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 10 989 SH   DFND 1 2 989 0 0
1 800 FLOWERS COM CL A CL A 68243Q106 2,522 247,328 SH   DFND 1 245,903 0 1,425
180 DEGREE CAPITAL CORP COM 68235B109 42 29,285 SH   DFND 1 29,285 0 0
1ST CONSTITUTION BANCORP COM 31986N102 860 46,650 SH   DFND 1 46,650 0 0
1ST SOURCE CORP COM COM 336901103 7,361 156,790 SH   DFND 1 156,790 0 0
21VIANET GROUP INC - ADR SPONSORED ADR 90138A103 157 28,620 SH   DFND 1 28,620 0 0
22ND CENTURY GROUP INC COM 90137F103 523 443,658 SH   DFND 1 443,658 0 0
2U INC COM 90214J101 13,164 331,923 SH   DFND 1 331,923 0 0
3-D SYS CORP DEL COM NEW COM NEW 88554D205 12,322 823,668 SH   DFND 1 820,331 0 3,337
3-D SYS CORP DEL COM NEW COM NEW 88554D205 31 2,085 SH   DFND 1 2 2,085 0 0
3M CO COM 88579Y101 1,204,437 6,303,345 SH   DFND 1 6,275,975 0 27,370
51JOBS INC-ADR SP ADR REP COM 316827104 555 15,160 SH   DFND 1 15,160 0 0
58 COM INC-ADR SPON ADR REP A 31680Q104 3,685 104,587 SH   DFND 1 104,587 0 0
8POINT3 ENERGY PARTNERS LP CL A RPT LTDPT 282539105 232 17,097 SH   DFND 1 17,097 0 0
8X8 INC NEW COM COM 282914100 32 2,140 SH   DFND 1 2 2,140 0 0
8X8 INC NEW COM COM 282914100 11,227 736,232 SH   DFND 1 736,232 0 0
A-MARK PRECIOUS METALS INC COM 00181T107 345 20,218 SH   DFND 1 20,218 0 0
A H BELO CORP COM CL A 001282102 702 114,207 SH   DFND 1 114,207 0 0
A10 NETWORKS INC COM 002121101 3,271 357,566 SH   DFND 1 357,566 0 0
AAC HOLDINGS INC COM 000307108 591 69,346 SH   DFND 1 69,346 0 0
AAON INC COM PAR $0.004 COM PAR $0.004 000360206 12,212 345,477 SH   DFND 1 345,477 0 0
AAR CORP COM COM 000361105 24 715 SH   DFND 1 2 715 0 0
AAR CORP COM COM 000361105 8,225 244,601 SH   DFND 1 244,601 0 0
AARON'S INC COM PAR $0.50 002535300 418 14,087 SH   DFND 1 2 14,087 0 0
AARON'S INC COM PAR $0.50 002535300 24,294 816,913 SH   DFND 1 814,940 0 1,973
ABAXIS INC COM 002567105 8,924 184,010 SH   DFND 1 183,488 0 522
ABB LTD-ADR SPONSORED ADR 000375204 535 22,874 SH   DFND 1 18,972 0 3,902
ABBOTT LABS COM COM 002824100 732,765 16,523,955 SH   DFND 1 16,443,701 0 80,254
ABBVIE INC COM 00287Y109 969,204 14,896,412 SH   DFND 1 14,822,265 0 74,147
ABBVIE INC COM 00287Y109 823 12,639 SH   DFND 1 2 12,639 0 0
ABEONA THERAPEUTICS INC COM 00289Y107 980 196,073 SH   DFND 1 196,073 0 0
ABERCROMBIE & FITCH CO CL A CL A 002896207 5,883 493,184 SH   DFND 1 492,513 0 671
ABERDEEN CHILE FUND INC COM 00301W105 274 39,328 SH   DFND 1 2 39,328 0 0
ABIOMED INC COM COM 003654100 39,939 319,008 SH   DFND 1 317,753 0 1,255
ABM INDS INC COM COM 000957100 18,796 431,123 SH   DFND 1 431,123 0 0
ABRAXAS PETE CORP COM COM 003830106 2,526 1,250,746 SH   DFND 1 1,250,746 0 0
AC IMMUNE SA SHS H00263105 337 32,536 SH   DFND 1 32,536 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 6,311 107,673 SH   DFND 1 107,673 0 0
ACACIA RESEARCH - ACACIA TEC ACACIA TCH COM 003881307 2,184 379,856 SH   DFND 1 379,856 0 0
ACADIA HEALTHCARE CO INC COM 00404A109 26,859 616,042 SH   DFND 1 616,042 0 0
ACADIA PHARMACEUTICALS INC COM COM 004225108 26,157 760,832 SH   DFND 1 760,502 0 330
ACADIA RLTY TR COM SH BEN INT COM SH BEN INT 004239109 25,163 837,113 SH   DFND 1 837,113 0 0
ACCELERON PHARMA INC COM 00434H108 7,185 271,440 SH   DFND 1 271,440 0 0
ACCENTURE LTD BERMUDA CL A SHS CLASS A G1151C101 75 632 SH   DFND 1 2 632 0 0
ACCENTURE LTD BERMUDA CL A SHS CLASS A G1151C101 804,494 6,719,469 SH   DFND 1 6,690,792 0 28,677
ACCESS NATIONAL CORP COM COM 004337101 3,181 105,968 SH   DFND 1 105,968 0 0
ACCLERATE DIAGNOSTICS INC COM 00430H102 5,478 226,394 SH   DFND 1 226,200 0 194
ACCO BRANDS CORP COM 00081T108 10,576 804,329 SH   DFND 1 804,329 0 0
ACCURAY INC COM 004397105 3,350 705,308 SH   DFND 1 705,308 0 0
ACELRX PHARMACEUTICALS INC COM 00444T100 712 226,156 SH   DFND 1 226,156 0 0
ACETO CORP COM COM 004446100 3,716 235,063 SH   DFND 1 235,063 0 0
ACHAOGEN INC COM 004449104 4,189 166,055 SH   DFND 1 166,055 0 0
ACHILLION PHARMACTCLS COM 00448Q201 4,221 1,002,784 SH   DFND 1 1,002,784 0 0
ACI WORLDWIDE INC COM 004498101 20,732 969,277 SH   DFND 1 965,662 0 3,615
ACLARIS THERAPEUTICS INC COM 00461U105 3,519 118,036 SH   DFND 1 118,036 0 0
ACNB CORP COM 000868109 1,015 35,191 SH   DFND 1 35,191 0 0
ACORDA THERAPEUTICS INC COM 00484M106 2 141 SH   DFND 1 2 141 0 0
ACORDA THERAPEUTICS INC COM 00484M106 9,254 440,683 SH   DFND 1 440,683 0 0
ACTINIUM PHARMACEUTICALS INC COM 00507W107 228 151,287 SH   DFND 1 151,287 0 0
ACTIVISION BLIZZARD INC COM 00507V109 21 425 SH   DFND 1 2 425 0 0
ACTIVISION BLIZZARD INC COM 00507V109 323,697 6,501,410 SH   DFND 1 6,448,853 0 52,557
ACTUA CORP COM 005094107 4,205 299,303 SH   DFND 1 299,303 0 0
ACTUANT CORP CL A NEW CL A NEW 00508X203 11,583 439,596 SH   DFND 1 439,596 0 0
ACUITY BRANDS INC COM COM 00508Y102 92,558 454,323 SH   DFND 1 452,418 0 1,905
ACUITY BRANDS INC COM COM 00508Y102 15 75 SH   DFND 1 2 75 0 0
ACUSHNET HOLDINGS CORP COM 005098108 3,008 174,078 SH   DFND 1 174,078 0 0
ACXIOM CORP COM COM 005125109 17,923 629,568 SH   DFND 1 627,162 0 2,406
ADAMAS PHARMACEUTICALS INC COM 00548A106 2,201 125,793 SH   DFND 1 125,793 0 0
ADAMIS PHARMACEUTICALS INC COM COM NEW 00547W208 363 85,464 SH   DFND 1 85,464 0 0
ADAMS EXPRESS COM 006212104 5,419 394,158 SH   DFND 1 2 394,158 0 0
ADAMS RESOURCES & ENERGY INC COM NEW 006351308 651 17,453 SH   DFND 1 17,453 0 0
ADAPTIMMUNE THERAPEUTICS - ADR SPONDS ADR 00653A107 92 16,841 SH   DFND 1 16,841 0 0
ADCARE HEALTH SYSTEMS COM NEW 00650W300 51 40,556 SH   DFND 1 40,556 0 0
ADDUS HOMECARE CORP COM 006739106 1,838 57,440 SH   DFND 1 57,440 0 0
ADDUS HOMECARE CORP COM 006739106 6 212 SH   DFND 1 2 212 0 0
ADDVANTAGE TECHNOLOGIES GRP COM NEW 006743306 22 11,928 SH   DFND 1 11,928 0 0
ADEPTUS HEALTH INC CL A 006855100 187 104,108 SH   DFND 1 104,108 0 0
ADESTO TECHNOLOGIES CORP COM 00687D101 188 45,505 SH   DFND 1 45,505 0 0
ADIENT PLC ORD SHS G0084W101 48,695 670,093 SH   DFND 1 669,947 0 146
ADMA BIOLOGICS INC COM 000899104 114 23,558 SH   DFND 1 23,558 0 0
ADOBE SYS INC COM COM 00724F101 610,096 4,695,244 SH   DFND 1 4,659,668 0 35,576
ADTRAN INC COM COM 00738A106 8,311 400,540 SH   DFND 1 400,540 0 0
ADURO BIOTECH INC COM 00739L101 2,825 262,809 SH   DFND 1 262,809 0 0
ADVANCED ACCELERATOR APP-ADR SPONSORED ADS 00790T100 880 22,095 SH   DFND 1 22,095 0 0
ADVANCED AUTO PARTS INC COM COM 00751Y106 27 184 SH   DFND 1 2 184 0 0
ADVANCED AUTO PARTS INC COM COM 00751Y106 111,677 754,266 SH   DFND 1 751,081 0 3,185
ADVANCED DISPOSAL SERVICES INC COM 00790X101 4,087 180,874 SH   DFND 1 180,874 0 0
ADVANCED DRAINAGE SYSTEMS INC COM 00790R104 6,128 279,833 SH   DFND 1 279,833 0 0
ADVANCED EMISSIONS SOLUTIONS INC COM 00770C101 1,501 157,441 SH   DFND 1 157,441 0 0
ADVANCED ENERGY INDS COM COM 007973100 25,732 375,331 SH   DFND 1 375,331 0 0
ADVANCED ENERGY INDS COM COM 007973100 118 1,729 SH   DFND 1 2 1,729 0 0
ADVANCED MICRO DEVICES INC COM COM 007903107 133,854 9,210,323 SH   DFND 1 9,176,963 0 33,360
ADVANCED SEMICONDUCTOR E- ADR SPONSORED ADR 00756M404 614 94,792 SH   DFND 1 2 94,792 0 0
ADVANCED SEMICONDUCTOR E- ADR SPONSORED ADR 00756M404 149 23,046 SH   DFND 1 19,186 0 3,860
ADVANCEPIERRE FOODS HOLDINGS INC COM 00782L107 8,342 267,641 SH   DFND 1 267,641 0 0
ADVANSIX INC. COM 00773T101 5,540 202,813 SH   DFND 1 202,813 0 0
ADVAXIS INC COM NEW 007624208 2,286 279,812 SH   DFND 1 279,812 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 365 135,256 SH   DFND 1 135,256 0 0
ADVISORY BRD CO COM COM 00762W107 15,403 329,133 SH   DFND 1 329,133 0 0
AECOM TECHNOLOGY CORP -REDH COM 00766T100 42,362 1,190,283 SH   DFND 1 1,185,462 0 4,821
AECOM TECHNOLOGY CORP -REDH COM 00766T100 30 860 SH   DFND 1 2 860 0 0
AEGION CORP COM 00770F104 6,358 277,556 SH   DFND 1 277,556 0 0
AEGLEA BIOTHERAPEUTICS INC COM 00773J103 246 33,142 SH   DFND 1 33,142 0 0
AEGON N V ORD AMER REG NY REGISTRY SH 007924103 65 12,851 SH   DFND 1 9,411 0 3,440
AEHR TEST SYSTEMS COM COM 00760J108 446 92,762 SH   DFND 1 92,762 0 0
AEMITIS INC COM NEW 00770K202 82 64,195 SH   DFND 1 64,195 0 0
AERCAP HOLDINGS NV SHS N00985106 16,652 364,381 SH   DFND 1 364,381 0 0
AERI PHARMACEUTICALS INC COM 00771V108 11,891 262,221 SH   DFND 1 262,221 0 0
AEROHIVE NETWORKS INC COM 007786106 1,162 276,186 SH   DFND 1 276,186 0 0
AEROJET ROCKETDYNE HOLDINGS INC COM 007800105 11,968 551,535 SH   DFND 1 551,535 0 0
AEROVIRONMENT INC COM 008073108 4,906 175,053 SH   DFND 1 175,053 0 0
AES CORP COM COM 00130H105 283 25,329 SH   DFND 1 2 25,329 0 0
AES CORP COM COM 00130H105 74,194 6,645,410 SH   DFND 1 6,616,818 0 28,592
AETHLON MEDICAL INC COM NEW 00808Y208 78 24,234 SH   DFND 1 24,234 0 0
AETNA INC NEW COM COM 00817Y108 404 3,172 SH   DFND 1 2 3,172 0 0
AETNA INC NEW COM COM 00817Y108 450,405 3,536,073 SH   DFND 1 3,519,675 0 16,398
AEVI GENOMIC MEDICINE INC COM 00835P105 15 8,079 SH   DFND 1 2 8,079 0 0
AEVI GENOMIC MEDICINE INC COM 00835P105 424 228,361 SH   DFND 1 228,361 0 0
AFFILIATED MANAGERS GROUP COM COM 008252108 87,871 536,768 SH   DFND 1 534,320 0 2,448
AFFILIATED MANAGERS GROUP COM COM 008252108 232 1,420 SH   DFND 1 2 1,420 0 0
AFFIMED NV COM N01045108 53 23,439 SH   DFND 1 23,439 0 0
AFLAC INC COM COM 001055102 294,824 4,076,593 SH   DFND 1 4,058,209 0 18,384
AG MORTGAGE INVESTMENT TRUST COM 001228105 3,625 200,851 SH   DFND 1 192,686 0 8,165
AGCO CORP COM COM 001084102 31,701 526,955 SH   DFND 1 524,894 0 2,061
AGCO CORP COM COM 001084102 30 500 SH   DFND 1 2 500 0 0
AGENUS INC COM NEW 00847G705 2,073 550,017 SH   DFND 1 550,017 0 0
AGENUS INC COM NEW 00847G705 17 4,555 SH   DFND 1 2 4,555 0 0
AGILE THERAPEUTICS INC COM 00847L100 644 201,152 SH   DFND 1 201,152 0 0
AGILENT TECHNOLOGIES INC COM COM 00846U101 173,245 3,281,284 SH   DFND 1 3,266,486 0 14,798
AGILYSYS INC COM 00847J105 1,183 125,286 SH   DFND 1 125,286 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 15,193 260,168 SH   DFND 1 260,168 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 217 3,731 SH   DFND 1 2 3,731 0 0
AGNC INVESTMENT CORP COM 00123Q104 58,891 2,961,810 SH   DFND 1 2,952,358 0 9,452
AGREE REALTY CORP COM 008492100 10,145 211,551 SH   DFND 1 211,551 0 0
AGRIUM INC COM COM 008916108 391 4,105 SH   DFND 1 4,105 0 0
AGROFRESH SOLUTIONS INC COM 00856G109 894 204,662 SH   DFND 1 204,662 0 0
AIMMUNE THERAPEUTICS INC COM 00900T107 4,502 207,210 SH   DFND 1 207,210 0 0
AIR LEASE CORP CL A 00912X302 77 1,989 SH   DFND 1 2 1,989 0 0
AIR LEASE CORP CL A 00912X302 28,501 735,529 SH   DFND 1 735,529 0 0
AIR METHODS CORP COM PAR $.06 COM PAR $.06 009128307 11,582 269,366 SH   DFND 1 269,366 0 0
AIR PRODS & CHEMS INC COM COM 009158106 242 1,791 SH   DFND 1 2 1,791 0 0
AIR PRODS & CHEMS INC COM COM 009158106 263,102 1,947,758 SH   DFND 1 1,937,849 0 9,909
AIR TRANSPORT SERVICES GROUP INC COM 00922R105 6,894 429,566 SH   DFND 1 429,566 0 0
AIRCASTLE LTD COM G0129K104 10,242 424,465 SH   DFND 1 424,465 0 0
AIRGAN INC COM 00938A104 553 36,494 SH   DFND 1 36,494 0 0
AIRMEDIA GROUP -ADS-REDH SPONSORED ADR 009411109 74 26,995 SH   DFND 1 26,995 0 0
AK STL HLDG CORP COM COM 001547108 5 800 SH   DFND 1 2 800 0 0
AK STL HLDG CORP COM COM 001547108 19,711 2,741,467 SH   DFND 1 2,741,467 0 0
AKAMAI TECHNOLOGIES INC COM COM 00971T101 64 1,081 SH   DFND 1 2 1,081 0 0
AKAMAI TECHNOLOGIES INC COM COM 00971T101 103,274 1,732,273 SH   DFND 1 1,719,780 0 12,493
AKEBIA THERAPEUTICS INC COM 00972D105 3,036 330,096 SH   DFND 1 330,096 0 0
AKER BIOSCIENCES INC COM 00973E102 21 12,000 SH   DFND 1 12,000 0 0
AKORN INC COM COM 009728106 16,765 696,232 SH   DFND 1 693,529 0 2,703
ALAMO GROUP INC COM COM 011311107 9,589 125,863 SH   DFND 1 125,863 0 0
ALARM.COM HOLDINGS INC COM 011642105 3,861 125,603 SH   DFND 1 125,603 0 0
ALASKA AIR GROUP INC COM COM 011659109 112,506 1,221,333 SH   DFND 1 1,215,603 0 5,730
ALASKA COMMUNICATIONS SYS G COM COM 01167P101 693 374,876 SH   DFND 1 374,876 0 0
ALBANY INTL CORP CL A CL A 012348108 10,347 224,710 SH   DFND 1 224,710 0 0
ALBANY MOLECULAR RESH INC COM COM 012423109 2,868 204,481 SH   DFND 1 204,481 0 0
ALBEMARLE CORP COM COM 012653101 121,949 1,155,933 SH   DFND 1 1,150,804 0 5,129
ALBIREO PHARMA COM 01345P106 329 13,746 SH   DFND 1 13,746 0 0
ALCOA CORP COM 013872106 36,657 1,065,625 SH   DFND 1 1,065,625 0 0
ALCOA CORP COM 013872106 107 3,126 SH   DFND 1 2 3,126 0 0
ALCOBRA LTD SHS M2239P109 17 15,744 SH   DFND 1 15,744 0 0
ALDER BIOPHARAMCEUTICALS INC COM 014339105 8,352 401,570 SH   DFND 1 401,570 0 0
ALDEYRA THERAPEUTICS INC COM 01438T106 274 54,888 SH   DFND 1 54,888 0 0
ALERE INC COM 01449J105 198 5,000 SH   DFND 1 2 5,000 0 0
ALERE INC COM 01449J105 26,268 661,179 SH   DFND 1 661,179 0 0
ALEXANDER & BALDWIN INC COM 014491104 15,963 358,568 SH   DFND 1 357,146 0 1,422
ALEXANDERS INC COM COM 014752109 11,224 25,992 SH   DFND 1 25,992 0 0
ALEXANDERS INC COM COM 014752109 79 183 SH   DFND 1 2 183 0 0
ALEXANDRIA REAL ESTATE EQ I COM COM 015271109 115,109 1,042,718 SH   DFND 1 1,038,881 0 3,837
ALEXION PHARMACEUTICALS INC COM COM 015351109 47 393 SH   DFND 1 2 393 0 0
ALEXION PHARMACEUTICALS INC COM COM 015351109 256,039 2,114,938 SH   DFND 1 2,098,515 0 16,423
ALIBABA GROUP HOLDING LTD SPONSORED ADS 01609W102 162,300 1,511,206 SH   DFND 1 1,510,597 0 609
ALICO INC COM COM 016230104 683 25,899 SH   DFND 1 25,899 0 0
ALIGN TECHNOLOGY INC COM COM 016255101 75,940 662,250 SH   DFND 1 659,917 0 2,333
ALIMERA SCIENCES INC COM 016259103 226 162,029 SH   DFND 1 162,029 0 0
ALJ 3 09/15/18 NOTE 3.000% 9/1 020520AB8 1,646 1,500,000 PRN   DFND 1 2 1,500,000 0 0
ALJ REGIONAL HLDGS INC COM 001627108 214 57,639 SH   DFND 1 57,639 0 0
ALKERMES INC COM SHS G01767105 70,221 1,200,761 SH   DFND 1 1,200,637 0 124
ALKERMES INC COM SHS G01767105 137 2,357 SH   DFND 1 2 2,357 0 0
ALLEGHANY CORP DEL COM COM 017175100 74,555 121,338 SH   DFND 1 120,859 0 479
ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 14,743 820,922 SH   DFND 1 817,545 0 3,377
ALLEGIANCE BANCSHARES INC COM 01748H107 3,492 93,873 SH   DFND 1 93,873 0 0
ALLEGIANT TRAVEL CO COM 01748X102 17,496 109,180 SH   DFND 1 109,180 0 0
ALLEGION PLC ORD SHS G0176J109 70,891 937,532 SH   DFND 1 933,371 0 4,161
ALLERGAN PLC SHS G0177J108 752,649 3,154,975 SH   DFND 1 3,140,001 0 14,974
ALLETE INC COM COM NEW 018522300 32,366 478,021 SH   DFND 1 478,021 0 0
ALLIANCE DATA SYSTEMS CORP COM COM 018581108 134,362 540,377 SH   DFND 1 537,964 0 2,413
ALLIANCE HOLDINGS GP LP COM UNITS LP 01861G100 1,497 54,607 SH   DFND 1 2 54,607 0 0
ALLIANCE HOLDINGS GP LP COM UNITS LP 01861G100 868 31,671 SH   DFND 1 31,671 0 0
ALLIANCE IMAGING INC COM NEW COM PAR 018606301 1,592 155,407 SH   DFND 1 154,940 0 467
ALLIANCE ONE INTERNATIONAL INC COM NEW 018772301 37 2,932 SH   DFND 1 2 2,932 0 0
ALLIANCE ONE INTERNATIONAL INC COM NEW 018772301 723 56,281 SH   DFND 1 56,281 0 0
ALLIANCE RES PARTNER L P UT LTD PART UT LTD PART 01877R108 1,351 62,432 SH   DFND 1 2 62,432 0 0
ALLIANCE RES PARTNER L P UT LTD PART UT LTD PART 01877R108 843 38,959 SH   DFND 1 38,959 0 0
ALLIANT ENERGY CORP COM COM 018802108 93,103 2,353,635 SH   DFND 1 2,343,288 0 10,347
ALLIED MOTION TECHNOLOGIES COM 019330109 1,341 66,744 SH   DFND 1 66,744 0 0
ALLIED WORLD ASSNC HDGS-REDH SHS H01531104 35,403 666,734 SH   DFND 1 666,734 0 0
ALLIED WORLD ASSNC HDGS-REDH SHS H01531104 1,285 24,200 SH   DFND 1 2 24,200 0 0
ALLIQUA INC COM NEW 019621200 41 82,393 SH   DFND 1 82,393 0 0
ALLISON TRANSMISSION HOLDING COM 01973R101 56,239 1,559,613 SH   DFND 1 1,559,613 0 0
ALLISON TRANSMISSION HOLDING COM 01973R101 820 22,747 SH   DFND 1 2 22,747 0 0
ALLOT COMMUNICATIONS LTD SHS M0854Q105 109 23,046 SH   DFND 1 23,046 0 0
ALLSCRIPTS HEALTHCARE SOLUT COM COM 01988P108 19,832 1,564,055 SH   DFND 1 1,558,439 0 5,616
ALLSTATE CORP COM COM 020002101 286,267 3,517,975 SH   DFND 1 3,502,177 0 15,798
ALLY FINANCIAL INC COM 02005N100 139 6,873 SH   DFND 1 2 6,873 0 0
ALLY FINANCIAL INC COM 02005N100 69,797 3,434,464 SH   DFND 1 3,434,464 0 0
ALMOST FAMILY INC COM 020409108 4,566 93,964 SH   DFND 1 93,964 0 0
ALNYLAM PHARMACEUTICALS INC COM COM 02043Q107 29,560 576,797 SH   DFND 1 576,673 0 124
ALON USA ENERGY INC COM 020520102 2,905 238,382 SH   DFND 1 237,438 0 944
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 3,358 195,386 SH   DFND 1 195,386 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 356 20,718 SH   DFND 1 2 20,718 0 0
ALPHABET INC - CLASS C CAP STK CL C 02079K107 2,560,188 3,090,355 SH   DFND 1 3,067,224 0 23,131
ALPHABET INC CLASS A CAP STK CL A 02079K305 2,613,901 3,087,253 SH   DFND 1 3,065,467 0 21,786
ALPHATEC HOLDINGS INC -REDH COM NEW 02081G201 117 50,614 SH   DFND 1 50,614 0 0
ALPINE GLOBAL PREMIER PROPRT COM SBI 02083A103 639 111,836 SH   DFND 1 2 111,836 0 0
ALPINE TOTAL DYNAMIC DIVIDEND COM SH BEN INT N 021060207 165 20,015 SH   DFND 1 2 20,015 0 0
ALTISOURCE PORTFOLIO SOLUTIONS REG SHS L0175J104 6,305 171,332 SH   DFND 1 171,332 0 0
ALTISOURCE RESIDENTIAL CORP - WI CL B 02153W100 6,149 403,227 SH   DFND 1 403,227 0 0
ALTRA HLDGS INC COM 02208R106 9,705 249,176 SH   DFND 1 249,176 0 0
ALTRIA GROUP INC COM 02209S103 1,289,688 18,084,668 SH   DFND 1 18,000,737 0 83,931
AMAG PHARMACEUTICALS INC COM 00163U106 8,101 359,289 SH   DFND 1 359,289 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 72 3,199 SH   DFND 1 2 3,199 0 0
AMAMARK HOLDINGS CORP COM 03852U106 69,303 1,880,386 SH   DFND 1 1,880,386 0 0
AMARIN CORP PLC SPONSORED ADR SPONS ADR NEW 023111206 442 138,134 SH   DFND 1 138,134 0 0
AMAYA INC COM 02314M108 1,307 77,048 SH   DFND 1 77,048 0 0
AMAZON COM INC COM COM 023135106 315 356 SH   DFND 1 2 356 0 0
AMAZON COM INC COM COM 023135106 3,500,176 3,953,637 SH   DFND 1 3,922,286 0 31,351
AMBAC FINL GROUP INC COM COM NEW 023139884 6,871 364,329 SH   DFND 1 364,329 0 0
AMBARELLA INC SHS G037AX101 3,890 71,105 SH   DFND 1 71,061 0 44
AMBER ROAD INC COM 02318Y108 1,035 134,082 SH   DFND 1 134,082 0 0
AMBEV SA - ADR SPONSORED ADR 02319V103 1,040 180,718 SH   DFND 1 180,718 0 0
AMC ENTERTAINMENT HLDS CL A COM 00165C104 12,844 408,395 SH   DFND 1 408,395 0 0
AMC NETWORKS INC - A W/I CL A 00164V103 27,150 462,689 SH   DFND 1 460,941 0 1,748
AMC NETWORKS INC - A W/I CL A 00164V103 370 6,313 SH   DFND 1 2 6,313 0 0
AMDOCS LTD ORD SHS G02602103 78,194 1,282,093 SH   DFND 1 1,282,093 0 0
AMEDICA CORP COM NEW 023435209 47 114,757 SH   DFND 1 114,757 0 0
AMEDISYS INC COM COM 023436108 11,850 231,953 SH   DFND 1 231,953 0 0
AMER FST TAX EX INVESTORS LP BEN UNIT CTF 02364V107 227 40,578 SH   DFND 1 40,578 0 0
AMERCO COM COM 023586100 20,493 53,781 SH   DFND 1 53,781 0 0
AMEREN CORP COM COM 023608102 129,124 2,368,682 SH   DFND 1 2,357,791 0 10,891
AMERESCO INC - CL A CL A 02361E108 895 136,680 SH   DFND 1 136,680 0 0
AMERICAN AIRLINES GROUP INC COM 02376R102 223,815 5,297,036 SH   DFND 1 5,259,952 0 37,084
AMERICAN ASSETS TRUST INC COM 024013104 16,564 395,897 SH   DFND 1 395,897 0 0
AMERICAN AXLE & MFG HLDGS I COM COM 024061103 19,359 1,030,848 SH   DFND 1 1,030,848 0 0
AMERICAN AXLE & MFG HLDGS I COM COM 024061103 330 17,580 SH   DFND 1 2 17,580 0 0
AMERICAN CAMPUS COMMUNITIES COM 024835100 59,397 1,248,103 SH   DFND 1 1,243,960 0 4,143
AMERICAN DG ENERGY INC COM 025398108 27 91,665 SH   DFND 1 91,665 0 0
AMERICAN EAGLE OUTFITTERS N COM COM 02553E106 28 2,042 SH   DFND 1 2 2,042 0 0
AMERICAN EAGLE OUTFITTERS N COM COM 02553E106 29,933 2,133,560 SH   DFND 1 2,127,494 0 6,066
AMERICAN ELEC PWR INC COM COM 025537101 306,021 4,565,499 SH   DFND 1 4,543,530 0 21,969
AMERICAN ELECTRIC TECHNOLOGIES COM COM 025576109 24 11,601 SH   DFND 1 11,601 0 0
AMERICAN EQUITY INVT LIFE HL COM 025676206 15,508 656,300 SH   DFND 1 656,300 0 0
AMERICAN EXPRESS CO COM COM 025816109 603,213 7,635,584 SH   DFND 1 7,601,763 0 33,821
AMERICAN FINL GROUP INC OHI COM COM 025932104 54,242 568,462 SH   DFND 1 566,197 0 2,265
AMERICAN HOMES 4 RENT CL A 02665T306 43,330 1,887,205 SH   DFND 1 1,887,205 0 0
AMERICAN INTERNATIONAL GROUP WRTS 45 01/19/21 *W EXP 01/19/202 026874156 15,034 703,519 SH   DFND 1 2 703,519 0 0
AMERICAN INTERNATIONAL GROUP WRTS 45 01/19/21 *W EXP 01/19/202 026874156 14 694 SH   DFND 1 694 0 0
AMERICAN INTL GROUP INC COM COM NEW 026874784 562,728 9,026,938 SH   DFND 1 8,986,681 0 40,257
AMERICAN NATL BANKSHARES IN COM COM 027745108 1,828 49,093 SH   DFND 1 49,093 0 0
AMERICAN NATL INS CO COM COM 028591105 10,934 92,642 SH   DFND 1 92,642 0 0
AMERICAN OUTDOOR BRANDS INC COM 02874P103 16,779 847,024 SH   DFND 1 847,024 0 0
AMERICAN OUTDOOR BRANDS INC COM 02874P103 5 266 SH   DFND 1 2 266 0 0
AMERICAN PUBLIC EDUCATION COM 02913V103 2,727 119,094 SH   DFND 1 119,094 0 0
AMERICAN RAILCAR INDUSTRIES COM 02916P103 2,869 69,825 SH   DFND 1 69,825 0 0
AMERICAN RENAL ASSOCIATES HOLDINGS, INC COM 029227105 1,312 77,726 SH   DFND 1 77,726 0 0
AMERICAN RIVER BANCKSHARES (CA) COM 029326105 191 12,925 SH   DFND 1 12,925 0 0
AMERICAN SOFTWARE INC CL A CL A 029683109 2,262 220,078 SH   DFND 1 220,078 0 0
AMERICAN STS WTR CO COM COM 029899101 16,075 362,884 SH   DFND 1 362,884 0 0
AMERICAN SUPERCONDUCTOR COR COM SHS NEW 030111207 677 98,805 SH   DFND 1 98,805 0 0
AMERICAN TOWER CORP CL A COM 03027X100 459,850 3,789,461 SH   DFND 1 3,770,975 0 18,486
AMERICAN VANGUARD CORP COM COM 030371108 3,177 191,395 SH   DFND 1 191,395 0 0
AMERICAN WATER WORKS CO-REDH COM 030420103 136,500 1,757,631 SH   DFND 1 1,749,947 0 7,684
AMERICAN WOODMARK CORP COM COM 030506109 13,205 143,852 SH   DFND 1 143,852 0 0
AMERICAS CAR MART INC COM COM 03062T105 2,245 61,593 SH   DFND 1 61,593 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 196,469 1,517,173 SH   DFND 1 1,510,070 0 7,103
AMERIPRISE FINANCIAL INC COM 03076C106 198 1,531 SH   DFND 1 2 1,531 0 0
AMERIS BANCORP COM COM 03076K108 13,983 303,329 SH   DFND 1 303,329 0 0
AMERISAFE INC COM 03071H100 9,950 153,315 SH   DFND 1 153,315 0 0
AMERISERV FINL INC COM COM 03074A102 55 14,728 SH   DFND 1 14,728 0 0
AMERISOURCEBERGEN CORP COM COM 03073E105 140,155 1,585,964 SH   DFND 1 1,577,766 0 8,198
AMES NATIONAL CORP COM 031001100 1,534 50,151 SH   DFND 1 50,151 0 0
AMETEK INC NEW COM COM 031100100 122,501 2,268,441 SH   DFND 1 2,257,602 0 10,839
AMGEN INC COM COM 031162100 1,417 8,642 SH   DFND 1 2 8,642 0 0
AMGEN INC COM COM 031162100 1,222,415 7,460,812 SH   DFND 1 7,406,325 0 54,487
AMICUS THERAPEUTICS INC-REDH COM 03152W109 8,323 1,167,356 SH   DFND 1 1,167,356 0 0
AMKOR TECHNOLOGY INC COM COM 031652100 16,509 1,424,493 SH   DFND 1 1,424,493 0 0
AMN HEALTHCARE SERVICES INC COM COM 001744101 14,678 361,548 SH   DFND 1 361,548 0 0
AMPCO-PITTSBURGH CORP COM COM 032037103 859 61,184 SH   DFND 1 61,184 0 0
AMPHASTAR PHARMACEUTICALS INC COM 03209R103 5,221 360,078 SH   DFND 1 360,078 0 0
AMPHENOL CORP NEW CL A CL A 032095101 225,728 3,175,971 SH   DFND 1 3,162,661 0 13,310
AMPIO PHARMACEUTICALS INC COM 03209T109 250 313,183 SH   DFND 1 313,183 0 0
AMPLIFY SNACK BRANDS INC COM 03211L102 1,920 228,619 SH   DFND 1 228,619 0 0
AMPLIPHI BIOSCIENCES CORP COM NEW 03211P301 7 17,690 SH   DFND 1 17,690 0 0
AMRI 2 1/4 11/15/18 NOTE 2.250%11/1 012423AB5 6,920 6,360,000 PRN   DFND 1 2 6,360,000 0 0
AMTECH SYS INC COM PAR $0.01N COM PAR $0.01N 032332504 377 68,573 SH   DFND 1 68,573 0 0
AMTRUST FINANCIAL SVCS -REDH COM 032359309 16,074 870,774 SH   DFND 1 870,774 0 0
AMYRIS INC COM 03236M101 311 588,026 SH   DFND 1 588,026 0 0
ANADARKO PETE CORP COM COM 032511107 321,428 5,192,078 SH   DFND 1 5,167,345 0 24,733
ANALOG DEVICES INC COM COM 032654105 306,082 3,740,028 SH   DFND 1 3,714,606 0 25,422
ANALOGIC CORP COM PAR $0.05 COM PAR $0.05 032657207 7,871 103,714 SH   DFND 1 103,714 0 0
ANALOGIC CORP COM PAR $0.05 COM PAR $0.05 032657207 76 1,008 SH   DFND 1 2 1,008 0 0
ANAPTYSBIO INC COM 032724106 1,522 54,865 SH   DFND 1 54,865 0 0
ANAVEX LIFE SCIENCES CORP COM NEW 032797300 1,589 276,974 SH   DFND 1 276,974 0 0
ANCHOR MUTUAL SAVINGS BANK/A COM 032838104 253 9,864 SH   DFND 1 9,864 0 0
ANDERSONS INC COM COM 034164103 8,507 224,472 SH   DFND 1 224,472 0 0
ANGIE'S LIST INC COM 034754101 194 34,066 SH   DFND 1 2 34,066 0 0
ANGIE'S LIST INC COM 034754101 1,870 328,211 SH   DFND 1 328,211 0 0
ANGIODYNAMICS INC COM COM 03475V101 6,352 366,148 SH   DFND 1 366,148 0 0
ANHEUSER-BUSCH INBEV SPN ADR SPONSORED ADR 03524A108 250 2,284 SH   DFND 1 2,284 0 0
ANI PHARMACEUTICALS INC COM 00182C103 3,187 64,378 SH   DFND 1 64,378 0 0
ANIKA THERAPEUTICS INC COM COM 035255108 5,084 117,036 SH   DFND 1 116,914 0 122
ANIXTER INTL INC COM COM 035290105 19,999 252,197 SH   DFND 1 251,867 0 330
ANNALY MTG MGMT INC COM COM 035710409 99,803 8,986,297 SH   DFND 1 8,981,434 0 4,863
ANSYS INC COM COM 03662Q105 76,646 717,444 SH   DFND 1 714,806 0 2,638
ANTARES PHARMA INC COM 036642106 77 27,163 SH   DFND 1 2 27,163 0 0
ANTARES PHARMA INC COM 036642106 2,644 931,071 SH   DFND 1 931,071 0 0
ANTERO RESOURCES CORP COM 03674X106 29,564 1,296,545 SH   DFND 1 1,296,545 0 0
ANTHEM INC COM 036752103 444,983 2,694,329 SH   DFND 1 2,681,997 0 12,332
ANTHEM INC COM 036752103 15 92 SH   DFND 1 2 92 0 0
ANTHERA PHARMACEUTICALS INC COM NEW 03674U201 151 355,172 SH   DFND 1 355,172 0 0
ANW 4 11/01/2018 NOTE 4.000%11/0 Y0020QAA9 8,953 8,062,000 PRN   DFND 1 2 8,062,000 0 0
ANWORTH MORTGAGE ASSET CP COM COM 037347101 5,944 1,071,060 SH   DFND 1 1,064,197 0 6,863
AON PLC SHS CL A G0408V102 278,907 2,353,502 SH   DFND 1 2,342,119 0 11,383
APACHE CORP COM COM 037411105 175,240 3,415,332 SH   DFND 1 3,398,532 0 16,800
APARTMENT INVT & MGMT CO CL A CL A 03748R101 81,864 1,847,590 SH   DFND 1 1,840,791 0 6,799
APARTMENT INVT & MGMT CO S-A 6 7/8 PFD CL A 6.875% 03748R762 383 14,529 SH   DFND 1 14,529 0 0
APOGEE ENTERPRISES INC COM COM 037598109 15,874 266,307 SH   DFND 1 266,307 0 0
APOLLO COMMERCIAL REAL ESTAT COM 03762U105 20,383 1,083,630 SH   DFND 1 1,075,107 0 8,523
APOLLO COMMERCIAL REAL ESTAT COM 03762U105 488 25,977 SH   DFND 1 2 25,977 0 0
APOLLO GLOBAL MANAGEMENT - A CL A SHS 037612306 271 11,184 SH   DFND 1 2 11,184 0 0
APOLLO INVESTMENT CORP COM 03761U106 3 552 SH   DFND 1 2 552 0 0
APOLLO INVESTMENT CORP COM 03761U106 182 27,799 SH   DFND 1 0 0 27,799
APPFOLIO INC - A COM CL A 03783C100 2,394 88,033 SH   DFND 1 88,033 0 0
APPLE COMPUTER INC COM COM 037833100 7,824,218 54,536,378 SH   DFND 1 54,149,853 0 386,525
APPLE COMPUTER INC COM COM 037833100 573 3,990 SH   DFND 1 2 3,990 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 27,535 1,441,652 SH   DFND 1 1,441,652 0 0
APPLIED DNA SCIENCES INC COM NEW 03815U201 138 84,126 SH   DFND 1 84,126 0 0
APPLIED GENETIC TECHNOLOGIES COM 03820J100 1,116 161,831 SH   DFND 1 157,887 0 3,944
APPLIED INDL TECHNOLOGIES I COM COM 03820C105 19,323 312,425 SH   DFND 1 312,425 0 0
APPLIED MATLS INC COM COM 038222105 880 22,638 SH   DFND 1 2 22,638 0 0
APPLIED MATLS INC COM COM 038222105 437,830 11,270,258 SH   DFND 1 11,191,380 0 78,878
APPLIED OPTOELECTRONICS INC COM 03823U102 7,747 137,983 SH   DFND 1 137,983 0 0
APPROACH RESOURCES INC COM 03834A103 674 268,688 SH   DFND 1 268,688 0 0
APPTIO INC - CLASS A CL A 03835C108 955 81,459 SH   DFND 1 81,459 0 0
APRICUS BIOSCIENCES INC COM NEW 03832V307 54 25,815 SH   DFND 1 25,815 0 0
APTARGROUP INC COM COM 038336103 37,080 481,630 SH   DFND 1 479,702 0 1,928
APTEVO THERAPEUTICS INC COM 03835L108 257 125,158 SH   DFND 1 125,065 0 93
AQUA AMERICA INC COM 03836W103 44,924 1,397,326 SH   DFND 1 1,391,809 0 5,517
AQUA AMERICA INC COM 03836W103 16 504 SH   DFND 1 2 504 0 0
AQUA METALS INC COM 03837J101 2,280 116,687 SH   DFND 1 116,687 0 0
AQUABOUNTY TECHNOLOGIES COM NEW 03842K200 140 12,696 SH   DFND 1 12,696 0 0
AQUAVENTURE HOLDINGS SHS G0443N107 1,326 77,711 SH   DFND 1 77,711 0 0
AQUINOX PHARMACEUTICALS INC COM 03842B101 2,028 121,532 SH   DFND 1 121,532 0 0
ARALEZ PHARMACEUTICALS INC COM 03852X100 76 35,815 SH   DFND 1 35,815 0 0
ARATANA THERAPEUTICS INC COM 03874P101 1,289 243,352 SH   DFND 1 243,352 0 0
ARAY 3 1/2 02/01/2018 NOTE 3.500% 2/0 004397AD7 5,964 5,500,000 PRN   DFND 1 2 5,500,000 0 0
ARBOR REALTY TRUST INC COM 038923108 1,957 233,575 SH   DFND 1 233,575 0 0
ARBUTUS BIOPHARMA CORP COM 03879J100 89 27,493 SH   DFND 1 27,493 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 1,052 305,065 SH   DFND 1 305,065 0 0
ARC GROUP WORLDWIDE INC COM 00213H105 155 37,083 SH   DFND 1 37,083 0 0
ARCADIA BIOSCIENCES INC COM 039014105 17 26,228 SH   DFND 1 26,228 0 0
ARCBEST CORP COM 03937C105 4,862 187,009 SH   DFND 1 187,009 0 0
ARCELORMITTAL-NY REGISTERED NY REGISTRY SH 03938L104 110 13,197 SH   DFND 1 11,269 0 1,928
ARCH CAPITAL GROUP LTD ORD G0450A105 99,449 1,049,706 SH   DFND 1 1,049,706 0 0
ARCH COAL CL A 039380407 9,944 144,246 SH   DFND 1 144,246 0 0
ARCHER DANIELS MIDLAND CO COM COM 039483102 244,894 5,327,074 SH   DFND 1 5,300,631 0 26,443
ARCHROCK INC COM 03957W106 10,528 849,085 SH   DFND 1 845,600 0 3,485
ARCHROCK INC COM 03957W106 389 31,400 SH   DFND 1 2 31,400 0 0
ARCHROCK PARTNERS LP COM UNITS REPSTG 03957U100 589 34,334 SH   DFND 1 34,334 0 0
ARCHROCK PARTNERS LP COM UNITS REPSTG 03957U100 391 22,802 SH   DFND 1 2 22,802 0 0
ARCONIC INC COM 03965L100 113,717 4,323,347 SH   DFND 1 4,304,300 0 19,047
ARDELYX INC COM 039697107 2,335 184,664 SH   DFND 1 184,664 0 0
ARDMORE SHIPPING CORP COM Y0207T100 1,788 222,153 SH   DFND 1 222,153 0 0
ARENA PHARMACEUTICALS INC COM COM 040047102 2,739 1,876,137 SH   DFND 1 1,876,137 0 0
ARES COMMERCIAL REAL ESTATE COM 04013V108 2,995 223,902 SH   DFND 1 222,727 0 1,175
ARGAN INC COM 04010E109 163 2,466 SH   DFND 1 2 2,466 0 0
ARGAN INC COM 04010E109 14,556 220,049 SH   DFND 1 220,049 0 0
ARGO GROUP INTERNATIONAL COM G0464B107 16,261 239,848 SH   DFND 1 239,848 0 0
ARGOS THERAPEUTICS INC COM 040221103 71 157,707 SH   DFND 1 157,707 0 0
ARI 5 1/2 03/15/19 NOTE 5.500% 3/1 03762UAA3 8,811 8,020,000 PRN   DFND 1 2 8,020,000 0 0
ARI NETWORK SVCS INC COM NEW COM NEW 001930205 360 69,276 SH   DFND 1 69,276 0 0
ARISTA NETWORKS INC COM 040413106 42,567 321,826 SH   DFND 1 321,826 0 0
ARK RESTAURANTS CORP COM COM 040712101 213 8,457 SH   DFND 1 8,457 0 0
ARLINGTON ASSET INVESTMENT COR CL A NEW 041356205 2,625 185,793 SH   DFND 1 179,054 0 6,739
ARMADA HOFFLER PROPERTIES INC COM 04208T108 3,932 283,128 SH   DFND 1 283,128 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 6,549 288,389 SH   DFND 1 286,003 0 2,386
ARMSTRONG FLOORING INC - W/I COM 04238R106 3,291 178,684 SH   DFND 1 178,684 0 0
ARMSTRONG WORLD INDUSTRIE COM 04247X102 17,637 383,008 SH   DFND 1 383,008 0 0
AROTECH CORP COM NEW 042682203 457 155,051 SH   DFND 1 155,051 0 0
ARQULE INC COM COM 04269E107 343 323,680 SH   DFND 1 323,680 0 0
ARRAY BIOPHARMA INC COM COM 04269X105 13,961 1,561,698 SH   DFND 1 1,561,698 0 0
ARRAY BIOPHARMA INC COM COM 04269X105 39 4,454 SH   DFND 1 2 4,454 0 0
ARRIS INTERNATIONAL PLC SHS G0551A103 37 1,428 SH   DFND 1 2 1,428 0 0
ARRIS INTERNATIONAL PLC SHS G0551A103 41,033 1,551,359 SH   DFND 1 1,545,473 0 5,886
ARROW ELECTRS INC COM COM 042735100 54,048 736,601 SH   DFND 1 733,831 0 2,770
ARROW FINL CORP COM COM 042744102 3,300 97,347 SH   DFND 1 97,347 0 0
ARROWHEAD PHARMACEUTICALS INC COM 04280A100 1,226 663,062 SH   DFND 1 663,062 0 0
ARTESIAN RESOURCES CORP-CL A CL A 043113208 3,586 110,162 SH   DFND 1 110,162 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 8,759 317,376 SH   DFND 1 316,082 0 1,294
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 750 27,185 SH   DFND 1 2 27,185 0 0
ASA GOLD AND PRECIOUS METALS L SHS G3156P103 186 15,472 SH   DFND 1 2 15,472 0 0
ASB BANCORP INC COM 00213T109 1,215 35,744 SH   DFND 1 35,744 0 0
ASBURY AUTOMOTIVE GROUP INC COM COM 043436104 9,960 165,731 SH   DFND 1 165,731 0 0
ASCENA RETAIL GROUP INC COM 04351G101 5,950 1,396,917 SH   DFND 1 1,396,917 0 0
ASCENDIS PHARMA A/S - ADR SPONSORED ADR 04351P101 414 14,817 SH   DFND 1 14,817 0 0
ASCENT MEDIA CORP-A-W/I COM SER A 043632108 1,270 89,937 SH   DFND 1 89,937 0 0
ASHFORD HOSPITALITY PRIME INC COM 044102101 2,915 274,782 SH   DFND 1 274,782 0 0
ASHFORD HOSPITALITY TRUST COM SHS 044103109 5,102 800,943 SH   DFND 1 800,943 0 0
ASHFORD INC COM 044104107 322 5,740 SH   DFND 1 5,740 0 0
ASHLAND GLOBAL HOLDINGS INC COM 044186104 59,689 482,280 SH   DFND 1 480,356 0 1,924
ASML HLDG NV N Y SHS N Y REGISTRY SHS N07059210 5,211 39,243 SH   DFND 1 39,175 0 68
ASPEN AEROGELS INC COM 04523Y105 393 94,870 SH   DFND 1 94,870 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 31,725 609,528 SH   DFND 1 607,676 0 1,852
ASPEN TECHNOLOGY INC COM COM 045327103 47,700 809,578 SH   DFND 1 809,578 0 0
ASSEMBLY BIOSCIENCES INC COM 045396108 2,497 97,964 SH   DFND 1 97,964 0 0
ASSOCIATED BANC CORP COM COM 045487105 28,440 1,165,582 SH   DFND 1 1,160,906 0 4,676
ASSOCIATED CAPITAL GROUP CL A 045528106 1,286 35,590 SH   DFND 1 35,590 0 0
ASSURANT INC COM 04621X108 55,204 577,824 SH   DFND 1 575,424 0 2,400
ASSURED GUARANTY LTD COM G0585R106 49,115 1,323,523 SH   DFND 1 1,323,523 0 0
ASSURED GUARANTY LTD COM G0585R106 29 786 SH   DFND 1 2 786 0 0
ASTA FUNDING INC COM 046220109 429 52,322 SH   DFND 1 52,322 0 0
ASTEC INDS INC COM COM 046224101 403 6,566 SH   DFND 1 2 6,566 0 0
ASTEC INDS INC COM COM 046224101 10,137 164,854 SH   DFND 1 164,854 0 0
ASTERIAS BIOTHERAPEUTIC-CL A COM SER A 04624N107 565 166,210 SH   DFND 1 166,210 0 0
ASTORIA FINL CORP COM COM 046265104 14,721 717,756 SH   DFND 1 717,756 0 0
ASTRAZENECA PLC SPONSORED ADR SPONSORED ADR 046353108 857 27,550 SH   DFND 1 25,598 0 1,952
ASTRO-MED INC NEW COM COM 04638F108 1,412 93,826 SH   DFND 1 93,826 0 0
ASTRONICS CORP COM COM 046433108 10,879 342,880 SH   DFND 1 342,880 0 0
ASTRONICS CORP COM COM 046433108 77 2,445 SH   DFND 1 2 2,445 0 0
ASTROTECH CORP COM 046484101 67 51,802 SH   DFND 1 51,802 0 0
ASURE SOFTWARE INC COM 04649U102 404 39,376 SH   DFND 1 39,376 0 0
AT HOME GROUP INC COM 04650Y100 1,083 71,501 SH   DFND 1 71,501 0 0
AT&T INC COM 00206R102 2,534,388 61,081,195 SH   DFND 1 60,800,516 0 280,679
ATARA BIOTHERAPEUTICS INC COM 046513107 3,568 173,639 SH   DFND 1 173,639 0 0
ATHENAHEALTH INC COM 04685W103 34,753 308,400 SH   DFND 1 308,400 0 0
ATHENAHEALTH INC COM 04685W103 29 264 SH   DFND 1 2 264 0 0
ATHENE HOLDING LTD-CLASS A CL A G0684D107 12,952 259,110 SH   DFND 1 259,110 0 0
ATHERSYS INC COM 04744L106 1,292 756,004 SH   DFND 1 756,004 0 0
ATKORE INTL GROUP INC COM 047649108 9,116 346,880 SH   DFND 1 346,880 0 0
ATLANTIC CAPITAL BANCSHARES COM 048269203 2,629 138,736 SH   DFND 1 138,736 0 0
ATLANTIC POWER CORP COM NEW 04878Q863 501 189,843 SH   DFND 1 189,843 0 0
ATLANTICA YIELD PLC SHS G0751N103 3,162 150,890 SH   DFND 1 150,255 0 635
ATLANTICUS HOLDINGS CORP COM 04914Y102 196 75,379 SH   DFND 1 75,379 0 0
ATLAS AIR WORLDWIDE HLDG INC COM NEW 049164205 11,706 211,116 SH   DFND 1 211,116 0 0
ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 1,034 75,786 SH   DFND 1 75,786 0 0
ATLASSIAN CORP PLC CL A G06242104 2,305 76,966 SH   DFND 1 76,966 0 0
ATMOS ENERGY CORP COM COM 049560105 63,849 808,610 SH   DFND 1 805,335 0 3,275
ATN INTERNATIONAL INC COM 00215F107 6,957 98,797 SH   DFND 1 98,797 0 0
ATRICURE INC COM 04963C209 4,899 255,862 SH   DFND 1 255,862 0 0
ATRION CORP COM COM 049904105 5,420 11,578 SH   DFND 1 11,578 0 0
ATWOOD OCEANICS INC COM COM 050095108 10,263 1,076,926 SH   DFND 1 1,076,926 0 0
ATYR PHARMA INC COM 002120103 392 112,178 SH   DFND 1 112,178 0 0
AU OPTRONICS CORP SPONSORED ADR 002255107 428 112,285 SH   DFND 1 2 112,285 0 0
AU OPTRONICS CORP SPONSORED ADR 002255107 14 3,819 SH   DFND 1 0 0 3,819
AUDENTES THERAPEUTICS INC COM 05070R104 756 44,420 SH   DFND 1 44,420 0 0
AUDIOCODES LTD ORD M15342104 72 10,378 SH   DFND 1 2 10,378 0 0
AUDIOCODES LTD ORD M15342104 140 20,040 SH   DFND 1 20,040 0 0
AURINIA PHARMACEUTICALS INC COM 05156V102 187 25,603 SH   DFND 1 25,603 0 0
AURIS MEDICAL AG COM H03579101 15 16,608 SH   DFND 1 16,608 0 0
AUTOBYTEL INC COM COM NEW 05275N205 126 10,087 SH   DFND 1 2 10,087 0 0
AUTOBYTEL INC COM COM NEW 05275N205 817 65,260 SH   DFND 1 65,260 0 0
AUTODESK INC COM COM 052769106 173,368 2,007,679 SH   DFND 1 1,992,867 0 14,812
AUTOHOME INC-ADR SP ADR RP CL A 05278C107 539 16,996 SH   DFND 1 2 16,996 0 0
AUTOLIV INC COM COM 052800109 53,854 526,881 SH   DFND 1 526,881 0 0
AUTOMATIC DATA PROCESSING I COM COM 053015103 488,748 4,779,648 SH   DFND 1 4,746,331 0 33,317
AUTONATION INC COM COM 05329W102 27,845 659,333 SH   DFND 1 656,416 0 2,917
AUTONATION INC COM COM 05329W102 149 3,530 SH   DFND 1 2 3,530 0 0
AUTOZONE INC COM COM 053332102 198,016 274,257 SH   DFND 1 273,029 0 1,228
AV HOMES INC COM 00234P102 1,490 90,601 SH   DFND 1 90,601 0 0
AVADEL PHARMACEUTICALS PLC SPONSORED ADR 05337M104 265 27,381 SH   DFND 1 27,381 0 0
AVADEL PHARMACEUTICALS PLC SPONSORED ADR 05337M104 37 3,882 SH   DFND 1 2 3,882 0 0
AVALONBAY CMNTYS INC COM COM 053484101 292,167 1,593,250 SH   DFND 1 1,587,312 0 5,938
AVANGRID INC COM 05351W103 18,779 439,380 SH   DFND 1 439,380 0 0
AVEO PHARMACEUTICALS INC COM 053588109 185 315,153 SH   DFND 1 315,153 0 0
AVERY DENNISON CORP COM COM 053611109 80,884 1,004,783 SH   DFND 1 1,000,726 0 4,057
AVEXIS INC COM 05366U100 9,694 127,512 SH   DFND 1 127,512 0 0
AVIAT NETWORKS INC COM NEW 05366Y201 353 24,013 SH   DFND 1 24,013 0 0
AVID TECHNOLOGY INC COM COM 05367P100 1,251 268,460 SH   DFND 1 268,460 0 0
AVINGER INC COM 053734109 298 157,207 SH   DFND 1 157,207 0 0
AVIRAGEN THERAPEUTICS INC COM 053761102 116 178,689 SH   DFND 1 178,689 0 0
AVIS BUDGET GROUP INC COM 053774105 20,483 692,491 SH   DFND 1 689,831 0 2,660
AVIS BUDGET GROUP INC COM 053774105 43 1,460 SH   DFND 1 2 1,460 0 0
AVISTA CORP COM COM 05379B107 18,959 485,531 SH   DFND 1 485,531 0 0
AVNET INC COM COM 053807103 46,222 1,010,454 SH   DFND 1 1,006,435 0 4,019
AVNET INC COM COM 053807103 29 651 SH   DFND 1 2 651 0 0
AVON PRODS INC COM COM 054303102 14,684 3,337,392 SH   DFND 1 3,322,246 0 15,146
AVX CORP NEW COM COM 002444107 8,459 516,450 SH   DFND 1 515,901 0 549
AWARE INC MASS COM COM 05453N100 184 39,179 SH   DFND 1 39,179 0 0
AXALTA COATING SYSTEMS LTD COM G0750C108 48,733 1,514,027 SH   DFND 1 1,514,027 0 0
AXCELIS TECHNOLOGIES INC COM COM NEW 054540208 4,348 231,298 SH   DFND 1 231,298 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 46,929 700,363 SH   DFND 1 700,363 0 0
AXOGEN CORP COM 05463X106 2,300 220,143 SH   DFND 1 220,143 0 0
AXOVANT SCIENCES LTD COM G0750W104 616 41,298 SH   DFND 1 41,298 0 0
AXSOME THERAPEUTICS INC COM 05464T104 225 57,803 SH   DFND 1 57,803 0 0
AXT INC COM COM 00246W103 1,252 215,960 SH   DFND 1 215,960 0 0
AZZ INC COM COM 002474104 12,049 202,511 SH   DFND 1 202,511 0 0
B COMMUNICATIONS LTD SHS M15629104 201 10,045 SH   DFND 1 10,045 0 0
B H P BILLITON PLC-ADR SPONSORED ADR 05545E209 728 23,397 SH   DFND 1 22,644 0 753
B H P BILLITON PLC-ADR SPONSORED ADR 05545E209 90 2,910 SH   DFND 1 2 2,910 0 0
B&G FOODS INC COM 05508R106 20,720 514,807 SH   DFND 1 514,408 0 399
B. RILEY FINANCIAL INC COM 05580M108 1,448 96,568 SH   DFND 1 96,568 0 0
BABCOCK & WILCOX ENTERP COM 05614L100 3,502 374,996 SH   DFND 1 374,996 0 0
BADGER METER INC COM 056525108 9,224 251,009 SH   DFND 1 251,009 0 0
BAIDU.COM ADR SPON ADR REP A 056752108 91,142 529,762 SH   DFND 1 521,614 0 8,148
BAKER HUGHES INC COM COM 057224107 257,221 4,305,783 SH   DFND 1 4,286,725 0 19,058
BALCHEM CORP COM COM 057665200 21,664 262,860 SH   DFND 1 262,860 0 0
BALDWIN & LYONS INC CL B CL B 057755209 1,867 76,399 SH   DFND 1 76,399 0 0
BALL CORP COM COM 058498106 121,443 1,637,759 SH   DFND 1 1,630,220 0 7,539
BALLANTYNE OMAHA INC COM COM 058516105 394 65,729 SH   DFND 1 65,729 0 0
BALLARD PWR SYS INC COM COM 058586108 197 89,219 SH   DFND 1 89,219 0 0
BANC OF CALIFORNIA INC COM 05990K106 7,679 370,968 SH   DFND 1 370,968 0 0
BANCFIRST CORP COM COM 05945F103 11,184 124,408 SH   DFND 1 124,408 0 0
BANCO BILBAO VIZCAYA-SP ADR SPONSORED ADR 05946K101 115 15,191 SH   DFND 1 7,457 0 7,734
BANCO MACRO SA SPON ADR B 05961W105 385 4,445 SH   DFND 1 2 4,445 0 0
BANCO SANTANDER CENT HISPAN ADR ADR 05964H105 416 68,546 SH   DFND 1 57,847 0 10,699
BANCORPSOUTH INC COM COM 059692103 19,508 644,918 SH   DFND 1 642,287 0 2,631
BANCORPSOUTH INC COM COM 059692103 19 647 SH   DFND 1 2 647 0 0
BANK MONTREAL QUE COM COM 063671101 554 7,416 SH   DFND 1 6,717 0 699
BANK MUTUAL CORP COM 063750103 3,200 340,493 SH   DFND 1 340,493 0 0
BANK NEW YORK INC COM COM 064058100 15 328 SH   DFND 1 2 328 0 0
BANK NEW YORK INC COM COM 064058100 491,107 10,412,681 SH   DFND 1 10,367,292 0 45,389
BANK NOVA SCOTIA HALIFAX COM COM 064149107 663 11,329 SH   DFND 1 10,668 0 661
BANK OF AMERICA CORP-CW18 *W EXP 10/28/201 060505153 380 414,179 SH   DFND 1 2 414,179 0 0
BANK OF AMERICA CORP-CW19 *W EXP 01/16/201 060505146 19,038 1,684,835 SH   DFND 1 2 1,684,835 0 0
BANK OF AMERICA CORPORATION COM COM 060505104 2,351,705 99,829,926 SH   DFND 1 99,377,395 0 452,531
BANK OF COMMERCE HOLDINGS COM COM 06424J103 1,141 106,722 SH   DFND 1 106,722 0 0
BANK OF HAWAII CORP COM 062540109 27,571 334,766 SH   DFND 1 333,452 0 1,314
BANK OF MARIN BANCORP/CA COM 063425102 2,732 42,465 SH   DFND 1 42,465 0 0
BANK OF NT BUTTERFIELD & SON SHS NEW G0772R208 1,331 41,740 SH   DFND 1 41,740 0 0
BANK OF SOUTH CAROLINA COM 065066102 223 10,761 SH   DFND 1 10,761 0 0
BANK OF THE OZARKS INC COM COM 063904106 30 588 SH   DFND 1 2 588 0 0
BANK OF THE OZARKS INC COM COM 063904106 39,385 757,260 SH   DFND 1 754,434 0 2,826
BANKFINANCIAL CORP COM 06643P104 1,968 135,570 SH   DFND 1 135,570 0 0
BANKRATE INC COM 06647F102 3,648 378,043 SH   DFND 1 378,043 0 0
BANKUNITED INC COM 06652K103 30,022 804,665 SH   DFND 1 804,665 0 0
BANKWELL FINANCIAL GROUP INC COM 06654A103 1,917 55,763 SH   DFND 1 55,763 0 0
BANNER CORP COM COM NEW 06652V208 32 589 SH   DFND 1 2 589 0 0
BANNER CORP COM COM NEW 06652V208 15,168 272,620 SH   DFND 1 272,620 0 0
BAOZUN INC ADR SPONSORED ADR 06684L103 224 15,025 SH   DFND 1 15,025 0 0
BAR HARBOR BANKSHARES COM 066849100 3,656 110,540 SH   DFND 1 110,540 0 0
BARCLAYS PLC ADR ADR 06738E204 877 78,095 SH   DFND 1 75,306 0 2,789
BARD C R INC COM COM 067383109 181,651 731,880 SH   DFND 1 728,770 0 3,110
BARNES & NOBLE EDUCATION COM 06777U101 2,704 282,054 SH   DFND 1 281,871 0 183
BARNES & NOBLE INC COM COM 067774109 3,985 430,860 SH   DFND 1 430,569 0 291
BARNES GROUP INC COM COM 067806109 19,768 385,058 SH   DFND 1 385,058 0 0
BARNWELL INDUSTRIES INC COM 068221100 27 14,145 SH   DFND 1 14,145 0 0
BARRACUDA NETWORKS INC COM 068323104 9,249 400,240 SH   DFND 1 400,240 0 0
BARRETT BUSINESS SERVICES I COM COM 068463108 109 1,996 SH   DFND 1 2 1,996 0 0
BARRETT BUSINESS SERVICES I COM COM 068463108 4,317 79,043 SH   DFND 1 79,043 0 0
BARRICK GOLD CORP COM COM 067901108 382 20,146 SH   DFND 1 19,340 0 806
BASSETT FURNITURE INDS INC COM COM 070203104 2,548 94,729 SH   DFND 1 94,729 0 0
BAXTER INTL INC COM COM 071813109 253,752 4,899,789 SH   DFND 1 4,877,070 0 22,719
BAZAARVOICE INC COM 073271108 3,218 748,484 SH   DFND 1 748,484 0 0
BB&T CORP COM COM 054937107 336,818 7,546,276 SH   DFND 1 7,509,257 0 37,019
BBVA BANCO FRANCES SA SPONSORED ADR 07329M100 235 12,775 SH   DFND 1 2 12,775 0 0
BCB BANCORP INC COM 055298103 1,102 66,207 SH   DFND 1 66,207 0 0
BE AEROSPACE INC COM COM 073302101 51,098 797,303 SH   DFND 1 794,156 0 3,147
BEACON ROOFING SUPPLY INC COM COM 073685109 24,334 495,006 SH   DFND 1 495,006 0 0
BEAR STATE FINANCIAL INC COM 073844102 1,053 112,025 SH   DFND 1 112,025 0 0
BEASLEY BROADCAST GROUP INC CL A CL A 074014101 123 10,641 SH   DFND 1 10,641 0 0
BEAZER HOMES USA INC COM COM NEW 07556Q881 130 10,778 SH   DFND 1 2 10,778 0 0
BEAZER HOMES USA INC COM COM NEW 07556Q881 2,914 240,241 SH   DFND 1 240,241 0 0
BEBE STORES INC COM COM NEW 075571208 99 25,604 SH   DFND 1 25,604 0 0
BECTON DICKINSON & CO COM COM 075887109 355,653 1,941,743 SH   DFND 1 1,931,941 0 9,802
BED BATH & BEYOND INC COM COM 075896100 262 6,647 SH   DFND 1 2 6,647 0 0
BED BATH & BEYOND INC COM COM 075896100 86,097 2,184,010 SH   DFND 1 2,177,596 0 6,414
BEIGENE LTD SPONSORED ADR 07725L102 345 9,428 SH   DFND 1 9,428 0 0
BEL FUSE INC CL B CL B 077347300 2,213 86,632 SH   DFND 1 86,632 0 0
BELDEN INC COM 077454106 22,775 329,175 SH   DFND 1 327,859 0 1,316
BELLCIUM PHARMACEUTICALS INC COM 079481107 2,209 179,012 SH   DFND 1 179,012 0 0
BELLERPHON THERAPEUTICS INC COM 078771102 190 127,995 SH   DFND 1 127,995 0 0
BELMOND LTD CL A G1154H107 7,773 642,472 SH   DFND 1 642,472 0 0
BEMIS INC COM COM 081437105 35,547 727,544 SH   DFND 1 724,662 0 2,882
BENCHMARK ELECTRS INC COM COM 08160H101 20,439 642,740 SH   DFND 1 642,740 0 0
BENEFICIAL BANCORP INC COM 08171T102 11,081 692,596 SH   DFND 1 692,596 0 0
BENEFITFOCUS INC COM 08180D106 3,407 121,929 SH   DFND 1 121,929 0 0
BERKLEY W R CORP COM COM 084423102 54,353 769,829 SH   DFND 1 766,817 0 3,012
BERKSHIRE HATHAWAY INC DEL CL B CL B NEW 084670702 3,098,544 18,614,198 SH   DFND 1 18,530,231 0 83,967
BERKSHIRE HILLS BANCORP INC COM COM 084680107 11,403 316,336 SH   DFND 1 316,336 0 0
BERRY GLOBAL GROUP INC COM 08579W103 158 3,262 SH   DFND 1 2 3,262 0 0
BERRY GLOBAL GROUP INC COM 08579W103 45,823 943,461 SH   DFND 1 943,461 0 0
BEST BUY INC COM COM 086516101 170,753 3,477,887 SH   DFND 1 3,464,800 0 13,087
BEST BUY INC COM COM 086516101 839 17,077 SH   DFND 1 2 17,077 0 0
BG STAFFING INC COM 05544A109 398 27,859 SH   DFND 1 27,859 0 0
BGC PARTNERS INC CL A 05541T101 19,987 1,759,454 SH   DFND 1 1,758,178 0 1,276
BHP BILLITON LTD SPONSORED ADR SPONSORED ADR 088606108 368 10,153 SH   DFND 1 2 10,153 0 0
BHP BILLITON LTD SPONSORED ADR SPONSORED ADR 088606108 406 11,205 SH   DFND 1 9,572 0 1,633
