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 2,506 234,247 SH   DFND 1 232,822 0 1,425
1ST SOURCE CORP COM COM 336901103 6,700 150,034 SH   DFND 1 150,034 0 0
21VIANET GROUP INC - ADR SPONSORED ADR 90138A103 174 24,951 SH   DFND 1 24,951 0 0
22ND CENTURY GROUP INC COM 90137F103 483 443,658 SH   DFND 1 443,658 0 0
2U INC COM 90214J101 9,684 321,219 SH   DFND 1 321,219 0 0
3-D SYS CORP DEL COM NEW COM NEW 88554D205 10,038 755,368 SH   DFND 1 752,270 0 3,098
3M CO COM 88579Y101 1,052,434 5,900,223 SH   DFND 1 5,872,606 0 27,617
51JOBS INC-ADR SP ADR REP COM 316827104 418 12,394 SH   DFND 1 12,394 0 0
58.COM INC-ADR SPON ADR REP A 31680Q104 2,626 94,230 SH   DFND 1 94,230 0 0
8POINT3 ENERGY PARTNERS LP CL A RPT LTDPT 282539105 169 13,083 SH   DFND 1 13,083 0 0
8X8 INC NEW COM COM 282914100 10,005 699,694 SH   DFND 1 699,694 0 0
A. H. BELO CORP COM CL A 001282102 719 113,266 SH   DFND 1 113,266 0 0
A10 NETWORKS INC COM 002121101 2,885 347,194 SH   DFND 1 347,194 0 0
AAC HOLDINGS INC COM 000307108 486 67,216 SH   DFND 1 67,216 0 0
AAON INC COM PAR $0.004 COM PAR $0.004 000360206 10,625 321,489 SH   DFND 1 321,489 0 0
AAR CORP COM COM 000361105 7,862 237,885 SH   DFND 1 237,885 0 0
AARON'S INC COM PAR $0.50 002535300 565 17,678 SH   DFND 1 2 17,678 0 0
AARON'S INC COM PAR $0.50 002535300 21,440 670,240 SH   DFND 1 668,395 0 1,845
ABAXIS INC COM 002567105 8,721 165,270 SH   DFND 1 165,270 0 0
ABB LTD-ADR SPONSORED ADR 000375204 417 19,821 SH   DFND 1 15,919 0 3,902
ABBOTT LABS COM COM 002824100 505,094 13,166,137 SH   DFND 1 13,097,693 0 68,444
ABBOTT LABS COM COM 002824100 29 760 SH   DFND 1 2 760 0 0
ABBVIE INC COM 00287Y109 874,749 13,986,897 SH   DFND 1 13,913,706 0 73,191
ABBVIE INC COM 00287Y109 217 3,469 SH   DFND 1 2 3,469 0 0
ABEONA THERAPEUTICS INC COM 00289Y107 928 191,485 SH   DFND 1 191,485 0 0
ABERCROMBIE & FITCH CO CL A CL A 002896207 22 1,916 SH   DFND 1 2 1,916 0 0
ABERCROMBIE & FITCH CO CL A CL A 002896207 5,473 456,147 SH   DFND 1 455,476 0 671
ABERDEEN CHILE FUND INC COM 00301W105 244 40,978 SH   DFND 1 2 40,978 0 0
ABIOMED INC COM COM 003654100 32,896 291,947 SH   DFND 1 290,776 0 1,171
ABM INDS INC COM COM 000957100 16,528 404,718 SH   DFND 1 404,718 0 0
ABRAXAS PETE CORP COM COM 003830106 2,311 899,242 SH   DFND 1 899,242 0 0
ABRAXAS PETE CORP COM COM 003830106 37 14,515 SH   DFND 1 2 14,515 0 0
AC IMMUNE SA SHS H00263105 329 25,384 SH   DFND 1 25,384 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 6,492 105,136 SH   DFND 1 105,136 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 21 353 SH   DFND 1 2 353 0 0
ACACIA RESEARCH - ACACIA TEC ACACIA TCH COM 003881307 2,337 359,599 SH   DFND 1 359,599 0 0
ACADIA HEALTHCARE CO INC COM 00404A109 19,083 576,545 SH   DFND 1 576,545 0 0
ACADIA PHARMACEUTICALS INC COM COM 004225108 20,113 697,411 SH   DFND 1 697,081 0 330
ACADIA RLTY TR COM SH BEN INT COM SH BEN INT 004239109 24,108 737,718 SH   DFND 1 737,718 0 0
ACCELERON PHARMA INC COM 00434H108 6,727 263,607 SH   DFND 1 263,607 0 0
ACCELERON PHARMA INC COM 00434H108 11 455 SH   DFND 1 2 455 0 0
ACCENTURE LTD BERMUDA CL A SHS CLASS A G1151C101 718,384 6,139,987 SH   DFND 1 6,111,416 0 28,571
ACCESS NATIONAL CORP COM COM 004337101 1,586 57,135 SH   DFND 1 57,135 0 0
ACCLERATE DIAGNOSTICS INC COM 00430H102 4,514 217,569 SH   DFND 1 217,375 0 194
ACCO BRANDS CORP COM 00081T108 10,205 782,042 SH   DFND 1 782,042 0 0
ACCURAY INC COM 004397105 2,938 638,885 SH   DFND 1 638,885 0 0
ACELRX PHARMACEUTICALS INC COM 00444T100 571 219,833 SH   DFND 1 219,833 0 0
ACETO CORP COM COM 004446100 5,006 227,877 SH   DFND 1 227,877 0 0
ACHAOGEN INC COM 004449104 1,822 139,955 SH   DFND 1 139,955 0 0
ACHILLION PHARMACTCLS COM 00448Q201 56 13,574 SH   DFND 1 2 13,574 0 0
ACHILLION PHARMACTCLS COM 00448Q201 3,705 897,167 SH   DFND 1 897,167 0 0
ACI WORLDWIDE INC COM 004498101 16,349 900,797 SH   DFND 1 897,393 0 3,404
ACLARIS THERAPEUTICS INC COM 00461U105 2,820 103,910 SH   DFND 1 103,910 0 0
ACNB CORP COM 000868109 1,007 32,251 SH   DFND 1 32,251 0 0
ACORDA THERAPEUTICS INC COM 00484M106 7,647 406,789 SH   DFND 1 406,789 0 0
ACORDA THERAPEUTICS INC COM 00484M106 18 1,005 SH   DFND 1 2 1,005 0 0
ACTINIUM PHARMACEUTICALS INC COM 00507W107 132 151,287 SH   DFND 1 151,287 0 0
ACTIVISION BLIZZARD INC COM 00507V109 213,311 5,914,525 SH   DFND 1 5,863,216 0 51,309
ACTUA CORP COM 005094107 4,041 288,712 SH   DFND 1 288,712 0 0
ACTUANT CORP CL A NEW CL A NEW 00508X203 11,117 428,425 SH   DFND 1 428,425 0 0
ACTUANT CORP CL A NEW CL A NEW 00508X203 46 1,791 SH   DFND 1 2 1,791 0 0
ACUITY BRANDS INC COM COM 00508Y102 95,760 415,284 SH   DFND 1 413,392 0 1,892
ACUITY BRANDS INC COM COM 00508Y102 27 118 SH   DFND 1 2 118 0 0
ACURA PHARMACEUTICALS INC COM PAR 00509L802 16 21,129 SH   DFND 1 21,129 0 0
ACUSHNET HOLDINGS CORP COM 005098108 3,019 153,178 SH   DFND 1 153,178 0 0
ACXIOM CORP COM COM 005125109 15,884 592,696 SH   DFND 1 590,448 0 2,248
ADAMAS PHARMACEUTICALS INC COM 00548A106 2,025 119,873 SH   DFND 1 119,873 0 0
ADAMIS PHARMACEUTICALS INC COM COM NEW 00547W208 188 59,694 SH   DFND 1 59,694 0 0
ADAMS EXPRESS COM 006212104 4,463 351,178 SH   DFND 1 2 351,178 0 0
ADAMS RESOURCES & ENERGY INC COM NEW 006351308 632 15,949 SH   DFND 1 15,949 0 0
ADAPTIMMUNE THERAPEUTICS - ADR SPONDS ADR 00653A107 66 16,421 SH   DFND 1 16,421 0 0
ADCARE HEALTH SYSTEMS COM NEW 00650W300 59 40,556 SH   DFND 1 40,556 0 0
ADDUS HOMECARE CORP COM 006739106 1,889 53,912 SH   DFND 1 53,912 0 0
ADDVANTAGE TECHNOLOGIES GRP COM NEW 006743306 21 11,928 SH   DFND 1 11,928 0 0
ADEPTUS HEALTH INC CL A 006855100 758 99,279 SH   DFND 1 99,279 0 0
ADESTO TECHNOLOGIES CORP COM 00687D101 79 43,069 SH   DFND 1 43,069 0 0
ADIENT PLC ORD SHS G0084W101 36,949 630,537 SH   DFND 1 630,391 0 146
ADMA BIOLOGICS INC COM 000899104 119 23,282 SH   DFND 1 23,282 0 0
ADOBE SYS INC COM COM 00724F101 449,741 4,373,978 SH   DFND 1 4,338,757 0 35,221
ADTRAN INC COM COM 00738A106 8,204 367,093 SH   DFND 1 367,093 0 0
ADURO BIOTECH INC COM 00739L101 2,825 247,863 SH   DFND 1 247,863 0 0
ADVANCED ACCELERATOR APP-ADR SPONSORED ADS 00790T100 445 16,657 SH   DFND 1 16,657 0 0
ADVANCED AUTO PARTS INC COM COM 00751Y106 116,604 690,287 SH   DFND 1 687,114 0 3,173
ADVANCED DISPOSAL SERVICES INC COM 00790X101 3,756 169,073 SH   DFND 1 169,073 0 0
ADVANCED DRAINAGE SYSTEMS INC COM 00790R104 5,338 259,159 SH   DFND 1 259,159 0 0
ADVANCED DRAINAGE SYSTEMS INC COM 00790R104 58 2,825 SH   DFND 1 2 2,825 0 0
ADVANCED EMISSIONS SOLUTIONS INC COM 00770C101 863 93,402 SH   DFND 1 93,402 0 0
ADVANCED ENERGY INDS COM COM 007973100 17,025 310,971 SH   DFND 1 310,971 0 0
ADVANCED ENERGY INDS COM COM 007973100 83 1,520 SH   DFND 1 2 1,520 0 0
ADVANCED MICRO DEVICES INC COM COM 007903107 136 12,045 SH   DFND 1 2 12,045 0 0
ADVANCED MICRO DEVICES INC COM COM 007903107 79,189 6,983,167 SH   DFND 1 6,961,108 0 22,059
ADVANCED SEMICONDUCTOR E- ADR SPONSORED ADR 00756M404 116 23,046 SH   DFND 1 19,186 0 3,860
ADVANCED SEMICONDUCTOR E- ADR SPONSORED ADR 00756M404 819 162,549 SH   DFND 1 2 162,549 0 0
ADVANCEPIERRE FOODS HOLDINGS INC COM 00782L107 4,748 159,460 SH   DFND 1 159,460 0 0
ADVANSIX INC. COM 00773T101 4,032 182,154 SH   DFND 1 182,154 0 0
ADVAXIS INC COM NEW 007624208 1,912 267,076 SH   DFND 1 267,076 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 380 131,182 SH   DFND 1 131,182 0 0
ADVISORY BRD CO COM COM 00762W107 10,386 312,376 SH   DFND 1 312,376 0 0
AECOM TECHNOLOGY CORP -REDH COM 00766T100 39,485 1,085,947 SH   DFND 1 1,081,479 0 4,468
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 528 52,069 SH   DFND 1 2 52,069 0 0
AEGION CORP COM 00770F104 6,302 265,930 SH   DFND 1 265,930 0 0
AEGLEA BIOTHERAPEUTICS INC COM 00773J103 101 23,311 SH   DFND 1 23,311 0 0
AEGON N V ORD AMER REG NY REGISTRY SH 007924103 55 10,048 SH   DFND 1 6,608 0 3,440
AEHR TEST SYSTEMS COM COM 00760J108 198 82,292 SH   DFND 1 82,292 0 0
AEMITIS INC COM NEW 00770K202 88 63,589 SH   DFND 1 63,589 0 0
AEP INDS INC COM COM 001031103 5,357 46,143 SH   DFND 1 46,143 0 0
AERCAP HOLDINGS NV SHS N00985106 13,977 337,356 SH   DFND 1 337,356 0 0
AERI PHARMACEUTICALS INC COM 00771V108 9,608 253,856 SH   DFND 1 253,856 0 0
AEROHIVE NETWORKS INC COM 007786106 1,537 269,765 SH   DFND 1 269,765 0 0
AEROJET ROCKETDYNE HOLDINGS INC COM 007800105 8,859 493,566 SH   DFND 1 493,566 0 0
AEROVIRONMENT INC COM 008073108 4,479 166,976 SH   DFND 1 166,976 0 0
AES CORP COM COM 00130H105 69,308 5,971,872 SH   DFND 1 5,943,466 0 28,406
AETHLON MEDICAL INC COM NEW 00808Y208 101 24,234 SH   DFND 1 24,234 0 0
AETNA INC NEW COM COM 00817Y108 403,812 3,260,112 SH   DFND 1 3,243,737 0 16,375
AEVI GENOMIC MEDICINE INC COM 00835P105 1,087 209,910 SH   DFND 1 209,910 0 0
AFFILIATED MANAGERS GROUP COM COM 008252108 70,803 487,896 SH   DFND 1 485,512 0 2,384
AFFILIATED MANAGERS GROUP COM COM 008252108 237 1,636 SH   DFND 1 2 1,636 0 0
AFFIMED NV COM N01045108 41 22,803 SH   DFND 1 22,803 0 0
AFLAC INC COM COM 001055102 84 1,207 SH   DFND 1 2 1,207 0 0
AFLAC INC COM COM 001055102 261,446 3,760,880 SH   DFND 1 3,742,208 0 18,672
AG MORTGAGE INVESTMENT TRUST COM 001228105 3,399 198,691 SH   DFND 1 190,526 0 8,165
AGCO CORP COM COM 001084102 28,996 501,314 SH   DFND 1 499,357 0 1,957
AGENUS INC COM NEW 00847G705 2,160 524,307 SH   DFND 1 524,307 0 0
AGILE THERAPEUTICS INC COM 00847L100 666 116,940 SH   DFND 1 116,940 0 0
AGILENT TECHNOLOGIES INC COM COM 00846U101 136,910 3,008,586 SH   DFND 1 2,993,657 0 14,929
AGILYSYS INC COM 00847J105 1,281 123,665 SH   DFND 1 123,665 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 10,137 242,936 SH   DFND 1 242,936 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 26 627 SH   DFND 1 2 627 0 0
AGNC INVESTMENT CORP COM 00123Q104 29 1,605 SH   DFND 1 2 1,605 0 0
AGNC INVESTMENT CORP COM 00123Q104 51,006 2,814,124 SH   DFND 1 2,806,453 0 7,671
AGNICO EAGLE MINES LTD COMSTK 004640888 9,120 217,445 SH   DFND 1 217,445 0 0
AGREE REALTY CORP COM 008492100 9,486 206,002 SH   DFND 1 206,002 0 0
AGRIUM INC COMSTK 005807026 5,869 58,692 SH   DFND 1 58,692 0 0
AGRIUM INC COM COM 008916108 446 4,438 SH   DFND 1 4,290 0 148
AGROFRESH SOLUTIONS INC COM 00856G109 527 198,909 SH   DFND 1 198,909 0 0
AIMMUNE THERAPEUTICS INC COM 00900T107 4,023 196,749 SH   DFND 1 196,749 0 0
AIR LEASE CORP CL A 00912X302 23,873 695,402 SH   DFND 1 695,402 0 0
AIR LEASE CORP CL A 00912X302 90 2,626 SH   DFND 1 2 2,626 0 0
AIR METHODS CORP COM PAR $.06 COM PAR $.06 009128307 8,134 255,401 SH   DFND 1 255,401 0 0
AIR PRODS & CHEMS INC COM COM 009158106 257,600 1,793,471 SH   DFND 1 1,783,558 0 9,913
AIR TRANSPORT SERVICES GROUP INC COM 00922R105 6,620 414,792 SH   DFND 1 414,792 0 0
AIRCASTLE LTD COM G0129K104 8,660 415,377 SH   DFND 1 415,377 0 0
AIRMEDIA GROUP -ADS-REDH SPONSORED ADR 009411109 64 26,161 SH   DFND 1 26,161 0 0
AK STL HLDG CORP COM COM 001547108 369 36,175 SH   DFND 1 2 36,175 0 0
AK STL HLDG CORP COM COM 001547108 32,354 3,168,857 SH   DFND 1 3,168,857 0 0
AKAMAI TECHNOLOGIES INC COM COM 00971T101 105,469 1,583,627 SH   DFND 1 1,571,324 0 12,303
AKEBIA THERAPEUTICS INC COM 00972D105 3,280 315,137 SH   DFND 1 315,137 0 0
AKER BIOSCIENCES INC COM 00973E102 22 12,000 SH   DFND 1 12,000 0 0
AKORN INC COM COM 009728106 14,642 670,750 SH   DFND 1 668,205 0 2,545
AKORN INC COM COM 009728106 86 3,959 SH   DFND 1 2 3,959 0 0
ALAMO GROUP INC COM COM 011311107 7,643 100,438 SH   DFND 1 100,438 0 0
ALARM.COM HOLDINGS INC COM 011642105 2,847 102,304 SH   DFND 1 102,304 0 0
ALASKA AIR GROUP INC COM COM 011659109 104,955 1,183,920 SH   DFND 1 1,178,216 0 5,704
ALASKA COMMUNICATIONS SYS G COM COM 01167P101 611 373,016 SH   DFND 1 373,016 0 0
ALBANY INTL CORP CL A CL A 012348108 9,854 212,844 SH   DFND 1 212,844 0 0
ALBANY MOLECULAR RESH INC COM COM 012423109 3,707 197,628 SH   DFND 1 197,628 0 0
ALBEMARLE CORP COM COM 012653101 90,076 1,047,647 SH   DFND 1 1,042,535 0 5,112
ALBIREO PHARMA COM 01345P106 233 13,158 SH   DFND 1 13,158 0 0
ALCOA CORP COM 013872106 27,996 997,032 SH   DFND 1 997,032 0 0
ALCOBRA LTD SHS M2239P109 31 15,102 SH   DFND 1 15,102 0 0
ALDER BIOPHARAMCEUTICALS INC COM 014339105 6,882 330,879 SH   DFND 1 330,879 0 0
ALDEYRA THERAPEUTICS INC COM 01438T106 283 52,976 SH   DFND 1 52,976 0 0
ALERE INC COM 01449J105 24,003 615,941 SH   DFND 1 615,941 0 0
ALEXANDER & BALDWIN INC COM 014491104 15,323 341,511 SH   DFND 1 340,174 0 1,337
ALEXANDERS INC COM COM 014752109 10,654 24,959 SH   DFND 1 24,959 0 0
ALEXANDRIA REAL ESTATE EQ I COM COM 015271109 75,568 680,200 SH   DFND 1 677,895 0 2,305
ALEXION PHARMACEUTICALS INC COM COM 015351109 236,862 1,938,390 SH   DFND 1 1,922,247 0 16,143
ALIBABA GROUP HOLDING LTD SPONSORED ADS 01609W102 121,057 1,384,298 SH   DFND 1 1,383,689 0 609
ALICO INC COM COM 016230104 689 25,397 SH   DFND 1 25,397 0 0
ALIGN TECHNOLOGY INC COM COM 016255101 59,211 616,125 SH   DFND 1 613,951 0 2,174
ALIMERA SCIENCES INC COM 016259103 174 161,291 SH   DFND 1 161,291 0 0
ALJ REGIONAL HLDGS INC COM 001627108 240 54,731 SH   DFND 1 54,731 0 0
ALKERMES INC COM SHS G01767105 61,244 1,102,281 SH   DFND 1 1,102,157 0 124
ALLEGHANY CORP DEL COM COM 017175100 70,453 115,893 SH   DFND 1 115,445 0 448
ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 538 33,800 SH   DFND 1 2 33,800 0 0
ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 12,401 778,517 SH   DFND 1 775,355 0 3,162
ALLEGIANCE BANCSHARES INC COM 01748H107 3,224 89,205 SH   DFND 1 89,205 0 0
ALLEGIANT TRAVEL CO COM 01748X102 17,187 103,290 SH   DFND 1 103,290 0 0
ALLEGION PLC ORD SHS G0176J109 54,329 849,720 SH   DFND 1 845,587 0 4,133
ALLEGION PLC ORD SHS G0176J109 97 1,520 SH   DFND 1 2 1,520 0 0
ALLERGAN PLC SHS G0177J108 680,717 3,245,481 SH   DFND 1 3,228,775 0 16,706
ALLETE INC COM COM NEW 018522300 27,972 435,769 SH   DFND 1 435,769 0 0
ALLIANCE DATA SYSTEMS CORP COM COM 018581108 45 197 SH   DFND 1 2 197 0 0
ALLIANCE DATA SYSTEMS CORP COM COM 018581108 116,352 509,833 SH   DFND 1 507,311 0 2,522
ALLIANCE HOLDINGS GP LP COM UNITS LP 01861G100 768 27,352 SH   DFND 1 27,352 0 0
ALLIANCE HOLDINGS GP LP COM UNITS LP 01861G100 1,265 45,033 SH   DFND 1 2 45,033 0 0
ALLIANCE IMAGING INC COM NEW COM PAR 018606301 1,470 153,181 SH   DFND 1 152,714 0 467
ALLIANCE ONE INTERNATIONAL INC COM NEW 018772301 1,048 54,615 SH   DFND 1 54,615 0 0
ALLIANCE RES PARTNER L P UT LTD PART UT LTD PART 01877R108 1,224 54,553 SH   DFND 1 2 54,553 0 0
ALLIANCE RES PARTNER L P UT LTD PART UT LTD PART 01877R108 748 33,325 SH   DFND 1 33,325 0 0
ALLIANT ENERGY CORP COM COM 018802108 81,410 2,151,050 SH   DFND 1 2,140,752 0 10,298
ALLIED MOTION TECHNOLOGIES COM 019330109 1,383 64,689 SH   DFND 1 64,689 0 0
ALLIED WORLD ASSNC HDGS-REDH SHS H01531104 762 14,200 SH   DFND 1 2 14,200 0 0
ALLIED WORLD ASSNC HDGS-REDH SHS H01531104 34,074 634,422 SH   DFND 1 634,422 0 0
ALLIQUA INC COM NEW 019621200 48 81,619 SH   DFND 1 81,619 0 0
ALLISON TRANSMISSION HOLDING COM 01973R101 47,402 1,407,007 SH   DFND 1 1,407,007 0 0
ALLOT COMMUNICATIONS LTD SHS M0854Q105 79 16,591 SH   DFND 1 16,591 0 0
ALLSCRIPTS HEALTHCARE SOLUT COM COM 01988P108 27 2,722 SH   DFND 1 2 2,722 0 0
ALLSCRIPTS HEALTHCARE SOLUT COM COM 01988P108 14,543 1,424,485 SH   DFND 1 1,419,113 0 5,372
ALLSTATE CORP COM COM 020002101 245,834 3,320,729 SH   DFND 1 3,304,808 0 15,921
ALLY FINANCIAL INC COM 02005N100 868 45,680 SH   DFND 1 2 45,680 0 0
ALLY FINANCIAL INC COM 02005N100 61,875 3,254,258 SH   DFND 1 3,254,258 0 0
ALMOST FAMILY INC COM 020409108 3,300 74,840 SH   DFND 1 74,840 0 0
ALNYLAM PHARMACEUTICALS INC COM COM 02043Q107 19,993 534,016 SH   DFND 1 533,892 0 124
ALON USA ENERGY INC COM 020520102 173 15,208 SH   DFND 1 2 15,208 0 0
ALON USA ENERGY INC COM 020520102 2,627 230,920 SH   DFND 1 229,976 0 944
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 3,373 158,625 SH   DFND 1 158,625 0 0
ALPHABET INC - CLASS C CAP STK CL C 02079K107 2,199,311 2,852,763 SH   DFND 1 2,830,048 0 22,715
ALPHABET INC CLASS A CAP STK CL A 02079K305 2,258,020 2,852,635 SH   DFND 1 2,831,133 0 21,502
ALPHATEC HOLDINGS INC -REDH COM NEW 02081G201 162 50,476 SH   DFND 1 50,476 0 0
ALPINE GLOBAL PREMIER PROPRT COM SBI 02083A103 996 194,232 SH   DFND 1 2 194,232 0 0
ALPINE TOTAL DYNAMIC DIVIDEND COM SH BEN INT N 021060207 166 21,909 SH   DFND 1 2 21,909 0 0
ALTISOURCE PORTFOLIO SOLUTIONS REG SHS L0175J104 6,257 235,321 SH   DFND 1 235,321 0 0
ALTISOURCE RESIDENTIAL CORP - WI CL B 02153W100 4,065 368,240 SH   DFND 1 368,240 0 0
ALTRA HLDGS INC COM 02208R106 6,944 188,204 SH   DFND 1 188,204 0 0
ALTRIA GROUP INC COM 02209S103 1,143,626 16,933,789 SH   DFND 1 16,849,417 0 84,372
AMAG 2 1/2 02/15/19 NOTE 2.500% 2/1 00163UAA4 4,231 3,000,000 PRN   DFND 1 2 3,000,000 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 10,588 304,253 SH   DFND 1 304,253 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 60 1,742 SH   DFND 1 2 1,742 0 0
AMAMARK HOLDINGS CORP COM 03852U106 62,629 1,753,897 SH   DFND 1 1,753,897 0 0
AMARIN CORP PLC SPONSORED ADR SPONS ADR NEW 023111206 360 117,094 SH   DFND 1 117,094 0 0
A-MARK PRECIOUS METALS INC COM 00181T107 382 19,628 SH   DFND 1 19,628 0 0
AMAYA INC COM 02314M108 963 68,069 SH   DFND 1 68,069 0 0
AMAZON COM INC COM COM 023135106 2,715,582 3,625,715 SH   DFND 1 3,594,956 0 30,759
AMBAC FINL GROUP INC COM COM NEW 023139884 7,583 337,066 SH   DFND 1 337,066 0 0
AMBARELLA INC SHS G037AX101 3,352 61,931 SH   DFND 1 61,887 0 44
AMBARELLA INC SHS G037AX101 55 1,027 SH   DFND 1 2 1,027 0 0
AMBER ROAD INC COM 02318Y108 1,196 131,794 SH   DFND 1 131,794 0 0
AMBEV SA - ADR SPONSORED ADR 02319V103 887 180,718 SH   DFND 1 180,718 0 0
AMBEV SA - ADR SPONSORED ADR 02319V103 30 6,154 SH   DFND 1 2 6,154 0 0
AMC ENTERTAINMENT HLDS CL A COM 00165C104 7,117 211,509 SH   DFND 1 211,509 0 0
AMC ENTERTAINMENT HLDS CL A COM 00165C104 37 1,105 SH   DFND 1 2 1,105 0 0
AMC NETWORKS INC - A W/I CL A 00164V103 22,600 431,799 SH   DFND 1 430,088 0 1,711
AMC NETWORKS INC - A W/I CL A 00164V103 355 6,786 SH   DFND 1 2 6,786 0 0
AMDOCS LTD ORD SHS G02602103 71,421 1,226,123 SH   DFND 1 1,226,123 0 0
AMDOCS LTD ORD SHS G02602103 112 1,925 SH   DFND 1 2 1,925 0 0
AMEDICA CORP COM NEW 023435209 72 114,757 SH   DFND 1 114,757 0 0
AMEDISYS INC COM COM 023436108 9,577 224,674 SH   DFND 1 224,674 0 0
AMER FST TAX EX INVESTORS LP BEN UNIT CTF 02364V107 150 27,927 SH   DFND 1 27,927 0 0
AMERCO COM COM 023586100 18,209 49,285 SH   DFND 1 49,285 0 0
AMEREN CORP COM COM 023608102 114,711 2,189,310 SH   DFND 1 2,178,453 0 10,857
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ANI PHARMACEUTICALS INC COM 00182C103 3,731 61,562 SH   DFND 1 61,562 0 0
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CALAMP CORP COM COM 128126109 3,846 265,262 SH   DFND 1 265,262 0 0
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CALLON PETE CO DEL COM COM 13123X102 20,959 1,363,635 SH   DFND 1 1,363,635 0 0
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CALPINE CORP COM NEW 131347304 146 12,788 SH   DFND 1 2 12,788 0 0
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CAMTEK LIMITED ORD M20791105 72 22,004 SH   DFND 1 22,004 0 0
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CANON INC ADR SPONSORED ADR 138006309 816 29,024 SH   DFND 1 26,601 0 2,423
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CARMAX GROUP COM 143130102 105,396 1,638,936 SH   DFND 1 1,630,685 0 8,251
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CAROLINA FINANCIAL CORP COM 143873107 2,750 89,345 SH   DFND 1 89,345 0 0
CARPENTER TECHNOLOGY CORP COM COM 144285103 12,095 334,413 SH   DFND 1 333,060 0 1,353
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CASEYS GEN STORES INC COM COM 147528103 33,795 284,281 SH   DFND 1 283,144 0 1,137
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CATERPILLAR INC DEL COM COM 149123101 477,597 5,156,229 SH   DFND 1 5,128,214 0 28,015
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CBRE GROUP INC CL A 12504L109 81,239 2,583,099 SH   DFND 1 2,570,224 0 12,875
CBS CORP CL B 124857202 226,873 3,570,384 SH   DFND 1 3,553,199 0 17,185
CDK GLOBAL INC COM 12508E101 72,404 1,213,292 SH   DFND 1 1,208,603 0 4,689
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CECO ENVIRONMENTAL CORP COM 125141101 3,024 216,844 SH   DFND 1 216,844 0 0
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CELGENE CORP COM COM 151020104 810,042 7,006,637 SH   DFND 1 6,950,539 0 56,098
CELLDEX THERAPEUTICS INC COM 15117B103 2,781 785,672 SH   DFND 1 785,396 0 276
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CELSION CORP COM PAR 15117N404 25 81,576 SH   DFND 1 81,576 0 0
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CEMIG SA -SPONS ADR SP ADR N-V PFD 204409601 341 149,676 SH   DFND 1 149,676 0 0
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CENTRAL EUROPEAN MEDIA ENT-A CL A NEW G20045202 1,525 598,422 SH   DFND 1 598,422 0 0
CENTRAL GARDEN & PET CO COM COM 153527106 604 18,261 SH   DFND 1 18,261 0 0
CENTRAL GARDEN AND PET CO-A CL A NON-VTG 153527205 15,330 496,121 SH   DFND 1 496,121 0 0
CENTRAL PACIFIC FINANCIAL CO COM NEW 154760409 7,125 226,795 SH   DFND 1 226,795 0 0
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CHESAPEAKE UTILS CORP COM COM 165303108 7,972 119,081 SH   DFND 1 119,081 0 0
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CHINA AUTOMOTIVE SYSTEMS INC COM 16936R105 71 13,327 SH   DFND 1 13,327 0 0
CHINA BIOLOGIC PRODUCTS INC COM 16938C106 1,333 12,403 SH   DFND 1 12,403 0 0
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CHINA FIN ONLINE-ADR-REDH SPONSORED ADR 169379104 38 10,773 SH   DFND 1 10,773 0 0
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CHINA INFORMATION TECHNOLOGY I COM G21174100 18 25,627 SH   DFND 1 25,627 0 0
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CIA PARANAENSE ENER-SP ADR SPON ADR PFD 20441B407 223 26,350 SH   DFND 1 25,550 0 800
CIA SANEAMENTO BASICO DE-ADR SPONSORED ADR 20441A102 144 16,671 SH   DFND 1 15,392 0 1,279
CIA SANEAMENTO BASICO DE-ADR SPONSORED ADR 20441A102 103 11,908 SH   DFND 1 2 11,908 0 0
CIBER INC COM COM 17163B102 226 357,719 SH   DFND 1 357,719 0 0
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CIENA CORP COM COM NEW 171779309 24,123 988,246 SH   DFND 1 984,202 0 4,044
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CIMPRESS NV SHS EURO N20146101 4,633 50,576 SH   DFND 1 50,576 0 0
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CINCINNATI FINL CORP COM COM 172062101 108,902 1,439,292 SH   DFND 1 1,432,538 0 6,754
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CINEMARK HOLDINGS INC -REDH COM 17243V102 190 4,970 SH   DFND 1 2 4,970 0 0
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CINTAS CORP COM COM 172908105 108,323 938,306 SH   DFND 1 931,732 0 6,574
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ENERGY FOCUS INC. COM NEW 29268T300 189 44,508 SH   DFND 1 44,508 0 0
