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 CL A CL A 68243Q106 90 11,534 SH   DFND 1 2 11,534 0 0
1 800 FLOWERS COM CL A CL A 68243Q106 1,732 219,802 SH   DFND 1 218,377 0 1,425
1ST CENTURY BANCSHARES INC COM 31943X102 488 44,529 SH   DFND 1 44,529 0 0
1ST SOURCE CORP COM COM 336901103 4,361 136,977 SH   DFND 1 136,977 0 0
21VIANET GROUP INC - ADR SPONSORED ADR 90138A103 438 21,980 SH   DFND 1 21,980 0 0
22ND CENTURY GROUP INC COM 90137F103 129 164,883 SH   DFND 1 164,883 0 0
2U INC COM 90214J101 5,074 224,552 SH   DFND 1 224,552 0 0
3-D SYS CORP DEL COM NEW COM NEW 88554D205 10,187 658,537 SH   DFND 1 655,614 0 2,923
3M CO COM 88579Y101 886,575 5,330,612 SH   DFND 1 5,321,540 0 9,072
51JOBS INC-ADR SP ADR REP COM 316827104 309 9,987 SH   DFND 1 9,987 0 0
58.COM INC-ADR SPON ADR REP A 31680Q104 889 16,165 SH   DFND 1 16,165 0 0
8X8 INC NEW COM COM 282914100 6,271 623,402 SH   DFND 1 623,402 0 0
A-MARK PRECIOUS METALS INC COM 00181T107 275 13,859 SH   DFND 1 2 13,859 0 0
A-MARK PRECIOUS METALS INC COM 00181T107 363 18,273 SH   DFND 1 18,273 0 0
A. H. BELO CORP COM CL A 001282102 528 109,895 SH   DFND 1 109,895 0 0
A10 NETWORKS INC COM 002121101 62 10,531 SH   DFND 1 2 10,531 0 0
A10 NETWORKS INC COM 002121101 1,369 231,383 SH   DFND 1 231,383 0 0
AAC HOLDINGS INC COM 000307108 1,070 54,085 SH   DFND 1 54,085 0 0
AAON INC COM PAR $0.004 COM PAR $0.004 000360206 8,647 308,840 SH   DFND 1 308,840 0 0
AAR CORP COM COM 000361105 5,297 227,646 SH   DFND 1 227,646 0 0
AARON'S INC COM PAR $0.50 002535300 10,136 403,839 SH   DFND 1 403,839 0 0
ABAXIS INC COM 002567105 6,723 148,120 SH   DFND 1 148,120 0 0
ABB LTD-ADR SPONSORED ADR 000375204 264 13,612 SH   DFND 1 2,338 0 11,274
ABBOTT LABS COM COM 002824100 517,885 12,405,029 SH   DFND 1 12,390,958 0 14,071
ABBVIE INC COM 00287Y109 743,885 13,049,801 SH   DFND 1 13,031,284 0 18,517
ABBVIE INC COM 00287Y109 78 1,380 SH   DFND 1 2 1,380 0 0
ABEONA THERAPEUTICS INC COM 00289Y107 180 70,496 SH   DFND 1 70,496 0 0
ABERCROMBIE & FITCH CO CL A CL A 002896207 13,420 425,517 SH   DFND 1 424,846 0 671
ABERCROMBIE & FITCH CO CL A CL A 002896207 43 1,377 SH   DFND 1 2 1,377 0 0
ABERDEEN ASIA PACIFIC INCOME COM 003009107 310 62,029 PRN   DFND 1 2 62,029 0 0
ABIOMED INC COM COM 003654100 26,882 283,541 SH   DFND 1 283,541 0 0
ABM INDS INC COM COM 000957100 12,224 378,355 SH   DFND 1 378,355 0 0
ABRAXAS PETE CORP COM COM 003830106 612 606,301 SH   DFND 1 606,301 0 0
ACACIA RESEARCH - ACACIA TEC ACACIA TCH COM 003881307 1,268 334,737 SH   DFND 1 334,737 0 0
ACADIA HEALTHCARE CO INC COM 00404A109 26,069 473,045 SH   DFND 1 473,008 0 37
ACADIA PHARMACEUTICALS INC COM COM 004225108 18,873 675,017 SH   DFND 1 674,687 0 330
ACADIA RLTY TR COM SH BEN INT COM SH BEN INT 004239109 20,997 597,705 SH   DFND 1 597,705 0 0
ACCELERON PHARMA INC COM 00434H108 6,260 237,228 SH   DFND 1 237,228 0 0
ACCENTURE LTD BERMUDA CL A SHS CLASS A G1151C101 636,356 5,524,658 SH   DFND 1 5,513,980 0 10,678
ACCESS NATIONAL CORP COM COM 004337101 864 43,610 SH   DFND 1 43,610 0 0
ACCLERATE DIAGNOSTICS INC COM 00430H102 2,692 187,380 SH   DFND 1 187,186 0 194
ACCO BRANDS CORP COM 00081T108 6,554 729,846 SH   DFND 1 729,846 0 0
ACCURAY INC COM 004397105 3,187 551,483 SH   DFND 1 551,483 0 0
ACCURIDE CORP COM NEW 00439T206 436 281,742 SH   DFND 1 281,742 0 0
ACELRX PHARMACEUTICALS INC COM 00444T100 525 170,734 SH   DFND 1 170,734 0 0
ACETO CORP COM COM 004446100 4,845 205,687 SH   DFND 1 205,687 0 0
ACHAOGEN INC COM 004449104 127 46,187 SH   DFND 1 46,187 0 0
ACHILLION PHARMACTCLS COM 00448Q201 6,156 797,518 SH   DFND 1 797,518 0 0
ACI WORLDWIDE INC COM 004498101 17,159 825,374 SH   DFND 1 825,374 0 0
ACLARIS THERAPEUTICS INC COM 00461U105 819 43,246 SH   DFND 1 43,246 0 0
ACNB CORP COM 000868109 395 17,657 SH   DFND 1 17,657 0 0
ACORDA THERAPEUTICS INC COM 00484M106 9,202 347,915 SH   DFND 1 347,915 0 0
ACORDA THERAPEUTICS INC COM 00484M106 213 8,066 SH   DFND 1 2 8,066 0 0
ACTINIUM PHARMACEUTICALS INC COM 00507W107 301 151,287 SH   DFND 1 151,287 0 0
ACTIVE POWER INC COM COM NEW 00504W308 72 75,138 SH   DFND 1 75,138 0 0
ACTIVISION BLIZZARD INC COM 00507V109 149,517 4,426,690 SH   DFND 1 4,416,934 0 9,756
ACTUA CORP COM 005094107 2,296 253,798 SH   DFND 1 253,798 0 0
ACTUANT CORP CL A NEW CL A NEW 00508X203 9,531 385,731 SH   DFND 1 385,731 0 0
ACTUANT CORP CL A NEW CL A NEW 00508X203 34 1,382 SH   DFND 1 2 1,382 0 0
ACUITY BRANDS INC COM COM 00508Y102 57,231 262,514 SH   DFND 1 262,284 0 230
ACURA PHARMACEUTICALS INC COM PAR $0.01 00509L802 59 21,024 SH   DFND 1 21,024 0 0
ACXIOM CORP COM COM 005125109 11,712 546,276 SH   DFND 1 546,276 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 1,293 89,468 SH   DFND 1 89,468 0 0
ADAMIS PHARMACEUTICALS INC COM COM NEW 00547W208 254 41,564 SH   DFND 1 41,564 0 0
ADAMS EXPRESS COM 006212104 1,711 135,334 PRN   DFND 1 2 135,334 0 0
ADAMS RESOURCES & ENERGY INC COM NEW 006351308 604 15,129 SH   DFND 1 15,129 0 0
ADCARE HEALTH SYSTEMS COM NEW 00650W300 94 40,556 SH   DFND 1 40,556 0 0
ADDUS HOMECARE CORP COM 006739106 791 46,068 SH   DFND 1 46,068 0 0
ADDUS HOMECARE CORP COM 006739106 28 1,671 SH   DFND 1 2 1,671 0 0
ADDVANTAGE TECHNOLOGIES GRP COM NEW 006743306 22 11,928 SH   DFND 1 11,928 0 0
ADEPTUS HEALTH INC CL A 006855100 3,837 69,091 SH   DFND 1 69,091 0 0
ADESTO TECHNOLOGIES CORP COM 00687D101 242 43,069 SH   DFND 1 43,069 0 0
ADOBE SYS INC COM COM 00724F101 384,850 4,111,067 SH   DFND 1 4,105,704 0 5,363
ADT CORP/THE - WHEN ISSUED COM 00101J106 56,610 1,374,820 SH   DFND 1 1,372,342 0 2,478
ADTRAN INC COM COM 00738A106 6,958 344,117 SH   DFND 1 344,117 0 0
ADURO BIOTECH INC COM 00739L101 1,062 82,947 SH   DFND 1 82,947 0 0
ADVANCED AUTO PARTS INC COM COM 00751Y106 93,549 584,656 SH   DFND 1 584,236 0 420
ADVANCED DRAINAGE SYSTEMS INC COM 00790R104 4,605 216,198 SH   DFND 1 216,198 0 0
ADVANCED ENERGY INDS COM COM 007973100 9,665 277,810 SH   DFND 1 277,810 0 0
ADVANCED MICRO DEVICES INC COM COM 007903107 12,515 4,391,238 SH   DFND 1 4,391,238 0 0
ADVANCED SEMICONDUCTOR E- ADR SPONSORED ADR 00756M404 134 23,046 SH   DFND 1 19,186 0 3,860
ADVAXIS INC COM NEW 007624208 1,658 183,611 SH   DFND 1 183,611 0 0
ADVISORY BRD CO COM COM 00762W107 9,332 289,370 SH   DFND 1 289,370 0 0
AECOM TECHNOLOGY CORP -REDH COM 00766T100 29,091 944,835 SH   DFND 1 944,547 0 288
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 401 53,088 SH   DFND 1 2 53,088 0 0
AEGERION PHARMACEUTICALS INC COM 00767E102 713 192,826 SH   DFND 1 192,826 0 0
AEGERION PHARMACEUTICALS INC COM 00767E102 106 28,858 SH   DFND 1 2 28,858 0 0
AEGION CORP COM 00770F104 5,262 249,518 SH   DFND 1 249,518 0 0
AEHR TEST SYSTEMS COM COM 00760J108 13 12,126 SH   DFND 1 12,126 0 0
AEMITIS INC COM NEW 00770K202 128 63,084 SH   DFND 1 63,084 0 0
AEP INDS INC COM COM 001031103 273 4,145 SH   DFND 1 2 4,145 0 0
AEP INDS INC COM COM 001031103 4,119 62,410 SH   DFND 1 62,410 0 0
AERCAP HOLDINGS NV SHS N00985106 804 20,748 SH   DFND 1 2 20,748 0 0
AERCAP HOLDINGS NV SHS N00985106 6,372 165,824 SH   DFND 1 165,824 0 0
AERI PHARMACEUTICALS INC COM 00771V108 1,961 161,319 SH   DFND 1 161,319 0 0
AEROHIVE NETWORKS INC COM 007786106 614 123,240 SH   DFND 1 123,240 0 0
AEROJET ROCKETDYNE HOLDINGS INC COM 007800105 7,220 440,839 SH   DFND 1 440,839 0 0
AEROPOSTALE COM COM 007865108 80 407,330 SH   DFND 1 407,330 0 0
AEROVIRONMENT INC COM 008073108 4,079 144,036 SH   DFND 1 144,036 0 0
AES CORP COM COM 00130H105 63,640 5,404,267 SH   DFND 1 5,397,873 0 6,394
AES CORP COM COM 00130H105 181 15,339 SH   DFND 1 2 15,339 0 0
AETHLON MEDICAL INC COM NEW 00808Y208 133 24,234 SH   DFND 1 24,234 0 0
AETNA INC NEW COM COM 00817Y108 293 2,611 SH   DFND 1 2 2,611 0 0
AETNA INC NEW COM COM 00817Y108 321,527 2,867,557 SH   DFND 1 2,862,620 0 4,937
AFFILIATED MANAGERS GROUP COM COM 008252108 69 430 SH   DFND 1 2 430 0 0
AFFILIATED MANAGERS GROUP COM COM 008252108 71,197 439,289 SH   DFND 1 438,512 0 777
AFFIMED NV COM N01045108 109 29,204 SH   DFND 1 29,204 0 0
AFFX 4 07/01/2019 NOTE 4.000% 7/0 00826TAH1 2,404 1,000,000 PRN   DFND 1 2 1,000,000 0 0
AFLAC INC COM COM 001055102 220,904 3,505,561 SH   DFND 1 3,499,578 0 5,983
AG MORTGAGE INVESTMENT TRUST COM 001228105 152 11,701 SH   DFND 1 2 11,701 0 0
AG MORTGAGE INVESTMENT TRUST COM 001228105 2,399 183,615 SH   DFND 1 175,450 0 8,165
AGCO CORP COM COM 001084102 22,850 460,039 SH   DFND 1 459,977 0 62
AGENGOA YIELD PLC ORD SHS G00349103 1,621 91,225 SH   DFND 1 91,225 0 0
AGENUS INC COM NEW 00847G705 2,059 494,971 SH   DFND 1 494,971 0 0
AGILE THERAPEUTICS INC COM 00847L100 525 84,671 SH   DFND 1 84,671 0 0
AGILENT TECHNOLOGIES INC COM COM 00846U101 398 10,000 SH   DFND 1 2 10,000 0 0
AGILENT TECHNOLOGIES INC COM COM 00846U101 113,024 2,841,677 SH   DFND 1 2,837,788 0 3,889
AGILYSYS INC COM 00847J105 1,181 115,721 SH   DFND 1 115,721 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 117 2,899 SH   DFND 1 2 2,899 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 7,063 173,970 SH   DFND 1 173,941 0 29
AGL RES INC COM COM 001204106 1,628 25,000 SH   DFND 1 2 25,000 0 0
AGL RES INC COM COM 001204106 64,713 995,445 SH   DFND 1 994,621 0 824
AGREE REALTY CORP COM 008492100 5,108 132,790 SH   DFND 1 132,790 0 0
AGRIUM INC COM COM 008916108 366 4,146 SH   DFND 1 3,998 0 148
AGROFRESH SOLUTIONS INC COM 00856G109 896 140,001 SH   DFND 1 140,001 0 0
AIMC 2 3/4 03/01/2031 NOTE 2.750% 3/0 02208RAE6 2,281 2,000,000 PRN   DFND 1 2 2,000,000 0 0
AIMMUNE THERAPEUTICS INC COM 00900T107 1,260 92,923 SH   DFND 1 92,923 0 0
AIR LEASE CORP CL A 00912X302 18,688 581,848 SH   DFND 1 581,541 0 307
AIR METHODS CORP COM PAR $.06 COM PAR $.06 009128307 9,232 254,893 SH   DFND 1 254,893 0 0
AIR METHODS CORP COM PAR $.06 COM PAR $.06 009128307 74 2,059 SH   DFND 1 2 2,059 0 0
AIR PRODS & CHEMS INC COM COM 009158106 216,119 1,503,529 SH   DFND 1 1,501,841 0 1,688
AIR TRANSPORT SERVICES GROUP INC COM 00922R105 6,193 402,724 SH   DFND 1 402,724 0 0
AIRCASTLE LTD COM G0129K104 9,052 407,015 SH   DFND 1 407,015 0 0
AIRGAS INC COM COM 009363102 75,223 532,169 SH   DFND 1 531,129 0 1,040
AIRMEDIA GROUP -ADS-REDH SPONSORED ADR 009411109 88 15,734 SH   DFND 1 15,734 0 0
AK STL HLDG CORP COM COM 001547108 4,757 1,151,849 SH   DFND 1 1,151,849 0 0
AK STL HLDG CORP COM COM 001547108 130 31,523 SH   DFND 1 2 31,523 0 0
AKAMAI TECHNOLOGIES INC COM COM 00971T101 81,542 1,470,277 SH   DFND 1 1,468,651 0 1,626
AKEBIA THERAPEUTICS INC COM 00972D105 1,987 220,579 SH   DFND 1 220,579 0 0
AKER BIOSCIENCES INC COM 00973E102 19 12,000 SH   DFND 1 12,000 0 0
AKORN INC COM COM 009728106 12,162 516,880 SH   DFND 1 516,786 0 94
ALAMO GROUP INC COM COM 011311107 4,093 73,470 SH   DFND 1 73,470 0 0
ALARM.COM HOLDINGS INC COM 011642105 1,606 67,769 SH   DFND 1 67,769 0 0
ALASKA AIR GROUP INC COM COM 011659109 67,209 819,428 SH   DFND 1 818,308 0 1,120
ALASKA COMMUNICATIONS SYS G COM COM 01167P101 658 369,962 SH   DFND 1 369,962 0 0
ALBANY INTL CORP CL A CL A 012348108 7,144 190,069 SH   DFND 1 190,069 0 0
ALBANY MOLECULAR RESH INC COM COM 012423109 2,839 185,738 SH   DFND 1 185,738 0 0
ALBEMARLE CORP COM COM 012653101 44,226 692,194 SH   DFND 1 691,688 0 506
ALCOA INC COM COM 013817101 102,493 10,720,212 SH   DFND 1 10,712,021 0 8,191
ALCOBRA LTD SHS M2239P109 55 14,567 SH   DFND 1 14,567 0 0
ALDER BIOPHARAMCEUTICALS INC COM 014339105 4,389 179,237 SH   DFND 1 179,237 0 0
ALDEYRA THERAPEUTICS INC COM 01438T106 98 23,558 SH   DFND 1 23,558 0 0
ALERE INC COM 01449J105 26,311 519,880 SH   DFND 1 519,827 0 53
ALEXANDER & BALDWIN INC COM 014491104 11,246 306,622 SH   DFND 1 306,622 0 0
ALEXANDER & BALDWIN INC COM 014491104 36 988 SH   DFND 1 2 988 0 0
ALEXANDERS INC COM COM 014752109 8,837 23,223 SH   DFND 1 23,223 0 0
ALEXANDRIA REAL ESTATE EQ I COM COM 015271109 51,337 564,836 SH   DFND 1 564,766 0 70
ALEXION PHARMACEUTICALS INC COM COM 015351109 252,858 1,819,948 SH   DFND 1 1,816,960 0 2,988
ALEXZA PHARMACEUTICALS, INC COM NEW 015384209 44 91,033 SH   DFND 1 91,033 0 0
ALIBABA GROUP HOLDING LTD SPONSORED ADS 01609W102 20,518 262,059 SH   DFND 1 262,059 0 0
ALICO INC COM COM 016230104 672 24,365 SH   DFND 1 24,365 0 0
ALIGN TECHNOLOGY INC COM COM 016255101 34,365 472,770 SH   DFND 1 471,939 0 831
ALIGN TECHNOLOGY INC COM COM 016255101 23 327 SH   DFND 1 2 327 0 0
ALIMERA SCIENCES INC COM 016259103 306 175,109 SH   DFND 1 175,109 0 0
ALJ 3 09/15/18 NOTE 3.000% 9/1 020520AB8 3,654 3,750,000 PRN   DFND 1 2 3,750,000 0 0
ALKERMES INC COM SHS G01767105 158 4,626 SH   DFND 1 2 4,626 0 0
ALKERMES INC COM SHS G01767105 33,050 967,203 SH   DFND 1 966,198 0 1,005
ALLEGHANY CORP DEL COM COM 017175100 50,979 102,787 SH   DFND 1 102,769 0 18
ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 11,034 676,949 SH   DFND 1 674,092 0 2,857
ALLEGIANCE BANCSHARES INC COM 01748H107 571 31,132 SH   DFND 1 31,132 0 0
ALLEGIANT TRAVEL CO COM 01748X102 16,656 93,544 SH   DFND 1 93,544 0 0
ALLEGIANT TRAVEL CO COM 01748X102 18 106 SH   DFND 1 2 106 0 0
ALLEGION PLC ORD SHS G0176J109 48,798 767,204 SH   DFND 1 767,145 0 59
ALLEGION PLC ORD SHS G0176J109 28 440 SH   DFND 1 2 440 0 0
ALLERGAN PLC SHS G0177J108 864,797 3,232,971 SH   DFND 1 3,229,405 0 3,566
ALLERGAN PLC SHS G0177J108 1,608 6,000 SH   DFND 1 2 6,000 0 0
ALLETE INC COM COM NEW 018522300 19,870 354,380 SH   DFND 1 354,380 0 0
ALLIANCE DATA SYSTEMS CORP COM COM 018581108 151 687 SH   DFND 1 2 687 0 0
ALLIANCE DATA SYSTEMS CORP COM COM 018581108 106,268 484,028 SH   DFND 1 483,413 0 615
ALLIANCE FIBER OPTIC PRODS COM COM NEW 018680306 1,430 96,740 SH   DFND 1 96,740 0 0
ALLIANCE HOLDINGS GP LP COM UNITS LP 01861G100 1,143 78,247 SH   DFND 1 2 78,247 0 0
ALLIANCE HOLDINGS GP LP COM UNITS LP 01861G100 358 24,551 SH   DFND 1 24,551 0 0
ALLIANCE IMAGING INC COM NEW COM PAR 018606301 1,073 149,358 SH   DFND 1 148,891 0 467
ALLIANCE ONE INTERNATIONAL INC COM NEW 018772301 745 42,426 SH   DFND 1 42,426 0 0
ALLIANCE RES PARTNER L P UT LTD PART UT LTD PART 01877R108 444 38,137 SH   DFND 1 2 38,137 0 0
ALLIANCE RES PARTNER L P UT LTD PART UT LTD PART 01877R108 352 30,279 SH   DFND 1 30,279 0 0
ALLIANT ENERGY CORP COM COM 018802108 51,367 691,923 SH   DFND 1 691,664 0 259
ALLIED MOTION TECHNOLOGIES COM 019330109 476 26,479 SH   DFND 1 2 26,479 0 0
ALLIED MOTION TECHNOLOGIES COM 019330109 1,094 60,829 SH   DFND 1 60,829 0 0
ALLIED WORLD ASSNC HDGS-REDH SHS H01531104 19,983 571,938 SH   DFND 1 571,935 0 3
ALLIQUA INC COM NEW 019621200 66 80,974 SH   DFND 1 80,974 0 0
ALLISON TRANSMISSION HOLDING COM 01973R101 35,509 1,316,126 SH   DFND 1 1,315,789 0 337
ALLOT COMMUNICATIONS LTD SHS M0854Q105 83 16,041 SH   DFND 1 16,041 0 0
ALLOT COMMUNICATIONS LTD SHS M0854Q105 41 7,989 SH   DFND 1 2 7,989 0 0
ALLSCRIPTS HEALTHCARE SOLUT COM COM 01988P108 29 2,263 SH   DFND 1 2 2,263 0 0
ALLSCRIPTS HEALTHCARE SOLUT COM COM 01988P108 16,069 1,216,484 SH   DFND 1 1,216,377 0 107
ALLSTATE CORP COM COM 020002101 209,152 3,110,782 SH   DFND 1 3,103,961 0 6,821
ALLY FINANCIAL INC COM 02005N100 54,064 2,889,510 SH   DFND 1 2,878,699 0 10,811
ALMOST FAMILY INC COM 020409108 2,143 57,558 SH   DFND 1 57,558 0 0
ALNYLAM PHARMACEUTICALS INC COM COM 02043Q107 30,094 479,715 SH   DFND 1 478,644 0 1,071
ALNYLAM PHARMACEUTICALS INC COM COM 02043Q107 29 466 SH   DFND 1 2 466 0 0
ALON USA ENERGY INC COM 020520102 3,297 319,498 SH   DFND 1 318,554 0 944
ALON USA ENERGY INC COM 020520102 386 37,464 SH   DFND 1 2 37,464 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 1,536 129,675 SH   DFND 1 129,675 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 433 36,541 SH   DFND 1 2 36,541 0 0
ALPHABET INC - CLASS C CAP STK CL C 02079K107 1,939,281 2,608,164 SH   DFND 1 2,605,379 0 2,785
ALPHABET INC CLASS A CAP STK CL A 02079K305 1,943,342 2,552,124 SH   DFND 1 2,547,854 0 4,270
ALPHATEC HOLDINGS INC -REDH COM 02081G102 73 306,249 SH   DFND 1 306,249 0 0
ALPINE GLOBAL DYNAMIC DIV FD COM NEW 02082E205 458 53,695 PRN   DFND 1 2 53,695 0 0
ALPINE GLOBAL PREMIER PROPRT COM SBI 02083A103 516 92,377 PRN   DFND 1 2 92,377 0 0
ALPINE TOTAL DYNAMIC DIVIDEND COM SH BEN INT N 021060207 436 58,252 PRN   DFND 1 2 58,252 0 0
ALR 3 PERP PFD CONV SE 01449J204 4,937 12,500 PRN   DFND 1 2 12,500 0 0
ALR 3 05/15/2016 NOTE 3.000% 5/1 01449JAA3 2,607 2,250,000 PRN   DFND 1 2 2,250,000 0 0
ALTISOURCE PORTFOLIO SOLUTIONS REG SHS L0175J104 184 7,636 SH   DFND 1 2 7,636 0 0
ALTISOURCE PORTFOLIO SOLUTIONS REG SHS L0175J104 4,585 189,867 SH   DFND 1 189,867 0 0
ALTISOURCE RESIDENTIAL CORP - WI CL B 02153W100 4,265 355,478 SH   DFND 1 355,478 0 0
ALTRA HLDGS INC COM 02208R106 4,783 172,175 SH   DFND 1 172,175 0 0
ALTRIA GROUP INC COM 02209S103 116 1,865 SH   DFND 1 2 1,865 0 0
ALTRIA GROUP INC COM 02209S103 1,006,877 16,101,108 SH   DFND 1 16,076,872 0 24,236
AMAG PHARMACEUTICALS INC COM 00163U106 0 3 SH   DFND 1 2 3 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 6,150 262,845 SH   DFND 1 262,845 0 0
AMAMARK HOLDINGS CORP COM 03852U106 44,127 1,333,192 SH   DFND 1 1,332,839 0 353
AMARIN CORP PLC SPONSORED ADR SPONS ADR NEW 023111206 121 79,241 SH   DFND 1 79,241 0 0
AMAYA INC COM 02314M108 693 51,759 SH   DFND 1 51,759 0 0
AMAZON COM INC COM COM 023135106 1,952,986 3,296,234 SH   DFND 1 3,291,629 0 4,605
AMAZON COM INC COM COM 023135106 259 437 SH   DFND 1 2 437 0 0
AMBAC FINL GROUP INC COM COM NEW 023139884 4,868 308,125 SH   DFND 1 308,125 0 0
AMBARELLA INC SHS G037AX101 2,066 46,225 SH   DFND 1 46,181 0 44
AMBER ROAD INC COM 02318Y108 349 64,648 SH   DFND 1 64,648 0 0
AMBEV SA - ADR SPONSORED ADR 02319V103 37 7,160 SH   DFND 1 2 7,160 0 0
AMBEV SA - ADR SPONSORED ADR 02319V103 781 150,815 SH   DFND 1 150,815 0 0
AMC ENTERTAINMENT HLDS CL A COM 00165C104 3,958 141,438 SH   DFND 1 141,438 0 0
AMC NETWORKS INC - A W/I CL A 00164V103 342 5,272 SH   DFND 1 2 5,272 0 0
AMC NETWORKS INC - A W/I CL A 00164V103 24,785 381,663 SH   DFND 1 381,122 0 541
AMDOCS LTD ORD SHS G02602103 68,405 1,132,161 SH   DFND 1 1,131,041 0 1,120
AMEC PLC-SPON ADR - W/I SPONSORED ADR 00167X205 49 7,752 SH   DFND 1 2,124 0 5,628
AMEC PLC-SPON ADR - W/I SPONSORED ADR 00167X205 151 23,603 SH   DFND 1 2 23,603 0 0
AMEDICA CORP COM NEW 023435209 70 45,747 SH   DFND 1 45,747 0 0
AMEDISYS INC COM COM 023436108 9,926 205,347 SH   DFND 1 205,347 0 0
AMER FST TAX EX INVESTORS LP BEN UNIT CTF 02364V107 143 27,252 SH   DFND 1 27,252 0 0
AMERCO COM COM 023586100 16,360 45,816 SH   DFND 1 45,816 0 0
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AMERICAN SOFTWARE INC CL A CL A 029683109 1,468 163,127 SH   DFND 1 163,127 0 0
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AMERICAN SUPERCONDUCTOR COR COM SHS NEW 030111207 533 70,169 SH   DFND 1 70,169 0 0
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AMES NATIONAL CORP COM 031001100 1,125 45,473 SH   DFND 1 45,473 0 0
AMETEK INC NEW COM COM 031100100 93,204 1,868,752 SH   DFND 1 1,867,636 0 1,116
AMGEN INC COM COM 031162100 963,279 6,437,233 SH   DFND 1 6,426,317 0 10,916
AMGEN INC COM COM 031162100 1,055 7,040 SH   DFND 1 2 7,040 0 0
AMICUS THERAPEUTICS INC-REDH COM 03152W109 7,110 841,457 SH   DFND 1 841,457 0 0
AMKOR TECHNOLOGY INC COM COM 031652100 4,431 752,371 SH   DFND 1 752,371 0 0
AMN HEALTHCARE SERVICES INC COM COM 001744101 10,760 320,143 SH   DFND 1 320,143 0 0
AMPCO-PITTSBURGH CORP COM COM 032037103 619 44,503 SH   DFND 1 44,503 0 0
AMPHASTAR PHARMACEUTICALS INC COM 03209R103 3,375 281,280 SH   DFND 1 281,280 0 0
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AMPIO PHARMACEUTICALS INC COM 03209T109 511 227,448 SH   DFND 1 227,448 0 0
AMPLIFY SNACK BRANDS INC COM 03211L102 1,443 100,777 SH   DFND 1 100,777 0 0
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AMRI 2 1/4 11/15/18 NOTE 2.250%11/1 012423AB5 6,618 6,000,000 PRN   DFND 1 2 6,000,000 0 0
AMSURG CORP COM COM 03232P405 28,633 383,828 SH   DFND 1 383,828 0 0
AMTECH SYS INC COM PAR $0.01N COM PAR $0.01N 032332504 400 61,752 SH   DFND 1 61,752 0 0
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AMYRIS INC COM 03236M101 331 298,669 SH   DFND 1 298,669 0 0
ANACOR PHARMACEUTICALS COM 032420101 16,709 312,611 SH   DFND 1 312,329 0 282
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ANADARKO PETE CORP COM COM 032511107 186,699 4,017,355 SH   DFND 1 4,013,026 0 4,329
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ANALOG DEVICES INC COM COM 032654105 155,090 2,625,305 SH   DFND 1 2,623,949 0 1,356
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ANAVEX LIFE SCIENCES CORP COM NEW 032797300 879 179,549 SH   DFND 1 179,549 0 0
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ANDERSONS INC COM COM 034164103 5,906 188,031 SH   DFND 1 188,031 0 0
ANGIE'S LIST INC COM 034754101 2,449 303,513 SH   DFND 1 303,513 0 0
ANGIODYNAMICS INC COM COM 03475V101 2,360 192,096 SH   DFND 1 192,096 0 0
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ANI PHARMACEUTICALS INC COM 00182C103 1,791 53,221 SH   DFND 1 53,221 0 0
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ANIKA THERAPEUTICS INC COM COM 035255108 301 6,742 SH   DFND 1 2 6,742 0 0
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ANTHEM INC COM 036752103 310,042 2,234,974 SH   DFND 1 2,231,342 0 3,632
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ANW 4 11/01/2018 NOTE 4.000%11/0 Y0020QAA9 12,448 15,500,000 PRN   DFND 1 2 15,500,000 0 0
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AON PLC SHS CL A G0408V102 223,578 2,144,978 SH   DFND 1 2,142,346 0 2,632
APACHE CORP COM COM 037411105 145,467 2,986,497 SH   DFND 1 2,983,828 0 2,669
APARTMENT INVT & MGMT CO CL A CL A 03748R101 64,371 1,541,285 SH   DFND 1 1,539,228 0 2,057
APARTMENT INVT & MGMT CO S-A 6 7/8 PFD CL A 6.875% 03748R762 931 34,089 SH   DFND 1 34,089 0 0
APC 7 1/2 UNIT 99/99/9999 032511404 1,704 50,000 PRN   DFND 1 2 50,000 0 0
APIGEE CORP COM 03765N108 434 52,343 SH   DFND 1 52,343 0 0
APOGEE ENTERPRISES INC COM COM 037598109 8,660 197,315 SH   DFND 1 197,315 0 0
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APOLLO GROUP INC CL A CL A 037604105 5,602 682,007 SH   DFND 1 681,747 0 260
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APOLLO RESIDENTIAL MORTGAGE COM 03763V102 335 25,000 SH   DFND 1 2 25,000 0 0
APPFOLIO INC - A COM CL A 03783C100 509 41,614 SH   DFND 1 41,614 0 0
APPLE COMPUTER INC COM COM 037833100 113 1,043 SH   DFND 1 2 1,043 0 0
APPLE COMPUTER INC COM COM 037833100 5,239,507 48,164,584 SH   DFND 1 48,099,012 0 65,572
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 25,345 1,279,417 SH   DFND 1 1,279,417 0 0
APPLIED DNA SCIENCES INC COM NEW 03815U201 289 84,126 SH   DFND 1 84,126 0 0
APPLIED GENETIC TECHNOLOGIES COM 03820J100 1,542 110,367 SH   DFND 1 110,367 0 0
APPLIED INDL TECHNOLOGIES I COM COM 03820C105 11,703 269,660 SH   DFND 1 269,660 0 0
APPLIED MATLS INC COM COM 038222105 214,965 10,168,236 SH   DFND 1 10,160,458 0 7,778
APPLIED MICRO CIRCUITS CORP COM COM NEW 03822W406 3,818 591,032 SH   DFND 1 591,032 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 1,524 102,242 SH   DFND 1 102,242 0 0
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APTARGROUP INC COM COM 038336103 31,055 396,063 SH   DFND 1 393,895 0 2,168
AQUA AMERICA INC COM 03836W103 35,613 1,119,225 SH   DFND 1 1,119,166 0 59
AQUINOX PHARMACEUTICALS INC COM 03842B101 555 62,949 SH   DFND 1 62,949 0 0
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ARALEZ PHARMACEUTICALS INC COM 03852X100 268 75,586 SH   DFND 1 71,984 0 3,602
ARATANA THERAPEUTICS INC COM 03874P101 1,015 183,881 SH   DFND 1 183,881 0 0
ARAY 3 1/2 02/01/2018 NOTE 3.500% 2/0 004397AD7 10,831 9,000,000 PRN   DFND 1 2 9,000,000 0 0
ARBOR REALTY TRUST INC COM 038923108 7 1,103 SH   DFND 1 2 1,103 0 0
ARBOR REALTY TRUST INC COM 038923108 1,536 226,993 SH   DFND 1 226,993 0 0
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ARC DOCUMENT SOLUTIONS INC COM 00191G103 1,171 260,371 SH   DFND 1 260,371 0 0
ARC GROUP WORLDWIDE INC COM 00213H105 81 32,485 SH   DFND 1 32,485 0 0
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ARCBEST CORP COM 03937C105 12 556 SH   DFND 1 2 556 0 0
ARCBEST CORP COM 03937C105 5,846 270,780 SH   DFND 1 270,780 0 0
ARCH CAPITAL GROUP LTD ORD G0450A105 64,788 911,662 SH   DFND 1 911,441 0 221
ARCHER DANIELS MIDLAND CO COM COM 039483102 999 27,528 SH   DFND 1 2 27,528 0 0
ARCHER DANIELS MIDLAND CO COM COM 039483102 187,113 5,162,987 SH   DFND 1 5,157,778 0 5,209
ARCHROCK INC COM 03957W106 56 7,100 SH   DFND 1 2 7,100 0 0
ARCHROCK INC COM 03957W106 3,632 454,115 SH   DFND 1 454,115 0 0
ARCHROCK PARTNERS LP COM UNITS REPSTG 03957U100 279 25,239 SH   DFND 1 25,239 0 0
ARCTIC CAT INC COM COM 039670104 1,494 88,954 SH   DFND 1 88,954 0 0
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ARENA PHARMACEUTICALS INC COM COM 040047102 3,295 1,672,885 SH   DFND 1 1,672,885 0 0
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ARGAN INC COM 04010E109 7,320 208,212 SH   DFND 1 208,212 0 0
ARGAN INC COM 04010E109 134 3,828 SH   DFND 1 2 3,828 0 0
ARGO GROUP INTERNATIONAL COM G0464B107 11,402 198,686 SH   DFND 1 198,686 0 0
ARGOS THERAPEUTICS INC COM 040221103 312 48,851 SH   DFND 1 48,851 0 0