BIG 5 SPORTING GOODS CORP COM 08915P101 471 31,219 SH   DFND 1 2 31,219 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 8,474 561,245 SH   DFND 1 561,245 0 0
BIG LOTS INC COM COM 089302103 1,349 27,726 SH   DFND 1 2 27,726 0 0
BIG LOTS INC COM COM 089302103 26,436 543,064 SH   DFND 1 541,684 0 1,380
BIGLARI HOLDINGS INC COM 08986R101 3,805 8,809 SH   DFND 1 8,809 0 0
BILL BARRETT CORP COM 06846N104 3,427 753,207 SH   DFND 1 753,207 0 0
BIO RAD LABS INC CL A CL A 090572207 31,976 160,411 SH   DFND 1 159,770 0 641
BIO-PATH HOLDING INC COM 09057N102 569 688,183 SH   DFND 1 688,183 0 0
BIO-TECHNE GROUP COM 09073M104 30,553 300,577 SH   DFND 1 299,315 0 1,262
BIOAMBER INC COM 09072Q106 257 110,847 SH   DFND 1 110,847 0 0
BIOCEPT INC COM NEW 09072V204 57 27,210 SH   DFND 1 27,210 0 0
BIOCRYST PHARMACEUTICALS COM COM 09058V103 6,467 769,968 SH   DFND 1 769,968 0 0
BIOCRYST PHARMACEUTICALS COM COM 09058V103 26 3,147 SH   DFND 1 2 3,147 0 0
BIODELIVERY SCIENCES INTL INC COM 09060J106 894 470,726 SH   DFND 1 470,726 0 0
BIOGEN INC COM 09062X103 732 2,680 SH   DFND 1 2 2,680 0 0
BIOGEN INC COM 09062X103 647,045 2,369,495 SH   DFND 1 2,353,566 0 15,929
BIOLASE INC COM 090911108 282 209,558 SH   DFND 1 209,558 0 0
BIOLIFE SOLUTIONS INC COM NEW 09062W204 145 69,384 SH   DFND 1 69,384 0 0
BIOLINE RX LTD - SPONS ADR SPONSORED ADR 09071M106 24 25,413 SH   DFND 1 25,413 0 0
BIOMARIN PHARMACEUTICAL INC COM COM 09061G101 116,092 1,323,041 SH   DFND 1 1,318,019 0 5,022
BIOPHARMX CORP COM 09072X101 8 17,274 SH   DFND 1 17,274 0 0
BIOPTIX INC COM 09074N101 60 15,089 SH   DFND 1 15,089 0 0
BIOSCRIP INC COM COM 09069N108 1,604 944,054 SH   DFND 1 944,054 0 0
BIOSPECIFICS TECHNOLOGIES COM 090931106 388 7,085 SH   DFND 1 2 7,085 0 0
BIOSPECIFICS TECHNOLOGIES COM 090931106 3,231 58,974 SH   DFND 1 58,974 0 0
BIOSTAGE INC COM 09074M103 10 27,554 SH   DFND 1 27,554 0 0
BIOTELEMETRY INC COM 090672106 6,680 230,763 SH   DFND 1 230,763 0 0
BIOTIME INC COM COM 09066L105 3,599 1,043,378 SH   DFND 1 1,043,378 0 0
BIOVERATIV INC COM 09075E100 42,809 786,074 SH   DFND 1 782,513 0 3,561
BJ'S RESTAURANTS INC COM 09180C106 7,070 175,007 SH   DFND 1 175,007 0 0
BLACK BOX CORP DEL COM COM 091826107 231 25,910 SH   DFND 1 2 25,910 0 0
BLACK BOX CORP DEL COM COM 091826107 1,282 143,340 SH   DFND 1 140,333 0 3,007
BLACK DIAMOND INC COM 09202G101 800 146,884 SH   DFND 1 146,884 0 0
BLACK HILLS CORP COM COM 092113109 27,390 412,080 SH   DFND 1 410,435 0 1,645
BLACK KNIGHT FINANCIAL-CL A CL A 09214X100 6,887 179,819 SH   DFND 1 179,819 0 0
BLACKBAUD INC COM COM 09227Q100 29,543 385,334 SH   DFND 1 385,334 0 0
BLACKBERRY LTD COM 09228F103 2,202 284,428 SH   DFND 1 284,428 0 0
BLACKHAWK NETWORK HOLDINGS INC COM 09238E104 18,124 446,415 SH   DFND 1 446,415 0 0
BLACKLINE INC COM 09239B109 3,605 121,137 SH   DFND 1 121,137 0 0
BLACKROCK INC CL A COM 09247X101 446,886 1,166,937 SH   DFND 1 1,161,331 0 5,606
BLACKROCK RESOURCES & COMMOD SHS 09257A108 938 109,168 SH   DFND 1 2 109,168 0 0
BLACKSTONE MORTGAGE TRUST INC COM CL A 09257W100 33 1,082 SH   DFND 1 2 1,082 0 0
BLACKSTONE MORTGAGE TRUST INC COM CL A 09257W100 18,175 587,059 SH   DFND 1 587,059 0 0
BLOCK H & R INC COM COM 093671105 58,555 2,521,345 SH   DFND 1 2,511,624 0 9,721
BLOCK H & R INC COM COM 093671105 21 908 SH   DFND 1 2 908 0 0
BLOOMIN' BRANDS INC COM 094235108 16,747 848,818 SH   DFND 1 848,818 0 0
BLUCORA INC COM 095229100 5,442 314,585 SH   DFND 1 314,585 0 0
BLUE BIRD CORP COM 095306106 1,032 60,189 SH   DFND 1 60,189 0 0
BLUE BUFFALO PET PRODUCTS INC COM 09531U102 17,342 754,041 SH   DFND 1 754,041 0 0
BLUE BUFFALO PET PRODUCTS INC COM 09531U102 49 2,132 SH   DFND 1 2 2,132 0 0
BLUE CAPITAL REINSURANCE HOL COM G1190F107 624 32,357 SH   DFND 1 32,357 0 0
BLUE HILLS BANCORP INC COM 095573101 4,196 235,091 SH   DFND 1 235,091 0 0
BLUEBIRD BIO INC COM 09609G100 32,288 355,213 SH   DFND 1 355,213 0 0
BLUEKNIGHT ENERGY PARTNERS COM UNIT 09625U109 17 2,646 SH   DFND 1 2 2,646 0 0
BLUEKNIGHT ENERGY PARTNERS COM UNIT 09625U109 144 21,447 SH   DFND 1 21,447 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 9,985 249,697 SH   DFND 1 249,697 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 173 4,329 SH   DFND 1 2 4,329 0 0
BLUEROCK RESIDENTIAL GROWTH COM CL A 09627J102 2,792 226,827 SH   DFND 1 226,827 0 0
BMC STOCK HOLDINGS INC COM 05591B109 11,077 490,176 SH   DFND 1 490,176 0 0
BNC BANCORP COM 05566T101 13,614 388,420 SH   DFND 1 388,420 0 0
BOB EVANS FARMS INC COM COM 096761101 11,150 171,888 SH   DFND 1 171,772 0 116
BOEING CO COM COM 097023105 758 4,287 SH   DFND 1 2 4,287 0 0
BOEING CO COM COM 097023105 1,069,745 6,056,492 SH   DFND 1 6,031,847 0 24,645
BOFI HOLDING INC COM 05566U108 18,821 720,319 SH   DFND 1 720,319 0 0
BOFI HOLDING INC COM 05566U108 30 1,165 SH   DFND 1 2 1,165 0 0
BOINGO WIRELESS INC COM 09739C102 4,060 312,594 SH   DFND 1 312,594 0 0
BOISE CASCASDE CO COM 09739D100 7,784 291,570 SH   DFND 1 291,570 0 0
BOJANGLES' INC COM 097488100 2,658 129,707 SH   DFND 1 129,707 0 0
BOK FINL CORP COM NEW COM NEW 05561Q201 17,812 227,576 SH   DFND 1 227,576 0 0
BON-TON STORES INC COM COM 09776J101 61 72,989 SH   DFND 1 72,989 0 0
BONANZA CREEK ENERGY INC COM 097793103 247 213,409 SH   DFND 1 213,409 0 0
BOOT BARN HOLDINGS INC COM 099406100 1,007 101,834 SH   DFND 1 101,834 0 0
BOOZ ALLEN HAMILTON HOLDING CL A 099502106 38,614 1,091,114 SH   DFND 1 1,091,114 0 0
BORG WARNER INC COM COM 099724106 90,048 2,157,575 SH   DFND 1 2,148,852 0 8,723
BOSTON BEER INC CL A CL A 100557107 28 194 SH   DFND 1 2 194 0 0
BOSTON BEER INC CL A CL A 100557107 10,593 73,235 SH   DFND 1 72,948 0 287
BOSTON PRIVATE FINL HLDGS I COM COM 101119105 11,231 684,859 SH   DFND 1 684,859 0 0
BOSTON PROPERTIES INC COM COM 101121101 230,394 1,742,131 SH   DFND 1 1,735,479 0 6,652
BOSTON SCIENTIFIC CORP COM COM 101137107 300,963 12,120,374 SH   DFND 1 12,061,212 0 59,162
BOTTOMLINE TECH DEL INC COM COM 101388106 7,585 320,734 SH   DFND 1 320,734 0 0
BOULDER GROWTH & INC FUND COM 101507101 5,330 573,149 SH   DFND 1 2 573,149 0 0
BOULEVARD ACQUISITION CORP II CL A 10157Q102 238 23,845 SH   DFND 1 23,845 0 0
BOVIE MEDICAL CORP COM 10211F100 276 103,728 SH   DFND 1 103,728 0 0
BOX INC - CLASS A CL A 10316T104 6,918 424,197 SH   DFND 1 424,197 0 0
BOYD GAMING CORP COM COM 103304101 13,786 626,353 SH   DFND 1 626,353 0 0
BP PLC SPONSORED ADR SPONSORED ADR 055622104 2,040 59,122 SH   DFND 1 56,957 0 2,165
BRADY CORP CL A CL A 104674106 42 1,109 SH   DFND 1 2 1,109 0 0
BRADY CORP CL A CL A 104674106 16,434 425,219 SH   DFND 1 425,219 0 0
BRAINSTORM CELL THERAPEUTICS COM NEW 10501E201 311 73,366 SH   DFND 1 73,366 0 0
BRANDYWINE RLTY TR SH BEN INT NEW SH BEN INT NEW 105368203 26,279 1,619,198 SH   DFND 1 1,619,198 0 0
BRAVO BRIO RESTAURANT GROUP COM 10567B109 435 85,373 SH   DFND 1 85,373 0 0
BRCD 1 3/8 01/01/20 NOTE 1.375% 1/0 111621AQ1 5,056 5,000,000 PRN   DFND 1 2 5,000,000 0 0
BRF - BRASIL FOODS SA-ADR SPONSORED ADR 10552T107 141 11,587 SH   DFND 1 9,812 0 1,775
BRIDGE BANCORP INC COM 108035106 6,189 176,852 SH   DFND 1 176,852 0 0
BRIDGEPOINT EDUCATION INC COM 10807M105 1,214 113,792 SH   DFND 1 113,792 0 0
BRIGGS & STRATTON CORP COM COM 109043109 7,704 343,197 SH   DFND 1 343,197 0 0
BRIGHT HORIZONS FAMILY SOLUTIONS INC COM 109194100 24,964 344,380 SH   DFND 1 344,380 0 0
BRIGHTCOVE COM 10921T101 2,436 273,798 SH   DFND 1 273,798 0 0
BRINK'S CO/THE COM 109696104 18,553 347,111 SH   DFND 1 347,111 0 0
BRINKER INTL INC COM COM 109641100 17,570 399,698 SH   DFND 1 398,099 0 1,599
BRISTOL MYERS SQUIBB CO COM COM 110122108 926,046 17,052,373 SH   DFND 1 16,976,664 0 75,709
BRISTOL MYERS SQUIBB CO COM COM 110122108 815 15,000 SH   DFND 1 2 15,000 0 0
BRISTOW GROUP INC COM 110394103 3,713 244,171 SH   DFND 1 244,171 0 0
BRITISH AMERN TOB PLC SPONSORED ADR SPONSORED ADR 110448107 79 1,199 SH   DFND 1 2 1,199 0 0
BRITISH AMERN TOB PLC SPONSORED ADR SPONSORED ADR 110448107 2,148 32,394 SH   DFND 1 32,394 0 0
BRIXMOR PROPERTY GROUP COM 11120U105 58,010 2,704,001 SH   DFND 1 2,704,001 0 0
BRIXMOR PROPERTY GROUP COM 11120U105 29 1,395 SH   DFND 1 2 1,395 0 0
BROADCOM LTD SHS Y09827109 835,007 3,819,084 SH   DFND 1 3,789,693 0 29,391
BROADRIDGE FINANCIAL SOLUTNS COM 11133T103 68,366 1,006,449 SH   DFND 1 1,002,504 0 3,945
BROADSOFT INC COM 11133B409 10,005 248,897 SH   DFND 1 248,897 0 0
BROADWIND ENERGY INC COM NEW 11161T207 614 73,781 SH   DFND 1 73,781 0 0
BROADWIND ENERGY INC COM NEW 11161T207 79 9,538 SH   DFND 1 2 9,538 0 0
BROCADE COMMUNICATIONS SYS COM COM NEW 111621306 41,658 3,338,002 SH   DFND 1 3,323,531 0 14,471
BROOKDALE SENIOR LIVING INC COM 112463104 19,294 1,436,650 SH   DFND 1 1,436,650 0 0
BROOKFIELD ASSET MANAGEMENT INC CL A LTD VT SH 112585104 264 7,262 SH   DFND 1 4,930 0 2,332
BROOKLINE BANCORP INC COM COM 11373M107 10,343 660,917 SH   DFND 1 660,917 0 0
BROOKS-PRI AUTOMATION INC COM 114340102 75 3,391 SH   DFND 1 2 3,391 0 0
BROOKS-PRI AUTOMATION INC COM 114340102 16,195 723,032 SH   DFND 1 723,032 0 0
BROWN & BROWN INC COM COM 115236101 36,992 886,686 SH   DFND 1 883,148 0 3,538
BROWN FORMAN CORP CL A 115637100 4,365 92,750 SH   DFND 1 92,750 0 0
BROWN FORMAN CORP CL B CL B 115637209 92,393 2,003,267 SH   DFND 1 1,995,680 0 7,587
BRT APARTMENTS CORP COM 055645303 1,745 208,311 SH   DFND 1 208,311 0 0
BRUKER BIOSCIENCES CORP COM 116794108 27,344 1,172,083 SH   DFND 1 1,172,083 0 0
BRUNSWICK CORP COM COM 117043109 47,100 769,619 SH   DFND 1 766,842 0 2,777
BRYN MAWR BK CORP COM COM 117665109 5,825 147,487 SH   DFND 1 147,487 0 0
BSB BANCORP INC/MA COM 05573H108 1,564 55,384 SH   DFND 1 55,384 0 0
BSQUARE CORP COM COM NEW 11776U300 277 51,409 SH   DFND 1 51,409 0 0
BT GROUP PLC ADR ADR 05577E101 283 14,091 SH   DFND 1 13,513 0 578
BT GROUP PLC ADR ADR 05577E101 109 5,436 SH   DFND 1 2 5,436 0 0
BUCKLE INC COM COM 118440106 3,835 206,218 SH   DFND 1 204,915 0 1,303
BUFFALO WILD WINGS INC COM 119848109 22,387 146,566 SH   DFND 1 146,030 0 536
BUFFALO WILD WINGS INC COM 119848109 133 876 SH   DFND 1 2 876 0 0
BUILD-A-BEAR WORKSHOP INC COM 120076104 877 99,140 SH   DFND 1 99,140 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 11,435 767,491 SH   DFND 1 767,491 0 0
BUNGE LIMITED COM COM G16962105 107,959 1,362,472 SH   DFND 1 1,362,413 0 59
BURLINGTON STORES INC COM 122017106 50,800 522,157 SH   DFND 1 522,157 0 0
BWX TECHNOLOGIES INC COM 05605H100 34,372 722,113 SH   DFND 1 722,113 0 0
BXMT 5 1/4 12/01/18 NOTE 5.250%12/0 09257WAA8 14,310 12,491,000 PRN   DFND 1 2 12,491,000 0 0
C & F FINANCIAL CORP COM 12466Q104 991 21,408 SH   DFND 1 21,408 0 0
C D I CORP COM COM 125071100 577 67,558 SH   DFND 1 67,558 0 0
C H ROBINSON WORLDWIDE INC COM COM NEW 12541W209 122,312 1,584,462 SH   DFND 1 1,578,332 0 6,130
C V D EQUIPMENT CORP COM 126601103 421 40,414 SH   DFND 1 40,414 0 0
CA INC COM 12673P105 140 4,439 SH   DFND 1 2 4,439 0 0
CA INC COM 12673P105 117,633 3,712,838 SH   DFND 1 3,682,756 0 30,082
CABELA'S INC-CL A COM 126804301 21,161 398,445 SH   DFND 1 396,860 0 1,585
CABLE ONE INC COM 12685J105 160 257 SH   DFND 1 2 257 0 0
CABLE ONE INC COM 12685J105 22,168 35,499 SH   DFND 1 35,354 0 145
CABOT CORP COM COM 127055101 32,858 548,469 SH   DFND 1 546,532 0 1,937
CABOT CORP COM COM 127055101 496 8,286 SH   DFND 1 2 8,286 0 0
CABOT MICROELECTRONICS CORP COM COM 12709P103 24,642 321,660 SH   DFND 1 321,660 0 0
CABOT OIL & GAS CORP COM 127097103 108,229 4,533,077 SH   DFND 1 4,512,557 0 20,520
CACI INTL INC CL A CL A 127190304 22,437 191,284 SH   DFND 1 191,284 0 0
CADENCE DESIGN SYSTEM INC COM COM 127387108 721 22,968 SH   DFND 1 2 22,968 0 0
CADENCE DESIGN SYSTEM INC COM COM 127387108 76,577 2,439,659 SH   DFND 1 2,431,016 0 8,643
CADIZ INC COM COM NEW 127537207 1,799 119,575 SH   DFND 1 119,575 0 0
CAESAR STONE SDOT YAM LTD ORD SHS M20598104 2,102 58,004 SH   DFND 1 58,004 0 0
CAESARS ACQUISITION CO - CL A CL A 12768T103 2,377 154,353 SH   DFND 1 154,353 0 0
CAESARS ENTERTAINMENT COM 127686103 141 14,838 SH   DFND 1 2 14,838 0 0
CAESARS ENTERTAINMENT COM 127686103 4,919 515,111 SH   DFND 1 515,111 0 0
CAFEPRESS INC COM 12769A103 80 26,619 SH   DFND 1 26,619 0 0
CAI INTERNATIONAL INC -REDH COM 12477X106 1,864 118,436 SH   DFND 1 118,436 0 0
CAL-MAINE FOODS INC COM NEW 128030202 9,722 264,207 SH   DFND 1 263,897 0 310
CALADRIUS BIOSCIENCES INC COM NEW 128058203 148 29,432 SH   DFND 1 29,432 0 0
CALAMP CORP COM COM 128126109 5,006 298,168 SH   DFND 1 298,168 0 0
CALARES INC COM 129500104 13,670 517,447 SH   DFND 1 517,447 0 0
CALATLANTIC GROUP COM 128195104 22,842 609,941 SH   DFND 1 607,711 0 2,230
CALAVO GROWERS INC COM 128246105 7,842 129,417 SH   DFND 1 129,417 0 0
CALGON CARBON CORP COM COM 129603106 190 13,050 SH   DFND 1 2 13,050 0 0
CALGON CARBON CORP COM COM 129603106 5,761 394,592 SH   DFND 1 394,592 0 0
CALIFORNIA RESOURCES CORP COM NEW 13057Q206 4,366 290,348 SH   DFND 1 290,332 0 16
CALIFORNIA WTR SVC GROUP COM COM 130788102 13,728 382,943 SH   DFND 1 382,943 0 0
CALITHERA BIOSCIENCES INC COM 13089P101 43 3,793 SH   DFND 1 2 3,793 0 0
CALITHERA BIOSCIENCES INC COM 13089P101 1,193 103,376 SH   DFND 1 103,376 0 0
CALIX INC COM 13100M509 2,244 309,607 SH   DFND 1 309,607 0 0
CALLAWAY GOLF CO COM COM 131193104 8,137 735,134 SH   DFND 1 735,134 0 0
CALLIDUS SOFTWARE INC COM 13123E500 11,146 522,077 SH   DFND 1 522,077 0 0
CALLON PETE CO DEL COM COM 13123X102 19,218 1,460,374 SH   DFND 1 1,460,374 0 0
CALPINE CORP COM NEW 131347304 172 15,577 SH   DFND 1 2 15,577 0 0
CALPINE CORP COM NEW 131347304 31,252 2,829,535 SH   DFND 1 2,829,535 0 0
CALUMET SPECIALTY PRODUCTS UT LTD PARTNER 131476103 183 48,308 SH   DFND 1 48,308 0 0
CAMBIUM LEARNING GROUP INC COM 13201A107 537 109,741 SH   DFND 1 109,741 0 0
CAMBREX CORP COM COM 132011107 15,483 281,263 SH   DFND 1 281,263 0 0
CAMBREX CORP COM COM 132011107 35 650 SH   DFND 1 2 650 0 0
CAMDEN NATL CORP COM COM 133034108 5,726 130,022 SH   DFND 1 130,022 0 0
CAMDEN PPTY TR SH BEN INT SH BEN INT 133131102 69,910 869,184 SH   DFND 1 866,472 0 2,712
CAMPBELL SOUP CO COM COM 134429109 135,788 2,374,939 SH   DFND 1 2,366,132 0 8,807
CAMPBELL SOUP CO COM COM 134429109 60 1,054 SH   DFND 1 2 1,054 0 0
CAMPING WORLD HOLDINGS CL A 13462K109 3,547 110,035 SH   DFND 1 110,035 0 0
CAMTEK LIMITED ORD M20791105 87 22,880 SH   DFND 1 22,880 0 0
CANADIAN NAT RES LTD COM COM 136385101 249 7,595 SH   DFND 1 6,928 0 667
CANADIAN NATL RY CO COM COM 136375102 544 7,362 SH   DFND 1 6,626 0 736
CANADIAN SOLAR INC COM 136635109 494 40,314 SH   DFND 1 40,314 0 0
CANCER GENETICS INC COM 13739U104 334 81,565 SH   DFND 1 81,565 0 0
CANON INC ADR SPONSORED ADR 138006309 990 31,681 SH   DFND 1 29,258 0 2,423
CANTEL MEDICAL CORP COM COM 138098108 40 502 SH   DFND 1 2 502 0 0
CANTEL MEDICAL CORP COM COM 138098108 28,768 359,156 SH   DFND 1 359,156 0 0
CAPELLA EDUCATION CO COM 139594105 13,771 161,975 SH   DFND 1 161,975 0 0
CAPELLA EDUCATION CO COM 139594105 288 3,394 SH   DFND 1 2 3,394 0 0
CAPITAL BANK FINANCIAL CORP CL A COM 139794101 10,952 252,353 SH   DFND 1 252,353 0 0
CAPITAL CITY BK GROUP INC COM COM 139674105 1,776 83,048 SH   DFND 1 83,048 0 0
CAPITAL ONE FINL CORP COM COM 14040H105 405,314 4,683,790 SH   DFND 1 4,663,016 0 20,774
CAPITAL ONE FINL CORP COM COM 14040H105 30 352 SH   DFND 1 2 352 0 0
CAPITAL PRODUCT PARTNERS LP COM UNIT LP Y11082107 222 62,193 SH   DFND 1 62,193 0 0
CAPITAL PRODUCT PARTNERS LP COM UNIT LP Y11082107 86 24,213 SH   DFND 1 2 24,213 0 0
CAPITAL SOUTHWEST CORP COM 140501107 256 15,194 SH   DFND 1 15,194 0 0
CAPITAL SR LIVING CORP COM COM 140475104 2,790 198,470 SH   DFND 1 198,470 0 0
CAPITALA FINANCE CORP COM 14054R106 49 3,435 SH   DFND 1 2 3,435 0 0
CAPITALA FINANCE CORP COM 14054R106 134 9,374 SH   DFND 1 9,374 0 0
CAPITOL ACQUISITION CORP III COM 14055M106 844 80,000 SH   DFND 1 2 80,000 0 0
CAPITOL ACQUISITION CORP III COM 14055M106 11 1,068 SH   DFND 1 1,068 0 0
CAPITOL ACQUISITION CORP III 11.5 10/19/20 WRT *W EXP 10/19/202 14055M114 257 135,577 SH   DFND 1 2 135,577 0 0
CAPITOL FED FINL COM COM 14057J101 15,630 1,068,389 SH   DFND 1 1,068,389 0 0
CAPRICOR THERAPEUTICS INC COM 14070B101 154 46,387 SH   DFND 1 46,387 0 0
CAPSTAR FINANCIAL HOLDINGS INC COM 14070T102 425 22,316 SH   DFND 1 22,316 0 0
CAPSTEAD MTG CORP COM NO PAR COM NO PAR 14067E506 7,505 712,077 SH   DFND 1 712,077 0 0
CAPSTONE TURBINE CORP COM COM NEW 14067D409 83 108,514 SH   DFND 1 108,514 0 0
CARA THERAPEUTICS INC COM 140755109 3,422 186,106 SH   DFND 1 186,106 0 0
CARBO CERAMICS INC COM COM 140781105 2,135 163,734 SH   DFND 1 163,734 0 0
CARBONITE INC COM 141337105 3,428 168,889 SH   DFND 1 168,889 0 0
CARBONITE INC COM 141337105 42 2,074 SH   DFND 1 2 2,074 0 0
CARDCONNECT CORP COM 14141X108 650 49,277 SH   DFND 1 49,277 0 0
CARDINAL FINANCIAL CORP COM 14149F109 7,959 265,843 SH   DFND 1 265,843 0 0
CARDINAL HEALTH INC COM COM 14149Y108 232,999 2,861,518 SH   DFND 1 2,846,689 0 14,829
CARDIOME PHARMA CORPORATION COM COM NO PAR 14159U301 41 13,726 SH   DFND 1 13,726 0 0
CARDIOVASCULAR SYSTEMS INC COM 141619106 7,770 274,806 SH   DFND 1 274,806 0 0
CARDIOVASCULAR SYSTEMS INC COM 141619106 173 6,124 SH   DFND 1 2 6,124 0 0
CARDTRONICS PLC SHS CL A G1991C105 23,603 504,891 SH   DFND 1 504,891 0 0
CARE CAPITAL PROPERTIES INC COM 141624106 34,866 1,297,602 SH   DFND 1 1,293,187 0 4,415
CARE.COM INC COM 141633107 278 22,262 SH   DFND 1 2 22,262 0 0
CARE.COM INC COM 141633107 1,386 110,820 SH   DFND 1 110,820 0 0
CAREDX INC COM 14167L103 60 43,139 SH   DFND 1 43,139 0 0
CAREER EDUCATION CORP COM COM 141665109 4,436 509,952 SH   DFND 1 509,952 0 0
CARETRUST REIT INC COM 14174T107 9,034 537,109 SH   DFND 1 537,109 0 0
CARLISLE COS INC COM COM 142339100 90 850 SH   DFND 1 2 850 0 0
CARLISLE COS INC COM COM 142339100 53,765 505,267 SH   DFND 1 503,263 0 2,004
CARMAX GROUP COM 143130102 104,528 1,767,668 SH   DFND 1 1,759,603 0 8,065
CARNIVAL CORP UNIT 99/99/9999 143658300 237,509 4,037,335 SH   DFND 1 4,017,792 0 19,543
CARNIVAL PLC-ADR ADR 14365C103 281 4,867 SH   DFND 1 4,467 0 400
CAROLINA FINANCIAL CORP COM 143873107 2,989 99,657 SH   DFND 1 99,657 0 0
CARPENTER TECHNOLOGY CORP COM COM 144285103 13,539 362,996 SH   DFND 1 361,556 0 1,440
CARRIAGE SVCS INC CL A COM 143905107 3,123 115,191 SH   DFND 1 115,191 0 0
CARRIZO OIL & CO INC COM COM 144577103 13,834 482,698 SH   DFND 1 482,698 0 0
CARROLS RESTAURANT GRP INC COM 14574X104 4,179 295,352 SH   DFND 1 295,352 0 0
CARTER HOLDINGS COM 146229109 40,901 455,474 SH   DFND 1 453,971 0 1,503
CASCADE BANCORP COM COM NEW 147154207 2,450 317,887 SH   DFND 1 317,887 0 0
CASCADIAN THERAPEUTICS INC COM NEW 14740B606 1,047 252,934 SH   DFND 1 252,934 0 0
CASELLA WASTE SYS INC CL A CL A 147448104 4,471 316,905 SH   DFND 1 316,905 0 0
CASEYS GEN STORES INC COM COM 147528103 29 264 SH   DFND 1 2 264 0 0
CASEYS GEN STORES INC COM COM 147528103 34,334 305,878 SH   DFND 1 304,657 0 1,221
CASI PHARMACEUTICALS INC COM 14757U109 54 38,700 SH   DFND 1 38,700 0 0
CASS INFORMATION SYSTEMS INC COM 14808P109 5,238 79,256 SH   DFND 1 79,256 0 0
CASTLE BRANDS INC COM 148435100 647 417,827 SH   DFND 1 417,827 0 0
CASTLIGHT HEALTH INC - B CL B 14862Q100 1,118 306,367 SH   DFND 1 306,367 0 0
CATABASIS PHARMACEUTICALS INC COM 14875P107 53 33,535 SH   DFND 1 33,535 0 0
CATALENT INC COM 148806102 27,076 956,102 SH   DFND 1 952,223 0 3,879
CATALYST PHARMACEUTICALS INC COM 14888U101 902 462,677 SH   DFND 1 462,677 0 0
CATCHMARK TIMBER TRUST INC-A CL A 14912Y202 3,897 338,290 SH   DFND 1 338,290 0 0
CATERPILLAR INC DEL COM COM 149123101 516,423 5,575,420 SH   DFND 1 5,547,404 0 28,016
CATHAY BANCORP INC COM COM 149150104 30,641 813,211 SH   DFND 1 810,904 0 2,307
CATO CORP NEW CL A CL A 149205106 5,451 248,233 SH   DFND 1 248,233 0 0
CATO CORP NEW CL A CL A 149205106 405 18,465 SH   DFND 1 2 18,465 0 0
CAVCO INDUSTRIES INC COM 149568107 8,290 71,227 SH   DFND 1 71,227 0 0
CAVIUM NC COM 14964U108 38,767 540,993 SH   DFND 1 540,993 0 0
CB FINANCIAL SERVICES INC COM 12479G101 962 34,610 SH   DFND 1 34,610 0 0
CBIZ INC COM COM 124805102 5,835 430,679 SH   DFND 1 430,679 0 0
CBL & ASSOC PPTYS INC COM COM 124830100 24,170 2,533,606 SH   DFND 1 2,531,286 0 2,320
CBL & ASSOC PPTYS INC COM COM 124830100 76 8,030 SH   DFND 1 2 8,030 0 0
CBOE HOLDINGS INC COM 12503M108 263 3,247 SH   DFND 1 2 3,247 0 0
CBOE HOLDINGS INC COM 12503M108 76,980 950,567 SH   DFND 1 946,592 0 3,975
CBRE GROUP INC CL A 12504L109 98,077 2,823,288 SH   DFND 1 2,810,306 0 12,982
CBS CORP CL B 124857202 254,889 3,680,166 SH   DFND 1 3,663,868 0 16,298
CDK GLOBAL INC COM 12508E101 514 7,921 SH   DFND 1 2 7,921 0 0
CDK GLOBAL INC COM 12508E101 86,957 1,337,979 SH   DFND 1 1,333,141 0 4,838
CDN IMPERIAL BK OF COMMERCE COM COM 136069101 347 4,027 SH   DFND 1 3,670 0 357
CDW CORPORATION OF DELEWARE COM 12514G108 79,015 1,369,568 SH   DFND 1 1,369,568 0 0
CEB INC COM 125134106 19,795 251,849 SH   DFND 1 250,794 0 1,055
CECO ENVIRONMENTAL CORP COM 125141101 2,404 228,779 SH   DFND 1 228,779 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 3,748 746,745 SH   DFND 1 746,745 0 0
CEL-SCI CORP COM NEW COM PAR $0.01 150837508 36 420,802 SH   DFND 1 420,802 0 0
CELADON GROUP INC COM COM 150838100 1,464 223,626 SH   DFND 1 223,626 0 0
CELANESE CORP-SERIES A COM SER A 150870103 98,468 1,096,363 SH   DFND 1 1,096,363 0 0
CELGENE CORP COM COM 151020104 450 3,617 SH   DFND 1 2 3,617 0 0
CELGENE CORP COM COM 151020104 951,066 7,654,180 SH   DFND 1 7,597,139 0 57,041
CELLDEX THERAPEUTICS INC COM 15117B103 3,190 883,786 SH   DFND 1 883,510 0 276
CELLULAR BIOMEDICINE GROUP INC COM NEW 15117P102 725 61,446 SH   DFND 1 61,446 0 0
CELSION CORP COM PAR 15117N404 23 81,576 SH   DFND 1 81,576 0 0
CEMIG SA -SPONS ADR SP ADR N-V PFD 204409601 499 151,790 SH   DFND 1 151,790 0 0
CEMPRA INC COM 15130J109 1,480 394,685 SH   DFND 1 394,685 0 0
CEMTREX INC COM PAR $.001 15130G303 123 35,054 SH   DFND 1 35,054 0 0
CENTENE CORP DEL COM COM 15135B101 131,369 1,845,896 SH   DFND 1 1,838,215 0 7,681
CENTENNIAL RESOURCE DEVELOPMENT -A CL A 15136A102 8,136 446,321 SH   DFND 1 446,321 0 0
CENTENNIAL RESOURCE DEVELOPMENT -A CL A 15136A102 866 47,509 SH   DFND 1 2 47,509 0 0
CENTERPOINT ENERGY INC COM 15189T107 123,322 4,478,928 SH   DFND 1 4,457,697 0 21,231
CENTERSTATE BANKS OF FLORIDA COM 15201P109 11,630 449,053 SH   DFND 1 449,053 0 0
CENTRAL EUROPEAN MEDIA ENT-A CL A NEW G20045202 1,904 614,433 SH   DFND 1 614,433 0 0
CENTRAL GARDEN & PET CO COM COM 153527106 750 20,248 SH   DFND 1 20,248 0 0
CENTRAL GARDEN AND PET CO-A CL A NON-VTG 153527205 19,670 566,548 SH   DFND 1 566,548 0 0
CENTRAL PACIFIC FINANCIAL CO COM NEW 154760409 7,141 233,848 SH   DFND 1 233,848 0 0
CENTRAL SECURITIES CORP COM 155123102 5,253 218,998 SH   DFND 1 2 218,998 0 0
CENTRAL VALLEY COMM BANCORP COM 155685100 1,187 57,949 SH   DFND 1 57,949 0 0
CENTRUE FINANCIAL CORP COM NEW 15643B205 213 8,179 SH   DFND 1 8,179 0 0
CENTRUS ENERGY CORP-A CL A 15643U104 134 22,164 SH   DFND 1 22,164 0 0
CENTURY ALUM CO COM COM 156431108 5,489 432,561 SH   DFND 1 432,561 0 0
CENTURY BANCORP INC CL A NON VTG CL A NON VTG 156432106 1,407 23,148 SH   DFND 1 23,148 0 0
CENTURY CASINOS INC COM 156492100 1,199 158,617 SH   DFND 1 158,617 0 0
CENTURY COMMUNITIES INC COM 156504300 45 1,773 SH   DFND 1 2 1,773 0 0
CENTURY COMMUNITIES INC COM 156504300 3,006 118,379 SH   DFND 1 118,379 0 0
CENTURYTEL INC COM COM 156700106 157,032 6,669,872 SH   DFND 1 6,641,356 0 28,516
CENTURYTEL INC COM COM 156700106 1,224 51,936 SH   DFND 1 2 51,936 0 0
CENVEO INC COM COM NEW 15670S402 202 40,373 SH   DFND 1 40,373 0 0
CERAGON NETWORKS LTD ORD M22013102 116 35,627 SH   DFND 1 2 35,627 0 0
CERAGON NETWORKS LTD ORD M22013102 121 37,216 SH   DFND 1 37,216 0 0
CERNER CORP COM COM 156782104 177,793 3,025,262 SH   DFND 1 3,003,188 0 22,074
CERULEAN PHARMA INC COM 15708Q105 72 89,463 SH   DFND 1 89,463 0 0
CERUS CORP COM COM 157085101 3,666 823,882 SH   DFND 1 823,882 0 0
CEVA INC COM 157210105 6,219 175,196 SH   DFND 1 175,196 0 0
CF INDUSTRIES HOLDINGS INC COM 125269100 67,957 2,318,618 SH   DFND 1 2,308,493 0 10,125
CHANGYOU.COM LTD - ADR ADS REP CL A 15911M107 138 4,943 SH   DFND 1 2 4,943 0 0
CHANGYOU.COM LTD - ADR ADS REP CL A 15911M107 301 10,749 SH   DFND 1 10,749 0 0
CHANNELADVISOR CORP COM 159179100 1,911 171,464 SH   DFND 1 171,464 0 0
CHANNELADVISOR CORP COM 159179100 54 4,887 SH   DFND 1 2 4,887 0 0
CHANTICLEER HOLDINGS INC COM PAR $.0001 N 15930P404 33 92,136 SH   DFND 1 92,136 0 0
CHARLES & COLVARD LTD COM COM 159765106 47 49,187 SH   DFND 1 49,187 0 0
CHARLES RIV LABS INTL INC COM COM 159864107 33,269 369,872 SH   DFND 1 368,402 0 1,470
CHART INDUSTRIES INC COM PAR $0.01 16115Q308 8,952 256,239 SH   DFND 1 256,239 0 0
CHARTER COMMUNICATIONS INC CL A 16119P108 673,319 2,060,058 SH   DFND 1 2,042,897 0 17,161
CHARTER COMMUNICATIONS INC CL A 16119P108 327 1,000 SH   DFND 1 2 1,000 0 0
CHARTER FINL CORP WEST PT G COM COM 16122W108 2,461 125,138 SH   DFND 1 125,138 0 0
CHASE CORP COM COM 16150R104 601 6,301 SH   DFND 1 2 6,301 0 0
CHASE CORP COM COM 16150R104 7,267 76,180 SH   DFND 1 76,180 0 0
CHATHAM LODGING TRUST COM 16208T102 5,487 277,825 SH   DFND 1 277,825 0 0
CHECK POINT SOFTWARE TECHN ORD M22465104 40,328 393,212 SH   DFND 1 388,322 0 4,890
CHEESECAKE FACTORY INC COM COM 163072101 23,171 365,708 SH   DFND 1 364,340 0 1,368
CHEESECAKE FACTORY INC COM COM 163072101 500 7,907 SH   DFND 1 2 7,907 0 0
CHEF'S WAREHOUSE HOLDINGS INC COM 163086101 2,116 152,286 SH   DFND 1 152,286 0 0
CHEGG INC COM 163092109 3,919 464,367 SH   DFND 1 464,367 0 0
CHEGG INC COM 163092109 46 5,503 SH   DFND 1 2 5,503 0 0
CHEMBIO DIAGNOSTICS INC COM NEW 163572209 262 49,468 SH   DFND 1 49,468 0 0
CHEMED CORP COM 16359R103 31,684 173,435 SH   DFND 1 173,435 0 0
CHEMICAL FINL CORP COM COM 163731102 29,219 571,245 SH   DFND 1 569,055 0 2,190
CHEMOCENTRYX INC COM 16383L106 1,432 196,708 SH   DFND 1 196,708 0 0
CHEMOURS CO/THE - W/I COM 163851108 67,456 1,752,105 SH   DFND 1 1,746,012 0 6,093
CHEMOURS CO/THE - W/I COM 163851108 119 3,105 SH   DFND 1 2 3,105 0 0
CHEMTURA CORP COM NEW 163893209 16,872 505,152 SH   DFND 1 505,152 0 0
CHEMUNG FINANCIAL CORP COM 164024101 902 22,841 SH   DFND 1 22,841 0 0
CHENIERE ENERGY INC COM COM NEW 16411R208 80,723 1,708,330 SH   DFND 1 1,708,330 0 0
CHEROKEE INC DEL NEW COM COM 16444H102 670 77,920 SH   DFND 1 77,920 0 0
CHERRY HILL MORTGAGE INVESTMENT COM 164651101 701 41,049 SH   DFND 1 41,049 0 0
CHERRY HILL MORTGAGE INVESTMENT COM 164651101 446 26,116 SH   DFND 1 2 26,116 0 0
CHESAPEAKE ENERGY CORP COM COM 165167107 44,598 7,516,497 SH   DFND 1 7,483,238 0 33,259
CHESAPEAKE ENERGY CORP COM COM 165167107 1,862 313,539 SH   DFND 1 2 313,539 0 0
CHESAPEAKE LODGING TRUST SH BEN INT 165240102 15,922 664,535 SH   DFND 1 664,535 0 0
CHESAPEAKE UTILS CORP COM COM 165303108 8,484 122,612 SH   DFND 1 122,612 0 0
CHEVRON CORP COM COM 166764100 44 416 SH   DFND 1 2 416 0 0
CHEVRON CORP COM COM 166764100 1,979,337 18,461,001 SH   DFND 1 18,375,450 0 85,551
CHIASMA INC COM 16706W102 82 48,470 SH   DFND 1 48,470 0 0
CHICAGO BRIDGE & IRON CO N N Y REGISTRY SH COM 167250109 221 7,193 SH   DFND 1 2 7,193 0 0
CHICAGO BRIDGE & IRON CO N N Y REGISTRY SH COM 167250109 24,422 794,228 SH   DFND 1 794,216 0 12
CHICOS FAS INC COM COM 168615102 50 3,573 SH   DFND 1 2 3,573 0 0
CHICOS FAS INC COM COM 168615102 22,689 1,597,862 SH   DFND 1 1,593,547 0 4,315
CHILDRENS PL RETAIL STORES COM COM 168905107 19,160 159,607 SH   DFND 1 159,607 0 0
CHIMERA INVESTMENT CORP-REDH COM NEW 16934Q208 52,427 2,598,005 SH   DFND 1 2,592,489 0 5,516
CHIMERIX INC COM 16934W106 2,177 341,238 SH   DFND 1 341,238 0 0
CHINA AUTOMOTIVE SYSTEMS INC COM 16936R105 87 17,559 SH   DFND 1 17,559 0 0
CHINA BIOLOGIC PRODUCTS INC COM 16938C106 1,432 14,309 SH   DFND 1 14,309 0 0
CHINA FIN ONLINE-ADR-REDH SPONSORED ADR 169379104 45 14,778 SH   DFND 1 14,778 0 0
CHINA HGS REAL ESTATE INC COM 16948W100 26 16,674 SH   DFND 1 16,674 0 0
CHINA INFORMATION TECHNOLOGY I COM G21174100 18 26,473 SH   DFND 1 26,473 0 0
CHINA LODGING GROUP-SPON ADS SPONSORED ADR 16949N109 1,075 17,335 SH   DFND 1 17,084 0 251
CHINA LODGING GROUP-SPON ADS SPONSORED ADR 16949N109 406 6,552 SH   DFND 1 2 6,552 0 0
CHINA NATURAL RESOURCES INC COM G2110U109 29 13,615 SH   DFND 1 13,615 0 0
CHINA XD PLASTICS CO LTD COM 16948F107 139 28,383 SH   DFND 1 28,383 0 0
CHINA YUCHAI INTERNATIONAL LTD COM G21082105 1,402 75,743 SH   DFND 1 2 75,743 0 0
CHIPMOS TECHNOLOGIES INC ADR SPONSORED ADR 16965P103 231 13,051 SH   DFND 1 13,051 0 0
CHIPOTLE MEXICAN GRILL -REDH COM 169656105 131,922 296,505 SH   DFND 1 295,247 0 1,258
CHOICE HOTELS INTL INC COM COM 169905106 17,154 274,032 SH   DFND 1 274,003 0 29
CHRISTOPHER & BANKS CORP COM COM 171046105 296 200,064 SH   DFND 1 200,064 0 0
CHROMADEX CORP COM NEW 171077407 522 194,304 SH   DFND 1 194,304 0 0
CHUBB LTD COM H1467J104 591,916 4,350,776 SH   DFND 1 4,330,446 0 20,330
CHUNGHWA TELECOM CO SPON ADR NEW11 17133Q502 232 6,830 SH   DFND 1 4,762 0 2,068
CHURCH & DWIGHT INC COM COM 171340102 146 2,930 SH   DFND 1 2 2,930 0 0
CHURCH & DWIGHT INC COM COM 171340102 144,327 2,897,594 SH   DFND 1 2,886,462 0 11,132
CHURCHILL DOWNS INC COM COM 171484108 17,505 110,204 SH   DFND 1 109,819 0 385
CHUY'S HOLDINGS INC COM 171604101 4,370 146,655 SH   DFND 1 146,655 0 0
CIA PARANAENSE ENER-SP ADR SPON ADR PFD 20441B407 188 18,244 SH   DFND 1 2 18,244 0 0
CIA PARANAENSE ENER-SP ADR SPON ADR PFD 20441B407 275 26,711 SH   DFND 1 25,911 0 800
CIA SANEAMENTO BASICO DE-ADR SPONSORED ADR 20441A102 1,050 100,919 SH   DFND 1 2 100,919 0 0
CIA SANEAMENTO BASICO DE-ADR SPONSORED ADR 20441A102 161 15,531 SH   DFND 1 14,252 0 1,279
CIBER INC COM COM 17163B102 143 357,719 SH   DFND 1 357,719 0 0
CIDARA THERAPEUTICS INC COM 171757107 542 69,547 SH   DFND 1 69,547 0 0
CIE 2 5/8 12/01/19 NOTE 2.625%12/0 19075FAA4 160 500,000 PRN   DFND 1 2 500,000 0 0
CIE 3 1/8 05/15/2024 NOTE 3.125% 5/1 19075FAB2 500 2,000,000 PRN   DFND 1 2 2,000,000 0 0
CIENA CORP COM COM NEW 171779309 25,612 1,084,799 SH   DFND 1 1,080,445 0 4,354
CIENA CORP COM COM NEW 171779309 30 1,289 SH   DFND 1 2 1,289 0 0
CIGNA CORP COM COM 125509109 347,061 2,372,735 SH   DFND 1 2,360,556 0 12,179
CIM COMMERCIAL TRUST CORP COM 125525105 1,757 109,138 SH   DFND 1 109,138 0 0
CIMAREX ENERGY CO COM 171798101 111,294 932,716 SH   DFND 1 928,609 0 4,107
CIMPRESS NV SHS EURO N20146101 5,037 58,449 SH   DFND 1 58,449 0 0
CINCINNATI BELL INC COM NEW 171871502 5,565 314,422 SH   DFND 1 314,422 0 0
CINCINNATI FINL CORP COM COM 172062101 113,371 1,570,798 SH   DFND 1 1,564,022 0 6,776
CINEDIGM CORP COM NEW 172406209 50 32,337 SH   DFND 1 32,337 0 0
CINEMARK HOLDINGS INC -REDH COM 17243V102 33,683 759,654 SH   DFND 1 756,377 0 3,277
CINER RESOURCES LP COM UNIT LTD 172464109 655 22,975 SH   DFND 1 2 22,975 0 0
CINTAS CORP COM COM 172908105 126,569 1,001,413 SH   DFND 1 994,719 0 6,694
CIRCOR INTL INC COM COM 17273K109 7,433 125,051 SH   DFND 1 125,051 0 0
CIRRUS LOGIC INC COM COM 172755100 138 2,284 SH   DFND 1 2 2,284 0 0
CIRRUS LOGIC INC COM COM 172755100 53,098 874,918 SH   DFND 1 872,925 0 1,993
CISCO SYS INC COM COM 17275R102 1,804,977 53,471,217 SH   DFND 1 53,097,285 0 373,932
CISCO SYS INC COM COM 17275R102 15 448 SH   DFND 1 2 448 0 0
CIT GROUP INC COM NEW 125581801 62,835 1,464,232 SH   DFND 1 1,464,232 0 0
CITI TRENDS INC COM 17306X102 1,906 112,138 SH   DFND 1 112,138 0 0
CITIGROUP INC COM COM NEW 172967424 1,613,103 27,004,602 SH   DFND 1 26,882,276 0 122,326
CITIZENS & NORTHERN CORP COM 172922106 1,977 84,925 SH   DFND 1 84,925 0 0
CITIZENS COMMUNITY BANCORP COM 174903104 254 18,429 SH   DFND 1 18,429 0 0
CITIZENS FINANCIAL GROUP COM 174610105 178,026 5,159,890 SH   DFND 1 5,137,916 0 21,974
CITIZENS FINANCIAL GROUP COM 174610105 28 839 SH   DFND 1 2 839 0 0
CITIZENS HOLDING COMPANY COM 174715102 336 13,978 SH   DFND 1 13,978 0 0
CITIZENS INC CL A CL A 174740100 2,407 323,990 SH   DFND 1 323,990 0 0
CITRIX SYS INC COM COM 177376100 138,370 1,661,463 SH   DFND 1 1,650,262 0 11,201
CITRIX SYS INC COM COM 177376100 1,667 20,000 SH   DFND 1 2 20,000 0 0
CITY HLDG CO COM COM 177835105 18 280 SH   DFND 1 2 280 0 0
CITY HLDG CO COM COM 177835105 8,628 133,815 SH   DFND 1 132,915 0 900
CITY OFFICE REIT COM 178587101 2,519 207,391 SH   DFND 1 207,391 0 0
CIVISTA BANCSHARES INC COM NO PAR 178867107 993 44,830 SH   DFND 1 44,830 0 0
CIVITAS SOLUTIONS INC COM 17887R102 2,290 124,815 SH   DFND 1 124,815 0 0
CKH 2 1/2 12/15/27 NOTE 2.500%12/1 811904AM3 2,036 2,000,000 PRN   DFND 1 2 2,000,000 0 0
CKH 3 11/15/28 NOTE 3.000%11/1 81170YAB5 1,775 2,000,000 PRN   DFND 1 2 2,000,000 0 0
CLEAN DIESEL TECHNOLOGIES INC COM PAR NEW 18449C500 59 21,992 SH   DFND 1 21,992 0 0
CLEAN ENERGY FUELS CORP-REDH COM 184499101 2,140 839,332 SH   DFND 1 839,332 0 0
CLEAN HARBORS INC COM COM 184496107 22,498 404,499 SH   DFND 1 402,893 0 1,606
CLEAR CHANNEL OUTDOOR-CL A CL A 18451C109 1,615 267,008 SH   DFND 1 263,917 0 3,091
CLEAR CHANNEL OUTDOOR-CL A CL A 18451C109 73 12,108 SH   DFND 1 2 12,108 0 0
CLEARFIELD INC COM 18482P103 1,498 91,098 SH   DFND 1 91,098 0 0
CLEARONE INC COM 18506U104 213 21,525 SH   DFND 1 21,525 0 0
CLEARSIDE BIOMEDICAL INC COM 185063104 764 96,324 SH   DFND 1 96,324 0 0
CLEARSIGN COMBUSTION CORP COM 185064102 296 75,989 SH   DFND 1 75,989 0 0
CLEARWATER PAPER CORP - W/I COM 18538R103 118 2,117 SH   DFND 1 2 2,117 0 0
CLEARWATER PAPER CORP - W/I COM 18538R103 6,930 123,764 SH   DFND 1 123,764 0 0
CLEVELAND BIOLABS INC -REDH COM NEW 185860202 26 16,688 SH   DFND 1 16,688 0 0
CLIFFS NATURAL RESOURCES INC COM 18683K101 25,488 3,104,580 SH   DFND 1 3,103,409 0 1,171
CLIFFS NATURAL RESOURCES INC COM 18683K101 173 21,103 SH   DFND 1 2 21,103 0 0
CLIFTON BANCORP INC COM 186873105 3,064 189,260 SH   DFND 1 189,260 0 0
CLOROX CO DEL COM COM 189054109 168,019 1,247,940 SH   DFND 1 1,242,112 0 5,828
CLOUD PEAK ENERGY INC COM 18911Q102 357 78,031 SH   DFND 1 2 78,031 0 0
CLOUD PEAK ENERGY INC COM 18911Q102 2,301 502,476 SH   DFND 1 502,476 0 0
CLOVIS ONCOLOGY INC COM 189464100 42 665 SH   DFND 1 2 665 0 0
CLOVIS ONCOLOGY INC COM 189464100 24,716 388,192 SH   DFND 1 388,192 0 0
CLUBCORP HOLDINGS INC COM 18948M108 7,987 497,649 SH   DFND 1 497,649 0 0
CM FINANCE INC COM 12574Q103 149 14,745 SH   DFND 1 14,745 0 0
CME GROUP INC COM 12572Q105 398,475 3,358,889 SH   DFND 1 3,342,365 0 16,524
CMS ENERGY CORP COM COM 125896100 122,844 2,749,657 SH   DFND 1 2,737,580 0 12,077
CMYABAY THERAPEUTICS INC COM 23257D103 724 168,528 SH   DFND 1 168,528 0 0
CNA FINL CORP COM COM 126117100 11,129 251,971 SH   DFND 1 251,971 0 0
CNB FINANCIAL CORP/PA COM 126128107 2,519 105,449 SH   DFND 1 105,449 0 0
CNO FINANCIAL GROUP INC COM 12621E103 27,447 1,338,922 SH   DFND 1 1,333,514 0 5,408
COACH INC COM COM 189754104 113,917 2,760,281 SH   DFND 1 2,746,865 0 13,416
COBALT INTERNATIONAL ENERGY COM 19075F106 1,435 2,691,240 SH   DFND 1 2,691,240 0 0
COBIZ INC COM COM 190897108 6,073 361,533 SH   DFND 1 361,533 0 0
COCA COLA BOTTLING CO CONS COM COM 191098102 8,921 43,303 SH   DFND 1 43,303 0 0
COCA COLA CO COM COM 191216100 1,523,514 35,952,332 SH   DFND 1 35,777,010 0 175,322
CODE 2 09/01/20 NOTE 2.000% 9/0 84649PAL9 33,546 12,500,000 PRN   DFND 1 2 12,500,000 0 0
CODEXIS INC COM 192005106 1,087 226,644 SH   DFND 1 226,644 0 0
CODORUS VALLEY BANCORP INC COM 192025104 1,338 51,678 SH   DFND 1 51,678 0 0
COEUR D ALENE MINES CORP ID COM COM NEW 192108504 11,251 1,392,469 SH   DFND 1 1,392,469 0 0
COFFEE HOLDING CO INC COM 192176105 103 22,341 SH   DFND 1 22,341 0 0
COGENT COMM GROUP INC COM COM NEW 19239V302 14,504 336,917 SH   DFND 1 336,917 0 0
COGENTIX MEDICAL INC COM 19243A104 336 187,112 SH   DFND 1 187,112 0 0
COGNEX CORP COM COM 192422103 56,347 671,207 SH   DFND 1 668,547 0 2,660
COGNIZANT TECHNOLOGY SOLUTI CL A CL A 192446102 342,970 5,770,659 SH   DFND 1 5,726,994 0 43,665
COHEN & STEERS INC COM 19247A100 6,578 164,596 SH   DFND 1 164,596 0 0
COHERENT INC COM COM 192479103 41,022 199,486 SH   DFND 1 198,725 0 761
COHERUS BIOSCIENCES INC COM 19249H103 5,768 272,749 SH   DFND 1 272,749 0 0
COHU INC COM COM 192576106 138 7,510 SH   DFND 1 2 7,510 0 0
COHU INC COM COM 192576106 5,217 282,634 SH   DFND 1 282,634 0 0
COLFAX CORP COM 194014106 29,924 762,209 SH   DFND 1 762,209 0 0
COLGATE PALMOLIVE CO COM COM 194162103 618,847 8,467,538 SH   DFND 1 8,428,147 0 39,391
COLLECTORS UNIVERSE INC COM COM NEW 19421R200 778 29,832 SH   DFND 1 2 29,832 0 0
COLLECTORS UNIVERSE INC COM COM NEW 19421R200 1,094 41,930 SH   DFND 1 41,930 0 0
COLLEGIUM PHARMACEUTICAL INC COM 19459J104 1,474 146,568 SH   DFND 1 146,568 0 0
COLLIERS INTERNATIONAL GROUP SUB VTG SHS 194693107 910 19,255 SH   DFND 1 19,255 0 0
COLLIERS INTERNATIONAL GROUP SUB VTG SHS 194693107 74 1,585 SH   DFND 1 2 1,585 0 0
COLONY NORTHSTAR INC CLASS A CL A COM 19625W104 54,111 4,192,829 SH   DFND 1 4,192,265 0 564
COLONY STARWOOD HOMES COM 19625X102 28,609 842,685 SH   DFND 1 842,685 0 0
COLUMBIA BKG SYS INC COM COM 197236102 18,754 481,007 SH   DFND 1 481,007 0 0
COLUMBIA PROPERTY TRUST INC COM NEW 198287203 25,975 1,167,453 SH   DFND 1 1,167,453 0 0
COLUMBIA SPORTSWEAR CO COM COM 198516106 14,805 252,012 SH   DFND 1 252,012 0 0
COLUMBUS MCKINNON CORP N Y COM COM 199333105 4,155 167,412 SH   DFND 1 167,412 0 0
COMCAST CORP CL A CL A 20030N101 1,748,680 46,585,566 SH   DFND 1 46,234,901 0 350,665
COMERICA INC COM COM 200340107 118,745 1,733,893 SH   DFND 1 1,726,311 0 7,582
COMFORT SYS USA INC COM COM 199908104 10,366 282,857 SH   DFND 1 282,857 0 0
COMMERCE BANCSHARES INC COM COM 200525103 41,320 735,769 SH   DFND 1 733,059 0 2,710
COMMERCE UNION BANCHSARES INC COM 200828101 428 19,686 SH   DFND 1 19,686 0 0
COMMERCEHUB INC - SERIES A W/I COM SER A 20084V108 1,791 115,737 SH   DFND 1 115,737 0 0
COMMERCEHUB INC - SERIES C W/I COM SER C 20084V306 3,400 218,975 SH   DFND 1 218,975 0 0
COMMERCIAL METALS CO COM COM 201723103 17,917 936,614 SH   DFND 1 933,052 0 3,562
COMMERCIAL VEHICLE GROUP INC COM COM 202608105 1,380 203,848 SH   DFND 1 203,848 0 0
COMMERCIAL VEHICLE GROUP INC COM COM 202608105 13 1,953 SH   DFND 1 2 1,953 0 0
COMMSCOPE HOLDING CO INC COM 20337X109 60,043 1,439,554 SH   DFND 1 1,439,554 0 0
COMMUNICATIONS SYS INC COM COM 203900105 137 31,262 SH   DFND 1 31,262 0 0
COMMUNITY BANKERS ACQSN CORP COM 203612106 1,480 185,123 SH   DFND 1 185,123 0 0
COMMUNITY BK SYS INC COM COM 203607106 19,364 352,204 SH   DFND 1 352,204 0 0
COMMUNITY HEALTH SYS INC NE COM COM 203668108 7,875 887,868 SH   DFND 1 887,868 0 0
COMMUNITY HEALTH SYS INC NE COM COM 203668108 136 15,363 SH   DFND 1 2 15,363 0 0
COMMUNITY HEALTHCARE TRUST INC COM 20369C106 3,032 126,896 SH   DFND 1 126,896 0 0
COMMUNITY TR BANCORP INC COM COM 204149108 8,065 176,303 SH   DFND 1 176,303 0 0
COMMVAULT SYSTEMS INC -REDH COM 204166102 17,469 343,878 SH   DFND 1 342,584 0 1,294
COMMVAULT SYSTEMS INC -REDH COM 204166102 87 1,716 SH   DFND 1 2 1,716 0 0
COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 289 17,434 SH   DFND 1 2 17,434 0 0
COMPASS MINERALS INTERNATIONAL COM 20451N101 18,170 267,806 SH   DFND 1 266,760 0 1,046
COMPUGEN LTD ORD M25722105 128 29,978 SH   DFND 1 29,978 0 0
COMPUTER PROGRAMS & SYS INC COM COM 205306103 2,697 96,355 SH   DFND 1 95,882 0 473
COMPUTER SCIENCES CORP COM COM 205363104 7,180 104,052 SH   DFND 1 104,052 0 0
COMPUTER TASK GROUP INC COM COM 205477102 477 86,582 SH   DFND 1 86,582 0 0
COMSTOCK MINING INC COM 205750102 62 280,703 SH   DFND 1 280,703 0 0
COMSTOCK RES INC COM NEW COM 205768302 603 65,389 SH   DFND 1 65,389 0 0
COMTECH TELECOMMUNICATIONS COM NEW COM NEW 205826209 2,733 185,467 SH   DFND 1 185,418 0 49
CONAGRA FOODS INC COM COM 205887102 38 960 SH   DFND 1 2 960 0 0
CONAGRA FOODS INC COM COM 205887102 171,844 4,265,670 SH   DFND 1 4,246,686 0 18,984
CONATUS PHARMACEUTICALS INC COM 20600T108 605 104,972 SH   DFND 1 104,972 0 0
CONCERT PHARMACEUTICALS INC COM 206022105 2,435 142,740 SH   DFND 1 142,740 0 0
CONCHO RESOURCES INC -REDH COM 20605P101 187,363 1,461,947 SH   DFND 1 1,455,553 0 6,394
CONCHO RESOURCES INC -REDH COM 20605P101 117 915 SH   DFND 1 2 915 0 0
CONCORDIA INTERNATIONAL CORP COM 20653P102 35 21,968 SH   DFND 1 21,968 0 0
CONCURRENT COMPUTER CORP NE COM COM PAR $.01 206710402 217 44,654 SH   DFND 1 44,654 0 0
CONDUENT INC -SPN COM 206787103 21,460 1,278,919 SH   DFND 1 1,277,601 0 1,318
CONFORMIS INC COM 20717E101 1,717 329,058 SH   DFND 1 329,058 0 0
CONIFER HOLDINGS INC COM 20731J102 118 16,566 SH   DFND 1 16,566 0 0
CONMED CORP COM COM 207410101 9,394 211,542 SH   DFND 1 211,542 0 0
CONN'S INC COM 208242107 1,671 191,076 SH   DFND 1 191,076 0 0
CONNECTICUT WTR SVC INC COM COM 207797101 5,857 110,210 SH   DFND 1 110,210 0 0
CONNECTONE BANCORP INC COM 20786W107 5,648 232,943 SH   DFND 1 232,943 0 0
CONNECTURE INC COM 20786J106 50 46,814 SH   DFND 1 46,814 0 0
CONOCO PHILLIPS CO COM COM 20825C104 14 286 SH   DFND 1 2 286 0 0
CONOCO PHILLIPS CO COM COM 20825C104 624,973 12,549,273 SH   DFND 1 12,494,820 0 54,453
CONSOL ENERGY INC COM COM 20854P109 45 2,686 SH   DFND 1 2 2,686 0 0
CONSOL ENERGY INC COM COM 20854P109 24,176 1,440,798 SH   DFND 1 1,435,355 0 5,443
CONSOLIDATED COMMUNICATIONS COM 209034107 10,069 429,946 SH   DFND 1 428,878 0 1,068
CONSOLIDATED EDISON INC COM COM 209115104 238,233 3,071,862 SH   DFND 1 3,057,969 0 13,893
CONSOLIDATED TOMOKA LD CO COM COM 210226106 1,965 36,705 SH   DFND 1 36,705 0 0
CONSOLIDATED WATER CO-ORD SH ORD G23773107 374 32,128 SH   DFND 1 32,128 0 0
CONSTELLATION BRANDS INC CL A CL A 21036P108 249,705 1,543,146 SH   DFND 1 1,535,682 0 7,464
CONSUMER PORTFOLIO SVCS INC COM COM 210502100 13 2,800 SH   DFND 1 2 2,800 0 0
CONSUMER PORTFOLIO SVCS INC COM COM 210502100 537 114,137 SH   DFND 1 114,137 0 0
CONTAINER STORE GROUP INC COM 210751103 527 124,750 SH   DFND 1 124,750 0 0
CONTANGO OIL AND GAS COMPANY COM NEW 21075N204 1,285 175,613 SH   DFND 1 175,613 0 0
CONTINENTAL BUILDING PRODUCT COM 211171103 7,479 305,275 SH   DFND 1 305,275 0 0
CONTINENTAL BUILDING PRODUCT COM 211171103 115 4,732 SH   DFND 1 2 4,732 0 0
CONTINENTAL RESOURCES INC COM 212015101 27,822 612,807 SH   DFND 1 612,807 0 0
CONTRAFECT CORP COM 212326102 129 71,850 SH   DFND 1 71,850 0 0
CONTRAVIR PHARMACEUTICALS INC COM 21234W103 626 353,777 SH   DFND 1 353,777 0 0
CONTROL4 CORP COM 21240D107 18 1,135 SH   DFND 1 2 1,135 0 0
CONTROL4 CORP COM 21240D107 2,681 169,829 SH   DFND 1 169,829 0 0
CONVERGYS CORP COM COM 212485106 690 32,664 SH   DFND 1 2 32,664 0 0
CONVERGYS CORP COM COM 212485106 18,295 865,039 SH   DFND 1 862,114 0 2,925
CONYERS PARK ACQUISIT - UNIT UNIT 99/99/99991 212894208 2,523 227,790 SH   DFND 1 2 227,790 0 0
COOPER COS INC COM NEW COM NEW 216648402 100,576 503,853 SH   DFND 1 501,743 0 2,110
COOPER TIRE & RUBR CO COM COM 216831107 27,375 617,252 SH   DFND 1 615,626 0 1,626
COOPER-STANDARD HOLDING COM 21676P103 23,288 209,940 SH   DFND 1 209,940 0 0
COPA HOLDINGS SA CL A P31076105 6,227 55,483 SH   DFND 1 55,285 0 198
COPART INC COM COM 217204106 50,336 812,802 SH   DFND 1 809,629 0 3,173
COPSYNC INC COM NEW 217712207 5 18,147 SH   DFND 1 18,147 0 0
CORBUS PHAMACEUTICALS HOLDINGS INC COM 21833P103 1,659 201,177 SH   DFND 1 201,177 0 0
CORCEPT THERAPEUTICS INC COM COM 218352102 8,881 810,386 SH   DFND 1 810,386 0 0
CORCEPT THERAPEUTICS INC COM COM 218352102 326 29,809 SH   DFND 1 2 29,809 0 0
CORE LABORATORIES N V COM COM N22717107 38,325 331,893 SH   DFND 1 331,893 0 0
CORE MARK HOLDING CO INC COM 218681104 11,813 378,760 SH   DFND 1 378,760 0 0
CORE MOLDING TECHNOLOGIES INC COM 218683100 182 10,248 SH   DFND 1 2 10,248 0 0
CORE MOLDING TECHNOLOGIES INC COM 218683100 733 41,150 SH   DFND 1 41,150 0 0
CORECIVIC INC COM 21871N101 192 6,136 SH   DFND 1 2 6,136 0 0
CORECIVIC INC COM 21871N101 47,786 1,520,885 SH   DFND 1 1,517,233 0 3,652
CORELOGIC INC COM 21871D103 26,495 650,671 SH   DFND 1 648,058 0 2,613
CORENERGY INFRASTRUCTURE S-A 7 3/8 DEP SHS REPSTG 21870U304 726 28,755 SH   DFND 1 28,755 0 0
CORENERGY INFRASTRUCTURE TRU COM NEW 21870U502 620 18,380 SH   DFND 1 2 18,380 0 0
CORENERGY INFRASTRUCTURE TRU COM NEW 21870U502 4,492 132,986 SH   DFND 1 131,499 0 1,487
CORESITE REALTY CORP COM 21870Q105 22,921 254,547 SH   DFND 1 254,547 0 0
CORINDUS VASCULAR ROBOTICS INC COM 218730109 882 673,488 SH   DFND 1 673,488 0 0
CORIUM INTERNATIONAL INC COM 21887L107 290 69,552 SH   DFND 1 69,552 0 0
CORMEDIX INC COM 21900C100 296 182,021 SH   DFND 1 182,021 0 0
CORNERSTONE ONDEMAND INC COM 21925Y103 15,943 409,975 SH   DFND 1 409,975 0 0
CORNING INC COM COM 219350105 254,146 9,425,858 SH   DFND 1 9,382,209 0 43,649
CORPORATE OFFICE PPTYS TR SH BEN INT SH BEN INT 22002T108 31,158 941,358 SH   DFND 1 938,316 0 3,042
CORVEL CORP COM COM 221006109 6,663 153,191 SH   DFND 1 153,191 0 0
CORVUS PHARMACEUTICALS INC COM 221015100 842 40,550 SH   DFND 1 40,550 0 0
COSAN LTD-REDH SHS A G25343107 869 101,844 SH   DFND 1 2 101,844 0 0
COSTAMARE INC SHS Y1771G102 2,449 367,855 SH   DFND 1 362,196 0 5,659
COSTAMARE INC SHS Y1771G102 221 33,265 SH   DFND 1 2 33,265 0 0
COSTAR GROUP INC COM COM 22160N109 52,440 253,154 SH   DFND 1 253,154 0 0
COSTCO WHSL CORP NEW COM COM 22160K105 779,796 4,656,311 SH   DFND 1 4,624,598 0 31,713
COTIVITI HOLDINGS INC COM 22164K101 10,526 252,859 SH   DFND 1 252,859 0 0
COTY INC COM CL A 222070203 86,786 4,793,391 SH   DFND 1 4,773,006 0 20,385
COUNTY BANCORP INC COM 221907108 1,107 38,117 SH   DFND 1 38,117 0 0
COUPA SOFTWARE INC COM 22266L106 2,500 98,463 SH   DFND 1 98,463 0 0
