15,648 SH   DFND 1 2 15,648 0 0
LYFT INC-A CL A COM 55087P104 33,776 514,020 SH   DFND 1 514,020 0 0
LYONDELLBASELL INDU-CL A SHS - A - N53745100 357,504 4,149,096 SH   DFND 1 4,132,738 0 16,358
LYONDELLBASELL INDU-CL A SHS - A - N53745100 17 202 SH   DFND 1 2 202 0 0
M & T BANK CORP COM 55261F104 380,848 2,242,596 SH   DFND 1 2,235,975 0 6,621
M & T BANK CORP COM 55261F104 50 298 SH   DFND 1 2 298 0 0
M III ACQUISITION CORP-CW21 *W EXP 05/20/202 45686J112 6 191,520 SH   DFND 1 2 191,520 0 0
M/I HOMES INC COM 55305B101 11,973 419,541 SH   DFND 1 419,541 0 0
M/I HOMES INC COM 55305B101 432 15,137 SH   DFND 1 2 15,137 0 0
MACATAWA BANK CORP COM 554225102 2,902 282,885 SH   DFND 1 282,885 0 0
MACERICH CO/THE COM 554382101 69,354 2,073,567 SH   DFND 1 2,068,482 0 5,085
MACERICH CO/THE COM 554382101 119 3,561 SH   DFND 1 2 3,561 0 0
MACK-CALI REALTY CORP COM 554489104 34,342 1,474,552 SH   DFND 1 1,458,015 0 16,537
MACKINAC FINANCIAL CORP COM 554571109 1,252 79,281 SH   DFND 1 79,281 0 0
MACOM TECHNOLOGY SOLUTIONS H COM 55405Y100 8,910 588,946 SH   DFND 1 588,946 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 33,245 820,382 SH   DFND 1 820,382 0 0
MACROGENICS INC COM 556099109 10,150 598,129 SH   DFND 1 598,129 0 0
MACY'S INC COM 55616P104 106,619 4,955,702 SH   DFND 1 4,940,017 0 15,685
MADISON COVERED CALL & EQUIT COM 557437100 117 17,842 SH   DFND 1 2 17,842 0 0
MADISON SQUARE GARDEN CO- A CL A 55825T103 51,111 182,580 SH   DFND 1 182,580 0 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 11,473 109,468 SH   DFND 1 109,468 0 0
MAGAL SECURITY SYS LTD ORD M6786D104 57 11,406 SH   DFND 1 11,406 0 0
MAGELLAN HEALTH INC COM NEW 559079207 23,957 322,747 SH   DFND 1 322,747 0 0
MAGENTA THERAPEUTICS INC COM 55910K108 3,544 240,292 SH   DFND 1 240,292 0 0
MAGIC SOFTWARE ENTERPRISES ORD 559166103 275 30,748 SH   DFND 1 30,748 0 0
MAGNOLIA OIL & GAS CORP *W EXP 07/31/202 559663117 11,563 3,462,061 SH   DFND 1 2 3,462,061 0 0
MAGNOLIA OIL & GAS CORP - A CL A 559663109 13,083 1,129,875 SH   DFND 1 1,129,875 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 356 557,756 SH   DFND 1 557,756 0 0
MAINSTREET BANCSHARES INC COM 56064Y100 1,593 69,911 SH   DFND 1 69,911 0 0
MAJESCO COM 56068V102 907 97,441 SH   DFND 1 97,441 0 0
MAKEMYTRIP LTD SHS V5633W109 1,185 47,784 SH   DFND 1 47,784 0 0
MALIBU BOATS INC - A COM CL A 56117J100 10,486 269,931 SH   DFND 1 269,931 0 0
MALLINCKRODT PLC SHS G5785G107 10,325 1,124,770 SH   DFND 1 1,108,851 0 15,919
MALLINCKRODT PLC SHS G5785G107 164 17,871 SH   DFND 1 2 17,871 0 0
MALVERN BANCORP INC COM 561409103 2,969 134,917 SH   DFND 1 134,917 0 0
MAMMOTH ENERGY SERVICES INC COM 56155L108 1,358 197,500 SH   DFND 1 197,500 0 0
MANHATTAN ASSOCIATES INC COM 562750109 62,301 898,618 SH   DFND 1 886,791 0 11,827
MANITEX INTERNATIONAL INC COM 563420108 718 117,534 SH   DFND 1 117,534 0 0
MANITOWOC COMPANY INC COM NEW 563571405 7,830 439,919 SH   DFND 1 439,919 0 0
MANNING & NAPIER INC CL A 56382Q102 133 76,062 SH   DFND 1 76,062 0 0
MANNKIND CORP COM NEW 56400P706 2,757 2,398,056 SH   DFND 1 2,398,056 0 0
MANPOWERGROUP INC COM 56418H100 79,899 827,512 SH   DFND 1 816,360 0 11,152
MANPOWERGROUP INC COM 56418H100 698 7,234 SH   DFND 1 2 7,234 0 0
MANTECH INTERNATIONAL CORP-A CL A 564563104 23,237 352,890 SH   DFND 1 352,890 0 0
MANULIFE FINANCIAL CORP COM 56501R106 400 22,054 SH   DFND 1 20,407 0 1,647
MARATHON OIL CORP COM 565849106 186,383 13,135,635 SH   DFND 1 13,096,759 0 38,876
MARATHON OIL CORP COM 565849106 50 3,584 SH   DFND 1 2 3,584 0 0
MARATHON PATENT GROUP INC COM 56585W401 68 23,566 SH   DFND 1 23,566 0 0
MARATHON PETROLEUM CORP COM 56585A102 495,366 8,881,956 SH   DFND 1 8,850,333 0 31,623
MARATHON PETROLEUM CORP COM 56585A102 49 882 SH   DFND 1 2 882 0 0
MARCHEX INC-CLASS B CL B 56624R108 1,967 418,641 SH   DFND 1 417,456 0 1,185
MARCUS & MILLICHAP INC COM 566324109 9,987 323,744 SH   DFND 1 323,744 0 0
MARCUS CORPORATION COM 566330106 8,972 272,234 SH   DFND 1 272,234 0 0
MARCUS CORPORATION COM 566330106 90 2,733 SH   DFND 1 2 2,733 0 0
MARIN SOFTWARE INC COM NEW 56804T205 58 23,659 SH   DFND 1 23,659 0 0
MARINE PRODUCTS CORP COM 568427108 1,534 99,414 SH   DFND 1 99,414 0 0
MARINEMAX INC COM 567908108 4,471 272,000 SH   DFND 1 272,000 0 0
MARINUS PHARMACEUTICALS INC COM 56854Q101 2,752 663,334 SH   DFND 1 663,334 0 0
MARKEL CORP COM 570535104 143,768 132,048 SH   DFND 1 132,048 0 0
MARKER THERAPEUTICS INC COM 57055L107 2,981 376,461 SH   DFND 1 376,461 0 0
MARKETAXESS HOLDINGS INC COM 57060D108 232,272 723,580 SH   DFND 1 721,781 0 1,799
MARKETAXESS HOLDINGS INC COM 57060D108 94 295 SH   DFND 1 2 295 0 0
MARLIN BUSINESS SERVICES INC COM 571157106 3,747 150,333 SH   DFND 1 150,333 0 0
MARLIN BUSINESS SERVICES INC COM 571157106 115 4,646 SH   DFND 1 2 4,646 0 0
MARRIOTT INTERNATIONAL -CL A CL A 571903202 512,426 3,659,563 SH   DFND 1 3,632,565 0 26,998
MARRIOTT VACATIONS WORLD COM 57164Y107 48,979 508,088 SH   DFND 1 500,931 0 7,157
MARRONE BIO INNOVATIONS INC COM 57165B106 792 528,584 SH   DFND 1 528,584 0 0
MARSH & MCLENNAN COS COM 571748102 777,456 7,804,712 SH   DFND 1 7,780,304 0 24,408
MARTEN TRANSPORT LTD COM 573075108 9,996 550,760 SH   DFND 1 550,760 0 0
MARTIN MARIETTA MATERIALS COM 573284106 202,301 880,699 SH   DFND 1 877,664 0 3,035
MARTIN MIDSTREAM PARTNERS LP UNIT L P INT 573331105 370 51,948 SH   DFND 1 51,948 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 153,248 6,424,650 SH   DFND 1 6,423,750 0 900
MASCO CORP COM 574599106 164,222 4,192,374 SH   DFND 1 4,177,613 0 14,761
MASIMO CORP COM 574795100 87,946 590,956 SH   DFND 1 581,968 0 8,988
MASONITE INTERNATIONAL CORP COM 575385109 16,314 309,682 SH   DFND 1 309,682 0 0
MASONITE INTERNATIONAL CORP COM 575385109 738 14,014 SH   DFND 1 2 14,014 0 0
MASTEC INC COM 576323109 39,230 761,317 SH   DFND 1 749,587 0 11,730
MASTERCARD INC - A CL A 57636Q104 3,505,949 13,274,017 SH   DFND 1 13,229,979 0 44,038
MASTERCARD INC - A CL A 57636Q104 5 21 SH   DFND 1 2 21 0 0
MASTERCRAFT BOAT HOLDINGS IN COM 57637H103 6,979 356,300 SH   DFND 1 356,300 0 0
MATADOR RESOURCES CO COM 576485205 26,316 1,323,790 SH   DFND 1 1,304,793 0 18,997
MATCH GROUP INC COM 57665R106 40,856 607,351 SH   DFND 1 607,351 0 0
MATERIALISE NV-ADR SPONSORED ADS 57667T100 334 17,134 SH   DFND 1 17,134 0 0
MATERION CORP COM 576690101 21,632 319,011 SH   DFND 1 319,011 0 0
MATINAS BIOPHARMA HOLDINGS I COM 576810105 584 682,332 SH   DFND 1 682,332 0 0
MATRIX SERVICE CO COM 576853105 8,787 433,716 SH   DFND 1 433,716 0 0
MATSON INC COM 57686G105 20,600 530,254 SH   DFND 1 530,254 0 0
MATTEL INC COM 577081102 42,259 3,769,809 SH   DFND 1 3,706,448 0 63,361
MATTEL INC COM 577081102 123 11,050 SH   DFND 1 2 11,050 0 0
MATTHEWS INTL CORP-CLASS A CL A 577128101 14,456 414,827 SH   DFND 1 414,827 0 0
MAUI LAND & PINEAPPLE CO COM 577345101 1,037 100,844 SH   DFND 1 100,844 0 0
MAXAR TECHNOLOGIES INC COM 57778K105 2,325 297,337 SH   DFND 1 297,337 0 0
MAXIM INTEGRATED PRODUCTS COM 57772K101 288,531 4,826,895 SH   DFND 1 4,802,199 0 24,696
MAXIM INTEGRATED PRODUCTS COM 57772K101 12 202 SH   DFND 1 2 202 0 0
MAXIMUS INC COM 577933104 66,405 915,433 SH   DFND 1 903,749 0 11,684
MAXLINEAR INC COM 57776J100 18,507 789,559 SH   DFND 1 789,559 0 0
MAYVILLE ENGINEERING CO INC COM 578605107 1,159 84,027 SH   DFND 1 84,027 0 0
MBIA INC COM 55262C100 10,307 1,107,172 SH   DFND 1 1,107,172 0 0
MBT FINANCIAL CORP COM 578877102 1,960 195,614 SH   DFND 1 195,614 0 0
MCCLATCHY CO-CLASS A CL A NEW 579489303 87 33,626 SH   DFND 1 33,626 0 0
MCCORMICK & CO-NON VTG SHRS COM NON VTG 579780206 298,383 1,927,923 SH   DFND 1 1,921,883 0 6,040
MCCORMICK & CO-NON VTG SHRS COM NON VTG 579780206 22 148 SH   DFND 1 2 148 0 0
MCDERMOTT INTL INC COM 580037703 21,911 2,268,272 SH   DFND 1 2,235,015 0 33,257
MCDERMOTT INTL INC COM 580037703 250 25,970 SH   DFND 1 2 25,970 0 0
MCDONALD'S CORP COM 580135101 2,421,668 11,674,231 SH   DFND 1 11,636,375 0 37,856
MCEWEN MINING INC COM 58039P107 3,796 2,169,600 SH   DFND 1 2,169,600 0 0
MCGRATH RENTCORP COM 580589109 19,912 320,399 SH   DFND 1 320,399 0 0
MCHP 1.625 02/15/25 NOTE 1.625% 2/1 595017AD6 34,484 19,540,000 PRN   DFND 1 2 19,540,000 0 0
MCHP 2.25 02/15/37 NOTE 2.250% 2/1 595017AH7 10,598 9,000,000 PRN   DFND 1 2 9,000,000 0 0
MCKESSON CORP COM 58155Q103 374,899 2,794,361 SH   DFND 1 2,784,873 0 9,488
MCKESSON CORP COM 58155Q103 29 220 SH   DFND 1 2 220 0 0
MDC HOLDINGS INC COM 552676108 20,528 626,259 SH   DFND 1 626,259 0 0
MDC PARTNERS INC-A CL A SUB VTG 552697104 816 323,853 SH   DFND 1 323,853 0 0
MDC PARTNERS INC-A CL A SUB VTG 552697104 3 1,586 SH   DFND 1 2 1,586 0 0
MDCO 2.5 01/15/22 NOTE 2.500% 1/1 584688AE5 2,401 2,000,000 PRN   DFND 1 2 2,000,000 0 0
MDU RESOURCES GROUP INC COM 552690109 78,158 3,029,393 SH   DFND 1 2,993,136 0 36,257
MECHEL PJSC-SPONSORED ADR SPONSORED ADR NE 583840608 28 13,492 SH   DFND 1 13,492 0 0
MEDALLION FINANCIAL CORP COM 583928106 676 100,447 SH   DFND 1 100,447 0 0
MEDICAL PROPERTIES TRUST INC COM 58463J304 80,744 4,629,866 SH   DFND 1 4,557,651 0 72,215
MEDICINES COMPANY COM 584688105 33,096 907,496 SH   DFND 1 907,496 0 0
MEDICINOVA INC COM NEW 58468P206 5,048 524,277 SH   DFND 1 524,277 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 61,591 680,495 SH   DFND 1 669,096 0 11,399
MEDIFAST INC COM 58470H101 22,996 179,237 SH   DFND 1 179,237 0 0
MEDIFAST INC COM 58470H101 230 1,798 SH   DFND 1 2 1,798 0 0
MEDIWOUND LTD ORD SHS M68830104 80 23,801 SH   DFND 1 23,801 0 0
MEDLEY MANAGEMENT INC - A CL A COM 58503T106 80 32,708 SH   DFND 1 32,708 0 0
MEDNAX INC COM 58502B106 23,219 920,329 SH   DFND 1 904,489 0 15,840
MEDNAX INC COM 58502B106 262 10,389 SH   DFND 1 2 10,389 0 0
MEDPACE HOLDINGS INC COM 58506Q109 26,019 397,734 SH   DFND 1 397,176 0 558
MEDPACE HOLDINGS INC COM 58506Q109 261 4,000 SH   DFND 1 2 4,000 0 0
MEDTRONIC PLC SHS G5960L103 1,740,365 17,899,587 SH   DFND 1 17,831,896 0 67,691
MEDTRONIC PLC SHS G5960L103 63 653 SH   DFND 1 2 653 0 0
MEET GROUP INC/THE COM 58513U101 3,479 999,763 SH   DFND 1 996,374 0 3,389
MEET GROUP INC/THE COM 58513U101 787 226,335 SH   DFND 1 2 226,335 0 0
MEI PHARMA INC COM NEW 55279B202 1,460 584,035 SH   DFND 1 584,035 0 0
MEIRAGTX HOLDINGS PLC COM G59665102 2,695 100,281 SH   DFND 1 100,281 0 0
MELCO RESORTS & ENTERT-ADR ADR 585464100 19,696 914,658 SH   DFND 1 914,658 0 0
MELCO RESORTS & ENTERT-ADR ADR 585464100 208 9,585 SH   DFND 1 2 9,585 0 0
MELINTA THERAPEUTICS INC COM NEW 58549G209 975 146,649 SH   DFND 1 146,649 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 4,573 41,325 SH   DFND 1 41,325 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 525 4,752 SH   DFND 1 2 4,752 0 0
MENLO THERAPEUTICS INC COM 586858102 740 123,684 SH   DFND 1 123,684 0 0
MERCADOLIBRE INC COM 58733R102 25,127 41,385 SH   DFND 1 39,371 0 2,014
MERCANTILE BANK CORP COM 587376104 6,910 212,110 SH   DFND 1 212,110 0 0
MERCER INTERNATIONAL INC COM 588056101 6,248 403,891 SH   DFND 1 403,891 0 0
MERCER INTERNATIONAL INC COM 588056101 495 32,046 SH   DFND 1 2 32,046 0 0
MERCHANTS BANCORP/IN COM 58844R108 2,790 163,877 SH   DFND 1 163,877 0 0
MERCK & CO. INC. COM 58933Y105 3,238,821 38,681,800 SH   DFND 1 38,553,566 0 128,234
MERCK & CO. INC. COM 58933Y105 37 447 SH   DFND 1 2 447 0 0
MERCURY GENERAL CORP COM 589400100 18,105 289,680 SH   DFND 1 284,713 0 4,967
MERCURY SYSTEMS INC COM 589378108 50,085 711,954 SH   DFND 1 711,954 0 0
MEREDITH CORP COM 589433101 27,221 494,397 SH   DFND 1 486,687 0 7,710
MEREDITH CORP COM 589433101 9 173 SH   DFND 1 2 173 0 0
MERIDIAN BANCORP INC COM 58958U103 12,564 702,344 SH   DFND 1 702,344 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 10,532 886,561 SH   DFND 1 886,561 0 0
MERIT MEDICAL SYSTEMS INC COM 589889104 42,156 707,797 SH   DFND 1 707,797 0 0
MERITAGE HOMES CORP COM 59001A102 25,190 490,667 SH   DFND 1 490,667 0 0
MERITAGE HOMES CORP COM 59001A102 91 1,781 SH   DFND 1 2 1,781 0 0
MERITOR INC COM 59001K100 24,394 1,005,977 SH   DFND 1 1,005,977 0 0
MERRIMACK PHARMACEUTICALS IN COM NEW 590328209 489 80,898 SH   DFND 1 80,898 0 0
MERSANA THERAPEUTICS INC COM 59045L106 1,957 483,216 SH   DFND 1 483,216 0 0
MERUS NV COM N5749R100 240 16,443 SH   DFND 1 16,443 0 0
MESA AIR GROUP INC COM NEW 590479135 1,742 190,699 SH   DFND 1 190,699 0 0
MESA LABORATORIES INC COM 59064R109 13,183 53,954 SH   DFND 1 53,954 0 0
MESOBLAST LTD- SPON ADR SPONS ADR 590717104 61 11,676 SH   DFND 1 11,676 0 0
META FINANCIAL GROUP INC COM 59100U108 11,653 415,442 SH   DFND 1 415,442 0 0
METHANEX CORP COMSTK 59151K108 3,442 75,895 SH   DFND 1 75,895 0 0
METHANEX CORP COMSTK 59151K108 1,347 29,672 SH   DFND 1 2 29,672 0 0
METHANEX CORP COM 59151K108 2,805 61,802 SH   DFND 1 61,802 0 0
METHODE ELECTRONICS INC COM 591520200 12,828 449,004 SH   DFND 1 449,004 0 0
METHODE ELECTRONICS INC COM 591520200 31 1,109 SH   DFND 1 2 1,109 0 0
METLIFE INC COM 59156R108 637,113 12,849,480 SH   DFND 1 12,799,599 0 49,881
METLIFE INC COM 59156R108 788 15,884 SH   DFND 1 2 15,884 0 0
METROPOLITAN BANK HOLDING CO COM 591774104 3,619 82,269 SH   DFND 1 82,269 0 0
METTLER-TOLEDO INTERNATIONAL COM 592688105 342,852 408,677 SH   DFND 1 407,494 0 1,183
METTLER-TOLEDO INTERNATIONAL COM 592688105 4 5 SH   DFND 1 2 5 0 0
MFA 6.25 06/15/24 NOTE 6.250% 6/1 55272XAA0 8,034 8,000,000 PRN   DFND 1 2 8,000,000 0 0
MFA FINANCIAL INC COM 55272X102 63,729 8,791,560 SH   DFND 1 8,791,560 0 0
MGE ENERGY INC COM 55277P104 33,796 462,456 SH   DFND 1 462,456 0 0
MGIC INVESTMENT CORP COM 552848103 52,361 3,984,874 SH   DFND 1 3,984,874 0 0
MGM RESORTS INTERNATIONAL COM 552953101 207,035 7,259,290 SH   DFND 1 7,234,995 0 24,295
MGP INGREDIENTS INC COM 55303J106 11,481 173,149 SH   DFND 1 173,149 0 0
MICHAELS COS INC/THE COM 59408Q106 10,718 1,232,051 SH   DFND 1 1,215,584 0 16,467
MICHAELS COS INC/THE COM 59408Q106 14 1,632 SH   DFND 1 2 1,632 0 0
MICRO FOCUS INTL-SPN ADR SPON ADR NEW 594837403 259 9,889 SH   DFND 1 9,002 0 887
MICRO FOCUS INTL-SPN ADR SPON ADR NEW 594837403 50 1,942 SH   DFND 1 2 1,942 0 0
MICROBOT MEDICAL INC COM NEW 59503A204 214 41,734 SH   DFND 1 41,734 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 305,156 3,525,585 SH   DFND 1 3,503,319 0 22,266
MICRON TECHNOLOGY INC COM 595112103 603,137 15,656,828 SH   DFND 1 15,557,643 0 99,185
MICRON TECHNOLOGY INC COM 595112103 70 1,814 SH   DFND 1 2 1,814 0 0
MICROSOFT CORP COM 594918104 13,985,832 104,568,207 SH   DFND 1 103,907,622 0 660,585
MICROSOFT CORP COM 594918104 0 2 SH   DFND 1 2 2 0 0
MICROSTRATEGY INC-CL A CL A NEW 594972408 16,022 111,801 SH   DFND 1 111,801 0 0
MICROVISION INC COM NEW 594960304 512 636,169 SH   DFND 1 636,169 0 0
MICT INC COM 55328R109 8 11,589 SH   DFND 1 11,589 0 0
MID PENN BANCORP INC COM 59540G107 2,300 92,223 SH   DFND 1 92,223 0 0
MID-AMERICA APARTMENT COMM COM 59522J103 246,757 2,098,306 SH   DFND 1 2,092,882 0 5,424
MID-AMERICA APARTMENT COMM COM 59522J103 7 65 SH   DFND 1 2 65 0 0
MID-CON ENERGY PARTNERS LP COM UNIT REPST 59560V109 5 12,520 SH   DFND 1 12,520 0 0
MIDDLEBY CORP COM 596278101 80,303 592,164 SH   DFND 1 592,164 0 0
MIDDLEBY CORP COM 596278101 38 281 SH   DFND 1 2 281 0 0
MIDDLEFIELD BANC CORP COM NEW 596304204 894 21,809 SH   DFND 1 21,809 0 0
MIDDLESEX WATER CO COM 596680108 13,636 230,159 SH   DFND 1 230,159 0 0
MIDLAND STATES BANCORP INC COM 597742105 7,168 268,284 SH   DFND 1 268,284 0 0
MIDSOUTH BANCORP INC COM 598039105 2,468 208,323 SH   DFND 1 208,323 0 0
MIDWESTONE FINANCIAL GROUP I COM 598511103 4,609 164,847 SH   DFND 1 164,847 0 0
MILACRON HOLDINGS CORP COM 59870L106 11,934 864,802 SH   DFND 1 864,802 0 0
MILESTONE SCIENTIFIC INC COM NEW 59935P209 45 126,110 SH   DFND 1 126,110 0 0
MILLENDO THERAPEUTICS INC COM 60040X103 694 60,056 SH   DFND 1 60,056 0 0
MILLER INDUSTRIES INC/TENN COM NEW 600551204 4,287 139,432 SH   DFND 1 139,432 0 0
MILLICOM INTL CELLULAR S.A. COM STK L6388F110 3,321 59,448 SH   DFND 1 59,448 0 0
MIMECAST LTD ORD SHS G14838109 2,278 48,771 SH   DFND 1 48,771 0 0
MINERALS TECHNOLOGIES INC COM 603158106 23,338 436,144 SH   DFND 1 429,694 0 6,450
MINERVA NEUROSCIENCES INC COM 603380106 2,296 407,983 SH   DFND 1 407,983 0 0
MIRAGEN THERAPEUTICS INC COM 60463E103 319 155,860 SH   DFND 1 155,860 0 0
MIRATI THERAPEUTICS INC COM 60468T105 42,518 412,801 SH   DFND 1 412,801 0 0
MISONIX INC COM 604871103 2,601 102,341 SH   DFND 1 102,341 0 0
MISTRAS GROUP INC COM 60649T107 3,043 211,790 SH   DFND 1 211,790 0 0
MITCHAM INDUSTRIES INC COM 606501104 279 70,654 SH   DFND 1 70,654 0 0
MITEK SYSTEMS INC COM NEW 606710200 4,798 482,758 SH   DFND 1 482,758 0 0
MITSUBISHI UFJ FINL-SPON ADR SPONSORED ADS 606822104 279 58,918 SH   DFND 1 43,963 0 14,955
MIZUHO FINANCIAL GROUP-ADR SPONSORED ADR 60687Y109 247 85,899 SH   DFND 1 63,275 0 22,624
MKS INSTRUMENTS INC COM 55306N104 49,624 637,114 SH   DFND 1 627,163 0 9,951
MMA CAPITAL HOLDINGS INC COM 55315D105 1,620 48,431 SH   DFND 1 48,431 0 0
MOBILE MINI INC COM 60740F105 17,904 588,374 SH   DFND 1 588,223 0 151
MOBILEIRON INC COM NEW 60739U204 8,375 1,350,908 SH   DFND 1 1,350,908 0 0
MOBILEIRON INC COM NEW 60739U204 633 102,209 SH   DFND 1 2 102,209 0 0
MODEL N INC COM 607525102 7,072 362,676 SH   DFND 1 362,676 0 0
MODERNA INC COM 60770K107 4,273 291,891 SH   DFND 1 291,891 0 0
MODINE MANUFACTURING CO COM 607828100 8,799 614,949 SH   DFND 1 614,949 0 0
MOELIS & CO - CLASS A CL A 60786M105 23,593 675,072 SH   DFND 1 674,077 0 995
MOHAWK INDUSTRIES INC COM 608190104 133,612 907,570 SH   DFND 1 904,618 0 2,952
MOLECULAR TEMPLATES INC COM 608550109 1,794 214,954 SH   DFND 1 214,954 0 0
MOLECULIN BIOTECH INC COM 60855D101 158 126,497 SH   DFND 1 126,497 0 0
MOLINA HEALTHCARE INC COM 60855R100 119,140 832,336 SH   DFND 1 820,810 0 11,526
MOLINA HEALTHCARE INC COM 60855R100 1,341 9,374 SH   DFND 1 2 9,374 0 0
MOLSON COORS BREWING CO -B CL B 60871R209 155,504 2,781,545 SH   DFND 1 2,772,540 0 9,005
MOLSON COORS BREWING CO -B CL B 60871R209 55 991 SH   DFND 1 2 991 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 16,050 1,289,229 SH   DFND 1 1,289,229 0 0
MOMO INC-SPON ADR ADR 60879B107 15,001 421,120 SH   DFND 1 421,060 0 60
MONARCH CASINO & RESORT INC COM 609027107 7,013 164,097 SH   DFND 1 164,097 0 0
MONDELEZ INTERNATIONAL INC-A CL A 609207105 1,103,684 20,512,176 SH   DFND 1 20,383,010 0 129,166
MONDELEZ INTERNATIONAL INC-A CL A 609207105 18 337 SH   DFND 1 2 337 0 0
MONEYGRAM INTERNATIONAL INC COM NEW 60935Y208 652 264,352 SH   DFND 1 264,352 0 0
MONGODB INC CL A 60937P106 52,030 342,326 SH   DFND 1 342,326 0 0
MONMOUTH REAL ESTATE INV COR CL A 609720107 15,525 1,145,767 SH   DFND 1 1,145,767 0 0
MONOCLE ACQUISITION COR-CW24 *W EXP 12/06/202 609754114 100 350,000 SH   DFND 1 2 350,000 0 0
MONOLITHIC POWER SYSTEMS INC COM 609839105 63,389 466,856 SH   DFND 1 459,604 0 7,252
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 10,522 624,867 SH   DFND 1 624,867 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 62 3,729 SH   DFND 1 2 3,729 0 0
MONRO INC COM 610236101 39,212 459,699 SH   DFND 1 459,699 0 0
MONSTER BEVERAGE CORP COM 61174X109 390,140 6,116,128 SH   DFND 1 6,075,056 0 41,072
MONSTER BEVERAGE CORP COM 61174X109 13 213 SH   DFND 1 2 213 0 0
MONTAGE RESOURCES CORP COM 61179L100 1,314 215,468 SH   DFND 1 215,468 0 0
MONTAGE RESOURCES CORP COM 61179L100 97 16,027 SH   DFND 1 2 16,027 0 0
MOODY'S CORP COM 615369105 476,392 2,442,490 SH   DFND 1 2,434,421 0 8,069
MOOG INC-CLASS A CL A 615394202 53,842 575,182 SH   DFND 1 575,182 0 0
MORGAN STANLEY COM NEW 617446448 784,971 17,949,256 SH   DFND 1 17,885,821 0 63,435
MORGAN STANLEY COM NEW 617446448 656 14,995 SH   DFND 1 2 14,995 0 0
MORGAN STANLEY CHINA A SHARE COM 617468103 401 18,471 SH   DFND 1 2 18,471 0 0
MORGAN STANLEY INDIA INVEST COM 61745C105 4,653 221,911 SH   DFND 1 2 221,911 0 0
MORNINGSTAR INC COM 617700109 41,371 286,028 SH   DFND 1 286,028 0 0
MORNINGSTAR INC COM 617700109 271 1,877 SH   DFND 1 2 1,877 0 0
MOSAIC ACQUISITION CORP-CL A COM CL A 61946M100 3,060 300,000 SH   DFND 1 2 300,000 0 0
MOSAIC CO/THE COM 61945C103 130,533 5,223,828 SH   DFND 1 5,206,807 0 17,021
MOSAIC CO/THE COM 61945C103 77 3,079 SH   DFND 1 2 3,079 0 0
MOSYS INC COM NEW 619718208 3 22,618 SH   DFND 1 22,618 0 0
MOTORCAR PARTS OF AMERICA IN COM 620071100 5,093 237,917 SH   DFND 1 237,917 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 413,444 2,483,806 SH   DFND 1 2,475,413 0 8,393
MOTUS GI HOLDINGS INC COM 62014P108 446 147,270 SH   DFND 1 147,270 0 0
MOUNTAIN PROVINCE DIAMONDS COM NEW 62426E402 72 73,559 SH   DFND 1 73,559 0 0
MOVADO GROUP INC COM 624580106 5,426 200,997 SH   DFND 1 200,997 0 0
MR COOPER GROUP INC COM 62482R107 5,126 640,017 SH   DFND 1 638,308 0 1,709
MRC GLOBAL INC COM 55345K103 17,251 1,007,676 SH   DFND 1 1,007,676 0 0
MSA SAFETY INC COM 553498106 47,949 454,971 SH   DFND 1 448,526 0 6,445
MSC INDUSTRIAL DIRECT CO-A CL A 553530106 39,590 533,129 SH   DFND 1 524,498 0 8,631
MSC INDUSTRIAL DIRECT CO-A CL A 553530106 722 9,732 SH   DFND 1 2 9,732 0 0
MSCI INC COM 55354G100 345,174 1,446,978 SH   DFND 1 1,442,859 0 4,119
MSG NETWORKS INC- A CL A 553573106 15,492 746,999 SH   DFND 1 746,999 0 0