ARI NETWORK SVCS INC COM NEW COM NEW 001930205 304 69,276 SH   DFND 1 69,276 0 0
ARIAD PHARMACEUTICALS INC COM COM 04033A100 8,124 1,271,477 SH   DFND 1 1,271,477 0 0
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ARISTA NETWORKS INC COM 040413106 14,409 228,361 SH   DFND 1 228,341 0 20
ARLINGTON ASSET INVESTMENT COR CL A NEW 041356205 1,810 144,486 SH   DFND 1 143,678 0 808
ARM HLDGS PLC SPONSORED ADR SPONSORED ADR 042068106 2,197 50,301 SH   DFND 1 46,226 0 4,075
ARMADA HOFFLER PROPERTIES INC COM 04208T108 1,874 166,581 SH   DFND 1 166,581 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 5,433 252,349 SH   DFND 1 249,963 0 2,386
ARMSTRONG WORLD INDUSTRIE COM 04247X102 13,539 279,917 SH   DFND 1 279,906 0 11
AROTECH CORP COM NEW 042682203 202 83,426 SH   DFND 1 83,426 0 0
ARQULE INC COM COM 04269E107 514 321,568 SH   DFND 1 321,568 0 0
ARRAY BIOPHARMA INC COM COM 04269X105 2,607 883,950 SH   DFND 1 883,950 0 0
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ARRIS INTERNATIONAL PLC SHS G0551A103 27,170 1,185,467 SH   DFND 1 1,185,314 0 153
ARROW ELECTRS INC COM COM 042735100 37,280 579,101 SH   DFND 1 579,062 0 39
ARROW FINL CORP COM COM 042744102 2,284 85,995 SH   DFND 1 85,995 0 0
ARROWHEAD RESEARCH CORP COM NEW 042797209 1,966 408,065 SH   DFND 1 408,065 0 0
ARTESIAN RESOURCES CORP-CL A CL A 043113208 2,832 101,304 SH   DFND 1 101,304 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 6,863 222,540 SH   DFND 1 221,237 0 1,303
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 127 4,129 SH   DFND 1 2 4,129 0 0
ASA GOLD AND PRECIOUS METALS L SHS G3156P103 1,924 187,942 PRN   DFND 1 2 187,942 0 0
ASBURY AUTOMOTIVE GROUP INC COM COM 043436104 9,904 165,512 SH   DFND 1 165,512 0 0
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ASCENT MEDIA CORP-A-W/I COM SER A 043632108 100 6,819 SH   DFND 1 2 6,819 0 0
ASCENT MEDIA CORP-A-W/I COM SER A 043632108 1,234 83,360 SH   DFND 1 83,360 0 0
ASHFORD HOSPITALITY PRIME INC COM 044102101 2,452 210,187 SH   DFND 1 210,187 0 0
ASHFORD HOSPITALITY TRUS S-E 9 9% CUM PFD SER E 044103505 2,156 90,228 SH   DFND 1 90,228 0 0
ASHFORD HOSPITALITY TRUST COM SHS 044103109 6,263 981,813 SH   DFND 1 981,813 0 0
ASHFORD INC COM 044104107 307 6,743 SH   DFND 1 6,743 0 0
ASHLAND INC COM COM 044209104 42,463 386,402 SH   DFND 1 386,170 0 232
ASML HLDG NV N Y SHS N Y REGISTRY SHS N07059210 2,464 24,548 SH   DFND 1 23,412 0 1,136
ASPEN AEROGELS INC COM 04523Y105 426 94,870 SH   DFND 1 94,870 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 25,697 538,724 SH   DFND 1 538,724 0 0
ASPEN TECHNOLOGY INC COM COM 045327103 28,915 800,327 SH   DFND 1 800,327 0 0
ASPEN TECHNOLOGY INC COM COM 045327103 199 5,510 SH   DFND 1 2 5,510 0 0
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ASSOCIATED BANC CORP COM COM 045487105 17,097 953,043 SH   DFND 1 952,733 0 310
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ASTORIA FINL CORP COM COM 046265104 8,717 550,334 SH   DFND 1 550,334 0 0
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ASTRONICS CORP COM COM 046433108 9,067 237,672 SH   DFND 1 237,672 0 0
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AT&T INC COM 00206R102 2,030,190 51,931,393 SH   DFND 1 51,860,443 0 70,950
ATARA BIOTHERAPEUTICS INC COM 046513107 2,433 127,880 SH   DFND 1 127,880 0 0
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ATLANTIC POWER CORP COM NEW 04878Q863 309 125,808 SH   DFND 1 125,808 0 0
ATLANTIC TELE NETWORK INC COM NEW COM NEW 049079205 8,439 111,294 SH   DFND 1 111,294 0 0
ATLANTICUS HOLDINGS CORP COM 04914Y102 233 77,847 SH   DFND 1 77,847 0 0
ATLAS AIR WORLDWIDE HLDG INC COM NEW 049164205 11,235 265,798 SH   DFND 1 265,798 0 0
ATLAS AIR WORLDWIDE HLDG INC COM NEW 049164205 163 3,877 SH   DFND 1 2 3,877 0 0
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ATMEL CORP COM COM 049513104 690 85,000 SH   DFND 1 2 85,000 0 0
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ATMOS ENERGY CORP COM COM 049560105 45,341 610,946 SH   DFND 1 609,393 0 1,553
ATOSSA GENETICS INC COM 04962H100 29 86,072 SH   DFND 1 86,072 0 0
ATRICURE INC COM 04963C209 3,158 187,655 SH   DFND 1 187,655 0 0
ATRION CORP COM COM 049904105 4,185 10,587 SH   DFND 1 10,587 0 0
ATWOOD OCEANICS INC COM COM 050095108 15,410 1,680,498 SH   DFND 1 1,680,498 0 0
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ATYR PHARMA INC COM 002120103 184 46,943 SH   DFND 1 46,943 0 0
AU OPTRONICS CORP SPONSORED ADR 002255107 860 291,567 SH   DFND 1 2 291,567 0 0
AU OPTRONICS CORP SPONSORED ADR 002255107 11 3,819 SH   DFND 1 0 0 3,819
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AUTOBYTEL INC COM COM NEW 05275N205 867 49,944 SH   DFND 1 49,944 0 0
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AV HOMES INC COM 00234P102 875 77,076 SH   DFND 1 77,076 0 0
AVALANCHE BIOTECHNOLOGIES INC COM 05337G107 492 95,182 SH   DFND 1 95,182 0 0
AVALONBAY CMNTYS INC COM COM 053484101 265,533 1,398,327 SH   DFND 1 1,397,181 0 1,146
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AVEO PHARMACEUTICALS INC COM 053588109 259 282,230 SH   DFND 1 282,230 0 0
AVERY DENNISON CORP COM COM 053611109 54,471 756,857 SH   DFND 1 756,604 0 253
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AVIAT NETWORKS INC COM 05366Y102 207 292,593 SH   DFND 1 292,593 0 0
AVID TECHNOLOGY INC COM COM 05367P100 1,471 217,642 SH   DFND 1 217,642 0 0
AVINGER INC COM 053734109 291 30,433 SH   DFND 1 30,433 0 0
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AVISTA CORP COM COM 05379B107 17,697 433,985 SH   DFND 1 433,985 0 0
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AVNET INC COM COM 053807103 269 6,080 SH   DFND 1 2 6,080 0 0
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AWARE INC MASS COM COM 05453N100 110 29,721 SH   DFND 1 29,721 0 0
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AXCELIS TECHNOLOGIES INC COM COM 054540109 19 6,868 SH   DFND 1 2 6,868 0 0
AXCELIS TECHNOLOGIES INC COM COM 054540109 2,173 776,127 SH   DFND 1 776,127 0 0
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AXOVANT SCIENCES LTD COM G0750W104 169 14,797 SH   DFND 1 14,797 0 0
AXSOME THERAPEUTICS INC COM 05464T104 296 34,463 SH   DFND 1 34,463 0 0
AXT INC COM COM 00246W103 398 161,428 SH   DFND 1 161,428 0 0
AZZ INC COM COM 002474104 9,676 170,969 SH   DFND 1 170,969 0 0
AZZ INC COM COM 002474104 25 449 SH   DFND 1 2 449 0 0
B COMMUNICATIONS LTD SHS M15629104 266 9,110 SH   DFND 1 9,110 0 0
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B H P BILLITON PLC-ADR SPONSORED ADR 05545E209 90 3,967 SH   DFND 1 2 3,967 0 0
B&G FOODS INC COM 05508R106 13,570 389,843 SH   DFND 1 389,496 0 347
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BABCOCK & WILCOX ENTERP COM 05614L100 7,582 354,323 SH   DFND 1 354,323 0 0
BADGER METER INC COM 056525108 7,689 115,618 SH   DFND 1 115,618 0 0
BAIDU.COM ADR SPON ADR REP A 056752108 33,606 176,727 SH   DFND 1 176,427 0 300
BAKER HUGHES INC COM COM 057224107 1,129 25,769 SH   DFND 1 2 25,769 0 0
BAKER HUGHES INC COM COM 057224107 152,961 3,497,075 SH   DFND 1 3,494,461 0 2,614
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BALLANTYNE OMAHA INC COM COM 058516105 301 65,729 SH   DFND 1 65,729 0 0
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BECTON DICKINSON & CO COM COM 075887109 255,101 1,683,773 SH   DFND 1 1,680,891 0 2,882
BED BATH & BEYOND INC COM COM 075896100 78,081 1,575,607 SH   DFND 1 1,575,551 0 56
BED BATH & BEYOND INC COM COM 075896100 473 9,544 SH   DFND 1 2 9,544 0 0
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BIO RAD LABS INC CL A CL A 090572207 17,777 130,025 SH   DFND 1 129,696 0 329
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BIOAMBER INC COM 09072Q106 316 75,464 SH   DFND 1 75,464 0 0
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BIODEL INC COM NEW 09064M204 38 117,056 SH   DFND 1 117,056 0 0
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CIENA CORP COM COM NEW 171779309 15,465 813,136 SH   DFND 1 813,136 0 0
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D R HORTON INC COM COM 23331A109 82,871 2,746,802 SH   DFND 1 2,745,487 0 1,315
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DEERE & CO COM COM 244199105 183,138 2,383,684 SH   DFND 1 2,379,352 0 4,332
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DU PONT E I DE NEMOURS & CO COM COM 263534109 455,126 7,202,054 SH   DFND 1 7,192,402 0 9,652
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EMPIRE TRUST REALTY TRUST CL A 292104106 12,455 710,523 SH   DFND 1 710,523 0 0
EMPLOYERS HOLDINGS INC COM 292218104 7,797 277,110 SH   DFND 1 277,110 0 0
EMPRESAS ICA SAB DE CV SPONS ADR NEW 292448206 0 861 SH   DFND 1 0 0 861
EMPRESAS ICA SAB DE CV SPONS ADR NEW 292448206 13 13,641 SH   DFND 1 2 13,641 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 399 13,600 SH   DFND 1 2 13,600 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 3,428 116,718 SH   DFND 1 116,718 0 0
ENCORE CAPITAL GROUP INC COM 292554102 4,074 158,305 SH   DFND 1 158,305 0 0
ENCORE WIRE CORP COM COM 292562105 5,579 143,313 SH   DFND 1 143,313 0 0
ENDEAVOUR SILVER CORP COM 29258Y103 36 14,779 SH   DFND 1 2 14,779 0 0
ENDO PHARMACEUTICALS HLDGS COM SHS G30401106 63 2,264 SH   DFND 1 2 2,264 0 0
ENDO PHARMACEUTICALS HLDGS COM SHS G30401106 49,359 1,756,903 SH   DFND 1 1,754,131 0 2,772
ENDOCHOICE HOLDINGS INC COM 29272U103 209 40,265 SH   DFND 1 40,265 0 0
ENDOCYTE INC COM 29269A102 761 245,677 SH   DFND 1 245,677 0 0
ENDOLOGIX INC COM 29266S106 4,039 483,205 SH   DFND 1 483,205 0 0
ENDURANCE INTERNATIONAL GROUP HOLDINGS INC COM 29272B105 4,807 456,565 SH   DFND 1 456,565 0 0
ENDURANCE SPECIALTY HOLDINGS SHS G30397106 216 3,311 SH   DFND 1 2 3,311 0 0
ENDURANCE SPECIALTY HOLDINGS SHS G30397106 27,831 425,953 SH   DFND 1 425,953 0 0
ENERGEN CORP COM COM 29265N108 21,886 598,154 SH   DFND 1 597,944 0 210
ENERGIZER HOLDINGS INC COM 29272W109 15,561 384,140 SH   DFND 1 384,111 0 29
ENERGOUS CORP COM 29272C103 846 83,818 SH   DFND 1 83,818 0 0
ENERGY FOCUS, INC. COM NEW 29268T300 329 44,373 SH   DFND 1 44,373 0 0
ENERGY FUELS INC COM NEW 292671708 125 56,417 SH   DFND 1 56,417 0 0
ENERGY RECOVERY INC-REDH COM 29270J100 2,534 245,143 SH   DFND 1 245,143 0 0
ENERGY RECOVERY INC-REDH COM 29270J100 39 3,860 SH   DFND 1 2 3,860 0 0
ENERGY TRANSFER EQUITY -REDH COM UT LTD PTN 29273V100 555 77,961 SH   DFND 1 2 77,961 0 0
ENERGY XXI (BERMUDA) USD UNRS SHS G10082140 393 631,435 SH   DFND 1 631,435 0 0
ENERNOC INC -REDH COM 292764107 1,386 185,352 SH   DFND 1 185,352 0 0
ENERSYS INC COM COM 29275Y102 16,152 289,894 SH   DFND 1 289,894 0 0
ENGILITY HOLDINGS INC COM 29286C107 2,142 114,220 SH   DFND 1 114,220 0 0
ENGLOBAL CORP COM 293306106 62 60,208 SH   DFND 1 60,208 0 0
ENI S P A SPONSORED ADR SPONSORED ADR 26874R108 431 14,283 SH   DFND 1 8,178 0 6,105
ENNIS BUSINESS FORMS INC COM COM 293389102 943 48,276 SH   DFND 1 2 48,276 0 0
ENNIS BUSINESS FORMS INC COM COM 293389102 4,039 206,647 SH   DFND 1 203,884 0 2,763
ENOVA INTERNATIONAL COM 29357K103 1,815 287,681 SH   DFND 1 287,681 0 0
ENPHASE ENERGY INC COM 29355A107 434 186,624 SH   DFND 1 186,624 0 0
ENPRO INDS INC COM COM 29355X107 8,423 146,041 SH   DFND 1 146,041 0 0
ENSCO INTL INC COM SHS CLASS A G3157S106 14,882 1,435,126 SH   DFND 1 1,433,187 0 1,939
ENSERVCO CORP COM 29358Y102 45 77,749 SH   DFND 1 77,749 0 0
ENSIGN GROUP INC-REDH COM 29358P101 7,863 347,320 SH   DFND 1 347,320 0 0
ENSTAR GROUP LTD SHS G3075P101 13,477 82,898 SH   DFND 1 82,898 0 0
ENSYNC INC COM 29359T102 32 116,581 SH   DFND 1 116,581 0 0
ENTEGRIS INC COM COM 29362U104 13,238 971,993 SH   DFND 1 971,993 0 0
ENTELLUS MEDICAL INC COM 29363K105 757 41,648 SH   DFND 1 41,648 0 0
ENTERCOM COMMUNICATIONS COR CL A CL A 293639100 1,550 146,574 SH   DFND 1 146,574 0 0
ENTERGY CORP NEW COM COM 29364G103 132,007 1,668,003 SH   DFND 1 1,661,584 0 6,419
ENTEROMEDICS INC-REDH COM PAR 0.01 29365M307 25 26,170 SH   DFND 1 26,170 0 0
ENTERPRISE BANCORP INC/MA COM 293668109 903 34,445 SH   DFND 1 34,445 0 0
ENTERPRISE FINANCIAL SERVICE COM 293712105 3,626 134,117 SH   DFND 1 134,117 0 0
ENTERTAINMENT GAMING ASIA INC COM PAR 29383V305 24 12,537 SH   DFND 1 12,537 0 0
ENTRAVISION COMMUNICATIONS CL A CL A 29382R107 2,815 378,465 SH   DFND 1 378,465 0 0
ENVESTNET INC COM 29404K106 6,526 239,933 SH   DFND 1 239,933 0 0
ENVISION HEALTHCARE HOLDINGS INC COM 29413U103 22,707 1,113,709 SH   DFND 1 1,113,205 0 504
ENVISION HEALTHCARE HOLDINGS INC COM 29413U103 27 1,337 SH   DFND 1 2 1,337 0 0
ENZO BIOCHEM INC COM COM 294100102 798 175,536 SH   DFND 1 175,536 0 0
ENZO BIOCHEM INC COM COM 294100102 24 5,309 SH   DFND 1 2 5,309 0 0
ENZON PHARMACEUTICALS INC COM 293904108 93 198,099 SH   DFND 1 198,099 0 0
ENZYMOTEC LTD SHS M4059L101 114 12,640 SH   DFND 1 12,640 0 0
EOG RES INC COM COM 26875P101 317,824 4,387,988 SH   DFND 1 4,383,699 0 4,289
EP ENERGY CORP-CL A CL A 268785102 997 220,678 SH   DFND 1 220,469 0 209
EPAM SYSTEMS INC COM 29414B104 20,831 278,987 SH   DFND 1 278,987 0 0
EPIQ SYS INC COM COM 26882D109 3,296 219,475 SH   DFND 1 219,475 0 0
EPIRUS BIOPHARMACEUTICALS INC COM 29428P107 222 82,821 SH   DFND 1 82,821 0 0
EPIZYME INC COM 29428V104 3,301 272,389 SH   DFND 1 272,389 0 0
EPLUS INC COM COM 294268107 3,695 45,906 SH   DFND 1 45,906 0 0
EPR PROPERTIES COM SH BEN INT 26884U109 26,463 397,236 SH   DFND 1 397,236 0 0
EPR PROPERTIES S-C 5 3/4 PFD C CNV 5.75% 26884U208 11,386 438,600 PRN   DFND 1 2 438,600 0 0
EQT CORP COM 26884L109 103,064 1,534,925 SH   DFND 1 1,533,485 0 1,440
EQUIFAX INC COM COM 294429105 113,959 999,071 SH   DFND 1 998,845 0 226
EQUINIX INC COM PAR $0.001 29444U700 188,919 572,385 SH   DFND 1 571,527 0 858
EQUITY COMMONWEALTH REIT COM SH BEN INT 294628102 28,464 1,008,657 SH   DFND 1 1,008,639 0 18
EQUITY COMMONWEALTH S-E 7 1/4 CUM PFD E 7.25% 294628409 3,008 118,365 SH   DFND 1 118,365 0 0
EQUITY LIFESTYLE PROPERTIES INC COM 29472R108 50,156 689,621 SH   DFND 1 689,570 0 51
EQUITY ONE COM COM 294752100 21,244 741,245 SH   DFND 1 741,245 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 265,192 3,540,484 SH   DFND 1 3,538,019 0 2,465
EQUITY RESIDENTIAL SH BEN INT 29476L107 29 388 SH   DFND 1 2 388 0 0
ERA GROUP INC COM 26885G109 3 343 SH   DFND 1 2 343 0 0
ERA GROUP INC COM 26885G109 1,191 127,033 SH   DFND 1 127,033 0 0
ERBA DIAGNOSTICS INC COM 29490B101 55 54,497 SH   DFND 1 54,497 0 0
ERICKSON INC COM 29482P100 60 36,646 SH   DFND 1 36,646 0 0
ERICSSON L M TEL CO ADR CL B SEK10 ADR B SEK 10 294821608 1,481 147,751 SH   DFND 1 139,177 0 8,574
ERIE INDTY CO CL A CL A 29530P102 16,161 173,794 SH   DFND 1 173,224 0 570
ERIN ENERGY CORP COM 295625107 21 11,499 SH   DFND 1 11,499 0 0
EROS INTERNATIONAL PLC SHS NEW G3788M114 341 29,695 SH   DFND 1 29,416 0 279
ESCALADE INC COM COM 296056104 683 58,058 SH   DFND 1 58,058 0 0
ESCO TECHNOLOGIES INC COM COM 296315104 6,920 177,540 SH   DFND 1 177,540 0 0
ESPERION THERAPEUTICS INC COM 29664W105 1,815 107,392 SH   DFND 1 107,392 0 0
ESSA BANCORP INC -REDH COM 29667D104 584 43,292 SH   DFND 1 43,292 0 0
ESSENDANT INC COM 296689102 8,043 251,904 SH   DFND 1 251,904 0 0
ESSENT GROUP LTD COM G3198U102 11,156 536,350 SH   DFND 1 536,350 0 0
ESSEX PPTY TR INC COM COM 297178105 152,275 652,211 SH   DFND 1 651,225 0 986
ESTERLINE TECHNOLOGIES CORP COM COM 297425100 124 1,936 SH   DFND 1 2 1,936 0 0
ESTERLINE TECHNOLOGIES CORP COM COM 297425100 12,312 192,176 SH   DFND 1 192,176 0 0
ETHAN ALLEN INTERIORS INC COM COM 297602104 6,697 210,483 SH   DFND 1 210,483 0 0
ETHAN ALLEN INTERIORS INC COM COM 297602104 286 9,016 SH   DFND 1 2 9,016 0 0
ETSY INC COM 29786A106 1,477 169,884 SH   DFND 1 169,884 0 0
EURONET WORLDWIDE INC COM COM 298736109 25,547 344,720 SH   DFND 1 344,720 0 0
EV ENERGY PARTNERS LP -REDH COM UNITS 26926V107 29 15,434 SH   DFND 1 15,434 0 0
EV ENERGY PARTNERS LP -REDH COM UNITS 26926V107 22 11,448 SH   DFND 1 2 11,448 0 0
EVERBANK FINANCIAL CORP COM 29977G102 9,068 600,992 SH   DFND 1 600,992 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 13,078 252,730 SH   DFND 1 252,730 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 33 638 SH   DFND 1 2 638 0 0
EVEREST RE GROUP LTD COM COM G3223R108 57,212 289,941 SH   DFND 1 289,894 0 47
EVERI HOLDINGS INC COM 30034T103 928 405,573 SH   DFND 1 405,573 0 0
EVERSOURCE ENERGY COM 30040W108 152,654 2,621,823 SH   DFND 1 2,619,177 0 2,646
EVERTEC INC COM 30040P103 418 29,964 SH   DFND 1 2 29,964 0 0
EVERTEC INC COM 30040P103 6,128 438,365 SH   DFND 1 438,365 0 0
EVERYDAY HEALTH INC COM 300415106 786 140,505 SH   DFND 1 140,505 0 0
EVERYDAY HEALTH INC COM 300415106 29 5,324 SH   DFND 1 2 5,324 0 0
EVINE LIVE INC CL A 300487105 416 356,364 SH   DFND 1 356,364 0 0
EVOKE PHARMA INC COM 30049G104 80 15,864 SH   DFND 1 15,864 0 0
EVOLENT HEALTH INC CL A 30050B101 792 75,085 SH   DFND 1 75,085 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 750 154,483 SH   DFND 1 154,483 0 0
EVOLVING SYS INC COM COM NEW 30049R209 208 36,353 SH   DFND 1 36,353 0 0
EXACT SCIENCES CORP COM COM 30063P105 4,371 648,520 SH   DFND 1 648,520 0 0
EXACTECH INC COM 30064E109 140 6,925 SH   DFND 1 2 6,925 0 0
EXACTECH INC COM 30064E109 2,037 100,584 SH   DFND 1 100,584 0 0
EXAMWORKS GROUP INC COM 30066A105 7,601 257,154 SH   DFND 1 257,154 0 0
EXAR CORP COM COM 300645108 1,658 288,417 SH   DFND 1 288,417 0 0
EXCO RESOURCES INC COM 269279402 1,106 1,118,378 SH   DFND 1 1,116,765 0 1,613
EXELIXIS INC COM COM 30161Q104 6,116 1,529,148 SH   DFND 1 1,529,148 0 0
EXELON CORP COM COM 30161N101 291,761 8,151,213 SH   DFND 1 8,142,059 0 9,154
EXLSERVICE HOLDINGS INC COM 302081104 13,343 257,591 SH   DFND 1 257,591 0 0
EXONE CO/THE COM 302104104 951 72,446 SH   DFND 1 72,446 0 0
EXPEDIA INC COM NEW 30212P303 106,825 992,731 SH   DFND 1 991,287 0 1,444
EXPEDITORS INTL WASH INC COM COM 302130109 81,481 1,672,325 SH   DFND 1 1,672,164 0 161
EXPONENT INC COM 30214U102 9,432 184,919 SH   DFND 1 184,919 0 0
EXPRESS INC COM 30219E103 808 37,752 SH   DFND 1 2 37,752 0 0
EXPRESS INC COM 30219E103 15,202 710,051 SH   DFND 1 710,051 0 0
EXPRESS SCRP INC COM COM 30219G108 344 5,011 SH   DFND 1 2 5,011 0 0
EXPRESS SCRP INC COM COM 30219G108 395,242 5,765,025 SH   DFND 1 5,758,717 0 6,308
EXTENDED STAY AMERICA UNIT 99/99/9999B 30224P200 16 1,023 SH   DFND 1 2 1,023 0 0
EXTENDED STAY AMERICA UNIT 99/99/9999B 30224P200 6,661 408,687 SH   DFND 1 408,678 0 9
EXTERRAN CORP COM 30227H106 3,853 249,257 SH   DFND 1 249,257 0 0
EXTRA SPACE STORAGE INC COM 30225T102 119,911 1,285,084 SH   DFND 1 1,283,624 0 1,460
EXTRA SPACE STORAGE INC COM 30225T102 21 233 SH   DFND 1 2 233 0 0
EXTREME NETWORKS INC COM COM 30226D106 5 1,684 SH   DFND 1 2 1,684 0 0
EXTREME NETWORKS INC COM COM 30226D106 2,252 724,364 SH   DFND 1 724,364 0 0
EXXON MOBIL CORP COM COM 30231G102 2,950,065 35,360,347 SH   DFND 1 35,315,460 0 44,887
EZCORP INC-CL A CL A NON VTG 302301106 996 335,462 SH   DFND 1 335,462 0 0
F M C CORP COM NEW COM NEW 302491303 43,571 1,081,505 SH   DFND 1 1,079,246 0 2,259
F5 NETWORKS INC COM COM 315616102 70,372 665,984 SH   DFND 1 665,847 0 137
FABRINET SHS G3323L100 6,559 202,782 SH   DFND 1 202,782 0 0
FACEBOOK INC -A CL A 30303M102 2,210,464 19,410,677 SH   DFND 1 19,384,666 0 26,011
FACTSET RESH SYS INC COM COM 303075105 40,611 268,011 SH   DFND 1 267,380 0 631
FAIR ISAAC INC COM 303250104 21,457 202,253 SH   DFND 1 202,253 0 0
FAIRCHILD SEMICONDUCTOR INT CL A COM 303726103 520 26,000 SH   DFND 1 2 26,000 0 0
FAIRCHILD SEMICONDUCTOR INT CL A COM 303726103 15,771 788,597 SH   DFND 1 788,597 0 0
FAIRMOUNT SANTROL HOLDINGS INC COM 30555Q108 1,046 416,889 SH   DFND 1 416,889 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 2,333 156,805 SH   DFND 1 156,805 0 0
FAIRWAY GROUP HOLDINGS CORP CLASS A CL A 30603D109 48 139,952 SH   DFND 1 139,952 0 0
FALCONSTOR SOFTWARE INC COM COM 306137100 199 149,123 SH   DFND 1 149,123 0 0
FAMOUS DAVES AMER INC COM COM 307068106 185 30,474 SH   DFND 1 30,474 0 0
FARMER BROS CO COM COM 307675108 1,448 51,974 SH   DFND 1 51,974 0 0
FARMERS CAP BK CORP COM COM 309562106 1,273 48,205 SH   DFND 1 48,205 0 0
FARMERS NATL BANC CORP COM 309627107 758 85,145 SH   DFND 1 85,145 0 0
FARMLAND PARTNERS INC COM 31154R109 469 43,759 SH   DFND 1 43,759 0 0
FARO TECHNOLOGIES INC COM 311642102 1 58 SH   DFND 1 2 58 0 0
FARO TECHNOLOGIES INC COM 311642102 3,730 115,806 SH   DFND 1 115,806 0 0
FASTENAL CO COM COM 311900104 124,792 2,551,508 SH   DFND 1 2,548,468 0 3,040
FATE THERAPEUTICS INC COM 31189P102 194 108,029 SH   DFND 1 108,029 0 0
FBL FINL GROUP INC CL A CL A 30239F106 4,270 69,411 SH   DFND 1 68,666 0 745
FBR CAPITAL MRKTS CORP -REDH COM NEW 30247C400 732 40,479 SH   DFND 1 40,479 0 0
FCB FINANCIAL HOLDINGS-CL A CL A 30255G103 2,942 88,467 SH   DFND 1 88,467 0 0
FEDERAL AGRIC MTG CORP CL C CL C 313148306 2,544 67,446 SH   DFND 1 67,446 0 0
FEDERAL MOGUL CORP COM 313549404 2,903 293,892 SH   DFND 1 293,892 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW SH BEN INT NEW 313747206 109,626 703,660 SH   DFND 1 703,286 0 374
FEDERAL SIGNAL CORP COM COM 313855108 23 1,791 SH   DFND 1 2 1,791 0 0
FEDERAL SIGNAL CORP COM COM 313855108 5,979 450,974 SH   DFND 1 450,974 0 0
FEDERATED INVS INC PA CL B CL B 314211103 41 1,455 SH   DFND 1 2 1,455 0 0
FEDERATED INVS INC PA CL B CL B 314211103 17,000 589,264 SH   DFND 1 588,751 0 513
FEDERATED NATIONAL HOLDING CO COM 31422T101 4,598 233,909 SH   DFND 1 233,909 0 0
FEDERATED NATIONAL HOLDING CO COM 31422T101 317 16,165 SH   DFND 1 2 16,165 0 0
FEDEX CORP COM COM 31428X106 351,699 2,165,629 SH   DFND 1 2,164,934 0 695
FEI CO COM COM 30241L109 32 370 SH   DFND 1 2 370 0 0
FEI CO COM COM 30241L109 24,942 280,218 SH   DFND 1 280,218 0 0
FELCOR LODGING TR INC COM COM 31430F101 8,812 1,085,225 SH   DFND 1 1,085,225 0 0
FEMALE HEALTH COMPANY COM COM 314462102 174 93,256 SH   DFND 1 93,256 0 0
FENIX PARTS INC COM 31446L100 385 83,793 SH   DFND 1 83,793 0 0
FERRO CORP COM COM 315405100 6,198 522,160 SH   DFND 1 522,160 0 0
FERROGLOBE PLC SHS G33856108 874 99,292 SH   DFND 1 99,292 0 0
FIAT CHRYSLER AUTOMOBILES NV SHS N31738102 36 4,570 SH   DFND 1 0 0 4,570
FIAT CHRYSLER AUTOMOBILES NV SHS N31738102 55 6,892 SH   DFND 1 2 6,892 0 0
FIBROCELL SCIENCE INC COM NEW 315721209 520 208,175 SH   DFND 1 208,175 0 0
FIBROGEN INC COM 31572Q808 8,001 375,845 SH   DFND 1 375,845 0 0
FIDELITY & GUARANTY LIFE COM 315785105 2,080 79,293 SH   DFND 1 79,293 0 0
FIDELITY NATIONAL INFORMATION SERVICES COM 31620M106 144,304 2,283,880 SH   DFND 1 2,280,889 0 2,991
FIDELITY NATL CORP GA COM COM 316394105 2,674 166,752 SH   DFND 1 166,752 0 0
FIESTA RESTAURANT GROUP - W/I COM 31660B101 6,016 183,549 SH   DFND 1 183,549 0 0
FIFTH STREET ASSET MANAGEMENT CL A COM 31679P109 117 38,373 SH   DFND 1 37,315 0 1,058
FIFTH STREET FINANCE CORP COM 31678A103 126 25,178 SH   DFND 1 2 25,178 0 0
FIFTH THIRD BANCORP COM COM 316773100 116,300 6,981,349 SH   DFND 1 6,973,075 0 8,274
FINANCIAL ENGINES INC COM 317485100 16,210 515,776 SH   DFND 1 515,776 0 0
FINANCIAL ENGINES INC COM 317485100 1,013 32,255 SH   DFND 1 2 32,255 0 0
FINANCIAL INSTNS INC COM COM 317585404 2,807 96,573 SH   DFND 1 96,573 0 0
FINISAR COM COM NEW 31787A507 13,079 717,091 SH   DFND 1 717,091 0 0
FINISH LINE INC CL A CL A 317923100 65 3,095 SH   DFND 1 2 3,095 0 0
FINISH LINE INC CL A CL A 317923100 6,337 300,351 SH   DFND 1 300,351 0 0
FINJAN HOLDINGS INC COM NEW 31788H303 86 93,776 SH   DFND 1 93,776 0 0
FIREEYE INC COM 31816Q101 80 4,482 SH   DFND 1 2 4,482 0 0
FIREEYE INC COM 31816Q101 16,198 900,433 SH   DFND 1 897,813 0 2,620
FIRST ACCEPTANCE CORP COM 318457108 51 28,734 SH   DFND 1 28,734 0 0
FIRST AMERICAN FINANCIAL - W/I COM 31847R102 26,861 704,835 SH   DFND 1 704,835 0 0
FIRST BANCORP INC COM 31866P102 1,051 53,907 SH   DFND 1 53,907 0 0
FIRST BANCORP N C COM COM 318910106 2,538 134,686 SH   DFND 1 134,686 0 0
FIRST BANCORP P R COM COM NEW 318672706 2,845 974,503 SH   DFND 1 974,503 0 0
FIRST BUSEY CORP COM COM NEW 319383204 3,845 187,749 SH   DFND 1 187,233 0 516
FIRST BUSINESS FINANCIAL SER COM 319390100 1,267 55,279 SH   DFND 1 55,279 0 0
FIRST CASH FINL SVCS INC COM COM 31942D107 9,036 196,195 SH   DFND 1 196,195 0 0
FIRST CLOVER LEAF FINANCIAL COM 31969M105 109 11,648 SH   DFND 1 11,648 0 0
FIRST CMNTY BANCSHARES INC COM COM 31983A103 2,069 104,289 SH   DFND 1 104,289 0 0
FIRST COMWLTH FINL CORP PA COM COM 319829107 5,464 616,737 SH   DFND 1 616,737 0 0
FIRST CONNECTICUT BANCORP COM 319850103 1,422 89,121 SH   DFND 1 89,121 0 0
FIRST CTZNS BANCSHARES INC CL A CL A 31946M103 16,232 64,655 SH   DFND 1 64,655 0 0
FIRST DATA CORP- CLASS A COM CL A 32008D106 28 2,221 SH   DFND 1 2 2,221 0 0
FIRST DATA CORP- CLASS A COM CL A 32008D106 13,962 1,079,020 SH   DFND 1 1,078,975 0 45
FIRST DEFIANCE FINL CORP COM COM 32006W106 2,736 71,245 SH   DFND 1 71,245 0 0
FIRST FINANCIAL NORTHWEST COM 32022K102 651 49,469 SH   DFND 1 49,469 0 0
FIRST FINL BANCORP OH COM COM 320209109 7,909 435,060 SH   DFND 1 435,060 0 0
FIRST FINL BANKSHARES COM COM 32020R109 13,811 466,925 SH   DFND 1 466,925 0 0
FIRST FINL CORP IND COM COM 320218100 3,004 87,830 SH   DFND 1 87,830 0 0