COUSINS PPTYS INC COM COM 222795106 30,738 3,716,823 SH   DFND 1 3,703,926 0 12,897
COVANTA HOLDING CORP COM 22282E102 15,495 986,964 SH   DFND 1 986,083 0 881
COVANTA HOLDING CORP COM 22282E102 38 2,427 SH   DFND 1 2 2,427 0 0
COVENANT TRANS INC CL A CL A 22284P105 1,883 100,207 SH   DFND 1 100,207 0 0
COVISINT CORP COM 22357R103 458 223,898 SH   DFND 1 223,898 0 0
COWEN GROUP INC CL A NEW 223622606 3,463 231,702 SH   DFND 1 231,702 0 0
CPI AEROSTRUCTURES INC COM NEW 125919308 160 23,822 SH   DFND 1 23,822 0 0
CPI CARD GROUP INC COM 12634H101 682 162,381 SH   DFND 1 161,522 0 859
CRA INTERNATIONAL INC COM 12618T105 2,496 70,652 SH   DFND 1 70,652 0 0
CRACKER BARREL OLD COUNTRY STO COM 22410J106 29 186 SH   DFND 1 2 186 0 0
CRACKER BARREL OLD COUNTRY STO COM 22410J106 30,662 192,543 SH   DFND 1 191,666 0 877
CRAFT BREWERS ALLIANCE INC COM 224122101 1,104 82,765 SH   DFND 1 82,765 0 0
CRANE CO COM COM 224399105 29,021 387,826 SH   DFND 1 385,418 0 2,408
CRAWFORD & CO CL B CL B 224633107 1,383 137,975 SH   DFND 1 137,975 0 0
CRAY INC COM COM NEW 225223304 8,416 384,336 SH   DFND 1 384,336 0 0
CREDICORP LTD COM G2519Y108 15,951 98,050 SH   DFND 1 97,874 0 176
CREDIT ACCEP CORP MICH COM COM 225310101 18,941 94,986 SH   DFND 1 94,986 0 0
CREDIT SUISSE GROUP SPONSORED ADR SPONSORED ADR 225401108 190 12,814 SH   DFND 1 11,510 0 1,304
CREE INC COM COM 225447101 22,068 825,592 SH   DFND 1 822,575 0 3,017
CRESCENT POINT ENERGY CORP COM 22576C101 110 10,227 SH   DFND 1 10,227 0 0
CRESUD S.A.-SPONS ADR SPONSORED ADR 226406106 457 22,771 SH   DFND 1 22,771 0 0
CRH PLC -SPONSORED ADR ADR 12626K203 570 16,230 SH   DFND 1 15,248 0 982
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 459 21,110 SH   DFND 1 21,110 0 0
CRITEO SA - SPON ADR SPONS ADS 226718104 1,612 32,248 SH   DFND 1 32,248 0 0
CROCS INC COM 227046109 4,383 620,075 SH   DFND 1 620,075 0 0
CROSS CTRY HEALTHCARE INC COM 227483104 3,862 268,995 SH   DFND 1 268,995 0 0
CROWN CASTLE INTL CORP COM COM 22822V101 305,562 3,240,152 SH   DFND 1 3,224,555 0 15,597
CROWN HOLDINGS INC COM 228368106 53,423 1,009,343 SH   DFND 1 1,009,343 0 0
CROWN HOLDINGS INC COM 228368106 29 557 SH   DFND 1 2 557 0 0
CRYOLIFE INC COM COM 228903100 3,451 207,318 SH   DFND 1 207,318 0 0
CSG SYS INTL INC COM COM 126349109 16,972 448,882 SH   DFND 1 448,882 0 0
CSI COMPRESSCO PARTNERS LP COM UNIT 12637A103 157 16,105 SH   DFND 1 16,105 0 0
CSRA INC COM 12650T104 43,610 1,490,520 SH   DFND 1 1,484,158 0 6,362
CSS INDS INC COM COM 125906107 1,659 64,011 SH   DFND 1 64,011 0 0
CST BRANDS INC COM 12646R105 27,523 572,336 SH   DFND 1 570,001 0 2,335
CSW INDUSTRIALS INC W/I COM 126402106 4,554 124,104 SH   DFND 1 124,104 0 0
CSX CORP COM COM 126408103 426,540 9,175,880 SH   DFND 1 9,106,995 0 68,885
CTI BIOPHARMA CORP COM NEW 12648L601 493 117,520 SH   DFND 1 117,520 0 0
CTO 4 1/2 03/15/20 NEW NOTE 4.500% 3/1 210226AB2 6,060 6,000,000 PRN   DFND 1 2 6,000,000 0 0
CTRIP.COM INTERNATIONAL-ADR AMERICAN DEP SHS 22943F100 34,591 705,809 SH   DFND 1 693,088 0 12,721
CTS CORP COM COM 126501105 4,975 233,581 SH   DFND 1 233,581 0 0
CU BANCORP COM 126534106 5,680 143,257 SH   DFND 1 143,257 0 0
CUBESMART COM 229663109 41,983 1,617,224 SH   DFND 1 1,617,224 0 0
CUBIC CORP COM COM 229669106 10,083 190,983 SH   DFND 1 190,983 0 0
CUBIC CORP COM COM 229669106 32 621 SH   DFND 1 2 621 0 0
CUI GLOBAL INC COM NEW 126576206 592 124,968 SH   DFND 1 124,968 0 0
CULLEN FROST BANKERS INC COM COM 229899109 39,217 440,796 SH   DFND 1 439,034 0 1,762
CULP INC COM COM 230215105 2,221 71,196 SH   DFND 1 71,196 0 0
CUMBERLAND PHARMACEUTICALS COM 230770109 361 52,092 SH   DFND 1 52,092 0 0
CUMMINS INC COM COM 231021106 294,144 1,947,563 SH   DFND 1 1,940,426 0 7,137
CUMULUS MEDIA INC CL A CL A NEW 231082603 33 105,751 SH   DFND 1 105,751 0 0
CURIS INC COM COM 231269101 2,553 918,592 SH   DFND 1 918,592 0 0
CURTISS WRIGHT CORP COM COM 231561101 292 3,200 SH   DFND 1 2 3,200 0 0
CURTISS WRIGHT CORP COM COM 231561101 37,308 408,819 SH   DFND 1 407,436 0 1,383
CUSTOMERS BANCORP INC COM 23204G100 7,903 250,663 SH   DFND 1 250,663 0 0
CUTERA INC COM 232109108 177 8,569 SH   DFND 1 2 8,569 0 0
CUTERA INC COM 232109108 1,943 93,868 SH   DFND 1 93,868 0 0
CVB FINL CORP COM COM 126600105 18,058 817,484 SH   DFND 1 817,484 0 0
CVR ENERGY INC COM 12662P108 2,385 118,803 SH   DFND 1 117,293 0 1,510
CVS HEALTH CORP COM 126650100 61 788 SH   DFND 1 2 788 0 0
CVS HEALTH CORP COM 126650100 771,247 9,839,163 SH   DFND 1 9,792,211 0 46,952
CYBER-ARK SOFTWARE LTD/ISRAEL SHS M2682V108 982 19,316 SH   DFND 1 19,316 0 0
CYBEROPTICS CORP COM COM 232517102 1,169 45,059 SH   DFND 1 45,059 0 0
CYPRESS SEMICONDUCTOR CORP COM COM 232806109 26 1,902 SH   DFND 1 2 1,902 0 0
CYPRESS SEMICONDUCTOR CORP COM COM 232806109 37,411 2,718,849 SH   DFND 1 2,706,208 0 12,641
CYREN LTD SHS M26895108 38 19,323 SH   DFND 1 19,323 0 0
CYRUSONE INC COM 23283R100 30,505 592,679 SH   DFND 1 590,372 0 2,307
CYS INVESTMENTS INC COM 12673A108 9,282 1,167,557 SH   DFND 1 1,155,100 0 12,457
CYTOKINETICS INC COM COM NEW 23282W605 3,812 296,683 SH   DFND 1 296,683 0 0
CYTOMX THERAPEUTICS INC COM 23284F105 3,604 208,710 SH   DFND 1 208,710 0 0
CYTORI THERAPEUTICS INC COM NEW 23283K204 97 61,103 SH   DFND 1 61,103 0 0
CYTOSORBENTS CORP COM NEW 23283X206 570 126,883 SH   DFND 1 126,883 0 0
CYTRX CORP COM NEW COM PAR 232828509 326 734,645 SH   DFND 1 734,645 0 0
D 6 3/8 UNIT 99/99/9999 25746U869 10,060 200,000 PRN   DFND 1 2 200,000 0 0
D R HORTON INC COM COM 23331A109 126,734 3,809,511 SH   DFND 1 3,794,857 0 14,654
D R HORTON INC COM COM 23331A109 225 6,774 SH   DFND 1 2 6,774 0 0
DAILY JOURNAL CORP COM 233912104 1,593 7,437 SH   DFND 1 7,437 0 0
DAKTRONICS INC COM COM 234264109 2,842 300,746 SH   DFND 1 300,746 0 0
DANA CORP COM 235825205 25,062 1,297,880 SH   DFND 1 1,293,400 0 4,480
DANAHER CORP DEL COM COM 235851102 496,687 5,815,659 SH   DFND 1 5,788,801 0 26,858
DAQO NEW ENERGY -ADR SPNSRD ADR NEW 23703Q203 468 24,975 SH   DFND 1 2 24,975 0 0
DARDEN RESTAURANTS INC COM COM 237194105 99 1,189 SH   DFND 1 2 1,189 0 0
DARDEN RESTAURANTS INC COM COM 237194105 130,341 1,559,483 SH   DFND 1 1,552,818 0 6,665
DARLING INTL INC COM COM 237266101 18,329 1,262,362 SH   DFND 1 1,262,362 0 0
DASAN ZHONE SOLUJTIONS INC COM NEW 23305L206 144 23,305 SH   DFND 1 23,305 0 0
DASEKE INC COM 23753F107 125 12,416 SH   DFND 1 12,416 0 0
DASEKE INC COM 23753F107 2,530 250,000 SH   DFND 1 2 250,000 0 0
DATAWATCH CORP COM NEW COM NEW 237917208 594 70,723 SH   DFND 1 70,723 0 0
DAVE & BUSTER'S ENTERTAINMENT COM 238337109 18,681 305,798 SH   DFND 1 305,798 0 0
DAVIDSTEA INC COM 238661102 123 16,866 SH   DFND 1 16,866 0 0
DAVITA INC COM COM 23918K108 102,503 1,510,224 SH   DFND 1 1,503,510 0 6,714
DAWSON GEOPHYSICAL CO COM 239360100 825 148,418 SH   DFND 1 148,418 0 0
DBV TECHNOLOGIES SA SPON ADR SPONSORED ADR 23306J101 539 15,309 SH   DFND 1 15,309 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 41,668 865,920 SH   DFND 1 863,087 0 2,833
DEAN FOODS CO NEW COM COM NEW 242370203 21,752 1,106,435 SH   DFND 1 1,103,624 0 2,811
DECKERS OUTDOOR CORP COM COM 243537107 14,481 242,445 SH   DFND 1 241,452 0 993
DEERE & CO COM COM 244199105 303,767 2,794,419 SH   DFND 1 2,780,893 0 13,526
DEL FRISCOS RESTAURANT GROUP LLC COM 245077102 3,560 197,271 SH   DFND 1 197,271 0 0
DEL TACO RESTAURANTS INC COM 245496104 3,663 276,260 SH   DFND 1 276,260 0 0
DELAWARE ENHNCD GLBL DIV&INC COM 246060107 155 14,181 SH   DFND 1 2 14,181 0 0
DELEK US HOLDINGS INC COM 246647101 10,775 443,984 SH   DFND 1 443,827 0 157
DELEK US HOLDINGS INC COM 246647101 134 5,547 SH   DFND 1 2 5,547 0 0
DELL TECHNOLOGIES-CL V COM CL V 24703L103 97,762 1,526,248 SH   DFND 1 1,525,850 0 398
DELPHI AUTOMOTIVE PLC SHS G27823106 234,511 2,917,305 SH   DFND 1 2,905,649 0 11,656
DELTA AIR LINES INC COM NEW 247361702 308,573 6,722,557 SH   DFND 1 6,688,199 0 34,358
DELTA AIR LINES INC COM NEW 247361702 28 624 SH   DFND 1 2 624 0 0
DELTA APPAREL INC COM COM 247368103 737 41,810 SH   DFND 1 41,810 0 0
DELTA NATURAL GAS CO INC COM 247748106 1,104 36,404 SH   DFND 1 36,404 0 0
DELTIC TIMBER CORP COM COM 247850100 6,409 82,053 SH   DFND 1 82,053 0 0
DELUXE CORP COM COM 248019101 165 2,288 SH   DFND 1 2 2,288 0 0
DELUXE CORP COM COM 248019101 39,475 546,973 SH   DFND 1 545,478 0 1,495
DENBURY RES INC COM NEW COM NEW 247916208 7,428 2,879,418 SH   DFND 1 2,876,499 0 2,919
DENNY'S CORPORATION COM COM 24869P104 7,616 615,727 SH   DFND 1 615,727 0 0
DENTSPLY INTL INC NEW COM COM 24906P109 148,857 2,387,163 SH   DFND 1 2,370,669 0 16,494
DEPO 2 1/2 09/01/21 NOTE 2.500% 9/0 249908AA2 1,867 2,000,000 PRN   DFND 1 2 2,000,000 0 0
DEPOMED INC COM 249908104 6,400 510,000 SH   DFND 1 510,000 0 0
DERMIRA INC COM 24983L104 8,607 252,345 SH   DFND 1 252,345 0 0
DESCARTES SYSTEMS GROUP INC COM 249906108 962 42,024 SH   DFND 1 42,024 0 0
DESTINATION MATERNITY CORP COM 25065D100 329 77,435 SH   DFND 1 77,435 0 0
DESTINATION XL GROUP INC COM 25065K104 852 299,277 SH   DFND 1 299,277 0 0
DETERMINE INC COM 250660107 253 74,013 SH   DFND 1 74,013 0 0
DEVELOPERS DIVERSIFIED RLTY COM COM 23317H102 35,799 2,857,133 SH   DFND 1 2,857,133 0 0
DEVELOPERS DIVERSIFIED RLTY COM COM 23317H102 2 165 SH   DFND 1 2 165 0 0
DEVON ENERGY CORP NEW COM COM 25179M103 228,844 5,492,398 SH   DFND 1 5,469,183 0 23,215
DEVON ENERGY CORP NEW COM COM 25179M103 190 4,562 SH   DFND 1 2 4,562 0 0
DEVRY INC DEL COM COM 251893103 18,484 521,414 SH   DFND 1 519,648 0 1,766
DEVRY INC DEL COM COM 251893103 36 1,042 SH   DFND 1 2 1,042 0 0
DEXCOM INC COM 252131107 60,858 718,503 SH   DFND 1 718,503 0 0
DEXTERA SURGICAL INC COM 252366109 32 31,104 SH   DFND 1 31,104 0 0
DHI GROUP INC COM 23331S100 1,977 500,759 SH   DFND 1 500,759 0 0
DHI GROUP INC COM 23331S100 417 105,682 SH   DFND 1 2 105,682 0 0
DHT 4 1/2 10/01/19 DEBT 4.500%10/0 23335SAB2 2,495 2,500,000 PRN   DFND 1 2 2,500,000 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 2,765 618,763 SH   DFND 1 618,763 0 0
DIAGEO P L C SPON ADR NEW SPON ADR NEW 25243Q205 1,573 13,616 SH   DFND 1 13,616 0 0
DIAMOND HILL INVESTMENT GRP IN COM NEW 25264R207 6,245 32,100 SH   DFND 1 32,100 0 0
DIAMOND OFFSHORE DRILLING I COM COM 25271C102 7,950 475,783 SH   DFND 1 473,775 0 2,008
DIAMONDBACK ENERGY INC COM 25278X109 76,807 740,807 SH   DFND 1 740,807 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 20,177 1,809,659 SH   DFND 1 1,809,659 0 0
DIANA SHIPPING INC COM Y2066G104 167 36,254 SH   DFND 1 2 36,254 0 0
DICERNA PHARMACEUTICALS INC COM 253031108 292 85,950 SH   DFND 1 85,950 0 0
DICK'S SPORTING GOODS INC COM 253393102 45,202 929,175 SH   DFND 1 926,444 0 2,731
DICK'S SPORTING GOODS INC COM 253393102 33 690 SH   DFND 1 2 690 0 0
DIEBOLD INC COM COM 253651103 17,361 565,516 SH   DFND 1 562,992 0 2,524
DIFFERENTIAL BRAND GROUP INC COM 25374L108 57 29,479 SH   DFND 1 29,479 0 0
DIGI INTL INC COM COM 253798102 2,531 212,705 SH   DFND 1 212,705 0 0
DIGIMARC CORP COM COM 25381B101 2,225 82,410 SH   DFND 1 82,410 0 0
DIGIRAD CORP COM COM 253827109 315 59,552 SH   DFND 1 59,552 0 0
DIGITAL ALLY INC COM NEW 25382P208 77 18,324 SH   DFND 1 18,324 0 0
DIGITAL REALTY TRUST INC COM 253868103 188,699 1,775,843 SH   DFND 1 1,768,957 0 6,886
DIGITAL TURBINE INC COM NEW 25400W102 232 247,200 SH   DFND 1 247,200 0 0
DIGITALGLOBE INC COM NEW 25389M877 818 25,000 SH   DFND 1 2 25,000 0 0
DIGITALGLOBE INC COM NEW 25389M877 15,820 483,077 SH   DFND 1 483,077 0 0
DILLARDS INC CL A CL A 254067101 9,536 182,557 SH   DFND 1 181,770 0 787
DILLARDS INC CL A CL A 254067101 68 1,310 SH   DFND 1 2 1,310 0 0
DIME CMNTY BANCSHARES COM COM 253922108 7,600 374,410 SH   DFND 1 374,410 0 0
DIMENSION THERAPEUTICS INC COM 25433V105 255 145,896 SH   DFND 1 145,896 0 0
DINEEQUITY INC COM 254423106 7,153 131,458 SH   DFND 1 131,458 0 0
DIODES INC COM COM 254543101 7,970 331,400 SH   DFND 1 331,400 0 0
DIPLOMAT PHARMACY INC COM 25456K101 5,170 324,194 SH   DFND 1 324,194 0 0
DISCOVER FINANCIAL SVCS INC COM 254709108 268,209 3,927,131 SH   DFND 1 3,910,476 0 16,655
DISCOVER FINANCIAL SVCS INC COM 254709108 29 426 SH   DFND 1 2 426 0 0
DISCOVERY COMMUNICATIONS-C COM SER C 25470F302 74,162 2,622,887 SH   DFND 1 2,606,707 0 16,180
DISCOVERY HOLDING CO-A COM SER A 25470F104 55,474 1,908,913 SH   DFND 1 1,897,967 0 10,946
DISCOVERY HOLDING CO-A COM SER A 25470F104 213 7,351 SH   DFND 1 2 7,351 0 0
DISH NETWORK CORP CL A 25470M109 137,101 2,162,521 SH   DFND 1 2,146,225 0 16,296
DISNEY WALT CO COM DISNEY COM DISNEY 254687106 1,703,892 15,047,184 SH   DFND 1 14,981,234 0 65,950
DIVERSICARE HEALTHCARE SERVICES COM 255104101 139 13,755 SH   DFND 1 13,755 0 0
DIVERSIFIED RESTAURANT HOLDINGS INC COM 25532M105 105 45,688 SH   DFND 1 45,688 0 0
DIVIDEND AND INCOME FUND COM NEW 25538A204 2,937 243,578 SH   DFND 1 2 243,578 0 0
DIXIE GROUP INC CL A CL A 255519100 260 72,431 SH   DFND 1 72,431 0 0
DMC GLOBAL INC COM 23291C103 1,255 101,268 SH   DFND 1 101,268 0 0
DOCTOR REDDY'S LAB-ADR ADR 256135203 1,963 49,272 SH   DFND 1 48,019 0 1,253
DOCTOR REDDY'S LAB-ADR ADR 256135203 26 656 SH   DFND 1 2 656 0 0
DOCUMENT SECURITY SYSTEMS COM NEW 25614T200 30 25,401 SH   DFND 1 25,401 0 0
DOLBY LABORATORIES INC-CL A COM 25659T107 25,605 488,567 SH   DFND 1 488,567 0 0
DOLLAR GEN CORP COM COM 256677105 191,799 2,754,234 SH   DFND 1 2,743,212 0 11,022
DOLLAR TREE INC COM COM 256746108 184,623 2,356,400 SH   DFND 1 2,339,496 0 16,904
DOMINION DIAMOND CORP COM 257287102 126 10,000 SH   DFND 1 2 10,000 0 0
DOMINION RES INC VA NEW COM COM 25746U109 452,596 5,843,417 SH   DFND 1 5,815,519 0 27,898
DOMINO'S PIZZA INC COM 25754A201 65,847 357,445 SH   DFND 1 355,959 0 1,486
DOMINO'S PIZZA INC COM 25754A201 576 3,130 SH   DFND 1 2 3,130 0 0
DOMTAR INC COM COM NEW 257559203 18,119 496,152 SH   DFND 1 493,115 0 3,037
DOMTAR INC COM COM NEW 257559203 306 8,406 SH   DFND 1 2 8,406 0 0
DONALDSON INC COM COM 257651109 167 3,678 SH   DFND 1 2 3,678 0 0
DONALDSON INC COM COM 257651109 46,148 1,013,816 SH   DFND 1 1,009,733 0 4,083
DONEGAL GROUP INC-CL A CL A 257701201 60 3,421 SH   DFND 1 2 3,421 0 0
DONEGAL GROUP INC-CL A CL A 257701201 2,809 159,436 SH   DFND 1 159,436 0 0
DONNELLEY FINANCIAL SOLUTIONS INC COM 25787G100 4,892 253,616 SH   DFND 1 252,564 0 1,052
DONNELLEY R R & SONS CO COM COM 257867200 7,085 585,091 SH   DFND 1 582,287 0 2,805
DONNELLEY R R & SONS CO COM COM 257867200 56 4,650 SH   DFND 1 2 4,650 0 0
DORCHESTER MINERALS LP COM UNIT 25820R105 319 18,585 SH   DFND 1 18,585 0 0
DORIAN LPG LTD SHS USD Y2106R110 423 40,235 SH   DFND 1 40,235 0 0
DORMAN PRODUCTS INC COM 258278100 20,667 251,649 SH   DFND 1 251,649 0 0
DOUBLE EAGLE ACQUISITION COR UNIT 99/99/9999 G28195108 3,428 325,000 SH   DFND 1 2 325,000 0 0
DOUBLE EAGLE ACQUISITION-CW *W EXP 09/16/202 G28195116 113 202,500 SH   DFND 1 2 202,500 0 0
DOUGLAS DYNAMICS INC COM 25960R105 5,378 175,479 SH   DFND 1 173,686 0 1,793
DOUGLAS EMMETT INC COM 25960P109 51,952 1,352,919 SH   DFND 1 1,348,394 0 4,525
DOVER CORP COM COM 260003108 122,275 1,523,934 SH   DFND 1 1,516,415 0 7,519
DOVER DOWNS GAMING & ENTMT COM COM 260095104 31 30,139 SH   DFND 1 30,139 0 0
DOVER MOTORSPORTS INC COM COM 260174107 71 32,679 SH   DFND 1 32,679 0 0
DOW CHEM CO COM COM 260543103 716,476 11,291,537 SH   DFND 1 11,240,044 0 51,493
DOW CHEM CO COM COM 260543103 139 2,192 SH   DFND 1 2 2,192 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 197,444 2,018,915 SH   DFND 1 2,010,232 0 8,683
DRIL-QUIP INC COM COM 262037104 36,294 665,341 SH   DFND 1 664,170 0 1,171
DRIL-QUIP INC COM COM 262037104 103 1,894 SH   DFND 1 2 1,894 0 0
DRIVE SHACK INC COM 262077100 1,513 364,756 SH   DFND 1 364,756 0 0
DRYSHIPS INC COM PAR Y2109Q143 10 6,217 SH   DFND 1 2 6,217 0 0
DRYSHIPS INC COM PAR Y2109Q143 115 69,781 SH   DFND 1 69,781 0 0
DSP GROUP INC COM COM 23332B106 2,382 198,569 SH   DFND 1 198,569 0 0
DST SYS INC DEL COM COM 233326107 56 463 SH   DFND 1 2 463 0 0
DST SYS INC DEL COM COM 233326107 29,433 240,274 SH   DFND 1 239,299 0 975
DSW INC-CLASS A CL A 23334L102 18,296 884,739 SH   DFND 1 884,739 0 0
DSW INC-CLASS A CL A 23334L102 36 1,744 SH   DFND 1 2 1,744 0 0
DTE ENERGY CO COM COM 233331107 183,503 1,799,584 SH   DFND 1 1,791,510 0 8,074
DU PONT E I DE NEMOURS & CO COM COM 263534109 639,533 7,973,353 SH   DFND 1 7,934,436 0 38,917
DUCOMMUN INC DEL COM COM 264147109 2,369 82,291 SH   DFND 1 82,291 0 0
DUKE ENERGY CORP COM COM NEW 26441C204 584,660 7,138,784 SH   DFND 1 7,108,031 0 30,753
DUKE REALTY CORP COM NEW COM NEW 264411505 86,961 3,311,365 SH   DFND 1 3,300,359 0 11,006
DULUTH HOLDINGS INC COM CL B 26443V101 1,671 78,503 SH   DFND 1 78,503 0 0
DUN & BRADSTREET CORP DEL N COM COM 26483E100 40,073 371,771 SH   DFND 1 370,126 0 1,645
DUN & BRADSTREET CORP DEL N COM COM 26483E100 523 4,853 SH   DFND 1 2 4,853 0 0
DUNKIN' BRANDS GROUP INC COM 265504100 39,307 718,866 SH   DFND 1 716,010 0 2,856
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 35,161 709,049 SH   DFND 1 708,793 0 256
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 43 887 SH   DFND 1 2 887 0 0
DURECT CORP COM COM 266605104 1,034 985,630 SH   DFND 1 985,630 0 0
DXC TECHNOLOGY CO COM 23355L106 89,787 2,288,977 SH   DFND 1 2,278,414 0 10,563
DXP ENTERPRISES INC COM NEW 233377407 4,739 125,144 SH   DFND 1 125,144 0 0
DYCOM INDS INC COM COM 267475101 21,932 235,956 SH   DFND 1 234,987 0 969
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 1,731 290,958 SH   DFND 1 290,958 0 0
DYNEGY INC COM 26817R108 7,505 954,938 SH   DFND 1 954,938 0 0
DYNEGY INC COM 26817R108 102 13,058 SH   DFND 1 2 13,058 0 0
DYNEX CAPITAL INC COM NEW 26817Q506 2,931 413,538 SH   DFND 1 389,135 0 24,403
DYNEX CAPITAL INC COM NEW 26817Q506 185 26,189 SH   DFND 1 2 26,189 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 103,838 2,979,939 SH   DFND 1 2,966,831 0 13,108
EAGLE BANCORP INC COM 268948106 14,963 250,644 SH   DFND 1 250,644 0 0
EAGLE BULK SHIPPING INC SHS NEW Y2187A143 202 35,557 SH   DFND 1 35,557 0 0
EAGLE MATERIALS INC COM 26969P108 432 4,451 SH   DFND 1 2 4,451 0 0
EAGLE MATERIALS INC COM 26969P108 33,852 348,495 SH   DFND 1 346,991 0 1,504
EAGLE PHARMACEUTICALS INC COM 269796108 103 1,248 SH   DFND 1 2 1,248 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 7,395 89,168 SH   DFND 1 89,168 0 0
EARTHSTONE ENERGY INC COM NEW 27032D205 680 53,311 SH   DFND 1 53,311 0 0
EAST WEST BANCORP INC COM COM 27579R104 69,711 1,350,744 SH   DFND 1 1,346,284 0 4,460
EASTERLY GOVERNMENT PROPERTY COM 27616P103 4,913 248,282 SH   DFND 1 248,282 0 0
EASTERN COMPANY (THE) COM 276317104 534 24,968 SH   DFND 1 24,968 0 0
EASTERN VA BANKSHARES INC COM COM 277196101 205 19,571 SH   DFND 1 19,571 0 0
EASTGROUP PPTY INC COM COM 277276101 21,120 287,237 SH   DFND 1 287,237 0 0
EASTMAN CHEM CO COM COM 277432100 137,860 1,708,213 SH   DFND 1 1,701,829 0 6,384
EASTMAN KODAK CO COM NEW 277461406 2,917 253,725 SH   DFND 1 253,725 0 0
EATON CORP PLC SHS G29183103 337,105 4,552,521 SH   DFND 1 4,531,402 0 21,119
EATON VANCE CA MUNI INC TR SH BEN INT 27826F101 311 25,418 SH   DFND 1 2 25,418 0 0
EATON VANCE CORP COM NON VTG COM NON VTG 278265103 42,240 939,844 SH   DFND 1 936,282 0 3,562
EATON VANCE CORP COM NON VTG COM NON VTG 278265103 90 2,006 SH   DFND 1 2 2,006 0 0
EATON VANCE NJ MUNI INC TR SH BEN INT 27826V106 554 46,278 SH   DFND 1 2 46,278 0 0
EATON VANCE NY MUNI INC TR SH BEN INT 27826W104 491 38,480 SH   DFND 1 2 38,480 0 0
EBAY INC COM COM 278642103 141 4,221 SH   DFND 1 2 4,221 0 0
EBAY INC COM COM 278642103 348,576 10,397,708 SH   DFND 1 10,321,617 0 76,091
EBIX INC COM NEW 278715206 11,857 193,596 SH   DFND 1 193,596 0 0
ECHELON CORP COM COM NEW 27874N303 90 14,936 SH   DFND 1 14,936 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 4,902 229,608 SH   DFND 1 229,608 0 0
ECHOSTAR CORP CL A 278768106 22,137 388,716 SH   DFND 1 388,716 0 0
ECLIPSE RESOURCES CORP COM 27890G100 1,638 645,200 SH   DFND 1 645,200 0 0
ECO-STIM ENERGY SOLUTIONS INC COM 27888D101 53 45,860 SH   DFND 1 45,860 0 0
ECOLAB INC COM COM 278865100 291,763 2,331,459 SH   DFND 1 2,320,039 0 11,420
ECOLOGY INC COM 91732J102 8,274 176,623 SH   DFND 1 176,623 0 0
ECPG 3 11/27/17 NOTE 3.000%11/2 292554AD4 7,247 6,570,000 PRN   DFND 1 2 6,570,000 0 0
EDAP TMS SA -ADR SPONSORED ADR 268311107 39 14,083 SH   DFND 1 14,083 0 0
EDGE THERAPEUTICS INC COM 279870109 1,572 172,646 SH   DFND 1 172,646 0 0
EDGEWATER TECHNOLOGY INC COM COM 280358102 279 37,499 SH   DFND 1 37,499 0 0
EDGEWELL PERSONAL CARE COM 28035Q102 32,758 448,036 SH   DFND 1 446,254 0 1,782
EDGEWELL PERSONAL CARE COM 28035Q102 897 12,275 SH   DFND 1 2 12,275 0 0
EDISON INTL COM COM 281020107 252,849 3,180,637 SH   DFND 1 3,166,542 0 14,095
EDITAS MEDICINE INC COM 28106W103 2,664 119,376 SH   DFND 1 119,376 0 0
EDUCATION REALTY TRUST INC COM NEW 28140H203 28,010 685,683 SH   DFND 1 683,428 0 2,255
EDUCATIONAL DEVELOPMENT CORP COM 281479105 143 21,194 SH   DFND 1 21,194 0 0
EDWARDS LIFESCIENCES CORP COM COM 28176E108 213,981 2,277,666 SH   DFND 1 2,268,477 0 9,189
EGAIN COMMUNICATIONS COM COM NEW 28225C806 113 78,051 SH   DFND 1 78,051 0 0
EGALET CORPORATION COM 28226B104 587 115,147 SH   DFND 1 115,147 0 0
EHEALTH INC COM 28238P109 1,628 135,293 SH   DFND 1 135,293 0 0
EIGER BIOPHARMACEUTICALS INC COM 28249U105 368 32,204 SH   DFND 1 32,204 0 0
EKSO BIONICS HOLDINGS INC COM NEW 282644202 404 98,746 SH   DFND 1 98,746 0 0
EL PASO ELEC CO COM NEW COM NEW 283677854 16,774 332,166 SH   DFND 1 332,166 0 0
EL POLLO LOCO HOLDINGS INC COM 268603107 2,334 195,316 SH   DFND 1 195,316 0 0
ELBIT SYSTEMS LTD ORD M3760D101 2,619 23,050 SH   DFND 1 23,050 0 0
ELDORADO RESORTS INC COM 28470R102 3,690 194,984 SH   DFND 1 194,984 0 0
ELECTRO SCIENTIFIC INDS COM COM 285229100 2,094 300,482 SH   DFND 1 300,482 0 0
ELECTROMED INC COM 285409108 91 18,483 SH   DFND 1 18,483 0 0
ELECTRONIC ARTS INC COM COM 285512109 285,921 3,198,184 SH   DFND 1 3,175,569 0 22,615
ELECTRONICS FOR IMAGING INC COM COM 286082102 18,883 386,709 SH   DFND 1 386,709 0 0
ELEVEN BIOTHERAPEUTICS INC COM 286221106 103 47,187 SH   DFND 1 47,187 0 0
ELF BEAUTY COM 26856L103 2,895 100,544 SH   DFND 1 100,544 0 0
ELLIE MAE INC COM 28849P100 25,580 255,117 SH   DFND 1 255,117 0 0
ELLINGTON RESIDENTIAL MORTGAGE COM SHS BEN INT 288578107 528 36,073 SH   DFND 1 36,073 0 0
ELLIS PERRY INTL INC COM COM 288853104 2,035 94,743 SH   DFND 1 94,743 0 0
ELLSWORTH GROWTH AND INCOME FU COM 289074106 133 15,447 SH   DFND 1 2 15,447 0 0
EMAGIN CORP COM COM NEW 29076N206 154 65,621 SH   DFND 1 65,621 0 0
EMC INS GROUP INC COM COM 268664109 2,134 76,058 SH   DFND 1 76,058 0 0
EMCOR GROUP INC COM COM 29084Q100 29 475 SH   DFND 1 2 475 0 0
EMCOR GROUP INC COM COM 29084Q100 33,599 533,754 SH   DFND 1 531,903 0 1,851
EMCORE CORP COM COM NEW 290846203 1,911 212,423 SH   DFND 1 212,423 0 0
EMERGENT BIOSOLUTIONS COM 29089Q105 9,124 314,198 SH   DFND 1 314,012 0 186
EMERSON ELEC CO COM COM 291011104 399,013 6,674,711 SH   DFND 1 6,643,387 0 31,324
EMERSON RADIO CORP COM NEW 291087203 65 48,121 SH   DFND 1 48,121 0 0
EMMIS COMMUNICATIONS CORP CL A COM NEW CL A 291525400 87 35,866 SH   DFND 1 35,866 0 0
EMPIRE RESORTS INC COM PAR $0 01 292052305 838 34,577 SH   DFND 1 34,577 0 0
EMPIRE TRUST REALTY TRUST CL A 292104106 18,642 903,200 SH   DFND 1 903,200 0 0
EMPLOYERS HOLDINGS INC COM 292218104 10,172 268,049 SH   DFND 1 268,049 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 3,713 120,569 SH   DFND 1 120,569 0 0
ENBRIDGE INC COM COM 29250N105 11,375 273,758 SH   DFND 1 270,656 0 3,102
ENCORE CAPITAL GROUP INC COM 292554102 5,963 193,623 SH   DFND 1 193,623 0 0
ENCORE WIRE CORP COM COM 292562105 7,743 168,337 SH   DFND 1 168,337 0 0
ENDO PHARMACEUTICALS HLDGS COM SHS G30401106 21,473 1,924,199 SH   DFND 1 1,918,084 0 6,115
ENDO PHARMACEUTICALS HLDGS COM SHS G30401106 138 12,419 SH   DFND 1 2 12,419 0 0
ENDOCYTE INC COM 29269A102 703 273,757 SH   DFND 1 273,757 0 0
ENDOLOGIX INC COM 29266S106 4,693 648,288 SH   DFND 1 648,288 0 0
ENDURANCE INTERNATIONAL GROUP HOLDINGS INC COM 29272B105 4,271 544,102 SH   DFND 1 544,102 0 0
ENERGEN CORP COM COM 29265N108 30 565 SH   DFND 1 2 565 0 0
ENERGEN CORP COM COM 29265N108 40,893 751,159 SH   DFND 1 748,139 0 3,020
ENERGIZER HOLDINGS INC COM 29272W109 26,075 467,724 SH   DFND 1 465,801 0 1,923
ENERGOUS CORP COM 29272C103 2,018 129,393 SH   DFND 1 129,393 0 0
ENERGY FOCUS INC. COM NEW 29268T300 146 44,670 SH   DFND 1 44,670 0 0
ENERGY RECOVERY INC-REDH COM 29270J100 2,317 278,561 SH   DFND 1 278,561 0 0
ENERGY TRANSFER PARTNERS LP UNIT LTD PARTN 29273R109 401 11,000 SH   DFND 1 2 11,000 0 0
ENERNOC INC -REDH COM 292764107 1,236 206,110 SH   DFND 1 206,110 0 0
ENERSYS INC COM COM 29275Y102 106 1,350 SH   DFND 1 2 1,350 0 0
ENERSYS INC COM COM 29275Y102 33,004 418,094 SH   DFND 1 416,756 0 1,338
ENGILITY HOLDINGS INC COM 29286C107 3,934 135,953 SH   DFND 1 135,953 0 0
ENGLOBAL CORP COM 293306106 125 67,699 SH   DFND 1 67,699 0 0
ENI S P A SPONSORED ADR SPONSORED ADR 26874R108 918 28,051 SH   DFND 1 26,484 0 1,567
ENNIS BUSINESS FORMS INC COM COM 293389102 3,982 234,267 SH   DFND 1 231,504 0 2,763
ENNIS BUSINESS FORMS INC COM COM 293389102 2 138 SH   DFND 1 2 138 0 0
ENOVA INTERNATIONAL COM 29357K103 4,987 335,864 SH   DFND 1 335,864 0 0
ENOVA INTERNATIONAL COM 29357K103 119 8,047 SH   DFND 1 2 8,047 0 0
ENPHASE ENERGY INC COM 29355A107 386 281,836 SH   DFND 1 281,836 0 0
ENPRO INDS INC COM COM 29355X107 24 346 SH   DFND 1 2 346 0 0
ENPRO INDS INC COM COM 29355X107 11,575 162,675 SH   DFND 1 162,675 0 0
ENSCO INTL INC COM SHS CLASS A G3157S106 21,255 2,374,905 SH   DFND 1 2,365,561 0 9,344
ENSERVCO CORP COM 29358Y102 26 77,749 SH   DFND 1 77,749 0 0
ENSIGN GROUP INC-REDH COM 29358P101 7,418 394,616 SH   DFND 1 394,616 0 0
ENSTAR GROUP LTD SHS G3075P101 18,450 96,447 SH   DFND 1 96,447 0 0
ENSYNC INC COM 29359T102 90 149,026 SH   DFND 1 149,026 0 0
ENTEGRA FINANCIAL CORP COM 29363J108 1,992 84,243 SH   DFND 1 84,243 0 0
ENTEGRIS INC COM COM 29362U104 28,742 1,228,333 SH   DFND 1 1,228,333 0 0
ENTELLUS MEDICAL INC COM 29363K105 1,344 97,417 SH   DFND 1 97,417 0 0
ENTERCOM COMMUNICATIONS COR CL A CL A 293639100 2,648 185,198 SH   DFND 1 185,198 0 0
ENTERGY CORP NEW COM COM 29364G103 140,322 1,849,798 SH   DFND 1 1,840,434 0 9,364
ENTEROMEDICS INC-REDH COM PAR 29365M505 182 31,601 SH   DFND 1 31,601 0 0
ENTERPRISE BANCORP INC/MA COM 293668109 2,600 74,824 SH   DFND 1 74,824 0 0
ENTERPRISE FINANCIAL SERVICE COM 293712105 7,740 182,560 SH   DFND 1 182,560 0 0
ENTERPRISE PRODS PARTNERS L COM COM 293792107 237 8,610 SH   DFND 1 8,610 0 0
ENTERTAINMENT GAMING ASIA INC COM PAR 29383V305 21 12,537 SH   DFND 1 12,537 0 0
ENTRAVISION COMMUNICATIONS CL A CL A 29382R107 3,058 493,240 SH   DFND 1 493,240 0 0
ENVESTNET INC COM 29404K106 10,593 327,977 SH   DFND 1 327,977 0 0
ENVESTNET INC COM 29404K106 25 789 SH   DFND 1 2 789 0 0
ENVISION HEALTHCARE HOLDINGS CORP COM 29414D100 71,539 1,168,272 SH   DFND 1 1,163,171 0 5,101
ENVISION HEALTHCARE HOLDINGS CORP COM 29414D100 27 450 SH   DFND 1 2 450 0 0
ENZO BIOCHEM INC COM COM 294100102 2,436 291,119 SH   DFND 1 291,119 0 0
ENZYMOTEC LTD SHS M4059L101 126 14,383 SH   DFND 1 14,383 0 0
EOG RES INC COM COM 26875P101 537,142 5,514,351 SH   DFND 1 5,488,677 0 25,674
EP ENERGY CORP-CL A CL A 268785102 1,489 313,591 SH   DFND 1 313,591 0 0
EPAM SYSTEMS INC COM 29414B104 26,715 353,755 SH   DFND 1 353,755 0 0
EPICEPT CORPORATION COM 45254C200 65 447,068 SH   DFND 1 447,068 0 0
EPIZYME INC COM 29428V104 5,792 337,747 SH   DFND 1 337,747 0 0
EPLUS INC COM COM 294268107 7,868 116,522 SH   DFND 1 116,522 0 0
EPR PROPERTIES COM SH BEN INT 26884U109 37,689 511,873 SH   DFND 1 509,873 0 2,000
EPR PROPERTIES S-C 5 3/4 PFD C CNV 5.75% 26884U208 17,768 614,027 PRN   DFND 1 2 614,027 0 0
EQT CORP COM 26884L109 103,786 1,701,008 SH   DFND 1 1,693,532 0 7,476
EQUIFAX INC COM COM 294429105 168,307 1,232,506 SH   DFND 1 1,227,322 0 5,184
EQUINIX INC COM PAR $0.001 29444U700 306,429 766,446 SH   DFND 1 762,802 0 3,644
EQUINIX INC COM PAR $0.001 29444U700 6 16 SH   DFND 1 2 16 0 0
EQUITY BANCSHARES INC - CL A COM CL A 29460X109 1,459 45,936 SH   DFND 1 45,936 0 0
EQUITY COMMONWEALTH REIT COM SH BEN INT 294628102 36,467 1,168,071 SH   DFND 1 1,168,071 0 0
EQUITY LIFESTYLE PROPERTIES INC COM 29472R108 61,016 791,804 SH   DFND 1 791,804 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 251,591 4,048,730 SH   DFND 1 4,032,861 0 15,869
ERA GROUP INC COM 26885G109 1,856 140,020 SH   DFND 1 140,020 0 0
ERICSSON L M TEL CO ADR CL B SEK10 ADR B SEK 10 294821608 1,272 191,605 SH   DFND 1 186,852 0 4,753
ERIE INDTY CO CL A CL A 29530P102 23,534 191,808 SH   DFND 1 191,415 0 393
ERIN ENERGY CORP COM 295625107 50 21,166 SH   DFND 1 21,166 0 0
EROS INTERNATIONAL PLC SHS NEW G3788M114 508 49,405 SH   DFND 1 49,126 0 279
ESCALADE INC COM COM 296056104 858 66,571 SH   DFND 1 66,571 0 0
ESCO TECHNOLOGIES INC COM COM 296315104 11,479 197,581 SH   DFND 1 197,581 0 0
ESPERION THERAPEUTICS INC COM 29664W105 4,820 136,521 SH   DFND 1 136,521 0 0
ESSA BANCORP INC -REDH COM 29667D104 876 60,108 SH   DFND 1 60,108 0 0
ESSENDANT INC COM 296689102 6,351 419,273 SH   DFND 1 419,273 0 0
ESSENDANT INC COM 296689102 764 50,440 SH   DFND 1 2 50,440 0 0
ESSENT GROUP LTD COM G3198U102 407 11,276 SH   DFND 1 2 11,276 0 0
ESSENT GROUP LTD COM G3198U102 31,214 862,991 SH   DFND 1 862,991 0 0
ESSEX PPTY TR INC COM COM 297178105 171,935 743,525 SH   DFND 1 740,693 0 2,832
ESTERLINE TECHNOLOGIES CORP COM COM 297425100 20,328 236,239 SH   DFND 1 235,324 0 915
ETHAN ALLEN INTERIORS INC COM COM 297602104 8,046 262,537 SH   DFND 1 262,537 0 0
ETSY INC COM 29786A106 8,353 785,888 SH   DFND 1 785,888 0 0
EURONET WORLDWIDE INC COM COM 298736109 34,724 406,035 SH   DFND 1 406,035 0 0
EV ENERGY PARTNERS LP -REDH COM UNITS 26926V107 35 24,308 SH   DFND 1 24,308 0 0
EVANS BANCORP INC COM NEW 29911Q208 678 17,660 SH   DFND 1 17,660 0 0
EVERBANK FINANCIAL CORP COM 29977G102 16,694 857,025 SH   DFND 1 857,025 0 0
EVERBRIDGE INC COM 29978A104 2,171 105,783 SH   DFND 1 105,783 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 1,168 14,998 SH   DFND 1 2 14,998 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 32,473 416,856 SH   DFND 1 416,856 0 0
EVEREST RE GROUP LTD COM COM G3223R108 88,187 377,289 SH   DFND 1 376,026 0 1,263
EVERI HOLDINGS INC COM 30034T103 100 20,878 SH   DFND 1 2 20,878 0 0
EVERI HOLDINGS INC COM 30034T103 1,794 374,645 SH   DFND 1 374,645 0 0
EVERSOURCE ENERGY COM 30040W108 187,038 3,186,475 SH   DFND 1 3,172,790 0 13,685
EVERTEC INC COM 30040P103 10,137 637,608 SH   DFND 1 637,608 0 0
EVERTEC INC COM 30040P103 415 26,109 SH   DFND 1 2 26,109 0 0
EVINE LIVE INC CL A 300487105 400 312,956 SH   DFND 1 312,956 0 0
EVOKE PHARMA INC COM 30049G104 71 23,048 SH   DFND 1 23,048 0 0
EVOLENT HEALTH INC CL A 30050B101 2,900 130,053 SH   DFND 1 130,053 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 167 20,917 SH   DFND 1 2 20,917 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 1,905 238,139 SH   DFND 1 238,139 0 0
EVOLVING SYS INC COM COM NEW 30049R209 193 39,807 SH   DFND 1 39,807 0 0
EXA CORPORATION COM 300614500 1,217 95,843 SH   DFND 1 95,843 0 0
EXACT SCIENCES CORP COM COM 30063P105 128 5,446 SH   DFND 1 2 5,446 0 0
EXACT SCIENCES CORP COM COM 30063P105 22,116 936,351 SH   DFND 1 936,351 0 0
EXACTECH INC COM 30064E109 3,051 121,104 SH   DFND 1 121,104 0 0
EXAR CORP COM COM 300645108 5,179 398,155 SH   DFND 1 398,155 0 0
EXCO RESOURCES INC COM 269279402 788 1,272,116 SH   DFND 1 1,270,503 0 1,613
EXELIXIS INC COM COM 30161Q104 45,284 2,089,751 SH   DFND 1 2,089,751 0 0
EXELON CORP COM COM 30161N101 341,926 9,516,009 SH   DFND 1 9,475,125 0 40,884
EXERGY XXI GULF COAST INC COM 29276K101 511 17,051 SH   DFND 1 17,051 0 0
EXFO INC SUB VTG SHS 302046107 57 10,989 SH   DFND 1 10,989 0 0
EXFO INC SUB VTG SHS 302046107 52 9,951 SH   DFND 1 2 9,951 0 0
EXLSERVICE HOLDINGS INC COM 302081104 13,400 282,947 SH   DFND 1 282,947 0 0
EXONE CO/THE COM 302104104 808 79,324 SH   DFND 1 79,324 0 0
EXPEDIA INC COM NEW 30212P303 152,139 1,207,532 SH   DFND 1 1,198,274 0 9,258
EXPEDITORS INTL WASH INC COM COM 302130109 115,752 2,051,545 SH   DFND 1 2,043,624 0 7,921
EXPONENT INC COM 30214U102 12,338 207,198 SH   DFND 1 207,198 0 0
EXPRESS INC COM 30219E103 15 1,656 SH   DFND 1 2 1,656 0 0
EXPRESS INC COM 30219E103 7,601 834,402 SH   DFND 1 834,402 0 0
EXPRESS SCRP INC COM COM 30219G108 147 2,237 SH   DFND 1 2 2,237 0 0
EXPRESS SCRP INC COM COM 30219G108 412,497 6,266,970 SH   DFND 1 6,223,482 0 43,488
EXTENDED STAY AMERICA UNIT 99/99/9999B 30224P200 38 2,430 SH   DFND 1 2 2,430 0 0
EXTENDED STAY AMERICA UNIT 99/99/9999B 30224P200 12,220 766,684 SH   DFND 1 766,684 0 0
EXTERRAN CORP COM 30227H106 8,877 282,275 SH   DFND 1 282,275 0 0
EXTRA SPACE STORAGE INC COM 30225T102 103,224 1,389,334 SH   DFND 1 1,383,888 0 5,446
EXTRACTION OIL & GAS INC COM 30227M105 7,560 407,564 SH   DFND 1 407,564 0 0
EXTREME NETWORKS INC COM COM 30226D106 8,124 1,081,807 SH   DFND 1 1,081,807 0 0
EXTREME NETWORKS INC COM COM 30226D106 277 37,008 SH   DFND 1 2 37,008 0 0
EXXON MOBIL CORP COM COM 30231G102 3,362,136 41,054,160 SH   DFND 1 40,867,561 0 186,599
EZCORP INC-CL A CL A NON VTG 302301106 60 7,442 SH   DFND 1 2 7,442 0 0
EZCORP INC-CL A CL A NON VTG 302301106 3,326 408,161 SH   DFND 1 408,161 0 0
F M C CORP COM NEW COM NEW 302491303 88,047 1,267,066 SH   DFND 1 1,261,265 0 5,801
F5 NETWORKS INC COM COM 315616102 119,017 835,694 SH   DFND 1 832,897 0 2,797
F5 NETWORKS INC COM COM 315616102 1,238 8,684 SH   DFND 1 2 8,684 0 0
FABRINET SHS G3323L100 11,669 277,645 SH   DFND 1 277,645 0 0
FACEBOOK INC -A CL A 30303M102 3,286,843 23,171,236 SH   DFND 1 22,999,017 0 172,219
FACTSET RESH SYS INC COM COM 303075105 48,706 295,351 SH   DFND 1 294,025 0 1,326
FAIR ISAAC INC COM 303250104 31,088 241,090 SH   DFND 1 240,120 0 970
FAIRMOUNT SANTROL HOLDINGS INC COM 30555Q108 7,568 1,032,541 SH   DFND 1 1,032,541 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 3,178 191,496 SH   DFND 1 191,496 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 415 25,000 SH   DFND 1 2 25,000 0 0
FALCONSTOR SOFTWARE INC COM COM 306137100 60 150,982 SH   DFND 1 150,982 0 0
FAMOUS DAVES AMER INC COM COM 307068106 117 30,474 SH   DFND 1 30,474 0 0
FANHUA INC SPONSORED ADR 30712A103 19 2,300 SH   DFND 1 2 2,300 0 0
FANHUA INC SPONSORED ADR 30712A103 169 19,615 SH   DFND 1 19,615 0 0
FARMER BROS CO COM COM 307675108 3,092 87,471 SH   DFND 1 87,471 0 0
FARMERS CAP BK CORP COM COM 309562106 2,591 64,142 SH   DFND 1 64,142 0 0
FARMERS NATL BANC CORP COM 309627107 3,375 235,229 SH   DFND 1 235,229 0 0
FARMLAND PARTNERS INC COM 31154R109 3,010 269,549 SH   DFND 1 269,549 0 0
FARO TECHNOLOGIES INC COM 311642102 4,845 135,535 SH   DFND 1 135,535 0 0
FASTENAL CO COM COM 311900104 164,269 3,193,688 SH   DFND 1 3,172,558 0 21,130
FATE THERAPEUTICS INC COM 31189P102 543 119,514 SH   DFND 1 119,514 0 0
FB FINANCIAL CORP COM 30257X104 2,137 60,441 SH   DFND 1 60,441 0 0
FBL FINL GROUP INC CL A CL A 30239F106 4,989 76,239 SH   DFND 1 75,494 0 745
FBR CAPITAL MRKTS CORP -REDH COM NEW 30247C400 925 51,300 SH   DFND 1 51,300 0 0
FCB FINANCIAL HOLDINGS-CL A CL A 30255G103 15,268 308,144 SH   DFND 1 308,144 0 0
FEDERAL AGRIC MTG CORP CL C CL C 313148306 4,047 70,310 SH   DFND 1 70,310 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW SH BEN INT NEW 313747206 108,533 814,000 SH   DFND 1 810,902 0 3,098
FEDERAL SIGNAL CORP COM COM 313855108 12 894 SH   DFND 1 2 894 0 0
FEDERAL SIGNAL CORP COM COM 313855108 6,189 448,212 SH   DFND 1 448,212 0 0
FEDERATED INVS INC PA CL B CL B 314211103 407 15,476 SH   DFND 1 2 15,476 0 0
FEDERATED INVS INC PA CL B CL B 314211103 28,513 1,082,526 SH   DFND 1 1,079,223 0 3,303
FEDERATED NATIONAL HOLDING CO COM 31422T101 4,557 261,490 SH   DFND 1 261,490 0 0
FEDEX CORP COM COM 31428X106 435,698 2,236,044 SH   DFND 1 2,225,444 0 10,600
FELCOR LODGING TR INC COM COM 31430F101 375 50,000 SH   DFND 1 2 50,000 0 0
FELCOR LODGING TR INC COM COM 31430F101 8,706 1,159,333 SH   DFND 1 1,159,333 0 0
FEMALE HEALTH COMPANY COM COM 314462102 94 93,905 SH   DFND 1 93,905 0 0
FENIX PARTS INC COM 31446L100 125 80,849 SH   DFND 1 80,849 0 0
FERRARI NV COM N3167Y103 958 12,890 SH   DFND 1 2 12,890 0 0
FERRARI NV COM N3167Y103 47 639 SH   DFND 1 552 0 87
FERRO CORP COM COM 315405100 9,738 641,105 SH   DFND 1 641,105 0 0
FERROGLOBE PLC SHS G33856108 1,542 149,294 SH   DFND 1 149,294 0 0
FIAT CHRYSLER AUTOMOBILES NV SHS N31738102 940 86,008 SH   DFND 1 2 86,008 0 0
FIAT CHRYSLER AUTOMOBILES NV SHS N31738102 9 870 SH   DFND 1 0 0 870
FIBROCELL SCIENCE INC COM PAR 315721308 120 60,427 SH   DFND 1 60,427 0 0
FIBROGEN INC COM 31572Q808 11,406 462,752 SH   DFND 1 462,752 0 0
FIDELITY & GUARANTY LIFE COM 315785105 3,399 122,289 SH   DFND 1 122,289 0 0
FIDELITY NATIONAL INFORMATION SERVICES COM 31620M106 253,013 3,182,296 SH   DFND 1 3,167,449 0 14,847
FIDELITY NATL CORP GA COM COM 316394105 5,705 254,949 SH   DFND 1 254,949 0 0
FIESTA RESTAURANT GROUP - W/I COM 31660B101 5,500 227,303 SH   DFND 1 227,303 0 0
FIFTH STREET ASSET MANAGEMENT CL A COM 31679P109 195 42,578 SH   DFND 1 40,993 0 1,585
FIFTH STREET FINANCE CORP COM 31678A103 49 10,742 SH   DFND 1 2 10,742 0 0
FIFTH THIRD BANCORP COM COM 316773100 214,465 8,454,074 SH   DFND 1 8,419,981 0 34,093
FIFTH THIRD BANCORP COM COM 316773100 29 1,180 SH   DFND 1 2 1,180 0 0
FINANCIAL ENGINES INC COM 317485100 30,326 696,350 SH   DFND 1 696,350 0 0
FINANCIAL INSTNS INC COM COM 317585404 4,058 123,164 SH   DFND 1 123,164 0 0
FINISAR COM COM NEW 31787A507 33,909 1,240,303 SH   DFND 1 1,240,303 0 0
FINISH LINE INC CL A CL A 317923100 49 3,444 SH   DFND 1 2 3,444 0 0
FINISH LINE INC CL A CL A 317923100 4,721 331,804 SH   DFND 1 331,804 0 0
FINJAN HOLDINGS INC COM NEW 31788H303 163 93,776 SH   DFND 1 93,776 0 0
FIREEYE INC COM 31816Q101 15,730 1,247,487 SH   DFND 1 1,247,487 0 0
FIRST ACCEPTANCE CORP COM 318457108 38 28,734 SH   DFND 1 28,734 0 0
FIRST AMERICAN FINANCIAL - W/I COM 31847R102 33,488 852,571 SH   DFND 1 849,160 0 3,411
FIRST BANCORP INC COM 31866P102 2,143 78,643 SH   DFND 1 78,643 0 0
FIRST BANCORP N C COM COM 318910106 6,374 217,638 SH   DFND 1 217,638 0 0
FIRST BANCORP P R COM COM NEW 318672706 14,101 2,495,804 SH   DFND 1 2,495,804 0 0
FIRST BANCSHARES INC/MS COM 318916103 945 33,161 SH   DFND 1 33,161 0 0
FIRST BUSEY CORP COM COM NEW 319383204 9,406 319,939 SH   DFND 1 319,423 0 516
FIRST BUSINESS FINANCIAL SER COM 319390100 1,542 59,418 SH   DFND 1 59,418 0 0
FIRST CAPITAL INC COM 31942S104 458 13,726 SH   DFND 1 13,726 0 0
FIRST CASH FINL SVCS INC COM COM 33767D105 18,665 379,759 SH   DFND 1 379,578 0 181
FIRST CMNTY BANCSHARES INC COM COM 31983A103 2,886 115,605 SH   DFND 1 115,605 0 0
FIRST COMMUNITY CORP COM 319835104 1,146 52,107 SH   DFND 1 52,107 0 0
FIRST COMMUNITY FINL PARTNERS COM 31985Q106 1,783 139,872 SH   DFND 1 139,872 0 0
FIRST COMWLTH FINL CORP PA COM COM 319829107 9,072 684,206 SH   DFND 1 684,206 0 0
FIRST CONNECTICUT BANCORP COM 319850103 2,678 108,014 SH   DFND 1 108,014 0 0
FIRST CTZNS BANCSHARES INC CL A CL A 31946M103 24,961 74,429 SH   DFND 1 74,429 0 0
FIRST DATA CORP- CLASS A COM CL A 32008D106 22,237 1,435,470 SH   DFND 1 1,435,470 0 0
FIRST DATA CORP- CLASS A COM CL A 32008D106 30 1,947 SH   DFND 1 2 1,947 0 0
FIRST DEFIANCE FINL CORP COM COM 32006W106 4,264 86,139 SH   DFND 1 86,139 0 0
FIRST FINANCIAL NORTHWEST COM 32022K102 1,104 62,518 SH   DFND 1 62,518 0 0
FIRST FINL BANCORP OH COM COM 320209109 15,985 582,337 SH   DFND 1 582,337 0 0
FIRST FINL BANKSHARES COM COM 32020R109 21,238 529,650 SH   DFND 1 529,650 0 0
FIRST FINL CORP IND COM COM 320218100 4,692 98,800 SH   DFND 1 98,800 0 0
FIRST FOUNDATION INC COM 32026V104 3,459 223,067 SH   DFND 1 223,067 0 0
FIRST HAWAIIAN INC COM 32051X108 13,068 436,794 SH   DFND 1 436,794 0 0
FIRST HORIZON NATL CORP COM COM 320517105 33,701 1,821,681 SH   DFND 1 1,814,416 0 7,265
FIRST INDUSTRIAL REALTY TRU COM COM 32054K103 28,567 1,072,743 SH   DFND 1 1,069,127 0 3,616
FIRST INTERNET BANCORP COM 320557101 1,322 44,844 SH   DFND 1 44,844 0 0
FIRST INTERSTATE BANCSYSTEM INC. COM CL A 32055Y201 10,563 266,411 SH   DFND 1 266,411 0 0
FIRST LONG IS CORP COM COM 320734106 4,761 176,041 SH   DFND 1 176,041 0 0
FIRST MERCHANTS CORP COM COM 320817109 13,756 349,872 SH   DFND 1 349,872 0 0
FIRST MID ILL BANCSHARES COM 320866106 2,242 66,257 SH   DFND 1 66,257 0 0
FIRST MIDWEST BANCORP DEL COM COM 320867104 19,999 844,588 SH   DFND 1 844,588 0 0
FIRST NBC BANK HLDG CO COM 32115D106 487 121,808 SH   DFND 1 121,808 0 0
FIRST NORTHWEST BANCORP COM 335834107 999 64,507 SH   DFND 1 64,507 0 0
FIRST POTOMAC REALTY TRUST COM 33610F109 5,310 516,628 SH   DFND 1 516,628 0 0
FIRST REPUBLIC BANK/SAN FRAN COM 33616C100 99,202 1,057,927 SH   DFND 1 1,057,927 0 0
FIRST SOLAR INC COM 336433107 18,201 671,652 SH   DFND 1 669,247 0 2,405
FIRST SOLAR INC COM 336433107 33 1,248 SH   DFND 1 2 1,248 0 0
FIRST SOUTH BANCORP INC VA COM COM 33646W100 529 43,671 SH   DFND 1 43,671 0 0
FIRST US BANCSHARES INC COM 33744V103 163 13,239 SH   DFND 1 13,239 0 0
FIRST UTD CORP COM COM 33741H107 319 22,002 SH   DFND 1 22,002 0 0
FIRSTENERGY CORP COM COM 337932107 165,576 5,209,630 SH   DFND 1 5,190,544 0 19,086
FIRSTSERVICE CORP SUB VTG SH 33767E103 1,160 19,189 SH   DFND 1 19,189 0 0
FIRSTSERVICE CORP SUB VTG SH 33767E103 496 8,208 SH   DFND 1 2 8,208 0 0
FISERV INC COM COM 337738108 273,485 2,374,758 SH   DFND 1 2,359,378 0 15,380
FITBIT INC - A CL A 33812L102 5,792 978,462 SH   DFND 1 978,462 0 0
FIVE BELOW INC COM 33829M101 20,039 462,691 SH   DFND 1 462,691 0 0
FIVE OAKS INVESTMENT CORP COM 33830W106 429 83,765 SH   DFND 1 83,765 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 8,662 239,635 SH   DFND 1 239,635 0 0
FIVE STAR SENIOR LIVING INC COM 33832D106 638 296,931 SH   DFND 1 296,931 0 0
FIVE9 INC COM 338307101 5,467 332,171 SH   DFND 1 332,171 0 0
FLAGSTAR BANCORP INC COM COM PAR .001 337930705 4,744 168,301 SH   DFND 1 168,301 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 29 198 SH   DFND 1 2 198 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 96,370 636,661 SH   DFND 1 636,661 0 0
FLEX LTD ORD Y2573F102 5,042 301,664 SH   DFND 1 301,664 0 0
FLEX LTD ORD Y2573F102 236 14,107 SH   DFND 1 2 14,107 0 0
FLEX PHARMA INC COM 33938A105 356 80,986 SH   DFND 1 80,986 0 0
FLEXION THERAPEUTICS IN COM 33938J106 5,499 204,357 SH   DFND 1 204,357 0 0
FLEXSTEEL INDS INC COM COM 339382103 434 8,618 SH   DFND 1 2 8,618 0 0
FLEXSTEEL INDS INC COM COM 339382103 7,679 152,372 SH   DFND 1 152,372 0 0
FLIR SYS INC COM COM 302445101 53,876 1,486,886 SH   DFND 1 1,480,905 0 5,981
FLOTEK INDUSTRIES INC COM 343389102 5,363 419,346 SH   DFND 1 419,346 0 0
FLOWERS FOODS INC COM COM 343498101 26,187 1,349,190 SH   DFND 1 1,343,483 0 5,707
FLOWSERVE CORP COM COM 34354P105 63,422 1,311,717 SH   DFND 1 1,305,750 0 5,967
FLUIDIGM CORP COM 34385P108 2 388 SH   DFND 1 2 388 0 0
FLUIDIGM CORP COM 34385P108 1,240 217,933 SH   DFND 1 217,933 0 0
FLUOR CORP NEW COM COM 343412102 72,184 1,373,710 SH   DFND 1 1,367,671 0 6,039
FLUOR CORP NEW COM COM 343412102 57 1,091 SH   DFND 1 2 1,091 0 0
FLUSHING FINL CORP COM COM 343873105 6,382 237,527 SH   DFND 1 237,527 0 0
FNB CORP PA COM COM 302520101 37,065 2,492,606 SH   DFND 1 2,478,584 0 14,022
FNF GROUP FNF GROUP COM 31620R303 80,068 2,056,858 SH   DFND 1 2,056,858 0 0
FNFV GROUP FNFV GROUP COM 31620R402 6,904 521,072 SH   DFND 1 521,072 0 0
FOAMIX PHARMACEUTICALS LTD SHS M46135105 99 20,093 SH   DFND 1 20,093 0 0
FOGO DE CHAO INC COM 344177100 821 50,548 SH   DFND 1 50,548 0 0
FONAR CORP COM COM NEW 344437405 710 40,488 SH   DFND 1 40,488 0 0
FONAR CORP COM COM NEW 344437405 135 7,733 SH   DFND 1 2 7,733 0 0
FOOT LOCKER INC COM COM 344849104 115,235 1,542,190 SH   DFND 1 1,536,196 0 5,994
FOOT LOCKER INC COM COM 344849104 15 209 SH   DFND 1 2 209 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 475,292 40,886,434 SH   DFND 1 40,699,547 0 186,887
FORD MTR CO DEL COM PAR $0.01 345370860 14 1,210 SH   DFND 1 2 1,210 0 0
FOREST CITY REALTY TRUST- A COM CL A 345605109 44,562 2,046,045 SH   DFND 1 2,046,045 0 0
FORESTAR REAL ESTATE GRP-W/I COM 346233109 3,650 267,465 SH   DFND 1 267,465 0 0
FORM HOLDINGS CORP COM 34634E102 243 112,055 SH   DFND 1 112,055 0 0
FORMFACTOR INC COM 346375108 6,715 566,722 SH   DFND 1 566,722 0 0
FORRESTER RESH INC COM COM 346563109 3,586 90,223 SH   DFND 1 90,223 0 0
FORTERRA INC COM 34960W106 3,451 177,008 SH   DFND 1 177,008 0 0
FORTINET INC. COM 34959E109 45,586 1,189,110 SH   DFND 1 1,184,501 0 4,609
FORTIVE CORP COM 34959J108 190,273 3,163,848 SH   DFND 1 3,150,599 0 13,249
FORTRESS BIOTECH INC COM 34960Q109 1,067 288,566 SH   DFND 1 288,566 0 0
FORTRESS INVESTMENT GRP-REDH CL A 34958B106 198 25,000 SH   DFND 1 2 25,000 0 0
FORTUNE BRANDS HOME & SECURITY INC COM 34964C106 91,360 1,503,520 SH   DFND 1 1,496,855 0 6,665
FORUM ENERGY TECHNOLOGIES INC COM 34984V100 11,158 539,052 SH   DFND 1 539,052 0 0
FORWARD AIR CORP COM COM 349853101 11,869 249,516 SH   DFND 1 249,516 0 0
FORWARD INDUSTRIES INC-N Y COM NEW 349862300 22 18,823 SH   DFND 1 18,823 0 0
FOSSIL GROUP INC COM 34988V106 5,915 339,015 SH   DFND 1 339,015 0 0
FOSSIL GROUP INC COM 34988V106 97 5,583 SH   DFND 1 2 5,583 0 0
FOSTER L B CO COM COM 350060109 693 55,483 SH   DFND 1 55,483 0 0
FOUNDATION BLDG MRL INC-REDH COM 350392106 1,543 96,643 SH   DFND 1 96,643 0 0