ENERGY RECOVERY INC-REDH COM 29270J100 2,754 266,153 SH   DFND 1 266,153 0 0
ENERGY TRANSFER PARTNERS LP UNIT LTD PARTN 29273R109 214 6,000 SH   DFND 1 2 6,000 0 0
ENERNOC INC -REDH COM 292764107 1,165 194,249 SH   DFND 1 194,249 0 0
ENERSYS INC COM COM 29275Y102 29,859 382,322 SH   DFND 1 381,061 0 1,261
ENGILITY HOLDINGS INC COM 29286C107 4,212 124,992 SH   DFND 1 124,992 0 0
ENGLOBAL CORP COM 293306106 143 60,208 SH   DFND 1 60,208 0 0
ENI S P A SPONSORED ADR SPONSORED ADR 26874R108 690 21,402 SH   DFND 1 19,835 0 1,567
ENNIS BUSINESS FORMS INC COM COM 293389102 3,797 218,892 SH   DFND 1 216,129 0 2,763
ENNIS BUSINESS FORMS INC COM COM 293389102 465 26,828 SH   DFND 1 2 26,828 0 0
ENOVA INTERNATIONAL COM 29357K103 346 27,593 SH   DFND 1 2 27,593 0 0
ENOVA INTERNATIONAL COM 29357K103 3,997 318,516 SH   DFND 1 318,516 0 0
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ENPRO INDS INC COM COM 29355X107 10,662 158,297 SH   DFND 1 158,297 0 0
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ENSCO INTL INC COM SHS CLASS A G3157S106 21,622 2,224,541 SH   DFND 1 2,215,743 0 8,798
ENSERVCO CORP COM 29358Y102 43 77,749 SH   DFND 1 77,749 0 0
ENSIGN GROUP INC-REDH COM 29358P101 8,232 370,652 SH   DFND 1 370,652 0 0
ENSTAR GROUP LTD SHS G3075P101 18,263 92,379 SH   DFND 1 92,379 0 0
ENSYNC INC COM 29359T102 107 149,026 SH   DFND 1 149,026 0 0
ENTEGRIS INC COM COM 29362U104 19,413 1,084,538 SH   DFND 1 1,084,538 0 0
ENTEGRIS INC COM COM 29362U104 185 10,345 SH   DFND 1 2 10,345 0 0
ENTELLUS MEDICAL INC COM 29363K105 988 52,107 SH   DFND 1 52,107 0 0
ENTERCOM COMMUNICATIONS COR CL A CL A 293639100 2,509 163,991 SH   DFND 1 163,991 0 0
ENTERGY CORP NEW COM COM 29364G103 126,575 1,724,786 SH   DFND 1 1,715,441 0 9,345
ENTEROMEDICS INC-REDH COM PAR 29365M505 26 13,433 SH   DFND 1 13,433 0 0
ENTERPRISE BANCORP INC/MA COM 293668109 2,690 71,639 SH   DFND 1 71,639 0 0
ENTERPRISE FINANCIAL SERVICE COM 293712105 6,961 161,892 SH   DFND 1 161,892 0 0
ENTERPRISE PRODS PARTNERS L COM COM 293792107 232 8,610 SH   DFND 1 8,610 0 0
ENTERTAINMENT GAMING ASIA INC COM PAR 29383V305 17 12,537 SH   DFND 1 12,537 0 0
ENTRAVISION COMMUNICATIONS CL A CL A 29382R107 3,156 450,981 SH   DFND 1 450,981 0 0
ENVESTNET INC COM 29404K106 10,681 303,011 SH   DFND 1 303,011 0 0
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ENZO BIOCHEM INC COM COM 294100102 1,860 268,083 SH   DFND 1 268,083 0 0
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EOG RES INC COM COM 26875P101 504,565 4,997,041 SH   DFND 1 4,971,339 0 25,702
EP ENERGY CORP-CL A CL A 268785102 1,992 304,145 SH   DFND 1 304,145 0 0
EP ENERGY CORP-CL A CL A 268785102 242 37,036 SH   DFND 1 2 37,036 0 0
EPAM SYSTEMS INC COM 29414B104 21,477 333,965 SH   DFND 1 333,965 0 0
EPAM SYSTEMS INC COM 29414B104 0 11 SH   DFND 1 2 11 0 0
EPIZYME INC COM 29428V104 3,901 322,448 SH   DFND 1 322,448 0 0
EPLUS INC COM COM 294268107 6,066 52,660 SH   DFND 1 52,660 0 0
EPR PROPERTIES COM SH BEN INT 26884U109 32,184 448,441 SH   DFND 1 446,594 0 1,847
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EQT CORP COM 26884L109 29 450 SH   DFND 1 2 450 0 0
EQT CORP COM 26884L109 112,407 1,720,637 SH   DFND 1 1,713,192 0 7,445
EQUIFAX INC COM COM 294429105 133,765 1,132,702 SH   DFND 1 1,127,557 0 5,145
EQUIFAX INC COM COM 294429105 26 228 SH   DFND 1 2 228 0 0
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EQUINIX INC COM PAR $0.001 29444U700 229,860 643,907 SH   DFND 1 640,531 0 3,376
EQUITY BANCSHARES INC - CL A COM CL A 29460X109 1,109 32,979 SH   DFND 1 32,979 0 0
EQUITY COMMONWEALTH REIT COM SH BEN INT 294628102 33,141 1,095,940 SH   DFND 1 1,095,940 0 0
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EQUITY ONE COM COM 294752100 24,119 785,905 SH   DFND 1 783,209 0 2,696
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ERA GROUP INC COM 26885G109 2,297 135,384 SH   DFND 1 135,384 0 0
ERICSSON L M TEL CO ADR CL B SEK10 ADR B SEK 10 294821608 1,060 181,858 SH   DFND 1 2 181,858 0 0
ERICSSON L M TEL CO ADR CL B SEK10 ADR B SEK 10 294821608 915 157,006 SH   DFND 1 152,253 0 4,753
ERIE INDTY CO CL A CL A 29530P102 20,389 181,317 SH   DFND 1 180,924 0 393
ERIN ENERGY CORP COM 295625107 43 14,124 SH   DFND 1 14,124 0 0
EROS INTERNATIONAL PLC SHS NEW G3788M114 547 41,931 SH   DFND 1 41,652 0 279
ESCALADE INC COM COM 296056104 836 63,402 SH   DFND 1 63,402 0 0
ESCO TECHNOLOGIES INC COM COM 296315104 10,890 192,238 SH   DFND 1 192,238 0 0
ESPERION THERAPEUTICS INC COM 29664W105 1,616 129,084 SH   DFND 1 129,084 0 0
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ESSENDANT INC COM 296689102 423 20,282 SH   DFND 1 2 20,282 0 0
ESSENDANT INC COM 296689102 7,011 335,483 SH   DFND 1 335,483 0 0
ESSENT GROUP LTD COM G3198U102 26,399 815,544 SH   DFND 1 815,544 0 0
ESSENT GROUP LTD COM G3198U102 1,270 39,242 SH   DFND 1 2 39,242 0 0
ESSEX PPTY TR INC COM COM 297178105 160,417 690,680 SH   DFND 1 687,857 0 2,823
ESTERLINE TECHNOLOGIES CORP COM COM 297425100 19,567 219,362 SH   DFND 1 218,504 0 858
ETHAN ALLEN INTERIORS INC COM COM 297602104 8,361 226,894 SH   DFND 1 226,894 0 0
ETSY INC COM 29786A106 8,650 734,319 SH   DFND 1 734,319 0 0
EURONET WORLDWIDE INC COM COM 298736109 29 404 SH   DFND 1 2 404 0 0
EURONET WORLDWIDE INC COM COM 298736109 26,889 371,245 SH   DFND 1 371,245 0 0
EV ENERGY PARTNERS LP -REDH COM UNITS 26926V107 49 23,600 SH   DFND 1 23,600 0 0
EVERBANK FINANCIAL CORP COM 29977G102 16,011 823,233 SH   DFND 1 823,233 0 0
EVERBRIDGE INC COM 29978A104 1,853 100,466 SH   DFND 1 100,466 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 1,156 16,832 SH   DFND 1 2 16,832 0 0
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EVERI HOLDINGS INC COM 30034T103 812 374,645 SH   DFND 1 374,645 0 0
EVERI HOLDINGS INC COM 30034T103 45 20,907 SH   DFND 1 2 20,907 0 0
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EXCO RESOURCES INC COM 269279402 1,091 1,249,738 SH   DFND 1 1,248,125 0 1,613
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EXELON CORP COM COM 30161N101 306,878 8,656,957 SH   DFND 1 8,616,128 0 40,829
EXFO INC SUB VTG SHS 302046107 46 10,629 SH   DFND 1 10,629 0 0
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EXONE CO/THE COM 302104104 717 76,869 SH   DFND 1 76,869 0 0
EXPEDIA INC COM NEW 30212P303 124,800 1,103,030 SH   DFND 1 1,093,907 0 9,123
EXPEDITORS INTL WASH INC COM COM 302130109 100,728 1,903,945 SH   DFND 1 1,896,055 0 7,890
EXPONENT INC COM 30214U102 12,088 200,469 SH   DFND 1 200,469 0 0
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EXPRESS SCRP INC COM COM 30219G108 400,997 5,836,057 SH   DFND 1 5,792,353 0 43,704
EXTENDED STAY AMERICA UNIT 99/99/9999B 30224P200 11,963 740,774 SH   DFND 1 740,774 0 0
EXTENDED STAY AMERICA UNIT 99/99/9999B 30224P200 134 8,353 SH   DFND 1 2 8,353 0 0
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EXTREME NETWORKS INC COM COM 30226D106 94 18,746 SH   DFND 1 2 18,746 0 0
EXTREME NETWORKS INC COM COM 30226D106 3,995 794,305 SH   DFND 1 794,305 0 0
EXXON MOBIL CORP COM COM 30231G102 3,428,668 38,031,754 SH   DFND 1 37,845,170 0 186,584
EZCORP INC-CL A CL A NON VTG 302301106 4,168 391,377 SH   DFND 1 391,377 0 0
F M C CORP COM NEW COM NEW 302491303 65,814 1,165,061 SH   DFND 1 1,159,294 0 5,767
F5 NETWORKS INC COM COM 315616102 110,296 762,843 SH   DFND 1 759,989 0 2,854
F5 NETWORKS INC COM COM 315616102 695 4,803 SH   DFND 1 2 4,803 0 0
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FACEBOOK INC -A CL A 30303M102 27 243 SH   DFND 1 2 243 0 0
FACEBOOK INC -A CL A 30303M102 2,446,461 21,289,720 SH   DFND 1 21,120,820 0 168,900
FACTSET RESH SYS INC COM COM 303075105 45,040 275,597 SH   DFND 1 274,338 0 1,259
FAIR ISAAC INC COM 303250104 26,271 220,365 SH   DFND 1 219,467 0 898
FAIRMOUNT SANTROL HOLDINGS INC COM 30555Q108 41 3,488 SH   DFND 1 2 3,488 0 0
FAIRMOUNT SANTROL HOLDINGS INC COM 30555Q108 11,916 1,010,758 SH   DFND 1 1,010,758 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 3,209 171,641 SH   DFND 1 171,641 0 0
FALCONSTOR SOFTWARE INC COM COM 306137100 67 149,968 SH   DFND 1 149,968 0 0
FAMOUS DAVES AMER INC COM COM 307068106 150 30,474 SH   DFND 1 30,474 0 0
FANHUA INC SPONSORED ADR 30712A103 139 16,817 SH   DFND 1 16,817 0 0
FARMER BROS CO COM COM 307675108 3,097 84,414 SH   DFND 1 84,414 0 0
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FARMERS NATL BANC CORP COM 309627107 3,206 225,796 SH   DFND 1 225,796 0 0
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FARO TECHNOLOGIES INC COM 311642102 4,395 122,091 SH   DFND 1 122,091 0 0
FASTENAL CO COM COM 311900104 136,270 2,903,753 SH   DFND 1 2,882,937 0 20,816
FATE THERAPEUTICS INC COM 31189P102 289 115,416 SH   DFND 1 115,416 0 0
FB FINANCIAL CORP COM 30257X104 1,359 52,384 SH   DFND 1 52,384 0 0
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FCB FINANCIAL HOLDINGS-CL A CL A 30255G103 12,726 266,810 SH   DFND 1 266,810 0 0
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FERRO CORP COM COM 315405100 8,628 602,115 SH   DFND 1 602,115 0 0
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FIAT CHRYSLER AUTOMOBILES NV SHS N31738102 7 870 SH   DFND 1 0 0 870
FIAT CHRYSLER AUTOMOBILES NV SHS N31738102 1,126 123,469 SH   DFND 1 2 123,469 0 0
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FISERV INC COM COM 337738108 240,524 2,265,507 SH   DFND 1 2,250,094 0 15,413
FITBIT INC - A CL A 33812L102 6,939 947,959 SH   DFND 1 947,959 0 0
FIVE BELOW INC COM 33829M101 16,471 412,206 SH   DFND 1 412,206 0 0
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FIVE PRIME THERAPEUTICS INC COM 33830X104 611 12,208 SH   DFND 1 2 12,208 0 0
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FIVE STAR QUALITY CARE INC COM COM 33832D106 798 295,827 SH   DFND 1 295,827 0 0
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FLAGSTAR BANCORP INC COM COM PAR .001 337930705 4,423 164,189 SH   DFND 1 164,189 0 0
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FLEX PHARMA INC COM 33938A105 403 76,442 SH   DFND 1 76,442 0 0
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FLIR SYS INC COM COM 302445101 48,597 1,344,314 SH   DFND 1 1,338,398 0 5,916
FLOTEK INDUSTRIES INC COM 343389102 3,600 383,402 SH   DFND 1 383,402 0 0
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FMC TECHNOLOGIES INC COM COM 30249U101 96,613 2,721,705 SH   DFND 1 2,711,981 0 9,724
FNB CORP PA COM COM 302520101 24,357 1,519,523 SH   DFND 1 1,509,425 0 10,098
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FOAMIX PHARMACEUTICALS LTD SHS M46135105 183 16,531 SH   DFND 1 16,531 0 0
FOGO DE CHAO INC COM 344177100 685 47,740 SH   DFND 1 47,740 0 0
FONAR CORP COM COM NEW 344437405 741 38,715 SH   DFND 1 38,715 0 0
FONAR CORP COM COM NEW 344437405 178 9,308 SH   DFND 1 2 9,308 0 0
FOOT LOCKER INC COM COM 344849104 102,021 1,440,622 SH   DFND 1 1,434,490 0 6,132
FOOT LOCKER INC COM COM 344849104 37 522 SH   DFND 1 2 522 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 447,193 36,908,794 SH   DFND 1 36,727,442 0 181,352
FOREST CITY REALTY TRUST- A COM CL A 345605109 40,131 1,925,715 SH   DFND 1 1,925,715 0 0
FORESTAR REAL ESTATE GRP-W/I COM 346233109 2,986 224,542 SH   DFND 1 224,542 0 0
FORM HOLDINGS CORP COM 34634E102 238 112,055 SH   DFND 1 112,055 0 0
FORMFACTOR INC COM 346375108 5,953 531,594 SH   DFND 1 531,594 0 0
FORRESTER RESH INC COM COM 346563109 3,707 86,324 SH   DFND 1 86,324 0 0
FORTERRA INC COM 34960W106 3,460 159,763 SH   DFND 1 159,763 0 0
FORTINET INC. COM 34959E109 32,179 1,068,702 SH   DFND 1 1,064,433 0 4,269
FORTINET INC. COM 34959E109 65 2,162 SH   DFND 1 2 2,162 0 0
FORTIVE CORP COM 34959J108 162,831 3,039,498 SH   DFND 1 3,026,306 0 13,192
FORTRESS BIOTECH INC COM 34960Q109 754 279,608 SH   DFND 1 279,608 0 0
FORTUNE BRANDS HOME & SECURITY INC COM 34964C106 29 547 SH   DFND 1 2 547 0 0
FORTUNE BRANDS HOME & SECURITY INC COM 34964C106 73,691 1,380,143 SH   DFND 1 1,373,509 0 6,634
FORUM ENERGY TECHNOLOGIES INC COM 34984V100 10,705 486,623 SH   DFND 1 486,623 0 0
FORWARD AIR CORP COM COM 349853101 11,222 236,866 SH   DFND 1 236,866 0 0
FORWARD INDUSTRIES INC-N Y COM NEW 349862300 23 18,823 SH   DFND 1 18,823 0 0
FOSSIL GROUP INC COM 34988V106 8,062 311,788 SH   DFND 1 310,573 0 1,215
FOSSIL GROUP INC COM 34988V106 53 2,087 SH   DFND 1 2 2,087 0 0
FOSTER L B CO COM COM 350060109 733 53,928 SH   DFND 1 53,928 0 0
FOUNDATION MEDICINE INC COM 350465100 8 460 SH   DFND 1 2 460 0 0
FOUNDATION MEDICINE INC COM 350465100 1,942 109,738 SH   DFND 1 109,738 0 0
FOUR CORNERS PROPERTY TRUST INC COM 35086T109 14,644 713,680 SH   DFND 1 712,951 0 729
FOX FACTORY HOLDING CORP COM 35138V102 5,763 207,689 SH   DFND 1 207,689 0 0
FRANCE TELECOM SPONSORED ADR SPONSORED ADR 684060106 242 16,046 SH   DFND 1 14,834 0 1,212
FRANCESCAS HOLDINGS CORP COM 351793104 6,062 336,257 SH   DFND 1 336,257 0 0
FRANKLIN COVEY CO COM COM 353469109 1,623 80,569 SH   DFND 1 80,569 0 0
FRANKLIN ELEC INC COM COM 353514102 12,086 310,710 SH   DFND 1 310,710 0 0
FRANKLIN FINANCIAL NETWORK COM 35352P104 3,647 87,151 SH   DFND 1 87,151 0 0
FRANKLIN RES INC COM COM 354613101 64 1,623 SH   DFND 1 2 1,623 0 0
FRANKLIN RES INC COM COM 354613101 135,168 3,418,921 SH   DFND 1 3,403,776 0 15,145
FRANKLIN STREET PROPERTIES C COM 35471R106 11,926 920,230 SH   DFND 1 920,230 0 0
FRANKS INTERNATIONAL NV COM N33462107 4,536 368,503 SH   DFND 1 367,742 0 761
FRANKS INTERNATIONAL NV COM N33462107 233 19,007 SH   DFND 1 2 19,007 0 0
FREDS INC CL A CL A 356108100 5,017 270,360 SH   DFND 1 270,360 0 0
FREEPORT-MCMORAN COPPER & G CL B CL B 35671D857 148,702 11,287,497 SH   DFND 1 11,230,553 0 56,944
FREEPORT-MCMORAN COPPER & G CL B CL B 35671D857 195 14,832 SH   DFND 1 2 14,832 0 0
FREIGHTCAR AMERICA INC COM 357023100 1,423 95,363 SH   DFND 1 95,363 0 0
FREQUENCY ELECTRS INC COM COM 358010106 270 25,029 SH   DFND 1 25,029 0 0
FRESENIUS MEDICAL CARE AG-ADR SPONSORED ADR 358029106 236 5,602 SH   DFND 1 4,642 0 960
FRESH DEL MONTE PRODUCE INC ORD ORD G36738105 17,913 295,458 SH   DFND 1 295,458 0 0
FRESHPET INC COM 358039105 1,560 153,709 SH   DFND 1 153,709 0 0
FRIEDMAN INDUSTRIES INC COM 358435105 144 21,701 SH   DFND 1 21,701 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 39,050 11,566,258 SH   DFND 1 11,510,944 0 55,314
FRONTIER COMMUNICATIONS CORP COM 35906A108 179 53,171 SH   DFND 1 2 53,171 0 0
FRONTLINE LTD SHS NEW G3682E192 657 92,534 SH   DFND 1 92,534 0 0
FRP HOLDINGS INC COM 30292L107 1,590 42,181 SH   DFND 1 42,181 0 0
FTD COMPANIES INC COM 30281V108 3,234 135,678 SH   DFND 1 135,678 0 0
FTI CONSULTING INC COM COM 302941109 14,413 319,728 SH   DFND 1 318,498 0 1,230
FUELCELL ENERGY INC COM COM NEW 35952H502 421 240,817 SH   DFND 1 240,817 0 0
FUEL-TECH N.V. COM 359523107 148 128,984 SH   DFND 1 128,984 0 0
FULGENT GENETICS INC COM 359664109 159 13,813 SH   DFND 1 13,813 0 0
FULL HOUSE RESORTS INC COM 359678109 58 24,413 SH   DFND 1 24,413 0 0
FULLER H B CO COM COM 359694106 17,298 358,078 SH   DFND 1 358,078 0 0
FULTON FINL CORP PA COM COM 360271100 33,285 1,770,495 SH   DFND 1 1,765,466 0 5,029
FUSION TELECOMMUNICATIONS IN COM NEW 36113B400 72 48,146 SH   DFND 1 48,146 0 0
FUTUREFUEL CORP COM 36116M106 6,108 439,493 SH   DFND 1 439,493 0 0
FXCM INC - A CL A NEW 302693205 231 32,820 SH   DFND 1 32,820 0 0
G & K SVCS INC CL A CL A 361268105 14,715 152,572 SH   DFND 1 152,572 0 0
GABELLI GLBL GOLD NTRL RES COM SH BEN INT 36465A109 135 25,514 SH   DFND 1 2 25,514 0 0
GABELLI GLOBAL DEAL FUND COM SH BEN IT 361570104 101 10,342 SH   DFND 1 2 10,342 0 0
GABELLI SMALL AND MID CAP VALUE TRUST COM 36249W104 636 60,065 SH   DFND 1 2 60,065 0 0
GAIA INC CL A CL A 36269P104 842 97,385 SH   DFND 1 97,385 0 0
GAIN CAPITAL HOLDINGS INC COM 36268W100 1,690 256,927 SH   DFND 1 256,927 0 0
GALAPAGOS NV - SPON ADR SPON ADR 36315X101 294 4,591 SH   DFND 1 4,591 0 0
GALECTIN THERAPEUTICS INC COM NEW 363225202 106 108,237 SH   DFND 1 108,237 0 0
GALENA BIOPHARMA INC COM NEW 363256504 136 70,391 SH   DFND 1 70,391 0 0
GALLAGHER ARTHUR J & CO COM COM 363576109 82,749 1,594,541 SH   DFND 1 1,586,910 0 7,631
GAMCO INVESTORS INC - A CL A COM 361438104 991 32,082 SH   DFND 1 32,082 0 0
GAMESTOP CORP CL A CL A 36467W109 21,312 843,725 SH   DFND 1 839,409 0 4,316
GAMESTOP CORP CL A CL A 36467W109 260 10,326 SH   DFND 1 2 10,326 0 0
GAMING AND LEISURE PROPERTIES INC COM 36467J108 29 948 SH   DFND 1 2 948 0 0
GAMING AND LEISURE PROPERTIES INC COM 36467J108 42,879 1,400,366 SH   DFND 1 1,400,366 0 0
GANNETT CO INC COM 36473H104 170 17,525 SH   DFND 1 2 17,525 0 0
GANNETT CO INC COM 36473H104 8,812 907,549 SH   DFND 1 907,064 0 485
GAP INC DEL COM COM 364760108 106 4,727 SH   DFND 1 2 4,727 0 0
GAP INC DEL COM COM 364760108 60,651 2,705,237 SH   DFND 1 2,694,691 0 10,546
GARMIN LTD ORD SHS H2906T109 58,393 1,205,461 SH   DFND 1 1,199,577 0 5,884
GARTNER INC COM COM 366651107 60,885 602,606 SH   DFND 1 600,208 0 2,398
GAS NATURAL INC COM 367204104 613 48,909 SH   DFND 1 48,909 0 0
GASLOG LTD SHS G37585109 932 57,930 SH   DFND 1 57,930 0 0
GASTAR EXPLORATION LTD COM 36729W202 1,205 777,557 SH   DFND 1 777,557 0 0
GATX CORP COM COM 361448103 17,565 285,253 SH   DFND 1 284,095 0 1,158
GCP APPLIED TECHNOLOGIES - W/I COM 36164Y101 13,535 505,996 SH   DFND 1 505,996 0 0
GDS HOLDINGS LTD ADR SPONSORED ADR 36165L108 105 12,302 SH   DFND 1 12,302 0 0
GENCO SHIPPING & TRADING LTD SHS Y2685T131 126 17,155 SH   DFND 1 17,155 0 0
GENCOR INDUSTRIES INC COM 368678108 816 51,993 SH   DFND 1 51,993 0 0
GENER8 MARITIME INC COM Y26889108 2,590 578,306 SH   DFND 1 578,306 0 0
GENERAC HOLDINGS INC COM 368736104 19,276 473,155 SH   DFND 1 473,155 0 0
GENERAL AMERICAN INVESTORS COM 368802104 4,335 139,259 SH   DFND 1 2 139,259 0 0
GENERAL CABLE CORP DEL NEW COM COM 369300108 6,592 346,079 SH   DFND 1 344,721 0 1,358
GENERAL COMMUNICATION INC CL A CL A 369385109 4,490 230,890 SH   DFND 1 230,890 0 0
GENERAL DYNAMICS CORP COM COM 369550108 479,373 2,779,451 SH   DFND 1 2,767,083 0 12,368
GENERAL ELEC CO COM COM 369604103 2,502,099 79,276,538 SH   DFND 1 78,875,662 0 400,876
GENERAL FINANCE CORP/DE COM 369822101 93 16,900 SH   DFND 1 16,900 0 0
GENERAL GROWTH PPTYS INC COM COM 370023103 29 1,194 SH   DFND 1 2 1,194 0 0
GENERAL GROWTH PPTYS INC COM COM 370023103 152,753 6,121,360 SH   DFND 1 6,096,192 0 25,168
GENERAL MLS INC COM COM 370334104 340,542 5,519,538 SH   DFND 1 5,491,840 0 27,698
GENERAL MOLY INC COM 370373102 65 263,354 SH   DFND 1 263,354 0 0
GENERAL MOTORS CO COM 37045V100 445,592 12,804,823 SH   DFND 1 12,743,148 0 61,675
GENESCO INC COM COM 371532102 10,280 165,553 SH   DFND 1 165,553 0 0
GENESEE & WYO INC CL A CL A 371559105 30,397 437,939 SH   DFND 1 436,160 0 1,779
GENESIS HEALTHCARE INC CL A COM 37185X106 856 201,441 SH   DFND 1 201,441 0 0
GENIE ENERGY LTD - B CL B 372284208 619 107,764 SH   DFND 1 107,764 0 0
GENMARK DIAGNOSTICS INC COM 372309104 67 5,481 SH   DFND 1 2 5,481 0 0
GENMARK DIAGNOSTICS INC COM 372309104 4,279 349,609 SH   DFND 1 349,609 0 0
GENOCEA BIOSCIENCES INC COM 372427104 583 141,662 SH   DFND 1 141,662 0 0
GENOMIC HEALTH INC COM 37244C101 106 3,639 SH   DFND 1 2 3,639 0 0
GENOMIC HEALTH INC COM 37244C101 5,544 188,650 SH   DFND 1 188,650 0 0
GENPACT LTD SHS G3922B107 6 264 SH   DFND 1 2 264 0 0
GENPACT LTD SHS G3922B107 24,038 987,621 SH   DFND 1 987,621 0 0
GENTEX CORP COM COM 371901109 65,443 3,323,696 SH   DFND 1 3,313,780 0 9,916
GENTHERM INC COM 37253A103 9,614 284,030 SH   DFND 1 283,950 0 80
GENUINE PARTS CO COM COM 372460105 135,971 1,424,806 SH   DFND 1 1,417,541 0 7,265
GENVEC INC COM PAR 37246C406 49 15,543 SH   DFND 1 15,543 0 0
GENWORTH FINANCIAL INC-CL A COM CL A 37247D106 13,717 3,600,455 SH   DFND 1 3,582,966 0 17,489
GEO GROUP INC/THE COM 36162J106 19,107 531,789 SH   DFND 1 531,789 0 0
GEO GROUP INC/THE COM 36162J106 8 229 SH   DFND 1 2 229 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 2,102 103,268 SH   DFND 1 103,268 0 0
GERMAN AMERN BANCORP COM COM 373865104 5,663 107,656 SH   DFND 1 107,656 0 0
GERON CORP COM COM 374163103 2,260 1,091,992 SH   DFND 1 1,091,796 0 196
GETTY RLTY CORP NEW COM COM 374297109 5,676 222,678 SH   DFND 1 222,678 0 0
GEVO INC COM NEW 374396208 127 738,410 SH   DFND 1 738,410 0 0
GIBRALTAR INDUSTRIES INC COM 374689107 10,391 249,500 SH   DFND 1 249,500 0 0
GIGA TRONICS INC COM COM 375175106 15 19,463 SH   DFND 1 19,463 0 0
GIGAMON INC COM 37518B102 10,447 229,373 SH   DFND 1 229,373 0 0
GIGAMON INC COM 37518B102 28 620 SH   DFND 1 2 620 0 0
GIGPEAK INC COM 37518Q109 969 384,643 SH   DFND 1 384,643 0 0
G-III APPAREL GROUP LTD COM COM 36237H101 9,787 331,093 SH   DFND 1 331,093 0 0
GILAT SATELLITE NETWORKS SHS NEW M51474118 96 19,193 SH   DFND 1 19,193 0 0
GILDAN ACTIVEWEAR INC COMSTK 010232210 3,418 135,160 SH   DFND 1 135,160 0 0
GILEAD SCIENCES INC COM COM 375558103 953,833 13,334,196 SH   DFND 1 13,237,826 0 96,370
GILEAD SCIENCES INC COM COM 375558103 845 11,808 SH   DFND 1 2 11,808 0 0
GLACIER BANCORP INC NEW COM COM 37637Q105 21,527 594,202 SH   DFND 1 594,202 0 0
GLADSTONE COMMERCIAL CORP COM 376536108 4,576 227,711 SH   DFND 1 227,711 0 0
GLADSTONE LAND CORP COM 376549101 908 80,842 SH   DFND 1 80,842 0 0
GLATFELTER COM COM 377316104 7,499 313,908 SH   DFND 1 313,908 0 0
GLAUKOS CORP COM 377322102 3,003 87,555 SH   DFND 1 87,555 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR SPONSORED ADR 37733W105 3,399 88,287 SH   DFND 1 86,311 0 1,976
GLEN BURNIE BANCORP COM 377407101 214 18,661 SH   DFND 1 18,661 0 0
GLOBAL BLOOD THERAPEUTICS INC COM 37890U108 2,213 153,169 SH   DFND 1 153,169 0 0
GLOBAL BRASS & COPPER HOLDINGS INC COM 37953G103 8,179 238,460 SH   DFND 1 238,460 0 0
GLOBAL EAGLE ACQUISITION CORP COM 37951D102 2,662 412,208 SH   DFND 1 412,208 0 0
GLOBAL INDEMNITY LTD USD CL A SHS G3933F105 2,683 70,238 SH   DFND 1 70,238 0 0
GLOBAL MEDICAL REIT INC COM NEW 37954A204 208 23,408 SH   DFND 1 23,408 0 0
GLOBAL NET LEASE INC COM 379378102 9,511 1,214,770 SH   DFND 1 1,214,770 0 0
GLOBAL PMTS INC COM COM 37940X102 29 418 SH   DFND 1 2 418 0 0
GLOBAL PMTS INC COM COM 37940X102 91,429 1,318,897 SH   DFND 1 1,312,275 0 6,622
GLOBAL SHIP LEASE INC SHS A Y27183105 35 23,424 SH   DFND 1 2 23,424 0 0
GLOBAL SOURCES LIMITED ORD G39300101 943 106,631 SH   DFND 1 106,631 0 0
GLOBAL WATER RESOURCES INC COM 379463102 186 20,525 SH   DFND 1 20,525 0 0
GLOBALSCAPE INC COM 37940G109 119 29,423 SH   DFND 1 29,423 0 0
GLOBALSTAR INC COM 378973408 3,767 2,384,443 SH   DFND 1 2,384,443 0 0
GLOBANT SA COM L44385109 1,242 37,270 SH   DFND 1 37,270 0 0
GLOBUS MEDICAL INC- A CL A 379577208 16 681 SH   DFND 1 2 681 0 0
GLOBUS MEDICAL INC- A CL A 379577208 16,495 664,870 SH   DFND 1 662,782 0 2,088
GLOWPOINT INC COM NEW 379887201 90 340,724 SH   DFND 1 340,724 0 0
GLU MOBILE INC COM 379890106 1,671 861,418 SH   DFND 1 861,418 0 0