MTBC INC COM 55378G102 246 48,850 SH   DFND 1 48,850 0 0
MTOR 3.25 10/15/37 NOTE 3.250%10/1 59001KAF7 12,507 12,000,000 PRN   DFND 1 2 12,000,000 0 0
MTS SYSTEMS CORP COM 553777103 13,890 237,319 SH   DFND 1 237,157 0 162
MUDRICK CAPITAL ACQUISI *W EXP 02/12/202 624745113 693 1,415,764 SH   DFND 1 2 1,415,764 0 0
MUELLER INDUSTRIES INC COM 624756102 20,317 694,146 SH   DFND 1 694,146 0 0
MUELLER WATER PRODUCTS INC-A COM SER A 624758108 18,910 1,925,683 SH   DFND 1 1,925,683 0 0
MULTI-COLOR CORP COM 625383104 9,371 187,540 SH   DFND 1 187,540 0 0
MURPHY OIL CORP COM 626717102 44,838 1,818,998 SH   DFND 1 1,789,118 0 29,880
MURPHY OIL CORP COM 626717102 130 5,281 SH   DFND 1 2 5,281 0 0
MURPHY USA INC COM 626755102 31,293 372,407 SH   DFND 1 366,929 0 5,478
MUSTANG BIO INC COM 62818Q104 1,456 395,858 SH   DFND 1 395,858 0 0
MUTUALFIRST FINANCIAL INC COM 62845B104 2,398 70,469 SH   DFND 1 70,469 0 0
MVB FINANCIAL CORP COM 553810102 2,233 131,704 SH   DFND 1 131,704 0 0
MY SIZE INC COM 62844N109 31 46,419 SH   DFND 1 46,419 0 0
MYERS INDUSTRIES INC COM 628464109 13,332 691,875 SH   DFND 1 691,875 0 0
MYLAN NV SHS EURO N59465109 167,166 8,792,541 SH   DFND 1 8,746,770 0 45,771
MYLAN NV SHS EURO N59465109 409 21,486 SH   DFND 1 2 21,486 0 0
MYOKARDIA INC COM 62857M105 26,834 535,195 SH   DFND 1 535,195 0 0
MYOMO INC COM 62857J102 33 48,371 SH   DFND 1 48,371 0 0
MYR GROUP INC/DELAWARE COM 55405W104 8,468 226,721 SH   DFND 1 226,721 0 0
MYRIAD GENETICS INC COM 62855J104 27,736 998,443 SH   DFND 1 998,443 0 0
N B T BANCORP INC COM 628778102 22,078 588,598 SH   DFND 1 588,598 0 0
NABORS INDUSTRIES LTD SHS G6359F103 12,340 4,255,275 SH   DFND 1 4,255,275 0 0
NABORS INDUSTRIES LTD SHS G6359F103 368 127,201 SH   DFND 1 2 127,201 0 0
NABRIVA THERAPEUTICS PLC SHS G63637105 152 62,669 SH   DFND 1 62,669 0 0
NACCO INDUSTRIES-CL A CL A 629579103 2,521 48,548 SH   DFND 1 48,548 0 0
NANOMETRICS INC COM 630077105 10,848 312,554 SH   DFND 1 312,554 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 13,942 459,386 SH   DFND 1 459,386 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 629 20,757 SH   DFND 1 2 20,757 0 0
NANOVIRICIDES INC COM NEW 630087203 42 175,983 SH   DFND 1 175,983 0 0
NANTHEALTH INC COM 630104107 163 310,453 SH   DFND 1 310,453 0 0
NANTKWEST INC COM 63016Q102 266 261,418 SH   DFND 1 261,418 0 0
NAPCO SECURITY TECHNOLOGIES COM 630402105 4,680 157,690 SH   DFND 1 157,690 0 0
NASDAQ INC COM 631103108 176,593 1,839,137 SH   DFND 1 1,833,574 0 5,563
NATERA INC COM 632307104 22,253 806,883 SH   DFND 1 806,883 0 0
NATERA INC COM 632307104 199 7,243 SH   DFND 1 2 7,243 0 0
NATHAN'S FAMOUS INC COM 632347100 3,087 39,528 SH   DFND 1 39,528 0 0
NATIONAL BANK HOLD-CL A CL A 633707104 12,543 345,543 SH   DFND 1 345,543 0 0
NATIONAL BANKSHARES INC/VA COM 634865109 3,187 81,872 SH   DFND 1 81,872 0 0
NATIONAL BEVERAGE CORP COM 635017106 8,555 191,702 SH   DFND 1 191,610 0 92
NATIONAL CINEMEDIA INC COM 635309107 5,474 834,506 SH   DFND 1 834,384 0 122
NATIONAL CINEMEDIA INC COM 635309107 45 6,917 SH   DFND 1 2 6,917 0 0
NATIONAL ENERGY SERVICES REU SHS G6375R107 1,101 126,639 SH   DFND 1 126,639 0 0
NATIONAL FUEL GAS CO COM 636180101 46,768 886,608 SH   DFND 1 870,809 0 15,799
NATIONAL GENERAL HLDGS COM 636220303 21,487 936,680 SH   DFND 1 936,680 0 0
NATIONAL GENERAL HLDGS COM 636220303 389 16,995 SH   DFND 1 2 16,995 0 0
NATIONAL GRID PLC-SP ADR SPONSORED ADR NE 636274409 1,376 25,881 SH   DFND 1 24,500 0 1,381
NATIONAL GRID PLC-SP ADR SPONSORED ADR NE 636274409 20 389 SH   DFND 1 2 389 0 0
NATIONAL HEALTHCARE CORP COM 635906100 16,310 200,987 SH   DFND 1 200,987 0 0
NATIONAL HEALTHCARE CORP COM 635906100 906 11,170 SH   DFND 1 2 11,170 0 0
NATIONAL INSTRUMENTS CORP COM 636518102 68,814 1,638,832 SH   DFND 1 1,618,312 0 20,520
NATIONAL OILWELL VARCO INC COM 637071101 122,462 5,518,375 SH   DFND 1 5,499,868 0 18,507
NATIONAL PRESTO INDS INC COM 637215104 6,419 68,813 SH   DFND 1 68,813 0 0
NATIONAL RESEARCH CORP COM NEW 637372202 9,773 169,707 SH   DFND 1 169,707 0 0
NATIONAL RESEARCH CORP COM NEW 637372202 262 4,552 SH   DFND 1 2 4,552 0 0
NATIONAL RETAIL PROPERTIES COM 637417106 103,102 1,946,180 SH   DFND 1 1,916,393 0 29,787
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 26,631 920,221 SH   DFND 1 917,543 0 2,678
NATIONAL VISION HOLDINGS INC COM 63845R107 26,479 861,672 SH   DFND 1 861,672 0 0
NATIONAL WESTERN LIFE GROU-A CL A 638517102 8,220 31,987 SH   DFND 1 31,987 0 0
NATIONAL WESTERN LIFE GROU-A CL A 638517102 26 102 SH   DFND 1 2 102 0 0
NATL HEALTH INVESTORS INC COM 63633D104 43,417 556,420 SH   DFND 1 556,420 0 0
NATURAL ALTERNATIVES INTL COM NEW 638842302 279 23,978 SH   DFND 1 23,978 0 0
NATURAL GAS SERVICES GROUP COM 63886Q109 2,240 135,794 SH   DFND 1 135,794 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 1,789 178,078 SH   DFND 1 178,078 0 0
NATURAL HEALTH TRENDS CORP COM 63888P406 544 67,681 SH   DFND 1 67,473 0 208
NATURES SUNSHINE PRODS INC COM 639027101 847 91,266 SH   DFND 1 91,266 0 0
NATUS MEDICAL INC COM 639050103 11,737 456,871 SH   DFND 1 456,871 0 0
NATUS MEDICAL INC COM 639050103 57 2,240 SH   DFND 1 2 2,240 0 0
NAUTILUS INC COM 63910B102 486 220,272 SH   DFND 1 220,272 0 0
NAVIDEA BIOPHARMACEUTICALS I COM NEW 63937X202 22 36,009 SH   DFND 1 36,009 0 0
NAVIENT CORP COM 63938C108 34,515 2,528,607 SH   DFND 1 2,488,492 0 40,115
NAVIENT CORP COM 63938C108 593 43,454 SH   DFND 1 2 43,454 0 0
NAVIGANT CONSULTING INC COM 63935N107 12,487 538,480 SH   DFND 1 538,480 0 0
NAVISTAR INTERNATIONAL CORP COM 63934E108 24,948 724,190 SH   DFND 1 724,190 0 0
NAVISTAR INTERNATIONAL CORP COM 63934E108 330 9,600 SH   DFND 1 2 9,600 0 0
NCR CORPORATION COM 62886E108 39,316 1,264,189 SH   DFND 1 1,240,490 0 23,699
NCS MULTISTAGE HOLDINGS INC COM 628877102 809 228,133 SH   DFND 1 228,133 0 0
NEENAH INC COM 640079109 14,089 208,581 SH   DFND 1 208,581 0 0
NEKTAR THERAPEUTICS COM 640268108 96,680 2,721,513 SH   DFND 1 2,712,818 0 8,695
NELNET INC-CL A CL A 64031N108 19,613 331,191 SH   DFND 1 331,191 0 0
NELNET INC-CL A CL A 64031N108 80 1,359 SH   DFND 1 2 1,359 0 0
NEOGEN CORP COM 640491106 44,456 715,766 SH   DFND 1 715,766 0 0
NEOGENOMICS INC COM NEW 64049M209 28,479 1,298,079 SH   DFND 1 1,298,079 0 0
NEON THERAPEUTICS INC COM 64050Y100 579 122,264 SH   DFND 1 122,264 0 0
NEONODE INC COM PAR 64051M709 37 17,533 SH   DFND 1 17,533 0 0
NEOPHOTONICS CORP COM 64051T100 1,805 431,848 SH   DFND 1 431,848 0 0
NEOPHOTONICS CORP COM 64051T100 29 7,071 SH   DFND 1 2 7,071 0 0
NEOS THERAPEUTICS INC COM 64052L106 460 356,635 SH   DFND 1 356,635 0 0
NEOVASC INC COM NEW 64065J205 41 86,027 SH   DFND 1 86,027 0 0
NEPTUNE WELLNESS SOLUTIONS I COM 64079L105 334 76,890 SH   DFND 1 76,890 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 146 36,698 SH   DFND 1 36,698 0 0
NET ELEMENT INC COM 64111R300 72 15,898 SH   DFND 1 15,898 0 0
NETAPP INC COM 64110D104 265,120 4,301,833 SH   DFND 1 4,279,365 0 22,468
NETAPP INC COM 64110D104 416 6,745 SH   DFND 1 2 6,745 0 0
NETEASE INC-ADR SPONSORED ADR 64110W102 60,933 239,244 SH   DFND 1 236,121 0 3,123
NETEASE INC-ADR SPONSORED ADR 64110W102 41 163 SH   DFND 1 2 163 0 0
NETFLIX INC COM 64110L106 2,119,992 5,782,275 SH   DFND 1 5,743,196 0 39,079
NETGEAR INC COM 64111Q104 10,428 412,338 SH   DFND 1 412,338 0 0
NETSCOUT SYSTEMS INC COM 64115T104 24,310 957,474 SH   DFND 1 944,712 0 12,762
NETSOL TECHNOLOGIES INC COM PAR $.001 64115A402 362 64,898 SH   DFND 1 64,898 0 0
NETWORK-1 TECHNOLOGIES INC COM 64121N109 168 67,212 SH   DFND 1 67,212 0 0
NEURALSTEM INC COM NEW 64127R401 27 92,197 SH   DFND 1 92,197 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 82,431 976,324 SH   DFND 1 976,324 0 0
NEURONETICS INC COM 64131A105 1,593 127,379 SH   DFND 1 127,379 0 0
NEVRO CORP COM 64157F103 23,906 368,760 SH   DFND 1 368,760 0 0
NEW AGE BEVERAGES CORP COM 64157V108 3,929 843,311 SH   DFND 1 843,311 0 0
NEW AMERICA HIGH INCOME FUND COM NEW 641876800 1,006 113,458 SH   DFND 1 2 113,458 0 0
NEW GERMANY FUND COM 644465106 952 67,191 SH   DFND 1 2 67,191 0 0
NEW HOME CO INC/THE COM 645370107 306 79,564 SH   DFND 1 79,564 0 0
NEW IRELAND FUND INC COM 645673104 305 34,056 SH   DFND 1 2 34,056 0 0
NEW JERSEY RESOURCES CORP COM 646025106 54,530 1,095,645 SH   DFND 1 1,079,032 0 16,613
NEW MEDIA INVESTMENT GROUP COM 64704V106 7,002 741,777 SH   DFND 1 741,777 0 0
NEW ORIENTAL EDUCATIO-SP ADR SPON ADR 647581107 30,263 315,412 SH   DFND 1 315,128 0 284
NEW ORIENTAL EDUCATIO-SP ADR SPON ADR 647581107 448 4,648 SH   DFND 1 2 4,648 0 0
NEW RELIC INC COM 64829B100 39,374 455,144 SH   DFND 1 455,144 0 0
NEW RELIC INC COM 64829B100 19 224 SH   DFND 1 2 224 0 0
NEW RESIDENTIAL INVESTMENT COM NEW 64828T201 77,436 5,000,880 SH   DFND 1 5,000,880 0 0
NEW SENIOR INVESTMENT GROUP COM 648691103 7,525 1,119,934 SH   DFND 1 1,119,934 0 0
NEW YORK COMMUNITY BANCORP COM 649445103 48,723 4,882,128 SH   DFND 1 4,795,748 0 86,380
NEW YORK MORTGAGE TRUST INC COM PAR $.02 649604501 15,798 2,548,065 SH   DFND 1 2,548,065 0 0
NEW YORK TIMES CO-A CL A 650111107 51,507 1,578,706 SH   DFND 1 1,552,695 0 26,011
NEWELL BRANDS INC COM 651229106 96,525 6,269,711 SH   DFND 1 6,250,703 0 19,008
NEWLINK GENETICS CORP COM 651511107 403 272,862 SH   DFND 1 272,788 0 74
NEWMARK GROUP INC-CLASS A CL A 65158N102 18,704 2,082,859 SH   DFND 1 2,082,859 0 0
NEWMARKET CORP COM 651587107 39,284 97,986 SH   DFND 1 96,388 0 1,598
NEWMONT GOLDCORP CORP COM 651639106 463,502 12,066,532 SH   DFND 1 12,025,984 0 40,548
NEWMONT GOLDCORP CORP COM 651639106 479 12,457 SH   DFND 1 2 12,457 0 0
NEWPARK RESOURCES INC COM PAR $.01NEW 651718504 8,442 1,137,842 SH   DFND 1 1,137,842 0 0
NEWS CORP - CLASS A CL A 65249B109 85,372 6,337,967 SH   DFND 1 6,318,325 0 19,642
NEWS CORP - CLASS B CL B 65249B208 27,062 1,940,757 SH   DFND 1 1,934,800 0 5,957
NEWTEK BUSINESS SERVICES COR COM NEW 652526203 392 17,076 SH   DFND 1 17,076 0 0
NEXGEN ENERGY LTD COMSTK 65340P106 61 39,734 SH   DFND 1 39,734 0 0
NEXPOINT RESIDENTIAL COM 65341D102 10,920 263,781 SH   DFND 1 263,781 0 0
NEXPOINT STRATEGIC OPPORTUNI COM NEW 65340G205 1,206 63,786 SH   DFND 1 2 63,786 0 0
NEXSTAR MEDIA GROUP INC-CL A CL A 65336K103 54,275 535,783 SH   DFND 1 535,517 0 266
NEXSTAR MEDIA GROUP INC-CL A CL A 65336K103 35 353 SH   DFND 1 2 353 0 0
NEXTCURE INC COM 65343E108 980 65,454 SH   DFND 1 65,454 0 0
NEXTDECADE CORP COM 65342K105 1,542 244,014 SH   DFND 1 244,014 0 0
NEXTERA ENERGY INC COM 65339F101 1,337,087 6,538,710 SH   DFND 1 6,515,284 0 23,426
NEXTERA ENERGY INC COM 65339F101 8 42 SH   DFND 1 2 42 0 0
NEXTGEN HEALTHCARE INC COM 65343C102 18,894 949,464 SH   DFND 1 949,464 0 0
NEXTGEN HEALTHCARE INC COM 65343C102 1,117 56,166 SH   DFND 1 2 56,166 0 0
NGL ENERGY PARTNERS LP COM UNIT REPST 62913M107 492 33,374 SH   DFND 1 2 33,374 0 0
NGL ENERGY PARTNERS LP COM UNIT REPST 62913M107 85 5,793 SH   DFND 1 5,793 0 0
NGM BIOPHARMACEUTICALS INC COM 62921N105 1,452 99,181 SH   DFND 1 99,181 0 0
NI HOLDINGS INC COM 65342T106 2,098 119,154 SH   DFND 1 119,154 0 0
NIC INC COM 62914B100 15,098 941,281 SH   DFND 1 941,281 0 0
NICE LTD - SPON ADR SPONSORED ADR 653656108 7,252 52,939 SH   DFND 1 52,655 0 284
NICHOLAS FINANCIAL INC COM NEW 65373J209 792 84,318 SH   DFND 1 84,318 0 0
NICOLET BANKSHARES INC COM 65406E102 6,202 99,948 SH   DFND 1 99,948 0 0
NIELSEN HOLDINGS PLC SHS EUR G6518L108 117,270 5,197,819 SH   DFND 1 5,177,445 0 20,374
NIELSEN HOLDINGS PLC SHS EUR G6518L108 36 1,619 SH   DFND 1 2 1,619 0 0
NII HOLDINGS INC COM PAR 62913F508 1,282 758,970 SH   DFND 1 758,970 0 0
NII HOLDINGS INC COM PAR 62913F508 439 260,000 SH   DFND 1 2 260,000 0 0
NIKE INC -CL B CL B 654106103 1,639,580 19,556,644 SH   DFND 1 19,495,351 0 61,293
NINE ENERGY SERVICE INC COM 65441V101 2,732 157,685 SH   DFND 1 157,685 0 0
NIO INC - ADR SPON ADS 62914V106 3,486 1,376,980 SH   DFND 1 1,376,980 0 0
NIO INC - ADR SPON ADS 62914V106 730 286,661 SH   DFND 1 2 286,661 0 0
NISOURCE INC COM 65473P105 153,808 5,349,842 SH   DFND 1 5,331,950 0 17,892
NL INDUSTRIES COM NEW 629156407 226 61,991 SH   DFND 1 61,991 0 0
NLIGHT INC COM 65487K100 4,208 219,198 SH   DFND 1 219,198 0 0
NMI HOLDINGS INC-CLASS A CL A 629209305 24,907 877,338 SH   DFND 1 877,338 0 0
NMI HOLDINGS INC-CLASS A CL A 629209305 598 21,066 SH   DFND 1 2 21,066 0 0
NN INC COM 629337106 5,369 550,149 SH   DFND 1 550,149 0 0
NOAH HOLDINGS LTD-SPON ADS SPON ADS CL A 65487X102 2,629 62,201 SH   DFND 1 62,201 0 0
NOBLE CORP PLC SHS USD G65431101 5,741 3,070,532 SH   DFND 1 3,070,532 0 0
NOBLE ENERGY INC COM 655044105 151,916 6,793,922 SH   DFND 1 6,770,988 0 22,934
NOKIA CORP-SPON ADR SPONSORED ADR 654902204 129 25,889 SH   DFND 1 23,193 0 2,696
NOMURA HOLDINGS INC-SPON ADR SPONSORED ADR 65535H208 107 30,148 SH   DFND 1 20,327 0 9,821
NOODLES & CO COM CL A 65540B105 3,790 480,994 SH   DFND 1 480,994 0 0
NORBORD INC COMSTK 65548P403 530 18,000 SH   DFND 1 18,000 0 0
NORBORD INC COMSTK 65548P403 0 33 SH   DFND 1 2 33 0 0
NORDIC AMERICAN TANKERS LTD COM G65773106 1,972 842,980 SH   DFND 1 842,980 0 0
NORDIC AMERICAN TANKERS LTD COM G65773106 251 107,517 SH   DFND 1 2 107,517 0 0
NORDSON CORP COM 655663102 88,179 624,013 SH   DFND 1 614,547 0 9,466
NORDSTROM INC COM 655664100 50,414 1,585,058 SH   DFND 1 1,580,015 0 5,043
NORDSTROM INC COM 655664100 36 1,139 SH   DFND 1 2 1,139 0 0
NORFOLK SOUTHERN CORP COM 655844108 709,832 3,567,980 SH   DFND 1 3,554,580 0 13,400
NORFOLK SOUTHERN CORP COM 655844108 89 450 SH   DFND 1 2 450 0 0
NORTHEAST BANK COM 66405S100 2,935 106,422 SH   DFND 1 106,422 0 0
NORTHEAST BANK COM 66405S100 11 400 SH   DFND 1 2 400 0 0
NORTHERN OIL AND GAS INC COM 665531109 5,703 2,954,988 SH   DFND 1 2,954,988 0 0
NORTHERN TECHNOLOGIES INTL COM 665809109 323 26,428 SH   DFND 1 26,428 0 0
NORTHERN TRUST CORP COM 665859104 291,715 3,246,378 SH   DFND 1 3,235,994 0 10,384
NORTHERN TRUST CORP COM 665859104 493 5,485 SH   DFND 1 2 5,485 0 0
NORTHFIELD BANCORP INC COM 66611T108 9,679 620,083 SH   DFND 1 620,083 0 0
NORTHRIM BANCORP INC COM 666762109 3,047 85,456 SH   DFND 1 85,456 0 0
NORTHROP GRUMMAN CORP COM 666807102 722,731 2,240,283 SH   DFND 1 2,232,179 0 8,104
NORTHROP GRUMMAN CORP COM 666807102 25 78 SH   DFND 1 2 78 0 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 12,678 771,646 SH   DFND 1 771,646 0 0
NORTHWEST BANCSHARES INC COM 667340103 29,814 1,693,033 SH   DFND 1 1,693,033 0 0
NORTHWEST NATURAL HOLDING CO COM 66765N105 25,339 364,590 SH   DFND 1 364,590 0 0
NORTHWEST NATURAL HOLDING CO COM 66765N105 52 749 SH   DFND 1 2 749 0 0
NORTHWEST PIPE CO COM 667746101 3,137 121,704 SH   DFND 1 121,704 0 0
NORTHWESTERN CORP COM NEW 668074305 46,829 649,059 SH   DFND 1 639,251 0 9,808
NORWEGIAN CRUISE LINE HOLDIN SHS G66721104 168,960 3,155,884 SH   DFND 1 3,145,555 0 10,329
NORWEGIAN CRUISE LINE HOLDIN SHS G66721104 385 7,179 SH   DFND 1 2 7,179 0 0
NORWOOD FINANCIAL CORP COM 669549107 2,310 66,388 SH   DFND 1 66,388 0 0
NOVA LIFESTYLE INC COM 66979P102 91 130,824 SH   DFND 1 130,824 0 0
NOVA MEASURING INSTRUMENTS COM M7516K103 673 26,320 SH   DFND 1 26,320 0 0
NOVA MEASURING INSTRUMENTS COM M7516K103 10 397 SH   DFND 1 2 397 0 0
NOVABAY PHARMACEUTICALS INC COM NEW 66987P201 17 10,371 SH   DFND 1 10,371 0 0
NOVAGOLD RESOURCES INC COM NEW 66987E206 6,558 1,113,932 SH   DFND 1 1,113,932 0 0
NOVAN INC COM 66988N106 257 95,266 SH   DFND 1 95,266 0 0
NOVANTA INC COM 67000B104 41,924 444,590 SH   DFND 1 444,590 0 0
NOVANTA INC COM 67000B104 24 256 SH   DFND 1 2 256 0 0
NOVARTIS AG-SPONSORED ADR SPONSORED ADR 66987V109 4,337 47,508 SH   DFND 1 45,729 0 1,779
NOVAVAX INC COM NEW 670002401 2,008 342,718 SH   DFND 1 342,718 0 0
NOVELION THERAPEUTICS INC COM NEW 67001K202 66 85,409 SH   DFND 1 85,409 0 0
NOVOCURE LTD ORD SHS G6674U108 33,196 525,009 SH   DFND 1 524,689 0 320
NOVO-NORDISK A/S-SPONS ADR ADR 670100205 2,038 39,945 SH   DFND 1 37,821 0 2,124
NOVUS THERAPEUTICS INC COM 67011N105 12 12,775 SH   DFND 1 12,775 0 0
NOW INC COM 67011P100 20,007 1,355,495 SH   DFND 1 1,334,988 0 20,507
NR 4 12/01/21 NOTE 4.000%12/0 651718AE8 4,420 4,000,000 PRN   DFND 1 2 4,000,000 0 0
NRC GROUP HOLDINGS CORP COM 629375106 687 61,862 SH   DFND 1 61,862 0 0
NRC GROUP HOLDINGS CORP COM 629375106 180 16,218 SH   DFND 1 2 16,218 0 0
NRC GROUP HOLDINGS CORP-CW24 *W EXP 10/17/202 629375114 5,779 3,500,000 SH   DFND 1 2 3,500,000 0 0
NRG ENERGY INC COM NEW 629377508 147,338 4,202,379 SH   DFND 1 4,188,501 0 13,878
NRG ENERGY INC COM NEW 629377508 433 12,354 SH   DFND 1 2 12,354 0 0
NTN BUZZTIME INC COM PAR 629410606 80 21,179 SH   DFND 1 21,179 0 0
NU SKIN ENTERPRISES INC - A CL A 67018T105 28,760 583,145 SH   DFND 1 572,807 0 10,338
NU SKIN ENTERPRISES INC - A CL A 67018T105 272 5,518 SH   DFND 1 2 5,518 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 70,166 4,393,675 SH   DFND 1 4,389,111 0 4,564
NUANCE COMMUNICATIONS INC COM 67020Y100 34 2,142 SH   DFND 1 2 2,142 0 0
NUCOR CORP COM 670346105 258,809 4,704,838 SH   DFND 1 4,689,613 0 15,225
NUCOR CORP COM 670346105 491 8,913 SH   DFND 1 2 8,913 0 0
NUTANIX INC - A CL A 67059N108 26,496 1,021,441 SH   DFND 1 1,021,441 0 0
NUTANIX INC - A CL A 67059N108 42 1,650 SH   DFND 1 2 1,650 0 0
NUTRIEN LTD COMSTK 67077M108 35,676 664,382 SH   DFND 1 664,382 0 0
NUTRIEN LTD COM 67077M108 412 7,717 SH   DFND 1 7,717 0 0
NUVASIVE INC COM 670704105 39,827 680,349 SH   DFND 1 670,850 0 9,499
NUVASIVE INC COM 670704105 36 632 SH   DFND 1 2 632 0 0
NUVECTRA CORP COM 67075N108 510 152,430 SH   DFND 1 152,430 0 0
NUVEEN CREDIT STRAT INC FD COM SHS 67073D102 2,050 258,846 SH   DFND 1 2 258,846 0 0
NUVEEN NJ QUAL MUNI INC FD COM 67069Y102 586 41,625 SH   DFND 1 2 41,625 0 0
NV5 GLOBAL INC COM 62945V109 10,265 126,106 SH   DFND 1 126,106 0 0
NVAX 3.75 02/01/23 NOTE 3.750% 2/0 670002AB0 1,574 4,000,000 PRN   DFND 1 2 4,000,000 0 0
NVE CORP COM NEW 629445206 4,523 64,967 SH   DFND 1 64,967 0 0
NVE CORP COM NEW 629445206 10 155 SH   DFND 1 2 155 0 0
NVENT ELECTRIC PLC SHS G6700G107 47,575 1,919,157 SH   DFND 1 1,889,969 0 29,188
NVIDIA CORP COM 67066G104 1,320,475 8,053,691 SH   DFND 1 7,998,845 0 54,846
NVR INC COM 62944T105 134,224 39,851 SH   DFND 1 39,233 0 618
NVR INC COM 62944T105 401 119 SH   DFND 1 2 119 0 0
NXP SEMICONDUCTORS NV COM N6596X109 138,229 1,421,232 SH   DFND 1 1,407,327 0 13,905
NXP SEMICONDUCTORS NV COM N6596X109 114 1,174 SH   DFND 1 2 1,174 0 0
NXPI 1 12/01/19 NOTE 1.000%12/0 62952QAB6 26,343 25,000,000 PRN   DFND 1 2 25,000,000 0 0
NXT-ID INC COM NEW 67091J206 114 155,198 SH   DFND 1 155,198 0 0
NYMOX PHARMACEUTICAL CORP COM P73398102 39 27,005 SH   DFND 1 27,005 0 0
O2MICRO INTERNATIONAL-ADR SPONS ADR 67107W100 18 13,662 SH   DFND 1 13,662 0 0
OAK VALLEY BANCORP COM 671807105 772 39,524 SH   DFND 1 39,524 0 0
OASIS PETROLEUM INC COM 674215108 20,219 3,559,699 SH   DFND 1 3,510,181 0 49,518
OBALON THERAPEUTICS INC COM 67424L100 79 113,067 SH   DFND 1 113,067 0 0
OBSEVA SA COM H5861P103 231 20,444 SH   DFND 1 20,444 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 511,585 10,193,725 SH   DFND 1 10,158,028 0 35,697
OCCIDENTAL PETROLEUM CORP COM 674599105 270 5,388 SH   DFND 1 2 5,388 0 0
OCEAN BIO-CHEM INC COM 674631106 86 26,292 SH   DFND 1 26,292 0 0
OCEANEERING INTL INC COM 675232102 25,326 1,242,114 SH   DFND 1 1,224,004 0 18,110
OCEANFIRST FINANCIAL CORP COM 675234108 15,683 631,122 SH   DFND 1 631,122 0 0
OCH-ZIFF CAPITAL MANAGE-A CL A NEW 67551U204 1,819 79,271 SH   DFND 1 79,271 0 0
OCH-ZIFF CAPITAL MANAGE-A CL A NEW 67551U204 149 6,518 SH   DFND 1 2 6,518 0 0
OCULAR THERAPEUTIX INC COM 67576A100 2,003 455,285 SH   DFND 1 455,043 0 242
OCWEN FINANCIAL CORP COM NEW 675746309 3,063 1,479,761 SH   DFND 1 1,468,672 0 11,089
ODONATE THERAPEUTICS INC COM 676079106 4,735 129,068 SH   DFND 1 129,068 0 0
ODYSSEY MARINE EXPLORATION COM NEW 676118201 346 59,795 SH   DFND 1 59,795 0 0
OFFICE DEPOT INC COM 676220106 15,830 7,684,534 SH   DFND 1 7,676,710 0 7,824
OFFICE PROPERTIES INCOME TRU COM SHS BEN INT 67623C109 21,240 808,536 SH   DFND 1 808,536 0 0
OFG BANCORP COM 67103X102 16,144 679,217 SH   DFND 1 679,217 0 0
OGE ENERGY CORP COM 670837103 121,078 2,846,478 SH   DFND 1 2,809,828 0 36,650
OHIO VALLEY BANC CORP COM 677719106 1,622 42,063 SH   DFND 1 42,063 0 0
OHR PHARMACEUTICAL INC COM 67778H309 54 15,960 SH   DFND 1 15,960 0 0
OIL STATES INTERNATIONAL INC COM 678026105 13,541 739,973 SH   DFND 1 739,973 0 0
OIL-DRI CORP OF AMERICA COM 677864100 1,803 52,970 SH   DFND 1 52,970 0 0
OKTA INC CL A 679295105 143,387 1,161,673 SH   DFND 1 1,161,673 0 0
OKTA INC CL A 679295105 416 3,372 SH   DFND 1 2 3,372 0 0
OLD DOMINION FREIGHT LINE COM 679580100 102,729 688,735 SH   DFND 1 676,879 0 11,856
OLD DOMINION FREIGHT LINE COM 679580100 20 135 SH   DFND 1 2 135 0 0
OLD LINE BANCSHARES INC COM 67984M100 5,277 198,339 SH   DFND 1 198,339 0 0
OLD NATIONAL BANCORP COM 680033107 34,614 2,086,483 SH   DFND 1 2,086,483 0 0
OLD POINT FINANCIAL CORP COM 680194107 294 13,361 SH   DFND 1 13,361 0 0
OLD REPUBLIC INTL CORP COM 680223104 96,045 4,270,376 SH   DFND 1 4,218,237 0 52,139
OLD SECOND BANCORP INC COM 680277100 4,554 356,661 SH   DFND 1 356,661 0 0
OLIN CORP COM PAR $1 680665205 39,975 1,824,525 SH   DFND 1 1,794,344 0 30,181