FOUNDATION MEDICINE INC COM 350465100 194 6,034 SH   DFND 1 2 6,034 0 0
FOUNDATION MEDICINE INC COM 350465100 4,326 134,148 SH   DFND 1 134,148 0 0
FOUR CORNERS PROPERTY TRUST INC COM 35086T109 18,894 827,618 SH   DFND 1 826,889 0 729
FOX FACTORY HOLDING CORP COM 35138V102 7,528 262,331 SH   DFND 1 262,331 0 0
FRANCE TELECOM SPONSORED ADR SPONSORED ADR 684060106 435 28,012 SH   DFND 1 26,800 0 1,212
FRANCESCAS HOLDINGS CORP COM 351793104 4,661 303,702 SH   DFND 1 303,702 0 0
FRANCESCAS HOLDINGS CORP COM 351793104 38 2,499 SH   DFND 1 2 2,499 0 0
FRANKLIN COVEY CO COM COM 353469109 1,689 83,646 SH   DFND 1 83,646 0 0
FRANKLIN ELEC INC COM COM 353514102 14,275 331,594 SH   DFND 1 331,594 0 0
FRANKLIN FINANCIAL NETWORK COM 35352P104 3,727 96,189 SH   DFND 1 96,189 0 0
FRANKLIN RES INC COM COM 354613101 148,544 3,529,852 SH   DFND 1 3,514,946 0 14,906
FRANKLIN STREET PROPERTIES C COM 35471R106 11,676 961,847 SH   DFND 1 961,847 0 0
FRANKS INTERNATIONAL NV COM N33462107 4,009 379,323 SH   DFND 1 378,562 0 761
FREDS INC CL A CL A 356108100 3,662 279,569 SH   DFND 1 279,569 0 0
FREEPORT-MCMORAN COPPER & G CL B CL B 35671D857 172,986 12,966,422 SH   DFND 1 12,906,397 0 60,025
FREIGHTCAR AMERICA INC COM 357023100 1,239 98,883 SH   DFND 1 98,883 0 0
FREQUENCY ELECTRS INC COM COM 358010106 296 26,924 SH   DFND 1 26,924 0 0
FRESENIUS MEDICAL CARE AG-ADR SPONSORED ADR 358029106 282 6,695 SH   DFND 1 5,735 0 960
FRESH DEL MONTE PRODUCE INC ORD ORD G36738105 21,803 368,118 SH   DFND 1 368,118 0 0
FRESH DEL MONTE PRODUCE INC ORD ORD G36738105 115 1,951 SH   DFND 1 2 1,951 0 0
FRESHPET INC COM 358039105 1,775 161,411 SH   DFND 1 161,411 0 0
FRIEDMAN INDUSTRIES INC COM 358435105 140 21,701 SH   DFND 1 21,701 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 21,765 10,174,656 SH   DFND 1 10,133,753 0 40,903
FRONTLINE LTD SHS NEW G3682E192 770 114,371 SH   DFND 1 114,371 0 0
FRP HOLDINGS INC COM 30292L107 1,773 44,345 SH   DFND 1 44,345 0 0
FTD COMPANIES INC COM 30281V108 2,852 141,628 SH   DFND 1 141,628 0 0
FTI CONSULTING INC COM COM 302941109 137 3,343 SH   DFND 1 2 3,343 0 0
FTI CONSULTING INC COM COM 302941109 13,815 335,582 SH   DFND 1 334,314 0 1,268
FUEL-TECH N.V. COM 359523107 131 129,368 SH   DFND 1 129,368 0 0
FUELCELL ENERGY INC COM COM NEW 35952H502 361 263,067 SH   DFND 1 263,067 0 0
FULGENT GENETICS INC COM 359664109 164 15,051 SH   DFND 1 15,051 0 0
FULL HOUSE RESORTS INC COM 359678109 59 24,413 SH   DFND 1 24,413 0 0
FULLER H B CO COM COM 359694106 20,177 391,338 SH   DFND 1 391,338 0 0
FULTON FINL CORP PA COM COM 360271100 33,771 1,891,976 SH   DFND 1 1,886,627 0 5,349
FUSION TELECOMMUNICATIONS IN COM NEW 36113B400 76 48,146 SH   DFND 1 48,146 0 0
FUTUREFUEL CORP COM 36116M106 6,606 465,907 SH   DFND 1 465,907 0 0
G-III APPAREL GROUP LTD COM COM 36237H101 7,784 355,638 SH   DFND 1 355,638 0 0
GABELLI SMALL AND MID CAP VALUE TRUST COM 36249W104 318 27,949 SH   DFND 1 2 27,949 0 0
GAIA INC CL A CL A 36269P104 982 98,783 SH   DFND 1 98,783 0 0
GAIN CAPITAL HOLDINGS INC COM 36268W100 2,384 286,255 SH   DFND 1 286,255 0 0
GAIN CAPITAL HOLDINGS INC COM 36268W100 364 43,810 SH   DFND 1 2 43,810 0 0
GALAPAGOS NV - SPON ADR SPON ADR 36315X101 435 5,057 SH   DFND 1 5,057 0 0
GALECTIN THERAPEUTICS INC COM NEW 363225202 250 109,011 SH   DFND 1 109,011 0 0
GALENA BIOPHARMA INC COM NEW 363256504 62 102,698 SH   DFND 1 102,698 0 0
GALLAGHER ARTHUR J & CO COM COM 363576109 99,871 1,768,881 SH   DFND 1 1,761,177 0 7,704
GAMCO INVESTORS INC - A CL A COM 361438104 983 33,228 SH   DFND 1 33,228 0 0
GAMESTOP CORP CL A CL A 36467W109 18,822 834,683 SH   DFND 1 830,173 0 4,510
GAMING AND LEISURE PROPERTIES INC COM 36467J108 52,317 1,565,453 SH   DFND 1 1,565,453 0 0
GANNETT CO INC COM 36473H104 7,881 940,496 SH   DFND 1 940,011 0 485
GANNETT CO INC COM 36473H104 17 2,030 SH   DFND 1 2 2,030 0 0
GAP INC DEL COM COM 364760108 22 929 SH   DFND 1 2 929 0 0
GAP INC DEL COM COM 364760108 77,399 3,189,532 SH   DFND 1 3,178,886 0 10,646
GARMIN LTD ORD SHS H2906T109 64,594 1,265,406 SH   DFND 1 1,259,478 0 5,928
GARTNER INC COM COM 366651107 67,438 624,708 SH   DFND 1 622,147 0 2,561
GAS NATURAL INC COM 367204104 621 48,909 SH   DFND 1 48,909 0 0
GASLOG LTD SHS G37585109 1,032 67,250 SH   DFND 1 67,250 0 0
GASTAR EXPLORATION LTD COM 36729W202 1,197 777,557 SH   DFND 1 777,557 0 0
GATX CORP COM COM 361448103 17,918 293,933 SH   DFND 1 292,713 0 1,220
GCP APPLIED TECHNOLOGIES - W/I COM 36164Y101 17,995 551,171 SH   DFND 1 551,171 0 0
GDS HOLDINGS LTD ADR SPONSORED ADR 36165L108 104 12,686 SH   DFND 1 12,686 0 0
GENCO SHIPPING & TRADING LTD SHS Y2685T131 519 41,565 SH   DFND 1 41,565 0 0
GENCOR INDUSTRIES INC COM 368678108 803 53,776 SH   DFND 1 53,776 0 0
GENER8 MARITIME INC COM Y26889108 3,512 619,452 SH   DFND 1 619,452 0 0
GENERAC HOLDINGS INC COM 368736104 18,610 499,222 SH   DFND 1 499,222 0 0
GENERAL AMERICAN INVESTORS COM 368802104 5,017 149,732 SH   DFND 1 2 149,732 0 0
GENERAL CABLE CORP DEL NEW COM COM 369300108 6,936 386,417 SH   DFND 1 385,059 0 1,358
GENERAL COMMUNICATION INC CL A CL A 369385109 4,942 237,644 SH   DFND 1 237,644 0 0
GENERAL DYNAMICS CORP COM COM 369550108 546,040 2,920,756 SH   DFND 1 2,908,446 0 12,310
GENERAL ELEC CO COM COM 369604103 2,510,307 84,359,884 SH   DFND 1 83,964,289 0 395,595
GENERAL FINANCE CORP/DE COM 369822101 88 17,440 SH   DFND 1 17,440 0 0
GENERAL MLS INC COM COM 370334104 201 3,413 SH   DFND 1 2 3,413 0 0
GENERAL MLS INC COM COM 370334104 342,441 5,811,244 SH   DFND 1 5,784,147 0 27,097
GENERAL MOLY INC COM 370373102 131 263,354 SH   DFND 1 263,354 0 0
GENERAL MOTORS CO COM 37045V100 496,674 14,065,241 SH   DFND 1 14,004,624 0 60,617
GENERAL MOTORS CO COM 37045V100 217 6,146 SH   DFND 1 2 6,146 0 0
GENESCO INC COM COM 371532102 10,290 185,588 SH   DFND 1 185,588 0 0
GENESCO INC COM COM 371532102 158 2,850 SH   DFND 1 2 2,850 0 0
GENESEE & WYO INC CL A CL A 371559105 32,211 474,673 SH   DFND 1 472,766 0 1,907
GENESIS HEALTHCARE INC CL A COM 37185X106 557 211,112 SH   DFND 1 211,112 0 0
GENIE ENERGY LTD - B CL B 372284208 804 111,074 SH   DFND 1 111,074 0 0
GENMARK DIAGNOSTICS INC COM 372309104 4,871 379,992 SH   DFND 1 379,992 0 0
GENMARK DIAGNOSTICS INC COM 372309104 76 6,002 SH   DFND 1 2 6,002 0 0
GENOCEA BIOSCIENCES INC COM 372427104 903 148,370 SH   DFND 1 148,370 0 0
GENOMIC HEALTH INC COM 37244C101 6,405 203,425 SH   DFND 1 203,425 0 0
GENOMIC HEALTH INC COM 37244C101 75 2,413 SH   DFND 1 2 2,413 0 0
GENPACT LTD SHS G3922B107 25,388 1,025,375 SH   DFND 1 1,025,375 0 0
GENTEX CORP COM COM 371901109 67,479 3,163,596 SH   DFND 1 3,153,071 0 10,525
GENTHERM INC COM 37253A103 11,505 293,124 SH   DFND 1 293,044 0 80
GENUINE PARTS CO COM COM 372460105 109 1,180 SH   DFND 1 2 1,180 0 0
GENUINE PARTS CO COM COM 372460105 142,452 1,543,580 SH   DFND 1 1,536,301 0 7,279
GENVEC INC COM PAR 37246C406 104 17,218 SH   DFND 1 17,218 0 0
GENWORTH FINANCIAL INC-CL A COM CL A 37247D106 15,902 3,859,751 SH   DFND 1 3,841,300 0 18,451
GENWORTH FINANCIAL INC-CL A COM CL A 37247D106 206 50,000 SH   DFND 1 2 50,000 0 0
GEO GROUP INC/THE COM 36162J106 32 705 SH   DFND 1 2 705 0 0
GEO GROUP INC/THE COM 36162J106 29,412 634,310 SH   DFND 1 631,766 0 2,544
GEOSPACE TECHNOLOGIES CORP COM 37364X109 1,769 109,010 SH   DFND 1 109,010 0 0
GERMAN AMERN BANCORP COM COM 373865104 5,477 115,711 SH   DFND 1 115,711 0 0
GERON CORP COM COM 374163103 2,751 1,212,214 SH   DFND 1 1,212,018 0 196
GETTY RLTY CORP NEW COM COM 374297109 5,783 228,888 SH   DFND 1 228,888 0 0
GEVO INC COM PAR 374396307 42 37,103 SH   DFND 1 37,103 0 0
GGP INC COM 36174X101 154,172 6,659,111 SH   DFND 1 6,633,885 0 25,226
GGP INC COM 36174X101 28 1,220 SH   DFND 1 2 1,220 0 0
GIBRALTAR INDUSTRIES INC COM 374689107 11,014 267,349 SH   DFND 1 267,349 0 0
GIGA TRONICS INC COM COM 375175106 15 19,463 SH   DFND 1 19,463 0 0
GIGAMON INC COM 37518B102 8,217 231,166 SH   DFND 1 231,166 0 0
GIGPEAK INC COM 37518Q109 1,319 428,292 SH   DFND 1 428,292 0 0
GILAT SATELLITE NETWORKS SHS NEW M51474118 152 30,131 SH   DFND 1 30,131 0 0
GILEAD SCIENCES INC COM COM 375558103 357 5,264 SH   DFND 1 2 5,264 0 0
GILEAD SCIENCES INC COM COM 375558103 977,616 14,411,834 SH   DFND 1 14,314,346 0 97,488
GLACIER BANCORP INC NEW COM COM 37637Q105 21,090 621,578 SH   DFND 1 621,578 0 0
GLADSTONE COMMERCIAL CORP COM 376536108 5,080 245,772 SH   DFND 1 245,772 0 0
GLADSTONE LAND CORP COM 376549101 898 80,926 SH   DFND 1 80,926 0 0
GLASSBRIDGE ENTERPRISES INC COM 377185103 77 16,103 SH   DFND 1 16,103 0 0
GLATFELTER COM COM 377316104 7,187 330,596 SH   DFND 1 330,596 0 0
GLAUKOS CORP COM 377322102 5,180 100,987 SH   DFND 1 100,987 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR SPONSORED ADR 37733W105 5,444 129,145 SH   DFND 1 127,169 0 1,976
GLEN BURNIE BANCORP COM 377407101 223 18,661 SH   DFND 1 18,661 0 0
GLOBAL BLOOD THERAPEUTICS INC COM 37890U108 9,015 244,667 SH   DFND 1 244,667 0 0
GLOBAL BRASS & COPPER HOLDINGS INC COM 37953G103 233 6,783 SH   DFND 1 2 6,783 0 0
GLOBAL BRASS & COPPER HOLDINGS INC COM 37953G103 9,714 282,388 SH   DFND 1 282,388 0 0
GLOBAL BROKERAGE INC CL A NEW 37891B109 88 32,820 SH   DFND 1 32,820 0 0
GLOBAL EAGLE ACQUISITION CORP COM 37951D102 1,360 426,629 SH   DFND 1 426,629 0 0
GLOBAL INDEMNITY LTD USD CL A SHS G3933F105 2,810 73,010 SH   DFND 1 73,010 0 0
GLOBAL MEDICAL REIT INC COM NEW 37954A204 251 27,731 SH   DFND 1 27,731 0 0
GLOBAL NET LEASE INC COM NEW 379378201 42 1,782 SH   DFND 1 2 1,782 0 0
GLOBAL NET LEASE INC COM NEW 379378201 10,438 433,481 SH   DFND 1 433,481 0 0
GLOBAL PMTS INC COM COM 37940X102 115,109 1,428,840 SH   DFND 1 1,422,199 0 6,641
GLOBAL SHIP LEASE INC SHS A Y27183105 22 15,004 SH   DFND 1 2 15,004 0 0
GLOBAL SOURCES LIMITED ORD G39300101 910 110,370 SH   DFND 1 110,370 0 0
GLOBAL WATER RESOURCES INC COM 379463102 192 22,158 SH   DFND 1 22,158 0 0
GLOBALSCAPE INC COM 37940G109 115 29,423 SH   DFND 1 29,423 0 0
GLOBALSTAR INC COM 378973408 4,295 2,684,926 SH   DFND 1 2,684,926 0 0
GLOBANT SA COM L44385109 1,542 42,388 SH   DFND 1 42,388 0 0
GLOBUS MARITIME LTD SHS NEW Y27265308 72 15,595 SH   DFND 1 15,595 0 0
GLOBUS MEDICAL INC- A CL A 379577208 22,228 750,463 SH   DFND 1 748,244 0 2,219
GLOWPOINT INC COM NEW 379887201 100 340,724 SH   DFND 1 340,724 0 0
GLU MOBILE INC COM 379890106 1,995 879,018 SH   DFND 1 879,018 0 0
GLYCOMIMETICS INC COM 38000Q102 515 94,985 SH   DFND 1 94,985 0 0
GMS INC COM 36251C103 4,957 141,483 SH   DFND 1 141,483 0 0
GNC HOLDINGS INC-CL A COM CL A 36191G107 220 30,000 SH   DFND 1 2 30,000 0 0
GNC HOLDINGS INC-CL A COM CL A 36191G107 10,797 1,467,030 SH   DFND 1 1,466,157 0 873
GODADDY INC - CLASS A CL A 380237107 14,502 382,648 SH   DFND 1 382,648 0 0
GODADDY INC - CLASS A CL A 380237107 76 2,023 SH   DFND 1 2 2,023 0 0
GOGO INC COM 38046C109 5,259 478,126 SH   DFND 1 478,126 0 0
GOLAR LNG LTD SHS G9456A100 6,514 233,239 SH   DFND 1 232,936 0 303
GOLAR LNG PARTNERS LP COM UNIT LPI Y2745C102 528 23,676 SH   DFND 1 23,676 0 0
GOLD RESOURCES CORP COM 38068T105 2,046 452,693 SH   DFND 1 452,693 0 0
GOLDEN ENTERTAINMENT INC COM 381013101 868 65,640 SH   DFND 1 65,640 0 0
GOLDEN MINERALS COMPANY COM 381119106 149 236,143 SH   DFND 1 236,143 0 0
GOLDEN OCEAN GROUP LTD SHS NEW G39637205 150 19,658 SH   DFND 1 2 19,658 0 0
GOLDEN OCEAN GROUP LTD SHS NEW G39637205 498 65,189 SH   DFND 1 65,189 0 0
GOLDFIELD CORP COM 381370105 821 142,790 SH   DFND 1 142,790 0 0
GOLDFIELD CORP COM 381370105 273 47,601 SH   DFND 1 2 47,601 0 0
GOLDMAN SACHS GROUP INC COM COM 38141G104 858,692 3,743,111 SH   DFND 1 3,727,084 0 16,027
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 98,373 2,736,164 SH   DFND 1 2,725,298 0 10,866
GOPRO INC - CL A CL A 38268T103 6,997 804,345 SH   DFND 1 803,692 0 653
GORMAN RUPP CO COM COM 383082104 4,166 132,688 SH   DFND 1 132,688 0 0
GOVERNMENT PROPERTIES INCOME COM SHS BEN INT 38376A103 12,010 573,837 SH   DFND 1 573,837 0 0
GP STRATEGIES CORP COM COM 36225V104 2,773 109,633 SH   DFND 1 109,633 0 0
GPRE 3 1/4 10/01/18 NOTE 3.250%10/0 393222AD6 2,642 2,000,000 PRN   DFND 1 2 2,000,000 0 0
GRACE W R & CO DEL NEW COM COM 38388F108 36,128 518,485 SH   DFND 1 518,485 0 0
GRACO INC COM COM 384109104 38,623 410,275 SH   DFND 1 408,536 0 1,739
GRAHAM CORP COM 384556106 1,507 65,549 SH   DFND 1 65,549 0 0
GRAHAM HOLDINGS CO COM 384637104 22,012 36,715 SH   DFND 1 36,571 0 144
GRAINGER W W INC COM COM 384802104 28 124 SH   DFND 1 2 124 0 0
GRAINGER W W INC COM COM 384802104 143,934 619,134 SH   DFND 1 616,523 0 2,611
GRAMERCY PROPERTY TRUST COM NEW 385002308 27,988 1,064,202 SH   DFND 1 1,064,202 0 0
GRAND CANYON EDUCATION-REDH COM 38526M106 27,825 388,567 SH   DFND 1 388,567 0 0
GRANITE CONSTR INC COM COM 387328107 15,609 311,017 SH   DFND 1 309,795 0 1,222
GRAPHIC PACKAGING HOLDING CO COM 388689101 29,620 2,301,493 SH   DFND 1 2,301,493 0 0
GRAY TELEVISION INC COM COM 389375106 7,299 503,391 SH   DFND 1 503,391 0 0
GREAT AJAX CORP COM 38983D300 1,315 100,842 SH   DFND 1 100,842 0 0
GREAT ELM CAPITAL GROUP INC COM NEW 39036P209 116 35,396 SH   DFND 1 35,396 0 0
GREAT LAKES DREDGE&DOCK CORP COM 390607109 1,800 450,229 SH   DFND 1 450,229 0 0
GREAT PLAINS ENERGY INC COM COM 391164100 49,058 1,678,922 SH   DFND 1 1,672,201 0 6,721
GREAT SOUTHN BANCORP INC COM COM 390905107 6,047 119,743 SH   DFND 1 119,743 0 0
GREAT WESTERN BANCORP INC COM 391416104 21,756 513,008 SH   DFND 1 513,008 0 0
GREATER CHINA FD INC COM 003031101 145 13,869 SH   DFND 1 2 13,869 0 0
GREEN BANCORP INC COM 39260X100 3,421 192,203 SH   DFND 1 192,203 0 0
GREEN BRICK PARTNERS INC COM 392709101 2,067 207,783 SH   DFND 1 207,783 0 0
GREEN DOT CORP - CLASS A CL A 39304D102 11,694 350,560 SH   DFND 1 350,560 0 0
GREEN DOT CORP - CLASS A CL A 39304D102 92 2,775 SH   DFND 1 2 2,775 0 0
GREEN PLAINS INC COM 393222104 7,216 291,588 SH   DFND 1 291,167 0 421
GREEN PLAINS PARTNERS LP COM REP PTR IN 393221106 209 10,415 SH   DFND 1 10,415 0 0
GREEN PLAINS PARTNERS LP COM REP PTR IN 393221106 155 7,753 SH   DFND 1 2 7,753 0 0
GREENBRIER COS INC COM COM 393657101 17,725 411,258 SH   DFND 1 411,139 0 119
GREENBRIER COS INC COM COM 393657101 121 2,823 SH   DFND 1 2 2,823 0 0
GREENHILL & CO INC COM COM 395259104 6,614 225,753 SH   DFND 1 225,197 0 556
GREENHILL & CO INC COM COM 395259104 110 3,757 SH   DFND 1 2 3,757 0 0
GREENLIGHT CAPITAL RE CLASS A G4095J109 5,268 238,388 SH   DFND 1 238,388 0 0
GREIF INC CL A 397624107 15,276 277,300 SH   DFND 1 276,304 0 996
GREIF INC CL B 397624206 1,038 15,909 SH   DFND 1 15,909 0 0
GRIFFIN INDUSTRIAL REALTY INC COM 398231100 370 11,955 SH   DFND 1 11,955 0 0
GRIFFON CORP COM COM 398433102 6,111 247,928 SH   DFND 1 247,928 0 0
GRIFOLS SA-ADR SP ADR REP B NVT 398438408 1,545 81,876 SH   DFND 1 80,243 0 1,633
GRIFOLS SA-ADR SP ADR REP B NVT 398438408 409 21,715 SH   DFND 1 2 21,715 0 0
GROUP 1 AUTOMOTIVE INC COM COM 398905109 13,290 179,405 SH   DFND 1 179,405 0 0
GROUP 1 AUTOMOTIVE INC COM COM 398905109 353 4,774 SH   DFND 1 2 4,774 0 0
GROUPON INC COM 399473107 12,360 3,145,124 SH   DFND 1 3,145,124 0 0
GRUBHUB INC COM 400110102 21,022 639,165 SH   DFND 1 639,165 0 0
GRUBHUB INC COM 400110102 25 762 SH   DFND 1 2 762 0 0
GRUPO FINANCIERO GALICIA-ADR SP ADR 10 SH B 399909100 949 25,090 SH   DFND 1 25,090 0 0
GRUPO FINANCIERO GALICIA-ADR SP ADR 10 SH B 399909100 175 4,627 SH   DFND 1 2 4,627 0 0
GSE SYSTEMS INC COM 36227K106 114 33,536 SH   DFND 1 33,536 0 0
GSI TECHNOLOGY INC COM 36241U106 832 95,704 SH   DFND 1 95,704 0 0
GSVC 5 1/4 09/15/18 NOTE 5.250% 9/1 36191JAB7 2,033 2,059,000 PRN   DFND 1 2 2,059,000 0 0
GTT COMMUNICATIONS INC COM 362393100 5,000 205,372 SH   DFND 1 205,372 0 0
GTX INC COM NEW 40052B207 192 39,531 SH   DFND 1 39,531 0 0
GUARANTY BANCORP COM NEW 40075T607 4,978 204,446 SH   DFND 1 204,446 0 0
GUESS INC COM COM 401617105 5,354 480,269 SH   DFND 1 477,993 0 2,276
GUIDANCE SOFTWARE INC COM 401692108 890 150,854 SH   DFND 1 150,854 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 29,642 526,230 SH   DFND 1 526,230 0 0
GULF ISLAND FABRICATION INC COM COM 402307102 920 79,713 SH   DFND 1 79,713 0 0
GULF RESOURCES INC COM PAR $0.0005 40251W309 41 23,192 SH   DFND 1 23,192 0 0
GULFMARK OFFSHORE INC COM CL A NEW 402629208 44 126,894 SH   DFND 1 126,894 0 0
GULFPORT ENERGY CORP COM NEW 402635304 23,043 1,340,493 SH   DFND 1 1,335,600 0 4,893
GW PHARMACEUTICALS PLC ADR ADS 36197T103 1,438 11,893 SH   DFND 1 11,893 0 0
H D F C BANK LTD ADR REPS 3 SHS 40415F101 2,597 34,538 SH   DFND 1 33,480 0 1,058
H&E EQUIPMENT SERVICES INC COM 404030108 6,339 258,547 SH   DFND 1 258,547 0 0
HABIT RESTAURANTS INC COM CL A 40449J103 2,481 140,205 SH   DFND 1 140,205 0 0
HACKETT GROUP INC/THE COM 404609109 447 22,943 SH   DFND 1 2 22,943 0 0
HACKETT GROUP INC/THE COM 404609109 4,874 250,123 SH   DFND 1 250,123 0 0
HAEMONETICS CORP COM COM 405024100 18,096 446,049 SH   DFND 1 446,049 0 0
HAIN CELESTIAL GROUP INC COM COM 405217100 30,389 816,930 SH   DFND 1 813,721 0 3,209
HALCON RESOURCES CORP COM PAR NEW 40537Q605 1,067 138,693 SH   DFND 1 138,693 0 0
HALCON RESOURCES CORP WARRANT *W EXP 09/09/202 40537Q118 35 20,000 SH   DFND 1 2 20,000 0 0
HALLADOR ENERGY CO COM 40609P105 912 113,941 SH   DFND 1 113,941 0 0
HALLADOR ENERGY CO COM 40609P105 4 564 SH   DFND 1 2 564 0 0
HALLIBURTON CO COM COM 406216101 71 1,463 SH   DFND 1 2 1,463 0 0
HALLIBURTON CO COM COM 406216101 406,477 8,272,098 SH   DFND 1 8,232,983 0 39,115
HALLMARK FINL SERVICES INC COM NEW 40624Q203 1,004 90,895 SH   DFND 1 90,895 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 12,439 959,841 SH   DFND 1 959,841 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 34 2,659 SH   DFND 1 2 2,659 0 0
HALYARD HEALTH INC - W/I COM 40650V100 15,288 401,376 SH   DFND 1 399,928 0 1,448
HANCOCK HLDG CO COM COM 410120109 31,601 693,774 SH   DFND 1 690,474 0 3,300
HANDY & HARMAN LTD COM 410315105 1,191 43,797 SH   DFND 1 43,797 0 0
HANESBRANDS INC COM 410345102 81,300 3,921,430 SH   DFND 1 3,903,627 0 17,803
HANMI FINL CORP COM COM NEW 410495204 8,893 289,221 SH   DFND 1 289,221 0 0
HANNON ARMSTRONG SUSTAINABLE INFRA CAP, INC. COM 41068X100 7,164 354,665 SH   DFND 1 354,665 0 0
HANOVER INSURANCE GROUP INC/TH COM 410867105 30,120 334,450 SH   DFND 1 333,139 0 1,311
HARBORONE BANCORP INC COM 41165F101 4,229 222,739 SH   DFND 1 222,739 0 0
HARDINGE INC COM COM 412324303 902 80,250 SH   DFND 1 80,250 0 0
HARLEY DAVIDSON INC COM COM 412822108 100,367 1,661,387 SH   DFND 1 1,653,268 0 8,119
HARMONIC INC COM COM 413160102 3,788 636,749 SH   DFND 1 636,749 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 6 2,513 SH   DFND 1 0 0 2,513
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 144 59,115 SH   DFND 1 2 59,115 0 0
HARRIS CORP DEL COM COM 413875105 136,157 1,225,378 SH   DFND 1 1,219,594 0 5,784
HARRIS CORP DEL COM COM 413875105 44 396 SH   DFND 1 2 396 0 0
HARSCO CORP COM COM 415864107 7,404 580,745 SH   DFND 1 580,745 0 0
HARTE-HANKS INC COM COM 416196103 354 253,385 SH   DFND 1 250,886 0 2,499
HARTFORD FINL SVCS GROUP IN COM COM 416515104 175,998 3,666,465 SH   DFND 1 3,649,616 0 16,849
HARVARD BIOSCIENCE INC COM COM 416906105 396 152,603 SH   DFND 1 152,603 0 0
HARVEST NATURAL RESOURCES INC COM NEW 41754V202 407 61,355 SH   DFND 1 61,355 0 0
HASBRO INC COM COM 418056107 122,080 1,224,553 SH   DFND 1 1,215,860 0 8,693
HAVERTY FURNITURE INC COM COM 419596101 3,571 146,680 SH   DFND 1 146,680 0 0
HAWAIIAN ELEC INDUSTRIES COM COM 419870100 28,097 843,524 SH   DFND 1 840,171 0 3,353
HAWAIIAN HOLDINGS INC COM 419879101 34,309 738,643 SH   DFND 1 738,643 0 0
HAWAIIAN HOLDINGS INC COM 419879101 29 626 SH   DFND 1 2 626 0 0
HAWAIIAN TELCOM HOLDCO INC COM 420031106 1,837 80,185 SH   DFND 1 80,185 0 0
HAWKINS INC COM 420261109 4,036 82,368 SH   DFND 1 82,368 0 0
HAWTHORN BANCSHARES INC COM 420476103 987 47,704 SH   DFND 1 47,704 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 3,853 101,093 SH   DFND 1 101,093 0 0
HC2 HOLDINGS INC COM 404139107 1,556 251,046 SH   DFND 1 251,046 0 0
HCA HOLDINGS INC. COM 40412C101 235,318 2,648,350 SH   DFND 1 2,635,871 0 12,479
HCI GROUP INC COM 40416E103 2,905 63,755 SH   DFND 1 63,675 0 80
HCP INC COM 40414L109 167,310 5,355,242 SH   DFND 1 5,334,621 0 20,621
HD SUPPLY HOLDINGS INC COM 40416M105 106 2,587 SH   DFND 1 2 2,587 0 0
HD SUPPLY HOLDINGS INC COM 40416M105 71,623 1,741,608 SH   DFND 1 1,741,608 0 0
HEADWATERS INC COM COM 42210P102 234 10,000 SH   DFND 1 2 10,000 0 0
HEADWATERS INC COM COM 42210P102 13,339 568,117 SH   DFND 1 568,117 0 0
HEALTH INSURANCE INOVATIONS-A COM CL A 42225K106 1,007 62,992 SH   DFND 1 62,992 0 0
HEALTHCARE RLTY TR COM COM 421946104 35,260 1,084,930 SH   DFND 1 1,081,341 0 3,589
HEALTHCARE SVCS GRP INC COM COM 421906108 25,397 589,402 SH   DFND 1 589,402 0 0
HEALTHCARE TRUST OF AMERICA CL A NEW 42225P501 33,539 1,066,103 SH   DFND 1 1,066,103 0 0
HEALTHEQUITY INC COM 42226A107 32 765 SH   DFND 1 2 765 0 0
HEALTHEQUITY INC COM 42226A107 15,478 364,636 SH   DFND 1 364,636 0 0
HEALTHSOUTH CORP COM COM NEW 421924309 38,094 889,845 SH   DFND 1 886,367 0 3,478
HEALTHSTREAM INC COM 42222N103 5,079 209,652 SH   DFND 1 209,652 0 0
HEARTLAND EXPRESS INC COM COM 422347104 8,810 439,451 SH   DFND 1 439,451 0 0
HEARTLAND FINANCIAL USA INC COM 42234Q102 9,625 192,703 SH   DFND 1 192,703 0 0
HEAT BIOLOGICS INC COM 42237K102 71 79,837 SH   DFND 1 79,837 0 0
HECLA MNG CO COM COM 422704106 16,046 3,033,385 SH   DFND 1 3,033,385 0 0
HEICO CORP NEW COM COM 422806109 13,919 159,627 SH   DFND 1 159,627 0 0
HEICO CORP-CL A CL A 422806208 20,185 269,145 SH   DFND 1 269,145 0 0
HEIDRICK & STRUGGLES INTL I COM COM 422819102 3,897 147,909 SH   DFND 1 147,519 0 390
HELEN OF TROY CORP LTD COM COM G4388N106 38 407 SH   DFND 1 2 407 0 0
HELEN OF TROY CORP LTD COM COM G4388N106 21,381 226,976 SH   DFND 1 226,137 0 839
HELIX ENERGY SOLUTIONS GROUP INC COM 42330P107 8,357 1,075,670 SH   DFND 1 1,075,670 0 0
HELMERICH & PAYNE INC COM COM 423452101 70,025 1,053,407 SH   DFND 1 1,048,003 0 5,404
HEMISPHERE MEDIA GROUP INC CLASS A CL A 42365Q103 1,112 94,714 SH   DFND 1 94,714 0 0
HEMISPHERX BIOPHARMA INC COM COM NEW 42366C301 40 74,832 SH   DFND 1 74,832 0 0
HENNESSY ADVISORS INC COM 425885100 307 18,296 SH   DFND 1 18,296 0 0
HENRY JACK & ASSOC INC COM COM 426281101 56,879 610,946 SH   DFND 1 608,538 0 2,408
HERBALIFE LTD COM USD SHS G4412G101 30,969 532,678 SH   DFND 1 532,678 0 0
HERC HOLDINGS INC COM 42704L104 8,967 183,422 SH   DFND 1 183,422 0 0
HERITAGE COMMERCE CORP COM COM 426927109 5,170 366,672 SH   DFND 1 366,672 0 0
HERITAGE FINL CORP WASH COM COM 42722X106 6,344 256,354 SH   DFND 1 256,354 0 0
HERITAGE INSURANCE HOLDINGS COM 42727J102 4,752 372,147 SH   DFND 1 372,147 0 0
HERITAGE-CRYSTAL CLEAN-REDH COM 42726M106 1,479 107,992 SH   DFND 1 107,992 0 0
HERON THERAPEUTICS INC COM 427746102 5,394 359,640 SH   DFND 1 359,640 0 0
HERSHA HOSPITALITY TRUST PR SHS BEN INT 427825500 8,503 452,540 SH   DFND 1 452,540 0 0
HERSHEY CO/THE COM 427866108 161,043 1,476,041 SH   DFND 1 1,469,681 0 6,360
HERTZ GLOBAL HOLDINGS INC COM 42806J106 9,428 537,546 SH   DFND 1 537,546 0 0
HESKA CORP COM COM RESTRC NEW 42805E306 5,677 54,081 SH   DFND 1 54,081 0 0
HESS CORP COM COM 42809H107 723 15,000 SH   DFND 1 2 15,000 0 0
HESS CORP COM COM 42809H107 127,779 2,654,202 SH   DFND 1 2,642,575 0 11,627
HEWLETT PACKARD CO COM COM 40434L105 375 21,011 SH   DFND 1 2 21,011 0 0
HEWLETT PACKARD CO COM COM 40434L105 323,308 18,105,597 SH   DFND 1 18,022,783 0 82,814
HEWLETT PACKARD ENTERPRISE COM 42824C109 369,740 15,623,957 SH   DFND 1 15,548,694 0 75,263
HEXCEL CORP NEW COM COM 428291108 37,346 684,634 SH   DFND 1 684,634 0 0
HFF INC-CLASS A CL A 40418F108 32 1,165 SH   DFND 1 2 1,165 0 0
HFF INC-CLASS A CL A 40418F108 7,364 266,145 SH   DFND 1 266,145 0 0
HIBBETT SPORTS INC COM 428567101 5,865 198,842 SH   DFND 1 198,842 0 0
HIBBETT SPORTS INC COM 428567101 63 2,153 SH   DFND 1 2 2,153 0 0
HIGHPOWER INTERNATIONAL INC COM 43113X101 45 11,633 SH   DFND 1 11,633 0 0
HIGHWOODS PPTYS INC COM COM 431284108 29 603 SH   DFND 1 2 603 0 0
HIGHWOODS PPTYS INC COM COM 431284108 46,669 949,909 SH   DFND 1 946,775 0 3,134
HILL INTERNATIONAL INC COM 431466101 963 232,145 SH   DFND 1 232,145 0 0
HILL-ROM HOLDINGS INC COM 431475102 33,152 469,582 SH   DFND 1 467,534 0 2,048
HILLENBRAND INC -SPN COM 431571108 14 401 SH   DFND 1 2 401 0 0
HILLENBRAND INC -SPN COM 431571108 17,176 479,116 SH   DFND 1 479,116 0 0
HILLTOP HOLDINGS COM 432748101 18,688 680,323 SH   DFND 1 680,323 0 0
HILLTOP HOLDINGS COM 432748101 19 728 SH   DFND 1 2 728 0 0
HILTON GRAND VACATIONS INC COM 43283X105 11,207 391,050 SH   DFND 1 391,050 0 0
HILTON WORLDWIDE HOLDINGS IN COM 43300A203 76,477 1,308,748 SH   DFND 1 1,308,748 0 0
HIMAX TECHNOLOGIES INC - ADR SPONSORED ADR 43289P106 509 55,892 SH   DFND 1 55,892 0 0
HINGHAM INSTITUTION FOR SVGS COM 433323102 2,730 15,438 SH   DFND 1 15,438 0 0
HLIT 4 12/01/2020 NOTE 4.000%12/0 413160AB8 5,001 4,000,000 PRN   DFND 1 2 4,000,000 0 0
HMS HOLDINGS CORP COM 40425J101 19,035 936,305 SH   DFND 1 936,305 0 0
HNI CORP COM COM 404251100 16,374 355,272 SH   DFND 1 353,153 0 2,119
HNI CORP COM COM 404251100 2 51 SH   DFND 1 2 51 0 0
HOLLY ENERGY PARTNERS LP COM UT LTD PTN 435763107 591 16,557 SH   DFND 1 2 16,557 0 0
HOLLYFRONTIER CORP COM 436106108 38,119 1,345,508 SH   DFND 1 1,339,207 0 6,301
HOLLYSYS AUTOMATION TECHNOLOGI SHS G45667105 544 32,133 SH   DFND 1 32,133 0 0
HOLLYSYS AUTOMATION TECHNOLOGI SHS G45667105 18 1,081 SH   DFND 1 2 1,081 0 0
HOLOGIC INC COM COM 436440101 132,436 3,116,256 SH   DFND 1 3,096,242 0 20,014
HOLOGIC INC COM COM 436440101 4 110 SH   DFND 1 2 110 0 0
HOME BANCORP INC COM 43689E107 1,123 33,284 SH   DFND 1 33,284 0 0
HOME BANCSHARES INC COM 436893200 30,771 1,136,720 SH   DFND 1 1,136,720 0 0
HOME DEPOT INC COM COM 437076102 1,812,284 12,359,642 SH   DFND 1 12,304,150 0 55,492
HOME DEPOT INC COM COM 437076102 204 1,390 SH   DFND 1 2 1,390 0 0
HOMESTREET INC COM 43785V102 5,991 214,354 SH   DFND 1 214,354 0 0
HOMETRUST BANCSHARES INC COM 437872104 3,459 147,201 SH   DFND 1 147,201 0 0
HONDA MOTOR LTD SPONS ADR AMERN SHS 438128308 752 24,877 SH   DFND 1 22,174 0 2,703
HONEYWELL INTL INC COM COM 438516106 955,460 7,662,095 SH   DFND 1 7,629,161 0 32,934
HOOKER FURNITURE CORP COM 439038100 2,964 95,489 SH   DFND 1 95,489 0 0
HOPE BANCORP INC COM 43940T109 20,116 1,049,364 SH   DFND 1 1,049,364 0 0
HOPFED BANCORP INC COM 439734104 336 23,557 SH   DFND 1 23,557 0 0
HORACE MANN EDUCATORS CORP COM COM 440327104 12,110 295,018 SH   DFND 1 295,018 0 0
HORIZON BANCORP INDIANA COM 440407104 4,324 164,916 SH   DFND 1 164,916 0 0
HORIZON GLOBAL CORP-W/I COM 44052W104 2,235 161,076 SH   DFND 1 161,076 0 0
HORIZON PHARMA PLC SHS G4617B105 20,361 1,377,641 SH   DFND 1 1,377,641 0 0
HORIZON PHARMA PLC SHS G4617B105 28 1,940 SH   DFND 1 2 1,940 0 0
HORMEL FOODS CORP COM COM 440452100 29 866 SH   DFND 1 2 866 0 0
HORMEL FOODS CORP COM COM 440452100 99,384 2,873,657 SH   DFND 1 2,861,158 0 12,499
HORNBECK OFFSHORE SERVICES COM COM 440543106 999 225,599 SH   DFND 1 225,599 0 0
HORTONWORKS INC COM 440894103 3,576 364,550 SH   DFND 1 364,550 0 0
HOSPITALITY PPTYS TR COM SH BEN INT COM SH BEN INT 44106M102 57,372 1,819,622 SH   DFND 1 1,813,255 0 6,367
HOST MARRIOTT CORP NEW COM COM 44107P104 178,050 9,552,263 SH   DFND 1 9,520,189 0 32,074
HOSTESS BRANDS INC CL A 44109J106 4,525 285,147 SH   DFND 1 285,147 0 0
HOSTESS BRANDS INC-A *W EXP 11/04/202 44109J114 2,131 764,003 SH   DFND 1 2 764,003 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 9,209 907,299 SH   DFND 1 907,299 0 0
HOULIHAN LOKEY INC CL A 441593100 332 9,644 SH   DFND 1 2 9,644 0 0
HOULIHAN LOKEY INC CL A 441593100 8,302 240,994 SH   DFND 1 240,994 0 0
HOUSTON AMERICAN ENERGY CORP COM 44183U100 36 135,281 SH   DFND 1 135,281 0 0
HOUSTON WIRE & CABLE COM 44244K109 635 94,115 SH   DFND 1 94,115 0 0
HOVNANIAN ENTERPRISES INC CL A CL A 442487203 2,018 889,371 SH   DFND 1 889,371 0 0
HOVNANIAN ENTERPRISES INC CL A CL A 442487203 13 6,164 SH   DFND 1 2 6,164 0 0
HOWARD BANCORP INC COM 442496105 419 22,411 SH   DFND 1 22,411 0 0
HOWARD HUGHES CORP COM 44267D107 32,565 277,745 SH   DFND 1 277,745 0 0
HRG GROUP INC COM 40434J100 20,058 1,038,249 SH   DFND 1 1,038,249 0 0
HSBC HLDGS PLC SPON ADR NEW SPON ADR NEW 404280406 6,006 147,142 SH   DFND 1 144,371 0 2,771
HSN INC COM 404303109 11,304 304,694 SH   DFND 1 303,326 0 1,368
HTG MOLECULAR DIAGNOSTICS INC COM 40434H104 137 19,859 SH   DFND 1 19,859 0 0
HUB GROUP INC CL A CL A 443320106 12,636 272,345 SH   DFND 1 272,345 0 0
HUBBELL INC CL B COM 443510607 48,341 402,682 SH   DFND 1 401,080 0 1,602
HUBBELL INC CL B COM 443510607 12 106 SH   DFND 1 2 106 0 0
HUBSPOT INC COM 443573100 14,241 235,210 SH   DFND 1 235,210 0 0
HUDSON GLOBAL INC COM 443787106 122 97,172 SH   DFND 1 97,172 0 0
HUDSON PACIFIC PROPERTIES INC COM 444097109 29 858 SH   DFND 1 2 858 0 0
HUDSON PACIFIC PROPERTIES INC COM 444097109 46,845 1,352,354 SH   DFND 1 1,352,354 0 0
HUDSON TECHNOLOGIES INC COM 444144109 1,503 227,825 SH   DFND 1 227,825 0 0
HUMANA INC COM COM 444859102 274,510 1,333,734 SH   DFND 1 1,326,978 0 6,756
HUNT J B TRANS SVCS INC COM COM 445658107 28 312 SH   DFND 1 2 312 0 0
HUNT J B TRANS SVCS INC COM COM 445658107 89,097 972,399 SH   DFND 1 965,415 0 6,984
HUNTER MARITIME ACQUISITION CORP UNIT 99/99/9999 Y37828103 1,036 99,700 SH   DFND 1 2 99,700 0 0
HUNTINGTON BANCSHARES INC COM COM 446150104 157,150 11,751,388 SH   DFND 1 11,704,118 0 47,270
HUNTINGTON INGALLS INDUST-WI COM 446413106 131 655 SH   DFND 1 2 655 0 0
HUNTINGTON INGALLS INDUST-WI COM 446413106 95,545 477,283 SH   DFND 1 475,856 0 1,427
HUNTSMAN CORP COM 447011107 60,246 2,455,044 SH   DFND 1 2,455,044 0 0
HUNTSMAN CORP COM 447011107 119 4,866 SH   DFND 1 2 4,866 0 0
HURCO COMPANIES INC COM 447324104 2,236 71,900 SH   DFND 1 71,900 0 0
HURON CONSULTING GROUP INC COM 447462102 370 8,807 SH   DFND 1 2 8,807 0 0
HURON CONSULTING GROUP INC COM 447462102 8,493 201,737 SH   DFND 1 201,737 0 0
HUTTIG BLDG PRODS INC COM COM 448451104 565 69,448 SH   DFND 1 69,448 0 0
HWAY 1 1/2 07/01/18 NOTE 1.500% 7/0 422245AB6 6,147 4,000,000 PRN   DFND 1 2 4,000,000 0 0
HYATT HOTELS CORP - CL A COM CL A 448579102 15,478 286,749 SH   DFND 1 286,749 0 0
HYSTER-YALE MATERIALS CL A 449172105 4,608 81,727 SH   DFND 1 81,727 0 0
IAC INTERACTIVECORP COM 44919P508 42,911 582,085 SH   DFND 1 581,935 0 150
IAO KUN GROUP HOLDING CO LTD ORD USD SHS G47204105 6 21,555 SH   DFND 1 21,555 0 0
IBERIABANK CORP COM COM 450828108 29 369 SH   DFND 1 2 369 0 0
IBERIABANK CORP COM COM 450828108 38,678 488,979 SH   DFND 1 488,979 0 0
IBIO INC COM 451033104 147 342,667 SH   DFND 1 342,667 0 0
ICAD INC COM NEW 44934S206 351 73,148 SH   DFND 1 73,148 0 0
ICAHN ENTERPRISES LP DEPOSITARY UNIT 451100101 4,300 83,919 SH   DFND 1 83,919 0 0
ICF INTERNATIONAL INC COM 44925C103 17 425 SH   DFND 1 2 425 0 0
ICF INTERNATIONAL INC COM 44925C103 7,713 186,757 SH   DFND 1 186,757 0 0
ICHOR HOLDINGS LTD SHS G4740B105 1,400 70,649 SH   DFND 1 70,649 0 0
ICICI BK LTD ADR 45104G104 591 68,768 SH   DFND 1 66,066 0 2,702
ICON PLC SHS G4705A100 2,294 28,777 SH   DFND 1 28,777 0 0
ICONIX BRAND GROUP INC COM 451055107 3,571 474,940 SH   DFND 1 474,940 0 0
ICU MED INC COM COM 44930G107 19 129 SH   DFND 1 2 129 0 0
ICU MED INC COM COM 44930G107 18,872 123,590 SH   DFND 1 123,590 0 0
ID SYSTEMS INC COM 449489103 334 52,851 SH   DFND 1 52,851 0 0
IDACORP INC COM COM 451107106 33,541 404,313 SH   DFND 1 402,758 0 1,555
IDEAL POWER INC COM 451622104 192 59,328 SH   DFND 1 59,328 0 0
IDENTIVE GROUP INC COM NEW 45170X205 383 54,377 SH   DFND 1 54,377 0 0
IDERA PHARMACEUTICALS INC COM NEW 45168K306 2,271 919,446 SH   DFND 1 919,446 0 0
IDEX CORP COM COM 45167R104 53,565 572,828 SH   DFND 1 570,456 0 2,372
IDEXX LABS INC COM COM 45168D104 142,250 921,279 SH   DFND 1 914,964 0 6,315
IDI INC COM 19241Q101 1,352 290,900 SH   DFND 1 290,900 0 0
IDT CORP CL B CL B NEW 448947507 4,382 344,513 SH   DFND 1 344,513 0 0
IDT CORP CL B CL B NEW 448947507 252 19,857 SH   DFND 1 2 19,857 0 0
IEC ELECTRS CORP NEW COM COM 44949L105 69 18,187 SH   DFND 1 18,187 0 0
IES HOLDINGS INC COM 44951W106 1,401 77,439 SH   DFND 1 77,439 0 0
IGNYTA INC COM 451731103 2,077 241,615 SH   DFND 1 241,615 0 0
IHS MARKIT LTD SHS G47567105 93,911 2,239,650 SH   DFND 1 2,239,650 0 0
II VI INC COM COM 902104108 16,543 458,914 SH   DFND 1 458,914 0 0
IKANG HEALTHCARE GROUP - ADR SPONSORED ADR 45174L108 382 26,224 SH   DFND 1 26,224 0 0
ILG INC COM 44967H101 19,236 917,768 SH   DFND 1 917,658 0 110
ILLINOIS TOOL WKS INC COM COM 452308109 408,069 3,084,804 SH   DFND 1 3,070,303 0 14,501
ILLUMINA INC COM COM 452327109 248,460 1,458,071 SH   DFND 1 1,447,365 0 10,706
IMAX CORP COM COM 45245E109 3,343 98,349 SH   DFND 1 98,349 0 0
IMMERSION CORP COM COM 452521107 2,159 249,334 SH   DFND 1 249,334 0 0
IMMUNE DESIGN CORP COM 45252L103 702 103,298 SH   DFND 1 102,624 0 674
IMMUNOGEN INC COM COM 45253H101 2,625 678,343 SH   DFND 1 678,343 0 0
IMMUNOMEDICS INC COM COM 452907108 5,200 803,725 SH   DFND 1 803,725 0 0
IMPAC MTG HLDGS INC COM COM NEW 45254P508 1,118 89,769 SH   DFND 1 89,769 0 0
IMPAX LABORATORIES INC COM 45256B101 8,634 682,560 SH   DFND 1 682,560 0 0
IMPERVA INC COM 45321L100 9,578 233,341 SH   DFND 1 233,341 0 0
IMPINJ INC COM 453204109 2,109 69,703 SH   DFND 1 69,703 0 0
IMPRIMIS PHARMACEUTICALS COM NEW 45323A201 165 39,779 SH   DFND 1 39,779 0 0
IMUNOCELLULAR THERAPEUTICS COM NEW 452536204 34 10,995 SH   DFND 1 10,995 0 0
INC RESEARCH HOLDINGS INC - A CL A 45329R109 20,903 455,914 SH   DFND 1 455,914 0 0
INC RESEARCH HOLDINGS INC - A CL A 45329R109 59 1,288 SH   DFND 1 2 1,288 0 0
INCYTE INC COM 45337C102 237,224 1,777,115 SH   DFND 1 1,763,838 0 13,277
INCYTE INC COM 45337C102 394 2,949 SH   DFND 1 2 2,949 0 0
INDEPENDENCE CONTRACT DRILLING INC. COM 453415309 1,236 224,374 SH   DFND 1 224,374 0 0
INDEPENDENCE HLDG CO NEW COM NEW COM NEW 453440307 2,285 122,859 SH   DFND 1 122,859 0 0
INDEPENDENCE REALTY TRUST INC COM 45378A106 5,102 544,525 SH   DFND 1 544,525 0 0
INDEPENDENT BANK CORP MASS COM COM 453836108 14,444 222,227 SH   DFND 1 222,227 0 0
INDEPENDENT BANK CORP MASS COM COM 453836108 35 545 SH   DFND 1 2 545 0 0
INDEPENDENT BANK CORP MICH COM COM NEW 453838609 3,522 170,156 SH   DFND 1 170,156 0 0
INDEPENDENT BANK GROUP INC COM 45384B106 6,109 95,018 SH   DFND 1 95,018 0 0
INDUSTRIAL SVCS OF AMERICA COM 456314103 24 15,157 SH   DFND 1 15,157 0 0
INFINERA CORP -REDH COM 45667G103 12,408 1,212,946 SH   DFND 1 1,212,946 0 0
INFINITY PHARMACEUTICALS INC COM COM 45665G303 1,105 342,362 SH   DFND 1 342,036 0 326
INFINITY PHARMACEUTICALS INC COM COM 45665G303 9 3,004 SH   DFND 1 2 3,004 0 0
INFINITY PROPERTY & CASUALTY COM 45665Q103 8,378 87,731 SH   DFND 1 87,731 0 0
INFORMATION SERVICES GROUP COM 45675Y104 634 201,429 SH   DFND 1 201,429 0 0
INFOSONICS CORP COM 456784107 22 41,938 SH   DFND 1 41,938 0 0
INFOSYS TECHNOLOGIES-SP ADR SPONSORED ADR 456788108 6,642 422,847 SH   DFND 1 420,123 0 2,724
INFRAREIT INC COM 45685L100 175 9,774 SH   DFND 1 2 9,774 0 0
INFRAREIT INC COM 45685L100 8,633 479,630 SH   DFND 1 479,630 0 0
INFUSYSTEM HOLDINGS INC COM 45685K102 107 46,642 SH   DFND 1 46,642 0 0
ING GROUP N V SPONSORED ADR SPONSORED ADR 456837103 404 26,826 SH   DFND 1 23,798 0 3,028
INGERSOLL-RAND COMPANY LTD CL A SHS G47791101 219,539 2,703,340 SH   DFND 1 2,691,557 0 11,783
INGEVITY CORP COM 45688C107 19,814 325,631 SH   DFND 1 325,566 0 65
INGLES MKTS INC CL A CL A 457030104 7,312 169,459 SH   DFND 1 169,459 0 0
INGREDION INC COM 457187102 74,407 618,045 SH   DFND 1 615,620 0 2,425
INNERWORKINGS INC -REDH COM 45773Y105 3,015 302,754 SH   DFND 1 302,754 0 0
INNOCOLL HOLDINGS PLC SHS G4783X105 14 12,694 SH   DFND 1 12,694 0 0
INNODATA ISOGEN CORP COM NEW 457642205 176 80,390 SH   DFND 1 80,390 0 0
INNOPHOS HOLDINGS INC -REDH COM 45774N108 9,969 184,719 SH   DFND 1 184,556 0 163
INNOSPEC INC COM 45768S105 13,005 200,856 SH   DFND 1 200,856 0 0
INNOVATIVE SOLUTIONS & SUPP COM COM 45769N105 182 60,321 SH   DFND 1 60,321 0 0
INNOVIVA INC COM 45781M101 9,422 681,290 SH   DFND 1 679,850 0 1,440
INOGEN INC COM 45780L104 13,438 173,266 SH   DFND 1 173,266 0 0
INOGEN INC COM 45780L104 8 106 SH   DFND 1 2 106 0 0
INOTEK PHARMACEUTICALS CORP COM 45780V102 268 134,329 SH   DFND 1 134,329 0 0
INOVALON HOLDINGS INC - A COM CL A 45781D101 6,304 500,364 SH   DFND 1 500,364 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 3,708 560,164 SH   DFND 1 560,164 0 0
INPHI CORP COM 45772F107 14,199 290,863 SH   DFND 1 290,863 0 0
INSEEGO CORP COM 45782B104 471 225,360 SH   DFND 1 225,360 0 0
INSIGHT ENTERPRISES INC COM COM 45765U103 16,807 409,038 SH   DFND 1 409,038 0 0
INSIGNIA SYS INC COM COM 45765Y105 42 28,672 SH   DFND 1 28,672 0 0
INSMED INC COM NEW COM PAR $.01 457669307 8,635 493,181 SH   DFND 1 493,181 0 0
INSPERITY INC COM 45778Q107 21,090 237,907 SH   DFND 1 237,523 0 384
INSPERITY INC COM 45778Q107 842 9,508 SH   DFND 1 2 9,508 0 0
INSPIRED ENTERTAINMENT INC WARRANT 11.5 12/23/21 *W EXP 10/20/202 45782N116 56 75,000 SH   DFND 1 2 75,000 0 0
INSTALLED BUILDING PRODUCTS COM 45780R101 78 1,493 SH   DFND 1 2 1,493 0 0
INSTALLED BUILDING PRODUCTS COM 45780R101 8,026 152,165 SH   DFND 1 152,165 0 0
INSTEEL INDUSTRIES INC COM COM 45774W108 5,281 146,142 SH   DFND 1 146,142 0 0
INSTITUTIONAL FINANCIAL MARKET COM 45779L107 27 23,694 SH   DFND 1 23,694 0 0
INSTRUCTURE INC COM 45781U103 1,274 54,470 SH   DFND 1 54,470 0 0
INSULET CORP -REDH COM 45784P101 20,173 468,175 SH   DFND 1 468,175 0 0
INSYS THERAPEUTICS INC COM NEW 45824V209 3,206 305,044 SH   DFND 1 304,726 0 318
INTEGER HOLDINGS CORP COM 45826H109 10,484 260,800 SH   DFND 1 260,800 0 0
INTEGRA LIFESCIENCES HLDGS COM NEW COM NEW 457985208 22,401 531,732 SH   DFND 1 531,732 0 0
INTEGRATED DEVICE TECHNOLOG COM COM 458118106 26,227 1,108,051 SH   DFND 1 1,103,939 0 4,112
INTEL CORP COM COM 458140100 293 8,145 SH   DFND 1 2 8,145 0 0
INTEL CORP COM COM 458140100 1,943,037 53,934,059 SH   DFND 1 53,584,951 0 349,108
INTELLI-CHECK INC COM COM NEW 45817G201 29 11,261 SH   DFND 1 11,261 0 0
INTELLIA THERAPEUTICS INC COM 45826J105 1,072 76,095 SH   DFND 1 76,095 0 0
INTELLIPHARMACEUTICS INTERNA COM 458173101 45 18,001 SH   DFND 1 18,001 0 0
INTELSAT SA COM L5140P101 1,111 267,744 SH   DFND 1 267,744 0 0
INTELSAT SA COM L5140P101 86 20,856 SH   DFND 1 2 20,856 0 0
INTER PARFUMS INC COM COM 458334109 5,429 148,539 SH   DFND 1 148,539 0 0
INTER PARFUMS INC COM COM 458334109 16 447 SH   DFND 1 2 447 0 0
INTERACTIVE BROKERS GRP COM 45841N107 18,709 538,878 SH   DFND 1 538,327 0 551
INTERCEPT PHARMACEUTICALS INC COM 45845P108 16,301 144,130 SH   DFND 1 144,114 0 16
INTERCONTINENTALEXCHANGE GROUP COM 45866F104 323,136 5,405,550 SH   DFND 1 5,379,793 0 25,757
INTERCONTL HOTELS GROUP PLC-ADR SPON ADR NW 2016 45857P608 21 435 SH   DFND 1 2 435 0 0
INTERCONTL HOTELS GROUP PLC-ADR SPON ADR NW 2016 45857P608 268 5,495 SH   DFND 1 4,509 0 986
INTERDIGITAL INC COM 45867G101 33,870 392,469 SH   DFND 1 391,150 0 1,319
INTERFACE INC CL A COM 458665304 10,159 533,313 SH   DFND 1 533,313 0 0
INTERMOLECULAR INC COM 45882D109 74 79,971 SH   DFND 1 79,971 0 0
INTERNAP CORP COM PAR $.001 45885A300 1,249 335,826 SH   DFND 1 335,826 0 0
INTERNATIONAL BANCSHARES CO COM COM 459044103 23,029 650,544 SH   DFND 1 648,755 0 1,789
INTERNATIONAL BUSINESS MACHINES INC COM 459200101 1,574,908 9,055,938 SH   DFND 1 9,016,252 0 39,686
INTERNATIONAL FLAVORS&FRAGR COM COM 459506101 108,121 816,933 SH   DFND 1 813,328 0 3,605
INTERNATIONAL GAME TECHNOLOGY PLC SHS USD G4863A108 75 3,197 SH   DFND 1 2 3,197 0 0
INTERNATIONAL GAME TECHNOLOGY PLC SHS USD G4863A108 6,165 260,158 SH   DFND 1 260,158 0 0
INTERNATIONAL SEAWAYS INC COM Y41053102 5,670 296,558 SH   DFND 1 296,558 0 0
INTERNATIONAL SPEEDWAY CORP CL A CL A 460335201 7,767 210,204 SH   DFND 1 209,409 0 795
INTERPUBLIC GROUP COS INC COM COM 460690100 95,948 3,910,514 SH   DFND 1 3,892,820 0 17,694
INTERSECT ENT INC COM 46071F103 4,028 234,881 SH   DFND 1 234,881 0 0
INTERSECTIONS INC COM 460981301 264 65,738 SH   DFND 1 65,738 0 0
INTERXON CORP COM 46122T102 8,513 429,532 SH   DFND 1 429,532 0 0
INTEST CORP COM COM 461147100 227 36,180 SH   DFND 1 36,180 0 0
INTEVAC INC COM COM 461148108 1,540 123,253 SH   DFND 1 123,253 0 0
INTEVAC INC COM COM 461148108 53 4,305 SH   DFND 1 2 4,305 0 0
INTL FCSTONE INC COM 46116V105 10,125 266,737 SH   DFND 1 266,737 0 0
INTL PAPER CO COM COM 460146103 205,535 4,053,266 SH   DFND 1 4,032,930 0 20,336
INTRA-CELLULAR THERAPIES INC COM 46116X101 4,400 270,782 SH   DFND 1 270,782 0 0
INTRAWEST RESORTS HOLDINGS I COM 46090K109 2,774 110,944 SH   DFND 1 110,944 0 0
INTREPID POTASH INC COM 46121Y102 1,062 617,705 SH   DFND 1 617,705 0 0
INTUIT COM COM 461202103 311,244 2,686,750 SH   DFND 1 2,668,301 0 18,449
INTUITIVE SURGICAL INC COM COM NEW 46120E602 291,645 381,018 SH   DFND 1 378,324 0 2,694
INUVO INC. COM NEW 46122W204 137 106,848 SH   DFND 1 106,848 0 0
INVACARE CORP COM COM 461203101 2,811 236,239 SH   DFND 1 236,239 0 0
INVENSENSE IN COM 46123D205 8,402 665,271 SH   DFND 1 665,271 0 0
INVENTURE GROUP INC COM 461212102 603 136,611 SH   DFND 1 136,611 0 0
INVESCO MORTGAGE CAPITAL COM 46131B100 13,084 848,520 SH   DFND 1 840,075 0 8,445
INVESCO PLC SHS G491BT108 121,728 3,979,764 SH   DFND 1 3,962,356 0 17,408
INVESTAR HOLDING CORP COM 46134L105 316 14,473 SH   DFND 1 14,473 0 0
INVESTMENT TECHNOLOGY GRP N COM COM 46145F105 4,908 242,401 SH   DFND 1 242,401 0 0
INVESTORS BANCORP INC COM 46146L101 39,193 2,725,538 SH   DFND 1 2,725,538 0 0
INVESTORS REAL ESTATE TR SH BEN INT SH BEN INT 461730103 5,452 919,476 SH   DFND 1 919,476 0 0
INVESTORS TITLE CO COM COM 461804106 1,457 9,218 SH   DFND 1 9,218 0 0
INVITAE CORP COM 46185L103 155 14,048 SH   DFND 1 2 14,048 0 0
INVITAE CORP COM 46185L103 2,606 235,689 SH   DFND 1 235,689 0 0
INVITATION HOMES INC COM 46187W107 12,872 589,650 SH   DFND 1 589,650 0 0
INVIVO THERAPEUTICS HOLDINGS CORP COM NEW 46186M209 956 236,078 SH   DFND 1 236,078 0 0
INVUITY INC COM NEW 46187J205 569 71,655 SH   DFND 1 71,655 0 0
ION GEOPHYSICAL CORP COM COM NEW 462044207 203 42,046 SH   DFND 1 42,046 0 0
IONIS PHARMACEUTICALS IN COM 462222100 38,077 947,193 SH   DFND 1 946,993 0 200
IONIS PHARMACEUTICALS IN COM 462222100 28 713 SH   DFND 1 2 713 0 0
IPASS INC COM 46261V108 570 487,439 SH   DFND 1 487,439 0 0
IPG PHOTONICS CORP -REDH COM 44980X109 36,432 301,840 SH   DFND 1 300,678 0 1,162
IRADIMED CORP COM 46266A109 296 33,299 SH   DFND 1 33,299 0 0
IRDM 6 3/4 12/31/49 PERP PFD CNV B 46269C409 18,860 55,688 PRN   DFND 1 2 55,688 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 2,990 79,544 SH   DFND 1 79,544 0 0
IRIDEX CORP COM COM 462684101 576 48,601 SH   DFND 1 48,601 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 6,429 666,306 SH   DFND 1 666,306 0 0
IROBOT CORP COM 462726100 14,681 221,980 SH   DFND 1 221,980 0 0
IROBOT CORP COM 462726100 73 1,105 SH   DFND 1 2 1,105 0 0
IRON MTN INC PA COM COM 46284V101 86,763 2,435,784 SH   DFND 1 2,424,890 0 10,894
IRONWOOD PHARMACEUTICALS COM CL A 46333X108 19,605 1,149,205 SH   DFND 1 1,149,205 0 0
ISHARES CORE MSCI EMERGING CORE MSCI EMKT 46434G103 7,880 164,896 PRN   DFND 1 164,896 0 0
ISHARES GLOBAL CLEAN ENERGY GL CLEAN ENE ETF 464288224 137 16,100 PRN   DFND 1 16,100 0 0
ISHARES INC MSCI TAIWAN MSCI TAIWAN ETF 46434G772 22,149 666,563 PRN   DFND 1 666,563 0 0
ISHARES MSCI EMERGING MKT IN MSCI EMG MKT ETF 464287234 10,460 265,553 PRN   DFND 1 265,553 0 0
ISHARES TR RUSSELL 1000 RUS 1000 ETF 464287622 679 5,175 PRN   DFND 1 5,175 0 0
ISHARES TR RUSSELL1000VAL RUS 1000 VAL ETF 464287598 310 2,700 PRN   DFND 1 2,700 0 0
ISLE OF CAPRI CASINOS INC COM COM 464592104 6,362 241,362 SH   DFND 1 241,362 0 0
ISORAY INC COM 46489V104 159 269,778 SH   DFND 1 269,778 0 0
ISRAMCO INC COM NEW 465141406 738 6,305 SH   DFND 1 6,305 0 0
ISSUER DIRECT CORP COM NEW 46520M204 387 35,897 SH   DFND 1 35,897 0 0
ISTAR FINANCIAL INC COM 45031U101 6,144 520,755 SH   DFND 1 520,755 0 0
ITEK 5 3/4 08/01/21 NOTE 5.750% 8/0 45780VAB8 590 1,000,000 PRN   DFND 1 2 1,000,000 0 0
ITERIS INC COM 46564T107 658 121,057 SH   DFND 1 121,057 0 0
ITRON INC COM COM 465741106 17,169 282,856 SH   DFND 1 282,856 0 0
ITT INC COM 45073V108 28,769 701,348 SH   DFND 1 698,630 0 2,718
ITURAN LOCATION AND CONTROL SHS M6158M104 403 13,086 SH   DFND 1 13,086 0 0
ITURAN LOCATION AND CONTROL SHS M6158M104 75 2,447 SH   DFND 1 2 2,447 0 0
ITUS CORP COM NEW 45069V203 101 34,351 SH   DFND 1 34,351 0 0
IXIA COM COM 45071R109 196 10,000 SH   DFND 1 2 10,000 0 0
IXIA COM COM 45071R109 10,380 528,291 SH   DFND 1 528,291 0 0
IXYS CORP COM COM 46600W106 55 3,807 SH   DFND 1 2 3,807 0 0
IXYS CORP COM COM 46600W106 5,545 381,143 SH   DFND 1 381,143 0 0
J & J SNACK FOODS CORP COM COM 466032109 17,243 127,200 SH   DFND 1 127,200 0 0
J ALEXANDER'S HOLDINGS - W/I COM 46609J106 1,010 100,524 SH   DFND 1 100,524 0 0
J2 GLOBAL INC COM 48123V102 33,218 395,886 SH   DFND 1 394,188 0 1,698
JA SOLAR HOLDINGS CO LTD-ADR SPON ADR REP5ORD 466090206 185 28,378 SH   DFND 1 28,378 0 0
JABIL CIRCUIT INC COM COM 466313103 42,459 1,468,177 SH   DFND 1 1,462,223 0 5,954
JACK IN THE BOX INC COM COM 466367109 26,180 257,382 SH   DFND 1 256,403 0 979
JACOBS ENGR GROUP INC DEL COM COM 469814107 29 541 SH   DFND 1 2 541 0 0
JACOBS ENGR GROUP INC DEL COM COM 469814107 67,994 1,231,686 SH   DFND 1 1,226,415 0 5,271