GLYCOMIMETICS INC COM 38000Q102 579 94,992 SH   DFND 1 94,992 0 0
GMS INC COM 36251C103 1,363 46,573 SH   DFND 1 46,573 0 0
GNC HOLDINGS INC-CL A COM CL A 36191G107 442 40,089 SH   DFND 1 2 40,089 0 0
GNC HOLDINGS INC-CL A COM CL A 36191G107 12,292 1,113,407 SH   DFND 1 1,113,407 0 0
GODADDY INC - CLASS A CL A 380237107 11,355 324,912 SH   DFND 1 324,912 0 0
GOGO INC COM 38046C109 4,238 459,752 SH   DFND 1 459,752 0 0
GOLAR LNG LTD SHS G9456A100 4,477 195,182 SH   DFND 1 194,879 0 303
GOLAR LNG PARTNERS LP COM UNIT LPI Y2745C102 479 19,932 SH   DFND 1 19,932 0 0
GOLD RESOURCES CORP COM 38068T105 1,914 440,019 SH   DFND 1 440,019 0 0
GOLDEN ENTERTAINMENT INC COM 381013101 760 62,783 SH   DFND 1 62,783 0 0
GOLDEN MINERALS COMPANY COM 381119106 136 236,143 SH   DFND 1 236,143 0 0
GOLDEN OCEAN GROUP LTD SHS NEW G39637205 225 47,783 SH   DFND 1 47,783 0 0
GOLDFIELD CORP COM 381370105 262 51,446 SH   DFND 1 2 51,446 0 0
GOLDFIELD CORP COM 381370105 610 119,713 SH   DFND 1 119,713 0 0
GOLDMAN SACHS GROUP INC COM COM 38141G104 826,089 3,453,952 SH   DFND 1 3,437,958 0 15,994
GOLDMAN SACHS MLP INCOME OPPORTUNITIES FUND COM SHS 38147W103 110 11,360 SH   DFND 1 2 11,360 0 0
GOOD TIMES RESTAURANTS INC COM PAR $.001NEW 382140879 179 56,983 SH   DFND 1 56,983 0 0
GOODYEAR TIRE & RUBR CO COM COM 382550101 79,148 2,566,756 SH   DFND 1 2,555,445 0 11,311
GOPRO INC - CL A CL A 38268T103 6,392 733,896 SH   DFND 1 733,243 0 653
GORDMANS STORES INC COM 38269P100 33 49,557 SH   DFND 1 49,557 0 0
GORMAN RUPP CO COM COM 383082104 3,975 128,459 SH   DFND 1 128,459 0 0
GOVERNMENT PROPERTIES INCOME COM SHS BEN INT 38376A103 10,618 556,963 SH   DFND 1 556,963 0 0
GP STRATEGIES CORP COM COM 36225V104 3,059 106,969 SH   DFND 1 106,969 0 0
GPRE 3 1/4 10/01/18 NOTE 3.250%10/0 393222AD6 2,877 2,000,000 PRN   DFND 1 2 2,000,000 0 0
GRACE W R & CO DEL NEW COM COM 38388F108 30 456 SH   DFND 1 2 456 0 0
GRACE W R & CO DEL NEW COM COM 38388F108 33,266 491,970 SH   DFND 1 491,970 0 0
GRACO INC COM COM 384109104 31,586 380,146 SH   DFND 1 378,530 0 1,616
GRAHAM CORP COM 384556106 1,404 63,397 SH   DFND 1 63,397 0 0
GRAHAM HOLDINGS CO COM 384637104 17,570 34,320 SH   DFND 1 34,185 0 135
GRAHAM HOLDINGS CO COM 384637104 33 66 SH   DFND 1 2 66 0 0
GRAINGER W W INC COM COM 384802104 122,097 526,322 SH   DFND 1 523,655 0 2,667
GRAMERCY PROPERTY TRUST COMSTK 385002100 27,924 3,041,877 SH   DFND 1 3,041,877 0 0
GRAND CANYON EDUCATION-REDH COM 38526M106 20,561 351,776 SH   DFND 1 351,776 0 0
GRANITE CONSTR INC COM COM 387328107 16,059 291,992 SH   DFND 1 290,843 0 1,149
GRAPHIC PACKAGING HOLDING CO COM 388689101 70 5,689 SH   DFND 1 2 5,689 0 0
GRAPHIC PACKAGING HOLDING CO COM 388689101 27,312 2,188,498 SH   DFND 1 2,188,498 0 0
GRAY TELEVISION INC COM COM 389375106 5,040 464,525 SH   DFND 1 464,525 0 0
GREAT AJAX CORP COM 38983D300 1,339 100,912 SH   DFND 1 100,912 0 0
GREAT ELM CAPITAL GROUP INC COM NEW 39036P209 132 35,396 SH   DFND 1 35,396 0 0
GREAT LAKES DREDGE&DOCK CORP COM 390607109 1,801 429,034 SH   DFND 1 429,034 0 0
GREAT PLAINS ENERGY INC COM COM 391164100 41,422 1,514,534 SH   DFND 1 1,508,285 0 6,249
GREAT SOUTHN BANCORP INC COM COM 390905107 6,195 113,359 SH   DFND 1 113,359 0 0
GREAT WESTERN BANCORP INC COM 391416104 21,586 495,227 SH   DFND 1 495,227 0 0
GREATER CHINA FD INC COM 003031101 302 34,778 SH   DFND 1 2 34,778 0 0
GREEN BANCORP INC COM 39260X100 2,426 159,626 SH   DFND 1 159,626 0 0
GREEN BRICK PARTNERS INC COM 392709101 1,993 198,392 SH   DFND 1 198,392 0 0
GREEN DOT CORP - CLASS A CL A 39304D102 7,372 313,070 SH   DFND 1 313,070 0 0
GREEN PLAINS INC COM 393222104 7,803 280,196 SH   DFND 1 279,775 0 421
GREEN PLAINS PARTNERS LP COM REP PTR IN 393221106 170 8,592 SH   DFND 1 8,592 0 0
GREEN PLAINS PARTNERS LP COM REP PTR IN 393221106 86 4,384 SH   DFND 1 2 4,384 0 0
GREENBRIER COS INC COM COM 393657101 11 287 SH   DFND 1 2 287 0 0
GREENBRIER COS INC COM COM 393657101 15,585 375,105 SH   DFND 1 374,986 0 119
GREENHILL & CO INC COM COM 395259104 5,839 210,811 SH   DFND 1 210,255 0 556
GREENLIGHT CAPITAL RE CLASS A G4095J109 5,195 227,875 SH   DFND 1 227,875 0 0
GREIF INC CL B 397624206 1,000 14,812 SH   DFND 1 14,812 0 0
GREIF INC CL A 397624107 14,030 273,437 SH   DFND 1 272,489 0 948
GRIFFIN INDUSTRIAL REALTY INC COM 398231100 356 11,234 SH   DFND 1 11,234 0 0
GRIFFON CORP COM COM 398433102 6,273 239,462 SH   DFND 1 239,462 0 0
GRIFOLS SA-ADR SP ADR REP B NVT 398438408 1,115 69,398 SH   DFND 1 67,765 0 1,633
GROUP 1 AUTOMOTIVE INC COM COM 398905109 11,439 146,767 SH   DFND 1 146,767 0 0
GROUPON INC COM 399473107 9,751 2,937,327 SH   DFND 1 2,937,327 0 0
GROUPON INC COM 399473107 25 7,551 SH   DFND 1 2 7,551 0 0
GRUBHUB INC COM 400110102 23,033 612,263 SH   DFND 1 612,263 0 0
GRUPO FIN SANTANDER - ADR B SPON ADR SHS B 40053C105 4 620 SH   DFND 1 0 0 620
GRUPO FIN SANTANDER - ADR B SPON ADR SHS B 40053C105 320 44,630 SH   DFND 1 2 44,630 0 0
GRUPO FINANCIERO GALICIA-ADR SP ADR 10 SH B 399909100 579 21,533 SH   DFND 1 21,533 0 0
GSE SYSTEMS INC COM 36227K106 117 33,536 SH   DFND 1 33,536 0 0
GSI TECHNOLOGY INC COM 36241U106 505 81,513 SH   DFND 1 81,513 0 0
GTT COMMUNICATIONS INC COM 362393100 5,510 191,664 SH   DFND 1 191,664 0 0
GTX INC COM NEW 40052B207 207 39,255 SH   DFND 1 39,255 0 0
GUARANTY BANCORP COM NEW 40075T607 4,609 190,491 SH   DFND 1 190,491 0 0
GUESS INC COM COM 401617105 31 2,610 SH   DFND 1 2 2,610 0 0
GUESS INC COM COM 401617105 5,450 450,464 SH   DFND 1 448,188 0 2,276
GUIDANCE SOFTWARE INC COM 401692108 1,026 144,990 SH   DFND 1 144,990 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 24,358 493,785 SH   DFND 1 493,785 0 0
GULF ISLAND FABRICATION INC COM COM 402307102 943 79,319 SH   DFND 1 79,319 0 0
GULF RESOURCES INC COM PAR $0.0005 40251W309 35 18,051 SH   DFND 1 18,051 0 0
GULFMARK OFFSHORE INC COM CL A NEW 402629208 222 126,894 SH   DFND 1 126,894 0 0
GULFPORT ENERGY CORP COM NEW 402635304 24,426 1,128,785 SH   DFND 1 1,124,302 0 4,483
GW PHARMACEUTICALS PLC ADR ADS 36197T103 952 8,525 SH   DFND 1 8,525 0 0
GY 4.0625 12/31/39 SDCV 4.062%12/3 368682AN0 32,990 16,570,000 PRN   DFND 1 2 16,570,000 0 0
H D F C BANK LTD ADR REPS 3 SHS 40415F101 2,095 34,538 SH   DFND 1 33,480 0 1,058
H&E EQUIPMENT SERVICES INC COM 404030108 5,622 241,839 SH   DFND 1 241,839 0 0
HABIT RESTAURANTS INC COM CL A 40449J103 2,336 135,474 SH   DFND 1 135,474 0 0
HACKETT GROUP INC/THE COM 404609109 3,652 206,840 SH   DFND 1 206,840 0 0
HACKETT GROUP INC/THE COM 404609109 115 6,534 SH   DFND 1 2 6,534 0 0
HAEMONETICS CORP COM COM 405024100 16,051 399,302 SH   DFND 1 399,302 0 0
HAIN CELESTIAL GROUP INC COM COM 405217100 29,057 744,503 SH   DFND 1 741,500 0 3,003
HALCON RESOURCES CORP COM PAR NEW 40537Q605 1,295 138,693 SH   DFND 1 138,693 0 0
HALCON RESOURCES CORP WARRANT *W EXP 09/09/202 40537Q118 46 20,000 SH   DFND 1 2 20,000 0 0
HALLADOR ENERGY CO COM 40609P105 368 40,555 SH   DFND 1 2 40,555 0 0
HALLADOR ENERGY CO COM 40609P105 1,031 113,515 SH   DFND 1 113,515 0 0
HALLIBURTON CO COM COM 406216101 70 1,299 SH   DFND 1 2 1,299 0 0
HALLIBURTON CO COM COM 406216101 412,535 7,636,269 SH   DFND 1 7,597,108 0 39,161
HALLMARK FINL SERVICES INC COM NEW 40624Q203 1,017 87,456 SH   DFND 1 87,456 0 0
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HANDY & HARMAN LTD COM 410315105 1,063 41,635 SH   DFND 1 41,635 0 0
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HANMI FINL CORP COM COM NEW 410495204 9,794 280,653 SH   DFND 1 280,653 0 0
HANNON ARMSTRONG SUSTAINABLE INFRA CAP, INC. COM 41068X100 5,762 303,428 SH   DFND 1 303,428 0 0
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HARSCO CORP COM COM 415864107 7,671 564,114 SH   DFND 1 564,114 0 0
HARTE-HANKS INC COM COM 416196103 382 253,385 SH   DFND 1 250,886 0 2,499
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HARVARD BIOSCIENCE INC COM COM 416906105 445 145,939 SH   DFND 1 145,939 0 0
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HASBRO INC COM COM 418056107 23 303 SH   DFND 1 2 303 0 0
HASBRO INC COM COM 418056107 88,069 1,133,392 SH   DFND 1 1,124,823 0 8,569
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HCP INC COM 40414L109 146,162 4,923,047 SH   DFND 1 4,902,497 0 20,550
HD SUPPLY HOLDINGS INC COM 40416M105 65,555 1,542,121 SH   DFND 1 1,542,121 0 0
HEADWATERS INC COM COM 42210P102 12,527 532,644 SH   DFND 1 532,644 0 0
HEADWATERS INC COM COM 42210P102 235 10,000 SH   DFND 1 2 10,000 0 0
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HEALTHCARE RLTY TR COM COM 421946104 31,045 1,023,914 SH   DFND 1 1,020,551 0 3,363
HEALTHCARE SVCS GRP INC COM COM 421906108 21,825 557,211 SH   DFND 1 557,211 0 0
HEALTHCARE TRUST OF AMERICA CL A NEW 42225P501 27,895 958,283 SH   DFND 1 958,283 0 0
HEALTHEQUITY INC COM 42226A107 167 4,132 SH   DFND 1 2 4,132 0 0
HEALTHEQUITY INC COM 42226A107 13,618 336,082 SH   DFND 1 336,082 0 0
HEALTHSOUTH CORP COM COM NEW 421924309 30,182 731,869 SH   DFND 1 728,652 0 3,217
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HEARTLAND EXPRESS INC COM COM 422347104 8,644 424,566 SH   DFND 1 424,566 0 0
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HEAT BIOLOGICS INC COM 42237K102 68 79,837 SH   DFND 1 79,837 0 0
HECLA MNG CO COM COM 422704106 14,579 2,782,375 SH   DFND 1 2,782,375 0 0
HEICO CORP NEW COM COM 422806109 10,915 141,482 SH   DFND 1 141,482 0 0
HEICO CORP-CL A CL A 422806208 17,486 257,540 SH   DFND 1 257,540 0 0
HEIDRICK & STRUGGLES INTL I COM COM 422819102 3,320 137,497 SH   DFND 1 137,107 0 390
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HELIX ENERGY SOLUTIONS GROUP INC COM 42330P107 7,269 824,222 SH   DFND 1 824,222 0 0
HELMERICH & PAYNE INC COM COM 423452101 74,297 961,082 SH   DFND 1 956,001 0 5,081
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HEMISPHERX BIOPHARMA INC COM COM NEW 42366C301 51 74,832 SH   DFND 1 74,832 0 0
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HENRY JACK & ASSOC INC COM COM 426281101 50,535 569,220 SH   DFND 1 566,953 0 2,267
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HERITAGE-CRYSTAL CLEAN-REDH COM 42726M106 1,624 103,461 SH   DFND 1 103,461 0 0
HERON THERAPEUTICS INC COM 427746102 3,465 264,556 SH   DFND 1 264,556 0 0
HERSHA HOSPITALITY TRUST PR SHS BEN INT 427825500 10,024 466,267 SH   DFND 1 466,267 0 0
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HERSHEY CO/THE COM 427866108 140,917 1,363,976 SH   DFND 1 1,357,626 0 6,350
HERTZ GLOBAL HOLDINGS INC COM 42806J106 11,169 518,061 SH   DFND 1 518,061 0 0
HERTZ GLOBAL HOLDINGS INC COM 42806J106 89 4,134 SH   DFND 1 2 4,134 0 0
HESKA CORP COM COM RESTRC NEW 42805E306 3,541 49,458 SH   DFND 1 49,458 0 0
HESS CORP COM COM 42809H107 150,661 2,421,651 SH   DFND 1 2,410,052 0 11,599
HEWLETT PACKARD CO COM COM 40434L105 717 48,356 SH   DFND 1 2 48,356 0 0
HEWLETT PACKARD CO COM COM 40434L105 246,746 16,645,781 SH   DFND 1 16,567,493 0 78,288
HEWLETT PACKARD ENTERPRISE COM 42824C109 350,990 15,186,301 SH   DFND 1 15,110,969 0 75,332
HEXCEL CORP NEW COM COM 428291108 32,597 633,700 SH   DFND 1 633,700 0 0
HFF INC-CLASS A CL A 40418F108 7,663 253,347 SH   DFND 1 253,347 0 0
HHGREGG INC -REDH COM 42833L108 94 66,396 SH   DFND 1 66,396 0 0
HIBBETT SPORTS INC COM 428567101 6,377 170,979 SH   DFND 1 170,979 0 0
HIGHWOODS PPTYS INC COM COM 431284108 42,944 841,884 SH   DFND 1 838,975 0 2,909
HILL INTERNATIONAL INC COM 431466101 977 224,770 SH   DFND 1 224,770 0 0
HILLENBRAND INC -SPN COM 431571108 17,137 446,877 SH   DFND 1 446,877 0 0
HILL-ROM HOLDINGS INC COM 431475102 24,633 438,794 SH   DFND 1 436,858 0 1,936
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HILTON WORLDWIDE HOLDINGS IN COM 43300A104 99,151 3,646,725 SH   DFND 1 3,646,725 0 0
HIMAX TECHNOLOGIES INC - ADR SPONSORED ADR 43289P106 235 38,966 SH   DFND 1 2 38,966 0 0
HIMAX TECHNOLOGIES INC - ADR SPONSORED ADR 43289P106 285 47,350 SH   DFND 1 47,350 0 0
HINGHAM INSTITUTION FOR SVGS COM 433323102 2,997 15,234 SH   DFND 1 15,234 0 0
HLIT 4 12/01/2020 NOTE 4.000%12/0 413160AB8 4,472 4,000,000 PRN   DFND 1 2 4,000,000 0 0
HMS HOLDINGS CORP COM 40425J101 15,281 841,500 SH   DFND 1 841,500 0 0
HNI CORP COM COM 404251100 17,965 321,267 SH   DFND 1 319,220 0 2,047
HOLLYFRONTIER CORP COM 436106108 41,169 1,257,080 SH   DFND 1 1,251,163 0 5,917
HOLLYSYS AUTOMATION TECHNOLOGI SHS G45667105 126 6,928 SH   DFND 1 2 6,928 0 0
HOLLYSYS AUTOMATION TECHNOLOGI SHS G45667105 494 26,991 SH   DFND 1 26,991 0 0
HOLOGIC INC COM COM 436440101 117,414 2,929,512 SH   DFND 1 2,909,890 0 19,622
HOME BANCORP INC COM 43689E107 1,216 31,502 SH   DFND 1 31,502 0 0
HOME BANCSHARES INC COM 436893200 28,208 1,015,801 SH   DFND 1 1,015,801 0 0
HOME DEPOT INC COM COM 437076102 1,535,695 11,466,877 SH   DFND 1 11,411,391 0 55,486
HOMESTREET INC COM 43785V102 5,587 176,824 SH   DFND 1 176,824 0 0
HOMETRUST BANCSHARES INC COM 437872104 3,597 138,914 SH   DFND 1 138,914 0 0
HONDA MOTOR LTD SPONS ADR AMERN SHS 438128308 519 17,790 SH   DFND 1 15,087 0 2,703
HONEYWELL INTL INC COM COM 438516106 821,278 7,097,361 SH   DFND 1 7,064,371 0 32,990
HOOKER FURNITURE CORP COM 439038100 309 8,156 SH   DFND 1 2 8,156 0 0
HOOKER FURNITURE CORP COM 439038100 3,474 91,549 SH   DFND 1 91,549 0 0
HOPE BANCORP INC COM 43940T109 21,243 970,470 SH   DFND 1 970,470 0 0
HOPFED BANCORP INC COM 439734104 297 22,105 SH   DFND 1 22,105 0 0
HORACE MANN EDUCATORS CORP COM COM 440327104 11,995 280,260 SH   DFND 1 280,260 0 0
HORIZON BANCORP INDIANA COM 440407104 4,396 157,035 SH   DFND 1 157,035 0 0
HORIZON GLOBAL CORP-W/I COM 44052W104 3,257 135,716 SH   DFND 1 135,716 0 0
HORIZON PHARMA PLC SHS G4617B105 22,116 1,366,928 SH   DFND 1 1,366,928 0 0
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HORMEL FOODS CORP COM COM 440452100 93,417 2,686,637 SH   DFND 1 2,674,190 0 12,447
HORNBECK OFFSHORE SERVICES COM COM 440543106 1,570 217,548 SH   DFND 1 217,548 0 0
HORTONWORKS INC COM 440894103 2,520 303,264 SH   DFND 1 303,264 0 0
HOSPITALITY PPTYS TR COM SH BEN INT COM SH BEN INT 44106M102 53,077 1,672,251 SH   DFND 1 1,666,181 0 6,070
HOST MARRIOTT CORP NEW COM COM 44107P104 164,334 8,730,703 SH   DFND 1 8,698,704 0 31,999
HOSTESS BRANDS INC CL A 44109J106 3,233 248,750 SH   DFND 1 248,750 0 0
HOSTESS BRANDS INC-A *W EXP 11/04/202 44109J114 1,321 764,003 SH   DFND 1 2 764,003 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 310 28,584 SH   DFND 1 2 28,584 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 9,134 841,932 SH   DFND 1 841,932 0 0
HOULIHAN LOKEY INC CL A 441593100 31 1,019 SH   DFND 1 2 1,019 0 0
HOULIHAN LOKEY INC CL A 441593100 2,999 96,401 SH   DFND 1 96,401 0 0
HOUSTON AMERICAN ENERGY CORP COM 44183U100 24 135,281 SH   DFND 1 135,281 0 0
HOUSTON WIRE & CABLE COM 44244K109 609 93,809 SH   DFND 1 93,809 0 0
HOVNANIAN ENTERPRISES INC CL A CL A 442487203 2,344 858,657 SH   DFND 1 858,657 0 0
HOVNANIAN ENTERPRISES INC CL A CL A 442487203 222 81,587 SH   DFND 1 2 81,587 0 0
HOWARD BANCORP INC COM 442496105 279 18,478 SH   DFND 1 18,478 0 0
HOWARD HUGHES CORP COM 44267D107 29,833 261,472 SH   DFND 1 261,472 0 0
HRG GROUP INC COM 40434J100 14,699 944,682 SH   DFND 1 944,682 0 0
HSBC HLDGS PLC SPON ADR NEW SPON ADR NEW 404280406 4,390 109,265 SH   DFND 1 106,494 0 2,771
HSN INC COM 404303109 10,000 291,548 SH   DFND 1 290,564 0 984
HSN INC COM 404303109 645 18,816 SH   DFND 1 2 18,816 0 0
HTG MOLECULAR DIAGNOSTICS INC COM 40434H104 44 19,859 SH   DFND 1 19,859 0 0
HUB GROUP INC CL A CL A 443320106 11,546 263,914 SH   DFND 1 263,914 0 0
HUBBELL INC CL B COM 443510607 42,382 363,176 SH   DFND 1 361,682 0 1,494
HUBSPOT INC COM 443573100 10,392 221,122 SH   DFND 1 221,122 0 0
HUDSON GLOBAL INC COM 443787106 131 96,386 SH   DFND 1 96,386 0 0
HUDSON PACIFIC PROPERTIES INC COM 444097109 35,533 1,021,676 SH   DFND 1 1,021,676 0 0
HUDSON TECHNOLOGIES INC COM 444144109 1,754 219,020 SH   DFND 1 219,020 0 0
HUMANA INC COM COM 444859102 252,037 1,236,925 SH   DFND 1 1,230,200 0 6,725
HUMANA INC COM COM 444859102 204 1,000 SH   DFND 1 2 1,000 0 0
HUNT J B TRANS SVCS INC COM COM 445658107 85,985 886,761 SH   DFND 1 882,973 0 3,788
HUNTER MARITIME ACQUISITION CORP UNIT 99/99/9999 Y37828103 1,520 149,800 SH   DFND 1 2 149,800 0 0
HUNTINGTON BANCSHARES INC COM COM 446150104 142,925 10,823,157 SH   DFND 1 10,775,972 0 47,185
HUNTINGTON INGALLS INDUST-WI COM 446413106 81,496 442,562 SH   DFND 1 441,216 0 1,346
HUNTSMAN CORP COM 447011107 35,483 1,859,733 SH   DFND 1 1,859,733 0 0
HURCO COMPANIES INC COM 447324104 2,187 66,097 SH   DFND 1 66,097 0 0
HURON CONSULTING GROUP INC COM 447462102 9,016 178,006 SH   DFND 1 178,006 0 0
HURON CONSULTING GROUP INC COM 447462102 152 3,009 SH   DFND 1 2 3,009 0 0
HUTTIG BLDG PRODS INC COM COM 448451104 15 2,305 SH   DFND 1 2 2,305 0 0
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HYATT HOTELS CORP - CL A COM CL A 448579102 14,099 255,140 SH   DFND 1 255,140 0 0
HYSTER-YALE MATERIALS CL A 449172105 5,439 85,292 SH   DFND 1 85,292 0 0
IAC INTERACTIVECORP COM 44919P508 35,456 547,245 SH   DFND 1 547,095 0 150
IAO KUN GROUP HOLDING CO LTD ORD USD SHS G47204105 5 20,655 SH   DFND 1 20,655 0 0
IBERIABANK CORP COM COM 450828108 20 248 SH   DFND 1 2 248 0 0
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IBIO INC COM 451033104 135 342,667 SH   DFND 1 342,667 0 0
ICAD INC COM NEW 44934S206 236 73,148 SH   DFND 1 73,148 0 0
ICAHN ENTERPRISES LP DEPOSITARY UNIT 451100101 3,874 64,662 SH   DFND 1 64,662 0 0
ICF INTERNATIONAL INC COM 44925C103 9,361 169,596 SH   DFND 1 169,596 0 0
ICHOR HOLDINGS LTD SHS G4740B105 119 11,068 SH   DFND 1 11,068 0 0
ICICI BK LTD ADR 45104G104 515 68,768 SH   DFND 1 66,066 0 2,702
ICON PLC SHS G4705A100 1,887 25,097 SH   DFND 1 25,097 0 0
ICONIX BRAND GROUP INC COM 451055107 3,932 421,092 SH   DFND 1 421,092 0 0
ICU MED INC COM COM 44930G107 19,743 133,990 SH   DFND 1 133,990 0 0
ID SYSTEMS INC COM 449489103 285 52,611 SH   DFND 1 52,611 0 0
IDACORP INC COM COM 451107106 32,188 399,609 SH   DFND 1 398,146 0 1,463
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IDENTIVE GROUP INC COM NEW 45170X205 172 54,257 SH   DFND 1 54,257 0 0
IDERA PHARMACEUTICALS INC COM NEW 45168K306 1,301 867,504 SH   DFND 1 867,504 0 0
IDEX CORP COM COM 45167R104 47,982 532,783 SH   DFND 1 530,570 0 2,213
IDEXX LABS INC COM COM 45168D104 76,248 650,408 SH   DFND 1 647,806 0 2,602
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IEC ELECTRS CORP NEW COM COM 44949L105 64 18,187 SH   DFND 1 18,187 0 0
IES HOLDINGS INC COM 44951W106 1,396 72,924 SH   DFND 1 72,924 0 0
IGNITE RESTAURANT GROUP INC COM 451730105 24 45,038 SH   DFND 1 45,038 0 0
IGNYTA INC COM 451731103 1,225 231,144 SH   DFND 1 231,144 0 0
IHS MARKIT LTD SHS G47567105 73,184 2,067,608 SH   DFND 1 2,067,608 0 0
II VI INC COM COM 902104108 12,870 434,090 SH   DFND 1 434,090 0 0
IKANG HEALTHCARE GROUP - ADR SPONSORED ADR 45174L108 368 21,238 SH   DFND 1 21,238 0 0
ILG INC COM 44967H101 14,900 820,037 SH   DFND 1 819,927 0 110
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ILLUMINA INC COM COM 452327109 172,666 1,350,130 SH   DFND 1 1,339,560 0 10,570
IMATION CORP COM COM 45245A107 132 161,044 SH   DFND 1 161,044 0 0
IMAX CORP COM COM 45245E109 2,693 85,765 SH   DFND 1 85,765 0 0
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IMPAC MTG HLDGS INC COM COM NEW 45254P508 1,234 88,045 SH   DFND 1 88,045 0 0
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IMPINJ INC COM 453204109 2,355 66,653 SH   DFND 1 66,653 0 0
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INC RESEARCH HOLDINGS INC - A CL A 45329R109 22,935 436,031 SH   DFND 1 436,031 0 0
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INCYTE INC COM 45337C102 125,624 1,253,253 SH   DFND 1 1,247,808 0 5,445
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INDEPENDENCE CONTRACT DRILLING INC. COM 453415309 57 8,538 SH   DFND 1 2 8,538 0 0
INDEPENDENCE HLDG CO NEW COM NEW COM NEW 453440307 799 40,885 SH   DFND 1 40,885 0 0
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INFINITY PHARMACEUTICALS INC COM COM 45665G303 445 330,361 SH   DFND 1 330,035 0 326
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ING GROUP N V SPONSORED ADR SPONSORED ADR 456837103 363 25,765 SH   DFND 1 22,737 0 3,028
ING GROUP N V SPONSORED ADR SPONSORED ADR 456837103 62 4,450 SH   DFND 1 2 4,450 0 0
INGERSOLL-RAND COMPANY LTD CL A SHS G47791101 188,299 2,512,125 SH   DFND 1 2,500,435 0 11,690
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INGLES MKTS INC CL A CL A 457030104 8,164 169,731 SH   DFND 1 169,731 0 0
INGREDION INC COM 457187102 71,237 570,259 SH   DFND 1 567,958 0 2,301
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INOVALON HOLDINGS INC - A COM CL A 45781D101 4,954 480,997 SH   DFND 1 480,997 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 3,456 498,119 SH   DFND 1 498,119 0 0
INPHI CORP COM 45772F107 11,850 265,596 SH   DFND 1 265,596 0 0
INSEEGO CORP COM 45782B104 547 224,562 SH   DFND 1 224,562 0 0
INSIGHT ENTERPRISES INC COM COM 45765U103 13,928 344,415 SH   DFND 1 344,415 0 0
INSIGNIA SYS INC COM COM 45765Y105 68 28,672 SH   DFND 1 28,672 0 0
INSMED INC COM NEW COM PAR $.01 457669307 6,229 470,836 SH   DFND 1 470,836 0 0
INSPERITY INC COM 45778Q107 16,674 235,016 SH   DFND 1 234,632 0 384
INSPERITY INC COM 45778Q107 54 764 SH   DFND 1 2 764 0 0
INSTALLED BUILDING PRODUCTS COM 45780R101 6,109 147,938 SH   DFND 1 147,938 0 0
INSTEEL INDUSTRIES INC COM COM 45774W108 5,141 144,260 SH   DFND 1 144,260 0 0
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INSTRUCTURE INC COM 45781U103 815 41,720 SH   DFND 1 41,720 0 0
INSULET CORP -REDH COM 45784P101 16,169 429,137 SH   DFND 1 429,137 0 0
INSYS THERAPEUTICS INC COM NEW 45824V209 2,558 278,131 SH   DFND 1 277,813 0 318
INTEGER HOLDINGS CORP COM 45826H109 7,045 239,242 SH   DFND 1 239,242 0 0
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INTEGRATED DEVICE TECHNOLOG COM COM 458118106 25,192 1,069,275 SH   DFND 1 1,065,385 0 3,890
INTEL CORP COM COM 458140100 210 5,799 SH   DFND 1 2 5,799 0 0
INTEL CORP COM COM 458140100 1,802,704 49,753,802 SH   DFND 1 49,408,502 0 345,300
INTELIQUENT INC COM 45825N107 8,045 351,021 SH   DFND 1 351,021 0 0
INTELLIA THERAPEUTICS INC COM 45826J105 941 71,804 SH   DFND 1 71,804 0 0
INTELLI-CHECK INC COM COM NEW 45817G201 30 11,261 SH   DFND 1 11,261 0 0
INTELLIPHARMACEUTICS INTERNA COM 458173101 39 13,756 SH   DFND 1 13,756 0 0
INTELSAT SA COM L5140P101 694 260,028 SH   DFND 1 260,028 0 0
INTER PARFUMS INC COM COM 458334109 4,467 136,405 SH   DFND 1 136,405 0 0
INTERACTIVE BROKERS GRP COM 45841N107 17,595 481,939 SH   DFND 1 481,388 0 551
INTERCEPT PHARMACEUTICALS INC COM 45845P108 13,878 127,738 SH   DFND 1 127,722 0 16
INTERCONTINENTALEXCHANGE GROUP COM 45866F104 281,103 4,988,829 SH   DFND 1 4,963,068 0 25,761
INTERCONTL HOTELS GROUP PLC-ADR SPON ADR NW 2016 45857P608 207 4,682 SH   DFND 1 3,696 0 986