OLLIE'S BARGAIN OUTLET HOLDI COM 681116109 49,689 570,427 SH   DFND 1 560,896 0 9,531
OLYMPIC STEEL INC COM 68162K106 1,633 119,702 SH   DFND 1 119,702 0 0
OLYMPIC STEEL INC COM 68162K106 20 1,526 SH   DFND 1 2 1,526 0 0
OMEGA FLEX INC COM 682095104 3,840 50,002 SH   DFND 1 50,002 0 0
OMEGA HEALTHCARE INVESTORS COM 681936100 83,774 2,279,614 SH   DFND 1 2,240,011 0 39,603
OMEROS CORP COM 682143102 9,685 617,297 SH   DFND 1 617,297 0 0
OMNICELL INC COM 68213N109 47,497 552,107 SH   DFND 1 551,660 0 447
OMNICOM GROUP COM 681919106 306,018 3,737,861 SH   DFND 1 3,726,765 0 11,096
OMNICOM GROUP COM 681919106 23 286 SH   DFND 1 2 286 0 0
OMNOVA SOLUTIONS INC COM 682129101 3,403 546,374 SH   DFND 1 546,374 0 0
ON 1 12/01/20 NOTE 1.000%12/0 682189AK1 17,835 14,518,000 PRN   DFND 1 2 14,518,000 0 0
ON DECK CAPITAL INC COM 682163100 3,439 828,817 SH   DFND 1 828,817 0 0
ON DECK CAPITAL INC COM 682163100 455 109,817 SH   DFND 1 2 109,817 0 0
ON SEMICONDUCTOR CORP COM 682189105 102,445 5,072,041 SH   DFND 1 5,072,041 0 0
ON SEMICONDUCTOR CORP COM 682189105 78 3,899 SH   DFND 1 2 3,899 0 0
ON TRACK INNOVATIONS LTD SHS M8791A109 9 22,179 SH   DFND 1 22,179 0 0
ONCOCYTE CORP COM 68235C107 760 305,420 SH   DFND 1 305,420 0 0
ONCONOVA THERAPEUTICS INC COM PAR 68232V405 135 47,394 SH   DFND 1 47,394 0 0
ONCOSEC MEDICAL INC COM 68234L306 108 43,073 SH   DFND 1 43,073 0 0
ONCTERNAL THERAPEUTICS INC COM 68236P107 134 20,180 SH   DFND 1 20,180 0 0
ONE GAS INC COM 68235P108 58,731 650,402 SH   DFND 1 640,756 0 9,646
ONE GROUP HOSPITALITY INC/TH COM 88338K103 94 29,385 SH   DFND 1 29,385 0 0
ONE LIBERTY PROPERTIES INC COM 682406103 5,727 197,761 SH   DFND 1 197,761 0 0
ONEMAIN HOLDINGS INC COM 68268W103 26,578 786,116 SH   DFND 1 784,662 0 1,454
ONEMAIN HOLDINGS INC COM 68268W103 430 12,721 SH   DFND 1 2 12,721 0 0
ONEOK INC COM 682680103 405,971 5,910,370 SH   DFND 1 5,890,664 0 19,706
ONESMART INTERNATIONAL -ADR SPONSORED ADS 68276W103 211 26,587 SH   DFND 1 26,587 0 0
ONESPAN INC COM 68287N100 5,926 418,246 SH   DFND 1 418,246 0 0
ONESPAWORLD HOLDINGS LTD COM P73684113 7,379 476,116 SH   DFND 1 476,116 0 0
OOMA INC COM 683416101 2,452 233,986 SH   DFND 1 233,986 0 0
OOMA INC COM 683416101 62 5,954 SH   DFND 1 2 5,954 0 0
OP BANCORP COM 67109R109 754 69,570 SH   DFND 1 69,570 0 0
OPEN TEXT CORP COMSTK 683715106 11,996 292,636 SH   DFND 1 292,636 0 0
OPEN TEXT CORP COMSTK 683715106 50 1,213 SH   DFND 1 2 1,213 0 0
OPEN TEXT CORP COM 683715106 8,348 202,323 SH   DFND 1 202,323 0 0
OPES ACQUISITION CORP-CW23 *W EXP 03/13/202 68373P118 128 672,912 SH   DFND 1 2 672,912 0 0
OPKO HEALTH INC COM 68375N103 12,620 5,172,193 SH   DFND 1 5,172,193 0 0
OPPENHEIMER HOLDINGS-CL A CL A NON VTG 683797104 4,591 168,665 SH   DFND 1 168,665 0 0
OPPENHEIMER HOLDINGS-CL A CL A NON VTG 683797104 281 10,360 SH   DFND 1 2 10,360 0 0
OPTICAL CABLE CORP COM NEW 683827208 49 12,030 SH   DFND 1 12,030 0 0
OPTIMIZERX CORP COM NEW 68401U204 2,266 139,895 SH   DFND 1 139,895 0 0
OPTINOSE INC COM 68404V100 2,067 292,087 SH   DFND 1 292,087 0 0
OPUS BANK COM 684000102 6,519 308,812 SH   DFND 1 308,812 0 0
ORACLE CORP COM 68389X105 2,010,823 35,351,407 SH   DFND 1 35,229,659 0 121,748
ORACLE CORP COM 68389X105 415 7,286 SH   DFND 1 2 7,286 0 0
ORAMED PHARMACEUTICALS INC COM NEW 68403P203 60 16,957 SH   DFND 1 16,957 0 0
ORANGE-SPON ADR SPONSORED ADR 684060106 600 38,203 SH   DFND 1 36,991 0 1,212
ORASURE TECHNOLOGIES INC COM 68554V108 7,704 830,243 SH   DFND 1 830,243 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 21 2,263 SH   DFND 1 2 2,263 0 0
ORBCOMM INC COM 68555P100 7,205 993,819 SH   DFND 1 993,819 0 0
ORCHID ISLAND CAPITAL INC COM 68571X103 4,029 633,619 SH   DFND 1 629,786 0 3,833
O'REILLY AUTOMOTIVE INC COM 67103H107 505,094 1,368,656 SH   DFND 1 1,361,723 0 6,933
O'REILLY AUTOMOTIVE INC COM 67103H107 32 87 SH   DFND 1 2 87 0 0
ORGANOGENESIS HOLDINGS INC COM 68621F102 1,399 184,109 SH   DFND 1 184,109 0 0
ORGANOVO HOLDINGS INC COM 68620A104 515 985,171 SH   DFND 1 985,171 0 0
ORGENESIS INC COM NEW 68619K204 202 45,425 SH   DFND 1 45,425 0 0
ORIGIN BANCORP INC COM 68621T102 4,329 131,198 SH   DFND 1 131,198 0 0
ORION ENERGY SYSTEMS INC COM 686275108 455 153,461 SH   DFND 1 153,461 0 0
ORION ENGINEERED CARBONS SA COM L72967109 6,042 282,235 SH   DFND 1 282,235 0 0
ORION GROUP HOLDINGS INC COM 68628V308 585 218,566 SH   DFND 1 214,742 0 3,824
ORITANI FINANCIAL CORP COM 68633D103 9,593 540,805 SH   DFND 1 540,805 0 0
ORIX - SPONSORED ADR SPONSORED ADR 686330101 412 5,508 SH   DFND 1 5,013 0 495
ORMAT TECHNOLOGIES INC COM 686688102 36,579 577,049 SH   DFND 1 577,049 0 0
ORRSTOWN FINL SERVICES INC COM 687380105 2,904 132,091 SH   DFND 1 132,091 0 0
ORTHOFIX MEDICAL INC COM 68752M108 17,940 339,265 SH   DFND 1 339,265 0 0
ORTHOFIX MEDICAL INC COM 68752M108 176 3,339 SH   DFND 1 2 3,339 0 0
ORTHOPEDIATRICS CORP COM 68752L100 4,399 112,797 SH   DFND 1 112,797 0 0
OSHKOSH CORP COM 688239201 77,392 926,970 SH   DFND 1 914,170 0 12,800
OSHKOSH CORP COM 688239201 1,149 13,763 SH   DFND 1 2 13,763 0 0
OSI SYSTEMS INC COM 671044105 25,128 223,111 SH   DFND 1 223,111 0 0
OSISKO GOLD ROYALTIES LTD COMSTK 68827L101 234 21,326 SH   DFND 1 21,326 0 0
OSMOTICA PHARMACEUTICALS PLC SHS G6S41R101 398 104,902 SH   DFND 1 104,902 0 0
OTONOMY INC COM 68906L105 419 152,631 SH   DFND 1 152,631 0 0
OTTER TAIL CORP COM 689648103 28,826 545,859 SH   DFND 1 545,859 0 0
OUTFRONT MEDIA INC COM 69007J106 49,512 1,919,845 SH   DFND 1 1,919,740 0 105
OUTLOOK THERAPEUTICS INC COM NEW 69012T206 67 32,480 SH   DFND 1 32,480 0 0
OVERSEAS SHIPHOLDING GROUP-A CL A NEW 69036R863 1,808 961,709 SH   DFND 1 961,709 0 0
OVERSTOCK.COM INC COM 690370101 5,040 370,656 SH   DFND 1 370,656 0 0
OVID THERAPEUTICS INC COM 690469101 420 227,042 SH   DFND 1 227,042 0 0
OWENS & MINOR INC COM 690732102 2,515 786,179 SH   DFND 1 786,179 0 0
OWENS CORNING COM 690742101 69,511 1,195,127 SH   DFND 1 1,195,127 0 0
OWENS-ILLINOIS INC COM NEW 690768403 28,308 1,639,166 SH   DFND 1 1,610,748 0 28,418
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 259 18,869 SH   DFND 1 18,869 0 0
OXFORD INDUSTRIES INC COM 691497309 15,990 210,958 SH   DFND 1 210,958 0 0
P G & E CORP COM 69331C108 27,386 1,194,890 SH   DFND 1 1,194,582 0 308
P.A.M. TRANSPORTATION SVCS COM 693149106 1,804 29,107 SH   DFND 1 29,107 0 0
PACCAR INC COM 693718108 395,653 5,527,388 SH   DFND 1 5,495,328 0 32,060
PACCAR INC COM 693718108 20 284 SH   DFND 1 2 284 0 0
PACIFIC BIOSCIENCES OF CALIF COM 69404D108 11,139 1,841,237 SH   DFND 1 1,841,237 0 0
PACIFIC BIOSCIENCES OF CALIF COM 69404D108 628 103,929 SH   DFND 1 2 103,929 0 0
PACIFIC CITY FINANCIAL CORP COM NEW 69406T408 1,334 78,306 SH   DFND 1 78,306 0 0
PACIFIC DRILLING SA COM L7257P205 1,762 139,905 SH   DFND 1 139,905 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 280 366,267 SH   DFND 1 366,267 0 0
PACIFIC MERCANTILE BANCORP COM 694552100 1,632 197,917 SH   DFND 1 197,917 0 0
PACIFIC PREMIER BANCORP INC COM 69478X105 21,181 685,932 SH   DFND 1 685,932 0 0
PACIRA BIOSCIENCES INC COM 695127100 26,651 612,820 SH   DFND 1 612,820 0 0
PACKAGING CORP OF AMERICA COM 695156109 142,052 1,492,610 SH   DFND 1 1,488,037 0 4,573
PACKAGING CORP OF AMERICA COM 695156109 11 116 SH   DFND 1 2 116 0 0
PACWEST BANCORP COM 695263103 53,722 1,383,535 SH   DFND 1 1,360,780 0 22,755
PAGERDUTY INC COM 69553P100 4,486 95,349 SH   DFND 1 95,349 0 0
PAGSEGURO DIGITAL LTD-CL A COM CL A G68707101 4,292 110,152 SH   DFND 1 110,152 0 0
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 3,350 2,888,362 SH   DFND 1 2,888,362 0 0
PALO ALTO NETWORKS INC COM 697435105 180,898 888,485 SH   DFND 1 888,485 0 0
PALO ALTO NETWORKS INC COM 697435105 37 183 SH   DFND 1 2 183 0 0
PALOMAR HOLDINGS INC COM 69753M105 1,801 74,955 SH   DFND 1 74,955 0 0
PAMPA ENERGIA SA-SPON ADR SPONS ADR LVL I 697660207 4,746 137,839 SH   DFND 1 137,839 0 0
PAN AMERICAN SILVER CORP COMSTK 697900108 360 27,913 SH   DFND 1 27,913 0 0
PAN AMERICAN SILVER CORP COM 697900108 1,859 144,011 SH   DFND 1 143,848 0 163
PANHANDLE OIL AND GAS INC-A CL A 698477106 2,507 192,307 SH   DFND 1 192,307 0 0
PAPA JOHN'S INTL INC COM 698813102 13,637 304,944 SH   DFND 1 300,821 0 4,123
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 8,186 398,935 SH   DFND 1 398,935 0 0
PAR TECHNOLOGY CORP/DEL COM 698884103 3,829 135,781 SH   DFND 1 135,781 0 0
PARAMOUNT GOLD NEVADA CORP COM 69924M109 23 30,702 SH   DFND 1 30,702 0 0
PARAMOUNT GROUP INC COM 69924R108 40,065 2,859,798 SH   DFND 1 2,859,798 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 1,568 393,022 SH   DFND 1 393,022 0 0
PARETEUM CORP COM NEW 69946T207 2,863 1,097,256 SH   DFND 1 1,097,256 0 0
PARK CITY GROUP INC COM NEW 700215304 518 96,663 SH   DFND 1 96,663 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 3,840 230,130 SH   DFND 1 230,130 0 0
PARK HOTELS & RESORTS INC COM 700517105 105,913 3,814,980 SH   DFND 1 3,814,980 0 0
PARK HOTELS & RESORTS INC COM 700517105 102 3,719 SH   DFND 1 2 3,719 0 0
PARK NATIONAL CORP COM 700658107 17,656 177,652 SH   DFND 1 177,652 0 0
PARKE BANCORP INC COM 700885106 2,510 104,814 SH   DFND 1 104,814 0 0
PARKER DRILLING CO-POST BANK COM 701081507 881 43,472 SH   DFND 1 43,472 0 0
PARKER HANNIFIN CORP COM 701094104 314,368 1,852,306 SH   DFND 1 1,846,034 0 6,272
PARKER HANNIFIN CORP COM 701094104 175 1,035 SH   DFND 1 2 1,035 0 0
PARK-OHIO HOLDINGS CORP COM 700666100 3,729 114,431 SH   DFND 1 114,431 0 0
PARSLEY ENERGY INC-CLASS A CL A 701877102 52,227 2,749,330 SH   DFND 1 2,749,330 0 0
PARSLEY ENERGY INC-CLASS A CL A 701877102 3,511 184,723 SH   DFND 1 2 184,723 0 0
PARSONS CORP COM 70202L102 14,129 383,316 SH   DFND 1 383,316 0 0
PARTY CITY HOLDCO INC COM 702149105 4,965 677,390 SH   DFND 1 677,390 0 0
PATRICK INDUSTRIES INC COM 703343103 14,693 298,711 SH   DFND 1 298,234 0 477
PATTERN ENERGY GROUP INC -A CL A 70338P100 30,964 1,341,042 SH   DFND 1 1,339,739 0 1,303
PATTERSON COS INC COM 703395103 28,876 1,261,000 SH   DFND 1 1,244,682 0 16,318
PATTERSON-UTI ENERGY INC COM 703481101 27,224 2,365,278 SH   DFND 1 2,327,100 0 38,178
PAVMED INC COM 70387R106 80 70,465 SH   DFND 1 70,465 0 0
PAYCHEX INC COM 704326107 476,250 5,789,781 SH   DFND 1 5,758,664 0 31,117
PAYCOM SOFTWARE INC COM 70432V102 156,450 690,433 SH   DFND 1 690,433 0 0
PAYLOCITY HOLDING CORP COM 70438V106 33,468 356,736 SH   DFND 1 356,736 0 0
PAYPAL HOLDINGS INC COM 70450Y103 1,817,077 15,903,861 SH   DFND 1 15,799,165 0 104,696
PAYSIGN INC COM 70451A104 5,323 398,199 SH   DFND 1 398,199 0 0
PB BANCORP INC COM 70454T100 141 11,925 SH   DFND 1 11,925 0 0
PBF ENERGY INC-CLASS A CL A 69318G106 40,257 1,286,191 SH   DFND 1 1,264,250 0 21,941
PBF ENERGY INC-CLASS A CL A 69318G106 649 20,764 SH   DFND 1 2 20,764 0 0
PC CONNECTION INC COM 69318J100 6,491 185,579 SH   DFND 1 185,579 0 0
PCM INC COM 69323K100 4,462 127,365 SH   DFND 1 127,365 0 0
PCSB FINANCIAL CORP COM 69324R104 4,775 235,833 SH   DFND 1 235,833 0 0
PC-TEL INC COM 69325Q105 491 111,049 SH   DFND 1 111,049 0 0
PDC ENERGY INC COM 69327R101 31,252 866,669 SH   DFND 1 866,669 0 0
PDF SOLUTIONS INC COM 693282105 4,898 373,341 SH   DFND 1 373,341 0 0
PDL BIOPHARMA INC COM 69329Y104 5,954 1,896,249 SH   DFND 1 1,896,249 0 0
PDL BIOPHARMA INC COM 69329Y104 157 50,243 SH   DFND 1 2 50,243 0 0
PDL COMMUNITY BANCORP COM 69290X101 801 56,119 SH   DFND 1 56,119 0 0
PDS BIOTECHNOLOGY CORP COM 70465T107 108 18,136 SH   DFND 1 18,136 0 0
PEABODY ENERGY CORP COM 704551100 22,384 928,806 SH   DFND 1 928,806 0 0
PEABODY ENERGY CORP COM 704551100 151 6,302 SH   DFND 1 2 6,302 0 0
PEAK RESORTS INC COM 70469L100 128 27,108 SH   DFND 1 27,108 0 0
PEAPACK GLADSTONE FINL CORP COM 704699107 6,825 242,733 SH   DFND 1 242,733 0 0
PEARSON PLC-SPONSORED ADR SPONSORED ADR 705015105 518 50,004 SH   DFND 1 47,806 0 2,198
PEBBLEBROOK HOTEL TRUST COM 70509V100 58,785 2,086,067 SH   DFND 1 2,059,917 0 26,150
PEGASYSTEMS INC COM 705573103 30,558 429,134 SH   DFND 1 428,647 0 487
PEGASYSTEMS INC COM 705573103 69 977 SH   DFND 1 2 977 0 0
PEMBINA PIPELINE CORP COMSTK 706327103 22,087 584,189 SH   DFND 1 584,189 0 0
PEMBINA PIPELINE CORP COM 706327103 712 19,132 SH   DFND 1 19,132 0 0
PENN NATIONAL GAMING INC COM 707569109 27,416 1,423,495 SH   DFND 1 1,403,982 0 19,513
PENN NATIONAL GAMING INC COM 707569109 126 6,568 SH   DFND 1 2 6,568 0 0
PENN REAL ESTATE INVEST TST SH BEN INT 709102107 6,741 1,037,118 SH   DFND 1 1,031,636 0 5,482
PENN VIRGINIA CORP COM 70788V102 5,485 178,801 SH   DFND 1 178,801 0 0
PENNANTPARK INVESTMENT CORP COM 708062104 274 43,411 SH   DFND 1 2 43,411 0 0
PENNS WOODS BANCORP INC COM 708430103 2,253 49,801 SH   DFND 1 49,801 0 0
PENNYMAC FINANCIAL SERVICES COM 70932M107 13,239 596,900 SH   DFND 1 596,900 0 0
PENNYMAC MORTGAGE INVESTMENT COM 70931T103 20,575 942,548 SH   DFND 1 942,548 0 0
PENSKE AUTOMOTIVE GROUP INC COM 70959W103 17,802 376,365 SH   DFND 1 376,365 0 0
PENTAIR PLC SHS G7S00T104 94,518 2,544,712 SH   DFND 1 2,537,037 0 7,675
PENTAIR PLC SHS G7S00T104 1,330 35,760 SH   DFND 1 2 35,760 0 0
PENUMBRA INC COM 70975L107 49,532 309,580 SH   DFND 1 309,580 0 0
PEOPLES BANCORP INC COM 709789101 7,869 243,944 SH   DFND 1 243,944 0 0
PEOPLES BANCORP OF NC COM 710577107 1,902 63,324 SH   DFND 1 63,324 0 0
PEOPLES FINANCIAL SERVICES COM 711040105 3,514 78,112 SH   DFND 1 78,112 0 0
PEOPLE'S UNITED FINANCIAL COM 712704105 106,772 6,373,050 SH   DFND 1 6,353,639 0 19,411
PEOPLE'S UTAH BANCORP COM 712706209 6,530 222,128 SH   DFND 1 222,128 0 0
PEPSICO INC COM 713448108 2,549,424 19,475,161 SH   DFND 1 19,347,785 0 127,376
PERCEPTRON INC COM 71361F100 234 52,634 SH   DFND 1 52,634 0 0
PERFICIENT INC COM 71375U101 14,816 431,702 SH   DFND 1 431,702 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 52,650 1,315,269 SH   DFND 1 1,315,269 0 0
PERFORMANT FINANCIAL CORP COM 71377E105 165 157,366 SH   DFND 1 157,366 0 0
PERKINELMER INC COM 714046109 158,163 1,644,477 SH   DFND 1 1,639,211 0 5,266
PERMA-FIX ENVIRONMENTAL SVCS COM NEW 714157203 145 37,142 SH   DFND 1 37,142 0 0
PERMA-PIPE INTERNATIONAL HOL COM 714167103 159 17,486 SH   DFND 1 17,486 0 0
PERRIGO CO PLC SHS G97822103 91,581 1,926,282 SH   DFND 1 1,920,195 0 6,087
PERSPECTA INC COM 715347100 42,736 1,825,552 SH   DFND 1 1,799,792 0 25,760
PERSPECTA INC COM 715347100 179 7,674 SH   DFND 1 2 7,674 0 0
PETIQ INC COM CL A 71639T106 7,550 229,072 SH   DFND 1 229,072 0 0
PETMED EXPRESS INC COM 716382106 4,496 286,968 SH   DFND 1 286,931 0 37
PFENEX INC COM 717071104 2,659 394,622 SH   DFND 1 394,622 0 0
PFIZER INC COM 717081103 3,680,456 85,080,280 SH   DFND 1 84,802,796 0 277,484
PFIZER INC COM 717081103 44 1,022 SH   DFND 1 2 1,022 0 0
PFSWEB INC COM NEW 717098206 443 109,572 SH   DFND 1 109,572 0 0
PGT INNOVATIONS INC COM 69336V101 11,800 705,791 SH   DFND 1 705,791 0 0
PHASEBIO PHARMACEUTICALS INC COM 717224109 2,389 182,095 SH   DFND 1 182,095 0 0
PHIBRO ANIMAL HEALTH CORP-A CL A COM 71742Q106 9,256 291,347 SH   DFND 1 291,347 0 0
PHILIP MORRIS INTERNATIONAL COM 718172109 1,879,860 23,969,963 SH   DFND 1 23,895,708 0 74,255
PHILIP MORRIS INTERNATIONAL COM 718172109 181 2,310 SH   DFND 1 2 2,310 0 0
PHILLIPS 66 COM 718546104 529,419 5,670,643 SH   DFND 1 5,650,708 0 19,935
PHILLIPS 66 COM 718546104 42 450 SH   DFND 1 2 450 0 0
PHOENIX NEW MEDIA LTD -ADR SPONSORED ADS 71910C103 32 10,043 SH   DFND 1 2 10,043 0 0
PHOTRONICS INC COM 719405102 7,153 872,384 SH   DFND 1 872,384 0 0
PHUNWARE INC COM 71948P100 94 30,397 SH   DFND 1 30,397 0 0
PHYSICIANS REALTY TRUST COM 71943U104 39,539 2,267,181 SH   DFND 1 2,267,181 0 0
PICO HOLDINGS INC COM NEW 693366205 2,979 256,383 SH   DFND 1 256,383 0 0
PIEDMONT OFFICE REALTY TRU-A COM CL A 720190206 40,634 2,038,863 SH   DFND 1 2,038,863 0 0
PIER 1 IMPORTS INC COM NEW 720279504 220 29,311 SH   DFND 1 29,277 0 34
PIERIS PHARMACEUTICALS INC COM 720795103 1,253 266,611 SH   DFND 1 263,672 0 2,939
PILGRIM'S PRIDE CORP COM 72147K108 22,050 868,475 SH   DFND 1 868,054 0 421
PILGRIM'S PRIDE CORP COM 72147K108 49 1,963 SH   DFND 1 2 1,963 0 0
PINDUODUO INC-ADR SPONSORED ADS 722304102 11,984 583,801 SH   DFND 1 583,801 0 0
PINGTAN MARINE ENTERPRISE LT SHS G7114V102 103 37,129 SH   DFND 1 37,129 0 0
PINNACLE FINANCIAL PARTNERS COM 72346Q104 47,639 828,794 SH   DFND 1 815,549 0 13,245
PINNACLE WEST CAPITAL COM 723484101 165,326 1,759,819 SH   DFND 1 1,754,235 0 5,584
PINNACLE WEST CAPITAL COM 723484101 19 204 SH   DFND 1 2 204 0 0
PINTEREST INC- CLASS A CL A 72352L106 17,257 633,995 SH   DFND 1 633,995 0 0
PIONEER ENERGY SERVICES CORP COM 723664108 141 558,277 SH   DFND 1 558,277 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 365,161 2,377,519 SH   DFND 1 2,369,480 0 8,039
PIONEER NATURAL RESOURCES CO COM 723787107 6 40 SH   DFND 1 2 40 0 0
PIPER JAFFRAY COS COM 724078100 15,263 205,519 SH   DFND 1 205,519 0 0
PIPER JAFFRAY COS COM 724078100 194 2,614 SH   DFND 1 2 2,614 0 0
PITNEY BOWES INC COM 724479100 9,650 2,254,742 SH   DFND 1 2,252,150 0 2,592
PIVOTAL SOFTWARE INC - CL A COM CL A 72582H107 6,107 578,355 SH   DFND 1 578,355 0 0
PIVOTAL SOFTWARE INC - CW24 *W EXP 12/01/202 72583A119 1,689 1,299,966 SH   DFND 1 2 1,299,966 0 0
PIXELWORKS INC COM NEW 72581M305 757 256,626 SH   DFND 1 256,626 0 0
PJT PARTNERS INC - A COM CL A 69343T107 10,419 257,136 SH   DFND 1 257,136 0 0
PLAINS GP HOLDINGS LP-CL A LTD PARTNR INT A 72651A207 198 7,968 SH   DFND 1 2 7,968 0 0
PLAINS GP HOLDINGS LP-CL A LTD PARTNR INT A 72651A207 143 6,847 SH   DFND 1 6,847 0 0
PLANET FITNESS INC - CL A CL A 72703H101 74,076 1,022,588 SH   DFND 1 1,022,588 0 0
PLANET FITNESS INC - CL A CL A 72703H101 623 8,602 SH   DFND 1 2 8,602 0 0
PLANTRONICS INC COM 727493108 15,281 412,576 SH   DFND 1 406,565 0 6,011
PLAYA HOTELS & RESORTS NV SHS N70544106 4,336 562,476 SH   DFND 1 562,476 0 0
PLAYAGS INC COM 72814N104 6,468 332,591 SH   DFND 1 332,591 0 0
PLEXUS CORP COM 729132100 23,148 396,576 SH   DFND 1 396,576 0 0
PLUG 5.5 03/15/23 NOTE 5.500% 3/1 72919PAB9 2,189 2,000,000 PRN   DFND 1 2 2,000,000 0 0
PLUG POWER INC COM NEW 72919P202 6,718 2,986,041 SH   DFND 1 2,986,041 0 0
PLURALSIGHT INC - A COM CL A 72941B106 18,696 616,655 SH   DFND 1 616,655 0 0
PLURISTEM THERAPEUTICS INC COM 72940R102 100 161,930 SH   DFND 1 161,930 0 0
PLYMOUTH INDUSTRIAL REIT INC COM 729640102 1,214 64,124 SH   DFND 1 64,124 0 0
PNC FINANCIAL SERVICES GROUP COM 693475105 800,863 5,844,959 SH   DFND 1 5,822,429 0 22,530
PNC FINANCIAL SERVICES GROUP COM 693475105 3 23 SH   DFND 1 2 23 0 0
PNM RESOURCES INC COM 69349H107 60,826 1,194,790 SH   DFND 1 1,180,207 0 14,583
POINTS INTERNATIONAL LTD COM NEW 730843208 1,083 87,730 SH   DFND 1 2 87,730 0 0
POINTS INTERNATIONAL LTD COM NEW 730843208 200 16,254 SH   DFND 1 16,254 0 0
POLAR POWER INC COM 73102V105 53 12,969 SH   DFND 1 12,969 0 0
POLARIS INDUSTRIES INC COM 731068102 53,841 590,575 SH   DFND 1 579,930 0 10,645
POLARITYTE INC COM 731094108 1,392 244,341 SH   DFND 1 244,341 0 0
POLYONE CORPORATION COM 73179P106 35,370 1,126,803 SH   DFND 1 1,112,560 0 14,243
POOL CORP COM 73278L105 82,048 429,571 SH   DFND 1 422,289 0 7,282
POPULAR INC COM NEW 733174700 60,486 1,115,155 SH   DFND 1 1,115,155 0 0
POPULAR INC COM NEW 733174700 37 683 SH   DFND 1 2 683 0 0
PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 87,677 1,618,567 SH   DFND 1 1,618,567 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 23,641 871,425 SH   DFND 1 871,176 0 249
POST HOLDINGS INC COM 737446104 71,306 685,834 SH   DFND 1 673,291 0 12,543
POST HOLDINGS INC COM 737446104 301 2,900 SH   DFND 1 2 2,900 0 0
POSTAL REALTY TRUST INC- A CL A 73757R102 694 44,105 SH   DFND 1 44,105 0 0
POTBELLY CORP COM 73754Y100 1,558 306,187 SH   DFND 1 306,187 0 0
POTLATCHDELTIC CORP COM 737630103 34,707 890,400 SH   DFND 1 878,028 0 12,372
POWELL INDUSTRIES INC COM 739128106 4,916 129,378 SH   DFND 1 129,378 0 0
POWER INTEGRATIONS INC COM 739276103 32,102 400,377 SH   DFND 1 400,377 0 0
POWER INTEGRATIONS INC COM 739276103 39 492 SH   DFND 1 2 492 0 0
PPG INDUSTRIES INC COM 693506107 353,669 3,036,224 SH   DFND 1 3,024,953 0 11,271
PPL CORP COM 69351T106 352,647 11,356,306 SH   DFND 1 11,321,167 0 35,139
PPL CORP COM 69351T106 18 600 SH   DFND 1 2 600 0 0
PQ GROUP HOLDINGS INC COM 73943T103 7,831 494,122 SH   DFND 1 494,122 0 0
PRA GROUP INC COM 69354N106 16,841 598,475 SH   DFND 1 598,475 0 0
PRA HEALTH SCIENCES INC COM 69354M108 65,929 664,943 SH   DFND 1 654,124 0 10,819
PRA HEALTH SCIENCES INC COM 69354M108 115 1,167 SH   DFND 1 2 1,167 0 0
PRECIPIO INC COM 74019L503 102 30,237 SH   DFND 1 30,237 0 0
PRECISION BIOSCIENCES INC COM 74019P108 1,820 137,361 SH   DFND 1 137,361 0 0
PRECISION DRILLING CORP COMSTK 74022D308 35 18,987 SH   DFND 1 18,987 0 0
PREDICTIVE ONCOLOGY INC COM 74039M101 34 47,035 SH   DFND 1 47,035 0 0
PREFERRED APARTMENT COMMUN-A COM 74039L103 8,140 544,546 SH   DFND 1 542,568 0 1,978
PREFERRED BANK/LOS ANGELES COM NEW 740367404 9,451 200,038 SH   DFND 1 200,038 0 0
PREFORMED LINE PRODUCTS CO COM 740444104 2,880 51,879 SH   DFND 1 51,879 0 0
PREFORMED LINE PRODUCTS CO COM 740444104 610 10,997 SH   DFND 1 2 10,997 0 0