JAGGED PEAK ENERGY INC COM 47009K107 3,048 233,745 SH   DFND 1 233,745 0 0
JAGUAR ANIMAL HEALTH INC COM 47008L106 27 27,742 SH   DFND 1 27,742 0 0
JAKKS PAC INC COM COM 47012E106 709 129,084 SH   DFND 1 125,991 0 3,093
JAMBA INC COM NEW 47023A309 1,070 118,293 SH   DFND 1 118,293 0 0
JAMES RIVER GROUP HOLDINGS LTD COM G5005R107 6,522 152,178 SH   DFND 1 152,178 0 0
JANUS CAPITAL GROUP INC COM 47102X105 14,473 1,096,485 SH   DFND 1 1,091,655 0 4,830
JAPAN SMALL CAP FUND INC COM 47109U104 127 11,801 SH   DFND 1 2 11,801 0 0
JASON INDUSTRIES INC COM 471172106 85 57,903 SH   DFND 1 57,903 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 56,874 392,053 SH   DFND 1 392,053 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 175 1,210 SH   DFND 1 2 1,210 0 0
JCOM 3 1/4 06/15/29 NOTE 3.250% 6/1 48123VAC6 6,750 5,000,000 PRN   DFND 1 2 5,000,000 0 0
JD.COM INC - ADR SPON ADR CL A 47215P106 42,389 1,366,206 SH   DFND 1 1,339,104 0 27,102
JELD-WEN HOLDING INC COM 47580P103 3,594 109,410 SH   DFND 1 109,410 0 0
JERNIGAN CAPITAL INC COM 476405105 940 40,831 SH   DFND 1 40,831 0 0
JETBLUE AIRWAYS CORP COM 477143101 71,450 3,466,791 SH   DFND 1 3,456,374 0 10,417
JETBLUE AIRWAYS CORP COM 477143101 463 22,506 SH   DFND 1 2 22,506 0 0
JIVE SOFTWARE INC COM 47760A108 1,693 393,722 SH   DFND 1 393,722 0 0
JOHN B. SANFILIPPO & SON COM 800422107 5,494 75,078 SH   DFND 1 74,887 0 191
JOHN BEAN TECHNOLOGIES-SPN COM 477839104 20,914 237,804 SH   DFND 1 237,804 0 0
JOHNSON & JOHNSON COM COM 478160104 3,600,801 28,948,146 SH   DFND 1 28,825,900 0 122,246
JOHNSON CTLS INC COM SHS G51502105 384,341 9,137,888 SH   DFND 1 9,095,837 0 42,051
JOHNSON OUTDOORS INC CL A CL A 479167108 337 9,237 SH   DFND 1 2 9,237 0 0
JOHNSON OUTDOORS INC CL A CL A 479167108 1,693 46,407 SH   DFND 1 46,407 0 0
JONES ENERGY INC COM CL A 48019R108 1,261 494,884 SH   DFND 1 494,884 0 0
JONES LANG LASALLE INC COM COM 48020Q107 43,144 387,249 SH   DFND 1 385,847 0 1,402
JOUNCE THERAPEUTICS INC COM 481116101 1,573 71,568 SH   DFND 1 71,568 0 0
JOY GLOBAL INC COM COM 481165108 22,115 782,845 SH   DFND 1 779,514 0 3,331
JP MORGAN CHASE & CO COM 46625H100 3,116,592 35,529,837 SH   DFND 1 35,368,831 0 161,006
JRJR33 INC COM 46645Q106 19 44,389 SH   DFND 1 44,389 0 0
JUMEI INTERNATIONAL-ADR SPONSORED ADR 48138L107 68 18,450 SH   DFND 1 2 18,450 0 0
JUNIPER NETWORKS INC COM COM 48203R104 2 98 SH   DFND 1 2 98 0 0
JUNIPER NETWORKS INC COM COM 48203R104 137,302 4,938,748 SH   DFND 1 4,921,185 0 17,563
JUNIPER PHARMACEUTICALS INC COM 48203L107 297 62,557 SH   DFND 1 62,557 0 0
JUNO THERAPEUTICS INC COM 48205A109 13,206 595,136 SH   DFND 1 595,136 0 0
K12 INC COM 48273U102 143 7,510 SH   DFND 1 2 7,510 0 0
K12 INC COM 48273U102 9,171 478,923 SH   DFND 1 478,597 0 326
K2M GROUP HOLDINGS INC COM 48273J107 5,650 275,498 SH   DFND 1 275,498 0 0
KADANT INC COM COM 48282T104 7,042 118,656 SH   DFND 1 118,656 0 0
KADANT INC COM COM 48282T104 121 2,042 SH   DFND 1 2 2,042 0 0
KADMON HOLDINGS INC COM 48283N106 41 11,457 SH   DFND 1 11,457 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 11,600 145,191 SH   DFND 1 145,191 0 0
KAMADA LIMITED SHS M6240T109 112 16,541 SH   DFND 1 16,541 0 0
KAMAN CORP COM 483548103 10,147 210,841 SH   DFND 1 210,841 0 0
KANDI TECHNOLOGIES CORP COM 483709101 101 26,784 SH   DFND 1 26,784 0 0
KANSAS CITY SOUTHN INDS INC COM NEW COM NEW 485170302 89,770 1,048,223 SH   DFND 1 1,043,549 0 4,674
KAPSTONE PAPER AND PACKAGING COM 48562P103 15,446 668,676 SH   DFND 1 668,676 0 0
KAR AUCTION SERVICES INC COM 48238T109 29 669 SH   DFND 1 2 669 0 0
KAR AUCTION SERVICES INC COM 48238T109 45,108 1,032,935 SH   DFND 1 1,032,935 0 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 2,167 168,770 SH   DFND 1 168,770 0 0
KATE SPADE & CO COM 485865109 21,765 936,957 SH   DFND 1 932,968 0 3,989
KB HOME COM COM 48666K109 16,084 809,101 SH   DFND 1 806,541 0 2,560
KB HOME COM COM 48666K109 82 4,169 SH   DFND 1 2 4,169 0 0
KBR INC COM 48242W106 16,616 1,105,566 SH   DFND 1 1,098,671 0 6,895
KCG HOLDINGS CL A 48244B100 8,117 455,281 SH   DFND 1 455,281 0 0
KCG HOLDINGS CL A 48244B100 178 10,000 SH   DFND 1 2 10,000 0 0
KEANE GROUP INC COM 48669A108 2,726 190,646 SH   DFND 1 190,646 0 0
KEARNY FINANCIAL CORP/MD COM 48716P108 11,598 770,659 SH   DFND 1 770,659 0 0
KELLOGG CO COM COM 487836108 175,629 2,422,368 SH   DFND 1 2,410,808 0 11,560
KELLY SVCS INC CL A CL A 488152208 6,927 316,881 SH   DFND 1 316,881 0 0
KEMET CORP COM COM NEW 488360207 3,189 265,815 SH   DFND 1 265,815 0 0
KEMET CORP COM COM NEW 488360207 56 4,669 SH   DFND 1 2 4,669 0 0
KEMPER CORP COM 488401100 14,171 355,173 SH   DFND 1 353,672 0 1,501
KEMPHARM INC COM 488445107 340 69,510 SH   DFND 1 69,510 0 0
KENNAMETAL INC COM COM 489170100 24,237 617,823 SH   DFND 1 615,351 0 2,472
KENNEDY-WILSON HOLDINGS INC COM 489398107 15,599 702,668 SH   DFND 1 702,668 0 0
KERYX BIOPHARMACEUTICALS IN COM COM 492515101 4,982 808,787 SH   DFND 1 808,787 0 0
KEY TECHNOLOGY INC COM COM 493143101 204 15,427 SH   DFND 1 15,427 0 0
KEY TRONIC CORP COM 493144109 258 35,271 SH   DFND 1 35,271 0 0
KEYCORP NEW COM COM 493267108 189,862 10,693,438 SH   DFND 1 10,644,913 0 48,525
KEYSIGHT TECHNOLOGIES INC W/I COM 49338L103 50,648 1,401,445 SH   DFND 1 1,395,762 0 5,683
KEYW HOLDING CORP/THE COM 493723100 3,283 347,785 SH   DFND 1 347,785 0 0
KFORCE INC COM COM 493732101 6,349 267,366 SH   DFND 1 267,366 0 0
KFORCE INC COM COM 493732101 45 1,895 SH   DFND 1 2 1,895 0 0
KILROY RLTY CORP COM COM 49427F108 65,387 907,153 SH   DFND 1 904,123 0 3,030
KIMBALL ELECTRONICS INC-W/I COM 49428J109 7,296 430,495 SH   DFND 1 430,495 0 0
KIMBALL INTL INC CL B CL B 494274103 487 29,569 SH   DFND 1 2 29,569 0 0
KIMBALL INTL INC CL B CL B 494274103 9,736 590,121 SH   DFND 1 590,121 0 0
KIMBERLY CLARK CORP COM COM 494368103 495,329 3,767,972 SH   DFND 1 3,751,687 0 16,285
KIMCO REALTY CORP COM COM 49446R109 44 1,994 SH   DFND 1 2 1,994 0 0
KIMCO REALTY CORP COM COM 49446R109 105,926 4,801,088 SH   DFND 1 4,782,760 0 18,328
KINDER MORGAN INC COM 49456B101 124 5,736 SH   DFND 1 2 5,736 0 0
KINDER MORGAN INC COM 49456B101 398,159 18,341,173 SH   DFND 1 18,254,908 0 86,265
KINDRED BIOSCIENCES INC COM 494577109 486 69,025 SH   DFND 1 69,025 0 0
KINDRED HEALTHCARE INC COM COM 494580103 5,443 651,927 SH   DFND 1 651,927 0 0
KINGOLD JEWELRY INC COM NEW 49579A204 38 32,758 SH   DFND 1 32,758 0 0
KINGSTONE COS INC COM 496719105 391 24,575 SH   DFND 1 24,575 0 0
KINROSS GOLD COM NO PAR 496902404 45 12,892 SH   DFND 1 12,282 0 610
KINSALE CAPITAL GROUP INC COM 49714P108 2,771 86,491 SH   DFND 1 86,491 0 0
KIRBY CORP COM COM 497266106 29,736 421,489 SH   DFND 1 419,817 0 1,672
KIRKLAND'S INC COM 497498105 1,481 119,500 SH   DFND 1 119,500 0 0
KITE PHARMA INC COM 49803L109 32,427 413,148 SH   DFND 1 413,148 0 0
KITE REALTY GROUP TRUST COM NEW 49803T300 16,544 769,531 SH   DFND 1 769,531 0 0
KLA-TENCOR CORP COM COM 482480100 182,377 1,920,546 SH   DFND 1 1,909,084 0 11,462
KLR ENERGY WRT 11.5 09/16/22 *W EXP 09/16/202 49877M116 193 163,706 SH   DFND 1 2 163,706 0 0
KLX INC COM 482539103 19,621 438,956 SH   DFND 1 437,330 0 1,626
KMG CHEMICALS INC COM 482564101 7 172 SH   DFND 1 2 172 0 0
KMG CHEMICALS INC COM 482564101 3,408 73,995 SH   DFND 1 73,995 0 0
KNIGHT TRANSN INC COM COM 499064103 15,934 508,276 SH   DFND 1 508,276 0 0
KNIGHT TRANSN INC COM COM 499064103 19 631 SH   DFND 1 2 631 0 0
KNOLL INC COM NEW 498904200 14,754 619,657 SH   DFND 1 618,677 0 980
KNOWLES CORP COM 49926D109 12,620 665,983 SH   DFND 1 663,239 0 2,744
KOHLS CORP COM COM 500255104 77,344 1,945,268 SH   DFND 1 1,936,839 0 8,429
KOHLS CORP COM COM 500255104 75 1,896 SH   DFND 1 2 1,896 0 0
KONA GRILL INC COM 50047H201 439 69,773 SH   DFND 1 69,773 0 0
KONGZHONG CORP-ADR SPONSORED ADR 50047P104 186 25,181 SH   DFND 1 25,181 0 0
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW NY REG SH NEW 500472303 320 9,966 SH   DFND 1 8,426 0 1,540
KOPIN CORP COM COM 500600101 1,835 447,766 SH   DFND 1 447,766 0 0
KOPPERS HOLDINGS INC COM 50060P106 6,447 152,246 SH   DFND 1 152,246 0 0
KORN FERRY INTL COM NEW COM NEW 500643200 14,200 450,958 SH   DFND 1 450,958 0 0
KORNIT DIGITAL LTD SHS M6372Q113 318 16,689 SH   DFND 1 16,689 0 0
KOSMOS ENERGY LTD SHS G5315B107 9,627 1,445,635 SH   DFND 1 1,445,635 0 0
KRAFT HEINZ CO/THE COM 500754106 576,547 6,357,247 SH   DFND 1 6,295,527 0 61,720
KRATON CORP COM 50077C106 7,209 233,179 SH   DFND 1 233,179 0 0
KRATOS DEFENSE & SECURITY SOL COM NEW 50077B207 4,519 580,932 SH   DFND 1 580,932 0 0
KROGER CO COM COM 501044101 62 2,104 SH   DFND 1 2 2,104 0 0
KROGER CO COM COM 501044101 265,223 9,006,497 SH   DFND 1 8,966,479 0 40,018
KRONOS WORLDWIDE INC COM 50105F105 2,731 166,226 SH   DFND 1 163,627 0 2,599
KRONOS WORLDWIDE INC COM 50105F105 59 3,601 SH   DFND 1 2 3,601 0 0
KULICKE & SOFFA INDS INC COM COM 501242101 517 25,479 SH   DFND 1 2 25,479 0 0
KULICKE & SOFFA INDS INC COM COM 501242101 9,595 472,223 SH   DFND 1 472,223 0 0
KURA ONCOLOGY INC COM 50127T109 437 49,682 SH   DFND 1 49,682 0 0
KVH INDUSTRIES INC COM 482738101 897 106,885 SH   DFND 1 106,885 0 0
KYOCERA CORP ADR ADR 501556203 261 4,659 SH   DFND 1 3,339 0 1,320
L BRANDS INC COM 501797104 110,909 2,358,075 SH   DFND 1 2,347,031 0 11,044
L-3 COMMUNICATIONS HLDGS IN COM COM 502413107 129,927 787,127 SH   DFND 1 783,767 0 3,360
LA JOLLA PHARMACEUTICAL CO COM COM PAR $.0001 2 503459604 3,281 109,933 SH   DFND 1 109,933 0 0
LA QUINTA HOLDINGS INC COM 50420D108 8,498 628,621 SH   DFND 1 628,621 0 0
LA Z BOY INC COM COM 505336107 17,557 650,267 SH   DFND 1 650,267 0 0
LA Z BOY INC COM COM 505336107 153 5,695 SH   DFND 1 2 5,695 0 0
LABORATORY CORP AMER HLDGS COM NEW COM NEW 50540R409 145,382 1,014,745 SH   DFND 1 1,010,330 0 4,415
LADDER CAPITAL CORP-CLASS A CL A 505743104 7,357 509,512 SH   DFND 1 509,512 0 0
LADENBURG THALMANN FINANCIAL COM 50575Q102 1,768 712,941 SH   DFND 1 712,941 0 0
LAKELAND BANCORP INC COM COM 511637100 6,677 340,689 SH   DFND 1 340,689 0 0
LAKELAND FINL CORP COM COM 511656100 9,120 211,517 SH   DFND 1 211,517 0 0
LAKELAND INDUSTRIES INC COM 511795106 381 35,442 SH   DFND 1 35,442 0 0
LAM RESEARCH CORP COM COM 512807108 223,452 1,743,099 SH   DFND 1 1,731,380 0 11,719
LAMAR ADVERTISING CO CL A CL A 512816109 58 779 SH   DFND 1 2 779 0 0
LAMAR ADVERTISING CO CL A CL A 512816109 53,190 711,677 SH   DFND 1 709,115 0 2,562
LAMB WESTON HOLDING INC COM 513272104 78 1,866 SH   DFND 1 2 1,866 0 0
LAMB WESTON HOLDING INC COM 513272104 41,706 991,607 SH   DFND 1 986,983 0 4,624
LANCASTER COLONY CORP COM COM 513847103 21,262 165,034 SH   DFND 1 164,432 0 602
LANDAUER INC COM COM 51476K103 3,421 70,185 SH   DFND 1 70,185 0 0
LANDCADIA HLDGS INC UNIT 12/31/2021T 51476W206 535 50,000 SH   DFND 1 2 50,000 0 0
LANDCADIA HOLDINGS INC CL A 51476W107 997 100,000 SH   DFND 1 2 100,000 0 0
LANDCADIA WRT 5.75 06/01/23 *W EXP 06/01/202 51476W115 17 25,000 SH   DFND 1 2 25,000 0 0
LANDEC CORP COM 514766104 2,554 212,842 SH   DFND 1 212,842 0 0
LANDS END INC COM 51509F105 2,882 134,377 SH   DFND 1 134,250 0 127
LANDSTAR SYS INC COM COM 515098101 27,659 322,932 SH   DFND 1 321,635 0 1,297
LANDSTAR SYS INC COM COM 515098101 15 176 SH   DFND 1 2 176 0 0
LANNET INC COM COM 516012101 50 2,243 SH   DFND 1 2 2,243 0 0
LANNET INC COM COM 516012101 4,799 214,726 SH   DFND 1 214,586 0 140
LANTHEUS HOLDINGS INC COM 516544103 1,858 148,710 SH   DFND 1 148,710 0 0
LANTRONIX INC COM COM NEW 516548203 45 11,642 SH   DFND 1 11,642 0 0
LAREDO PETROLEUM HOLDINGS IN COM 516806106 15,433 1,057,063 SH   DFND 1 1,057,063 0 0
LAS VEGAS SANDS CORP COM 517834107 135,464 2,374,929 SH   DFND 1 2,374,929 0 0
LASALLE HOTEL PPTYS COM SH BEN INT COM SH BEN INT 517942108 39,166 1,352,896 SH   DFND 1 1,349,411 0 3,485
LATTICE SEMICONDUCTOR CORP COM COM 518415104 6,800 982,777 SH   DFND 1 982,777 0 0
LAUDER ESTEE COS INC CL A CL A 518439104 185,865 2,195,152 SH   DFND 1 2,185,202 0 9,950
LAUREATE EDUCATION INC COM CL A 518613203 5,066 355,040 SH   DFND 1 355,040 0 0
LAWSON PRODS INC COM COM 520776105 999 44,508 SH   DFND 1 44,508 0 0
LAYN 8 05/01/19 NOTE 8.000% 5/0 521050AD6 9,832 9,500,000 PRN   DFND 1 2 9,500,000 0 0
LAYNE CHRISTENSEN COMPANY COM 521050104 1,252 141,646 SH   DFND 1 141,646 0 0
LAZARD LTD SHS A G54050102 181 3,939 SH   DFND 1 2 3,939 0 0
LAZARD LTD SHS A G54050102 47,560 1,034,148 SH   DFND 1 1,033,597 0 551
LCI INDUSTRIES COM 50189K103 21,503 215,466 SH   DFND 1 215,466 0 0
LCI INDUSTRIES COM 50189K103 373 3,741 SH   DFND 1 2 3,741 0 0
LCNB CORPORATION COM 50181P100 1,422 59,651 SH   DFND 1 59,651 0 0
LEAF GROUP LTD COM 52177G102 438 58,439 SH   DFND 1 56,802 0 1,637
LEAR CORP COM NEW 521865204 105,528 745,556 SH   DFND 1 745,556 0 0
LEAR CORP COM NEW 521865204 503 3,554 SH   DFND 1 2 3,554 0 0
LEE ENTERPRISES INC COM COM 523768109 248 95,577 SH   DFND 1 2 95,577 0 0
LEE ENTERPRISES INC COM COM 523768109 666 256,513 SH   DFND 1 256,513 0 0
LEGACY RESERVES LP UNIT LP INT 524707304 72 31,726 SH   DFND 1 31,726 0 0
LEGACYTEXAS FINANCIAL GROUP INC COM 52471Y106 16,016 401,408 SH   DFND 1 401,408 0 0
LEGG MASON INC COM COM 524901105 26,022 720,658 SH   DFND 1 717,986 0 2,672
LEGGETT & PLATT INC COM COM 524660107 72,633 1,445,309 SH   DFND 1 1,439,203 0 6,106
LEIDOS HOLDINGS INC COM 525327102 55,806 1,091,250 SH   DFND 1 1,085,956 0 5,294
LEJU HOLDINGS LT- ADR SPONSORED ADS 50187J108 62 18,252 SH   DFND 1 2 18,252 0 0
LEMAITRE VASCULAR INC COM 525558201 2,651 107,649 SH   DFND 1 107,649 0 0
LENDINGCLUB CORP COM 52603A109 13,508 2,460,579 SH   DFND 1 2,460,579 0 0
LENDINGTREE INC COM 52603B107 7,381 58,884 SH   DFND 1 58,884 0 0
LENNAR CORP CL B CL B 526057302 762 18,244 SH   DFND 1 18,244 0 0
LENNAR CORP COM CL A 526057104 104,663 2,047,415 SH   DFND 1 2,038,669 0 8,746
LENNOX INTL INC COM COM 526107107 48,322 288,838 SH   DFND 1 287,642 0 1,196
LEUCADIA NATL CORP COM COM 527288104 108 4,181 SH   DFND 1 2 4,181 0 0
LEUCADIA NATL CORP COM COM 527288104 103,030 3,967,225 SH   DFND 1 3,953,174 0 14,051
LEVEL 3 COMMUNICATIONS INC COM COM NEW 52729N308 167,235 2,926,755 SH   DFND 1 2,914,126 0 12,629
LEXICON GENETICS INC COM COM NEW 528872302 6,215 433,420 SH   DFND 1 433,420 0 0
LEXINGTON CORP PPTYS TR COM COM 529043101 17,630 1,766,554 SH   DFND 1 1,766,554 0 0
LGI HOMES INC COM 50187T106 4,578 135,005 SH   DFND 1 135,005 0 0
LGIH 4 1/4 11/15/19 NOTE 4.250%11/1 50187TAB2 15,143 9,220,000 PRN   DFND 1 2 9,220,000 0 0
LHC GROUP LLC COM 50187A107 7,598 140,971 SH   DFND 1 140,971 0 0
LIBBEY INC COM COM 529898108 2,298 157,643 SH   DFND 1 157,643 0 0
LIBERTY ALL-STAR EQUITY SH BEN INT 530158104 654 119,907 SH   DFND 1 2 119,907 0 0
LIBERTY BRAVES GROUP - A COM A BRAVES GRP 531229706 2,024 84,557 SH   DFND 1 84,557 0 0
LIBERTY BRAVES GROUP - C COM C BRAVES GRP 531229888 6,356 268,769 SH   DFND 1 268,769 0 0
LIBERTY BROADBAND A - W/I COM SER A 530307107 16,328 191,899 SH   DFND 1 191,899 0 0
LIBERTY BROADBAND C W/I COM SER C 530307305 54,792 634,452 SH   DFND 1 634,452 0 0
LIBERTY EXPEDIA HOLDINGS A SER A COM 53046P109 20,801 457,381 SH   DFND 1 457,381 0 0
LIBERTY GLOBAL PLC - A SHS CL A G5480U104 62,483 1,742,676 SH   DFND 1 1,735,449 0 7,227
LIBERTY GLOBAL PLC-C SHS CL C G5480U120 144,138 4,115,307 SH   DFND 1 4,097,320 0 17,987
LIBERTY LILAC GROUP - CL C W/I LILAC SHS CL C G5480U153 18,125 786,983 SH   DFND 1 783,542 0 3,441
LIBERTY LILAC GRP-CL A W/I LILAC SHS CL A G5480U138 7,557 339,818 SH   DFND 1 338,386 0 1,432
LIBERTY MEDIA CORP - C COM SER C FRMLA 531229854 12,158 356,022 SH   DFND 1 356,022 0 0
LIBERTY MEDIA CORP - LIBERTY FORMULA ONE COM SER A FRMLA 531229870 6,544 200,124 SH   DFND 1 200,124 0 0
LIBERTY MEDIA-INTERACTIVE A COM QVC GP COM SER A 53071M104 87,211 4,357,351 SH   DFND 1 4,345,225 0 12,126
LIBERTY MEDIA-INTERACTIVE A COM QVC GP COM SER A 53071M104 33 1,673 SH   DFND 1 2 1,673 0 0
LIBERTY PPTY TR SH BEN INT SH BEN INT 531172104 58,840 1,526,716 SH   DFND 1 1,522,146 0 4,570
LIBERTY SIRIUS GROUP - C COM C SIRIUSXM 531229607 53,826 1,388,567 SH   DFND 1 1,388,567 0 0
LIBERTY SIRIUS XM GROUP - A COM A SIRIUSXM 531229409 29,630 761,550 SH   DFND 1 761,550 0 0
LIBERTY TAX INC CL A 53128T102 787 55,231 SH   DFND 1 55,231 0 0
LIBERTY TRIPADVISOR HDG-A INC COM SER A 531465102 171 12,158 SH   DFND 1 2 12,158 0 0
LIBERTY TRIPADVISOR HDG-A INC COM SER A 531465102 8,365 593,320 SH   DFND 1 593,051 0 269
LIBERTY VENTURES - SER A LBT VEN COM A NE 53071M856 30,146 677,757 SH   DFND 1 675,443 0 2,314
LIFE STORAGE INC COM 53223X107 35,346 430,426 SH   DFND 1 428,993 0 1,433
LIFEPOINT HOSPITALS INC COM COM 53219L109 38 591 SH   DFND 1 2 591 0 0
LIFEPOINT HOSPITALS INC COM COM 53219L109 21,582 329,505 SH   DFND 1 328,265 0 1,240
LIFETIME BRANDS INC COM 53222Q103 1,845 91,809 SH   DFND 1 91,809 0 0
LIFEVANTAGE CORP COM NEW 53222K205 569 106,095 SH   DFND 1 106,095 0 0
LIFEWAY FOODS INC COM 531914109 500 46,687 SH   DFND 1 46,687 0 0
LIGAND PHARMACEUTICALS INC CL B COM NEW 53220K504 17,063 161,223 SH   DFND 1 161,223 0 0
LIGHTBRIDGE CORP COM NEW 53224K203 17 13,315 SH   DFND 1 13,315 0 0
LIGHTPATH TECHNOLOGIES INC CL A CL A NEW 532257805 184 67,355 SH   DFND 1 67,355 0 0
LILIS ENERGY INC COM NEW 532403201 53 13,495 SH   DFND 1 13,495 0 0
LILLY ELI & CO COM COM 532457108 764,597 9,103,975 SH   DFND 1 9,059,592 0 44,383
LIMELIGHT NETWORKS INC -REDH COM 53261M104 1,233 477,917 SH   DFND 1 477,917 0 0
LIMONEIRA CO COM 532746104 1,787 85,463 SH   DFND 1 85,463 0 0
LINCOLN EDUCATIONAL SERVICES COM 533535100 320 114,173 SH   DFND 1 114,173 0 0
LINCOLN ELEC HLDGS INC COM COM 533900106 42,703 491,639 SH   DFND 1 489,215 0 2,424
LINCOLN NATL CORP IND COM COM 534187109 30 460 SH   DFND 1 2 460 0 0
LINCOLN NATL CORP IND COM COM 534187109 146,383 2,239,734 SH   DFND 1 2,229,237 0 10,497
LINDBLAD EXPEDITIONS HOLDINGS COM 535219109 1,451 162,053 SH   DFND 1 162,053 0 0
LINDSAY MFG CO COM COM 535555106 7,083 80,380 SH   DFND 1 80,380 0 0
LINDSAY MFG CO COM COM 535555106 29 335 SH   DFND 1 2 335 0 0
LION BIOTECHNOLOGIES INC COM 53619R102 3,730 500,764 SH   DFND 1 500,764 0 0
LIONS GATE ENTERTAINMENT -B CL B NON VTG 535919500 20,332 833,980 SH   DFND 1 833,980 0 0
LIONS GATE ENTERTAINMENT CORP -A CL A VTG 535919401 10,244 385,701 SH   DFND 1 385,701 0 0
LIPOCINE INC COM 53630X104 465 119,313 SH   DFND 1 119,313 0 0
LIQTECH INTERNATIONAL INC COM 53632A102 35 90,569 SH   DFND 1 90,569 0 0
LIQUIDITY SERVICES INC. COM 53635B107 1,473 184,218 SH   DFND 1 184,218 0 0
LITHIA MTRS INC CL A CL A 536797103 15,187 177,318 SH   DFND 1 177,318 0 0
LITTELFUSE INC COM COM 537008104 29,070 181,790 SH   DFND 1 181,092 0 698
LIVANOVA PLC SHS G5509L101 17,132 349,569 SH   DFND 1 348,224 0 1,345
LIVE NATION ENTERTAINMENT, INC. COM 538034109 30,283 997,165 SH   DFND 1 993,045 0 4,120
LIVE OAK BANCSHARES INC COM 53803X105 4,077 188,316 SH   DFND 1 188,316 0 0
LIVE VENTURES INC COM NEW 538142308 241 15,164 SH   DFND 1 15,164 0 0
LIVEPERSON INC COM 538146101 2,858 417,330 SH   DFND 1 417,330 0 0
LKQ CORP COM 501889208 89,234 3,052,923 SH   DFND 1 3,039,625 0 13,298
LKQ CORP COM 501889208 28 984 SH   DFND 1 2 984 0 0
LLOYDS TSB GROUP PLC SPONSORED ADR SPONSORED ADR 539439109 704 207,087 SH   DFND 1 196,530 0 10,557
LMI AEROSPACE INC COM 502079106 1,128 81,889 SH   DFND 1 81,889 0 0
LOCKHEED MARTIN CORP COM COM 539830109 54 202 SH   DFND 1 2 202 0 0
LOCKHEED MARTIN CORP COM COM 539830109 612,514 2,292,415 SH   DFND 1 2,281,613 0 10,802
LOEWS CORP COM COM 540424108 127,166 2,722,808 SH   DFND 1 2,710,865 0 11,943
LOGITECH INTERNATIONAL - REG SHS H50430232 2,745 86,159 SH   DFND 1 86,159 0 0
LOGMEIN INC COM 54142L109 464 4,763 SH   DFND 1 2 4,763 0 0
LOGMEIN INC COM 54142L109 46,727 479,257 SH   DFND 1 477,631 0 1,626
LONESTAR RESOURCES US INC CL A VTG 54240F103 570 112,706 SH   DFND 1 112,706 0 0
LORAL SPACE & COMMUNICATION COM COM 543881106 4,174 105,955 SH   DFND 1 105,955 0 0
LOUISIANA PAC CORP COM COM 546347105 40,698 1,639,733 SH   DFND 1 1,635,251 0 4,482
LOWES COS INC COM COM 548661107 726,481 8,848,938 SH   DFND 1 8,809,286 0 39,652
LOXO ONCOLOGY INC COM 548862101 5,734 136,276 SH   DFND 1 136,276 0 0
LPL INVESTMENT HOLDINGS INC COM 50212V100 435 10,926 SH   DFND 1 2 10,926 0 0
LPL INVESTMENT HOLDINGS INC COM 50212V100 26,546 666,502 SH   DFND 1 666,502 0 0
LRAD CORP COM 50213V109 216 143,413 SH   DFND 1 143,413 0 0
LRCX 1 1/4 05/15/2018 NOTE 1.250% 5/1 512807AL2 25,828 12,194,000 PRN   DFND 1 2 12,194,000 0 0
LSB INDUSTRIES INC COM 502160104 1,354 144,369 SH   DFND 1 144,369 0 0
LSC COMMUNICATIONS INC COM 50218P107 10,976 436,275 SH   DFND 1 435,223 0 1,052
LSI INDS INC COM COM 50216C108 3 393 SH   DFND 1 2 393 0 0
LSI INDS INC COM COM 50216C108 1,919 190,270 SH   DFND 1 190,270 0 0
LTC PPTYS INC COM COM 502175102 17,488 365,102 SH   DFND 1 365,102 0 0
LUBYS INC COM COM 549282101 287 92,563 SH   DFND 1 92,563 0 0
LULULEMON ATHLETICA INC COM 550021109 48,884 942,739 SH   DFND 1 942,739 0 0
LUMBER LIQUIDATORS HOLDINGS IN COM 55003T107 4,326 206,107 SH   DFND 1 206,107 0 0
LUMENTUM HOLDINGS INC COM 55024U109 24,092 451,590 SH   DFND 1 451,590 0 0
LUMINEX CORP DEL COM COM 55027E102 6,968 379,318 SH   DFND 1 379,318 0 0
LUMINEX CORP DEL COM COM 55027E102 194 10,585 SH   DFND 1 2 10,585 0 0
LUMOS NETWORKS CORP COM 550283105 3,093 174,787 SH   DFND 1 174,787 0 0
LUNA INNOVATIONS INC COM 550351100 257 148,929 SH   DFND 1 148,929 0 0
LUXOTTICA GROUP S P A SPONSORED ADR SPONSORED ADR 55068R202 244 4,450 SH   DFND 1 3,884 0 566
LYDALL INC DEL COM COM 550819106 6,898 128,712 SH   DFND 1 128,712 0 0
LYDALL INC DEL COM COM 550819106 40 754 SH   DFND 1 2 754 0 0
LYONDELLBASELL INDU-CL A SHS - A - N53745100 890 9,761 SH   DFND 1 2 9,761 0 0
LYONDELLBASELL INDU-CL A SHS - A - N53745100 352,337 3,868,378 SH   DFND 1 3,852,670 0 15,708
M & T BK CORP COM COM 55261F104 233,725 1,512,637 SH   DFND 1 1,505,880 0 6,757
M D C HLDGS INC COM COM 552676108 9,468 315,080 SH   DFND 1 315,080 0 0
M SMUCKER CO/THE-NEW COM COM NEW 832696405 28 220 SH   DFND 1 2 220 0 0
M SMUCKER CO/THE-NEW COM COM NEW 832696405 177,443 1,355,311 SH   DFND 1 1,349,834 0 5,477
M/I HOMES INC COM 55305B101 4,621 188,642 SH   DFND 1 188,642 0 0
MA-COM TECHNOLOGY SOLUTIONS COM 55405Y100 14,189 293,782 SH   DFND 1 293,782 0 0
MACATAWA BK CORP COM COM 554225102 1,861 188,366 SH   DFND 1 188,366 0 0
MACERICH CO COM COM 554382101 91,623 1,424,377 SH   DFND 1 1,419,148 0 5,229
MACK CALI RLTY CORP COM COM 554489104 22,305 827,973 SH   DFND 1 825,204 0 2,769
MACQUARIE INFRASTRUCTURE CO COM 55608B105 44,588 553,550 SH   DFND 1 553,293 0 257
MACROGENICS INC COM 556099109 29 1,603 SH   DFND 1 2 1,603 0 0
MACROGENICS INC COM 556099109 4,818 259,067 SH   DFND 1 259,067 0 0
MACY'S INC COM 55616P104 96,081 3,245,817 SH   DFND 1 3,231,307 0 14,510
MACY'S INC COM 55616P104 919 31,011 SH   DFND 1 2 31,011 0 0
MADDEN STEVEN LTD COM COM 556269108 17,574 455,890 SH   DFND 1 455,890 0 0
MADISON SQUARE GARDEN CO/THE CL A 55825T103 18 94 SH   DFND 1 2 94 0 0
MADISON SQUARE GARDEN CO/THE CL A 55825T103 24,428 122,321 SH   DFND 1 122,321 0 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 397 25,821 SH   DFND 1 25,821 0 0
MAGAL SECURITY SYS LTD ORD M6786D104 96 12,884 SH   DFND 1 12,884 0 0
MAGELLAN HEALTH INC COM NEW 559079207 21,103 305,624 SH   DFND 1 305,624 0 0
MAGIC SOFTWARE ENTERPRISES ORD 559166103 217 27,838 SH   DFND 1 27,838 0 0
MAGNEGAS CORP COM NEW 55939L202 63 144,434 SH   DFND 1 144,434 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 8,460 604,356 SH   DFND 1 601,949 0 2,407
MAINSOURCE FINANCIAL GP INC COM COM 56062Y102 6,907 209,772 SH   DFND 1 209,772 0 0
MAJESCO COM 56068V102 301 58,520 SH   DFND 1 58,520 0 0
MAKEMYTRIP LTD SHS V5633W109 973 28,140 SH   DFND 1 28,140 0 0
MALIBU BOATS INC CLASS A COM CL A 56117J100 3,192 142,217 SH   DFND 1 142,217 0 0
MALIBU BOATS INC CLASS A COM CL A 56117J100 190 8,500 SH   DFND 1 2 8,500 0 0
MALLINCKRODT PLC SHS G5785G107 398 8,947 SH   DFND 1 2 8,947 0 0
MALLINCKRODT PLC SHS G5785G107 52,267 1,174,158 SH   DFND 1 1,169,544 0 4,614
MALVERN BANCORP INC COM 561409103 1,490 70,324 SH   DFND 1 70,324 0 0
MAMMOTH ENERGY SERVICES INC COM 56155L108 2,251 104,652 SH   DFND 1 104,652 0 0
MANHATTAN ASSOCS INC COM COM 562750109 29,048 558,090 SH   DFND 1 555,912 0 2,178
MANITEX INTERNATIONAL INC COM 563420108 475 71,035 SH   DFND 1 71,035 0 0
MANITOWOC INC COM COM 563571108 6,070 1,064,981 SH   DFND 1 1,064,981 0 0
MANNING & NAPIER INC CL A 56382Q102 756 132,688 SH   DFND 1 130,319 0 2,369
MANNING & NAPIER INC CL A 56382Q102 637 111,927 SH   DFND 1 2 111,927 0 0
MANNKIND CORP COM COM NEW 56400P706 709 479,153 SH   DFND 1 479,153 0 0
MANPOWER INC COM COM 56418H100 842 8,218 SH   DFND 1 2 8,218 0 0
MANPOWER INC COM COM 56418H100 66,893 652,347 SH   DFND 1 650,054 0 2,293
MANTECH INTL CORP CL A CL A 564563104 7,338 211,908 SH   DFND 1 211,908 0 0
MANULIFE FINL CORP COM COM 56501R106 256 14,466 SH   DFND 1 12,819 0 1,647
MARATHON OIL CORP COM COM 565849106 131,705 8,347,593 SH   DFND 1 8,309,870 0 37,723
MARATHON OIL CORP COM COM 565849106 185 11,766 SH   DFND 1 2 11,766 0 0
MARATHON PATENT GROUP INC COM NEW 56585W203 45 44,662 SH   DFND 1 44,662 0 0
MARATHON PETROLEUM CORP - W/I COM 56585A102 263,092 5,212,984 SH   DFND 1 5,188,962 0 24,022
MARCHEX INC-CLASS B CL B 56624R108 596 219,184 SH   DFND 1 217,999 0 1,185
MARCUS & MILLICHAP INC COM 566324109 3,640 148,094 SH   DFND 1 148,094 0 0
MARCUS CORP COM COM 566330106 4,628 144,181 SH   DFND 1 144,181 0 0
MARIN SOFTWARE INC COM 56804T106 156 87,117 SH   DFND 1 87,117 0 0
MARINE PRODS CORP COM COM 568427108 539 49,593 SH   DFND 1 49,593 0 0
MARINEMAX INC COM COM 567908108 4,049 187,053 SH   DFND 1 187,053 0 0
MARINUS PHARMACEUTICALS INC COM 56854Q101 99 56,098 SH   DFND 1 56,098 0 0
MARKEL CORP COM COM 570535104 101,200 103,743 SH   DFND 1 103,743 0 0
MARKETAXESS HOLDINGS INC COM 57060D108 54,887 292,747 SH   DFND 1 291,580 0 1,167
MARLIN BUSINESS SERVICES INC COM 571157106 3,188 123,833 SH   DFND 1 123,833 0 0
MARLIN BUSINESS SERVICES INC COM 571157106 172 6,689 SH   DFND 1 2 6,689 0 0
MARRIOTT INTL INC NEW CL A CL A 571903202 302,491 3,216,262 SH   DFND 1 3,191,529 0 24,733
MARRIOTT VACATIONS WORLD W/I COM 57164Y107 18,777 187,902 SH   DFND 1 187,902 0 0
MARRONE BIO INNOVATIONS INC COM 57165B106 145 74,484 SH   DFND 1 74,484 0 0
MARSH & MCLENNAN COS INC COM COM 571748102 373,966 5,068,249 SH   DFND 1 5,045,936 0 22,313
MARTEN TRANSPORT LTD COM 573075108 4,659 198,693 SH   DFND 1 198,693 0 0
MARTIN MARIETTA MATLS INC COM COM 573284106 129,800 595,589 SH   DFND 1 592,787 0 2,802
MARTIN MIDSTREAM PARTNERS LP UNIT L P INT 573331105 401 20,069 SH   DFND 1 20,069 0 0
MARTIN MIDSTREAM PARTNERS LP UNIT L P INT 573331105 27 1,387 SH   DFND 1 2 1,387 0 0
MARVELL TECHNOLOGY GROUP LT ORD ORD G5876H105 54,799 3,592,244 SH   DFND 1 3,591,344 0 900
MASCO CORP COM COM 574599106 104,966 3,092,723 SH   DFND 1 3,078,140 0 14,583
MASIMO CORP -REDH COM 574795100 58,750 629,967 SH   DFND 1 628,575 0 1,392
MASIMO CORP -REDH COM 574795100 1,425 15,287 SH   DFND 1 2 15,287 0 0
MASONITE INTERNATIONAL CORP COM 575385109 18,468 233,044 SH   DFND 1 233,044 0 0
MAST THERAPEUTICS INC COM 576314108 125 1,012,559 SH   DFND 1 1,012,559 0 0
MASTEC INC COM COM 576323109 20,532 512,665 SH   DFND 1 512,665 0 0
MASTERCARD INC CL A 57636Q104 1,125,829 10,023,151 SH   DFND 1 9,980,112 0 43,039
MATADOR RESOURCES CO COM 576485205 16,399 689,352 SH   DFND 1 689,352 0 0
MATCH GROUP INC COM 57665R106 5,412 331,432 SH   DFND 1 331,432 0 0
MATERION CORP COM 576690101 5,390 160,658 SH   DFND 1 160,658 0 0
MATRIX SERVICE CO COM 576853105 7,712 467,405 SH   DFND 1 467,405 0 0
MATSON INC COM 57686G105 9,916 312,233 SH   DFND 1 312,233 0 0
MATTEL INC COM COM 577081102 88,265 3,451,366 SH   DFND 1 3,424,514 0 26,852
MATTERSIGHT CORP COM 577097108 280 80,100 SH   DFND 1 80,100 0 0
MATTHEWS INTL CORP CL A CL A 577128101 17,863 264,053 SH   DFND 1 264,053 0 0
MAUI LD & PINEAPPLE INC COM COM 577345101 578 49,253 SH   DFND 1 49,253 0 0
MAXIM INTEGRATED PRODS INC COM COM 57772K101 131 2,929 SH   DFND 1 2 2,929 0 0
MAXIM INTEGRATED PRODS INC COM COM 57772K101 110,119 2,450,051 SH   DFND 1 2,440,665 0 9,386
MAXIMUS INC COM COM 577933104 30,905 496,870 SH   DFND 1 494,859 0 2,011
MAXLINEAR INC-CLASS A COM 57776J100 11,390 406,072 SH   DFND 1 406,072 0 0
MAXPOINT INTERACTIVE INC COM NEW 57777M201 93 14,682 SH   DFND 1 14,682 0 0
MAXWELL TECHNOLOGIES INC COM COM 577767106 1,391 239,419 SH   DFND 1 239,419 0 0
MAZOR ROBOTICS LTD - ADR SPONSORED ADS 57886P103 216 7,264 SH   DFND 1 7,264 0 0
MB FINANCIAL INC NEW COM COM 55264U108 25,591 597,642 SH   DFND 1 595,418 0 2,224
MBIA INC COM COM 55262C100 8,633 1,019,255 SH   DFND 1 1,019,255 0 0
MBT FINANCIAL CORP COM 578877102 1,500 132,159 SH   DFND 1 132,159 0 0
MCBC HOLDINGS INC COM 55276F107 1,213 75,058 SH   DFND 1 2 75,058 0 0
MCBC HOLDINGS INC COM 55276F107 3,345 206,922 SH   DFND 1 206,922 0 0
MCCLATCHY CO CL A CL A NEW 579489303 365 37,803 SH   DFND 1 37,803 0 0
MCCORMICK & CO INC COM NON VTG COM NON VTG 579780206 117,631 1,207,462 SH   DFND 1 1,202,288 0 5,174
MCDERMOTT INTL INC COM COM 580037109 412 61,176 SH   DFND 1 2 61,176 0 0
MCDERMOTT INTL INC COM COM 580037109 21,367 3,165,592 SH   DFND 1 3,165,592 0 0
MCDONALDS CORP COM COM 580135101 1,074,230 8,299,563 SH   DFND 1 8,261,904 0 37,659
MCEWEN MINING INC COM 58039P107 4,206 1,383,780 SH   DFND 1 1,383,780 0 0
MCGRATH RENTCORP COM COM 580589109 6,605 196,761 SH   DFND 1 196,761 0 0
MCHP 1 5/8 02/15/25 NOTE 1.625% 2/1 595017AD6 10,036 7,000,000 PRN   DFND 1 2 7,000,000 0 0
MCKESSON CORP COM COM 58155Q103 341,366 2,305,453 SH   DFND 1 2,295,911 0 9,542
MDC PARTNERS INC CL A SUB VTG 552697104 1,118 119,017 SH   DFND 1 119,017 0 0
MDCO 2 1/2 01/15/22 NOTE 2.500% 1/1 584688AE5 4,728 3,000,000 PRN   DFND 1 2 3,000,000 0 0
MDRX 1 1/4 07/01/20 NOTE 1.250% 7/0 01988PAD0 1,002 1,000,000 PRN   DFND 1 2 1,000,000 0 0
MDU RES GROUP INC COM COM 552690109 47,799 1,746,428 SH   DFND 1 1,740,385 0 6,043
MDU RES GROUP INC COM COM 552690109 31 1,144 SH   DFND 1 2 1,144 0 0
MEAD JOHNSON NUTRITION COM 582839106 160,202 1,800,929 SH   DFND 1 1,792,702 0 8,227
MEDEQUITIES REALTY TRUST COM 58409L306 2,457 219,235 SH   DFND 1 219,235 0 0
MEDICAL PROPERTIES TRUST INC COM 58463J304 32,673 2,534,823 SH   DFND 1 2,524,859 0 9,964
MEDICINES CO COM COM 584688105 29,673 606,828 SH   DFND 1 606,828 0 0
MEDICINOVA INC COM NEW 58468P206 1,262 210,812 SH   DFND 1 210,812 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 25,806 447,325 SH   DFND 1 447,325 0 0
MEDIFAST INC COM 58470H101 5,807 130,891 SH   DFND 1 130,891 0 0
MEDIFAST INC COM 58470H101 229 5,176 SH   DFND 1 2 5,176 0 0
MEDIWOUND LTD ORD SHS M68830104 88 13,425 SH   DFND 1 13,425 0 0
MEDLEY MANAGEMENT INC - A CL A COM 58503T106 363 43,762 SH   DFND 1 42,550 0 1,212
MEDNAX INC. COM 58502B106 48,625 701,117 SH   DFND 1 698,216 0 2,901
MEDPACE HOLDINGS INC COM 58506Q109 2,558 85,724 SH   DFND 1 85,724 0 0
MEDTRONIC PLC SHS G5960L103 1,070,622 13,308,812 SH   DFND 1 13,245,938 0 62,874
MEETME INC COM 58513U101 175 29,876 SH   DFND 1 2 29,876 0 0
MEETME INC COM 58513U101 6,233 1,058,331 SH   DFND 1 1,058,331 0 0
MEI PHARMA INC COM NEW 55279B202 229 141,562 SH   DFND 1 141,562 0 0
MELCO RESORTS & ENTERTAINMENT ADR ADR 585464100 8,922 485,185 SH   DFND 1 485,185 0 0
MELLANOX TECH LTD SHS M51363113 1,376 27,026 SH   DFND 1 27,026 0 0
MEMORIAL PRODUCTION PARTNERS COM U REP LTD 586048100 4 39,286 SH   DFND 1 39,286 0 0
MERCADOLIBRE INC COM 58733R102 14,517 68,765 SH   DFND 1 68,765 0 0
MERCANTILE BANK CORP COM 587376104 4,461 129,692 SH   DFND 1 129,692 0 0
MERCER INTL INC SH BEN INT COM 588056101 3,322 283,990 SH   DFND 1 283,990 0 0
MERCHANTS BANCSHARES COM COM 588448100 3,159 64,876 SH   DFND 1 64,876 0 0
MERCK & CO INC COM COM 58933Y105 1,749,680 27,574,806 SH   DFND 1 27,449,535 0 125,271
MERCURY COMPUTER SYS COM COM 589378108 15,136 387,617 SH   DFND 1 387,617 0 0
MERCURY GENL CORP NEW COM COM 589400100 16,873 276,659 SH   DFND 1 274,602 0 2,057
MEREDITH CORP COM COM 589433101 18,755 290,330 SH   DFND 1 288,827 0 1,503
MEREDITH CORP COM COM 589433101 16 258 SH   DFND 1 2 258 0 0
MERIDIAN BANCORP INC COM 58958U103 8,401 459,075 SH   DFND 1 459,075 0 0
MERIDIAN BIOSCIENCE INC COM COM 589584101 6,293 456,039 SH   DFND 1 452,470 0 3,569
MERIT MED SYS INC COM COM 589889104 15,047 520,664 SH   DFND 1 520,664 0 0
MERITAGE HOMES CORP COM COM 59001A102 11,119 302,172 SH   DFND 1 302,172 0 0
MERITAGE HOMES CORP COM COM 59001A102 74 2,034 SH   DFND 1 2 2,034 0 0
MERITOR INC COM COM 59001K100 11,614 678,036 SH   DFND 1 678,036 0 0
MERRIMACK PHARMACEUTICALS INC COM 590328100 3,079 999,734 SH   DFND 1 999,734 0 0
MERUS BV COM N5749R100 244 10,035 SH   DFND 1 10,035 0 0
MESA LABS INC COM COM 59064R109 3,241 26,416 SH   DFND 1 26,416 0 0
META FINANCIAL GROUP INC COM 59100U108 6,516 73,635 SH   DFND 1 73,635 0 0
METALDYNE PERFORMANCE GROUP COM 59116R107 2,704 118,343 SH   DFND 1 118,343 0 0
METHANEX CORP COM COM 59151K108 2,268 48,416 SH   DFND 1 48,416 0 0
METHODE ELECTRS INC CL A COM 591520200 20,765 455,378 SH   DFND 1 455,378 0 0
METHODE ELECTRS INC CL A COM 591520200 90 1,976 SH   DFND 1 2 1,976 0 0
METLIFE INC COM COM 59156R108 108 2,052 SH   DFND 1 2 2,052 0 0
METLIFE INC COM COM 59156R108 541,319 10,263,044 SH   DFND 1 10,211,480 0 51,564
METTLER TOLEDO INTERNATIONA COM COM 592688105 133,860 279,876 SH   DFND 1 278,755 0 1,121
MFA MORTGAGE INVESTMENTS INC COM 55272X102 47,933 5,932,340 SH   DFND 1 5,920,231 0 12,109
MGE ENERGY INC COM 55277P104 18,824 289,610 SH   DFND 1 289,610 0 0
MGIC INVT CORP WIS COM COM 552848103 26,128 2,579,365 SH   DFND 1 2,579,365 0 0
MGM RESORTS INTERNATIONAL COM 552953101 95,711 3,494,343 SH   DFND 1 3,494,343 0 0
MGP INGREDIENTS INC COM 55303J106 5,416 99,887 SH   DFND 1 99,887 0 0
MHO 3 03/01/2018 NOTE 3.000% 3/0 55292PAB1 2,869 2,829,000 PRN   DFND 1 2 2,829,000 0 0
MHO 3 1/4 09/15/17 NOTE 3.250% 9/1 55292PAA3 10,545 9,353,000 PRN   DFND 1 2 9,353,000 0 0
MICHAEL KORS HOLDINGS LTD SHS G60754101 85,779 2,253,064 SH   DFND 1 2,246,077 0 6,987
MICHAELS COS INC COM 59408Q106 21,190 946,443 SH   DFND 1 943,124 0 3,319
MICROBOT MEDICAL INC COM 59503A105 312 53,260 SH   DFND 1 53,260 0 0
MICROCHIP TECHNOLOGY INC COM COM 595017104 158,449 2,150,650 SH   DFND 1 2,133,950 0 16,700
MICRON TECHNOLOGY INC COM COM 595112103 341 11,824 SH   DFND 1 2 11,824 0 0
MICRON TECHNOLOGY INC COM COM 595112103 317,378 10,996,354 SH   DFND 1 10,920,073 0 76,281
MICRONET ENERTEC TECHNOLOGIES COM 595117102 13 11,589 SH   DFND 1 11,589 0 0
MICROSEMI CORP COM COM 595137100 4 83 SH   DFND 1 2 83 0 0
MICROSEMI CORP COM COM 595137100 48,508 941,363 SH   DFND 1 937,796 0 3,567
MICROSOFT CORP COM COM 594918104 5,278,327 80,250,708 SH   DFND 1 79,680,387 0 570,321
MICROSTRATEGY INC CL A CL A NEW 594972408 14,927 79,485 SH   DFND 1 79,485 0 0
MICROVISION INC WASH COM COM NEW 594960304 1,158 465,339 SH   DFND 1 465,339 0 0
MID PENN BANCORP INC COM 59540G107 768 28,625 SH   DFND 1 28,625 0 0
MID-AMER APT CMNTYS INC COM COM 59522J103 136,495 1,343,169 SH   DFND 1 1,338,248 0 4,921
MID-AMER APT CMNTYS INC COM COM 59522J103 25 252 SH   DFND 1 2 252 0 0
MID-CON ENERGY PARTNERS LP COM UNIT REPST 59560V109 39 16,828 SH   DFND 1 16,828 0 0
MIDDLEBY CORP COM COM 596278101 61,995 454,508 SH   DFND 1 454,508 0 0
MIDDLEFIELD BANC CORP COM NEW 596304204 1,140 25,253 SH   DFND 1 25,253 0 0
MIDDLESEX WATER CO COM COM 596680108 5,630 152,394 SH   DFND 1 152,394 0 0
MIDLAND STATES BANCORP INC COM 597742105 1,430 41,588 SH   DFND 1 41,588 0 0
MIDSOUTH BANCORP INC COM 598039105 599 39,200 SH   DFND 1 39,200 0 0
MIDWESTONE FINANCIAL GROUP INC COM 598511103 2,335 68,124 SH   DFND 1 68,124 0 0
MILACRON HOLDINGS CORP COM 59870L106 3,492 187,652 SH   DFND 1 187,652 0 0
MILESTONE SCIENTIFIC INC COM NEW 59935P209 61 45,410 SH   DFND 1 45,410 0 0
MILLER HERMAN INC COM COM 600544100 22,730 720,458 SH   DFND 1 718,598 0 1,860
MILLER HERMAN INC COM COM 600544100 40 1,288 SH   DFND 1 2 1,288 0 0
MILLER INDS INC TENN COM NEW COM NEW 600551204 2,075 78,757 SH   DFND 1 78,757 0 0
MIMECAST LTD ORD SHS G14838109 657 29,356 SH   DFND 1 29,356 0 0
MIMEDX GROUP INC COM 602496101 9,218 967,302 SH   DFND 1 967,302 0 0
MINDBODY INC - CLASS A COM CL A 60255W105 4,645 169,238 SH   DFND 1 169,238 0 0
MINERALS TECHNOLOGIES INC COM COM 603158106 20 269 SH   DFND 1 2 269 0 0
MINERALS TECHNOLOGIES INC COM COM 603158106 22,935 299,422 SH   DFND 1 298,335 0 1,087
MINERVA NEUROSCIENCES INC COM 603380106 1,113 137,443 SH   DFND 1 137,443 0 0
MIRAGEN THERAPEUTICS INC COM 60463E103 148 11,958 SH   DFND 1 11,958 0 0
MIRATI THERAPEUTICS INC COM 60468T105 618 118,988 SH   DFND 1 118,988 0 0
MISONIX INC COM COM 604871103 367 31,388 SH   DFND 1 31,388 0 0
MISTRAS GROUP INC COM 60649T107 2,794 130,717 SH   DFND 1 130,717 0 0
MISTRAS GROUP INC COM 60649T107 93 4,394 SH   DFND 1 2 4,394 0 0
MITCHAM INDS INC COM COM 606501104 329 67,310 SH   DFND 1 67,310 0 0
MITEK SYS INC COM NEW COM NEW 606710200 1,607 241,802 SH   DFND 1 241,802 0 0
MITEL NETWORKS CORP COM 60671Q104 484 69,940 SH   DFND 1 69,940 0 0
MITSUBISHI UFJ FINANCIAL GROUP SPONSORED ADR 606822104 269 42,525 SH   DFND 1 27,570 0 14,955
MIZUHO FINANICAL GROUP INC SPONSORED ADR 60687Y109 208 56,485 SH   DFND 1 33,861 0 22,624
MKS INSTRUMENT INC COM COM 55306N104 38,938 566,371 SH   DFND 1 566,371 0 0
MMDCO 1 3/8 06/01/2017 DBCV 1.375% 6/0 584688AC9 9,899 5,645,000 PRN   DFND 1 2 5,645,000 0 0
MOBILE IRON INC COM NEW 60739U204 1,710 393,182 SH   DFND 1 393,182 0 0
MOBILE MINI INC COM COM 60740F105 11,227 368,109 SH   DFND 1 367,958 0 151
MOBILEYE NV ORD SHS N51488117 2,456 40,000 SH   DFND 1 2 40,000 0 0
MOBILEYE NV ORD SHS N51488117 21,357 348,327 SH   DFND 1 348,327 0 0
MOCON INC COM COM 607494101 1,632 75,068 SH   DFND 1 75,068 0 0
MODEL N INC COM 607525102 1,977 189,226 SH   DFND 1 189,226 0 0
MODINE MFG CO COM COM 607828100 4,537 371,932 SH   DFND 1 371,932 0 0
MODUSLINK GLOBAL SOLUTIONS INC COM NEW 60786L206 371 206,279 SH   DFND 1 206,279 0 0
MOELIS & CO CL A 60786M105 6,757 175,522 SH   DFND 1 175,355 0 167
MOHAWK INDS INC COM COM 608190104 137,048 598,064 SH   DFND 1 595,339 0 2,725
MOLINA HEALTHCARE INC COM 60855R100 230 5,064 SH   DFND 1 2 5,064 0 0
MOLINA HEALTHCARE INC COM 60855R100 21,765 477,318 SH   DFND 1 475,756 0 1,562
MOLSON COORS BREWING CO -B CL B 60871R209 171,923 1,798,885 SH   DFND 1 1,790,931 0 7,954
MOLSON COORS BREWING CO -B CL B 60871R209 74 782 SH   DFND 1 2 782 0 0
MOMENTA PHARMACEUTICALS INC COM COM 60877T100 7,011 525,207 SH   DFND 1 525,207 0 0
MOMENTA PHARMACEUTICALS INC COM COM 60877T100 48 3,670 SH   DFND 1 2 3,670 0 0
MOMO INC - ADR ADR 60879B107 232 6,822 SH   DFND 1 2 6,822 0 0
MOMO INC - ADR ADR 60879B107 1,424 41,823 SH   DFND 1 41,823 0 0
MONARCH CASINO & RESORT INC COM COM 609027107 2,810 95,134 SH   DFND 1 95,134 0 0
MONDELEZ INTERNATIONAL INC CL A 609207105 664,452 15,444,929 SH   DFND 1 15,333,783 0 111,146
MONDELEZ INTERNATIONAL INC CL A 609207105 28 671 SH   DFND 1 2 671 0 0
MONEYGRAM INTERNATIONAL INC. COM NEW 60935Y208 4,700 279,597 SH   DFND 1 279,597 0 0
MONEYGRAM INTERNATIONAL INC. COM NEW 60935Y208 840 50,000 SH   DFND 1 2 50,000 0 0
MONMOUTH REAL ESTATE INVT C CL A CL A 609720107 19 1,389 SH   DFND 1 2 1,389 0 0
MONMOUTH REAL ESTATE INVT C CL A CL A 609720107 7,513 526,541 SH   DFND 1 526,541 0 0
MONOGRAM RESIDENTIAL TRUST I COM 60979P105 15,525 1,557,203 SH   DFND 1 1,557,203 0 0
MONOLITHIC POWER SYSTEMS INC COM 609839105 127 1,388 SH   DFND 1 2 1,388 0 0
MONOLITHIC POWER SYSTEMS INC COM 609839105 29,321 318,362 SH   DFND 1 317,194 0 1,168
MONOTYPE IMAGING HLDGS -REDH COM 61022P100 6,740 335,343 SH   DFND 1 335,343 0 0
MONRO MUFFLER BRAKE INC COM COM 610236101 13,952 267,796 SH   DFND 1 267,796 0 0
MONSANTO CO NEW COM COM 61166W101 2,264 20,000 SH   DFND 1 2 20,000 0 0
MONSANTO CO NEW COM COM 61166W101 464,095 4,105,879 SH   DFND 1 4,086,466 0 19,413
MONSTER BEVERAGE CORP COM 61174X109 196,401 4,259,457 SH   DFND 1 4,225,685 0 33,772
MOODYS CORP COM COM 615369105 176,285 1,575,749 SH   DFND 1 1,568,534 0 7,215
MOOG INC CL A CL A 615394202 16 244 SH   DFND 1 2 244 0 0
MOOG INC CL A CL A 615394202 26,487 393,276 SH   DFND 1 393,276 0 0
MORGAN STAN EMG MKT DEBT FD COM 61744H105 346 37,103 SH   DFND 1 2 37,103 0 0
MORGAN STANLEY COM NEW 617446448 618,456 14,456,307 SH   DFND 1 14,394,037 0 62,270
MORGAN STANLEY CHINA A SH FD COM 617468103 1,348 70,180 SH   DFND 1 2 70,180 0 0
MORGAN STANLY INS MUNI INCME COM 46132P108 1,502 102,988 SH   DFND 1 2 102,988 0 0
MORNINGSTAR INC COM 617700109 19,927 253,526 SH   DFND 1 253,526 0 0
MOSAIC CO COM 61945C103 100,955 3,464,495 SH   DFND 1 3,449,040 0 15,455
MOSYS INC COM NEW 619718208 53 25,398 SH   DFND 1 25,398 0 0
MOTORCAR PARTS OF AMERICA IN COM 620071100 4,683 152,421 SH   DFND 1 152,421 0 0
MOTOROLA INC COM COM NEW 620076307 143,844 1,670,570 SH   DFND 1 1,663,459 0 7,111
MOUNTAIN PROVINCE DIAMONDS COM NEW 62426E402 307 86,227 SH   DFND 1 86,227 0 0
MOVADO GROUP INC COM COM 624580106 6,763 271,088 SH   DFND 1 271,088 0 0
MRC GLOBAL COM 55345K103 12,986 708,461 SH   DFND 1 708,461 0 0
MRV COMMUNICATIONS INC COM COM NEW 553477407 271 25,709 SH   DFND 1 25,709 0 0
MSA SAFETY INC COM 553498106 16,679 235,950 SH   DFND 1 234,984 0 966
MSC INDL DIRECT INC CL A CL A 553530106 36,173 352,019 SH   DFND 1 350,228 0 1,791
MSCI INC-A COM 55354G100 74,189 763,584 SH   DFND 1 760,348 0 3,236
MSG NETWORKS INC CL A 553573106 5 216 SH   DFND 1 2 216 0 0
MSG NETWORKS INC CL A 553573106 19,717 844,449 SH   DFND 1 844,449 0 0
MTGE INVESTMENT GROUP COM 55378A105 6,763 403,777 SH   DFND 1 399,403 0 4,374
MTS SYS CORP COM COM 553777103 7,436 135,095 SH   DFND 1 135,095 0 0
MUELLER INDS INC COM COM 624756102 15,335 448,016 SH   DFND 1 448,016 0 0
MUELLER INDS INC COM COM 624756102 8 252 SH   DFND 1 2 252 0 0
MUELLER WATER PRODUCTS INC-A COM SER A 624758108 186 15,763 SH   DFND 1 2 15,763 0 0
MUELLER WATER PRODUCTS INC-A COM SER A 624758108 14,153 1,197,378 SH   DFND 1 1,197,378 0 0
MULTI PACKAGING SOLUTIONS INTERNATIONAL LTD COM G6331W109 623 34,750 SH   DFND 1 34,750 0 0
MULTI-COLOR CORP COM 625383104 7,775 109,513 SH   DFND 1 109,014 0 499
MURPHY OIL CORP COM COM 626717102 48,598 1,702,036 SH   DFND 1 1,694,714 0 7,322
MURPHY USA INC COM 626755102 20,110 273,914 SH   DFND 1 272,845 0 1,069
MUTUALFIRST FINL INC COM COM 62845B104 1,526 48,370 SH   DFND 1 48,370 0 0
MYERS INDS INC COM COM 628464109 2,633 166,155 SH   DFND 1 166,155 0 0
MYLAN NV SHS EURO N59465109 175,878 4,517,233 SH   DFND 1 4,482,063 0 35,170
MYLAN NV SHS EURO N59465109 74 1,905 SH   DFND 1 2 1,905 0 0
MYOKARDIA INC COM 62857M105 1,771 134,730 SH   DFND 1 134,730 0 0
MYOVANT SCIENCES COM G637AM102 218 18,645 SH   DFND 1 18,645 0 0
MYR GROUP INC/DELAWARE COM 55405W104 7,141 174,182 SH   DFND 1 174,182 0 0
MYRIAD GENETICS INC COM COM 62855J104 91 4,790 SH   DFND 1 2 4,790 0 0
MYRIAD GENETICS INC COM COM 62855J104 12,605 656,517 SH   DFND 1 656,517 0 0
N T T DOCOMO INC-ADR SPONS ADR 62942M201 703 30,126 SH   DFND 1 27,108 0 3,018
NABORS INDS INC COM SHS G6359F103 675 51,700 SH   DFND 1 2 51,700 0 0
NABORS INDS INC COM SHS G6359F103 28,271 2,163,094 SH   DFND 1 2,154,204 0 8,890
NABRIVIA THERAPEUTICS AG ADR SPONSORED ADR 62957M104 139 11,593 SH   DFND 1 11,593 0 0
NACCO INDS INC CL A CL A 629579103 2,412 34,559 SH   DFND 1 34,559 0 0
NAKED BRANDS GROUP INC COM NEW 629839200 83 34,817 SH   DFND 1 34,817 0 0
NANOMETRICS INC COM COM 630077105 9,541 313,250 SH   DFND 1 313,250 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 53 2,689 SH   DFND 1 2 2,689 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 2,335 117,557 SH   DFND 1 117,557 0 0
NANOVIRICIDES INC COM NEW 630087203 197 175,983 SH   DFND 1 175,983 0 0
NANTHEALTH INC COM 630104107 365 73,741 SH   DFND 1 73,741 0 0
NANTKWEST INC COM 63016Q102 911 256,699 SH   DFND 1 256,699 0 0
NAPCO SECURITY SYSTEMS INC COM 630402105 366 35,939 SH   DFND 1 35,939 0 0
NASDAQ OMX GROUP COM 631103108 83,975 1,210,736 SH   DFND 1 1,205,777 0 4,959
NATERA INC COM 632307104 2,086 235,287 SH   DFND 1 235,287 0 0
NATHAN'S FAMOUS INC COM 632347100 1,644 26,243 SH   DFND 1 26,243 0 0
NATIONAL AMERICAN UNIVERSITY COM 63245Q105 79 32,609 SH   DFND 1 32,609 0 0
NATIONAL BANK HOLDINGS CORP - CLASS A CL A 633707104 6,833 210,258 SH   DFND 1 210,258 0 0
NATIONAL BANK HOLDINGS CORP - CLASS A CL A 633707104 22 699 SH   DFND 1 2 699 0 0
NATIONAL BANKSHARES INC/VA COM 634865109 1,861 49,580 SH   DFND 1 49,580 0 0
NATIONAL BEVERAGE CORP COM COM 635017106 682 8,075 SH   DFND 1 2 8,075 0 0
NATIONAL BEVERAGE CORP COM COM 635017106 10,259 121,376 SH   DFND 1 121,376 0 0
NATIONAL CINEMEDIA INC COM 635309107 6,863 543,417 SH   DFND 1 538,727 0 4,690
NATIONAL COMMERCE CORP COM 63546L102 2,697 73,713 SH   DFND 1 73,713 0 0
NATIONAL FUEL GAS CO N J COM COM 636180101 38,085 638,803 SH   DFND 1 636,161 0 2,642
NATIONAL GENERAL HLDGS COM 636220303 12,832 540,076 SH   DFND 1 540,076 0 0
NATIONAL GRID GROUP PLC SPONSORED ADR SPON ADR NEW 636274300 1,298 20,450 SH   DFND 1 18,943 0 1,507
NATIONAL HEALTH INVS INC COM COM 63633D104 21,718 299,030 SH   DFND 1 299,030 0 0
NATIONAL HEALTHCARE CORP COM COM 635906100 8,278 116,101 SH   DFND 1 116,101 0 0
NATIONAL INFO CONSORTIUM IN COM COM 62914B100 10,668 528,155 SH   DFND 1 528,155 0 0
NATIONAL INSTRS CORP COM COM 636518102 28,313 869,586 SH   DFND 1 866,279 0 3,307