INTERDIGITAL INC COM 45867G101 807 8,844 SH   DFND 1 2 8,844 0 0
INTERDIGITAL INC COM 45867G101 33,295 364,486 SH   DFND 1 363,230 0 1,256
INTERFACE INC CL A COM 458665304 9,584 516,693 SH   DFND 1 516,693 0 0
INTERMOLECULAR INC COM 45882D109 74 78,531 SH   DFND 1 78,531 0 0
INTERNAP CORP COM PAR $.001 45885A300 484 314,418 SH   DFND 1 314,418 0 0
INTERNATIONAL BANCSHARES CO COM COM 459044103 22,352 547,854 SH   DFND 1 546,169 0 1,685
INTERNATIONAL BUSINESS MACHINES INC COM 459200101 1,393,729 8,405,991 SH   DFND 1 8,366,531 0 39,460
INTERNATIONAL FLAVORS&FRAGR COM COM 459506101 88,511 752,044 SH   DFND 1 748,453 0 3,591
INTERNATIONAL FLAVORS&FRAGR COM COM 459506101 304 2,580 SH   DFND 1 2 2,580 0 0
INTERNATIONAL GAME TECHNOLOGY PLC SHS USD G4863A108 5,569 218,254 SH   DFND 1 218,254 0 0
INTERNATIONAL GAME TECHNOLOGY PLC SHS USD G4863A108 987 38,713 SH   DFND 1 2 38,713 0 0
INTERNATIONAL SEAWAYS INC COM Y41053102 1,623 115,639 SH   DFND 1 115,639 0 0
INTERNATIONAL SPEEDWAY CORP CL A CL A 460335201 7,423 201,737 SH   DFND 1 200,986 0 751
INTERPUBLIC GROUP COS INC COM COM 460690100 83,631 3,576,805 SH   DFND 1 3,558,752 0 18,053
INTERSECT ENT INC COM 46071F103 2,740 226,464 SH   DFND 1 226,464 0 0
INTERSECTIONS INC COM 460981301 261 65,474 SH   DFND 1 65,474 0 0
INTERSIL CORP CL A CL A 46069S109 24,535 1,100,261 SH   DFND 1 1,095,025 0 5,236
INTERXON CORP COM 46122T102 10,053 413,720 SH   DFND 1 413,720 0 0
INTERXON CORP COM 46122T102 27 1,138 SH   DFND 1 2 1,138 0 0
INTEST CORP COM COM 461147100 166 36,180 SH   DFND 1 36,180 0 0
INTEVAC INC COM COM 461148108 952 111,407 SH   DFND 1 111,407 0 0
INTL FCSTONE INC COM 46116V105 10,539 266,141 SH   DFND 1 266,141 0 0
INTL PAPER CO COM COM 460146103 196,216 3,702,454 SH   DFND 1 3,682,164 0 20,290
INTRA-CELLULAR THERAPIES INC COM 46116X101 3,965 262,759 SH   DFND 1 262,759 0 0
INTRALINKS HOLDINGS INC COM 46118H104 4,234 313,222 SH   DFND 1 313,222 0 0
INTRALINKS HOLDINGS INC COM 46118H104 91 6,764 SH   DFND 1 2 6,764 0 0
INTRAWEST RESORTS HOLDINGS I COM 46090K109 1,930 108,164 SH   DFND 1 108,164 0 0
INTREPID POTASH INC COM 46121Y102 738 354,915 SH   DFND 1 354,915 0 0
INTUIT COM COM 461202103 285,302 2,491,999 SH   DFND 1 2,473,768 0 18,231
INTUITIVE SURGICAL INC COM COM NEW 46120E602 231,840 366,001 SH   DFND 1 363,254 0 2,747
INUVO INC. COM NEW 46122W204 178 106,848 SH   DFND 1 106,848 0 0
INVACARE CORP COM COM 461203101 2,817 215,933 SH   DFND 1 215,933 0 0
INVENSENSE IN COM 46123D205 8,069 630,961 SH   DFND 1 630,961 0 0
INVENTURE GROUP INC COM 461212102 1,299 131,972 SH   DFND 1 131,972 0 0
INVESCO MORTGAGE CAPITAL COM 46131B100 11,578 793,044 SH   DFND 1 785,773 0 7,271
INVESCO PLC SHS G491BT108 111,273 3,671,983 SH   DFND 1 3,654,316 0 17,667
INVESCO PLC SHS G491BT108 28 950 SH   DFND 1 2 950 0 0
INVESTAR HOLDING CORP COM 46134L105 247 13,256 SH   DFND 1 13,256 0 0
INVESTMENT TECHNOLOGY GRP N COM COM 46145F105 4,657 235,964 SH   DFND 1 235,964 0 0
INVESTORS BANCORP INC COM 46146L101 36,620 2,625,131 SH   DFND 1 2,625,131 0 0
INVESTORS BANCORP INC COM 46146L101 23 1,668 SH   DFND 1 2 1,668 0 0
INVESTORS REAL ESTATE TR SH BEN INT SH BEN INT 461730103 6,405 898,387 SH   DFND 1 898,387 0 0
INVESTORS TITLE CO COM COM 461804106 1,391 8,795 SH   DFND 1 8,795 0 0
INVITAE CORP COM 46185L103 1,814 228,470 SH   DFND 1 228,470 0 0
INVIVO THERAPEUTICS HOLDINGS CORP COM NEW 46186M209 960 228,590 SH   DFND 1 228,590 0 0
INVUITY INC COM NEW 46187J205 410 71,403 SH   DFND 1 71,403 0 0
ION GEOPHYSICAL CORP COM COM NEW 462044207 252 42,046 SH   DFND 1 42,046 0 0
IONIS PHARMACEUTICALS IN COM 462222100 41,749 872,879 SH   DFND 1 872,679 0 200
IPASS INC COM 46261V108 788 478,118 SH   DFND 1 478,118 0 0
IPG PHOTONICS CORP -REDH COM 44980X109 27,855 282,198 SH   DFND 1 281,119 0 1,079
IRADIMED CORP COM 46266A109 349 31,488 SH   DFND 1 31,488 0 0
IRDM 6 3/4 12/31/49 PERP PFD CNV B 46269C409 19,051 55,688 PRN   DFND 1 2 55,688 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 2,571 85,712 SH   DFND 1 85,712 0 0
IRIDEX CORP COM COM 462684101 607 43,220 SH   DFND 1 43,220 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 6,132 638,843 SH   DFND 1 638,843 0 0
IROBOT CORP COM 462726100 12,975 221,989 SH   DFND 1 221,989 0 0
IRON MTN INC PA COM COM 46284V101 72,267 2,227,629 SH   DFND 1 2,216,792 0 10,837
IRON MTN INC PA COM COM 46284V101 219 6,751 SH   DFND 1 2 6,751 0 0
IRONWOOD PHARMACEUTICALS COM CL A 46333X108 15,935 1,042,193 SH   DFND 1 1,042,193 0 0
ISHARES CORE MSCI EMERGING CORE MSCI EMKT 46434G103 6,807 160,354 PRN   DFND 1 160,354 0 0
ISHARES GLOBAL CLEAN ENERGY GL CLEAN ENE ETF 464288224 132 16,800 PRN   DFND 1 16,800 0 0
ISHARES INC MSCI TAIWAN MSCI TAIWAN ETF 46434G772 17,282 588,437 PRN   DFND 1 588,437 0 0
ISHARES MSCI EMERGING MKT IN MSCI EMG MKT ETF 464287234 9,297 265,553 PRN   DFND 1 265,553 0 0
ISHARES TR RUSSELL 1000 RUS 1000 ETF 464287622 644 5,175 PRN   DFND 1 5,175 0 0
ISHARES TR RUSSELL1000VAL RUS 1000 VAL ETF 464287598 302 2,700 PRN   DFND 1 2,700 0 0
ISHARES TR S&P 500 INDEX CORE S&P500 ETF 464287200 20,312 90,281 PRN   DFND 1 90,281 0 0
ISHARES TR S&P MIDCAP 400 CORE S&P MCP ETF 464287507 2,550 15,423 PRN   DFND 1 15,423 0 0
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ISLE OF CAPRI CASINOS INC COM COM 464592104 6,800 275,419 SH   DFND 1 275,419 0 0
ISORAY INC COM 46489V104 156 269,778 SH   DFND 1 269,778 0 0
ISRAMCO INC COM NEW 465141406 762 6,131 SH   DFND 1 6,131 0 0
ISSUER DIRECT CORP COM NEW 46520M204 323 35,897 SH   DFND 1 35,897 0 0
ISTAR FINANCIAL INC COM 45031U101 6,397 517,196 SH   DFND 1 517,196 0 0
ITERIS INC COM 46564T107 408 112,290 SH   DFND 1 112,290 0 0
ITRON INC COM COM 465741106 17,130 272,563 SH   DFND 1 272,563 0 0
ITT INC COM 45073V108 24,927 646,295 SH   DFND 1 643,735 0 2,560
ITURAN LOCATION AND CONTROL SHS M6158M104 289 10,919 SH   DFND 1 10,919 0 0
ITUS CORP COM NEW 45069V203 185 34,351 SH   DFND 1 34,351 0 0
IXIA COM COM 45071R109 10,618 659,526 SH   DFND 1 659,526 0 0
IXIA COM COM 45071R109 294 18,311 SH   DFND 1 2 18,311 0 0
IXYS CORP COM COM 46600W106 3,923 329,689 SH   DFND 1 329,689 0 0
J & J SNACK FOODS CORP COM COM 466032109 15,958 119,600 SH   DFND 1 119,600 0 0
J ALEXANDER'S HOLDINGS - W/I COM 46609J106 1,050 97,753 SH   DFND 1 97,753 0 0
J2 GLOBAL INC COM 48123V102 31,996 391,152 SH   DFND 1 389,558 0 1,594
JA SOLAR HOLDINGS CO LTD-ADR SPON ADR REP5ORD 466090206 78 16,395 SH   DFND 1 16,395 0 0
JABIL CIRCUIT INC COM COM 466313103 15 666 SH   DFND 1 2 666 0 0
JABIL CIRCUIT INC COM COM 466313103 32,204 1,360,568 SH   DFND 1 1,354,882 0 5,686
JACK IN THE BOX INC COM COM 466367109 27,643 247,612 SH   DFND 1 246,673 0 939
JACOBS ENGR GROUP INC DEL COM COM 469814107 64,096 1,125,806 SH   DFND 1 1,120,573 0 5,233
JAGUAR ANIMAL HEALTH INC COM 47008L106 19 27,742 SH   DFND 1 27,742 0 0
JAKKS PAC INC COM COM 47012E106 722 140,273 SH   DFND 1 125,492 0 14,781
JAMBA INC COM NEW 47023A309 1,103 107,105 SH   DFND 1 107,105 0 0
JAMES RIVER GROUP HOLDINGS LTD COM G5005R107 5,751 138,416 SH   DFND 1 138,416 0 0
JANUS CAPITAL GROUP INC COM 47102X105 13,903 1,047,766 SH   DFND 1 1,043,232 0 4,534
JASON INDUSTRIES INC COM 471172106 103 57,489 SH   DFND 1 57,489 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 41,017 376,338 SH   DFND 1 376,338 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 178 1,635 SH   DFND 1 2 1,635 0 0
JD.COM INC - ADR SPON ADR CL A 47215P106 30,581 1,205,491 SH   DFND 1 1,180,244 0 25,247
JERNIGAN CAPITAL INC COM 476405105 711 33,823 SH   DFND 1 33,823 0 0
JETBLUE AIRWAYS CORP COM 477143101 69,216 3,087,244 SH   DFND 1 3,077,848 0 9,396
JETBLUE AIRWAYS CORP COM 477143101 16 716 SH   DFND 1 2 716 0 0
JIVE SOFTWARE INC COM 47760A108 1,660 381,750 SH   DFND 1 381,750 0 0
JOHN B. SANFILIPPO & SON COM 800422107 4,803 68,240 SH   DFND 1 68,240 0 0
JOHN BEAN TECHNOLOGIES-SPN COM 477839104 17,812 207,242 SH   DFND 1 207,242 0 0
JOHNSON & JOHNSON COM COM 478160104 3,093,076 26,876,923 SH   DFND 1 26,754,633 0 122,290
JOHNSON CTLS INC COM SHS G51502105 343,806 8,357,046 SH   DFND 1 8,315,003 0 42,043
JOHNSON OUTDOORS INC CL A CL A 479167108 1,701 42,873 SH   DFND 1 42,873 0 0
JONES ENERGY INC COM CL A 48019R108 1,892 378,499 SH   DFND 1 378,499 0 0
JONES LANG LASALLE INC COM COM 48020Q107 36,610 362,454 SH   DFND 1 361,142 0 1,312
JOY GLOBAL INC COM COM 481165108 20,783 742,258 SH   DFND 1 739,165 0 3,093
JP MORGAN CHASE & CO COM 46625H100 2,834,263 32,884,782 SH   DFND 1 32,723,609 0 161,173
JRJR33 INC COM 46645Q106 33 44,389 SH   DFND 1 44,389 0 0
JUNIPER NETWORKS INC COM COM 48203R104 463 16,403 SH   DFND 1 2 16,403 0 0
JUNIPER NETWORKS INC COM COM 48203R104 121,856 4,316,050 SH   DFND 1 4,298,547 0 17,503
JUNIPER PHARMACEUTICALS INC COM 48203L107 349 62,383 SH   DFND 1 62,383 0 0
JUNO THERAPEUTICS INC COM 48205A109 10,303 546,620 SH   DFND 1 546,620 0 0
K12 INC COM 48273U102 7,491 436,569 SH   DFND 1 436,243 0 326
K12 INC COM 48273U102 92 5,363 SH   DFND 1 2 5,363 0 0
K2M GROUP HOLDINGS INC COM 48273J107 4,988 248,920 SH   DFND 1 248,920 0 0
KADANT INC COM COM 48282T104 7,030 114,872 SH   DFND 1 114,872 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 104 1,350 SH   DFND 1 2 1,350 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 10,973 141,248 SH   DFND 1 141,248 0 0
KAMADA LIMITED SHS M6240T109 86 15,869 SH   DFND 1 15,869 0 0
KAMAN CORP COM 483548103 10,142 207,282 SH   DFND 1 207,282 0 0
KANDI TECHNOLOGIES CORP COM 483709101 114 23,438 SH   DFND 1 23,438 0 0
KANSAS CITY SOUTHN INDS INC COM NEW COM NEW 485170302 82,220 970,190 SH   DFND 1 965,537 0 4,653
KANSAS CITY SOUTHN INDS INC COM NEW COM NEW 485170302 41 488 SH   DFND 1 2 488 0 0
KAPSTONE PAPER AND PACKAGING COM 48562P103 13,698 621,264 SH   DFND 1 621,264 0 0
KAR AUCTION SERVICES INC COM 48238T109 42,624 1,000,096 SH   DFND 1 1,000,096 0 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 1,471 156,493 SH   DFND 1 156,493 0 0
KATE SPADE & CO COM 485865109 16,358 876,180 SH   DFND 1 872,461 0 3,719
KATE SPADE & CO COM 485865109 373 20,000 SH   DFND 1 2 20,000 0 0
KB HOME COM COM 48666K109 8,855 560,094 SH   DFND 1 557,679 0 2,415
KBR INC COM 48242W106 17,682 1,059,450 SH   DFND 1 1,052,849 0 6,601
KCG HOLDINGS CL A 48244B100 5,892 444,734 SH   DFND 1 444,734 0 0
KEARNY FINANCIAL CORP/MD COM 48716P108 11,187 719,456 SH   DFND 1 719,456 0 0
KELLOGG CO COM COM 487836108 165,947 2,254,117 SH   DFND 1 2,242,572 0 11,545
KELLY SVCS INC CL A CL A 488152208 6,520 284,489 SH   DFND 1 284,489 0 0
KEMET CORP COM COM NEW 488360207 1,702 256,845 SH   DFND 1 256,845 0 0
KEMET CORP COM COM NEW 488360207 12 1,891 SH   DFND 1 2 1,891 0 0
KEMPER CORP COM 488401100 15,046 339,653 SH   DFND 1 338,242 0 1,411
KEMPHARM INC COM 488445107 204 69,246 SH   DFND 1 69,246 0 0
KENNAMETAL INC COM COM 489170100 17,950 574,244 SH   DFND 1 571,924 0 2,320
KENNEDY-WILSON HOLDINGS INC COM 489398107 13,361 651,800 SH   DFND 1 651,800 0 0
KERYX BIOPHARMACEUTICALS IN COM COM 492515101 4,398 750,517 SH   DFND 1 750,517 0 0
KEWAUNEE SCIENTIFIC CORP COM COM 492854104 208 8,508 SH   DFND 1 8,508 0 0
KEY TECHNOLOGY INC COM COM 493143101 161 13,859 SH   DFND 1 13,859 0 0
KEY TRONIC CORP COM 493144109 275 35,271 SH   DFND 1 35,271 0 0
KEYCORP NEW COM COM 493267108 184,984 10,136,826 SH   DFND 1 10,088,334 0 48,492
KEYSIGHT TECHNOLOGIES INC W/I COM 49338L103 45,228 1,236,755 SH   DFND 1 1,231,764 0 4,991
KEYW HOLDING CORP/THE COM 493723100 3,463 293,776 SH   DFND 1 293,776 0 0
KFORCE INC COM COM 493732101 5,561 240,779 SH   DFND 1 240,779 0 0
KILROY RLTY CORP COM COM 49427F108 58,444 798,204 SH   DFND 1 795,528 0 2,676
KIMBALL ELECTRONICS INC-W/I COM 49428J109 7,329 402,743 SH   DFND 1 402,743 0 0
KIMBALL INTL INC CL B CL B 494274103 355 20,243 SH   DFND 1 2 20,243 0 0
KIMBALL INTL INC CL B CL B 494274103 9,468 539,228 SH   DFND 1 539,228 0 0
KIMBERLY CLARK CORP COM COM 494368103 400,798 3,515,995 SH   DFND 1 3,499,595 0 16,400
KIMCO REALTY CORP COM COM 49446R109 113,007 4,496,123 SH   DFND 1 4,477,457 0 18,666
KIMCO REALTY CORP COM COM 49446R109 28 1,135 SH   DFND 1 2 1,135 0 0
KINDER MORGAN INC COM 49456B101 352,154 17,024,921 SH   DFND 1 16,938,563 0 86,358
KINDER MORGAN INC COM 49456B101 258 12,468 SH   DFND 1 2 12,468 0 0
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KINGOLD JEWELRY INC COM NEW 49579A204 41 31,966 SH   DFND 1 31,966 0 0
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KINROSS GOLD CORP COMSTK 020520094 1,716 552,698 SH   DFND 1 552,698 0 0
KINSALE CAPITAL GROUP INC COM 49714P108 2,812 82,683 SH   DFND 1 82,683 0 0
KIRBY CORP COM COM 497266106 25,545 384,143 SH   DFND 1 382,580 0 1,563
KIRKLAND'S INC COM 497498105 1,798 115,947 SH   DFND 1 115,947 0 0
KIRKLAND'S INC COM 497498105 23 1,477 SH   DFND 1 2 1,477 0 0
KITE PHARMA INC COM 49803L109 15,469 345,003 SH   DFND 1 345,003 0 0
KITE REALTY GROUP TRUST COM NEW 49803T300 17,553 747,610 SH   DFND 1 747,610 0 0
KLA-TENCOR CORP COM COM 482480100 141,115 1,795,239 SH   DFND 1 1,783,962 0 11,277
KLA-TENCOR CORP COM COM 482480100 304 3,871 SH   DFND 1 2 3,871 0 0
KLR ENERGY WRT 11.5 09/16/22 *W EXP 09/16/202 49877M116 229 163,706 SH   DFND 1 2 163,706 0 0
KLX INC COM 482539103 18,705 414,668 SH   DFND 1 413,139 0 1,529
KMG CHEMICALS INC COM 482564101 2,811 72,289 SH   DFND 1 72,289 0 0
KNIGHT TRANSN INC COM COM 499064103 15,360 464,759 SH   DFND 1 464,759 0 0
KNOLL INC COM NEW 498904200 14,410 515,941 SH   DFND 1 514,961 0 980
KNOWLES CORP COM 49926D109 10,758 643,864 SH   DFND 1 641,289 0 2,575
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KOHLS CORP COM COM 500255104 95,466 1,935,220 SH   DFND 1 1,927,015 0 8,205
KONA GRILL INC COM 50047H201 847 67,546 SH   DFND 1 67,546 0 0
KONGZHONG CORP-ADR SPONSORED ADR 50047P104 130 18,815 SH   DFND 1 18,815 0 0
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW NY REG SH NEW 500472303 290 9,510 SH   DFND 1 7,970 0 1,540
KOPIN CORP COM COM 500600101 1,225 431,683 SH   DFND 1 431,683 0 0
KOPPERS HOLDINGS INC COM 50060P106 5,981 148,425 SH   DFND 1 148,425 0 0
KORN FERRY INTL COM NEW COM NEW 500643200 11,754 399,414 SH   DFND 1 399,414 0 0
KORNIT DIGITAL LTD SHS M6372Q113 182 14,399 SH   DFND 1 14,399 0 0
KOSMOS ENERGY LTD SHS G5315B107 8,553 1,220,128 SH   DFND 1 1,220,128 0 0
KRAFT HEINZ CO/THE COM 500754106 508,844 5,833,872 SH   DFND 1 5,773,296 0 60,576
KRATON CORP COM 50077C106 6,287 220,768 SH   DFND 1 220,768 0 0
KRATOS DEFENSE & SECURITY SOL COM NEW 50077B207 2,997 405,053 SH   DFND 1 405,053 0 0
KROGER CO COM COM 501044101 16 491 SH   DFND 1 2 491 0 0
KROGER CO COM COM 501044101 266,603 7,735,586 SH   DFND 1 7,694,589 0 40,997
KRONOS WORLDWIDE INC COM 50105F105 1,922 161,041 SH   DFND 1 158,442 0 2,599
KULICKE & SOFFA INDS INC COM COM 501242101 640 40,179 SH   DFND 1 2 40,179 0 0
KULICKE & SOFFA INDS INC COM COM 501242101 7,099 445,089 SH   DFND 1 445,089 0 0
KURA ONCOLOGY INC COM 50127T109 290 49,256 SH   DFND 1 49,256 0 0
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L BRANDS INC COM 501797104 142,011 2,159,538 SH   DFND 1 2,148,524 0 11,014
L BRANDS INC COM 501797104 28 440 SH   DFND 1 2 440 0 0
L-3 COMMUNICATIONS HLDGS IN COM COMSTK 502424104 105,580 694,974 SH   DFND 1 691,644 0 3,330
LA JOLLA PHARMACEUTICAL CO COM COM PAR $.0001 2 503459604 1,846 105,322 SH   DFND 1 105,322 0 0
LA QUINTA HOLDINGS INC COM 50420D108 8,679 610,777 SH   DFND 1 610,777 0 0
LA Z BOY INC COM COM 505336107 135 4,380 SH   DFND 1 2 4,380 0 0
LA Z BOY INC COM COM 505336107 18,344 590,795 SH   DFND 1 590,795 0 0
LABORATORY CORP AMER HLDGS COM NEW COM NEW 50540R409 123,261 961,253 SH   DFND 1 956,776 0 4,477
LADDER CAPITAL CORP-CLASS A CL A 505743104 5,167 376,663 SH   DFND 1 376,663 0 0
LADENBURG THALMANN FINANCIAL COM 50575Q102 1,678 687,853 SH   DFND 1 687,853 0 0
LAKE SUNAPEE BANK GROUP COM 510866106 1,022 43,325 SH   DFND 1 43,325 0 0
LAKELAND BANCORP INC COM COM 511637100 5,756 295,223 SH   DFND 1 295,223 0 0
LAKELAND FINL CORP COM COM 511656100 9,665 204,080 SH   DFND 1 204,080 0 0
LAKELAND INDUSTRIES INC COM 511795106 349 33,605 SH   DFND 1 33,605 0 0
LAM RESEARCH CORP COM COM 512807108 168,856 1,598,816 SH   DFND 1 1,587,259 0 11,557
LAMAR ADVERTISING CO CL A CL A 512816109 45,587 677,981 SH   DFND 1 675,580 0 2,401
LAMB WESTON HOLDING INC COM 513272104 36,852 973,634 SH   DFND 1 969,275 0 4,359
LANCASTER COLONY CORP COM COM 513847103 21,925 155,072 SH   DFND 1 154,507 0 565
LANDAUER INC COM COM 51476K103 3,266 67,909 SH   DFND 1 67,909 0 0
LANDEC CORP COM 514766104 2,801 203,029 SH   DFND 1 203,029 0 0
LANDS END INC COM 51509F105 1,944 128,378 SH   DFND 1 128,251 0 127
LANDSTAR SYS INC COM COM 515098101 25,631 300,484 SH   DFND 1 299,271 0 1,213
LANNET INC COM COM 516012101 4,617 209,409 SH   DFND 1 209,269 0 140
LANTHEUS HOLDINGS INC COM 516544103 398 46,324 SH   DFND 1 2 46,324 0 0
LANTHEUS HOLDINGS INC COM 516544103 1,103 128,272 SH   DFND 1 128,272 0 0
LAREDO PETROLEUM HOLDINGS IN COM 516806106 14,267 1,009,046 SH   DFND 1 1,009,046 0 0
LAS VEGAS SANDS CORP COM 517834107 121,051 2,267,503 SH   DFND 1 2,267,503 0 0
LASALLE HOTEL PPTYS COM SH BEN INT COM SH BEN INT 517942108 31,587 1,036,674 SH   DFND 1 1,033,392 0 3,282
LATTICE SEMICONDUCTOR CORP COM COM 518415104 6,793 923,088 SH   DFND 1 923,088 0 0
LAUDER ESTEE COS INC CL A CL A 518439104 336 4,405 SH   DFND 1 2 4,405 0 0
LAUDER ESTEE COS INC CL A CL A 518439104 155,096 2,030,082 SH   DFND 1 2,020,140 0 9,942
LAWSON PRODS INC COM COM 520776105 1,027 43,170 SH   DFND 1 43,170 0 0
LAYN 8 05/01/19 NOTE 8.000% 5/0 521050AD6 10,966 9,500,000 PRN   DFND 1 2 9,500,000 0 0
LAYNE CHRISTENSEN COMPANY COM 521050104 1,476 135,842 SH   DFND 1 135,842 0 0
LAZARD LTD SHS A G54050102 131 3,199 SH   DFND 1 2 3,199 0 0
LAZARD LTD SHS A G54050102 37,855 921,291 SH   DFND 1 920,740 0 551
LCNB CORPORATION COM 50181P100 1,326 57,071 SH   DFND 1 57,071 0 0
LEAF GROUP LTD COM 52177G102 382 58,439 SH   DFND 1 56,802 0 1,637
LEAR CORP COM NEW 521865204 65 497 SH   DFND 1 2 497 0 0
LEAR CORP COM NEW 521865204 93,388 705,681 SH   DFND 1 705,681 0 0
LEE ENTERPRISES INC COM COM 523768109 239 82,437 SH   DFND 1 2 82,437 0 0
LEE ENTERPRISES INC COM COM 523768109 743 256,513 SH   DFND 1 256,513 0 0
LEGACY RESERVES LP UNIT LP INT 524707304 65 30,730 SH   DFND 1 30,730 0 0
LEGACYTEXAS FINANCIAL GROUP INC COM 52471Y106 16,668 387,091 SH   DFND 1 387,091 0 0
LEGG MASON INC COM COM 524901105 54 1,819 SH   DFND 1 2 1,819 0 0
LEGG MASON INC COM COM 524901105 20,997 702,008 SH   DFND 1 699,399 0 2,609
LEGGETT & PLATT INC COM COM 524660107 63,678 1,304,259 SH   DFND 1 1,298,197 0 6,062
LEIDOS HOLDINGS INC COM 525327102 56,143 1,097,849 SH   DFND 1 1,092,824 0 5,025
LEMAITRE VASCULAR INC COM 525558201 95 3,752 SH   DFND 1 2 3,752 0 0
LEMAITRE VASCULAR INC COM 525558201 2,454 96,874 SH   DFND 1 96,874 0 0
LENDINGCLUB CORP COM 52603A109 11,895 2,265,823 SH   DFND 1 2,265,823 0 0
LENDINGTREE INC COM 52603B107 5,600 55,261 SH   DFND 1 55,261 0 0
LENNAR CORP CL B CL B 526057302 521 15,106 SH   DFND 1 15,106 0 0
LENNAR CORP COM CL A 526057104 76,793 1,790,912 SH   DFND 1 1,782,243 0 8,669
LENNOX INTL INC COM COM 526107107 40,569 264,865 SH   DFND 1 263,740 0 1,125
LEUCADIA NATL CORP COM COM 527288104 81,391 3,504,245 SH   DFND 1 3,490,265 0 13,980
LEUCADIA NATL CORP COM COM 527288104 106 4,568 SH   DFND 1 2 4,568 0 0
LEVEL 3 COMMUNICATIONS INC COM COM NEW 52729N308 150,754 2,678,050 SH   DFND 1 2,665,498 0 12,552
LEVEL 3 COMMUNICATIONS INC COM COM NEW 52729N308 1,127 20,000 SH   DFND 1 2 20,000 0 0
LEXICON GENETICS INC COM COM NEW 528872302 5,936 429,279 SH   DFND 1 429,279 0 0
LEXINGTON CORP PPTYS TR COM COM 529043101 16,793 1,554,966 SH   DFND 1 1,554,966 0 0
LGI HOMES INC COM 50187T106 3,704 128,949 SH   DFND 1 128,949 0 0
LGIH 4 1/4 11/15/19 NOTE 4.250%11/1 50187TAB2 13,138 9,220,000 PRN   DFND 1 2 9,220,000 0 0
LHC GROUP LLC COM 50187A107 5,660 123,863 SH   DFND 1 123,863 0 0
LIBBEY INC COM COM 529898108 2,965 152,399 SH   DFND 1 152,399 0 0
LIBERTY ALL-STAR EQUITY SH BEN INT 530158104 1,724 334,238 SH   DFND 1 2 334,238 0 0
LIBERTY BRAVES GROUP - A COM A BRAVES GRP 531229706 1,727 84,329 SH   DFND 1 84,329 0 0
LIBERTY BRAVES GROUP - C COM C BRAVES GRP 531229888 5,326 258,708 SH   DFND 1 258,708 0 0
LIBERTY BROADBAND A - W/I COM SER A 530307107 13,148 181,456 SH   DFND 1 181,456 0 0
LIBERTY BROADBAND C W/I COM SER C 530307305 43,536 588,025 SH   DFND 1 588,025 0 0
LIBERTY EXPEDIA HOLDINGS A SER A COM 53046P109 16,415 413,811 SH   DFND 1 413,811 0 0
LIBERTY GLOBAL PLC - A SHS CL A G5480U104 51,727 1,691,603 SH   DFND 1 1,684,526 0 7,077
LIBERTY GLOBAL PLC-C SHS CL C G5480U120 115,119 3,877,488 SH   DFND 1 3,859,891 0 17,597
LIBERTY LILAC GROUP - CL C W/I LILAC SHS CL C G5480U153 15,697 741,753 SH   DFND 1 738,413 0 3,340
LIBERTY LILAC GRP-CL A W/I LILAC SHS CL A G5480U138 7,178 326,894 SH   DFND 1 325,488 0 1,406
LIBERTY MEDIA CORP - C COM C MEDIA GRP 531229854 10,601 338,373 SH   DFND 1 338,373 0 0
LIBERTY MEDIA CORP - LIBERTY FORMULA ONE COM A MEDIA GRP 531229870 5,640 179,931 SH   DFND 1 179,931 0 0
LIBERTY MEDIA-INTERACTIVE A COM QVC GP COM SER A 53071M104 74,600 3,734,775 SH   DFND 1 3,722,469 0 12,306
LIBERTY MEDIA-INTERACTIVE A COM QVC GP COM SER A 53071M104 439 21,997 SH   DFND 1 2 21,997 0 0
LIBERTY PPTY TR SH BEN INT SH BEN INT 531172104 50,719 1,284,388 SH   DFND 1 1,280,068 0 4,320
LIBERTY SIRIUS GROUP - C COM C SIRIUSXM 531229607 43,845 1,293,114 SH   DFND 1 1,293,114 0 0
LIBERTY SIRIUS XM GROUP - A COM A SIRIUSXM 531229409 24,695 715,567 SH   DFND 1 715,567 0 0
LIBERTY TAX INC CL A 53128T102 715 53,359 SH   DFND 1 53,359 0 0
LIBERTY TRIPADVISOR HDG-A INC COM SER A 531465102 245 16,281 SH   DFND 1 2 16,281 0 0
LIBERTY TRIPADVISOR HDG-A INC COM SER A 531465102 8,424 559,747 SH   DFND 1 559,478 0 269
LIBERTY VENTURES - SER A LBT VEN COM A NE 53071M856 22,578 612,376 SH   DFND 1 610,140 0 2,236
LIFE STORAGE INC COM 53223X107 33,447 392,302 SH   DFND 1 390,955 0 1,347
LIFE STORAGE INC COM 53223X107 36 430 SH   DFND 1 2 430 0 0
LIFELOCK INC COM 53224V100 239 10,000 SH   DFND 1 2 10,000 0 0
LIFELOCK INC COM 53224V100 13,853 579,174 SH   DFND 1 579,174 0 0
LIFEPOINT HOSPITALS INC COM COM 53219L109 17,881 314,820 SH   DFND 1 313,654 0 1,166
LIFETIME BRANDS INC COM 53222Q103 1,463 82,445 SH   DFND 1 82,445 0 0
LIFEVANTAGE CORP COM NEW 53222K205 838 102,908 SH   DFND 1 102,908 0 0
LIFEWAY FOODS INC COM 531914109 493 42,857 SH   DFND 1 42,857 0 0
LIGAND PHARMACEUTICALS INC CL B COM NEW 53220K504 15,697 154,483 SH   DFND 1 154,483 0 0
LIGHTBRIDGE CORP COM NEW 53224K203 15 13,315 SH   DFND 1 13,315 0 0
LIGHTPATH TECHNOLOGIES INC CL A CL A NEW 532257805 33 21,491 SH   DFND 1 21,491 0 0
LILLY ELI & CO COM COM 532457108 616,697 8,395,378 SH   DFND 1 8,350,954 0 44,424
LIMELIGHT NETWORKS INC -REDH COM 53261M104 1,129 448,025 SH   DFND 1 448,025 0 0