PREMIER FINANCIAL BANCORP COM 74050M105 1,963 130,902 SH   DFND 1 130,902 0 0
PREMIER INC-CLASS A CL A 74051N102 22,654 579,256 SH   DFND 1 579,256 0 0
PRESIDIO INC COM 74102M103 9,232 675,370 SH   DFND 1 675,370 0 0
PRESTIGE CONSUMER HEALTHCARE COM 74112D101 22,023 695,181 SH   DFND 1 685,700 0 9,481
PRESTIGE CONSUMER HEALTHCARE COM 74112D101 526 16,628 SH   DFND 1 2 16,628 0 0
PRGX GLOBAL INC COM NEW 69357C503 1,755 261,216 SH   DFND 1 261,216 0 0
PRICESMART INC COM 741511109 15,739 307,902 SH   DFND 1 307,902 0 0
PRICESMART INC COM 741511109 233 4,564 SH   DFND 1 2 4,564 0 0
PRIMEENERGY RESOURCES CORP COM 74158E104 1,093 8,215 SH   DFND 1 8,215 0 0
PRIMERICA INC COM 74164M108 66,971 558,329 SH   DFND 1 550,577 0 7,752
PRIMO WATER CORP COM 74165N105 5,669 460,901 SH   DFND 1 460,901 0 0
PRIMORIS SERVICES CORP COM 74164F103 12,436 594,205 SH   DFND 1 594,205 0 0
PRINCIPAL FINANCIAL GROUP COM 74251V102 241,889 4,182,858 SH   DFND 1 4,167,387 0 15,471
PRINCIPIA BIOPHARMA INC COM 74257L108 4,779 144,006 SH   DFND 1 144,006 0 0
PRIORITY TECHNOLOGY HOLDINGS COM 74275G107 239 30,473 SH   DFND 1 30,473 0 0
PROASSURANCE CORP COM 74267C106 23,584 653,118 SH   DFND 1 653,118 0 0
PROCTER & GAMBLE CO/THE COM 742718109 3,989,762 36,440,701 SH   DFND 1 36,316,321 0 124,380
PROCTER & GAMBLE CO/THE COM 742718109 18 166 SH   DFND 1 2 166 0 0
PROFIRE ENERGY INC COM 74316X101 356 236,400 SH   DFND 1 236,400 0 0
PROGENICS PHARMACEUTICALS COM 743187106 6,875 1,114,302 SH   DFND 1 1,114,302 0 0
PROGRESS SOFTWARE CORP COM 743312100 31,369 719,156 SH   DFND 1 719,156 0 0
PROGRESS SOFTWARE CORP COM 743312100 1,103 25,290 SH   DFND 1 2 25,290 0 0
PROGRESSIVE CORP COM 743315103 791,474 9,916,236 SH   DFND 1 9,887,767 0 28,469
PROGRESSIVE CORP COM 743315103 80 1,002 SH   DFND 1 2 1,002 0 0
PROLOGIS INC COM 74340W103 841,421 10,520,319 SH   DFND 1 10,490,206 0 30,113
PROOFPOINT INC COM 743424103 70,464 585,982 SH   DFND 1 585,982 0 0
PROPETRO HOLDING CORP COM 74347M108 19,334 934,022 SH   DFND 1 934,022 0 0
PROPETRO HOLDING CORP COM 74347M108 362 17,500 SH   DFND 1 2 17,500 0 0
PROQR THERAPEUTICS NV SHS EURO N71542109 268 29,511 SH   DFND 1 29,511 0 0
PROS HOLDINGS INC COM 74346Y103 26,873 424,817 SH   DFND 1 424,817 0 0
PROS HOLDINGS INC COM 74346Y103 267 4,226 SH   DFND 1 2 4,226 0 0
PROSPERITY BANCSHARES INC COM 743606105 46,095 697,888 SH   DFND 1 685,736 0 12,152
PROTAGONIST THERAPEUTICS INC COM 74366E102 2,468 203,851 SH   DFND 1 203,851 0 0
PROTECTIVE INSURANCE CORP- B CL B 74368L203 1,945 112,015 SH   DFND 1 112,015 0 0
PROTEON THERAPEUTICS INC COM 74371L109 64 155,689 SH   DFND 1 155,689 0 0
PROTEOSTASIS THERAPEUTICS IN COM 74373B109 407 417,176 SH   DFND 1 417,176 0 0
PROTHENA CORP PLC SHS G72800108 6,101 577,215 SH   DFND 1 577,013 0 202
PROTO LABS INC COM 743713109 38,452 331,431 SH   DFND 1 331,431 0 0
PROVENTION BIO INC COM 74374N102 2,054 169,762 SH   DFND 1 169,762 0 0
PROVIDENCE SERVICE CORP COM 743815102 11,860 206,846 SH   DFND 1 206,846 0 0
PROVIDENT BANCORP INC COM 74383X109 2,424 86,612 SH   DFND 1 86,612 0 0
PROVIDENT FINANCIAL HLDGS COM 743868101 1,124 53,573 SH   DFND 1 53,573 0 0
PROVIDENT FINANCIAL SERVICES COM 74386T105 18,810 775,689 SH   DFND 1 775,689 0 0
PRTK 4.75 05/01/24 NOTE 4.750% 5/0 699374AB0 3,776 5,615,000 PRN   DFND 1 2 5,615,000 0 0
PRUDENTIAL BANCORP INC COM 74431A101 3,234 170,950 SH   DFND 1 170,950 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 570,236 5,651,396 SH   DFND 1 5,629,627 0 21,769
PRUDENTIAL FINANCIAL INC COM 744320102 845 8,367 SH   DFND 1 2 8,367 0 0
PRUDENTIAL PLC-ADR ADR 74435K204 1,502 34,285 SH   DFND 1 32,297 0 1,988
PS BUSINESS PARKS INC/CA COM 69360J107 66,428 394,162 SH   DFND 1 390,497 0 3,665
PS BUSINESS PARKS INC/CA COM 69360J107 472 2,801 SH   DFND 1 2 2,801 0 0
PSYCHEMEDICS CORP COM NEW 744375205 320 31,788 SH   DFND 1 31,788 0 0
PSYCHEMEDICS CORP COM NEW 744375205 15 1,581 SH   DFND 1 2 1,581 0 0
PTC INC COM 69370C100 101,939 1,136,514 SH   DFND 1 1,117,558 0 18,956
PTC THERAPEUTICS INC COM 69366J200 33,048 734,417 SH   DFND 1 734,417 0 0
PUBLIC SERVICE ENTERPRISE GP COM 744573106 428,288 7,293,868 SH   DFND 1 7,269,369 0 24,499
PUBLIC STORAGE COM 74460D109 673,960 2,832,025 SH   DFND 1 2,824,409 0 7,616
PUBLIC STORAGE COM 74460D109 44 186 SH   DFND 1 2 186 0 0
PULMATRIX INC COM NEW 74584P202 129 140,574 SH   DFND 1 140,574 0 0
PULSE BIOSCIENCES INC COM 74587B101 1,987 150,585 SH   DFND 1 150,585 0 0
PULTEGROUP INC COM 745867101 150,565 4,768,100 SH   DFND 1 4,751,986 0 16,114
PULTEGROUP INC COM 745867101 318 10,075 SH   DFND 1 2 10,075 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 5,015 394,612 SH   DFND 1 394,612 0 0
PURE ACQUISITION CORP-CW23 *W EXP 04/17/202 74621Q114 505 468,500 SH   DFND 1 2 468,500 0 0
PURE CYCLE CORP COM NEW 746228303 2,009 189,529 SH   DFND 1 189,529 0 0
PURE STORAGE INC - CLASS A CL A 74624M102 29,192 1,911,752 SH   DFND 1 1,911,752 0 0
PURPLE INNOVATION INC COM 74640Y106 115 17,148 SH   DFND 1 17,148 0 0
PVH CORP COM 693656100 107,525 1,137,991 SH   DFND 1 1,134,399 0 3,592
PVH CORP COM 693656100 29 310 SH   DFND 1 2 310 0 0
PYXUS INTERNATIONAL INC COM 74737V106 1,511 99,427 SH   DFND 1 99,427 0 0
PZENA INVESTMENT MANAGM-CL A CLASS A 74731Q103 1,631 189,884 SH   DFND 1 187,250 0 2,634
PZENA INVESTMENT MANAGM-CL A CLASS A 74731Q103 49 5,707 SH   DFND 1 2 5,707 0 0
Q2 HOLDINGS INC COM 74736L109 45,032 589,744 SH   DFND 1 589,744 0 0
Q2 HOLDINGS INC COM 74736L109 11 157 SH   DFND 1 2 157 0 0
QAD INC-A CL A 74727D306 5,668 140,968 SH   DFND 1 140,968 0 0
QAD INC-A CL A 74727D306 43 1,081 SH   DFND 1 2 1,081 0 0
QAD INC-B CL B 74727D207 845 28,665 SH   DFND 1 28,665 0 0
QCR HOLDINGS INC COM 74727A104 6,281 180,145 SH   DFND 1 180,145 0 0
QEP RESOURCES INC COM 74733V100 21,606 2,988,471 SH   DFND 1 2,944,893 0 43,578
QEP RESOURCES INC COM 74733V100 72 10,000 SH   DFND 1 2 10,000 0 0
QIAGEN N.V. SHS NEW N72482123 25,639 632,283 SH   DFND 1 632,283 0 0
QIWI PLC-SPONSORED ADR SPON ADR REP B 74735M108 676 34,570 SH   DFND 1 34,570 0 0
QORVO INC COM 74736K101 124,580 1,873,237 SH   DFND 1 1,867,312 0 5,925
QTS 6 1/2 PERP S-B 6.50% CON PFD B 74736A301 6,675 60,000 PRN   DFND 1 2 60,000 0 0
QTS REALTY TRUST INC-CL A COM CL A 74736A103 40,459 876,129 SH   DFND 1 876,129 0 0
QUAD GRAPHICS INC COM CL A 747301109 4,795 606,290 SH   DFND 1 606,290 0 0
QUAKER CHEMICAL CORP COM 747316107 35,492 174,941 SH   DFND 1 174,941 0 0
QUALCOMM INC COM 747525103 1,251,298 16,475,316 SH   DFND 1 16,366,101 0 109,215
QUALCOMM INC COM 747525103 19 259 SH   DFND 1 2 259 0 0
QUALSTAR CORP COM NEW 74758R208 69 11,989 SH   DFND 1 11,989 0 0
QUALYS INC COM 74758T303 38,894 446,649 SH   DFND 1 446,649 0 0
QUANEX BUILDING PRODUCTS COM 747619104 8,200 434,096 SH   DFND 1 434,096 0 0
QUANEX BUILDING PRODUCTS COM 747619104 208 11,045 SH   DFND 1 2 11,045 0 0
QUANTA SERVICES INC COM 74762E102 84,296 2,209,770 SH   DFND 1 2,201,530 0 8,240
QUANTERIX CORP COM 74766Q101 4,897 144,946 SH   DFND 1 144,946 0 0
QUANTERIX CORP COM 74766Q101 740 21,920 SH   DFND 1 2 21,920 0 0
QUARTERHILL INC COM 747713105 66 61,937 SH   DFND 1 61,937 0 0
QUDIAN INC-SPON ADR ADR 747798106 646 86,251 SH   DFND 1 2 86,251 0 0
QUEST DIAGNOSTICS INC COM 74834L100 212,837 2,092,635 SH   DFND 1 2,085,911 0 6,724
QUEST DIAGNOSTICS INC COM 74834L100 55 548 SH   DFND 1 2 548 0 0
QUEST RESOURCE HOLDING CORP COM NEW 74836W203 108 39,339 SH   DFND 1 39,339 0 0
QUICKLOGIC CORP COM 74837P108 327 569,061 SH   DFND 1 569,061 0 0
QUIDEL CORP COM 74838J101 27,414 462,141 SH   DFND 1 461,290 0 851
QUIMICA Y MINERA CHIL-SP ADR SPON ADR SER B 833635105 369 11,885 SH   DFND 1 11,669 0 216
QUINSTREET INC COM 74874Q100 8,503 536,497 SH   DFND 1 536,497 0 0
QUINTANA ENERGY SERVICES INC COM 74875T103 116 72,575 SH   DFND 1 72,575 0 0
QUMU CORP COM 749063103 385 92,861 SH   DFND 1 92,861 0 0
QUORUM HEALTH CORP COM 74909E106 263 189,349 SH   DFND 1 189,349 0 0
QUOTIENT LTD SHS G73268107 509 54,517 SH   DFND 1 54,517 0 0
QUOTIENT TECHNOLOGY INC COM 749119103 10,604 987,385 SH   DFND 1 987,385 0 0
QURATE RETAIL INC COM SER A 74915M100 56,828 4,589,471 SH   DFND 1 4,588,853 0 618
QURATE RETAIL INC COM SER A 74915M100 756 61,080 SH   DFND 1 2 61,080 0 0
QUTOUTIAO INC-ADR ADS REP SHS A 74915J107 74 18,799 SH   DFND 1 18,799 0 0
R1 RCM INC COM 749397105 16,382 1,302,273 SH   DFND 1 1,302,273 0 0
RA PHARMACEUTICALS INC COM 74933V108 13,440 446,988 SH   DFND 1 446,988 0 0
RADA ELECTRONIC INDS LTD COM PAR NEW M81863124 127 37,947 SH   DFND 1 37,947 0 0
RADCOM LTD SHS NEW M81865111 112 13,668 SH   DFND 1 13,668 0 0
RADIAN GROUP INC COM 750236101 67,905 2,971,786 SH   DFND 1 2,971,786 0 0
RADIANT LOGISTICS INC COM 75025X100 2,824 459,999 SH   DFND 1 459,999 0 0
RADIUS HEALTH INC COM NEW 750469207 14,333 588,413 SH   DFND 1 588,413 0 0
RADIUS HEALTH INC COM NEW 750469207 98 4,053 SH   DFND 1 2 4,053 0 0
RADNET INC COM 750491102 9,952 721,750 SH   DFND 1 721,750 0 0
RADWARE LTD ORD M81873107 1,404 56,812 SH   DFND 1 56,812 0 0
RAFAEL HOLDINGS INC-CLASS B COM CL B 75062E106 3,546 123,366 SH   DFND 1 123,366 0 0
RALPH LAUREN CORP CL A 751212101 126,334 1,113,486 SH   DFND 1 1,110,958 0 2,528
RALPH LAUREN CORP CL A 751212101 976 8,598 SH   DFND 1 2 8,598 0 0
RAMACO RESOURCES INC COM 75134P303 471 88,623 SH   DFND 1 88,623 0 0
RAMBUS INC COM 750917106 19,516 1,620,950 SH   DFND 1 1,620,950 0 0
RANGE RESOURCES CORP COM 75281A109 23,828 3,413,870 SH   DFND 1 3,375,708 0 38,162
RANGER ENERGY SERVICES INC COM CL A 75282U104 205 25,573 SH   DFND 1 25,573 0 0
RAPID7 INC COM 753422104 33,551 580,066 SH   DFND 1 580,066 0 0
RAPID7 INC COM 753422104 234 4,049 SH   DFND 1 2 4,049 0 0
RAVE RESTAURANT GROUP INC COM 754198109 127 41,524 SH   DFND 1 41,524 0 0
RAVEN INDUSTRIES INC COM 754212108 18,298 509,992 SH   DFND 1 509,992 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 155,496 1,842,249 SH   DFND 1 1,836,249 0 6,000
RAYMOND JAMES FINANCIAL INC COM 754730109 26 309 SH   DFND 1 2 309 0 0
RAYONIER ADVANCED MATERIALS COM 75508B104 3,985 614,115 SH   DFND 1 614,115 0 0
RAYONIER ADVANCED MATERIALS COM 75508B104 108 16,659 SH   DFND 1 2 16,659 0 0
RAYONIER INC COM 754907103 41,635 1,374,117 SH   DFND 1 1,350,387 0 23,730
RAYTHEON COMPANY COM NEW 755111507 660,089 3,801,666 SH   DFND 1 3,788,373 0 13,293
RAYTHEON COMPANY COM NEW 755111507 38 224 SH   DFND 1 2 224 0 0
RBB BANCORP COM 74930B105 3,157 163,280 SH   DFND 1 163,280 0 0
RBC BEARINGS INC COM 75524B104 53,037 317,949 SH   DFND 1 317,949 0 0
RCI HOSPITALITY HOLDINGS INC COM 74934Q108 2,272 129,797 SH   DFND 1 129,797 0 0
RCM TECHNOLOGIES INC COM NEW 749360400 162 40,694 SH   DFND 1 40,694 0 0
RE/MAX HOLDINGS INC-CL A CL A 75524W108 7,260 236,037 SH   DFND 1 236,037 0 0
READING INTERNATIONAL INC-A CL A 755408101 2,775 213,849 SH   DFND 1 213,849 0 0
READY CAPITAL CORP COM 75574U101 5,997 402,533 SH   DFND 1 401,184 0 1,349
REALNETWORKS INC COM NEW 75605L708 226 119,336 SH   DFND 1 119,336 0 0
REALOGY HOLDINGS CORP COM 75605Y106 10,219 1,411,588 SH   DFND 1 1,411,588 0 0
REALOGY HOLDINGS CORP COM 75605Y106 36 4,978 SH   DFND 1 2 4,978 0 0
REALPAGE INC COM 75606N109 47,392 805,309 SH   DFND 1 805,309 0 0
REALPAGE INC COM 75606N109 36 616 SH   DFND 1 2 616 0 0
REALTY INCOME CORP COM 756109104 348,550 5,061,318 SH   DFND 1 5,046,293 0 15,025
REATA PHARMACEUTICALS INC-A CL A 75615P103 22,742 241,049 SH   DFND 1 241,049 0 0
RECRO PHARMA INC COM 75629F109 3,153 310,074 SH   DFND 1 310,074 0 0
RECRO PHARMA INC COM 75629F109 105 10,351 SH   DFND 1 2 10,351 0 0
RED HAT INC COM COM 756577102 575,081 3,066,959 SH   DFND 1 3,058,472 0 8,487
RED HAT INC COM COM 756577102 533 2,840 SH   DFND 1 2 2,840 0 0
RED LION HOTELS CORP COM 756764106 2,184 307,197 SH   DFND 1 307,197 0 0
RED ROBIN GOURMET BURGERS COM 75689M101 5,159 168,788 SH   DFND 1 168,788 0 0
RED ROCK RESORTS INC-CLASS A CL A 75700L108 18,933 881,445 SH   DFND 1 881,445 0 0
RED ROCK RESORTS INC-CLASS A CL A 75700L108 92 4,297 SH   DFND 1 2 4,297 0 0
RED VIOLET INC COM 75704L104 587 47,381 SH   DFND 1 47,381 0 0
REDFIN CORP COM 75737F108 17,912 996,241 SH   DFND 1 996,241 0 0
REDHILL BIOPHARMA LTD-SP ADR SPONSORED ADS 757468103 109 16,864 SH   DFND 1 16,864 0 0
REDWOOD TRUST INC COM 758075402 19,469 1,177,851 SH   DFND 1 1,177,851 0 0
REEBONZ HOLDING LTD SHS G7457R122 84 22,479 SH   DFND 1 22,479 0 0
REED'S INC COM 758338107 625 165,517 SH   DFND 1 165,517 0 0
REGAL BELOIT CORP COM 758750103 44,105 539,786 SH   DFND 1 531,948 0 7,838
REGAL BELOIT CORP COM 758750103 545 6,672 SH   DFND 1 2 6,672 0 0
REGALWOOD GLOBAL ENERGY-CW22 *W EXP 12/05/202 G74760128 270 300,000 SH   DFND 1 2 300,000 0 0
REGENCY CENTERS CORP COM 758849103 214,673 3,220,290 SH   DFND 1 3,212,352 0 7,938
REGENERON PHARMACEUTICALS COM 75886F107 361,902 1,158,229 SH   DFND 1 1,150,013 0 8,216
REGENERON PHARMACEUTICALS COM 75886F107 729 2,332 SH   DFND 1 2 2,332 0 0
REGENXBIO INC COM 75901B107 22,206 432,291 SH   DFND 1 432,291 0 0
REGI 4 06/15/36 NOTE 4.000% 6/1 75972AAC7 28,980 18,358,000 PRN   DFND 1 2 18,358,000 0 0
REGIONAL MANAGEMENT CORP COM 75902K106 2,828 107,275 SH   DFND 1 107,275 0 0
REGIONAL MANAGEMENT CORP COM 75902K106 500 18,970 SH   DFND 1 2 18,970 0 0
REGIONS FINANCIAL CORP COM 7591EP100 243,615 16,330,211 SH   DFND 1 16,279,478 0 50,733
REGIONS FINANCIAL CORP COM 7591EP100 1,494 100,013 SH   DFND 1 2 100,013 0 0
REGIS CORP COM 758932107 6,018 362,543 SH   DFND 1 362,543 0 0
REGULUS THERAPEUTICS INC COM NEW 75915K200 80 64,347 SH   DFND 1 64,347 0 0
REINSURANCE GROUP OF AMERICA COM NEW 759351604 113,630 728,722 SH   DFND 1 717,268 0 11,454
REINSURANCE GROUP OF AMERICA COM NEW 759351604 23 151 SH   DFND 1 2 151 0 0
RELIANCE STEEL & ALUMINUM COM 759509102 97,827 1,033,895 SH   DFND 1 1,021,531 0 12,364
RELIANCE STEEL & ALUMINUM COM 759509102 546 5,780 SH   DFND 1 2 5,780 0 0
RELIANT BANCORP INC COM 75956B101 2,248 95,150 SH   DFND 1 95,150 0 0
RELX PLC - SPON ADR SPONSORED ADR 759530108 1,290 52,863 SH   DFND 1 51,164 0 1,699
RELX PLC - SPON ADR SPONSORED ADR 759530108 45 1,858 SH   DFND 1 2 1,858 0 0
REMARK HOLDINGS INC COM 75955K102 145 171,103 SH   DFND 1 171,103 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 90,050 506,182 SH   DFND 1 498,096 0 8,086
RENASANT CORP COM 75970E107 25,130 699,244 SH   DFND 1 699,244 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 7,514 473,813 SH   DFND 1 473,813 0 0
RENT-A-CENTER INC COM 76009N100 17,491 656,834 SH   DFND 1 656,834 0 0
REPLIGEN CORP COM 759916109 51,752 602,123 SH   DFND 1 602,123 0 0
REPLIMUNE GROUP INC COM 76029N106 1,925 131,319 SH   DFND 1 131,319 0 0
REPUBLIC BANCORP INC-CLASS A CL A 760281204 7,791 156,620 SH   DFND 1 156,620 0 0
REPUBLIC FIRST BANCORP INC COM 760416107 3,103 632,151 SH   DFND 1 632,151 0 0
REPUBLIC SERVICES INC COM 760759100 325,949 3,765,017 SH   DFND 1 3,754,112 0 10,905
REPUBLIC SERVICES INC COM 760759100 59 681 SH   DFND 1 2 681 0 0
RESEARCH FRONTIERS INC COM 760911107 369 110,912 SH   DFND 1 110,912 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 28,144 1,283,942 SH   DFND 1 1,261,480 0 22,462
RESMED INC COM 761152107 254,310 2,087,398 SH   DFND 1 2,080,041 0 7,357
RESOLUTE FOREST PRODUCTS COM 76117W109 4,915 682,732 SH   DFND 1 682,732 0 0
RESOLUTE FOREST PRODUCTS COM 76117W109 2,602 361,438 SH   DFND 1 2 361,438 0 0
RESONANT INC COM 76118L102 452 190,219 SH   DFND 1 190,219 0 0
RESOURCES CONNECTION INC COM 76122Q105 10,908 681,355 SH   DFND 1 681,355 0 0
RESTAURANT BRANDS INTERN COM 76131D103 1,294 18,618 SH   DFND 1 18,450 0 168
RESTORATION ROBOTICS INC COM 76133C103 22 37,654 SH   DFND 1 37,654 0 0
RESTORBIO INC COM 76133L103 2,029 198,965 SH   DFND 1 198,965 0 0
RETAIL OPPORTUNITY INVESTMEN COM 76131N101 32,599 1,903,076 SH   DFND 1 1,903,076 0 0
RETAIL PROPERTIES OF AME - A CL A 76131V202 43,289 3,681,114 SH   DFND 1 3,681,114 0 0
RETAIL VALUE INC COM 76133Q102 8,862 254,678 SH   DFND 1 254,678 0 0
RETRACTABLE TECHNOLOGIES INC COM 76129W105 30 41,762 SH   DFND 1 41,762 0 0
RETROPHIN INC COM 761299106 10,981 546,638 SH   DFND 1 546,602 0 36
RETROPHIN INC COM 761299106 1,639 81,600 SH   DFND 1 2 81,600 0 0
REV GROUP INC COM 749527107 5,229 362,911 SH   DFND 1 362,717 0 194
REVANCE THERAPEUTICS INC COM 761330109 7,277 561,114 SH   DFND 1 561,114 0 0
REVLON INC-CLASS A CL A NEW 761525609 1,874 96,964 SH   DFND 1 96,964 0 0
REVLON INC-CLASS A CL A NEW 761525609 148 7,667 SH   DFND 1 2 7,667 0 0
REVOLUTION LIGHTING TECHNOLO COM NEW 76155G206 17 70,265 SH   DFND 1 70,265 0 0
REWALK ROBOTICS LTD SHS M8216Q200 49 11,372 SH   DFND 1 11,372 0 0
REX AMERICAN RESOURCES CORP COM 761624105 5,170 70,921 SH   DFND 1 70,921 0 0
REX AMERICAN RESOURCES CORP COM 761624105 330 4,539 SH   DFND 1 2 4,539 0 0
REXAHN PHARMACEUTICALS INC COM 761640309 137 26,579 SH   DFND 1 26,579 0 0
REXFORD INDUSTRIAL REALTY IN COM 76169C100 66,787 1,654,390 SH   DFND 1 1,654,390 0 0
REXNORD CORP COM 76169B102 41,419 1,370,595 SH   DFND 1 1,370,595 0 0
RF INDUSTRIES LTD COM PAR $0.01 749552105 385 45,686 SH   DFND 1 45,686 0 0
RGC RESOURCES INC COM 74955L103 3,062 100,355 SH   DFND 1 100,355 0 0
RH COM 74967X103 24,079 208,302 SH   DFND 1 208,302 0 0
RHYTHM PHARMACEUTICALS INC COM 76243J105 6,875 312,536 SH   DFND 1 312,536 0 0
RIBBON COMMUNICATIONS INC COM 762544104 3,566 729,339 SH   DFND 1 729,339 0 0
RICEBRAN TECHNOLOGIES COM NEW 762831204 353 121,335 SH   DFND 1 121,335 0 0
RICHARDSON ELEC LTD COM 763165107 388 69,304 SH   DFND 1 69,304 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 6,034 2,312,155 SH   DFND 1 2,312,155 0 0
RIGNET INC COM 766582100 1,887 187,282 SH   DFND 1 187,282 0 0
RIMINI STREET INC COM 76674Q107 552 104,184 SH   DFND 1 104,184 0 0
RING ENERGY INC COM 76680V108 2,424 746,005 SH   DFND 1 746,005 0 0
RINGCENTRAL INC-CLASS A CL A 76680R206 81,691 710,854 SH   DFND 1 710,854 0 0
RINGCENTRAL INC-CLASS A CL A 76680R206 328 2,862 SH   DFND 1 2 2,862 0 0
RIO TINTO PLC-SPON ADR SPONSORED ADR 767204100 2,113 33,908 SH   DFND 1 32,939 0 969
RIO TINTO PLC-SPON ADR SPONSORED ADR 767204100 58 942 SH   DFND 1 2 942 0 0
RIOT BLOCKCHAIN INC COM 767292105 424 135,138 SH   DFND 1 135,138 0 0
RITCHIE BROS AUCTIONEERS COMSTK 767744105 741 21,198 SH   DFND 1 21,198 0 0
RITE AID CORP COM 767754872 5,297 661,370 SH   DFND 1 661,370 0 0
RITE AID CORP COM 767754872 0 32 SH   DFND 1 2 32 0 0
RIVERVIEW BANCORP INC COM 769397100 2,688 314,852 SH   DFND 1 314,852 0 0
RLI CORP COM 749607107 42,045 490,556 SH   DFND 1 489,445 0 1,111
RLJ LODGING TRUST COM 74965L101 58,486 3,296,817 SH   DFND 1 3,296,817 0 0
RMR GROUP INC/THE - A CL A 74967R106 8,745 186,157 SH   DFND 1 186,136 0 21
RMR GROUP INC/THE - A CL A 74967R106 563 12,003 SH   DFND 1 2 12,003 0 0
RMR REAL ESTATE INCOME FUND COM 76970B101 1,857 101,339 SH   DFND 1 2 101,339 0 0
ROADRUNNER TRANSPORTATION SY COM NEW 76973Q204 324 33,949 SH   DFND 1 33,949 0 0
ROAN RESOURCES INC CL A COM 769755109 818 470,507 SH   DFND 1 470,507 0 0
ROBERT HALF INTL INC COM 770323103 136,499 2,397,203 SH   DFND 1 2,391,216 0 5,987
ROBERT HALF INTL INC COM 770323103 436 7,648 SH   DFND 1 2 7,648 0 0
ROCKET PHARMACEUTICALS INC COM 77313F106 6,657 443,814 SH   DFND 1 443,814 0 0
ROCKWELL AUTOMATION INC COM 773903109 313,838 1,916,757 SH   DFND 1 1,910,612 0 6,145
ROCKWELL MEDICAL INC COM 774374102 2,107 700,331 SH   DFND 1 700,331 0 0
ROCKY BRANDS INC COM 774515100 2,872 105,304 SH   DFND 1 105,304 0 0
ROCKY BRANDS INC COM 774515100 134 4,944 SH   DFND 1 2 4,944 0 0
ROGERS COMMUNICATIONS INC-B CL B 775109200 337 6,314 SH   DFND 1 5,104 0 1,210
ROGERS CORP COM 775133101 39,321 227,843 SH   DFND 1 227,843 0 0
ROKU INC COM CL A 77543R102 95,122 1,050,147 SH   DFND 1 1,050,147 0 0
ROLLINS INC COM 775711104 99,778 2,779,057 SH   DFND 1 2,771,989 0 7,068
ROLLINS INC COM 775711104 12 348 SH   DFND 1 2 348 0 0
ROPER TECHNOLOGIES INC COM 776696106 510,006 1,395,028 SH   DFND 1 1,390,068 0 4,960
ROPER TECHNOLOGIES INC COM 776696106 8 22 SH   DFND 1 2 22 0 0
ROSEHILL RESOURCES INC CL A 777385105 382 103,380 SH   DFND 1 103,380 0 0
ROSETTA STONE INC COM 777780107 6,453 282,064 SH   DFND 1 282,064 0 0
ROSETTA STONE INC COM 777780107 380 16,632 SH   DFND 1 2 16,632 0 0
ROSS STORES INC COM 778296103 573,690 5,793,228 SH   DFND 1 5,760,420 0 32,808
ROSS STORES INC COM 778296103 20 208 SH   DFND 1 2 208 0 0
ROYAL BANK OF CANADA COM 780087102 1,677 21,130 SH   DFND 1 20,310 0 820
ROYAL BANK OF SCOT-SPON ADR SPONS ADR 2 ORD 780097689 325 57,370 SH   DFND 1 56,100 0 1,270
ROYAL BANK OF SCOT-SPON ADR SPONS ADR 2 ORD 780097689 50 8,922 SH   DFND 1 2 8,922 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 299,752 2,477,286 SH   DFND 1 2,468,640 0 8,646
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 38 314 SH   DFND 1 2 314 0 0
ROYAL DUTCH SHELL-SPON ADR-A SPONS ADR A 780259206 535 8,234 SH   DFND 1 8,234 0 0
ROYAL DUTCH SHELL-SPON ADR-A SPONS ADR A 780259206 7 114 SH   DFND 1 2 114 0 0
ROYAL DUTCH SHELL-SPON ADR-B SPON ADR B 780259107 4,677 71,156 SH   DFND 1 71,156 0 0
ROYAL GOLD INC COM 780287108 78,783 768,693 SH   DFND 1 756,697 0 11,996
ROYCE MICRO-CAP TRUST INC COM 780915104 2,967 361,070 SH   DFND 1 2 361,070 0 0
ROYCE VALUE TRUST COM 780910105 542 38,978 SH   DFND 1 2 38,978 0 0