NATIONAL OILWELL VARCO INC COM COM 637071101 149,173 3,726,163 SH   DFND 1 3,709,267 0 16,896
NATIONAL PRESTO INDS INC COM COM 637215104 3,924 38,397 SH   DFND 1 38,397 0 0
NATIONAL RETAIL PROPERTIES INC COM COM 637417106 50,501 1,158,187 SH   DFND 1 1,153,604 0 4,583
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 11,119 465,242 SH   DFND 1 465,242 0 0
NATIONAL WESTN LIFE INS CO CL A CL A 638517102 5,761 18,941 SH   DFND 1 18,941 0 0
NATIONSTAR MORTGAGE HLDGS COM 63861C109 3,959 251,218 SH   DFND 1 251,218 0 0
NATL RESEARCH CO CLASS A CL A 637372202 1,328 67,442 SH   DFND 1 67,442 0 0
NATURAL ALTERNATIVES INTL COM NEW 638842302 197 22,475 SH   DFND 1 22,475 0 0
NATURAL GAS SERVICES GROUP INC COM 63886Q109 2,821 108,321 SH   DFND 1 108,321 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 716 68,935 SH   DFND 1 68,935 0 0
NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 2,278 78,843 SH   DFND 1 78,635 0 208
NATURES SUNSHINE PRODS INC COM 639027101 627 62,738 SH   DFND 1 62,738 0 0
NATUS MEDICAL INC COM 639050103 16,357 416,752 SH   DFND 1 416,752 0 0
NAUTILUS INC COM 63910B102 5,670 310,713 SH   DFND 1 310,713 0 0
NAVIDEA BIOPHARMACEUTICALS INC COM 63937X103 415 720,207 SH   DFND 1 720,207 0 0
NAVIENT CORP COM 63938C108 55,615 3,772,005 SH   DFND 1 3,758,350 0 13,655
NAVIGANT CONSULTING INC COM COM 63935N107 8,292 362,743 SH   DFND 1 362,743 0 0
NAVIGATORS GROUP INC COM COM 638904102 10,447 192,397 SH   DFND 1 192,397 0 0
NAVIOS MARITIME ACQUISITION SHS Y62159101 210 122,556 SH   DFND 1 2 122,556 0 0
NAVIOS MARITIME ACQUISITION SHS Y62159101 457 265,803 SH   DFND 1 265,803 0 0
NAVISTAR INTL CORP NEW COM COM 63934E108 11,513 467,663 SH   DFND 1 467,663 0 0
NAVISTAR INTL CORP NEW COM COM 63934E108 37 1,516 SH   DFND 1 2 1,516 0 0
NBT BANCORP INC COM COM 628778102 14,773 398,528 SH   DFND 1 398,528 0 0
NCI BUILDING SYS INC COM COM NEW 628852204 6,191 361,002 SH   DFND 1 361,002 0 0
NCI INC-CLASS A CL A 62886K104 1,364 90,650 SH   DFND 1 90,650 0 0
NCR CORP NEW COM COM 62886E108 44,369 971,310 SH   DFND 1 967,456 0 3,854
NEENAH PAPER INC COM 640079109 278 3,727 SH   DFND 1 2 3,727 0 0
NEENAH PAPER INC COM 640079109 9,560 127,982 SH   DFND 1 127,982 0 0
NEFF CORP-CLASS A COM CL A 640094207 1,779 91,484 SH   DFND 1 91,484 0 0
NEKTAR THERAPEUTICS COM 640268108 31,452 1,340,104 SH   DFND 1 1,340,104 0 0
NELNET INC-CL A CL A 64031N108 13,345 304,267 SH   DFND 1 304,267 0 0
NEOGEN CORP COM COM 640491106 20,548 313,480 SH   DFND 1 313,480 0 0
NEOGENOMICS COM NEW 64049M209 3,313 419,958 SH   DFND 1 419,958 0 0
NEONODE INC COM NEW 64051M402 287 179,416 SH   DFND 1 179,416 0 0
NEOPHOTONICS CORP COM 64051T100 2,538 281,779 SH   DFND 1 281,779 0 0
NEOS THERAPEUTICS INC COM 64052L106 669 92,956 SH   DFND 1 92,956 0 0
NEOTHETICS INC COM 64066G101 58 36,386 SH   DFND 1 36,386 0 0
NEOVASC INC COM 64065J106 42 27,711 SH   DFND 1 27,711 0 0
NEPTUNE TECH & BIORESSOURCES COM 64077P108 57 56,224 SH   DFND 1 56,224 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 331 27,078 SH   DFND 1 27,078 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 500 40,910 SH   DFND 1 2 40,910 0 0
NET ELEMENT INC COM NEW 64111R201 25 26,887 SH   DFND 1 26,887 0 0
NETAPP INC COM 64110D104 115 2,766 SH   DFND 1 2 2,766 0 0
NETAPP INC COM 64110D104 127,050 3,039,594 SH   DFND 1 3,027,296 0 12,298
NETEASE.COM INC -ADR SPONSORED ADR 64110W102 43,041 151,982 SH   DFND 1 149,467 0 2,515
NETEASE.COM INC -ADR SPONSORED ADR 64110W102 202 712 SH   DFND 1 2 712 0 0
NETFLIX COM INC COM COM 64110L106 604,521 4,095,831 SH   DFND 1 4,064,483 0 31,348
NETGEAR INC COM 64111Q104 20,471 413,145 SH   DFND 1 413,145 0 0
NETGEAR INC COM 64111Q104 245 4,957 SH   DFND 1 2 4,957 0 0
NETLIST INC COM 64118P109 274 277,378 SH   DFND 1 277,378 0 0
NETSCOUT SYS INC COM COM 64115T104 28,412 748,676 SH   DFND 1 745,823 0 2,853
NETSOL INTERNATIONAL INC COM COM PAR $.001 64115A402 267 52,458 SH   DFND 1 52,458 0 0
NETWORK-1 TECHNOLOGIES INC COM 64121N109 414 85,393 SH   DFND 1 2 85,393 0 0
NETWORK-1 TECHNOLOGIES INC COM 64121N109 325 67,212 SH   DFND 1 67,212 0 0
NEURALSTEM INC COM NEW 64127R401 417 79,094 SH   DFND 1 79,094 0 0
NEUROCRINE BIOSCIENCES INC COM COM 64125C109 29,328 677,323 SH   DFND 1 677,094 0 229
NEURODERM LTD ORD SHS M74231107 380 14,346 SH   DFND 1 14,346 0 0
NEUSTAR INC-CLASS A CL A 64126X201 13,707 413,495 SH   DFND 1 411,796 0 1,699
NEVRO CORP COM 64157F103 16,469 175,766 SH   DFND 1 175,766 0 0
NEW AGE BEVERAGES INC COM 64157V108 51 12,377 SH   DFND 1 12,377 0 0
NEW JERSEY RES COM COM 646025106 26,275 663,511 SH   DFND 1 660,571 0 2,940
NEW MEDIA INVESTMENT GROUP COM 64704V106 5,841 411,061 SH   DFND 1 409,461 0 1,600
NEW ORIENTAL ED & TECH -REDH SPON ADR 647581107 10,982 182,613 SH   DFND 1 182,127 0 486
NEW ORIENTAL ED & TECH -REDH SPON ADR 647581107 458 7,590 SH   DFND 1 2 7,590 0 0
NEW RELIC INC COM 64829B100 8,796 237,307 SH   DFND 1 237,307 0 0
NEW RESIDENTIAL INVESTMENT COM NEW 64828T201 50,319 2,963,482 SH   DFND 1 2,958,786 0 4,696
NEW SENIOR INVESTMENT GROUP - W/I COM 648691103 6,312 618,837 SH   DFND 1 618,837 0 0
NEW YORK & CO COM 649295102 308 158,300 SH   DFND 1 158,300 0 0
NEW YORK CMNTY BANCORP INC COM COM 649445103 49,490 3,543,974 SH   DFND 1 3,528,048 0 15,926
NEW YORK MORTGAGE TRUST INC COM PAR $.02 649604501 5,668 918,770 SH   DFND 1 916,491 0 2,279
NEW YORK TIMES CO CL A CL A 650111107 13,380 929,167 SH   DFND 1 925,411 0 3,756
NEWELL RUBBERMAID INC COM COM 651229106 213,347 4,529,506 SH   DFND 1 4,508,310 0 21,196
NEWFIELD EXPL CO COM COM 651290108 75,318 2,043,300 SH   DFND 1 2,034,680 0 8,620
NEWFIELD EXPL CO COM COM 651290108 65 1,782 SH   DFND 1 2 1,782 0 0
NEWLINK GENETICS CORP COM 651511107 4,653 193,101 SH   DFND 1 193,027 0 74
NEWMARKET CORP COM COM 651587107 31,538 69,587 SH   DFND 1 69,302 0 285
NEWMONT MINING CORP COM COM 651639106 179,343 5,448,594 SH   DFND 1 5,425,611 0 22,983
NEWPARK RES INC COM PAR $.01NEW COM PAR $.01NEW 651718504 5,142 634,816 SH   DFND 1 634,816 0 0
NEWS CORP CLASS A CL A 65249B109 52,224 4,022,802 SH   DFND 1 4,006,446 0 16,356
NEWS CORP CLASS B CL B 65249B208 16,639 1,233,918 SH   DFND 1 1,228,536 0 5,382
NEWSTAR FINANCIAL INC COM 65251F105 1,816 171,709 SH   DFND 1 171,709 0 0
NEXEO SOLUTIONS INC COM SHS 65342H102 3,731 421,208 SH   DFND 1 421,208 0 0
NEXEO SOLUTIONS INC *W EXP 06/09/202 65342H110 4,221 6,030,539 SH   DFND 1 2 6,030,539 0 0
NEXPOINT RESIDENTIAL COM 65341D102 4,338 179,559 SH   DFND 1 179,559 0 0
NEXSTAR BROADCASTING GROUP-A CL A 65336K103 24,675 351,752 SH   DFND 1 351,752 0 0
NEXTERA ENERGY INC COM 65339F101 586,925 4,578,611 SH   DFND 1 4,557,807 0 20,804
NICE SYSTEMS LTD-SPONS ADR SPONSORED ADR 653656108 2,299 33,824 SH   DFND 1 33,540 0 284
NICHOLAS FINANCIAL INC COM NEW 65373J209 912 85,872 SH   DFND 1 85,872 0 0
NICOLET BANKSHARES INC COM 65406E102 2,404 50,785 SH   DFND 1 50,785 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 197 4,783 SH   DFND 1 2 4,783 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 132,844 3,220,469 SH   DFND 1 3,205,570 0 14,899
NII HOLDINGS INC COM PAR $0.001 62913F508 884 680,380 SH   DFND 1 680,380 0 0
NIKE INC CL B CL B 654106103 757,728 13,614,888 SH   DFND 1 13,554,420 0 60,468
NIMBLE STORAGE INC COM 65440R101 5,729 458,363 SH   DFND 1 458,363 0 0
NIPPON TELEG & TEL CORP SPONSORED ADR SPONSORED ADR 654624105 661 15,444 SH   DFND 1 14,331 0 1,113
NISOURCE INC COM COM 65473P105 75,084 3,160,843 SH   DFND 1 3,146,869 0 13,974
NISOURCE INC COM COM 65473P105 9 384 SH   DFND 1 2 384 0 0
NIVALIS THERAPEUTICS INC COM 65481J109 373 127,925 SH   DFND 1 127,925 0 0
NL INDS INC COM NEW COM NEW 629156407 250 38,884 SH   DFND 1 38,884 0 0
NMI HOLDINGS INC-CLASS CL A 629209305 5,141 450,993 SH   DFND 1 450,993 0 0
NN INC COM COM 629337106 5,486 217,710 SH   DFND 1 217,710 0 0
NOBILIS HEALTH CORP COM 65500B103 149 88,029 SH   DFND 1 88,029 0 0
NOBLE CORP PLC SHS USD G65431101 11,672 1,885,668 SH   DFND 1 1,878,044 0 7,624
NOBLE ENERGY INC COM 655044105 154,319 4,499,941 SH   DFND 1 4,481,152 0 18,789
NOKIA CORP SPONSORED ADR SPONSORED ADR 654902204 76 14,145 SH   DFND 1 11,449 0 2,696
NOMURA HOLDINGS INC-ADR SPONSORED ADR 65535H208 166 26,610 SH   DFND 1 16,789 0 9,821
NOODLES & COMPANY CL A 65540B105 869 151,166 SH   DFND 1 151,166 0 0
NORDIC AMER TANKER SHIPPING COM G65773106 1,346 164,637 SH   DFND 1 161,433 0 3,204
NORDSON CORP COM COM 655663102 53,117 432,416 SH   DFND 1 430,761 0 1,655
NORDSTROM INC COM COM 655664100 50,324 1,082,204 SH   DFND 1 1,077,141 0 5,063
NORFOLK SOUTHERN CORP COM COM 655844108 301,587 2,697,487 SH   DFND 1 2,684,238 0 13,249
NORFOLK SOUTHERN CORP COM COM 655844108 29 264 SH   DFND 1 2 264 0 0
NORTH AMERICAN ENERGY PARTNERS INC. COM 656844107 372 75,209 SH   DFND 1 2 75,209 0 0
NORTHEAST BANCORP COM NEW 663904209 796 52,208 SH   DFND 1 52,208 0 0
NORTHERN OIL & GAS INC COM 665531109 4 1,779 SH   DFND 1 2 1,779 0 0
NORTHERN OIL & GAS INC COM 665531109 1,014 390,065 SH   DFND 1 390,065 0 0
NORTHERN TR CORP COM COM 665859104 192,404 2,225,259 SH   DFND 1 2,215,963 0 9,296
NORTHFIELD BANCORP INC COM 66611T108 7,152 396,942 SH   DFND 1 396,942 0 0
NORTHRIM BANCORP INC COM 666762109 1,660 55,270 SH   DFND 1 55,270 0 0
NORTHROP GRUMMAN CORP COM COM 666807102 422,996 1,780,879 SH   DFND 1 1,773,329 0 7,550
NORTHSTAR REALTY EUROPE CORP COM 66706L101 5,748 495,996 SH   DFND 1 495,996 0 0
NORTHWEST BANCSHARES INC COM 667340103 20,689 1,228,615 SH   DFND 1 1,224,254 0 4,361
NORTHWEST NAT GAS CO COM COM 667655104 16,464 278,592 SH   DFND 1 278,592 0 0
NORTHWEST PIPE CO COM COM 667746101 871 55,478 SH   DFND 1 55,478 0 0
NORTHWESTERN CORP COM NEW 668074305 22,211 378,386 SH   DFND 1 376,896 0 1,490
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 66,187 1,305,129 SH   DFND 1 1,298,646 0 6,483
NORWOOD FINANCIAL CORP COM 669549107 763 18,558 SH   DFND 1 18,558 0 0
NOVA LIFESTYLE INC COM 66979P102 155 93,961 SH   DFND 1 93,961 0 0
NOVA MEASURING INSTRUMENTS COM M7516K103 296 15,972 SH   DFND 1 15,972 0 0
NOVADAQ TECHNOLOGIES INC COM 66987G102 225 29,004 SH   DFND 1 29,004 0 0
NOVAN INC COM 66988N106 382 59,952 SH   DFND 1 59,952 0 0
NOVANTA INC COM 67000B104 7,317 275,622 SH   DFND 1 275,622 0 0
NOVARTIS A G SPONSORED ADR SPONSORED ADR 66987V109 1,405 18,918 SH   DFND 1 17,139 0 1,779
NOVAVAX INC COM COM 670002104 3,073 2,400,960 SH   DFND 1 2,400,960 0 0
NOVO NORDISK A S-ADR ADR 670100205 878 25,640 SH   DFND 1 23,516 0 2,124
NOVO NORDISK A S-ADR ADR 670100205 107 3,138 SH   DFND 1 2 3,138 0 0
NOVOCURE LTD ORD SHS G6674U108 1,041 128,632 SH   DFND 1 128,632 0 0
NOW INC/DE COM 67011P100 13,818 814,769 SH   DFND 1 811,457 0 3,312
NOW INC/DE COM 67011P100 153 9,053 SH   DFND 1 2 9,053 0 0
NR 4 10/01/2017 NOTE 4.000%10/0 651718AC2 7,853 7,718,000 PRN   DFND 1 2 7,718,000 0 0
NRG ENERGY INC COM NEW 629377508 1,379 73,781 SH   DFND 1 2 73,781 0 0
NRG ENERGY INC COM NEW 629377508 69,444 3,717,075 SH   DFND 1 3,703,353 0 13,722
NRG YEILD INC CL A NEW 62942X306 6,798 390,944 SH   DFND 1 390,944 0 0
NRG YIELD INC-CLASS C CL C 62942X405 9,021 509,714 SH   DFND 1 508,025 0 1,689
NTN BUZZTIME INC COM PAR 629410606 182 21,179 SH   DFND 1 21,179 0 0
NU SKIN ENTERPRISES INC CL A CL A 67018T105 25,715 463,015 SH   DFND 1 461,356 0 1,659
NUANCE COMMUNICATIONS INC COM 67020Y100 35,402 2,046,006 SH   DFND 1 2,046,006 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 76 4,445 SH   DFND 1 2 4,445 0 0
NUCOR CORP COM COM 670346105 221,318 3,710,453 SH   DFND 1 3,695,970 0 14,483
NUCOR CORP COM COM 670346105 282 4,728 SH   DFND 1 2 4,728 0 0
NUMEREX CORP PA CL A CL A 67053A102 470 98,644 SH   DFND 1 98,644 0 0
NUTANIX INC - A CL A 67059N108 2,404 128,078 SH   DFND 1 128,078 0 0
NUTANIX INC - A CL A 67059N108 26 1,411 SH   DFND 1 2 1,411 0 0
NUTRACEUTICAL INTL CORP COM COM 67060Y101 2 92 SH   DFND 1 2 92 0 0
NUTRACEUTICAL INTL CORP COM COM 67060Y101 2,556 82,067 SH   DFND 1 82,067 0 0
NUTRI/SYSTEM INC COM 67069D108 647 11,675 SH   DFND 1 2 11,675 0 0
NUTRI/SYSTEM INC COM 67069D108 13,315 239,913 SH   DFND 1 239,913 0 0
NUVASIVE INC COM 670704105 30,784 412,221 SH   DFND 1 410,660 0 1,561
NUVECTRA CORP - WI COM 67075N108 347 50,948 SH   DFND 1 50,948 0 0
NUVEEN MD PREM INCM MUN FD COM 67061Q107 841 66,334 SH   DFND 1 2 66,334 0 0
NV5 HOLDING INC COM 62945V109 2,351 62,550 SH   DFND 1 62,550 0 0
NVE CORP COM NEW 629445206 3,346 40,424 SH   DFND 1 40,424 0 0
NVIDIA CORP COM COM 67066G104 5 54 SH   DFND 1 2 54 0 0
NVIDIA CORP COM COM 67066G104 652,295 5,996,235 SH   DFND 1 5,953,697 0 42,538
NVR INC COM COM 62944T105 8 4 SH   DFND 1 2 4 0 0
NVR INC COM COM 62944T105 56,424 26,781 SH   DFND 1 26,674 0 107
NXP SEMICONDUCTORS NV COM N6596X109 80,986 786,543 SH   DFND 1 786,543 0 0
NXPI 1 12/01/19 DBCV 1.000%12/0 62952QAB6 5,185 4,480,000 PRN   DFND 1 2 4,480,000 0 0
NXSTAGE MEDICAL INC COM 67072V103 15,963 594,983 SH   DFND 1 594,983 0 0
NXT-ID INC COM NEW 67091J206 55 30,092 SH   DFND 1 30,092 0 0
NYMOX PHARMACEUTICAL CORP COM P73398102 77 21,281 SH   DFND 1 21,281 0 0
O R I X CORP-ADR SPONSORED ADR 686330101 279 3,762 SH   DFND 1 3,267 0 495
O REILLY AUTOMOTIVE INC COM COM 67103H107 70 262 SH   DFND 1 2 262 0 0
O REILLY AUTOMOTIVE INC COM COM 67103H107 283,059 1,050,274 SH   DFND 1 1,043,704 0 6,570
O2MICRO INTERNATIONAL-ADR SPONS ADR 67107W100 43 18,420 SH   DFND 1 18,420 0 0
OASIS PETROLEUM INC COM 674215108 25,181 1,765,914 SH   DFND 1 1,765,914 0 0
OBALON THERAPEUTICS-REDH COM 67424L100 205 19,252 SH   DFND 1 19,252 0 0
OCCIDENTAL PETE CORP DEL COM COM 674599105 462,435 7,309,139 SH   DFND 1 7,274,376 0 34,763
OCEAN BIO-CHEM INC COM 674631106 122 26,292 SH   DFND 1 26,292 0 0
OCEAN RIG UDW INC SHS G66964100 20 71,668 SH   DFND 1 71,668 0 0
OCEANEERING INTL INC COM COM 675232102 21,001 775,538 SH   DFND 1 772,514 0 3,024
OCEANEERING INTL INC COM COM 675232102 116 4,297 SH   DFND 1 2 4,297 0 0
OCEANFIRST FINL CORP COM COM 675234108 7,117 252,621 SH   DFND 1 252,621 0 0
OCERA THERAPEUTICS INC COM 67552A108 80 61,628 SH   DFND 1 61,628 0 0
OCLARO INC COM NEW 67555N206 16,830 1,713,865 SH   DFND 1 1,713,865 0 0
OCLARO INC COM NEW 67555N206 343 35,000 SH   DFND 1 2 35,000 0 0
OCULAR THERAPEUTIX INC COM 67576A100 1,627 175,361 SH   DFND 1 175,119 0 242
OCWEN FINL CORP COM COM NEW 675746309 4,246 776,278 SH   DFND 1 776,278 0 0
ODYSSEY MARINE EXPLORATION COM NEW 676118201 128 32,679 SH   DFND 1 32,679 0 0
OFFICE DEPOT INC COM COM 676220106 28,463 6,101,467 SH   DFND 1 6,085,550 0 15,917
OFG BANCORP COM 67103X102 4,039 342,368 SH   DFND 1 342,368 0 0
OGE ENERGY CORP COM COM 670837103 53,957 1,543,078 SH   DFND 1 1,536,895 0 6,183
OHIO VY BANC CORP COM COM 677719106 308 11,001 SH   DFND 1 11,001 0 0
OHR PHARMACEUTICAL INC COM NEW 67778H200 127 153,509 SH   DFND 1 153,509 0 0
OIL DRI CORP AMER COM COM 677864100 1,238 33,218 SH   DFND 1 33,218 0 0
OIL STS INTL INC COM COM 678026105 13,367 403,234 SH   DFND 1 401,650 0 1,584
OLD DOMINION FGHT LINES INC COM COM 679580100 29 343 SH   DFND 1 2 343 0 0
OLD DOMINION FGHT LINES INC COM COM 679580100 47,539 555,566 SH   DFND 1 553,422 0 2,144
OLD LINE BANCSHARES INC COM 67984M100 1,448 50,861 SH   DFND 1 50,861 0 0
OLD NATL BANCORP IND COM COM 680033107 20,185 1,163,458 SH   DFND 1 1,163,458 0 0
OLD REP INTL CORP COM COM 680223104 45,206 2,207,338 SH   DFND 1 2,199,760 0 7,578
OLD SECOND BANCORP INC ILL COM COM 680277100 2,373 210,956 SH   DFND 1 210,956 0 0
OLIN CORP COM PAR $1 COM PAR $1 680665205 41,482 1,262,009 SH   DFND 1 1,256,893 0 5,116
OLLIE'S BARGAIN OUTLET HOLDINGS, INC COM 681116109 48 1,438 SH   DFND 1 2 1,438 0 0
OLLIE'S BARGAIN OUTLET HOLDINGS, INC COM 681116109 11,592 346,057 SH   DFND 1 346,057 0 0
OLYMPIC STEEL INC COM COM 68162K106 1,406 75,780 SH   DFND 1 75,780 0 0
OM ASSET MANAGEMENT PLC SHS G67506108 228 15,125 SH   DFND 1 2 15,125 0 0
OM ASSET MANAGEMENT PLC SHS G67506108 3,704 245,019 SH   DFND 1 245,019 0 0
OMEGA FLEX INC COM 682095104 1,454 30,443 SH   DFND 1 30,443 0 0
OMEGA HEALTHCARE INVS INC COM COM 681936100 54,712 1,658,465 SH   DFND 1 1,652,043 0 6,422
OMEGA PROTEIN CORP COM 68210P107 9,429 470,300 SH   DFND 1 470,300 0 0
OMEGA PROTEIN CORP COM 68210P107 140 6,996 SH   DFND 1 2 6,996 0 0
OMEROS CORP COM 682143102 4,955 327,730 SH   DFND 1 327,730 0 0
OMNICELL INC COM COM 68213N109 12,105 297,791 SH   DFND 1 297,791 0 0
OMNICOM GROUP INC COM COM 681919106 211,698 2,458,940 SH   DFND 1 2,448,140 0 10,800
OMNICOM GROUP INC COM COM 681919106 138 1,611 SH   DFND 1 2 1,611 0 0
OMNOVA SOLUTIONS INC COM COM 682129101 2,967 299,757 SH   DFND 1 299,757 0 0
ON ASSIGNMENT INC COM COM 682159108 18,125 373,494 SH   DFND 1 373,494 0 0
ON DECK CAPITAL INC COM 682163100 1,683 334,040 SH   DFND 1 334,040 0 0
ON SEMICONDUCTOR CORP COM COM 682189105 54,645 3,527,810 SH   DFND 1 3,527,810 0 0
ONCOBIOLOGICS INC COM 68235M105 40 15,052 SH   DFND 1 15,052 0 0
ONCOCYTE CORP COM 68235C107 89 14,961 SH   DFND 1 14,961 0 0
ONCOGENEX PHARMACEUTICAL INC COM 68230A106 67 152,559 SH   DFND 1 152,559 0 0
ONCOMED PHARMACEUTICALS INC COM 68234X102 5 572 SH   DFND 1 2 572 0 0
ONCOMED PHARMACEUTICALS INC COM 68234X102 1,513 164,316 SH   DFND 1 164,316 0 0
ONCOSEC MEDICAL INC COM NEW 68234L207 72 57,031 SH   DFND 1 57,031 0 0
ONE GAS INC COM 68235P108 34,230 506,361 SH   DFND 1 504,752 0 1,609
ONE LIBERTY PROPERTIES INC COM 682406103 3,163 135,418 SH   DFND 1 135,418 0 0
ONEBEACON INSURANCE GRP CL A G67742109 3,124 195,253 SH   DFND 1 195,253 0 0
ONEMAIN HOLDINGS INC COM 68268W103 10,297 414,384 SH   DFND 1 414,384 0 0
ONEOK INC NEW COM COM 682680103 379 6,846 SH   DFND 1 2 6,846 0 0
ONEOK INC NEW COM COM 682680103 143,216 2,586,172 SH   DFND 1 2,575,951 0 10,221
OOMA INC COM 683416101 1,049 105,441 SH   DFND 1 105,441 0 0
OPEN TEXT CORP COM COM 683715106 4,812 141,592 SH   DFND 1 141,592 0 0
OPEXA THERAPEUTICS INC COM PAR $0.01 68372T301 27 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 880 240,571 SH   DFND 1 240,571 0 0
OPKO HEALTH INC COM 68375N103 26 3,357 SH   DFND 1 2 3,357 0 0
OPKO HEALTH INC COM 68375N103 23,085 2,885,702 SH   DFND 1 2,885,702 0 0
OPPENHEIMER HOLDINGS INC CL A NON VTG 683797104 1,453 85,011 SH   DFND 1 85,011 0 0
OPTICAL CABLE CORP COM COM NEW 683827208 36 12,030 SH   DFND 1 12,030 0 0
OPUS BANK COM 684000102 3,978 197,423 SH   DFND 1 197,423 0 0
ORACLE CORP COM COM 68389X105 1,298,055 29,139,621 SH   DFND 1 29,002,472 0 137,149
ORAGENICS INC COM NEW 684023203 39 89,941 SH   DFND 1 89,941 0 0
ORASURE TECHNOLOGIES INC COM COM 68554V108 7,046 544,980 SH   DFND 1 544,980 0 0
ORBCOMM INC COM 68555P100 4,964 519,817 SH   DFND 1 519,817 0 0
ORBITAL ATK INC COM 68557N103 43,929 448,256 SH   DFND 1 446,477 0 1,779
ORBOTECH LTD ORD M75253100 840 26,066 SH   DFND 1 26,066 0 0
ORCHID ISLAND CAPITAL INC COM 68571X103 2,401 240,370 SH   DFND 1 240,370 0 0
ORCHIDS PAPER PRODUCTS -REDH COM 68572N104 1,649 68,731 SH   DFND 1 67,991 0 740
OREXIGEN THERPEUTCS INC COM NEW 686164302 227 66,120 SH   DFND 1 66,120 0 0
ORGANOVO HOLDINGS INC COM 68620A104 3,037 955,299 SH   DFND 1 955,299 0 0
ORIGIN AGRITECH LTD SHS G67828106 27 13,533 SH   DFND 1 13,533 0 0
ORION ENERGY SYSTEMS INC COM 686275108 229 116,148 SH   DFND 1 116,148 0 0
ORION MARINE GROUP INC-REDH COM 68628V308 1,466 196,358 SH   DFND 1 196,358 0 0
ORITANI FINANCIAL CORP COM 68633D103 6,918 406,984 SH   DFND 1 406,984 0 0
ORMAT TECHNOLOGIES INC COM 686688102 21,420 375,266 SH   DFND 1 375,266 0 0
ORRSTOWN FINANCIAL SERVICES INC COM 687380105 1,140 51,019 SH   DFND 1 51,019 0 0
ORTHOFIX INTL N V COM COM N6748L102 10,273 269,284 SH   DFND 1 269,284 0 0
OSHKOSH TRUCK CORP COM COM 688239201 39,261 572,408 SH   DFND 1 570,096 0 2,312
OSI SYSTEMS INC COM COM 671044105 10,905 149,408 SH   DFND 1 149,408 0 0
OTI ON TRACK INNOVATIONS LTD SHS M8791A109 36 22,179 SH   DFND 1 22,179 0 0
OTONOMY INC COM 68906L105 2,541 207,439 SH   DFND 1 207,439 0 0
OTTER TAIL CORP COM COM 689648103 12,886 340,021 SH   DFND 1 340,021 0 0
OUTFRONT MEDIA INC COM 69007J106 89 3,366 SH   DFND 1 2 3,366 0 0
OUTFRONT MEDIA INC COM 69007J106 29,724 1,119,573 SH   DFND 1 1,119,468 0 105
OVASCIENCE INC COM 69014Q101 549 293,935 SH   DFND 1 293,844 0 91
OVERSEAS SHIPHOLDING GROUP, INC CL A NEW 69036R863 304 78,807 SH   DFND 1 2 78,807 0 0
OVERSEAS SHIPHOLDING GROUP, INC CL A NEW 69036R863 2,061 534,040 SH   DFND 1 534,040 0 0
OVERSTOCK COM INC DEL COM COM 690370101 2,176 126,553 SH   DFND 1 126,553 0 0
OWENS & MINOR INC NEW COM COM 690732102 25,611 740,225 SH   DFND 1 736,685 0 3,540
OWENS & MINOR INC NEW COM COM 690732102 175 5,064 SH   DFND 1 2 5,064 0 0
OWENS CORNING COM 690742101 315 5,133 SH   DFND 1 2 5,133 0 0
OWENS CORNING COM 690742101 80,100 1,305,214 SH   DFND 1 1,305,214 0 0
OWENS ILL INC COM NEW COM NEW 690768403 25,992 1,275,417 SH   DFND 1 1,270,381 0 5,036
OWENS REALTY MORTGAGE INC COM 690828108 1,915 107,630 SH   DFND 1 107,630 0 0
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 760 49,127 SH   DFND 1 49,127 0 0
OXFORD INDS INC COM COM 691497309 6,678 116,635 SH   DFND 1 116,635 0 0
P A M TRANSN SVCS INC COM COM 693149106 382 23,490 SH   DFND 1 23,381 0 109
PACCAR INC COM COM 693718108 244,381 3,641,538 SH   DFND 1 3,615,476 0 26,062
PACIFIC BIOSCIENCES OF CA COM 69404D108 3,392 656,203 SH   DFND 1 656,203 0 0
PACIFIC CONTINENTAL CORP COM 69412V108 4,211 171,913 SH   DFND 1 171,913 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 1,921 280,549 SH   DFND 1 280,549 0 0
PACIFIC MERCANTILE BANCORP COM 694552100 961 127,327 SH   DFND 1 127,327 0 0
PACIFIC PREMIER BANCORP INC COM 69478X105 10,924 283,398 SH   DFND 1 283,398 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 16,739 367,089 SH   DFND 1 367,089 0 0
PACKAGING CORP AMER COM COM 695156109 70,880 773,892 SH   DFND 1 770,884 0 3,008
PACWEST BANCORP COM 695263103 52,665 988,839 SH   DFND 1 984,118 0 4,721
PAIN THERAPEUTICS INC COM COM 69562K100 183 205,197 SH   DFND 1 205,197 0 0
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 220 674,147 SH   DFND 1 674,147 0 0
PALO ALTO NETWORKS INC COM 697435105 70,119 622,529 SH   DFND 1 622,529 0 0
PALO ALTO NETWORKS INC COM 697435105 4 41 SH   DFND 1 2 41 0 0
PAN AMERICAN SILVER CORP COM COM 697900108 1,406 80,299 SH   DFND 1 80,136 0 163
PANDORA MEDIA INC COM 698354107 19,940 1,688,450 SH   DFND 1 1,688,450 0 0
PANDORA MEDIA INC COM 698354107 236 20,000 SH   DFND 1 2 20,000 0 0
PANERA BREAD CO CL A CL A 69840W108 44,375 169,456 SH   DFND 1 168,794 0 662
PANHANDLE ROYALTY CO-CL A CL A 698477106 2,356 122,722 SH   DFND 1 122,722 0 0
PAPA JOHNS INTL INC COM COM 698813102 17,836 222,849 SH   DFND 1 222,033 0 816
PAPA JOHNS INTL INC COM COM 698813102 130 1,635 SH   DFND 1 2 1,635 0 0
PAPA MURPHYS HOLDINGS INC COM 698814100 351 73,738 SH   DFND 1 73,738 0 0
PAR PETROLEUM CORP COM NEW 69888T207 4,143 251,285 SH   DFND 1 251,285 0 0
PAR TECHNOLOGY CORP/DEL COM COM 698884103 195 27,309 SH   DFND 1 27,309 0 0
PARAGON COMMERCIAL CORP COM NEW 69911U403 559 10,462 SH   DFND 1 10,462 0 0
PARAMOUNT GOLD MINING CORP COM 69924M109 51 30,702 SH   DFND 1 30,702 0 0
PARAMOUNT GROUP INC COM 69924R108 27,398 1,690,237 SH   DFND 1 1,690,237 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 2,867 148,962 SH   DFND 1 148,962 0 0
PARETEUM CORP COM NEW 69946T207 29 34,447 SH   DFND 1 34,447 0 0
PAREXEL INTL CORP COM COM 699462107 28,543 452,288 SH   DFND 1 450,717 0 1,571
PAREXEL INTL CORP COM COM 699462107 49 787 SH   DFND 1 2 787 0 0
PARK CITY GROUP INC COM NEW 700215304 1,421 115,115 SH   DFND 1 115,115 0 0
PARK ELECTROCHEMICAL CORP COM COM 700416209 2,581 144,562 SH   DFND 1 144,562 0 0
PARK HOTELS & RESORTS INC COM 700517105 29 1,138 SH   DFND 1 2 1,138 0 0
PARK HOTELS & RESORTS INC COM 700517105 32,930 1,282,822 SH   DFND 1 1,282,822 0 0
PARK NATL CORP COM COM 700658107 11,377 108,149 SH   DFND 1 107,365 0 784
PARK OHIO HLDGS CORP COM COM 700666100 2,469 68,690 SH   DFND 1 68,690 0 0
PARK OHIO HLDGS CORP COM COM 700666100 2 72 SH   DFND 1 2 72 0 0
PARK STERLING BANK COM 70086Y105 5,428 440,989 SH   DFND 1 440,989 0 0
PARKE BANCORP INC COM 700885106 210 9,843 SH   DFND 1 9,843 0 0
PARKER DRILLING CO COM COM 701081101 1,692 967,376 SH   DFND 1 967,376 0 0
PARKER HANNIFIN CORP COM COM 701094104 216,760 1,353,921 SH   DFND 1 1,347,998 0 5,923
PARKERVISION INC COM COM NEW 701354300 164 82,416 SH   DFND 1 82,416 0 0
PARKWAY INC COM 70156Q107 7,837 394,046 SH   DFND 1 394,046 0 0
PARSLEY ENERGY INC-CLASS A CL A 701877102 55,158 1,697,303 SH   DFND 1 1,697,303 0 0
PARTY CITY HOLDCO INC COM 702149105 2,870 204,285 SH   DFND 1 204,285 0 0
PATHEON NV SHS N6865W105 1,254 47,625 SH   DFND 1 47,625 0 0
PATRICK INDS INC COM COM 703343103 167 2,369 SH   DFND 1 2 2,369 0 0
PATRICK INDS INC COM COM 703343103 9,300 131,184 SH   DFND 1 131,184 0 0
PATRIOT NATIONAL INC COM 70338T102 191 67,892 SH   DFND 1 67,892 0 0
PATTERN ENERGY GROUP INC CL A 70338P100 11,382 565,456 SH   DFND 1 564,153 0 1,303
PATTERSON COS INC COM 703395103 39,501 874,458 SH   DFND 1 870,811 0 3,647
PATTERSON UTI ENERGY INC COM COM 703481101 33,418 1,376,948 SH   DFND 1 1,371,762 0 5,186
PATTERSON UTI ENERGY INC COM COM 703481101 30 1,262 SH   DFND 1 2 1,262 0 0
PAYCHEX INC COM COM 704326107 223,891 3,805,670 SH   DFND 1 3,779,349 0 26,321
PAYCOM SOFTWARE INC COM 70432V102 19,370 336,814 SH   DFND 1 336,814 0 0
PAYLOCITY HOLDING CORP COM 70438V106 8,185 211,907 SH   DFND 1 211,907 0 0
PAYPAL HOLDINGS INC COM 70450Y103 469,299 10,924,274 SH   DFND 1 10,839,881 0 84,393
PB BANCORP INC COM 70454T100 121 11,925 SH   DFND 1 11,925 0 0
PBF ENERGY INC CL A 69318G106 18,512 835,010 SH   DFND 1 834,306 0 704
PC CONNECTION COM COM 69318J100 4,707 158,033 SH   DFND 1 158,033 0 0
PC-TEL INC COM COM 69325Q105 645 90,628 SH   DFND 1 90,628 0 0
PCM INC COM 69323K100 1,346 47,998 SH   DFND 1 47,998 0 0
PCM INC COM 69323K100 24 883 SH   DFND 1 2 883 0 0
PDC ENERGY INC COM 69327R101 29,084 466,479 SH   DFND 1 466,479 0 0
PDF SOLUTIONS INC COM COM 693282105 4,936 218,219 SH   DFND 1 218,219 0 0
PDL BIOPHARMA INC COM COM 69329Y104 4,179 1,840,976 SH   DFND 1 1,840,976 0 0
PDL BIOPHARMA INC COM COM 69329Y104 677 298,389 SH   DFND 1 2 298,389 0 0
PDVWIRELESS INC COM 69290R104 1,968 90,078 SH   DFND 1 90,078 0 0
PEAK RESORTS INC COM 70469L100 167 29,680 SH   DFND 1 29,680 0 0
PEAPACK-GLADSTONE FINL CORP COM COM 704699107 4,009 135,500 SH   DFND 1 135,500 0 0
PEARSON PLC SPONSORED ADR SPONSORED ADR 705015105 173 20,437 SH   DFND 1 18,239 0 2,198
PEBBLEBROOK HOTEL TRUST COM 70509V100 19,454 666,017 SH   DFND 1 666,017 0 0
PEDEVCO CORP COM NEW 70532Y303 5 61,846 SH   DFND 1 61,846 0 0
PEGASYSTEMS INC COM COM 705573103 14,065 320,755 SH   DFND 1 320,755 0 0
PENDRELL CORP CL A NEW 70686R302 544 83,842 SH   DFND 1 83,842 0 0
PENN NATL GAMING INC COM COM 707569109 13,345 724,113 SH   DFND 1 724,113 0 0
PENN VIRGINIA CORP COM 70788V102 2,027 44,803 SH   DFND 1 44,803 0 0
PENNEY J C INC COM COM 708160106 14,320 2,324,781 SH   DFND 1 2,315,279 0 9,502
PENNS WOODS BANCORP INC COM 708430103 1,432 32,969 SH   DFND 1 32,969 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT SH BEN INT 709102107 9,414 621,830 SH   DFND 1 621,830 0 0
PENNTEX MIDSTREAM PARTNERS COM UNIT LTD 709311104 218 12,653 SH   DFND 1 12,653 0 0
PENNYMAC FINANICAL SERVICE-A CL A 70932B101 2,420 141,960 SH   DFND 1 141,960 0 0
PENNYMAC MORTGAGE INVESTMENT COM 70931T103 9,034 508,971 SH   DFND 1 508,971 0 0
PENSKE AUTO GROUP COM 70959W103 13,440 287,135 SH   DFND 1 287,135 0 0
PENTAIR LTD - REGISTERED SHS G7S00T104 103,749 1,654,906 SH   DFND 1 1,647,604 0 7,302
PENUMBRA INC COM 70975L107 16,684 199,932 SH   DFND 1 199,932 0 0
PEOPLES BANCORP INC COM COM 709789101 4,818 152,195 SH   DFND 1 152,195 0 0
PEOPLES BANCORP OF NC COM 710577107 950 32,012 SH   DFND 1 32,012 0 0
PEOPLES FINANCIAL SERVICES COM 711040105 2,305 55,165 SH   DFND 1 55,165 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 51 2,816 SH   DFND 1 2 2,816 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 67,170 3,695,811 SH   DFND 1 3,680,450 0 15,361
PEOPLES UTAH BANCORP COM 712706209 3,495 132,165 SH   DFND 1 132,165 0 0
PEPSICO INC COM COM 713448108 55 492 SH   DFND 1 2 492 0 0
PEPSICO INC COM COM 713448108 1,661,180 14,870,323 SH   DFND 1 14,805,019 0 65,304
PERCEPTRON INC COM COM 71361F100 422 50,712 SH   DFND 1 50,712 0 0
PEREGRINE PHARMACEUTICALS I COM COM NEW 713661304 940 1,437,491 SH   DFND 1 1,437,491 0 0
PERFICIENT INC COM 71375U101 20 1,156 SH   DFND 1 2 1,156 0 0
PERFICIENT INC COM 71375U101 4,743 273,222 SH   DFND 1 273,222 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 11,190 470,195 SH   DFND 1 470,195 0 0
PERFORMANT FINANCIAL CORP COM 71377E105 466 159,056 SH   DFND 1 159,056 0 0
PERFUMANIA HOLDINGS INC COM NEW 71376C100 18 14,073 SH   DFND 1 14,073 0 0
PERION NETWORK LTD SHS M78673106 83 46,649 SH   DFND 1 46,649 0 0
PERKINELMER INC COM COM 714046109 64,218 1,107,269 SH   DFND 1 1,102,514 0 4,755
PERMA-FIX ENVIRONMENTAL SVCS COM NEW 714157203 106 33,924 SH   DFND 1 33,924 0 0
PERMA-PIPE INTERNATIONAL HOLDINGS INC COM 714167103 113 14,425 SH   DFND 1 14,425 0 0
PERNIX THERAPEUTICS HOLDINGS COM NEW 71426V306 138 37,395 SH   DFND 1 37,395 0 0
PERRIGO CO PLC SHS G97822103 36 547 SH   DFND 1 2 547 0 0
PERRIGO CO PLC SHS G97822103 93,102 1,404,330 SH   DFND 1 1,398,044 0 6,286
PERSHING GOLD CORP COM NEW 715302204 347 122,372 SH   DFND 1 122,372 0 0
PETMED EXPRESS INC COM 716382106 3,322 164,993 SH   DFND 1 162,549 0 2,444
PETROLEUM & RESOURCES COM 00548F105 4,512 232,364 SH   DFND 1 2 232,364 0 0
PETROQUEST ENERGY INC COM COM NEW 716748306 200 73,129 SH   DFND 1 73,129 0 0
PFENEX INC COM 717071104 813 140,011 SH   DFND 1 140,011 0 0
PFIZER INC COM COM 717081103 2,025,708 59,296,844 SH   DFND 1 59,023,570 0 273,274
PFIZER INC COM COM 717081103 684 20,000 SH   DFND 1 2 20,000 0 0
PFSWEB INC COM COM NEW 717098206 774 118,648 SH   DFND 1 118,648 0 0
PG&E CORP COM COM 69331C108 312,770 4,720,266 SH   DFND 1 4,697,331 0 22,935
PGT INC -REDH COM 69336V101 3,845 357,744 SH   DFND 1 357,744 0 0
PHARMATHENE INC COM 71714G102 1,091 1,344,728 SH   DFND 1 1,337,763 0 6,965
PHARMERICA CORP COM 71714F104 10,058 429,851 SH   DFND 1 429,851 0 0
PHH CORP COM NEW 693320202 5,383 422,907 SH   DFND 1 422,907 0 0
PHI INC COM NON VTG 69336T205 1,323 110,480 SH   DFND 1 110,480 0 0
PHIBRO ANIMAL HEALTH CORP - A CL A COM 71742Q106 4,576 162,869 SH   DFND 1 162,869 0 0
PHILIP MORRIS INTL -SPN COM 718172109 1,691,297 15,001,984 SH   DFND 1 14,934,863 0 67,121
PHILLIPS 66 COM 718546104 325,972 4,120,997 SH   DFND 1 4,100,410 0 20,587
PHOTOMEDEX INC COM PAR NEW 719358400 26 14,824 SH   DFND 1 14,824 0 0
PHOTRONICS INC COM COM 719405102 12,596 1,177,240 SH   DFND 1 1,177,240 0 0
PHYSICIANS REALTY TRUST COM 71943U104 22,613 1,138,096 SH   DFND 1 1,138,096 0 0
PICO HLDGS INC COM NEW COM NEW 693366205 2,521 180,106 SH   DFND 1 180,106 0 0
PIEDMONT OFFICE REALTY TRUST INC - A COM CL A 720190206 30,935 1,446,915 SH   DFND 1 1,446,915 0 0
PIER 1 IMPORTS INC COM COM 720279108 5,287 738,418 SH   DFND 1 736,530 0 1,888
PIER 1 IMPORTS INC COM COM 720279108 48 6,722 SH   DFND 1 2 6,722 0 0
PIERIS PHARMACEUTICALS INC COM 720795103 68 26,244 SH   DFND 1 26,244 0 0
PILGRIM'S PRIDE CORP COM 72147K108 26,409 1,173,479 SH   DFND 1 1,172,343 0 1,136
PILGRIM'S PRIDE CORP COM 72147K108 0 41 SH   DFND 1 2 41 0 0
PINGTAN MARINE ENTERPRISE LT SHS G7114V102 224 46,810 SH   DFND 1 46,810 0 0
PINNACLE ENTERTAINMENT INC COM 72348Y105 9,017 461,987 SH   DFND 1 461,987 0 0
PINNACLE FINANCIAL PARTNERS COM 72346Q104 25,997 391,227 SH   DFND 1 391,227 0 0
PINNACLE FOODS INC COM 72348P104 51,768 894,569 SH   DFND 1 894,569 0 0
PINNACLE WEST CAP CORP COM COM 723484101 95,192 1,143,262 SH   DFND 1 1,138,248 0 5,014
PIONEER DRILLING COMPANY COM 723664108 2,554 638,684 SH   DFND 1 638,684 0 0
PIONEER MUN HIGH INC ADV TR COM 723762100 776 70,688 SH   DFND 1 2 70,688 0 0
PIONEER MUNICIPAL HIGH INCM COM SHS 723763108 2,058 177,172 SH   DFND 1 2 177,172 0 0
PIONEER NAT RES CO COM COM 723787107 293,476 1,578,236 SH   DFND 1 1,570,881 0 7,355
PIPER JAFFRAY CO COM 724078100 11,521 180,447 SH   DFND 1 180,447 0 0
PITNEY BOWES INC COM COM 724479100 20,123 1,534,955 SH   DFND 1 1,529,211 0 5,744
PIXELWORKS INC COM COM NEW 72581M305 602 129,267 SH   DFND 1 129,267 0 0
PIXELWORKS INC COM COM NEW 72581M305 108 23,204 SH   DFND 1 2 23,204 0 0
PJT PARTNERS INC - A W/I COM CL A 69343T107 4,984 142,056 SH   DFND 1 142,056 0 0
PLANET FITNESS INC - CL A CL A 72703H101 9,107 472,614 SH   DFND 1 472,614 0 0
PLANET PAYMENT INC SHS U72603118 1,254 315,222 SH   DFND 1 315,222 0 0
PLANTRONICS INC NEW COM COM 727493108 18,458 341,123 SH   DFND 1 340,092 0 1,031
PLATFORM SPECIALTY PRODUCTS COM 72766Q105 20,795 1,597,231 SH   DFND 1 1,597,231 0 0
PLAYA HOTELS AND RESORTS SHS N70544106 594 56,589 SH   DFND 1 56,589 0 0
PLEXUS CORP COM COM 729132100 23,658 409,315 SH   DFND 1 409,315 0 0
PLUG POWER INC COM COM NEW 72919P202 2,415 1,750,660 SH   DFND 1 1,750,660 0 0
PLURISTEM THERAPEUTICS INC COM 72940R102 70 57,518 SH   DFND 1 57,518 0 0
PLX PHARMA INC COM 25456J104 56 43,447 SH   DFND 1 43,447 0 0
PLY GEM HOLDINGS INC COM 72941W100 4,067 206,483 SH   DFND 1 206,483 0 0
PNC FINL SVCS GROUP INC COM COM 693475105 548,698 4,570,121 SH   DFND 1 4,548,116 0 22,005
PNM RES INC COM COM 69349H107 22,968 620,773 SH   DFND 1 618,304 0 2,469
POINTS INTERNATIONAL LTD COM NEW 730843208 45 5,876 SH   DFND 1 2 5,876 0 0
POINTS INTERNATIONAL LTD COM NEW 730843208 75 9,842 SH   DFND 1 9,842 0 0
POLARIS INDS INC COM COM 731068102 42,941 512,577 SH   DFND 1 510,633 0 1,944
POLARITYTE INC COM 731094108 377 27,649 SH   DFND 1 27,649 0 0
POLYONE CORP COM COM 73179P106 21,465 629,666 SH   DFND 1 627,102 0 2,564
POLYONE CORP COM COM 73179P106 118 3,490 SH   DFND 1 2 3,490 0 0
POOL CORP COM COM 73278L105 38,174 319,906 SH   DFND 1 318,625 0 1,281
POPULAR INC COM COM NEW 733174700 34,442 845,629 SH   DFND 1 845,629 0 0
PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 30,848 694,480 SH   DFND 1 694,480 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 18,879 481,732 SH   DFND 1 481,732 0 0
POST HOLDINGS INC COM 737446104 42,175 481,900 SH   DFND 1 479,911 0 1,989
POTASH CORP SASK INC COM COM 73755L107 429 25,128 SH   DFND 1 25,128 0 0
POTBELLY CORP COM 73754Y100 2,706 194,688 SH   DFND 1 194,688 0 0
POTLATCH CORP COM COM 737630103 15,249 333,691 SH   DFND 1 332,429 0 1,262
POWELL INDS INC COM COM 739128106 2,543 73,857 SH   DFND 1 73,857 0 0
POWELL INDS INC COM COM 739128106 261 7,588 SH   DFND 1 2 7,588 0 0
POWER INTEGRATIONS INC COM COM 739276103 45 697 SH   DFND 1 2 697 0 0
POWER INTEGRATIONS INC COM COM 739276103 16,246 247,097 SH   DFND 1 247,097 0 0
POWER SOLUTIONS INTL INC. COM NEW 73933G202 387 38,431 SH   DFND 1 38,431 0 0
PPG INDS INC COM COM 693506107 265,600 2,531,218 SH   DFND 1 2,520,109 0 11,109
PPL CORP COM COM 69351T106 282,899 7,575,591 SH   DFND 1 7,545,372 0 30,219
PRA GROUP INC COM 69354N106 12,726 383,914 SH   DFND 1 383,914 0 0
PRA HEALTH SCIENCES INC COM 69354M108 21,150 324,245 SH   DFND 1 324,245 0 0
PRAXAIR INC COM COM 74005P104 305,413 2,579,141 SH   DFND 1 2,566,446 0 12,695
PRAXAIR INC COM COM 74005P104 1,208 10,187 SH   DFND 1 2 10,187 0 0
PREFERRED APARTMENT COMMUN - A COM 74039L103 2,763 209,183 SH   DFND 1 209,183 0 0
PREFERRED BANK LOS ANGELES COM COM NEW 740367404 5,999 111,798 SH   DFND 1 111,798 0 0
PREFORMED LINE PRODUCTS CO COM 740444104 961 18,442 SH   DFND 1 18,442 0 0
PREMIER FINANCIAL BANCORP COM 74050M105 1,010 48,074 SH   DFND 1 48,074 0 0
PREMIER INC-CLASS A CL A 74051N102 12,871 404,397 SH   DFND 1 404,397 0 0
PRESBIA PLC SHS G7234P100 46 14,899 SH   DFND 1 14,899 0 0
PRESIDIO INC COM 74102M103 706 45,655 SH   DFND 1 45,655 0 0
PRESTIGE BRANDS HOLDINGS INC COM 74112D101 26,428 475,676 SH   DFND 1 474,044 0 1,632
PRGX GLOBAL INC COM NEW 69357C503 1,050 164,211 SH   DFND 1 164,211 0 0
PRICE T ROWE GROUP INC COM COM 74144T108 49 728 SH   DFND 1 2 728 0 0
PRICE T ROWE GROUP INC COM COM 74144T108 191,820 2,818,028 SH   DFND 1 2,807,229 0 10,799
PRICELINE COM INC COM COM NEW 741503403 350 197 SH   DFND 1 2 197 0 0
PRICELINE COM INC COM COM NEW 741503403 934,597 525,746 SH   DFND 1 522,148 0 3,598
PRICESMART INC COM COM 741511109 17,542 190,261 SH   DFND 1 190,261 0 0
PRIMEENERGY CORP COM 74158E104 254 5,145 SH   DFND 1 5,145 0 0
PRIMERICA INC COM 74164M108 28,357 344,984 SH   DFND 1 343,565 0 1,419
PRIMO WATER CORP COM 74165N105 2,638 194,274 SH   DFND 1 194,274 0 0
PRIMORIS SERVICES CORP COM 74164F103 7,897 340,116 SH   DFND 1 340,116 0 0
PRINCIPAL FINANCIAL GROUP I COM COM 74251V102 170,420 2,704,133 SH   DFND 1 2,689,439 0 14,694
PRIVATEBANCORP INC COM COM 742962103 40,802 687,266 SH   DFND 1 684,780 0 2,486
PRIVATEBANCORP INC COM COM 742962103 148 2,500 SH   DFND 1 2 2,500 0 0
PROASSURANCE CORP COM COM 74267C106 25,793 428,105 SH   DFND 1 428,105 0 0
PROCTER & GAMBLE CO COM COM 742718109 2,312,290 25,770,428 SH   DFND 1 25,653,960 0 116,468
PROFIRE ENERGY INC COM 74316X101 180 127,981 SH   DFND 1 127,981 0 0
PROGENICS PHARMACEUTICALS I COM COM 743187106 6,028 638,633 SH   DFND 1 638,633 0 0
PROGRESS SOFTWARE CORP COM COM 743312100 288 9,918 SH   DFND 1 2 9,918 0 0
PROGRESS SOFTWARE CORP COM COM 743312100 14,795 509,326 SH   DFND 1 509,326 0 0
PROGRESSIVE CORP OHIO COM COM 743315103 225,172 5,755,159 SH   DFND 1 5,730,035 0 25,124
PROLOGIS INC COM 74340W103 315,917 6,096,736 SH   DFND 1 6,073,793 0 22,943
PROOFPOINT INC COM 743424103 29 393 SH   DFND 1 2 393 0 0
PROOFPOINT INC COM 743424103 26,346 354,316 SH   DFND 1 354,316 0 0
PROQR THERAPEUTICS BV SHS EURO N71542109 57 11,588 SH   DFND 1 11,588 0 0
PROS HOLDINGS INC COM 74346Y103 4,685 193,686 SH   DFND 1 193,686 0 0
PROSPERITY BANCSHARES INC COM COM 743606105 35,531 509,707 SH   DFND 1 507,545 0 2,162
PROTAGONIST THERAPEUTICS INC COM 74366E102 1,296 101,218 SH   DFND 1 101,218 0 0
PROTEON THERAPEUTICS INC COM 74371L109 66 38,031 SH   DFND 1 38,031 0 0
PROTEOSTASIS THERAPEUTICS INC COM 74373B109 718 91,936 SH   DFND 1 91,936 0 0
PROTHENA CORP PLC SHS G72800108 17,804 319,139 SH   DFND 1 318,937 0 202
PROTO LABS INC COM 743713109 9,818 192,143 SH   DFND 1 192,143 0 0
PROVIDENCE SERVICE CORP COM 743815102 4,579 103,050 SH   DFND 1 103,050 0 0
PROVIDENT BANCORP INC COM 74383X109 1,936 92,417 SH   DFND 1 92,417 0 0
PROVIDENT FINANCIAL SERVICES COM 74386T105 12,720 492,084 SH   DFND 1 492,084 0 0
PROVIDENT FINL HLDGS INC COM COM 743868101 819 43,927 SH   DFND 1 43,927 0 0
PRUDENTIAL BANCORP INC COM 74431A101 1,619 90,710 SH   DFND 1 90,710 0 0
PRUDENTIAL FINL INC COM COM 744320102 140 1,314 SH   DFND 1 2 1,314 0 0
PRUDENTIAL FINL INC COM COM 744320102 457,682 4,296,206 SH   DFND 1 4,275,920 0 20,286
PRUDENTIAL PLC ADR 74435K204 1,039 24,540 SH   DFND 1 22,552 0 1,988
PS BUSINESS PKS INC CALIF COM COM 69360J107 27,772 242,003 SH   DFND 1 242,003 0 0
PSIVIDA CORP COM 74440J101 246 143,049 SH   DFND 1 143,049 0 0
PSYCHEMEDICS CORP COM COM NEW 744375205 617 30,817 SH   DFND 1 30,817 0 0
PSYCHEMEDICS CORP COM COM NEW 744375205 310 15,484 SH   DFND 1 2 15,484 0 0
PTC INC COM 69370C100 48,543 923,758 SH   DFND 1 920,165 0 3,593
PTC THERAPEUTICS INC COM 69366J200 2,659 270,264 SH   DFND 1 270,264 0 0
PUBLIC STORAGE INC COM COM 74460D109 393,263 1,798,523 SH   DFND 1 1,791,610 0 6,913
PUBLIC SVC ENTERPRISE GROUP COM COM 744573106 241,006 5,441,323 SH   DFND 1 5,417,073 0 24,250
PULMATRIX INC COM 74584P103 138 39,706 SH   DFND 1 39,706 0 0
PULSE BIOSCIENCES INC COM 74587B101 866 42,456 SH   DFND 1 42,456 0 0
PULTE HOMES INC COM COM 745867101 71,394 3,035,549 SH   DFND 1 3,022,662 0 12,887
PUMA BIOTECHNOLOGY INC COM 74587V107 8,644 232,371 SH   DFND 1 232,371 0 0
PURE CYCLE CORP COM COM NEW 746228303 542 97,771 SH   DFND 1 97,771 0 0
PURE STORAGE INC - CLASS A CL A 74624M102 5,712 581,146 SH   DFND 1 581,146 0 0
PVH CORP COM 693656100 5 52 SH   DFND 1 2 52 0 0
PVH CORP COM 693656100 89,531 866,383 SH   DFND 1 862,904 0 3,479
PZENA INVESTMENT MGT-REDH CLASS A 74731Q103 838 85,240 SH   DFND 1 82,606 0 2,634
Q2 HOLDINGS INC COM 74736L109 7,364 211,319 SH   DFND 1 211,319 0 0
QAD INC - A CL A 74727D306 1,738 62,420 SH   DFND 1 62,420 0 0
QAD INC - B CL B 74727D207 885 36,919 SH   DFND 1 36,919 0 0
QCR HOLDINGS INC COM 74727A104 5,008 118,268 SH   DFND 1 118,268 0 0
QEP RESOURCES INC COM 74733V100 23,372 1,838,883 SH   DFND 1 1,831,501 0 7,382
QIAGEN N V ORD SHS NEW N72482123 14,762 509,572 SH   DFND 1 509,572 0 0
QIWI PLC - SPON ADR SPON ADR REP B 74735M108 393 22,956 SH   DFND 1 22,956 0 0
QORVO INC COM 74736K101 89,392 1,305,586 SH   DFND 1 1,299,832 0 5,754
QTS REALTY TRUST INC-CL A COM CL A 74736A103 17,203 352,901 SH   DFND 1 352,901 0 0
QUAD GRAPHICS INC COM CL A 747301109 508 20,161 SH   DFND 1 2 20,161 0 0
QUAD GRAPHICS INC COM CL A 747301109 10,293 407,844 SH   DFND 1 405,864 0 1,980
QUAKER CHEM CORP COM COM 747316107 13,154 99,916 SH   DFND 1 99,916 0 0
QUALCOMM INC COM COM 747525103 644 11,238 SH   DFND 1 2 11,238 0 0
QUALCOMM INC COM COM 747525103 969,153 16,922,363 SH   DFND 1 16,812,874 0 109,489
QUALITY CARE PROPERTIES COM 747545101 20,880 1,107,112 SH   DFND 1 1,104,132 0 2,980
QUALITY SYSTEMS INC COM 747582104 11,691 767,127 SH   DFND 1 764,551 0 2,576
QUALSTAR CORP COM NEW 74758R208 137 25,985 SH   DFND 1 25,985 0 0
QUALYS INC COM 74758T303 9,301 245,420 SH   DFND 1 245,420 0 0
QUANEX BUILDING PRODUCTS COM 747619104 5,349 264,163 SH   DFND 1 264,163 0 0
QUANTA SVCS INC COM COM 74762E102 57,061 1,539,293 SH   DFND 1 1,532,720 0 6,573
QUANTENNA COMMUNICATIONS COM 74766D100 1,823 87,555 SH   DFND 1 87,555 0 0
QUANTUM CORP COM DSSG COM DSSG 747906501 1,284 1,476,352 SH   DFND 1 1,476,352 0 0
QUEST DIAGNOSTICS INC COM COM 74834L100 141,921 1,447,301 SH   DFND 1 1,440,967 0 6,334
QUEST RESOURCE HOLDING CORP COM NEW 74836W203 99 43,175 SH   DFND 1 43,175 0 0
QUICKLOGIC CORP COM COM 74837P108 845 475,107 SH   DFND 1 475,107 0 0
QUICKLOGIC CORP COM COM 74837P108 11 6,377 SH   DFND 1 2 6,377 0 0
QUIDEL CORP COM COM 74838J101 5,081 224,463 SH   DFND 1 224,463 0 0
QUINSTREET INC COM 74874Q100 1,110 284,704 SH   DFND 1 284,704 0 0
QUINTILES IMS HOLDINGS INC COM 74876Y101 80,570 1,000,915 SH   DFND 1 1,000,915 0 0
QUMU CORP COM 749063103 261 94,015 SH   DFND 1 94,015 0 0
QUORUM HEALTH CORP COM 74909E106 1,159 213,177 SH   DFND 1 213,177 0 0
QUOTIENT LTD SHS G73268107 112 16,066 SH   DFND 1 16,066 0 0
QUOTIENT TECHNOLOGY INC COM 749119103 5,159 540,254 SH   DFND 1 540,254 0 0
R1 RCM INC COM 749397105 190 61,709 SH   DFND 1 61,709 0 0
RA PHARMACEUTICALS INC COM 74933V108 1,508 70,863 SH   DFND 1 70,863 0 0
RADIAN GROUP INC COM COM 750236101 29,382 1,636,001 SH   DFND 1 1,636,001 0 0
RADIANT LOGISTICS INC COM 75025X100 1,298 259,719 SH   DFND 1 259,719 0 0
RADIO ONE INC CL D NON VTG CL D NON VTG 75040P405 712 215,781 SH   DFND 1 215,781 0 0
RADISYS CORP COM COM 750459109 1,018 254,652 SH   DFND 1 254,652 0 0
RADIUS HEALTH INC COM NEW 750469207 11,566 299,263 SH   DFND 1 299,263 0 0
RADNET INC COM 750491102 1,617 274,192 SH   DFND 1 274,192 0 0
RADWARE LTD ORD M81873107 384 23,795 SH   DFND 1 23,795 0 0
RAIT INVT TR COM COM NEW 749227609 1,964 613,842 SH   DFND 1 603,427 0 10,415
RAIT INVT TR COM COM NEW 749227609 372 116,491 SH   DFND 1 2 116,491 0 0
RALPH LAUREN CORP CL A 751212101 55,492 680,657 SH   DFND 1 678,173 0 2,484
RAMACO RESOURCES INC COM 75134P303 498 51,602 SH   DFND 1 51,602 0 0
RAMBUS INC DEL COM COM 750917106 11,640 885,909 SH   DFND 1 885,909 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT COM SH BEN INT 751452202 9,951 709,796 SH   DFND 1 709,796 0 0
RAMCO-GERSHENSON PROPERT S-D 7 1/4 PERP PFD-D CV 751452608 11,024 203,400 PRN   DFND 1 2 203,400 0 0
RAND LOGISTICS INC COM 752182105 29 46,344 SH   DFND 1 46,344 0 0
RANDGOLD RESOURCES LTD-ADR ADR 752344309 2,013 23,065 SH   DFND 1 22,875 0 190
RANGE RES CORP COM COM 75281A109 54,202 1,865,164 SH   DFND 1 1,856,978 0 8,186
RAPID7 INC COM 753422104 2,252 150,390 SH   DFND 1 150,390 0 0
RAVE RESTAURANT GROUP INC COM 754198109 92 41,524 SH   DFND 1 41,524 0 0
RAVEN INDS INC COM COM 754212108 8,604 296,212 SH   DFND 1 296,212 0 0
RAYMOND JAMES FINANCIAL INC COM COM 754730109 99,598 1,307,802 SH   DFND 1 1,302,283 0 5,519
RAYONIER ADVANCED MATERIALS COM 75508B104 9,112 677,482 SH   DFND 1 677,482 0 0
RAYONIER INC COM COM 754907103 26,579 937,893 SH   DFND 1 934,102 0 3,791
RAYTHEON CO COM NEW COM NEW 755111507 489,393 3,213,208 SH   DFND 1 3,200,507 0 12,701
RBC BEARINGS INC COM 75524B104 18,891 194,578 SH   DFND 1 194,578 0 0
RCI HOSPITALITY HOLDINGS INC COM 74934Q108 910 52,575 SH   DFND 1 52,575 0 0
RCM TECHNOLOGIES INC COM NEW COM NEW 749360400 193 40,694 SH   DFND 1 40,694 0 0
RE/MAX HOLDINGS INC CL A 75524W108 7,943 133,616 SH   DFND 1 133,616 0 0
READING INTERNATIONAL INC-A CL A 755408101 1,991 128,122 SH   DFND 1 128,122 0 0
REAL INDUSTRY INC COM 75601W104 537 188,707 SH   DFND 1 188,707 0 0
REALNETWORKS INC COM COM NEW 75605L708 861 177,988 SH   DFND 1 177,988 0 0
REALOGY HOLDINGS CORP COM 75605Y106 35,145 1,179,759 SH   DFND 1 1,179,759 0 0
REALPAGE INC COM 75606N109 16,036 459,510 SH   DFND 1 459,510 0 0
REALTY INCOME CORP COM COM 756109104 161,077 2,709,621 SH   DFND 1 2,697,918 0 11,703
REATA PHARMACEUTICALS INC-A CL A 75615P103 1,444 63,778 SH   DFND 1 63,778 0 0
RECRO PHARMA INC COM 75629F109 776 88,853 SH   DFND 1 88,853 0 0
RED HAT INC COM COM 756577102 279 3,229 SH   DFND 1 2 3,229 0 0
RED HAT INC COM COM 756577102 144,919 1,677,837 SH   DFND 1 1,670,136 0 7,701