FIRST FOUNDATION INC COM 32026V104 1,531 68,279 SH   DFND 1 68,279 0 0
FIRST HORIZON NATL CORP COM COM 320517105 18,609 1,420,580 SH   DFND 1 1,414,069 0 6,511
FIRST INDUSTRIAL REALTY TRU COM COM 32054K103 20,042 881,393 SH   DFND 1 881,393 0 0
FIRST INTERNET BANCORP COM 320557101 486 20,820 SH   DFND 1 20,820 0 0
FIRST INTERSTATE BANCSYSTEM, INC. COM CL A 32055Y201 5,907 210,005 SH   DFND 1 210,005 0 0
FIRST LONG IS CORP COM COM 320734106 2,336 81,976 SH   DFND 1 81,976 0 0
FIRST MARBLEHEAD CORP/THE COM NEW 320771207 123 32,513 SH   DFND 1 32,513 0 0
FIRST MERCHANTS CORP COM COM 320817109 7,609 322,846 SH   DFND 1 322,846 0 0
FIRST MIDWEST BANCORP DEL COM COM 320867104 11,613 644,478 SH   DFND 1 644,478 0 0
FIRST NBC BANK HLDG CO COM 32115D106 446 21,681 SH   DFND 1 2 21,681 0 0
FIRST NBC BANK HLDG CO COM 32115D106 2,544 123,573 SH   DFND 1 123,573 0 0
FIRST NIAGARA FINL GROUP IN COM COM 33582V108 22,646 2,339,463 SH   DFND 1 2,339,442 0 21
FIRST POTOMAC REALTY TRUST COM 33610F109 4,293 473,947 SH   DFND 1 473,947 0 0
FIRST REPUBLIC BANK/SAN FRAN COM 33616C100 59,278 890,035 SH   DFND 1 889,735 0 300
FIRST SOLAR INC COM 336433107 46,295 677,141 SH   DFND 1 677,021 0 120
FIRST SOUTH BANCORP INC VA COM COM 33646W100 352 42,745 SH   DFND 1 42,745 0 0
FIRST UTD CORP COM COM 33741H107 198 18,113 SH   DFND 1 18,113 0 0
FIRSTENERGY CORP COM COM 337932107 133,012 3,704,869 SH   DFND 1 3,697,088 0 7,781
FIRSTMERIT CORP COM COM 337915102 25,146 1,194,611 SH   DFND 1 1,194,611 0 0
FISERV INC COM COM 337738108 203,270 1,985,247 SH   DFND 1 1,984,116 0 1,131
FITBIT INC - A CL A 33812L102 4,525 298,709 SH   DFND 1 298,709 0 0
FITBIT INC - A CL A 33812L102 30 2,038 SH   DFND 1 2 2,038 0 0
FIVE BELOW, INC COM 33829M101 88 2,132 SH   DFND 1 2 2,132 0 0
FIVE BELOW, INC COM 33829M101 15,050 364,078 SH   DFND 1 364,078 0 0
FIVE OAKS INVESTMENT CORP COM 33830W106 374 66,937 SH   DFND 1 66,937 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 7,647 188,218 SH   DFND 1 188,218 0 0
FIVE STAR QUALITY CARE INC COM COM 33832D106 583 254,789 SH   DFND 1 254,789 0 0
FIVE9 INC COM 338307101 1,779 200,213 SH   DFND 1 200,213 0 0
FIVE9 INC COM 338307101 138 15,626 SH   DFND 1 2 15,626 0 0
FLAGSTAR BANCORP INC COM COM PAR .001 337930705 3,194 148,850 SH   DFND 1 148,850 0 0
FLAMEL TECHNOLOGIES-SP ADR SPONSORED ADR 338488109 164 14,894 SH   DFND 1 14,894 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 68,338 459,691 SH   DFND 1 459,044 0 647
FLEETMATICS GROUP COM G35569105 2,473 60,757 SH   DFND 1 60,757 0 0
FLEETMATICS GROUP COM G35569105 102 2,511 SH   DFND 1 2 2,511 0 0
FLEX PHARMA INC COM 33938A105 710 64,788 SH   DFND 1 64,788 0 0
FLEXION THERAPEUTICS IN COM 33938J106 692 75,274 SH   DFND 1 75,274 0 0
FLEXSTEEL INDS INC COM COM 339382103 4,722 108,119 SH   DFND 1 108,119 0 0
FLEXSTEEL INDS INC COM COM 339382103 35 816 SH   DFND 1 2 816 0 0
FLEXTRONICS INTL LTD ORD ORD Y2573F102 2,689 224,798 SH   DFND 1 224,748 0 50
FLIR SYS INC COM COM 302445101 38,486 1,170,368 SH   DFND 1 1,170,135 0 233
FLOTEK INDUSTRIES INC COM 343389102 2,506 342,010 SH   DFND 1 342,010 0 0
FLOWERS FOODS INC COM COM 343498101 122 6,656 SH   DFND 1 2 6,656 0 0
FLOWERS FOODS INC COM COM 343498101 20,589 1,115,344 SH   DFND 1 1,115,210 0 134
FLOWSERVE CORP COM COM 34354P105 49,044 1,106,529 SH   DFND 1 1,103,813 0 2,716
FLUIDIGM CORP COM 34385P108 1,593 197,506 SH   DFND 1 197,506 0 0
FLUIDIGM CORP COM 34385P108 24 3,064 SH   DFND 1 2 3,064 0 0
FLUOR CORP NEW COM COM 343412102 34 646 SH   DFND 1 2 646 0 0
FLUOR CORP NEW COM COM 343412102 61,327 1,144,303 SH   DFND 1 1,143,420 0 883
FLUSHING FINL CORP COM COM 343873105 4,704 217,618 SH   DFND 1 217,618 0 0
FMC TECHNOLOGIES INC COM COM 30249U101 67 2,470 SH   DFND 1 2 2,470 0 0
FMC TECHNOLOGIES INC COM COM 30249U101 64,904 2,376,039 SH   DFND 1 2,375,481 0 558
FNB CORP PA COM COM 302520101 16,561 1,272,955 SH   DFND 1 1,268,914 0 4,041
FNF GROUP FNF GROUP COM 31620R303 60,144 1,775,091 SH   DFND 1 1,774,697 0 394
FNFV GROUP FNFV GROUP COM 31620R402 5,664 522,071 SH   DFND 1 522,071 0 0
FOAMIX PHARMACEUTICALS LTD SHS M46135105 249 38,243 SH   DFND 1 38,243 0 0
FOGO DE CHAO INC COM 344177100 622 39,860 SH   DFND 1 39,860 0 0
FONAR CORP COM COM NEW 344437405 52 3,403 SH   DFND 1 2 3,403 0 0
FONAR CORP COM COM NEW 344437405 534 34,721 SH   DFND 1 34,721 0 0
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FOOT LOCKER INC COM COM 344849104 64,261 996,802 SH   DFND 1 996,252 0 550
FORBES ENERGY SERVICES LTD COM 345143101 15 35,305 SH   DFND 1 35,305 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 28 2,143 SH   DFND 1 2 2,143 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 454,685 33,743,873 SH   DFND 1 33,675,448 0 68,425
FOREST CITY REALTY TRUST- A COM CL A 345605109 35,266 1,672,182 SH   DFND 1 1,672,171 0 11
FORESTAR REAL ESTATE GRP-W/I COM 346233109 2,712 208,017 SH   DFND 1 208,017 0 0
FORMFACTOR INC COM 346375108 3,033 417,226 SH   DFND 1 417,226 0 0
FORMFACTOR INC COM 346375108 183 25,181 SH   DFND 1 2 25,181 0 0
FORRESTER RESH INC COM COM 346563109 2,752 81,909 SH   DFND 1 81,909 0 0
FORTINET INC. COM 34959E109 28,503 931,100 SH   DFND 1 929,027 0 2,073
FORTINET INC. COM 34959E109 107 3,508 SH   DFND 1 2 3,508 0 0
FORTRESS BIOTECH INC COM 34960Q109 713 230,279 SH   DFND 1 230,279 0 0
FORTUNE BRANDS HOME & SECURITY INC COM 34964C106 53,345 952,484 SH   DFND 1 951,208 0 1,276
FORUM ENERGY TECHNOLOGIES INC COM 34984V100 5,415 410,274 SH   DFND 1 410,274 0 0
FORWARD AIR CORP COM COM 349853101 9,782 215,862 SH   DFND 1 215,862 0 0
FORWARD INDUSTRIES INC-N Y COM NEW 349862300 24 18,823 SH   DFND 1 18,823 0 0
FOSSIL GROUP INC COM 34988V106 12,061 271,544 SH   DFND 1 271,526 0 18
FOSSIL GROUP INC COM 34988V106 28 632 SH   DFND 1 2 632 0 0
FOSTER L B CO COM COM 350060109 12 692 SH   DFND 1 2 692 0 0
FOSTER L B CO COM COM 350060109 1,170 64,453 SH   DFND 1 64,453 0 0
FOUNDATION MEDICINE INC COM 350465100 1,810 99,571 SH   DFND 1 99,571 0 0
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FOX CHASE BANCORP INC COM 35137T108 1,352 70,004 SH   DFND 1 70,004 0 0
FOX FACTORY HOLDING CORP COM 35138V102 2,219 140,398 SH   DFND 1 140,398 0 0
FRANCE TELECOM SPONSORED ADR SPONSORED ADR 684060106 260 14,976 SH   DFND 1 6,770 0 8,206
FRANCESCAS HOLDINGS CORP COM 351793104 5,432 283,522 SH   DFND 1 283,522 0 0
FRANCESCAS HOLDINGS CORP COM 351793104 80 4,213 SH   DFND 1 2 4,213 0 0
FRANKLIN COVEY CO COM COM 353469109 1,391 79,123 SH   DFND 1 79,123 0 0
FRANKLIN ELEC INC COM COM 353514102 9,057 281,550 SH   DFND 1 281,550 0 0
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FRANKLIN RES INC COM COM 354613101 28 736 SH   DFND 1 2 736 0 0
FRANKLIN RES INC COM COM 354613101 128,160 3,288,135 SH   DFND 1 3,273,085 0 15,050
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FRANKS INTERNATIONAL NV COM N33462107 4,019 243,893 SH   DFND 1 243,132 0 761
FRANKS INTERNATIONAL NV COM N33462107 2 140 SH   DFND 1 2 140 0 0
FREDS INC CL A CL A 356108100 3,576 239,899 SH   DFND 1 239,899 0 0
FREEPORT-MCMORAN COPPER & G CL B CL B 35671D857 105,573 10,230,429 SH   DFND 1 10,211,550 0 18,879
FREIGHTCAR AMERICA INC COM 357023100 1,422 91,310 SH   DFND 1 91,310 0 0
FREQUENCY ELECTRS INC COM COM 358010106 228 22,906 SH   DFND 1 22,906 0 0
FRESENIUS MEDICAL CARE AG-ADR SPONSORED ADR 358029106 321 7,287 SH   DFND 1 5,780 0 1,507
FRESH DEL MONTE PRODUCE INC ORD ORD G36738105 9,585 227,852 SH   DFND 1 227,852 0 0
FRESH MARKET INC/THE COM 35804H106 8,243 288,958 SH   DFND 1 288,958 0 0
FRESHPET INC COM 358039105 892 121,710 SH   DFND 1 121,710 0 0
FRIEDMAN INDUSTRIES INC COM 358435105 117 21,701 SH   DFND 1 21,701 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 56,777 10,176,364 SH   DFND 1 10,157,970 0 18,394
FRONTLINE LTD SHS NEW G3682E192 425 50,789 SH   DFND 1 50,789 0 0
FRP HOLDINGS INC COM 30292L107 1,441 40,496 SH   DFND 1 40,496 0 0
FTD COMPANIES INC COM 30281V108 3,531 134,523 SH   DFND 1 134,523 0 0
FTI CONSULTING INC COM COM 302941109 10,565 297,537 SH   DFND 1 297,537 0 0
FUEL SYSTEMS SOL INC COM COM 35952W103 458 82,887 SH   DFND 1 82,887 0 0
FUEL-TECH N.V. COM 359523107 225 128,664 SH   DFND 1 128,664 0 0
FUELCELL ENERGY INC COM COM NEW 35952H502 1,193 176,235 SH   DFND 1 176,235 0 0
FULL HOUSE RESORTS INC COM 359678109 35 24,413 SH   DFND 1 24,413 0 0
FULLER H B CO COM COM 359694106 14,000 329,800 SH   DFND 1 329,800 0 0
FULLER H B CO COM COM 359694106 17 414 SH   DFND 1 2 414 0 0
FULTON FINL CORP PA COM COM 360271100 20,446 1,528,130 SH   DFND 1 1,528,130 0 0
FUSION TELECOMMUNICATIONS IN COM NEW 36113B400 85 48,146 SH   DFND 1 48,146 0 0
FUTUREFUEL CORP COM 36116M106 4,037 342,437 SH   DFND 1 342,437 0 0
FXCM INC - A CL A NEW 302693205 260 24,268 SH   DFND 1 24,268 0 0
G & K SVCS INC CL A CL A 361268105 10,914 148,997 SH   DFND 1 148,997 0 0
G-III APPAREL GROUP LTD COM COM 36237H101 13,413 274,358 SH   DFND 1 274,358 0 0
GABELLI CONV & INCOME SEC FD COM 36240B109 63 13,754 PRN   DFND 1 2 13,754 0 0
GABELLI GLOBAL UTIL &INCM TR COM SH BEN INT 36242L105 425 23,767 PRN   DFND 1 2 23,767 0 0
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GABELLI SMALL AND MID CAP VALUE TRUST COM 36249W104 245 23,228 PRN   DFND 1 2 23,228 0 0
GAIAM INC CL A CL A 36268Q103 558 87,209 SH   DFND 1 87,209 0 0
GAIN CAPITAL HOLDINGS INC COM 36268W100 116 17,706 SH   DFND 1 2 17,706 0 0
GAIN CAPITAL HOLDINGS INC COM 36268W100 1,572 239,767 SH   DFND 1 239,767 0 0
GALECTIN THERAPEUTICS INC COM NEW 363225202 153 107,592 SH   DFND 1 107,592 0 0
GALENA BIOPHARMA INC COM 363256108 1,669 1,227,715 SH   DFND 1 1,227,715 0 0
GALLAGHER ARTHUR J & CO COM COM 363576109 47,514 1,068,877 SH   DFND 1 1,067,729 0 1,148
GAMCO INVESTORS INC - A CL A COM 361438104 2 59 SH   DFND 1 2 59 0 0
GAMCO INVESTORS INC - A CL A COM 361438104 1,151 31,063 SH   DFND 1 31,063 0 0
GAMESTOP CORP CL A CL A 36467W109 34 1,072 SH   DFND 1 2 1,072 0 0
GAMESTOP CORP CL A CL A 36467W109 29,031 916,654 SH   DFND 1 915,291 0 1,363
GAMING AND LEISURE PROPERTIES INC COM 36467J108 19,312 624,583 SH   DFND 1 624,566 0 17
GANNETT CO INC COM 36473H104 14,417 952,297 SH   DFND 1 950,856 0 1,441
GAP INC DEL COM COM 364760108 61,531 2,096,643 SH   DFND 1 2,092,523 0 4,120
GAP INC DEL COM COM 364760108 68 2,322 SH   DFND 1 2 2,322 0 0
GARMIN LTD ORD SHS H2906T109 41,383 1,037,562 SH   DFND 1 1,036,571 0 991
GARTNER INC COM COM 366651107 48,382 541,791 SH   DFND 1 541,335 0 456
GAS NATURAL INC COM 367204104 381 48,909 SH   DFND 1 48,909 0 0
GASLOG LTD SHS G37585109 414 42,559 SH   DFND 1 42,559 0 0
GASTAR EXPLORATION LTD COM 36729W202 463 421,452 SH   DFND 1 421,452 0 0
GATX CORP COM COM 361448103 12,451 262,134 SH   DFND 1 262,093 0 41
GCP APPLIED TECHNOLOGIES - W/I COM 36164Y101 8,286 415,556 SH   DFND 1 415,556 0 0
GENCO SHIPPING & TRADING LTD SHS NEW Y2685T115 28 43,918 SH   DFND 1 43,918 0 0
GENCOR INDUSTRIES INC COM 368678108 376 25,722 SH   DFND 1 25,722 0 0
GENER8 MARITIME INC COM Y26889108 789 111,818 SH   DFND 1 111,818 0 0
GENERAC HOLDINGS INC COM 368736104 16,105 432,486 SH   DFND 1 432,486 0 0
GENERAL AMERICAN INVESTORS COM 368802104 1,988 63,658 PRN   DFND 1 2 63,658 0 0
GENERAL CABLE CORP DEL NEW COM COM 369300108 135 11,114 SH   DFND 1 2 11,114 0 0
GENERAL CABLE CORP DEL NEW COM COM 369300108 3,947 323,274 SH   DFND 1 321,916 0 1,358
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GENERAL COMMUNICATION INC CL A CL A 369385109 424 23,161 SH   DFND 1 2 23,161 0 0
GENERAL DYNAMICS CORP COM COM 369550108 11 86 SH   DFND 1 2 86 0 0
GENERAL DYNAMICS CORP COM COM 369550108 341,372 2,603,276 SH   DFND 1 2,602,205 0 1,071
GENERAL ELEC CO COM COM 369604103 2,479,608 78,153,367 SH   DFND 1 78,029,260 0 124,107
GENERAL FINANCE CORP/DE COM 369822101 49 10,949 SH   DFND 1 10,949 0 0
GENERAL GROWTH PPTYS INC COM COM 370023103 170,391 5,740,835 SH   DFND 1 5,735,087 0 5,748
GENERAL MLS INC COM COM 370334104 302,265 4,781,113 SH   DFND 1 4,771,430 0 9,683
GENERAL MOLY INC COM 370373102 89 263,354 SH   DFND 1 263,354 0 0
GENERAL MOTORS CO COM 37045V100 382,150 12,181,917 SH   DFND 1 12,164,629 0 17,288
GENESCO INC COM COM 371532102 30 421 SH   DFND 1 2 421 0 0
GENESCO INC COM COM 371532102 10,528 145,724 SH   DFND 1 145,724 0 0
GENESEE & WYO INC CL A CL A 371559105 21,473 342,475 SH   DFND 1 340,943 0 1,532
GENESIS HEALTHCARE INC CL A COM 37185X106 397 171,157 SH   DFND 1 171,157 0 0
GENIE ENERGY LTD - B CL B 372284208 783 102,950 SH   DFND 1 102,950 0 0
GENMARK DIAGNOSTICS INC COM 372309104 1,507 286,064 SH   DFND 1 286,064 0 0
GENOCEA BIOSCIENCES INC COM 372427104 1,060 136,990 SH   DFND 1 136,990 0 0
GENOMIC HEALTH INC COM 37244C101 23 945 SH   DFND 1 2 945 0 0
GENOMIC HEALTH INC COM 37244C101 3,892 157,133 SH   DFND 1 157,133 0 0
GENPACT LTD SHS G3922B107 25,620 942,264 SH   DFND 1 941,176 0 1,088
GENTEX CORP COM COM 371901109 15 1,013 SH   DFND 1 2 1,013 0 0
GENTEX CORP COM COM 371901109 48,546 3,094,120 SH   DFND 1 3,092,234 0 1,886
GENTHERM INC COM 37253A103 10,583 254,484 SH   DFND 1 254,404 0 80
GENUINE PARTS CO COM COM 372460105 127,257 1,283,219 SH   DFND 1 1,280,949 0 2,270
GENVEC INC COM NEW 37246C307 125 155,322 SH   DFND 1 155,322 0 0
GENWORTH FINANCIAL INC-CL A COM CL A 37247D106 48 17,622 SH   DFND 1 2 17,622 0 0
GENWORTH FINANCIAL INC-CL A COM CL A 37247D106 8,476 3,104,979 SH   DFND 1 3,101,646 0 3,333
GEO GROUP INC/THE COM 36162J106 21,573 622,245 SH   DFND 1 622,245 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 1,219 98,827 SH   DFND 1 98,827 0 0
GERMAN AMERN BANCORP COM COM 373865104 3,029 94,090 SH   DFND 1 94,090 0 0
GERON CORP COM COM 374163103 3,032 1,038,452 SH   DFND 1 1,038,256 0 196
GETTY RLTY CORP NEW COM COM 374297109 4,137 208,638 SH   DFND 1 208,638 0 0
GEVO INC COM NEW 374396208 22 84,566 SH   DFND 1 84,566 0 0
GIBRALTAR INDUSTRIES, INC COM 374689107 6,244 218,349 SH   DFND 1 218,349 0 0
GIGA TRONICS INC COM COM 375175106 28 19,463 SH   DFND 1 19,463 0 0
GIGAMON INC COM 37518B102 5,688 183,394 SH   DFND 1 183,394 0 0
GIGAMON INC COM 37518B102 118 3,810 SH   DFND 1 2 3,810 0 0
GIGOPTIX INC COM 37517Y103 527 195,261 SH   DFND 1 195,261 0 0
GILAT SATELLITE NETWORKS SHS NEW M51474118 86 18,388 SH   DFND 1 18,388 0 0
GILEAD SCIENCES INC COM COM 375558103 1,163 12,667 SH   DFND 1 2 12,667 0 0
GILEAD SCIENCES INC COM COM 375558103 1,136,806 12,398,179 SH   DFND 1 12,383,072 0 15,107
GLACIER BANCORP INC NEW COM COM 37637Q105 13,474 530,082 SH   DFND 1 530,082 0 0
GLADSTONE COMMERCIAL CORP COM 376536108 2,457 150,017 SH   DFND 1 150,017 0 0
GLADSTONE LAND CORP COM 376549101 813 80,772 SH   DFND 1 80,772 0 0
GLATFELTER COM COM 377316104 6,015 290,176 SH   DFND 1 290,176 0 0
GLAUKOS CORP COM 377322102 706 41,932 SH   DFND 1 41,932 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR SPONSORED ADR 37733W105 4,405 108,632 SH   DFND 1 85,226 0 23,406
GLEN BURNIE BANCORP COM 377407101 196 18,661 SH   DFND 1 18,661 0 0
GLOBAL BLOOD THERAPEUTICS INC COM 37890U108 847 53,433 SH   DFND 1 53,433 0 0
GLOBAL BRASS & COPPER HOLDINGS INC COM 37953G103 147 5,910 SH   DFND 1 2 5,910 0 0
GLOBAL BRASS & COPPER HOLDINGS INC COM 37953G103 4,499 180,343 SH   DFND 1 180,343 0 0
GLOBAL EAGLE ACQUISITION CORP COM 37951D102 2,919 342,647 SH   DFND 1 342,647 0 0
GLOBAL INDEMNITY PLC SHS G39319101 2,077 66,726 SH   DFND 1 66,726 0 0
GLOBAL NET LEASE INC COM 379378102 7,933 926,862 SH   DFND 1 926,862 0 0
GLOBAL PMTS INC COM COM 37940X102 50,475 773,444 SH   DFND 1 772,392 0 1,052
GLOBAL SOURCES LIMITED ORD G39300101 723 89,365 SH   DFND 1 89,365 0 0
GLOBALSCAPE INC COM 37940G109 111 29,423 SH   DFND 1 29,423 0 0
GLOBALSTAR INC COM 378973408 2,832 1,927,023 SH   DFND 1 1,927,023 0 0
GLOBANT SA COM L44385109 505 16,370 SH   DFND 1 16,370 0 0
GLOBUS MEDICAL INC- A CL A 379577208 10,766 453,343 SH   DFND 1 453,343 0 0
GLOBUS MEDICAL INC- A CL A 379577208 29 1,260 SH   DFND 1 2 1,260 0 0
GLORI ENERGY INC COM 379606106 12 62,760 SH   DFND 1 62,760 0 0
GLOWPOINT INC COM NEW 379887201 126 340,724 SH   DFND 1 340,724 0 0
GLU MOBILE INC COM 379890106 2,317 821,670 SH   DFND 1 821,670 0 0
GLYCOMIMETICS INC COM 38000Q102 306 51,503 SH   DFND 1 51,503 0 0
GNC HOLDINGS INC-CL A COM CL A 36191G107 33,503 1,055,215 SH   DFND 1 1,055,215 0 0
GNC HOLDINGS INC-CL A COM CL A 36191G107 9 302 SH   DFND 1 2 302 0 0
GODADDY INC - CLASS A CL A 380237107 4,785 148,032 SH   DFND 1 148,018 0 14
GOGO INC COM 38046C109 4,220 383,346 SH   DFND 1 383,346 0 0
GOLAR LNG LTD SHS G9456A100 2,069 115,153 SH   DFND 1 113,652 0 1,501
GOLAR LNG PARTNERS LP COM UNIT LPI Y2745C102 270 18,395 SH   DFND 1 18,395 0 0
GOLD FIELDS LTD SPONSORED ADR 38059T106 357 90,729 SH   DFND 1 2 90,729 0 0
GOLD FIELDS LTD SPONSORED ADR 38059T106 7 1,845 SH   DFND 1 0 0 1,845
GOLD RESOURCES CORP COM 38068T105 100 43,145 SH   DFND 1 2 43,145 0 0
GOLD RESOURCES CORP COM 38068T105 656 281,942 SH   DFND 1 281,942 0 0
GOLDEN ENTERTAINMENT INC COM 381013101 501 46,222 SH   DFND 1 46,222 0 0
GOLDEN MINERALS COMPANY COM 381119106 84 186,795 SH   DFND 1 186,795 0 0
GOLDEN OCEAN GROUP LTD SHS G39637106 50 72,591 SH   DFND 1 72,591 0 0
GOLDFIELD CORP COM 381370105 172 101,746 SH   DFND 1 101,746 0 0
GOLDMAN SACHS GROUP INC COM COM 38141G104 530,531 3,386,035 SH   DFND 1 3,383,383 0 2,652
GOLDMAN SACHS GROUP INC COM COM 38141G104 206 1,318 SH   DFND 1 2 1,318 0 0
GOOD TIMES RESTAURANTS INC COM PAR $.001NEW 382140879 226 56,983 SH   DFND 1 56,983 0 0
GOODYEAR TIRE & RUBR CO COM COM 382550101 83,981 2,550,854 SH   DFND 1 2,547,976 0 2,878
GOODYEAR TIRE & RUBR CO COM COM 382550101 121 3,691 SH   DFND 1 2 3,691 0 0
GOPRO INC - CL A CL A 38268T103 5,957 498,157 SH   DFND 1 494,802 0 3,355
GORDMANS STORES INC COM 38269P100 111 49,557 SH   DFND 1 49,557 0 0
GORMAN RUPP CO COM COM 383082104 3,191 123,088 SH   DFND 1 123,088 0 0
GOVERNMENT PROPERTIES INCOME COM SHS BEN INT 38376A103 8,067 451,935 SH   DFND 1 451,935 0 0
GP STRATEGIES CORP COM COM 36225V104 2,794 102,005 SH   DFND 1 102,005 0 0
GPRE 3 1/4 10/01/18 NOTE 3.250%10/0 393222AD6 9,918 10,000,000 PRN   DFND 1 2 10,000,000 0 0
GRACE W R & CO DEL NEW COM COM 38388F108 30,203 424,576 SH   DFND 1 424,545 0 31
GRACO INC COM COM 384109104 27,683 329,723 SH   DFND 1 329,723 0 0
GRAHAM CORP COM 384556106 1,209 60,764 SH   DFND 1 60,764 0 0
GRAHAM HOLDINGS CO COM 384637104 13,318 27,747 SH   DFND 1 27,660 0 87
GRAHAM HOLDINGS CO COM 384637104 65 137 SH   DFND 1 2 137 0 0
GRAINGER W W INC COM COM 384802104 112,953 484,813 SH   DFND 1 484,099 0 714
GRAMERCY PROPERTY TRUST COM 385002100 338 40,000 SH   DFND 1 2 40,000 0 0
GRAMERCY PROPERTY TRUST COM 385002100 23,066 2,729,736 SH   DFND 1 2,729,736 0 0
GRAND CANYON EDUCATION-REDH COM 38526M106 14,259 333,622 SH   DFND 1 333,622 0 0
GRANITE CONSTR INC COM COM 387328107 12,814 268,091 SH   DFND 1 268,091 0 0
GRAPHIC PACKAGING HOLDING CO COM 388689101 25,334 1,971,590 SH   DFND 1 1,971,254 0 336
GRAY TELEVISION INC COM COM 389375106 6,821 582,070 SH   DFND 1 582,070 0 0
GRAY TELEVISION INC COM COM 389375106 100 8,598 SH   DFND 1 2 8,598 0 0
GREAT AJAX CORP COM 38983D300 394 35,273 SH   DFND 1 35,273 0 0
GREAT LAKES DREDGE&DOCK CORP COM 390607109 1,723 386,537 SH   DFND 1 386,537 0 0
GREAT PLAINS ENERGY INC COM COM 391164100 30,018 930,799 SH   DFND 1 930,799 0 0
GREAT SOUTHN BANCORP INC COM COM 390905107 3,526 94,980 SH   DFND 1 94,980 0 0
GREAT SOUTHN BANCORP INC COM COM 390905107 82 2,210 SH   DFND 1 2 2,210 0 0
GREAT WESTERN BANCORP INC COM 391416104 10,736 393,707 SH   DFND 1 393,707 0 0
GREATBATCH INC COM 39153L106 154 4,348 SH   DFND 1 2 4,348 0 0
GREATBATCH INC COM 39153L106 9,112 255,680 SH   DFND 1 255,680 0 0
GREEN BANCORP INC COM 39260X100 588 77,774 SH   DFND 1 77,774 0 0
GREEN BRICK PARTNERS INC COM 392709101 1,397 184,160 SH   DFND 1 184,160 0 0
GREEN DOT CORP - CLASS A CL A 39304D102 65 2,836 SH   DFND 1 2 2,836 0 0
GREEN DOT CORP - CLASS A CL A 39304D102 7,090 308,695 SH   DFND 1 308,695 0 0
GREEN PLAINS INC COM 393222104 3,868 242,386 SH   DFND 1 241,965 0 421
GREENBRIER COS INC COM COM 393657101 4,822 174,465 SH   DFND 1 174,346 0 119
GREENBRIER COS INC COM COM 393657101 250 9,053 SH   DFND 1 2 9,053 0 0
GREENHILL & CO INC COM COM 395259104 3,833 172,674 SH   DFND 1 172,118 0 556
GREENHILL & CO INC COM COM 395259104 97 4,414 SH   DFND 1 2 4,414 0 0
GREENLIGHT CAPITAL RE CLASS A G4095J109 4,507 206,841 SH   DFND 1 206,841 0 0
GREIF INC CL B 397624206 303 6,493 SH   DFND 1 6,493 0 0
GREIF INC CL A 397624107 56 1,711 SH   DFND 1 2 1,711 0 0
GREIF INC CL A 397624107 7,724 235,850 SH   DFND 1 235,650 0 200
GRIFFIN INDUSTRIAL REALTY INC COM 398231100 248 10,117 SH   DFND 1 10,117 0 0
GRIFFON CORP COM COM 398433102 4,068 263,327 SH   DFND 1 263,327 0 0
GRIFOLS SA-ADR SP ADR REP B NVT 398438408 998 64,527 SH   DFND 1 62,016 0 2,511
GROUP 1 AUTOMOTIVE INC COM COM 398905109 9,901 168,701 SH   DFND 1 168,701 0 0
GROUPON INC COM CL A 399473107 104 26,103 SH   DFND 1 2 26,103 0 0
GROUPON INC COM CL A 399473107 11,520 2,887,334 SH   DFND 1 2,886,963 0 371
GRUBHUB INC COM 400110102 12,856 511,586 SH   DFND 1 511,586 0 0
GRUPO FINANCIERO GALICIA-ADR SP ADR 10 SH B 399909100 502 17,750 SH   DFND 1 17,750 0 0
GSE SYSTEMS INC COM 36227K106 90 33,536 SH   DFND 1 33,536 0 0
GSI GROUP INC COM NEW 36191C205 2,999 211,862 SH   DFND 1 211,862 0 0
GSI TECHNOLOGY INC COM 36241U106 329 80,321 SH   DFND 1 80,321 0 0
GSVC 5 1/4 09/15/18 NOTE 5.250% 9/1 36191JAB7 2,289 2,500,000 PRN   DFND 1 2 2,500,000 0 0
GTT COMMUNICATIONS INC COM 362393100 3,278 198,215 SH   DFND 1 198,215 0 0
GTX INC COM 40052B108 175 350,264 SH   DFND 1 350,264 0 0
GUARANTY BANCORP COM NEW 40075T607 2,169 140,320 SH   DFND 1 140,320 0 0
GUESS INC COM COM 401617105 7,726 411,658 SH   DFND 1 409,382 0 2,276
GUIDANCE SOFTWARE INC COM 401692108 575 133,944 SH   DFND 1 133,944 0 0
GUIDANCE SOFTWARE INC COM 401692108 54 12,598 SH   DFND 1 2 12,598 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 25,835 474,215 SH   DFND 1 474,215 0 0
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HYATT HOTELS CORP - CL A COM CL A 448579102 8,814 178,114 SH   DFND 1 177,971 0 143
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ICU MED INC COM COM 44930G107 11,889 114,208 SH   DFND 1 114,208 0 0
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IDEXX LABS INC COM COM 45168D104 45,138 576,331 SH   DFND 1 575,310 0 1,021
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INFOBLOX INC COM 45672H104 6,155 359,971 SH   DFND 1 359,971 0 0
INFOBLOX INC COM 45672H104 81 4,758 SH   DFND 1 2 4,758 0 0
INFORMATION SERVICES GROUP COM 45675Y104 570 145,200 SH   DFND 1 145,200 0 0
INFOSONICS CORP COM 456784107 39 41,938 SH   DFND 1 41,938 0 0
INFOSYS TECHNOLOGIES-SP ADR SPONSORED ADR 456788108 4,965 264,779 SH   DFND 1 262,055 0 2,724
INFRAREIT INC COM 45685L100 3,122 183,162 SH   DFND 1 183,162 0 0
INFRAREIT INC COM 45685L100 193 11,377 SH   DFND 1 2 11,377 0 0
INFUSYSTEM HOLDINGS INC COM 45685K102 164 46,642 SH   DFND 1 46,642 0 0
ING CLARION GLOBL RE INCM FD COM 12504G100 116 14,911 PRN   DFND 1 2 14,911 0 0
ING GROUP N V SPONSORED ADR SPONSORED ADR 456837103 602 50,471 SH   DFND 1 32,843 0 17,628
ING RISK MANAGED NAT RES FND COM 92913C106 399 70,778 PRN   DFND 1 2 70,778 0 0
INGERSOLL-RAND COMPANY LTD CL A SHS G47791101 129,566 2,093,664 SH   DFND 1 2,092,377 0 1,287
INGLES MKTS INC CL A CL A 457030104 6,238 166,355 SH   DFND 1 166,355 0 0
INGLES MKTS INC CL A CL A 457030104 42 1,135 SH   DFND 1 2 1,135 0 0
INGRAM MICRO INC CL A CL A 457153104 34,088 949,280 SH   DFND 1 947,289 0 1,991
INGREDION INC COM 457187102 46 431 SH   DFND 1 2 431 0 0
INGREDION INC COM 457187102 49,369 462,308 SH   DFND 1 460,715 0 1,593
INNERWORKINGS INC -REDH COM 45773Y105 2,039 256,595 SH   DFND 1 256,595 0 0
INNERWORKINGS INC -REDH COM 45773Y105 43 5,443 SH   DFND 1 2 5,443 0 0
INNODATA ISOGEN CORP COM NEW 457642205 187 83,008 SH   DFND 1 83,008 0 0
INNOPHOS HOLDINGS INC -REDH COM 45774N108 4,769 154,311 SH   DFND 1 154,148 0 163
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INNOSPEC INC COM 45768S105 7,878 181,705 SH   DFND 1 181,705 0 0
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INOGEN INC COM 45780L104 6,486 144,209 SH   DFND 1 144,209 0 0
INOGEN INC COM 45780L104 220 4,897 SH   DFND 1 2 4,897 0 0
INOTEK PHARMACEUTICALS CORP COM 45780V102 607 82,072 SH   DFND 1 82,072 0 0
INOVALON HOLDINGS INC - A COM CL A 45781D101 6,862 370,521 SH   DFND 1 370,521 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 4,157 477,275 SH   DFND 1 477,275 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 36 4,159 SH   DFND 1 2 4,159 0 0
INPHI CORP COM 45772F107 7,562 226,829 SH   DFND 1 226,829 0 0
INSIGHT ENTERPRISES INC COM COM 45765U103 93 3,281 SH   DFND 1 2 3,281 0 0
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INSMED INC COM NEW COM PAR $.01 457669307 5,382 424,851 SH   DFND 1 424,851 0 0
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INSTALLED BUILDING PRODUCTS COM 45780R101 2,853 107,221 SH   DFND 1 107,221 0 0
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INSULET CORP -REDH COM 45784P101 12,632 380,970 SH   DFND 1 380,970 0 0