RPC INC COM 749660106 5,180 718,567 SH   DFND 1 718,567 0 0
RPC INC COM 749660106 855 118,607 SH   DFND 1 2 118,607 0 0
RPM INTERNATIONAL INC COM 749685103 83,342 1,363,818 SH   DFND 1 1,339,821 0 23,997
RPT REALTY SH BEN INT 74971D101 15,636 1,291,231 SH   DFND 1 1,291,231 0 0
RR DONNELLEY & SONS CO COM 257867200 1,668 846,759 SH   DFND 1 846,369 0 390
RR DONNELLEY & SONS CO COM 257867200 19 9,960 SH   DFND 1 2 9,960 0 0
RTI SURGICAL HDS INC COM 74975N105 3,338 785,577 SH   DFND 1 785,577 0 0
RTRX 2.5 09/15/25 NOTE 2.500% 9/1 761299AB2 1,791 2,000,000 PRN   DFND 1 2 2,000,000 0 0
RTW RETAILWINDS INC COM 74980D100 521 306,536 SH   DFND 1 306,536 0 0
RUBICON PROJECT INC/THE COM 78112V102 3,734 587,129 SH   DFND 1 587,129 0 0
RUBICON PROJECT INC/THE COM 78112V102 397 62,452 SH   DFND 1 2 62,452 0 0
RUBICON TECHNOLOGY INC COM NEW 78112T206 94 11,352 SH   DFND 1 11,352 0 0
RUBIUS THERAPEUTICS INC COM 78116T103 5,279 335,640 SH   DFND 1 335,640 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 11,506 416,437 SH   DFND 1 416,437 0 0
RUMBLEON INC-B CL B 781386206 323 72,246 SH   DFND 1 72,246 0 0
RUSH ENTERPRISES INC - CL B CL B 781846308 842 22,837 SH   DFND 1 22,837 0 0
RUSH ENTERPRISES INC-CL A CL A 781846209 19,931 545,779 SH   DFND 1 545,779 0 0
RUTH'S HOSPITALITY GROUP INC COM 783332109 8,924 392,969 SH   DFND 1 392,969 0 0
RUTH'S HOSPITALITY GROUP INC COM 783332109 80 3,542 SH   DFND 1 2 3,542 0 0
RWT 5.625 07/15/24 NOTE 5.625% 7/1 758075AD7 4,971 5,000,000 PRN   DFND 1 2 5,000,000 0 0
RYANAIR HOLDINGS PLC-SP ADR SPONSORED ADS 783513203 5,217 81,340 SH   DFND 1 81,340 0 0
RYDER SYSTEM INC COM 783549108 32,167 551,758 SH   DFND 1 542,002 0 9,756
RYDER SYSTEM INC COM 783549108 37 649 SH   DFND 1 2 649 0 0
RYERSON HOLDING CORP COM 783754104 1,637 196,573 SH   DFND 1 196,573 0 0
RYMAN HOSPITALITY PROPERTIES COM 78377T107 76,718 946,088 SH   DFND 1 946,088 0 0
S & T BANCORP INC COM 783859101 17,288 461,268 SH   DFND 1 461,268 0 0
S&P GLOBAL INC COM 78409V104 700,180 3,079,289 SH   DFND 1 3,067,543 0 11,746
S&W SEED CO COM 785135104 375 142,144 SH   DFND 1 142,144 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 52,238 2,612,318 SH   DFND 1 2,577,416 0 34,902
SABRE CORP COM 78573M104 74,400 3,353,393 SH   DFND 1 3,303,100 0 50,293
SACHEM CAPITAL CORP COM 78590A109 479 90,236 SH   DFND 1 90,236 0 0
SAEXPLORATION HOLDINGS INC COM PAR 78636X873 103 28,628 SH   DFND 1 28,628 0 0
SAFE BULKERS INC COM Y7388L103 433 278,118 SH   DFND 1 263,773 0 14,345
SAFEGUARD SCIENTIFICS INC COM NEW 786449207 2,994 248,057 SH   DFND 1 248,057 0 0
SAFEHOLD INC COM 78645L100 3,178 105,263 SH   DFND 1 105,263 0 0
SAFETY INSURANCE GROUP INC COM 78648T100 19,260 202,461 SH   DFND 1 202,461 0 0
SAGA COMMUNICATIONS INC-CL A CL A NEW 786598300 1,418 45,407 SH   DFND 1 45,407 0 0
SAGE THERAPEUTICS INC COM 78667J108 100,053 546,472 SH   DFND 1 546,472 0 0
SAIA INC COM 78709Y105 22,289 344,662 SH   DFND 1 344,662 0 0
SAILPOINT TECHNOLOGIES HOLDI COM 78781P105 17,918 894,136 SH   DFND 1 894,136 0 0
SALEM MEDIA GROUP INC CL A 794093104 145 59,787 SH   DFND 1 59,787 0 0
SALESFORCE.COM INC COM 79466L302 1,546,546 10,211,981 SH   DFND 1 10,173,721 0 38,260
SALESFORCE.COM INC COM 79466L302 35 236 SH   DFND 1 2 236 0 0
SALLY BEAUTY HOLDINGS INC COM 79546E104 22,890 1,715,910 SH   DFND 1 1,693,835 0 22,075
SALLY BEAUTY HOLDINGS INC COM 79546E104 90 6,796 SH   DFND 1 2 6,796 0 0
SANDERSON FARMS INC COM 800013104 37,617 275,463 SH   DFND 1 271,893 0 3,570
SANDRIDGE ENERGY INC COM NEW 80007P869 2,706 391,052 SH   DFND 1 391,052 0 0
SANDSTORM GOLD LTD COMSTK 80013R206 62 11,208 SH   DFND 1 11,208 0 0
SANDSTORM GOLD LTD COMSTK 80013R206 0 63 SH   DFND 1 2 63 0 0
SANDY SPRING BANCORP INC COM 800363103 16,382 469,671 SH   DFND 1 469,671 0 0
SANGAMO THERAPEUTICS INC COM 800677106 16,005 1,486,150 SH   DFND 1 1,486,150 0 0
SANMINA CORP COM 801056102 27,218 898,907 SH   DFND 1 898,907 0 0
SANOFI-ADR SPONSORED ADR 80105N105 8,916 206,058 SH   DFND 1 204,288 0 1,770
SANTANDER CONSUMER USA HOLDI COM 80283M101 27,886 1,163,860 SH   DFND 1 1,163,860 0 0
SAP SE-SPONSORED ADR SPON ADR 803054204 2,276 16,640 SH   DFND 1 15,780 0 860
SAPIENS INTERNATIONAL CORP SHS G7T16G103 914 55,044 SH   DFND 1 55,044 0 0
SAREPTA THERAPEUTICS INC COM 803607100 112,785 742,251 SH   DFND 1 742,251 0 0
SASOL LTD-SPONSORED ADR SPONSORED ADR 803866300 380 15,303 SH   DFND 1 2 15,303 0 0
SASOL LTD-SPONSORED ADR SPONSORED ADR 803866300 53 2,166 SH   DFND 1 1,312 0 854
SAUL CENTERS INC COM 804395101 8,485 151,167 SH   DFND 1 151,167 0 0
SAUL CENTERS INC COM 804395101 483 8,609 SH   DFND 1 2 8,609 0 0
SAVARA INC COM 805111101 878 370,676 SH   DFND 1 370,676 0 0
SB FINANCIAL GROUP INC COM 78408D105 205 12,486 SH   DFND 1 12,486 0 0
SB ONE BANCORP COM 78413T103 1,830 81,883 SH   DFND 1 81,883 0 0
SBA COMMUNICATIONS CORP CL A 78410G104 378,080 1,684,349 SH   DFND 1 1,678,942 0 5,407
SCANSOURCE INC COM 806037107 12,895 396,049 SH   DFND 1 396,049 0 0
SCHLUMBERGER LTD COM 806857108 719,378 18,121,843 SH   DFND 1 18,055,723 0 66,120
SCHLUMBERGER LTD COM 806857108 277 6,976 SH   DFND 1 2 6,976 0 0
SCHNEIDER NATIONAL INC-CL B CL B 80689H102 6,968 382,029 SH   DFND 1 382,029 0 0
SCHNEIDER NATIONAL INC-CL B CL B 80689H102 480 26,370 SH   DFND 1 2 26,370 0 0
SCHNITZER STEEL INDS INC-A CL A 806882106 11,699 447,052 SH   DFND 1 446,511 0 541
SCHNITZER STEEL INDS INC-A CL A 806882106 360 13,793 SH   DFND 1 2 13,793 0 0
SCHOLAR ROCK HOLDING CORP COM 80706P103 3,440 216,953 SH   DFND 1 216,953 0 0
SCHOLASTIC CORP COM 807066105 12,262 368,919 SH   DFND 1 368,919 0 0
SCHOLASTIC CORP COM 807066105 58 1,752 SH   DFND 1 2 1,752 0 0
SCHULTZE SPECIAL PURPOSE -24 *W EXP 12/31/202 80821R117 90 300,000 SH   DFND 1 2 300,000 0 0
SCHWAB (CHARLES) CORP COM 808513105 602,302 15,015,345 SH   DFND 1 14,958,641 0 56,704
SCHWAB (CHARLES) CORP COM 808513105 48 1,202 SH   DFND 1 2 1,202 0 0
SCHWAB EMERGING MARKETS EQUI EMRG MKTEQ ETF 808524706 4,122 157,092 PRN   DFND 1 157,092 0 0
SCHWAB INTL EQUITY ETF INTL EQTY ETF 808524805 2,102 65,521 PRN   DFND 1 65,521 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 15,286 460,702 SH   DFND 1 460,702 0 0
SCIENCE APPLICATIONS INTE COM 808625107 59,761 690,400 SH   DFND 1 681,082 0 9,318
SCIENTIFIC GAMES CORP COM 80874P109 15,130 763,419 SH   DFND 1 753,208 0 10,211
SCIENTIFIC GAMES CORP COM 80874P109 38 1,967 SH   DFND 1 2 1,967 0 0
SCIPLAY CORP-CLASS A CL A 809087109 2,342 170,878 SH   DFND 1 170,878 0 0
SCORPIO BULKERS INC COM Y7546A122 1,209 262,883 SH   DFND 1 258,545 0 4,338
SCORPIO TANKERS INC SHS Y7542C130 6,066 205,489 SH   DFND 1 205,489 0 0
SCOTTS MIRACLE-GRO CO CL A 810186106 39,546 401,485 SH   DFND 1 394,119 0 7,366
SCPHARMACEUTICALS INC COM 810648105 104 32,683 SH   DFND 1 32,683 0 0
SCTY 0 12/01/20 NOTE 12/0 83416TAE0 11,783 12,500,000 PRN   DFND 1 2 12,500,000 0 0
SCYNEXIS INC COM 811292101 704 537,452 SH   DFND 1 537,452 0 0
SEABOARD CORP COM 811543107 12,687 3,067 SH   DFND 1 3,067 0 0
SEACHANGE INTERNATIONAL INC COM 811699107 268 187,926 SH   DFND 1 187,926 0 0
SEACOAST BANKING CORP/FL COM NEW 811707801 17,202 676,206 SH   DFND 1 676,206 0 0
SEACOR HOLDINGS INC COM 811904101 11,174 235,197 SH   DFND 1 235,197 0 0
SEACOR MARINE HOLDINGS INC COM 78413P101 3,783 252,941 SH   DFND 1 252,941 0 0
SEADRILL LTD COM G7998G106 1,141 274,520 SH   DFND 1 274,520 0 0
SEAGATE TECHNOLOGY SHS G7945M107 167,216 3,551,700 SH   DFND 1 3,539,725 0 11,975
SEALED AIR CORP COM 81211K100 99,995 2,341,299 SH   DFND 1 2,333,832 0 7,467
SEALED AIR CORP COM 81211K100 37 865 SH   DFND 1 2 865 0 0
SEARS HOMETOWN AND OUTLET ST COM 812362101 209 88,104 SH   DFND 1 88,104 0 0
SEASPINE HOLDINGS CORP COM 81255T108 2,518 190,101 SH   DFND 1 190,101 0 0
SEATTLE GENETICS INC COM 812578102 83,721 1,210,497 SH   DFND 1 1,210,497 0 0
SEATTLE GENETICS INC COM 812578102 148 2,139 SH   DFND 1 2 2,139 0 0
SEAWORLD ENTERTAINMENT INC COM 81282V100 22,971 741,016 SH   DFND 1 741,016 0 0
SEAWORLD ENTERTAINMENT INC COM 81282V100 377 12,185 SH   DFND 1 2 12,185 0 0
SECOND SIGHT MEDICAL PRODUCT COM 81362J100 185 231,925 SH   DFND 1 231,925 0 0
SECUREWORKS CORP - A CL A 81374A105 1,868 140,630 SH   DFND 1 140,630 0 0
SECURITY NATL FINL CORP-CL A CL A NEW 814785309 279 55,634 SH   DFND 1 55,634 0 0
SEELOS THERAPEUTICS INC COM 81577F109 336 153,707 SH   DFND 1 153,707 0 0
SEI INVESTMENTS COMPANY COM 784117103 117,384 2,091,551 SH   DFND 1 2,068,086 0 23,465
SELECT BANCORP INC COM 81617L108 1,943 169,874 SH   DFND 1 169,874 0 0
SELECT ENERGY SERVICES INC-A CL A COM 81617J301 8,826 760,266 SH   DFND 1 760,266 0 0
SELECT ENERGY SERVICES INC-A CL A COM 81617J301 10 868 SH   DFND 1 2 868 0 0
SELECT INTERIOR CONCEPTS-A CL A 816120307 1,172 100,651 SH   DFND 1 100,651 0 0
SELECT MEDICAL HOLDINGS CORP COM 81619Q105 23,272 1,466,459 SH   DFND 1 1,466,401 0 58
SELECTA BIOSCIENCES INC COM 816212104 509 284,512 SH   DFND 1 284,512 0 0
SELECTIVE INSURANCE GROUP COM 816300107 66,716 890,861 SH   DFND 1 890,861 0 0
SELLAS LIFE SCIENCES GROUP I COM 81642T100 13 123,811 SH   DFND 1 123,811 0 0
SEMGROUP CORP-CLASS A CL A 81663A105 10,505 875,489 SH   DFND 1 875,489 0 0
SEMPRA ENERGY COM 816851109 540,674 3,940,683 SH   DFND 1 3,927,557 0 13,126
SEMTECH CORP COM 816850101 41,975 873,574 SH   DFND 1 861,368 0 12,206
SENECA FOODS CORP - CL A CL A 817070501 2,315 83,207 SH   DFND 1 83,207 0 0
SENESTECH INC COM 81720R109 166 92,634 SH   DFND 1 92,634 0 0
SENIOR HOUSING PROP TRUST SH BEN INT 81721M109 40,909 4,885,410 SH   DFND 1 4,840,902 0 44,508
SENIOR HOUSING PROP TRUST SH BEN INT 81721M109 32 3,974 SH   DFND 1 2 3,974 0 0
SENSATA TECHNOLOGIES HOLDING SHS G8060N102 80,618 1,646,491 SH   DFND 1 1,646,491 0 0
SENSEONICS HOLDINGS INC COM 81727U105 2,529 1,239,894 SH   DFND 1 1,239,894 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 38,432 523,037 SH   DFND 1 515,290 0 7,747
SENSUS HEALTHCARE INC COM 81728J109 263 47,611 SH   DFND 1 47,611 0 0
SENTINEL ENERGY SERVICE-CW22 *W EXP 11/02/202 81728P113 398 517,100 SH   DFND 1 2 517,100 0 0
SEQUENTIAL BRANDS GROUP INC COM 81734P107 168 306,631 SH   DFND 1 306,631 0 0
SERES THERAPEUTICS INC COM 81750R102 1,484 461,106 SH   DFND 1 461,106 0 0
SERITAGE GROWTH PROP- A REIT CL A 81752R100 20,213 470,529 SH   DFND 1 470,529 0 0
SERVICE CORP INTERNATIONAL COM 817565104 89,114 1,904,970 SH   DFND 1 1,871,603 0 33,367
SERVICEMASTER GLOBAL HOLDING COM 81761R109 72,776 1,397,135 SH   DFND 1 1,397,135 0 0
SERVICENOW INC COM 81762P102 434,810 1,584,891 SH   DFND 1 1,584,891 0 0
SERVICENOW INC COM 81762P102 653 2,381 SH   DFND 1 2 2,381 0 0
SERVICESOURCE INTERNATIONAL COM 81763U100 482 508,377 SH   DFND 1 508,377 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 22,593 659,471 SH   DFND 1 659,471 0 0
SESEN BIO INC COM 817763105 743 495,343 SH   DFND 1 495,343 0 0
SESEN BIO INC COM 817763105 25 16,727 SH   DFND 1 2 16,727 0 0
SFL 4.875 05/01/23 NOTE 4.875% 5/0 824689AG8 9,598 9,496,000 PRN   DFND 1 2 9,496,000 0 0
SHAKE SHACK INC - CLASS A CL A 819047101 23,681 328,004 SH   DFND 1 328,004 0 0
SHARPS COMPLIANCE CORP COM 820017101 204 57,439 SH   DFND 1 57,439 0 0
SHARPSPRING INC COM 820054104 1,257 96,824 SH   DFND 1 96,824 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 24,121 626,202 SH   DFND 1 626,202 0 0
SHERWIN-WILLIAMS CO/THE COM 824348106 465,160 1,017,040 SH   DFND 1 1,013,162 0 3,878
SHIFTPIXY INC COM 82452L104 7 15,135 SH   DFND 1 15,135 0 0
SHILOH INDUSTRIES INC COM 824543102 506 103,992 SH   DFND 1 103,992 0 0
SHINHAN FINANCIAL GROUP-ADR SPN ADR RESTRD 824596100 423 10,899 SH   DFND 1 9,317 0 1,582
SHIP FINANCE INTL LTD SHS G81075106 4,831 386,182 SH   DFND 1 386,182 0 0
SHOCKWAVE MEDICAL INC COM 82489T104 5,124 89,765 SH   DFND 1 89,765 0 0
SHOE CARNIVAL INC COM 824889109 5,606 203,123 SH   DFND 1 203,123 0 0
SHOE CARNIVAL INC COM 824889109 408 14,786 SH   DFND 1 2 14,786 0 0
SHOPIFY INC - CLASS A CL A 82509L107 337 1,126 SH   DFND 1 1,050 0 76
SHORE BANCSHARES INC COM 825107105 2,291 140,209 SH   DFND 1 140,209 0 0
SHOTSPOTTER INC COM 82536T107 4,633 104,839 SH   DFND 1 104,839 0 0
SHUTTERFLY INC COM 82568P304 23,014 455,288 SH   DFND 1 455,288 0 0
SHUTTERSTOCK INC COM 825690100 9,917 253,073 SH   DFND 1 253,073 0 0
SIBANYE GOLD LTD-SPONS ADR SPONSORED ADR 825724206 309 65,057 SH   DFND 1 2 65,057 0 0
SI-BONE INC COM 825704109 2,987 146,899 SH   DFND 1 146,899 0 0
SIEBERT FINANCIAL CORP COM 826176109 621 69,034 SH   DFND 1 69,034 0 0
SIENNA BIOPHARMACEUTICALS IN COM 82622H108 165 190,240 SH   DFND 1 190,240 0 0
SIENTRA INC COM 82621J105 2,495 405,035 SH   DFND 1 405,035 0 0
SIERRA BANCORP COM 82620P102 4,889 180,287 SH   DFND 1 180,287 0 0
SIERRA ONCOLOGY INC COM 82640U107 27 48,539 SH   DFND 1 48,539 0 0
SIERRA WIRELESS INC COM 826516106 331 27,464 SH   DFND 1 27,464 0 0
SIGA TECHNOLOGIES INC COM 826917106 3,618 637,104 SH   DFND 1 637,104 0 0
SIGMA LABS INC COM PAR 826598302 34 24,951 SH   DFND 1 24,951 0 0
SIGMATRON INTERNATIONAL INC COM 82661L101 29 11,463 SH   DFND 1 11,463 0 0
SIGNATURE BANK COM 82669G104 73,284 606,847 SH   DFND 1 596,760 0 10,087
SIGNET JEWELERS LTD SHS G81276100 12,297 687,778 SH   DFND 1 677,242 0 10,536
SIGNET JEWELERS LTD SHS G81276100 49 2,759 SH   DFND 1 2 2,759 0 0
SILGAN HOLDINGS INC COM 827048109 27,168 887,854 SH   DFND 1 873,611 0 14,243
SILICON LABORATORIES INC COM 826919102 64,113 620,053 SH   DFND 1 612,119 0 7,934
SILICON MOTION TECHNOL-ADR SPONSORED ADR 82706C108 1,422 32,044 SH   DFND 1 32,044 0 0
SILK ROAD MEDICAL INC COM 82710M100 4,346 89,695 SH   DFND 1 89,695 0 0
SILVERBOW RESOURCES INC COM 82836G102 995 71,856 SH   DFND 1 71,856 0 0
SILVERCREST ASSET MANAGEME-A CL A 828359109 1,013 72,242 SH   DFND 1 72,242 0 0
SIMMONS FIRST NATL CORP-CL A CL A $1 PAR 828730200 28,396 1,220,842 SH   DFND 1 1,220,842 0 0
SIMON PROPERTY GROUP INC COM 828806109 961,651 6,020,042 SH   DFND 1 6,004,527 0 15,515
SIMON PROPERTY GROUP INC COM 828806109 64 406 SH   DFND 1 2 406 0 0
SIMPLY GOOD FOODS CO/THE COM 82900L102 18,493 768,002 SH   DFND 1 768,002 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 36,644 551,376 SH   DFND 1 551,376 0 0
SIMULATIONS PLUS INC COM 829214105 4,516 158,140 SH   DFND 1 158,140 0 0
SIMULATIONS PLUS INC COM 829214105 836 29,304 SH   DFND 1 2 29,304 0 0
SINA CORP ORD G81477104 7,967 185,665 SH   DFND 1 185,665 0 0
SINA CORP ORD G81477104 1,112 25,784 SH   DFND 1 2 25,784 0 0
SINCLAIR BROADCAST GROUP -A CL A 829226109 44,506 829,876 SH   DFND 1 829,876 0 0
SINOVAC BIOTECH LTD SHS P8696W104 179 27,717 SH   DFND 1 27,717 0 0
SIRIUS XM HOLDINGS INC COM 82968B103 110,072 19,735,894 SH   DFND 1 19,547,728 0 188,166
SITE CENTERS CORP COM 82981J109 26,892 2,031,144 SH   DFND 1 2,031,144 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 34,732 501,185 SH   DFND 1 501,185 0 0
SITO MOBILE LTD COM NEW 82988R203 103 131,211 SH   DFND 1 131,211 0 0
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 44,617 891,476 SH   DFND 1 877,268 0 14,208
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 35 719 SH   DFND 1 2 719 0 0
SJW GROUP COM 784305104 18,690 307,558 SH   DFND 1 307,558 0 0
SK TELECOM CO LTD-SPON ADR SPONSORED ADR 78440P108 214 8,648 SH   DFND 1 7,248 0 1,400
SKECHERS USA INC-CL A CL A 830566105 45,222 1,436,085 SH   DFND 1 1,411,482 0 24,603
SKYLINE CHAMPION CORP COM 830830105 16,774 612,650 SH   DFND 1 612,650 0 0
SKYWEST INC COM 830879102 40,183 662,333 SH   DFND 1 662,333 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 203,517 2,638,142 SH   DFND 1 2,622,416 0 15,726
SKYWORKS SOLUTIONS INC COM 83088M102 57 738 SH   DFND 1 2 738 0 0
SL GREEN REALTY CORP COM 78440X101 126,786 1,579,665 SH   DFND 1 1,575,621 0 4,044
SL GREEN REALTY CORP COM 78440X101 33 418 SH   DFND 1 2 418 0 0
SLAB 1.375 03/01/22 NOTE 1.375% 3/0 826919AB8 13,732 11,050,000 PRN   DFND 1 2 11,050,000 0 0
SLEEP NUMBER CORP COM 83125X103 16,402 406,113 SH   DFND 1 406,113 0 0
SLM CORP COM 78442P106 49,776 5,121,021 SH   DFND 1 5,041,877 0 79,144
SLM CORP COM 78442P106 35 3,660 SH   DFND 1 2 3,660 0 0
SM ENERGY CO COM 78454L100 16,616 1,327,182 SH   DFND 1 1,308,279 0 18,903
SMART GLOBAL HOLDINGS INC SHS G8232Y101 3,803 165,420 SH   DFND 1 165,420 0 0
SMART SAND INC COM 83191H107 782 320,639 SH   DFND 1 320,639 0 0
SMARTFINANCIAL INC COM NEW 83190L208 2,968 136,865 SH   DFND 1 136,865 0 0
SMARTSHEET INC-CLASS A COM CL A 83200N103 40,984 846,797 SH   DFND 1 846,797 0 0
SMARTSHEET INC-CLASS A COM CL A 83200N103 202 4,180 SH   DFND 1 2 4,180 0 0
SMITH & NEPHEW PLC -SPON ADR SPDN ADR NEW 83175M205 1,118 25,688 SH   DFND 1 24,536 0 1,152
SMITH & NEPHEW PLC -SPON ADR SPDN ADR NEW 83175M205 38 877 SH   DFND 1 2 877 0 0
SMITH (A.O.) CORP COM 831865209 104,837 2,226,468 SH   DFND 1 2,219,696 0 6,772
SMITH MICRO SOFTWARE INC COM NEW 832154207 563 185,238 SH   DFND 1 185,238 0 0
SNAP INC - A CL A 83304A106 82,743 5,791,196 SH   DFND 1 5,791,196 0 0
SNAP-ON INC COM 833034101 157,231 950,614 SH   DFND 1 947,813 0 2,801
SOCIAL REALITY INC COM CL A NEW 83362P300 383 82,267 SH   DFND 1 82,267 0 0
SOGOU INC-ADR ADR REPSTG A 83409V104 506 123,543 SH   DFND 1 2 123,543 0 0
SOHU.COM LTD-ADR SPONSORED ADS 83410S108 426 30,490 SH   DFND 1 30,490 0 0
SOHU.COM LTD-ADR SPONSORED ADS 83410S108 132 9,473 SH   DFND 1 2 9,473 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 23,463 375,656 SH   DFND 1 375,656 0 0
SOLARIS OILFIELD INFRAST-A COM CL A 83418M103 5,809 387,811 SH   DFND 1 387,811 0 0
SOLARWINDS CORP COM 83417Q105 2,275 124,088 SH   DFND 1 124,088 0 0
SOLENO THERAPEUTICS INC COM NEW 834203200 98 35,097 SH   DFND 1 35,097 0 0
SOLID BIOSCIENCES INC COM 83422E105 1,142 198,761 SH   DFND 1 198,761 0 0
SOLIGENIX INC COM 834223307 14 20,298 SH   DFND 1 20,298 0 0
SOLITARIO ZINC CORP COM 8342EP107 24 75,942 SH   DFND 1 75,942 0 0
SOLITON INC COM 834251100 263 17,907 SH   DFND 1 17,907 0 0
SONIC AUTOMOTIVE INC-CLASS A CL A 83545G102 8,582 367,565 SH   DFND 1 367,565 0 0
SONIM TECHNOLOGIES INC COM 83548F101 526 41,337 SH   DFND 1 41,337 0 0
SONOCO PRODUCTS CO COM 835495102 68,516 1,048,618 SH   DFND 1 1,029,901 0 18,717
SONOS INC COM 83570H108 5,634 496,900 SH   DFND 1 496,900 0 0
SONY CORP-SPONSORED ADR SPONSORED ADR 835699307 1,132 21,619 SH   DFND 1 20,450 0 1,169
SOPHIRIS BIO INC COM NEW 83578Q209 205 243,523 SH   DFND 1 243,523 0 0
SORRENTO THERAPEUTICS INC COM NEW 83587F202 3,890 1,457,029 SH   DFND 1 1,457,029 0 0
SOTHEBY'S COM 835898107 23,730 408,223 SH   DFND 1 402,164 0 6,059
SOTHEBY'S COM 835898107 1,162 20,000 SH   DFND 1 2 20,000 0 0
SOTHERLY HOTELS INC COM 83600C103 500 71,871 SH   DFND 1 71,871 0 0
SOURCE CAPITAL INC COM 836144105 2,208 60,379 SH   DFND 1 2 60,379 0 0
SOUTH JERSEY INDUSTRIES COM 838518108 37,990 1,126,301 SH   DFND 1 1,126,301 0 0
SOUTH PLAINS FINANCIAL INC COM 83946P107 702 42,547 SH   DFND 1 42,547 0 0
SOUTH STATE CORP COM 840441109 34,059 462,324 SH   DFND 1 462,324 0 0
SOUTHERN CO/THE COM 842587107 792,087 14,331,993 SH   DFND 1 14,280,908 0 51,085
SOUTHERN COPPER CORP COM 84265V105 8,973 232,211 SH   DFND 1 232,211 0 0
SOUTHERN FIRST BANCSHARES COM 842873101 3,801 97,086 SH   DFND 1 97,086 0 0
SOUTHERN MISSOURI BANCORP COM 843380106 2,859 82,098 SH   DFND 1 82,098 0 0
SOUTHERN NATL BANCORP OF VA COM 843395104 3,674 240,031 SH   DFND 1 240,031 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 14,062 434,302 SH   DFND 1 434,302 0 0
SOUTHWEST AIRLINES CO COM 844741108 337,450 6,654,747 SH   DFND 1 6,630,333 0 24,414
SOUTHWEST AIRLINES CO COM 844741108 732 14,425 SH   DFND 1 2 14,425 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 68,123 760,141 SH   DFND 1 750,365 0 9,776
SOUTHWESTERN ENERGY CO COM 845467109 21,605 6,837,246 SH   DFND 1 6,738,175 0 99,071
SP PLUS CORP COM 78469C103 10,508 329,108 SH   DFND 1 329,108 0 0
SPAR GROUP INC COM 784933103 93 145,742 SH   DFND 1 145,742 0 0
SPARK ENERGY INC-CLASS A CL A COM 846511103 1,897 169,547 SH   DFND 1 169,547 0 0
SPARK THERAPEUTICS INC COM 84652J103 45,155 441,055 SH   DFND 1 441,055 0 0
SPARK THERAPEUTICS INC COM 84652J103 544 5,314 SH   DFND 1 2 5,314 0 0
SPARTAN MOTORS INC COM 846819100 4,597 419,503 SH   DFND 1 419,503 0 0
SPARTANNASH CO COM 847215100 5,443 466,435 SH   DFND 1 466,435 0 0
SPARTANNASH CO COM 847215100 132 11,353 SH   DFND 1 2 11,353 0 0
SPDR S&P DIVIDEND ETF S&P DIVID ETF 78464A763 781 7,746 PRN   DFND 1 7,746 0 0
SPECIAL OPPORTUNITIES FUND COM 84741T104 760 55,285 SH   DFND 1 2 55,285 0 0
SPECTRUM BRANDS HOLDINGS INC COM 84790A105 23,466 436,421 SH   DFND 1 436,421 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 12,170 1,413,573 SH   DFND 1 1,413,573 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 2,577 138,963 SH   DFND 1 138,608 0 355
SPERO THERAPEUTICS INC COM 84833T103 1,320 114,717 SH   DFND 1 114,717 0 0
SPHERE 3D CORP COM 84841L308 18 12,002 SH   DFND 1 12,002 0 0
SPIRE INC COM 84857L101 55,131 656,958 SH   DFND 1 647,669 0 9,289
SPIRIT AEROSYSTEMS HOLD-CL A COM CL A 848574109 85,123 1,046,911 SH   DFND 1 1,046,280 0 631
SPIRIT AEROSYSTEMS HOLD-CL A COM CL A 848574109 798 9,808 SH   DFND 1 2 9,808 0 0
SPIRIT AIRLINES INC COM 848577102 42,070 881,429 SH   DFND 1 881,429 0 0
SPIRIT AIRLINES INC COM 848577102 34 714 SH   DFND 1 2 714 0 0