RED LION HOTELS CORP COM 756764106 917 130,126 SH   DFND 1 130,126 0 0
RED ROBIN GOURMET BURGERS COM 75689M101 6,149 105,211 SH   DFND 1 105,211 0 0
RED ROCK RESORTS INC-CLASS A CL A 75700L108 6,367 287,098 SH   DFND 1 287,098 0 0
REDWOOD TR INC COM COM 758075402 11,400 686,358 SH   DFND 1 686,358 0 0
REEDS INC COM 758338107 305 73,731 SH   DFND 1 73,731 0 0
REGAL BELOIT CORP COM COM 758750103 27,069 357,822 SH   DFND 1 356,442 0 1,380
REGAL ENTMT GROUP CL A CL A 758766109 17,322 767,157 SH   DFND 1 765,404 0 1,753
REGENCY CTRS CORP COM COM 758849103 114,982 1,734,045 SH   DFND 1 1,727,701 0 6,344
REGENERON PHARMACEUTICALS COM COM 75886F107 21 55 SH   DFND 1 2 55 0 0
REGENERON PHARMACEUTICALS COM COM 75886F107 283,394 732,379 SH   DFND 1 725,963 0 6,416
REGENXBIO INC COM 75901B107 3,306 171,346 SH   DFND 1 171,346 0 0
REGIONAL MANAGEMENT CORP COM 75902K106 2,169 111,634 SH   DFND 1 111,634 0 0
REGIONAL MANAGEMENT CORP COM 75902K106 152 7,863 SH   DFND 1 2 7,863 0 0
REGIONS FINL CORP COM COM 7591EP100 201,002 13,850,291 SH   DFND 1 13,795,764 0 54,527
REGIS CORP MINN COM COM 758932107 3,117 265,957 SH   DFND 1 265,957 0 0
REGIS CORP MINN COM COM 758932107 92 7,892 SH   DFND 1 2 7,892 0 0
REGULUS THERAPEUTICS INC COM 75915K101 438 265,774 SH   DFND 1 265,774 0 0
REINSURANCE GROUP AMER INC COM COM NEW 759351604 62,880 495,377 SH   DFND 1 493,381 0 1,996
REIS INC COM 75936P105 1,157 64,658 SH   DFND 1 64,658 0 0
RELIANCE STEEL & ALUMINUM C COM COM 759509102 9 118 SH   DFND 1 2 118 0 0
RELIANCE STEEL & ALUMINUM C COM COM 759509102 62,145 776,630 SH   DFND 1 774,360 0 2,270
RELM WIRELESS CORPORATION COM 759525108 394 78,830 SH   DFND 1 78,830 0 0
RELX NV - SPON ADR SPONSORED ADR 75955B102 203 10,946 SH   DFND 1 7,406 0 3,540
RELX PLC - SPON ADR SPONSORED ADR 759530108 582 29,437 SH   DFND 1 25,797 0 3,640
REMARK MEDIA INC COM 75955K102 171 57,898 SH   DFND 1 57,898 0 0
RENAISSANCE RE HLDGS LTD COM COM G7496G103 48,174 333,168 SH   DFND 1 331,898 0 1,270
RENASANT CORP COM 75970E107 15,050 379,202 SH   DFND 1 379,202 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 3,048 291,676 SH   DFND 1 291,676 0 0
RENT A CTR INC NEW COM COM 76009N100 3,852 434,343 SH   DFND 1 434,343 0 0
RENTECH INC COM NEW 760112201 63 127,447 SH   DFND 1 127,447 0 0
REPLIGEN CORP COM COM 759916109 11,395 323,737 SH   DFND 1 323,737 0 0
REPROS THERAPEUTICS INC COM NEW 76028H209 160 133,676 SH   DFND 1 133,676 0 0
REPUBLIC BANCORP KY CL A CL A 760281204 2,878 83,713 SH   DFND 1 83,713 0 0
REPUBLIC FIRST BANCORP INC COM 760416107 3,977 479,199 SH   DFND 1 479,199 0 0
REPUBLIC SVCS INC COM COM 760759100 147,978 2,359,219 SH   DFND 1 2,348,523 0 10,696
RESEARCH FRONTIERS INC COM COM 760911107 139 99,765 SH   DFND 1 99,765 0 0
RESMED INC COM COM 761152107 84,667 1,176,810 SH   DFND 1 1,171,899 0 4,911
RESOLUTE ENERGY CORP COM NEW 76116A306 4,519 111,875 SH   DFND 1 111,875 0 0
RESOLUTE FOREST PRODUCTS COM 76117W109 2,828 518,984 SH   DFND 1 518,984 0 0
RESONANT INC COM 76118L102 94 17,518 SH   DFND 1 17,518 0 0
RESOURCE CAPITAL CORP COM NEW 76120W708 2,194 224,608 SH   DFND 1 224,608 0 0
RESOURCES CONNECTION INC COM COM 76122Q105 8,317 496,549 SH   DFND 1 496,549 0 0
RESTAURANT BRANDS INT INC COM 76131D103 449 8,060 SH   DFND 1 7,892 0 168
RETAIL OPPORTUNITY INVESTMENT COM 76131N101 23,544 1,119,567 SH   DFND 1 1,119,567 0 0
RETAIL PROPERTIES OF AMERICA, INC CL A 76131V202 31,848 2,208,630 SH   DFND 1 2,208,630 0 0
RETAILMENOT INC COM SER 1 76132B106 5,628 694,885 SH   DFND 1 694,885 0 0
RETAILMENOT INC COM SER 1 76132B106 443 54,792 SH   DFND 1 2 54,792 0 0
RETRACTABLE TECHNOLOGIES INC COM 76129W105 46 41,762 SH   DFND 1 41,762 0 0
RETROPHIN INC COM 761299106 6,165 333,994 SH   DFND 1 333,958 0 36
REV GROUP INC COM 749527107 2,592 94,034 SH   DFND 1 94,034 0 0
REVANCE THERAPEUTICS INC COM 761330109 3,711 178,435 SH   DFND 1 178,435 0 0
REVLON INC CL A CL A NEW 761525609 2,835 101,822 SH   DFND 1 101,822 0 0
REVOLUTION LIGHTING TECHNOLOGIES INC COM NEW 76155G206 201 26,967 SH   DFND 1 26,967 0 0
REX AMERICAN RESOURCES CORP COM 761624105 4,335 47,910 SH   DFND 1 47,738 0 172
REX ENERGY CORP COM 761565100 236 504,613 SH   DFND 1 504,613 0 0
REXAHN PHARMACEUTICALS INC COM 761640101 658 1,290,365 SH   DFND 1 1,290,365 0 0
REXFORD INDUSTRIAL REALTY INC COM 76169C100 13,288 590,078 SH   DFND 1 590,078 0 0
REXNORD CORP COM 76169B102 17,255 747,655 SH   DFND 1 747,655 0 0
REYNOLDS AMERICAN INC COM 761713106 474,328 7,538,177 SH   DFND 1 7,502,395 0 35,782
REYNOLDS AMERICAN INC COM 761713106 945 15,000 SH   DFND 1 2 15,000 0 0
RF INDS LTD COM PAR $0.01 COM PAR $0.01 749552105 29 19,760 SH   DFND 1 19,760 0 0
RGC RESOURCES INC COM 74955L103 1,231 55,958 SH   DFND 1 55,958 0 0
RH COM 74967X103 462 9,988 SH   DFND 1 2 9,988 0 0
RH COM 74967X103 13,847 299,340 SH   DFND 1 299,340 0 0
RICE ENERGY INC COM 762760106 31,629 1,334,595 SH   DFND 1 1,334,595 0 0
RICEBRAN TECHNOLOGIES COM NEW 762831204 13 15,640 SH   DFND 1 15,640 0 0
RICHARDSON ELECTRS LTD COM COM 763165107 413 68,621 SH   DFND 1 68,621 0 0
RIGEL PHARMACEUTICALS INC COM COM NEW 766559603 3,350 1,012,241 SH   DFND 1 1,012,241 0 0
RIGHTSIDE GROUP LTD COM 76658B100 765 77,138 SH   DFND 1 77,138 0 0
RIGNET INC COM 766582100 2,075 96,748 SH   DFND 1 96,748 0 0
RING ENERGY INC COM 76680V108 3,751 346,733 SH   DFND 1 346,733 0 0
RINGCENTRAL INC CL A 76680R206 12,979 458,641 SH   DFND 1 458,641 0 0
RIO TINTO PLC SPONSORED ADR SPONSORED ADR 767204100 104 2,561 SH   DFND 1 2 2,561 0 0
RIO TINTO PLC SPONSORED ADR SPONSORED ADR 767204100 920 22,619 SH   DFND 1 21,650 0 969
RITE AID CORP COM COM 767754104 32,533 7,657,691 SH   DFND 1 7,657,691 0 0
RITE AID CORP COM COM 767754104 297 70,000 SH   DFND 1 2 70,000 0 0
RITTER PHARMACEUTICALS COM 767836109 42 29,614 SH   DFND 1 29,614 0 0
RIVERVIEW BANCORP INC COM 769397100 1,210 169,305 SH   DFND 1 169,305 0 0
RLI CORP COM COM 749607107 17,820 296,903 SH   DFND 1 295,092 0 1,811
RLJ ENTERTAINMENT INC COM NEW 74965F203 231 93,496 SH   DFND 1 93,496 0 0
RLJ LODGING TRUST COM 74965L101 41,596 1,769,324 SH   DFND 1 1,769,324 0 0
RMG NETWORKS HOLDING CORP COM 74966K102 21 27,670 SH   DFND 1 27,670 0 0
RMR GROUP INC/THE - A CL A 74967R106 4,605 93,039 SH   DFND 1 93,018 0 21
RMR GROUP INC/THE - A CL A 74967R106 211 4,275 SH   DFND 1 2 4,275 0 0
RMR REAL ESTATE INCOME FUND COM 76970B101 3,542 168,713 SH   DFND 1 2 168,713 0 0
ROADRUNNER TRANSPORTATION COM 76973Q105 2,057 299,470 SH   DFND 1 299,470 0 0
ROADRUNNER TRANSPORTATION COM 76973Q105 0 19 SH   DFND 1 2 19 0 0
ROBERT HALF INTL INC COM COM 770323103 79,944 1,638,991 SH   DFND 1 1,633,183 0 5,808
ROCKET FUEL INC COM 773111109 1,230 229,560 SH   DFND 1 229,560 0 0
ROCKWELL AUTOMATION INC COM COM 773903109 218,682 1,406,193 SH   DFND 1 1,400,114 0 6,079
ROCKWELL AUTOMATION INC COM COM 773903109 21 139 SH   DFND 1 2 139 0 0
ROCKWELL COLLINS INC COM COM 774341101 131,626 1,356,559 SH   DFND 1 1,350,914 0 5,645
ROCKWELL COLLINS INC COM COM 774341101 26 269 SH   DFND 1 2 269 0 0
ROCKWELL MEDICAL INC COM 774374102 2,326 371,700 SH   DFND 1 371,700 0 0
ROCKY BRANDS INC COM 774515100 463 40,116 SH   DFND 1 40,116 0 0
ROGERS CORP COM COM 775133101 14,153 164,827 SH   DFND 1 164,827 0 0
ROKA BIOSCIENCE INC COM NEW 775431208 43 12,233 SH   DFND 1 12,233 0 0
ROLLINS INC COM COM 775711104 26,870 723,687 SH   DFND 1 720,730 0 2,957
ROPER TECHNOLOGIES INC COM 776696106 201,643 977,956 SH   DFND 1 973,556 0 4,400
ROSETTA STONE INCE COM 777780107 1,162 119,211 SH   DFND 1 119,211 0 0
ROSS STORES INC COM COM 778296103 213 3,235 SH   DFND 1 2 3,235 0 0
ROSS STORES INC COM COM 778296103 302,429 4,596,834 SH   DFND 1 4,568,240 0 28,594
ROWAN COS INC COM SHS CL A G7665A101 14,863 954,006 SH   DFND 1 950,143 0 3,863
ROYAL BANCSHARES PA INC CL A CL A 780081105 163 42,026 SH   DFND 1 42,026 0 0
ROYAL BANK OF SCOT-SPON ADR SPONS ADR 2 ORD 780097689 190 31,330 SH   DFND 1 30,060 0 1,270
ROYAL BK CDA MONTREAL QUE COM COM 780087102 808 11,091 SH   DFND 1 10,271 0 820
ROYAL CARIBBEAN CRUISES LTD COM COM V7780T103 161,599 1,649,472 SH   DFND 1 1,641,923 0 7,549
ROYAL CARIBBEAN CRUISES LTD COM COM V7780T103 109 1,118 SH   DFND 1 2 1,118 0 0
ROYAL DUTCH / SHELL GROUP-ADR SPON ADR B 780259107 2,955 52,935 SH   DFND 1 51,616 0 1,319
ROYAL DUTCH / SHELL GROUP-ADR SPONS ADR A 780259206 318 6,031 SH   DFND 1 5,301 0 730
ROYAL GOLD INC COM COM 780287108 37,822 539,929 SH   DFND 1 537,903 0 2,026
ROYCE GLOBAL VALUE TRUST COM 78081T104 405 46,131 SH   DFND 1 2 46,131 0 0
ROYCE VALUE TRUST COM 780910105 1,444 103,149 SH   DFND 1 2 103,149 0 0
RPC INC COM COM 749660106 107 5,875 SH   DFND 1 2 5,875 0 0
RPC INC COM COM 749660106 8,596 469,505 SH   DFND 1 469,175 0 330
RPM INTERNATIONAL INC COM 749685103 54,097 983,053 SH   DFND 1 978,920 0 4,133
RPX CORP COM 74972G103 11,382 948,574 SH   DFND 1 947,958 0 616
RSP PERMIAN INC COM 74978Q105 35,038 845,727 SH   DFND 1 845,727 0 0
RTI SURGICAL INC COM 74975N105 1,825 456,346 SH   DFND 1 456,346 0 0
RUBICON PROJECT INC COM 78112V102 2,118 359,685 SH   DFND 1 359,685 0 0
RUBICON PROJECT INC COM 78112V102 5 946 SH   DFND 1 2 946 0 0
RUBICON TECHNOLOGY INC-REDH COM 78112T107 99 119,364 SH   DFND 1 119,364 0 0
RUBY TUESDAY INC COM COM 781182100 1,205 429,118 SH   DFND 1 429,118 0 0
RUDOLPH TECHNOLOGIES INC COM COM 781270103 11,830 528,139 SH   DFND 1 522,697 0 5,442
RUSH ENTERPRISES INC - CL B CL B 781846308 484 15,536 SH   DFND 1 15,536 0 0
RUSH ENTERPRISES INC-CL A CL A 781846209 11,065 334,520 SH   DFND 1 334,520 0 0
RUSH ENTERPRISES INC-CL A CL A 781846209 227 6,873 SH   DFND 1 2 6,873 0 0
RUTH'S CHRIS STEAK HOUSE COM 783332109 5,207 259,707 SH   DFND 1 259,707 0 0
RXI PHARMACEUTICALS COM 74979C501 21 26,638 SH   DFND 1 26,638 0 0
RYAM 8 08/15/19 PFD CV SER A 75508B203 14,427 140,000 PRN   DFND 1 2 140,000 0 0
RYANAIR HLDGS PLC SPONSORED ADR SPONSORED ADR NE 783513203 9,612 115,837 SH   DFND 1 115,661 0 176
RYDER SYS INC COM COM 783549108 41,559 551,479 SH   DFND 1 549,141 0 2,338
RYERSON HOLDING CORP COM 783754104 2,009 159,503 SH   DFND 1 159,503 0 0
RYL 1 5/8 05/15/18 NOTE 1.625% 5/1 783764AQ6 2,511 2,000,000 PRN   DFND 1 2 2,000,000 0 0
RYMAN HOSPITALITY PROPERTIES COM 78377T107 95 1,540 SH   DFND 1 2 1,540 0 0
RYMAN HOSPITALITY PROPERTIES COM 78377T107 33,945 549,015 SH   DFND 1 549,015 0 0
S & T BANCORP INC COM COM 783859101 10,603 306,459 SH   DFND 1 306,459 0 0
S&P GLOBAL INC COM 78409V104 299,478 2,294,233 SH   DFND 1 2,282,875 0 11,358
S&W SEED CO COM 785135104 233 47,087 SH   DFND 1 47,087 0 0
SABAN CAPITAL ACQUISITION CO UNIT 99/99/9999 78516C205 2,112 200,000 SH   DFND 1 2 200,000 0 0
SABRA HEALTH CARE REIT COM 78573L106 14,478 518,388 SH   DFND 1 518,388 0 0
SABRE CORP COM 78573M104 8 421 SH   DFND 1 2 421 0 0
SABRE CORP COM 78573M104 34,904 1,647,766 SH   DFND 1 1,647,766 0 0
SAFEGUARD SCIENTIFICS INC COM COM NEW 786449207 1,863 146,721 SH   DFND 1 146,721 0 0
SAFETY INSURANCE GROUP INC COM 78648T100 8,412 120,003 SH   DFND 1 120,003 0 0
SAGA COMMUNICATIONS CL A CL A NEW 786598300 1,459 28,599 SH   DFND 1 28,599 0 0
SAGE THERAPEUTICS INC COM 78667J108 19,036 267,861 SH   DFND 1 267,861 0 0
SAIA INC COM 78709Y105 8,886 200,588 SH   DFND 1 200,588 0 0
SAJAN INC COM NEW 79379T202 222 63,252 SH   DFND 1 63,252 0 0
SALEM COMMUNICATIONS CORP D CL A CL A 794093104 613 82,367 SH   DFND 1 82,367 0 0
SALESFORCE.COM INC COM 79466L302 477,183 5,793,802 SH   DFND 1 5,764,774 0 29,028
SALLY BEAUTY HOLDINGS INC COM 79546E104 149 7,291 SH   DFND 1 2 7,291 0 0
SALLY BEAUTY HOLDINGS INC COM 79546E104 21,807 1,066,885 SH   DFND 1 1,062,459 0 4,426
SANCHEZ ENERGY CORP COM 79970Y105 123 12,964 SH   DFND 1 2 12,964 0 0
SANCHEZ ENERGY CORP COM 79970Y105 10,017 1,050,008 SH   DFND 1 1,050,008 0 0
SANDERSON FARMS INC COM COM 800013104 78 759 SH   DFND 1 2 759 0 0
SANDERSON FARMS INC COM COM 800013104 25,143 242,141 SH   DFND 1 242,141 0 0
SANDRIDGE ENERGY INC COM NEW 80007P869 2,464 133,265 SH   DFND 1 133,265 0 0
SANDY SPRING BANCORP INC COM COM 800363103 10,363 252,837 SH   DFND 1 252,837 0 0
SANGAMO BIOSCIENCES INC COM COM 800677106 3,296 633,964 SH   DFND 1 633,964 0 0
SANMINA CORP COM 801056102 45 1,122 SH   DFND 1 2 1,122 0 0
SANMINA CORP COM 801056102 34,643 853,292 SH   DFND 1 853,292 0 0
SANOFI AVENTIS ADR SPONSORED ADR 80105N105 282 6,243 SH   DFND 1 2 6,243 0 0
SANOFI AVENTIS ADR SPONSORED ADR 80105N105 1,694 37,441 SH   DFND 1 35,671 0 1,770
SANTANDER CONSUMER USA HOLDINGS COM 80283M101 11,631 873,258 SH   DFND 1 873,258 0 0
SAP AKTIENGESELLSCHAFT SPONSORED ADR SPON ADR 803054204 1,311 13,360 SH   DFND 1 12,500 0 860
SAPIENS INTERNATIONAL CORP SHS NEW N7716A151 831 64,545 SH   DFND 1 64,545 0 0
SAREPTA THERAPEUTICS INC COM 803607100 12,462 421,047 SH   DFND 1 421,047 0 0
SAUL CTRS INC COM COM 804395101 58 946 SH   DFND 1 2 946 0 0
SAUL CTRS INC COM COM 804395101 7,012 113,803 SH   DFND 1 113,803 0 0
SBA COMMUNICATIONS CORP COM CL A 78410G104 112,504 934,999 SH   DFND 1 934,999 0 0
SCANA CORP NEW COM COM 80589M102 91,540 1,402,785 SH   DFND 1 1,396,599 0 6,186
SCANA CORP NEW COM COM 80589M102 27 420 SH   DFND 1 2 420 0 0
SCANSOURCE INC COM COM 806037107 15,722 400,568 SH   DFND 1 400,568 0 0
SCHEIN HENRY INC COM COM 806407102 148,454 874,511 SH   DFND 1 868,838 0 5,673
SCHLUMBERGER LTD COM COM 806857108 1,052,513 13,495,876 SH   DFND 1 13,433,276 0 62,600
SCHLUMBERGER LTD COM COM 806857108 44 576 SH   DFND 1 2 576 0 0
SCHNITZER STL INDS CL A CL A 806882106 5,482 265,481 SH   DFND 1 265,121 0 360
SCHOLASTIC CORP COM COM 807066105 9,547 224,285 SH   DFND 1 224,285 0 0
SCHULMAN A INC COM COM 808194104 7,548 240,007 SH   DFND 1 240,007 0 0
SCHWAB CHARLES CORP NEW COM COM 808513105 441,495 10,835,156 SH   DFND 1 10,782,605 0 52,551
SCHWEITZER-MAUDUIT INTL INC COM COM 808541106 16,864 407,154 SH   DFND 1 407,154 0 0
SCICLONE PHARMACEUTICALS IN COM COM 80862K104 4,050 413,282 SH   DFND 1 413,282 0 0
SCIENCE APPLICATIONS INTERNATIONAL COM 808625107 27,145 364,863 SH   DFND 1 363,506 0 1,357
SCIENTIFIC GAMES CORP CL A CL A 80874P109 411 17,385 SH   DFND 1 2 17,385 0 0
SCIENTIFIC GAMES CORP CL A CL A 80874P109 10,520 444,856 SH   DFND 1 444,856 0 0
SCMP 3 1/4 12/15/21 DBCV 3.250%12/1 864909AA4 5,936 6,000,000 PRN   DFND 1 2 6,000,000 0 0
SCORPIO BULKERS INC COM Y7546A122 857 93,190 SH   DFND 1 93,190 0 0
SCORPIO TANKERS INC SHS Y7542C106 1,923 433,147 SH   DFND 1 423,795 0 9,352
SCOTTS MIRACLE-GRO CO CL A 810186106 31,350 335,690 SH   DFND 1 334,159 0 1,531
SCRIPPS E W CO OHIO CL A CL A NEW 811054402 10,145 432,829 SH   DFND 1 432,829 0 0
SCRIPPS NETWORKS INTERCT-SPN CL A COM 811065101 92,713 1,184,294 SH   DFND 1 1,180,163 0 4,131
SCRIPPS NETWORKS INTERCT-SPN CL A COM 811065101 321 4,103 SH   DFND 1 2 4,103 0 0
SCYNEXIS INC COM 811292101 364 131,952 SH   DFND 1 131,952 0 0
SEABOARD CORP COM COM 811543107 9,643 2,313 SH   DFND 1 2,313 0 0
SEACHANGE INTL INC COM COM 811699107 449 181,276 SH   DFND 1 181,276 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 7,039 293,554 SH   DFND 1 293,554 0 0
SEACOR HOLDINGS INC COM 811904101 8,782 126,932 SH   DFND 1 126,932 0 0
SEADRILL LTD SHS G7945E105 1,032 625,575 SH   DFND 1 625,575 0 0
SEADRILL LTD SHS G7945E105 36 22,263 SH   DFND 1 2 22,263 0 0
SEAGATE TECHNOLOGY SHS G7945M107 146,523 3,194,232 SH   DFND 1 3,172,918 0 21,314
SEAGATE TECHNOLOGY SHS G7945M107 544 11,861 SH   DFND 1 2 11,861 0 0
SEALED AIR CORP NEW COM COM 81211K100 82,795 1,902,538 SH   DFND 1 1,894,066 0 8,472
SEALED AIR CORP NEW COM COM 81211K100 47 1,094 SH   DFND 1 2 1,094 0 0
SEARS CANADA INC COM 81234D109 60 43,368 SH   DFND 1 43,368 0 0
SEARS HOLDING CORP COM 812350106 4 431 SH   DFND 1 2 431 0 0
SEARS HOLDING CORP COM 812350106 4,069 354,192 SH   DFND 1 354,192 0 0
SEARS HOMETOWN & OUTLET STORES INC COM 812362101 325 83,358 SH   DFND 1 83,358 0 0
SEASPINE HOLDINGS CORP COM 81255T108 417 53,200 SH   DFND 1 53,200 0 0
SEATTLE GENETICS INC COM COM 812578102 49,710 791,093 SH   DFND 1 791,093 0 0
SEATTLE GENETICS INC COM COM 812578102 266 4,246 SH   DFND 1 2 4,246 0 0
SEAWORLD ENTERTAINMENT INC COM 81282V100 8,963 490,640 SH   DFND 1 489,260 0 1,380
SECOND SIGHT MEDICAL PRODUCT COM 81362J100 172 142,231 SH   DFND 1 142,231 0 0
SECUREWORKS CORP - A CL A 81374A105 790 83,252 SH   DFND 1 83,252 0 0
SECURITY NATL FINL CORP-CL A CL A NEW 814785309 353 51,912 SH   DFND 1 51,912 0 0
SEI INVESTMENTS CO COM COM 784117103 61,300 1,215,700 SH   DFND 1 1,210,520 0 5,180
SEI INVESTMENTS CO COM COM 784117103 328 6,509 SH   DFND 1 2 6,509 0 0
SELECT COMFORT CORP COM COM 81616X103 8,682 350,250 SH   DFND 1 350,250 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 15,068 584,270 SH   DFND 1 584,270 0 0
SELECT MEDICAL HOLDINGS CORP COM 81619Q105 114 8,581 SH   DFND 1 2 8,581 0 0
SELECT MEDICAL HOLDINGS CORP COM 81619Q105 13,296 996,029 SH   DFND 1 994,984 0 1,045
SELECTA BIOSCIENCES INC COM 816212104 708 49,480 SH   DFND 1 49,480 0 0
SELECTIVE INS GROUP INC COM COM 816300107 29,336 622,190 SH   DFND 1 622,190 0 0
SELF STORAGE GROUP INC COM 37955N106 356 74,849 SH   DFND 1 74,849 0 0
SEMGROUP CORP A CL A 81663A105 112 3,128 SH   DFND 1 2 3,128 0 0
SEMGROUP CORP A CL A 81663A105 15,597 433,257 SH   DFND 1 432,841 0 416
SEMPRA ENERGY COM COM 816851109 272,714 2,471,442 SH   DFND 1 2,460,570 0 10,872
SEMTECH CORP COM COM 816850101 19,150 566,592 SH   DFND 1 566,592 0 0
SEMTECH CORP COM COM 816850101 145 4,297 SH   DFND 1 2 4,297 0 0
SENECA FOODS CORP - CL A CL A 817070501 2,925 81,041 SH   DFND 1 81,041 0 0
SENIOR HSG PPTYS TR SH BEN INT SH BEN INT 81721M109 51,597 2,548,020 SH   DFND 1 2,539,639 0 8,381
SENOMYX INC COM COM 81724Q107 268 271,144 SH   DFND 1 271,144 0 0
SENSATA TECHNOLOGIES HOLDING SHS N7902X106 44,475 1,018,925 SH   DFND 1 1,018,925 0 0
SENSEONICS HOLDINGS INC COM 81727U105 190 106,270 SH   DFND 1 106,270 0 0
SENSIENT TECHNOLOGIES CORP COM COM 81725T100 27,734 349,914 SH   DFND 1 348,546 0 1,368
SEQUENTIAL BRANDS GROUP INC COM 81734P107 1,338 344,084 SH   DFND 1 344,084 0 0
SERES THERAPEUTICS INC COM 81750R102 1,874 166,325 SH   DFND 1 166,325 0 0
SERITAGE GROWTH PROPERTIES - A CL A 81752R100 10,063 233,227 SH   DFND 1 233,227 0 0
SERVICE CORP INTL COM COM 817565104 43,028 1,393,408 SH   DFND 1 1,387,587 0 5,821
SERVICEMASTER GLOBAL HOLDING COM 81761R109 41,079 983,948 SH   DFND 1 983,948 0 0
SERVICENOW INC COM 81762P102 98,731 1,129,244 SH   DFND 1 1,129,244 0 0
SERVICESOURCE INTERNATIONAL COM 81763U100 1,968 507,246 SH   DFND 1 507,246 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 13,916 382,544 SH   DFND 1 382,544 0 0
SFLY 0 1/4 05/15/18 NOTE 0.250% 5/1 82568PAB2 5,532 5,539,000 PRN   DFND 1 2 5,539,000 0 0
SHAKE SHACK INC - CLASS A CL A 819047101 3,989 119,450 SH   DFND 1 119,450 0 0
SHARPS COMPLIANCE CORP COM 820017101 285 60,041 SH   DFND 1 60,041 0 0
SHENANDOAH TELECOMMUNICATIO COM COM 82312B106 10,510 374,707 SH   DFND 1 374,707 0 0
SHERWIN WILLIAMS CO COM COM 824348106 250,495 808,672 SH   DFND 1 805,162 0 3,510
SHILOH INDS INC COM COM 824543102 757 55,563 SH   DFND 1 55,563 0 0
SHIP FINANCE INTL LTD SHS G81075106 1,463 99,529 SH   DFND 1 98,780 0 749
SHIRE LTD-ADR SPONSORED ADR 82481R106 8,896 51,062 SH   DFND 1 48,310 0 2,752
SHOE CARNIVAL INC COM COM 824889109 5,420 220,630 SH   DFND 1 220,630 0 0
SHOE CARNIVAL INC COM COM 824889109 117 4,800 SH   DFND 1 2 4,800 0 0
SHORE BANCSHARES INC COM COM 825107105 1,286 76,971 SH   DFND 1 76,971 0 0
SHORETEL INC COM 825211105 37 6,030 SH   DFND 1 2 6,030 0 0
SHORETEL INC COM 825211105 3,517 571,994 SH   DFND 1 571,994 0 0
SHUTTERFLY INC COM 82568P304 14,451 299,270 SH   DFND 1 299,270 0 0
SHUTTERSTOCK INC COM 825690100 6,186 149,611 SH   DFND 1 149,611 0 0
SI FINANCIAL GROUP INC COM 78425V104 914 65,077 SH   DFND 1 65,077 0 0
SIENTRA INC COM 82621J105 730 86,792 SH   DFND 1 86,792 0 0
SIERRA BANCORP COM 82620P102 2,303 83,977 SH   DFND 1 83,977 0 0
SIERRA ONCOLOGY INC COM 82640U107 59 38,853 SH   DFND 1 38,853 0 0
SIERRA WIRELESS INC COM 826516106 477 17,975 SH   DFND 1 17,975 0 0
SIERRA WIRELESS INC COM 826516106 228 8,591 SH   DFND 1 2 8,591 0 0
SIFY LTD-ADR SPONSORED ADR 82655M107 18 20,283 SH   DFND 1 20,283 0 0
SIGMA DESIGNS INC COM COM 826565103 1,883 301,403 SH   DFND 1 301,403 0 0
SIGMATRON INTERNATIONAL INC COM 82661L101 56 11,463 SH   DFND 1 11,463 0 0
SIGNATURE BANK COM 82669G104 64,782 436,717 SH   DFND 1 435,046 0 1,671
SIGNATURE BANK COM 82669G104 7 53 SH   DFND 1 2 53 0 0
SIGNET JEWELERS LTD SHS G81276100 45,927 663,982 SH   DFND 1 660,947 0 3,035
SILGAN HOLDINGS INC COM COM 827048109 19,315 325,403 SH   DFND 1 324,250 0 1,153
SILICOM LIMITED ORD M84116108 667 13,434 SH   DFND 1 13,434 0 0
SILICON LABORATORIES INC COM COM 826919102 14 201 SH   DFND 1 2 201 0 0
SILICON LABORATORIES INC COM COM 826919102 29,716 404,035 SH   DFND 1 402,744 0 1,291
SILICON MOTION TECHNOL-ADR SPONSORED ADR 82706C108 859 18,386 SH   DFND 1 18,386 0 0
SILICONWARE PRECISION -ADR SPONSD ADR SPL 827084864 335 41,454 SH   DFND 1 37,674 0 3,780
SILVER BAY REALTY TRUST COM 82735Q102 7,145 332,832 SH   DFND 1 332,832 0 0
SILVER SPRING NETWORKS INC COM 82817Q103 3,448 305,422 SH   DFND 1 305,422 0 0
SILVER STD RES INC COM COM 82823L106 691 65,099 SH   DFND 1 65,099 0 0
SILVERCREST ASSET MANAGEMENT GORUP INC CL A 828359109 549 41,312 SH   DFND 1 41,312 0 0
SIMMONS 1ST NATL CORP CL A $5 PAR CL A $1 PAR 828730200 14,080 255,312 SH   DFND 1 255,312 0 0
SIMON PPTY GROUP INC NEW COM COM 828806109 591,098 3,440,437 SH   DFND 1 3,426,602 0 13,835
SIMON PPTY GROUP INC NEW COM COM 828806109 30 175 SH   DFND 1 2 175 0 0
SIMPSON MANUFACTURING CO IN COM COM 829073105 13,458 312,341 SH   DFND 1 312,341 0 0
SIMPSON MANUFACTURING CO IN COM COM 829073105 15 354 SH   DFND 1 2 354 0 0
SIMULATIONS PLUS INC COM 829214105 731 62,227 SH   DFND 1 62,227 0 0
SINA CORP ORD G81477104 7,876 109,517 SH   DFND 1 109,517 0 0
SINCLAIR BROADCAST GROUP IN CL A CL A 829226109 28 705 SH   DFND 1 2 705 0 0
SINCLAIR BROADCAST GROUP IN CL A CL A 829226109 26,348 650,589 SH   DFND 1 650,589 0 0
SINGAPORE FD INC COM 003244100 171 15,861 SH   DFND 1 2 15,861 0 0
SINOVAC BIOTECH LTD SHS P8696W104 225 39,476 SH   DFND 1 39,476 0 0
SIRIUS XM HOLDINGS INC COM 82968B103 4 831 SH   DFND 1 2 831 0 0
SIRIUS XM HOLDINGS INC COM 82968B103 75,408 14,647,088 SH   DFND 1 14,512,620 0 134,468
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 6,921 142,980 SH   DFND 1 142,980 0 0
SITO MOBILE LTD COM NEW 82988R203 240 93,580 SH   DFND 1 93,580 0 0
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 36,207 608,627 SH   DFND 1 606,682 0 1,945
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 67 1,137 SH   DFND 1 2 1,137 0 0
SJW CORP COM COM 784305104 6,142 127,377 SH   DFND 1 127,377 0 0
SKECHERS U S A INC CL A CL A 830566105 26,850 978,163 SH   DFND 1 974,010 0 4,153
SKYLINE CORP COM COM 830830105 493 52,358 SH   DFND 1 52,358 0 0
SKYLINE MEDICAL INC COM PAR 83084T606 40 19,298 SH   DFND 1 19,298 0 0
SKYWEST INC COM COM 830879102 14,689 428,882 SH   DFND 1 428,882 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 22 230 SH   DFND 1 2 230 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 212,366 2,170,020 SH   DFND 1 2,156,296 0 13,724
SL GREEN RLTY CORP COM COM 78440X101 121,986 1,145,516 SH   DFND 1 1,141,174 0 4,342
SL GREEN RLTY CORP COM COM 78440X101 29 281 SH   DFND 1 2 281 0 0
SLM CORP COM 78442P106 42,469 3,509,889 SH   DFND 1 3,496,588 0 13,301
SM ENERGY CO COM 78454L100 1,494 62,200 SH   DFND 1 2 62,200 0 0
SM ENERGY CO COM 78454L100 18,232 759,043 SH   DFND 1 756,027 0 3,016
SMART & FINAL STORES INC COM 83190B101 2,615 216,182 SH   DFND 1 216,182 0 0
SMART SAND INC COM 83191H107 3,030 186,478 SH   DFND 1 186,478 0 0
SMARTFINANCIAL INC COM NEW 83190L208 320 15,234 SH   DFND 1 15,234 0 0
SMITH & NEPHEW P L C-ADR SPDN ADR NEW 83175M205 384 12,430 SH   DFND 1 11,301 0 1,129
SMITH A O COM COM 831865209 62,823 1,228,395 SH   DFND 1 1,223,841 0 4,554
SMITH A O COM COM 831865209 11 230 SH   DFND 1 2 230 0 0
SMITH MICRO SOFTWARE INC COM COM NEW 832154207 42 45,306 SH   DFND 1 45,306 0 0
SNAP ON INC COM COM 833034101 106,828 634,154 SH   DFND 1 631,641 0 2,513
SNYDERS-LANCE INC COM 833551104 27,889 691,868 SH   DFND 1 689,226 0 2,642
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 531 10,976 SH   DFND 1 10,976 0 0
SOHU.COM INC COM 83408W103 846 21,529 SH   DFND 1 21,529 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 3,338 213,989 SH   DFND 1 213,989 0 0
SOLITARIO EXPLORATION & ROYALT COM 8342EP107 62 75,942 SH   DFND 1 75,942 0 0
SONIC AUTOMOTIVE INC CL A CL A 83545G102 4,225 210,753 SH   DFND 1 210,753 0 0
SONIC CORP COM COM 835451105 9,499 374,594 SH   DFND 1 374,594 0 0
SONIC CORP COM COM 835451105 37 1,478 SH   DFND 1 2 1,478 0 0
SONIC FDRY INC COM NEW 83545R207 287 57,646 SH   DFND 1 57,646 0 0
SONOCO PRODS CO COM COM 835495102 40,585 766,926 SH   DFND 1 763,445 0 3,481
SONOMA PHARMACEUTICALS INC COM 83558L105 107 15,019 SH   DFND 1 15,019 0 0
SONUS NETWORKS INC COM COM NEW 835916503 2,526 383,314 SH   DFND 1 383,314 0 0
SONUS NETWORKS INC COM COM NEW 835916503 73 11,211 SH   DFND 1 2 11,211 0 0
SONY CORP ADR NEW ADR NEW 835699307 372 11,034 SH   DFND 1 9,865 0 1,169
SOPHIRIS BIO INC COM NEW 83578Q209 43 15,227 SH   DFND 1 15,227 0 0
SORRENTO THERAPEUTICS INC COM NEW 83587F202 1,449 366,928 SH   DFND 1 366,928 0 0
SOTHEBYS HLDGS INC CL A COM 835898107 16,014 352,116 SH   DFND 1 350,694 0 1,422
SOTHERLY HOTELS INC COM 83600C103 359 56,157 SH   DFND 1 56,157 0 0
SOURCE CAPITAL INC COM 836144105 3,168 84,354 SH   DFND 1 2 84,354 0 0
SOUTH JERSEY INDS INC COM COM 838518108 21,281 596,956 SH   DFND 1 596,956 0 0
SOUTH STATE CORP COM 840441109 18,783 210,222 SH   DFND 1 210,222 0 0
SOUTH STATE CORP COM 840441109 17 192 SH   DFND 1 2 192 0 0
SOUTHERN CO COM COM 842587107 475,877 9,573,271 SH   DFND 1 9,528,992 0 44,279
SOUTHERN COPPER CORP COM COM 84265V105 7,377 206,023 SH   DFND 1 206,023 0 0
SOUTHERN COPPER CORP COM COM 84265V105 115 3,227 SH   DFND 1 2 3,227 0 0
SOUTHERN FIRST BANCSHARES INC COM 842873101 1,888 57,829 SH   DFND 1 57,829 0 0
SOUTHERN MISSOURI BANCORP COM 843380106 1,327 37,366 SH   DFND 1 37,366 0 0
SOUTHERN NATL BANCRP VA-REDH COM 843395104 1,278 75,501 SH   DFND 1 75,501 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 7,116 211,984 SH   DFND 1 211,984 0 0
SOUTHWEST AIRLS CO COM COM 844741108 304,649 5,674,040 SH   DFND 1 5,646,245 0 27,795
SOUTHWEST BANCORP INC OKLA COM COM 844767103 4,053 155,016 SH   DFND 1 155,016 0 0
SOUTHWEST GAS CORP COM COM 844895102 33,681 406,238 SH   DFND 1 404,772 0 1,466
SOUTHWESTERN ENERGY CO COM COM 845467109 817 100,000 SH   DFND 1 2 100,000 0 0
SOUTHWESTERN ENERGY CO COM COM 845467109 52,963 6,489,491 SH   DFND 1 6,467,900 0 21,591
SP PLUS CORP COM 78469C103 5,317 157,570 SH   DFND 1 157,570 0 0
SPAR GROUP INC COM 784933103 215 211,168 SH   DFND 1 211,168 0 0
SPARK ENERGY INC - CLASS A CL A COM 846511103 2,941 92,056 SH   DFND 1 90,802 0 1,254
SPARK NETWORKS PLC COM 84651P100 100 97,541 SH   DFND 1 97,541 0 0
SPARK THERAPEUTICS INC COM 84652J103 9,449 177,154 SH   DFND 1 177,154 0 0
SPARTAN MOTORS INC COM 846819100 2,267 283,420 SH   DFND 1 283,420 0 0
SPARTANNASH CO COM 847215100 119 3,419 SH   DFND 1 2 3,419 0 0
SPARTANNASH CO COM 847215100 19,240 549,882 SH   DFND 1 549,882 0 0
SPARTON CORP COM 847235108 1,437 68,500 SH   DFND 1 68,500 0 0
SPDR S&P DIVIDEND ETF S&P DIVID ETF 78464A763 5,114 58,024 PRN   DFND 1 58,024 0 0
SPECTRANETICS CORP COM 84760C107 10,928 375,239 SH   DFND 1 375,239 0 0
SPECTRUM BRANDS HOLDINGS INC COM 84763R101 31,154 224,189 SH   DFND 1 224,189 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 3,543 545,118 SH   DFND 1 545,118 0 0
SPEEDWAY MOTORSPORTS INC COM COM 847788106 1,847 98,045 SH   DFND 1 97,690 0 355
SPF 1 1/4 08/01/32 NOTE 1.250% 8/0 85375CBC4 7,748 7,500,000 PRN   DFND 1 2 7,500,000 0 0
SPHERE 3D CORP COM 84841L100 5 24,109 SH   DFND 1 24,109 0 0
SPHERIX INC COM COM PAR NEW 84842R403 28 22,983 SH   DFND 1 22,983 0 0
SPI ENERGY CO LTD - SPN ADR SPON ADR 78470H109 40 34,226 SH   DFND 1 34,226 0 0
SPIRE INC COM 84857L101 24,175 358,153 SH   DFND 1 358,153 0 0
SPIRIT AEROSYSTEMS HLDG-CL A COM CL A 848574109 83,762 1,446,179 SH   DFND 1 1,446,179 0 0
SPIRIT AIRLINES INC COM 848577102 32,378 610,106 SH   DFND 1 610,106 0 0
SPIRIT REALTY CAPITAL INC COM 84860W102 37,844 3,735,930 SH   DFND 1 3,735,930 0 0
SPIRIT REALTY CAPITAL INC COM 84860W102 9 920 SH   DFND 1 2 920 0 0
SPLUNK INC COM 848637104 66,245 1,063,863 SH   DFND 1 1,063,638 0 225
SPOK HOLDINGS INC COM 84863T106 253 13,344 SH   DFND 1 2 13,344 0 0
SPOK HOLDINGS INC COM 84863T106 4,827 254,055 SH   DFND 1 254,055 0 0
SPORTSMAN'S WAREHOUSE HOLDING COM 84920Y106 1,147 240,038 SH   DFND 1 240,038 0 0
SPRINT CORP COM SER 1 85207U105 143 16,545 SH   DFND 1 2 16,545 0 0
SPRINT CORP COM SER 1 85207U105 41,542 4,788,159 SH   DFND 1 4,788,159 0 0
SPROUTS FARMERS MARKETS INC COM 85208M102 24,507 1,060,007 SH   DFND 1 1,056,018 0 3,989
SPS COMMERCE INC COM 78463M107 124 2,124 SH   DFND 1 2 2,124 0 0
SPS COMMERCE INC COM 78463M107 8,009 136,939 SH   DFND 1 136,939 0 0
SPX CORP COM COM 784635104 7,745 319,414 SH   DFND 1 319,414 0 0
SPX CORP COM COM 784635104 24 992 SH   DFND 1 2 992 0 0
SPX FLOW INC COM 78469X107 11,014 317,322 SH   DFND 1 317,322 0 0
SQUARE INC - A CL A 852234103 3,984 230,557 SH   DFND 1 230,557 0 0
SRC ENERGY INC COM 78470V108 13,085 1,550,412 SH   DFND 1 1,550,412 0 0
SS&C TECHNOLOGIES HOLDINGS COM 78467J100 47,861 1,352,027 SH   DFND 1 1,352,027 0 0
ST JOE CO COM COM 790148100 8,899 521,972 SH   DFND 1 521,972 0 0
STAAR SURGICAL CO COM PAR $0.01 COM PAR $0.01 852312305 2,401 245,080 SH   DFND 1 245,080 0 0
STAG INDUSTRIAL INC COM 85254J102 15,041 601,168 SH   DFND 1 601,168 0 0
STAGE STORES INC COM NEW COM NEW 85254C305 537 207,529 SH   DFND 1 207,389 0 140
STAMPS COM INC COM COM NEW 852857200 15,116 127,731 SH   DFND 1 127,731 0 0
STAMPS COM INC COM COM NEW 852857200 29 253 SH   DFND 1 2 253 0 0
STANDARD MTR PRODS INC COM COM 853666105 7,861 159,973 SH   DFND 1 159,973 0 0
STANDEX INTL CORP COM COM 854231107 9,592 95,780 SH   DFND 1 95,780 0 0
STANLEY BLACK & DECKER INC COM 854502101 220,525 1,661,823 SH   DFND 1 1,654,903 0 6,920
STANLEY FURNITURE INC COM NEW COM NEW 854305208 34 44,313 SH   DFND 1 44,313 0 0
STAPLES INC COM COM 855030102 70,124 8,004,913 SH   DFND 1 7,973,789 0 31,124
STAPLES INC COM COM 855030102 335 38,226 SH   DFND 1 2 38,226 0 0
STAR BULK CARRIERS CORP SHS PAR Y8162K204 102 8,613 SH   DFND 1 2 8,613 0 0
STAR BULK CARRIERS CORP SHS PAR Y8162K204 393 33,131 SH   DFND 1 33,131 0 0
STARBUCKS CORP COM COM 855244109 932,871 15,996,798 SH   DFND 1 15,888,500 0 108,298
STARRETT L S CO CL A CL A 855668109 266 25,372 SH   DFND 1 25,372 0 0
STARTEK INC COM COM 85569C107 257 29,610 SH   DFND 1 29,610 0 0
STARWOOD PROPERTY TRUST INC COM 85571B105 45,427 2,011,843 SH   DFND 1 2,009,243 0 2,600
STATE AUTO FINL CORP COM COM 855707105 3,720 135,538 SH   DFND 1 135,538 0 0
STATE BANK FINANCIAL CORP COM 856190103 7,930 303,624 SH   DFND 1 303,624 0 0
STATE NATIONAL COMPANIES INC COM 85711T305 3,489 242,346 SH   DFND 1 242,346 0 0
STATE STR CORP COM COM 857477103 266,904 3,357,703 SH   DFND 1 3,342,184 0 15,519
STATOIL ASA-SPON ADR SPONSORED ADR 85771P102 245 14,300 SH   DFND 1 12,535 0 1,765
STEALTHGAS INC SHS Y81669106 78 19,670 SH   DFND 1 19,670 0 0
STEEL DYNAMICS INC COM COM 858119100 94,819 2,727,823 SH   DFND 1 2,719,750 0 8,073
STEEL DYNAMICS INC COM COM 858119100 3 114 SH   DFND 1 2 114 0 0
STEELCASE INC CL A CL A 858155203 18,087 1,079,832 SH   DFND 1 1,079,832 0 0
STEIN MART INC COM COM 858375108 693 230,285 SH   DFND 1 230,285 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 1,367 159,920 SH   DFND 1 159,920 0 0
STEPAN CO COM COM 858586100 12,659 160,629 SH   DFND 1 160,629 0 0
STERICYCLE INC COM COM 858912108 70,367 850,091 SH   DFND 1 846,401 0 3,690
STERIS PLC SHS USD G84720104 36,125 520,090 SH   DFND 1 517,453 0 2,637
STERLING BANCORP/DE COM 85917A100 24,612 1,038,521 SH   DFND 1 1,038,521 0 0
STERLING CONSTRUCTION CO COM 859241101 1,322 142,942 SH   DFND 1 142,942 0 0
STEWART INFORMATION SVCS CO COM COM 860372101 7,764 175,742 SH   DFND 1 175,742 0 0
STIFEL FINL CORP COM COM 860630102 25,550 509,069 SH   DFND 1 506,947 0 2,122
STILLWATER MNG CO COM COM 86074Q102 15,920 921,844 SH   DFND 1 921,844 0 0
STMICROELECTRONICS N V NY REGISTRY NY REGISTRY 861012102 201 13,038 SH   DFND 1 2 13,038 0 0
STMICROELECTRONICS N V NY REGISTRY NY REGISTRY 861012102 104 6,761 SH   DFND 1 5,600 0 1,161
STOCK YARDS BANCORP INC COM 861025104 7,923 194,911 SH   DFND 1 194,911 0 0
STONEGATE BANK COM 861811107 6,096 129,460 SH   DFND 1 129,460 0 0
STONEGATE MORTGAGE GROUP COM 86181Q300 718 90,238 SH   DFND 1 90,238 0 0
STONERIDGE INC COM COM 86183P102 4,442 244,885 SH   DFND 1 244,885 0 0
STORE CAPITAL CORP COM 862121100 29,282 1,226,240 SH   DFND 1 1,226,240 0 0
STRAIGHT PATH COMM B CL B 862578101 2,500 69,521 SH   DFND 1 69,521 0 0
STRATA SKIN SCIENCES INC COM 86272A206 9 16,057 SH   DFND 1 16,057 0 0
STRATASYS LTD SHS M85548101 2,241 109,405 SH   DFND 1 109,405 0 0
STRATTEC SEC CORP COM COM 863111100 725 26,114 SH   DFND 1 26,114 0 0
STRATUS PROPERTIES INC COM NEW 863167201 1,096 40,010 SH   DFND 1 40,010 0 0
STRAYER ED INC COM COM 863236105 103 1,285 SH   DFND 1 2 1,285 0 0
STRAYER ED INC COM COM 863236105 7,058 87,692 SH   DFND 1 87,692 0 0
STREAMLINE HEALTH SOLUTIONS COM 86323X106 81 79,728 SH   DFND 1 79,728 0 0
STRONGBRIDGE BIOPHARMA PLC SHS USD G85347105 71 15,011 SH   DFND 1 15,011 0 0
STRYKER CORP COM COM 863667101 366,255 2,786,406 SH   DFND 1 2,773,019 0 13,387
STUDENT TRANSPORTATION INC COM 86388A108 339 58,038 SH   DFND 1 58,038 0 0
STURM RUGER & CO INC COM COM 864159108 7,762 144,959 SH   DFND 1 144,959 0 0
STWD 4 01/15/19 NOTE 4.000% 1/1 85571BAB1 12,540 11,000,000 PRN   DFND 1 2 11,000,000 0 0
STWD 4.55 03/01/2018 NOTE 4.550% 3/0 85571BAA3 3,275 3,000,000 PRN   DFND 1 2 3,000,000 0 0
SUCAMPO PHARMACTCLS INC CL A 864909106 3,080 280,003 SH   DFND 1 280,003 0 0
SUMITOMO MITSUI FINANCIAL GR-ADR SPONSORED ADR 86562M209 245 33,831 SH   DFND 1 22,121 0 11,710
SUMMER INFANT INC COM 865646103 141 74,509 SH   DFND 1 74,509 0 0
SUMMIT FINANCIAL GROUP INC COM 86606G101 1,145 53,168 SH   DFND 1 53,168 0 0
SUMMIT HOTEL PROPERTIES INC COM 866082100 21,599 1,351,640 SH   DFND 1 1,351,640 0 0
SUMMIT MATERIALS INC -CL A CL A 86614U100 19,665 795,854 SH   DFND 1 795,854 0 0
SUN BANCORP INC COM COM NEW 86663B201 2,378 97,475 SH   DFND 1 97,475 0 0
SUN COMMUNITIES INC COM COM 866674104 49,896 621,140 SH   DFND 1 621,140 0 0
SUN HYDRAULICS CORP COM COM 866942105 7,318 202,684 SH   DFND 1 202,684 0 0
SUN LIFE FINL SVCS CDA INC COM COM 866796105 204 5,601 SH   DFND 1 4,934 0 667
SUNCOKE ENERGY INC COM 86722A103 4,334 483,721 SH   DFND 1 483,721 0 0
SUNCOR ENERGY INC COM COM 867224107 412 13,399 SH   DFND 1 12,559 0 840
SUNESIS PHARMACEUTICALS INC COM PAR 867328700 255 62,353 SH   DFND 1 62,353 0 0
SUNLINK HEALTH SYSTEMS INC COM 86737U102 29 19,190 SH   DFND 1 19,190 0 0
SUNOPTA INC COM 8676EP108 314 45,227 SH   DFND 1 45,227 0 0
SUNPOWER CORP COM 867652406 3,249 532,710 SH   DFND 1 532,710 0 0
SUNRUN INC COM 86771W105 2,971 550,292 SH   DFND 1 550,292 0 0
SUNSTONE HOTEL INV INC -REDH COM 867892101 45,195 2,948,149 SH   DFND 1 2,948,149 0 0
SUNTRUST BKS INC COM COM 867914103 289,830 5,247,868 SH   DFND 1 5,226,584 0 21,284
SUNWORKS INC COM 86803X105 106 69,859 SH   DFND 1 69,859 0 0
SUPER MICRO COMPUTR INC COM 86800U104 11,250 443,824 SH   DFND 1 443,824 0 0
SUPERIOR ENERGY SVCS INC COM COM 868157108 16,706 1,171,540 SH   DFND 1 1,165,535 0 6,005
SUPERIOR INDS INTL INC COM COM 868168105 5,788 228,341 SH   DFND 1 228,341 0 0
SUPERIOR UNIFORM GROUP INC COM 868358102 1,202 64,641 SH   DFND 1 64,641 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 173 5,558 SH   DFND 1 2 5,558 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 13,842 442,266 SH   DFND 1 442,266 0 0
SUPERVALU INC COM COM 868536103 7,656 1,983,435 SH   DFND 1 1,983,435 0 0
SUPPORT.COM INC COM NEW 86858W200 248 113,070 SH   DFND 1 113,070 0 0
SUPREME INDS INC -CL A CL A 868607102 1,907 94,137 SH   DFND 1 94,137 0 0
SURGERY PARTNERS INC COM 86881A100 3,528 180,949 SH   DFND 1 180,949 0 0
SURMODICS INC COM COM 868873100 3,942 163,927 SH   DFND 1 163,927 0 0
SURMODICS INC COM COM 868873100 12 525 SH   DFND 1 2 525 0 0
SUTHERLAND ASSET MANAGEMENT COM 86933G105 710 49,166 SH   DFND 1 49,166 0 0
SVB FINANCIAL GROUP COM 78486Q101 77,053 414,066 SH   DFND 1 412,443 0 1,623
SWC 1 3/4 10/15/2032 NOTE 1.750%10/1 86074QAL6 2,660 2,000,000 PRN   DFND 1 2 2,000,000 0 0
SWIFT TRANSN CO COM CL A 87074U101 26 1,281 SH   DFND 1 2 1,281 0 0
SWIFT TRANSN CO COM CL A 87074U101 12,775 621,958 SH   DFND 1 621,958 0 0
SYKES ENTERPRISES INC COM COM 871237103 14,111 479,966 SH   DFND 1 479,966 0 0
SYMANTEC CORP COM COM 871503108 197,517 6,446,630 SH   DFND 1 6,399,497 0 47,133
SYNACOR INC COM 871561106 567 136,640 SH   DFND 1 136,640 0 0
SYNALLOY CP DEL COM COM 871565107 465 38,040 SH   DFND 1 38,040 0 0
SYNAPTICS INC COM COM 87157D109 15,191 306,847 SH   DFND 1 305,757 0 1,090
SYNCHRONOSS TECHNLGS COM 87157B103 27 1,116 SH   DFND 1 2 1,116 0 0
SYNCHRONOSS TECHNLGS COM 87157B103 8,542 350,099 SH   DFND 1 350,099 0 0
SYNCHRONY FINANCIAL COM 87165B103 290,268 8,473,423 SH   DFND 1 8,440,133 0 33,290
SYNCHRONY FINANCIAL COM 87165B103 46 1,364 SH   DFND 1 2 1,364 0 0
SYNDAX PHARMACEUTICALS INC COM 87164F105 1,357 98,962 SH   DFND 1 98,962 0 0
SYNERGY PHARMACEUTICALS INC COM NEW 871639308 7,689 1,650,188 SH   DFND 1 1,650,188 0 0
SYNERGY PHARMACEUTICALS INC COM NEW 871639308 93 20,000 SH   DFND 1 2 20,000 0 0
SYNERON MEDICAL LTD ORD SHS M87245102 192 18,258 SH   DFND 1 18,258 0 0
SYNGENTA AG SPONSORED ADR SPONSORED ADR 87160A100 532 6,017 SH   DFND 1 5,072 0 945
SYNNEX CORP COM COM 87162W100 34,738 310,327 SH   DFND 1 309,429 0 898
SYNNEX CORP COM COM 87162W100 28 254 SH   DFND 1 2 254 0 0
SYNOPSYS INC COM COM 871607107 133,356 1,850,973 SH   DFND 1 1,844,404 0 6,569
SYNOVUS FINL CORP COM COM NEW 87161C501 38,353 934,991 SH   DFND 1 931,222 0 3,769
SYNTEL INC COM COM 87162H103 7,031 417,791 SH   DFND 1 416,618 0 1,173
SYNTHESIS ENERGY SYSTEMS INC COM 871628103 365 429,036 SH   DFND 1 429,036 0 0
SYNTHETIC BIOLOGICS INC COM 87164U102 347 551,538 SH   DFND 1 551,538 0 0
SYNUTRA INTERNATIONAL INC COM 87164C102 1,003 168,673 SH   DFND 1 168,673 0 0
SYPRIS SOLUTIONS INC COM COM 871655106 58 55,146 SH   DFND 1 55,146 0 0
SYROS PHARMACEUTICALS INC COM 87184Q107 638 40,058 SH   DFND 1 40,058 0 0
SYSCO CORP COM COM 871829107 147 2,841 SH   DFND 1 2 2,841 0 0
SYSCO CORP COM COM 871829107 230,110 4,438,959 SH   DFND 1 4,416,979 0 21,980
SYSTEMAX INC COM COM 871851101 720 64,953 SH   DFND 1 64,953 0 0
T-MOBILE US INC COM 872590104 150,569 2,331,969 SH   DFND 1 2,308,398 0 23,571
T-MOBILE US INC COM 872590104 8,396 130,000 SH   DFND 1 2 130,000 0 0
T2 BIOSYSTEMS INC COM 89853L104 643 122,318 SH   DFND 1 122,318 0 0
TABLEAU SOFTWARE INC - CL A CL A 87336U105 20,836 420,509 SH   DFND 1 420,509 0 0
TABULA RASA HEALTHCARE INC COM 873379101 434 32,209 SH   DFND 1 32,209 0 0
TACTILE SYSTEMS TECHNOLOGY NC COM 87357P100 1,339 70,704 SH   DFND 1 70,704 0 0
TAHOE RESOURCES INC COM 873868103 4,284 533,504 SH   DFND 1 533,504 0 0
TAILORED BRANDS INC COM 87403A107 5,429 363,421 SH   DFND 1 363,421 0 0
TAIWAN SEMICONDUCTOR-SP ADR SPONSORED ADR 874039100 1,155 35,185 SH   DFND 1 2 35,185 0 0
TAIWAN SEMICONDUCTOR-SP ADR SPONSORED ADR 874039100 1,024 31,192 SH   DFND 1 27,094 0 4,098
TAKE-TWO INTERACTIVE SOFTWA COM COM 874054109 47,937 808,803 SH   DFND 1 805,657 0 3,146
TAL EDUCATION GROUP- ADR ADS REPSTG COM 874080104 5,801 54,675 SH   DFND 1 54,302 0 373
TAL EDUCATION GROUP- ADR ADS REPSTG COM 874080104 679 6,376 SH   DFND 1 2 6,376 0 0
TALLGRASS ENERGY GP LP SHS CL A 874696107 209 7,293 SH   DFND 1 2 7,293 0 0
TANDEM DIABETES CARE INC COM 875372104 186 155,407 SH   DFND 1 155,407 0 0
TANGER FACTORY OUTLET CTRS COM COM 875465106 27,200 830,032 SH   DFND 1 827,065 0 2,967
TARENA INTERNATIONAL INC-ADR ADR 876108101 316 16,940 SH   DFND 1 16,940 0 0
TARENA INTERNATIONAL INC-ADR ADR 876108101 514 27,560 SH   DFND 1 2 27,560 0 0
TARGA RESOURCES CORP COM 87612G101 88,301 1,474,679 SH   DFND 1 1,473,866 0 813
TARGA RESOURCES CORP COM 87612G101 48 802 SH   DFND 1 2 802 0 0
TARGET CORP COM COM 87612E106 469 8,512 SH   DFND 1 2 8,512 0 0
TARGET CORP COM COM 87612E106 332,234 6,027,478 SH   DFND 1 6,001,925 0 25,553
TARO PHARMACEUTICAL INDS LT ORD SHS M8737E108 3,620 31,079 SH   DFND 1 31,079 0 0
TASER INTL INC COM COM 05464C101 9,803 430,175 SH   DFND 1 430,129 0 46
TATA MOTORS LTD-SPON ADR SPONSORED ADR 876568502 2,144 60,146 SH   DFND 1 59,453 0 693
TAUBMAN CTRS INC COM COM 876664103 36,215 548,559 SH   DFND 1 546,669 0 1,890
TAYLOR MORRISON HOME CORP-A CL A 87724P106 14,393 675,094 SH   DFND 1 675,094 0 0
TAYLOR MORRISON HOME CORP-A CL A 87724P106 545 25,565 SH   DFND 1 2 25,565 0 0
TC PIPELINES LP UT COM LTD PRT UT COM LTD PRT 87233Q108 252 4,228 SH   DFND 1 2 4,228 0 0
TCF FINL CORP COM COM 872275102 25,585 1,503,235 SH   DFND 1 1,497,947 0 5,288
TD AMERITRADE HOLDINGS CORP COM 87236Y108 85,759 2,207,609 SH   DFND 1 2,207,609 0 0
TE CONNECTIVITY LTD REG SHS H84989104 252,150 3,387,268 SH   DFND 1 3,371,920 0 15,348
TEAM INC COM 878155100 6,305 233,103 SH   DFND 1 233,103 0 0
TEARLAB CORP COM NEW 878193200 37 13,101 SH   DFND 1 13,101 0 0
TECH DATA CORP COM COM 878237106 39,203 417,502 SH   DFND 1 416,436 0 1,066
TECH DATA CORP COM COM 878237106 665 7,092 SH   DFND 1 2 7,092 0 0
TECHNIPFMC PLC COM G87110105 134,666 4,149,367 SH   DFND 1 4,128,601 0 20,766
TECHTARGET INC -REDH COM 87874R100 1,209 133,913 SH   DFND 1 133,913 0 0
TECNOGLASS INC SHS G87264100 465 42,885 SH   DFND 1 42,885 0 0
TEEKAY SHIPPING MARSHALL IS COM COM Y8564W103 3,615 395,181 SH   DFND 1 395,181 0 0
TEEKAY TANKERS LTD CL A Y8565N102 237 115,851 SH   DFND 1 2 115,851 0 0
TEEKAY TANKERS LTD CL A Y8565N102 1,185 578,533 SH   DFND 1 568,139 0 10,394
TEGNA INC COM 87901J105 58,250 2,276,495 SH   DFND 1 2,266,198 0 10,297
TEJON RANCH CO DEL COM COM 879080109 2,209 100,946 SH   DFND 1 100,946 0 0
TELADOC INC COM 87918A105 6,353 254,130 SH   DFND 1 254,130 0 0
TELECOM ITALIA SPA - NEW-ADR SPON ADR ORD 87927Y102 181 20,174 SH   DFND 1 20,042 0 132
TELEDYNE TECHNOLOGIES INC COM COM 879360105 33,830 267,522 SH   DFND 1 266,426 0 1,096
TELEFLEX INC COM COM 879369106 66,661 344,212 SH   DFND 1 342,793 0 1,419
TELEFONICA S A SPONSORED ADR SPONSORED ADR 879382208 454 40,622 SH   DFND 1 39,599 0 1,023
TELENAV INV COM 879455103 2,211 255,625 SH   DFND 1 255,625 0 0
TELEPHONE & DATA SYS INC COM COM NEW 879433829 391 14,768 SH   DFND 1 2 14,768 0 0
TELEPHONE & DATA SYS INC COM COM NEW 879433829 19,745 744,827 SH   DFND 1 741,938 0 2,889
TELETECH HOLDINGS INC COM COM 879939106 4,968 167,861 SH   DFND 1 167,861 0 0
TELIGENT INC COM 87960W104 3,262 417,679 SH   DFND 1 417,679 0 0
TELLURIAN INC COM 87968A104 4,565 389,530 SH   DFND 1 389,530 0 0
TEMPLETON EMERGING MKTS INCM COM 880192109 1,531 136,386 SH   DFND 1 2 136,386 0 0
TEMPLETON GLOBAL INCOME FUND COM 880198106 686 103,267 SH   DFND 1 2 103,267 0 0
TEMPUR-PEDIC INTERNATIONAL COM 88023U101 16,409 353,195 SH   DFND 1 351,753 0 1,442
TENAX THERAPEUTICS INC COM 88032L100 51 91,755 SH   DFND 1 91,755 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 10,971 619,527 SH   DFND 1 617,046 0 2,481
TENGASCO INC COM PAR 88033R502 27 74,276 SH   DFND 1 74,276 0 0
TENNANT CO COM COM 880345103 9,939 136,807 SH   DFND 1 136,807 0 0
TENNECO AUTOMOTIVE INC COM COM 880349105 49,149 787,397 SH   DFND 1 787,397 0 0
TENNECO AUTOMOTIVE INC COM COM 880349105 29 473 SH   DFND 1 2 473 0 0
TERADATA CORP-REDH COM 88076W103 40,214 1,293,686 SH   DFND 1 1,287,985 0 5,701
TERADYNE INC COM COM 880770102 48,427 1,557,155 SH   DFND 1 1,550,915 0 6,240
TEREX CORP NEW COM COM 880779103 25,897 824,753 SH   DFND 1 821,458 0 3,295
TERNIUM SA-SPONSORED ADR SPON ADR 880890108 538 20,623 SH   DFND 1 2 20,623 0 0
TERRAFORM GLOBAL INC - CL A CL A 88104M101 2,470 514,641 SH   DFND 1 514,641 0 0
TERRAFORM POWER INC - A CL A COM 88104R100 8,049 650,708 SH   DFND 1 650,708 0 0
TERRAVIA HOLDINGS INC COM 88105A106 439 607,194 SH   DFND 1 607,194 0 0
TERRENO REALTY CORP COM 88146M101 9,709 346,775 SH   DFND 1 346,775 0 0
TERRITORIAL BANCORP INC COM 88145X108 1,959 62,854 SH   DFND 1 62,854 0 0
TESARO INC COM 881569107 45,054 292,810 SH   DFND 1 292,810 0 0
TESCO CORP COM 88157K101 3,481 432,473 SH   DFND 1 432,473 0 0
TESLA INC COM 88160R101 253,232 910,289 SH   DFND 1 905,931 0 4,358
TESORO CORP COM COM 881609101 109,235 1,349,192 SH   DFND 1 1,343,797 0 5,395
TESSCO TECHNOLOGIES INC COM 872386107 537 34,262 SH   DFND 1 34,262 0 0
TETRA TECH INC NEW COM COM 88162G103 19,410 475,172 SH   DFND 1 475,172 0 0
TETRA TECHNOLOGIES INC DEL COM COM 88162F105 3,707 910,912 SH   DFND 1 910,679 0 233
TETRAPHASE PHARMACEUTICALS INC COM 88165N105 2,880 313,390 SH   DFND 1 313,390 0 0
TEVA PHARM INDS -ADR SPONSORED ADR 881624209 59,618 1,860,426 SH   DFND 1 1,859,481 0 945
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 33,380 400,010 SH   DFND 1 398,474 0 1,536
TEXAS INSTRS INC COM COM 882508104 898,944 11,172,531 SH   DFND 1 11,097,957 0 74,574
TEXAS INSTRS INC COM COM 882508104 761 9,449 SH   DFND 1 2 9,449 0 0
TEXAS ROADHOUSE INC-CLASS A COM 882681109 24,044 539,967 SH   DFND 1 537,983 0 1,984