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INTEGRATED DEVICE TECHNOLOG COM COM 458118106 171 8,366 SH   DFND 1 2 8,366 0 0
INTEGRATED DEVICE TECHNOLOG COM COM 458118106 24,875 1,217,013 SH   DFND 1 1,217,013 0 0
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INTEGRATED ELECTRICAL SVC COM COM 45811E301 955 65,129 SH   DFND 1 65,129 0 0
INTEL CORP COM COM 458140100 1,427,275 44,197,532 SH   DFND 1 44,148,335 0 49,197
INTEL CORP COM COM 458140100 238 7,365 SH   DFND 1 2 7,365 0 0
INTELIQUENT INC COM 45825N107 7,736 482,027 SH   DFND 1 482,027 0 0
INTELLI-CHECK INC COM COM NEW 45817G201 18 11,261 SH   DFND 1 11,261 0 0
INTELSAT SA COM L5140P101 428 169,899 SH   DFND 1 169,899 0 0
INTER PARFUMS INC COM COM 458334109 4,024 130,233 SH   DFND 1 130,233 0 0
INTERACTIVE BROKERS GRP COM 45841N107 14,414 366,583 SH   DFND 1 364,568 0 2,015
INTERACTIVE INTELLIGENCE IN GROUP COM 45841V109 4,335 119,042 SH   DFND 1 119,042 0 0
INTERCEPT PHARMACEUTICALS INC COM 45845P108 14,487 112,773 SH   DFND 1 112,494 0 279
INTERCLOUD SYSTEMS INC COM NEW 458488202 117 124,153 SH   DFND 1 124,153 0 0
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INTERCONTINENTALEXCHANGE GROUP COM 45866F104 27 116 SH   DFND 1 2 116 0 0
INTERDIGITAL INC COM 45867G101 13,594 244,281 SH   DFND 1 244,020 0 261
INTERFACE INC CL A COM 458665304 8,616 464,764 SH   DFND 1 464,764 0 0
INTERFACE INC CL A COM 458665304 178 9,643 SH   DFND 1 2 9,643 0 0
INTERMOLECULAR INC COM 45882D109 195 77,331 SH   DFND 1 77,331 0 0
INTERNAP CORP COM PAR $.001 45885A300 100 36,934 SH   DFND 1 2 36,934 0 0
INTERNAP CORP COM PAR $.001 45885A300 1,009 369,896 SH   DFND 1 369,896 0 0
INTERNATIONAL BANCSHARES CO COM COM 459044103 11,120 450,967 SH   DFND 1 450,967 0 0
INTERNATIONAL BUSINESS MACHINES INC COM 459200101 1,093,509 7,234,923 SH   DFND 1 7,225,600 0 9,323
INTERNATIONAL FLAVORS&FRAGR COM COM 459506101 26 231 SH   DFND 1 2 231 0 0
INTERNATIONAL FLAVORS&FRAGR COM COM 459506101 76,922 677,431 SH   DFND 1 677,002 0 429
INTERNATIONAL GAME TECHNOLOGY PLC SHS USD G4863A108 55 3,060 SH   DFND 1 2 3,060 0 0
INTERNATIONAL GAME TECHNOLOGY PLC SHS USD G4863A108 1,578 86,517 SH   DFND 1 86,358 0 159
INTERNATIONAL SPEEDWAY CORP CL A CL A 460335201 7,062 191,341 SH   DFND 1 191,341 0 0
INTERPACE DIAGNOSTICS GROUP INC COM 46062X105 5 23,719 SH   DFND 1 23,719 0 0
INTERPUBLIC GROUP COS INC COM COM 460690100 73,662 3,216,385 SH   DFND 1 3,214,689 0 1,696
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INTERSECTIONS INC COM 460981301 160 65,254 SH   DFND 1 65,254 0 0
INTERSIL CORP CL A CL A 46069S109 11,950 893,803 SH   DFND 1 890,823 0 2,980
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INTERVAL LEISURE GROUP COM 46113M108 338 23,446 SH   DFND 1 2 23,446 0 0
INTERXON CORP COM 46122T102 10,147 299,427 SH   DFND 1 299,269 0 158
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INTL FCSTONE INC COM 46116V105 6,053 226,462 SH   DFND 1 226,462 0 0
INTL PAPER CO COM COM 460146103 133,778 3,266,391 SH   DFND 1 3,262,454 0 3,937
INTL PAPER CO COM COM 460146103 250 6,100 SH   DFND 1 2 6,100 0 0
INTRA-CELLULAR THERAPIES INC COM 46116X101 5,697 204,936 SH   DFND 1 204,936 0 0
INTRALINKS HOLDINGS INC COM 46118H104 2,155 273,551 SH   DFND 1 273,551 0 0
INTRAWEST RESORTS HOLDINGS I COM 46090K109 976 114,216 SH   DFND 1 114,216 0 0
INTREPID POTASH INC COM 46121Y102 27 25,137 SH   DFND 1 2 25,137 0 0
INTREPID POTASH INC COM 46121Y102 390 351,555 SH   DFND 1 351,555 0 0
INTUIT COM COM 461202103 238,523 2,297,466 SH   DFND 1 2,294,504 0 2,962
INTUITIVE SURGICAL INC COM COM NEW 46120E602 188,175 313,692 SH   DFND 1 313,291 0 401
INUVO INC. COM NEW 46122W204 189 106,848 SH   DFND 1 106,848 0 0
INVACARE CORP COM COM 461203101 2,561 194,492 SH   DFND 1 194,492 0 0
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INVESCO MORTGAGE CAPITAL COM 46131B100 9,177 753,490 SH   DFND 1 746,219 0 7,271
INVESCO PLC SHS G491BT108 104,552 3,404,695 SH   DFND 1 3,402,743 0 1,952
INVESTMENT TECHNOLOGY GRP N COM COM 46145F105 4,980 225,370 SH   DFND 1 225,370 0 0
INVESTORS BANCORP INC COM 46146L101 26,844 2,306,193 SH   DFND 1 2,306,193 0 0
INVESTORS BANCORP INC COM 46146L101 29 2,502 SH   DFND 1 2 2,502 0 0
INVESTORS REAL ESTATE TR SH BEN INT SH BEN INT 461730103 6,286 865,868 SH   DFND 1 865,868 0 0
INVESTORS TITLE CO COM COM 461804106 588 6,463 SH   DFND 1 6,463 0 0
INVITAE CORP COM 46185L103 842 82,336 SH   DFND 1 82,336 0 0
INVIVO THERAPEUTICS HOLDINGS CORP COM NEW 46186M209 1,393 199,623 SH   DFND 1 199,623 0 0
INVUITY INC COM NEW 46187J205 187 25,912 SH   DFND 1 25,912 0 0
ION GEOPHYSICAL CORP COM COM NEW 462044207 419 51,943 SH   DFND 1 51,943 0 0
IONIS PHARMACEUTICALS IN COM 462222100 30,802 760,951 SH   DFND 1 760,120 0 831
IPASS INC COM 46261V108 510 463,672 SH   DFND 1 463,672 0 0
IPG PHOTONICS CORP -REDH COM 44980X109 22,803 237,334 SH   DFND 1 236,936 0 398
IRADIMED CORP COM 46266A109 536 28,007 SH   DFND 1 28,007 0 0
IRDM 6 3/4 12/31/49 PERP PFD CNV B 46269C409 10,187 34,752 PRN   DFND 1 2 34,752 0 0
IRIDEX CORP COM COM 462684101 220 21,571 SH   DFND 1 21,571 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 4,503 572,291 SH   DFND 1 572,291 0 0
IROBOT CORP COM 462726100 7,178 203,358 SH   DFND 1 203,358 0 0
IRON MTN INC PA COM COM 46284V101 54,584 1,612,917 SH   DFND 1 1,612,383 0 534
IRONWOOD PHARMACEUTICALS COM CL A 46333X108 10,204 932,729 SH   DFND 1 932,729 0 0
ISHARES CORE MSCI EMERGING CORE MSCI EMKT 46434G103 6,335 152,221 PRN   DFND 1 105,002 0 47,219
ISHARES TR RUSSELL 1000 RUS 1000 ETF 464287622 590 5,175 PRN   DFND 1 5,175 0 0
ISHARES TR S&P 500 INDEX CORE S&P500 ETF 464287200 636 3,080 PRN   DFND 1 3,080 0 0
ISLE OF CAPRI CASINOS INC COM COM 464592104 6,566 469,032 SH   DFND 1 469,032 0 0
ISLE OF CAPRI CASINOS INC COM COM 464592104 9 680 SH   DFND 1 2 680 0 0
ISORAY INC COM 46489V104 242 269,778 SH   DFND 1 269,778 0 0
ISRAMCO INC COM NEW 465141406 446 5,463 SH   DFND 1 5,463 0 0
ISSUER DIRECT CORP COM NEW 46520M204 199 35,897 SH   DFND 1 35,897 0 0
ISTAR FINANCIAL INC COM 45031U101 5,140 532,160 SH   DFND 1 532,160 0 0
ITC HOLDINGS CORP COM 465685105 40,380 926,799 SH   DFND 1 926,799 0 0
ITERIS INC COM 46564T107 154 63,460 SH   DFND 1 63,460 0 0
ITRON INC COM COM 465741106 10,730 257,212 SH   DFND 1 257,212 0 0
ITT EDUCATIONAL SERVICES IN COM COM 45068B109 272 88,092 SH   DFND 1 88,092 0 0
ITT INDS INC IND COM COM NEW 450911201 20,753 562,588 SH   DFND 1 562,588 0 0
ITURAN LOCATION AND CONTROL SHS M6158M104 198 10,125 SH   DFND 1 10,125 0 0
ITUS CORP COM NEW 45069V203 101 34,351 SH   DFND 1 34,351 0 0
IXIA COM COM 45071R109 5,768 462,944 SH   DFND 1 462,944 0 0
IXIA COM COM 45071R109 115 9,300 SH   DFND 1 2 9,300 0 0
IXYS CORP COM COM 46600W106 3,037 270,746 SH   DFND 1 270,746 0 0
J & J SNACK FOODS CORP COM COM 466032109 11,577 106,918 SH   DFND 1 106,918 0 0
J ALEXANDER'S HOLDINGS - W/I COM 46609J106 954 90,416 SH   DFND 1 90,416 0 0
J2 GLOBAL INC COM 48123V102 22,574 366,591 SH   DFND 1 366,391 0 200
J2 GLOBAL INC COM 48123V102 563 9,153 SH   DFND 1 2 9,153 0 0
JA SOLAR HOLDINGS CO LTD-ADR SPON ADR REP5ORD 466090206 136 15,825 SH   DFND 1 15,825 0 0
JABIL CIRCUIT INC COM COM 466313103 22,244 1,154,340 SH   DFND 1 1,153,791 0 549
JABIL CIRCUIT INC COM COM 466313103 28 1,454 SH   DFND 1 2 1,454 0 0
JACK IN THE BOX INC COM COM 466367109 130 2,040 SH   DFND 1 2 2,040 0 0
JACK IN THE BOX INC COM COM 466367109 15,205 238,074 SH   DFND 1 238,074 0 0
JACOBS ENGR GROUP INC DEL COM COM 469814107 43,907 1,010,207 SH   DFND 1 1,009,495 0 712
JAGUAR ANIMAL HEALTH INC COM 47008L106 43 27,742 SH   DFND 1 27,742 0 0
JAH 1 1/2 06/15/19 NOTE 1.500% 6/1 471109AL2 3,063 2,000,000 PRN   DFND 1 2 2,000,000 0 0
JAKKS PAC INC COM COM 47012E106 78 10,507 SH   DFND 1 2 10,507 0 0
JAKKS PAC INC COM COM 47012E106 929 124,991 SH   DFND 1 124,991 0 0
JAMBA INC COM NEW 47023A309 1,251 101,228 SH   DFND 1 101,228 0 0
JAMES RIVER GROUP HOLDINGS LTD COM G5005R107 3,813 118,216 SH   DFND 1 118,216 0 0
JANUS CAPITAL GROUP INC COM 47102X105 13,308 909,658 SH   DFND 1 909,258 0 400
JARDEN CORP COM COM 471109108 73,581 1,248,898 SH   DFND 1 1,246,694 0 2,204
JASON INDUSTRIES INC COM 471172106 200 57,144 SH   DFND 1 57,144 0 0
JAVELIN MORTGAGE INVESTMENT CORP COM 47200B104 476 66,318 SH   DFND 1 66,318 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 51,808 397,069 SH   DFND 1 396,539 0 530
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 72 556 SH   DFND 1 2 556 0 0
JD.COM INC - ADR SPON ADR CL A 47215P106 11,082 419,069 SH   DFND 1 419,069 0 0
JERNIGAN CAPITAL INC COM 476405105 391 25,051 SH   DFND 1 25,051 0 0
JETBLUE AIRWAYS CORP COM 477143101 53,797 2,547,231 SH   DFND 1 2,547,152 0 79
JETBLUE AIRWAYS CORP COM 477143101 26 1,249 SH   DFND 1 2 1,249 0 0
JG WENTWORTH CO CL A 46618D108 85 70,130 SH   DFND 1 70,130 0 0
JIVE SOFTWARE INC COM 47760A108 1,257 332,758 SH   DFND 1 332,758 0 0
JMP GROUP INC COM 46629U107 57 10,931 SH   DFND 1 2 10,931 0 0
JOHN B. SANFILIPPO & SON COM 800422107 4,000 57,909 SH   DFND 1 57,909 0 0
JOHN BEAN TECHNOLOGIES-SPN COM 477839104 10,545 186,947 SH   DFND 1 186,947 0 0
JOHNSON & JOHNSON COM COM 478160104 2,646,963 24,509,040 SH   DFND 1 24,474,701 0 34,339
JOHNSON & JOHNSON COM COM 478160104 885 8,188 SH   DFND 1 2 8,188 0 0
JOHNSON CTLS INC COM COM 478366107 201,613 5,184,206 SH   DFND 1 5,177,489 0 6,717
JOHNSON OUTDOORS INC CL A CL A 479167108 779 35,069 SH   DFND 1 35,069 0 0
JONES ENERGY INC COM CL A 48019R108 653 196,177 SH   DFND 1 196,177 0 0
JONES LANG LASALLE INC COM COM 48020Q107 85 726 SH   DFND 1 2 726 0 0
JONES LANG LASALLE INC COM COM 48020Q107 33,787 288,153 SH   DFND 1 287,986 0 167
JOURNAL MEDIA GROUP INC-SPN COM 48114A109 1,312 109,759 SH   DFND 1 109,759 0 0
JOY GLOBAL INC COM COM 481165108 9,632 599,395 SH   DFND 1 599,104 0 291
JP MORGAN CHASE & CO COM 46625H100 204 3,453 SH   DFND 1 2 3,453 0 0
JP MORGAN CHASE & CO COM 46625H100 1,833,987 31,029,440 SH   DFND 1 30,983,071 0 46,369
JRJR33 INC COM 46645Q106 44 44,389 SH   DFND 1 44,389 0 0
JUNIPER NETWORKS INC COM COM 48203R104 89,927 3,531,001 SH   DFND 1 3,528,455 0 2,546
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JUNO THERAPEUTICS INC COM 48205A109 16,137 423,661 SH   DFND 1 422,334 0 1,327
K12 INC COM 48273U102 3,216 325,217 SH   DFND 1 324,891 0 326
K12 INC COM 48273U102 539 54,502 SH   DFND 1 2 54,502 0 0
K2M GROUP HOLDINGS INC COM 48273J107 2,613 176,261 SH   DFND 1 176,261 0 0
KADANT INC COM COM 48282T104 4,670 103,419 SH   DFND 1 103,419 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 10,076 119,194 SH   DFND 1 119,194 0 0
KAMADA LIMITED SHS M6240T109 41 11,897 SH   DFND 1 11,897 0 0
KAMAN CORP COM 483548103 7,883 184,668 SH   DFND 1 184,668 0 0
KANDI TECHNOLOGIES CORP COM 483709101 127 17,770 SH   DFND 1 17,770 0 0
KANSAS CITY SOUTHN INDS INC COM NEW COM NEW 485170302 75,820 889,091 SH   DFND 1 888,034 0 1,057
KAPSTONE PAPER AND PACKAGING COM 48562P103 7,741 558,917 SH   DFND 1 558,917 0 0
KAR AUCTION SERVICES INC COM 48238T109 36,133 947,388 SH   DFND 1 945,197 0 2,191
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KATE SPADE & CO COM 485865109 19,247 754,225 SH   DFND 1 754,087 0 138
KB HOME COM COM 48666K109 7,554 529,027 SH   DFND 1 529,027 0 0
KB HOME COM COM 48666K109 32 2,301 SH   DFND 1 2 2,301 0 0
KBR INC COM 48242W106 13,777 890,036 SH   DFND 1 886,747 0 3,289
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KEARNY FINANCIAL CORP/MD COM 48716P108 3,059 247,752 SH   DFND 1 247,752 0 0
KELLOGG CO COM COM 487836108 158,442 2,073,967 SH   DFND 1 2,072,724 0 1,243
KELLY SVCS INC CL A CL A 488152208 4,194 219,381 SH   DFND 1 219,381 0 0
KEMET CORP COM COM NEW 488360207 440 228,039 SH   DFND 1 228,039 0 0
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KENNAMETAL INC COM COM 489170100 40 1,790 SH   DFND 1 2 1,790 0 0
KENNAMETAL INC COM COM 489170100 10,978 488,143 SH   DFND 1 488,064 0 79
KENNEDY-WILSON HOLDINGS INC COM 489398107 13,277 606,265 SH   DFND 1 606,265 0 0
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KEY ENERGY SVCS INC COM COM 492914106 284 769,483 SH   DFND 1 769,483 0 0
KEY TECHNOLOGY INC COM COM 493143101 86 12,659 SH   DFND 1 12,659 0 0
KEY TRONIC CORP COM 493144109 252 35,271 SH   DFND 1 35,271 0 0
KEYCORP NEW COM COM 493267108 82,386 7,476,448 SH   DFND 1 7,474,024 0 2,424
KEYSIGHT TECHNOLOGIES INC W/I COM 49338L103 28,373 1,022,842 SH   DFND 1 1,022,657 0 185
KEYW HOLDING CORP/THE COM 493723100 1,817 273,782 SH   DFND 1 273,782 0 0
KFORCE INC COM COM 493732101 3,816 194,925 SH   DFND 1 194,925 0 0
KFORCE INC COM COM 493732101 116 5,951 SH   DFND 1 2 5,951 0 0
KILROY RLTY CORP COM COM 49427F108 44,372 717,194 SH   DFND 1 717,143 0 51
KIMBALL ELECTRONICS INC-W/I COM 49428J109 3,545 317,381 SH   DFND 1 317,381 0 0
KIMBALL INTL INC CL B CL B 494274103 4,450 392,091 SH   DFND 1 392,091 0 0
KIMBERLY CLARK CORP COM COM 494368103 383,809 2,859,320 SH   DFND 1 2,854,633 0 4,687
KIMCO REALTY CORP COM COM 49446R109 117,076 4,074,851 SH   DFND 1 4,072,390 0 2,461
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KINDER MORGAN INC COM 49456B101 270,480 15,174,712 SH   DFND 1 15,153,556 0 21,156
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KINDRED HEALTHCARE INC COM COM 494580103 6,619 535,990 SH   DFND 1 535,990 0 0
KINGOLD JEWELRY INC COM NEW 49579A204 39 31,306 SH   DFND 1 31,306 0 0
KIRBY CORP COM COM 497266106 19,783 328,135 SH   DFND 1 328,097 0 38
KIRKLAND'S INC COM 497498105 1,934 110,480 SH   DFND 1 110,480 0 0
KITE PHARMA INC COM 49803L109 12,983 282,806 SH   DFND 1 282,806 0 0
KITE REALTY GROUP TRUST COM NEW 49803T300 19,820 715,273 SH   DFND 1 715,273 0 0
KLA-TENCOR CORP COM COM 482480100 94,619 1,302,094 SH   DFND 1 1,300,405 0 1,689
KLX INC COM 482539103 1 56 SH   DFND 1 2 56 0 0
KLX INC COM 482539103 11,975 372,608 SH   DFND 1 372,608 0 0
KMG CHEMICALS INC COM 482564101 1,208 52,391 SH   DFND 1 52,391 0 0
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KNOWLES CORP COM 49926D109 7,444 564,816 SH   DFND 1 564,816 0 0
KOHLS CORP COM COM 500255104 72,263 1,553,568 SH   DFND 1 1,552,582 0 986
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KONGZHONG CORP-ADR SPONSORED ADR 50047P104 104 14,541 SH   DFND 1 14,541 0 0
KOPIN CORP COM COM 500600101 657 395,913 SH   DFND 1 395,913 0 0
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KORN FERRY INTL COM NEW COM NEW 500643200 13,829 488,836 SH   DFND 1 488,836 0 0
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KRAFT HEINZ CO/THE COM 500754106 395,079 5,038,839 SH   DFND 1 5,031,128 0 7,711
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KRISPY KREME DOUGHNUTS INC COM COM 501014104 36 2,339 SH   DFND 1 2 2,339 0 0
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KROGER CO COM COM 501044101 28 733 SH   DFND 1 2 733 0 0
KROGER CO COM COM 501044101 286,098 7,495,544 SH   DFND 1 7,485,288 0 10,256
KRONOS WORLDWIDE INC COM 50105F105 16 2,818 SH   DFND 1 2 2,818 0 0
KRONOS WORLDWIDE INC COM 50105F105 873 152,775 SH   DFND 1 150,176 0 2,599
KULICKE & SOFFA INDS INC COM COM 501242101 20 1,805 SH   DFND 1 2 1,805 0 0
KULICKE & SOFFA INDS INC COM COM 501242101 4,749 419,527 SH   DFND 1 419,527 0 0
KVH INDUSTRIES INC COM 482738101 913 95,635 SH   DFND 1 95,635 0 0
L BRANDS INC COM 501797104 187 2,137 SH   DFND 1 2 2,137 0 0
L BRANDS INC COM 501797104 177,406 2,024,489 SH   DFND 1 2,022,386 0 2,103
L-3 COMMUNICATIONS HLDGS IN COM COM 502424104 75,291 636,635 SH   DFND 1 635,944 0 691
LA JOLLA PHARMACEUTICAL CO COM COM PAR $.0001 2 503459604 1,988 95,082 SH   DFND 1 95,082 0 0
LA QUINTA HOLDINGS INC COM 50420D108 7,127 570,195 SH   DFND 1 570,195 0 0
LA Z BOY INC COM COM 505336107 13,081 489,208 SH   DFND 1 489,208 0 0
LABORATORY CORP AMER HLDGS COM NEW COM NEW 50540R409 98,931 846,284 SH   DFND 1 845,515 0 769
LACLEDE GROUP INC COM COM 505597104 20,190 298,022 SH   DFND 1 298,022 0 0
LADDER CAPITAL CORP-CLASS A CL A 505743104 3,939 316,446 SH   DFND 1 316,446 0 0
LADENBURG THALMANN FINANCIAL COM 50575Q102 1,651 660,561 SH   DFND 1 660,561 0 0
LAKE SUNAPEE BANK GROUP COM 510866106 300 21,504 SH   DFND 1 21,504 0 0
LAKELAND BANCORP INC COM COM 511637100 2,506 246,946 SH   DFND 1 246,946 0 0
LAKELAND FINL CORP COM COM 511656100 5,820 127,147 SH   DFND 1 127,147 0 0
LAKELAND INDUSTRIES INC COM 511795106 412 33,605 SH   DFND 1 33,605 0 0
LAM RESEARCH CORP COM COM 512807108 110,895 1,345,158 SH   DFND 1 1,342,457 0 2,701
LAM RESEARCH CORP COM COM 512807108 29 359 SH   DFND 1 2 359 0 0
LAMAR ADVERTISING CO CL A CL A 512816109 45,834 745,279 SH   DFND 1 743,640 0 1,639
LANCASTER COLONY CORP COM COM 513847103 15,399 139,271 SH   DFND 1 139,271 0 0
LANDAUER INC COM COM 51476K103 2,113 63,911 SH   DFND 1 63,911 0 0
LANDEC CORP COM 514766104 2,000 190,498 SH   DFND 1 190,498 0 0
LANDS END INC COM 51509F105 3,157 123,789 SH   DFND 1 123,662 0 127
LANDSTAR SYS INC COM COM 515098101 18,042 279,252 SH   DFND 1 279,252 0 0
LANNET INC COM COM 516012101 3,539 197,433 SH   DFND 1 197,293 0 140
LANTHEUS HOLDINGS INC COM 516544103 104 55,299 SH   DFND 1 55,299 0 0
LAREDO PETROLEUM HOLDINGS IN COM 516806106 6,048 762,725 SH   DFND 1 762,631 0 94
LAS VEGAS SANDS CORP COM 517834107 107,632 2,084,031 SH   DFND 1 2,079,112 0 4,919
LASALLE HOTEL PPTYS COM SH BEN INT COM SH BEN INT 517942108 23,820 941,161 SH   DFND 1 941,161 0 0
LATTICE SEMICONDUCTOR CORP COM COM 518415104 4,591 808,365 SH   DFND 1 808,365 0 0
LAUDER ESTEE COS INC CL A CL A 518439104 170,803 1,814,732 SH   DFND 1 1,810,770 0 3,962
LAWSON PRODS INC COM COM 520776105 785 40,123 SH   DFND 1 40,123 0 0
LAYN 8 05/01/19 NOTE 8.000% 5/0 521050AD6 7,920 8,000,000 PRN   DFND 1 2 8,000,000 0 0
LAYNE CHRISTENSEN COMPANY COM 521050104 728 101,261 SH   DFND 1 101,261 0 0
LAZARD GLOBAL TOTAL RET INCM COM 52106W103 601 48,353 PRN   DFND 1 2 48,353 0 0
LAZARD LTD SHS A G54050102 7 181 SH   DFND 1 2 181 0 0
LAZARD LTD SHS A G54050102 29,915 771,027 SH   DFND 1 769,857 0 1,170
LAZARD WORLD DIVIDEND & INC COM 521076109 310 34,438 SH   DFND 1 2 34,438 0 0
LCNB CORPORATION COM 50181P100 590 36,720 SH   DFND 1 36,720 0 0
LDR HOLDING CORP COM 50185U105 4,153 162,947 SH   DFND 1 162,947 0 0
LEAPFROG ENTERPRISES INC CL A CL A 52186N106 331 333,465 SH   DFND 1 333,465 0 0
LEAR CORP COM NEW 521865204 124 1,122 SH   DFND 1 2 1,122 0 0
LEAR CORP COM NEW 521865204 57,565 518,063 SH   DFND 1 516,679 0 1,384
LEE ENTERPRISES INC COM COM 523768109 461 256,513 SH   DFND 1 256,513 0 0
LEGACY RESERVES LP UNIT LP INT 524707304 21 22,409 SH   DFND 1 22,409 0 0
LEGACYTEXAS FINANCIAL GROUP INC COM 52471Y106 6,090 309,946 SH   DFND 1 309,946 0 0
LEGG MASON INC COM COM 524901105 1,600 46,152 SH   DFND 1 2 46,152 0 0
LEGG MASON INC COM COM 524901105 33,867 978,281 SH   DFND 1 973,831 0 4,450
LEGGETT & PLATT INC COM COM 524660107 52,403 1,084,978 SH   DFND 1 1,084,108 0 870
LEIDOS HOLDINGS INC COM 525327102 707 14,057 SH   DFND 1 2 14,057 0 0
LEIDOS HOLDINGS INC COM 525327102 20,582 409,039 SH   DFND 1 408,108 0 931
LEMAITRE VASCULAR INC COM 525558201 1,394 89,853 SH   DFND 1 89,853 0 0
LEMAITRE VASCULAR INC COM 525558201 369 23,797 SH   DFND 1 2 23,797 0 0
LENDINGCLUB CORP COM 52603A109 9,919 1,195,074 SH   DFND 1 1,191,819 0 3,255
LENDINGTREE INC COM 52603B107 7,100 72,621 SH   DFND 1 72,621 0 0
LENNAR CORP CL B CL B 526057302 545 14,089 SH   DFND 1 13,781 0 308
LENNAR CORP COM CL A 526057104 71,827 1,488,232 SH   DFND 1 1,487,326 0 906
LENNOX INTL INC COM COM 526107107 31,302 231,542 SH   DFND 1 231,055 0 487
LEUCADIA NATL CORP COM COM 527288104 59,251 3,669,910 SH   DFND 1 3,669,606 0 304
LEVEL 3 COMMUNICATIONS INC COM COM NEW 52729N308 125,448 2,378,450 SH   DFND 1 2,376,728 0 1,722
LEXICON GENETICS INC COM COM NEW 528872302 4,220 353,192 SH   DFND 1 353,192 0 0
LEXINGTON CORP PPTYS TR COM COM 529043101 12,252 1,424,695 SH   DFND 1 1,424,695 0 0
LEXMARK INTL NEW CL A CL A 529771107 13,245 396,226 SH   DFND 1 393,908 0 2,318
LEXMARK INTL NEW CL A CL A 529771107 668 20,000 SH   DFND 1 2 20,000 0 0
LGI HOMES INC COM 50187T106 2,345 96,885 SH   DFND 1 96,885 0 0
LGIH 4 1/4 11/15/19 NOTE 4.250%11/1 50187TAB2 13,467 10,720,000 PRN   DFND 1 2 10,720,000 0 0
LHC GROUP LLC COM 50187A107 3,428 96,402 SH   DFND 1 96,402 0 0
LHC GROUP LLC COM 50187A107 70 1,993 SH   DFND 1 2 1,993 0 0
LIBBEY INC COM COM 529898108 2,682 144,227 SH   DFND 1 144,227 0 0
LIBERTY BROADBAND A - W/I COM SER A 530307107 9,801 168,528 SH   DFND 1 168,524 0 4
LIBERTY BROADBAND C W/I COM SER C 530307305 25,489 439,858 SH   DFND 1 439,824 0 34
LIBERTY GLOBAL PLC - A SHS CL A G5480U104 56,900 1,478,925 SH   DFND 1 1,470,918 0 8,007
LIBERTY GLOBAL PLC-C SHS CL C G5480U120 127,262 3,390,140 SH   DFND 1 3,389,989 0 151
LIBERTY LILAC GROUP - CL C W/I LILAC SHS CL C G5480U153 6,648 175,503 SH   DFND 1 175,503 0 0
LIBERTY LILAC GRP-CL A W/I LILAC SHS CL A G5480U138 2,572 73,360 SH   DFND 1 73,360 0 0
LIBERTY MEDIA CORP CL A 531229102 27,566 713,883 SH   DFND 1 713,765 0 118
LIBERTY MEDIA CORP - C W/I COM SER C 531229300 47,707 1,253,266 SH   DFND 1 1,253,266 0 0
LIBERTY MEDIA-INTERACTIVE A COM QVC GP COM SER A 53071M104 79,358 3,144,335 SH   DFND 1 3,143,927 0 408
LIBERTY MEDIA-INTERACTIVE A COM QVC GP COM SER A 53071M104 27 1,108 SH   DFND 1 2 1,108 0 0
LIBERTY PPTY TR SH BEN INT SH BEN INT 531172104 39,539 1,182,104 SH   DFND 1 1,181,964 0 140
LIBERTY TAX INC CL A 53128T102 844 43,086 SH   DFND 1 43,086 0 0
LIBERTY TRIPADVISOR HDG-A INC COM SER A 531465102 10,452 471,704 SH   DFND 1 471,435 0 269
LIBERTY VENTURES - SER A LBT VENT COM A 53071M880 34,379 878,812 SH   DFND 1 878,096 0 716
LIFELOCK INC COM 53224V100 6,790 562,621 SH   DFND 1 562,621 0 0
LIFEPOINT HOSPITALS INC COM COM 53219L109 20,726 299,299 SH   DFND 1 299,288 0 11
LIFETIME BRANDS INC COM 53222Q103 1,054 69,975 SH   DFND 1 69,975 0 0
LIFEVANTAGE CORP COM NEW 53222K205 659 72,437 SH   DFND 1 72,437 0 0
LIFEWAY FOODS INC COM 531914109 359 33,233 SH   DFND 1 33,233 0 0
LIGAND PHARMACEUTICALS INC CL B COM NEW 53220K504 14,095 131,624 SH   DFND 1 131,624 0 0
LIGHTBRIDGE CORP COM 53224K104 37 66,578 SH   DFND 1 66,578 0 0
LIGHTPATH TECHNOLOGIES INC CL A CL A NEW 532257805 43 21,491 SH   DFND 1 21,491 0 0
LILIS ENERGY INC COM 532403102 57 335,103 SH   DFND 1 335,103 0 0
LILLY ELI & CO COM COM 532457108 25 361 SH   DFND 1 2 361 0 0
LILLY ELI & CO COM COM 532457108 602,696 8,385,704 SH   DFND 1 8,374,503 0 11,201
LIMELIGHT NETWORKS INC -REDH COM 53261M104 742 410,366 SH   DFND 1 410,366 0 0
LIMONEIRA CO COM 532746104 1,083 71,283 SH   DFND 1 71,283 0 0
LINCOLN EDUCATIONAL SERVICES COM 533535100 281 113,403 SH   DFND 1 113,403 0 0
LINCOLN ELEC HLDGS INC COM COM 533900106 25,240 430,945 SH   DFND 1 430,414 0 531
LINCOLN NATL CORP IND COM COM 534187109 84,325 2,155,109 SH   DFND 1 2,148,719 0 6,390
LINCOLN NATL CORP IND COM COM 534187109 64 1,644 SH   DFND 1 2 1,644 0 0
LINDBLAD EXPEDITIONS HOLDINGS COM 535219109 1,336 134,487 SH   DFND 1 134,487 0 0
LINDSAY MFG CO COM COM 535555106 5,331 74,449 SH   DFND 1 74,449 0 0
LINEAR TECHNOLOGY CORP COM COM 535678106 96,409 2,167,497 SH   DFND 1 2,164,418 0 3,079
LINKEDIN CORP - A COM CL A 53578A108 114 1,004 SH   DFND 1 2 1,004 0 0
LINKEDIN CORP - A COM CL A 53578A108 77,042 674,155 SH   DFND 1 673,035 0 1,120
LINN CO LLC COM SHS LTD INT 535782106 11 32,952 SH   DFND 1 32,952 0 0
LINN ENERGY LLC-UNITS UNIT LTD LIAB 536020100 47 132,606 SH   DFND 1 132,606 0 0
LINN ENERGY LLC-UNITS UNIT LTD LIAB 536020100 42 119,332 SH   DFND 1 2 119,332 0 0
LION BIOTECHNOLOGIES INC COM 53619R102 1,624 319,759 SH   DFND 1 319,759 0 0
LIONBRIDGE TECHNOLOGIES INC COM COM 536252109 2,015 398,355 SH   DFND 1 398,355 0 0
LIONS GATE ENTERTAINMENT CORP COM NEW 535919203 12,320 563,851 SH   DFND 1 563,851 0 0
LIONS GATE ENTERTAINMENT CORP COM NEW 535919203 218 10,000 SH   DFND 1 2 10,000 0 0
LIPOCINE INC COM 53630X104 903 88,967 SH   DFND 1 88,967 0 0
LIQTECH INTERNATIONAL INC COM 53632A102 64 90,569 SH   DFND 1 90,569 0 0
LIQUIDITY SERVICES, INC. COM 53635B107 109 21,154 SH   DFND 1 2 21,154 0 0
LIQUIDITY SERVICES, INC. COM 53635B107 863 166,737 SH   DFND 1 166,737 0 0
LITHIA MTRS INC CL A CL A 536797103 13,051 149,455 SH   DFND 1 149,455 0 0
LITTELFUSE INC COM COM 537008104 37 305 SH   DFND 1 2 305 0 0
LITTELFUSE INC COM COM 537008104 18,974 154,130 SH   DFND 1 154,130 0 0
LIVANOVA PLC SHS G5509L101 20,100 372,375 SH   DFND 1 372,375 0 0
LIVE NATION ENTERTAINMENT, INC. COM 538034109 19,159 858,779 SH   DFND 1 858,669 0 110
LIVE OAK BANCSHARES INC COM 53803X105 599 39,981 SH   DFND 1 39,981 0 0
LIVE VENTURES INC COM 538142100 118 85,426 SH   DFND 1 85,426 0 0
LIVEPERSON INC COM 538146101 2,061 352,420 SH   DFND 1 352,420 0 0
LIVEPERSON INC COM 538146101 55 9,434 SH   DFND 1 2 9,434 0 0
LKQ CORP COM 501889208 63,199 1,980,374 SH   DFND 1 1,979,954 0 420
LLOYDS TSB GROUP PLC SPONSORED ADR SPONSORED ADR 539439109 1,057 267,682 SH   DFND 1 157,531 0 110,151
LMI AEROSPACE INC COM 502079106 464 54,641 SH   DFND 1 54,641 0 0
LNKD 0 1/2 11/01/19 NOTE 0.500%11/0 53578AAB4 3,622 4,000,000 PRN   DFND 1 2 4,000,000 0 0
LOCKHEED MARTIN CORP COM COM 539830109 148 671 SH   DFND 1 2 671 0 0