SPIRIT MTA REIT COM SHS BEN IN 84861U105 5,076 608,654 SH   DFND 1 607,373 0 1,281
SPIRIT OF TEXAS BANCSHARES I COM 84861D103 2,965 131,789 SH   DFND 1 131,789 0 0
SPIRIT REALTY CAPITAL INC COM NEW 84860W300 68,872 1,614,457 SH   DFND 1 1,614,457 0 0
SPLUNK INC COM 848637104 193,103 1,536,689 SH   DFND 1 1,536,464 0 225
SPLUNK INC COM 848637104 112 896 SH   DFND 1 2 896 0 0
SPOK HOLDINGS INC COM 84863T106 3,795 252,385 SH   DFND 1 252,385 0 0
SPORTSMAN'S WAREHOUSE HOLDIN COM 84920Y106 2,018 534,106 SH   DFND 1 534,106 0 0
SPOTIFY TECHNOLOGY SA SHS L8681T102 29,783 203,693 SH   DFND 1 203,693 0 0
SPRING BANK PHARMACEUTICALS COM 849431101 286 77,682 SH   DFND 1 77,682 0 0
SPRINT CORP COM 85207U105 35,998 5,484,925 SH   DFND 1 5,484,925 0 0
SPRINT CORP COM 85207U105 620 94,513 SH   DFND 1 2 94,513 0 0
SPROTT FOCUS TRUST INC COM 85208J109 403 59,897 SH   DFND 1 2 59,897 0 0
SPROUTS FARMERS MARKET INC COM 85208M102 25,224 1,335,327 SH   DFND 1 1,313,730 0 21,597
SPROUTS FARMERS MARKET INC COM 85208M102 99 5,281 SH   DFND 1 2 5,281 0 0
SPS COMMERCE INC COM 78463M107 25,620 250,667 SH   DFND 1 250,667 0 0
SPX CORP COM 784635104 17,797 538,995 SH   DFND 1 538,995 0 0
SPX FLOW INC COM 78469X107 21,959 524,588 SH   DFND 1 524,588 0 0
SQUARE INC - A CL A 852234103 219,465 3,028,229 SH   DFND 1 3,027,743 0 486
SRC ENERGY INC COM 78470V108 14,783 2,980,493 SH   DFND 1 2,980,493 0 0
SS&C TECHNOLOGIES HOLDINGS COM 78467J100 131,674 2,287,282 SH   DFND 1 2,286,045 0 1,237
SS&C TECHNOLOGIES HOLDINGS COM 78467J100 36 632 SH   DFND 1 2 632 0 0
SSR MINING INC COM 784730103 1,302 95,166 SH   DFND 1 95,166 0 0
ST JOE CO/THE COM 790148100 10,806 625,393 SH   DFND 1 625,393 0 0
STAAR SURGICAL CO COM PAR $0.01 852312305 13,202 449,387 SH   DFND 1 448,483 0 904
STAFFING 360 SOLUTIONS INC COM PAR 852387307 50 32,301 SH   DFND 1 32,301 0 0
STAG INDUSTRIAL INC COM 85254J102 46,075 1,523,677 SH   DFND 1 1,523,677 0 0
STAGE STORES INC COM NEW 85254C305 128 166,966 SH   DFND 1 166,966 0 0
STAMPS.COM INC COM NEW 852857200 9,901 218,970 SH   DFND 1 218,942 0 28
STAMPS.COM INC COM NEW 852857200 44 981 SH   DFND 1 2 981 0 0
STANDARD MOTOR PRODS COM 853666105 11,510 253,872 SH   DFND 1 253,872 0 0
STANDEX INTERNATIONAL CORP COM 854231107 11,372 155,489 SH   DFND 1 155,489 0 0
STANLEY BLACK & DECKER INC COM 854502101 318,150 2,203,818 SH   DFND 1 2,196,259 0 7,559
STANTEC INC COMSTK 85472N109 457 19,078 SH   DFND 1 19,078 0 0
STAR BULK CARRIERS CORP SHS PAR Y8162K204 759 78,687 SH   DFND 1 78,687 0 0
STAR GROUP LP UNIT LTD PARTNR 85512C105 972 97,310 SH   DFND 1 2 97,310 0 0
STARBUCKS CORP COM 855244109 1,517,230 18,115,781 SH   DFND 1 18,004,794 0 110,987
STARRETT (L.S.) CO -CL A CL A 855668109 167 25,372 SH   DFND 1 25,372 0 0
STARS GROUP INC COMSTK 85570W100 4,061 239,518 SH   DFND 1 239,518 0 0
STARS GROUP INC/THE COM 85570W100 3,333 195,291 SH   DFND 1 195,291 0 0
STARTEK INC COM 85569C107 1,189 145,654 SH   DFND 1 145,654 0 0
STARWOOD PROPERTY TRUST INC COM 85571B105 71,340 3,133,815 SH   DFND 1 3,133,815 0 0
STATE AUTO FINANCIAL CORP COM 855707105 8,671 247,770 SH   DFND 1 247,770 0 0
STATE STREET CORP COM 857477103 309,956 5,538,297 SH   DFND 1 5,519,097 0 19,200
STATE STREET CORP COM 857477103 1,304 23,261 SH   DFND 1 2 23,261 0 0
STEALTHGAS INC SHS Y81669106 117 34,127 SH   DFND 1 34,127 0 0
STEEL CONNECT INC COM 858098106 344 189,164 SH   DFND 1 189,164 0 0
STEEL DYNAMICS INC COM 858119100 80,679 2,673,068 SH   DFND 1 2,631,003 0 42,065
STEEL DYNAMICS INC COM 858119100 980 32,479 SH   DFND 1 2 32,479 0 0
STEELCASE INC-CL A CL A 858155203 23,764 1,389,732 SH   DFND 1 1,389,732 0 0
STEIN MART INC COM 858375108 138 160,928 SH   DFND 1 160,928 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 7,663 500,214 SH   DFND 1 500,214 0 0
STEPAN CO COM 858586100 28,320 308,128 SH   DFND 1 308,128 0 0
STERICYCLE INC COM 858912108 46,385 971,422 SH   DFND 1 955,756 0 15,666
STERIS PLC SHS USD G8473T100 134,633 904,931 SH   DFND 1 889,451 0 15,480
STERLING BANCORP INC/MI COM 85917W102 2,411 241,909 SH   DFND 1 241,909 0 0
STERLING BANCORP/DE COM 85917A100 48,679 2,287,573 SH   DFND 1 2,249,205 0 38,368
STERLING CONSTRUCTION CO COM 859241101 4,483 334,060 SH   DFND 1 334,060 0 0
STEVEN MADDEN LTD COM 556269108 37,888 1,115,995 SH   DFND 1 1,115,995 0 0
STEWARDSHIP FINANCIAL CORP COM 860326107 842 54,467 SH   DFND 1 54,467 0 0
STEWART INFORMATION SERVICES COM 860372101 11,937 294,830 SH   DFND 1 294,830 0 0
STEWART INFORMATION SERVICES COM 860372101 1,315 32,491 SH   DFND 1 2 32,491 0 0
STIFEL FINANCIAL CORP COM 860630102 51,147 866,023 SH   DFND 1 853,061 0 12,962
STIFEL FINANCIAL CORP COM 860630102 72 1,224 SH   DFND 1 2 1,224 0 0
STITCH FIX INC-CLASS A COM CL A 860897107 12,548 392,268 SH   DFND 1 392,268 0 0
STMICROELECTRONICS NV-NY SHS NY REGISTRY 861012102 291 16,544 SH   DFND 1 15,383 0 1,161
STOCK YARDS BANCORP INC COM 861025104 10,604 293,341 SH   DFND 1 293,341 0 0
STONECO LTD-A COM CL A G85158106 2,991 101,121 SH   DFND 1 101,121 0 0
STONERIDGE INC COM 86183P102 10,598 335,934 SH   DFND 1 335,934 0 0
STORE CAPITAL CORP COM 862121100 86,082 2,593,634 SH   DFND 1 2,593,634 0 0
STRATA SKIN SCIENCES INC COM NEW 86272A206 91 36,900 SH   DFND 1 36,900 0 0
STRATASYS LTD SHS M85548101 9,465 322,274 SH   DFND 1 322,274 0 0
STRATEGIC EDUCATION INC COM 86272C103 51,267 288,021 SH   DFND 1 288,021 0 0
STRATTEC SECURITY CORP COM 863111100 547 22,701 SH   DFND 1 22,701 0 0
STRATUS PROPERTIES INC COM NEW 863167201 2,008 61,941 SH   DFND 1 61,941 0 0
STREAMLINE HEALTH SOLUTIONS COM 86323X106 120 79,728 SH   DFND 1 79,728 0 0
STRONGBRIDGE BIOPHARMA PLC SHS USD G85347105 673 215,290 SH   DFND 1 215,290 0 0
STRYKER CORP COM 863667101 833,164 4,060,521 SH   DFND 1 4,045,304 0 15,217
STURM RUGER & CO INC COM 864159108 12,198 223,916 SH   DFND 1 223,916 0 0
SUMITOMO MITSUI-SPONS ADR SPONSORED ADR 86562M209 267 37,898 SH   DFND 1 26,188 0 11,710
SUMMER INFANT INC COM 865646103 35 71,771 SH   DFND 1 71,771 0 0
SUMMIT FINANCIAL GROUP INC COM 86606G101 3,181 118,492 SH   DFND 1 118,492 0 0
SUMMIT HOTEL PROPERTIES INC COM 866082100 19,211 1,674,920 SH   DFND 1 1,674,920 0 0
SUMMIT MATERIALS INC -CL A CL A 86614U100 26,376 1,370,203 SH   DFND 1 1,370,203 0 0
SUN COMMUNITIES INC COM 866674104 161,559 1,260,986 SH   DFND 1 1,260,986 0 0
SUN LIFE FINANCIAL INC COM 866796105 1,135 27,436 SH   DFND 1 26,769 0 667
SUNCOKE ENERGY INC COM 86722A103 10,851 1,221,998 SH   DFND 1 1,219,410 0 2,588
SUNCOKE ENERGY INC COM 86722A103 223 25,170 SH   DFND 1 2 25,170 0 0
SUNCOR ENERGY INC COM 867224107 679 21,187 SH   DFND 1 21,187 0 0
SUNESIS PHARMACEUTICALS INC COM PAR 867328700 347 478,478 SH   DFND 1 478,478 0 0
SUNLINK HEALTH SYSTEMS INC COM 86737U102 15 10,217 SH   DFND 1 10,217 0 0
SUNOPTA INC COM 8676EP108 278 84,618 SH   DFND 1 84,618 0 0
SUNPOWER CORP COM 867652406 9,437 882,862 SH   DFND 1 882,862 0 0
SUNPOWER CORP COM 867652406 131 12,261 SH   DFND 1 2 12,261 0 0
SUNRUN INC COM 86771W105 22,645 1,207,137 SH   DFND 1 1,207,137 0 0
SUNSTONE HOTEL INVESTORS INC COM 867892101 57,030 4,159,786 SH   DFND 1 4,159,786 0 0
SUNSTONE HOTEL INVESTORS INC COM 867892101 39 2,883 SH   DFND 1 2 2,883 0 0
SUNTRUST BANKS INC COM 867914103 423,524 6,749,685 SH   DFND 1 6,728,505 0 21,180
SUNTRUST BANKS INC COM 867914103 4 75 SH   DFND 1 2 75 0 0
SUNWORKS INC COM 86803X105 32 60,274 SH   DFND 1 60,274 0 0
SUPERIOR DRILLING PRODUCTS I COM 868153107 87 87,066 SH   DFND 1 87,066 0 0
SUPERIOR ENERGY SERVICES INC COM 868157108 2,533 1,949,065 SH   DFND 1 1,949,065 0 0
SUPERIOR GROUP OF COS INC COM 868358102 1,972 115,147 SH   DFND 1 115,147 0 0
SUPERIOR INDUSTRIES INTL COM 868168105 708 204,862 SH   DFND 1 200,142 0 4,720
SUPERNUS PHARMACEUTICALS INC COM 868459108 22,361 675,766 SH   DFND 1 675,766 0 0
SUPPORT.COM INC COM NEW 86858W200 181 111,827 SH   DFND 1 111,827 0 0
SURFACE ONCOLOGY INC COM 86877M209 221 78,699 SH   DFND 1 78,699 0 0
SURGERY PARTNERS INC COM 86881A100 2,124 261,020 SH   DFND 1 261,020 0 0
SURMODICS INC COM 868873100 10,579 245,066 SH   DFND 1 245,066 0 0
SUTRO BIOPHARMA INC COM 869367102 1,044 91,793 SH   DFND 1 91,793 0 0
SVB FINANCIAL GROUP COM 78486Q101 202,751 903,692 SH   DFND 1 901,184 0 2,508
SVB FINANCIAL GROUP COM 78486Q101 72 324 SH   DFND 1 2 324 0 0
SVMK INC COM 78489X103 10,000 605,725 SH   DFND 1 605,725 0 0
SWISS HELVETIA FUND COM 870875101 2,085 263,946 SH   DFND 1 2 263,946 0 0
SWITCH INC - A CL A 87105L104 7,028 536,920 SH   DFND 1 536,920 0 0
SYKES ENTERPRISES INC COM 871237103 18,713 681,472 SH   DFND 1 681,472 0 0
SYMANTEC CORP COM 871503108 205,859 9,475,897 SH   DFND 1 9,418,497 0 57,400
SYMANTEC CORP COM 871503108 172 7,940 SH   DFND 1 2 7,940 0 0
SYNACOR INC COM 871561106 251 160,983 SH   DFND 1 160,983 0 0
SYNALLOY CORP COM 871565107 1,535 98,318 SH   DFND 1 98,318 0 0
SYNAPTICS INC COM 87157D109 15,900 545,651 SH   DFND 1 539,333 0 6,318
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 3,983 503,615 SH   DFND 1 503,615 0 0
SYNCHRONY FINANCIAL COM 87165B103 369,416 10,667,828 SH   DFND 1 10,632,845 0 34,983
SYNCHRONY FINANCIAL COM 87165B103 1,011 29,161 SH   DFND 1 2 29,161 0 0
SYNDAX PHARMACEUTICALS INC COM 87164F105 2,500 268,557 SH   DFND 1 268,557 0 0
SYNEOS HEALTH INC CL A 87166B102 43,889 859,059 SH   DFND 1 847,853 0 11,206
SYNLOGIC INC COM 87166L100 1,823 200,339 SH   DFND 1 200,339 0 0
SYNNEX CORP COM 87162W100 48,029 488,100 SH   DFND 1 480,505 0 7,595
SYNNEX CORP COM 87162W100 219 2,228 SH   DFND 1 2 2,228 0 0
SYNOPSYS INC COM 871607107 328,691 2,557,832 SH   DFND 1 2,544,561 0 13,271
SYNOPSYS INC COM 871607107 160 1,250 SH   DFND 1 2 1,250 0 0
SYNOVUS FINANCIAL CORP COM NEW 87161C501 60,086 1,716,754 SH   DFND 1 1,687,920 0 28,834
SYNTHESIS ENERGY SYSTEMS INC COM NEW 871628202 18 59,047 SH   DFND 1 59,047 0 0
SYNTHETIC BIOLOGICS INC COM NEW 87164U201 9 17,633 SH   DFND 1 17,633 0 0
SYNTHORX INC COM 87167A103 2,042 151,214 SH   DFND 1 151,214 0 0
SYPRIS SOLUTIONS INC COM 871655106 39 50,846 SH   DFND 1 50,846 0 0
SYROS PHARMACEUTICALS INC COM 87184Q107 4,129 445,922 SH   DFND 1 445,922 0 0
SYSCO CORP COM 871829107 438,696 6,215,184 SH   DFND 1 6,192,106 0 23,078
SYSTEMAX INC COM 871851101 4,991 225,269 SH   DFND 1 225,269 0 0
T ROWE PRICE GROUP INC COM 74144T108 441,495 4,029,909 SH   DFND 1 4,018,376 0 11,533
T ROWE PRICE GROUP INC COM 74144T108 62 567 SH   DFND 1 2 567 0 0
T2 BIOSYSTEMS INC COM 89853L104 634 377,657 SH   DFND 1 377,657 0 0
TABLEAU SOFTWARE INC-CL A CL A 87336U105 124,773 752,111 SH   DFND 1 752,111 0 0
TABULA RASA HEALTHCARE INC COM 873379101 11,857 237,476 SH   DFND 1 237,476 0 0
TACTILE SYSTEMS TECHNOLOGY I COM 87357P100 13,149 231,020 SH   DFND 1 231,020 0 0
TAILORED BRANDS INC COM 87403A107 3,556 616,381 SH   DFND 1 616,381 0 0
TAIWAN FUND INC COM 874036106 378 22,324 SH   DFND 1 2 22,324 0 0
TAIWAN SEMICONDUCTOR-SP ADR SPONSORED ADS 874039100 5,037 128,462 SH   DFND 1 124,364 0 4,098
TAKEDA PHARMACEUTIC-SP ADR SPONSORED ADS 874060205 673 38,026 SH   DFND 1 35,259 0 2,767
TAKE-TWO INTERACTIVE SOFTWRE COM 874054109 186,914 1,649,180 SH   DFND 1 1,638,988 0 10,192
TAL EDUCATION GROUP- ADR SPONSORED ADS 874080104 29,734 785,553 SH   DFND 1 784,943 0 610
TALEND SA - ADR ADS 874224207 943 24,452 SH   DFND 1 24,452 0 0
TALOS ENERGY INC COM 87484T108 6,371 264,925 SH   DFND 1 264,925 0 0
TANDEM DIABETES CARE INC COM NEW 875372203 53,681 832,019 SH   DFND 1 832,019 0 0
TANDEM DIABETES CARE INC COM NEW 875372203 356 5,519 SH   DFND 1 2 5,519 0 0
TANGER FACTORY OUTLET CENTER COM 875465106 24,456 1,508,720 SH   DFND 1 1,491,497 0 17,223
TANTECH HOLDINGS LTD COM G8675X107 46 31,503 SH   DFND 1 31,503 0 0
TAOPING INC COM G8675V101 14 20,266 SH   DFND 1 20,266 0 0
TAPESTRY INC COM 876030107 150,758 4,757,855 SH   DFND 1 4,742,591 0 15,264
TAPESTRY INC COM 876030107 988 31,144 SH   DFND 1 2 31,144 0 0
TARENA INTERNATIONAL INC-ADR SPONSORED ADS 876108101 68 27,518 SH   DFND 1 27,518 0 0
TARGA RESOURCES CORP COM 87612G101 102,489 2,598,775 SH   DFND 1 2,598,775 0 0
TARGET CORP COM 87612E106 653,372 7,548,774 SH   DFND 1 7,524,327 0 24,447
TARGET CORP COM 87612E106 22 261 SH   DFND 1 2 261 0 0
TARGET HOSPITALITY CORP COM 87615L107 3,750 412,093 SH   DFND 1 412,093 0 0
TARGET HOSPITALITY CORP COM 87615L107 684 75,234 SH   DFND 1 2 75,234 0 0
TARGET HOSPITALITY CORP-CW25 *W EXP 03/15/202 87615L115 1,351 675,619 SH   DFND 1 2 675,619 0 0
TARO PHARMACEUTICAL INDUS SHS M8737E108 1,275 14,931 SH   DFND 1 2 14,931 0 0
TARO PHARMACEUTICAL INDUS SHS M8737E108 65 762 SH   DFND 1 762 0 0
TARONIS TECHNOLOGIES INC COM 876214107 10 68,455 SH   DFND 1 68,455 0 0
TAUBMAN CENTERS INC COM 876664103 35,517 869,884 SH   DFND 1 858,688 0 11,196
TAYLOR MORRISON HOME CORP COM 87724P106 33,702 1,607,948 SH   DFND 1 1,607,784 0 164
TC ENERGY CORP COMSTK 87807B107 51,196 1,021,719 SH   DFND 1 1,021,719 0 0
TC ENERGY CORP COM 87807B107 675 13,637 SH   DFND 1 13,637 0 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 605 16,082 SH   DFND 1 2 16,082 0 0
TCF FINL CORP COM COM 872275102 35,877 1,725,702 SH   DFND 1 1,695,643 0 30,059
TCR2 THERAPEUTICS INC COM 87808K106 576 40,277 SH   DFND 1 40,277 0 0
TD AMERITRADE HOLDING CORP COM 87236Y108 155,815 3,123,359 SH   DFND 1 3,123,359 0 0
TD AMERITRADE HOLDING CORP COM 87236Y108 272 5,453 SH   DFND 1 2 5,453 0 0
TE CONNECTIVITY LTD REG SHS H84989104 395,047 4,131,776 SH   DFND 1 4,115,697 0 16,079
TE CONNECTIVITY LTD REG SHS H84989104 56 589 SH   DFND 1 2 589 0 0
TEAM INC COM 878155100 5,817 379,728 SH   DFND 1 379,728 0 0
TECH DATA CORP COM 878237106 66,500 635,763 SH   DFND 1 629,083 0 6,680
TECH DATA CORP COM 878237106 614 5,876 SH   DFND 1 2 5,876 0 0
TECHNIPFMC PLC COM G87110105 136,621 5,277,355 SH   DFND 1 5,257,355 0 20,000
TECHTARGET COM 87874R100 6,330 297,901 SH   DFND 1 297,901 0 0
TECK RESOURCES LTD-CLS B CL B 878742204 330 14,322 SH   DFND 1 13,880 0 442
TECNOGLASS INC SHS G87264100 969 149,385 SH   DFND 1 149,385 0 0
TEEKAY CORP COM Y8564W103 1,285 373,810 SH   DFND 1 373,810 0 0
TEEKAY TANKERS LTD-CLASS A CL A Y8565N102 1,648 1,287,824 SH   DFND 1 1,287,824 0 0
TEEKAY TANKERS LTD-CLASS A CL A Y8565N102 76 60,147 SH   DFND 1 2 60,147 0 0
TEGNA INC COM 87901J105 42,530 2,807,269 SH   DFND 1 2,766,688 0 40,581
TEJON RANCH CO COM 879080109 4,560 274,914 SH   DFND 1 274,914 0 0
TELADOC HEALTH INC COM 87918A105 58,289 877,724 SH   DFND 1 877,542 0 182
TELARIA INC COM 879181105 3,165 420,913 SH   DFND 1 420,913 0 0
TELECOM ARGENTINA SA-SP ADR SPON ADR REP B 879273209 3,245 184,980 SH   DFND 1 184,980 0 0
TELECOM ITALIA SPA-SPON ADR SPON ADR ORD 87927Y102 178 32,354 SH   DFND 1 32,222 0 132
TELEDYNE TECHNOLOGIES INC COM 879360105 114,749 418,993 SH   DFND 1 411,982 0 7,011
TELEFLEX INC COM 879369106 218,001 659,464 SH   DFND 1 657,235 0 2,229
TELEFONICA SA-SPON ADR SPONSORED ADR 879382208 605 73,008 SH   DFND 1 70,952 0 2,056
TELENAV INC COM 879455103 3,655 456,914 SH   DFND 1 456,914 0 0
TELENAV INC COM 879455103 295 36,905 SH   DFND 1 2 36,905 0 0
TELEPHONE AND DATA SYSTEMS COM NEW 879433829 34,649 1,139,863 SH   DFND 1 1,122,665 0 17,198
TELEPHONE AND DATA SYSTEMS COM NEW 879433829 1,046 34,426 SH   DFND 1 2 34,426 0 0
TELIGENT INC COM 87960W104 217 344,757 SH   DFND 1 344,757 0 0
TELLURIAN INC COM 87968A104 10,398 1,324,650 SH   DFND 1 1,324,650 0 0
TELUS CORP COMSTK 87971M103 9,280 252,498 SH   DFND 1 252,498 0 0
TELUS CORP COMSTK 87971M103 8 238 SH   DFND 1 2 238 0 0
TELUS CORP COM 87971M103 230 6,241 SH   DFND 1 4,723 0 1,518
TEMPLETON DRAGON FUND INC COM 88018T101 3,163 164,604 SH   DFND 1 2 164,604 0 0
TEMPLETON GLOBAL INCOME FUND COM 880198106 440 69,242 SH   DFND 1 2 69,242 0 0
TEMPUR SEALY INTERNATIONAL I COM 88023U101 33,950 462,735 SH   DFND 1 454,318 0 8,417
TENABLE HOLDINGS INC COM 88025T102 9,652 338,227 SH   DFND 1 338,227 0 0
TENARIS SA-ADR SPONSORED ADS 88031M109 260 9,917 SH   DFND 1 9,917 0 0
TENARIS SA-ADR SPONSORED ADS 88031M109 82 3,153 SH   DFND 1 2 3,153 0 0
TENAX THERAPEUTICS INC COM NEW 88032L209 45 33,068 SH   DFND 1 33,068 0 0
TENCENT MUSIC ENTERTAINM-ADR SPON ADS 88034P109 2,765 185,817 SH   DFND 1 185,817 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 26,759 1,295,248 SH   DFND 1 1,279,956 0 15,292
TENET HEALTHCARE CORP COM NEW 88033G407 240 11,664 SH   DFND 1 2 11,664 0 0
TENGASCO INC COM PAR 88033R502 62 74,276 SH   DFND 1 74,276 0 0
TENNANT CO COM 880345103 13,777 225,124 SH   DFND 1 225,124 0 0
TENNECO INC-CLASS A CL A VTG COM STK 880349105 7,485 674,990 SH   DFND 1 674,990 0 0
TERADATA CORP COM 88076W103 42,444 1,183,947 SH   DFND 1 1,162,508 0 21,439
TERADATA CORP COM 88076W103 38 1,070 SH   DFND 1 2 1,070 0 0
TERADYNE INC COM 880770102 88,928 1,856,153 SH   DFND 1 1,824,774 0 31,379
TEREX CORP COM 880779103 24,298 773,826 SH   DFND 1 762,358 0 11,468
TEREX CORP COM 880779103 134 4,270 SH   DFND 1 2 4,270 0 0
TERNIUM SA-SPONSORED ADR SPONSORED ADS 880890108 1,266 56,478 SH   DFND 1 2 56,478 0 0
TERNIUM SA-SPONSORED ADR SPONSORED ADS 880890108 57 2,578 SH   DFND 1 2,578 0 0
TERRAFORM POWER INC - A COM CL A 88104R209 15,733 1,100,275 SH   DFND 1 1,098,806 0 1,469
TERRENO REALTY CORP COM 88146M101 38,216 779,296 SH   DFND 1 779,296 0 0
TERRITORIAL BANCORP INC COM 88145X108 2,524 81,692 SH   DFND 1 81,692 0 0
TESLA INC COM 88160R101 268,494 1,202,470 SH   DFND 1 1,195,230 0 7,240
TESSCO TECHNOLOGIES INC COM 872386107 1,431 80,168 SH   DFND 1 80,168 0 0
TETRA TECH INC COM 88162G103 63,315 806,052 SH   DFND 1 806,052 0 0
TETRA TECHNOLOGIES INC COM 88162F105 2,354 1,444,674 SH   DFND 1 1,444,674 0 0
TETRAPHASE PHARMACEUTICALS I COM 88165N105 206 430,465 SH   DFND 1 430,465 0 0
TEVA 0.25 02/01/26 C DBCV 0.250% 2/0 88163VAE9 2,295 2,510,000 PRN   DFND 1 2 2,510,000 0 0
TEVA PHARMACEUTICAL-SP ADR SPONSORED ADS 881624209 35,073 3,807,859 SH   DFND 1 3,806,914 0 945
TEVA PHARMACEUTICAL-SP ADR SPONSORED ADS 881624209 45 4,917 SH   DFND 1 2 4,917 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 34,818 567,349 SH   DFND 1 558,145 0 9,204
TEXAS INSTRUMENTS INC COM 882508104 1,675,520 14,617,297 SH   DFND 1 14,532,647 0 84,650
TEXAS INSTRUMENTS INC COM 882508104 31 276 SH   DFND 1 2 276 0 0
TEXAS ROADHOUSE INC COM 882681109 49,731 926,625 SH   DFND 1 914,395 0 12,230
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 1,385 137,442 SH   DFND 1 137,442 0 0
TEXTRON INC COM 883203101 176,326 3,330,207 SH   DFND 1 3,319,142 0 11,065
TEXTRON INC COM 883203101 112 2,127 SH   DFND 1 2 2,127 0 0
TFS FINANCIAL CORP COM 87240R107 14,996 829,925 SH   DFND 1 829,925 0 0
TG THERAPEUTICS INC COM 88322Q108 8,949 1,034,629 SH   DFND 1 1,034,629 0 0
THE BANK OF PRINCETON COM 064520109 1,940 64,696 SH   DFND 1 64,696 0 0
THE9 LTD-ADR SPON ADS CL A 88337K203 29 23,845 SH   DFND 1 23,845 0 0
THERAPEUTICSMD INC COM 88338N107 6,942 2,670,271 SH   DFND 1 2,670,271 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 9,565 585,741 SH   DFND 1 585,741 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 1,553,685 5,300,072 SH   DFND 1 5,280,293 0 19,779
THERMO FISHER SCIENTIFIC INC COM 883556102 28 97 SH   DFND 1 2 97 0 0
THERMON GROUP HOLDINGS INC COM 88362T103 10,425 406,448 SH   DFND 1 406,448 0 0
THESTREET INC COM NEW 88368Q202 130 21,332 SH   DFND 1 21,332 0 0
THIRD POINT REINSURANCE LTD COM G8827U100 9,453 915,996 SH   DFND 1 915,996 0 0
THIRD POINT REINSURANCE LTD COM G8827U100 134 13,025 SH   DFND 1 2 13,025 0 0
THL CREDIT INC COM 872438106 302 45,540 SH   DFND 1 2 45,540 0 0
THOMSON REUTERS CORP COMSTK 884903709 14,722 228,323 SH   DFND 1 228,323 0 0
THOMSON REUTERS CORP COMSTK 884903709 0 9 SH   DFND 1 2 9 0 0
THOMSON REUTERS CORP COM NEW 884903709 488 7,576 SH   DFND 1 7,576 0 0
THOR INDUSTRIES INC COM 885160101 34,791 595,243 SH   DFND 1 585,667 0 9,576
THUNDER BRIDGE ACQ *W EXP 01/01/202 G8857R126 2,083 1,031,200 SH   DFND 1 2 1,031,200 0 0
TIBERIUS ACQUISITION CO-CW21 *W EXP 02/28/202 88633A115 324 1,202,214 SH   DFND 1 2 1,202,214 0 0
TIDEWATER INC COM 88642R109 10,862 462,614 SH   DFND 1 462,614 0 0
TIFFANY & CO COM 886547108 146,466 1,566,854 SH   DFND 1 1,561,373 0 5,481
TIFFANY & CO COM 886547108 34 368 SH   DFND 1 2 368 0 0
TILE SHOP HLDGS INC COM 88677Q109 2,094 523,621 SH   DFND 1 523,621 0 0
TILLY'S INC-CLASS A SHRS CL A 886885102 2,061 270,202 SH   DFND 1 270,202 0 0
TIM PARTICIPACOES SA-ADR SPONSORED ADR 88706P205 108 7,266 SH   DFND 1 2 7,266 0 0
TIM PARTICIPACOES SA-ADR SPONSORED ADR 88706P205 80 5,360 SH   DFND 1 5,360 0 0
TIMBERLAND BANCORP INC COM 887098101 2,655 88,875 SH   DFND 1 88,875 0 0
TIMKEN CO COM 887389104 41,631 810,890 SH   DFND 1 798,348 0 12,542
TIMKEN CO COM 887389104 896 17,458 SH   DFND 1 2 17,458 0 0
TIMKENSTEEL CORP COM 887399103 3,984 490,138 SH   DFND 1 490,138 0 0
TIMKENSTEEL CORP COM 887399103 25 3,171 SH   DFND 1 2 3,171 0 0
TIPTREE INC COM 88822Q103 1,915 303,993 SH   DFND 1 303,993 0 0
TISI 5 08/01/23 NOTE 5.000% 8/0 878155AE0 13,836 13,611,000 PRN   DFND 1 2 13,611,000 0 0
TITAN INTERNATIONAL INC COM 88830M102 3,110 636,189 SH   DFND 1 636,189 0 0
TITAN MACHINERY INC COM 88830R101 5,521 268,309 SH   DFND 1 267,725 0 584
TITAN MACHINERY INC COM 88830R101 28 1,395 SH   DFND 1 2 1,395 0 0