LIMONEIRA CO COM 532746104 1,673 77,788 SH   DFND 1 77,788 0 0
LINCOLN EDUCATIONAL SERVICES COM 533535100 218 113,753 SH   DFND 1 113,753 0 0
LINCOLN ELEC HLDGS INC COM COM 533900106 35,936 468,713 SH   DFND 1 466,406 0 2,307
LINCOLN NATL CORP IND COM COM 534187109 146,566 2,214,161 SH   DFND 1 2,203,488 0 10,673
LINDBLAD EXPEDITIONS HOLDINGS COM 535219109 1,460 154,552 SH   DFND 1 154,552 0 0
LINDSAY MFG CO COM COM 535555106 5,842 78,311 SH   DFND 1 78,311 0 0
LINEAR TECHNOLOGY CORP COM COM 535678106 155,844 2,502,131 SH   DFND 1 2,491,199 0 10,932
LION BIOTECHNOLOGIES INC COM 53619R102 2,491 358,466 SH   DFND 1 358,466 0 0
LIONBRIDGE TECHNOLOGIES INC COM COM 536252109 2,422 417,693 SH   DFND 1 417,693 0 0
LIONBRIDGE TECHNOLOGIES INC COM COM 536252109 51 8,852 SH   DFND 1 2 8,852 0 0
LIONS GATE ENTERTAINMENT -B CL B NON VTG 535919500 18,610 758,371 SH   DFND 1 758,371 0 0
LIONS GATE ENTERTAINMENT -B CL B NON VTG 535919500 253 10,311 SH   DFND 1 2 10,311 0 0
LIONS GATE ENTERTAINMENT CORP -A CL A VTG 535919401 9,581 356,175 SH   DFND 1 356,175 0 0
LIONS GATE ENTERTAINMENT CORP -A CL A VTG 535919401 21 808 SH   DFND 1 2 808 0 0
LIPOCINE INC COM 53630X104 416 113,067 SH   DFND 1 113,067 0 0
LIQTECH INTERNATIONAL INC COM 53632A102 57 90,569 SH   DFND 1 90,569 0 0
LIQUIDITY SERVICES INC. COM 53635B107 1,717 176,149 SH   DFND 1 176,149 0 0
LITHIA MTRS INC CL A CL A 536797103 16,322 168,566 SH   DFND 1 168,566 0 0
LITTELFUSE INC COM COM 537008104 25,988 171,237 SH   DFND 1 170,583 0 654
LIVANOVA PLC SHS G5509L101 88 1,970 SH   DFND 1 2 1,970 0 0
LIVANOVA PLC SHS G5509L101 15,646 347,934 SH   DFND 1 346,664 0 1,270
LIVE NATION ENTERTAINMENT, INC. COM 538034109 25,248 949,181 SH   DFND 1 945,343 0 3,838
LIVE OAK BANCSHARES INC COM 53803X105 3,501 189,262 SH   DFND 1 189,262 0 0
LIVE VENTURES INC COM NEW 538142308 363 15,120 SH   DFND 1 15,120 0 0
LIVEPERSON INC COM 538146101 2,925 387,517 SH   DFND 1 387,517 0 0
LKQ CORP COM 501889208 84,905 2,773,559 SH   DFND 1 2,760,323 0 13,236
LKQ CORP COM 501889208 27 911 SH   DFND 1 2 911 0 0
LLOYDS TSB GROUP PLC SPONSORED ADR SPONSORED ADR 539439109 572 184,579 SH   DFND 1 174,022 0 10,557
LMI AEROSPACE INC COM 502079106 472 54,791 SH   DFND 1 54,791 0 0
LOCKHEED MARTIN CORP COM COM 539830109 534,854 2,142,695 SH   DFND 1 2,131,815 0 10,880
LOCKHEED MARTIN CORP COM COM 539830109 29 118 SH   DFND 1 2 118 0 0
LOEWS CORP COM COM 540424108 116,957 2,500,529 SH   DFND 1 2,488,615 0 11,914
LOGITECH INTERNATIONAL - REG SHS H50430232 1,817 73,357 SH   DFND 1 73,357 0 0
LOGMEIN INC COM 54142L109 3 38 SH   DFND 1 2 38 0 0
LOGMEIN INC COM 54142L109 18,658 193,248 SH   DFND 1 193,248 0 0
LONESTAR RESOURCES US INC CL A VTG 54240F103 737 86,305 SH   DFND 1 86,305 0 0
LORAL SPACE & COMMUNICATION COM COM 543881106 4,190 102,082 SH   DFND 1 102,082 0 0
LOUISIANA PAC CORP COM COM 546347105 19,635 1,037,263 SH   DFND 1 1,033,135 0 4,128
LOWES COS INC COM COM 548661107 580,896 8,177,357 SH   DFND 1 8,137,463 0 39,894
LOXO ONCOLOGY INC COM 548862101 2,957 92,083 SH   DFND 1 92,083 0 0
LPL INVESTMENT HOLDINGS INC COM 50212V100 21,520 611,205 SH   DFND 1 611,205 0 0
LRAD CORP COM 50213V109 245 143,413 SH   DFND 1 143,413 0 0
LRCX 1 1/4 05/15/2018 NOTE 1.250% 5/1 512807AL2 5,263 3,000,000 PRN   DFND 1 2 3,000,000 0 0
LSB INDUSTRIES INC COM 502160104 1,172 139,283 SH   DFND 1 139,283 0 0
LSC COMMUNICATIONS INC COM 50218P107 8,177 275,527 SH   DFND 1 274,475 0 1,052
LSI INDS INC COM COM 50216C108 34 3,535 SH   DFND 1 2 3,535 0 0
LSI INDS INC COM COM 50216C108 1,787 183,535 SH   DFND 1 183,535 0 0
LTC PPTYS INC COM COM 502175102 16,103 342,779 SH   DFND 1 342,779 0 0
LUBYS INC COM COM 549282101 397 92,976 SH   DFND 1 92,976 0 0
LULULEMON ATHLETICA INC COM 550021109 56,611 871,330 SH   DFND 1 871,330 0 0
LUMBER LIQUIDATORS HOLDINGS IN COM 55003T107 2,812 178,670 SH   DFND 1 178,670 0 0
LUMENTUM HOLDINGS INC COM 55024U109 16,683 431,650 SH   DFND 1 431,650 0 0
LUMINEX CORP DEL COM COM 55027E102 48 2,393 SH   DFND 1 2 2,393 0 0
LUMINEX CORP DEL COM COM 55027E102 7,031 347,587 SH   DFND 1 347,587 0 0
LUMOS NETWORKS CORP COM 550283105 2,584 165,492 SH   DFND 1 165,492 0 0
LUNA INNOVATIONS INC COM 550351100 203 138,541 SH   DFND 1 138,541 0 0
LUXFER HOLDINGS PLC-ADR SPONSORED ADR 550678106 180 16,577 SH   DFND 1 2 16,577 0 0
LUXOTTICA GROUP S P A SPONSORED ADR SPONSORED ADR 55068R202 213 3,984 SH   DFND 1 3,418 0 566
LYDALL INC DEL COM COM 550819106 8,276 133,812 SH   DFND 1 133,812 0 0
LYONDELLBASELL INDU-CL A SHS - A - N53745100 309,448 3,611,158 SH   DFND 1 3,595,246 0 15,912
M & T BK CORP COM COM 55261F104 218,062 1,395,645 SH   DFND 1 1,388,827 0 6,818
M D C HLDGS INC COM COM 552676108 7,423 289,290 SH   DFND 1 289,290 0 0
M SMUCKER CO/THE-NEW COM COM NEW 832696405 156,848 1,226,073 SH   DFND 1 1,220,604 0 5,469
M/I HOMES INC COM 55305B101 4,898 194,538 SH   DFND 1 194,538 0 0
MACATAWA BK CORP COM COM 554225102 1,792 172,143 SH   DFND 1 172,143 0 0
MACERICH CO COM COM 554382101 9 136 SH   DFND 1 2 136 0 0
MACERICH CO COM COM 554382101 99,461 1,405,344 SH   DFND 1 1,400,146 0 5,198
MACK CALI RLTY CORP COM COM 554489104 21,892 754,389 SH   DFND 1 751,786 0 2,603
MA-COM TECHNOLOGY SOLUTIONS COM 55405Y100 9,317 201,330 SH   DFND 1 201,330 0 0
MACQUARIE INFRASTRUCTURE CO COM 55608B105 41,754 511,254 SH   DFND 1 511,254 0 0
MACROGENICS INC COM 556099109 5,103 249,687 SH   DFND 1 249,687 0 0
MACY'S INC COM 55616P104 1,135 31,717 SH   DFND 1 2 31,717 0 0
MACY'S INC COM 55616P104 118,040 3,299,616 SH   DFND 1 3,284,908 0 14,708
MADDEN STEVEN LTD COM COM 556269108 36 1,011 SH   DFND 1 2 1,011 0 0
MADDEN STEVEN LTD COM COM 556269108 15,652 437,834 SH   DFND 1 437,834 0 0
MADISON SQUARE GARDEN CO/THE CL A 55825T103 19,898 116,020 SH   DFND 1 116,020 0 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 381 25,605 SH   DFND 1 25,605 0 0
MAGELLAN HEALTH INC COM NEW 559079207 556 7,397 SH   DFND 1 2 7,397 0 0
MAGELLAN HEALTH INC COM NEW 559079207 21,127 280,767 SH   DFND 1 280,767 0 0
MAGELLAN PETROLEUM CORP COM NEW 559091608 409 36,393 SH   DFND 1 36,393 0 0
MAGIC SOFTWARE ENTERPRISES ORD 559166103 162 24,451 SH   DFND 1 24,451 0 0
MAGNEGAS CORP COM NEW 55939L202 64 144,434 SH   DFND 1 144,434 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 10,171 582,919 SH   DFND 1 580,512 0 2,407
MAINSOURCE FINANCIAL GP INC COM COM 56062Y102 7,109 206,672 SH   DFND 1 206,672 0 0
MAJESCO COM 56068V102 354 58,273 SH   DFND 1 58,273 0 0
MAJESCO ENTERTAINMENT CO COM PAR NEW 560690406 89 27,631 SH   DFND 1 27,631 0 0
MAKEMYTRIP LTD SHS V5633W109 435 19,608 SH   DFND 1 19,608 0 0
MALIBU BOATS INC CLASS A COM CL A 56117J100 2,525 132,364 SH   DFND 1 132,364 0 0
MALLINCKRODT PLC SHS G5785G107 199 4,014 SH   DFND 1 2 4,014 0 0
MALLINCKRODT PLC SHS G5785G107 56,498 1,135,189 SH   DFND 1 1,130,452 0 4,737
MAMMOTH ENERGY SERVICES INC COM 56155L108 1,494 98,311 SH   DFND 1 98,311 0 0
MANHATTAN ASSOCS INC COM COM 562750109 27,687 522,119 SH   DFND 1 520,053 0 2,066
MANITEX INTERNATIONAL INC COM 563420108 427 62,382 SH   DFND 1 62,382 0 0
MANITOWOC FOODSERVICE INC COM 563568104 18,485 956,334 SH   DFND 1 956,334 0 0
MANITOWOC INC COM COM 563571108 5,632 941,883 SH   DFND 1 941,883 0 0
MANNING & NAPIER INC CL A 56382Q102 972 128,866 SH   DFND 1 126,497 0 2,369
MANNKIND CORP COM COM 56400P201 1,470 2,309,955 SH   DFND 1 2,309,955 0 0
MANPOWER INC COM COM 56418H100 51,153 575,754 SH   DFND 1 573,608 0 2,146
MANTECH INTL CORP CL A CL A 564563104 8,430 199,528 SH   DFND 1 199,528 0 0
MANULIFE FINL CORP COMSTK 010312698 15,623 882,103 SH   DFND 1 882,103 0 0
MANULIFE FINL CORP COM COM 56501R106 249 13,977 SH   DFND 1 12,330 0 1,647
MARATHON OIL CORP COM COM 565849106 132,771 7,679,490 SH   DFND 1 7,641,858 0 37,632
MARATHON PATENT GROUP INC COM NEW 56585W203 76 44,662 SH   DFND 1 44,662 0 0
MARATHON PETROLEUM CORP - W/I COM 56585A102 242,055 4,813,214 SH   DFND 1 4,789,217 0 23,997
MARATHON PETROLEUM CORP - W/I COM 56585A102 251 5,000 SH   DFND 1 2 5,000 0 0
MARCHEX INC-CLASS B CL B 56624R108 535 201,960 SH   DFND 1 200,775 0 1,185
MARCUS & MILLICHAP INC COM 566324109 4,018 150,410 SH   DFND 1 150,410 0 0
MARCUS CORP COM COM 566330106 4,320 137,146 SH   DFND 1 137,146 0 0
MARIN SOFTWARE INC COM 56804T106 204 87,117 SH   DFND 1 87,117 0 0
MARINE PRODS CORP COM COM 568427108 671 48,382 SH   DFND 1 48,382 0 0
MARINEMAX INC COM COM 567908108 3,306 170,858 SH   DFND 1 170,858 0 0
MARINUS PHARMACEUTICALS INC COM 56854Q101 56 55,834 SH   DFND 1 55,834 0 0
MARKEL CORP COM COM 570535104 90,896 100,526 SH   DFND 1 100,526 0 0
MARKETAXESS HOLDINGS INC COM 57060D108 40,190 273,556 SH   DFND 1 272,465 0 1,091
MARKETAXESS HOLDINGS INC COM 57060D108 27 185 SH   DFND 1 2 185 0 0
MARLIN BUSINESS SERVICES INC COM 571157106 65 3,123 SH   DFND 1 2 3,123 0 0
MARLIN BUSINESS SERVICES INC COM 571157106 2,574 123,158 SH   DFND 1 123,158 0 0
MARRIOTT INTL INC NEW CL A CL A 571903202 245,753 2,975,843 SH   DFND 1 2,951,011 0 24,832
MARRIOTT VACATIONS WORLD W/I COM 57164Y107 20,013 235,873 SH   DFND 1 235,873 0 0
MARRONE BIO INNOVATIONS INC COM 57165B106 159 74,484 SH   DFND 1 74,484 0 0
MARSH & MCLENNAN COS INC COM COM 571748102 318,119 4,712,232 SH   DFND 1 4,689,897 0 22,335
MARTEN TRANSPORT LTD COM 573075108 4,300 184,550 SH   DFND 1 184,550 0 0
MARTIN MARIETTA MATLS INC COM COM 573284106 121,400 548,688 SH   DFND 1 545,892 0 2,796
MARTIN MIDSTREAM PARTNERS LP UNIT L P INT 573331105 311 16,980 SH   DFND 1 16,980 0 0
MARTIN MIDSTREAM PARTNERS LP UNIT L P INT 573331105 412 22,459 SH   DFND 1 2 22,459 0 0
MARVELL TECHNOLOGY GROUP LT ORD ORD G5876H105 47,328 3,413,333 SH   DFND 1 3,412,433 0 900
MASCO CORP COM COM 574599106 90,346 2,860,829 SH   DFND 1 2,845,789 0 15,040
MASIMO CORP -REDH COM 574795100 616 9,154 SH   DFND 1 2 9,154 0 0
MASIMO CORP -REDH COM 574795100 31,150 462,169 SH   DFND 1 462,169 0 0
MASONITE INTERNATIONAL CORP COM 575385109 14,055 213,616 SH   DFND 1 213,616 0 0
MAST THERAPEUTICS INC COM 576314108 87 1,012,559 SH   DFND 1 1,012,559 0 0
MASTEC INC COM COM 576323109 17,715 463,149 SH   DFND 1 463,149 0 0
MASTERCARD INC CL A 57636Q104 968,279 9,388,411 SH   DFND 1 9,344,954 0 43,457
MATADOR RESOURCES CO COM 576485205 16,584 643,798 SH   DFND 1 643,798 0 0
MATCH GROUP INC COM 57665R106 5,192 303,649 SH   DFND 1 303,649 0 0
MATERION CORP COM 576690101 6,002 151,577 SH   DFND 1 151,577 0 0
MATRIX SERVICE CO COM 576853105 9,916 436,857 SH   DFND 1 436,857 0 0
MATRIX SERVICE CO COM 576853105 582 25,682 SH   DFND 1 2 25,682 0 0
MATSON INC COM 57686G105 13,427 379,404 SH   DFND 1 379,404 0 0
MATTEL INC COM COM 577081102 27 992 SH   DFND 1 2 992 0 0
MATTEL INC COM COM 577081102 86,060 3,127,494 SH   DFND 1 3,101,083 0 26,411
MATTERSIGHT CORP COM 577097108 254 68,793 SH   DFND 1 68,793 0 0
MATTHEWS INTL CORP CL A CL A 577128101 18,887 245,772 SH   DFND 1 245,772 0 0
MAUI LD & PINEAPPLE INC COM COM 577345101 357 49,253 SH   DFND 1 49,253 0 0
MAXIM INTEGRATED PRODS INC COM COM 57772K101 80,359 2,084,169 SH   DFND 1 2,075,040 0 9,129
MAXIMUS INC COM COM 577933104 25,939 464,952 SH   DFND 1 463,072 0 1,880
MAXLINEAR INC-CLASS A CL A 57776J100 8,769 402,261 SH   DFND 1 402,261 0 0
MAXPOINT INTERACTIVE INC COM NEW 57777M201 61 10,329 SH   DFND 1 10,329 0 0
MAXWELL TECHNOLOGIES INC COM COM 577767106 1,141 222,950 SH   DFND 1 222,950 0 0
MB FINANCIAL INC NEW COM COM 55264U108 26,311 557,092 SH   DFND 1 555,030 0 2,062
MBIA INC COM COM 55262C100 10,006 935,160 SH   DFND 1 935,160 0 0
MBT FINANCIAL CORP COM 578877102 1,409 124,198 SH   DFND 1 124,198 0 0
MCBC HOLDINGS INC COM 55276F107 1,601 109,844 SH   DFND 1 2 109,844 0 0
MCBC HOLDINGS INC COM 55276F107 2,131 146,195 SH   DFND 1 146,195 0 0
MCCLATCHY CO CL A CL A NEW 579489303 491 37,320 SH   DFND 1 37,320 0 0
MCCORMICK & CO INC COM NON VTG COM NON VTG 579780206 105,580 1,132,509 SH   DFND 1 1,127,350 0 5,159
MCDERMOTT INTL INC COM COM 580037109 20,040 2,711,896 SH   DFND 1 2,711,896 0 0
MCDONALDS CORP COM COM 580135101 958,503 7,883,760 SH   DFND 1 7,845,614 0 38,146
MCEWEN MINING INC COM 58039P107 3,876 1,332,091 SH   DFND 1 1,332,091 0 0
MCGRATH RENTCORP COM COM 580589109 7,226 184,384 SH   DFND 1 184,384 0 0
MCHP 2 1/8 12/15/37 SDCV 2.125%12/1 595017AB0 8,055 3,000,000 PRN   DFND 1 2 3,000,000 0 0
MCKESSON CORP COM COM 58155Q103 114 817 SH   DFND 1 2 817 0 0
MCKESSON CORP COM COM 58155Q103 312,426 2,226,932 SH   DFND 1 2,217,073 0 9,859
MDC PARTNERS INC CL A SUB VTG 552697104 625 95,472 SH   DFND 1 95,472 0 0
MDRX 1 1/4 07/01/20 NOTE 1.250% 7/0 01988PAD0 936 1,000,000 PRN   DFND 1 2 1,000,000 0 0
MDU RES GROUP INC COM COM 552690109 44,568 1,549,120 SH   DFND 1 1,543,451 0 5,669
MEAD JOHNSON NUTRITION COM 582839106 317 4,483 SH   DFND 1 2 4,483 0 0
MEAD JOHNSON NUTRITION COM 582839106 116,030 1,641,808 SH   DFND 1 1,633,593 0 8,215
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MICRON TECHNOLOGY INC COM COM 595112103 662 30,218 SH   DFND 1 2 30,218 0 0
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MONDELEZ INTERNATIONAL INC CL A 609207105 221 5,000 SH   DFND 1 2 5,000 0 0
MONDELEZ INTERNATIONAL INC CL A 609207105 637,581 14,399,476 SH   DFND 1 14,288,485 0 110,991
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N T T DOCOMO INC-ADR SPONS ADR 62942M201 588 25,886 SH   DFND 1 22,868 0 3,018
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NETSOL INTERNATIONAL INC COM COM PAR $.001 64115A402 272 52,458 SH   DFND 1 52,458 0 0
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NEURALSTEM INC COM 64127R302 283 1,026,405 SH   DFND 1 1,026,405 0 0
NEUROCRINE BIOSCIENCES INC COM COM 64125C109 24,557 634,571 SH   DFND 1 634,342 0 229
NEURODERM LTD ORD SHS M74231107 217 9,805 SH   DFND 1 9,805 0 0
NEUSTAR INC-CLASS A CL A 64126X201 14,195 425,005 SH   DFND 1 423,421 0 1,584
NEVRO CORP COM 64157F103 11,942 164,362 SH   DFND 1 164,362 0 0
NEW JERSEY RES COM COM 646025106 22,117 623,035 SH   DFND 1 620,222 0 2,813
NEW MEDIA INVESTMENT GROUP COM 64704V106 7,000 437,819 SH   DFND 1 436,219 0 1,600
NEW MEDIA INVESTMENT GROUP COM 64704V106 482 30,173 SH   DFND 1 2 30,173 0 0
NEW ORIENTAL ED & TECH -REDH SPON ADR 647581107 6,940 165,538 SH   DFND 1 165,052 0 486
NEW RELIC INC COM 64829B100 6,258 221,546 SH   DFND 1 221,546 0 0
NEW RESIDENTIAL INVESTMENT COM NEW 64828T201 31,071 1,976,565 SH   DFND 1 1,971,869 0 4,696
NEW RESIDENTIAL INVESTMENT COM NEW 64828T201 34 2,189 SH   DFND 1 2 2,189 0 0
NEW SENIOR INVESTMENT GROUP - W/I COM 648691103 5,936 606,337 SH   DFND 1 606,337 0 0
NEW YORK & CO COM 649295102 359 158,300 SH   DFND 1 158,300 0 0
NEW YORK CMNTY BANCORP INC COM COM 649445103 52,963 3,330,151 SH   DFND 1 3,315,062 0 15,089
NEW YORK MORTGAGE TRUST INC COM PAR $.02 649604501 5,438 824,001 SH   DFND 1 821,722 0 2,279
NEW YORK REIT INC COM 64976L109 14,770 1,459,574 SH   DFND 1 1,459,574 0 0
NEW YORK TIMES CO CL A CL A 650111107 12,064 907,084 SH   DFND 1 903,548 0 3,536
NEWELL RUBBERMAID INC COM COM 651229106 184,848 4,145,097 SH   DFND 1 4,123,973 0 21,124
NEWFIELD EXPL CO COM COM 651290108 117 2,904 SH   DFND 1 2 2,904 0 0
NEWFIELD EXPL CO COM COM 651290108 73,787 1,824,059 SH   DFND 1 1,815,500 0 8,559
NEWLINK GENETICS CORP COM 651511107 41 4,078 SH   DFND 1 2 4,078 0 0
NEWLINK GENETICS CORP COM 651511107 1,585 154,235 SH   DFND 1 154,161 0 74
NEWMARKET CORP COM COM 651587107 26,675 62,937 SH   DFND 1 62,669 0 268
NEWMARKET CORP COM COM 651587107 57 136 SH   DFND 1 2 136 0 0
NEWMONT MINING CORP COM COM 651639106 185,542 5,451,664 SH   DFND 1 5,428,796 0 22,868
NEWPARK RES INC COM PAR $.01NEW COM PAR $.01NEW 651718504 4,408 587,774 SH   DFND 1 587,774 0 0
NEWS CORP CLASS A CL A 65249B109 102 8,952 SH   DFND 1 2 8,952 0 0
NEWS CORP CLASS A CL A 65249B109 42,118 3,679,331 SH   DFND 1 3,662,929 0 16,402
NEWS CORP CLASS B CL B 65249B208 13,326 1,130,394 SH   DFND 1 1,125,231 0 5,163
NEWSTAR FINANCIAL INC COM 65251F105 121 13,174 SH   DFND 1 2 13,174 0 0
NEWSTAR FINANCIAL INC COM 65251F105 1,532 165,705 SH   DFND 1 165,705 0 0
NEXEO SOLUTIONS INC *W EXP 06/09/202 65342H110 4,114 5,878,142 SH   DFND 1 2 5,878,142 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 3,864 415,120 SH   DFND 1 415,120 0 0
NEXPOINT RESIDENTIAL COM 65341D102 3,915 175,257 SH   DFND 1 175,257 0 0
NEXSTAR BROADCASTING GROUP-A CL A 65336K103 14,234 224,880 SH   DFND 1 224,880 0 0
NEXTERA ENERGY INC COM 65339F101 506,148 4,242,049 SH   DFND 1 4,221,246 0 20,803
NICE SYSTEMS LTD-SPONS ADR SPONSORED ADR 653656108 2,020 29,384 SH   DFND 1 29,100 0 284
NICHOLAS FINANCIAL INC COM NEW 65373J209 1,018 85,662 SH   DFND 1 85,662 0 0
NICOLET BANKSHARES INC COM 65406E102 2,249 47,175 SH   DFND 1 47,175 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 123,209 2,940,750 SH   DFND 1 2,926,272 0 14,478
NIELSEN HLDGS PLC SHS EUR G6518L108 179 4,272 SH   DFND 1 2 4,272 0 0
NII HOLDINGS INC COM PAR $0.001 62913F508 1,421 661,005 SH   DFND 1 661,005 0 0
NIKE INC CL B CL B 654106103 644,017 12,684,649 SH   DFND 1 12,623,624 0 61,025
NIMBLE STORAGE INC COM 65440R101 3,265 412,303 SH   DFND 1 412,303 0 0
NIPPON TELEG & TEL CORP SPONSORED ADR SPONSORED ADR 654624105 382 9,090 SH   DFND 1 7,977 0 1,113
NISOURCE INC COM COM 65473P105 64,492 2,916,434 SH   DFND 1 2,902,548 0 13,886
NIVALIS THERAPEUTICS INC COM 65481J109 285 127,661 SH   DFND 1 127,661 0 0
NL INDS INC COM NEW COM NEW 629156407 300 36,867 SH   DFND 1 36,867 0 0
NMI HOLDINGS INC-CLASS CL A 629209305 4,430 415,980 SH   DFND 1 415,980 0 0
NN INC COM COM 629337106 3,834 201,306 SH   DFND 1 201,306 0 0
NOBILIS HEALTH CORP COM 65500B103 160 75,348 SH   DFND 1 75,348 0 0
NOBLE CORP PLC SHS USD G65431101 10,370 1,751,723 SH   DFND 1 1,744,663 0 7,060
NOBLE CORP PLC SHS USD G65431101 224 37,917 SH   DFND 1 2 37,917 0 0
NOBLE ENERGY INC COM 655044105 148,526 3,907,081 SH   DFND 1 3,888,563 0 18,518
NOKIA CORP SPONSORED ADR SPONSORED ADR 654902204 65 13,525 SH   DFND 1 10,829 0 2,696
NOMURA HOLDINGS INC-ADR SPONSORED ADR 65535H208 127 21,692 SH   DFND 1 11,871 0 9,821
NOODLES & COMPANY CL A 65540B105 587 143,248 SH   DFND 1 143,248 0 0
NORDIC AMER TANKER SHIPPING COM G65773106 1,229 146,316 SH   DFND 1 143,112 0 3,204
NORDSON CORP COM COM 655663102 43,859 391,428 SH   DFND 1 389,884 0 1,544
NORDSTROM INC COM COM 655664100 185 3,860 SH   DFND 1 2 3,860 0 0
NORDSTROM INC COM COM 655664100 48,890 1,021,326 SH   DFND 1 1,016,317 0 5,009
NORFOLK SOUTHERN CORP COM COM 655844108 270,319 2,504,520 SH   DFND 1 2,491,170 0 13,350
NORTHEAST BANCORP COM NEW 663904209 659 50,327 SH   DFND 1 50,327 0 0
NORTHERN OIL & GAS INC COM 665531109 1,046 380,696 SH   DFND 1 380,696 0 0
NORTHERN TR CORP COM COM 665859104 179,178 2,014,442 SH   DFND 1 2,005,261 0 9,181
NORTHFIELD BANCORP INC COM 66611T108 7,659 383,538 SH   DFND 1 383,538 0 0
NORTHRIM BANCORP INC COM 666762109 1,634 51,718 SH   DFND 1 51,718 0 0
NORTHROP GRUMMAN CORP COM COM 666807102 391,893 1,686,889 SH   DFND 1 1,679,241 0 7,648
NORTHSTAR ASSET MANAGEMENT COM 66705Y104 19,284 1,292,557 SH   DFND 1 1,292,557 0 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 6,072 483,067 SH   DFND 1 483,067 0 0
NORTHSTAR REALTY FINANCE CORP COM 66704R803 19,511 1,287,886 SH   DFND 1 1,287,373 0 513
NORTHWEST BANCSHARES INC COM 667340103 21,405 1,187,218 SH   DFND 1 1,182,857 0 4,361
NORTHWEST NAT GAS CO COM COM 667655104 14,781 247,180 SH   DFND 1 247,180 0 0
NORTHWEST PIPE CO COM COM 667746101 952 55,286 SH   DFND 1 55,286 0 0
NORTHWESTERN CORP COM NEW 668074305 19,892 349,788 SH   DFND 1 348,385 0 1,403
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 51,974 1,222,435 SH   DFND 1 1,216,176 0 6,259
NORWOOD FINANCIAL CORP COM 669549107 590 17,807 SH   DFND 1 17,807 0 0
NOVA LIFESTYLE INC COM 66979P102 178 92,724 SH   DFND 1 92,724 0 0
NOVA MEASURING INSTRUMENTS COM M7516K103 203 15,486 SH   DFND 1 15,486 0 0
NOVADAQ TECHNOLOGIES INC COM 66987G102 13 1,843 SH   DFND 1 2 1,843 0 0
NOVADAQ TECHNOLOGIES INC COM 66987G102 177 24,967 SH   DFND 1 24,967 0 0
NOVAN INC COM 66988N106 1,589 58,829 SH   DFND 1 58,829 0 0
NOVANTA INC COM 67000B104 5,663 269,673 SH   DFND 1 269,673 0 0
NOVARTIS A G SPONSORED ADR SPONSORED ADR 66987V109 1,150 15,793 SH   DFND 1 14,014 0 1,779
NOVAVAX INC COM COM 670002104 2,557 2,029,665 SH   DFND 1 2,029,665 0 0
NOVO NORDISK A S-ADR ADR 670100205 855 23,868 SH   DFND 1 21,744 0 2,124
NOVOCURE LTD ORD SHS G6674U108 880 112,221 SH   DFND 1 112,221 0 0
NOW 0 11/01/18 NOTE 11/0 81762PAB8 2,350 2,000,000 PRN   DFND 1 2 2,000,000 0 0
NOW INC/DE COM 67011P100 15,898 776,651 SH   DFND 1 773,532 0 3,119
NR 4 10/01/2017 NOTE 4.000%10/0 651718AC2 6,276 6,218,000 PRN   DFND 1 2 6,218,000 0 0
NRG ENERGY INC COM NEW 629377508 36,070 2,944,820 SH   DFND 1 2,931,232 0 13,588
NRG ENERGY INC COM NEW 629377508 25 2,046 SH   DFND 1 2 2,046 0 0
NRG YEILD INC CL A NEW 62942X306 5,689 370,391 SH   DFND 1 370,391 0 0
NRG YIELD INC-CLASS C CL C 62942X405 7,913 500,878 SH   DFND 1 499,189 0 1,689
NTN BUZZTIME INC COM PAR 629410606 180 21,179 SH   DFND 1 21,179 0 0
NU SKIN ENTERPRISES INC CL A CL A 67018T105 91 1,913 SH   DFND 1 2 1,913 0 0
NU SKIN ENTERPRISES INC CL A CL A 67018T105 18,158 380,053 SH   DFND 1 379,917 0 136
NUANCE COMMUNICATIONS INC COM 67020Y100 27,604 1,853,319 SH   DFND 1 1,853,319 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 91 6,141 SH   DFND 1 2 6,141 0 0
NUCOR CORP COM COM 670346105 197,754 3,325,940 SH   DFND 1 3,311,520 0 14,420
NUMEREX CORP PA CL A CL A 67053A102 684 92,545 SH   DFND 1 92,545 0 0
NUTANIX INC - A CL A 67059N108 3,064 115,392 SH   DFND 1 115,392 0 0
NUTRACEUTICAL INTL CORP COM COM 67060Y101 2,762 79,034 SH   DFND 1 79,034 0 0
NUTRI/SYSTEM INC COM 67069D108 7,894 227,842 SH   DFND 1 227,842 0 0
NUVASIVE INC COM 670704105 25,437 377,629 SH   DFND 1 376,168 0 1,461
NUVECTRA CORP - WI COM 67075N108 256 50,948 SH   DFND 1 50,948 0 0
NUVEEN MD PREM INCM MUN FD COM 67061Q107 827 66,534 SH   DFND 1 2 66,534 0 0
NV5 HOLDING INC COM 62945V109 1,895 56,757 SH   DFND 1 56,757 0 0
NVDA 1 12/01/18 NOTE 1.000%12/0 67066GAC8 10,600 2,000,000 PRN   DFND 1 2 2,000,000 0 0
NVE CORP COM NEW 629445206 2,587 36,226 SH   DFND 1 36,226 0 0
NVIDIA CORP COM COM 67066G104 218 2,046 SH   DFND 1 2 2,046 0 0
NVIDIA CORP COM COM 67066G104 540,987 5,074,140 SH   DFND 1 5,035,072 0 39,068
NVR INC COM COM 62944T105 40,277 24,133 SH   DFND 1 24,031 0 102
NXP SEMICONDUCTORS NV COM N6596X109 70,561 722,539 SH   DFND 1 713,304 0 9,235
NXPI 1 12/01/19 DBCV 1.000%12/0 62952QAB6 7,962 7,000,000 PRN   DFND 1 2 7,000,000 0 0
NXSTAGE MEDICAL INC COM 67072V103 14,773 563,669 SH   DFND 1 563,669 0 0
NXT-ID INC COM NEW 67091J206 82 30,092 SH   DFND 1 30,092 0 0
NYMOX PHARMACEUTICAL CORP COM P73398102 55 20,813 SH   DFND 1 20,813 0 0
O R I X CORP-ADR SPONSORED ADR 686330101 253 3,256 SH   DFND 1 2,761 0 495
O REILLY AUTOMOTIVE INC COM COM 67103H107 273,121 982,036 SH   DFND 1 975,342 0 6,694
OASIS PETROLEUM INC COM 674215108 28,093 1,855,570 SH   DFND 1 1,855,570 0 0