LOCKHEED MARTIN CORP COM COM 539830109 503,120 2,275,790 SH   DFND 1 2,272,624 0 3,166
LOEWS CORP COM COM 540424108 85,019 2,226,561 SH   DFND 1 2,225,226 0 1,335
LOGITECH INTERNATIONAL - REG SHS H50430232 1,042 65,528 SH   DFND 1 65,528 0 0
LOGMEIN INC COM 54142L109 8,662 171,680 SH   DFND 1 171,680 0 0
LOGMEIN INC COM 54142L109 54 1,089 SH   DFND 1 2 1,089 0 0
LORAL SPACE & COMMUNICATION COM COM 543881106 3,240 92,246 SH   DFND 1 92,246 0 0
LOUISIANA PAC CORP COM COM 546347105 15,545 908,007 SH   DFND 1 908,007 0 0
LOUISIANA PAC CORP COM COM 546347105 3 232 SH   DFND 1 2 232 0 0
LOWES COS INC COM COM 548661107 593,514 7,850,217 SH   DFND 1 7,838,018 0 12,199
LOXO ONCOLOGY INC COM 548862101 1,560 57,068 SH   DFND 1 57,068 0 0
LPATH INC - CLASS A COM NEW 548910306 13 73,679 SH   DFND 1 73,679 0 0
LPL INVESTMENT HOLDINGS INC COM 50212V100 62 2,531 SH   DFND 1 2 2,531 0 0
LPL INVESTMENT HOLDINGS INC COM 50212V100 12,442 501,702 SH   DFND 1 501,689 0 13
LRAD CORP COM 50213V109 238 143,413 SH   DFND 1 143,413 0 0
LSB INDUSTRIES INC COM 502160104 1,503 117,954 SH   DFND 1 117,954 0 0
LSI INDS INC COM COM 50216C108 72 6,188 SH   DFND 1 2 6,188 0 0
LSI INDS INC COM COM 50216C108 1,849 157,427 SH   DFND 1 157,427 0 0
LTC PPTYS INC COM COM 502175102 14,211 314,130 SH   DFND 1 314,130 0 0
LTC PPTYS INC COM COM 502175102 22 496 SH   DFND 1 2 496 0 0
LUBYS INC COM COM 549282101 303 62,611 SH   DFND 1 62,611 0 0
LULULEMON ATHLETICA INC COM 550021109 51,825 765,820 SH   DFND 1 764,904 0 916
LUMBER LIQUIDATORS HOLDINGS IN COM 55003T107 2,139 163,058 SH   DFND 1 163,058 0 0
LUMENTUM HOLDINGS INC COM 55024U109 8,550 317,033 SH   DFND 1 315,023 0 2,010
LUMINEX CORP DEL COM COM 55027E102 6,070 312,911 SH   DFND 1 312,911 0 0
LUMINEX CORP DEL COM COM 55027E102 261 13,478 SH   DFND 1 2 13,478 0 0
LUMOS NETWORKS CORP COM 550283105 1,841 143,390 SH   DFND 1 143,390 0 0
LUNA INNOVATIONS INC COM 550351100 43 41,071 SH   DFND 1 41,071 0 0
LUXFER HOLDINGS PLC-ADR SPONSORED ADR 550678106 305 28,808 SH   DFND 1 2 28,808 0 0
LUXOFT HOLDING INC ORD SHS CL A G57279104 1,083 19,698 SH   DFND 1 19,698 0 0
LYDALL INC DEL COM COM 550819106 3,505 107,793 SH   DFND 1 107,793 0 0
LYONDELLBASELL INDU-CL A SHS - A - N53745100 270,010 3,160,867 SH   DFND 1 3,154,955 0 5,912
LYONDELLBASELL INDU-CL A SHS - A - N53745100 383 4,480 SH   DFND 1 2 4,480 0 0
M & T BK CORP COM COM 55261F104 144,220 1,301,841 SH   DFND 1 1,299,650 0 2,191
M D C HLDGS INC COM COM 552676108 6,415 256,024 SH   DFND 1 256,024 0 0
M SMUCKER CO/THE-NEW COM COM NEW 832696405 127,279 982,229 SH   DFND 1 980,722 0 1,507
M/I HOMES INC COM 55305B101 3,070 164,643 SH   DFND 1 164,643 0 0
MA-COM TECHNOLOGY SOLUTIONS COM 55405Y100 6,398 146,115 SH   DFND 1 146,115 0 0
MACATAWA BK CORP COM COM 554225102 691 110,635 SH   DFND 1 110,635 0 0
MACERICH CO COM COM 554382101 105,435 1,332,719 SH   DFND 1 1,331,401 0 1,318
MACK CALI RLTY CORP COM COM 554489104 17,633 750,360 SH   DFND 1 750,360 0 0
MACQUARIE INFRASTRUCTURE CO COM 55608B105 29,274 434,087 SH   DFND 1 434,084 0 3
MACROGENICS INC COM 556099109 3,815 203,504 SH   DFND 1 203,504 0 0
MACY'S INC COM 55616P104 117,027 2,659,378 SH   DFND 1 2,653,826 0 5,552
MADDEN STEVEN LTD COM COM 556269108 14,722 397,483 SH   DFND 1 397,483 0 0
MADISON SQUARE GARDEN CO/THE CL A 55825T103 20,431 122,813 SH   DFND 1 122,672 0 141
MAGELLAN HEALTH INC COM NEW 559079207 16,727 246,253 SH   DFND 1 246,253 0 0
MAGELLAN HEALTH INC COM NEW 559079207 464 6,842 SH   DFND 1 2 6,842 0 0
MAGELLAN PETROLEUM CORP COM NEW 559091608 27 26,001 SH   DFND 1 26,001 0 0
MAGIC SOFTWARE ENTERPRISES ORD 559166103 150 22,249 SH   DFND 1 22,249 0 0
MAGICJACK VOCALTEC LTD SHS M6787E101 359 54,848 SH   DFND 1 2 54,848 0 0
MAGICJACK VOCALTEC LTD SHS M6787E101 50 7,625 SH   DFND 1 7,625 0 0
MAGNEGAS CORP COM NEW 55939L202 150 144,434 SH   DFND 1 144,434 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 5,013 387,437 SH   DFND 1 385,030 0 2,407
MAINSOURCE FINANCIAL GP INC COM COM 56062Y102 3,153 149,527 SH   DFND 1 149,527 0 0
MAJESCO COM 56068V102 319 52,545 SH   DFND 1 52,545 0 0
MAJESCO ENTERTAINMENT CO COM PAR $.001 560690307 140 165,697 SH   DFND 1 165,697 0 0
MAKEMYTRIP LTD SHS V5633W109 314 17,388 SH   DFND 1 17,388 0 0
MALIBU BOATS INC CLASS A COM CL A 56117J100 1,933 117,900 SH   DFND 1 117,900 0 0
MALLINCKRODT PLC SHS G5785G107 259 4,231 SH   DFND 1 2 4,231 0 0
MALLINCKRODT PLC SHS G5785G107 55,687 910,599 SH   DFND 1 910,407 0 192
MANHATTAN ASSOCS INC COM COM 562750109 51 904 SH   DFND 1 2 904 0 0
MANHATTAN ASSOCS INC COM COM 562750109 27,846 489,648 SH   DFND 1 489,648 0 0
MANITEX INTERNATIONAL INC COM 563420108 325 62,202 SH   DFND 1 62,202 0 0
MANITOWOC FOODSERVICE INC COM 563568104 12,489 847,327 SH   DFND 1 847,327 0 0
MANITOWOC FOODSERVICE INC COM 563568104 221 15,000 SH   DFND 1 2 15,000 0 0
MANITOWOC INC COM COM 563571108 3,589 829,016 SH   DFND 1 829,016 0 0
MANITOWOC INC COM COM 563571108 130 30,100 SH   DFND 1 2 30,100 0 0
MANNING & NAPIER INC CL A 56382Q102 784 97,170 SH   DFND 1 94,801 0 2,369
MANNKIND CORP COM COM 56400P201 2,950 1,832,708 SH   DFND 1 1,832,708 0 0
MANPOWER INC COM COM 56418H100 37,501 460,817 SH   DFND 1 460,560 0 257
MANTECH INTL CORP CL A CL A 564563104 24 752 SH   DFND 1 2 752 0 0
MANTECH INTL CORP CL A CL A 564563104 5,808 181,560 SH   DFND 1 181,307 0 253
MARATHON OIL CORP COM COM 565849106 76,733 6,901,512 SH   DFND 1 6,885,751 0 15,761
MARATHON PATENT GROUP INC COM NEW 56585W203 88 44,662 SH   DFND 1 44,662 0 0
MARATHON PETROLEUM CORP - W/I COM 56585A102 266 7,181 SH   DFND 1 2 7,181 0 0
MARATHON PETROLEUM CORP - W/I COM 56585A102 171,250 4,614,703 SH   DFND 1 4,608,503 0 6,200
MARCHEX INC-CLASS B CL B 56624R108 856 192,458 SH   DFND 1 191,273 0 1,185
MARCUS & MILLICHAP INC COM 566324109 3,194 125,810 SH   DFND 1 125,810 0 0
MARCUS & MILLICHAP INC COM 566324109 137 5,405 SH   DFND 1 2 5,405 0 0
MARCUS CORP COM COM 566330106 2,426 128,029 SH   DFND 1 128,029 0 0
MARIN SOFTWARE INC COM 56804T106 303 100,558 SH   DFND 1 100,558 0 0
MARINE PRODS CORP COM COM 568427108 343 45,247 SH   DFND 1 45,247 0 0
MARINEMAX INC COM COM 567908108 3,316 170,362 SH   DFND 1 170,362 0 0
MARINUS PHARMACEUTICALS INC COM 56854Q101 279 51,924 SH   DFND 1 51,924 0 0
MARKEL CORP COM COM 570535104 75,625 84,872 SH   DFND 1 84,859 0 13
MARKETAXESS HOLDINGS INC COM 57060D108 32,141 257,486 SH   DFND 1 257,486 0 0
MARKETAXESS HOLDINGS INC COM 57060D108 119 960 SH   DFND 1 2 960 0 0
MARKETO INC COM 57063L107 4,990 254,997 SH   DFND 1 254,997 0 0
MARKETO INC COM 57063L107 5 304 SH   DFND 1 2 304 0 0
MARKIT LTD SHS G58249106 2,884 81,603 SH   DFND 1 81,603 0 0
MARLIN BUSINESS SERVICES INC COM 571157106 67 4,726 SH   DFND 1 2 4,726 0 0
MARLIN BUSINESS SERVICES INC COM 571157106 1,587 110,951 SH   DFND 1 110,951 0 0
MARRIOTT INTL INC NEW CL A CL A 571903202 114,989 1,618,619 SH   DFND 1 1,614,865 0 3,754
MARRIOTT INTL INC NEW CL A CL A 571903202 77 1,088 SH   DFND 1 2 1,088 0 0
MARRIOTT VACATIONS WORLD W/I COM 57164Y107 14,587 216,109 SH   DFND 1 216,109 0 0
MARRONE BIO INNOVATIONS INC COM 57165B106 68 76,501 SH   DFND 1 76,501 0 0
MARSH & MCLENNAN COS INC COM COM 571748102 8 138 SH   DFND 1 2 138 0 0
MARSH & MCLENNAN COS INC COM COM 571748102 263,200 4,338,236 SH   DFND 1 4,332,706 0 5,530
MARTEN TRANSPORT LTD COM 573075108 3,307 176,674 SH   DFND 1 176,674 0 0
MARTIN MARIETTA MATLS INC COM COM 573284106 84,948 533,584 SH   DFND 1 532,953 0 631
MARTIN MIDSTREAM PARTNERS LP UNIT L P INT 573331105 100 5,018 SH   DFND 1 2 5,018 0 0
MARTIN MIDSTREAM PARTNERS LP UNIT L P INT 573331105 279 13,920 SH   DFND 1 13,920 0 0
MARVELL TECHNOLOGY GROUP LT ORD ORD G5876H105 32,040 3,109,252 SH   DFND 1 3,107,050 0 2,202
MASCO CORP COM COM 574599106 82,720 2,635,785 SH   DFND 1 2,633,886 0 1,899
MASIMO CORP -REDH COM 574795100 17,838 426,362 SH   DFND 1 426,362 0 0
MASONITE INTERNATIONAL CORP COM 575385109 12,247 186,980 SH   DFND 1 186,980 0 0
MAST THERAPEUTICS INC COM 576314108 185 678,116 SH   DFND 1 678,116 0 0
MASTEC INC COM COM 576323109 8,178 404,098 SH   DFND 1 404,098 0 0
MASTERCARD INC CL A 57636Q104 808,899 8,575,951 SH   DFND 1 8,563,972 0 11,979
MATADOR RESOURCES CO COM 576485205 10,375 547,252 SH   DFND 1 547,252 0 0
MATCH GROUP INC COM 57665R106 2,448 221,387 SH   DFND 1 221,311 0 76
MATERION CORP COM 576690101 77 2,933 SH   DFND 1 2 2,933 0 0
MATERION CORP COM 576690101 3,616 136,588 SH   DFND 1 136,588 0 0
MATRIX SERVICE CO COM 576853105 137 7,767 SH   DFND 1 2 7,767 0 0
MATRIX SERVICE CO COM 576853105 6,154 347,714 SH   DFND 1 347,714 0 0
MATSON INC COM 57686G105 15,424 383,981 SH   DFND 1 383,981 0 0
MATTEL INC COM COM 577081102 97,809 2,914,904 SH   DFND 1 2,905,303 0 9,601
MATTERSIGHT CORP COM 577097108 274 68,443 SH   DFND 1 68,443 0 0
MATTHEWS INTL CORP CL A CL A 577128101 12,285 238,684 SH   DFND 1 238,684 0 0
MATTRESS FIRM HOLDING CORP COM 57722W106 6,265 147,813 SH   DFND 1 147,813 0 0
MATTSON TECHNOLOGY INC COM COM 577223100 1,823 499,561 SH   DFND 1 499,561 0 0
MAUI LD & PINEAPPLE INC COM COM 577345101 288 49,253 SH   DFND 1 49,253 0 0
MAXIM INTEGRATED PRODS INC COM COM 57772K101 67,302 1,830,828 SH   DFND 1 1,827,861 0 2,967
MAXIMUS INC COM COM 577933104 25,688 488,009 SH   DFND 1 488,009 0 0
MAXLINEAR INC-CLASS A CL A 57776J100 6,443 348,281 SH   DFND 1 348,281 0 0
MAXPOINT INTERACTIVE INC COM 57777M102 81 46,181 SH   DFND 1 46,181 0 0
MAXWELL TECHNOLOGIES INC COM COM 577767106 1,046 176,224 SH   DFND 1 176,224 0 0
MB FINANCIAL INC NEW COM COM 55264U108 16,179 498,589 SH   DFND 1 498,589 0 0
MBIA INC COM COM 55262C100 8,179 924,221 SH   DFND 1 924,221 0 0
MBT FINANCIAL CORP COM 578877102 336 41,784 SH   DFND 1 41,784 0 0
MCBC HOLDINGS INC COM 55276F107 637 45,300 SH   DFND 1 45,300 0 0
MCCLATCHY CO CL A CL A 579489105 361 344,133 SH   DFND 1 344,133 0 0
MCCORMICK & CO INC COM NON VTG COM NON VTG 579780206 102,379 1,031,059 SH   DFND 1 1,030,340 0 719
MCDERMOTT INTL INC COM COM 580037109 6,614 1,617,344 SH   DFND 1 1,617,344 0 0
MCDONALDS CORP COM COM 580135101 977,173 7,789,916 SH   DFND 1 7,777,841 0 12,075
MCEWEN MINING INC COM 58039P107 9 5,110 SH   DFND 1 2 5,110 0 0
MCEWEN MINING INC COM 58039P107 2,350 1,250,199 SH   DFND 1 1,250,199 0 0
MCGRATH RENTCORP COM COM 580589109 0 14 SH   DFND 1 2 14 0 0
MCGRATH RENTCORP COM COM 580589109 4,102 163,567 SH   DFND 1 163,567 0 0
MCGRAW HILL COS INC COM COM 580645109 208,352 2,109,369 SH   DFND 1 2,105,574 0 3,795
MCHP 2 1/8 12/15/37 SDCV 2.125%12/1 595017AB0 5,968 3,000,000 PRN   DFND 1 2 3,000,000 0 0
MCKESSON CORP COM COM 58155Q103 297,829 1,897,745 SH   DFND 1 1,895,596 0 2,149
MDC PARTNERS INC CL A SUB VTG 552697104 1,571 66,576 SH   DFND 1 66,576 0 0
MDCO 2 1/2 01/15/22 NOTE 2.500% 1/1 584688AE5 1,130 1,000,000 PRN   DFND 1 2 1,000,000 0 0
MDU RES GROUP INC COM COM 552690109 23,363 1,200,606 SH   DFND 1 1,199,951 0 655
MEAD JOHNSON NUTRITION COM 582839106 134,026 1,580,432 SH   DFND 1 1,578,452 0 1,980
MEDGENICS COM NEW 58436Q203 786 178,743 SH   DFND 1 178,743 0 0
MEDIA GEN INC CL A COM 58441K100 9,914 607,878 SH   DFND 1 607,878 0 0
MEDICAL PROPERTIES TRUST INC COM 58463J304 20,035 1,543,540 SH   DFND 1 1,543,540 0 0
MEDICINES CO COM COM 584688105 15,434 485,829 SH   DFND 1 485,829 0 0
MEDICINOVA INC COM NEW 58468P206 1,072 146,171 SH   DFND 1 146,171 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 14,799 382,319 SH   DFND 1 382,319 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 68 1,757 SH   DFND 1 2 1,757 0 0
MEDIFAST INC COM 58470H101 712 23,608 SH   DFND 1 2 23,608 0 0
MEDIFAST INC COM 58470H101 2,173 71,993 SH   DFND 1 71,993 0 0
MEDIVATION INC COM 58501N101 47,034 1,023,551 SH   DFND 1 1,021,190 0 2,361
MEDLEY MANAGEMENT INC - A CL A COM 58503T106 59 10,733 SH   DFND 1 10,107 0 626
MEDNAX INC. COM 58502B106 36,966 572,404 SH   DFND 1 571,151 0 1,253
MEDTRONIC PLC SHS G5960L103 879,265 11,746,724 SH   DFND 1 11,723,407 0 23,317
MEDTRONIC PLC SHS G5960L103 27 361 SH   DFND 1 2 361 0 0
MEETME INC COM 585141104 728 256,682 SH   DFND 1 256,682 0 0
MEETME INC COM 585141104 743 261,934 SH   DFND 1 2 261,934 0 0
MEI PHARMA INC COM NEW 55279B202 161 127,915 SH   DFND 1 127,915 0 0
MELCO PBL ENTERTAINMENT-ADR ADR 585464100 3,728 228,044 SH   DFND 1 227,018 0 1,026
MELLANOX TECH LTD SHS M51363113 1,003 18,476 SH   DFND 1 18,476 0 0
MELLANOX TECH LTD SHS M51363113 139 2,564 SH   DFND 1 2 2,564 0 0
MEMORIAL PRODUCTION PARTNERS COM U REP LTD 586048100 77 36,382 SH   DFND 1 36,382 0 0
MEMORIAL RESOURCE DEVELOPMENT COM 58605Q109 13,046 1,281,598 SH   DFND 1 1,281,588 0 10
MENTOR GRAPHICS CORP COM COM 587200106 132 6,516 SH   DFND 1 2 6,516 0 0
MENTOR GRAPHICS CORP COM COM 587200106 15,004 738,058 SH   DFND 1 738,058 0 0
MERCADOLIBRE INC COM 58733R102 2,021 17,156 SH   DFND 1 17,156 0 0
MERCANTILE BANK CORP COM 587376104 2,344 104,588 SH   DFND 1 104,588 0 0
MERCER INTL INC SH BEN INT COM 588056101 2,505 265,102 SH   DFND 1 265,102 0 0
MERCER INTL INC SH BEN INT COM 588056101 247 26,208 SH   DFND 1 2 26,208 0 0
MERCHANTS BANCSHARES COM COM 588448100 1,746 58,719 SH   DFND 1 58,719 0 0
MERCK & CO INC COM COM 58933Y105 1,248,994 23,651,706 SH   DFND 1 23,617,000 0 34,706
MERCK & CO INC COM COM 58933Y105 228 4,328 SH   DFND 1 2 4,328 0 0
MERCURY COMPUTER SYS COM COM 589378108 5,233 257,795 SH   DFND 1 257,795 0 0
MERCURY COMPUTER SYS COM COM 589378108 347 17,128 SH   DFND 1 2 17,128 0 0
MERCURY GENL CORP NEW COM COM 589400100 12,425 223,877 SH   DFND 1 222,935 0 942
MEREDITH CORP COM COM 589433101 12,302 259,010 SH   DFND 1 258,635 0 375
MERIDIAN BANCORP INC COM 58958U103 5,694 409,096 SH   DFND 1 409,096 0 0
MERIDIAN BIOSCIENCE INC COM COM 589584101 23 1,125 SH   DFND 1 2 1,125 0 0
MERIDIAN BIOSCIENCE INC COM COM 589584101 6,969 338,145 SH   DFND 1 335,584 0 2,561
MERIT MED SYS INC COM COM 589889104 8,233 445,286 SH   DFND 1 445,286 0 0
MERITAGE HOMES CORP COM COM 59001A102 8,899 244,089 SH   DFND 1 244,089 0 0
MERITOR INC COM COM 59001K100 4,941 613,134 SH   DFND 1 613,134 0 0
MERRIMACK PHARMACEUTICALS INC COM 590328100 6,476 773,750 SH   DFND 1 773,750 0 0
MESA LABS INC COM COM 59064R109 1,968 20,426 SH   DFND 1 20,426 0 0
META FINANCIAL GROUP INC COM 59100U108 2,228 48,880 SH   DFND 1 48,880 0 0
METABOLIX INC COM NEW 591018882 68 35,990 SH   DFND 1 35,990 0 0
METALDYNE PERFORMANCE GROUP COM 59116R107 2,568 152,806 SH   DFND 1 152,806 0 0
METHANEX CORP COM COM 59151K108 1,146 35,665 SH   DFND 1 35,665 0 0
METHODE ELECTRS INC CL A COM 591520200 417 14,272 SH   DFND 1 2 14,272 0 0
METHODE ELECTRS INC CL A COM 591520200 10,964 374,983 SH   DFND 1 374,983 0 0
METLIFE INC COM COM 59156R108 393,696 8,977,373 SH   DFND 1 8,963,331 0 14,042
METTLER TOLEDO INTERNATIONA COM COM 592688105 62,016 179,972 SH   DFND 1 179,916 0 56
MFA MORTGAGE INVESTMENTS INC COM 55272X102 262 38,341 SH   DFND 1 2 38,341 0 0
MFA MORTGAGE INVESTMENTS INC COM 55272X102 33,011 4,819,155 SH   DFND 1 4,806,671 0 12,484
MFRI INC COM 552721102 100 14,425 SH   DFND 1 14,425 0 0
MGE ENERGY INC COM 55277P104 14,125 270,341 SH   DFND 1 270,341 0 0
MGIC INVT CORP WIS COM COM 552848103 16,862 2,198,544 SH   DFND 1 2,198,544 0 0
MGM RESORTS INTERNATIONAL COM 552953101 60,983 2,845,855 SH   DFND 1 2,842,649 0 3,206
MGM RESORTS INTERNATIONAL COM 552953101 188 8,789 SH   DFND 1 2 8,789 0 0
MGP INGREDIENTS INC COM 55303J106 2,145 88,506 SH   DFND 1 88,506 0 0
MICHAEL KORS HOLDINGS LTD SHS G60754101 158 2,776 SH   DFND 1 2 2,776 0 0
MICHAEL KORS HOLDINGS LTD SHS G60754101 100,076 1,759,920 SH   DFND 1 1,758,127 0 1,793
MICHAELS COS INC COM 59408Q106 6 218 SH   DFND 1 2 218 0 0
MICHAELS COS INC COM 59408Q106 20,118 719,276 SH   DFND 1 718,700 0 576
MICROCHIP TECHNOLOGY INC COM COM 595017104 81,609 1,696,460 SH   DFND 1 1,693,223 0 3,237
MICRON TECHNOLOGY INC COM COM 595112103 90,815 8,691,053 SH   DFND 1 8,677,410 0 13,643
MICRON TECHNOLOGY INC COM COM 595112103 104 10,000 SH   DFND 1 2 10,000 0 0
MICRONET ENERTEC TECHNOLOGIES COM 595117102 24 11,589 SH   DFND 1 11,589 0 0
MICROSEMI CORP COM COM 595137100 31,270 816,236 SH   DFND 1 816,236 0 0
MICROSOFT CORP COM COM 594918104 3,892,598 70,608,681 SH   DFND 1 70,519,172 0 89,509
MICROSOFT CORP COM COM 594918104 264 4,795 SH   DFND 1 2 4,795 0 0
MICROSTRATEGY INC CL A CL A NEW 594972408 13,467 74,934 SH   DFND 1 74,934 0 0
MICROVISION INC WASH COM COM NEW 594960304 450 240,887 SH   DFND 1 240,887 0 0
MID-AMER APT CMNTYS INC COM COM 59522J103 59,868 585,976 SH   DFND 1 585,873 0 103
MIDDLEBURG FINANCIAL CORP COM 596094102 379 17,572 SH   DFND 1 17,572 0 0
MIDDLEBY CORP COM COM 596278101 38,468 360,294 SH   DFND 1 360,081 0 213
MIDDLESEX WATER CO COM COM 596680108 3,881 125,807 SH   DFND 1 125,807 0 0
MIDSOUTH BANCORP INC COM 598039105 299 39,200 SH   DFND 1 39,200 0 0
MIDWESTONE FINANCIAL GROUP INC COM 598511103 1,371 49,955 SH   DFND 1 49,955 0 0
MILACRON HOLDINGS CORP COM 59870L106 1,884 114,303 SH   DFND 1 114,303 0 0
MILESTONE SCIENTIFIC INC COM NEW 59935P209 67 45,410 SH   DFND 1 45,410 0 0
MILLER HERMAN INC COM COM 600544100 14,458 468,050 SH   DFND 1 468,050 0 0
MILLER INDS INC TENN COM NEW COM NEW 600551204 1,409 69,484 SH   DFND 1 69,484 0 0
MIMECAST LTD ORD SHS G14838109 205 21,159 SH   DFND 1 21,159 0 0
MIMEDX GROUP INC COM 602496101 7,028 804,186 SH   DFND 1 804,186 0 0
MINDBODY INC - CLASS A COM CL A 60255W105 895 67,153 SH   DFND 1 67,153 0 0
MINERALS TECHNOLOGIES INC COM COM 603158106 15,684 275,885 SH   DFND 1 275,885 0 0
MINERVA NEUROSCIENCES INC COM 603380106 216 35,336 SH   DFND 1 35,336 0 0
MINES MANAGEMENT INC COM 603432105 44 93,274 SH   DFND 1 93,274 0 0
MIRATI THERAPEUTICS INC COM 60468T105 2,185 102,128 SH   DFND 1 102,128 0 0
MISONIX INC COM COM 604871103 146 24,082 SH   DFND 1 24,082 0 0
MISTRAS GROUP INC COM 60649T107 2,646 106,830 SH   DFND 1 106,830 0 0
MITCHAM INDS INC COM COM 606501104 205 67,068 SH   DFND 1 67,068 0 0
MITEK SYS INC COM NEW COM NEW 606710200 1,161 177,559 SH   DFND 1 177,559 0 0
MITEK SYS INC COM NEW COM NEW 606710200 172 26,406 SH   DFND 1 2 26,406 0 0
MITEL NETWORKS CORP COM 60671Q104 414 50,671 SH   DFND 1 50,671 0 0
MITSUBISHI UFJ FINANCIAL GROUP SPONSORED ADR 606822104 99 21,778 SH   DFND 1 6,469 0 15,309
MIZUHO FINANICAL GROUP INC SPONSORED ADR 60687Y109 77 26,260 SH   DFND 1 2,612 0 23,648
MKS INSTRUMENT INC COM COM 55306N104 18,831 500,167 SH   DFND 1 500,167 0 0
MOBILE IRON INC COM NEW 60739U204 1,245 275,636 SH   DFND 1 275,636 0 0
MOBILE MINI INC COM COM 60740F105 10,108 306,120 SH   DFND 1 305,969 0 151
MOBILEYE NV ORD SHS N51488117 4,866 130,816 SH   DFND 1 130,104 0 712
MOCON INC COM COM 607494101 144 10,448 SH   DFND 1 10,448 0 0
MODEL N INC COM 607525102 1,317 122,369 SH   DFND 1 122,369 0 0
MODINE MFG CO COM COM 607828100 3,394 308,307 SH   DFND 1 308,307 0 0
MODUSLINK GLOBAL SOLUTIONS INC COM NEW 60786L206 324 220,628 SH   DFND 1 220,628 0 0
MOELIS & CO CL A 60786M105 3,496 123,844 SH   DFND 1 123,677 0 167
MOH 1 1/8 01/15/20 NOTE 1.125% 1/1 60855RAC4 11,515 7,000,000 PRN   DFND 1 2 7,000,000 0 0
MOHAWK INDS INC COM COM 608190104 96,308 505,530 SH   DFND 1 504,509 0 1,021
MOLINA HEALTHCARE INC COM 60855R100 26,779 415,258 SH   DFND 1 415,008 0 250
MOLINA HEALTHCARE INC COM 60855R100 837 12,985 SH   DFND 1 2 12,985 0 0
MOLSON COORS BREWING CO -B CL B 60871R209 142,068 1,480,123 SH   DFND 1 1,478,744 0 1,379
MOMENTA PHARMACEUTICALS INC COM COM 60877T100 3,931 425,511 SH   DFND 1 425,511 0 0
MOMO INC - ADR ADR 60879B107 205 18,305 SH   DFND 1 18,305 0 0
MONARCH CASINO & RESORT INC COM COM 609027107 1,361 69,977 SH   DFND 1 69,977 0 0
MONARCH FINANCIAL HOLDINGS INC COM 60907Q100 459 27,689 SH   DFND 1 27,689 0 0
MONDELEZ INTERNATIONAL INC CL A 609207105 546,750 13,653,712 SH   DFND 1 13,636,127 0 17,585
MONDELEZ INTERNATIONAL INC CL A 609207105 27 685 SH   DFND 1 2 685 0 0
MONEYGRAM INTERNATIONAL, INC. COM NEW 60935Y208 1,420 232,116 SH   DFND 1 232,116 0 0
MONMOUTH REAL ESTATE INVT C CL A CL A 609720107 5,436 457,261 SH   DFND 1 457,261 0 0
MONOGRAM RESIDENTIAL TRUST I COM 60979P105 13,663 1,385,713 SH   DFND 1 1,385,713 0 0
MONOLITHIC POWER SYSTEMS INC COM 609839105 16,231 255,051 SH   DFND 1 255,051 0 0
MONOTYPE IMAGING HLDGS -REDH COM 61022P100 7,668 320,586 SH   DFND 1 320,586 0 0
MONRO MUFFLER BRAKE INC COM COM 610236101 15,966 223,407 SH   DFND 1 223,407 0 0
MONSANTO CO NEW COM COM 61166W101 24 276 SH   DFND 1 2 276 0 0
MONSANTO CO NEW COM COM 61166W101 325,598 3,718,177 SH   DFND 1 3,712,834 0 5,343
MONSTER BEVERAGE CORP COM 61174X109 176,723 1,327,398 SH   DFND 1 1,326,110 0 1,288
MONSTER WORLDWIDE INC COM 611742107 1,830 561,592 SH   DFND 1 561,592 0 0
MONSTER WORLDWIDE INC COM 611742107 640 196,593 SH   DFND 1 2 196,593 0 0
MOODYS CORP COM COM 615369105 85 885 SH   DFND 1 2 885 0 0
MOODYS CORP COM COM 615369105 132,645 1,376,514 SH   DFND 1 1,376,125 0 389
MOOG INC CL A CL A 615394202 15,589 341,284 SH   DFND 1 341,284 0 0
MOOG INC CL A CL A 615394202 80 1,760 SH   DFND 1 2 1,760 0 0
MORGAN STAN EMG MKT DEBT FD COM 61744H105 264 30,083 PRN   DFND 1 2 30,083 0 0
MORGAN STANLEY COM NEW 617446448 287 11,512 SH   DFND 1 2 11,512 0 0
MORGAN STANLEY COM NEW 617446448 328,295 13,151,444 SH   DFND 1 13,128,014 0 23,430
MORGAN STANLEY CHINA A SH FD COM 617468103 898 53,112 PRN   DFND 1 2 53,112 0 0
MORGANS HOTEL GROUP CO COM 61748W108 240 174,157 SH   DFND 1 174,157 0 0
MORGANS HOTEL GROUP CO COM 61748W108 101 73,255 SH   DFND 1 2 73,255 0 0
MORNINGSTAR INC COM 617700109 774 8,772 SH   DFND 1 2 8,772 0 0
MORNINGSTAR INC COM 617700109 20,639 233,826 SH   DFND 1 233,806 0 20
MOSAIC CO COM 61945C103 27 1,031 SH   DFND 1 2 1,031 0 0
MOSAIC CO COM 61945C103 82,158 3,048,630 SH   DFND 1 3,046,786 0 1,844
MOSYS INC COM 619718109 163 251,442 SH   DFND 1 251,442 0 0
MOTORCAR PARTS OF AMERICA IN COM 620071100 4,831 127,205 SH   DFND 1 127,205 0 0
MOTOROLA INC COM COM NEW 620076307 116,228 1,537,974 SH   DFND 1 1,536,531 0 1,443
MOUNTAIN PROVINCE DIAMONDS COM NEW 62426E402 217 58,082 SH   DFND 1 58,082 0 0
MOVADO GROUP INC COM COM 624580106 111 4,063 SH   DFND 1 2 4,063 0 0
MOVADO GROUP INC COM COM 624580106 6,721 244,147 SH   DFND 1 244,147 0 0
MRC GLOBAL COM 55345K103 8,436 642,065 SH   DFND 1 642,065 0 0
MRC GLOBAL COM 55345K103 0 34 SH   DFND 1 2 34 0 0
MRV COMMUNICATIONS INC COM COM NEW 553477407 212 23,435 SH   DFND 1 23,435 0 0
MSA SAFETY INC COM 553498106 10,098 208,854 SH   DFND 1 208,854 0 0
MSC INDL DIRECT INC CL A CL A 553530106 22,288 292,078 SH   DFND 1 291,629 0 449
MSCI INC-A COM 55354G100 44,940 607,009 SH   DFND 1 605,170 0 1,839
MSG NETWORKS INC CL A 553573106 1,169 67,657 SH   DFND 1 2 67,657 0 0
MSG NETWORKS INC CL A 553573106 20,164 1,166,276 SH   DFND 1 1,165,851 0 425
MTS SYS CORP COM COM 553777103 6,134 100,819 SH   DFND 1 100,819 0 0
MU 3 1/8 05/01/32 NOTE 3.125% 5/0 595112AX1 5,297 4,200,000 PRN   DFND 1 2 4,200,000 0 0
MUELLER INDS INC COM COM 624756102 11,192 380,435 SH   DFND 1 380,435 0 0
MUELLER WATER PRODUCTS INC-A COM SER A 624758108 9,972 1,009,315 SH   DFND 1 1,009,315 0 0
MULTI PACKAGING SOLUTIONS INTERNATIONAL LTD COM G6331W109 315 19,409 SH   DFND 1 19,409 0 0
MULTI-COLOR CORP COM 625383104 4,801 89,992 SH   DFND 1 89,493 0 499
MULTI-COLOR CORP COM 625383104 32 612 SH   DFND 1 2 612 0 0
MULTI-FINELINE ELECTRONIX IN COM 62541B101 1,472 63,429 SH   DFND 1 63,429 0 0
MURPHY OIL CORP COM COM 626717102 33,655 1,338,696 SH   DFND 1 1,333,221 0 5,475
MURPHY USA INC COM 626755102 15,017 244,392 SH   DFND 1 244,383 0 9
MUTUALFIRST FINL INC COM COM 62845B104 874 34,717 SH   DFND 1 34,717 0 0
MWW 3 1/2 10/15/19 NOTE 3.500%10/1 611742AB3 6,400 7,000,000 PRN   DFND 1 2 7,000,000 0 0
MYERS INDS INC COM COM 628464109 2,014 156,618 SH   DFND 1 156,618 0 0
MYLAN NV SHS EURO N59465109 29 628 SH   DFND 1 2 628 0 0
MYLAN NV SHS EURO N59465109 165,938 3,586,914 SH   DFND 1 3,581,533 0 5,381
MYOKARDIA INC COM 62857M105 682 63,701 SH   DFND 1 63,701 0 0
MYR GROUP INC/DELAWARE COM 55405W104 3,644 145,142 SH   DFND 1 145,142 0 0
MYRIAD GENETICS INC COM COM 62855J104 19,736 527,278 SH   DFND 1 527,278 0 0
MYRIAD GENETICS INC COM COM 62855J104 11 314 SH   DFND 1 2 314 0 0
N T T DOCOMO INC-ADR SPONS ADR 62942M201 1,039 45,658 SH   DFND 1 40,058 0 5,600
NABORS INDS INC COM SHS G6359F103 16,249 1,766,198 SH   DFND 1 1,761,037 0 5,161
NACCO INDS INC CL A CL A 629579103 1,791 31,199 SH   DFND 1 31,199 0 0
NANOMETRICS INC COM COM 630077105 2,621 165,494 SH   DFND 1 165,494 0 0
NANOSPHERE INC COM NEW 63009F204 19 24,637 SH   DFND 1 24,637 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 1,207 79,325 SH   DFND 1 79,325 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 18 1,221 SH   DFND 1 2 1,221 0 0
NANOVIRICIDES INC COM NEW 630087203 385 175,983 SH   DFND 1 175,983 0 0
NANTKWEST INC COM 63016Q102 726 88,365 SH   DFND 1 88,365 0 0
NAPCO SECURITY SYSTEMS INC COM 630402105 196 31,463 SH   DFND 1 31,463 0 0
NASDAQ OMX GROUP COM 631103108 67,093 1,012,666 SH   DFND 1 1,011,968 0 698
NASDAQ OMX GROUP COM 631103108 19 291 SH   DFND 1 2 291 0 0
NATERA INC COM 632307104 845 88,776 SH   DFND 1 88,776 0 0
NATHAN'S FAMOUS INC COM 632347100 866 19,883 SH   DFND 1 19,883 0 0