TITAN PHARMACEUTICALS INC COM 888314507 105 82,664 SH   DFND 1 82,664 0 0
TIVITY HEALTH INC COM 88870R102 10,169 618,590 SH   DFND 1 618,578 0 12
TIVO CORP COM 88870P106 12,154 1,649,215 SH   DFND 1 1,648,853 0 362
TIVO CORP COM 88870P106 571 77,538 SH   DFND 1 2 77,538 0 0
TJX COMPANIES INC COM 872540109 874,069 16,551,163 SH   DFND 1 16,493,292 0 57,871
TJX COMPANIES INC COM 872540109 8 155 SH   DFND 1 2 155 0 0
T-MOBILE US INC COM 872590104 251,001 3,388,011 SH   DFND 1 3,353,120 0 34,891
T-MOBILE US INC COM 872590104 424 5,720 SH   DFND 1 2 5,720 0 0
TMST 6 06/01/21 NOTE 6.000% 6/0 887399AA1 11,875 11,500,000 PRN   DFND 1 2 11,500,000 0 0
TOCAGEN INC COM 888846102 1,943 290,918 SH   DFND 1 290,918 0 0
TOLL BROTHERS INC COM 889478103 60,635 1,655,792 SH   DFND 1 1,631,561 0 24,231
TOLL BROTHERS INC COM 889478103 532 14,553 SH   DFND 1 2 14,553 0 0
TOMPKINS FINANCIAL CORP COM 890110109 13,861 169,876 SH   DFND 1 169,876 0 0
TONIX PHARMACEUTICALS HOLDIN COM NEW 890260508 22 16,399 SH   DFND 1 16,399 0 0
TOOTSIE ROLL INDS COM 890516107 9,323 252,473 SH   DFND 1 249,000 0 3,473
TOPBUILD CORP COM 89055F103 34,803 420,537 SH   DFND 1 420,449 0 88
TOPBUILD CORP COM 89055F103 198 2,403 SH   DFND 1 2 2,403 0 0
TORCHLIGHT ENERGY RESOURCES COM 89102U103 563 396,618 SH   DFND 1 396,618 0 0
TORCHMARK CORP COM 891027104 141,488 1,584,151 SH   DFND 1 1,579,297 0 4,854
TORO CO COM 891092108 99,324 1,481,486 SH   DFND 1 1,461,574 0 19,912
TORONTO-DOMINION BANK COM NEW 891160509 1,883 31,727 SH   DFND 1 30,772 0 955
TORTOISE ACQUISITION CORP-A CL A 89154L100 1,944 200,000 SH   DFND 1 2 200,000 0 0
TORTOISE ACQUISITION -CW24 *W EXP 03/04/202 89154L118 70 100,000 SH   DFND 1 2 100,000 0 0
TOTAL SA-SPON ADR SPONSORED ADS 89151E109 2,236 40,084 SH   DFND 1 40,084 0 0
TOTAL SYSTEM SERVICES INC COM 891906109 296,236 2,313,518 SH   DFND 1 2,305,459 0 8,059
TOTAL SYSTEM SERVICES INC COM 891906109 42 332 SH   DFND 1 2 332 0 0
TOWER INTERNATIONAL INC COM 891826109 4,958 254,276 SH   DFND 1 254,276 0 0
TOWER INTERNATIONAL INC COM 891826109 21 1,101 SH   DFND 1 2 1,101 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 1,110 70,443 SH   DFND 1 70,443 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 224 14,215 SH   DFND 1 2 14,215 0 0
TOWN SPORTS INTERNATIONAL COM 89214A102 403 185,869 SH   DFND 1 185,869 0 0
TOWNE BANK COM 89214P109 24,213 887,575 SH   DFND 1 887,575 0 0
TOWNSQUARE MEDIA INC - CL A CL A 892231101 224 41,756 SH   DFND 1 41,756 0 0
TOYOTA MOTOR CORP -SPON ADR SP ADR REP2COM 892331307 2,534 20,438 SH   DFND 1 19,233 0 1,205
TPG PACE HOLDINGS CORP-CW *W EXP 06/27/202 G89827110 400 250,000 SH   DFND 1 2 250,000 0 0
TPG RE FINANCE TRUST INC COM 87266M107 12,798 663,471 SH   DFND 1 663,471 0 0
TPI COMPOSITES INC COM 87266J104 7,611 307,915 SH   DFND 1 307,915 0 0
TRACON PHARMACEUTICALS INC COM 89237H100 66 97,673 SH   DFND 1 97,673 0 0
TRACTOR SUPPLY COMPANY COM 892356106 198,910 1,831,222 SH   DFND 1 1,825,398 0 5,824
TRADE DESK INC/THE -CLASS A COM CL A 88339J105 91,080 399,862 SH   DFND 1 399,681 0 181
TRADE DESK INC/THE -CLASS A COM CL A 88339J105 23 104 SH   DFND 1 2 104 0 0
TRADEWEB MARKETS INC-CLASS A CL A 892672106 14,392 328,525 SH   DFND 1 328,525 0 0
TRANS WORLD ENTERTAINMENT CP COM 89336Q100 10 41,644 SH   DFND 1 41,644 0 0
TRANSACT TECHNOLOGIES INC COM 892918103 429 38,158 SH   DFND 1 38,158 0 0
TRANSALTA CORP COMSTK 89346D107 251 38,635 SH   DFND 1 38,635 0 0
TRANSATLANTIC PETROLEUM LTD SHS NEW G89982113 70 97,946 SH   DFND 1 97,946 0 0
TRANSCAT INC COM 893529107 2,518 98,433 SH   DFND 1 98,433 0 0
TRANSCONTINENTAL REALTY INV COM NEW 893617209 635 24,794 SH   DFND 1 24,794 0 0
TRANSDIGM GROUP INC COM 893641100 340,672 705,361 SH   DFND 1 703,025 0 2,336
TRANSENTERIX INC COM NEW 89366M201 3,130 2,301,992 SH   DFND 1 2,297,319 0 4,673
TRANSGLOBE ENERGY CORP COM 893662106 118 84,684 SH   DFND 1 84,684 0 0
TRANSLATE BIO INC COM 89374L104 4,988 394,944 SH   DFND 1 394,944 0 0
TRANSMEDICS GROUP INC COM 89377M109 2,279 78,626 SH   DFND 1 78,626 0 0
TRANSOCEAN LTD REG SHS H8817H100 35,523 5,541,835 SH   DFND 1 5,448,901 0 92,934
TRANSPORTADOR GAS SUR-SP B SPONSORED ADS B 893870204 2,446 170,200 SH   DFND 1 170,200 0 0
TRANSUNION COM 89400J107 126,213 1,718,327 SH   DFND 1 1,718,327 0 0
TRAVELCENTERS OF AMERICA W/I COM 894174101 92 25,541 SH   DFND 1 25,541 0 0
TRAVELERS COS INC/THE COM 89417E109 510,544 3,420,991 SH   DFND 1 3,407,629 0 13,362
TRAVELERS COS INC/THE COM 89417E109 29 199 SH   DFND 1 2 199 0 0
TRAVELZOO COM NEW 89421Q205 1,190 77,087 SH   DFND 1 77,087 0 0
TRECORA RESOURCES COM 894648104 2,061 215,378 SH   DFND 1 215,378 0 0
TREDEGAR CORP COM 894650100 5,525 332,452 SH   DFND 1 332,452 0 0
TREEHOUSE FOODS INC COM 89469A104 31,919 590,018 SH   DFND 1 579,741 0 10,277
TREEHOUSE FOODS INC COM 89469A104 35 658 SH   DFND 1 2 658 0 0
TREMONT MORTGAGE TRUST COM 894789106 57 14,007 SH   DFND 1 14,007 0 0
TREVENA INC COM 89532E109 688 668,494 SH   DFND 1 668,494 0 0
TREVI THERAPEUTICS INC COM 89532M101 311 41,482 SH   DFND 1 41,482 0 0
TREX COMPANY INC COM 89531P105 52,097 726,602 SH   DFND 1 715,892 0 10,710
TRI POINTE GROUP INC COM 87265H109 20,837 1,740,843 SH   DFND 1 1,714,817 0 26,026
TRI POINTE GROUP INC COM 87265H109 132 11,090 SH   DFND 1 2 11,090 0 0
TRIBUNE MEDIA CO - A CL A 896047503 42,264 914,378 SH   DFND 1 914,378 0 0
TRIBUNE PUBLISHING CO COM 89609W107 2,239 281,039 SH   DFND 1 281,039 0 0
TRICIDA INC COM 89610F101 13,381 339,128 SH   DFND 1 339,128 0 0
TRICO BANCSHARES COM 896095106 13,868 366,894 SH   DFND 1 366,894 0 0
TRILLIUM THERAPEUTICS INC COM NEW 89620X506 33 102,725 SH   DFND 1 102,725 0 0
TRIMAS CORP COM NEW 896215209 18,741 605,145 SH   DFND 1 605,145 0 0
TRIMBLE INC COM 896239100 128,692 2,854,714 SH   DFND 1 2,808,646 0 46,068
TRIMBLE INC COM 896239100 12 286 SH   DFND 1 2 286 0 0
TRINE ACQUISITION CORP UNIT 03/31/2021 89628U207 2,006 200,000 SH   DFND 1 2 200,000 0 0
TRINET GROUP INC COM 896288107 44,987 663,535 SH   DFND 1 663,535 0 0
TRINET GROUP INC COM 896288107 98 1,452 SH   DFND 1 2 1,452 0 0
TRINITY BIOTECH PLC-SPON ADR SPON ADR NEW 896438306 25 13,909 SH   DFND 1 13,909 0 0
TRINITY INDUSTRIES INC COM 896522109 27,019 1,302,131 SH   DFND 1 1,278,365 0 23,766
TRINITY INDUSTRIES INC COM 896522109 32 1,585 SH   DFND 1 2 1,585 0 0
TRINITY PLACE HOLDINGS INC COM 89656D101 279 70,652 SH   DFND 1 70,652 0 0
TRINSEO SA SHS L9340P101 25,374 599,310 SH   DFND 1 596,883 0 2,427
TRINSEO SA SHS L9340P101 1,140 26,932 SH   DFND 1 2 26,932 0 0
TRIPADVISOR INC COM 896945201 84,843 1,835,420 SH   DFND 1 1,830,456 0 4,964
TRIPLE-S MANAGEMENT CORP-B CL B 896749108 6,541 274,260 SH   DFND 1 274,260 0 0
TRISTATE CAPITAL HLDGS INC COM 89678F100 6,766 317,080 SH   DFND 1 317,080 0 0
TRITON INTERNATIONAL LTD/BER CL A G9078F107 24,282 741,212 SH   DFND 1 741,212 0 0
TRIUMPH BANCORP INC COM 89679E300 9,240 318,098 SH   DFND 1 318,098 0 0
TRIUMPH GROUP INC COM 896818101 14,295 624,260 SH   DFND 1 623,883 0 377
TRONOX HOLDINGS PLC- A SHS G9087Q102 20,208 1,581,243 SH   DFND 1 1,580,988 0 255
TROVAGENE INC COM 897238606 41 16,581 SH   DFND 1 16,581 0 0
TRUEBLUE INC COM 89785X101 12,041 545,847 SH   DFND 1 545,847 0 0
TRUEBLUE INC COM 89785X101 943 42,782 SH   DFND 1 2 42,782 0 0
TRUECAR INC COM 89785L107 6,914 1,266,458 SH   DFND 1 1,266,458 0 0
TRUECAR INC COM 89785L107 643 117,809 SH   DFND 1 2 117,809 0 0
TRUPANION INC COM 898202106 13,337 369,157 SH   DFND 1 369,157 0 0
TRUSTCO BANK CORP NY COM 898349105 10,360 1,308,170 SH   DFND 1 1,308,170 0 0
TRUSTMARK CORP COM 898402102 28,548 858,601 SH   DFND 1 846,749 0 11,852
TSLA 1.25 03/01/21 NOTE 1.250% 3/0 88160RAC5 1,895 2,000,000 PRN   DFND 1 2 2,000,000 0 0
TTEC HOLDINGS INC COM 89854H102 10,160 218,083 SH   DFND 1 218,083 0 0
TTM TECHNOLOGIES COM 87305R109 13,002 1,274,751 SH   DFND 1 1,274,751 0 0
TTMI 1.75 12/15/20 NOTE 1.750%12/1 87305RAD1 5,307 4,500,000 PRN   DFND 1 2 4,500,000 0 0
TUCOWS INC-CLASS A COM NEW 898697206 3,375 55,311 SH   DFND 1 55,311 0 0
TUESDAY MORNING CORP COM NEW 899035505 609 360,523 SH   DFND 1 360,523 0 0
TUNIU CORP-SPON ADR SPONSORED ADS A 89977P106 59 18,382 SH   DFND 1 18,382 0 0
TUPPERWARE BRANDS CORP COM 899896104 13,422 705,353 SH   DFND 1 696,423 0 8,930
TURKCELL ILETISIM HIZMET-ADR SPON ADR NEW 900111204 757 138,176 SH   DFND 1 2 138,176 0 0
TURKCELL ILETISIM HIZMET-ADR SPON ADR NEW 900111204 33 5,116 SH   DFND 1 3,495 0 1,621
TURNING POINT BRANDS INC COM 90041L105 5,327 108,773 SH   DFND 1 108,773 0 0
TURNING POINT THERAPEUTICS I COM 90041T108 4,780 117,456 SH   DFND 1 117,456 0 0
TURTLE BEACH CORP COM NEW 900450206 624 54,006 SH   DFND 1 53,785 0 221
TUTOR PERINI CORP COM 901109108 6,845 493,528 SH   DFND 1 493,528 0 0
TUTOR PERINI CORP COM 901109108 94 6,835 SH   DFND 1 2 6,835 0 0
TWILIO INC - A CL A 90138F102 162,117 1,189,789 SH   DFND 1 1,189,499 0 290
TWIN DISC INC COM 901476101 1,762 116,712 SH   DFND 1 116,712 0 0
TWIN RIVER WORLDWIDE HOLDING COM 90171V204 8,788 295,414 SH   DFND 1 295,414 0 0
TWIST BIOSCIENCE CORP COM 90184D100 8,374 288,666 SH   DFND 1 288,666 0 0
TWITTER INC COM 90184L102 352,318 10,113,153 SH   DFND 1 10,077,701 0 35,452
TWO HARBORS INVESTMENT CORP COM NEW 90187B408 43,975 3,438,198 SH   DFND 1 3,433,833 0 4,365
TWO RIVER BANCORP COM 90207C105 671 46,775 SH   DFND 1 46,775 0 0
TWTR 1 09/15/21 NOTE 1.000% 9/1 90184LAD4 4,785 5,000,000 PRN   DFND 1 2 5,000,000 0 0
TYLER TECHNOLOGIES INC COM 902252105 83,774 387,808 SH   DFND 1 380,788 0 7,020
TYME TECHNOLOGIES INC COM 90238J103 789 646,965 SH   DFND 1 646,965 0 0
TYSON FOODS INC-CL A CL A 902494103 366,073 4,541,305 SH   DFND 1 4,527,088 0 14,217
TYSON FOODS INC-CL A CL A 902494103 137 1,700 SH   DFND 1 2 1,700 0 0
U S ENERGY CORP - WYOMING COM NEW 911805208 8 19,379 SH   DFND 1 19,379 0 0
U.S. GLOBAL INVESTORS INC-A CL A 902952100 108 59,912 SH   DFND 1 59,912 0 0
U.S. PHYSICAL THERAPY INC COM 90337L108 21,155 172,596 SH   DFND 1 172,596 0 0
UBER TECHNOLOGIES INC COM 90353T100 73,103 1,577,524 SH   DFND 1 1,577,524 0 0
UBIQUITI NETWORKS INC COM 90347A100 32,834 249,691 SH   DFND 1 249,691 0 0
UBS GROUP AG-REG SHS H42097107 456 38,533 SH   DFND 1 35,238 0 3,295
UDR INC COM 902653104 232,227 5,180,316 SH   DFND 1 5,166,915 0 13,401
UFP TECHNOLOGIES INC COM 902673102 3,814 91,681 SH   DFND 1 91,681 0 0
UGI CORP COM 902681105 128,186 2,401,398 SH   DFND 1 2,368,594 0 32,804
ULTA BEAUTY INC COM 90384S303 294,896 851,494 SH   DFND 1 846,459 0 5,035
ULTA BEAUTY INC COM 90384S303 10 31 SH   DFND 1 2 31 0 0
ULTRA CLEAN HOLDINGS INC COM 90385V107 7,202 517,419 SH   DFND 1 517,419 0 0
ULTRA PETROLEUM CORP COM NEW 903914208 280 1,561,023 SH   DFND 1 1,561,023 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 45,992 724,289 SH   DFND 1 724,289 0 0
ULTRALIFE CORP COM 903899102 828 104,258 SH   DFND 1 104,258 0 0
UMB FINANCIAL CORP COM 902788108 41,074 624,038 SH   DFND 1 615,953 0 8,085
UMH PROPERTIES INC COM 903002103 5,411 436,058 SH   DFND 1 436,058 0 0
UMPQUA HOLDINGS CORP COM 904214103 42,935 2,588,063 SH   DFND 1 2,545,941 0 42,122
UMPQUA HOLDINGS CORP COM 904214103 35 2,123 SH   DFND 1 2 2,123 0 0
UNDER ARMOUR INC-CLASS A CL A 904311107 67,539 2,669,033 SH   DFND 1 2,660,096 0 8,937
UNDER ARMOUR INC-CLASS C CL C 904311206 59,995 2,707,214 SH   DFND 1 2,697,909 0 9,305
UNIFI INC COM NEW 904677200 3,362 185,056 SH   DFND 1 185,056 0 0
UNIFIRST CORP/MA COM 904708104 43,791 232,230 SH   DFND 1 232,230 0 0
UNIFIRST CORP/MA COM 904708104 898 4,767 SH   DFND 1 2 4,767 0 0
UNILEVER N V -NY SHARES N Y SHS NEW 904784709 1,080 17,788 SH   DFND 1 16,060 0 1,728
UNILEVER PLC-SPONSORED ADR SPON ADR NEW 904767704 2,131 34,400 SH   DFND 1 32,488 0 1,912
UNILEVER PLC-SPONSORED ADR SPON ADR NEW 904767704 27 436 SH   DFND 1 2 436 0 0
UNION BANKSHARES INC /VT COM 905400107 1,797 48,558 SH   DFND 1 48,558 0 0
UNION PACIFIC CORP COM 907818108 1,563,195 9,257,537 SH   DFND 1 9,222,131 0 35,406
UNION PACIFIC CORP COM 907818108 66 395 SH   DFND 1 2 395 0 0
UNIQURE NV SHS N90064101 2,936 37,579 SH   DFND 1 37,579 0 0
UNISYS CORP COM NEW 909214306 6,039 621,355 SH   DFND 1 619,778 0 1,577
UNIT CORP COM 909218109 6,013 676,441 SH   DFND 1 676,441 0 0
UNIT CORP COM 909218109 204 22,959 SH   DFND 1 2 22,959 0 0
UNITED AIRLINES HOLDINGS INC COM 910047109 302,901 3,464,089 SH   DFND 1 3,442,802 0 21,287
UNITED AIRLINES HOLDINGS INC COM 910047109 76 877 SH   DFND 1 2 877 0 0
UNITED BANCORP INC/OHIO COM 909911109 469 41,665 SH   DFND 1 41,665 0 0
UNITED BANKSHARES INC COM 909907107 48,915 1,318,824 SH   DFND 1 1,299,002 0 19,822
UNITED COMMUNITY BANKS/GA COM 90984P303 29,649 1,038,136 SH   DFND 1 1,038,136 0 0
UNITED COMMUNITY FINANCIAL COM 909839102 6,270 655,255 SH   DFND 1 655,255 0 0
UNITED FINANCIAL BANCORP INC COM 910304104 9,748 687,451 SH   DFND 1 687,451 0 0
UNITED FIRE GROUP INC COM 910340108 14,251 294,090 SH   DFND 1 294,090 0 0
UNITED INSURANCE HOLDINGS CO COM 910710102 4,405 308,951 SH   DFND 1 308,951 0 0
UNITED MICROELECTRON-SP ADR SPON ADR NEW 910873405 1,450 656,370 SH   DFND 1 2 656,370 0 0
UNITED MICROELECTRON-SP ADR SPON ADR NEW 910873405 180 72,817 SH   DFND 1 59,951 0 12,866
UNITED NATURAL FOODS INC COM 911163103 5,770 643,259 SH   DFND 1 640,808 0 2,451
UNITED PARCEL SERVICE-CL B CL B 911312106 898,454 8,715,549 SH   DFND 1 8,681,228 0 34,321
UNITED PARCEL SERVICE-CL B CL B 911312106 36 358 SH   DFND 1 2 358 0 0
UNITED RENTALS INC COM 911363109 151,276 1,142,546 SH   DFND 1 1,138,575 0 3,971
UNITED RENTALS INC COM 911363109 337 2,542 SH   DFND 1 2 2,542 0 0
UNITED SECURITY BANCSHARE/CA COM 911460103 1,354 118,945 SH   DFND 1 118,945 0 0
UNITED STATES ANTIMONY CORP COM 911549103 93 166,130 SH   DFND 1 166,130 0 0
UNITED STATES LIME & MINERAL COM 911922102 2,157 26,971 SH   DFND 1 26,971 0 0
UNITED STATES STEEL CORP COM 912909108 28,122 1,836,883 SH   DFND 1 1,805,325 0 31,558
UNITED TECHNOLOGIES CORP COM 913017109 1,410,200 10,851,536 SH   DFND 1 10,810,298 0 41,238
UNITED TECHNOLOGIES CORP COM 913017109 1,679 12,898 SH   DFND 1 2 12,898 0 0
UNITED THERAPEUTICS CORP COM 91307C102 39,354 504,161 SH   DFND 1 496,140 0 8,021
UNITED THERAPEUTICS CORP COM 91307C102 1,027 13,157 SH   DFND 1 2 13,157 0 0
UNITEDHEALTH GROUP INC COM 91324P102 3,051,911 12,528,907 SH   DFND 1 12,481,498 0 47,409
UNITEDHEALTH GROUP INC COM 91324P102 30 126 SH   DFND 1 2 126 0 0
UNITI GROUP INC COM 91325V108 24,629 2,591,918 SH   DFND 1 2,557,174 0 34,744
UNITIL CORP COM 913259107 11,686 195,134 SH   DFND 1 195,134 0 0
UNITY BANCORP INC COM 913290102 2,500 110,143 SH   DFND 1 110,143 0 0
UNITY BIOTECHNOLOGY INC COM 91381U101 1,908 200,903 SH   DFND 1 200,903 0 0
UNIVAR INC COM 91336L107 31,464 1,427,594 SH   DFND 1 1,427,594 0 0
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UNIVERSAL CORP/VA COM 913456109 267 4,409 SH   DFND 1 2 4,409 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 87,386 464,671 SH   DFND 1 456,892 0 7,779
UNIVERSAL ELECTRONICS INC COM 913483103 7,517 183,256 SH   DFND 1 183,256 0 0
UNIVERSAL FOREST PRODUCTS COM 913543104 31,483 827,206 SH   DFND 1 827,206 0 0
UNIVERSAL FOREST PRODUCTS COM 913543104 45 1,195 SH   DFND 1 2 1,195 0 0
UNIVERSAL HEALTH RLTY INCOME SH BEN INT 91359E105 17,948 211,337 SH   DFND 1 211,337 0 0
UNIVERSAL HEALTH SERVICES-B CL B 913903100 154,049 1,183,516 SH   DFND 1 1,179,580 0 3,936
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UNIVERSAL INSURANCE HOLDINGS COM 91359V107 11,765 421,711 SH   DFND 1 420,939 0 772
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UNIVERSAL STAINLESS & ALLOY COM 913837100 1,063 66,500 SH   DFND 1 66,500 0 0
UNIVERSAL TECHNICAL INSTITUT COM 913915104 410 119,574 SH   DFND 1 119,574 0 0
UNIVEST FINANCIAL CORP COM 915271100 10,508 400,175 SH   DFND 1 399,375 0 800
UNUM GROUP COM 91529Y106 117,515 3,507,919 SH   DFND 1 3,497,269 0 10,650
UNUM GROUP COM 91529Y106 338 10,104 SH   DFND 1 2 10,104 0 0
UNUM THERAPEUTICS INC COM 903214104 193 73,882 SH   DFND 1 73,882 0 0
UPLAND SOFTWARE INC COM 91544A109 12,722 279,428 SH   DFND 1 279,121 0 307
UPWORK INC COM 91688F104 12,922 803,615 SH   DFND 1 803,615 0 0
UQM TECHNOLOGIES INC COM 903213106 575 348,695 SH   DFND 1 348,695 0 0
URANIUM ENERGY CORP COM 916896103 3,045 2,223,142 SH   DFND 1 2,223,142 0 0
URBAN EDGE PROPERTIES COM 91704F104 33,022 1,905,507 SH   DFND 1 1,883,475 0 22,032
URBAN ONE INC CL D NON VTG 91705J204 324 165,460 SH   DFND 1 165,460 0 0
URBAN OUTFITTERS INC COM 917047102 20,420 897,585 SH   DFND 1 885,031 0 12,554
URBAN OUTFITTERS INC COM 917047102 92 4,085 SH   DFND 1 2 4,085 0 0
UROGEN PHARMA LTD COM M96088105 3,739 104,050 SH   DFND 1 104,050 0 0
UROVANT SCIENCES LTD SHS G9381B108 672 84,996 SH   DFND 1 84,996 0 0
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URSTADT BIDDLE - CLASS A CL A 917286205 60 2,900 SH   DFND 1 2 2,900 0 0
US AUTO PARTS NETWORK INC COM 90343C100 135 108,294 SH   DFND 1 108,294 0 0
US BANCORP COM NEW 902973304 1,071,296 20,481,966 SH   DFND 1 20,406,119 0 75,847
US BANCORP COM NEW 902973304 5 106 SH   DFND 1 2 106 0 0
US CELLULAR CORP COM 911684108 7,197 161,123 SH   DFND 1 161,123 0 0
US CELLULAR CORP COM 911684108 335 7,500 SH   DFND 1 2 7,500 0 0
US CONCRETE INC COM NEW 90333L201 10,093 203,126 SH   DFND 1 203,126 0 0
US ECOLOGY INC COM 91732J102 17,539 294,591 SH   DFND 1 294,591 0 0
US FOODS HOLDING CORP COM 912008109 89,825 2,511,909 SH   DFND 1 2,511,909 0 0
US FOODS HOLDING CORP COM 912008109 30 840 SH   DFND 1 2 840 0 0
US SILICA HOLDINGS INC COM 90346E103 11,603 907,208 SH   DFND 1 907,208 0 0
US WELL SERVICES INC CL A 91274U101 897 186,294 SH   DFND 1 186,294 0 0
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US XPRESS ENTERPRISES INC -A COM CL A 90338N202 1,126 219,210 SH   DFND 1 219,210 0 0
USA TECHNOLOGIES INC COM NO PAR 90328S500 5,634 758,343 SH   DFND 1 758,343 0 0
USA TRUCK INC COM 902925106 661 65,473 SH   DFND 1 64,580 0 893
USANA HEALTH SCIENCES INC COM 90328M107 16,273 204,875 SH   DFND 1 204,875 0 0
UTAH MEDICAL PRODUCTS INC COM 917488108 4,750 49,635 SH   DFND 1 49,635 0 0
UTAH MEDICAL PRODUCTS INC COM 917488108 261 2,731 SH   DFND 1 2 2,731 0 0
UTSTARCOM HOLDINGS CORP SHS NEW G9310A114 65 21,290 SH   DFND 1 21,290 0 0
UXIN LTD - ADR ADS 91818X108 227 103,512 SH   DFND 1 103,512 0 0
VAALCO ENERGY INC COM NEW 91851C201 626 374,992 SH   DFND 1 374,992 0 0
VAIL RESORTS INC COM 91879Q109 95,117 426,487 SH   DFND 1 426,387 0 100
VALERITAS HOLDINGS INC COM 91914N301 56 21,512 SH   DFND 1 21,512 0 0
VALERO ENERGY CORP COM 91913Y100 482,348 5,644,780 SH   DFND 1 5,624,867 0 19,913
VALHI INC COM 918905100 1,064 358,281 SH   DFND 1 358,281 0 0
VALLEY NATIONAL BANCORP COM 919794107 46,890 4,349,791 SH   DFND 1 4,287,072 0 62,719
VALMONT INDUSTRIES COM 920253101 30,878 243,504 SH   DFND 1 239,503 0 4,001
VALUE LINE INC COM 920437100 676 24,595 SH   DFND 1 24,595 0 0
VALVOLINE INC COM 92047W101 41,287 2,084,713 SH   DFND 1 2,050,258 0 34,455
VANDA PHARMACEUTICALS INC COM 921659108 10,255 727,885 SH   DFND 1 727,885 0 0
VANTIV INC CL A 981558109 317,567 2,593,394 SH   DFND 1 2,593,394 0 0
VAPOTHERM INC COM 922107107 1,439 62,592 SH   DFND 1 62,592 0 0
VAREX IMAGING CORP COM 92214X106 15,382 501,871 SH   DFND 1 501,871 0 0
VARIAN MEDICAL SYSTEMS INC COM 92220P105 184,218 1,355,516 SH   DFND 1 1,351,193 0 4,323
VARIAN MEDICAL SYSTEMS INC COM 92220P105 19 142 SH   DFND 1 2 142 0 0
VARONIS SYSTEMS INC COM 922280102 23,984 387,215 SH   DFND 1 387,215 0 0
VASCULAR BIOGENICS LTD COM M96883109 14 11,422 SH   DFND 1 11,422 0 0
VAXART INC COM NEW 92243A200 29 44,729 SH   DFND 1 44,729 0 0
VBI VACCINES INC COM NEW 91822J103 1,232 1,053,663 SH   DFND 1 1,053,663 0 0
VECTOIQ ACQUISITION CO-CW23 *W EXP 05/11/202 92243N111 612 1,360,334 SH   DFND 1 2 1,360,334 0 0
VECTOR GROUP LTD COM 92240M108 15,823 1,622,922 SH   DFND 1 1,622,922 0 0
VECTOR GROUP LTD COM 92240M108 0 2 SH   DFND 1 2 2 0 0
VECTRUS INC COM 92242T101 6,338 156,269 SH   DFND 1 155,917 0 352
VECTRUS INC COM 92242T101 337 8,332 SH   DFND 1 2 8,332 0 0
VEDANTA LTD-ADR SPONSORED ADR 92242Y100 303 29,830 SH   DFND 1 28,247 0 1,583
VEECO INSTRUMENTS INC COM 922417100 7,685 628,888 SH   DFND 1 628,888 0 0
VEEVA SYSTEMS INC-CLASS A CL A COM 922475108 271,008 1,672,667 SH   DFND 1 1,672,667 0 0
VEEVA SYSTEMS INC-CLASS A CL A COM 922475108 2,692 16,609 SH   DFND 1 2 16,609 0 0
VENATOR MATERIALS PLC SHS G9329Z100 2,077 392,762 SH   DFND 1 392,762 0 0
VENTAS INC COM 92276F100 485,142 7,106,865 SH   DFND 1 7,087,079 0 19,786
VEON LTD SPONSORED ADR 91822M106 2,806 1,002,153 SH   DFND 1 1,002,153 0 0
VEON LTD SPONSORED ADR 91822M106 1,940 693,011 SH   DFND 1 2 693,011 0 0
VEONEER INC COM 92336X109 14,702 849,366 SH   DFND 1 849,366 0 0
VERA BRADLEY INC COM 92335C106 3,523 293,639 SH   DFND 1 293,639 0 0
VERA BRADLEY INC COM 92335C106 16 1,413 SH   DFND 1 2 1,413 0 0
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VERACYTE INC COM 92337F107 477 16,744 SH   DFND 1 2 16,744 0 0
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VEREIT INC COM 92339V100 110,429 12,263,463 SH   DFND 1 12,243,861 0 19,602
VERICEL CORP COM 92346J108 10,905 577,324 SH   DFND 1 576,841 0 483