OBALON THERAPEUTICS-REDH COM 67424L100 118 13,409 SH   DFND 1 13,409 0 0
OCCIDENTAL PETE CORP DEL COM COM 674599105 483,476 6,795,878 SH   DFND 1 6,761,069 0 34,809
OCEAN BIO-CHEM INC COM 674631106 98 26,292 SH   DFND 1 26,292 0 0
OCEAN RIG UDW INC SHS G66964100 179 103,179 SH   DFND 1 2 103,179 0 0
OCEAN RIG UDW INC SHS G66964100 120 69,328 SH   DFND 1 69,328 0 0
OCEANEERING INTL INC COM COM 675232102 22,135 784,659 SH   DFND 1 781,813 0 2,846
OCEANEERING INTL INC COM COM 675232102 87 3,113 SH   DFND 1 2 3,113 0 0
OCEANFIRST FINL CORP COM COM 675234108 7,357 245,016 SH   DFND 1 245,016 0 0
OCERA THERAPEUTICS INC COM 67552A108 128 61,088 SH   DFND 1 61,088 0 0
OCLARO INC COM NEW 67555N206 13,175 1,472,148 SH   DFND 1 1,472,148 0 0
OCLARO INC COM NEW 67555N206 223 25,000 SH   DFND 1 2 25,000 0 0
OCULAR THERAPEUTIX INC COM 67576A100 1,161 138,732 SH   DFND 1 138,490 0 242
OCWEN FINL CORP COM COM NEW 675746309 3,877 719,304 SH   DFND 1 719,304 0 0
ODYSSEY MARINE EXPLORATION COM NEW 676118201 111 32,553 SH   DFND 1 32,553 0 0
OFFICE DEPOT INC COM COM 676220106 32 7,297 SH   DFND 1 2 7,297 0 0
OFFICE DEPOT INC COM COM 676220106 26,597 5,884,456 SH   DFND 1 5,869,120 0 15,336
OFG BANCORP COM 67103X102 3,879 296,153 SH   DFND 1 296,153 0 0
OGE ENERGY CORP COM COM 670837103 47,953 1,434,071 SH   DFND 1 1,428,234 0 5,837
OHIO VY BANC CORP COM COM 677719106 295 10,869 SH   DFND 1 10,869 0 0
OHR PHARMACEUTICAL INC COM NEW 67778H200 229 153,185 SH   DFND 1 153,185 0 0
OIL DRI CORP AMER COM COM 677864100 1,211 31,698 SH   DFND 1 31,698 0 0
OIL STS INTL INC COM COM 678026105 14,666 376,075 SH   DFND 1 374,584 0 1,491
OLD DOMINION FGHT LINES INC COM COM 679580100 43,835 510,961 SH   DFND 1 508,951 0 2,010
OLD LINE BANCSHARES INC COM 67984M100 1,170 48,822 SH   DFND 1 48,822 0 0
OLD NATL BANCORP IND COM COM 680033107 19,610 1,080,489 SH   DFND 1 1,080,489 0 0
OLD REP INTL CORP COM COM 680223104 38,213 2,011,249 SH   DFND 1 2,004,161 0 7,088
OLD REP INTL CORP COM COM 680223104 47 2,508 SH   DFND 1 2 2,508 0 0
OLD SECOND BANCORP INC ILL COM COM 680277100 2,258 204,353 SH   DFND 1 204,353 0 0
OLIN CORP COM PAR $1 COM PAR $1 680665205 30,291 1,182,800 SH   DFND 1 1,178,003 0 4,797
OLLIE'S BARGAIN OUTLET HOLDINGS, INC COM 681116109 9,370 329,352 SH   DFND 1 329,352 0 0
OLYMPIC STEEL INC COM COM 68162K106 1,776 73,313 SH   DFND 1 73,313 0 0
OM ASSET MANAGEMENT PLC SHS G67506108 2,903 200,237 SH   DFND 1 200,237 0 0
OMEGA FLEX INC COM 682095104 1,639 29,395 SH   DFND 1 29,395 0 0
OMEGA HEALTHCARE INVS INC COM COM 681936100 123 3,937 SH   DFND 1 2 3,937 0 0
OMEGA HEALTHCARE INVS INC COM COM 681936100 47,289 1,512,780 SH   DFND 1 1,507,116 0 5,664
OMEGA PROTEIN CORP COM 68210P107 10,002 399,301 SH   DFND 1 399,301 0 0
OMEGA PROTEIN CORP COM 68210P107 175 6,996 SH   DFND 1 2 6,996 0 0
OMEROS CORP COM 682143102 2,937 296,086 SH   DFND 1 296,086 0 0
OMNICELL INC COM COM 68213N109 11,917 351,559 SH   DFND 1 351,559 0 0
OMNICOM GROUP INC COM COM 681919106 194,231 2,284,716 SH   DFND 1 2,273,922 0 10,794
OMNOVA SOLUTIONS INC COM COM 682129101 2,883 288,389 SH   DFND 1 288,389 0 0
ON ASSIGNMENT INC COM COM 682159108 15,421 349,225 SH   DFND 1 349,225 0 0
ON DECK CAPITAL INC COM 682163100 1,317 284,516 SH   DFND 1 284,516 0 0
ON SEMICONDUCTOR CORP COM COM 682189105 40,194 3,150,029 SH   DFND 1 3,150,029 0 0
ONCOCYTE CORP COM 68235C107 105 14,961 SH   DFND 1 14,961 0 0
ONCOGENEX PHARMACEUTICAL INC COM 68230A106 75 151,989 SH   DFND 1 151,989 0 0
ONCOMED PHARMACEUTICALS INC COM 68234X102 67 8,798 SH   DFND 1 2 8,798 0 0
ONCOMED PHARMACEUTICALS INC COM 68234X102 1,211 157,165 SH   DFND 1 157,165 0 0
ONCOSEC MEDICAL INC COM NEW 68234L207 70 57,031 SH   DFND 1 57,031 0 0
ONE GAS INC COM 68235P108 30,459 476,235 SH   DFND 1 474,719 0 1,516
ONE LIBERTY PROPERTIES INC COM 682406103 3,295 131,186 SH   DFND 1 131,186 0 0
ONEBEACON INSURANCE GRP CL A G67742109 3,024 188,469 SH   DFND 1 188,469 0 0
ONEMAIN HOLDINGS INC COM 68268W103 8,505 384,165 SH   DFND 1 384,165 0 0
ONEOK INC NEW COM COM 682680103 127,198 2,217,909 SH   DFND 1 2,207,719 0 10,190
OOMA INC COM 683416101 434 48,257 SH   DFND 1 48,257 0 0
OPEN TEXT CORP COMSTK 011048692 3,466 56,421 SH   DFND 1 56,421 0 0
OPEN TEXT CORP COM COM 683715106 3,450 55,875 SH   DFND 1 55,875 0 0
OPEXA THERAPEUTICS INC COM PAR $0.01 68372T301 33 35,913 SH   DFND 1 35,913 0 0
OPGEN INC COM 68373L109 47 41,093 SH   DFND 1 41,093 0 0
OPHTHOTECH CORP COM 683745103 1,125 233,070 SH   DFND 1 233,070 0 0
OPKO HEALTH INC COM 68375N103 24,908 2,678,323 SH   DFND 1 2,678,323 0 0
OPPENHEIMER HOLDINGS INC CL A NON VTG 683797104 1,536 82,582 SH   DFND 1 82,582 0 0
OPTICAL CABLE CORP COM COM NEW 683827208 38 12,030 SH   DFND 1 12,030 0 0
OPUS BANK COM 684000102 7,177 238,852 SH   DFND 1 238,852 0 0
ORACLE CORP COM COM 68389X105 1,036,245 26,983,334 SH   DFND 1 26,846,142 0 137,192
ORACLE CORP COM COM 68389X105 29 764 SH   DFND 1 2 764 0 0
ORAGENICS INC COM NEW 684023203 48 89,941 SH   DFND 1 89,941 0 0
ORASURE TECHNOLOGIES INC COM COM 68554V108 4,727 538,442 SH   DFND 1 538,442 0 0
ORASURE TECHNOLOGIES INC COM COM 68554V108 110 12,600 SH   DFND 1 2 12,600 0 0
ORBCOMM INC COM 68555P100 4,092 494,909 SH   DFND 1 494,909 0 0
ORBITAL ATK INC COM 68557N103 37,440 426,770 SH   DFND 1 425,070 0 1,700
ORBOTECH LTD ORD M75253100 759 22,728 SH   DFND 1 22,728 0 0
ORCHID ISLAND CAPITAL INC COM 68571X103 1,516 139,996 SH   DFND 1 139,996 0 0
ORCHIDS PAPER PRODUCTS -REDH COM 68572N104 1,751 66,914 SH   DFND 1 66,174 0 740
OREXIGEN THERPEUTCS INC COM NEW 686164302 114 65,862 SH   DFND 1 65,862 0 0
ORGANOVO HOLDINGS INC COM 68620A104 2,238 660,438 SH   DFND 1 660,438 0 0
ORIGIN AGRITECH LTD SHS G67828106 31 13,137 SH   DFND 1 13,137 0 0
ORION ENERGY SYSTEMS INC COM 686275108 252 116,148 SH   DFND 1 116,148 0 0
ORION MARINE GROUP INC-REDH COM 68628V308 1,897 190,664 SH   DFND 1 190,664 0 0
ORITANI FINANCIAL CORP COM 68633D103 7,364 392,754 SH   DFND 1 392,754 0 0
ORMAT TECHNOLOGIES INC COM 686688102 17,940 334,581 SH   DFND 1 334,581 0 0
ORRSTOWN FINANCIAL SERVICES INC COM 687380105 1,103 49,260 SH   DFND 1 49,260 0 0
ORTHOFIX INTL N V COM COM N6748L102 793 21,937 SH   DFND 1 2 21,937 0 0
ORTHOFIX INTL N V COM COM N6748L102 7,626 210,796 SH   DFND 1 210,796 0 0
OSHKOSH TRUCK CORP COM COM 688239201 35,084 543,012 SH   DFND 1 540,851 0 2,161
OSI SYSTEMS INC COM COM 671044105 10,402 136,665 SH   DFND 1 136,665 0 0
OSIRIS THERAPEUTICS INC-REDH COM 68827R108 636 129,667 SH   DFND 1 129,667 0 0
OSIRIS THERAPEUTICS INC-REDH COM 68827R108 174 35,547 SH   DFND 1 2 35,547 0 0
OTI ON TRACK INNOVATIONS LTD SHS M8791A109 38 22,179 SH   DFND 1 22,179 0 0
OTONOMY INC COM 68906L105 2,983 187,635 SH   DFND 1 187,635 0 0
OTTER TAIL CORP COM COM 689648103 13,082 320,641 SH   DFND 1 320,641 0 0
OUTFRONT MEDIA INC COM 69007J106 24,524 986,118 SH   DFND 1 986,013 0 105
OVASCIENCE INC COM 69014Q101 420 274,828 SH   DFND 1 274,737 0 91
OVERSEAS SHIPHOLDING GROUP, INC CL A NEW 69036R863 1,483 387,215 SH   DFND 1 387,215 0 0
OVERSEAS SHIPHOLDING GROUP, INC CL A NEW 69036R863 898 234,472 SH   DFND 1 2 234,472 0 0
OVERSTOCK COM INC DEL COM COM 690370101 2,125 121,429 SH   DFND 1 121,429 0 0
OWENS & MINOR INC NEW COM COM 690732102 23,078 653,959 SH   DFND 1 652,174 0 1,785
OWENS CORNING COM 690742101 62,773 1,217,484 SH   DFND 1 1,217,484 0 0
OWENS ILL INC COM NEW COM NEW 690768403 21,144 1,214,514 SH   DFND 1 1,209,806 0 4,708
OWENS REALTY MORTGAGE INC COM 690828108 1,869 100,918 SH   DFND 1 100,918 0 0
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 646 43,269 SH   DFND 1 43,269 0 0
OXFORD INDS INC COM COM 691497309 6,832 113,629 SH   DFND 1 113,629 0 0
P A M TRANSN SVCS INC COM COM 693149106 602 23,192 SH   DFND 1 23,083 0 109
PACCAR INC COM COM 693718108 217,922 3,414,171 SH   DFND 1 3,388,506 0 25,665
PACE HOLDINGS CORP CL A G6865N103 241 23,885 SH   DFND 1 23,885 0 0
PACE HOLDINGS CORP UNIT 99/99/9999 G6865N129 1,651 153,600 SH   DFND 1 2 153,600 0 0
PACE HOLDINGS CORP-CW20 *W EXP 99/99/999 G6865N111 105 175,000 SH   DFND 1 2 175,000 0 0
PACIFIC BIOSCIENCES OF CA COM 69404D108 2,238 589,134 SH   DFND 1 589,134 0 0
PACIFIC CONTINENTAL CORP COM 69412V108 3,250 148,754 SH   DFND 1 148,754 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 2,541 267,481 SH   DFND 1 267,481 0 0
PACIFIC MERCANTILE BANCORP COM 694552100 870 119,182 SH   DFND 1 119,182 0 0
PACIFIC PREMIER BANCORP INC COM 69478X105 7,335 207,523 SH   DFND 1 207,523 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 45 1,405 SH   DFND 1 2 1,405 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 11,212 347,125 SH   DFND 1 347,125 0 0
PACKAGING CORP AMER COM COM 695156109 61,437 724,565 SH   DFND 1 721,760 0 2,805
PACWEST BANCORP COM 695263103 49,152 902,873 SH   DFND 1 898,341 0 4,532
PAIN THERAPEUTICS INC COM COM 69562K100 116 204,153 SH   DFND 1 204,153 0 0
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 343 674,147 SH   DFND 1 674,147 0 0
PALO ALTO NETWORKS INC COM 697435105 26 208 SH   DFND 1 2 208 0 0
PALO ALTO NETWORKS INC COM 697435105 74,032 592,226 SH   DFND 1 592,226 0 0
PAN AMERICAN SILVER CORP COM COM 697900108 1,052 69,870 SH   DFND 1 69,707 0 163
PANDORA MEDIA INC COM 698354107 19,824 1,520,299 SH   DFND 1 1,520,299 0 0
PANERA BREAD CO CL A CL A 69840W108 32,583 158,872 SH   DFND 1 158,238 0 634
PANHANDLE ROYALTY CO-CL A CL A 698477106 2,795 118,709 SH   DFND 1 118,709 0 0
PAPA JOHNS INTL INC COM COM 698813102 18,332 214,217 SH   DFND 1 213,446 0 771
PAPA MURPHYS HOLDINGS INC COM 698814100 309 73,408 SH   DFND 1 73,408 0 0
PAR PETROLEUM CORP COM NEW 69888T207 3,322 228,506 SH   DFND 1 228,506 0 0
PAR TECHNOLOGY CORP/DEL COM COM 698884103 152 27,309 SH   DFND 1 27,309 0 0
PARAGON COMMERCIAL CORP COM NEW 69911U403 404 9,252 SH   DFND 1 9,252 0 0
PARAMOUNT GOLD MINING CORP COM 69924M109 54 30,702 SH   DFND 1 30,702 0 0
PARAMOUNT GROUP INC COM 69924R108 19,878 1,243,170 SH   DFND 1 1,243,170 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 2,072 134,570 SH   DFND 1 134,570 0 0
PARETEUM CORP COM 69946T108 103 861,207 SH   DFND 1 861,207 0 0
PAREXEL INTL CORP COM COM 699462107 28,825 438,615 SH   DFND 1 437,069 0 1,546
PARK CITY GROUP INC COM NEW 700215304 1,356 106,805 SH   DFND 1 106,805 0 0
PARK ELECTROCHEMICAL CORP COM COM 700416209 2,608 139,877 SH   DFND 1 139,877 0 0
PARK NATL CORP COM COM 700658107 11,675 97,576 SH   DFND 1 96,792 0 784
PARK OHIO HLDGS CORP COM COM 700666100 2,765 64,927 SH   DFND 1 64,927 0 0
PARK STERLING BANK COM 70086Y105 4,065 376,797 SH   DFND 1 376,797 0 0
PARKER DRILLING CO COM COM 701081101 2,214 851,884 SH   DFND 1 851,884 0 0
PARKER HANNIFIN CORP COM COM 701094104 172,654 1,234,693 SH   DFND 1 1,228,773 0 5,920
PARKERVISION INC COM COM NEW 701354300 151 82,254 SH   DFND 1 82,254 0 0
PARKWAY INC COM 70156Q107 8,210 369,024 SH   DFND 1 369,024 0 0
PARSLEY ENERGY INC-CLASS A CL A 701877102 39,126 1,110,633 SH   DFND 1 1,110,633 0 0
PARTY CITY HOLDCO INC COM 702149105 2,600 183,120 SH   DFND 1 183,120 0 0
PATHEON NV SHS N6865W105 1,131 39,398 SH   DFND 1 39,398 0 0
PATRICK INDS INC COM COM 703343103 8,763 114,859 SH   DFND 1 114,859 0 0
PATRIOT NATIONAL INC COM 70338T102 292 62,955 SH   DFND 1 62,955 0 0
PATTERN ENERGY GROUP INC CL A 70338P100 10,163 535,200 SH   DFND 1 533,897 0 1,303
PATTERSON COS INC COM 703395103 33,254 811,403 SH   DFND 1 807,812 0 3,591
PATTERSON UTI ENERGY INC COM COM 703481101 30,030 1,115,555 SH   DFND 1 1,111,256 0 4,299
PAYCHEX INC COM COM 704326107 219,097 3,602,338 SH   DFND 1 3,576,126 0 26,212
PAYCOM SOFTWARE INC COM 70432V102 14,713 323,446 SH   DFND 1 323,446 0 0
PAYLOCITY HOLDING CORP COM 70438V106 5,849 194,914 SH   DFND 1 194,914 0 0
PAYPAL HOLDINGS INC COM 70450Y103 396,358 10,054,165 SH   DFND 1 9,970,976 0 83,189
PBF ENERGY INC CL A 69318G106 21,401 767,636 SH   DFND 1 767,062 0 574
PC CONNECTION COM COM 69318J100 4,217 150,142 SH   DFND 1 150,142 0 0
PCM INC COM 69323K100 1,075 47,788 SH   DFND 1 47,788 0 0
PC-TEL INC COM COM 69325Q105 485 90,184 SH   DFND 1 90,184 0 0
PDC ENERGY INC COM 69327R101 31,063 427,996 SH   DFND 1 427,996 0 0
PDF SOLUTIONS INC COM COM 693282105 44 1,976 SH   DFND 1 2 1,976 0 0
PDF SOLUTIONS INC COM COM 693282105 4,682 207,637 SH   DFND 1 207,637 0 0
PDL BIOPHARMA INC COM COM 69329Y104 3,767 1,777,146 SH   DFND 1 1,750,281 0 26,865
PDL BIOPHARMA INC COM COM 69329Y104 1,301 614,060 SH   DFND 1 2 614,060 0 0
PDVWIRELESS INC COM 69290R104 1,925 85,391 SH   DFND 1 85,391 0 0
PEAK RESORTS INC COM 70469L100 162 29,332 SH   DFND 1 29,332 0 0
PEAPACK-GLADSTONE FINL CORP COM COM 704699107 3,931 127,320 SH   DFND 1 127,320 0 0
PEARSON PLC SPONSORED ADR SPONSORED ADR 705015105 152 15,307 SH   DFND 1 13,109 0 2,198
PEARSON PLC SPONSORED ADR SPONSORED ADR 705015105 11 1,195 SH   DFND 1 2 1,195 0 0
PEBBLEBROOK HOTEL TRUST COM 70509V100 20,692 695,531 SH   DFND 1 695,531 0 0
PEBBLEBROOK HOTEL TRUST S-C 6 1/2 PFD SER C 6.50% 70509V407 948 39,009 SH   DFND 1 39,009 0 0
PEDEVCO CORP COM NEW 70532Y204 7 61,846 SH   DFND 1 61,846 0 0
PEGASYSTEMS INC COM COM 705573103 10,903 302,883 SH   DFND 1 302,883 0 0
PENDRELL CORP CL A NEW 70686R302 551 81,646 SH   DFND 1 81,646 0 0
PENN NATL GAMING INC COM COM 707569109 8,006 580,599 SH   DFND 1 580,599 0 0
PENNEY J C INC COM COM 708160106 18,437 2,218,660 SH   DFND 1 2,209,712 0 8,948
PENNS WOODS BANCORP INC COM 708430103 1,611 31,906 SH   DFND 1 31,906 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT SH BEN INT 709102107 11,439 603,360 SH   DFND 1 603,360 0 0
PENNYMAC FINANICAL SERVICE-A CL A 70932B101 2,315 139,047 SH   DFND 1 139,047 0 0
PENNYMAC MORTGAGE INVESTMENT COM 70931T103 8,106 495,214 SH   DFND 1 495,214 0 0
PENSKE AUTO GROUP COM 70959W103 14,498 279,674 SH   DFND 1 279,674 0 0
PENTAIR LTD - REGISTERED SHS G7S00T104 84,650 1,511,580 SH   DFND 1 1,504,307 0 7,273
PENTAIR LTD - REGISTERED SHS G7S00T104 28 517 SH   DFND 1 2 517 0 0
PENUMBRA INC COM 70975L107 11,875 186,144 SH   DFND 1 186,144 0 0
PEOPLES BANCORP INC COM COM 709789101 4,663 143,674 SH   DFND 1 143,674 0 0
PEOPLES FINANCIAL SERVICES COM 711040105 2,650 54,417 SH   DFND 1 54,417 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 58,336 3,016,631 SH   DFND 1 3,002,728 0 13,903
PEOPLES UTAH BANCORP COM 712706209 3,427 127,671 SH   DFND 1 127,671 0 0
PEPSICO INC COM COM 713448108 1,443,701 13,813,769 SH   DFND 1 13,748,209 0 65,560
PERCEPTRON INC COM COM 71361F100 336 50,712 SH   DFND 1 50,712 0 0
PEREGRINE PHARMACEUTICALS I COM COM NEW 713661304 336 1,092,680 SH   DFND 1 1,092,680 0 0
PERFICIENT INC COM 71375U101 4,626 264,529 SH   DFND 1 264,529 0 0
PERFICIENT INC COM 71375U101 56 3,248 SH   DFND 1 2 3,248 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 8,051 335,490 SH   DFND 1 335,490 0 0
PERFORMANT FINANCIAL CORP COM 71377E105 355 151,303 SH   DFND 1 151,303 0 0
PERFUMANIA HOLDINGS INC COM NEW 71376C100 20 13,983 SH   DFND 1 13,983 0 0
PERION NETWORK LTD SHS M78673106 43 30,479 SH   DFND 1 30,479 0 0
PERKINELMER INC COM COM 714046109 52,700 1,011,496 SH   DFND 1 1,006,781 0 4,715
PERMA-FIX ENVIRONMENTAL SVCS COM NEW 714157203 131 33,696 SH   DFND 1 33,696 0 0
PERNIX THERAPEUTICS HOLDINGS COM NEW 71426V306 72 37,323 SH   DFND 1 37,323 0 0
PERRIGO CO PLC SHS G97822103 107,209 1,289,669 SH   DFND 1 1,283,408 0 6,261
PERSHING GOLD CORP COM NEW 715302204 378 115,760 SH   DFND 1 115,760 0 0
PETMED EXPRESS INC COM 716382106 3,654 158,411 SH   DFND 1 155,967 0 2,444
PETROLEUM & RESOURCES COM 00548F105 916 45,443 SH   DFND 1 2 45,443 0 0
PETROQUEST ENERGY INC COM COM NEW 716748306 242 73,129 SH   DFND 1 73,129 0 0
PFENEX INC COM 717071104 1,230 135,617 SH   DFND 1 135,617 0 0
PFIZER INC COM COM 717081103 1,815,072 55,948,805 SH   DFND 1 55,672,358 0 276,447
PFIZER INC COM COM 717081103 410 12,653 SH   DFND 1 2 12,653 0 0
PFSWEB INC COM COM NEW 717098206 948 111,598 SH   DFND 1 111,598 0 0
PG&E CORP COM COM 69331C108 266,855 4,396,747 SH   DFND 1 4,373,649 0 23,098
PGT INC -REDH COM 69336V101 3,817 333,446 SH   DFND 1 333,446 0 0
PHARMATHENE INC COM 71714G102 1,599 492,018 SH   DFND 1 492,018 0 0
PHARMERICA CORP COM 71714F104 10,346 411,399 SH   DFND 1 411,399 0 0
PHH CORP COM NEW 693320202 29 1,943 SH   DFND 1 2 1,943 0 0
PHH CORP COM NEW 693320202 5,586 368,494 SH   DFND 1 368,494 0 0
PHI INC COM NON VTG 69336T205 1,935 107,397 SH   DFND 1 107,397 0 0
PHIBRO ANIMAL HEALTH CORP - A CL A COM 71742Q106 4,342 148,214 SH   DFND 1 148,214 0 0
PHILIP MORRIS INTL -SPN COM 718172109 1,270,889 13,907,906 SH   DFND 1 13,840,785 0 67,121
PHILLIPS 66 COM 718546104 328,720 3,809,097 SH   DFND 1 3,788,494 0 20,603
PHOTOMEDEX INC COM PAR NEW 719358400 32 14,752 SH   DFND 1 14,752 0 0
PHOTRONICS INC COM COM 719405102 12,132 1,073,651 SH   DFND 1 1,073,651 0 0
PHYSICIANS REALTY TRUST COM 71943U104 19,055 1,005,060 SH   DFND 1 1,005,060 0 0
PICO HLDGS INC COM NEW COM NEW 693366205 2,479 163,679 SH   DFND 1 163,679 0 0
PIEDMONT OFFICE REALTY TRUST INC - A COM CL A 720190206 28,212 1,349,256 SH   DFND 1 1,349,256 0 0
PIER 1 IMPORTS INC COM COM 720279108 581 68,058 SH   DFND 1 2 68,058 0 0
PIER 1 IMPORTS INC COM COM 720279108 5,336 624,889 SH   DFND 1 623,001 0 1,888
PIERIS PHARMACEUTICALS INC COM 720795103 18 12,868 SH   DFND 1 12,868 0 0
PILGRIM'S PRIDE CORP COM 72147K108 20,242 1,065,959 SH   DFND 1 1,064,823 0 1,136
PILGRIM'S PRIDE CORP COM 72147K108 38 2,006 SH   DFND 1 2 2,006 0 0
PINGTAN MARINE ENTERPRISE LT SHS G7114V102 84 48,761 SH   DFND 1 48,761 0 0
PINNACLE ENTERTAINMENT INC COM 72348Y105 6,473 446,460 SH   DFND 1 446,460 0 0
PINNACLE FINANCIAL PARTNERS COM 72346Q104 23,291 336,090 SH   DFND 1 336,090 0 0
PINNACLE FOODS INC COM 72348P104 45,206 845,764 SH   DFND 1 845,764 0 0
PINNACLE WEST CAP CORP COM COM 723484101 81,382 1,044,174 SH   DFND 1 1,039,182 0 4,992
PIONEER DRILLING COMPANY COM 723664108 4,669 681,610 SH   DFND 1 681,610 0 0
PIONEER DRILLING COMPANY COM 723664108 22 3,294 SH   DFND 1 2 3,294 0 0
PIONEER NAT RES CO COM COM 723787107 260,721 1,449,742 SH   DFND 1 1,442,383 0 7,359
PIPER JAFFRAY CO COM 724078100 14,178 195,559 SH   DFND 1 195,559 0 0
PITNEY BOWES INC COM COM 724479100 175 11,573 SH   DFND 1 2 11,573 0 0
PITNEY BOWES INC COM COM 724479100 25,039 1,650,022 SH   DFND 1 1,642,036 0 7,986
PIXELWORKS INC COM COM NEW 72581M305 361 129,033 SH   DFND 1 129,033 0 0
PJT PARTNERS INC - A W/I COM CL A 69343T107 4,280 138,624 SH   DFND 1 138,624 0 0
PLANET FITNESS INC - CL A CL A 72703H101 6,532 325,012 SH   DFND 1 325,012 0 0
PLANET PAYMENT INC SHS U72603118 1,241 304,322 SH   DFND 1 304,322 0 0
PLANTRONICS INC NEW COM COM 727493108 16,287 297,440 SH   DFND 1 296,474 0 966
PLATFORM SPECIALTY PRODUCTS COM 72766Q105 14 1,472 SH   DFND 1 2 1,472 0 0
PLATFORM SPECIALTY PRODUCTS COM 72766Q105 14,794 1,508,065 SH   DFND 1 1,508,065 0 0
PLEXUS CORP COM COM 729132100 19,592 362,551 SH   DFND 1 362,551 0 0
PLUG POWER INC COM COM NEW 72919P202 1,611 1,343,007 SH   DFND 1 1,343,007 0 0
PLURISTEM THERAPEUTICS INC COM 72940R102 58 40,603 SH   DFND 1 40,603 0 0
PLY GEM HOLDINGS INC COM 72941W100 3,401 209,300 SH   DFND 1 209,300 0 0
PNC FINL SVCS GROUP INC COM COM 693475105 492,121 4,212,929 SH   DFND 1 4,190,900 0 22,029
PNM RES INC COM COM 69349H107 20,301 591,891 SH   DFND 1 589,579 0 2,312
POLARIS INDS INC COM COM 731068102 38,879 472,033 SH   DFND 1 470,169 0 1,864
POLYONE CORP COM COM 73179P106 19,594 611,566 SH   DFND 1 609,134 0 2,432
POLYONE CORP COM COM 73179P106 122 3,830 SH   DFND 1 2 3,830 0 0
POOL CORP COM COM 73278L105 31,361 300,569 SH   DFND 1 299,369 0 1,200
POPEYES LOUISIANA KITCHEN INC COM 732872106 10,036 165,946 SH   DFND 1 165,946 0 0
POPULAR INC COM COM NEW 733174700 34,827 794,789 SH   DFND 1 794,789 0 0
PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 29,059 670,660 SH   DFND 1 670,660 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 9,878 440,208 SH   DFND 1 440,208 0 0
POST HOLDINGS INC COM 737446104 35,723 444,383 SH   DFND 1 442,500 0 1,883
POST HOLDINGS INC COM 737446104 147 1,839 SH   DFND 1 2 1,839 0 0
POTASH CORP SASK INC COM COM 73755L107 492 27,238 SH   DFND 1 26,393 0 845
POTASH CORP SASK INC COM COM 73755L107 452 25,000 SH   DFND 1 2 25,000 0 0
POTBELLY CORP COM 73754Y100 57 4,424 SH   DFND 1 2 4,424 0 0
POTBELLY CORP COM 73754Y100 2,441 189,239 SH   DFND 1 189,239 0 0
POTLATCH CORP COM COM 737630103 12,880 309,246 SH   DFND 1 308,070 0 1,176
POWELL INDS INC COM COM 739128106 2,761 70,799 SH   DFND 1 70,799 0 0
POWER INTEGRATIONS INC COM COM 739276103 14,715 216,882 SH   DFND 1 216,882 0 0
POWER SOLUTIONS INTL INC. COM NEW 73933G202 246 32,891 SH   DFND 1 32,891 0 0
PPG INDS INC COM COM 693506107 225,614 2,383,794 SH   DFND 1 2,372,341 0 11,453
PPG INDS INC COM COM 693506107 204 2,160 SH   DFND 1 2 2,160 0 0
PPL CORP COM COM 69351T106 234,919 6,906,605 SH   DFND 1 6,876,385 0 30,220
PRA GROUP INC COM 69354N106 14,141 361,680 SH   DFND 1 361,680 0 0
PRA HEALTH SCIENCES INC COM 69354M108 16,867 306,009 SH   DFND 1 306,009 0 0
PRAXAIR INC COM COM 74005P104 459 3,923 SH   DFND 1 2 3,923 0 0
PRAXAIR INC COM COM 74005P104 279,514 2,388,250 SH   DFND 1 2,375,545 0 12,705
PREFERRED APARTMENT COMMUN - A COM 74039L103 2,866 192,243 SH   DFND 1 192,243 0 0
PREFERRED BANK LOS ANGELES COM COM NEW 740367404 5,377 102,580 SH   DFND 1 102,580 0 0
PREFORMED LINE PRODUCTS CO COM 740444104 1,033 17,778 SH   DFND 1 17,778 0 0
PREMIER FINANCIAL BANCORP COM 74050M105 906 45,122 SH   DFND 1 45,122 0 0
PREMIER INC-CLASS A CL A 74051N102 11,210 369,264 SH   DFND 1 369,264 0 0
PRESBIA PLC SHS G7234P100 38 11,158 SH   DFND 1 11,158 0 0
PRESTIGE BRANDS HOLDINGS INC COM 74112D101 22,360 429,178 SH   DFND 1 427,642 0 1,536
PRGX GLOBAL INC COM NEW 69357C503 966 163,833 SH   DFND 1 163,833 0 0
PRICE T ROWE GROUP INC COM COM 74144T108 194,764 2,590,562 SH   DFND 1 2,579,775 0 10,787
PRICELINE COM INC COM COM NEW 741503403 711,472 485,833 SH   DFND 1 482,274 0 3,559
PRICESMART INC COM COM 741511109 12 144 SH   DFND 1 2 144 0 0
PRICESMART INC COM COM 741511109 14,597 174,822 SH   DFND 1 174,822 0 0
PRIMEENERGY CORP COM 74158E104 275 5,109 SH   DFND 1 5,109 0 0
PRIMERICA INC COM 74164M108 22,854 330,504 SH   DFND 1 329,175 0 1,329
PRIMO WATER CORP COM 74165N105 2,110 171,839 SH   DFND 1 171,839 0 0
PRIMORIS SERVICES CORP COM 74164F103 7,313 321,048 SH   DFND 1 321,048 0 0
PRINCIPAL FINANCIAL GROUP I COM COM 74251V102 142,352 2,463,234 SH   DFND 1 2,448,571 0 14,663
PRIVATEBANCORP INC COM COM 742962103 948 17,500 SH   DFND 1 2 17,500 0 0
PRIVATEBANCORP INC COM COM 742962103 34,271 632,435 SH   DFND 1 630,122 0 2,313
PROASSURANCE CORP COM COM 74267C106 21,682 385,818 SH   DFND 1 385,818 0 0
PROCTER & GAMBLE CO COM COM 742718109 2,088,761 24,871,234 SH   DFND 1 24,750,975 0 120,259
PROFIRE ENERGY INC COM 74316X101 155 112,582 SH   DFND 1 112,582 0 0