NATIONAL AMERICAN UNIVERSITY COM 63245Q105 45 32,070 SH   DFND 1 32,070 0 0
NATIONAL BANK HOLDINGS CORP - CLASS A CL A 633707104 6,449 316,311 SH   DFND 1 316,311 0 0
NATIONAL BANKSHARES INC/VA COM 634865109 1,418 41,333 SH   DFND 1 41,333 0 0
NATIONAL BEVERAGE CORP COM COM 635017106 5,007 118,335 SH   DFND 1 118,335 0 0
NATIONAL CINEMEDIA INC COM 635309107 6,444 423,707 SH   DFND 1 419,017 0 4,690
NATIONAL COMMERCE CORP COM 63546L102 513 21,748 SH   DFND 1 21,748 0 0
NATIONAL FUEL GAS CO N J COM COM 636180101 27,221 543,878 SH   DFND 1 543,851 0 27
NATIONAL GENERAL HLDGS COM 636220303 9,110 421,955 SH   DFND 1 421,955 0 0
NATIONAL GRID GROUP PLC SPONSORED ADR SPON ADR NEW 636274300 892 12,490 SH   DFND 1 4,927 0 7,563
NATIONAL HEALTH INVS INC COM COM 63633D104 15,324 230,371 SH   DFND 1 230,371 0 0
NATIONAL HEALTHCARE CORP COM COM 635906100 6,224 99,906 SH   DFND 1 99,906 0 0
NATIONAL INFO CONSORTIUM IN COM COM 62914B100 11 621 SH   DFND 1 2 621 0 0
NATIONAL INFO CONSORTIUM IN COM COM 62914B100 8,271 458,790 SH   DFND 1 458,790 0 0
NATIONAL INSTRS CORP COM COM 636518102 21,020 698,111 SH   DFND 1 698,028 0 83
NATIONAL INTERSTATE CORP COM 63654U100 2,809 93,889 SH   DFND 1 93,889 0 0
NATIONAL OILWELL VARCO INC COM COM 637071101 95,423 3,074,439 SH   DFND 1 3,067,266 0 7,173
NATIONAL PENN BANCSHARES IN COM COM 637138108 10,274 965,695 SH   DFND 1 964,290 0 1,405
NATIONAL PENN BANCSHARES IN COM COM 637138108 105 9,899 SH   DFND 1 2 9,899 0 0
NATIONAL PRESTO INDS INC COM COM 637215104 2,878 34,372 SH   DFND 1 34,372 0 0
NATIONAL RETAIL PROPERTIES INC COM COM 637417106 39,759 860,585 SH   DFND 1 860,585 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 4,331 204,329 SH   DFND 1 204,329 0 0
NATIONAL WESTN LIFE INS CO CL A CL A 638517102 3,835 16,629 SH   DFND 1 16,629 0 0
NATIONSTAR MORTGAGE HLDGS COM 63861C109 2,425 245,022 SH   DFND 1 245,022 0 0
NATIONSTAR MORTGAGE HLDGS COM 63861C109 13 1,328 SH   DFND 1 2 1,328 0 0
NATL RESEARCH CO CLASS A CL A 637372202 852 54,807 SH   DFND 1 54,807 0 0
NATURAL ALTERNATIVES INTL COM NEW 638842302 304 22,475 SH   DFND 1 22,475 0 0
NATURAL GAS SERVICES GROUP INC COM 63886Q109 1,847 85,395 SH   DFND 1 85,395 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 1,235 58,083 SH   DFND 1 58,083 0 0
NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 51 1,565 SH   DFND 1 2 1,565 0 0
NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 5,066 152,837 SH   DFND 1 152,629 0 208
NATURES SUNSHINE PRODS INC COM 639027101 548 57,168 SH   DFND 1 57,168 0 0
NATUS MEDICAL INC COM 639050103 10,438 271,628 SH   DFND 1 271,628 0 0
NAUTILUS INC COM 63910B102 7,593 393,026 SH   DFND 1 393,026 0 0
NAUTILUS INC COM 63910B102 562 29,123 SH   DFND 1 2 29,123 0 0
NAVIDEA BIOPHARMACEUTICALS INC COM 63937X103 779 825,766 SH   DFND 1 825,766 0 0
NAVIENT CORP COM 63938C108 47,570 3,980,002 SH   DFND 1 3,976,032 0 3,970
NAVIENT CORP COM 63938C108 132 11,069 SH   DFND 1 2 11,069 0 0
NAVIGANT CONSULTING INC COM COM 63935N107 4,926 311,591 SH   DFND 1 311,591 0 0
NAVIGATORS GROUP INC COM COM 638904102 7,262 86,596 SH   DFND 1 86,596 0 0
NAVIOS MARITIME ACQUISITION SHS Y62159101 173 108,890 SH   DFND 1 108,890 0 0
NAVIOS MARITIME HOLDINGS INC COM Y62196103 90 80,191 SH   DFND 1 79,546 0 645
NAVIOS MARITIME PARTNRS-REDH UNIT LPI Y62267102 97 78,515 SH   DFND 1 2 78,515 0 0
NAVISTAR INTL CORP NEW COM COM 63934E108 4,872 389,161 SH   DFND 1 389,161 0 0
NBT BANCORP INC COM COM 628778102 9,581 355,517 SH   DFND 1 355,517 0 0
NCI BUILDING SYS INC COM COM NEW 628852204 2,575 181,357 SH   DFND 1 181,357 0 0
NCI INC-CLASS A CL A 62886K104 329 23,545 SH   DFND 1 2 23,545 0 0
NCI INC-CLASS A CL A 62886K104 1,009 72,041 SH   DFND 1 72,041 0 0
NCR CORP NEW COM COM 62886E108 22,938 766,418 SH   DFND 1 766,379 0 39
NEENAH PAPER INC COM 640079109 7,139 112,152 SH   DFND 1 112,152 0 0
NEFF CORP-CLASS A COM CL A 640094207 774 104,083 SH   DFND 1 104,083 0 0
NEKTAR THERAPEUTICS COM 640268108 13,472 979,790 SH   DFND 1 979,790 0 0
NELNET INC-CL A CL A 64031N108 9,725 247,018 SH   DFND 1 247,018 0 0
NEOGEN CORP COM COM 640491106 12,959 257,398 SH   DFND 1 257,398 0 0
NEOGENOMICS COM NEW 64049M209 2,393 355,158 SH   DFND 1 355,158 0 0
NEONODE INC COM NEW 64051M402 363 178,404 SH   DFND 1 178,404 0 0
NEOPHOTONICS CORP COM 64051T100 218 15,545 SH   DFND 1 2 15,545 0 0
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NEOS THERAPEUTICS INC COM 64052L106 417 38,698 SH   DFND 1 38,698 0 0
NEOTHETICS INC COM 64066G101 21 35,902 SH   DFND 1 35,902 0 0
NEOVASC INC COM 64065J106 110 25,929 SH   DFND 1 25,929 0 0
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NEPTUNE TECH & BIORESSOURCES COM 64077P108 29 29,880 SH   DFND 1 29,880 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 163 17,782 SH   DFND 1 17,782 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 1,167 126,950 SH   DFND 1 2 126,950 0 0
NET ELEMENT INC COM 64111R102 84 268,202 SH   DFND 1 268,202 0 0
NETAPP INC COM 64110D104 75,775 2,781,488 SH   DFND 1 2,767,276 0 14,212
NETEASE.COM INC -ADR SPONSORED ADR 64110W102 7,272 50,853 SH   DFND 1 50,478 0 375
NETEASE.COM INC -ADR SPONSORED ADR 64110W102 219 1,532 SH   DFND 1 2 1,532 0 0
NETFLIX COM INC COM COM 64110L106 352,036 3,450,527 SH   DFND 1 3,445,907 0 4,620
NETGEAR INC COM 64111Q104 155 3,846 SH   DFND 1 2 3,846 0 0
NETGEAR INC COM 64111Q104 12,387 306,845 SH   DFND 1 306,845 0 0
NETLIST INC COM 64118P109 355 259,588 SH   DFND 1 259,588 0 0
NETSCOUT SYS INC COM COM 64115T104 15,157 659,890 SH   DFND 1 659,890 0 0
NETSOL INTERNATIONAL INC COM COM PAR $.001 64115A402 366 52,458 SH   DFND 1 52,458 0 0
NETSUITE INC-REDH COM 64118Q107 15,395 224,944 SH   DFND 1 224,626 0 318
NEURALSTEM INC COM 64127R302 370 493,517 SH   DFND 1 493,517 0 0
NEUROCRINE BIOSCIENCES INC COM COM 64125C109 23,056 582,969 SH   DFND 1 582,740 0 229
NEUSTAR INC-CLASS A CL A 64126X201 12,885 523,797 SH   DFND 1 523,797 0 0
NEUSTAR INC-CLASS A CL A 64126X201 21 882 SH   DFND 1 2 882 0 0
NEVRO CORP COM 64157F103 5,044 89,667 SH   DFND 1 89,667 0 0
NEVSUN RESOURCES COM 64156L101 44 13,824 SH   DFND 1 2 13,824 0 0
NEW FIRSTSERVICE CORP SUB VTG SH 33767E103 578 14,087 SH   DFND 1 14,087 0 0
NEW JERSEY RES COM COM 646025106 21,574 592,209 SH   DFND 1 591,929 0 280
NEW MEDIA INVESTMENT GROUP COM 64704V106 4,389 263,818 SH   DFND 1 262,218 0 1,600
NEW MEDIA INVESTMENT GROUP COM 64704V106 19 1,167 SH   DFND 1 2 1,167 0 0
NEW ORIENTAL ED & TECH -REDH SPON ADR 647581107 69 1,996 SH   DFND 1 2 1,996 0 0
NEW ORIENTAL ED & TECH -REDH SPON ADR 647581107 1,304 38,030 SH   DFND 1 38,030 0 0
NEW RELIC INC COM 64829B100 3,646 139,828 SH   DFND 1 139,828 0 0
NEW RESIDENTIAL INVESTMENT COM NEW 64828T201 53 4,637 SH   DFND 1 2 4,637 0 0
NEW RESIDENTIAL INVESTMENT COM NEW 64828T201 23,001 1,977,745 SH   DFND 1 1,973,049 0 4,696
NEW SENIOR INVESTMENT GROUP - W/I COM 648691103 5,956 578,276 SH   DFND 1 578,276 0 0
NEW YORK & CO COM 649295102 536 135,552 SH   DFND 1 135,552 0 0
NEW YORK CMNTY BANCORP INC COM COM 649445103 47,280 2,975,426 SH   DFND 1 2,968,536 0 6,890
NEW YORK MORTGAGE TRUST INC COM PAR $.02 649604501 3,727 786,408 SH   DFND 1 784,129 0 2,279
NEW YORK REIT INC COM 64976L109 13,408 1,327,532 SH   DFND 1 1,327,532 0 0
NEW YORK TIMES CO CL A CL A 650111107 10,664 855,934 SH   DFND 1 855,934 0 0
NEWCASTLE INVESTMENT CORP COM PAR $0.01 65105M603 1,579 364,756 SH   DFND 1 364,756 0 0
NEWELL RUBBERMAID INC COM COM 651229106 94,988 2,149,126 SH   DFND 1 2,147,478 0 1,648
NEWFIELD EXPL CO COM COM 651290108 53,954 1,625,271 SH   DFND 1 1,625,202 0 69
NEWFIELD EXPL CO COM COM 651290108 209 6,314 SH   DFND 1 2 6,314 0 0
NEWLINK GENETICS CORP COM 651511107 2,935 161,279 SH   DFND 1 161,205 0 74
NEWMARKET CORP COM COM 651587107 23,265 58,713 SH   DFND 1 58,713 0 0
NEWMONT MINING CORP COM COM 651639106 130,709 4,926,362 SH   DFND 1 4,920,969 0 5,393
NEWMONT MINING CORP COM COM 651639106 5 209 SH   DFND 1 2 209 0 0
NEWPARK RES INC COM PAR $.01NEW COM PAR $.01NEW 651718504 2,481 574,374 SH   DFND 1 574,374 0 0
NEWPORT CORP COM COM 651824104 5,958 259,046 SH   DFND 1 259,046 0 0
NEWS CORP CLASS A CL A 65249B109 85 6,711 SH   DFND 1 2 6,711 0 0
NEWS CORP CLASS A CL A 65249B109 43,323 3,398,887 SH   DFND 1 3,397,560 0 1,327
NEWS CORP CLASS B CL B 65249B208 11,349 857,961 SH   DFND 1 855,232 0 2,729
NEWSTAR FINANCIAL INC COM 65251F105 1,369 156,508 SH   DFND 1 156,508 0 0
NEXPOINT RESIDENTIAL COM 65341D102 2,114 161,514 SH   DFND 1 161,514 0 0
NEXSTAR BROADCASTING GROUP-A CL A 65336K103 10,771 243,304 SH   DFND 1 243,304 0 0
NEXTERA ENERGY INC COM 65339F101 450,504 3,814,439 SH   DFND 1 3,810,214 0 4,225
NFJ DIVIDEND INTRST&PREM STR COM 01883A107 470 38,391 PRN   DFND 1 2 38,391 0 0
NGL ENERGY PARTNERS LP COM UNIT REPST 62913M107 117 15,674 SH   DFND 1 2 15,674 0 0
NICE SYSTEMS LTD-SPONS ADR SPONSORED ADR 653656108 1,711 26,412 SH   DFND 1 25,858 0 554
NICHOLAS FINANCIAL INC COM NEW 65373J209 922 85,487 SH   DFND 1 85,487 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 152,824 2,907,981 SH   DFND 1 2,903,285 0 4,696
NII HOLDINGS INC COM PAR $0.001 62913F508 3,141 568,102 SH   DFND 1 568,102 0 0
NIKE INC CL B CL B 654106103 711,300 11,593,721 SH   DFND 1 11,576,457 0 17,264
NIMBLE STORAGE INC COM 65440R101 2,790 355,917 SH   DFND 1 355,917 0 0
NIPPON TELEG & TEL CORP SPONSORED ADR SPONSORED ADR 654624105 555 12,851 SH   DFND 1 8,518 0 4,333
NISOURCE INC COM COM 65473P105 66,889 2,843,274 SH   DFND 1 2,841,484 0 1,790
NIVALIS THERAPEUTICS INC COM 65481J109 139 33,567 SH   DFND 1 33,567 0 0
NL INDS INC COM NEW COM NEW 629156407 71 31,591 SH   DFND 1 31,591 0 0
NMI HOLDINGS INC-CLASS CL A 629209305 1,709 338,488 SH   DFND 1 338,488 0 0
NN INC COM COM 629337106 2,453 179,380 SH   DFND 1 179,380 0 0
NOBILIS HEALTH CORP COM 65500B103 108 34,596 SH   DFND 1 34,596 0 0
NOBLE CORP PLC SHS USD G65431101 15,643 1,511,482 SH   DFND 1 1,510,959 0 523
NOBLE ENERGY INC COM 655044105 109,506 3,493,380 SH   DFND 1 3,488,701 0 4,679
NOKIA CORP SPONSORED ADR SPONSORED ADR 654902204 61 10,349 SH   DFND 1 7,444 0 2,905
NOMURA HOLDINGS INC-ADR SPONSORED ADR 65535H208 122 27,636 SH   DFND 1 4,558 0 23,078
NOODLES & COMPANY CL A 65540B105 1,630 137,447 SH   DFND 1 137,447 0 0
NORDIC AMER TANKER SHIPPING COM G65773106 1,396 99,143 SH   DFND 1 95,939 0 3,204
NORDIC AMERICAN OFFSHORE LTD SHS Y6366T112 86 19,286 SH   DFND 1 19,286 0 0
NORDSON CORP COM COM 655663102 26,323 346,183 SH   DFND 1 346,146 0 37
NORDSTROM INC COM COM 655664100 62,053 1,086,836 SH   DFND 1 1,085,497 0 1,339
NORDSTROM INC COM COM 655664100 170 2,978 SH   DFND 1 2 2,978 0 0
NORFOLK SOUTHERN CORP COM COM 655844108 198,344 2,387,419 SH   DFND 1 2,385,853 0 1,566
NORTEK INC COM NEW 656559309 271 5,621 SH   DFND 1 2 5,621 0 0
NORTEK INC COM NEW 656559309 3,664 75,895 SH   DFND 1 75,895 0 0
NORTHEAST BANCORP COM NEW 663904209 225 21,294 SH   DFND 1 21,294 0 0
NORTHERN OIL & GAS INC COM 665531109 1,490 373,471 SH   DFND 1 373,471 0 0
NORTHERN TR CORP COM COM 665859104 120,841 1,857,786 SH   DFND 1 1,857,351 0 435
NORTHFIELD BANCORP INC COM 66611T108 5,364 326,300 SH   DFND 1 326,300 0 0
NORTHRIM BANCORP INC COM 666762109 728 30,465 SH   DFND 1 30,465 0 0
NORTHROP GRUMMAN CORP COM COM 666807102 296,989 1,503,650 SH   DFND 1 1,501,125 0 2,525
NORTHSTAR ASSET MANAGEMENT COM 66705Y104 20 1,799 SH   DFND 1 2 1,799 0 0
NORTHSTAR ASSET MANAGEMENT COM 66705Y104 15,128 1,332,902 SH   DFND 1 1,332,722 0 180
NORTHSTAR REALTY EUROPE CORP COM 66706L101 4,676 403,143 SH   DFND 1 403,053 0 90
NORTHSTAR REALTY FINANCE CORP COM 66704R803 15,192 1,157,958 SH   DFND 1 1,154,134 0 3,824
NORTHWEST BANCSHARES INC COM 667340103 13,201 977,188 SH   DFND 1 972,827 0 4,361
NORTHWEST BIOTHERAPEUTICS I COM COM PAR $0.001 66737P600 441 302,182 SH   DFND 1 302,182 0 0
NORTHWEST NAT GAS CO COM COM 667655104 10,050 186,638 SH   DFND 1 186,556 0 82
NORTHWEST PIPE CO COM COM 667746101 2 323 SH   DFND 1 2 323 0 0
NORTHWEST PIPE CO COM COM 667746101 536 58,196 SH   DFND 1 58,196 0 0
NORTHWESTERN CORP COM NEW 668074305 19,122 309,678 SH   DFND 1 309,678 0 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 55,371 1,002,023 SH   DFND 1 1,000,846 0 1,177
NOVA LIFESTYLE INC COM 66979P102 71 61,369 SH   DFND 1 61,369 0 0
NOVA MEASURING INSTRUMENTS COM M7516K103 142 13,702 SH   DFND 1 13,702 0 0
NOVADAQ TECHNOLOGIES INC COM 66987G102 248 22,372 SH   DFND 1 22,372 0 0
NOVARTIS A G SPONSORED ADR SPONSORED ADR 66987V109 2,172 29,985 SH   DFND 1 18,952 0 11,033
NOVATEL WIRELESS INC COM COM NEW 66987M604 378 213,944 SH   DFND 1 213,944 0 0
NOVAVAX INC COM COM 670002104 9,866 1,912,162 SH   DFND 1 1,912,162 0 0
NOVO NORDISK A S-ADR ADR 670100205 2,251 41,543 SH   DFND 1 30,774 0 10,769
NOVOCURE LTD ORD SHS G6674U108 590 40,771 SH   DFND 1 40,771 0 0
NOW INC/DE COM 67011P100 11,574 653,182 SH   DFND 1 653,182 0 0
NRG ENERGY INC COM NEW 629377508 33,269 2,562,516 SH   DFND 1 2,558,456 0 4,060
NRG YEILD INC CL A NEW 62942X306 2,911 214,590 SH   DFND 1 214,590 0 0
NRG YIELD INC-CLASS C CL C 62942X405 5,892 413,817 SH   DFND 1 413,817 0 0
NTELOS HOLDINGS CORP COM NEW 67020Q305 1,038 112,860 SH   DFND 1 112,860 0 0
NTN BUZZTIME INC COM NEW 629410309 193 1,287,167 SH   DFND 1 1,287,167 0 0
NU SKIN ENTERPRISES INC CL A CL A 67018T105 13,496 352,858 SH   DFND 1 352,698 0 160
NU SKIN ENTERPRISES INC CL A CL A 67018T105 180 4,713 SH   DFND 1 2 4,713 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 28 1,507 SH   DFND 1 2 1,507 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 31,073 1,663,459 SH   DFND 1 1,662,876 0 583
NUCOR CORP COM COM 670346105 131,245 2,779,945 SH   DFND 1 2,776,321 0 3,624
NUMEREX CORP PA CL A CL A 67053A102 459 75,289 SH   DFND 1 75,289 0 0
NUTRACEUTICAL INTL CORP COM COM 67060Y101 1,426 58,582 SH   DFND 1 58,582 0 0
NUTRACEUTICAL INTL CORP COM COM 67060Y101 140 5,768 SH   DFND 1 2 5,768 0 0
NUTRI/SYSTEM INC COM 67069D108 21 1,011 SH   DFND 1 2 1,011 0 0
NUTRI/SYSTEM INC COM 67069D108 4,070 195,062 SH   DFND 1 195,062 0 0
NUVASIVE INC COM 670704105 486 10,000 SH   DFND 1 2 10,000 0 0
NUVASIVE INC COM 670704105 17,115 351,810 SH   DFND 1 351,810 0 0
NUVECTRA CORP - WI COM 67075N108 298 55,142 SH   DFND 1 55,142 0 0
NUVEEN MD PREM INCM MUN FD COM 67061Q107 2,431 181,304 PRN   DFND 1 2 181,304 0 0
NUVEEN MICH QUAL INCM MUN FD COM 670979103 834 58,101 SH   DFND 1 2 58,101 0 0
NUVEEN N C PREM INCM MUN FD COM 67060P100 540 39,233 PRN   DFND 1 2 39,233 0 0
NUVEEN REAL ASSET INCOME AND COM 67074Y105 294 19,144 SH   DFND 1 2 19,144 0 0
NV5 HOLDING INC COM 62945V109 775 28,913 SH   DFND 1 28,913 0 0
NVDA 1 12/01/18 NOTE 1.000%12/0 67066GAC8 7,137 4,000,000 PRN   DFND 1 2 4,000,000 0 0
NVE CORP COM NEW 629445206 1,862 32,947 SH   DFND 1 32,947 0 0
NVIDIA CORP COM COM 67066G104 165,861 4,663,611 SH   DFND 1 4,654,283 0 9,328
NVR INC COM COM 62944T105 38,752 22,369 SH   DFND 1 22,330 0 39
NXP SEMICONDUCTORS NV COM N6596X109 28,924 358,841 SH   DFND 1 358,497 0 344
NXSTAGE MEDICAL INC COM 67072V103 6,112 407,776 SH   DFND 1 407,776 0 0
NXT-ID INC COM 67091J107 16 29,036 SH   DFND 1 29,036 0 0
NYMOX PHARMACEUTICAL CORP COM P73398102 34 14,231 SH   DFND 1 14,231 0 0
O REILLY AUTOMOTIVE INC COM COM 67103H107 239,885 878,180 SH   DFND 1 876,810 0 1,370
OASIS PETROLEUM INC COM 674215108 8,103 1,113,058 SH   DFND 1 1,113,058 0 0
OCCIDENTAL PETE CORP DEL COM COM 674599105 430,348 6,301,435 SH   DFND 1 6,287,935 0 13,500
OCEAN BIO-CHEM INC COM 674631106 61 26,292 SH   DFND 1 26,292 0 0
OCEAN RIG UDW INC SHS Y64354205 58 71,410 SH   DFND 1 71,410 0 0
OCEAN RIG UDW INC SHS Y64354205 841 1,026,137 SH   DFND 1 2 1,026,137 0 0
OCEANEERING INTL INC COM COM 675232102 30,133 906,844 SH   DFND 1 906,532 0 312
OCEANEERING INTL INC COM COM 675232102 50 1,511 SH   DFND 1 2 1,511 0 0
OCEANFIRST FINL CORP COM COM 675234108 1,538 87,016 SH   DFND 1 87,016 0 0
OCERA THERAPEUTICS INC COM 67552A108 178 60,638 SH   DFND 1 60,638 0 0
OCLARO INC COM NEW 67555N206 3,502 648,639 SH   DFND 1 648,639 0 0
OCLR 6 02/15/2020 NOTE 6.000% 2/1 67555NAB3 19,790 6,900,000 PRN   DFND 1 2 6,900,000 0 0
OCULAR THERAPEUTIX INC COM 67576A100 680 70,396 SH   DFND 1 70,154 0 242
OCULUS INNOVATIVE SCNCS-REDH COM NEW 67575P207 64 67,154 SH   DFND 1 67,154 0 0
OCWEN FINL CORP COM COM NEW 675746309 1,631 660,686 SH   DFND 1 660,686 0 0
ODYSSEY MARINE EXPLORATION COM NEW 676118201 220 32,444 SH   DFND 1 32,444 0 0
OFFICE DEPOT INC COM COM 676220106 2,414 340,000 SH   DFND 1 2 340,000 0 0
OFFICE DEPOT INC COM COM 676220106 23,666 3,333,356 SH   DFND 1 3,333,097 0 259
OFG BANCORP COM 67103X102 1,936 276,987 SH   DFND 1 276,987 0 0
OGE ENERGY CORP COM COM 670837103 63 2,206 SH   DFND 1 2 2,206 0 0
OGE ENERGY CORP COM COM 670837103 36,532 1,276,644 SH   DFND 1 1,276,417 0 227
OHIO VY BANC CORP COM COM 677719106 218 10,030 SH   DFND 1 10,030 0 0
OHR PHARMACEUTICAL INC COM NEW 67778H200 490 152,915 SH   DFND 1 152,915 0 0
OIL DRI CORP AMER COM COM 677864100 1,008 29,852 SH   DFND 1 29,852 0 0
OIL DRI CORP AMER COM COM 677864100 365 10,820 SH   DFND 1 2 10,820 0 0
OIL STS INTL INC COM COM 678026105 10,258 325,464 SH   DFND 1 325,464 0 0
OLD DOMINION FGHT LINES INC COM COM 679580100 30,601 439,548 SH   DFND 1 437,907 0 1,641
OLD LINE BANCSHARES INC COM 67984M100 378 21,012 SH   DFND 1 21,012 0 0
OLD NATL BANCORP IND COM COM 680033107 9,406 771,672 SH   DFND 1 771,672 0 0
OLD REP INTL CORP COM COM 680223104 31,706 1,734,493 SH   DFND 1 1,734,338 0 155
OLD SECOND BANCORP INC ILL COM COM 680277100 1,208 168,515 SH   DFND 1 168,515 0 0
OLIN CORP COM PAR $1 COM PAR $1 680665205 18,858 1,085,720 SH   DFND 1 1,085,720 0 0
OLLIE'S BARGAIN OUTLET HOLDINGS, INC COM 681116109 3,032 129,414 SH   DFND 1 129,414 0 0
OLYMPIC STEEL INC COM COM 68162K106 1,066 61,586 SH   DFND 1 61,586 0 0
OLYMPIC STEEL INC COM COM 68162K106 64 3,752 SH   DFND 1 2 3,752 0 0
OM ASSET MANAGEMENT PLC SHS G67506108 60 4,549 SH   DFND 1 2 4,549 0 0
OM ASSET MANAGEMENT PLC SHS G67506108 342 25,682 SH   DFND 1 25,682 0 0
OMEGA FLEX INC COM 682095104 953 27,429 SH   DFND 1 27,429 0 0
OMEGA HEALTHCARE INVS INC COM COM 681936100 36,271 1,027,524 SH   DFND 1 1,027,422 0 102
OMEGA PROTEIN CORP COM 68210P107 32 1,948 SH   DFND 1 2 1,948 0 0
OMEGA PROTEIN CORP COM 68210P107 5,749 339,428 SH   DFND 1 339,428 0 0
OMEROS CORP COM 682143102 3,756 244,865 SH   DFND 1 244,865 0 0
OMNICELL INC COM COM 68213N109 105 3,794 SH   DFND 1 2 3,794 0 0
OMNICELL INC COM COM 68213N109 9,288 333,276 SH   DFND 1 333,276 0 0
OMNICOM GROUP INC COM COM 681919106 168,569 2,029,274 SH   DFND 1 2,028,167 0 1,107
OMNOVA SOLUTIONS INC COM COM 682129101 1,555 279,690 SH   DFND 1 279,690 0 0
ON ASSIGNMENT INC COM COM 682159108 11,513 311,838 SH   DFND 1 311,838 0 0
ON DECK CAPITAL INC COM 682163100 1,773 227,683 SH   DFND 1 227,683 0 0
ON SEMICONDUCTOR CORP COM COM 682189105 94 9,898 SH   DFND 1 2 9,898 0 0
ON SEMICONDUCTOR CORP COM COM 682189105 25,339 2,642,301 SH   DFND 1 2,636,242 0 6,059
ONCOCYTE CORP COM 68235C107 81 17,733 SH   DFND 1 17,733 0 0
ONCOGENEX PHARMACEUTICAL INC COM 68230A106 77 113,419 SH   DFND 1 113,419 0 0
ONCOMED PHARMACEUTICALS INC COM 68234X102 1,032 102,089 SH   DFND 1 102,089 0 0
ONCONVA THERAPEUTICS INC COM 68232V108 26 46,000 SH   DFND 1 46,000 0 0
ONCOSEC MEDICAL INC COM NEW 68234L207 145 57,031 SH   DFND 1 57,031 0 0
ONCOTHYREON INC COM 682324108 799 629,830 SH   DFND 1 629,830 0 0
ONE GAS INC COM 68235P108 26,453 432,957 SH   DFND 1 432,957 0 0
ONE LIBERTY PROPERTIES INC COM 682406103 2,075 92,609 SH   DFND 1 92,609 0 0
ONEBEACON INSURANCE GRP CL A G67742109 1,917 150,654 SH   DFND 1 150,654 0 0
ONEMAIN HOLDINGS INC COM 68268W103 58 2,138 SH   DFND 1 2 2,138 0 0
ONEMAIN HOLDINGS INC COM 68268W103 7,940 289,488 SH   DFND 1 288,245 0 1,243
ONEOK INC NEW COM COM 682680103 158 5,296 SH   DFND 1 2 5,296 0 0
ONEOK INC NEW COM COM 682680103 50,968 1,710,401 SH   DFND 1 1,706,866 0 3,535
OOMA INC COM 683416101 63 10,798 SH   DFND 1 10,798 0 0
OPEN TEXT CORP COM COM 683715106 2,518 48,607 SH   DFND 1 48,607 0 0
OPEXA THERAPEUTICS INC COM PAR $0.01 68372T301 83 35,913 SH   DFND 1 35,913 0 0
OPGEN INC COM 68373L109 114 81,354 SH   DFND 1 81,354 0 0
OPHTHOTECH CORP COM 683745103 8,777 207,661 SH   DFND 1 207,661 0 0
OPHTHOTECH CORP COM 683745103 23 551 SH   DFND 1 2 551 0 0
OPKO HEALTH INC COM 68375N103 19,984 1,923,455 SH   DFND 1 1,920,108 0 3,347
OPOWER INC COM 68375Y109 1,326 194,735 SH   DFND 1 194,735 0 0
OPPENHEIMER HOLDINGS INC CL A NON VTG 683797104 1,419 89,936 SH   DFND 1 89,936 0 0
OPPENHEIMER HOLDINGS INC CL A NON VTG 683797104 44 2,791 SH   DFND 1 2 2,791 0 0
OPTICAL CABLE CORP COM COM NEW 683827208 29 12,030 SH   DFND 1 12,030 0 0
OPUS BANK COM 684000102 6,877 202,291 SH   DFND 1 202,291 0 0
ORACLE CORP COM COM 68389X105 1,069,861 26,203,540 SH   DFND 1 26,163,603 0 39,937
ORAGENICS INC COM NEW 684023203 82 89,941 SH   DFND 1 89,941 0 0
ORASURE TECHNOLOGIES INC COM COM 68554V108 2,770 383,144 SH   DFND 1 383,144 0 0
ORBCOMM INC COM 68555P100 4,552 449,396 SH   DFND 1 449,396 0 0
ORBITAL ATK INC COM 68557N103 31,911 367,054 SH   DFND 1 367,018 0 36
ORBOTECH LTD ORD M75253100 218 9,183 SH   DFND 1 2 9,183 0 0
ORBOTECH LTD ORD M75253100 391 16,470 SH   DFND 1 16,470 0 0
ORCHID ISLAND CAPITAL INC COM 68571X103 1,355 130,667 SH   DFND 1 130,667 0 0
ORCHIDS PAPER PRODUCTS -REDH COM 68572N104 1,601 58,231 SH   DFND 1 57,491 0 740
OREXIGEN THERPEUTCS INC COM 686164104 428 762,318 SH   DFND 1 762,318 0 0
ORGANOVO HOLDINGS INC COM 68620A104 1,153 531,607 SH   DFND 1 531,607 0 0
ORION ENERGY SYSTEMS INC COM 686275108 145 104,367 SH   DFND 1 104,367 0 0
ORION MARINE GROUP INC-REDH COM 68628V308 826 159,574 SH   DFND 1 159,574 0 0
ORITANI FINANCIAL CORP COM 68633D103 4,702 277,110 SH   DFND 1 277,110 0 0
ORMAT TECHNOLOGIES INC COM 686688102 9,401 227,981 SH   DFND 1 227,981 0 0
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OTONOMY INC COM 68906L105 2,268 152,039 SH   DFND 1 152,039 0 0
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P C CONNECTION COM COM 69318J100 3,434 133,075 SH   DFND 1 133,075 0 0
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PAR PETROLEUM CORP COM NEW 69888T207 3,477 185,382 SH   DFND 1 185,382 0 0
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PARKER DRILLING CO COM COM 701081101 1,660 783,221 SH   DFND 1 783,221 0 0
PARKER HANNIFIN CORP COM COM 701094104 123,100 1,110,426 SH   DFND 1 1,108,019 0 2,407
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PARTY CITY HOLDCO INC COM 702149105 2,279 151,571 SH   DFND 1 151,571 0 0
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PATTERN ENERGY GROUP INC CL A 70338P100 7,670 402,216 SH   DFND 1 400,913 0 1,303
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PATTERSON UTI ENERGY INC COM COM 703481101 17,052 967,804 SH   DFND 1 967,804 0 0
PAYCHEX INC COM COM 704326107 177,365 3,289,199 SH   DFND 1 3,284,518 0 4,681
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PBF ENERGY INC CL A 69318G106 73 2,201 SH   DFND 1 2 2,201 0 0
PC-TEL INC COM COM 69325Q105 429 89,814 SH   DFND 1 89,814 0 0
PCM INC COM 69323K100 260 32,487 SH   DFND 1 32,487 0 0
PDC ENERGY INC COM 69327R101 19,600 329,695 SH   DFND 1 329,695 0 0
PDF SOLUTIONS INC COM COM 693282105 2,427 181,411 SH   DFND 1 181,411 0 0
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PDL BIOPHARMA INC COM COM 69329Y104 4,659 1,399,100 SH   DFND 1 1,391,108 0 7,992
PDLI 4 02/01/2018 NOTE 4.000% 2/0 69329YAF1 2,709 3,000,000 PRN   DFND 1 2 3,000,000 0 0
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PEAK RESORTS INC COM 70469L100 98 29,042 SH   DFND 1 29,042 0 0
PEAPACK-GLADSTONE FINL CORP COM COM 704699107 1,832 108,429 SH   DFND 1 108,429 0 0
PEARSON PLC SPONSORED ADR SPONSORED ADR 705015105 306 24,430 SH   DFND 1 15,313 0 9,117
PEBBLEBROOK HOTEL TRUST COM 70509V100 16,731 575,566 SH   DFND 1 575,566 0 0
PEDEVCO CORP COM NEW 70532Y204 12 61,846 SH   DFND 1 61,846 0 0
PEGASYSTEMS INC COM COM 705573103 7,583 298,803 SH   DFND 1 298,803 0 0
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PENN NATL GAMING INC COM COM 707569109 8,778 525,971 SH   DFND 1 525,971 0 0
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PENNS WOODS BANCORP INC COM 708430103 1,044 27,091 SH   DFND 1 27,091 0 0
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PENNYMAC MORTGAGE INVESTMENT COM 70931T103 6,435 471,775 SH   DFND 1 471,775 0 0
PENSKE AUTO GROUP COM 70959W103 10,357 273,293 SH   DFND 1 273,111 0 182
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PEOPLES BANCORP INC COM COM 709789101 2,514 128,706 SH   DFND 1 128,706 0 0
PEOPLES FINANCIAL SERVICES COM 711040105 1,844 49,577 SH   DFND 1 49,577 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 42,911 2,698,824 SH   DFND 1 2,697,531 0 1,293
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PEPSICO INC COM COM 713448108 14 141 SH   DFND 1 2 141 0 0
PEPSICO INC COM COM 713448108 1,280,394 12,517,899 SH   DFND 1 12,493,510 0 24,389
PERCEPTRON INC COM COM 71361F100 245 50,712 SH   DFND 1 50,712 0 0
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PEREGRINE PHARMACEUTICALS I COM COM NEW 713661304 558 1,327,641 SH   DFND 1 1,327,641 0 0