TEXTAINER GROUP HLDNGS-REDH SHS G8766E109 3,184 208,109 SH   DFND 1 208,109 0 0
TEXTRON INC COM COM 883203101 10 230 SH   DFND 1 2 230 0 0
TEXTRON INC COM COM 883203101 129,442 2,723,727 SH   DFND 1 2,712,078 0 11,649
TFS FINANCIAL CORP COM 87240R107 11,464 689,780 SH   DFND 1 689,780 0 0
TG THERAPEUTICS INC COM 88322Q108 4,221 362,353 SH   DFND 1 362,353 0 0
THAI FUND COM 882904105 162 19,009 SH   DFND 1 2 19,009 0 0
THE BANCORP INC COM 05969A105 2,217 434,857 SH   DFND 1 434,857 0 0
THE CARLYLE GROUP COM UTS LTD PTN 14309L102 768 48,194 SH   DFND 1 48,194 0 0
THE COMMUNITY FINANCIAL CORP COM 20368X101 613 17,034 SH   DFND 1 17,034 0 0
THE NEW HOME CO INC COM 645370107 871 83,329 SH   DFND 1 83,329 0 0
THERAPEUTICS MD INC COM 88338N107 9,213 1,279,601 SH   DFND 1 1,279,601 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 12,160 330,280 SH   DFND 1 330,280 0 0
THERMO ELECTRON CORP COM COM 883556102 546,354 3,562,443 SH   DFND 1 3,544,873 0 17,570
THERMON GROUP HOLDINGS INC COM 88362T103 5,089 244,194 SH   DFND 1 244,194 0 0
THESTREET COM COM COM 88368Q103 80 105,704 SH   DFND 1 105,704 0 0
THIRD POINT REINSURANCE LTD COM G8827U100 5,534 457,365 SH   DFND 1 457,365 0 0
THL CREDIT INC COM 872438106 114 11,496 SH   DFND 1 2 11,496 0 0
THOMSON REUTERS CORP COM 884903105 24,753 572,389 SH   DFND 1 572,289 0 100
THOR INDS INC COM COM 885160101 28 300 SH   DFND 1 2 300 0 0
THOR INDS INC COM COM 885160101 34,118 354,921 SH   DFND 1 353,437 0 1,484
THRESHOLD PHARMACEUTICALS COM NEW 885807206 233 409,477 SH   DFND 1 409,477 0 0
TIDEWATER INC COM COM 886423102 395 343,845 SH   DFND 1 343,845 0 0
TIER REIT INC COM NEW 88650V208 8,255 475,543 SH   DFND 1 475,543 0 0
TIFFANY & CO NEW COM COM 886547108 100,988 1,061,210 SH   DFND 1 1,056,256 0 4,954
TILE SHOP HOLDINGS INC COM 88677Q109 5,487 285,060 SH   DFND 1 285,060 0 0
TILLYS INC CL A CL A 886885102 780 86,499 SH   DFND 1 86,499 0 0
TIM PARTICIPACOES SA-ADR SPONSORED ADR 88706P205 0 16 SH   DFND 1 0 0 16
TIM PARTICIPACOES SA-ADR SPONSORED ADR 88706P205 492 30,828 SH   DFND 1 2 30,828 0 0
TIMBERLAND BANCORP INC COM COM 887098101 527 23,531 SH   DFND 1 23,531 0 0
TIME INC COM 887228104 677 35,000 SH   DFND 1 2 35,000 0 0
TIME INC COM 887228104 14,525 750,684 SH   DFND 1 746,626 0 4,058
TIME WARNER INC COM COM NEW 887317303 1,465 15,000 SH   DFND 1 2 15,000 0 0
TIME WARNER INC COM COM NEW 887317303 708,915 7,266,041 SH   DFND 1 7,231,186 0 34,855
TIMKEN CO COM COM 887389104 25,127 555,928 SH   DFND 1 553,773 0 2,155
TIMKENSTEEL CORP COM 887399103 5,679 300,327 SH   DFND 1 300,327 0 0
TIPTREE FINANCIAL INC A CL A 88822Q103 1,612 220,880 SH   DFND 1 220,880 0 0
TITAN INTL INC ILL COM COM 88830M102 3,435 332,280 SH   DFND 1 332,280 0 0
TITAN MACHINERY INC-REDH COM 88830R101 2,069 134,921 SH   DFND 1 134,921 0 0
TITAN PHARMACEUTICALS INC D COM COM NEW 888314309 402 121,865 SH   DFND 1 121,865 0 0
TIVITY HEALTH INC COM 88870R102 14,353 493,252 SH   DFND 1 493,252 0 0
TIVO INC COM COM 88870P106 18,505 986,965 SH   DFND 1 986,603 0 362
TJX COS INC NEW COM COM 872540109 528,256 6,689,121 SH   DFND 1 6,659,378 0 29,743
TOKAI PHARMACEUTICALS INC COM 88907J107 70 84,831 SH   DFND 1 84,831 0 0
TOLL BROTHERS INC COM COM 889478103 41,236 1,142,376 SH   DFND 1 1,137,779 0 4,597
TOMPKINSTRUSTCO INC COM COM 890110109 8,329 103,406 SH   DFND 1 103,406 0 0
TONIX PHARMACEUTICALS HOLDING CORP COM 890260409 47 10,209 SH   DFND 1 10,209 0 0
TOOTSIE ROLL INDS INC COM COM 890516107 6,448 172,662 SH   DFND 1 172,107 0 555
TOPBUILD CORP - W/I COM 89055F103 13,923 296,251 SH   DFND 1 296,163 0 88
TORCHLIGHT ENERGY RESOURCES INC COM 89102U103 176 126,229 SH   DFND 1 126,229 0 0
TORCHMARK CORP COM COM 891027104 87,705 1,139,959 SH   DFND 1 1,135,233 0 4,726
TORO CO COM COM 891092108 939 15,043 SH   DFND 1 2 15,043 0 0
TORO CO COM COM 891092108 55,105 882,252 SH   DFND 1 878,898 0 3,354
TORONTO DOMINION BK ONT COM NEW COM NEW 891160509 897 17,914 SH   DFND 1 16,959 0 955
TOTAL FINA ELF S A SPONSORED ADR SPONSORED ADR 89151E109 1,739 34,492 SH   DFND 1 33,036 0 1,456
TOTAL SYS SVCS INC COM COM 891906109 82,951 1,553,917 SH   DFND 1 1,546,459 0 7,458
TOTAL SYS SVCS INC COM COM 891906109 30 563 SH   DFND 1 2 563 0 0
TOWER INTERNATIONAL INC COM 891826109 5,121 188,995 SH   DFND 1 188,995 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 566 24,594 SH   DFND 1 2 24,594 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 1,162 50,450 SH   DFND 1 50,450 0 0
TOWN SPORTS INTERNATIONAL COM 89214A102 369 103,999 SH   DFND 1 103,999 0 0
TOWNE BANK COM 89214P109 15,789 487,330 SH   DFND 1 487,330 0 0
TOWNSQUARE MEDIA INC CL A 892231101 659 54,111 SH   DFND 1 54,111 0 0
TOYOTA MOTOR CORP SP ADR REP2COM SP ADR REP2COM 892331307 970 8,931 SH   DFND 1 7,210 0 1,721
TPI COMPOSITES INC COM 87266J104 1,804 94,939 SH   DFND 1 94,939 0 0
TRACON PHARMACEUTICALS INC COM 89237H100 107 28,710 SH   DFND 1 28,710 0 0
TRACTOR SUPPLY CO COM COM 892356106 28 417 SH   DFND 1 2 417 0 0
TRACTOR SUPPLY CO COM COM 892356106 99,330 1,441,980 SH   DFND 1 1,432,445 0 9,535
TRADE DESK INC COM CL A 88339J105 3,194 85,761 SH   DFND 1 85,761 0 0
TRANS WORLD ENTMT CORP COM COM 89336Q100 78 46,227 SH   DFND 1 46,227 0 0
TRANSACT TECHNOLOGIES INC COM COM 892918103 271 33,579 SH   DFND 1 33,579 0 0
TRANSATLANTIC PETROLEUM LTD SHS NEW G89982113 137 97,946 SH   DFND 1 97,946 0 0
TRANSCANADA CORP COM 89353D107 346 7,513 SH   DFND 1 6,815 0 698
TRANSCONTINENTAL RLTY INVS COM NEW COM NEW 893617209 403 22,207 SH   DFND 1 22,207 0 0
TRANSENTERIX INC COM NEW 89366M201 612 506,092 SH   DFND 1 506,092 0 0
TRANSGLOBE ENERGY CORP COM 893662106 61 38,818 SH   DFND 1 38,818 0 0
TRANSIDGM GROUP INC COM 893641100 102,814 467,692 SH   DFND 1 465,526 0 2,166
TRANSOCEAN LTD REG SHS H8817H100 142 11,414 SH   DFND 1 2 11,414 0 0
TRANSOCEAN LTD REG SHS H8817H100 48,934 3,934,741 SH   DFND 1 3,917,835 0 16,906
TRANSPORTADORA DE GAS DEL SUR SPON ADR B 893870204 869 61,175 SH   DFND 1 2 61,175 0 0
TRANSUNION COM 89400J107 26,745 697,416 SH   DFND 1 697,416 0 0
TRAVELCENTERS OF AMERICA W/I COM 894174101 136 22,405 SH   DFND 1 22,405 0 0
TRAVELERS COS INC/THE COM 89417E109 323,057 2,683,966 SH   DFND 1 2,671,004 0 12,962
TRAVELPORT WORLDWIDE LTD SHS G9019D104 12,421 1,055,391 SH   DFND 1 1,055,391 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 168 14,352 SH   DFND 1 2 14,352 0 0
TRAVELZOO INC COM NEW 89421Q205 440 45,664 SH   DFND 1 45,664 0 0
TRC COS INC COM COM 872625108 2,892 165,763 SH   DFND 1 165,763 0 0
TRECORA RESOURCES COM 894648104 1,580 142,410 SH   DFND 1 142,410 0 0
TREDEGAR CORP COM COM 894650100 3,819 217,613 SH   DFND 1 217,613 0 0
TREDEGAR CORP COM COM 894650100 208 11,878 SH   DFND 1 2 11,878 0 0
TREEHOUSE FOODS INC COM 89469A104 36,186 427,437 SH   DFND 1 425,676 0 1,761
TREMOR VIDEO INC COM 89484Q100 270 135,251 SH   DFND 1 135,251 0 0
TREVENA INC COM 89532E109 1,432 390,429 SH   DFND 1 390,429 0 0
TREX INC COM COM 89531P105 1 21 SH   DFND 1 2 21 0 0
TREX INC COM COM 89531P105 15,454 222,714 SH   DFND 1 222,714 0 0
TRI POINTE GROUP INC COM 87265H109 14,880 1,186,624 SH   DFND 1 1,181,638 0 4,986
TRI-CONTINENTAL CORP COM 895436103 3,184 137,758 SH   DFND 1 2 137,758 0 0
TRIBUNE MEDIA CO - A CL A 896047503 21,569 578,726 SH   DFND 1 578,726 0 0
TRICO BANCSHARES COM COM 896095106 6,510 183,241 SH   DFND 1 183,241 0 0
TRIMAS CORP COM NEW 896215209 7,399 356,625 SH   DFND 1 356,625 0 0
TRIMBLE INC COM 896239100 64,717 2,022,481 SH   DFND 1 2,014,678 0 7,803
TRINET GROUP INC COM 896288107 8,736 302,294 SH   DFND 1 302,294 0 0
TRINITY BIOTECH PLC-SPON ADR SPON ADR NEW 896438306 108 18,267 SH   DFND 1 18,267 0 0
TRINITY BIOTECH PLC-SPON ADR SPON ADR NEW 896438306 34 5,771 SH   DFND 1 2 5,771 0 0
TRINITY INDS INC COM COM 896522109 32,434 1,221,636 SH   DFND 1 1,216,306 0 5,330
TRINITY PLACE HOLDINGS INC COM 89656D101 625 85,609 SH   DFND 1 85,609 0 0
TRINSEO SA SHS L9340P101 51,131 762,022 SH   DFND 1 762,022 0 0
TRINSEO SA SHS L9340P101 900 13,427 SH   DFND 1 2 13,427 0 0
TRIPADVISOR INC COM 896945201 48,863 1,133,708 SH   DFND 1 1,124,981 0 8,727
TRIPLE-S MANAGEMENT CP-REDH CL B 896749108 5,062 288,124 SH   DFND 1 287,497 0 627
TRISTATE CAPITAL HLDGS INC COM 89678F100 4,422 189,393 SH   DFND 1 189,393 0 0
TRITON INTERNATIONAL LTD/BER CL A G9078F107 6,877 266,692 SH   DFND 1 266,029 0 663
TRIUMPH BANCORP INC COM 89679E300 3,336 129,329 SH   DFND 1 129,329 0 0
TRIUMPH GROUP INC NEW COM COM 896818101 9,994 388,144 SH   DFND 1 388,144 0 0
TRIUMPH GROUP INC NEW COM COM 896818101 15 617 SH   DFND 1 2 617 0 0
TRIVAGO N.V. -ADR SPON ADS A SHS 89686D105 194 14,947 SH   DFND 1 14,947 0 0
TRN 3 7/8 06/01/36 NOTE 3.875% 6/0 896522AF6 12,750 10,500,000 PRN   DFND 1 2 10,500,000 0 0
TRONC INC COM 89703P107 3,025 217,356 SH   DFND 1 217,356 0 0
TRONOX LTD SHS CL A Q9235V101 9,256 501,686 SH   DFND 1 501,686 0 0
TRONOX LTD SHS CL A Q9235V101 26 1,457 SH   DFND 1 2 1,457 0 0
TROVAGENE INC COM NEW 897238309 227 197,459 SH   DFND 1 197,459 0 0
TRUEBLUE INC COM 89785X101 10,302 376,678 SH   DFND 1 376,678 0 0
TRUECAR INC COM 89785L107 6,905 446,370 SH   DFND 1 446,370 0 0
TRUPANION INC COM 898202106 1,835 129,045 SH   DFND 1 129,045 0 0
TRUSTCO BK CORP N Y COM COM 898349105 6,107 778,023 SH   DFND 1 778,023 0 0
TRUSTMARK CORP COM COM 898402102 17,418 547,922 SH   DFND 1 542,837 0 5,085
TSLA 0 1/4 03/01/19 NOTE 0.250% 3/0 88160RAB7 6,500 6,500,000 PRN   DFND 1 2 6,500,000 0 0
TSLA 1 1/2 06/01/18 NOTE 1.500% 6/0 88160RAA9 33,440 15,000,000 PRN   DFND 1 2 15,000,000 0 0
TSRO 3 10/01/21 NOTE 3.000%10/0 881569AA5 8,862 2,000,000 PRN   DFND 1 2 2,000,000 0 0
TTM TECHNOLOGIES INC COM COM 87305R109 18,946 1,174,626 SH   DFND 1 1,174,626 0 0
TUCOWS INC COM COM NEW 898697206 285 5,597 SH   DFND 1 5,597 0 0
TUESDAY MORNING CORP COM NEW COM NEW 899035505 1,311 349,704 SH   DFND 1 349,704 0 0
TUNIU CORP-SPON ADR SPONSORED ADS CL 89977P106 178 20,380 SH   DFND 1 20,380 0 0
TUPPERWARE BRANDS CORP COM COM 899896104 672 10,721 SH   DFND 1 2 10,721 0 0
TUPPERWARE BRANDS CORP COM COM 899896104 23,557 375,604 SH   DFND 1 373,493 0 2,111
TURNING POINT BRANDS INC COM 90041L105 612 39,231 SH   DFND 1 39,231 0 0
TURTLE BEACH CORP COM 900450107 64 71,674 SH   DFND 1 71,674 0 0
TUTOR PERINI CORP COM COM 901109108 9,539 299,980 SH   DFND 1 299,980 0 0
TWENTY-FIRST CENTURY FOX CL A 90130A101 338,487 10,465,092 SH   DFND 1 10,388,191 0 76,901
TWENTY-FIRST CENTURY FOX - B CL B 90130A200 156,736 4,938,389 SH   DFND 1 4,894,582 0 43,807
TWENTY-FIRST CENTURY FOX - B CL B 90130A200 1,906 60,000 SH   DFND 1 2 60,000 0 0
TWILIO INC - A CL A 90138F102 29 1,022 SH   DFND 1 2 1,022 0 0
TWILIO INC - A CL A 90138F102 4,547 157,500 SH   DFND 1 157,500 0 0
TWIN DISC INC COM COM 901476101 952 46,300 SH   DFND 1 46,300 0 0
TWITTER INC COM 90184L102 62,351 4,172,202 SH   DFND 1 4,171,601 0 601
TWITTER INC COM 90184L102 311 20,803 SH   DFND 1 2 20,803 0 0
TWO 6 1/4 01/15/2022 NOTE 6.250% 1/1 90187BAA9 11,295 11,000,000 PRN   DFND 1 2 11,000,000 0 0
TWO HARBORS INVESTMENT CORP COM 90187B101 26,858 2,800,634 SH   DFND 1 2,800,634 0 0
TWO RIVER BANCORP COM 90207C105 866 49,046 SH   DFND 1 49,046 0 0
TYLER TECHNOLOGIES INC COM COM 902252105 37,781 244,448 SH   DFND 1 243,408 0 1,040
TYSON FOODS INC CL A CL A 902494103 207,597 3,368,091 SH   DFND 1 3,355,544 0 12,547
TYSON FOODS INC CL A CL A 902494103 29 472 SH   DFND 1 2 472 0 0
U S ENERGY CORP - WYOMING COM NEW 911805208 17 19,892 SH   DFND 1 19,892 0 0
U S G CORP COM NEW COM NEW 903293405 21,675 681,611 SH   DFND 1 681,611 0 0
U S GEOTHERMAL INC COM NEW 90338S201 364 89,021 SH   DFND 1 89,021 0 0
U S PHYSICAL THERAPY INC COM COM 90337L108 5,962 91,309 SH   DFND 1 91,309 0 0
U.S. GLOBAL INVESTORS INC-A CL A 902952100 70 45,139 SH   DFND 1 45,139 0 0
UBIQUITI NETWORKS INC COM 90347A100 12,167 242,083 SH   DFND 1 242,083 0 0
UBS GROUP AG SHS H42097107 172 10,839 SH   DFND 1 7,544 0 3,295
UCP INC CL A 90265Y106 496 48,943 SH   DFND 1 48,943 0 0
UDR INC COM 902653104 112,206 3,098,189 SH   DFND 1 3,086,628 0 11,561
UFP TECHNOLOGIES INC COM 902673102 1,363 52,650 SH   DFND 1 52,650 0 0
UGI CORP NEW COM COM 902681105 92,103 1,864,912 SH   DFND 1 1,859,554 0 5,358
ULTA SALON COSMETICS & FRAGR COM 90384S303 184,395 647,300 SH   DFND 1 642,996 0 4,304
ULTIMATE SOFTWARE GROUP INC COM COM 90385D107 44,708 229,028 SH   DFND 1 228,110 0 918
ULTIMATE SOFTWARE GROUP INC COM COM 90385D107 22 117 SH   DFND 1 2 117 0 0
ULTRA CLEAN HOLDINGS COM 90385V107 5,447 322,902 SH   DFND 1 322,902 0 0
ULTRA CLEAN HOLDINGS COM 90385V107 61 3,697 SH   DFND 1 2 3,697 0 0
ULTRAGENYX PHARMACEUTICAL INC COM 90400D108 11 174 SH   DFND 1 2 174 0 0
ULTRAGENYX PHARMACEUTICAL INC COM 90400D108 22,608 333,550 SH   DFND 1 333,550 0 0
ULTRALIFE CORP COM 903899102 355 65,840 SH   DFND 1 65,840 0 0
ULTRATECH STEPPER INC COM COM 904034105 7,141 241,120 SH   DFND 1 241,120 0 0
ULTRATECH STEPPER INC COM COM 904034105 171 5,800 SH   DFND 1 2 5,800 0 0
UMB FINL CORP COM COM 902788108 27,863 369,980 SH   DFND 1 368,629 0 1,351
UMH PROPERTIES INC COM COM 903002103 3,587 235,863 SH   DFND 1 235,863 0 0
UMH PROPERTIES INC S-A 8 1/4 CV RED PFD-A 903002202 406 15,810 SH   DFND 1 15,810 0 0
UMPQUA HLDGS CORP COM COM 904214103 41,960 2,365,277 SH   DFND 1 2,356,728 0 8,549
UMPQUA HLDGS CORP COM COM 904214103 70 3,973 SH   DFND 1 2 3,973 0 0
UNDER ARMOUR INC - CLASS C CL C 904311206 31,520 1,724,855 SH   DFND 1 1,716,763 0 8,092
UNDER ARMOUR INC-CLASS A CL A 904311107 34,298 1,736,573 SH   DFND 1 1,728,690 0 7,883
UNI-PIXEL INC COM NEW 904572203 204 240,301 SH   DFND 1 240,301 0 0
UNIFI INC COM COM NEW 904677200 4,433 156,173 SH   DFND 1 156,173 0 0
UNIFIRST CORP MASS COM COM 904708104 19,839 140,256 SH   DFND 1 140,256 0 0
UNILEVER N V N Y SHS NEW N Y SHS NEW 904784709 914 18,404 SH   DFND 1 15,697 0 2,707
UNILEVER N V N Y SHS NEW N Y SHS NEW 904784709 19 396 SH   DFND 1 2 396 0 0
UNILEVER PLC SPON ADR NEW SPON ADR NEW 904767704 1,144 23,196 SH   DFND 1 20,308 0 2,888
UNILIFE CORP COM NEW 90478E301 159 93,559 SH   DFND 1 93,559 0 0
UNION BANKSHARES CORP COM 90539J109 12,724 361,708 SH   DFND 1 361,708 0 0
UNION BANKSHARES INC/VT COM 905400107 1,590 37,028 SH   DFND 1 37,028 0 0
UNION PAC CORP COM COM 907818108 903,348 8,539,904 SH   DFND 1 8,502,526 0 37,378
UNIQUE FABRICATING INC COM 90915J103 240 19,963 SH   DFND 1 19,963 0 0
UNIQURE BV SHS N90064101 71 12,345 SH   DFND 1 12,345 0 0
UNISYS CORP COM COM NEW 909214306 5,072 363,586 SH   DFND 1 363,309 0 277
UNIT CORP COM COM 909218109 9,303 385,061 SH   DFND 1 385,061 0 0
UNITED BANCORP INC/OHIO COM 909911109 499 41,665 SH   DFND 1 41,665 0 0
UNITED BANKSHARES INC WEST COM COM 909907107 27,221 644,297 SH   DFND 1 643,172 0 1,125
UNITED CMNTY BKS BLAIRSVLE CAP STK COM 90984P303 15,565 562,144 SH   DFND 1 562,144 0 0
UNITED CMNTY FINL CORP OHIO COM COM 909839102 3,326 398,842 SH   DFND 1 398,842 0 0
UNITED CONTINENTAL HOLDINGS COM 910047109 218,416 3,095,346 SH   DFND 1 3,082,415 0 12,931
UNITED FINANCIAL BANCORP INC/NEW COM 910304104 7,043 414,100 SH   DFND 1 414,100 0 0
UNITED FIRE GROUP INC. COM 910340108 7,557 176,692 SH   DFND 1 176,692 0 0
UNITED INSURANCE HOLDINGS CO COM 910710102 5,249 329,151 SH   DFND 1 329,151 0 0
UNITED MICROELECTRONICS-ADR SPON ADR NEW 910873405 24 12,866 SH   DFND 1 0 0 12,866
UNITED NAT FOODS INC COM COM 911163103 22,535 521,303 SH   DFND 1 519,744 0 1,559
UNITED PARCEL SERVICE INC CL B CL B 911312106 681,152 6,357,684 SH   DFND 1 6,326,220 0 31,464
UNITED RENTALS INC COM COM 911363109 120,290 963,096 SH   DFND 1 959,425 0 3,671
UNITED SECURITY BANCSHARES COM 911460103 98 13,516 SH   DFND 1 13,516 0 0
UNITED STATES ANTIMONY CORP COM 911549103 69 139,769 SH   DFND 1 139,769 0 0
UNITED STATES CELLULAR CORP COM COM 911684108 924 24,764 SH   DFND 1 2 24,764 0 0
UNITED STATES CELLULAR CORP COM COM 911684108 4,385 117,469 SH   DFND 1 117,469 0 0
UNITED STATES LIME & MINERAL COM 911922102 1,319 16,703 SH   DFND 1 16,703 0 0
UNITED STATES STL CORP NEW COM COM 912909108 45,467 1,344,783 SH   DFND 1 1,339,393 0 5,390
UNITED TECHNOLOGIES CORP COM COM 913017109 814,866 7,272,464 SH   DFND 1 7,237,667 0 34,797
UNITED THERAPEUTICS CORP DE COM COM 91307C102 898 6,636 SH   DFND 1 2 6,636 0 0
UNITED THERAPEUTICS CORP DE COM COM 91307C102 88,396 653,070 SH   DFND 1 651,680 0 1,390
UNITEDHEALTH GROUP INC COM COM 91324P102 1,473,315 8,996,397 SH   DFND 1 8,952,378 0 44,019
UNITI GROUP INC COM 91325V108 29,307 1,133,749 SH   DFND 1 1,126,656 0 7,093
UNITIL CORP COM COM 913259107 6,700 148,807 SH   DFND 1 148,807 0 0
UNITY BANCORP INC COM 913290102 1,183 69,818 SH   DFND 1 69,818 0 0
UNIVAR INC COM 91336L107 21,282 694,157 SH   DFND 1 694,157 0 0
UNIVERSAL AMERICAN CORP COM 91338E101 3,691 370,300 SH   DFND 1 370,300 0 0
UNIVERSAL CORP VA COM COM 913456109 37 537 SH   DFND 1 2 537 0 0
UNIVERSAL CORP VA COM COM 913456109 22,657 320,252 SH   DFND 1 320,252 0 0
UNIVERSAL DISPLAY CORP COM COM 91347P105 30,634 355,804 SH   DFND 1 355,804 0 0
UNIVERSAL ELECTRS INC COM COM 913483103 8,036 117,314 SH   DFND 1 117,314 0 0
UNIVERSAL FST PRODS INC COM COM 913543104 17,752 180,153 SH   DFND 1 180,153 0 0
UNIVERSAL HEALTH RLTY INCM SH BEN INT SH BEN INT 91359E105 10,360 160,621 SH   DFND 1 160,621 0 0
UNIVERSAL HLTH SVCS INC CL B CL B 913903100 119,246 959,418 SH   DFND 1 955,522 0 3,896
UNIVERSAL INSURANCE HOLDINGS COM 91359V107 11,784 480,997 SH   DFND 1 480,225 0 772
UNIVERSAL LOGISTICS HOLDGINS INC COM 91388P105 1,110 77,352 SH   DFND 1 77,352 0 0
UNIVERSAL STAINLESS & ALLOY COM 913837100 579 34,065 SH   DFND 1 34,065 0 0
UNIVERSAL TECHNICAL INSTITUT COM 913915104 403 116,958 SH   DFND 1 116,958 0 0
UNIVEST CORP OF PENNSYLVANIA COM 915271100 5,615 216,797 SH   DFND 1 215,997 0 800
UNUM GROUP COM 91529Y106 109,756 2,343,894 SH   DFND 1 2,333,509 0 10,385
UPLAND SOFTWARE INC COM 91544A109 588 37,067 SH   DFND 1 37,067 0 0
UQM TECHNOLOGIES INC COM COM 903213106 84 176,536 SH   DFND 1 176,536 0 0
URANIUM ENERGY CORP COM 916896103 1,259 886,863 SH   DFND 1 886,863 0 0
URANIUM RESOURCES INC COM 916901705 311 165,848 SH   DFND 1 165,848 0 0
URBAN EDGE PROPERTIES COM 91704F104 22,208 844,434 SH   DFND 1 841,605 0 2,829
URBAN OUTFITTERS INC COM COM 917047102 17,314 728,706 SH   DFND 1 725,983 0 2,723
URBAN OUTFITTERS INC COM COM 917047102 80 3,405 SH   DFND 1 2 3,405 0 0
URSTADT BIDDLE PPTYS INS CL A CL A 917286205 5,815 282,840 SH   DFND 1 282,840 0 0
URSTADT BIDDLE PROPERTIE S-G 6 3/4 PFD-G CV 6.75% 917286809 371 14,443 SH   DFND 1 14,443 0 0
US AUTO PARTS NTWRK INC-REDH COM 90343C100 296 88,387 SH   DFND 1 88,387 0 0
US BANCORP DEL COM NEW COM NEW 902973304 803,016 15,614,898 SH   DFND 1 15,541,567 0 73,331
US CONCRETE INC COM NEW 90333L201 7,309 113,231 SH   DFND 1 113,231 0 0
US FOODS HOLDING CORP COM 912008109 16,465 588,460 SH   DFND 1 588,460 0 0
US SILICA HOLDINGS INC COM 90346E103 26,952 561,627 SH   DFND 1 561,436 0 191
USA TECHNOLOGIES INC COM NO PAR 90328S500 1,165 274,159 SH   DFND 1 274,159 0 0
USA TRUCK INC COM COM 902925106 425 57,898 SH   DFND 1 57,898 0 0
USANA HEALTH SCIENCES INC COM 90328M107 93 1,623 SH   DFND 1 2 1,623 0 0
USANA HEALTH SCIENCES INC COM 90328M107 7,061 122,588 SH   DFND 1 122,588 0 0
UTAH MED PRODS INC COM COM 917488108 2,334 37,477 SH   DFND 1 37,477 0 0
UTSTARCOM HOLDINGS CORP SHS NEW G9310A114 50 25,345 SH   DFND 1 25,345 0 0
V F CORP COM COM 918204108 179,485 3,269,840 SH   DFND 1 3,254,528 0 15,312
VAALCO ENERGY INC COM NEW 91851C201 254 276,975 SH   DFND 1 276,975 0 0
VAIL RESORTS INC COM COM 91879Q109 55,561 289,532 SH   DFND 1 289,432 0 100
VALERO ENERGY CORP NEW COM COM 91913Y100 313,514 4,735,660 SH   DFND 1 4,714,952 0 20,708
VALHI INC NEW COM COM 918905100 481 146,938 SH   DFND 1 146,938 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 33,882 600,865 SH   DFND 1 600,865 0 0
VALLEY NATL BANCORP COM COM 919794107 23,647 2,004,062 SH   DFND 1 1,993,948 0 10,114
VALMONT INDS INC COM COM 920253101 26,387 169,694 SH   DFND 1 169,000 0 694
VALSPAR CORP COM COM 920355104 61,609 555,569 SH   DFND 1 553,312 0 2,257
VALUE LINE INC COM COM 920437100 305 17,735 SH   DFND 1 17,735 0 0
VALVOLINE INC COM 92047W101 6,220 253,378 SH   DFND 1 253,378 0 0
VAN KAMPEN PA VALUE MUN INCO COM 46132K109 1,863 153,118 SH   DFND 1 2 153,118 0 0
VANDA PHARMACTCLS INC COM 921659108 5,775 412,524 SH   DFND 1 412,524 0 0
VANTIV INC - CL A CL A 92210H105 70,852 1,105,425 SH   DFND 1 1,105,425 0 0
VAREX IMAGING CORP COM 92214X106 9,362 278,648 SH   DFND 1 278,648 0 0
VARIAN MED SYS INC COM COM 92220P105 91,427 1,004,537 SH   DFND 1 1,000,487 0 4,050
VARONIS SYSTEMS INC COM 922280102 4,359 137,106 SH   DFND 1 137,106 0 0
VASCO DATA SECURITY INTL COM 92230Y104 3,413 252,885 SH   DFND 1 252,885 0 0
VASCULAR BIOGENICS LTD COM M96883109 86 15,711 SH   DFND 1 15,711 0 0
VBI VACCINES COM NEW 91822J103 123 22,468 SH   DFND 1 22,468 0 0
VCA INC COM COM 918194101 57,814 631,850 SH   DFND 1 629,330 0 2,520
VCA INC COM COM 918194101 915 10,000 SH   DFND 1 2 10,000 0 0
VECTOR GROUP LTD COM COM 92240M108 15,551 747,661 SH   DFND 1 747,661 0 0
VECTREN CORP COM COM 92240G101 37,940 647,338 SH   DFND 1 644,781 0 2,557
VECTRUS INC COM 92242T101 1,678 75,086 SH   DFND 1 74,734 0 352
VEDANTA LTD SPONSORED ADR 92242Y100 622 36,273 SH   DFND 1 34,690 0 1,583
VEECO INSTRS INC DEL COM COM 922417100 9,823 329,106 SH   DFND 1 329,106 0 0
VEEVA SYSTEMS INC CL A COM 922475108 281 5,497 SH   DFND 1 2 5,497 0 0
VEEVA SYSTEMS INC CL A COM 922475108 37,861 738,324 SH   DFND 1 738,324 0 0
VENTAS INC COM COM 92276F100 262,802 4,045,544 SH   DFND 1 4,030,166 0 15,378
VENTAS INC COM COM 92276F100 45 700 SH   DFND 1 2 700 0 0
VEON LTD SPONSORED ADR 91822M106 2,884 707,012 SH   DFND 1 706,350 0 662
VERA BRADLEY INC COM 92335C106 221 23,796 SH   DFND 1 2 23,796 0 0
VERA BRADLEY INC COM 92335C106 1,654 177,712 SH   DFND 1 177,712 0 0
VERACYTE INC COM 92337F107 1,120 122,097 SH   DFND 1 122,097 0 0
VERASTEM INC COM 92337C104 390 188,743 SH   DFND 1 188,743 0 0
VEREIT INC COM 92339V100 60,412 7,118,483 SH   DFND 1 7,116,819 0 1,664
VERICEL CORP COM 92346J108 618 220,737 SH   DFND 1 220,737 0 0
VERIFONE HOLDINGS INC COM 92342Y109 15,065 804,349 SH   DFND 1 800,910 0 3,439
VERINT SYS INC COM COM 92343X100 22,591 520,845 SH   DFND 1 520,845 0 0
VERINT SYS INC COM COM 92343X100 40 935 SH   DFND 1 2 935 0 0
VERISIGN INC COM COM 92343E102 78,163 898,546 SH   DFND 1 894,717 0 3,829
VERISK ANALYTICS INC-CL A COM 92345Y106 37 464 SH   DFND 1 2 464 0 0
VERISK ANALYTICS INC-CL A COM 92345Y106 127,521 1,573,850 SH   DFND 1 1,562,439 0 11,411
VERITEX HOLDINGS INC COM 923451108 2,877 102,313 SH   DFND 1 102,313 0 0
VERITIV CORP COM 923454102 119 2,301 SH   DFND 1 2 2,301 0 0
VERITIV CORP COM 923454102 4,704 90,819 SH   DFND 1 90,819 0 0
VERIZON COMMUNICATIONS COM COM 92343V104 1,890,013 38,826,004 SH   DFND 1 38,639,271 0 186,733
VERMILLION INC COM NEW 92407M206 231 110,945 SH   DFND 1 110,945 0 0
VERSAR INC COM 925297103 19 11,390 SH   DFND 1 11,390 0 0
VERSARTIS INC COM 92529L102 5,495 257,417 SH   DFND 1 257,417 0 0
VERSO CORP - A CL A 92531L207 1,125 187,526 SH   DFND 1 187,526 0 0
VERSUM MATERIALS INC COM 92532W103 21,278 695,370 SH   DFND 1 691,782 0 3,588
VERTEX ENERGY INC COM 92534K107 111 100,060 SH   DFND 1 100,060 0 0
VERTEX PHARMACEUTICALS INC COM COM 92532F100 255,290 2,338,051 SH   DFND 1 2,319,957 0 18,094
VERTEX PHARMACEUTICALS INC COM COM 92532F100 193 1,770 SH   DFND 1 2 1,770 0 0
VGR 2 1/2 01/15/2019 FRNT 1/1 92240MAY4 12,301 8,500,000 PRN   DFND 1 2 8,500,000 0 0
VIACOM INC CL B CL B 92553P201 163,678 3,515,695 SH   DFND 1 3,490,270 0 25,425
VIACOM INC CL B CL B 92553P201 141 3,041 SH   DFND 1 2 3,041 0 0
VIACOM INC-CLASS A CL A 92553P102 2,048 42,025 SH   DFND 1 42,025 0 0
VIAD CORP COM COM NEW 92552R406 7,224 159,826 SH   DFND 1 159,826 0 0
VIASAT INC COM COM 92552V100 27,894 437,084 SH   DFND 1 435,438 0 1,646
VIAVI SOLUTIONS INC COM 925550105 20,425 1,905,330 SH   DFND 1 1,905,330 0 0
VICAL INC COM COM NEW 925602203 88 39,626 SH   DFND 1 39,626 0 0
VICOR CORP COM COM 925815102 2,018 125,347 SH   DFND 1 125,347 0 0
VIDEOCON D2H LTD - ADR ADR 92657J101 270 23,536 SH   DFND 1 23,536 0 0
VIEWRAY INC COM 92672L107 1,271 149,463 SH   DFND 1 149,463 0 0
VIKING THERAPEUTICS INC COM 92686J106 45 31,264 SH   DFND 1 31,264 0 0
VILLAGE BANK AND TRUST FINANCIAL COM NEW 92705T200 239 8,883 SH   DFND 1 8,883 0 0
VILLAGE SUPER MARKET INC CL A NEW 927107409 1,733 65,417 SH   DFND 1 65,417 0 0
VILLAGE SUPER MARKET INC CL A NEW 927107409 240 9,069 SH   DFND 1 2 9,069 0 0
VINCE HOLDING CORP COM 92719W108 257 166,002 SH   DFND 1 166,002 0 0
VIPER ENERGY PARTNERS LP COM UNT RP INT 92763M105 994 55,295 SH   DFND 1 55,295 0 0
VIPSHOP HOLDINGS LTD - ADS SPONSORED ADR 92763W103 6,769 509,628 SH   DFND 1 509,628 0 0
VIRCO MFG CO COM COM 927651109 82 20,878 SH   DFND 1 20,878 0 0
VIRNETX HOLDING CORP COM 92823T108 828 360,182 SH   DFND 1 360,182 0 0
VIRTU FINANCIAL INC CL A 928254101 5,404 317,906 SH   DFND 1 317,906 0 0
VIRTUS INVESTMENT PARTNERS COM 92828Q109 5,081 47,980 SH   DFND 1 47,980 0 0
VIRTUS TOTAL RETURN FUND COM 92829A103 376 86,106 SH   DFND 1 2 86,106 0 0
VIRTUSA CORP COM 92827P102 6,889 227,982 SH   DFND 1 227,982 0 0
VISA INC COM CL A 92826C839 1,675,474 18,878,856 SH   DFND 1 18,794,661 0 84,195
VISA INC COM CL A 92826C839 14 167 SH   DFND 1 2 167 0 0
VISHAY INTERTECHNOLOGY INC COM COM 928298108 21,731 1,321,090 SH   DFND 1 1,316,930 0 4,160
VISHAY PRECISION GROUP COM 92835K103 1,240 78,534 SH   DFND 1 78,534 0 0
VISTA OUTDOOR INC COM 928377100 9,229 448,259 SH   DFND 1 448,259 0 0
VISTAGEN THERAPEUTICS INC COM NEW 92840H202 58 30,097 SH   DFND 1 30,097 0 0
VISTEON CORP COM NEW 92839U206 24,226 247,339 SH   DFND 1 247,339 0 0
VITAL THERAPIES INC COM 92847R104 688 172,210 SH   DFND 1 172,210 0 0
VITAMIN SHOPPE INC. COM 92849E101 3,929 195,025 SH   DFND 1 195,025 0 0
VITAMIN SHOPPE INC. COM 92849E101 185 9,217 SH   DFND 1 2 9,217 0 0
VIVEVE MEDICAL INC COM NEW 92852W204 223 35,231 SH   DFND 1 35,231 0 0
VIVINT SOLAR INC COM 92854Q106 445 159,255 SH   DFND 1 159,255 0 0
VIVUS INC COM COM 928551100 675 602,878 SH   DFND 1 602,878 0 0
VMWARE INC-CLASS A CL A COM 928563402 43,488 472,181 SH   DFND 1 472,181 0 0
VOCERA COMMUNICATIONS INC COM 92857F107 4,901 197,394 SH   DFND 1 197,394 0 0
VOCERA COMMUNICATIONS INC COM 92857F107 133 5,361 SH   DFND 1 2 5,361 0 0
VODAFONE GROUP PLC NEW SPONSORED ADR SPONSORED ADR 92857W308 7,581 286,835 SH   DFND 1 272,954 0 13,881
VOLITIONRX LTD COM 928661107 405 100,890 SH   DFND 1 100,890 0 0
VOLT INFORMATION SCIENCES I COM COM 928703107 287 41,675 SH   DFND 1 41,675 0 0
VONAGE HOLDINGS CORP COM 92886T201 9,425 1,491,442 SH   DFND 1 1,491,442 0 0
VORNADO RLTY TR SH BEN INT SH BEN INT 929042109 196,846 1,964,764 SH   DFND 1 1,957,317 0 7,447
VORNADO RLTY TR SH BEN INT SH BEN INT 929042109 28 287 SH   DFND 1 2 287 0 0
VOXX INTERNATIONAL CORP CL A 91829F104 594 114,327 SH   DFND 1 114,327 0 0
VOYA FINANCIAL INC COM 929089100 52,517 1,384,056 SH   DFND 1 1,384,056 0 0
VOYA FINANCIAL INC COM 929089100 88 2,340 SH   DFND 1 2 2,340 0 0
VOYAGER THERAPEUTICS INC COM 92915B106 827 62,485 SH   DFND 1 62,485 0 0
VRTS 7 1/4 PFD CV SER D 92828Q208 4,402 45,000 PRN   DFND 1 2 45,000 0 0
VSE CORP COM 918284100 2,528 61,980 SH   DFND 1 61,980 0 0
VTV THERAPEUTICS INC- CL A CL A 918385105 248 37,976 SH   DFND 1 37,976 0 0
VULCAN MATLS CO COM COM 929160109 150,345 1,249,739 SH   DFND 1 1,243,996 0 5,743
VUZIX CORP COM NEW 92921W300 576 92,972 SH   DFND 1 92,972 0 0
VWR CORP COM 91843L103 20,383 722,822 SH   DFND 1 722,822 0 0
W P CAREY & CO LLC COM COM 92936U109 53,002 851,858 SH   DFND 1 851,858 0 0
W&T OFFSHORE COM 92922P106 761 274,941 SH   DFND 1 274,941 0 0
WABASH NATL CORP COM COM 929566107 199 9,628 SH   DFND 1 2 9,628 0 0
WABASH NATL CORP COM COM 929566107 18,049 872,358 SH   DFND 1 872,358 0 0
WABCO HOLDINGS INC COM 92927K102 49,916 425,250 SH   DFND 1 425,250 0 0
WABTEC CORP COM COM 929740108 198 2,550 SH   DFND 1 2 2,550 0 0
WABTEC CORP COM COM 929740108 57,256 734,298 SH   DFND 1 731,630 0 2,668
WADDELL & REED FINL INC CL A CL A 930059100 16,961 997,722 SH   DFND 1 994,771 0 2,951
WAGEWORKS INC COM 930427109 20,654 285,681 SH   DFND 1 285,681 0 0
WAL MART STORES INC COM COM 931142103 337 4,686 SH   DFND 1 2 4,686 0 0
WAL MART STORES INC COM COM 931142103 1,105,993 15,364,982 SH   DFND 1 15,296,094 0 68,888
WALGREEN BOOTS ALLIANCE INC COM 931427108 54 651 SH   DFND 1 2 651 0 0
WALGREEN BOOTS ALLIANCE INC COM 931427108 753,759 9,087,976 SH   DFND 1 9,018,328 0 69,648
WALKER & DUNLOP INC COM 93148P102 17,057 409,160 SH   DFND 1 409,160 0 0
WALKER & DUNLOP INC COM 93148P102 162 3,891 SH   DFND 1 2 3,891 0 0
WALTER INVESTMENT MANAGEMENT COM 93317W102 267 247,307 SH   DFND 1 247,307 0 0
WASHINGTON FED INC COM COM 938824109 24,593 743,005 SH   DFND 1 740,252 0 2,753
WASHINGTON PRIME GROUP INC COM 93964W108 15,409 1,773,265 SH   DFND 1 1,764,956 0 8,309
WASHINGTON REAL ESTATE INVT SH BEN INT SH BEN INT 939653101 21,394 683,959 SH   DFND 1 683,959 0 0
WASHINGTON TR BANCORP COM COM 940610108 6,481 131,480 SH   DFND 1 131,480 0 0
WASHINGTONFIRST BANKSHARE INC COM 940730104 1,711 61,124 SH   DFND 1 61,124 0 0
WASTE CONNECTIONS INC COM COM 94106B101 696 8,371 SH   DFND 1 8,371 0 0
WASTE MGMT INC DEL COM COM 94106L109 268,745 3,691,175 SH   DFND 1 3,672,646 0 18,529
WATERS CORP COM COM 941848103 128,767 824,900 SH   DFND 1 821,418 0 3,482
WATERSTONE FINANCIAL INC COM 94188P101 4,974 272,601 SH   DFND 1 272,601 0 0
WATSCO INC COM COM 942622200 68 477 SH   DFND 1 2 477 0 0
WATSCO INC COM COM 942622200 30,538 213,284 SH   DFND 1 212,343 0 941
WATTS WATER TECHNOLOGIES INC CL A 942749102 203 3,270 SH   DFND 1 2 3,270 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 13,863 222,356 SH   DFND 1 222,356 0 0
WAVE LIFE SCIENCES PTE LTD SHS Y95308105 2,103 76,478 SH   DFND 1 76,478 0 0
WAYFAIR INC- CLASS A CL A 94419L101 9,444 233,243 SH   DFND 1 233,243 0 0
WAYSIDE TECHNOLOGY COM 946760105 322 17,318 SH   DFND 1 17,318 0 0
WBMD 2 1/2 01/31/2018 REG NOTE 2.500% 1/3 94770VAF9 2,030 2,000,000 PRN   DFND 1 2 2,000,000 0 0
WD-40 CO COM COM 929236107 13,056 119,840 SH   DFND 1 119,840 0 0
WEATHERFORD INTL LTD ORD SHS G48833100 5,026 755,911 SH   DFND 1 2 755,911 0 0
WEATHERFORD INTL LTD ORD SHS G48833100 50,272 7,562,336 SH   DFND 1 7,560,906 0 1,430
WEB.COM GROUP INC COM 94733A104 8,052 417,246 SH   DFND 1 417,246 0 0
WEBMD HEALTH CORP COM 94770V102 15,683 297,709 SH   DFND 1 296,547 0 1,162
WEBSTER FINL CORP CONN COM COM 947890109 34,325 685,964 SH   DFND 1 683,102 0 2,862
WEC ENERGY GROUP COM 92939U106 191,768 3,167,331 SH   DFND 1 3,152,790 0 14,541
WECAST NETWORK IN COM 94850Q106 42 20,793 SH   DFND 1 20,793 0 0
WEIBO CORP - ADR SPONSORED ADR 948596101 3,650 70,163 SH   DFND 1 69,896 0 267
WEIGHT WATCHERS INTL INC NE COM COM 948626106 3,193 205,125 SH   DFND 1 205,125 0 0
WEINGARTEN RLTY INVS SH BEN INT SH BEN INT 948741103 36,200 1,084,163 SH   DFND 1 1,080,476 0 3,687
WEIS MKTS INC COM COM 948849104 7,286 122,151 SH   DFND 1 122,151 0 0
WELBILT INC COM 949090104 21,051 1,072,415 SH   DFND 1 1,072,415 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 851 6,076 SH   DFND 1 2 6,076 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 66,866 476,902 SH   DFND 1 475,533 0 1,369
WELLS FARGO & CO NEW COM COM 949746101 139 2,506 SH   DFND 1 2 2,506 0 0
WELLS FARGO & CO NEW COM COM 949746101 2,489,406 44,788,457 SH   DFND 1 44,583,822 0 204,635
WELLTOWER INC COM 95040Q104 294,452 4,162,790 SH   DFND 1 4,147,018 0 15,772
WENDY'S CO/ THE COM 95058W100 21,814 1,602,853 SH   DFND 1 1,596,887 0 5,966
WERNER ENTERPRISES INC COM COM 950755108 9,660 368,735 SH   DFND 1 367,338 0 1,397
WESBANCO INC COM COM 950810101 13,163 345,421 SH   DFND 1 345,421 0 0
WESCO AIRCRAFT HOLDINGS INC COM 950814103 1 160 SH   DFND 1 2 160 0 0
WESCO AIRCRAFT HOLDINGS INC COM 950814103 5,407 474,348 SH   DFND 1 474,348 0 0
WESCO INTL INC COM COM 95082P105 24,155 347,305 SH   DFND 1 347,305 0 0
WEST BANCORPORATION CAP STK 95123P106 3,625 157,960 SH   DFND 1 157,960 0 0
WEST CORP COM COM 952355204 12,184 498,961 SH   DFND 1 497,929 0 1,032
WEST MARINE INC COM COM 954235107 1,255 131,639 SH   DFND 1 131,639 0 0
WEST PHARMACEUTICAL SVSC IN COM COM 955306105 44,772 548,613 SH   DFND 1 546,339 0 2,274
WEST PHARMACEUTICAL SVSC IN COM COM 955306105 4 50 SH   DFND 1 2 50 0 0
WESTAMERICA BANCORPORATION COM COM 957090103 11,902 213,196 SH   DFND 1 213,196 0 0
WESTAMERICA BANCORPORATION COM COM 957090103 44 795 SH   DFND 1 2 795 0 0
WESTAR ENERGY, INC COM 95709T100 60,614 1,117,285 SH   DFND 1 1,112,882 0 4,403
WESTBURY BANCORP INC COM 95727P106 453 21,755 SH   DFND 1 21,755 0 0
WESTELL TECHNOLOGIES INC CL A CL A 957541105 175 250,608 SH   DFND 1 250,608 0 0
WESTERN ALLIANCE BANCORP COM 957638109 39,804 810,849 SH   DFND 1 810,849 0 0
WESTERN ASSET EMERGING MARKETS COM 95766A101 788 50,866 SH   DFND 1 2 50,866 0 0
WESTERN ASSET MORTGAGE CAP COM 95790D105 3,192 326,792 SH   DFND 1 320,286 0 6,506
WESTERN DIGITAL CORP COM COM 958102105 249,848 3,031,364 SH   DFND 1 3,010,242 0 21,122
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 335 5,545 SH   DFND 1 2 5,545 0 0
WESTERN NEW ENGLAND BANCORP INC COM 958892101 2,339 222,774 SH   DFND 1 222,774 0 0
WESTERN REFINING INC COM 959319104 22,188 632,692 SH   DFND 1 629,624 0 3,068
WESTERN UNION CO COM 959802109 107,454 5,286,962 SH   DFND 1 5,258,982 0 27,980
WESTLAKE CHEMICAL CORP COM COM 960413102 19,064 288,643 SH   DFND 1 288,643 0 0
WESTMORELAND COAL CO COM 960878106 185 12,787 SH   DFND 1 2 12,787 0 0
WESTMORELAND COAL CO COM 960878106 2,135 147,095 SH   DFND 1 147,095 0 0
WESTPAC BANKING CORP-SP ADR SPONSORED ADR 961214301 689 25,806 SH   DFND 1 21,470 0 4,336
WESTPORT FUEL SYSTEMS INC COM NEW 960908309 37 38,567 SH   DFND 1 38,567 0 0
WESTROCK CO COM 96145D105 128,423 2,471,696 SH   DFND 1 2,460,445 0 11,251
WESTWOOD HLDGS GROUP INC COM COM 961765104 289 5,419 SH   DFND 1 2 5,419 0 0
WESTWOOD HLDGS GROUP INC COM COM 961765104 2,969 55,602 SH   DFND 1 55,602 0 0
WEX INC. COM 96208T104 29,354 283,617 SH   DFND 1 282,422 0 1,195
WEYCO GROUP INC COM 962149100 1,196 42,602 SH   DFND 1 42,602 0 0
WEYERHAEUSER CO COM COM 962166104 974 28,685 SH   DFND 1 2 28,685 0 0
WEYERHAEUSER CO COM COM 962166104 291,744 8,596,217 SH   DFND 1 8,563,811 0 32,406
WGL HLDGS INC COM COM 92924F106 825 10,000 SH   DFND 1 2 10,000 0 0
WGL HLDGS INC COM COM 92924F106 33,035 400,279 SH   DFND 1 398,693 0 1,586
WHIRLPOOL CORP COM COM 963320106 127,051 742,589 SH   DFND 1 739,133 0 3,456
WHITE MTNS INS GROUP LTD COM COM G9618E107 32,684 37,146 SH   DFND 1 37,146 0 0
WHITESTONE REIT - B COM 966084204 3,968 286,742 SH   DFND 1 286,742 0 0
WHITEWAVE FOODS CO - A COM 966244105 71,430 1,272,646 SH   DFND 1 1,267,168 0 5,478
WHITING PETROLEUM CORP COM 966387102 18,985 2,006,965 SH   DFND 1 2,006,965 0 0
WHOLE FOODS MKT INC COM COM 966837106 30 1,014 SH   DFND 1 2 1,014 0 0
WHOLE FOODS MKT INC COM COM 966837106 105,871 3,566,662 SH   DFND 1 3,552,848 0 13,814
WI-LAN INC COM 928972108 112 61,580 SH   DFND 1 61,580 0 0
WIDEPOINT CORP COM COM 967590100 153 340,820 SH   DFND 1 340,820 0 0
WILDHORSE RES DVLPT -REDH COM 96812T102 2,427 195,177 SH   DFND 1 195,177 0 0
WILEY JOHN & SONS INC CL A CL A 968223206 19,545 363,303 SH   DFND 1 361,918 0 1,385
WILLBROS GROUP INC COM COM 969203108 856 312,743 SH   DFND 1 312,743 0 0
WILLDAN GROUP INC COM 96924N100 1,439 44,623 SH   DFND 1 44,623 0 0
WILLIAM LYON HOMES - CL A CL A NEW 552074700 3,643 176,674 SH   DFND 1 176,674 0 0
WILLIAMS CLAYTON ENERGY INC COM COM 969490101 7,069 53,521 SH   DFND 1 53,521 0 0
WILLIAMS COS INC DEL COM COM 969457100 399 13,504 SH   DFND 1 2 13,504 0 0
WILLIAMS COS INC DEL COM COM 969457100 261,860 8,861,078 SH   DFND 1 8,823,481 0 37,597
WILLIAMS SONOMA INC COM COM 969904101 35,342 659,123 SH   DFND 1 656,536 0 2,587
WILLIS LEASE FINANCE CORP COM COM 970646105 701 31,400 SH   DFND 1 31,400 0 0
WILLIS TOWERS WATSON PLC SHS G96629103 150,909 1,154,722 SH   DFND 1 1,149,215 0 5,507
WINDSTREAM HOLDINGS INC COM NEW 97382A200 8,015 1,470,750 SH   DFND 1 1,462,683 0 8,067
WINDSTREAM HOLDINGS INC COM NEW 97382A200 267 49,080 SH   DFND 1 2 49,080 0 0
WINDTREE THERAPUTICS INC COM 97382D105 62 54,795 SH   DFND 1 54,795 0 0
WINGSTOP INC COM 974155103 6,204 219,387 SH   DFND 1 219,387 0 0
WINMARK CORP COM COM 974250102 1,923 17,020 SH   DFND 1 17,020 0 0
WINNEBAGO INDS INC COM COM 974637100 19 656 SH   DFND 1 2 656 0 0
WINNEBAGO INDS INC COM COM 974637100 5,733 196,019 SH   DFND 1 196,019 0 0
WINS FINANCE HOLDINGS INC ORD SHS G97223104 1,882 12,982 SH   DFND 1 12,982 0 0
WINTRUST FINANCIAL CORP COM COM 97650W108 38,256 553,486 SH   DFND 1 551,847 0 1,639
WIPRO LTD SPON ADR 1 SH 97651M109 4,090 399,812 SH   DFND 1 397,000 0 2,812
WIRELESS TELECOM GROUP INC COM 976524108 69 46,661 SH   DFND 1 46,661 0 0
WISDOMTREE INVESTMENTS INC COM 97717P104 8,217 905,034 SH   DFND 1 902,895 0 2,139
WIX.COM SHS M98068105 1,534 22,603 SH   DFND 1 22,603 0 0
WIX.COM SHS M98068105 520 7,673 SH   DFND 1 2 7,673 0 0
WLP 2 3/4 10/15/2042 NOTE 2.750%10/1 94973VBG1 3,424 1,500,000 PRN   DFND 1 2 1,500,000 0 0
WMIH CORP COM 92936P100 2,507 1,728,969 SH   DFND 1 1,728,969 0 0
WOLVERINE WORLD WIDE INC COM COM 978097103 18,363 735,434 SH   DFND 1 735,434 0 0
WOODWARD INC. COM 980745103 32,881 484,121 SH   DFND 1 482,417 0 1,704
WOODWARD INC. COM 980745103 92 1,355 SH   DFND 1 2 1,355 0 0
WORKDAY INC - CLASS A CL A 98138H101 69,529 835,221 SH   DFND 1 835,221 0 0
WORKHORSE GROUP INC COM NEW 98138J206 332 126,435 SH   DFND 1 126,435 0 0
WORKIVA INC COM CL A 98139A105 2,423 154,844 SH   DFND 1 154,844 0 0
WORLD ACCEP CORP DEL COM COM 981419104 6,659 128,603 SH   DFND 1 128,603 0 0
WORLD FUEL SVCS CORP COM COM 981475106 137 3,800 SH   DFND 1 2 3,800 0 0
WORLD FUEL SVCS CORP COM COM 981475106 20,986 578,927 SH   DFND 1 576,757 0 2,170
WORLD WRESTLING ENTMT CL A 98156Q108 6,569 295,641 SH   DFND 1 295,641 0 0
WORTHINGTON INDS INC COM COM 981811102 18,896 419,083 SH   DFND 1 417,729 0 1,354
WPCS INTERNATIONAL INC COM PAR $.0001 N 92931L401 55 40,159 SH   DFND 1 40,159 0 0
WPP GROUP PLC AMERICAN DEPOSITARY SHARES ADR 92937A102 1,405 12,846 SH   DFND 1 12,396 0 450
WPX ENERGY INC COM 98212B103 41,204 3,077,232 SH   DFND 1 3,064,970 0 12,262
WRIGHT MEDICAL GROUP NV ORD SHS 0.03 PAR N96617118 27,239 875,307 SH   DFND 1 875,307 0 0
WSFS FINL CORP COM COM 929328102 11,127 242,164 SH   DFND 1 242,164 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 801 9,508 SH   DFND 1 2 9,508 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 84,085 999,055 SH   DFND 1 994,158 0 4,897
WYNN RESORTS LTD COM 983134107 91,991 803,740 SH   DFND 1 800,299 0 3,441
XACTLY CORP COM 98386L101 1,689 141,959 SH   DFND 1 141,959 0 0
XBIOTECH INC COM 98400H102 2,511 152,318 SH   DFND 1 152,318 0 0
XCEL ENERGY INC COM COM 98389B100 224,766 5,063,694 SH   DFND 1 5,041,783 0 21,911
XCERRA CORP COM 98400J108 3,761 423,085 SH   DFND 1 423,085 0 0
XENCOR INC COM 98401F105 8,544 357,227 SH   DFND 1 357,227 0 0
XENCOR INC COM 98401F105 239 10,003 SH   DFND 1 2 10,003 0 0
XENIA HOTELS & RESORTS INC COM 984017103 19,387 1,135,752 SH   DFND 1 1,135,752 0 0
XENITH BANKSHARES INC COM NEW 984102202 1,868 73,644 SH   DFND 1 73,644 0 0
XENON PHARMACEUTICALS INC COM 98420N105 41 10,386 SH   DFND 1 10,386 0 0
XERIUM TECHNOLOGIES INC COM NEW 98416J118 372 58,265 SH   DFND 1 58,265 0 0
XEROX CORP COM COM 984121103 92,637 12,632,535 SH   DFND 1 12,585,044 0 47,491
XILINX INC COM COM 983919101 578 10,000 SH   DFND 1 2 10,000 0 0
XILINX INC COM COM 983919101 165,899 2,869,210 SH   DFND 1 2,850,653 0 18,557
XINYUAN REAL ESTATE CO LTD SPONS ADR 98417P105 129 29,372 SH   DFND 1 2 29,372 0 0
XL GROUP PLC COM G98294104 102,892 2,585,009 SH   DFND 1 2,573,578 0 11,431
XO GROUP INC COM 983772104 113 6,576 SH   DFND 1 2 6,576 0 0
XO GROUP INC COM 983772104 4,081 237,143 SH   DFND 1 237,143 0 0
XOMA CORP COM NEW 98419J206 289 40,784 SH   DFND 1 40,784 0 0
XPERI CORP COM 98421B100 18,602 547,949 SH   DFND 1 547,766 0 183
XPLORE TECHNOLOGIES COM PAR $0.001 983950700 34 16,945 SH   DFND 1 16,945 0 0
XPO LOGISTICS INC COM 983793100 31,144 650,336 SH   DFND 1 650,336 0 0
XUNLEI LTD ADR SPONSORED ADR 98419E108 78 19,269 SH   DFND 1 19,269 0 0
XYLEM INC COM 98419M100 90,703 1,808,592 SH   DFND 1 1,800,828 0 7,764
YAHOO INC COM COM 984332106 401,835 8,670,598 SH   DFND 1 8,604,730 0 65,868
YAHOO INC COM COM 984332106 928 20,000 SH   DFND 1 2 20,000 0 0
YANDEX NV-A SHS CLASS A N97284108 3,267 149,007 SH   DFND 1 149,007 0 0
YATRA ONLINE INC ORD SHS G98338109 114 12,066 SH   DFND 1 12,066 0 0
YELP INC CL A 985817105 14,899 454,954 SH   DFND 1 454,954 0 0
YELP INC CL A 985817105 95 2,906 SH   DFND 1 2 2,906 0 0
YIELD10 BIOSCIENCE INC COM 98585K102 13 37,277 SH   DFND 1 37,277 0 0
YIRENDAI LTD - ADR SPONSORED ADR 98585L100 416 16,599 SH   DFND 1 2 16,599 0 0
YORK WATER CO COM 987184108 4,260 121,557 SH   DFND 1 121,557 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 2,885 262,040 SH   DFND 1 261,265 0 775
YUM CHINA HOLDINGS COM 98850P109 16,289 600,817 SH   DFND 1 599,917 0 900
YUM! BRANDS INC COM 988498101 192,865 3,022,956 SH   DFND 1 3,007,552 0 15,404
YUM! BRANDS INC COM 988498101 75 1,181 SH   DFND 1 2 1,181 0 0
YUME INC COM 98872B104 1,023 250,331 SH   DFND 1 250,331 0 0
YY INC-ADR ADS REPCOM CLA 98426T106 177 3,850 SH   DFND 1 2 3,850 0 0
YY INC-ADR ADS REPCOM CLA 98426T106 2,656 57,814 SH   DFND 1 57,814 0 0
ZAFGEN INC COM 98885E103 754 161,965 SH   DFND 1 161,822 0 143
ZAGG INC COM 98884U108 1,496 207,906 SH   DFND 1 207,906 0 0
ZAIS GROUP HOLDINGS INC COM 98887G106 59 22,211 SH   DFND 1 22,211 0 0
ZAYO GROUP HOLDINGS INC COM 98919V105 26,938 819,193 SH   DFND 1 819,193 0 0
ZEBRA TECHNOLOGIES CORP CL A CL A 989207105 38,634 423,389 SH   DFND 1 421,750 0 1,639
ZEDGE INC CL B 98923T104 234 76,236 SH   DFND 1 76,236 0 0
ZELTIQ AESTHETICS INC COM 98933Q108 16,396 294,846 SH   DFND 1 294,846 0 0
ZENDESK INC COM 98936J101 16,361 583,497 SH   DFND 1 583,497 0 0
ZILLOW GROUP INC CL A 98954M101 14,093 416,848 SH   DFND 1 416,848 0 0
ZILLOW GROUP INC - C CL C CAP STK 98954M200 26,949 800,706 SH   DFND 1 800,706 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 233,979 1,918,914 SH   DFND 1 1,910,201 0 8,713
ZION OIL & GAS INC COM 989696109 177 148,183 SH   DFND 1 148,183 0 0
ZIONS BANCORPORATION *W EXP 05/22/202 989701115 19,131 1,685,622 SH   DFND 1 2 1,685,622 0 0
ZIONS BANCORPORATION COM COM 989701107 90,556 2,158,321 SH   DFND 1 2,149,438 0 8,883
ZIOPHARM ONCOLOGY INC COM 98973P101 6,444 1,016,427 SH   DFND 1 1,015,538 0 889
ZIX CORP COM COM 98974P100 143 29,883 SH   DFND 1 2 29,883 0 0
ZIX CORP COM COM 98974P100 2,228 463,379 SH   DFND 1 463,379 0 0
ZOE'S KITCHEN INC COM 98979J109 2,686 145,201 SH   DFND 1 145,201 0 0
ZOETIS INC CL A 98978V103 245,017 4,597,661 SH   DFND 1 4,576,331 0 21,330
ZOGENIX INC COM NEW 98978L204 2,135 196,793 SH   DFND 1 196,793 0 0
ZOSANA PHARMA CORP COM 98979H103 82 43,518 SH   DFND 1 43,518 0 0
ZUMIEZ INC COM 989817101 2,883 157,587 SH   DFND 1 157,587 0 0
ZYNERBA PHARMACEUTICALS INC COM 98986X109 15 771 SH   DFND 1 2 771 0 0
ZYNERBA PHARMACEUTICALS INC COM 98986X109 1,512 75,244 SH   DFND 1 75,244 0 0
ZYNGA INC CL A 98986T108 18,915 6,636,920 SH   DFND 1 6,636,920 0 0
AGNICO EAGLE MINES LTD COM 008474108 9,290 219,600 SH   DFND 1 219,600 0 0
AGRIUM INC COM 008916108 5,974 62,966 SH   DFND 1 62,966 0 0
B2GOLD CORP COM 11777Q209 28 10,054 SH   DFND 1 10,054 0 0
BARRICK GOLD CORP COM 067901108 10,591 561,002 SH   DFND 1 561,002 0 0
BCE INC COM 05534B760 11,615 262,766 SH   DFND 1 262,766 0 0
BLACKBERRY LTD COM 09228F103 1,824 237,090 SH   DFND 1 237,090 0 0
CAMECO CORP COM 13321L108 2,047 186,136 SH   DFND 1 186,136 0 0
CELESTICA INC COM 15101Q108 21 1,500 SH   DFND 1 1,500 0 0
CELESTICA INC COM 15101Q108 318 21,901 SH   DFND 1 2 21,901 0 0
CREDICORP LTD COM G2519Y108 1,061 6,502 SH   DFND 1 6,502 0 0
CRH MEDICAL CORP COM 12626F105 201 24,600 SH   DFND 1 2 24,600 0 0
ELDORADO GOLD CORP NEW COM 284902103 1,170 343,844 SH   DFND 1 343,844 0 0
ENBRIDGE INC COM 29250N105 32,114 769,422 SH   DFND 1 769,422 0 0
ENCANA CORP COM 292505104 5,358 460,079 SH   DFND 1 460,079 0 0
GILDAN ACTIVEWEAR INC COM 375916103 3,722 138,348 SH   DFND 1 138,348 0 0
IMPERIAL OIL LTD COM 453038408 4,285 141,438 SH   DFND 1 141,438 0 0
IMPERIAL OIL LTD COM 453038408 164 5,400 SH   DFND 1 2 5,400 0 0
KINROSS GOLD CORP COM 496902404 2,097 598,448 SH   DFND 1 598,448 0 0
KINROSS GOLD CORP COM 496902404 0 1 SH   DFND 1 2 1 0 0
MANULIFE FINL CORP COM 56501R106 16,679 945,874 SH   DFND 1 945,874 0 0
METHANEX CORP COM 59151K108 2,058 44,244 SH   DFND 1 44,244 0 0
OPEN TEXT CORP COM 683715106 4,258 126,044 SH   DFND 1 126,044 0 0
PENGROWTH ENERGY CORP COM 70706P104 11 11,159 SH   DFND 1 11,159 0 0
SILVER WHEATON CORP COM 828336107 4,622 223,032 SH   DFND 1 223,032 0 0
YAMANA GOLD INC COM 98462Y100 1,248 454,622 SH   DFND 1 454,622 0 0
YAMANA GOLD INC COM 98462Y100 0 3 SH   DFND 1 2 3 0 0
HERITAGE OAKS BANCORP COM 42724R107 2,601,207 194,847 SH   DFND 1 2,601,207 0 0
IMMUNE PHARMACEUTICALS INC COM 45254C101 65,316 447,068 SH   DFND 1 2,601,207 0 0
MIDDLEBURG FINANCIAL CORP COM 596094102 1,383 34,542 SH   DFND 1 34,542 0 0
SUFFOLK BANCORP COM 864739107 783 19,370 SH   DFND 1 19,370 0 0
WHEELER REAL ESTATE INVT TR COM 963025101 275,450 159,220 SH   DFND 1 159,220 0 0