PROGENICS PHARMACEUTICALS I COM COM 743187106 74 8,581 SH   DFND 1 2 8,581 0 0
PROGENICS PHARMACEUTICALS I COM COM 743187106 5,029 582,145 SH   DFND 1 582,145 0 0
PROGRESS SOFTWARE CORP COM COM 743312100 15,785 494,367 SH   DFND 1 494,367 0 0
PROGRESSIVE CORP OHIO COM COM 743315103 185,724 5,237,965 SH   DFND 1 5,212,886 0 25,079
PROLOGIS INC COM 74340W103 294,056 5,576,065 SH   DFND 1 5,553,117 0 22,948
PRONAI THERAPEUTICS INC COM 74346L101 20 13,511 SH   DFND 1 13,511 0 0
PROOFPOINT INC COM 743424103 22,497 318,437 SH   DFND 1 318,437 0 0
PROQR THERAPEUTICS BV SHS EURO N71542109 55 11,234 SH   DFND 1 11,234 0 0
PROS HOLDINGS INC COM 74346Y103 3,889 180,741 SH   DFND 1 180,741 0 0
PROSPERITY BANCSHARES INC COM COM 743606105 35,478 494,273 SH   DFND 1 492,256 0 2,017
PROTAGONIST THERAPEUTICS INC COM 74366E102 2,185 99,368 SH   DFND 1 99,368 0 0
PROTEON THERAPEUTICS INC COM 74371L109 71 37,569 SH   DFND 1 37,569 0 0
PROTEOSTASIS THERAPEUTICS INC COM 74373B109 1,098 89,565 SH   DFND 1 89,565 0 0
PROTHENA CORP PLC SHS G72800108 13,839 281,338 SH   DFND 1 281,136 0 202
PROTO LABS INC COM 743713109 8,894 173,218 SH   DFND 1 173,218 0 0
PROVIDENCE SERVICE CORP COM 743815102 3,541 93,075 SH   DFND 1 93,075 0 0
PROVIDENT BANCORP INC COM 74383X109 218 12,204 SH   DFND 1 12,204 0 0
PROVIDENT FINANCIAL SERVICES COM 74386T105 13,350 471,765 SH   DFND 1 471,765 0 0
PROVIDENT FINANCIAL SERVICES COM 74386T105 26 954 SH   DFND 1 2 954 0 0
PROVIDENT FINL HLDGS INC COM COM 743868101 783 38,743 SH   DFND 1 38,743 0 0
PRUDENTIAL FINL INC COM COM 744320102 408,383 3,929,199 SH   DFND 1 3,908,910 0 20,289
PRUDENTIAL PLC ADR 74435K204 955 24,017 SH   DFND 1 22,029 0 1,988
PS BUSINESS PKS INC CALIF COM COM 69360J107 27,331 234,564 SH   DFND 1 234,564 0 0
PSIVIDA CORP COM 74440J101 243 142,293 SH   DFND 1 142,293 0 0
PSYCHEMEDICS CORP COM COM NEW 744375205 65 2,670 SH   DFND 1 2 2,670 0 0
PSYCHEMEDICS CORP COM COM NEW 744375205 606 24,555 SH   DFND 1 24,555 0 0
PTC INC COM 69370C100 38,992 842,718 SH   DFND 1 839,314 0 3,404
PTC THERAPEUTICS INC COM 69366J200 2,829 259,306 SH   DFND 1 259,306 0 0
PUBLIC STORAGE INC COM COM 74460D109 389,911 1,746,201 SH   DFND 1 1,739,288 0 6,913
PUBLIC STORAGE INC COM COM 74460D109 1,265 5,662 SH   DFND 1 2 5,662 0 0
PUBLIC SVC ENTERPRISE GROUP COM COM 744573106 230,708 5,263,245 SH   DFND 1 5,239,087 0 24,158
PULSE BIOSCIENCES INC COM 74587B101 185 28,546 SH   DFND 1 28,546 0 0
PULTE HOMES INC COM COM 745867101 183 10,000 SH   DFND 1 2 10,000 0 0
PULTE HOMES INC COM COM 745867101 51,844 2,823,923 SH   DFND 1 2,810,190 0 13,733
PUMA BIOTECHNOLOGY INC COM 74587V107 6,084 198,181 SH   DFND 1 198,181 0 0
PURE CYCLE CORP COM COM NEW 746228303 536 97,519 SH   DFND 1 97,519 0 0
PURE STORAGE INC - CLASS A CL A 74624M102 5,800 512,856 SH   DFND 1 512,856 0 0
PVH CORP COM 693656100 24 274 SH   DFND 1 2 274 0 0
PVH CORP COM 693656100 74,420 825,549 SH   DFND 1 822,092 0 3,457
PZENA INVESTMENT MGT-REDH CLASS A 74731Q103 907 81,677 SH   DFND 1 79,043 0 2,634
Q2 HOLDINGS INC COM 74736L109 5,620 194,823 SH   DFND 1 194,823 0 0
QAD INC - A CL A 74727D306 1,822 59,939 SH   DFND 1 59,939 0 0
QAD INC - B CL B 74727D207 938 36,733 SH   DFND 1 36,733 0 0
QCR HOLDINGS INC COM 74727A104 4,629 106,917 SH   DFND 1 106,917 0 0
QEP RESOURCES INC COM 74733V100 31,959 1,735,996 SH   DFND 1 1,729,043 0 6,953
QIAGEN N V ORD REG SHS N72482107 12,431 443,648 SH   DFND 1 443,648 0 0
QIWI PLC - SPON ADR SPON ADR REP B 74735M108 253 19,842 SH   DFND 1 19,842 0 0
QORVO INC COM 74736K101 63,370 1,203,193 SH   DFND 1 1,197,468 0 5,725
QORVO INC COM 74736K101 49 930 SH   DFND 1 2 930 0 0
QTS REALTY TRUST INC-CL A COM CL A 74736A103 17,000 342,407 SH   DFND 1 342,407 0 0
QUAD GRAPHICS INC COM CL A 747301109 7,919 294,612 SH   DFND 1 292,632 0 1,980
QUAKER CHEM CORP COM COM 747316107 12,025 93,991 SH   DFND 1 93,991 0 0
QUALCOMM INC COM COM 747525103 1,009,475 15,498,815 SH   DFND 1 15,390,924 0 107,891
QUALCOMM INC COM COM 747525103 812 12,463 SH   DFND 1 2 12,463 0 0
QUALITY CARE PROPERTIES COM 747545101 17,693 1,141,523 SH   DFND 1 1,138,727 0 2,796
QUALITY SYSTEMS INC COM 747582104 9,945 756,321 SH   DFND 1 753,745 0 2,576
QUALSTAR CORP COM NEW 74758R208 75 25,985 SH   DFND 1 25,985 0 0
QUALYS INC COM 74758T303 6,822 215,546 SH   DFND 1 215,546 0 0
QUANEX BUILDING PRODUCTS COM 747619104 4,802 236,588 SH   DFND 1 236,588 0 0
QUANTA SVCS INC COM COM 74762E102 52,261 1,500,891 SH   DFND 1 1,494,380 0 6,511
QUANTENNA COMMUNICATIONS COM 74766D100 1,305 72,009 SH   DFND 1 72,009 0 0
QUANTUM CORP COM DSSG COM DSSG 747906204 1,228 1,476,352 SH   DFND 1 1,476,352 0 0
QUEST DIAGNOSTICS INC COM COM 74834L100 123,888 1,349,594 SH   DFND 1 1,343,274 0 6,320
QUEST RESOURCE HOLDING CORP COM NEW 74836W203 105 43,175 SH   DFND 1 43,175 0 0
QUICKLOGIC CORP COM COM 74837P108 422 304,040 SH   DFND 1 304,040 0 0
QUIDEL CORP COM COM 74838J101 4,627 216,022 SH   DFND 1 216,022 0 0
QUINPARIO ACQUISITION CORP 2 COM 74874U101 194 19,538 SH   DFND 1 19,538 0 0
QUINSTREET INC COM 74874Q100 1,029 273,791 SH   DFND 1 273,791 0 0
QUINTILES IMS HOLDINGS INC COM 74876Y101 72,445 952,965 SH   DFND 1 952,965 0 0
QUMU CORP COM 749063103 223 93,859 SH   DFND 1 93,859 0 0
QUNAR CAYMAN ISLANDS LTD - ADR SPNS ADR CL B 74906P104 2,199 73,163 SH   DFND 1 73,163 0 0
QUORUM HEALTH CORP COM 74909E106 1,510 207,804 SH   DFND 1 207,804 0 0
QUOTIENT LTD SHS G73268107 60 12,423 SH   DFND 1 12,423 0 0
QUOTIENT TECHNOLOGY INC COM 749119103 5,488 510,529 SH   DFND 1 510,529 0 0
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RADIAN GROUP INC COM COM 750236101 28,672 1,594,709 SH   DFND 1 1,594,709 0 0
RADIANT LOGISTICS INC COM 75025X100 785 201,332 SH   DFND 1 201,332 0 0
RADIO ONE INC CL D NON VTG CL D NON VTG 75040P405 596 205,561 SH   DFND 1 205,561 0 0
RADISYS CORP COM COM 750459109 1,085 244,998 SH   DFND 1 244,998 0 0
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RADNET INC COM 750491102 1,659 257,268 SH   DFND 1 257,268 0 0
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RAIT INVT TR COM COM NEW 749227609 1,950 580,608 SH   DFND 1 570,193 0 10,415
RALPH LAUREN CORP CL A 751212101 45,994 509,846 SH   DFND 1 507,392 0 2,454
RALPH LAUREN CORP CL A 751212101 29 323 SH   DFND 1 2 323 0 0
RAMBUS INC DEL COM COM 750917106 11,474 833,325 SH   DFND 1 833,325 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT COM SH BEN INT 751452202 11,347 684,436 SH   DFND 1 684,436 0 0
RAMCO-GERSHENSON PROPERT S-D 7 1/4 PERP PFD-D CV 751452608 10,932 178,400 PRN   DFND 1 2 178,400 0 0
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RANGE RES CORP COM COM 75281A109 60,171 1,753,234 SH   DFND 1 1,745,132 0 8,102
RAPID7 INC COM 753422104 1,712 140,723 SH   DFND 1 140,723 0 0
RAVE RESTAURANT GROUP INC COM 754198109 78 41,524 SH   DFND 1 41,524 0 0
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RAYMOND JAMES FINANCIAL INC COM COM 754730109 63,879 922,498 SH   DFND 1 918,792 0 3,706
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RAYONIER INC COM COM 754907103 23,980 901,537 SH   DFND 1 897,981 0 3,556
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READING INTERNATIONAL INC-A CL A 755408101 2,010 121,132 SH   DFND 1 121,132 0 0
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RED HAT INC COM COM 756577102 29 425 SH   DFND 1 2 425 0 0
RED HAT INC COM COM 756577102 107,557 1,545,108 SH   DFND 1 1,537,303 0 7,805
RED LION HOTELS CORP COM 756764106 1,027 123,032 SH   DFND 1 123,032 0 0
RED ROBIN GOURMET BURGERS COM 75689M101 5,672 100,584 SH   DFND 1 100,584 0 0
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RELX PLC - SPON ADR SPONSORED ADR 759530108 446 24,831 SH   DFND 1 21,191 0 3,640
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ROYAL BANK OF SCOT-SPON ADR SPONS ADR 2 ORD 780097689 122 22,062 SH   DFND 1 20,792 0 1,270
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SEATTLE GENETICS INC COM COM 812578102 38,733 734,239 SH   DFND 1 734,239 0 0
SEATTLE GENETICS INC COM COM 812578102 21 404 SH   DFND 1 2 404 0 0
SEAWORLD ENTERTAINMENT INC COM 81282V100 8,981 474,472 SH   DFND 1 473,092 0 1,380
SECOND SIGHT MEDICAL PRODUCT COM 81362J100 250 127,155 SH   DFND 1 127,155 0 0
SECUREWORKS CORP - A CL A 81374A105 711 67,161 SH   DFND 1 67,161 0 0
SECURITY NATL FINL CORP-CL A CL A NEW 814785309 312 48,059 SH   DFND 1 48,059 0 0
SEI INVESTMENTS CO COM COM 784117103 46 937 SH   DFND 1 2 937 0 0
SEI INVESTMENTS CO COM COM 784117103 55,264 1,119,923 SH   DFND 1 1,114,987 0 4,936
SELECT COMFORT CORP COM COM 81616X103 7,713 341,002 SH   DFND 1 341,002 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 13,890 551,228 SH   DFND 1 551,228 0 0
SELECT MEDICAL HOLDINGS CORP COM 81619Q105 11,805 890,972 SH   DFND 1 889,927 0 1,045
SELECTA BIOSCIENCES INC COM 816212104 800 46,670 SH   DFND 1 46,670 0 0
SELECTIVE INS GROUP INC COM COM 816300107 25,730 597,700 SH   DFND 1 597,700 0 0
SELF STORAGE GROUP INC COM 37955N106 357 74,849 SH   DFND 1 74,849 0 0
SEMGROUP CORP A CL A 81663A105 17,505 419,302 SH   DFND 1 418,886 0 416
SEMGROUP CORP A CL A 81663A105 88 2,125 SH   DFND 1 2 2,125 0 0
SEMPRA ENERGY COM COM 816851109 226,477 2,253,073 SH   DFND 1 2,242,279 0 10,794
SEMTECH CORP COM COM 816850101 29 930 SH   DFND 1 2 930 0 0
SEMTECH CORP COM COM 816850101 16,112 510,707 SH   DFND 1 510,707 0 0
SENECA FOODS CORP - CL A CL A 817070501 2,920 72,932 SH   DFND 1 72,932 0 0
SENIOR HSG PPTYS TR SH BEN INT SH BEN INT 81721M109 18 966 SH   DFND 1 2 966 0 0
SENIOR HSG PPTYS TR SH BEN INT SH BEN INT 81721M109 44,161 2,332,858 SH   DFND 1 2,325,963 0 6,895
SENOMYX INC COM COM 81724Q107 250 261,063 SH   DFND 1 261,063 0 0
SENSATA TECHNOLOGIES HOLDING SHS N7902X106 38,174 980,517 SH   DFND 1 980,517 0 0
SENSEONICS HOLDINGS INC COM 81727U105 271 101,531 SH   DFND 1 101,531 0 0
SENSIENT TECHNOLOGIES CORP COM COM 81725T100 25,921 329,877 SH   DFND 1 328,584 0 1,293
SEQUENTIAL BRANDS GROUP INC COM 81734P107 93 20,000 SH   DFND 1 2 20,000 0 0
SEQUENTIAL BRANDS GROUP INC COM 81734P107 1,563 334,064 SH   DFND 1 334,064 0 0
SERES THERAPEUTICS INC COM 81750R102 1,556 157,265 SH   DFND 1 157,265 0 0
SERITAGE GROWTH PROPERTIES - A CL A 81752R100 8,364 195,846 SH   DFND 1 195,846 0 0
SERVICE CORP INTL COM COM 817565104 37,423 1,317,733 SH   DFND 1 1,312,204 0 5,529
SERVICEMASTER GLOBAL HOLDING COM 81761R109 34,655 919,974 SH   DFND 1 919,974 0 0
SERVICENOW INC COM 81762P102 79,186 1,065,597 SH   DFND 1 1,065,597 0 0
SERVICESOURCE INTERNATIONAL COM 81763U100 2,718 478,657 SH   DFND 1 478,657 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 13,424 358,569 SH   DFND 1 358,569 0 0
SFLY 0 1/4 05/15/18 NOTE 0.250% 5/1 82568PAB2 11,676 11,539,000 PRN   DFND 1 2 11,539,000 0 0
SHAKE SHACK INC - CLASS A CL A 819047101 4,150 115,964 SH   DFND 1 115,964 0 0
SHARPS COMPLIANCE CORP COM 820017101 228 59,687 SH   DFND 1 59,687 0 0
SHENANDOAH TELECOMMUNICATIO COM COM 82312B106 9,649 353,462 SH   DFND 1 353,462 0 0
SHERWIN WILLIAMS CO COM COM 824348106 116 432 SH   DFND 1 2 432 0 0
SHERWIN WILLIAMS CO COM COM 824348106 199,785 744,283 SH   DFND 1 740,782 0 3,501
SHILOH INDS INC COM COM 824543102 323 46,815 SH   DFND 1 46,815 0 0
SHIP FINANCE INTL LTD SHS G81075106 1,238 83,390 SH   DFND 1 2 83,390 0 0
SHIP FINANCE INTL LTD SHS G81075106 1,441 97,081 SH   DFND 1 97,081 0 0
SHIRE LTD-ADR SPONSORED ADR 82481R106 7,633 44,804 SH   DFND 1 42,152 0 2,652
SHOE CARNIVAL INC COM COM 824889109 5,655 209,631 SH   DFND 1 209,631 0 0
SHORE BANCSHARES INC COM COM 825107105 1,162 76,209 SH   DFND 1 76,209 0 0
SHORETEL INC COM 825211105 3,568 499,106 SH   DFND 1 499,106 0 0
SHUTTERFLY INC COM 82568P304 14,539 289,737 SH   DFND 1 289,737 0 0
SHUTTERFLY INC COM 82568P304 333 6,652 SH   DFND 1 2 6,652 0 0
SHUTTERSTOCK INC COM 825690100 6,481 136,400 SH   DFND 1 136,400 0 0
SHUTTERSTOCK INC COM 825690100 12 262 SH   DFND 1 2 262 0 0
SI FINANCIAL GROUP INC COM 78425V104 872 56,667 SH   DFND 1 56,667 0 0
SIBANYE GOLD LTD - ADR SPONSORED ADR 825724206 131 18,604 SH   DFND 1 2 18,604 0 0
SIENTRA INC COM 82621J105 697 81,874 SH   DFND 1 81,874 0 0
SIERRA BANCORP COM 82620P102 1,965 73,904 SH   DFND 1 73,904 0 0
SIERRA WIRELESS INC COM 826516106 230 14,683 SH   DFND 1 14,683 0 0
SIERRA WIRELESS INC COM 826516106 51 3,288 SH   DFND 1 2 3,288 0 0
SIFY LTD-ADR SPONSORED ADR 82655M107 12 17,787 SH   DFND 1 17,787 0 0
SIGMA DESIGNS INC COM COM 826565103 1,624 270,699 SH   DFND 1 270,699 0 0
SIGMATRON INTERNATIONAL INC COM 82661L101 54 11,463 SH   DFND 1 11,463 0 0
SIGNATURE BANK COM 82669G104 60,240 401,198 SH   DFND 1 399,640 0 1,558
SIGNET JEWELERS LTD SHS G81276100 57,111 606,641 SH   DFND 1 603,641 0 3,000
SILGAN HOLDINGS INC COM COM 827048109 15,385 300,606 SH   DFND 1 299,520 0 1,086
SILICOM LIMITED ORD M84116108 489 11,907 SH   DFND 1 11,907 0 0
SILICON LABORATORIES INC COM COM 826919102 21,940 337,549 SH   DFND 1 336,337 0 1,212
SILICON MOTION TECHNOL-ADR SPONSORED ADR 82706C108 680 16,011 SH   DFND 1 16,011 0 0
SILICONWARE PRECISION -ADR SPONSD ADR SPL 827084864 235 32,222 SH   DFND 1 28,442 0 3,780
SILVER BAY REALTY TRUST COM 82735Q102 5,160 301,061 SH   DFND 1 301,061 0 0
SILVER SPRING NETWORKS INC COM 82817Q103 3,551 266,796 SH   DFND 1 266,796 0 0
SILVER STD RES INC COM COM 82823L106 494 55,285 SH   DFND 1 55,285 0 0
SILVER WHEATON CORP COMSTK 020920718 3,980 207,089 SH   DFND 1 207,089 0 0
SILVERCREST ASSET MANAGEMENT GORUP INC CL A 828359109 540 41,138 SH   DFND 1 41,138 0 0
SIMMONS 1ST NATL CORP CL A $5 PAR CL A $1 PAR 828730200 14,568 234,406 SH   DFND 1 234,406 0 0
SIMON PPTY GROUP INC NEW COM COM 828806109 560,973 3,160,784 SH   DFND 1 3,147,175 0 13,609
SIMON PPTY GROUP INC NEW COM COM 828806109 28 160 SH   DFND 1 2 160 0 0
SIMPSON MANUFACTURING CO IN COM COM 829073105 13,223 302,258 SH   DFND 1 302,258 0 0
SIMULATIONS PLUS INC COM 829214105 597 61,879 SH   DFND 1 61,879 0 0
SINA CORP ORD G81477104 5,849 96,525 SH   DFND 1 96,525 0 0
SINA CORP ORD G81477104 240 3,956 SH   DFND 1 2 3,956 0 0
SINCLAIR BROADCAST GROUP IN CL A CL A 829226109 16,527 495,588 SH   DFND 1 495,588 0 0
SINGAPORE FD INC COM 003244100 748 86,422 SH   DFND 1 2 86,422 0 0
SINOVAC BIOTECH LTD SHS P8696W104 160 27,170 SH   DFND 1 27,170 0 0
SIRIUS XM HOLDINGS INC COM 82968B103 60,006 13,488,499 SH   DFND 1 13,355,562 0 132,937
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 4,866 140,138 SH   DFND 1 140,138 0 0
SITO MOBILE LTD COM NEW 82988R203 345 93,580 SH   DFND 1 93,580 0 0
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 34,240 571,056 SH   DFND 1 569,111 0 1,945
SJW CORP COM COM 784305104 6,947 124,099 SH   DFND 1 124,099 0 0
SKECHERS U S A INC CL A CL A 830566105 21,836 888,386 SH   DFND 1 884,516 0 3,870
SKYLINE CORP COM COM 830830105 809 52,358 SH   DFND 1 52,358 0 0
SKYLINE MEDICAL INC COM PAR 83084T606 54 19,298 SH   DFND 1 19,298 0 0
SKYWEST INC COM COM 830879102 14,747 404,597 SH   DFND 1 404,597 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 147,745 1,980,937 SH   DFND 1 1,967,281 0 13,656
SL GREEN RLTY CORP COM COM 78440X101 114,018 1,061,244 SH   DFND 1 1,056,825 0 4,419
SLM CORP COM 78442P106 36,217 3,286,532 SH   DFND 1 3,274,102 0 12,430
SM ENERGY CO COM 78454L100 24,038 697,186 SH   DFND 1 694,389 0 2,797
SM ENERGY CO COM 78454L100 0 13 SH   DFND 1 2 13 0 0
SMART & FINAL STORES INC COM 83190B101 2,791 197,967 SH   DFND 1 197,967 0 0
SMART SAND INC COM 83191H107 2,063 124,702 SH   DFND 1 124,702 0 0
SMARTFINANCIAL INC COM NEW 83190L208 225 11,404 SH   DFND 1 11,404 0 0
SMITH & NEPHEW P L C-ADR SPDN ADR NEW 83175M205 270 9,008 SH   DFND 1 7,879 0 1,129
SMITH & WESSON HLDG CORP COMSTK 831756101 16,181 767,916 SH   DFND 1 767,916 0 0
SMITH & WESSON HLDG CORP COMSTK 831756101 560 26,251 SH   DFND 1 2 26,251 0 0
SMITH A O COM COM 831865209 53,032 1,120,396 SH   DFND 1 1,116,050 0 4,346
SMITH MICRO SOFTWARE INC COM COM NEW 832154207 70 45,174 SH   DFND 1 45,174 0 0
SNAP ON INC COM COM 833034101 98,680 576,810 SH   DFND 1 574,307 0 2,503
SNYDERS-LANCE INC COM 833551104 24,896 649,360 SH   DFND 1 646,826 0 2,534
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 378 9,581 SH   DFND 1 9,581 0 0
SOHU.COM INC COM 83408W103 589 17,386 SH   DFND 1 2 17,386 0 0
SOHU.COM INC COM 83408W103 646 19,064 SH   DFND 1 19,064 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 2,266 182,752 SH   DFND 1 182,752 0 0
SOLITARIO EXPLORATION & ROYALT COM 8342EP107 48 75,942 SH   DFND 1 75,942 0 0
SONIC AUTOMOTIVE INC CL A CL A 83545G102 4,718 206,032 SH   DFND 1 206,032 0 0
SONIC CORP COM COM 835451105 9,645 363,831 SH   DFND 1 363,831 0 0
SONIC FDRY INC COM NEW 83545R207 285 57,646 SH   DFND 1 57,646 0 0
SONOCO PRODS CO COM COM 835495102 38,242 725,668 SH   DFND 1 722,370 0 3,298
SONOMA PHARMACEUTICALS INC COM 83558L105 67 13,465 SH   DFND 1 13,465 0 0
SONUS NETWORKS INC COM COM NEW 835916503 2,314 367,379 SH   DFND 1 367,379 0 0
SONUS NETWORKS INC COM COM NEW 835916503 88 14,005 SH   DFND 1 2 14,005 0 0
SONY CORP ADR NEW ADR NEW 835699307 228 8,135 SH   DFND 1 6,966 0 1,169
SOPHIRIS BIO INC COM NEW 83578Q209 31 11,199 SH   DFND 1 11,199 0 0
SORRENTO THERAPEUTICS INC COM NEW 83587F202 1,731 353,433 SH   DFND 1 353,433 0 0
SOTHEBYS HLDGS INC CL A COM 835898107 13,615 341,587 SH   DFND 1 340,250 0 1,337
SOTHERLY HOTELS INC COM 83600C103 378 55,701 SH   DFND 1 55,701 0 0
SOURCE CAPITAL INC COM 836144105 1,859 51,780 SH   DFND 1 2 51,780 0 0
SOUTH JERSEY INDS INC COM COM 838518108 19,116 567,419 SH   DFND 1 567,419 0 0
SOUTH STATE CORP COM 840441109 16,815 192,399 SH   DFND 1 192,399 0 0
SOUTHERN CO COM COM 842587107 434,738 8,848,621 SH   DFND 1 8,804,680 0 43,941
SOUTHERN COPPER CORP COM COM 84265V105 5,977 187,565 SH   DFND 1 187,565 0 0
SOUTHERN FIRST BANCSHARES INC COM 842873101 739 20,552 SH   DFND 1 20,552 0 0
SOUTHERN MISSOURI BANCORP COM 843380106 1,326 37,503 SH   DFND 1 37,503 0 0
SOUTHERN NATL BANCRP VA-REDH COM 843395104 1,157 70,847 SH   DFND 1 70,847 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 7,101 188,527 SH   DFND 1 188,527 0 0
SOUTHWEST AIRLS CO COM COM 844741108 265,953 5,341,755 SH   DFND 1 5,313,941 0 27,814
SOUTHWEST BANCORP INC OKLA COM COM 844767103 4,007 138,189 SH   DFND 1 138,189 0 0
SOUTHWEST GAS CORP COM COM 844895102 27,843 363,391 SH   DFND 1 362,013 0 1,378
SOUTHWESTERN ENERGY CO COM COM 845467109 69,932 6,468,673 SH   DFND 1 6,447,407 0 21,266
SOUTHWESTERN ENERGY CO COM COM 845467109 343 31,771 SH   DFND 1 2 31,771 0 0
SP PLUS CORP COM 78469C103 4,018 142,743 SH   DFND 1 142,743 0 0
SPANISH BROADCASTING SYS IN CL A CL A NEW 846425833 56 18,498 SH   DFND 1 18,498 0 0
SPAR GROUP INC COM 784933103 211 211,168 SH   DFND 1 211,168 0 0
SPARK ENERGY INC - CLASS A CL A COM 846511103 3,658 120,743 SH   DFND 1 119,489 0 1,254
SPARK NETWORKS PLC COM 84651P100 81 97,541 SH   DFND 1 97,541 0 0
SPARK THERAPEUTICS INC COM 84652J103 8,426 168,870 SH   DFND 1 168,870 0 0
SPARTAN MOTORS INC COM 846819100 2,302 248,893 SH   DFND 1 248,893 0 0
SPARTANNASH CO COM 847215100 191 4,850 SH   DFND 1 2 4,850 0 0
SPARTANNASH CO COM 847215100 18,794 475,320 SH   DFND 1 475,320 0 0
SPARTON CORP COM 847235108 1,584 66,417 SH   DFND 1 66,417 0 0
SPDR S&P DIVIDEND ETF S&P DIVID ETF 78464A763 4,964 58,024 PRN   DFND 1 58,024 0 0
SPDR TR UNIT SER 1 ON AMEX TR UNIT 78462F103 202 908 PRN   DFND 1 908 0 0
SPECTRA ENERGY CORP COM 847560109 248,704 6,060,316 SH   DFND 1 6,027,620 0 32,696
SPECTRANETICS CORP COM 84760C107 8,922 364,170 SH   DFND 1 364,170 0 0
SPECTRUM BRANDS HOLDINGS INC COM 84763R101 20,861 170,604 SH   DFND 1 170,604 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 61 13,908 SH   DFND 1 2 13,908 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 2,217 500,561 SH   DFND 1 500,561 0 0
SPEEDWAY MOTORSPORTS INC COM COM 847788106 2,053 94,775 SH   DFND 1 94,420 0 355
SPF 1 1/4 08/01/32 NOTE 1.250% 8/0 85375CBC4 5,146 5,000,000 PRN   DFND 1 2 5,000,000 0 0
SPHERE 3D CORP COM 84841L100 7 24,109 SH   DFND 1 24,109 0 0
SPHERIX INC COM COM PAR NEW 84842R403 23 22,983 SH   DFND 1 22,983 0 0
SPI ENERGY CO LTD - SPN ADR SPON ADR 78470H109 53 28,228 SH   DFND 1 28,228 0 0
SPIRE INC COM 84857L101 21,227 328,861 SH   DFND 1 328,861 0 0
SPIRIT AEROSYSTEMS HLDG-CL A COM CL A 848574109 77,735 1,332,228 SH   DFND 1 1,332,228 0 0
SPIRIT AIRLINES INC COM 848577102 32,448 560,804 SH   DFND 1 560,804 0 0
SPIRIT REALTY CAPITAL INC COM 84860W102 29 2,690 SH   DFND 1 2 2,690 0 0
SPIRIT REALTY CAPITAL INC COM 84860W102 36,911 3,398,837 SH   DFND 1 3,398,837 0 0
SPLUNK INC COM 848637104 50,073 979,281 SH   DFND 1 979,056 0 225
SPLUNK INC COM 848637104 26 512 SH   DFND 1 2 512 0 0
SPOK HOLDINGS INC COM 84863T106 4,860 234,251 SH   DFND 1 234,251 0 0
SPOK HOLDINGS INC COM 84863T106 171 8,273 SH   DFND 1 2 8,273 0 0
SPORTSMAN'S WAREHOUSE HOLDING COM 84920Y106 2,157 229,738 SH   DFND 1 229,738 0 0
SPRINT CORP COM SER 1 85207U105 218 26,002 SH   DFND 1 2 26,002 0 0
SPRINT CORP COM SER 1 85207U105 38,319 4,552,892 SH   DFND 1 4,552,892 0 0
SPROTT FOCUS TRUST INC COM 85208J109 116 16,741 SH   DFND 1 2 16,741 0 0
SPROUTS FARMERS MARKETS INC COM 85208M102 19,149 1,012,109 SH   DFND 1 1,008,226 0 3,883
SPROUTS FARMERS MARKETS INC COM 85208M102 104 5,538 SH   DFND 1 2 5,538 0 0
SPS COMMERCE INC COM 78463M107 9,264 132,554 SH   DFND 1 132,554 0 0
SPX CORP COM COM 784635104 17 747 SH   DFND 1 2 747 0 0
SPX CORP COM COM 784635104 7,152 301,551 SH   DFND 1 301,551 0 0
SPX FLOW INC COM 78469X107 9,260 288,857 SH   DFND 1 288,857 0 0
SQUARE INC - A CL A 852234103 2,784 204,295 SH   DFND 1 204,295 0 0
SS&C TECHNOLOGIES HOLDINGS COM 78467J100 68 2,396 SH   DFND 1 2 2,396 0 0
SS&C TECHNOLOGIES HOLDINGS COM 78467J100 36,321 1,269,996 SH   DFND 1 1,269,996 0 0
ST JOE CO COM COM 790148100 9,492 499,584 SH   DFND 1 499,584 0 0
ST JUDE MED INC COM COM 790849103 202,636 2,530,071 SH   DFND 1 2,516,734 0 13,337
STAAR SURGICAL CO COM PAR $0.01 COM PAR $0.01 852312305 2,502 230,660 SH   DFND 1 230,660 0 0
STAG INDUSTRIAL INC COM 85254J102 12,696 531,907 SH   DFND 1 531,907 0 0
STAGE STORES INC COM NEW COM NEW 85254C305 884 202,510 SH   DFND 1 202,370 0 140
STAMPS COM INC COM COM NEW 852857200 44 386 SH   DFND 1 2 386 0 0
STAMPS COM INC COM COM NEW 852857200 14,082 122,833 SH   DFND 1 122,833 0 0
STANDARD MTR PRODS INC COM COM 853666105 8,007 150,451 SH   DFND 1 150,451 0 0
STANDEX INTL CORP COM COM 854231107 8,060 91,750 SH   DFND 1 91,750 0 0
STANLEY BLACK & DECKER INC COM 854502101 164,790 1,438,480 SH   DFND 1 1,431,670 0 6,810
STANLEY BLACK & DECKER INC COM 854502101 27 244 SH   DFND 1 2 244 0 0
STANLEY FURNITURE INC COM NEW COM NEW 854305208 39 44,313 SH   DFND 1 44,313 0 0
STAPLES INC COM COM 855030102 67,825 7,501,475 SH   DFND 1 7,471,503 0 29,972
STAPLES INC COM COM 855030102 490 54,149 SH   DFND 1 2 54,149 0 0
STAR BULK CARRIERS CORP SHS PAR Y8162K204 112 22,101 SH   DFND 1 22,101 0 0
STARBUCKS CORP COM COM 855244109 819,913 14,783,786 SH   DFND 1 14,677,029 0 106,757