PERFICIENT INC COM 71375U101 5,406 248,910 SH   DFND 1 248,910 0 0
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PERFUMANIA HOLDINGS INC COM NEW 71376C100 34 13,908 SH   DFND 1 13,908 0 0
PERION NETWORK LTD SHS M78673106 59 29,359 SH   DFND 1 29,359 0 0
PERION NETWORK LTD SHS M78673106 39 19,673 SH   DFND 1 2 19,673 0 0
PERKINELMER INC COM COM 714046109 44,654 904,265 SH   DFND 1 901,680 0 2,585
PERMA-FIX ENVIRONMENTAL SVCS COM NEW 714157203 138 37,360 SH   DFND 1 37,360 0 0
PERNIX THERAPEUTICS HOLDINGS COM 71426V108 265 253,122 SH   DFND 1 253,122 0 0
PERRIGO CO PLC SHS G97822103 151,723 1,188,385 SH   DFND 1 1,186,010 0 2,375
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PERSHING GOLD CORP COM NEW 715302204 81 20,569 SH   DFND 1 20,569 0 0
PETMED EXPRESS INC COM 716382106 2,666 148,896 SH   DFND 1 146,452 0 2,444
PETROLEUM & RESOURCES COM 00548F105 587 32,653 PRN   DFND 1 2 32,653 0 0
PETROQUEST ENERGY INC COM COM 716748108 177 292,516 SH   DFND 1 292,516 0 0
PFENEX INC COM 717071104 1,173 119,400 SH   DFND 1 119,400 0 0
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PFPT 1 1/4 12/15/18 NOTE 1.250%12/1 743424AB9 2,189 1,500,000 PRN   DFND 1 2 1,500,000 0 0
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PFSWEB INC COM COM NEW 717098206 1,238 94,386 SH   DFND 1 94,386 0 0
PG&E CORP COM COM 69331C108 236,024 3,960,265 SH   DFND 1 3,956,851 0 3,414
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PHILLIPS 66 COM 718546104 324,409 3,754,424 SH   DFND 1 3,745,495 0 8,929
PHOENIX COS INC NEW COM COM NEW 71902E604 1,111 30,159 SH   DFND 1 30,159 0 0
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PHOTRONICS INC COM COM 719405102 8,595 825,692 SH   DFND 1 825,692 0 0
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PICO HLDGS INC COM NEW COM NEW 693366205 1,580 154,451 SH   DFND 1 154,451 0 0
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PIER 1 IMPORTS INC COM COM 720279108 155 22,232 SH   DFND 1 2 22,232 0 0
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PILGRIM'S PRIDE CORP COM 72147K108 26,030 1,024,816 SH   DFND 1 1,023,680 0 1,136
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PLAINS GP HOLDINGS LP-CL A SHS A REP LTPN 72651A108 96 11,086 SH   DFND 1 2 11,086 0 0
PLAINS GP HOLDINGS LP-CL A SHS A REP LTPN 72651A108 49 6,633 SH   DFND 1 4,057 0 2,576
PLANET FITNESS INC - CL A CL A 72703H101 1,428 87,969 SH   DFND 1 87,969 0 0
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PLEXUS CORP COM COM 729132100 10,589 267,947 SH   DFND 1 267,947 0 0
PLUG POWER INC COM COM NEW 72919P202 2,462 1,201,383 SH   DFND 1 1,201,383 0 0
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PROTEOSTASIS THERAPEUTICS INC COM 74373B109 412 42,777 SH   DFND 1 42,777 0 0
PROTHENA CORP PLC SHS G72800108 10,359 251,692 SH   DFND 1 251,490 0 202
PROTO LABS INC COM 743713109 11,755 152,487 SH   DFND 1 152,487 0 0
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PRUDENTIAL PLC ADR 74435K204 808 21,727 SH   DFND 1 9,915 0 11,812
PS BUSINESS PKS INC CALIF COM COM 69360J107 20,887 207,815 SH   DFND 1 207,815 0 0
PS BUSINESS PKS INC CALIF COM COM 69360J107 1 17 SH   DFND 1 2 17 0 0
PSIVIDA CORP COM 74440J101 379 141,663 SH   DFND 1 141,663 0 0
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PTC INC COM 69370C100 24,355 734,470 SH   DFND 1 734,455 0 15
PTC THERAPEUTICS INC COM 69366J200 1,442 224,053 SH   DFND 1 224,053 0 0
PUBLIC STORAGE INC COM COM 74460D109 432,425 1,570,151 SH   DFND 1 1,568,174 0 1,977
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PULASKI FINANCIAL CORP COM 745548107 685 42,416 SH   DFND 1 42,416 0 0
PULTE HOMES INC COM COM 745867101 49,708 2,662,099 SH   DFND 1 2,657,618 0 4,481
PUMA BIOTECHNOLOGY INC COM 74587V107 3,816 129,935 SH   DFND 1 129,143 0 792
PURE CYCLE CORP COM COM NEW 746228303 425 94,425 SH   DFND 1 94,425 0 0
PURE STORAGE INC - CLASS A CL A 74624M102 2,565 187,413 SH   DFND 1 187,413 0 0
PVH CORP COM 693656100 80,371 812,690 SH   DFND 1 810,905 0 1,785
PZENA INVESTMENT MGT-REDH CLASS A 74731Q103 565 74,910 SH   DFND 1 72,276 0 2,634
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QIAGEN N V ORD REG SHS N72482107 6,413 287,072 SH   DFND 1 286,937 0 135
QIHOO 360 TECHNOLOGY CO-ADR ADS 74734M109 1,569 21,006 SH   DFND 1 21,006 0 0
QIWI PLC - SPON ADR SPON ADR REP B 74735M108 259 17,884 SH   DFND 1 17,884 0 0
QLIK TECHNOLOGIES INC COM 74733T105 18 644 SH   DFND 1 2 644 0 0
QLIK TECHNOLOGIES INC COM 74733T105 18,323 633,584 SH   DFND 1 633,584 0 0
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QTS REALTY TRUST INC-CL A COM CL A 74736A103 11,291 238,314 SH   DFND 1 238,314 0 0
QUAD GRAPHICS INC COM CL A 747301109 2,234 172,668 SH   DFND 1 170,688 0 1,980
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QUALCOMM INC COM COM 747525103 717,970 14,063,913 SH   DFND 1 14,049,014 0 14,899
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QUALYS INC COM 74758T303 4,096 161,863 SH   DFND 1 161,863 0 0
QUALYS INC COM 74758T303 71 2,812 SH   DFND 1 2 2,812 0 0
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QUANTA SVCS INC COM COM 74762E102 121 5,393 SH   DFND 1 2 5,393 0 0
QUANTUM CORP COM DSSG COM DSSG 747906204 927 1,520,440 SH   DFND 1 1,520,440 0 0
QUEST DIAGNOSTICS INC COM COM 74834L100 671 9,397 SH   DFND 1 2 9,397 0 0
QUEST DIAGNOSTICS INC COM COM 74834L100 90,559 1,269,768 SH   DFND 1 1,269,066 0 702
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QUOTIENT TECHNOLOGY INC COM 749119103 4,908 463,108 SH   DFND 1 463,108 0 0
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RADIAN GROUP INC COM COM 750236101 17,601 1,419,498 SH   DFND 1 1,419,498 0 0
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RADIO ONE INC CL D NON VTG CL D NON VTG 75040P405 210 147,145 SH   DFND 1 147,145 0 0
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RANGE RES CORP COM COM 75281A109 44,558 1,378,925 SH   DFND 1 1,377,729 0 1,196
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RAYMOND JAMES FINANCIAL INC COM COM 754730109 37,651 791,302 SH   DFND 1 789,485 0 1,817
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RYANAIR HLDGS PLC SPONSORED ADR SPONSORED ADR NE 783513203 6,745 78,599 SH   DFND 1 78,349 0 250
RYANAIR HLDGS PLC SPONSORED ADR SPONSORED ADR NE 783513203 775 9,031 SH   DFND 1 2 9,031 0 0
RYDER SYS INC COM COM 783549108 28,309 437,703 SH   DFND 1 437,598 0 105
RYERSON HOLDING CORP COM 783754104 396 71,362 SH   DFND 1 71,362 0 0
RYMAN HOSPITALITY PROPERTIES COM 78377T107 21,423 416,149 SH   DFND 1 416,149 0 0
S & T BANCORP INC COM COM 783859101 6,806 264,215 SH   DFND 1 264,215 0 0
S L INDS INC COM COM 784413106 648 19,075 SH   DFND 1 19,075 0 0
S&W SEED CO COM 785135104 196 47,087 SH   DFND 1 47,087 0 0
SABRA HEALTH CARE REIT COM 78573L106 9,316 463,739 SH   DFND 1 463,739 0 0
SABRE CORP COM 78573M104 36,737 1,270,962 SH   DFND 1 1,270,226 0 736
SAFE BULKERS INC COM Y7388L103 30 37,716 SH   DFND 1 37,716 0 0
SAFEGUARD SCIENTIFICS INC COM COM NEW 786449207 1,773 133,856 SH   DFND 1 133,856 0 0
SAFETY INSURANCE GROUP INC COM 78648T100 5,610 98,327 SH   DFND 1 98,327 0 0
SAGA COMMUNICATIONS CL A CL A NEW 786598300 1,051 26,244 SH   DFND 1 26,244 0 0
SAGE THERAPEUTICS INC COM 78667J108 3,839 119,750 SH   DFND 1 119,750 0 0
SAGENT PHARMACEUTICALS INC COM 786692103 2,038 167,518 SH   DFND 1 167,518 0 0
SAGENT PHARMACEUTICALS INC COM 786692103 126 10,409 SH   DFND 1 2 10,409 0 0
SAIA INC COM 78709Y105 4,870 173,004 SH   DFND 1 173,004 0 0
SAJAN INC COM NEW 79379T202 230 63,252 SH   DFND 1 63,252 0 0
SALEM COMMUNICATIONS CORP D CL A CL A 794093104 239 41,587 SH   DFND 1 41,587 0 0
SALESFORCE.COM INC COM 79466L302 356,658 4,841,176 SH   DFND 1 4,834,753 0 6,423
SALLY BEAUTY HOLDINGS INC COM 79546E104 29,264 903,791 SH   DFND 1 903,659 0 132
SANCHEZ ENERGY CORP COM 79970Y105 1,993 363,090 SH   DFND 1 363,090 0 0
SANDERSON FARMS INC COM COM 800013104 13,897 154,103 SH   DFND 1 154,103 0 0
SANDISK CORP COM COM 80004C101 132,928 1,750,517 SH   DFND 1 1,747,619 0 2,898
SANDY SPRING BANCORP INC COM COM 800363103 5,009 179,991 SH   DFND 1 179,991 0 0
SANGAMO BIOSCIENCES INC COM COM 800677106 2,933 484,858 SH   DFND 1 484,858 0 0
SANMINA CORP COM 801056102 17,719 757,893 SH   DFND 1 757,893 0 0
SANOFI AVENTIS ADR SPONSORED ADR 80105N105 955 23,783 SH   DFND 1 2 23,783 0 0
SANOFI AVENTIS ADR SPONSORED ADR 80105N105 1,323 32,957 SH   DFND 1 17,678 0 15,279
SANTANDER CONSUMER USA HOLDINGS COM 80283M101 7,713 735,353 SH   DFND 1 733,171 0 2,182
SAP AKTIENGESELLSCHAFT SPONSORED ADR SPON ADR 803054204 730 9,079 SH   DFND 1 2,474 0 6,605
SAPIENS INTERNATIONAL CORP SHS NEW N7716A151 546 45,635 SH   DFND 1 45,635 0 0
SAREPTA THERAPEUTICS INC COM 803607100 5,510 282,292 SH   DFND 1 282,292 0 0
SASOL LTD SPONSORED ADR 803866300 108 3,665 SH   DFND 1 2,811 0 854
SASOL LTD SPONSORED ADR 803866300 110 3,745 SH   DFND 1 2 3,745 0 0
SAUL CTRS INC COM COM 804395101 5,715 107,794 SH   DFND 1 107,794 0 0
SBA COMMUNICATIONS CORP COM COM 78388J106 30 302 SH   DFND 1 2 302 0 0
SBA COMMUNICATIONS CORP COM COM 78388J106 86,444 863,425 SH   DFND 1 863,404 0 21
SCANA CORP NEW COM COM 80589M102 83,002 1,185,549 SH   DFND 1 1,185,306 0 243
SCANSOURCE INC COM COM 806037107 11,756 291,139 SH   DFND 1 291,139 0 0
SCHEIN HENRY INC COM COM 806407102 133,135 772,565 SH   DFND 1 771,961 0 604
SCHLUMBERGER LTD COM COM 806857108 764,118 10,381,557 SH   DFND 1 10,369,699 0 11,858
SCHNITZER STL INDS CL A CL A 806882106 3,272 177,487 SH   DFND 1 177,127 0 360
SCHOLASTIC CORP COM COM 807066105 7,188 192,358 SH   DFND 1 192,358 0 0
SCHULMAN A INC COM COM 808194104 5,511 202,479 SH   DFND 1 202,479 0 0
SCHWAB CHARLES CORP NEW COM COM 808513105 258,784 9,255,398 SH   DFND 1 9,250,576 0 4,822
SCHWEITZER-MAUDUIT INTL INC COM COM 808541106 9,657 306,771 SH   DFND 1 306,771 0 0
SCHWEITZER-MAUDUIT INTL INC COM COM 808541106 0 30 SH   DFND 1 2 30 0 0
SCICLONE PHARMACEUTICALS IN COM COM 80862K104 3,676 334,251 SH   DFND 1 334,251 0 0
SCICLONE PHARMACEUTICALS IN COM COM 80862K104 61 5,615 SH   DFND 1 2 5,615 0 0
SCIENCE APPLICATIONS INTERNATIONAL COM 808625107 15,457 289,790 SH   DFND 1 288,557 0 1,233
SCIENTIFIC GAMES CORP CL A CL A 80874P109 169 17,973 SH   DFND 1 2 17,973 0 0
SCIENTIFIC GAMES CORP CL A CL A 80874P109 3,335 353,674 SH   DFND 1 353,674 0 0
SCIQUEST INC COM 80908T101 2,665 192,071 SH   DFND 1 192,071 0 0
SCORPIO BULKERS INC COM Y7546A122 148 45,274 SH   DFND 1 45,274 0 0
SCORPIO TANKERS INC SHS Y7542C106 1,128 193,535 SH   DFND 1 193,535 0 0
SCOTTS MIRACLE-GRO CO CL A 810186106 20,179 277,305 SH   DFND 1 276,345 0 960
SCRIPPS E W CO OHIO CL A CL A NEW 811054402 5,705 365,960 SH   DFND 1 365,960 0 0
SCRIPPS NETWORKS INTERCT-SPN CL A COM 811065101 60,597 926,633 SH   DFND 1 925,440 0 1,193
SCYNEXIS INC COM 811292101 222 55,168 SH   DFND 1 55,168 0 0
SEABOARD CORP COM COM 811543107 6,027 2,007 SH   DFND 1 2,007 0 0
SEACHANGE INTL INC COM COM 811699107 1,166 211,315 SH   DFND 1 211,315 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 2,873 181,985 SH   DFND 1 181,985 0 0
SEACOR HOLDINGS INC COM 811904101 6,445 118,373 SH   DFND 1 118,373 0 0
SEADRILL LTD SHS G7945E105 1,027 311,470 SH   DFND 1 311,376 0 94
SEADRILL LTD SHS G7945E105 208 63,046 SH   DFND 1 2 63,046 0 0
SEAGATE TECHNOLOGY SHS G7945M107 83,532 2,429,601 SH   DFND 1 2,425,241 0 4,360
SEALED AIR CORP NEW COM COM 81211K100 75,741 1,580,816 SH   DFND 1 1,580,666 0 150
SEARS CANADA INC COM 81234D109 112 39,969 SH   DFND 1 39,969 0 0
SEARS HOLDING CORP COM 812350106 5,062 330,634 SH   DFND 1 330,617 0 17
SEARS HOMETOWN & OUTLET STORES INC COM 812362101 433 67,467 SH   DFND 1 67,467 0 0
SEASPINE HOLDINGS CORP COM 81255T108 838 57,250 SH   DFND 1 57,250 0 0
SEATTLE GENETICS INC COM COM 812578102 24,965 711,458 SH   DFND 1 711,351 0 107
SEAWORLD ENTERTAINMENT INC COM 81282V100 9,247 439,124 SH   DFND 1 437,744 0 1,380
SECOND SIGHT MEDICAL PRODUCT COM 81362J100 460 95,394 SH   DFND 1 95,394 0 0
SECURITY NATL FINL CORP-CL A CL A NEW 814785309 244 48,059 SH   DFND 1 48,059 0 0
SEI INVESTMENTS CO COM COM 784117103 468 10,879 SH   DFND 1 2 10,879 0 0
SEI INVESTMENTS CO COM COM 784117103 41,673 968,531 SH   DFND 1 966,294 0 2,237
SELECT COMFORT CORP COM COM 81616X103 7,409 382,130 SH   DFND 1 382,130 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 10,689 463,743 SH   DFND 1 463,743 0 0
SELECT MEDICAL HOLDINGS CORP COM 81619Q105 9,551 808,767 SH   DFND 1 807,722 0 1,045
SELECTIVE INS GROUP INC COM COM 816300107 19,971 545,530 SH   DFND 1 545,530 0 0
SELF STORAGE GROUP INC COM 37955N106 364 74,849 SH   DFND 1 74,849 0 0
SEMGROUP CORP A CL A 81663A105 6,369 284,372 SH   DFND 1 283,956 0 416
SEMPRA ENERGY COM COM 816851109 202,645 1,951,443 SH   DFND 1 1,949,536 0 1,907
SEMTECH CORP COM COM 816850101 9,745 443,190 SH   DFND 1 443,190 0 0
SENECA FOODS CORP - CL A CL A 817070501 2,037 58,661 SH   DFND 1 58,661 0 0
SENIOR HSG PPTYS TR SH BEN INT SH BEN INT 81721M109 36,379 2,033,505 SH   DFND 1 2,025,714 0 7,791
SENOMYX INC COM COM 81724Q107 791 304,257 SH   DFND 1 304,257 0 0
SENSATA TECHNOLOGIES HOLDING SHS N7902X106 35,352 910,826 SH   DFND 1 909,370 0 1,456
SENSIENT TECHNOLOGIES CORP COM COM 81725T100 19,368 305,210 SH   DFND 1 305,210 0 0
SEQUENOM INC COM COM NEW 817337405 1,153 818,348 SH   DFND 1 818,348 0 0
SEQUENTIAL BRANDS GROUP INC COM 81734P107 13 2,159 SH   DFND 1 2 2,159 0 0
SEQUENTIAL BRANDS GROUP INC COM 81734P107 1,862 291,509 SH   DFND 1 291,509 0 0
SERES THERAPEUTICS INC COM 81750R102 2,044 76,975 SH   DFND 1 76,975 0 0
SERITAGE GROWTH PROPERTIES - A CL A 81752R100 4,177 83,607 SH   DFND 1 83,607 0 0
SERVICE CORP INTL COM COM 817565104 28,736 1,164,359 SH   DFND 1 1,162,246 0 2,113
SERVICEMASTER GLOBAL HOLDING COM 81761R109 33,375 885,771 SH   DFND 1 885,713 0 58
SERVICEMASTER GLOBAL HOLDING COM 81761R109 17 455 SH   DFND 1 2 455 0 0
SERVICENOW INC COM 81762P102 79 1,296 SH   DFND 1 2 1,296 0 0
SERVICENOW INC COM 81762P102 53,601 876,630 SH   DFND 1 876,071 0 559
SERVICESOURCE INTERNATIONAL COM 81763U100 1,938 455,149 SH   DFND 1 455,149 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 8,141 183,375 SH   DFND 1 183,375 0 0
SEVENTY SEVEN ENERGY INC COM 818097107 160 276,642 SH   DFND 1 276,642 0 0
SFLY 0 1/4 05/15/18 NOTE 0.250% 5/1 82568PAB2 2,994 3,000,000 PRN   DFND 1 2 3,000,000 0 0
SHAKE SHACK INC - CLASS A CL A 819047101 1,264 33,875 SH   DFND 1 33,875 0 0
SHARPS COMPLIANCE CORP COM 820017101 326 59,392 SH   DFND 1 59,392 0 0
SHENANDOAH TELECOMMUNICATIO COM COM 82312B106 9,023 337,329 SH   DFND 1 337,329 0 0
SHERWIN WILLIAMS CO COM COM 824348106 190,709 671,222 SH   DFND 1 670,493 0 729
SHILOH INDS INC COM COM 824543102 250 48,886 SH   DFND 1 48,886 0 0
SHIP FINANCE INTL LTD SHS G81075106 888 63,939 SH   DFND 1 63,939 0 0
SHIRE LTD-ADR SPONSORED ADR 82481R106 3,525 20,510 SH   DFND 1 18,847 0 1,663
SHIRE LTD-ADR SPONSORED ADR 82481R106 43 253 SH   DFND 1 2 253 0 0
SHOE CARNIVAL INC COM COM 824889109 238 8,833 SH   DFND 1 2 8,833 0 0
SHOE CARNIVAL INC COM COM 824889109 4,684 173,744 SH   DFND 1 173,744 0 0
SHORE BANCSHARES INC COM COM 825107105 502 41,931 SH   DFND 1 41,931 0 0
SHORETEL INC COM 825211105 3,298 443,340 SH   DFND 1 443,340 0 0
SHUTTERFLY INC COM 82568P304 2 61 SH   DFND 1 2 61 0 0
SHUTTERFLY INC COM 82568P304 11,169 240,885 SH   DFND 1 240,885 0 0
SHUTTERSTOCK INC COM 825690100 4,516 122,971 SH   DFND 1 122,971 0 0
SI FINANCIAL GROUP INC COM 78425V104 490 35,195 SH   DFND 1 35,195 0 0
SIENTRA INC COM 82621J105 491 71,919 SH   DFND 1 71,919 0 0
SIERRA BANCORP COM 82620P102 1,131 62,354 SH   DFND 1 62,354 0 0
SIERRA WIRELESS INC COM 826516106 82 5,672 SH   DFND 1 2 5,672 0 0
SIERRA WIRELESS INC COM 826516106 185 12,777 SH   DFND 1 12,777 0 0
SIFY LTD-ADR SPONSORED ADR 82655M107 19 15,707 SH   DFND 1 15,707 0 0
SIGMA DESIGNS INC COM COM 826565103 1,650 242,655 SH   DFND 1 242,655 0 0
SIGMATRON INTERNATIONAL INC COM 82661L101 71 11,463 SH   DFND 1 11,463 0 0
SIGNATURE BANK COM 82669G104 46,864 344,452 SH   DFND 1 344,012 0 440
SIGNATURE BANK COM 82669G104 27 201 SH   DFND 1 2 201 0 0
SIGNET JEWELERS LTD SHS G81276100 79,649 643,485 SH   DFND 1 643,146 0 339
SILGAN HOLDINGS INC COM COM 827048109 14,791 278,188 SH   DFND 1 278,188 0 0
SILICON GRAPHICS INTERNATIONAL COM 82706L108 1,681 236,134 SH   DFND 1 236,134 0 0
SILICON LABORATORIES INC COM COM 826919102 12,330 274,262 SH   DFND 1 274,262 0 0
SILICON MOTION TECHNOL-ADR SPONSORED ADR 82706C108 515 13,281 SH   DFND 1 13,281 0 0
SILICON MOTION TECHNOL-ADR SPONSORED ADR 82706C108 384 9,896 SH   DFND 1 2 9,896 0 0
SILICONWARE PRECISION -ADR SPONSD ADR SPL 827084864 218 27,429 SH   DFND 1 23,649 0 3,780
SILVER BAY REALTY TRUST COM 82735Q102 4,421 297,711 SH   DFND 1 297,711 0 0
SILVER RUN ACQUISITION CORP UNIT 99/99/9999T 82811P200 2,070 200,000 SH   DFND 1 2 200,000 0 0
SILVER SPRING NETWORKS INC COM 82817Q103 3,491 236,689 SH   DFND 1 236,689 0 0
SILVER STD RES INC COM COM 82823L106 169 30,500 SH   DFND 1 30,500 0 0
SILVER STD RES INC COM COM 82823L106 358 64,396 SH   DFND 1 2 64,396 0 0
SILVERCREST ASSET MANAGEMENT GORUP INC CL A 828359109 364 28,607 SH   DFND 1 28,607 0 0
SIMMONS 1ST NATL CORP CL A $5 PAR CL A $1 PAR 828730200 9,775 216,889 SH   DFND 1 216,889 0 0
SIMON PPTY GROUP INC NEW COM COM 828806109 620,240 2,991,460 SH   DFND 1 2,987,865 0 3,595
SIMPSON MANUFACTURING CO IN COM COM 829073105 10,802 283,009 SH   DFND 1 283,009 0 0
SIMULATIONS PLUS INC COM 829214105 518 58,765 SH   DFND 1 58,765 0 0
SINA CORP ORD G81477104 1,086 22,943 SH   DFND 1 22,943 0 0
SINCLAIR BROADCAST GROUP IN CL A CL A 829226109 760 24,721 SH   DFND 1 2 24,721 0 0
SINCLAIR BROADCAST GROUP IN CL A CL A 829226109 19,941 648,500 SH   DFND 1 648,500 0 0
SINOVAC BIOTECH LTD SHS P8696W104 147 23,139 SH   DFND 1 23,139 0 0
SIRIUS XM HOLDINGS INC COM 82968B103 57,591 14,587,449 SH   DFND 1 14,573,933 0 13,516
SITO MOBILE LTD COM NEW 82988R203 175 68,717 SH   DFND 1 68,717 0 0
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 27,573 496,910 SH   DFND 1 494,021 0 2,889
SIZMEK INC COM 83013P105 440 151,939 SH   DFND 1 151,939 0 0
SJW CORP COM COM 784305104 3,921 107,891 SH   DFND 1 107,891 0 0
SKECHERS U S A INC CL A CL A 830566105 28 930 SH   DFND 1 2 930 0 0
SKECHERS U S A INC CL A CL A 830566105 23,188 761,524 SH   DFND 1 761,524 0 0
SKULLCANDY INC COM 83083J104 382 107,364 SH   DFND 1 107,364 0 0
SKYLINE CORP COM COM 830830105 338 36,543 SH   DFND 1 36,543 0 0
SKYWEST INC COM COM 830879102 7,121 356,270 SH   DFND 1 356,270 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 135,677 1,744,832 SH   DFND 1 1,743,023 0 1,809
SL GREEN RLTY CORP COM COM 78440X101 28 297 SH   DFND 1 2 297 0 0
SL GREEN RLTY CORP COM COM 78440X101 94,164 973,629 SH   DFND 1 972,551 0 1,078
SLM CORP COM 78442P106 17,276 2,716,508 SH   DFND 1 2,716,042 0 466
SM ENERGY CO COM 78454L100 7,887 420,915 SH   DFND 1 420,046 0 869
SMART & FINAL STORES INC COM 83190B101 16 988 SH   DFND 1 2 988 0 0
SMART & FINAL STORES INC COM 83190B101 2,948 182,014 SH   DFND 1 182,014 0 0
SMART TECHNOLOGIES INC COM SHS 83172R108 11 33,104 SH   DFND 1 33,104 0 0
SMITH & NEPHEW P L C-ADR SPDN ADR NEW 83175M205 231 6,943 SH   DFND 1 2,814 0 4,129
SMITH & NEPHEW P L C-ADR SPDN ADR NEW 83175M205 666 20,000 SH   DFND 1 2 20,000 0 0
SMITH & WESSON HLDG CORP COM 831756101 571 21,483 SH   DFND 1 2 21,483 0 0
SMITH & WESSON HLDG CORP COM 831756101 14,319 537,923 SH   DFND 1 537,923 0 0
SMITH A O COM COM 831865209 34,019 445,808 SH   DFND 1 445,808 0 0
SMITH MICRO SOFTWARE INC COM COM 832154108 106 180,264 SH   DFND 1 180,264 0 0
SNAP ON INC COM COM 833034101 76,896 490,765 SH   DFND 1 489,862 0 903
SNDK 0 1/2 10/15/20 NOTE 0.500%10/1 80004CAF8 4,152 4,000,000 PRN   DFND 1 2 4,000,000 0 0
SNDK1 1/2 08/15/17 NOTE 1.500% 8/1 80004CAD3 3,153 2,000,000 PRN   DFND 1 2 2,000,000 0 0
SNYDERS-LANCE INC COM 833551104 8 273 SH   DFND 1 2 273 0 0
SNYDERS-LANCE INC COM 833551104 16,554 525,875 SH   DFND 1 525,875 0 0
SOHU COM INC COM 83408W103 252 5,092 SH   DFND 1 2 5,092 0 0
SOHU COM INC COM 83408W103 756 15,261 SH   DFND 1 15,261 0 0
SOLARCITY CORP COM 83416T100 9,838 400,255 SH   DFND 1 400,249 0 6
SOLAREDGE TECHNOLOGIES INC COM 83417M104 1,390 55,312 SH   DFND 1 55,312 0 0
SOLAZYME INC COM 83415T101 934 460,475 SH   DFND 1 460,475 0 0
SOLITARIO EXPLORATION & ROYALT COM 8342EP107 35 75,942 SH   DFND 1 75,942 0 0
SONIC AUTOMOTIVE INC CL A CL A 83545G102 3,708 200,684 SH   DFND 1 200,684 0 0
SONIC CORP COM COM 835451105 83 2,365 SH   DFND 1 2 2,365 0 0
SONIC CORP COM COM 835451105 12,108 344,396 SH   DFND 1 344,396 0 0
SONIC FDRY INC COM NEW 83545R207 383 57,646 SH   DFND 1 57,646 0 0
SONOCO PRODS CO COM COM 835495102 30,267 623,175 SH   DFND 1 622,775 0 400
SONUS NETWORKS INC COM COM NEW 835916503 2,522 334,945 SH   DFND 1 334,945 0 0
SONUS NETWORKS INC COM COM NEW 835916503 9 1,299 SH   DFND 1 2 1,299 0 0
SONY CORP ADR NEW ADR NEW 835699307 318 12,397 SH   DFND 1 9,650 0 2,747
SORRENTO THERAPEUTICS INC COM NEW 83587F202 986 183,319 SH   DFND 1 183,319 0 0
SOTHEBYS HLDGS INC CL A COM 835898107 10,024 375,019 SH   DFND 1 375,019 0 0
SOTHERLY HOTELS INC COM 83600C103 284 55,321 SH   DFND 1 55,321 0 0
SOUFUN HOLDINGS LTD-ADR ADR 836034108 371 62,595 SH   DFND 1 59,913 0 2,682
SOUTH JERSEY INDS INC COM COM 838518108 12,912 453,861 SH   DFND 1 453,861 0 0
SOUTH STATE CORP COM 840441109 11,283 175,667 SH   DFND 1 175,667 0 0
SOUTHCOAST FINANCIAL CORP COM 84129R100 179 13,780 SH   DFND 1 13,780 0 0
SOUTHERN CO COM COM 842587107 396,644 7,682,592 SH   DFND 1 7,669,202 0 13,390
SOUTHERN COPPER CORP COM COM 84265V105 3,271 118,813 SH   DFND 1 118,754 0 59
SOUTHERN MISSOURI BANCORP COM 843380106 604 25,154 SH   DFND 1 25,154 0 0
SOUTHERN NATL BANCRP VA-REDH COM 843395104 355 29,861 SH   DFND 1 29,861 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 4,315 165,526 SH   DFND 1 165,526 0 0
SOUTHWEST AIRLS CO COM COM 844741108 240,643 5,380,412 SH   DFND 1 5,374,832 0 5,580
SOUTHWEST BANCORP INC OKLA COM COM 844767103 1,927 128,073 SH   DFND 1 128,073 0 0
SOUTHWEST GAS CORP COM COM 844895102 21,485 326,281 SH   DFND 1 326,281 0 0
SOUTHWESTERN ENERGY CO COM COM 845467109 25,535 3,170,725 SH   DFND 1 3,169,924 0 801
SOUTHWESTERN ENERGY CO COM COM 845467109 38 4,728 SH   DFND 1 2 4,728 0 0
SOVRAN SELF STORAGE INC COM COM 84610H108 42,827 363,095 SH   DFND 1 363,095 0 0
SP PLUS CORP COM 78469C103 3,036 126,193 SH   DFND 1 126,193 0 0
SPANISH BROADCASTING SYS IN CL A CL A NEW 846425833 61 18,498 SH   DFND 1 18,498 0 0
SPAR GROUP INC COM 784933103 204 211,168 SH   DFND 1 211,168 0 0
SPARK ENERGY INC - CLASS A CL A COM 846511103 798 44,364 SH   DFND 1 43,110 0 1,254
SPARK NETWORKS PLC COM 84651P100 216 97,541 SH   DFND 1 97,541 0 0
SPARK THERAPEUTICS INC COM 84652J103 2,967 100,565 SH   DFND 1 100,565 0 0
SPARTAN MOTORS INC COM 846819100 745 188,785 SH   DFND 1 188,785 0 0
SPARTANNASH CO COM 847215100 91 3,019 SH   DFND 1 2 3,019 0 0
SPARTANNASH CO COM 847215100 10,366 342,029 SH   DFND 1 342,029 0 0
SPARTON CORP COM 847235108 1,013 56,347 SH   DFND 1 56,347 0 0
SPECTRA ENERGY CORP COM 847560109 162,006 5,305,356 SH   DFND 1 5,295,601 0 9,755
SPECTRANETICS CORP COM 84760C107 4,391 302,463 SH   DFND 1 302,463 0 0
SPECTRUM BRANDS HOLDINGS INC COM 84763R101 18,034 165,032 SH   DFND 1 164,895 0 137
SPECTRUM PHARMACEUTICALS INC COM 84763A108 2,503 393,699 SH   DFND 1 393,699 0 0
SPEEDWAY MOTORSPORTS INC COM COM 847788106 1,773 89,456 SH   DFND 1 89,101 0 355
SPIRIT AEROSYSTEMS HLDG-CL A COM CL A 848574109 387 8,552 SH   DFND 1 2 8,552 0 0
SPIRIT AEROSYSTEMS HLDG-CL A COM CL A 848574109 47,491 1,046,992 SH   DFND 1 1,046,621 0 371
SPIRIT AIRLINES INC COM 848577102 28 595 SH   DFND 1 2 595 0 0
SPIRIT AIRLINES INC COM 848577102 21,860 455,608 SH   DFND 1 455,531 0 77
SPIRIT REALTY CAPITAL INC COM 84860W102 30,284 2,691,974 SH   DFND 1 2,691,974 0 0
SPLUNK INC COM 848637104 40,432 826,773 SH   DFND 1 825,830 0 943
SPOK HOLDINGS INC COM 84863T106 3,171 181,125 SH   DFND 1 181,125 0 0
SPOK HOLDINGS INC COM 84863T106 149 8,546 SH   DFND 1 2 8,546 0 0
SPORTSMAN'S WAREHOUSE HOLDING COM 84920Y106 2,035 161,575 SH   DFND 1 161,575 0 0
SPRINT CORP COM SER 1 85207U105 1 489 SH   DFND 1 2 489 0 0
SPRINT CORP COM SER 1 85207U105 16,764 4,820,293 SH   DFND 1 4,819,340 0 953
SPROTT FOCUS TRUST INC COM 85208J109 466 76,526 PRN   DFND 1 2 76,526 0 0
SPROUTS FARMERS MARKETS INC COM 85208M102 26,629 916,990 SH   DFND 1 916,609 0 381
SPS COMMERCE INC COM 78463M107 4,882 113,702 SH   DFND 1 113,702 0 0
SPS COMMERCE INC COM 78463M107 122 2,855 SH   DFND 1 2 2,855 0 0
SPX CORP COM COM 784635104 3,775 251,389 SH   DFND 1 249,758 0 1,631
SPX FLOW INC COM 78469X107 7,357 293,348 SH   DFND 1 293,337 0 11
SQUARE INC - A CL A 852234103 2,450 160,378 SH   DFND 1 160,378 0 0
SS&C TECHNOLOGIES HOLDINGS COM 78467J100 33,149 522,704 SH   DFND 1 522,676 0 28
ST JOE CO COM COM 790148100 8,247 480,898 SH   DFND 1 480,898 0 0
ST JUDE MED INC COM COM 790849103 121 2,215 SH   DFND 1 2 2,215 0 0
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SUMITOMO MITSUI FINANCIAL GR-ADR SPONSORED ADR 86562M209 294 48,968 SH   DFND 1 36,615 0 12,353