VERINT SYSTEMS INC COM 92343X100 63,531 1,181,322 SH   DFND 1 1,181,322 0 0
VERINT SYSTEMS INC COM 92343X100 34 640 SH   DFND 1 2 640 0 0
VERISIGN INC COM 92343E102 389,874 1,865,645 SH   DFND 1 1,855,770 0 9,875
VERISIGN INC COM 92343E102 12 60 SH   DFND 1 2 60 0 0
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VERISK ANALYTICS INC COM 92345Y106 21 149 SH   DFND 1 2 149 0 0
VERITEX HOLDINGS INC COM 923451108 16,584 639,105 SH   DFND 1 639,105 0 0
VERITIV CORP COM 923454102 3,065 157,851 SH   DFND 1 157,851 0 0
VERITIV CORP COM 923454102 121 6,236 SH   DFND 1 2 6,236 0 0
VERITONE INC COM 92347M100 769 91,998 SH   DFND 1 91,998 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 3,373,529 59,143,089 SH   DFND 1 58,936,778 0 206,311
VERIZON COMMUNICATIONS INC COM 92343V104 334 5,861 SH   DFND 1 2 5,861 0 0
VERMILION ENERGY INC COMSTK 923725105 5,120 226,839 SH   DFND 1 226,839 0 0
VERMILLION INC COM NEW 92407M206 193 217,435 SH   DFND 1 217,435 0 0
VERRA MOBILITY CORP COM 92511U102 17,936 1,370,262 SH   DFND 1 1,370,262 0 0
VERRICA PHARMACEUTICALS INC COM 92511W108 951 81,924 SH   DFND 1 81,924 0 0
VERSO CORP - A CL A 92531L207 8,079 424,140 SH   DFND 1 422,425 0 1,715
VERSUM MATERIALS INC COM 92532W103 61,686 1,195,948 SH   DFND 1 1,175,710 0 20,238
VERSUM MATERIALS INC COM 92532W103 532 10,317 SH   DFND 1 2 10,317 0 0
VERTEX ENERGY INC COM 92534K107 136 90,518 SH   DFND 1 90,518 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 612,936 3,348,781 SH   DFND 1 3,325,831 0 22,950
VERU INC COM 92536C103 573 269,451 SH   DFND 1 269,451 0 0
VF CORP COM 918204108 356,808 4,092,917 SH   DFND 1 4,076,395 0 16,522
VF CORP COM 918204108 18 215 SH   DFND 1 2 215 0 0
VIACOM INC-CLASS A CL A 92553P102 3,026 88,748 SH   DFND 1 88,748 0 0
VIACOM INC-CLASS B CL B 92553P201 184,110 6,168,259 SH   DFND 1 6,150,783 0 17,476
VIACOM INC-CLASS B CL B 92553P201 1,509 50,537 SH   DFND 1 2 50,537 0 0
VIAD CORP COM NEW 92552R406 16,666 251,613 SH   DFND 1 251,613 0 0
VIASAT INC COM 92552V100 51,411 636,129 SH   DFND 1 625,700 0 10,429
VIAVI SOLUTIONS INC COM 925550105 39,588 2,978,820 SH   DFND 1 2,978,820 0 0
VICAL INC COM NEW 925602203 94 111,688 SH   DFND 1 111,688 0 0
VICI PROPERTIES INC COM 925652109 88,092 3,996,959 SH   DFND 1 3,996,959 0 0
VICOR CORP COM 925815102 6,875 221,418 SH   DFND 1 221,418 0 0
VICTORY CAPITAL HOLDING - A COM CL A 92645B103 1,857 108,098 SH   DFND 1 108,098 0 0
VICTORY CAPITAL HOLDING - A COM CL A 92645B103 563 32,822 SH   DFND 1 2 32,822 0 0
VIEWRAY INC COM 92672L107 7,102 806,145 SH   DFND 1 806,145 0 0
VIKING THERAPEUTICS INC COM 92686J106 6,144 740,301 SH   DFND 1 740,301 0 0
VILLAGE BANK AND TRUST FINAN COM NEW 92705T200 292 8,883 SH   DFND 1 8,883 0 0
VILLAGE FARMS INTERNATIONAL COM 92707Y108 283 24,746 SH   DFND 1 24,746 0 0
VILLAGE SUPER MARKET-CLASS A CL A NEW 927107409 2,925 110,341 SH   DFND 1 110,341 0 0
VILLAGE SUPER MARKET-CLASS A CL A NEW 927107409 165 6,241 SH   DFND 1 2 6,241 0 0
VINCE HOLDING CORP COM NEW 92719W207 452 32,404 SH   DFND 1 32,404 0 0
VIPER ENERGY PARTNERS LP COM UNT RP INT 92763M105 1,281 41,582 SH   DFND 1 41,582 0 0
VIPSHOP HOLDINGS LTD - ADR SPONSORED ADS A 92763W103 8,401 979,388 SH   DFND 1 979,023 0 365
VIPSHOP HOLDINGS LTD - ADR SPONSORED ADS A 92763W103 176 20,458 SH   DFND 1 2 20,458 0 0
VIRCO MFG CORPORATION COM 927651109 95 20,401 SH   DFND 1 20,401 0 0
VIRNETX HOLDING CORP COM 92823T108 4,619 743,944 SH   DFND 1 743,944 0 0
VIRTU FINANCIAL INC-CLASS A CL A 928254101 13,769 632,202 SH   DFND 1 632,202 0 0
VIRTUS GLOBAL MULTI-SECTOR COM 92829B101 190 15,065 SH   DFND 1 2 15,065 0 0
VIRTUS INVESTMENT PARTNERS COM 92828Q109 10,355 96,416 SH   DFND 1 96,416 0 0
VIRTUS INVESTMENT PARTNERS COM 92828Q109 31 289 SH   DFND 1 2 289 0 0
VIRTUS TOTAL RETURN FUND INC COM 92837G100 3,868 364,968 SH   DFND 1 2 364,968 0 0
VIRTUSA CORP COM 92827P102 16,697 375,823 SH   DFND 1 375,823 0 0
VISA INC-CLASS A SHARES COM CL A 92826C839 4,450,159 25,682,891 SH   DFND 1 25,596,873 0 86,018
VISA INC-CLASS A SHARES COM CL A 92826C839 48 278 SH   DFND 1 2 278 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 30,326 1,835,741 SH   DFND 1 1,811,518 0 24,223
VISHAY INTERTECHNOLOGY INC COM 928298108 87 5,319 SH   DFND 1 2 5,319 0 0
VISHAY PRECISION GROUP COM 92835K103 5,795 142,639 SH   DFND 1 142,639 0 0
VISHAY PRECISION GROUP COM 92835K103 12 298 SH   DFND 1 2 298 0 0
VISTA OUTDOOR INC COM 928377100 6,455 726,953 SH   DFND 1 726,953 0 0
VISTAGEN THERAPEUTICS INC COM NEW 92840H202 122 168,852 SH   DFND 1 168,852 0 0
VISTEON CORP COM NEW 92839U206 21,461 366,364 SH   DFND 1 361,188 0 5,176
VISTRA ENERGY CORP COM 92840M102 101,853 4,501,491 SH   DFND 1 4,494,876 0 6,615
VISTRA ENERGY CORP COM 92840M102 117 5,192 SH   DFND 1 2 5,192 0 0
VITAMIN SHOPPE INC COM 92849E101 542 137,766 SH   DFND 1 137,766 0 0
VIVEVE MEDICAL INC COM NEW 92852W204 92 243,076 SH   DFND 1 243,076 0 0
VIVINT SOLAR INC COM 92854Q106 3,890 532,981 SH   DFND 1 532,981 0 0
VIVUS INC COM NEW 928551308 320 83,909 SH   DFND 1 83,909 0 0
VMWARE INC-CLASS A CL A COM 928563402 141,609 847,433 SH   DFND 1 847,433 0 0
VMWARE INC-CLASS A CL A COM 928563402 1,257 7,519 SH   DFND 1 2 7,519 0 0
VNE 4 06/01/24 NOTE 4.000% 6/0 92336XAA7 3,109 3,000,000 PRN   DFND 1 2 3,000,000 0 0
VOCERA COMMUNICATIONS INC COM 92857F107 12,023 376,680 SH   DFND 1 376,680 0 0
VODAFONE GROUP PLC-SP ADR SPONSORED ADR 92857W308 11,633 712,374 SH   DFND 1 710,907 0 1,467
VODAFONE GROUP PLC-SP ADR SPONSORED ADR 92857W308 16 1,028 SH   DFND 1 2 1,028 0 0
VOLITIONRX LTD COM 928661107 399 127,311 SH   DFND 1 127,311 0 0
VOLT INFO SCIENCES INC COM 928703107 285 63,589 SH   DFND 1 63,589 0 0
VONAGE HOLDINGS CORP COM 92886T201 31,043 2,739,936 SH   DFND 1 2,739,936 0 0
VORNADO REALTY TRUST SH BEN INT 929042109 198,626 3,103,010 SH   DFND 1 3,094,764 0 8,246
VORNADO REALTY TRUST SH BEN INT 929042109 1,678 26,184 SH   DFND 1 2 26,184 0 0
VOXX INTERNATIONAL CORP CL A 91829F104 563 135,478 SH   DFND 1 135,478 0 0
VOYA ASIA PAC HI DVD EQ INC COM 92912J102 1,177 127,565 SH   DFND 1 2 127,565 0 0
VOYA EMRG MRKTS HI INC DVD COM 92912P108 477 61,540 SH   DFND 1 2 61,540 0 0
VOYA FINANCIAL INC COM 929089100 83,374 1,508,714 SH   DFND 1 1,508,714 0 0
VOYA GLBL EQTY DVD & PRM OPP COM 92912T100 200 30,814 SH   DFND 1 2 30,814 0 0
VOYA INFRASTRUCTURE INDUSTRI COM 92912X101 1,996 160,343 SH   DFND 1 2 160,343 0 0
VOYAGER THERAPEUTICS INC COM 92915B106 10,050 369,229 SH   DFND 1 369,229 0 0
VSE CORP COM 918284100 3,700 128,999 SH   DFND 1 128,999 0 0
VTV THERAPEUTICS INC- CL A CL A 918385105 161 112,897 SH   DFND 1 112,897 0 0
VULCAN MATERIALS CO COM 929160109 250,083 1,824,584 SH   DFND 1 1,818,286 0 6,298
VUZIX CORP COM NEW 92921W300 827 202,251 SH   DFND 1 202,251 0 0
W&T OFFSHORE INC COM 92922P106 9,245 1,864,042 SH   DFND 1 1,864,042 0 0
W&T OFFSHORE INC COM 92922P106 904 182,293 SH   DFND 1 2 182,293 0 0
WABASH NATIONAL CORP COM 929566107 11,912 732,204 SH   DFND 1 732,204 0 0
WABCO HOLDINGS INC COM 92927K102 68,640 518,019 SH   DFND 1 518,019 0 0
WABCO HOLDINGS INC COM 92927K102 1,326 10,000 SH   DFND 1 2 10,000 0 0
WABTEC CORP COM 929740108 163,274 2,279,275 SH   DFND 1 2,271,445 0 7,830
WADDELL & REED FINANCIAL-A CL A 930059100 21,107 1,266,177 SH   DFND 1 1,264,798 0 1,379
WADDELL & REED FINANCIAL-A CL A 930059100 1,226 73,548 SH   DFND 1 2 73,548 0 0
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WAITR HOLDINGS INC COM 930752100 4,603 731,846 SH   DFND 1 731,846 0 0
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WALGREENS BOOTS ALLIANCE INC COM 931427108 1,068 19,545 SH   DFND 1 2 19,545 0 0
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WALMART INC COM 931142103 2,178,383 19,750,783 SH   DFND 1 19,681,154 0 69,629
WALT DISNEY CO/THE COM DISNEY 254687106 3,324,432 23,847,346 SH   DFND 1 23,760,938 0 86,408
WALT DISNEY CO/THE COM DISNEY 254687106 56 406 SH   DFND 1 2 406 0 0
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WARRIOR MET COAL INC COM 93627C101 114 4,380 SH   DFND 1 2 4,380 0 0
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WASHINGTON REIT SH BEN INT 939653101 34,115 1,276,303 SH   DFND 1 1,276,303 0 0
WASHINGTON TRUST BANCORP COM 940610108 10,796 206,916 SH   DFND 1 206,916 0 0
WASTE CONNECTIONS INC COMSTK 94106B101 2,599 24,059 SH   DFND 1 24,059 0 0
WASTE CONNECTIONS INC COMSTK 94106B101 1 15 SH   DFND 1 2 15 0 0
WASTE CONNECTIONS INC COM 94106B101 11,690 124,235 SH   DFND 1 123,564 0 671
WASTE MANAGEMENT INC COM 94106L109 636,477 5,524,556 SH   DFND 1 5,504,899 0 19,657
WASTE MANAGEMENT INC COM 94106L109 34 298 SH   DFND 1 2 298 0 0
WATERS CORP COM 941848103 246,289 1,145,990 SH   DFND 1 1,142,682 0 3,308
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WATSCO INC COM 942622200 61,922 378,662 SH   DFND 1 372,761 0 5,901
WATTS WATER TECHNOLOGIES-A CL A 942749102 32,014 343,577 SH   DFND 1 343,577 0 0
WAVE LIFE SCIENCES LTD SHS Y95308105 7,002 268,409 SH   DFND 1 268,409 0 0
WAYFAIR INC- CLASS A CL A 94419L101 89,031 610,243 SH   DFND 1 610,243 0 0
WAYSIDE TECHNOLOGY GROUP INC COM 946760105 195 17,318 SH   DFND 1 17,318 0 0
WD-40 CO COM 929236107 30,526 191,945 SH   DFND 1 191,945 0 0
WDAY 0.25 10/01/22 NOTE 0.250%10/0 98138HAF8 11,231 7,500,000 PRN   DFND 1 2 7,500,000 0 0
WEBSTER FINANCIAL CORP COM 947890109 46,349 970,258 SH   DFND 1 953,389 0 16,869
WEC ENERGY GROUP INC COM 92939U106 410,771 4,934,921 SH   DFND 1 4,918,953 0 15,968
WEIBO CORP-SPON ADR SPONSORED ADR 948596101 7,625 175,886 SH   DFND 1 175,850 0 36
WEIGHT WATCHERS INTL INC COM 948626106 12,051 630,966 SH   DFND 1 623,560 0 7,406
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WEIS MARKETS INC COM 948849104 6,835 187,733 SH   DFND 1 187,733 0 0
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WELLCARE HEALTH PLANS INC COM 94946T106 515 1,808 SH   DFND 1 2 1,808 0 0
WELLS FARGO & CO COM 949746101 2,587,256 54,765,182 SH   DFND 1 54,563,126 0 202,056
WELLS FARGO & CO COM 949746101 376 7,962 SH   DFND 1 2 7,962 0 0
WELLTOWER INC COM 95040Q104 617,467 7,583,369 SH   DFND 1 7,564,034 0 19,335
WENDY'S CO/THE COM 95058W100 40,003 2,043,071 SH   DFND 1 2,009,673 0 33,398
WERNER ENTERPRISES INC COM 950755108 18,859 606,817 SH   DFND 1 598,884 0 7,933
WESBANCO INC COM 950810101 29,244 758,619 SH   DFND 1 758,619 0 0
WESCO AIRCRAFT HOLDINGS INC COM 950814103 10,422 939,001 SH   DFND 1 939,001 0 0
WESCO AIRCRAFT HOLDINGS INC COM 950814103 133 11,997 SH   DFND 1 2 11,997 0 0
WESCO INTERNATIONAL INC COM 95082P105 23,509 464,154 SH   DFND 1 464,154 0 0
WESCO INTERNATIONAL INC COM 95082P105 36 712 SH   DFND 1 2 712 0 0
WEST BANCORPORATION CAP STK 95123P106 4,684 220,739 SH   DFND 1 220,739 0 0
WEST PHARMACEUTICAL SERVICES COM 955306105 101,542 811,367 SH   DFND 1 797,914 0 13,453
WESTAMERICA BANCORPORATION COM 957090103 22,236 360,929 SH   DFND 1 360,929 0 0
WESTELL TECHNOLOGIES INC-A CL A NEW 957541204 113 60,615 SH   DFND 1 60,615 0 0
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WESTERN DIGITAL CORP COM 958102105 218,978 4,612,647 SH   DFND 1 4,586,009 0 26,638
WESTERN DIGITAL CORP COM 958102105 164 3,462 SH   DFND 1 2 3,462 0 0
WESTERN NEW ENGLAND BANCORP COM 958892101 2,902 310,778 SH   DFND 1 310,778 0 0
WESTERN UNION CO COM 959802109 121,641 6,126,327 SH   DFND 1 6,100,836 0 25,491
WESTLAKE CHEMICAL CORP COM 960413102 26,150 376,756 SH   DFND 1 376,756 0 0
WESTPAC BANKING CORP-SP ADR SPONSORED ADR 961214301 1,141 57,281 SH   DFND 1 52,945 0 4,336
WESTPORT FUEL SYSTEMS INC COM NEW 960908309 191 70,640 SH   DFND 1 70,640 0 0
WESTROCK CO COM 96145D105 145,038 3,983,712 SH   DFND 1 3,969,673 0 14,039
WESTROCK CO COM 96145D105 19 526 SH   DFND 1 2 526 0 0
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WEX INC COM 96208T104 90,831 436,479 SH   DFND 1 428,560 0 7,919
WEYCO GROUP INC COM 962149100 2,283 85,511 SH   DFND 1 85,511 0 0
WEYERHAEUSER CO COM 962166104 285,442 10,855,825 SH   DFND 1 10,820,304 0 35,521
WHEATON PRECIOUS METALS CORP COMSTK 962879102 11,944 490,167 SH   DFND 1 490,167 0 0
WHEELER REAL ESTATE INVESTME COM NEW 963025705 78 56,779 SH   DFND 1 56,779 0 0
WHIRLPOOL CORP COM 963320106 134,236 944,496 SH   DFND 1 941,221 0 3,275
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WHITESTONE REIT COM 966084204 6,242 491,959 SH   DFND 1 491,959 0 0
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WHLR 8 3/4 PERP S-D PFD CNV SER D 963025606 1,694 114,500 PRN   DFND 1 2 114,500 0 0
WIDEOPENWEST INC COM 96758W101 2,654 365,593 SH   DFND 1 365,593 0 0
WIDEPOINT CORP COM 967590100 142 340,820 SH   DFND 1 340,820 0 0
WILEY (JOHN) & SONS-CLASS A CL A 968223206 21,803 475,444 SH   DFND 1 467,197 0 8,247
WILLDAN GROUP INC COM 96924N100 4,713 126,549 SH   DFND 1 126,549 0 0
WILLIAM LYON HOMES-CL A CL A NEW 552074700 7,603 417,071 SH   DFND 1 417,071 0 0
WILLIAMS COS INC COM 969457100 488,102 17,413,359 SH   DFND 1 17,355,513 0 57,846
WILLIAMS-SONOMA INC COM 969904101 58,158 894,753 SH   DFND 1 880,256 0 14,497
WILLIS LEASE FINANCE CORP COM 970646105 2,912 49,938 SH   DFND 1 49,938 0 0
WILLIS TOWERS WATSON PLC SHS G96629103 373,138 1,951,301 SH   DFND 1 1,939,853 0 11,448
WILLSCOT CORP COM 971375126 8,399 558,492 SH   DFND 1 558,492 0 0
WINGSTOP INC COM 974155103 39,093 412,596 SH   DFND 1 412,596 0 0
WINGSTOP INC COM 974155103 256 2,702 SH   DFND 1 2 2,702 0 0
WINMARK CORP COM 974250102 5,382 31,083 SH   DFND 1 31,083 0 0
WINNEBAGO INDUSTRIES COM 974637100 14,276 369,368 SH   DFND 1 369,368 0 0
WINTRUST FINANCIAL CORP COM 97650W108 46,611 637,123 SH   DFND 1 626,749 0 10,374
WIPRO LTD-ADR SPON ADR 1 SH 97651M109 147 34,104 SH   DFND 1 26,606 0 7,498
WIRELESS TELECOM GROUP INC COM 976524108 73 46,661 SH   DFND 1 46,661 0 0
WISDOMTREE INVESTMENTS INC COM 97717P104 10,284 1,666,886 SH   DFND 1 1,666,886 0 0
WIX.COM LTD SHS M98068105 27,888 196,585 SH   DFND 1 196,585 0 0
WIX.COM LTD SHS M98068105 1,216 8,563 SH   DFND 1 2 8,563 0 0
WNS HOLDINGS LTD-ADR SPON ADR 92932M101 5,292 89,397 SH   DFND 1 89,397 0 0
WOLVERINE WORLD WIDE INC COM 978097103 29,713 1,078,932 SH   DFND 1 1,078,932 0 0
WOODWARD INC COM 980745103 76,593 676,864 SH   DFND 1 666,628 0 10,236
WOORI FINANCIAL-SPON ADR SPONSORED ADS 981064108 256 6,977 SH   DFND 1 5,820 0 1,157
WORKDAY INC-CLASS A CL A 98138H101 305,317 1,486,248 SH   DFND 1 1,479,632 0 6,616
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WORLD ACCEPTANCE CORP COM 981419104 155 946 SH   DFND 1 2 946 0 0
WORLD FUEL SERVICES CORP COM 981475106 30,002 834,341 SH   DFND 1 822,027 0 12,314
WORLD FUEL SERVICES CORP COM 981475106 191 5,336 SH   DFND 1 2 5,336 0 0
WORLD WRESTLING ENTERTAIN-A CL A 98156Q108 32,568 451,033 SH   DFND 1 443,040 0 7,993
WORLD WRESTLING ENTERTAIN-A CL A 98156Q108 35 489 SH   DFND 1 2 489 0 0
WORTHINGTON INDUSTRIES COM 981811102 19,946 495,435 SH   DFND 1 488,216 0 7,219
WORTHINGTON INDUSTRIES COM 981811102 29 729 SH   DFND 1 2 729 0 0
WP CAREY INC COM 92936U109 140,774 1,735,300 SH   DFND 1 1,735,300 0 0
WPP PLC-SPONSORED ADR ADR 92937A102 447 7,114 SH   DFND 1 6,664 0 450
WPP PLC-SPONSORED ADR ADR 92937A102 42 669 SH   DFND 1 2 669 0 0
WPX ENERGY INC COM 98212B103 48,961 4,253,837 SH   DFND 1 4,181,169 0 72,668
WPX ENERGY INC COM 98212B103 208 18,135 SH   DFND 1 2 18,135 0 0
WR BERKLEY CORP COM 084423102 112,492 1,704,693 SH   DFND 1 1,678,203 0 26,490
WR GRACE & CO COM 38388F108 48,603 638,599 SH   DFND 1 638,599 0 0
WRAP TECHNOLOGIES INC COM 98212N107 652 104,897 SH   DFND 1 104,897 0 0
WRIGHT MEDICAL GROUP NV ORD SHS N96617118 46,244 1,550,787 SH   DFND 1 1,550,787 0 0
WSFS FINANCIAL CORP COM 929328102 29,194 706,894 SH   DFND 1 706,894 0 0
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WW GRAINGER INC COM 384802104 174,075 650,110 SH   DFND 1 647,695 0 2,415
WW GRAINGER INC COM 384802104 35 134 SH   DFND 1 2 134 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 63,463 1,445,636 SH   DFND 1 1,425,958 0 19,678
WYNDHAM DESTINATIONS INC COM 98310W108 133 3,041 SH   DFND 1 2 3,041 0 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 56,032 1,005,242 SH   DFND 1 987,040 0 18,202
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X4 PHARMACEUTICALS INC COM 98420X103 1,711 114,081 SH   DFND 1 114,081 0 0
XAN 4.5 08/15/22 NOTE 4.500% 8/1 76120WAC8 14,704 14,392,000 PRN   DFND 1 2 14,392,000 0 0
XBIOTECH INC COM 98400H102 2,258 297,956 SH   DFND 1 297,956 0 0
XCEL ENERGY INC COM 98389B100 513,102 8,630,040 SH   DFND 1 8,584,433 0 45,607
XENCOR INC COM 98401F105 26,101 637,704 SH   DFND 1 637,704 0 0
XENIA HOTELS & RESORTS INC COM 984017103 43,172 2,070,600 SH   DFND 1 2,070,600 0 0
XENON PHARMACEUTICALS INC COM 98420N105 189 19,242 SH   DFND 1 19,242 0 0
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XEROX CORP COM NEW 984121608 139,418 3,942,155 SH   DFND 1 3,932,783 0 9,372
XEROX CORP COM NEW 984121608 252 7,137 SH   DFND 1 2 7,137 0 0
XILINX INC COM 983919101 551,701 4,684,882 SH   DFND 1 4,662,063 0 22,819
XINYUAN REAL ESTATE CO L-ADR SPONS ADR 98417P105 99 23,853 SH   DFND 1 2 23,853 0 0
XOMA CORP COM NEW 98419J206 875 58,885 SH   DFND 1 58,885 0 0
XPERI CORP COM 98421B100 13,463 653,888 SH   DFND 1 653,705 0 183
XPERI CORP COM 98421B100 708 34,427 SH   DFND 1 2 34,427 0 0
XPO LOGISTICS INC COM 983793100 57,766 1,000,021 SH   DFND 1 983,187 0 16,834
XUNLEI LTD-ADR SPONSORED ADR 98419E108 50 19,309 SH   DFND 1 19,309 0 0
XUNLEI LTD-ADR SPONSORED ADR 98419E108 18 6,972 SH   DFND 1 2 6,972 0 0
XYLEM INC COM 98419M100 207,213 2,481,910 SH   DFND 1 2,473,342 0 8,568
YAMANA GOLD INC COMSTK 98462Y100 409 161,405 SH   DFND 1 161,405 0 0
YANDEX NV-A SHS CLASS A N97284108 8,502 223,746 SH   DFND 1 223,746 0 0
YANGTZE RIVER PORT AND LOGIS COM 98475Y105 50 91,562 SH   DFND 1 91,562 0 0
YATRA ONLINE INC ORD SHS G98338109 210 56,191 SH   DFND 1 56,191 0 0
YELP INC CL A 985817105 35,920 1,050,919 SH   DFND 1 1,037,904 0 13,015
YELP INC CL A 985817105 223 6,548 SH   DFND 1 2 6,548 0 0
YETI HOLDINGS INC COM 98585X104 10,974 379,076 SH   DFND 1 379,076 0 0
YEXT INC COM 98585N106 26,279 1,308,085 SH   DFND 1 1,308,085 0 0
YIELD10 BIOSCIENCE INC COM NEW 98585K201 56 59,164 SH   DFND 1 59,164 0 0
Y-MABS THERAPEUTICS INC COM 984241109 3,773 164,979 SH   DFND 1 164,979 0 0
YORK WATER CO COM 987184108 6,314 176,780 SH   DFND 1 176,780 0 0
YOUNGEVITY INTERNATIONAL INC COM NEW 987537206 572 100,413 SH   DFND 1 100,413 0 0
YPF S.A.-SPONSORED ADR SPON ADR CL D 984245100 7,080 391,395 SH   DFND 1 391,395 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 1,746 433,280 SH   DFND 1 432,077 0 1,203
YUM CHINA HOLDINGS INC COM 98850P109 85,826 1,862,896 SH   DFND 1 1,861,996 0 900
YUM! BRANDS INC COM 988498101 540,517 4,887,897 SH   DFND 1 4,873,288 0 14,609
YY INC-ADR SPONSORED ADS A 98426T106 9,900 142,772 SH   DFND 1 142,638 0 134
ZAFGEN INC COM 98885E103 309 259,940 SH   DFND 1 259,797 0 143
ZAGG INC COM 98884U108 2,527 363,178 SH   DFND 1 362,239 0 939
ZAI LAB LTD-ADR ADR 98887Q104 488 14,007 SH   DFND 1 14,007 0 0
ZAYO GROUP HOLDINGS INC COM 98919V105 68,312 2,077,398 SH   DFND 1 2,077,398 0 0
ZAYO GROUP HOLDINGS INC COM 98919V105 535 16,259 SH   DFND 1 2 16,259 0 0
ZEBRA TECHNOLOGIES CORP-CL A CL A 989207105 136,975 654,246 SH   DFND 1 644,309 0 9,937
ZEDGE INC-CL B CL B 98923T104 112 68,028 SH   DFND 1 68,028 0 0
ZENDESK INC COM 98936J101 96,486 1,083,752 SH   DFND 1 1,083,752 0 0
ZENDESK INC COM 98936J101 350 3,932 SH   DFND 1 2 3,932 0 0
ZILLOW GROUP INC - A CL A 98954M101 25,286 552,596 SH   DFND 1 552,596 0 0
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ZIMMER BIOMET HOLDINGS INC COM 98956P102 344,840 2,933,907 SH   DFND 1 2,924,113 0 9,794
ZIMMER BIOMET HOLDINGS INC COM 98956P102 67 573 SH   DFND 1 2 573 0 0
ZION OIL & GAS INC COM 989696109 165 494,616 SH   DFND 1 494,616 0 0
ZIONS BANCORP NA COM 989701107 131,219 2,858,430 SH   DFND 1 2,849,675 0 8,755
ZIONS BANCORP NA COM 989701107 37 806 SH   DFND 1 2 806 0 0
ZIONS BANCORPORATION-CW20 *W EXP 05/21/202 989701115 20,796 1,566,004 SH   DFND 1 2 1,566,004 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 11,690 2,005,183 SH   DFND 1 2,004,294 0 889
ZIX CORP COM 98974P100 6,653 731,954 SH   DFND 1 731,954 0 0
ZOETIS INC CL A 98978V103 706,222 6,233,333 SH   DFND 1 6,210,485 0 22,848
ZOGENIX INC COM NEW 98978L204 27,162 568,492 SH   DFND 1 568,492 0 0
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ZOOM VIDEO COMMUNICATIONS-A CL A 98980L101 16,141 181,789 SH   DFND 1 181,789 0 0
ZOSANO PHARMA CORP COM NEW 98979H202 367 112,279 SH   DFND 1 112,279 0 0
ZOVIO INC COM 98979V102 679 189,698 SH   DFND 1 189,698 0 0
ZOVIO INC COM 98979V102 157 43,920 SH   DFND 1 2 43,920 0 0
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ZSCALER INC COM 98980G102 243 3,180 SH   DFND 1 2 3,180 0 0
ZTO EXPRESS CAYMAN INC-ADR SPONSORED ADS A 98980A105 22,604 1,186,867 SH   DFND 1 1,186,867 0 0
ZUMIEZ INC COM 989817101 6,748 258,554 SH   DFND 1 258,554 0 0
ZUORA INC - CLASS A COM CL A 98983V106 7,825 510,807 SH   DFND 1 510,807 0 0
ZYNERBA PHARMACEUTICALS INC COM 98986X109 3,497 258,109 SH   DFND 1 258,109 0 0
ZYNEX INC COM 98986M103 1,909 212,348 SH   DFND 1 212,348 0 0
ZYNGA INC - CL A CL A 98986T108 56,700 9,249,635 SH   DFND 1 9,249,635 0 0