STARRETT L S CO CL A CL A 855668109 235 25,372 SH   DFND 1 25,372 0 0
STARTEK INC COM COM 85569C107 250 29,610 SH   DFND 1 29,610 0 0
STARWOOD PROPERTY TRUST INC COM 85571B105 40,597 1,849,556 SH   DFND 1 1,846,956 0 2,600
STATE AUTO FINL CORP COM COM 855707105 3,473 129,576 SH   DFND 1 129,576 0 0
STATE BANK FINANCIAL CORP COM 856190103 7,758 288,856 SH   DFND 1 288,856 0 0
STATE NATIONAL COMPANIES INC COM 85711T305 3,174 229,015 SH   DFND 1 229,015 0 0
STATE STR CORP COM COM 857477103 243,250 3,133,837 SH   DFND 1 3,118,145 0 15,692
STATOIL ASA-SPON ADR SPONSORED ADR 85771P102 267 14,672 SH   DFND 1 12,907 0 1,765
STEALTHGAS INC SHS Y81669106 42 12,561 SH   DFND 1 12,561 0 0
STEEL DYNAMICS INC COM COM 858119100 83,128 2,336,369 SH   DFND 1 2,328,712 0 7,657
STEELCASE INC CL A CL A 858155203 703 39,329 SH   DFND 1 2 39,329 0 0
STEELCASE INC CL A CL A 858155203 16,179 903,860 SH   DFND 1 903,860 0 0
STEIN MART INC COM COM 858375108 1,229 224,330 SH   DFND 1 224,330 0 0
STEIN MART INC COM COM 858375108 5 1,047 SH   DFND 1 2 1,047 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 1,421 132,891 SH   DFND 1 132,891 0 0
STEPAN CO COM COM 858586100 12,402 152,214 SH   DFND 1 152,214 0 0
STERICYCLE INC COM COM 858912108 25 328 SH   DFND 1 2 328 0 0
STERICYCLE INC COM COM 858912108 59,176 769,036 SH   DFND 1 765,371 0 3,665
STERIS PLC SHS USD G84720104 32,901 488,230 SH   DFND 1 485,736 0 2,494
STERLING BANCORP/DE COM 85917A100 22,294 952,746 SH   DFND 1 952,746 0 0
STERLING CONSTRUCTION CO COM 859241101 1,204 142,384 SH   DFND 1 142,384 0 0
STEWART INFORMATION SVCS CO COM COM 860372101 7,590 164,735 SH   DFND 1 164,735 0 0
STIFEL FINL CORP COM COM 860630102 23,793 476,345 SH   DFND 1 474,422 0 1,923
STILLWATER MNG CO COM COM 86074Q102 14,223 882,877 SH   DFND 1 882,877 0 0
STOCK YARDS BANCORP INC COM 861025104 9,306 198,221 SH   DFND 1 198,221 0 0
STONEGATE BANK COM 861811107 5,082 121,795 SH   DFND 1 121,795 0 0
STONEGATE MORTGAGE GROUP COM 86181Q300 538 90,238 SH   DFND 1 90,238 0 0
STONERIDGE INC COM COM 86183P102 4,184 236,530 SH   DFND 1 236,530 0 0
STORE CAPITAL CORP COM 862121100 27,191 1,100,412 SH   DFND 1 1,100,412 0 0
STORE CAPITAL CORP COM 862121100 30 1,237 SH   DFND 1 2 1,237 0 0
STRAIGHT PATH COMM B CL B 862578101 2,276 67,129 SH   DFND 1 67,129 0 0
STRATA SKIN SCIENCES INC COM 86272A107 7 16,057 SH   DFND 1 16,057 0 0
STRATASYS LTD SHS M85548101 1,555 94,052 SH   DFND 1 94,052 0 0
STRATASYS LTD SHS M85548101 203 12,314 SH   DFND 1 2 12,314 0 0
STRATTEC SEC CORP COM COM 863111100 1,039 25,793 SH   DFND 1 25,793 0 0
STRATUS PROPERTIES INC COM NEW 863167201 1,241 37,898 SH   DFND 1 37,898 0 0
STRAYER ED INC COM COM 863236105 63 792 SH   DFND 1 2 792 0 0
STRAYER ED INC COM COM 863236105 6,289 78,010 SH   DFND 1 78,010 0 0
STREAMLINE HEALTH SOLUTIONS COM 86323X106 98 79,728 SH   DFND 1 79,728 0 0
STREETTRACKS GOLD TRUST GOLD SHS 78463V107 5,918 54,000 PRN   DFND 1 2 54,000 0 0
STRYKER CORP COM COM 863667101 313,522 2,620,273 SH   DFND 1 2,606,815 0 13,458
STUDENT TRANSPORTATION INC COM 86388A108 257 46,043 SH   DFND 1 46,043 0 0
STURM RUGER & CO INC COM COM 864159108 6,983 132,508 SH   DFND 1 132,508 0 0
STWD 4 01/15/19 NOTE 4.000% 1/1 85571BAB1 24,655 21,977,000 PRN   DFND 1 2 21,977,000 0 0
SUCAMPO PHARMACTCLS INC CL A 864909106 3,529 260,500 SH   DFND 1 260,500 0 0
SUCAMPO PHARMACTCLS INC CL A 864909106 657 48,533 SH   DFND 1 2 48,533 0 0
SUFFOLK BANCORP COM COM 864739107 3,476 81,192 SH   DFND 1 81,192 0 0
SUMITOMO MITSUI FINANCIAL GR-ADR SPONSORED ADR 86562M209 210 27,614 SH   DFND 1 15,904 0 11,710
SUMMER INFANT INC COM 865646103 151 74,137 SH   DFND 1 74,137 0 0
SUMMIT FINANCIAL GROUP INC COM 86606G101 1,422 51,684 SH   DFND 1 51,684 0 0
SUMMIT HOTEL PROPERTIES INC COM 866082100 15,118 943,152 SH   DFND 1 943,152 0 0
SUMMIT HOTEL PROPERTIES INC COM 866082100 49 3,109 SH   DFND 1 2 3,109 0 0
SUMMIT MATERIALS INC -CL A CL A 86614U100 15,073 633,610 SH   DFND 1 633,610 0 0
SUN BANCORP INC COM COM NEW 86663B201 2,426 93,321 SH   DFND 1 93,321 0 0
SUN COMMUNITIES INC COM COM 866674104 44,972 587,032 SH   DFND 1 587,032 0 0
SUN HYDRAULICS CORP COM COM 866942105 7,632 190,956 SH   DFND 1 190,956 0 0
SUNCOKE ENERGY INC COM 86722A103 5,944 524,250 SH   DFND 1 524,250 0 0
SUNCOR ENERGY INC COM COM 867224107 464 14,221 SH   DFND 1 13,381 0 840
SUNESIS PHARMACEUTICALS INC COM PAR 867328700 205 56,782 SH   DFND 1 56,782 0 0
SUNLINK HEALTH SYSTEMS INC COM 86737U102 23 19,190 SH   DFND 1 19,190 0 0
SUNOPTA INC COM 8676EP108 289 41,090 SH   DFND 1 41,090 0 0
SUNPOWER CORP COM 867652406 3,312 501,184 SH   DFND 1 501,184 0 0
SUNRUN INC COM 86771W105 2,790 525,518 SH   DFND 1 525,518 0 0
SUNSHINE HEART INC COM 86782U106 19 55,448 SH   DFND 1 55,448 0 0
SUNSTONE HOTEL INV INC -REDH COM 867892101 45,865 3,007,582 SH   DFND 1 3,007,582 0 0
SUNTRUST BKS INC COM COM 867914103 269,870 4,925,496 SH   DFND 1 4,904,205 0 21,291
SUNWORKS INC COM 86803X105 139 69,859 SH   DFND 1 69,859 0 0
SUPER MICRO COMPUTR INC COM 86800U104 12,094 431,187 SH   DFND 1 431,187 0 0
SUPERIOR ENERGY SVCS INC COM COM 868157108 18,467 1,094,042 SH   DFND 1 1,088,371 0 5,671
SUPERIOR INDS INTL INC COM COM 868168105 5,607 212,824 SH   DFND 1 212,824 0 0
SUPERIOR UNIFORM GROUP INC COM 868358102 1,199 61,142 SH   DFND 1 61,142 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 9,472 375,158 SH   DFND 1 375,158 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 82 3,271 SH   DFND 1 2 3,271 0 0
SUPERVALU INC COM COM 868536103 8,790 1,882,256 SH   DFND 1 1,882,256 0 0
SUPPORT.COM INC COM 86858W101 268 312,303 SH   DFND 1 312,303 0 0
SUPREME INDS INC -CL A CL A 868607102 1,331 84,839 SH   DFND 1 84,839 0 0
SURGERY PARTNERS INC COM 86881A100 2,746 173,302 SH   DFND 1 173,302 0 0
SURGICAL CARE AFFILIATES INC COM 86881L106 12,910 279,032 SH   DFND 1 279,032 0 0
SURMODICS INC COM COM 868873100 3,983 156,845 SH   DFND 1 156,845 0 0
SUTHERLAND ASSET MANAGEMENT COM 86933G105 661 49,166 SH   DFND 1 49,166 0 0
SVB FINANCIAL GROUP COM 78486Q101 65,506 381,604 SH   DFND 1 379,913 0 1,691
SWAY 4 1/2 10/15/17 REG NOTE 4.500%10/1 85571WAD1 4,262 4,000,000 PRN   DFND 1 2 4,000,000 0 0
SWIFT TRANSN CO COM CL A 87074U101 17,003 698,028 SH   DFND 1 698,028 0 0
SWN 6 1/4 DEP SHS 1/20 B 845467208 2,547 100,000 PRN   DFND 1 2 100,000 0 0
SYKES ENTERPRISES INC COM COM 871237103 13,049 452,170 SH   DFND 1 452,170 0 0
SYMANTEC CORP COM COM 871503108 140,098 5,871,046 SH   DFND 1 5,824,118 0 46,928
SYMANTEC CORP COM COM 871503108 28 1,202 SH   DFND 1 2 1,202 0 0
SYNACOR INC COM 871561106 401 129,572 SH   DFND 1 129,572 0 0
SYNALLOY CP DEL COM COM 871565107 397 36,285 SH   DFND 1 36,285 0 0
SYNAPTICS INC COM COM 87157D109 14,549 271,541 SH   DFND 1 270,528 0 1,013
SYNCHRONOSS TECHNLGS COM 87157B103 13,229 345,410 SH   DFND 1 345,410 0 0
SYNCHRONY FINANCIAL COM 87165B103 287,674 7,940,163 SH   DFND 1 7,906,195 0 33,968
SYNDAX PHARMACEUTICALS INC COM 87164F105 642 89,552 SH   DFND 1 89,552 0 0
SYNERGY PHARMACEUTICALS INC COM NEW 871639308 8,897 1,460,953 SH   DFND 1 1,460,953 0 0
SYNERGY PHARMACEUTICALS INC COM NEW 871639308 121 20,000 SH   DFND 1 2 20,000 0 0
SYNERGY RESOURCES CORP COM 87164P103 12,729 1,428,711 SH   DFND 1 1,428,711 0 0
SYNERON MEDICAL LTD ORD SHS M87245102 148 17,736 SH   DFND 1 17,736 0 0
SYNERON MEDICAL LTD ORD SHS M87245102 219 26,110 SH   DFND 1 2 26,110 0 0
SYNGENTA AG SPONSORED ADR SPONSORED ADR 87160A100 425 5,378 SH   DFND 1 4,433 0 945
SYNNEX CORP COM COM 87162W100 33,774 279,081 SH   DFND 1 278,238 0 843
SYNOPSYS INC COM COM 871607107 82,985 1,410,234 SH   DFND 1 1,405,841 0 4,393
SYNOVUS FINL CORP COM COM NEW 87161C501 36,097 878,702 SH   DFND 1 875,152 0 3,550
SYNTEL INC COM COM 87162H103 7,581 383,111 SH   DFND 1 383,111 0 0
SYNTHESIS ENERGY SYSTEMS INC COM 871628103 426 426,198 SH   DFND 1 426,198 0 0
SYNTHETIC BIOLOGICS INC COM 87164U102 409 537,143 SH   DFND 1 537,143 0 0
SYNUTRA INTERNATIONAL INC COM 87164C102 852 159,373 SH   DFND 1 159,373 0 0
SYPRIS SOLUTIONS INC COM COM 871655106 48 54,756 SH   DFND 1 54,756 0 0
SYROS PHARMACEUTICALS INC COM 87184Q107 435 35,836 SH   DFND 1 35,836 0 0
SYSCO CORP COM COM 871829107 230,995 4,177,370 SH   DFND 1 4,155,078 0 22,292
SYSTEMAX INC COM COM 871851101 545 62,248 SH   DFND 1 62,248 0 0
T2 BIOSYSTEMS INC COM 89853L104 616 117,178 SH   DFND 1 117,178 0 0
TABLEAU SOFTWARE INC - CL A CL A 87336U105 16,620 394,313 SH   DFND 1 394,313 0 0
TABULA RASA HEALTHCARE INC COM 873379101 312 20,860 SH   DFND 1 20,860 0 0
TACTILE SYSTEMS TECHNOLOGY NC COM 87357P100 989 60,327 SH   DFND 1 60,327 0 0
TAHOE RESOURCES INC COM 873868103 4,173 442,996 SH   DFND 1 442,996 0 0
TAILORED BRANDS INC COM 87403A107 10,156 397,498 SH   DFND 1 397,498 0 0
TAIWAN SEMICONDUCTOR-SP ADR SPONSORED ADR 874039100 734 25,545 SH   DFND 1 2 25,545 0 0
TAIWAN SEMICONDUCTOR-SP ADR SPONSORED ADR 874039100 896 31,192 SH   DFND 1 27,094 0 4,098
TAKE-TWO INTERACTIVE SOFTWA COM COM 874054109 31,906 647,314 SH   DFND 1 647,314 0 0
TAL EDUCATION GROUP- ADR ADS REPSTG COM 874080104 3,467 49,649 SH   DFND 1 49,276 0 373
TANDEM DIABETES CARE INC COM 875372104 315 146,739 SH   DFND 1 146,739 0 0
TANGER FACTORY OUTLET CTRS COM COM 875465106 28,448 795,097 SH   DFND 1 792,309 0 2,788
TANGOE INC COM 87582Y108 2,079 263,895 SH   DFND 1 263,895 0 0
TARENA INTERNATIONAL INC-ADR ADR 876108101 204 13,666 SH   DFND 1 13,666 0 0
TARENA INTERNATIONAL INC-ADR ADR 876108101 507 33,823 SH   DFND 1 2 33,823 0 0
TARGA RESOURCES CORP COM 87612G101 71,987 1,284,264 SH   DFND 1 1,283,850 0 414
TARGET CORP COM COM 87612E106 398,939 5,529,282 SH   DFND 1 5,503,427 0 25,855
TARGET CORP COM COM 87612E106 857 11,872 SH   DFND 1 2 11,872 0 0
TARO PHARMACEUTICAL INDS LT ORD SHS M8737E108 3,026 28,784 SH   DFND 1 28,784 0 0
TASER INTL INC COM COM 87651B104 9,460 390,270 SH   DFND 1 390,224 0 46
TATA MOTORS LTD-SPON ADR SPONSORED ADR 876568502 2,068 60,146 SH   DFND 1 59,453 0 693
TAUBMAN CTRS INC COM COM 876664103 38,142 515,926 SH   DFND 1 514,172 0 1,754
TAYLOR MORRISON HOME CORP-A CL A 87724P106 4,371 226,960 SH   DFND 1 226,960 0 0
TCF FINL CORP COM COM 872275102 26,151 1,334,932 SH   DFND 1 1,329,969 0 4,963
TD AMERITRADE HOLDINGS CORP COM 87236Y108 89,814 2,060,576 SH   DFND 1 2,060,576 0 0
TE CONNECTIVITY LTD REG SHS H84989104 32 463 SH   DFND 1 2 463 0 0
TE CONNECTIVITY LTD REG SHS H84989104 215,191 3,109,999 SH   DFND 1 3,094,674 0 15,325
TEAM HEALTH HOLDINGS INC COM 87817A107 23,390 538,342 SH   DFND 1 538,342 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 217 5,000 SH   DFND 1 2 5,000 0 0
TEAM INC COM 878155100 8,285 211,086 SH   DFND 1 211,086 0 0
TEARLAB CORP COM 878193101 66 130,328 SH   DFND 1 130,328 0 0
TECH DATA CORP COM COM 878237106 338 4,003 SH   DFND 1 2 4,003 0 0
TECH DATA CORP COM COM 878237106 32,860 388,050 SH   DFND 1 387,028 0 1,022
TECHTARGET INC -REDH COM 87874R100 1,059 124,248 SH   DFND 1 124,248 0 0
TECK COMINCO LTD -CL B CL B 878742204 148 7,419 SH   DFND 1 6,977 0 442
TECK COMINCO LTD -CL B CL B 878742204 159 7,955 SH   DFND 1 2 7,955 0 0
TECNOGLASS INC SHS G87264100 468 38,242 SH   DFND 1 38,242 0 0
TEEKAY SHIPPING MARSHALL IS COM COM Y8564W103 2,843 354,054 SH   DFND 1 354,054 0 0
TEEKAY TANKERS LTD CL A Y8565N102 427 188,952 SH   DFND 1 2 188,952 0 0
TEEKAY TANKERS LTD CL A Y8565N102 622 275,636 SH   DFND 1 240,775 0 34,861
TEGNA INC COM 87901J105 124 5,840 SH   DFND 1 2 5,840 0 0
TEGNA INC COM 87901J105 44,095 2,063,793 SH   DFND 1 2,053,585 0 10,208
TEJON RANCH CO DEL COM COM 879080109 2,492 98,010 SH   DFND 1 98,010 0 0
TELADOC INC COM 87918A105 2,358 142,943 SH   DFND 1 142,943 0 0
TELECOM ITALIA SPA - NEW-ADR SPON ADR ORD 87927Y102 105 11,820 SH   DFND 1 11,688 0 132
TELECOMUNICACOES DE SP SPONADR SPONSORED ADR 87936R106 473 35,393 SH   DFND 1 2 35,393 0 0
TELEDYNE TECHNOLOGIES INC COM COM 879360105 31,408 255,354 SH   DFND 1 254,340 0 1,014
TELEFLEX INC COM COM 879369106 50,580 313,977 SH   DFND 1 312,667 0 1,310
TELEFONICA S A SPONSORED ADR SPONSORED ADR 879382208 375 40,826 SH   DFND 1 39,803 0 1,023
TELENAV INV COM 879455103 1,475 209,359 SH   DFND 1 209,359 0 0
TELEPHONE & DATA SYS INC COM COM NEW 879433829 93 3,250 SH   DFND 1 2 3,250 0 0
TELEPHONE & DATA SYS INC COM COM NEW 879433829 19,675 681,511 SH   DFND 1 678,798 0 2,713
TELETECH HOLDINGS INC COM COM 879939106 4,668 153,054 SH   DFND 1 153,054 0 0
TELIGENT INC COM 87960W104 2,601 393,530 SH   DFND 1 393,530 0 0
TEMPLETON GLOBAL INCOME FUND COM 880198106 108 16,725 SH   DFND 1 2 16,725 0 0
TEMPUR-PEDIC INTERNATIONAL COM 88023U101 23,557 345,010 SH   DFND 1 343,548 0 1,462
TENAX THERAPEUTICS INC COM 88032L100 177 91,197 SH   DFND 1 91,197 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 84 5,706 SH   DFND 1 2 5,706 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 8,866 597,449 SH   DFND 1 595,136 0 2,313
TENGASCO INC COM PAR 88033R502 50 74,276 SH   DFND 1 74,276 0 0
TENNANT CO COM COM 880345103 8,881 124,743 SH   DFND 1 124,743 0 0
TENNECO AUTOMOTIVE INC COM COM 880349105 30 489 SH   DFND 1 2 489 0 0
TENNECO AUTOMOTIVE INC COM COM 880349105 48,549 777,172 SH   DFND 1 777,172 0 0
TERADATA CORP-REDH COM 88076W103 43 1,588 SH   DFND 1 2 1,588 0 0
TERADATA CORP-REDH COM 88076W103 34,514 1,271,432 SH   DFND 1 1,265,812 0 5,620
TERADYNE INC COM COM 880770102 36,598 1,440,890 SH   DFND 1 1,435,050 0 5,840
TERADYNE INC COM COM 880770102 282 11,134 SH   DFND 1 2 11,134 0 0
TEREX CORP NEW COM COM 880779103 24,166 766,447 SH   DFND 1 763,373 0 3,074
TERNIUM SA-SPONSORED ADR SPON ADR 880890108 1,004 41,589 SH   DFND 1 2 41,589 0 0
TERRAFORM GLOBAL INC - CL A CL A 88104M101 1,924 487,163 SH   DFND 1 487,163 0 0
TERRAFORM POWER INC - A CL A COM 88104R100 7,547 589,217 SH   DFND 1 589,217 0 0
TERRAVIA HOLDINGS INC COM 88105A106 679 591,092 SH   DFND 1 591,092 0 0
TERRENO REALTY CORP COM 88146M101 9,653 338,827 SH   DFND 1 338,827 0 0
TERRITORIAL BANCORP INC COM 88145X108 1,968 59,931 SH   DFND 1 59,931 0 0
TESARO INC COM 881569107 36,819 273,791 SH   DFND 1 273,791 0 0
TESCO CORP COM 88157K101 3,468 420,399 SH   DFND 1 420,399 0 0
TESLA INC COM 88160R101 184,139 862,019 SH   DFND 1 857,806 0 4,213
TESORO CORP COM COM 881609101 121,742 1,393,414 SH   DFND 1 1,388,040 0 5,374
TESSCO TECHNOLOGIES INC COM 872386107 443 34,124 SH   DFND 1 34,124 0 0
TESSERA HOLDING COM 88166T101 24,050 544,120 SH   DFND 1 543,937 0 183
TESSERA HOLDING COM 88166T101 470 10,641 SH   DFND 1 2 10,641 0 0
TETRA TECH INC NEW COM COM 88162G103 18,582 430,660 SH   DFND 1 430,660 0 0
TETRA TECHNOLOGIES INC DEL COM COM 88162F105 28 5,711 SH   DFND 1 2 5,711 0 0
TETRA TECHNOLOGIES INC DEL COM COM 88162F105 4,007 798,301 SH   DFND 1 798,068 0 233
TETRAPHASE PHARMACEUTICALS INC COM 88165N105 1,079 267,836 SH   DFND 1 267,836 0 0
TEVA PHARM INDS -ADR ADR 881624209 62,483 1,725,849 SH   DFND 1 1,724,904 0 945
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 29,051 370,550 SH   DFND 1 370,550 0 0
TEXAS INSTRS INC COM COM 882508104 744,007 10,206,970 SH   DFND 1 10,133,365 0 73,605
TEXAS ROADHOUSE INC-CLASS A COM 882681109 23,722 491,759 SH   DFND 1 489,896 0 1,863
TEXTAINER GROUP HLDNGS-REDH SHS G8766E109 1,360 182,661 SH   DFND 1 182,661 0 0
TEXTRON INC COM COM 883203101 122,451 2,524,588 SH   DFND 1 2,512,975 0 11,613
TFS FINANCIAL CORP COM 87240R107 13,736 721,441 SH   DFND 1 721,441 0 0
TG THERAPEUTICS INC COM 88322Q108 1,355 291,602 SH   DFND 1 291,602 0 0
THAI FUND COM 882904105 113 14,877 SH   DFND 1 2 14,877 0 0
THE BANCORP INC COM 05969A105 3,298 419,718 SH   DFND 1 419,718 0 0
THE CARLYLE GROUP COM UTS LTD PTN 14309L102 581 38,151 SH   DFND 1 38,151 0 0
THE COMMUNITY FINANCIAL CORP COM 20368X101 464 16,726 SH   DFND 1 16,726 0 0
THE NEW HOME CO INC COM 645370107 947 80,874 SH   DFND 1 80,874 0 0
THERAPEUTICS MD INC COM 88338N107 6,704 1,161,941 SH   DFND 1 1,161,941 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 9,921 311,202 SH   DFND 1 311,202 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 28 901 SH   DFND 1 2 901 0 0
THERMO ELECTRON CORP COM COM 883556102 469,200 3,329,612 SH   DFND 1 3,311,815 0 17,797
THERMO ELECTRON CORP COM COM 883556102 29 207 SH   DFND 1 2 207 0 0
THERMON GROUP HOLDINGS INC COM 88362T103 4,519 236,764 SH   DFND 1 236,764 0 0
THESTREET COM COM COM 88368Q103 88 104,636 SH   DFND 1 104,636 0 0
THIRD POINT REINSURANCE LTD COM G8827U100 5,130 444,233 SH   DFND 1 444,233 0 0
THOMSON REUTERS CORP COM 884903105 9,729 222,315 SH   DFND 1 222,215 0 100
THOR INDS INC COM COM 885160101 59 595 SH   DFND 1 2 595 0 0
THOR INDS INC COM COM 885160101 39,086 390,669 SH   DFND 1 389,280 0 1,389
THRESHOLD PHARMACEUTICALS COM NEW 885807206 179 407,569 SH   DFND 1 407,569 0 0
TIDEWATER INC COM COM 886423102 1,113 326,591 SH   DFND 1 326,591 0 0
TIER REIT INC COM NEW 88650V208 7,910 454,887 SH   DFND 1 454,887 0 0
TIER REIT INC COM NEW 88650V208 13 792 SH   DFND 1 2 792 0 0
TIFFANY & CO NEW COM COM 886547108 75,425 975,333 SH   DFND 1 970,399 0 4,934
TILE SHOP HOLDINGS INC COM 88677Q109 5,140 262,920 SH   DFND 1 262,920 0 0
TILLYS INC CL A CL A 886885102 1,105 83,799 SH   DFND 1 83,799 0 0
TILLYS INC CL A CL A 886885102 192 14,584 SH   DFND 1 2 14,584 0 0
TIM PARTICIPACOES SA-ADR SPONSORED ADR 88706P205 0 16 SH   DFND 1 0 0 16
TIM PARTICIPACOES SA-ADR SPONSORED ADR 88706P205 177 15,067 SH   DFND 1 2 15,067 0 0
TIMBERLAND BANCORP INC COM COM 887098101 453 21,937 SH   DFND 1 21,937 0 0
TIME INC COM 887228104 12,840 719,346 SH   DFND 1 715,486 0 3,860
TIME INC COM 887228104 267 15,000 SH   DFND 1 2 15,000 0 0
TIME WARNER INC COM COM NEW 887317303 646,364 6,704,367 SH   DFND 1 6,669,643 0 34,724
TIME WARNER INC COM COM NEW 887317303 1,930 20,000 SH   DFND 1 2 20,000 0 0
TIMKEN CO COM COM 887389104 20,171 508,099 SH   DFND 1 506,066 0 2,033
TIMKENSTEEL CORP COM 887399103 119 7,701 SH   DFND 1 2 7,701 0 0
TIMKENSTEEL CORP COM 887399103 4,086 263,960 SH   DFND 1 263,960 0 0
TIPTREE FINANCIAL INC A CL A 88822Q103 1,301 211,545 SH   DFND 1 211,545 0 0
TITAN INTL INC ILL COM COM 88830M102 3,400 303,343 SH   DFND 1 303,343 0 0
TITAN MACHINERY INC-REDH COM 88830R101 1,903 130,638 SH   DFND 1 130,638 0 0
TITAN PHARMACEUTICALS INC D COM COM NEW 888314309 487 121,909 SH   DFND 1 121,909 0 0
TIVO INC COM COM 88870P106 19,039 910,989 SH   DFND 1 910,627 0 362
TJX COS INC NEW COM COM 872540109 466,901 6,221,699 SH   DFND 1 6,191,915 0 29,784
T-MOBILE US INC COM 872590104 124,493 2,165,399 SH   DFND 1 2,142,696 0 22,703
TOKAI PHARMACEUTICALS INC COM 88907J107 84 86,328 SH   DFND 1 86,328 0 0
TOLL BROTHERS INC COM COM 889478103 33,462 1,079,786 SH   DFND 1 1,075,455 0 4,331
TOMPKINSTRUSTCO INC COM COM 890110109 9,549 101,007 SH   DFND 1 101,007 0 0
TONIX PHARMACEUTICALS HOLDING CORP COM NEW 890260201 47 101,710 SH   DFND 1 101,710 0 0
TOOTSIE ROLL INDS INC COM COM 890516107 6,568 165,249 SH   DFND 1 164,745 0 504
TOPBUILD CORP - W/I COM 89055F103 10,258 288,165 SH   DFND 1 288,077 0 88
TORCHLIGHT ENERGY RESOURCES INC COM 89102U103 128 109,034 SH   DFND 1 109,034 0 0
TORCHMARK CORP COM COM 891027104 77,097 1,046,452 SH   DFND 1 1,041,652 0 4,800
TORO CO COM COM 891092108 44,935 803,138 SH   DFND 1 799,965 0 3,173
TORONTO DOMINION BK ONT COM NEW COM NEW 891160509 851 17,254 SH   DFND 1 16,299 0 955
TOTAL FINA ELF S A SPONSORED ADR SPONSORED ADR 89151E109 1,594 31,276 SH   DFND 1 29,820 0 1,456
TOTAL SYS SVCS INC COM COM 891906109 69,732 1,424,053 SH   DFND 1 1,416,632 0 7,421
TOWER INTERNATIONAL INC COM 891826109 4,600 162,268 SH   DFND 1 162,268 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 23 1,235 SH   DFND 1 2 1,235 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 819 43,056 SH   DFND 1 43,056 0 0
TOWN SPORTS INTERNATIONAL COM 89214A102 258 103,537 SH   DFND 1 103,537 0 0
TOWNE BANK COM 89214P109 15,397 463,078 SH   DFND 1 463,078 0 0
TOWNSQUARE MEDIA INC CL A 892231101 545 52,429 SH   DFND 1 52,429 0 0
TOYOTA MOTOR CORP SP ADR REP2COM SP ADR REP2COM 892331307 1,244 10,616 SH   DFND 1 8,895 0 1,721
TPI COMPOSITES INC COM 87266J104 1,008 62,901 SH   DFND 1 62,901 0 0
TRACON PHARMACEUTICALS INC COM 89237H100 139 28,488 SH   DFND 1 28,488 0 0
TRACTOR SUPPLY CO COM COM 892356106 100,506 1,327,205 SH   DFND 1 1,317,809 0 9,396
TRADE DESK INC COM CL A 88339J105 1,518 54,882 SH   DFND 1 54,882 0 0
TRANS WORLD ENTMT CORP COM COM 89336Q100 147 45,231 SH   DFND 1 45,231 0 0
TRANSACT TECHNOLOGIES INC COM COM 892918103 221 33,579 SH   DFND 1 33,579 0 0
TRANSALTA CORP COMSTK 005271690 228 41,300 SH   DFND 1 2 41,300 0 0
TRANSALTA CORP COMSTK 005271690 9 1,695 SH   DFND 1 1,695 0 0
TRANSATLANTIC PETROLEUM LTD SHS NEW G89982113 108 97,946 SH   DFND 1 97,946 0 0
TRANSCANADA CORP COM 89353D107 326 7,239 SH   DFND 1 6,541 0 698
TRANSCONTINENTAL RLTY INVS COM NEW COM NEW 893617209 262 22,207 SH   DFND 1 22,207 0 0
TRANSENTERIX INC COM NEW 89366M201 637 490,560 SH   DFND 1 490,560 0 0
TRANSGENOMIC INC COM COM NEW 89365K305 3 13,347 SH   DFND 1 13,347 0 0
TRANSGLOBE ENERGY CORP COM 893662106 44 26,555 SH   DFND 1 26,555 0 0
TRANSIDGM GROUP INC COM 893641100 256 1,031 SH   DFND 1 2 1,031 0 0
TRANSIDGM GROUP INC COM 893641100 107,509 432,393 SH   DFND 1 430,234 0 2,159
TRANSOCEAN LTD REG SHS H8817H100 258 17,528 SH   DFND 1 2 17,528 0 0
TRANSOCEAN LTD REG SHS H8817H100 52,439 3,560,952 SH   DFND 1 3,544,230 0 16,722
TRANSUNION COM 89400J107 17,195 555,962 SH   DFND 1 555,962 0 0
TRANSUNION COM 89400J107 19 633 SH   DFND 1 2 633 0 0
TRAVELCENTERS OF AMERICA W/I COM 894174101 153 21,631 SH   DFND 1 21,631 0 0
TRAVELERS COS INC/THE COM 89417E109 305,386 2,497,687 SH   DFND 1 2,484,534 0 13,153
TRAVELPORT WORLDWIDE LTD SHS G9019D104 13,293 942,803 SH   DFND 1 942,803 0 0
TRAVELZOO INC COM NEW 89421Q205 426 45,364 SH   DFND 1 45,364 0 0
TRAVELZOO INC COM NEW 89421Q205 33 3,551 SH   DFND 1 2 3,551 0 0
TRC COS INC COM COM 872625108 1,713 161,637 SH   DFND 1 161,637 0 0
TRECORA RESOURCES COM 894648104 1,918 138,521 SH   DFND 1 138,521 0 0
TREDEGAR CORP COM COM 894650100 5,089 212,064 SH   DFND 1 212,064 0 0
TREEHOUSE FOODS INC COM 89469A104 28,521 395,083 SH   DFND 1 393,436 0 1,647
TREMOR VIDEO INC COM 89484Q100 336 135,251 SH   DFND 1 135,251 0 0
TREVENA INC COM 89532E109 2,202 374,590 SH   DFND 1 374,590 0 0
TREX INC COM COM 89531P105 13,458 208,981 SH   DFND 1 208,981 0 0
TRI POINTE GROUP INC COM 87265H109 14,838 1,292,517 SH   DFND 1 1,288,289 0 4,228
TRIANGLE PETROLEUM CORP COM NEW 89600B201 87 371,147 SH   DFND 1 371,147 0 0
TRIBUNE MEDIA CO - A CL A 896047503 19,495 557,336 SH   DFND 1 557,336 0 0
TRICO BANCSHARES COM COM 896095106 6,133 179,438 SH   DFND 1 179,438 0 0
TRI-CONTINENTAL CORP COM 895436103 2,191 99,398 SH   DFND 1 2 99,398 0 0
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UMPQUA HLDGS CORP COM COM 904214103 42,135 2,243,653 SH   DFND 1 2,235,501 0 8,152
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