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THE CARLYLE GROUP COM UTS LTD PTN 14309L102 527 31,243 SH   DFND 1 31,243 0 0
THE COMMUNITY FINANCIAL CORP COM 20368X101 365 16,726 SH   DFND 1 16,726 0 0
THE NEW HOME CO INC COM 645370107 889 72,532 SH   DFND 1 72,532 0 0
THERAPEUTICS MD INC COM 88338N107 6,216 971,372 SH   DFND 1 971,372 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 70 3,740 SH   DFND 1 2 3,740 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 3,562 189,499 SH   DFND 1 189,499 0 0
THERMO ELECTRON CORP COM COM 883556102 440,879 3,120,308 SH   DFND 1 3,114,605 0 5,703
THERMON GROUP HOLDINGS INC COM 88362T103 3,732 212,555 SH   DFND 1 212,555 0 0
THESTREET COM COM COM 88368Q103 128 103,746 SH   DFND 1 103,746 0 0
THIRD POINT REINSURANCE LTD COM G8827U100 4,739 416,872 SH   DFND 1 416,872 0 0
THOMSON REUTERS CORP COM 884903105 6,552 161,744 SH   DFND 1 160,669 0 1,075
THOR INDS INC COM COM 885160101 20,026 314,039 SH   DFND 1 313,753 0 286
THRESHOLD PHARMACEUTICALS COM NEW 885807206 189 412,921 SH   DFND 1 412,921 0 0
TIDEWATER INC COM COM 886423102 2,052 300,580 SH   DFND 1 300,580 0 0
TIER REIT INC COM NEW 88650V208 5,065 376,926 SH   DFND 1 376,926 0 0
TIFFANY & CO NEW COM COM 886547108 69,290 946,185 SH   DFND 1 944,675 0 1,510
TIFFANY & CO NEW COM COM 886547108 3 49 SH   DFND 1 2 49 0 0
TILE SHOP HOLDINGS INC COM 88677Q109 27 1,837 SH   DFND 1 2 1,837 0 0
TILE SHOP HOLDINGS INC COM 88677Q109 3,374 226,339 SH   DFND 1 226,339 0 0
TILLYS INC CL A CL A 886885102 447 66,956 SH   DFND 1 66,956 0 0
TIMBERLAND BANCORP INC COM COM 887098101 237 18,822 SH   DFND 1 18,822 0 0
TIME INC COM 887228104 5 358 SH   DFND 1 2 358 0 0
TIME INC COM 887228104 11,334 734,086 SH   DFND 1 733,101 0 985
TIME WARNER CABLE INC COM 88732J207 445,375 2,181,255 SH   DFND 1 2,177,878 0 3,377
TIME WARNER CABLE INC COM 88732J207 1,718 8,399 SH   DFND 1 2 8,399 0 0
TIME WARNER INC COM COM NEW 887317303 463,236 6,398,087 SH   DFND 1 6,389,020 0 9,067
TIMKEN CO COM COM 887389104 14,621 436,596 SH   DFND 1 436,167 0 429
TIMKENSTEEL CORP COM 887399103 2,194 241,161 SH   DFND 1 241,161 0 0
TIPTREE FINANCIAL INC A CL A 88822Q103 1,206 211,682 SH   DFND 1 211,682 0 0
TITAN INTL INC ILL COM COM 88830M102 49 9,246 SH   DFND 1 2 9,246 0 0
TITAN INTL INC ILL COM COM 88830M102 1,603 297,962 SH   DFND 1 297,962 0 0
TITAN MACHINERY INC-REDH COM 88830R101 1,355 117,236 SH   DFND 1 117,236 0 0
TITAN PHARMACEUTICALS INC D COM COM NEW 888314309 364 76,064 SH   DFND 1 76,064 0 0
TIVO INC COM COM 888706108 6,279 660,297 SH   DFND 1 660,297 0 0
TIVO INC COM COM 888706108 95 10,000 SH   DFND 1 2 10,000 0 0
TJX COS INC NEW COM COM 872540109 445,020 5,690,891 SH   DFND 1 5,682,797 0 8,094
TLGT 3 3/4 12/15/19 NOTE 3.750%12/1 449575AB5 2,145 2,690,000 PRN   DFND 1 2 2,690,000 0 0
TLOG 8 06/15/19 NOTE 8.000% 6/1 88165UAB5 696 2,750,000 PRN   DFND 1 2 2,750,000 0 0
TMUS 5 1/2 CONV PFD SER A 872590203 662 10,000 PRN   DFND 1 2 10,000 0 0
TOBIRA THERAPEUTICS INC COM 88883P101 263 32,223 SH   DFND 1 32,223 0 0
TOKAI PHARMACEUTICALS INC COM 88907J107 294 52,554 SH   DFND 1 52,554 0 0
TOLL BROTHERS INC COM COM 889478103 22 748 SH   DFND 1 2 748 0 0
TOLL BROTHERS INC COM COM 889478103 29,361 995,582 SH   DFND 1 993,469 0 2,113
TOMPKINSTRUSTCO INC COM COM 890110109 5,829 91,087 SH   DFND 1 91,087 0 0
TONIX PHARMACEUTICALS HOLDING CORP COM NEW 890260201 228 94,924 SH   DFND 1 94,924 0 0
TOOTSIE ROLL INDS INC COM COM 890516107 5,582 159,787 SH   DFND 1 159,787 0 0
TOPBUILD CORP - W/I COM 89055F103 6,535 219,757 SH   DFND 1 219,595 0 162
TORCHLIGHT ENERGY RESOURCES INC COM 89102U103 59 84,269 SH   DFND 1 84,269 0 0
TORCHMARK CORP COM COM 891027104 51,674 956,016 SH   DFND 1 956,016 0 0
TORO CO COM COM 891092108 29,122 338,158 SH   DFND 1 338,158 0 0
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TOTAL SYS SVCS INC COM COM 891906109 69,015 1,453,291 SH   DFND 1 1,452,583 0 708
TOWER INTERNATIONAL INC COM 891826109 3,632 133,549 SH   DFND 1 133,549 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 391 32,268 SH   DFND 1 32,268 0 0
TOWERSTREAM CORP COM 892000100 33 280,852 SH   DFND 1 280,852 0 0
TOWN SPORTS INTERNATIONAL COM 89214A102 279 97,355 SH   DFND 1 97,355 0 0
TOWNE BANK COM 89214P109 7,041 366,956 SH   DFND 1 366,956 0 0
TOWNSQUARE MEDIA INC CL A 892231101 504 44,978 SH   DFND 1 44,978 0 0
TOYOTA MOTOR CORP SP ADR REP2COM SP ADR REP2COM 892331307 1,702 16,009 SH   DFND 1 8,775 0 7,234
TRACON PHARMACEUTICALS INC COM 89237H100 170 24,420 SH   DFND 1 24,420 0 0
TRACTOR SUPPLY CO COM COM 892356106 107,024 1,185,331 SH   DFND 1 1,184,565 0 766
TRANS WORLD ENTMT CORP COM COM 89336Q100 161 44,401 SH   DFND 1 44,401 0 0
TRANSACT TECHNOLOGIES INC COM COM 892918103 273 33,579 SH   DFND 1 33,579 0 0
TRANSATLANTIC PETROLEUM LTD SHS NEW G89982113 89 119,064 SH   DFND 1 119,064 0 0
TRANSCONTINENTAL RLTY INVS COM NEW COM NEW 893617209 220 22,207 SH   DFND 1 22,207 0 0
TRANSENTERIX INC COM NEW 89366M201 1,645 387,182 SH   DFND 1 387,182 0 0
TRANSGENOMIC INC COM COM NEW 89365K305 7 13,347 SH   DFND 1 13,347 0 0
TRANSGLOBE ENERGY CORP COM 893662106 42 25,690 SH   DFND 1 25,690 0 0
TRANSIDGM GROUP INC COM 893641100 69,596 316,038 SH   DFND 1 315,690 0 348
TRANSIDGM GROUP INC COM 893641100 27 125 SH   DFND 1 2 125 0 0
TRANSITION THERAPEUTICS INC COM NEW 893716209 16 12,651 SH   DFND 1 12,651 0 0
TRANSMONTAIGNE PTNRS LP-REDH COM UNIT L P 89376V100 473 12,925 SH   DFND 1 2 12,925 0 0
TRANSOCEAN LTD REG SHS H8817H100 23,137 2,535,898 SH   DFND 1 2,535,898 0 0
TRANSOCEAN LTD REG SHS H8817H100 347 38,056 SH   DFND 1 2 38,056 0 0
TRANSUNION COM 89400J107 8,077 292,551 SH   DFND 1 292,453 0 98
TRAVELCENTERS OF AMERICA W/I COM 894174101 87 12,932 SH   DFND 1 2 12,932 0 0
TRAVELERS COS INC/THE COM 89417E109 291,940 2,506,297 SH   DFND 1 2,502,672 0 3,625
TRAVELPORT WORLDWIDE LTD SHS G9019D104 10,184 745,582 SH   DFND 1 745,582 0 0
TRAVELZOO INC COM NEW 89421Q205 417 51,357 SH   DFND 1 51,357 0 0
TRC COS INC COM COM 872625108 1,114 153,776 SH   DFND 1 153,776 0 0
TRECORA RESOURCES COM 894648104 1,191 123,848 SH   DFND 1 123,848 0 0
TREDEGAR CORP COM COM 894650100 2,494 158,658 SH   DFND 1 158,658 0 0
TREEHOUSE FOODS INC COM 89469A104 33,700 388,476 SH   DFND 1 388,476 0 0
TREMOR VIDEO INC COM 89484Q100 238 135,251 SH   DFND 1 135,251 0 0
TREVENA INC COM 89532E109 2,079 251,486 SH   DFND 1 251,486 0 0
TREX INC COM COM 89531P105 9,615 200,615 SH   DFND 1 200,615 0 0
TRI POINTE GROUP INC COM 87265H109 11,824 1,003,797 SH   DFND 1 1,003,797 0 0
TRI-CONTINENTAL CORP COM 895436103 1,372 68,761 PRN   DFND 1 2 68,761 0 0
TRIANGLE PETROLEUM CORP COM NEW 89600B201 225 416,440 SH   DFND 1 416,440 0 0
TRIBUNE MEDIA CO - A CL A 896047503 20,024 522,160 SH   DFND 1 521,994 0 166
TRIBUNE PUBLISHING CO COM 896082104 1,071 138,786 SH   DFND 1 138,786 0 0
TRICO BANCSHARES COM COM 896095106 4,169 164,680 SH   DFND 1 164,680 0 0
TRIMAS CORP COM NEW 896215209 5,536 316,002 SH   DFND 1 316,002 0 0
TRIMBLE NAVIGATION LTD COM COM 896239100 41,241 1,663,874 SH   DFND 1 1,662,984 0 890
TRINA SOLAR LTD -ADR SPON ADR 89628E104 177 17,837 SH   DFND 1 17,837 0 0
TRINET GROUP INC COM 896288107 3,982 277,529 SH   DFND 1 277,529 0 0
TRINITY BIOTECH PLC-SPON ADR SPON ADR NEW 896438306 126 10,884 SH   DFND 1 10,884 0 0
TRINITY INDS INC COM COM 896522109 24,330 1,328,794 SH   DFND 1 1,328,173 0 621
TRINITY INDS INC COM COM 896522109 65 3,560 SH   DFND 1 2 3,560 0 0
TRINSEO SA SHS L9340P101 4,072 110,626 SH   DFND 1 110,626 0 0
TRIPADVISOR INC COM 896945201 92 1,389 SH   DFND 1 2 1,389 0 0
TRIPADVISOR INC COM 896945201 63,622 958,651 SH   DFND 1 957,694 0 957
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TRIPLE-S MANAGEMENT CP-REDH CL B 896749108 6,183 248,726 SH   DFND 1 248,726 0 0
TRISTATE CAPITAL HLDGS INC COM 89678F100 1,781 141,393 SH   DFND 1 141,393 0 0
TRIUMPH BANCORP INC COM 89679E300 1,468 92,745 SH   DFND 1 92,745 0 0
TRIUMPH GROUP INC NEW COM COM 896818101 158 5,042 SH   DFND 1 2 5,042 0 0
TRIUMPH GROUP INC NEW COM COM 896818101 9,639 306,223 SH   DFND 1 306,214 0 9
TRONOX LTD SHS CL A Q9235V101 2,594 405,986 SH   DFND 1 405,986 0 0
TROVAGENE INC COM NEW 897238309 853 183,442 SH   DFND 1 183,442 0 0
TRUEBLUE INC COM 89785X101 37 1,424 SH   DFND 1 2 1,424 0 0
TRUEBLUE INC COM 89785X101 7,137 272,946 SH   DFND 1 272,946 0 0
TRUECAR INC COM 89785L107 2,222 397,526 SH   DFND 1 397,526 0 0
TRUPANION INC COM 898202106 896 90,991 SH   DFND 1 90,991 0 0
TRUSTCO BK CORP N Y COM COM 898349105 4,076 672,669 SH   DFND 1 672,669 0 0
TRUSTMARK CORP COM COM 898402102 10,742 466,453 SH   DFND 1 463,453 0 3,000
TRUSTMARK CORP COM COM 898402102 2 126 SH   DFND 1 2 126 0 0
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 697 112,813 SH   DFND 1 2 112,813 0 0
TSL 4 10/15/19 NOTE 4.000%10/1 89628EAE4 6,269 7,000,000 PRN   DFND 1 2 7,000,000 0 0
TSLA 1 1/2 06/01/18 NOTE 1.500% 6/0 88160RAA9 36,787 20,000,000 PRN   DFND 1 2 20,000,000 0 0
TTM TECHNOLOGIES INC COM COM 87305R109 3,121 469,331 SH   DFND 1 469,331 0 0
TTWO 1 07/01/2018 NOTE 1.000% 7/0 874054AD1 5,351 3,000,000 PRN   DFND 1 2 3,000,000 0 0
TUBEMOGUL INC COM 898570106 1,540 119,051 SH   DFND 1 119,051 0 0
TUESDAY MORNING CORP COM NEW COM NEW 899035505 2,449 299,504 SH   DFND 1 299,504 0 0
TUMI HOLDINGS INC COM 89969Q104 9,535 355,550 SH   DFND 1 355,550 0 0
TUNIU CORP-SPON ADR SPONSORED ADS CL 89977P106 127 12,192 SH   DFND 1 12,192 0 0
TUPPERWARE BRANDS CORP COM COM 899896104 17,372 299,634 SH   DFND 1 299,268 0 366
TUPPERWARE BRANDS CORP COM COM 899896104 20 350 SH   DFND 1 2 350 0 0
TURTLE BEACH CORP COM 900450107 69 61,311 SH   DFND 1 61,311 0 0
TUTOR PERINI CORP COM COM 901109108 3,992 256,928 SH   DFND 1 256,928 0 0
TWENTY-FIRST CENTURY FOX CL A 90130A101 262,873 9,447,175 SH   DFND 1 9,443,516 0 3,659
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TWIN DISC INC COM COM 901476101 529 52,245 SH   DFND 1 52,245 0 0
TWITTER INC COM 90184L102 57,239 3,460,671 SH   DFND 1 3,455,063 0 5,608
TWITTER INC COM 90184L102 93 5,678 SH   DFND 1 2 5,678 0 0
TWO HARBORS INVESTMENT CORP COM 90187B101 19,409 2,444,499 SH   DFND 1 2,443,995 0 504
TWTR 0 1/4 09/15/19 NOTE 0.250% 9/1 90184LAB8 2,626 3,000,000 PRN   DFND 1 2 3,000,000 0 0
TYCO INTERNATIONAL PLC SHS G91442106 123,397 3,368,362 SH   DFND 1 3,364,018 0 4,344
TYCO INTERNATIONAL PLC SHS G91442106 367 10,000 SH   DFND 1 2 10,000 0 0
TYLER TECHNOLOGIES INC COM COM 902252105 27,329 212,497 SH   DFND 1 212,497 0 0
TYSON FOODS INC CL A CL A 902494103 180,677 2,715,248 SH   DFND 1 2,712,190 0 3,058
U S ENERGY CORP - WYOMING COM 911805109 43 118,638 SH   DFND 1 118,638 0 0
U S G CORP COM NEW COM NEW 903293405 13,257 534,379 SH   DFND 1 534,246 0 133
U S GEOTHERMAL INC COM 90338S102 361 534,133 SH   DFND 1 534,133 0 0
U S PHYSICAL THERAPY INC COM COM 90337L108 3,937 79,168 SH   DFND 1 79,168 0 0
U.S. GLOBAL INVESTORS INC-A CL A 902952100 78 45,139 SH   DFND 1 45,139 0 0
UBIQUITI NETWORKS INC COM 90347A100 6,594 198,211 SH   DFND 1 198,211 0 0
UBS GROUP AG SHS H42097107 581 36,272 SH   DFND 1 32,977 0 3,295
UCP INC CL A 90265Y106 292 36,379 SH   DFND 1 36,379 0 0
UDR INC COM 902653104 104,049 2,704,883 SH   DFND 1 2,703,538 0 1,345
UFP TECHNOLOGIES INC COM 902673102 652 29,300 SH   DFND 1 29,300 0 0
UGI CORP NEW COM COM 902681105 56,330 1,398,114 SH   DFND 1 1,398,024 0 90
UGI CORP NEW COM COM 902681105 73 1,822 SH   DFND 1 2 1,822 0 0
ULTA SALON COSMETICS & FRAGR COM 90384S303 85,837 443,274 SH   DFND 1 442,878 0 396
ULTIMATE SOFTWARE GROUP INC COM COM 90385D107 34,837 180,038 SH   DFND 1 180,026 0 12
ULTRA CLEAN HOLDINGS COM 90385V107 1,086 202,669 SH   DFND 1 202,669 0 0
ULTRA PETE CORP COM COM 903914109 13 27,954 SH   DFND 1 2 27,954 0 0
ULTRA PETE CORP COM COM 903914109 1,010 2,029,087 SH   DFND 1 2,029,087 0 0
ULTRAGENYX PHARMACEUTICAL INC COM 90400D108 16,285 257,227 SH   DFND 1 257,227 0 0
ULTRAGENYX PHARMACEUTICAL INC COM 90400D108 30 486 SH   DFND 1 2 486 0 0
ULTRALIFE CORP COM 903899102 333 65,180 SH   DFND 1 65,180 0 0
ULTRAPETROL BAHAMAS LTD COM P94398107 17 64,028 SH   DFND 1 64,028 0 0
ULTRATECH STEPPER INC COM COM 904034105 4,232 193,780 SH   DFND 1 193,780 0 0
UMB FINL CORP COM COM 902788108 15,566 301,500 SH   DFND 1 301,500 0 0
UMH PROPERTIES INC COM COM 903002103 1,357 136,832 SH   DFND 1 136,832 0 0
UMH PROPERTIES INC S-A 8 1/4 CV RED PFD-A 903002202 753 29,187 SH   DFND 1 29,187 0 0
UMPQUA HLDGS CORP COM COM 904214103 28,967 1,826,464 SH   DFND 1 1,824,703 0 1,761
UNDER ARMOUR INC-CLASS A CL A 904311107 128,146 1,513,607 SH   DFND 1 1,511,710 0 1,897
UNI-PIXEL INC COM NEW 904572203 49 54,148 SH   DFND 1 54,148 0 0
UNIFI INC COM COM NEW 904677200 3,604 157,343 SH   DFND 1 157,343 0 0
UNIFIRST CORP MASS COM COM 904708104 15,103 138,410 SH   DFND 1 138,410 0 0
UNILEVER N V N Y SHS NEW N Y SHS NEW 904784709 908 20,324 SH   DFND 1 10,581 0 9,743
UNILEVER PLC SPON ADR NEW SPON ADR NEW 904767704 926 20,511 SH   DFND 1 6,708 0 13,803
UNILIFE CORP COM 90478E103 693 1,020,300 SH   DFND 1 1,020,300 0 0
UNION BANKSHARES CORP COM 90539J109 7,983 324,156 SH   DFND 1 324,156 0 0
UNION PAC CORP COM COM 907818108 571,330 7,195,980 SH   DFND 1 7,187,612 0 8,368
UNISYS CORP COM COM NEW 909214306 2,412 313,282 SH   DFND 1 313,282 0 0
UNIT CORP COM COM 909218109 2,912 330,544 SH   DFND 1 330,544 0 0
UNITED BANCORP INC/OHIO COM 909911109 377 41,665 SH   DFND 1 41,665 0 0
UNITED BANKSHARES INC WEST COM COM 909907107 16,968 462,348 SH   DFND 1 461,223 0 1,125
UNITED CMNTY BKS BLAIRSVLE CAP STK COM 90984P303 7,675 415,549 SH   DFND 1 415,549 0 0
UNITED CMNTY FINL CORP OHIO COM COM 909839102 2,142 364,932 SH   DFND 1 364,932 0 0
UNITED CONTINENTAL HOLDINGS COM 910047109 176,799 2,958,579 SH   DFND 1 2,956,869 0 1,710
UNITED DEVELOPMENT FUNDING I COM 910187103 857 267,956 SH   DFND 1 267,956 0 0
UNITED FINANCIAL BANCORP INC/NEW COM 910304104 4,493 356,923 SH   DFND 1 356,923 0 0
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UNITED INSURANCE HOLDINGS CO COM 910710102 5,014 261,055 SH   DFND 1 261,055 0 0
UNITED INSURANCE HOLDINGS CO COM 910710102 287 14,967 SH   DFND 1 2 14,967 0 0
UNITED MICROELECTRONICS-ADR SPON ADR NEW 910873405 26 12,866 SH   DFND 1 0 0 12,866
UNITED NAT FOODS INC COM COM 911163103 73 1,815 SH   DFND 1 2 1,815 0 0
UNITED NAT FOODS INC COM COM 911163103 18,507 459,240 SH   DFND 1 459,240 0 0
UNITED ONLINE INC COM COM NEW 911268209 2,462 213,407 SH   DFND 1 213,407 0 0
UNITED PARCEL SERVICE INC CL B CL B 911312106 590,110 5,606,427 SH   DFND 1 5,595,724 0 10,703
UNITED RENTALS INC COM COM 911363109 143 2,304 SH   DFND 1 2 2,304 0 0
UNITED RENTALS INC COM COM 911363109 46,024 741,594 SH   DFND 1 740,999 0 595
UNITED SECURITY BANCSHARES SHS 911459105 81 10,018 SH   DFND 1 10,018 0 0
UNITED SECURITY BANCSHARES COM 911460103 60 12,275 SH   DFND 1 12,275 0 0
UNITED STATES ANTIMONY CORP COM 911549103 31 139,769 SH   DFND 1 139,769 0 0
UNITED STATES CELLULAR CORP COM COM 911684108 4,541 99,395 SH   DFND 1 99,395 0 0
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UNITED STATES STL CORP NEW COM COM 912909108 14,620 910,935 SH   DFND 1 908,403 0 2,532
UNITED STATES STL CORP NEW COM COM 912909108 105 6,590 SH   DFND 1 2 6,590 0 0
UNITED TECHNOLOGIES CORP COM COM 913017109 150 1,500 SH   DFND 1 2 1,500 0 0
UNITED TECHNOLOGIES CORP COM COM 913017109 662,656 6,632,948 SH   DFND 1 6,619,703 0 13,245
UNITED THERAPEUTICS CORP DE COM COM 91307C102 49,504 444,434 SH   DFND 1 443,811 0 623
UNITED THERAPEUTICS CORP DE COM COM 91307C102 1,257 11,285 SH   DFND 1 2 11,285 0 0
UNITEDHEALTH GROUP INC COM COM 91324P102 1,013,308 7,876,841 SH   DFND 1 7,864,289 0 12,552
UNITIL CORP COM COM 913259107 6,526 153,611 SH   DFND 1 153,611 0 0
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UNIVERSAL AMERICAN CORP COM 91338E101 2,477 346,998 SH   DFND 1 346,998 0 0
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UNIVERSAL DISPLAY CORP COM COM 91347P105 15,739 290,942 SH   DFND 1 290,942 0 0
UNIVERSAL ELECTRS INC COM COM 913483103 6,502 104,888 SH   DFND 1 104,888 0 0
UNIVERSAL FST PRODS INC COM COM 913543104 13,114 152,819 SH   DFND 1 152,819 0 0
UNIVERSAL HEALTH RLTY INCM SH BEN INT SH BEN INT 91359E105 6,250 111,112 SH   DFND 1 111,112 0 0
UNIVERSAL HLTH SVCS INC CL B CL B 913903100 94,938 762,691 SH   DFND 1 762,303 0 388
UNIVERSAL INSURANCE HOLDINGS COM 91359V107 6,330 355,643 SH   DFND 1 354,871 0 772
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UNIVERSAL LOGISTICS HOLDGINS INC COM 91388P105 1,159 70,428 SH   DFND 1 70,428 0 0
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UNIVERSAL TECHNICAL INSTITUT COM 913915104 546 126,905 SH   DFND 1 126,905 0 0
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UNUM GROUP COM 91529Y106 60,317 1,954,791 SH   DFND 1 1,952,421 0 2,370
UNWIRED PLANET INC COM NEW 91531F202 394 40,028 SH   DFND 1 40,028 0 0
UPLAND SOFTWARE INC COM 91544A109 182 26,535 SH   DFND 1 26,535 0 0
UQM TECHNOLOGIES INC COM COM 903213106 100 176,536 SH   DFND 1 176,536 0 0
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US AUTO PARTS NTWRK INC-REDH COM 90343C100 167 65,261 SH   DFND 1 65,261 0 0
US BANCORP DEL COM NEW COM NEW 902973304 550,689 13,594,382 SH   DFND 1 13,566,393 0 27,989
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USANA HEALTH SCIENCES INC COM 90328M107 7,281 59,968 SH   DFND 1 59,968 0 0
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UTSTARCOM HOLDINGS CORP SHS NEW G9310A114 21 11,924 SH   DFND 1 11,924 0 0
V F CORP COM COM 918204108 183,188 2,834,316 SH   DFND 1 2,830,236 0 4,080
VAALCO ENERGY INC COM NEW 91851C201 260 276,975 SH   DFND 1 276,975 0 0
VAIL RESORTS INC COM COM 91879Q109 31,786 237,746 SH   DFND 1 237,646 0 100
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WP GLIMCHER INC COM 92939N102 13,847 1,459,188 SH   DFND 1 1,458,732 0 456
WPP GROUP PLC AMERICAN DEPOSITARY SHARES ADR 92937A102 1,315 11,295 SH   DFND 1 7,973 0 3,322
WPX ENERGY INC COM 98212B103 10,170 1,454,985 SH   DFND 1 1,451,764 0 3,221
WPX ENERGY INC 6 1/4 PFD SER A CV 98212B202 1,764 50,000 PRN   DFND 1 2 50,000 0 0
WRIGHT MEDICAL GROUP NV ORD SHS 0.03 PAR N96617118 10,063 606,232 SH   DFND 1 606,232 0 0
WSFS FINL CORP COM COM 929328102 9,168 281,928 SH   DFND 1 281,928 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 70,592 925,517 SH   DFND 1 924,894 0 623
WYNN RESORTS LTD COM 983134107 63,903 685,308 SH   DFND 1 684,780 0 528
XACTLY CORP COM 98386L101 273 39,942 SH   DFND 1 39,942 0 0
XBIOTECH INC COM 98400H102 389 41,170 SH   DFND 1 41,170 0 0
XCEL ENERGY INC COM COM 98389B100 179,295 4,295,630 SH   DFND 1 4,291,361 0 4,269
XCERRA CORP COM 98400J108 2,266 347,561 SH   DFND 1 347,561 0 0
XENCOR INC COM 98401F105 2,910 216,860 SH   DFND 1 216,860 0 0
XENIA HOTELS & RESORTS INC COM 984017103 16,320 1,044,829 SH   DFND 1 1,044,829 0 0
XENITH BANKSHARES INC COM 98410X105 137 18,211 SH   DFND 1 18,211 0 0
XENOPORT INC COM 98411C100 1,758 389,911 SH   DFND 1 389,911 0 0
XERIUM TECHNOLOGIES INC COM NEW 98416J118 360 69,131 SH   DFND 1 69,131 0 0
XEROX CORP COM COM 984121103 418 37,486 SH   DFND 1 2 37,486 0 0
XEROX CORP COM COM 984121103 105,612 9,478,913 SH   DFND 1 9,463,632 0 15,281
XILINX INC COM COM 983919101 110,112 2,325,775 SH   DFND 1 2,322,106 0 3,669
XINYUAN REAL ESTATE CO LTD SPONS ADR 98417P105 65 14,829 SH   DFND 1 2 14,829 0 0
XL GROUP PLC SHS G98290102 87,766 2,389,729 SH   DFND 1 2,387,480 0 2,249
XLNX 2 5/8 06/15/17 NOTE 2.625% 6/1 983919AF8 11,506 7,000,000 PRN   DFND 1 2 7,000,000 0 0
XO GROUP INC COM 983772104 2,476 154,317 SH   DFND 1 154,317 0 0
XO GROUP INC COM 983772104 283 17,664 SH   DFND 1 2 17,664 0 0
XOMA CORP COM 98419J107 464 600,488 SH   DFND 1 600,488 0 0
XPLORE TECHNOLOGIES COM PAR $0.001 983950700 59 16,945 SH   DFND 1 16,945 0 0
XPO LOGISTICS INC COM 983793100 16,868 549,460 SH   DFND 1 549,460 0 0
XUNLEI LTD ADR SPONSORED ADR 98419E108 75 12,353 SH   DFND 1 2 12,353 0 0
XUNLEI LTD ADR SPONSORED ADR 98419E108 78 12,793 SH   DFND 1 12,793 0 0
XURA INC COM 98420V107 3,328 169,213 SH   DFND 1 169,213 0 0
XYLEM INC COM 98419M100 60,604 1,484,650 SH   DFND 1 1,484,182 0 468
YADKIN VALLEY FINANCIAL CORP COM 984305102 6,967 294,380 SH   DFND 1 294,380 0 0
YAHOO INC COM COM 984332106 3,128 85,000 SH   DFND 1 2 85,000 0 0
YAHOO INC COM COM 984332106 267,470 7,280,621 SH   DFND 1 7,273,023 0 7,598
YANDEX NV-A SHS CLASS A N97284108 54 3,537 SH   DFND 1 2 3,537 0 0
YANDEX NV-A SHS CLASS A N97284108 1,632 106,576 SH   DFND 1 106,576 0 0
YELP INC CL A 985817105 6,583 331,141 SH   DFND 1 331,058 0 83
YELP INC CL A 985817105 26 1,354 SH   DFND 1 2 1,354 0 0
YORK WATER CO COM 987184108 3,282 107,539 SH   DFND 1 107,539 0 0
YOU ON DEMAND HOLDINGS INC COM NEW 98741R207 28 15,827 SH   DFND 1 15,827 0 0
YOUKU INC - ADR SPONSORED ADR 98742U100 714 26,280 SH   DFND 1 26,280 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 2,087 223,992 SH   DFND 1 223,217 0 775
YUM! BRANDS INC COM 988498101 274,229 3,357,178 SH   DFND 1 3,352,349 0 4,829
YUMA ENERGY INC COM 98872E108 21 106,091 SH   DFND 1 106,091 0 0
YUME INC COM 98872B104 230 61,521 SH   DFND 1 61,521 0 0
YY INC-ADR ADS REPCOM CLA 98426T106 1,484 24,185 SH   DFND 1 24,185 0 0
ZAFGEN INC COM 98885E103 856 128,152 SH   DFND 1 128,009 0 143
ZAGG INC COM 98884U108 1,069 118,705 SH   DFND 1 2 118,705 0 0
ZAGG INC COM 98884U108 2,813 312,301 SH   DFND 1 312,301 0 0
ZAIS FINANCIAL CORP COM 98886K108 443 29,731 SH   DFND 1 29,731 0 0
ZAYO GROUP HOLDINGS INC COM 98919V105 7,548 311,387 SH   DFND 1 311,328 0 59
ZEBRA TECHNOLOGIES CORP CL A CL A 989207105 22,573 327,156 SH   DFND 1 327,134 0 22
ZELTIQ AESTHETICS INC COM 98933Q108 5,881 216,561 SH   DFND 1 216,561 0 0
ZENDESK INC COM 98936J101 7,257 346,760 SH   DFND 1 346,760 0 0
ZHONE TECHNOLOGIES INC COM NEW 98950P884 152 95,488 SH   DFND 1 95,488 0 0
ZILLOW GROUP INC CL A 98954M101 8,248 322,851 SH   DFND 1 322,851 0 0
ZILLOW GROUP INC - C CL C CAP STK 98954M200 15,205 641,059 SH   DFND 1 640,358 0 701
ZIMMER BIOMET HOLDINGS INC COM 98956P102 155,103 1,457,568 SH   DFND 1 1,455,579 0 1,989
ZION OIL & GAS INC COM 989696109 252 143,483 SH   DFND 1 143,483 0 0
ZIONS BANCORPORATION *W EXP 05/22/202 989701115 2,073 874,696 SH   DFND 1 2 874,696 0 0
ZIONS BANCORPORATION COM COM 989701107 42,495 1,757,949 SH   DFND 1 1,757,938 0 11
ZIOPHARM ONCOLOGY INC COM 98973P101 6,547 882,467 SH   DFND 1 881,578 0 889
ZIX CORP COM COM 98974P100 1,696 431,662 SH   DFND 1 431,662 0 0
ZIX CORP COM COM 98974P100 179 45,702 SH   DFND 1 2 45,702 0 0
ZOE'S KITCHEN INC COM 98979J109 4,840 124,144 SH   DFND 1 124,144 0 0
ZOETIS INC CL A 98978V103 163,237 3,689,861 SH   DFND 1 3,687,298 0 2,563
ZOGENIX INC COM NEW 98978L204 1,418 153,464 SH   DFND 1 153,464 0 0
ZUMIEZ INC COM 989817101 2,927 146,947 SH   DFND 1 146,947 0 0
ZYNERBA PHARMACEUTICALS INC COM 98986X109 140 14,829 SH   DFND 1 14,829 0 0
ZYNGA INC CL A 98986T108 11,870 5,206,183 SH   DFND 1 5,206,183 0 0
ZYNGA INC CL A 98986T108 1 756 SH   DFND 1 2 756 0 0
AGNICO EAGLE MINES LTD COMSTK 2009823 4,007 111,552 SH   DFND 1 109,670 0 1,882
AGRIUM INC COMSTK 2213538 4,370 49,933 SH   DFND 1 48,774 0 1,159
BANK N S HALIFAX COMSTK 2076281 30,036 618,715 SH   DFND 1 609,061 0 9,654
BARRICK GOLD CORP COMSTK 2024644 5,892 437,907 SH   DFND 1 429,856 0 8,051
BCE INC COMSTK B188TH2 8,357 183,850 SH   DFND 1 181,829 0 2,021
BLACKBERRY LTD COMSTK BCBHZ31 1,508 187,612 SH   DFND 1 180,880 0 6,732
CAMECO CORP COMSTK 2166160 1,828 143,812 SH   DFND 1 142,998 0 814
CREDICORP LTD COMSTK 2232878 849 6,502 SH   DFND 1 6,502 0 0
ELDORADO GOLD CORP NEW COMSTK 2307873 826 265,295 SH   DFND 1 263,888 0 1,407
ENBRIDGE INC COMSTK 2466149 13,157 341,122 SH   DFND 1 335,355 0 5,767
ENCANA CORP COMSTK 2793193 1,823 302,113 SH   DFND 1 302,113 0 0
FORTUNA SILVER MINES INC COMSTK 2383033 133 34,300 SH   DFND 1 34,300 0 0
GILDAN ACTIVEWEAR INC COMSTK 2254645 2,903 95,965 SH   DFND 1 95,877 0 88
IMPERIAL OIL LTD COMSTK 2454241 3,758 113,585 SH   DFND 1 111,499 0 2,086
ISRAEL CHEMICALS LTD COMSTK 6455530 3,771 868,561 SH   DFND 1 859,242 0 9,319
JUST ENERGY GROUP INC COMSTK B63MCN1 757 127,449 SH   DFND 1 127,449 0 0
KINROSS GOLD CORP COMSTK B03Z841 1,550 458,647 SH   DFND 1 446,667 0 11,980
KINROSS GOLD CORP COMSTK B03Z841 269 79,048 SH   DFND 1 2 79,048 0 0
MANULIFE FINL CORP COMSTK 2492519 10,220 728,843 SH   DFND 1 722,597 0 6,246
METHANEX CORP COMSTK 2654416 1,077 33,828 SH   DFND 1 32,836 0 992
OPEN TEXT CORP COMSTK 2260824 2,311 45,039 SH   DFND 1 44,633 0 406
PROGRESSIVE WASTE SOLUTIONS COMSTK B3DJGB7 898 29,308 SH   DFND 1 29,308 0 0
SILVER WHEATON CORP COMSTK B058ZX6 2,742 166,752 SH   DFND 1 163,061 0 3,691
WI-LAN INC COMSTK 2230935 688 302,167 SH   DFND 1 302,167 0 0
YAMANA GOLD INC COMSTK 2219279 1,081 359,268 SH   DFND 1 350,262 0 9,006
YAMANA GOLD INC COMSTK 2219279 199 65,703 SH   DFND 1 2 65,703 0 0
AFFYMETRIX INC COM COMSTK 00826T108 7,525,948 537,184 SH   DFND 1 537,184 0 0
HARVARD APPARATUS REGENERATIVE TECH INC COMSTK 41690A106 48,943 27,191 SH   DFND 1 27,191 0 0
PENN VA CORP COM COMSTK 707882106 6,807 44,204 SH   DFND 1 2 44,204 0 0